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# Power law relaxation in a complex system: Omori law after a financial market crash

## Abstract

We study the relaxation dynamics of a financial market just after the occurrence of a crash by investigating the number of times the absolute value of an index return is exceeding a given threshold value. We show that the empirical observation of a power law evolution of the number of events exceeding the selected threshold (a behavior known as the Omori law in geophysics) is consistent with the simultaneous occurrence of (i) a return probability density function characterized by a power law asymptotic behavior and (ii) a power law relaxation decay of its typical scale. Our empirical observation cannot be explained within the framework of simple and widespread stochastic volatility models.

Several complex systems are statistically characterized by power-law distributions. Examples are earthquakes, financial markets, landslides, forest fires and scale free networks. Power law distributions imply that rare events are occurring with a finite non-negligible probability in complex systems. It is therefore meaningful to ask the following scientific question: how is the dynamics of a complex system affected when the system undergoes to an extreme event? An answer to this question concerning earthquakes was provided by Omori more than a century ago Omori1894 . The Omori law describes the non stationary period observed after a big earthquake. In his study, the number of aftershocks per unit of time is described by a power law and a time scale for the relaxation process of the complex system to its typical state does not exist. Non exponential relaxation to a typical state has also been observed in several physical and social systems. For example, power law relaxation has been theoretically predicted and experimentally observed in spin glasses Bouchaud1992 , condensed matter systems chamberlin , microfracturing phenomena zapperi , physical systems described by a fractional Fokker-Planck equation Metzler1999 , in the kinetics of reversible bimolecular reactions Gopich00 , in two-dimensional arrays of magnetic dots interacting by long-range dipole-dipole interactions Sampaio01 , in the Internet dynamical response johansen2001  and in the Internet traffic abe .

In the present study we investigate the dynamics of a model complex system when it is moved far away from its typical state by the occurrence of an extreme event. This is done by investigating the statistical properties of time series of financial indices in the time period immediately after a financial crash. These market phases are indeed strongly non-stationary and we show that a time power law relaxation is detected when the financial market is moved far away from its typical behavior.

Financial time series of stock or index returns are modeled in terms of random processes Samuelson65 ; Cootner64 . Empirical investigations show that the time series of stock or index return is not strictly sense stationary. In fact the volatility of the financial asset, i.e. the standard deviation of asset returns describing the typical scale of the process, is itself a stochastic process fluctuating in time Hull ; Campbell97 . The non-stationary evolution of asset returns can sometimes show relaxation time patterns. Specifically, decaying patterns of volatility are observed in time periods immediately after a financial crash. An illustrative example of such non-stationary time pattern is given in Fig. 1 where we plot the one-minute logarithm changes of the index $`r(t)`$ (a quantity essentially equivalent to return) for the Standard and Poor’s 500 (S&P500) index during 100 trading days after the Black Monday (19 October 1987). The pattern observed in Fig. 1 is not invariant under time-reversal. Other examples of statistical properties of market which are not time-reversal have been observed in the investigation of cross-sectional quantities computed for a set of stocks before and after financial crashes Lillo2001 .

A direct characterization of the time evolution of the scale of the random process of return is extremely difficult in financial markets and in several other complex systems due to the fact that the random variable is highly fluctuating and that system is unavoidably monitored by just recording a single random realization. We make use of a different and statistically more robust method. Specifically, we quantitatively characterize the time series of index returns in the non-stationary time period by investigating the number of times $`|r(t)|`$ is exceeding a given threshold value. This investigation is analogous to the investigation of the number $`n(t)`$ of aftershock earthquakes measured at time $`t`$ after the main earthquake. The Omori law $`n(t)t^p`$ says that the number of aftershock earthquakes per unit time measured at time $`t`$ after the main earthquake decays as a power law. In order to avoid divergence at $`t=0`$ Omori law is often rewritten as

$$n(t)=K(t+\tau )^p$$
(1)
where $`K`$ and $`\tau `$ are two positive constants. An equivalent formulation of the Omori law more suitable for comparison with real data can be obtained by integrating equation (1) between $`0`$ and $`t`$. In this way the cumulative number of aftershocks observed until time $`t`$ after the main earthquake is

$$N(t)=K[(t+\tau )^{1p}\tau ^{1p}]/(1p)$$
(2)
when $`p1`$ and $`N(t)=K\mathrm{ln}(t/\tau +1)`$ for $`p=1`$. The value of the exponent $`p`$ for earthquakes ranges between $`0.9`$ and $`1.5`$. Because $`N(t)`$ is related to $`n(t)`$ by a summation, the fluctuation in $`N(t)`$ is substantially reduced compared with the fluctuation in $`n(t)`$. Hence customary measurement of $`N(t)`$ leads to a more reliable characterization of the aftershock period than measurement of $`n(t)`$.

We first investigate the index returns during the time period after the Black Monday crash (19 October 1987) occurred at New York Stock Exchange (NYSE). This crash was one of the worst crashes occurred in the entire history of NYSE. The S&P500 went down $`20.4\%`$ that day. In our investigation, we select a 60 day after crash time period ranging from 20 October 1987 to 14 January 1988. This time period is chosen to maximize the time period investigated by simultaneously ensuring that the relaxation process is still going on. The selected value is not a critical one and time windows of 50 or 70 trading days provide similar results. For the selected time period, we investigate the one-minute return time series of the S&P500 Index. The first estimate concerns the unconditional one-minute volatility which is equal to $`\sigma =4.91\times 10^4`$. In Fig. 2 we show the cumulative number of events $`N(t)`$ detected by considering all the occurrences observed when the the absolute value of index return exceeds a threshold value $`\mathrm{}`$ chosen as $`4\sigma `$, $`5\sigma `$, $`6\sigma `$ and $`7\sigma `$. For all the selected threshold values we observe a nonlinear behavior. Nonlinear fits performed with the functional form of equation (2) well describes the empirical data for the entire time period. This paradigmatic behavior is not specific of the Black Monday crash of the S&P 500 index. In fact, we observe similar results also for a stock price index weighted by market capitalization for the time periods occurring after the 27 October 1997 and the 31 August 1998 stock market crashes. This index has been computed selecting the 30 most capitalized stocks traded in the NYSE and by using the high-frequency data of the Trade and Quote database issued by the NYSE. In Fig. 3 we show $`N(t)`$ for $`\mathrm{}=4\sigma `$ where $`\sigma `$ is again the unconditional one-minute volatility in the considered periods. We estimate $`\sigma =4.54\times 10^4`$ during the period from 28 October 1997 to 23 January 1998 and $`\sigma =6.09\times 10^4`$ during the period from 1 September 1998 to 24 November 1998. In the left part of Table I, we summarize the values of the $`p`$ exponents obtained by best fitting with equation (2) the cumulative number of events exceeding the selected threshold values for the considered market crashes. The value of the exponent $`p`$ varies in the interval between 0.70 and 0.99 . The estimate of the exponent $`p`$ is slightly increasing when the threshold value $`\mathrm{}`$ is increasing. Below we will comment the relation between this observation and the properties of the index return probability density function (pdf). The detected nonlinear behavior of $`N(t)`$ is specific to aftercrash market period. In fact an approximately linear behavior of $`N(t)`$ is observed when a market period of roughly constant volatility such as, for example, the 1984 year is investigated. This is due to the fact that when the process is stationary the frequency of aftershock $`n(t)`$ is on average constant in time and therefore the cumulative number $`N(t)`$ increases linearly in time. In terms of equation (2) this implies that the exponent $`p`$ is equal to zero. For independent identically distributed random time series it is possible to characterize $`n(t)`$ in terms of an homogeneous Poisson process Embrechts . The results summarized in the left part of Table I imply that the time period immediately after a big market crash has statistical properties which are different from constant volatility periods. In particular, index return cannot be modeled in terms of independent identically distributed random process after a big market crash.

The empirical evidence of the power-law decrease of the frequency of aftershocks is consistent with a power-law decay of volatility after a major crash. In order to prove this claim, we describe the empirical behavior of $`N(t)`$ by assuming that during the time period after a big crash the stochastic variable $`r(t)`$ is the product of a time dependent scale $`\gamma (t)`$ times a stationary stochastic process $`r_s(t)`$. For the sake of simplicity, we also assume that the pdf of $`r(t)`$ is approximately symmetrical. Under these assumptions, the frequency of events of $`|r(t)|`$ larger than $`\mathrm{}`$ observed at time $`t`$ is

$$n(t)2_{\mathrm{}}^+\mathrm{}f(r,t)𝑑r$$
(3)
where $`f(r,t)`$ is the pdf of $`r(t)`$ at time $`t`$. One can rewrite equation (3) in terms of the cumulative distribution function $`F_s(r_s)`$ of the random variable $`r_s(t)`$ as

$$n(t)1F_s\left(\mathrm{}/\gamma (t)\right).$$
(4)
In this description, the specific form of the time evolution of $`n(t)`$ is, for large values of the threshold $`\mathrm{}`$, controlled by the properties of (i) the time evolution of the scale $`\gamma (t)`$ and (ii) the asymptotic behavior of the pdf for large values of $`|r_s(t)|`$.

By assuming that the stationary return pdf behaves asymptotically as a power law

$$f_s(r_s)\frac{1}{r_s^{\alpha +1}},$$
(5)
the frequency of events $`n(t)`$ becomes for large values of $`\mathrm{}`$

$$n(t)\left(\gamma (t)/\mathrm{}\right)^\alpha .$$
(6)
By hypothesizing that $`\gamma (t)\mathrm{exp}(kt)`$, the frequency of events above threshold is expected exponentially decreasing $`n(t)\mathrm{exp}(\alpha kt)`$. Conversely, when the scale of the stochastic process decays as a power law $`\gamma (t)t^\beta `$, the frequency of events above threshold is power law decaying as $`n(t)1/t^p`$. It is worth noting that the exponent $`p`$ is given by

$$p=\alpha \beta .$$
(7)
The previous relation links the exponent $`p`$ governing the number of events exceeding a given threshold to the $`\alpha `$ exponent of the power law return cumulative distribution and to the $`\beta `$ exponent of the power law decaying scale. It is worth noting that a power law behavior of the return pdf is observed only for large absolute values of returns. Hence, the relation between exponents (eq. (7)) is valid only for large values of the threshold $`\mathrm{}`$ used to determine the exponent $`p`$. Our theoretical considerations show that a number of events above threshold decaying as a power law, i.e. the analogous of the Omori law, is consistent with the simultaneous occurrence of: (i) a return pdf characterized by a power law asymptotic behavior and (ii) a non-stationary time evolution of the return pdf whose scale is decaying in time as a power law. These hypotheses are consistent with recent empirical results. In fact, a return pdf characterized by a power law asymptotic behavior has been observed in the price dynamics of several stocks Lux96 ; Gopi98 . To the best of our knowledge the only investigation on the decay of volatility after a crash has been performed in Ref. Sornette96  where a power law or power law log-periodic decay of implied volatility has been observed in the S&P500 after the 1987 financial crash. We would like to stress that implied volatilty is different from our $`\gamma (t)`$ because implied volatiltiy is obtained from index derivative prices by using the Black and Scholes formula instead that directly from data. Moreover the value of the exponent governing the decay of volatility is different in our study and in Ref. Sornette96 . The analytical considerations developed above indicate that stochastic volatility models of price dynamics are able to describe the behavior of an index after a crash when they predict the volatility power-law decay in time after a crash. Therefore simple autoregressive models, such as GARCH(1,1) Bollerslev86  models, are unable to describe the observed behavior. GARCH processes in their most compact form cannot show a scale of the stochastic process decaying as a power law after a big event. By analytical calculation and by performing numerical simulations we have shown that these models are characterized by an exponential decay of the scale of the process jedc .

In order to show that empirical data are consistent with our description of aftershock periods, we empirically study the time evolution of the scale of the process. To this end, by using the ordinary least square method, we fit the absolute value of return with the functional form $`f(t)=c_1t^\beta +c_2`$ in the 60 days after each considered market crash. We check that the relation $`c_1t^\beta >>c_2`$ is verified in the investigated period. The best estimation of $`c_1`$ and $`c_2`$ are $`6.310^4`$ and $`2.810^6`$ for the 1987 crash, $`5.110^4`$ and $`4.310^5`$ for the 1997 crash and $`4.410^4`$ and $`1.010^4`$ for the 1998 crash. The time $`t`$ is expressed in trading day. By using the relation, $`r(t)=\gamma (t)r_s(t)`$, the $`\beta `$ exponent obtained is also the exponent controlling the scale $`\gamma (t)`$. In order to estimate the $`\alpha `$ exponent governing the stationary part of the return evolution we define a new variable $`r_p(t)`$ obtained dividing $`r(t)`$ by the moving average of its absolute value. The averaging window is set to 500 trading minutes. The quantity $`r_p(t)`$ is a proxy for the stationary return $`r_s(t)`$. We investigate the asymptotic properties for large absolute values of the stochastic process $`r_p(t)`$ by computing the Hill’s estimator Hill  of the process computed over the largest 1% values of $`|r_p(t)|`$. To assess the reliability of the $`\alpha `$ estimate obtained with this method we also compute its 95% confidence interval. The 95% confidence interval is obtained by computing $`C_{95}\alpha /\sqrt{m}`$ where $`C_{95}`$ is the value at which the normal distribution is equal to 0.95 and $`m`$ is the number of records located in the distribution tail. With our procedure, we obtain a value of the exponent $`\alpha `$ which is ranging from 3.18 to 3.67. These values are consistent with the observations performed by different authors on the power law behavior governing large absolute returns in stocks and stock indices Lux96 ; Gopi98 .

The estimates of $`\alpha `$ and $`\beta `$ values are shown in the right part of Table I for all the investigated market crashes. The last column of the Table gives the value of the product $`\alpha \beta `$ that is to be compared with the values of $`p`$ summarized in the left part of the Table. The agreement is increasingly good for values of $`p`$ obtained for large values of the threshold. This is expected because only for large threshold the relevant part of the return pdf is well described by a power law behavior.

Finally, we investigate the properties of $`N(t)`$ computed for the random variable $`r_p(t)`$. This variable is our proxy for $`r_s(t)`$ and therefore a linear behavior of $`N(t)`$ is expected for each value of the threshold chosen. ¿From our definition of $`r_p(t)`$, it follows that the mean of the absolute value of $`r_p(t)`$ is equal to one. In Fig. 4, we show $`N(t)`$ for the market crash of 19 October 1987 when $`\mathrm{}`$ is ranging from $`4`$ to $`13`$. For all values of the threshold, $`N(t)`$ is approximately linear showing that $`r_p(t)`$ provides a good proxy for $`r_s(t)`$. Moreover, starting from equation (4), one can show that the slope $`\eta `$ of $`N(t)`$ is proportional to the quantity $`1F_s(\mathrm{})`$. We determine $`\eta `$ with a best linear fit of $`N(t)`$ for each value of $`\mathrm{}`$. The results are shown in the inset of Fig. 4. Under the assumption of equation (5), the expected relation between $`\eta `$ and $`\alpha `$ is $`\eta \mathrm{}^\alpha `$. The inset also shows our best fit of $`\eta `$ with a power law relation as a solid line. The best fitting exponent is $`\alpha =3.14`$ when $`\mathrm{}7`$. This value of $`\alpha `$ is consistent with the value obtained with the Hill estimator (see Table I).

In conclusion our results show that time periods of the order of 60 trading days (approximately 3 months in calendar time) occurring after a major financial crash can be modeled in terms of a new stylized statistical law. Specifically, the number of index returns computed at a given time horizon occurring above a large threshold is well described by a power law function which is analogous to the Omori law of geophysics.

The presence of a power law relaxation seems to be a common behavior observed in a wide range of complex systems. One possibility for this common occurrence is that the Omori law is a phenomenological manifestation of underlying common microscopic mechanisms governing the dynamics of complex systems after an extreme event. An example of such mechanisms has been proposed to model the magnetization relaxation in spin glasses where it has been shown that the presence of many metastable states whose lifetime are distributed according to a broad, power law distribution implies a power law decay of the magnetization during aging Bouchaud1992 .

###### Acknowledgements.

Authors wish to thank INFM, ASI, MIUR and MIUR-FIRB research projects for financial support. F.L. thanks Vittorio Loreto for introducing him to the Omori law.


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# Pion Form Factor and Quark Mass Evolution in a Light-Front Quark Model

## Abstract

We discuss the soft contribution to the elastic pion form factor with the mass evolution from current to constituent quark being taken into account in a light-front quark model(LFQM).

The pion electromagnetic (EM) form factor is of great interest for the study of Quantum Chromodynamics (QCD). At low momentum transfers ($`Q^2`$) nonperturbative QCD (NPQCD) dominates, while at large $`Q^2`$ perturbative QCD (PQCD) can be used to calculate the asymptotic form factor; and the transition from NPQCD to PQCD has long been of interest. The light-front (LF) quantization method  may be most useful in connecting the formulations of NPQCD and PQCD since the LF wavefunctions provide the essential link between hadronic phenomena at short distances(perturbative) and at long distances(nonperturbative). Although the relevant minimum momentum scale for the PQCD exclusive processes is still under a debate , the LF method has been successfully applied to the constituent quark model and described the hadron properties at low momentum transfer region quite well . In many previous quark models , a constant constituent quark mass was used in the analysis of the hadron properties especially at $`Q^2<1`$ GeV2. As shown in the literatures , such constituent quark model has been quite successful in describing static properties of a hadron such as the form factor, charge radius, and decay constant etc.. On the other hand, the approach based on the quantum field theory such as the Dyson Schwinger Equations(DSEs)  uses the running mass instead of constant constituent mass and it also gives properties of the pion that are in agreement with the experimental data.

Thus, in this talk, we present the quark mass evolution effect on the pion in a light-front quark model(LFQM) . In the present work we restrict ourselves to the soft NPQCD part with a LFQM, but an essential ingredient is the use of a running quark mass, which is the main subject of this talk.

The form factor of the pion is related to the matrix element of the current by the following equation:

$$J_{e.m.}^\mu P^{}|\overline{q}\mathrm{\Gamma }^\mu q|P=(P^{}+P)^\mu F_\pi (Q^2).$$
(1)
In usual LF frame, the form factor of a hadron can be obtained by the sum of valence and nonvalence diagrams. However, if we choose the Drell-Yan-West(DYW)(or $`q^+=0`$) frame with “$`+`$”-component of the current, only the valence diagram is needed. Then, the matrix element of the current given by Eq. (1) can be expressed as a convolution integral in terms of LF wave function, $`\mathrm{\Psi }(x,𝐤_{})`$ as follows:

$`J_{e.m}^\mu `$ $`=`$ $`{\displaystyle \underset{\lambda _q\lambda _q^{}\lambda _{\overline{q}}}{}}{\displaystyle _0^1}𝑑x{\displaystyle d^2𝐤_{}\mathrm{\Psi }_{\lambda _q^{}\lambda \overline{q}}(x,𝐤_{}^{}{}_{}{}^{})}`$ (2)
$`\times `$ $`{\displaystyle \frac{\overline{u}_{\lambda _q^{}}(p_q^{})}{\sqrt{p_q^+}}}\mathrm{\Gamma }^\mu {\displaystyle \frac{u_{\lambda _q}(p_q)}{\sqrt{p_q^+}}}\mathrm{\Psi }_{\lambda _q\lambda \overline{q}}(x,𝐤_{}),`$
where $`p_q^+`$=$`p_q^+`$=$`(1x)P^+`$ and $`𝐤_{}^{}{}_{}{}^{}`$=$`𝐤_{}x𝐪_{}`$ in the initial pion rest frame, $`𝐏_{}`$=0. The helicity of the quark(antiquark) is denoted as $`\lambda _{q(\overline{q})}`$. In our model calculation of the pion form factor, we use the Gaussian radial wave function as well as the relativistic spin-orbit wave function obtained by the interaction independent Melosh transformation(see  for more detail).

In the usual light-front constituent quark model , the bare quark-photon vertex, $`\mathrm{\Gamma }^\mu =\gamma ^\mu `$, is used. However, when the quark propagator has momentum-dependent dressing, the bare vertex is no longer adequate because it violates the Ward-Takahashi identity(WTI). In general, the solution of the DSE for the renormalized dressed-quark propagator takes the form $`S(p)^1=A(p^2)\overline{)}pB(p^2)`$ in Minkowski space, where the quark mass evolution function $`m(p^2)`$ is defined as $`m(p^2)=B(p^2)/A(p^2)`$. Also, gauge invariance requires that the quark-photon vertex $`\mathrm{\Gamma }^\mu `$ given by Eq. (2) satisfy the WTI, i.e. $`q^\mu \mathrm{\Gamma }_\mu (p;q)=S(p^{})^1S(p)^1`$ ( current conservation) as well as $`\mathrm{\Gamma }^\mu (p;0)=S(p)^1/p_\mu `$ (charge conservation), where $`q=pp^{}`$.

As used in many DSE studies of EM interactions , we take the Ball-Chiu(BC) ansatz  for the quark-photon vertex

$`\mathrm{\Gamma }_{\mathrm{BC}}^\mu ={\displaystyle \frac{(\overline{)}p+\overline{)}p^{})}{2}}(p+p^{})^\mu {\displaystyle \frac{A(p^2)A(p^2)}{p^2p^2}}`$
$`+{\displaystyle \frac{A(p^2)+A(p^2)}{2}}\gamma ^\mu (p+p^{})^\mu {\displaystyle \frac{B(p^2)B(p^2)}{p^2p^2}}.`$
Although the asymptotic behavior of the running mass might require crossing symmetry(under $`Q^2Q^2`$) at high momentum transfer, there is no clue yet for the low momentum transfer region. So, we introduce two algebraic parametrizations of the running mass; one satisfying the crossing symmetry(CS) and the other satisfying the crossing asymmetry(CA):

$`m^{\mathrm{CS}}(p^4)=m_0+(m_cm_0){\displaystyle \frac{1+e^{\mu ^4/\lambda ^4}}{1+e^{(p^4\mu ^4)/\lambda ^4}}},`$
$`m^{\mathrm{CA}}(p^2)=m_0+(m_cm_0){\displaystyle \frac{1+e^{\mu ^2/\lambda ^2}}{1+e^{(p^2\mu ^2)/\lambda ^2}}},`$ (4)
where $`m_0`$ and $`m_c`$ are the current and constituent quark masses, respectively. The parameters $`\mu `$ and $`\lambda `$ are used to adjust the shape of the mass evolution.

For comparison, we use in Fig. 1 two different parameter sets for each mass evolution function. The current and constituent quark masses used are $`m_0=5`$ MeV and $`m_c=220`$ MeV, respectively. Simulating the constituent picture at the small momentum region, we have chosen these particular sets of parameters, \[Set 1\] and \[Set 2\] for each mass function, to keep the constituent mass up to $`(p^2)1`$ and 0.5 GeV2, respectively, before it drops exponentially.

In order to express the four momentum $`p^2`$ in terms of LF variables $`(x,𝐤_{})`$, we use the on-mass shell condition, $`p^2=m^2(p^2)`$. It implies zero binding energy of a mock meson, i.e. $`P^{}=p_q^{}+p_{\overline{q}}^{}`$ where $`P^{}(=P^0P^3)`$ and $`p_q^{}(p_{\overline{q}}^{})`$ are the LF energies of the mock meson and the quark(antiquark), respectively. It leads to the following identity for the pion case ($`m_q=m_{\overline{q}}`$), $`p^2=x(1x)\stackrel{~}{M}^2𝐤_{}^2`$. For the mock meson mass $`\stackrel{~}{M}`$, we take the average value(so called spin-averaged meson mass) of $`\pi (m_\pi )`$ and $`\rho (m_\rho )`$ masses with appropriate weighting factors from the spin degrees of freedom, i.e. $`\stackrel{~}{M}`$=$`(m_\pi +3m_\rho )_{\mathrm{exp}}/4`$=612 MeV.

In our numerical calculations, we use the model parameters $`(m_c,\beta )`$=(0.22,0.3659) \[GeV\] obtained in Ref.  for the linear confining potential model.

In Fig. 2, we show our results of the form factor for the intermediate $`Q^2`$ region for CA \[Fig. 2(a)\] and CS \[Fig. 2(b)\] mass functions compared with the experimental data  as well as the CQM result . As one can see from Fig. 2, (1) there are differences between the bare vertex and BC ansatz indicating the breakdown of local gauge invariance from the usage of the bare vertex, (2) the \[Set 2\] for both CA and CS mass functions show larger deviation from the CQM result than the \[Set 1\] case for the region of momentum transfer $`Q^2`$2 GeV2 and above, (3) the results with the BC vertex fall off faster (at around $`Q^2`$=2 GeV2) than the CQM result does, and (4) the CA mass evolution function is more sensitive to the variation of the momentum dependence than the CS mass evoluton function.

In conclusion, we have reexamined the soft contribution to the pion elastic form factor using LFQM with a running quark mass. The Ball-Chiu ansatz was used for the dressed quark-photon vertex. We were also able to calculate the quark condensate as $`\overline{q}q`$=(0.3 GeV)3 , which is quite compariable with the value employed in contemporary phenomenological studies: (0.236 GeV)3 . This shows the PCAC relation is reasonably well satisfied in LFQM with our mass evolution function.


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# Mirror Matter as Self Interacting Dark Matter

## I Introduction

It has recently been pointed out that the dark matter particles constituting the galactic halo need to satisfy a new constraint in order to avoid singular cusps. One way to quantify this constraint is to demand that the mean free paths of these particles be less than typical galactic sizes (say $`0.1`$ Mpc) i.e. $`\lambda _{DM}\frac{1}{n_{DM}\sigma _{DM}}0.1`$ Mpc. This equation implies that the typical cross section for the dark matter particle must be of order $`\sigma _{DM}\frac{m_{DM}}{GeV}10^{24}`$ cm2. This cross section is large and it grows with the mass of the dark matter particle linearly. Some favorite long standing candidates like the neutralino LSP of 50-100 GeV mass would then need to have a scattering cross section of $`10^{22}`$ cm2, a requirement which is not met by any of the exsiting supersymmetric models. Barring some new long range interactions, such a large cross section for particles of such high mass would be in conflict with unitarity bounds for pointlike dark matter particle scattering via S-waves.

The growth of cross sections with mass is generic to solitonic structures and it has been noted that $`Q`$-balls originally suggested in a different context can, for certain range of parameters, satisfy this constraint.

An alternative and natural candidate arises in mirror matter models where it is postulated that there is a parallel standard model which duplicates all the matter and forces and coexists, in our universe, with the familiar standard model. The mirror and familiar particles in such models are only connected by gravity. In particular, the asymmetric mirror model where both the weak scale as well as the QCD scale in the mirror sector are about 20-30 times the corresponding scales in the the familiar sector has been studied extensively in connection with neutrino physics and explanation of the microlensing events***One can show that the asymmetry between the two QCD scales owes its origin to the asymmetry between the weak scales. The main reason the first asymmetry follows from the second is that the mirror quarks are much heavier than the familiar quarks and therefore decouple earlier from the evolution of the QCD couplings in the mirror sector. This helps to speed up the rise of the mirror QCD fine structure constant.. A particularly interesting feature of these models is that the lightest mirror baryon $`p^{}`$ (in the form of mirror hygrogen atom) is ideally suited to be the dark matter of the universe and as such would be the dominant constituent of the dark halo of the galaxies. If the QCD scale parameter in the mirror sector $`\mathrm{\Lambda }^{}30\mathrm{\Lambda }`$ the corresponding scale in the familiar sector, then $`m_p^{}30m_p`$ and using the slightly lower reheat temperature of the mirror sector (required to satisfy the BBN constraints arising from $`\gamma ^{},\nu _{e,\mu ,\tau }^{}`$), we find that $`\frac{\mathrm{\Omega }_B^{}}{\mathrm{\Omega }_B}\left(\frac{T^{}}{T}\right)^3\frac{m_p^{}}{m_p}`$. The BBN constraint requires that $`T^{}/T(1/10.75)^{1/4}0.5`$. Using this we get $`\mathrm{\Omega }_B^{}4\mathrm{\Omega }_B`$. For $`\mathrm{\Omega }_B0.05`$ this would lead to 20% dark matter and about 75% dark energy. This is of the right order of magnitude for the required fraction of the dark matter in the universe.

A very important property that distinguishes mirror baryon from other dark matter candidates is that mirror matter has self interaction. It was suggested in a recent paper by two of the authors (R. N. M. and V. L. T.), that this might help resolve the core density problem. We further pursue this question in the brief note. specifically taking account of the important distinction between total and transport cross sections, we show that the parameters of the model suggested by considerations of $`\mathrm{\Omega }_{DM}`$ yield scattering of mirror hydrogen atoms in the right range suggested in Ref.1.

We then address the question of the shape of the dark halo if it is made up of mirror dark matter particles. Mirror symmetry requires that the coupling parameters in the mirror sector be identical to those of the familiar sector. This has led to a suspicion that if halos were to be made up of mirror baryons, they would collapse due to dissipation of their transverse energy and become disk shaped, in contradiction to observations. The point however is that even though the couplings are identical due to mirror symmetry, the masses are different i.e. the mirror matter masses are a factor of 30 or so higher. As a result, the processes such as brehmsstrahlung responsible for dissipation of transverse energy are down, preventing the collapse of mirror halo to a disk. All this makes mirror baryons a viable dark matter candidate.

## II Effective scattering crosssection for mirror hydrogen

For small relative velocities of atoms of order $`\beta _{virial}10^3`$, the total atom-atom elastic scattering crosssections are of order $`\pi R_{atom}^2`$. For $`H`$ or $`He`$ atoms, $`R_{atom}0.55`$ angstroms leading to $`\sigma _{HH}10^{16}`$ cm2. If we take the mirror scale factor to be about $`30100`$, then the Bohr radius of the corresponding hydrogen atoms will scale inversely with it and will give $`\sigma _{H^{}H^{}}10^{19}10^{20}`$ cm2. This value is higher than the value apparently required for solving the core density problem by a factor of 100-1000. The new observation in this note is that the naive use of the cross section is not adequate for our discussion and there is indeed a substantial suppression factor which arises from a more careful analysis.

The main point is that the cross section relevant for avoiding the catastrophic accumulation of dark matter particle particles is not the total elastic cross section, $`\sigma _{el}`$ but the transport cross section, $`\sigma _{tr}`$, to which large angle scattering contributes more strongly i.e.

$`\sigma _{tr}={\displaystyle \frac{1}{4\pi }}{\displaystyle 𝑑\mathrm{\Omega }(1cos\theta )\frac{d\sigma }{d\mathrm{\Omega }}}`$ (1)
For isotropic (say S-wave) or slightly backward hard sphere scattering, $`\sigma _{el}`$ and $`\sigma _{tr}`$ are roughly the same. This is however not the case for H-H or H’-H’ scattering at relative velocity of $`\beta 10^3`$. Here many partial waves upto $`\mathrm{}_{eff}=m_Hvr_{Bohr}m_H^{}vr_{Bohr}^{}200`$ contribute allowing for strongly forward peaked elastic differential cross sections. To estimate this cross section, note that: (i) large number of partial waves suggest a quasi-classical WKB treatment; (ii) the collision virial velocity is smaller than the velocity of the electron in the atom i.e. $`10^3c\beta _{virial}c<\alpha _{em}c`$, where $`c\alpha _{em}`$ is the velocity of the electron in the atom. Hence we can adopt an adiabatic Born-Oppenheimer type approximation. The interatomic potential can be computed for each atom-atom configuration denoted by the impact parameter $`b`$ and the position of the $`H^{}`$ along its path (assumed to be a strightline) $`z(t)`$. The interatomic distance is then given by: $`R(t)=\sqrt{z^2(t)+b^2}`$. The magnitude of the interatomic potential $`V_{HH}(R)m_e\alpha _{em}^227`$ eV is about 20 times smaller than the kinetic energy of the collision $`\frac{1}{2}m_H\beta ^2500`$ eV (the same ratio applies to the mirror sector since both terms get scaled by a common factor). Hence for such velocities, atoms are “soft” and interpenetrate quite a bit. As we indicate, the scattering angle $`\frac{\mathrm{\Delta }p}{p}`$ is approximately given by $`\frac{\mathrm{\Delta }p}{p}\frac{V}{1/2m_e\beta ^2}\frac{1}{20}`$. The classical deflection angle which may be appropriate here is

$`\theta {\displaystyle \frac{\mathrm{\Delta }p_y}{p}}={\displaystyle \frac{F_y(z(t),b)𝑑t}{p}}2{\displaystyle _0^{\mathrm{}}}\left[{\displaystyle \frac{V(\sqrt{z^2+b^2})}{y}}\right]{\displaystyle \frac{dz}{pv}}{\displaystyle \frac{2V}{mv^2}}{\displaystyle \frac{V}{T}}.`$ (2)
Hydrogen-Hydrogen scattering at KeV energies can be measured experimentally and calculated with high accuracy. We believe that the qualitative features of strong forward peaking and correspondingly reduced transport cross section will still be manifest. Thus the transport cross section, which is $`\frac{1}{2}<\theta >^2\sigma _{el}`$ will be about $`10^3`$ times smaller than the naive geometric value. The transport cross section for mirror hydrogen then is of order $`10^{22}`$ cm2, which is close to the required value for self interacting dark matter. These approximations are commensurate with the data and calculations on cross section for H-H scattering. For scattering to excited states, including ionization, we would expect less forward peaking but smaller cross section at KeV energies.

## III Dissipation and shape of the mirror halo

We next examine the dissipation time scale which is important for understanding the shape of the mirror dark matter halo. Mirror symmetry implies that mirror particles like ordinary ones are dissipative, namely that energy can be lost by $`\gamma ^{}`$ emission. For the baryonic matter in galaxies, it is this process of energy loss that causes the collapse to a galactic disc, which provides a lower energy configuration with same total angular momentum. However if mirror matter is to form a realistic, roughly spherical galactic halo, such disc formation should not be allowed. The time scale for the disc formation in our galaxy has been estimated to be to be equal the dynamical free fall time $`1/(G_N\rho )^{1/2}10^8`$ years (using density of one proton per cm3)This accident is crucial to the formation of the disc. If the dissipation time was much larger, galaxy clusters would form prior to discs and if it were much shorter, the galaxy would likely fragment. The dominant dissipative process is thermal brehmstrahlung. Since the latter scales like $`m^2`$, for the mirror baryons, the corresponding time scale would be shorter by a factor $`(m^2/m_{}^{}{}_{}{}^{2})10^3`$. This slows the relaxation time required to form a disc to about 100 billion years, which is way beyond the age of the universe.

Mirror star formation, as discussed in  does not depend on brehmstrahlung, but rather on molecular cooling and is not affected by the present discussion. We do however note, in that connection, that one can derive from rather general principles an additional scaling rule (with $`\zeta m^{}/m`$) for compact objects made of mirror matter, for the mass of the minimum cloud that will further fragment, as shown in the appendix.

In conclusion, we have pointed out that, in mirror matter models, the mirror hydrogen atom has all the right properties to be a self interacting dark matter of the universe. In particular, we note that due to near forward nature of the H-H scattering, the effective, relevant transport cross sectionm is around $`10^{22}`$ cm2, and is adequate to damp the core density of the dark matter in galactic halos. We also point out that due to reduced bremstrahlung cross section of mirror matter, dissipation processes get weakened enough so that the dark matter does not become disc shaped.

We like to thank C. Canizares, A. Kusenko and P. Steinhardt for discussion and D. Schultz for valuable information on the Hydrogen scattering. We are particularly indebted to Jeremy Goodman for clarifying to us the issues involved in fixing the time scale for galactic disc formation. The work of R. N. M. is supported by the National Science Foundation grant number PHY-0099544 and that of S. N. by the Israel Academy and partially by the National Science Foundation.

Appendix

In this appendix, we discuss the scaling with $`\zeta \frac{m_p^{}}{m_p}=\frac{m_e^{}}{m_e}`$ for stellar masses. The first point to note that for compact objects, the free fall time is much shorter than the corresponding one for galaxies. Therefore, we can expect compact objects to form in the mirror sector of the universe. Let us now estimate the maximum mass of the mirror cloud that will not further fragment. We follow the treatment in Carroll and Ostlie. They ask that the cloud luminosity needed to permit loss of potential energy $`\mathrm{\Delta }E\frac{3}{10}\frac{GM^2}{R}`$ in the free fall time $`t_{ff}(G\rho )^{1/2}`$, (to be called $`L_{ff}\frac{\mathrm{\Delta }E}{t_{ff}}`$) be less than the black body luminosity $`L_{bb}=4\pi R^2\sigma T^4`$. This gives

$`G^3M^5T^8R^9`$ (3)
where we have omitted all non-dimensional constants. We can combine it with the equation that follows from the virial theorem i.e. $`\frac{Gm_pM}{R}=kT`$ to get

$`M=\left({\displaystyle \frac{T}{m}}\right)^{1/4}{\displaystyle \frac{1}{G^{3/2}m_p^2}}`$ (4)
This shows that the size of the minimum fragmenting cloud scales like $`\zeta ^2`$(assuming that the mirror temperature rises with $`\zeta `$ as is the case). In practice, we do not expect the cooling processes to support fragmentation to such a low mass, in view of cross section decrease with $`\zeta `$. Rather as pointed out in , we expect suppression of the processes that limit accretion in familiar stars so that the mirror stars will tend to cluster in mass near the maximum allowed stellar mass.

The point we believe should be noted is that the $`\zeta ^2`$ scaling from these considerations (i.e. $`L_{bb}=L_{ff}`$) is the same scaling as that for the maximum mass of a mirror star which comes from finding the mass of a star such that radiatuion pressure dominates matter pressure thereby giving rise to instability. It is also the same scaling that one gets from computing the minimum mass of a mirror star for which it will burn as well as for the Chandrasekhar mass. It is intriguing that, even though the physical inputs to these four calculations are quite different, the resulting scaling law for the stellar mass at issue (maximum, minimum and Chandrasekhar) is still the same, i.e. $`\zeta ^2`$.