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# Cumulants, Lattice Paths, and Orthogonal Polynomials

## 1. Introduction

In his seminal paper  Flajolet gave a combinatorial interpretation of continued fractions and derived generating function expressions for enumeration problems of various lattice paths. This is connected to work of Karlin and McGregor and others on birth and death processes, see  or  for a survey. The basic principle has been rediscovered many times, see e.g.  for an application to random walks and  for an interpretation in noncommutative probability. Since Stieltjes’ times continued fractions have also been a basic ingredient of the theory of orthogonal polynomials. A synthesis of both aspects can be found in Viennot’s memoir  or in the survey .

Orthogonal polynomials and their Jacobi operators have been extensively studied in connection with moment problems and spectral theory . Spectral theory of convolution operators was also one of Voiculescu’s movitations for the development of free probability theory  and it would be interesting to understand the behaviour of orthogonal polynomials under free convolution. The special case of free projections, which is up to a translation equivalent to the case of free generators, have been considered in the literature, see e.g. .

In this note we derive a formula for free cumulants in the spirit Flajolet’s and Viennot’s theory of lattice paths. After discussions with A. Lascoux, he gave a proof in terms of symmetric functions of a more general formula for the coefficients of powers of continued fractions, cf. .

The paper is organized as follows.

In section 2 we review Flajolet’s formula for the generating function of Motzkin paths.

In section 3 we briefly discuss the relevant facts about orthogonal polynomials.

In section 4 we review the definitions of various cumulants.

In section 5 we prove the main result, a formula expressing free cumulants in terms of Jacobi parameters.

Finally in section 6 we indicate how Gessel-Viennot theory of Hankel determinants can be used to express the Jacobi parameters in terms of cumulants.

## 2. Enumeration of Lattice Paths

###### Definition 2.1.

A *lattice path* is a sequence of points in the integer lattice $`𝐙^2`$. A pair of consecutive points is called a *step* of the path. A *valuation* is a function on the set of possible steps $`𝐙^2\times 𝐙^2`$. A valuation of a path is the product of the valuations of its steps. In the rest of this paper all lattice paths will have the following properties.

1. Starting point and end point lie on the $`x`$-axis.
2. The $`y`$-coordinates of all points are nonnegative.
3. In each step, the $`x`$-coordinate is incremented by one.

Thus a path of length $`n`$ will start at some point $`(x_0,0)`$ and end at $`(x_0+n,0)`$. The valuations will be independent of the $`x`$-coordinates of the points. Therefore the $`x`$-coordinates are redundant and we can represent a path $`\pi `$ by the sequence of its $`y`$-coordinates $`(\pi (0),\pi (1),\mathrm{},\pi (n))`$. We call a path *irreducible* if it does not touch the $`x`$-axis except at the start and at the end. Every path has a unique factorization into irreducible ones.

We will be concerned with two types of paths.

###### Definition 2.2.

1. A *Motzkin path* of length $`n`$ is a lattice path starting at $`P_0=(0,0)`$ and ending at $`(n,0)`$, all of whose $`y`$ coordinates are nonnegative and whose steps are of the three following types.

* *rising step*: $`(1,1)`$
    * *horizontal step*: $`(1,0)`$
    * *falling step*: $`(1,1)`$

Motzkin paths without horizontal steps are called *Dyck paths*. We will denote the set of Motzkin paths by $`_n`$ and the subset of irreducible Motzkin paths by $`_n^{\mathrm{irr}}`$. Motzkin paths are counted by the well known *Motzkin numbers*.
2. A *Łukasiewicz path* of length $`n`$ is a path starting at $`(0,0)`$ and ending at $`(n,0)`$ whose steps are of the following types.

* *rising step*: $`(1,1)`$
    * *horizontal step*: $`(1,0)`$
    * *falling steps*: $`(1,k)`$, $`k>0`$

We denote the set of Łukasiewicz paths of length $`n`$ by $`_n`$ and the subset of irreducible Łukasiewicz paths by $`_n^{\mathrm{irr}}`$. Łukasiewicz paths form a *Catalan family*, i.e., they are counted by the *Catalan numbers*.

The name Łukasiewicz path is motivated by the natural bijection to the *Łukasiewicz language*, the language understood by calculators using reverse polish notation, which was used by Raney in  to give a combinatorial proof of the Lagrange inversion formula.

Flajolet’s formula expresses the generating function of weighted Motzkin paths as a continued fraction.

###### Theorem 2.3 ().

Let

(2.1)
$$\mu _n=\underset{\pi _n}{}v(\pi )$$

where the sum is over the set of Motzkin paths $`\pi =(\pi (0)\mathrm{}\pi (n))`$ of length $`n`$. Here $`\pi (j)`$ is the level after the $`j`$-th step, and the *valuation* of a path is the product of the valuations of its steps $`v(\pi )=_1^nv_i`$, the latter being

(2.2)
$$v_i=v(\pi (i1),\pi (i))=\{\begin{array}{cc}1\hfill & \text{if the }i\text{-th step rises}\hfill \\ a_{\pi (i1)}\hfill & \text{if the }i\text{-th step is horizontal}\hfill \\ \lambda _{\pi (i1)}\hfill & \text{if the }i\text{-th step falls}\hfill \end{array}$$

Then the generating function

$$M(z)=\underset{n=0}{\overset{\mathrm{}}{}}\mu _nz^n$$

has the continued fraction expansion

(2.3)
$$M(z)=\frac{1}{1\alpha _0z{\displaystyle \frac{\lambda _1z^2}{1\alpha _1z{\displaystyle \frac{\lambda _2z^2}{\mathrm{}}}}}}$$

## 3. Orthogonal Polynomials

A sequence of (formal) orthogonal polynomials is a sequence of monic polynomials $`P_n(x)`$ of degree $`\mathrm{deg}P_n=n`$ together with a linear functional $`\mu `$ on the space of polynomials with moments $`\mu (x^n)=\mu _n`$ such that $`\mu (P_m(x)P_n(x))=\delta _{mn}s_n`$ for some coefficients $`s_n`$. We will always assume that $`s_0=1`$, that is $`\mu (x^0)=1`$. It is then easy to see that such a sequence satisfies a three-term recurrence relation

$$xP_n(x)=P_{n+1}(x)+a_nP_n(x)+\lambda _nP_{n1}(x)$$

with $`\lambda _0=0`$. The numbers $`a_n`$, $`\lambda _n`$ are the so-called *Jacobi parameters*. One verifies easily that the polynomials $`P_n(x)=\frac{D_n(x)}{\mathrm{\Delta }_{n1}}`$ satisfy the orthogonality condition, where

(3.1)
$$D_n(x)=\left|\begin{array}{cccc}\mu _0& \mu _1& \mathrm{}& \mu _n\\ \mu _1& \mu _2& & \mu _{n+1}\\ \mathrm{}& & & \mathrm{}\\ \mu _{n1}& & \mathrm{}& \mu _{2n1}\\ 1& x& \mathrm{}& x^n\end{array}\right|$$

and

(3.2)
$$\mathrm{\Delta }_n=\left|\begin{array}{cccc}\mu _0& \mu _1& \mathrm{}& \mu _n\\ \mu _1& \mu _2& & \mu _{n+1}\\ \mathrm{}& & & \mathrm{}\\ \mu _n& \mu _{n+1}& \mathrm{}& \mu _{2n}\end{array}\right|$$

is the $`n`$-th *Hankel determinant*.

Coming from an operator theoretic background, the most natural way to make the connection to Flajolet’s formula is perhaps via matrices. The Jacobi matrix model for the moment functional is

$$J=\left[\begin{array}{cc}\alpha _0& 1\\ \lambda _1& \alpha _1& 1\\ & \lambda _2& \alpha _2& 1\\ & & \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right],$$

that is, if we denote the basis of the vector space by $`e_0,e_1,\mathrm{}`$, with inner product $`e_m,e_n=\delta _{mn}s_n`$, then $`Je_n=e_{n+1}+\alpha _ne_n+\lambda _ne_{n1}`$. Then it is easy to see that $`P_n(J)e_0=e_n`$ and therefore $`J`$ satisfies $`J^ne_0,e_0=\mu _n`$. Expanding the matrix power yields

$$\mu _n=\underset{i_1,\mathrm{},i_{n1}0}{}J_{0,i_1}J_{i_1,i_2}\mathrm{}J_{i_{n1},0}$$

and because of tridiagonality the sum is restricted to indices $`|i_{j+1}i_j|1`$. The summands $`J_{0,i_1}J_{i_1,i_2}\mathrm{}J_{i_{n1},0}`$ can be interpreted as the valuations of the Motzkin paths $`(0,i_1,i_2,\mathrm{},i_{n1},0)`$ with weights $`v(y,y^{})=J_{y+1,y^{}+1}`$, where $`J_{i,i1}=\lambda _i`$, $`J_{i,i}=\alpha _i`$, $`J_{i,i+1}=1`$ and this is exactly Flajolet’s formula (2.1).

## 4. Cumulants

Cumulants linearize convolution of probability measures coming from various notions of independence.

###### Definition 4.1 ().

A *non-commutative probability space* is pair $`(𝒜,\phi )`$ of a (complex) unital algebra $`𝒜`$ and a unital linear functional $`\phi `$. The elements of $`𝒜`$ are called *(non-commutative) random variables*. The collection of moments $`\mu _n(a)=\phi (a^n)`$ of such a random variable $`a𝒜`$ will be called its *distribution* and denoted $`\mu _a=(\mu _n(a))_n`$.

Thus noncommutative probability follows the general “quantum” philosophy of replacing function algebras by noncommutative algebras. We will review several notions of independence below. Convolution is defined as follows. Let $`a`$ and $`b`$ be “independent” random variables. Then the convolution of the distributions of $`a`$ and $`b`$ is defined to be the distribution of the sum $`a+b`$. In all the examples below, the distribution of the sum of “independent” random variables only depends on the individual distributions of the summands and therefore convolution is well defined and the $`n`$-th moment $`\mu _n(a+b)`$ is a polynomial function of the moments of $`a`$ and $`b`$ of order less or equal to $`n`$. For our purposes it is sufficient to axiomatize cumulants as follows.

###### Definition 4.2.

Given a notion of independence on a noncommutative probability space $`(𝒜,\phi )`$, a sequence of maps $`ak_n(a)`$, $`n=1,2,\mathrm{}`$ is called a *cumulant sequence* if it satisfies

1. additivity: if $`a`$ and $`b`$ are “independent” random variables, then $`k_n(a+b)=k_n(a)+k_n(b)`$.
2. homogenity: $`k_n(\lambda a)=\lambda ^nk_n(a)`$.
3. $`k_n(a)`$ is a polynomial in the first $`n`$ moments of $`a`$ with leading term $`\mu _n(a)`$. This ensures that conversely the moments can be recovered from the cumulants.

We will review here *free*, *classical* and *boolean* cumulants via their matrix models. The reader interested in “$`q`$-analogues” is referred to the $`q`$-Toeplitz matrix models of  and  which yield similar valuations on Łukasiewicz paths.

### 4.1. Free Cumulants

Free probability was introduced by Voiculescu in  and has seen rapid development since, see  and the more recent survey .

###### Definition 4.3.

Given a noncommutative probability space $`(𝒜,\phi )`$, the subalgebras $`𝒜_i𝒜`$ are called *free independent* (or *free* for short) if

(4.1)
$$\phi (a_1a_2\mathrm{}a_n)=0$$

whenever $`a_j𝒜_{i_j}`$ with $`\phi (a_j)=0`$ and $`i_ji_{j+1}`$ for $`j=1,\mathrm{},n1`$. Elements $`a_i𝒜`$ are called free if the unital subalgebras generated by $`a_i`$ are free.

Existence of free cumulants with the properties of definition 4.2 was proved already in . A beautiful systematic theory of free cumulants was found by Speicher in his combinatorial approach to free probability via non-crossing partitions ; see  for an explanation why noncrossing partitions appear. The explicit computation involves generating functions as follows.

###### Theorem 4.4 ().

Let $`M(z)=1+_{n=1}^{\mathrm{}}\mu _nz^n`$ be the ordinary moment generating function and $`C(z)=1+_{n=1}^{\mathrm{}}c_nz^n`$ be the function implicitly defined by the relation $`C(zM(z))=M(z)`$. Then the coefficients $`c_n`$ satisfy the requirements of definition 4.2 and are called the *free* or *non-crossing cumulants* and $`C(z)`$ is the *cumulant generating function*.

The moments and the free cumulants are related explicitly by the following combinatorial formula (see  for the formulation in terms of Łukasiewicz language, and  for non-crossing partitions). Define a valuation on Łukasiewicz paths by putting the following weights on the steps

(4.2) $`v(y,yk)`$ $`=c_{k+1}k0`$
$`v(y,y+1)`$ $`=1,`$
then

(4.3)
$$\mu _n=\underset{\pi _n}{}v(\pi ).$$

Another interpretation of this relation is the *Fock space model* of Voiculescu  (see  for a simpler proof). It involves Toeplitz operators as follows. Let $`S`$ be the forward shift on $`\mathrm{}_2(𝐍_0)`$, i.e., $`Se_n=e_{n+1}`$. A (formal) *Toeplitz operator* is a linear combination of powers of $`S`$ and of its adjoint, the backward shift $`S^{}e_n=e_{n1}`$. The linear functional $`\omega (X)=Xe_0,e_0`$ is called the *vacuum expectation*. Let $`c_n`$ be the free cumulants of the moment sequence $`(\mu _n)`$ as defined above and set

(4.4)
$$T=S^{}+\underset{n=0}{\overset{\mathrm{}}{}}c_{n+1}S^n.$$

Then $`\omega (T^n)=\mu _n`$ and writing $`T`$ in matrix form

$$T=\left[\begin{array}{cc}c_1& 1\\ c_2& c_1& 1\\ c_3& c_2& c_1& 1\\ \mathrm{}& & \mathrm{}& & \mathrm{}\end{array}\right]$$

we can expand the matrix product and obtain

$$\omega (T^n)=T^ne_0,e_0=\underset{i_1,\mathrm{},i_{n1}0}{}T_{0,i_1}T_{i_1,i_2}\mathrm{}T_{i_{n1},0}$$

where $`T_{ij}0`$ only for $`ji1`$. Again this can be interpreted as a sum over lattice paths which this time turn out to be Łukasiewicz paths with weights (4.2) coming from the matrix entries

$$T_{i,i+1}=1T_{i,ik}=c_{k+1},k0$$

and we obtain the sum (4.3). There are multivariate generalizations of this Toeplitz model, see .

### 4.2. Classical Cumulants

Classical cumulants linearize convolution of measures and can be defined via the Fourier transform.

###### Definition 4.5.

Let $`F(z)=\mu (e^{xz})=_{n=0}^{\mathrm{}}\frac{\mu _n}{n!}z^n`$ be the exponential moment generating function. Let $`K(z)=\mathrm{log}F(z)=_{n=1}^{\mathrm{}}\frac{\kappa _n}{n!}z^n`$ be its formal logarithm. The coefficients $`\kappa _n`$ are the *classical cumulants* of the functional $`\mu `$.

There is a model on bosonic Fock space for classical cumulants which is analogous to the Toeplitz model (4.4).

Let $`D`$, $`x`$ be annihilation and creation operators which satisfy the *canonical commutation relations* ($`CCR`$): $`[D,x]=1`$, i.e., on the Hilbert space with basis $`e_n`$ and inner product $`e_m,e_n=n!\delta _{m,n}`$, set $`De_n=ne_{n1}`$, $`xe_n=e_{n+1}`$. Then $`D`$ and $`x`$ are adjoints of each other.

Denote again by $`\omega `$ the vacuum expectation $`\omega (T)=Te_0,e_0`$, i.e. $`\omega (x^kD^n)=0`$ $`n0`$ and $`\omega (f(x))=f(0)`$. Then the Fourier-Laplace transform of

$$T=D+\underset{n=0}{\overset{\mathrm{}}{}}\frac{\kappa _{n+1}}{n!}x^n$$

is

$$\omega (e^{zT})=e^{_{n=1}^{\mathrm{}}\frac{\kappa _n}{n!}z^n}.$$

In the basis $`\{e_n\}`$, $`T`$ has matrix representation

$$\widehat{T}=\left[\begin{array}{cc}\kappa _1& 1\\ \kappa _2& \kappa _1& 2\\ \frac{\kappa _3}{2!}& \kappa _2& \kappa _1& 3\\ \frac{\kappa _4}{3!}& \frac{\kappa _3}{2!}& \kappa _2& \kappa _1& 4\\ \mathrm{}& & & \mathrm{}& & \mathrm{}\end{array}\right]$$

e.g. for the stnadard Gaussian distribution we have $`\kappa _2=1`$ and higher cumulants vanish, so the model is tridiagonal

$$\left[\begin{array}{cc}0& 1\\ 1& 0& 2\\ & 1& 0& 3\\ & & \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right]$$

and this is the well known Jacobi operator matrix for the Hermite polynomials. Similar to the formula above we get the following combinatorial sum for the moments of $`T`$:

$$\mu _n=\underset{\pi _n}{}v(\pi )$$

with valuation

(4.5) $`v(y,yk)`$ $`={\displaystyle \frac{\kappa _{k+1}}{k!}}k0`$
$`v(y,y+1)`$ $`=y+1`$
### 4.3. Boolean Cumulants

Boolean cumulants linearize *Boolean convolution* which was introduced in  (compare also , ) and is a special case of *conditional independence* (, ). In the theory of random walks boolean cumulants arise as *first return probabilities*.

###### Definition 4.6.

Given a noncommutative probability space $`(𝒜,\phi )`$, the subalgebras $`𝒜_i𝒜`$ are called *boolean independent* if

(4.6)
$$\phi (a_1a_2\mathrm{}a_n)=\phi (a_1)\phi (a_2)\mathrm{}\phi (a_n)$$

whenever $`a_j𝒜_{i_j}`$ with $`i_ji_{j+1}`$ for $`j=1,\mathrm{},n1`$.

With this notion of independence, convolution of measures is well defined and the appropriate cumulants can be calculated as follows . Let $`M(z)=_{n=0}^{\mathrm{}}\mu _nz^n`$ be the ordinary moment generating function. Then

(4.7)
$$M(z)=\frac{1}{1H(z)}$$

where

(4.8)
$$H(z)=\underset{n=1}{\overset{\mathrm{}}{}}h_nz^n,$$

where $`h_n`$ are the *boolean cumulants* of the distribution with moment sequence $`(\mu _n)`$. Expanding (4.7) in a geometric series we find that the moments can be expressed as Cauchy convolution

$$\mu _n=\underset{r=1}{\overset{n}{}}\underset{\begin{array}{c}i_1+\mathrm{}+i_r=n\\ i_j1\end{array}}{}h_{i_1}h_{i_2}\mathrm{}h_{i_r}$$

and from Theorem 2.3 and the fact that every Motzkin path has a unique factorization into irreducible paths, it follows that

(4.9)
$$h_n=\underset{\pi _n^{\mathrm{irr}}}{}v(\pi )$$

where $`v`$ is the valuation (2.2). This can also be seen by comparing the continued fraction expansion (2.3) with (4.7). In terms of the Jacobi parameters the boolean cumulant generating function has the continued fraction expansion

$$H(z)=\alpha _0z+\frac{\lambda _1z^2}{1\alpha _1z{\displaystyle \frac{\lambda _2z^2}{1\alpha _2z{\displaystyle \frac{\lambda _3z^2}{\mathrm{}}}}}}.$$

Similarly, we can express the boolean cumulants in terms of free cumulants (resp. classical cumulants)

(4.10)
$$h_n=\underset{\pi _n^{\mathrm{irr}}}{}v(\pi )$$

using the valuations (4.2) (resp. (4.5)).

## 5. A Formula for Free Cumulants

###### Theorem 5.1.

For $`n2`$, we have the following formula for the free cumulant $`c_n`$ in terms of the Jacobi parameters:

(5.1)
$$c_n=\underset{\pi _n}{}\frac{(1)^{\left|\pi \right|_01}}{n1}\left(\genfrac{}{}{0pt}{}{n1}{\left|\pi \right|_0}\right)v(\pi ).$$

Here $`\left|\pi \right|_0`$ is the number of returns to zero of the path and $`v`$ is the valuation (2.2) from Flajolet’s formula. Note that the path consisting of $`n`$ horizontal steps does not contribute.

###### Proof.

The proof consists in comparing the expressions for the moments and free cumulants in terms of the Boolean cumulants (4.8), which themselves represent the sum over irreducible Motzkin paths (4.9). We have then by the multinomial formula

$$\begin{array}{cc}\hfill \mu _n& =[z^n]M(z)\hfill \\ & =[z^n]\underset{m=0}{\overset{n}{}}H(z)^m\hfill \\ & =[z^n]\underset{m=0}{\overset{n}{}}\underset{k_1+k_2+\mathrm{}+k_n=m}{}\left(\genfrac{}{}{0pt}{}{m}{k_1,\mathrm{},k_n}\right)h_1^{k_1}\mathrm{}h_n^{k_n}z^{k_1+2k_2+\mathrm{}+nk_n}\hfill \\ & =\underset{k_1+2k_2+\mathrm{}+nk_n=n}{}\left(\genfrac{}{}{0pt}{}{k_1+\mathrm{}+k_n}{k_1,\mathrm{},k_n}\right)h_1^{k_1}\mathrm{}h_n^{k_n}\hfill \end{array}.$$

The cumulants can be expressed in terms of the moments with the help of Lagrange’s inversion formula :

$`c_n`$ $`={\displaystyle \frac{1}{n1}}[z^n]{\displaystyle \frac{1}{M(z)^{n1}}}`$
$`={\displaystyle \frac{1}{n1}}[z^n](1H(z))^{n1}`$
$`={\displaystyle \frac{1}{n1}}[z^n](1h_1z\mathrm{}h_nz^n)^{n1}`$
$`={\displaystyle \frac{1}{n1}}[z^n]{\displaystyle \underset{k_0+k_1+\mathrm{}+k_n=n1}{}}{\displaystyle \frac{(n1)!}{k_0!\mathrm{}k_n!}}(h_1)^{k_1}\mathrm{}(h_n)^{k_n}z^{k_1+2k_2+\mathrm{}+nk_n}`$
$`={\displaystyle \frac{1}{n1}}{\displaystyle \underset{\begin{array}{c}k_1+2k_2+\mathrm{}+nk_n=n\\ k_1<n\end{array}}{}}(1)^{k_1+\mathrm{}+k_n}\left({\displaystyle \genfrac{}{}{0pt}{}{n1}{n1k_1\mathrm{}k_n,k_1,\mathrm{},k_n}}\right)h_1^{k_1}\mathrm{}h_n^{k_n}`$
$`={\displaystyle \underset{\begin{array}{c}k_1+2k_2+\mathrm{}+nk_n=n\\ k_1<n\end{array}}{}}{\displaystyle \frac{(1)^{k_1+\mathrm{}+k_n1}}{n1}}\left({\displaystyle \genfrac{}{}{0pt}{}{n1}{k_1+\mathrm{}+k_n}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{k_1+\mathrm{}+k_n}{k_1,\mathrm{},k_n}}\right)h_1^{k_1}\mathrm{}h_n^{k_n}`$
$`={\displaystyle \underset{r=1}{\overset{n1}{}}}{\displaystyle \underset{\begin{array}{c}i_1+\mathrm{}+i_r=n\\ i_j1\end{array}}{}}{\displaystyle \frac{(1)^{r1}}{n1}}\left({\displaystyle \genfrac{}{}{0pt}{}{n1}{r}}\right)h_{i_1}h_{i_2}\mathrm{}h_{i_r}.`$
Comparison with the formula for the moments yields the result. ∎

###### Remark 5.2.

Actually by the same argument we can express free cumulants in terms of classical cumulants by simply replacing Motzkin paths by Łukasiewicz paths with valuation (4.5). However, there are cancellations in the sum. There are also lots of cancellations when expressing free cumulants in terms of free cumulants themselves using Łukasiewicz paths with valuation (4.2) (only one term survives). Note however that there are no cancellations in the sum (5.1), since $`\left|\pi \right|_0`$ is equal to the number of $`\alpha _0`$’s and $`\lambda _1`$’s and therefore every monomial appears always with the same sign.

## 6. Hankel determinants

In this section we survey some formulas expressing the Jacobi parameters $`a_n`$ and $`\lambda _n`$ in terms of cumulants.

It is well known (see e.g. ) and can be readily deduced from (3.1), that the Jacobi parameters can be expressed in terms of Hankel determinants and Hankel minors of the moments as follows:

$$\lambda _n=\frac{\mathrm{\Delta }_{n2}\mathrm{\Delta }_n}{\mathrm{\Delta }_{n1}^2}$$

and

$$a_n=\frac{\stackrel{~}{\mathrm{\Delta }}_n}{\mathrm{\Delta }_n}\frac{\stackrel{~}{\mathrm{\Delta }}_{n1}}{\mathrm{\Delta }_{n1}},$$

where

$$\stackrel{~}{\mathrm{\Delta }}_n=\left|\begin{array}{ccccc}\mu _0& \mu _1& \mathrm{}& \mu _{n1}& \mu _{n+1}\\ \mu _1& \mu _2& & \mu _n& \mu _{n+2}\\ \mathrm{}& & & \mathrm{}& \mathrm{}\\ \mu _n& \mu _{n+1}& \mathrm{}& \mu _{2n1}& \mu _{2n+1}\end{array}\right|.$$

We are therefore interested to express the minors of the infinite Hankel matrix $`_\mu =[\mu _{i+j}]_{i,j0}`$ in terms of cumulants. Namely, given finite sequences of indices $`i_1,i_2,\mathrm{},i_p`$ and $`j_1,j_2,\mathrm{},j_p`$ we will denote

(6.1)
$$H\left(\begin{array}{cccc}i_1& i_2& \mathrm{}& i_p\\ j_1& j_2& \mathrm{}& j_p\end{array}\right)=\left|\begin{array}{cccc}\mu _{i_1+j_1}& \mu _{i_1+j_2}& \mathrm{}& \mu _{i_1+j_p}\\ \mu _{i_2+j_1}& \mu _{i_2+j_2}& \mathrm{}& \mu _{i_2+j_p}\\ \mathrm{}\\ \mu _{i_p+j_1}& \mu _{i_p+j_2}& \mathrm{}& \mu _{i_p+j_p}\end{array}\right|$$

For example,

$$\mathrm{\Delta }_n=H\left(\begin{array}{cccc}0& 1& \mathrm{}& n\\ 0& 1& \mathrm{}& n\end{array}\right)\stackrel{~}{\mathrm{\Delta }}_n=H\left(\begin{array}{ccccc}0& 1& \mathrm{}& n1& n\\ 0& 1& \mathrm{}& n1& n+1\end{array}\right).$$

The main tool is the so-called *Gessel–Viennot theory*, see . Let $`\mathrm{\Gamma }`$ be a weighted graph, that is a graph with vertices $`V`$ and edges $`E`$ together with a valuation $`v:ER`$ on the edges, where $`R`$ is some (commutative) ring. The valuation of a path $`\omega =(s_0,\mathrm{},s_m)`$ is the product of the valuations of the steps $`v(\omega )=v(s_0,s_1)v(s_1,s_2)\mathrm{}v(s_{m1},s_m)`$.

Select two sets of distinct vertices $`A_i`$, $`B_iV`$, $`i=1,\mathrm{},n`$ and suppose that the set of paths

$$\mathrm{\Omega }_{ij}=\{\omega =(s_0,\mathrm{},s_m):s_0=A_i,s_m=B_j,v(\omega )0\}$$

is finite for every pair of indices $`(i,j)`$. We will say that two paths *intersect* if they have a vertex in common. We will not care about *crossings* of paths, that is, crossings of edges in a graphical representation.

Define a matrix

$$a_{ij}=\underset{\omega \mathrm{\Omega }_{ij}}{}v(\omega ),1i,jn.$$

Then the determinant of this matrix has the following combinatorial interpretation.

###### Proposition 6.1 ( Prop. IV.2).

(6.2)
$$det[a_{ij}]_{n\times n}=\underset{(\sigma ;\omega _1,\mathrm{},\omega _n)}{}\mathrm{sign}(\sigma )v(\omega _1)\mathrm{}v(\omega _n)$$

where the sum is over all permutations $`\sigma 𝔖_n`$, $`\omega _i\mathrm{\Omega }_{i,\sigma _i}`$ and all non-intersecting (but possibly crossing) paths $`\omega _i\mathrm{\Omega }_{i,\sigma (i)}`$.

We have seen various examples above where the $`n`$-th moment is equal to the sum of the valuations of paths of length $`n`$. All our valuations are translation independent and we will interpret the $`(i,j)`$ entry of $`_\mu `$ as a sum $`\mu _{i+j}=v(\omega )`$ over the set of paths starting at $`(i,0)`$ and ending at $`(j,0)`$. The minor (6.1) is therefore equal to

$$H\left(\begin{array}{cccc}i_1& i_2& \mathrm{}& i_p\\ j_1& j_2& \mathrm{}& j_p\end{array}\right)=\underset{\sigma 𝔖_p}{}\underset{\omega _1,\omega _2,\mathrm{},\omega _p}{}(1)^{\mathrm{sign}(\sigma )}v(\omega _1)v(\omega _2)\mathrm{}v(\omega _p)$$

where the sum extends over all permutations $`\sigma `$ of the indices and all nonintersecting configurations of paths $`\omega _k`$ starting at $`(i_k,0)`$ and ending at $`(j_{\sigma (k)},0)`$. Because the vertices are ordered, the sign is $`(1)^{\mathrm{sign}(\pi )}=(1)^K`$, where $`K`$ is the number of crossings of the configuration corresponding to $`\pi `$.

For example, for the full Hankel determinant from (3.2), where the moments are interpreted as sum over Motzkin paths as in Theorem 2.3, there is only one non-intersecting configuration whose picture is (for $`n=4`$)

$$H\left(\begin{array}{c}0,1,2,3,4\\ 0,1,2,3,4\end{array}\right)$$

and therefore $`\mathrm{\Delta }_n=\lambda _1^n\lambda _2^{n1}\mathrm{}\lambda _{n1}^2\lambda _n`$.

Note that in this example the point $`(0,0)`$ is considered as a path of length zero and is not allowed to lie on any of the other paths.

In contrast, in the case of Łukasiewicz paths with valuations (4.2) and (4.5), there may occur crossings of paths and there are many contributing terms with different signs. It is also possible that cancellations occur in the sum, e.g.

$$v\left(\text{}\right)=c_1^2c_2^2c_3=v\left(\text{}\right)$$

are cancelling contributions to $`H\left(\begin{array}{ccc}0& 1& 2\\ 0& 1& 3\end{array}\right)`$. Therefore, and because the sums are complicated, the formulae are of rather limited value.


format: text

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# Equilibrium shapes of flat knots

(March 19, 2024)

## Abstract

We study the equilibrium shapes of prime and composite knots confined to two dimensions. Using rigorous scaling arguments we show that, due to self-avoiding effects, the topological details of prime knots are localised on a small portion of the larger ring polymer. Within this region, the original knot configuration can assume a hierarchy of contracted shapes, the dominating one given by just one small loop. This hierarchy is investigated in detail for the flat trefoil knot, and corroborated by Monte Carlo simulations.

The static and dynamic behaviour of single polymer chains, such as DNA, and multichain systems like gels and rubbers, is strongly influenced by knots and permanent entanglements deG79 ; DE86 ; Kau93 ; GK94 . Topological constraints are created with probability one during the polymerisation of long closed chains FWD ; more generally, knots and entanglements are a ubiquitous element of higher molecular multi-chain melts and solutions. This has profound consequences, reaching far into biology and chemistry. For instance, knots in DNA impede the separation of the two strands of the double helix during transcription, and therefore the access to the genetic code A94 . Chemically, even single closed polymers may exhibit quite different properties if they have different topology BS99 . In the nanosciences, recent experimental techniques allow single polymer molecules (with fixed topology) to be probed and manipulated; e.g., by single molecule spectroscopy MO99 , or by optomicroscopical imaging of small latex beads attached to a molecule micro . These tools provide impetus for the theoretical understanding of the behaviour of macromolecules under topological constraints. However, analytical studies, such as the statistical mechanics of a knotted polymer, are difficult since topological constraints require knowledge of the complete shape of the curve. Such global constraints are hard to implement, and a complete statistical mechanical description of knots remains unattained KV98 ; VO98 ; Gro2000 .

The mathematical discipline of knot theory provides tools for the classification of knots. In particular, different knots can be distinguished by their projections onto a 2D plane, keeping track of crossings according to which segment passes on top of another Kau93 ; GK94 . By a sequence of so-called Reidemeister moves Kau93 , which leave the topology unchanged, the number of crossings can be reduced to a minimum, which is a simple topological invariant Kau93 ; GK94 . For instance, in Fig. 1 we depict the minimal projection of the trefoil knot, classified as $`3_1`$, with its 3 crossings. Such quasi 2D projections, which we call flat knots, can be physically realized by compressing originally 3D knots by forces normal to the projection plane. Examples include polymers adsorbed on a surface or membrane by electrostatic or other adhesive forces MR99 ; or confined between parallel walls. In these cases the flat polymer knot can still equilibrate in 2D. Another experimental realization comes from Ref. BDVE2001 , in which macroscopic knotted chains are flattened by gravity onto a vibrating plane. The equilibrium shapes, and their scaling properties, of such flat knots are studied in this paper. Flat knots have the additional advantage of being easy to image by microscopy. They are also more amenable to numeric studies than their 3D counterparts, and have in fact been already studied in Ref. GO99 .

There is growing numerical evidence that prime knots are tight in the sense that the topologically entangled region is statistically likely to be localised on a small portion of the longer chain GO99 ; KOV2000 ; OTJ98 . Indirect numerical evidence of this was originally obtained by simulations indicating that the radius of gyration of a long polygon in 3D is asymptotically independent of its knot type; while the presence of the knot increases the number of configurations by a factor related to the number of positions of the tight region around the remaining loop OTJ98 . Simulations of 2D polygons in Ref. GO99  provide quite convincing visual evidence of localised knot regions. In this paper, we quantify the tightness of flat knots, using scaling arguments to obtain the power law size distributions for a hierarchy of possible equilibrium shapes. For the trefoil, Fig. 1 shows this hierarchy of shapes and the corresponding exponents for the distribution of knot size.

To demonstrate the entropic origin of tight shapes, we initially consider a simple ring of length $`L`$ with one crossing. The effect of the crossing consists in creating two loops of lengths $`\mathrm{}`$ and $`L\mathrm{}`$, respectively, while the orientation of the crossing is irrelevant. In this sense, the

crossing can be replaced with a vertex with four outgoing legs. We denote the resulting network by $`𝒢_\text{I}`$ (see position I in Fig. 1). In fact, we can more generally consider a sliding ring, or slip-link DEB , to force two points of the chain to be close to each other, in $`d`$ dimensions. Without self-avoiding constraints (ideal chains), the number of configurations $`\omega _\text{I}(\mathrm{},L)`$ scales as deG79 ; rem1

$$\omega _\text{I}(\mathrm{},L)\mu ^L\mathrm{}^{d/2}(L\mathrm{})^{d/2},$$
(1)
where, on a lattice, $`\mu `$ is the effective connectivity constant for Gaussian random walks. The average loop size is given by $`\mathrm{}=_a^{La}𝑑\mathrm{}\mathrm{}\omega _\text{I}(\mathrm{},L)/_a^{La}𝑑\mathrm{}\omega _\text{I}(\mathrm{},L)`$, where $`a`$ is a short-distance cutoff set by the lattice constant. Note that $`\mathrm{}=L/2`$ due to symmetry. However, the corresponding probability density function (PDF) is strongly peaked at $`\mathrm{}=0`$ and $`\mathrm{}=L`$, and a typical shape consists of one tight and one large loop. In $`d=2`$, the mean size of the smaller loop, $`\mathrm{}_<L/|\mathrm{ln}(a/L)|`$, is still rather large. It is instructive to compare to higher dimensions: one has weak localisation, $`\mathrm{}_<a^{1/2}L^{1/2}`$, in $`d=3`$, and strong localisation, $`\mathrm{}_<a`$, in $`d>4`$. Thus, for ideal chains, tightness of the smaller loop is more pronounced in higher dimensions.

To include self-avoiding interactions, we use results for general polymer networks obtained by Duplantier Dup86 , and in Refs. OB88 ; SFLD92 : In a network $`𝒢`$ consisting of $`𝒩`$ chain segments of lengths $`s_1,\mathrm{},s_𝒩`$ and total length $`L=_{i=1}^𝒩s_i`$, the number of configurations $`\omega _𝒢`$ scales as rem2

$$\omega _𝒢(s_1,\mathrm{},s_𝒩)=\mu ^Ls_𝒩^{\gamma _𝒢1}𝒴_𝒢(\frac{s_1}{s_𝒩},\mathrm{},\frac{s_{𝒩1}}{s_𝒩}),$$
(2)
where $`𝒴_𝒢`$ is a scaling function, and $`\mu `$ is the effective connectivity constant for self-avoiding walks. The exponent $`\gamma _𝒢`$ is given by $`\gamma _𝒢=1d\nu +\underset{N1}{}n_N\sigma _N`$, where $`\nu `$ is the swelling exponent, $``$ is the number of independent loops, $`n_N`$ is the number of vertices with $`N`$ outgoing legs, and $`\sigma _N`$ is an exponent associated with such a vertex. In $`d=2`$, $`\sigma _N=(2N)(9N+2)/64`$ Dup86 .

The network $`𝒢_\text{I}`$ corresponds to the parameters $`𝒩=2`$, $`=2`$, $`n_4=1`$, $`s_1=\mathrm{}`$, and $`s_2=L\mathrm{}`$. By virtue of Eq. (2), the number of configurations of $`𝒢_\text{I}`$ with fixed $`\mathrm{}`$ follows the scaling form

$$\omega _\text{I}(\mathrm{},L)=\mu ^L(L\mathrm{})^{\gamma _\text{I}1}𝒳\left(\frac{\mathrm{}}{L\mathrm{}}\right),$$
(3)
where $`\gamma _\text{I}=12d\nu +\sigma _4`$. In the limit $`\mathrm{}L`$, $`\omega _\text{I}(\mathrm{},L)`$ should reduce to the number $`\omega _{\text{crw}}(L)\mu ^LL^{d\nu }`$ of closed random walks of length $`L`$ which start and end at a given point in space rem1 ; KMP2000 . This implies $`𝒳(x)x^{\gamma _\text{I}1+d\nu }`$ as $`x0`$, such that

$$\omega _\text{I}(\mathrm{},L)\mu ^L(L\mathrm{})^{d\nu }\mathrm{}^c,\mathrm{}L,$$
(4)
where $`c=(\gamma _\text{I}1+d\nu )=d\nu \sigma _4`$. Using $`\sigma _4=19/16`$ and $`\nu =3/4`$ in $`d=2`$, we find $`c=43/16=2.6875`$. In $`d=3`$, $`\sigma _40.48`$ and $`\nu 0.588`$, so that $`c2.24`$ SFLD92 ; KMP2000 . In both cases the result $`c>2`$ implies that the loop of length $`\mathrm{}`$ is strongly localised in the sense defined above. This justifies the a priori assumption $`\mathrm{}L`$, and makes the analysis self-consistent. Note that for self-avoiding chains, in $`d=2`$ the localisation is even stronger than in $`d=3`$, in contrast to the corresponding trend for ideal chains.

We performed Monte Carlo (MC) simulations (see below for details) of a chain in $`d=2`$ confined to the $`𝒢_I`$ (figure-eight) structure by a slip-link. As shown in Fig. 2, the size distribution for the small loop can be fitted to a power law with exponent $`c=2.7\pm 0.1`$ REMM , in good agreement to the above prediction.

For the configuration $`𝒢_I`$, the probability for the size of each loop is peaked at $`\mathrm{}0`$ and $`\mathrm{}L`$. For more complicated projections, the joint probability to find the individual segments with given lengths $`s_i`$ is expected to peak at the edges of the higher-dimensional configuration hyperspace. Some analysis is necessary to find the optimal shapes; as presented here for the simplest non-trivial knot, the (flat) trefoil knot $`3_1`$ (see Fig. 1). Each of the three crossings is replaced with a vertex with four outgoing legs, and the resulting network is assumed to separate into a large loop and a multiply connected region which includes the vertices. Let $`\mathrm{}=_{i=1}^5s_i`$ be the total length of all segments contained in the multiply connected knot region (see Fig. 1, position III). Accordingly, the length of the large loop is $`L\mathrm{}`$. In the limit $`\mathrm{}L`$, the number of configurations of the network $`𝒢_{\text{III}}`$ can be derived in a similar way as above, yielding

$$\omega _{\text{III}}^{}\mu ^L(L\mathrm{})^{d\nu }\mathrm{}^{\gamma _{\text{III}}1+d\nu }𝒲(\frac{s_1}{\mathrm{}},\frac{s_2}{\mathrm{}},\frac{s_3}{\mathrm{}},\frac{s_4}{\mathrm{}}),$$
(5)
where $`\gamma _{\text{III}}=14d\nu +3\sigma _4`$ and $`𝒲`$ is a scaling function. The prime on $`\omega _{\text{III}}`$ indicates that each of the segment lengths $`s_i`$ is fixed. In order to obtain the number of configurations $`\omega _{\text{III}}(\mathrm{},L)`$ for the case we are interested in, where only the total length $`\mathrm{}`$ is fixed, we should integrate $`\omega _{\text{III}}^{}`$ over all distributions of lengths $`s_i`$ under the constraint $`_{i=1}^5s_i=\mathrm{}`$. This leads to the result

$$\omega _{\text{III}}(\mathrm{},L)\mu ^L(L\mathrm{})^{d\nu }\mathrm{}^c,$$
(6)
with $`c=(\gamma _{\text{III}}1+d\nu )m`$, where $`m=4`$ corresponds to the number of independent integrations over $`s_i`$. Thus, $`c=3d\nu 3\sigma _44=\frac{65}{16}`$ (see Fig. 1, position III).

However, some care is necessary in performing these integrations, since the scaling function $`𝒲`$ in Eq. (5) may exhibit non-integrable singularities if one or more of its arguments tend to $`0`$ or $`1`$. The geometries corresponding to these limits (edges of the configuration hyperspace) represent contractions of the original trefoil network $`𝒢_{\text{III}}`$ in the sense that the length of one or more of the segments $`s_i`$ is of the order of the short-distance cutoff $`a`$. If such a short segment connects different vertices, they cannot be resolved on larger length scales, but melt into a single, new vertex, in the context of our scaling analysis ZJ89 . Thus, each contraction corresponds to a different network $`𝒢`$, which may contain a vertex with six or even eight outgoing legs. For each of these networks, one can calculate the corresponding exponent $`c`$ in a similar way as above, and using the Euler relations $`2𝒩=_{N1}Nn_N`$ and $`=_{N1}\frac{1}{2}(N2)n_N+1`$, we obtain

$$c_𝒢=2+_{N4}n_N\left[\frac{N}{2}(d\nu 1)+(|\sigma _N|d\nu )\right].$$
(7)
Our scaling analysis relies on an expansion in $`a/\mathrm{}1`$, and the values of $`c`$ determine a sequence of contractions according to higher orders in $`a/\mathrm{}`$: The smallest value of $`c`$ corresponds to the most likely contraction, while the others represent corrections to this leading scaling behaviour, and are thus less and less probable (see Fig. 1). To lowest order, the trefoil behaves like a large ring polymer at whose fringe the point-like knot region is located. At the next level of resolution, it appears contracted to the figure-eight shape (see Fig. 1, position I). If more accurate data are available, the higher order shapes II to VII may be found with decreasing probability. Interestingly, the original uncontracted trefoil configuration ranks third in the hierarchy of shapes. Note that the contractions shown in Fig. 1 may occur in different topological variants. For instance, the smaller loop in contraction I could be inside the larger loop. However, this does not make a difference in terms of the scaling analysis.

To check these predictions, we performed MC simulations of a flat trefoil knot using a standard bead-and-tether chain model in 3D. The polymer was flattened by a “gravitational” field $`V=k_BTh/h^{}`$ perpendicular to a hard wall, where $`h`$ is the height and $`h^{}`$ was set to $`0.3`$ times the bead diameter. With 512 beads, around $`10^{11}`$ MC steps were performed to generate equilibrium states. Configurations corresponding to contraction I are then selected by requiring that besides a large loop, they contain only one segment larger than a preset cutoff length (taken to be 5 monomers), and similarly for contraction II. The size distributions for such contractions, as well as for all possible knot shapes are shown in Fig. 2. The tails of the distributions are indeed consistent with the predicted power laws, although the data (especially for contraction II) is too noisy for a definitive statement.

These scaling results pertain also to other prime knots. In particular, the dominating contribution for any prime knot corresponds to the figure-eight contraction $`𝒢_\text{I}`$. This can be shown by noting that Eq. (7) predicts a larger

value of the scaling exponent $`c`$ for any network $`𝒢`$ other than $`𝒢_\text{I}`$. Figure 3 demonstrates the tightness of the prime knot $`8_{19}`$. Composite knots, however, can maximise the number of configurations by splitting into their prime factors as indicated in Fig. 3 for $`3_1`$#$`3_1`$. Each prime factor is tight and located at the fringe of one large loop, and accounts for an additional factor of $`L`$ for the number of configurations, as compared to a ring of length $`L`$ without a knot. Indeed, this gain in entropy leads to the tightness of knots.

In conclusion, we find that the trefoil knot, as well as higher order prime and composite knots, are sharply localized when forced to lie flat. In the most likely shapes, each prime factor is tightened into a loop (a figure-eight contraction). It is natural to speculate that entropic factors also confine knots in $`d=3`$ by power law distributions in size. Direct checks of such behaviour are hampered by the difficulty of identifying the knotted region of a curve KOV2000  in $`d=3`$. One may instead search for indirect signatures of localized knots in detailed dependencies of gyration radius and other polymeric quantities on length.

RM and AH acknowledge financial support from the DFG. PGD acknowledges financial support from the Research Council of Norway. Support from the NSF (DMR-01-18213 and PHY99-07949) and the US-Israel BSF (1999-007) is also acknowledged.


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# Superquintessence

## 1 Introduction

Observations of the magnitude-redshift relation of distant Type Ia supernovae  led to the recent discovery that the universe undergoes accelerated expansion at the present era. This acceleration regime is attributed to the influence of a yet unknown form of non-luminous matter called quintessence, which must have negative pressure .

Several theoretical models of quintessence have been proposed, including a cosmological constant, a time-varying energy density and, more plausibly, a scalar field .

There is no shortage of scalar fields in modern particle physics and in gravitational theories; it suffices to think of the dilaton of string theories , of the supersymmetric partner of spin $`1/2`$ particles in supergravity, of Nambu-Goldstone bosons, of the Higgs field of the standard model, or of the inflaton field dominating the cosmic dynamics at early times , the scalar of geometric origin of Kaluza-Klein theories , or the Brans-Dicke scalar . It is not surprising, therefore, that scalar fields have been widely employed as natural models of quintessence.

An accelerated expansion of the universe is obtained when the pressure $`P`$ and the energy density $`\rho `$ of the scalar field satisfy $`wP/\rho <1/3`$. On the observational side, Ref.  pointed out that there is marginal evidence for values of the $`w`$-parameter less than $`1`$. This range of values corresponds to a superexponential expansion that we call superacceleration. An ordinary scalar field minimally coupled to the spacetime curvature, used in most models, cannot achieve such a regime (this will be shown in detail in Sec. 2); Ref.  therefore spurred interest in non-conventional, supergravity-inspired, scalar field models of quintessence exhibiting the “wrong” sign of the kinetic energy density .

In this paper it is demonstrated that a superacceleration regime can be achieved in a much simpler model containing only a scalar field nonminimally coupled to the Ricci curvature and with positive definite kinetic energy density. Such a model is not only esthetically appealing by virtue of simplicity, but is also rather compelling from a theoretical point of view, since nonminimal coupling necessarily arises due to first loop corrections (see Ref.  for a recent review and references), or as a prediction of specific scalar field theories ; and even at the classical level, nonminimal couplig is required by the Einstein equivalence principle in general relativity .

The dynamics of a scalar field nonminimally coupled to gravity were recently investigated in a general dynamical system approach  and in the context of inflation . Several results scattered in these references are relevant for quintessence and, in particular, for the superacceleration regime. In the present work, the relevant aspects of this approach for superacceleration are collected and discussed, while new features are pointed out. Instead of assuming a specific form of the scalar field potential $`V(\varphi )`$, as done in previous models of quintessence based on nonminimally coupled scalars , we keep the form of $`V(\varphi )`$ completely general.

Theoretical evidence for superacceleration in nonminimally coupled models is pointed out, and an exact solution is derived which is superaccelerating and has an effective equation of state described by a time-dependent ratio $`w(t)=P/\rho `$.

The implications of present-day superacceleration (if confirmed) for quintessential inflationary scenarios of the universe are pointed out. Contrarily to minimally coupled scalar field models, blue gravitational wave spectra are possible; the resulting higher power at small scales makes nonminimally coupled scalar field models interesting from the point of view of the detection of primordial gravitational waves with present and future laser interferometers.

Certain features of the dynamics of nonminimally coupled scalars also occur in string-inspired pre-big bang cosmology . The latter was criticized on the basis of being unable to provide a true inflationary regime - the ratio of any physical length to the Planck length scale, that is a true measure of inflation, actually decreases in pre-big bang cosmology, thus failing to solve the horizon problem . A similar problem is present in any dilaton-driven regime of cosmic acceleration, but is absent in the theory presented in this paper.

The plan of the paper is as follows: in Sec. 2 the effective equation of state of a universe dominated by a scalar field is discussed, and it is shown that superacceleration is absent in a minimally coupled scalar field model. The simplest model of superquintessence (the material source fueling the yet unconfirmed, present-day, superacceleration regime of the universe) is then introduced, and the relevant equations are derived. In Sec. 3, an exact superaccelerating solution is presented: Sec. 4 discusses the implications for quintessential inflationary models, and the gravitational wave spectra constituting a distinctive feature of superaccelerated cosmic expansion, and contains outlooks on nonminimally coupled scalar field models of quintessence.

## 2 Superquintessence and superacceleration

It was pointed out in Ref.  that models with $`wP/\rho <1`$ are in agreement with observations of Type Ia supernovae , even for very negative $`w`$, and there is marginal evidence that the pressure to density ratio is indeed less than $`1`$. Certainly, the $`w<1`$ parameter space is not excluded by the available observational data . The possibility that $`w<1`$ was investigated by several authors  mainly using models based on a scalar field with the “wrong” sign of the kinetic energy term in the Lagrangian. Dark energy density with the property $`w<1`$ was called phantom energy by these authors.

The search for a rather exotic model of phantom energy is justified by the following considerations: $`P<\rho `$ is equivalent to $`\dot{H}>0`$, where $`H`$ is the Hubble parameter and an overdot denotes differentiation with respect to the cosmic time, and we refer to a spatially flat Friedmann-Lemaitre-Robertson-Walker (FLRW) universe strongly favoured by cosmological observations. The spacetime metric is

$$ds^2=dt^2+a^2(t)\left(dx^2+dy^2+dz^2\right)$$
(2.1)
in comoving coordinates $`(t,x,y,z)`$, and $`H=\dot{a}/a`$ satisfies the equations

$$H^2=\frac{\kappa }{3}\rho ,$$
(2.2)
$$\frac{\ddot{a}}{a}=\dot{H}+H^2=\frac{\kappa }{6}\left(\rho +3P\right),$$
(2.3)
where $`\kappa 8\pi G`$ and $`\rho `$ and $`P`$ are, respectively, the energy density and pressure of the cosmic fluid. Eqs. (2.2) and (2.3) imply that

$$\dot{H}=\frac{\kappa }{2}\left(\rho +P\right)$$
(2.4)
and therefore

$$P<\rho w<1\dot{H}>0.$$
(2.5)
A regime with $`\dot{H}>0`$ was originally investigated in the context of inflationary models of the early universe and called superinflation , a name later adopted in string cosmology. Perhaps a better name would be superacceleration, to denote the possibility that $`\dot{H}>0`$ in a quintessence-dominated universe today, well after the end of inflation; we use this terminology throughout the present paper.

The simplest models of quintessence and inflation are based on a scalar field minimally coupled to gravity and are not adequate to describe a superacceleration regime; in fact, in such models, the scalar field $`\varphi (t)`$ behaves as a perfect fluid with energy density and pressure

$$\rho =\frac{\dot{\varphi }^2}{2}+V(\varphi ),$$
(2.6)
$$P=\frac{\dot{\varphi }^2}{2}V(\varphi ),$$
(2.7)
respectively, where $`V(\varphi )`$ is the scalar field potential. Eq. (2.4) becomes, in this case,

$$\dot{H}=\frac{\kappa }{2}\dot{\varphi }^2.$$
(2.8)
Therefore, $`\dot{H}0`$ in such models, with $`\dot{H}=0`$ corresponding to a de Sitter solution with scale factor $`a(t)=a_0\text{e}^{Ht}`$. The effective equation of state of a FLRW universe dominated by a minimally coupled scalar field is given, for a general potential $`V(\varphi )`$, by

$$\frac{P}{\rho }=\frac{\dot{\varphi }^22V}{\dot{\varphi }^2+2V}w(x),$$
(2.9)
where $`x\dot{\varphi }^2/2V`$ is the ratio between the kinetic and the potential energy densities of the scalar $`\varphi `$. Under the usual assumption $`V0`$ guaranteeing that the energy density of $`\varphi `$ is non-negative, the function

$$w(x)=\frac{x1}{x+1}$$
(2.10)
monotonically increases from its minimum $`w_{min}=1`$ attained at $`x=0`$ to the horizontal asymptote $`+1`$ as $`x+\mathrm{}`$ (corresponding to $`V=0`$). The slow-rollover regime of inflationary models corresponds to $`x1`$ and to $`w(x)`$ near its minimum, where the kinetic energy density $`\dot{\varphi }^2/2`$ of $`\varphi `$ is negligible in comparison to its potential energy density $`V(\varphi )`$. As the kinetic energy density increases, the equation of state progressively deviates from $`P=\rho `$ and the pressure becomes less and less negative. The system gradually moves away from the slow-rollover regime. At equipartition between the kinetic and the potential energy densities ($`x=1`$), one has the dust equation of state $`P=0`$. The pressure then becomes positive as $`x`$ increases and, when the kinetic energy density completely dominates the potential energy density ($`x1`$), one finally reaches the stiff equation of state $`P=\rho `$. Thus, for minimally coupled scalar fields, one encompasses the range of equations of state

$$1w1$$
(2.11)
and observational data producing $`w<1`$ are not explained by this “canonical” scalar field model, unless one is willing to accept a negative potential $`V(\varphi )<\dot{\varphi }^2/2`$, which yields the negative energy density $`\rho =\dot{\varphi }^2/2+V(\varphi )`$. This violation of the weak energy condition is very unappealing, and the possibility that $`V<0`$ is excluded from the rest of this work.

The superacceleration regimes studied in the literature consist of pole-like inflation with scale factor

$$a(t)=\frac{a_0}{tt_0},$$
(2.12)
a special form of superacceleration considered in early inflationary theories , in pre-big bang cosmology , and in Brans-Dicke theory .

Situations with $`P<\rho `$ can also occur in higher derivative theories of gravity  or due to semiclassical particle production resulting in nonzero bulk viscosity . In the words of Ref. , the marginal evidence for phantom energy with $`w<1`$ (which we prefer to call superquintessence, consistently with the word “superacceleration”) poses the challenge of building a microphysical model of phantom energy (superquintessence). Rather unconventional, supergravity-inspired models with kinetic energy density of the scalar field $`\dot{\varphi }^2/2`$ instead of $`\dot{\varphi }^2/2`$ were investigated (-see also ). When the scalar field potential $`V`$ is absent, this form of matter is called kinetically driven quintessence. While there certainly is scope for investigating such models, Occam’s razor dictates that one should first study the simplest, most natural model of superquintessence; this is the very simple theory of a scalar field nonminimally coupled to gravity, described by the action

$$S=d^4x\sqrt{g}\left[\frac{R}{2\kappa }\frac{1}{2}^c\varphi _c\varphi V(\varphi )\frac{\xi }{2}R\varphi ^2\right],$$
(2.13)
where $`g`$ is the determinant of the metric tensor and the kinetic energy density term is canonical, hence the latter is positive definite in a FLRW space. We do not include other forms of matter in the action, as it would be necessary to build a complete model of quintessence. We assume that the quintessential field $`\varphi `$ has already begun to dominate the dynamics of the universe. That this scenario is plausible, and that the cosmic coincidence problem can be solved in this context, was already shown in previous works . Variation of the action with respect to $`g_{ab}`$ leads to the field equations

$$G_{ab}=\kappa T_{ab},$$
(2.14)
where the scalar field energy-momentum tensor is

$$T_{ab}=_a\varphi _b\varphi \frac{1}{2}g_{ab}^c\varphi _c\varphi Vg_{ab}+\xi \left(g_{ab}\mathrm{}_a_b\right)\left(\varphi ^2\right)+\xi G_{ab}\varphi ^2.$$
(2.15)
Note that, in the presence of nonminimal coupling (hereafter referred to as “NMC”), there are three possible inequivalent ways of writing the field equations (see Refs.  for a recent discussion) and the scalar field stress-energy tensor. We choose the procedure described by eqs. (2.14) and (2.15) because
i) the corresponding energy density

$$\rho =\frac{\dot{\varphi }^2}{2}+V(\varphi )+3\xi H\varphi \left(H\varphi +2\dot{\varphi }\right)$$
(2.16)
is always positive definite, since it is related to the Hubble parameter by the Hamiltonian constraint

$$H^2=\frac{\kappa }{3}\rho ,$$
(2.17)
which guarantees that $`\rho 0`$. This is not the case with other definitions of energy density used in the literature, which has led to debate the validity of the weak energy condition  for nonminimally coupled classical scalars.
ii) The gravitational coupling is constant in the approach of this paper, while the effective gravitational coupling

$$\kappa _{eff}=\frac{\kappa }{1\kappa \xi \varphi ^2}$$
(2.18)
used in other approaches and widely present in the literature can change sign and diverge, leading to spurious effects and loss of generality in the field equations when the scalar field attains the critical values

$$\pm \varphi _c=\pm \frac{1}{\sqrt{\kappa \xi }}$$
(2.19)
for $`\xi >0`$ (for examples see Refs. ). The nonminimally coupled scalar field has pressure given by

$$P=\frac{\dot{\varphi }^2}{2}V(\varphi )\xi \left[4H\varphi \dot{\varphi }+2\dot{\varphi }^2+2\varphi \ddot{\varphi }+\left(2\dot{H}+3H^2\right)\varphi ^2\right]$$
(2.20)
and obeys the equations

$$6\left[1\xi \left(16\xi \right)\kappa \varphi ^2\right]\left(\dot{H}+2H^2\right)\kappa \left(6\xi 1\right)\dot{\varphi }^24\kappa V+6\kappa \xi \varphi V^{}=0,$$
(2.21)
$$\frac{\kappa }{2}\dot{\varphi }^2+6\xi \kappa H\varphi \dot{\varphi }3H^2\left(1\kappa \xi \varphi ^2\right)+\kappa V=0,$$
(2.22)
$$\ddot{\varphi }+3H\dot{\varphi }+\xi R\varphi +V^{}=0.$$
(2.23)
The fact that a nonminimally coupled scalar field can generate a superacceleration regime was already known to the authors of Ref.  in the context of inflation (specifically, pole-like inflation), and was recently revisited in Refs. ; a dynamical systems approach clearly showed the possibility of superacceleration and numerical solutions with $`\dot{H}>0`$ were presented. It was speculated that such a regime could be important for the possible genesis of the universe from Minkowski space and for the modelling of quintessence. Further, in Ref. , an exact solution corresponding to integrability of the field equations and to the equation of state $`P=5\rho /3`$ was found.

The fundamental differences between our discussion and previous ones are that we do not impose that the ratio $`w=P/\rho `$ be constant, and we do not choose a specific form of $`V(\varphi )`$, but rather keep the discussion valid for any potential. Quintessence scenarios with a specific potential and NMC, as well as generalized Brans-Dicke couplings, or induced gravity, can be found in the literature, although superacceleration was not studied there .

## 3 An exact superaccelerating solution

The assumption $`w=`$const. used in the literature is useful to find analytical solutions, but is very restrictive: by imposing $`w=`$const. in a spatially flat FLRW universe one can only obtain power-law ($`a=a_0t^p`$) and de Sitter solutions (this is true for both minimal and nonminimal coupling), or a third exact solution presented in Ref. . Solutions for non-spatially flat universes and arbitrary values of $`w`$ are summarized in . The search for analytical solutions probably constitutes the reason why only pole-like inflation (an inverse power-law) was discussed in the literature in conjunction with superacceleration . Superaccelerating solutions are more easily found numerically .

A new explicit solution of the field equations (2.21)-(2.23) is obtained by setting $`\varphi `$ equal to one of the critical values $`\pm \varphi _c`$ given by eq. (2.19); then the trace of the field equations

$$R=6\left(\dot{H}+H^2\right)=\kappa \left(\rho 3P\right)$$
(3.1)
yields

$$\dot{H}+2H^2=C,$$
(3.2)
where $`C`$ is a constant. For $`C>0`$ one has

$$\frac{\dot{H}}{12H^2/C}=C$$
(3.3)
which is reduced to a quadrature as

$$\frac{dx}{1x^2}=\sqrt{2C}\left(tt_0\right),$$
(3.4)
where $`x\sqrt{2/C}H`$. One has

$$\text{arctanh}x=\sqrt{2C}\left(tt_0\right)$$
(3.5)
if $`x^2>1`$ and

$$\text{arctanh}x=\mathrm{ln}\left[\sqrt{\frac{1+x}{1x}}\right]$$
(3.6)
if $`x^2<1`$, and therefore

$$H=\sqrt{\frac{C}{2}}\text{tanh}\left[\sqrt{2C}\left(tt_0\right)\right]$$
(3.7)
in both cases $`H>\sqrt{C/2}`$ and $`H<\sqrt{C/2}`$ (the cases $`H=\pm \sqrt{C/2}`$ correspond to trivial de Sitter solutions). Eq. (3.7) contradicts the limit $`H>\sqrt{C/2}`$ and hence (3.7) is only a solution for $`H<\sqrt{C/2}`$, corresponding to the scale factor

$$a=a_0\mathrm{cosh}^{1/2}\left[\sqrt{2C}\left(tt_0\right)\right].$$
(3.8)
This solution describes an asymptotic contracting de Sitter space as $`t\mathrm{}`$, reaching a minimum size at $`t=t_0`$, and then expanding and superaccelerating with $`\dot{H}>0`$ and $`w<1`$. As $`t+\mathrm{}`$, the solution approaches an expanding de Sitter space. The effective equation of state is time-dependent, with

$$w(t)=\frac{P}{\rho }=\frac{A+\xi \left(2\dot{H}+3H^2\right)}{3H^2+A}=C\left\{2\frac{1}{2}\mathrm{tanh}^2\left[\sqrt{2C}\left(tt_0\right)\right]\right\},$$
(3.9)
where $`A=\kappa V(\pm \varphi _c)`$. While this exact solution is clearly fine-tuned in the scalar field value, it has the merit of explicitly illustrating the superacceleration phenomenon; the latter is a generic feature of the dynamics of a nonminimally coupled scalar field. This was shown by considering the natural potential

$$V(\varphi )=\frac{m^2}{2}\varphi ^2+\lambda \varphi ^4$$
(3.10)
and the conformal case $`\xi =1/6`$ (the value of $`\xi `$ that is an infrared fixed point of the renormalization group  and is required by the Einstein equivalence principle ). The dynamics of this system are much richer than in the minimally coupled ($`\xi =0`$) case and were studied in detail .

## 4 Outlooks

If the nonminimally coupled quintessence field was also responsible for inflation early in the history of the universe, as in certain quintessential inflationary scenarios , one has to verify that the slow-roll approximation necessary to build a general theory of inflation is meaningful. In other words, one should check that the de Sitter solutions behaving as attractor points in phase space when $`\xi =0`$, remain attractors when NMC is added to the theory. This is true subject to certain constraints on the value of the coupling constant $`\xi `$ and the potential $`V(\varphi )`$ . The following dimensionless slow-roll parameters can be introduced

$$ϵ_1=\frac{\dot{H}}{H^2},$$
(4.1)
$$ϵ_2=\frac{\ddot{\varphi }}{H\dot{\varphi }},$$
(4.2)
$$ϵ_3=\frac{\xi \kappa \varphi \dot{\varphi }}{H\left[1\left(\frac{\varphi }{\varphi _1}\right)^2\right]},$$
(4.3)
$$ϵ_4=\frac{\xi \left(16\xi \right)\kappa \varphi \dot{\varphi }}{H\left[1\left(\frac{\varphi }{\varphi _2}\right)^2\right]},$$
(4.4)
where

$$\pm \varphi _2\frac{\pm 1}{\sqrt{\kappa \xi \left(16\xi \right)}}$$
(4.5)
for $`0<\xi <1/6`$. $`ϵ_3`$ and $`ϵ_4`$ vanish in the limit $`\xi 0`$ of ordinary inflation; $`ϵ_4`$ also vanishes for conformal coupling ($`\xi =1/6`$). One has $`\left|ϵ_i\right|<<1`$ ($`i=1,2,3,4`$) for every solution attracted by expanding de Sitter spaces $`(H_0,\varphi _0)`$ for suitable values of $`\xi `$ and $`V`$ . Moreover, $`ϵ_i=0`$ exactly for de Sitter solutions with constant scalar field .

The spectral indices of scalar and tensor perturbations  are expressed in terms of the slow-roll parameters  by

$$n_S=1+2\left(2ϵ_1ϵ_2+ϵ_3ϵ_4\right),$$
(4.6)
$$n_T=2\left(2ϵ_1ϵ_3\right).$$
(4.7)
In a superacceleration regime during inflation, with $`\dot{H}>0`$, one has $`ϵ_1>0`$ and the spectral index of gravitational waves $`n_T`$ given by eq. (4.7) can be positive (blue spectrum), with more power at small wavelenghts than the usual inflationary perturbation spectra. This feature is very attractive for the gravitational wave community because it enhances the possibility of detection of cosmological gravitational waves. Detailed calculations for specific potentials (beyond the purpose of this work) are required in order to assess the resulting gravitational wave amplitudes in the frequency bands covered by the LIGO, VIRGO, and the other present laser interferometry experiments; it seems that blue spectra are meaningful at least for the future space-based interferometers . Blue spectra are impossible with minimal coupling , for which one obtains $`n_T=4\dot{H}/H^20`$.

Another interesting feature emerging from the studies of Refs.  is the spontaneous exit of the universe from the superacceleration regime, to enter an ordinary accelerated one, followed again by spontaneous exit and entry into a decelerated epoch. These features are absent in string-based models that keep accelerating forever , or in inflationary models where inflation is terminated by an ad hoc modification of the equations or of the shape of $`V(\varphi )`$.

Finally, we remark that the $`\dot{H}>0`$ regime achieved with NMC is a true superacceleration regime, contrarily to the case of pre-big bang cosmology and of Brans-Dicke theory. As pointed out in Ref.  in these theories, while the universe expands, the Planck length also grows and the ratio of any physical length to the Planck length (which is a true measure of the inflation of the universe) actually decreases. In string-inspired pre-big bang cosmology this phenomenon is due to the fact that the gravitational coupling is $`G\text{e}^\mathrm{\Phi }`$, where $`\mathrm{\Phi }(t)`$ is the string dilaton .

For a nonminimally coupled scalar field, using the approach selected here and the corresponding $`T_{ab}`$ for the scalar field, the gravitational coupling is constant and there is no variation of the Planck length; the superacceleration regime is a true one. A different approach using the effective gravitational coupling $`G_{eff}=G\left(18\pi G\xi \varphi ^2\right)^2`$ common in the literature, would suffer of the same problem of pre-big bang cosmology for $`\xi >0`$ and could not produce the exact solution (3.8) since $`G_{eff}`$ diverges for the corresponding scalar field values $`\pm \varphi _c`$.

Were the inequality $`w<1`$ supported by future observations of distant supernovae, the conventional quintessence models based on minimally coupled scalars would have to be abandoned in favour of alternative models: among these, the nonminimally coupled theory here described appears as the simplest and most promising.

## Acknowledgments

It is a pleasure to thank S. Matarrese, C. Baccigalupi and D. Coule for stimulating discussions.