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# The HST survey of the B2 sample of radio-galaxies: optical nuclei and the FR I/BL Lac unified scheme Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS 5-26555 and by STScI grant GO-3594.01-91A

## 1 Introduction

The presence of a radio-source represents a common manifestation of nuclear activity associated to elliptical galaxies, in particular for the brightest members of this class. For example, among galaxies brighter than $`M_\mathrm{B}<21`$, more than 20 % have radio luminosities $`L_{408\mathrm{M}\mathrm{H}\mathrm{z}}>10^{23.5}`$ W Hz-1 (Colla et al. colla (1975)). Due to the steepness of the radio luminosity function, most of them are low luminosity radio-sources and show the characteristic edge-darkened FR I radio morphology (Fanaroff and Riley fr (1974)). However, in observing bands other than the radio, emission related to their active nuclei remains largely elusive. Optical spectra of low luminosity radio-galaxies are in fact dominated by the stellar component of the host galaxy with only faint narrow emission lines, while permitted broad lines are seldom detected. Similarly, most of their X-ray emission originates in the ambient thermal plasma. With the limited information available, we cannot effectively constrain the physical properties and the emission processes at work in these AGNs, and to determine how these sources fit into the AGN unification schemes: one has to rely on the properties of the host galaxies, of the environment or of the extended radio structure.

Significant progress in our understanding of low luminosity radio-galaxies has been achieved recently thanks to high resolution HST and Chandra images, which enabled us to isolate their genuine optical and X-ray nuclear emission. In HST images unresolved nuclear sources are detected in the great majority of the 33 FR I belonging to the 3CR sample (Chiaberge et al. chiaberge99 (1999), hereafter CCC99). The optical flux density of these Central Compact Cores (CCC) shows a striking linear correlation with the radio core, arguing for a common non–thermal synchrotron origin. In five sources, for which it is possible to estimate the viewing angle based on the inclination of their circumnuclear dusty disks, the luminosity of the central source shows a suggestive dependence on the radio galaxy orientation, as qualitatively expected if the optical emission is indeed produced in a relativistic jet (Capetti and Celotti ac2 (1999)). The high rate of CCC detection suggests that a geometrically thick torus can be present at most in a minority of low luminosity radio galaxies. CCC fluxes also represent upper limits to any thermal/disk emission that translate (for a $`10^9M_{\mathrm{}}`$ black hole) into a fraction $`10^710^5`$ of the Eddington luminosity, suggesting that accretion takes place at low rate or in a low efficiency radiative regime.

This information also offers a new possibility of testing the FR I/BL Lac unification scheme, by directly comparing the optical nuclear properties of radio galaxies with their putative aligned (beamed) counterparts, analogously to the procedure followed in the radio band (Kollgaard et al. koll96 (1996)). From this comparison Chiaberge et al. (2000b , hereafter CCCG00) found that the difference in luminosity (in radio and optical bands) between FR I nuclei and BL Lac is significantly smaller than would be expected, in the frame of a simple one–zone model, from the high bulk Lorentz factor of BL Lacs jets implied by observational and theoretical considerations (e.g. Dondi & Ghisellini dondi (1995), Ghisellini et al. gg98 (1998), Tavecchio et al. taold (1998)). In order to reconcile these results with the unification scheme, they suggested that a velocity structure is present in the jet, with a fast spine surrounded by a slow layer, as already suggested by other evidence on larger scales (e.g. Laing 1993, Laing et al. laing99 (1999)).

We recently obtained HST images for more than half of the B2 sample of low luminosity radio galaxies (see Capetti et al. capetti00 (2000), hereafter Paper I). Therefore, it is now possible to complement the analysis performed for the 3C sources with a study of sources at lower radio luminosities. This extension will allow us to test the general validity of these results for the radio galaxy population and to explore in more detail the relationship between FR I and BL Lacs.

Thus in this paper we focus on the properties of their optical nuclei. In Sect. 2 we briefly present the properties of the B2 sample and the HST observations on which this study is based; the optical nuclear properties of the galaxies are described in Sect. 3 where we also quantify the contribution of their central optical sources. In Sect. 4 we discuss the implications of our results, which are summarized in Sect. 5. For consistency with Paper I we use Ho= 100 km s-1 Mpc-1 and $`q_0=0.5`$.

## 2 The sample and the HST observations

The B2 sample consists of 100 low luminosity radio-galaxies. It is constituted by bright galaxies (down to a limiting magnitude $`m_\mathrm{v}`$ = 16.5) associated with radio sources from the B2 catalogue, which is complete to 0.25 Jy at 408 MHz (Colla et al. colla (1975); Fanti et al. fanti78 (1978)). The sample spans the power range between 1021 and 1026 W Hz-1 at 1.4 GHz with a pronounced peak around 1024 W Hz-1 and therefore gives an excellent representation of the radio source types encountered below and around the break in the radio luminosity function (1024.5-25 W Hz-1 at 408 MHz Colla et al. 1975). Since it was selected at low radio frequency, the sample is largely unbiased for orientation. The B2 sources span a range in redshift between 0.002 and 0.176.

HST images are available for 57 B2 radio galaxies. In the course of our HST snapshot program observations were obtained for 41 sources (see Paper I for details on the observations and data reduction). Each source was observed using two broad band filters, namely F555W and F814W (which approximately match the standard V and I filters) with an exposure time of 300 s. Public archival images for 16 additional objects were mostly obtained with the F702W (R) filter (as part of the 3CR snapshot programs, De Koff et al. dekoff (1996), Martel et al. martel (1999)).

While there is no bias in the selection of the sources that are part of the snapshot program (they were chosen randomly as far as their radio and optical properties are concerned), a bias might have been introduced by the inclusion of the 16 archive sources. However, the comparison of various parameters of the observed sub-sample with those of the sources that were not observed by HST shows that, except for a marginal (within 2$`\sigma `$) difference in redshift and radio power 111The median redshift and radio power of the two sub-samples are $`z=0.055_{0.011}^{+0.008}`$, log $`P_\mathrm{t}=24.05_{0.03}^{+0.07}`$ and $`z=0.067_{0.007}^{+0.005}`$, log $`P_\mathrm{t}=24.22_{0.03}^{+0.06}`$, respectively., the sub-sample observed with HST can be considered as well representative of the whole B2 sample.

The data of the observed sources relevant for this paper are given in Table 1: in column 1 the B2 name, in columns 2 and 3 their alternative radio and optical identifications, in column 4 the redshift, in columns 5 and 6 the total and core radio power at 1.4 GHz, in columns 7 the optical nuclear flux density in the I band and in column 8 the morphological classification of the extended radio emission.

## 3 Detection and photometry of the Central Compact Cores

With the aim of determining whether, superposed to the galaxy background, a CCC is present, we examined the nuclear brightness profile of the B2 galaxies. For the identification of optical cores we adopted the same procedure described in CCC99, i.e. a source brightness profile that, within 5 pixels from the center, shows a FWHM consistent with the HST Point Spread Function ($`0\stackrel{}{.}08`$). For the bright elliptical galaxies harbouring the B2 sources this procedure is particularly effective as they all show well resolved central cusps characterized by shallow brightness gradients ($`I(r)r^\gamma `$ with $`\gamma 00.3`$). Fig. 1 presents profiles for two sources in which we detected a nuclear source.

Clearly, this method can only be applied when the central regions of the galaxy are not heavily affected by morphological peculiarities. Nuclear dust features are seen in 20 B2 sources (de Ruiter et al. dust (2001)) and they prevent a detailed analysis of the innermost regions. Nonetheless in 5 of these galaxies the presence of central unresolved components is readily apparent from the visual inspection of the images and it is confirmed by the brightness profile behaviour; all of them are associated with disky dust structures. Two additional sources are excluded from the sample: B2 0722+30 which is a spiral galaxy and B2 1511+26 which presents a peculiar elongated morphology.

From the brightness profile analysis of the 35 remaining galaxies we found a CCC in 13 of them (for a total of 18 central sources). In the other 22 cases we set an upper limit to the CCC component defined, again following CCC99, as the light excess of the central 3x3 pixels with respect to the surrounding galaxy background. We also tested an alternative upper limit estimator, based on the subtraction of a Point Spread Function opportunely scaled until it produces an inversion in the galaxy profile, which yielded similar results.

Of the 18 unresolved optical sources, 2 are associated to B2 1615+32 (3C 332) and B2 1833+32 (3C 382), which are both Broad Line Radio Galaxies with a clear FR II radio morphology (Chiaberge et al. 2000a , chiaberge01 (2001)); as expected, we also detected a central source in B2 1101+38 (Mrk 421), a well known nearby BL Lac object. The remaining CCC are mostly associated to FR I sources (12), but we also found a CCC in 1 FR II, 1 FR I/II transition source and 1 core source. Six of them are in common with the 3C/FR I sample (see Table 1).

We performed aperture photometry of the CCCs detected, adopting the internal HST/WFPC2 flux calibration. The resulting measurements are reported in Table 1, with errors ranging from 5% to 25%. Images in two broad filters are available for most galaxies, but the typical errors in the CCC photometry and the relatively small wavelength range available do not allow an accurate estimate of the optical spectral indices in most cases 222The spectral index error scales as $`\sigma _\alpha 8.5\sigma _\mathrm{F}/\mathrm{F}`$, where $`\sigma _\mathrm{F}/\mathrm{F}`$ is the fractional error on the flux estimate, and it amounts to typically $``$ 0.4 - 2.

## 4 Results and discussion

Before discussing the properties of B2 cores, it is important to establish the role of the sources with complex/obscured optical morphology for which we could not estimate the nuclear optical contribution, as their exclusion can in principle induce a significant bias in the final sample. This is particularly important for the B2/HST sample as the incidence of nuclear dust appears to be relatively high. In Fig. 2 we plot the radio core versus the extended radio luminosities for all B2 studied, marking the location of the complex/obscured galaxies with and without a central optical source. They are distributed over the whole range of extended luminosities and they do not show that radio cores are significantly different from the other galaxies with similar extended radio power. We quantitatively tested this result using the survival analysis package ASURV (Isobe & Feigelson asurv1 (1985), asurv2 (1986)). We derived the correlations between $`L_\mathrm{r}`$ (core) and $`L_{\mathrm{ext}}`$ for the three classes separately and no significant differences are found. Thus, the exclusion of these sources will not affect significantly our results and conclusions, at least as far as the radio properties are concerned.

### 4.1 The radio/optical plane for B2 radio galaxies cores

As discussed in the Introduction, the location of radio galaxies cores in the radio/optical plane is a very useful tool to study the properties of their nuclear emission. In Fig. 3 we plot the radio versus optical fluxes and luminosities of the CCC for the 40 B2 galaxies with CCC detection or upper limits together with the data derived for the 3C/FR I from CCC99.

CCC in B2 sources are located essentially in the same region of the $`F_\mathrm{r}`$ \- $`F_\mathrm{o}`$ and $`L_\mathrm{r}`$ \- $`L_\mathrm{o}`$ planes as the 3C sources,and only avoid the upper right corner corresponding to the highest fluxes (and luminosities). The only B2 sources which significantly deviate are B2 1615+32, B2 1833+32 and B2 1101+38 which, as mentioned above, are two BLRG FR II and a BL Lac. This agrees with the results of Chiaberge et al. (2000a , CCCG00) that both BLRG and BL Lacs (in particular those belonging to the high energy peak class 333Instead of classifying BL Lacs according to their selection spectral band, we adopt the definitions of high and low energy peaked BL Lacs (HBL and LBL, respectively), which are based on the position of the (synchrotron) emission peak in the spectrum and therefore more indicative of the physical characteristics of the objects (Giommi & Padovani giopad94 (1994), Fossati et al. gfos (1998)), as it is for B2 1101+38) present a large optical excess with respect to FR I galaxies.

Radio and optical emission of the B2 cores are clearly correlated and a survival analysis gives a probability that they are extracted from a random population of only 0.0001. The best linear fit from ASURV has a slope of 0.8 $`\pm `$ 0.1 consistent with the result derived by CCC99 for the 3C/FR I sample. It confirms the findings of the analysis by CCC99 and represents further evidence for a common synchrotron origin of the radio and the optical emission in FR I nuclei.

Galaxies for which we could only set upper limits to their optical nuclear emission also appear to be consistent with this correlation, but given their relatively high incidence, it is important to explore in more detail their nature. In the following we test the idea that their nuclei follow a similar radio/optical correlation as the detected CCC, but their optical flux density is below our detection threshold. In this case, our ability to detect a CCC will depend primarily on its corresponding radio flux density, but also on its contrast with the host galaxy. Indeed sources with and without detected CCC are well separated in a plane in which we compare the radio core flux density with the galaxy central surface brightness (see Fig. 4). The separation occurs at an optical nuclear flux density (derived assuming a radio-to-optical spectral index of 0.7, as implied by the $`L_\mathrm{o}L_\mathrm{r}`$ correlation) that exceeds the galaxy emission within the central 0.1″x 0.1″. Undetected CCC are thus likely to be simply too faint to be seen at the center of their host galaxies. This argues against alternative interpretations, such as, that they are obscured.

The inclusion of the B2 cores improves the coverage of the radio/optical plane with respect to the 3C/FR I sample alone, in particular toward the lower luminosities. This region is particular important as here one might expect to see emerging the contribution of radiation processes other than synchrotron emission from the jet. The presence of any additional component, unrelated to the radio emission, should manifest itself as a flattening of the slope in the radio/optical plane. Clearly, this is not observed down to an optical luminosity of $`10^{18}`$ W Hz-1. For a 109 M☉ central black hole, this corresponds to a fraction $`3\times 10^8`$ of the Eddington luminosity in the optical band. As already remarked in CCC99, this is a clear evidence that accretion must occur at a very low rate and/or radiative efficiency.

Of the FR II and the transition FR I/II sources (which are represented by 7 and 5 galaxies, respectively) in addition to the two BLRG already reported, only in two of them a CCC is detected and this clearly prevents any comparison between the properties of galaxies with different radio morphology.

### 4.2 The FR I / BL Lacs unification model

Measurements of the optical nuclear emission in low luminosity radio galaxies provided us with a new quantitative method of testing the FR I/BL Lac unification scheme. The comparison between the beamed sources and their putative counterparts must be restricted to objects of properties which do not depend on orientation. In particular, it is important that they share a common range of extended radio luminosity as this is plausibly linked to the energy carried by the relativistic jet, which is at the origin of the nuclear emission.

In Fig. 5 we plot the CCC optical and radio luminosity versus the extended radio luminosities. In this plane, the B2 sources significantly improve the coverage at low extended luminosities with respect to the 3C/FR I sample studied by Chiaberge et al. (2000b ). Indeed, in the 3C/FR I there is only one object (3C272.1) with $`L_{\mathrm{ext}}<10^{24}`$ W Hz-1. Conversely, in the B2/HST sample, there are 21 galaxies below this value. In particular the B2 sources cover the region of extended radio power typical of HBL allowing a direct comparison over the whole range of the FR I/BL Lac populations.

To perform this comparison we consider BL Lacs selected from the 1 Jy catalogue (Stickel et al. stickel91 (1991), Kühr et al. kuhr (1981)) and the Einstein Slew survey (Elvis et al. elvis (1992), Perlman et al. perl96 (1996)), which comprise 34 and 48 objects, respectively. Of the 34 objects belonging to the 1 Jy sample, 32 are classified as LBL and 2 as HBL, while of the 48 X-ray selected BL Lacs, 40 are HBL and 8 are LBL. The extended radio power is taken from Kollgaard et al. (koll96 (1996)) and Perlman et al. (perl96 (1996)). On average HBL are characterized by lower extended radio luminosities than LBL: the former sample extends from $`10^{22}`$ to $`10^{24.5}`$ W Hz-1, the latter from $`10^{23}`$ W Hz-1 to $`10^{26}`$ W Hz-1.

In the $`L_{\mathrm{ext}}/L_\mathrm{o}`$ plane FR I nuclei and BL Lac lie in two well separated stripes and the regions covered by the two classes of BL Lacs are continuously connected. The optical luminosity of both BL Lacs and FR I increases with the extended power, with a similar logarithmic slope. Let us consider the $`L_{\mathrm{ext}}`$ / $`L_\mathrm{r}`$ plane. Radio galaxies follow a common trend, reflecting the well known correlation between core and extended radio emission (Giovannini et al. giovannini (1988)). As expected, the two classes of BL Lacs appear to have different core radio powers (likely due to selection effects, e.g. Giommi & Padovani giopad94 (1994)), but the logarithmic slope of the BL Lac population as a whole is similar to that measured in radiogalaxies. This is indeed what is expected if the difference in core luminosities between BL Lacs and FR I is due to relativistic beaming with a bulk Lorentz factor independent of $`L_{\mathrm{ext}}`$.

It is clearly difficult to perform a detailed statistical comparison between these two classes of objects as they are affected by different selection biases. In particular, as discussed by Kollgaard et al. (koll96 (1996)), to adopt a survival analysis to account for the presence of upper limits, we would have to use different quantities (extended luminosities for radio galaxies and core luminosities for BL Lacs) as independent variables and the results cannot be directly compared. We preferred to follow their approach of evaluating the relationship between core and extended luminosities of the two classes by determining the bisector from an ordinary least-squares procedure, treating upper limits as detections. Note, however, that the physical parameter of interest, the Doppler factor, that we estimate from this comparison depends only very weakly on the luminosity difference between the two classes of objects and we thus believe that the uncertainties of this procedure do not affect significantly our conclusions.

The resulting luminosity differences between FR I and BL Lac are $`L_{\mathrm{BL}}/L_{\mathrm{FR}\mathrm{I}}=10^{2.5}`$ and $`L_{\mathrm{BL}}/L_{\mathrm{FR}\mathrm{I}}=10^{3.9}`$ in the radio and optical band respectively. We derive an average ratio of the Doppler factors between the two classes of $`\delta _{\mathrm{BL}}/\delta _{\mathrm{FR}\mathrm{I}}=(L_{\mathrm{BL}}/L_{\mathrm{FR}\mathrm{I}})^{1/(p+\alpha )}`$ 18 (for a radio spectral index $`\alpha _\mathrm{r}=0`$, characteristic of self-absorbed sources, and $`p=2`$, as appropriate if the emitting region is a continuous jet; for $`p=3`$, representing a moving sphere, $`\delta _{\mathrm{BL}}/\delta _{\mathrm{FR}\mathrm{I}}7`$). Similarly, in the optical band, $`\delta _{\mathrm{BL}}/\delta _{\mathrm{FR}\mathrm{I}}`$ 20 (for $`\alpha _o=1`$ and $`p=2`$; for $`p=3`$, $`\delta _{\mathrm{BL}}/\delta _{\mathrm{FR}\mathrm{I}}9`$). These values are consistent with those in the radio band, i.e. the different radio and optical spectral indices account for the apparently different amplification in the two bands.

In other words this comparison indicates that the differences in luminosity between BL Lac and FR I can be explained with a single amplification factor over the whole range of extended luminosity in both the radio and optical bands. This clearly provides further support to the FR I / BL Lac unifying scheme and to the interpretation that in all cases we are seeing the synchrotron emission from a relativistic jet.

Let us now consider how the difference in Doppler factors between BL Lac and radio galaxies can be accounted for by a different viewing angle of the same relativistically beamed emission region. Assuming the same intrinsic Lorentz factor and as average viewing angles 1/$`\mathrm{\Gamma }`$ and 60 for BL Lac and FR I, respectively, we obtain $`\delta _{\mathrm{BL}}/\delta _{\mathrm{FR}\mathrm{I}}=\mathrm{\Gamma }^2/2`$ and therefore $`\mathrm{\Gamma }6`$ for p=2( for p=3 $`\mathrm{\Gamma }4`$). As already noted by CCCG00, this is significantly smaller than what inferred from observational and theoretical considerations on BL Lacs, which require $`\mathrm{\Gamma }1520`$ from both pair opacity and broad band energy distribution constraints (e.g. Dondi & Ghisellini dondi (1995), Ghisellini et al. gg98 (1998), Tavecchio, et al. taold (1998)). One possible interpretation of such discrepancy, as suggested by CCCG00, is that a velocity structure is present in the jet, with a fast spine (which dominates the emission in BL Lac) surrounded by a slower layer (dominant in FR I). CCC99 estimated the typical value of $`\mathrm{\Gamma }`$ for the layer in the simplest (arbitrary) scenario where the two components have the same intrinsic luminosity and spectra and derived $`\mathrm{\Gamma }_{\mathrm{layer}}1.52`$. Laing et al. laing99 (1999) from the radio core dominance in the B2 sample of radio galaxies estimate $`\mathrm{\Gamma }_{\mathrm{layer}}2`$ and $`\mathrm{\Gamma }_{\mathrm{spine}}9`$, close to the estimate of CCC99 but with luminosity ratio $`\frac{\mathrm{I}_\mathrm{s}}{\mathrm{I}_\mathrm{l}}6`$. These figures however are still poorly constrained by the available data.

## 5 Summary and conclusions

We discuss the optical properties of the nuclei of low luminosity radio galaxies as derived from the snapshot HST images of the B2 sample. A nuclear optical component is found in 18 out of the 57 observed galaxies and, in agreement with the results obtained from the brighter 3C/FR I sources, we found a correlation between fluxes (and luminosities) of the optical and radio cores. This provides further support to the interpretation of a synchrotron origin of the optical nuclear emission. In the sources in which we failed to detect an optical core, the optical limits are consistent with the interpretation that their nuclei follow the same radio/optical correlation, but their nuclear flux density is insufficient to be seen against the galaxy background. However, the large fraction of undetected CCC does not allow us to strengthen our conclusions on the lack of obscuring nuclear matter (as it was in the case of the more powerful 3CR FR I).

The radio/optical nuclear correlation for all FR I extends down to an optical luminosity of 1018 W Hz-1. This value can be adopted as an upper limit to any emission from the AGN not directly related to their relativistic jets, such as e.g. from the accretion disk. For a 109 M☉ central black hole, this corresponds to a fraction $`3\times 10^8`$ of the Eddington luminosity in the optical band and it provides a clear evidence that accretion in these low luminosity radio galaxies occurs at a very low rate and/or radiation efficiency.

In the framework of the FR I/BL Lacs unified scheme, the direct comparison of the optical nuclear properties of radio galaxies with their putative aligned counterparts provides a quantitative method of testing this unification model. The inclusion of the B2 sources significantly improves the coverage towards low extended luminosities with respect to the 3C/FR I sample and thus it is now possible to compare the properties of the two populations over their whole range of radio power.

This comparison indicates that the differences in luminosity between BL Lac and FR I can be explained with a single amplification factor over the whole range of extended radio luminosity in both the radio and optical bands, again supporting the interpretation that in both cases we are seeing relativistic jet synchrotron emission. The corresponding bulk Lorentz factor results (for typical viewing angles) significantly smaller than derived from spectral energy properties. This support the interpretation that a velocity structure is present in the jet, with a fast spine surrounded by a slower layer where the layer is responsible for the bulk of the intrinsic emission.

###### Acknowledgements.

The authors acknowledge the Italian MURST for financial support. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.


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# Radion Mixing Effects on the Properties of the Standard Model Higgs Boson

## Abstract

We examine how mixing between the Standard Model(SM) Higgs boson, $`h`$, and the radion of the Randall-Sundrum model modifies the expected properties of the Higgs boson. In particular we demonstrate that the total and partial decay widths of the Higgs, as well as the $`hgg`$ branching fraction, can be substantially altered from their SM expectations, while the remaining branching fractions are modified less than $`\begin{array}{c}<\hfill \\ \hfill \end{array}5\%`$ for most of the parameter region.

preprint: SLAC-PUB-9072/ P3-38

The Randall-Sundrum(RS) modelrs  offers a potential solution to the hierarchy problem that can be tested at present and future acceleratorsdhr . In this model the SM fields lie on one of two branes that are embedded in 5-dimensional AdS space described by the metric $`ds^2=e^{2ky}\eta _{\mu \nu }dx^\mu dx^\nu dy^2`$, where $`k`$ is the 5-d curvature parameter of order the Planck scale. To solve the hierarchy problem the separation between the two branes, $`r_c`$, must have a value of $`kr_c1112`$. That this quantity can be stabilized and made natural has been demonstrated by a number of authorsgw  and leads directly to the existence of a radion($`r`$), which corresponds to a quantum excitation of the brane separation. It can be shown that the radion couples to the trace of the stress-energy tensor with a strength $`\mathrm{\Lambda }`$ of order the TeV scale, i.e., $`_{eff}=rT_\mu ^\mu /\mathrm{\Lambda }`$. (Note that $`\mathrm{\Lambda }=\sqrt{3}\mathrm{\Lambda }_\pi `$ in the notation of Ref.dhr .) This leads to gauge and matter couplings that are qualitatively similar to those of the SM Higgs boson. The radion mass ($`m_r`$) is expected to be significantly below the scale $`\mathrm{\Lambda }`$ implying that the radion may be the lightest new field predicted by the RS model. One may expect on general grounds that this mass should lie in the range of a few $`\times 10`$ GeV $`m_r\mathrm{\Lambda }`$. The phenomenology of the RS radion has been examined by a number of authorsbig  and in particular has been reviewed for these proceedings by KribsKribs .

On general grounds of covariance, the radion may mix with the SM Higgs field on the TeV brane through an interaction term of the form

$$S_{rH}=\xi d^4x\sqrt{g_w}R^{(4)}[g_w]H^{}H,$$
(1)
where $`H`$ is the Higgs doublet field, $`R^{(4)}[g_w]`$ is the Ricci scalar constructed out of the induced metric $`g_w`$ on the SM brane, and $`\xi `$ is a mixing parameter assumed to be of order unity and with unknown sign. The above action induces kinetic mixing between the ‘weak eigenstate’ $`r_0`$ and $`h_0`$ fields which can be removed through a set of field redefinitions and rotations. Clearly, since the radion and Higgs boson couplings to other SM fields differ this mixing will induce modifications in the usual SM expectations for the Higgs decay widths. To make unique predictions in this scenario we need to specify four parameters: the masses of the physical Higgs and radion fields, $`m_{h,r}`$, the mixing parameter $`\xi `$ and the ratio $`v/\mathrm{\Lambda }`$, where $`v`$ is the vacuum expectation value of the SM Higgs $`246`$ GeV. Clearly the ratio $`v/\mathrm{\Lambda }`$ cannot be too large as $`\mathrm{\Lambda }_\pi `$ is already bounded from below by collider and electroweak precision datadhr ; for definiteness we will take $`v/\mathrm{\Lambda }0.2`$ and $`1\xi 1`$ in what follows although larger absolute values of $`\xi `$ have been entertained in the literature. The values of the two physical masses themselves are not arbitrary. When we require that the weak basis mass-squared parameters of the radion and Higgs fields be real, as is required by hermiticity, we obtain an additional constraint on the ratio of the physical radion and Higgs masses which only depends on the product $`|\xi |\frac{v}{\mathrm{\Lambda }}`$. Explicitly one finds that either $`\frac{m_r^2}{m_h^2}1+2\mathrm{sin}^2\rho +2|\mathrm{sin}\rho |\sqrt{1+\mathrm{sin}^2\rho }`$ or $`\frac{m_r^2}{m_h^2}1+2\mathrm{sin}^2\rho 2|\mathrm{sin}\rho |\sqrt{1+\mathrm{sin}^2\rho }`$ where $`\rho =\mathrm{tan}^1(6\xi \frac{v}{\mathrm{\Lambda }})`$. This disfavors the radion having a mass too close to that of the Higgs when there is significant mixing; the resulting excluded region is shown in Fig. 1. These constraints are somewhat restrictive; if we take $`m_h=115`$ GeV and $`\xi \frac{v}{\mathrm{\Lambda }}=0.1(0.2)`$ we find that either $`m_r>189(234)`$ GeV or $`m_r<70(56)`$ GeV. This lower mass range may be disfavored by direct searches.

Following the notation of Giudice et al.big , the coupling of the physical Higgs to the SM fermions and massive gauge bosons $`V=W,Z`$ is now given by

$$=\frac{1}{v}(m_f\overline{f}fm_V^2V_\mu V^\mu )[\mathrm{cos}\rho \mathrm{cos}\theta +\frac{v}{\mathrm{\Lambda }}(\mathrm{sin}\theta \mathrm{sin}\rho \mathrm{cos}\theta )]h,$$
(2)
where the angle $`\rho `$ is given above and $`\theta `$ can be calculated in terms of the parameters $`\xi `$ and $`v/\mathrm{\Lambda }`$ and the physical Higgs and radion masses. Denoting the combinations $`\alpha =\mathrm{cos}\rho \mathrm{cos}\theta `$ and $`\beta =\mathrm{sin}\theta \mathrm{sin}\rho \mathrm{cos}\theta `$, the corresponding Higgs coupling to gluons can be written as $`c_g\frac{\alpha _s}{8\pi }G_{\mu \nu }G^{\mu \nu }h`$ with $`c_g=\frac{1}{2v}[(\alpha +\frac{v}{\mathrm{\Lambda }}\beta )F_g2b_3\beta \frac{v}{\mathrm{\Lambda }}]`$ where $`b_3=7`$ is the $`SU(3)`$ $`\beta `$-function and $`F_g`$ is a well-known kinematic function of the ratio of masses of the top quark to the physical Higgs. Similarly the physical Higgs couplings to two photons is now given by $`c_\gamma \frac{\alpha _{em}}{8\pi }F_{\mu \nu }F^{\mu \nu }h`$ where $`c_\gamma =\frac{1}{v}[(b_2+b_Y)\beta \frac{v}{\mathrm{\Lambda }}(\alpha +\frac{v}{\mathrm{\Lambda }}\beta )F_\gamma ]`$, where $`b_2=19/6`$ and $`b_Y=41/6`$ are the $`SU(2)\times U(1)`$ $`\beta `$-functions and $`F_\gamma `$ is another well-known kinematic function of the ratios of the $`W`$ and top masses to the physical Higgs mass. (Note that in the simultaneous limits $`\alpha 1,\beta 0`$ we recover the usual SM results.) From these expressions we can now compute the change of the various decay widths and branching fractions of the SM Higgs due to mixing with the radion.

Fig. 2 shows the ratio of the various Higgs widths in comparison to their SM expectations as functions of the parameter $`\xi `$ assuming that $`m_h=125`$ GeV with different values of $`m_r`$ and $`\frac{v}{\mathrm{\Lambda }}`$. We see several features right away: ($`i`$) the shifts in the widths to $`\overline{f}f/VV`$ and $`\gamma \gamma `$ final states are very similar; this is due to the relatively large magnitude of $`F_\gamma `$ while the combination $`b_2+b_Y`$ is rather small. ($`ii`$) On the otherhand the shift for the $`gg`$ final state is quite different since $`F_g`$ is smaller than $`F_\gamma `$ and $`b_3`$ is quite large. ($`iii`$) For relatively light radions with a low value of $`\mathrm{\Lambda }`$ the width into the $`gg`$ final state can come close to vanishing due to a strong destructive interference between the two contributions to the amplitude for values of $`\xi `$ near -1. ($`iv`$) Increasing the value of $`m_r`$ has less of an effect on the width shifts than does a decrease in the ratio $`\frac{v}{\mathrm{\Lambda }}`$.

The deviation from the SM expectations for the various branching fractions, as well as the total width, of the Higgs are displayed in Fig. 3 as a function of the mixing parameter $`\xi `$. We see that the gluon branching fraction and the total width may be drastically different than that of the SM. The former will affect the Higgs production cross section at the LHC. However, the $`\gamma \gamma `$, $`f\overline{f}`$, and $`VV`$, where $`V=W,Z`$ branching fractions receive small corrections to their SM values, of order $`\begin{array}{c}<\hfill \\ \hfill \end{array}5\%`$ for most of the parameter region. Observation of these shifts will require the accurate determination of the Higgs branching fractions available at an $`e^+e^{}`$ Linear Collider.

In summary, we see that Higgs-radion mixing, which is present in some extra dimensional scenarios, can have a substantial effect on the properties of the Higgs boson. These modifications affect the widths and branching fractions of Higgs decay into various final states, which in turn can alter the Higgs production cross section at the LHC and may require the precision of a Linear Collider to detect.


text:
# 1 Introduction

## 1 Introduction

Recently much attention has been focused on studying the de Sitter (dS) space and asymptotically dS space. This is motivated at least by the following two aspects. First, recent analysis of astronomical data for supernova indicates that there is a positive cosmological constant in our universe . Thus our universe might approach to a dS phase in the far future . Second, defined in a manner analogous to the AdS/CFT correspondence, an interesting proposal, the so-called dS/CFT correspondence, has been suggested recently that there is a dual between quantum gravity on a dS space and a Euclidean conformal field (CFT) on a boundary of the dS space  (for earlier works on this proposal see ).

Unlike the case of asymptotically flat and asymptotically AdS spacetimes, however, it is not an easy matter to compute conserved charges associated with an asymptotically dS space because of the absence of spatial infinity and a globally timelike Killing vector in such a spacetime. Up to the best of the present author’s knowledge, there are two prescriptions to calculate conserved charges of asymptotically dS spaces. One of them is the prescription proposed recently by Balasubranmanian, de Boer and Minic (BBM) . Using this prescription together with the surface counterterm method111The surface counterterm method in the asymptotically dS space has been also discussed in ., one can compute the boundary stress-energy tensor and conserved charges of asymptotically dS spaces from data at early or late time infinity. In this way the authors of  calculated the masses of three-, four- and five-dimensional Schwarzschild-dS (SdS) solutions. It is found that pure dS spaces are always more massive than SdS solutions in the corresponding dimensions: subtracting the anomalous Casimir energy of pure dS spaces in odd dimensions (in even dimensional dS spaces there is no associated anomalous Casimir energy), the masses of SdS black hole solutions are always negative. This is also confirmed in higher dimensional SdS solutions  and Kerr-dS solutions . On the basis of this result, the authors of  proposed an intriguing conjecture:Any asymptotically dS space whose mass exceeds that of pure dS space contains a cosmological singularity. This conjecture is partially verified within the topological dS solution and its dilatonic deformation in .

Adopting the definition of mass in the BBM prescription, in a previous paper , we have shown that the entropy of cosmological horizons in the SdS solutions and topological dS solutions can be expressed in terms of the Cardy-Verlinde formula , which is supposed to be an entropy formula of CFT in any dimension222In the AdS/CFT correspondence, the Cardy-Verlinde formula has been shown to hold in many cases, for instance, Schwarzschild-AdS black holes , Kerr-AdS black holes , hyperbolic AdS black holes , charged AdS black holes  and the Taub-Bolt AdS instanton solutions . In the cosmological context, there are a lot of works on the discussion of the Cardy-Verlinde formula, for a complete list, for example, see the more recent reference .. Thus our result provides support of the dS/CFT correspondence. However, there are two points to be well understood. The first is that the mass (energy of the dual CFT) is negative, and it is measured at the far past ($`^{}`$) or far future ($`^+`$) boundary of dS space, which is outside the cosmological horizon. Therefore, the boundary is not accessible for observers inside the cosmological horizon. The other is that for the SdS black hole spacetime, except for the cosmological horizon, there is a black hole horizon, which has also associated Hawking radiation and entropy; the spacetime is believed to have total entropy which is the sum of black hole horizon entropy and cosmological horizon entropy333Even in the thermodynamic sense, there is no well-defined derivation for the total entropy being the sum of the black hole horizon entropy and cosmological horizon entropy. But when the temperature of black hole horizon is equal to that of cosmological horizon, it can be shown, for example see  and references therein.. In Ref. , it is found that if one adopts the mass definition in the BBM prescription, the entropy of black hole horizon cannot be rewritten in a form like the Cardy-Verlinde formula.

The other prescription to compute conserved charges of asymptotically dS spaces is developed by Abbott and Deser (AD) , by considering the deviation of metric from the pure dS space being defined as the vacuum (lowest energy state). In the AD prescription, the gravitational mass of asymptotically dS spaces is alway positive, and coincides with the ADM mass in asymptotically flat spacetimes, when the cosmological constant goes to zero.

In this paper, we will generalize the discussion in  to the cases of Reissner-Norström-dS (RNdS) and Kerr-dS (KdS) spacetimes. That is, we will show that the entropy of cosmological horizon in the RNdS and KdS solutions can also be rewritten in the form of Cardy-Verlinde formula. We then show that if one uses the AD prescription, the entropy of black hole horizons in dS spaces can also be expressed by the Cardy-Verlinde formula, but the extensive part of energy is found to be negative. We will also discuss the first law of dS black hole solutions. The organization of the paper is as follows. In Sec. 2, 3, 4 we will consider the SdS, RNdS, and KdS black hole spacetimes, respectively. The case of pure dS space in a rotating coordinate system will also be discussed in Sec. 4. In Sec. 5 we summary and discuss our results.

## 2 Schwarzschild-de Sitter Black Holes

We start with an $`(n+2)`$-dimensional SdS black hole solution, whose metric is

$$ds^2=f(r)dt^2+f(r)^1dr^2+r^2d\mathrm{\Omega }_n^2,$$
(2.1)
where

$$f(r)=1\frac{\omega _nM}{r^{n1}}\frac{r^2}{l^2},\omega _n=\frac{16\pi G}{n\text{Vol}(S^n)}.$$
(2.2)
Here $`G`$ is the gravitational constant in $`(n+2)`$ dimensions, $`l`$ is the curvature radius of dS space, $`\text{Vol}(S^n)`$ denotes the volume of a unit $`n`$-sphere $`d\mathrm{\Omega }_n^2`$, and $`M`$ is an integration constant. When $`M=0`$, the solution (2.1) reduces to the pure dS space with a cosmological horizon at $`r_c=l`$. When $`M`$ increases with $`M>0`$, a black hole horizon occurs and increases in size with $`M`$, while the cosmological horizon shrinks. Finally the black hole horizon $`r_+`$ touches the cosmological horizon $`r_c`$ when

$$M=M_N\frac{2}{\omega _n(n+1)}\left(\frac{n1}{n+1}l^2\right)^{(n1)/2}.$$
(2.3)
This is the Nariai black hole, the maximal black hole in dS space. When $`M>M_N`$, both the two horizons disappear and the solution (2.1) describes a naked singularity. The cosmological horizon $`r_c`$ and black hole horizon $`r_+`$ are two positive real roots of the equation, $`f(r)=0`$. The cosmological horizon is the larger one and the black hole horizon is smaller one. The thermodynamics associated with the cosmological horizon has been discussed in . For completeness and convenience for discussing the RNdS and KdS cases below, we briefly give main properties here. The cosmological horizon of the SdS solution has the Hawking temperature $`T`$ and entropy $`S`$,

$`T={\displaystyle \frac{1}{4\pi r_c}}\left((n+1){\displaystyle \frac{r_c^2}{l^2}}(n1)\right),`$
$`S={\displaystyle \frac{r_c^n\text{Vol}(S^n)}{4G}}.`$ (2.4)
Subtracting the anomalous Casimir energy of pure dS spaces in odd dimensions, in the BBM prescription the gravitational mass of the SdS black holes is

$$E=M=\frac{r_c^{n1}}{\omega _n}\left(\frac{r_c^2}{l^2}1\right),$$
(2.5)
where the mass is expressed in terms of the cosmological horizon radius $`r_c`$. Following Ref. , the Casimir energy $`E_c`$ (non-extensive part of total energy), defined as $`E_c=(n+1)EnTS`$, is found to be

$$E_c=\frac{2nr_c^{n1}\text{Vol}(S^n)}{16\pi G}.$$
(2.6)
The negative definite Casimir energy is consistent with the argument that in the dS/CFT correspondence, the dual CFT is not unitary . Further, one has

$$2EE_c=\frac{2nr_c^{n+1}\text{Vol}(S^n)}{16\pi Gl^2},$$
(2.7)
and the entropy $`S`$ (2) of the cosmological horizon can be rewritten as 444For related discussions, see also , from another angle.

$$S=\frac{2\pi l}{n}\sqrt{|E_c|(2EE_c)},$$
(2.8)
a form of the Cardy-Verlinde formula . This result (2.8) provides evidence that the thermodynamics of cosmological horizon in the SdS solution can be described by a CFT. In other words, our result is in favor of the dS/CFT correspondence. For pure dS space, one has $`E=0`$ and $`r_c=l`$, the formula (2.8) precisely reproduces the entropy of pure dS space as well.

In addition, it is easy to check that the BBM mass (2.5), Hawking temperature $`T`$ and entropy $`S`$ in (2) of the cosmological horizon satisfy the first law of thermodynamics

$$dE=TdS.$$
(2.9)
On the other hand, the black hole horizon $`r_+`$ in the SdS solution has also associated Hawking temperature $`\stackrel{~}{T}`$ and entropy $`\stackrel{~}{S}`$ 555Throughout this paper, notations with tildes will denote quantities associated with the black hole horizon.

$`\stackrel{~}{T}={\displaystyle \frac{1}{4\pi r_+}}\left((n1)(n+1){\displaystyle \frac{r_+^2}{l^2}}\right),`$
$`\stackrel{~}{S}={\displaystyle \frac{r_+^n\text{Vol}(S^n)}{4G}}.`$ (2.10)
The total entropy of the SdS solution (2.1) is the sum of the cosmological horizon entropy $`S`$ and black hole horizon entropy $`\stackrel{~}{S}`$. However, as noticed in Ref. , if one uses the BBM mass (2.5), the black hole horizon entropy $`\stackrel{~}{S}`$ cannot be expressed by a form like the Cardy-Verlinde formula. Here we report that if we adopt the mass definition due to Abbott and Deser , the entropy $`\stackrel{~}{S}`$ can also be rewritten in a Cardy-Verlinde form666We will make some remarks on the possible implications of this result in Sec. 5.. The AD mass $`\stackrel{~}{E}`$ of the SdS solution is

$$\stackrel{~}{E}=M=\frac{r_+^{n1}}{\omega _n}\left(1\frac{r_+^2}{l^2}\right),$$
(2.11)
which is expressed in terms of the black hole horizon radius $`r_+`$. In this case, the associated Casimir energy $`\stackrel{~}{E}_c`$, defined as $`\stackrel{~}{E}_c=(n+1)\stackrel{~}{E}n\stackrel{~}{T}\stackrel{~}{S}`$, is

$$\stackrel{~}{E}_c=\frac{2nr_+^{n1}\text{Vol}(S^n)}{16\pi G},$$
(2.12)
and the extensive part of energy is

$$2\stackrel{~}{E}\stackrel{~}{E}_c=\frac{2nr_+^{n+1}\text{Vol}(S^n)}{16\pi Gl^2}.$$
(2.13)
It is then easy to see that the black hole horizon entropy in (2) can be rewritten as

$$\stackrel{~}{S}=\frac{2\pi l}{n}\sqrt{\stackrel{~}{E}_c|2\stackrel{~}{E}\stackrel{~}{E}_c|},$$
(2.14)
once again, a form of the Cardy-Verlinde formula. However, here it is worthwhile to notice that the extensive part (2.13) of energy is negative.

The AD mass obeys the first law of thermodynamics associated with the black hole horizon

$$d\stackrel{~}{E}=\stackrel{~}{T}d\stackrel{~}{S}.$$
(2.15)
Considering the fact that $`\stackrel{~}{E}=E=M`$ and combining (2.15) and (2.9), one has

$$\stackrel{~}{T}d\stackrel{~}{S}+TdS=0.$$
(2.16)
However, it is not suitable to see it as the first law of thermodynamics for the SdS black hole solution, because in general both the two temperatures associated with the cosmological and black hole horizons are not equal to each another, and then the SdS black hole solution is unstable quantum-mechanically. Instead an appropriate way is to rewrite (2.16) as

$$\stackrel{~}{\kappa }d\stackrel{~}{A}+\kappa dA=0,$$
(2.17)
where $`\stackrel{~}{\kappa }(\kappa )`$ and $`\stackrel{~}{A}(A)`$ are the surface gravity and area of black hole (cosmological) horizon, respectively. Equation (2.17) is just the first law of SdS black hole mechanics. For another derivation of the first law of four-dimensional SdS black holes see .

## 3 Reissner-Nordström-de Sitter Black Holes

In this section we extend the previous discussions to the case of Reissner-Nordström-dS black hole solutions, whose metric is

$`ds^2=f(r)dt^2+f(r)^1dr^2+r^2d\mathrm{\Omega }_n^2,`$
$`f(r)=1{\displaystyle \frac{\omega _nM}{r^{n1}}}+{\displaystyle \frac{n\omega _n^2Q^2}{8(n1)r^{2n2}}}{\displaystyle \frac{r^2}{l^2}},`$ (3.1)
where $`Q`$ is the electric/magnetic charge of Maxwell field. For general $`M`$ and $`Q`$, the equation $`f(r)=0`$ may have four real roots. Three of them are real: the largest one is the cosmological horizon $`r_c`$, the smallest is the inner (Cauchy) horizon of black hole, the middle one is the outer horizon $`r_+`$ of black hole. And the fourth is negative and has no physical meaning. The classification of the RNdS solution has been made in Ref.  (see also ). Some thermodynamic quantities associated with the cosmological horizon are

$`T={\displaystyle \frac{1}{4\pi r_c}}\left((n1)+(n+1){\displaystyle \frac{r_c^2}{l^2}}+{\displaystyle \frac{n\omega _n^2Q^2}{8r_c^{2n2}}}\right),`$
$`S={\displaystyle \frac{r_c^n\text{Vol}(S^n)}{4G}},`$
$`\varphi ={\displaystyle \frac{n}{4(n1)}}{\displaystyle \frac{\omega _nQ}{r_c^{n1}}},`$ (3.2)
where $`\varphi `$ is the chemical potential conjugate to the charge $`Q`$. In the BBM prescription, the gravitational mass, subtracted the anomalous Casimir energy, of the RNdS solution is

$$E=M=\frac{r_c^{n1}}{\omega _n}\left(1\frac{r_c^2}{l^2}+\frac{n\omega _n^2Q^2}{8(n1)r_c^{2n2}}\right).$$
(3.3)
The Casimir energy $`E_c`$, defined as $`E_c=(n+1)EnTSn\varphi Q`$ in this case, is found to be

$$E_c=\frac{2nr_c^{n1}\text{Vol}(S^n)}{16\pi G},$$
(3.4)
which has a same form as the case of SdS solution. Thus we can see that the entropy (3) of the cosmological horizon can be rewritten as777For related discussion, see also , from another angle.

$$S=\frac{2\pi l}{n}\sqrt{|E_c|(2(EE_q)E_c)},$$
(3.5)
where

$$E_q=\frac{1}{2}\varphi Q=\frac{n}{8(n1)}\frac{\omega _nQ^2}{r_c^{n1}}.$$
(3.6)
We note that the entropy expression (3.5) has a similar form as the case of charged AdS black holes , there it is also found that the energy of electromagnetic field has to be subtracted from the total energy. Furthermore, the first law of thermodynamics of the cosmological horizon is

$$dE=TdS+\varphi dQ.$$
(3.7)
For the black hole horizon, associated thermodynamic quantities are

$`\stackrel{~}{T}={\displaystyle \frac{1}{4\pi r_+}}\left((n1)(n+1){\displaystyle \frac{r_+^2}{l^2}}{\displaystyle \frac{n\omega _n^2Q^2}{8r_+^{2n2}}}\right),`$
$`\stackrel{~}{S}={\displaystyle \frac{r_+^n\text{Vol}(S^n)}{4G}},`$
$`\stackrel{~}{\varphi }={\displaystyle \frac{n}{4(n1)}}{\displaystyle \frac{\omega _nQ}{r_+^{n1}}}.`$ (3.8)
The AD mass of RNdS solution can be expressed in terms of black hole horizon radius $`r_+`$ and charge $`Q`$,

$$\stackrel{~}{E}=M=\frac{r_+^{n1}}{\omega _n}\left(1\frac{r_+^2}{l^2}+\frac{n\omega _n^2Q^2}{8(n1)r_+^{2n2}}\right).$$
(3.9)
In this case, the Casimir energy, defined as $`\stackrel{~}{E}_c=(n+1)\stackrel{~}{E}n\stackrel{~}{T}\stackrel{~}{S}n\stackrel{~}{\varphi }Q`$, is

$$\stackrel{~}{E}_c=\frac{2nr_+^{n1}\text{Vol}(S^n)}{16\pi G},$$
(3.10)
and the black hole entropy $`\stackrel{~}{S}`$ can be rewritten as

$$\stackrel{~}{S}=\frac{2\pi l}{n}\sqrt{\stackrel{~}{E}_c|2(\stackrel{~}{E}\stackrel{~}{E}_q)\stackrel{~}{E}_c|},$$
(3.11)
where

$$\stackrel{~}{E}_q=\frac{1}{2}\stackrel{~}{\varphi }Q=\frac{n\omega _nQ^2}{8(n1)r_+^{n1}},$$
(3.12)
which is the energy of electromagnetic field outside the black hole horizon. Thus we demonstrate that the black hole horizon entropy of RNdS solution can be expressed in a form as the Cardy-Verlinde formula. The AD mass and thermodynamic quantities of black hole horizon satisfy the first law,

$$d\stackrel{~}{E}=\stackrel{~}{T}d\stackrel{~}{S}+\stackrel{~}{\varphi }dQ.$$
(3.13)
Considering $`\stackrel{~}{E}=E=M`$ and combining (3.7) with (3.13), one has

$$\stackrel{~}{T}d\stackrel{~}{S}+TdS+\stackrel{~}{\varphi }dQ+\varphi dQ=0.$$
(3.14)
As the case of SdS solution, we can rewrite the above as

$$\stackrel{~}{\kappa }d\stackrel{~}{A}+\kappa dA+8\pi G\mathrm{}\varphi dQ=0,$$
(3.15)
where $`\mathrm{}\varphi \stackrel{~}{\varphi }+\varphi =\frac{n\omega _nQ}{4(n1)}\left(\frac{1}{r_+^{n1}}\frac{1}{r_c^{n1}}\right)`$ is the chemical potential difference between the black hole horizon and the cosmological horizon. Equation (3.15) is the first law of RNdS black hole mechanics.

## 4 Kerr-de Sitter Black Holes

The higher dimensional Kerr-AdS black hole solution has been given in Ref. , from which one can obtain an $`(n+2)`$-dimensional Kerr-dS black hole solution with a single angular momentum parameter by replacing $`l^2`$ by $`l^2`$. The metric of KdS solution is

$`ds^2={\displaystyle \frac{\mathrm{}_r}{\rho ^2}}\left(dt{\displaystyle \frac{a}{\mathrm{\Xi }}}\mathrm{sin}^2\theta d\varphi \right)^2+{\displaystyle \frac{\rho ^2}{\mathrm{}_r}}dr^2+{\displaystyle \frac{\rho ^2}{\mathrm{}_\theta }}d\theta ^2`$
$`{\displaystyle \frac{\mathrm{}_\theta \mathrm{sin}^2\theta }{\rho ^2}}\left(adt{\displaystyle \frac{r^2+a^2}{\mathrm{\Xi }}}d\varphi \right)^2+r^2\mathrm{cos}^2\theta d\mathrm{\Omega }_{n2}^2,`$ (4.1)
where

$`\mathrm{}_r=(r^2+a^2)\left(1{\displaystyle \frac{r^2}{l^2}}\right)2Mr^{3n},\mathrm{}_\theta =1+{\displaystyle \frac{a^2}{l^2}}\mathrm{cos}^2\theta ,`$
$`\mathrm{\Xi }=1+{\displaystyle \frac{a^2}{l^2}},\rho ^2=r^2+a^2\mathrm{cos}^2\theta .`$ (4.2)
The KdS solution has the same horizon structure as the RNdS solution. The cosmological horizon has associated thermodynamic quantities

$`T={\displaystyle \frac{r_c}{4\pi (r_c^2+a^2)}}\left((n1)\left(1{\displaystyle \frac{a^2}{l^2}}\right)(n3){\displaystyle \frac{a^2}{r_c^2}}+(n+1){\displaystyle \frac{r_c^2}{l^2}}\right),`$
$`S={\displaystyle \frac{\text{Vol}(S^n)}{4G\mathrm{\Xi }}}r_c^{n2}(r_c^2+a^2),`$
$`J={\displaystyle \frac{a\text{Vol}(S^n)}{8\pi G\mathrm{\Xi }^2}}r_c^{n3}(r_c^2+a^2)\left(1{\displaystyle \frac{r_c^2}{l^2}}\right),`$
$`\mathrm{\Omega }={\displaystyle \frac{a\mathrm{\Xi }}{r_c^2+a^2}},`$ (4.3)
where $`J`$ is the angular momentum of the KdS solution in the BBM prescription  and $`\mathrm{\Omega }`$ is the chemical potential conjugate to $`J`$, which can be explained as the angular velocity of the cosmological horizon. After subtracting the anomalous Casimir energy of pure dS space in the rotating coordinates, the BBM mass of KdS is 888In Ref.  the gravitational mass and angular momentum are calculated, in the BBM prescription, for four-, five- and seven-dimensional KdS solutions, respectively. We expect that the expression (4.4) and the angular momentum in (4) always hold in any dimension.

$$E=\frac{n\text{Vol}(S^n)}{16\pi G\mathrm{\Xi }}r_c^{n3}(r_c^2+a^2)\left(1\frac{r_c^2}{l^2}\right),$$
(4.4)
which is expressed in terms of the cosmological horizon radius $`r_c`$ and angular momentum parameter $`a`$. For the thermodynamics of cosmological horizon, we find that the Casimir energy, defined as $`E_c=(n+1)EnTSn\mathrm{\Omega }J`$, is

$$E_c=\frac{2n\text{Vol}(S^n)}{16\pi G\mathrm{\Xi }}r_c^{n3}(r_c^2+a^2),$$
(4.5)
and the extensive part of energy

$$2EE_c=\frac{2nr_c^{n1}\text{Vol}(S^n)}{16\pi G\mathrm{\Xi }l^2}(r_c^2+a^2).$$
(4.6)
Thus it is easy to see that the entropy (4) of cosmological horizon can be re-expressed as

$$S=\frac{2\pi l}{n}\sqrt{|E_c|(2EE_c)},$$
(4.7)
a completely same form as the case of SdS solution. For the cosmological horizon, its first law of thermodynamics is

$$dE=TdS+\mathrm{\Omega }dJ.$$
(4.8)
The AD mass $`\stackrel{~}{E}`$ and angular momentum $`\stackrel{~}{J}`$ and other thermodynamic quantities associated with the black hole horizon are

$`\stackrel{~}{T}={\displaystyle \frac{r_+}{4\pi (r_+^2+a^2)}}\left((n1)\left(1{\displaystyle \frac{a^2}{l^2}}\right)+(n3){\displaystyle \frac{a^2}{r_+^2}}(n+1){\displaystyle \frac{r_+^2}{l^2}}\right),`$
$`\stackrel{~}{S}={\displaystyle \frac{\text{Vol}(S^n)}{4G\mathrm{\Xi }}}r_+^{n2}(r_+^2+a^2),`$
$`\stackrel{~}{J}={\displaystyle \frac{a\text{Vol}(S^n)}{8\pi G\mathrm{\Xi }^2}}r_+^{n3}(r_+^2+a^2)\left(1{\displaystyle \frac{r_+^2}{l^2}}\right),`$
$`\stackrel{~}{E}={\displaystyle \frac{\text{Vol}(S^n)}{16\pi G\mathrm{\Xi }}}r_+^{n3}(r_+^2+a^2)\left(1{\displaystyle \frac{r_+^2}{l^2}}\right),`$
$`\stackrel{~}{\mathrm{\Omega }}={\displaystyle \frac{a\mathrm{\Xi }}{r_+^2+a^2}}.`$ (4.9)
Note that here we have $`\stackrel{~}{E}=E`$ and $`\stackrel{~}{J}=J`$. The AD mass and angular momentum satisfy

$$d\stackrel{~}{E}=\stackrel{~}{T}d\stackrel{~}{S}+\stackrel{~}{\mathrm{\Omega }}d\stackrel{~}{J}.$$
(4.10)
Combining (4.10) with (4.8), we obtain the first law of KdS black hole mechanics,

$$\stackrel{~}{\kappa }d\stackrel{~}{A}+\kappa dA+8\pi G\mathrm{}\mathrm{\Omega }dJ=0,$$
(4.11)
where $`\mathrm{}\mathrm{\Omega }\stackrel{~}{\mathrm{\Omega }}+\mathrm{\Omega }=a\mathrm{\Xi }\left(\frac{1}{r_+^2+a^2}\frac{1}{r_c^2+a^2}\right)`$ is the angular velocity of black hole horizon with respect to the cosmological horizon.

For the thermodynamics of black hole horizon, the Casimir energy, defined as $`\stackrel{~}{E}_c=(n+1)\stackrel{~}{E}n\stackrel{~}{T}\stackrel{~}{S}n\stackrel{~}{\mathrm{\Omega }}\stackrel{~}{J}`$, is found to be

$$\stackrel{~}{E}_c=\frac{2n\text{Vol}(S^n)}{16\pi G\mathrm{\Xi }}r_+^{n3}(r_+^2+a^2),$$
(4.12)
and the extensive part of energy is

$$2\stackrel{~}{E}\stackrel{~}{E}_c=\frac{2nr_+^{n1}\text{Vol}(S^n)}{16\pi G\mathrm{\Xi }l^2}(r_+^2+a^2).$$
(4.13)
Once again, the extensive energy is negative. The entropy $`\stackrel{~}{S}`$ of black hole horizon can be rewritten as

$$\stackrel{~}{S}=\frac{2\pi l}{n}\sqrt{\stackrel{~}{E}_c|2\stackrel{~}{E}\stackrel{~}{E}_c|},$$
(4.14)
a form as the case of SdS black hole solutions.

In the KdS solution (4), a special case is the one where $`M=0`$. In this case, it can be shown that the metric (4) with $`M=0`$ describes a pure dS space in rotating coordinates . That is, the solution (4) with $`M=0`$ can be changed into the pure dS space in the static coordinates (namely the solution (2.1) with $`M=0`$) by a coordinate transformation. For the pure dS space in rotating coordinates, the cosmological horizon is still at $`r_c=l`$, the BBM mass (4.4) and angular momentum in (4) vanish. The Hawking temperature and entropy are

$`T={\displaystyle \frac{1}{2\pi l}},`$
$`S={\displaystyle \frac{l^n\text{Vol}(S^n)}{4G}}.`$ (4.15)
The Casimir energy from (4.5) is

$$E_c=\frac{2nl^{n1}\text{Vol}(S^n)}{16\pi G}.$$
(4.16)
These quantities are the same as those in the case of the static coordinates. Therefore the entropy of cosmological horizon of the pure dS space in the rotating coordinates can also be given using the Cardy-Verlinde formula. Further, it seems to indicate that although the vacuum states might be different in the static coordinates and rotating coordinates, the dual CFT should give rise to the same thermo excitation for the pure dS space.

## 5 Conclusion and Discussion

Holographic principle says that a theory with gravity in $`D`$ dimensions can be equivalent to a theory in $`(D1)`$ dimensions without gravity . The AdS/CFT correspondence  is a beautiful realization of the principle. Recently it has been proposed that quantum gravity on a dS space is dual to a Euclidean CFT on a boundary of the dS space (dS/CFT correspondence) . Unlike the AdS/CFT correspondence, however, the understanding to the dS/CFT correspondence so far acquired is quite incomplete. In order to establish the dS/CFT correspondence, one has to first collect more theoretic data. To well understand the gravity of asymptotically dS spaces is one of important topics.

In a previous paper , adopting the BBM prescription  to compute boundary stress-energy tensor and conserved charges of asymptotically dS spaces, we have found that the entropy associated with the cosmological horizon in the SdS solutions and topological dS solutions can be rewritten in terms of the Cardy-Verlinde formula, which is supposed to be an entropy formula of CFTs in any dimension. In this paper we have shown that the conclusion also holds for the RNdS solutions and KdS solutions \[see (3.5) and (4.7)\]. This result therefore provides support of the dS/CFT correspondence.

For spacetimes of black holes in dS spaces, however, the total entropy is the sum of black hole horizon entropy and cosmological horizon entropy. If one uses the BBM mass of the asymptotically dS spaces, the black hole horizon entropy cannot be expressed by a form like the Cardy-Verlinde formula. In this paper, we have found that if one uses the AD prescription to calculate conserved charges of asymptotically dS spaces, the (SdS, RNdS, KdS) black hole horizon entropy can also be rewritten \[see (2.14), (3.11) and (4.14)\] in a form of Cardy-Verlinde formula, which indicates that the thermodynamics of black hole horizon in dS spaces can be also described by a certain CFT.

Our result seems to imply that we need two different CFTs associated respectively with the black hole horizon and cosmological horizon to describe the dS black hole spacetimes. It looks reasonable because generically the black hole horizon and cosmological horizon have different temperatures, one do not expect that a same field theory can describe simultaneously the thermodynamics of black hole horizon and of cosmological horizon. Our result is also reminiscent of the Carlip’s claim  that for black holes in any dimension the Bekenstein-Hawking entropy can be reproduced using the Cardy formula . Carlip obtained his result by considering general relativity on a manifold with boundary. He found that the constraint algebra of general relativity may acquire a central extension, which can be calculated using covariant phase techniques. When the boundary is a (local) Killing horizon, a natural set of boundary conditions leads to a Virasoro subalgebra with a calculable central charge. He then used conformal field theory methods to determine the density of states at the boundary, which yields the expected entropy of black holes. The Carlip’s method is also applicable to the cosmological horizon. For the case of pure dS spaces, an analysis has been made in . Applying the Carlip’s method to black holes in de Sitter spaces, obviously one cannot give the total entropy using a same conformal field theory because in this method the central charges associated with the black hole horizon and cosmological horizon are different, which also implies that one needs two different CFTs for the black holes in dS spaces. As a result, the holography dual to the black holes in dS spaces might be quite complicated. In order to establish the hologram for black holes in dS spaces, many issues remain to be investigated.

## Acknowledgments

The author thanks Y.X. Chen, S. Hu, C.G. Huang, Q.G. Huang, M. Li, J.X. Lu, Y.S. Myung, C.J. Zhu and all participants of miniworkshop of superstring theory held in Hangzhou, China, Dec. 2001, for stimulating discussions of many related issues. This work was supported in part by a grant from Chinese Academy of Sciences.


text:
# Physical Constraints and Functional Characteristics of Transcription Factor-DNA Interaction

## Model of Transcription Factor-DNA Interaction

Much of our knowledge on the details of TF-DNA interaction is derived from extensive biochemical experiments on a few exemplary systems, dating back to pioneering work in the late 70’s dehaseth77 , record77 , kaohuang77 , berg81 , winter81a , winter81b  and continuing through recent years fields , stormo , sarai , takeda , frank97 . Furthermore, detailed structural information is available for many TF’s from various structural families pabo92 . Based on this knowledge, quantitative models of TF-DNA interaction have been established berg81 , vonhippel86 , berg87 , stormo . Together with the recent availability of genomic sequences, these models can be used to characterize the thermodynamics as well as the dynamics of TF’s with genomic DNA in a cell. We briefly review the primary model of TF-DNA interaction in this section, which serves to introduce our notation and formulate the problem.

Biochemical and structural experiments, e.g. using lac-repressor record77 , winter81a , frank97 , have established firmly that (i) TF’s bind closely to the DNA with a free energy $`\mathrm{\Delta }G_{\mathrm{ns}}`$ (with respect to the cytoplasm) regardless of its sequence due to electrostatic interaction alone, and (ii) additional sequence-specific binding energy can be gained (via hydrogen bonds) if the binding sequence is close to the recognition sequence of the TF. Let the total binding (free) energy of a TF to a sequence $`\stackrel{}{s}=\{s_1,s_2,\mathrm{},s_L\}`$ of $`L`$ nucleotides $`s_i\{𝙰,𝙲,𝙶,𝚃\}`$ be $`\mathrm{\Delta }G[\stackrel{}{s}]`$ (with respect to the cytoplasm), and let $`\stackrel{}{s}^{}`$ be the best binding sequence. $`\mathrm{\Delta }G[\stackrel{}{s}]`$ becomes sequence-independent, $`\mathrm{\Delta }G[\stackrel{}{s}]\mathrm{\Delta }G_{\mathrm{ns}}`$, if $`\stackrel{}{s}`$ is far from $`\stackrel{}{s}^{}`$. This is believed to occur via a change in the conformation of the TF, from one which allows more hydrogen bond formation to another which brings the positive charges of the TF closer to the negatively charged DNA backbone winter81b .

For this study, it will be convenient to measure all energies with respect to that of the best binder, $`\mathrm{\Delta }G[\stackrel{}{s}^{}]`$. Let us define $`E[\stackrel{}{s}]\mathrm{\Delta }G[\stackrel{}{s}]\mathrm{\Delta }G[\stackrel{}{s}^{}]`$. Furthermore, we will introduce the threshold energy $`E_{\mathrm{ns}}\mathrm{\Delta }G_{\mathrm{ns}}\mathrm{\Delta }G[\stackrel{}{s}^{}]`$ where TF-DNA binding switches from the specific to the non-specific mode (for lac-repressor, $`E_{\mathrm{ns}}10\mathrm{kcal}/\mathrm{mole}`$). Then given the above model of TF-DNA interaction, and assuming that the TF is bound to the DNA essentially all the time333In vivo measurements for the case of lac-repressor found less than 10% of the TF’s were unbound kaohuang77 . This agrees well with an estimate based on a typical prokaryotic cell volume of 3 $`\mu \mathrm{m}^3`$, a genome length of $`510^6`$ bases, and a non-specific binding constant on the order of $`10^4\mathrm{M}^1`$ under physiological conditions dehaseth77 , which yields a fraction of unbound TF’s at a few percent level., all thermodynamic quantities regarding this TF can be computed from the partition function444One should also include the reverse-complement of the genomic sequence in the evaluation of the partition function $`Z`$. In order not to make the notation too complicated, we extend the definition of “genomic sequence” to include its complement.

$$Z=\underset{j=1}{\overset{N}{}}e^{\beta E[\stackrel{}{𝗌}_j]}+Ne^{\beta E_{\mathrm{ns}}},$$
(1)
where $`\beta ^1=k_BT0.6\mathrm{kcal}/\mathrm{mole}`$ and $`\stackrel{}{𝗌}_j`$ denotes the subsequence of the genomic sequence $`\{𝗌_1,𝗌_2,\mathrm{},𝗌_N\}`$ from position $`j`$ to $`j+L1`$. The binding length of a typical bacterial TF is $`L=1020`$ basepairs (bp). The length of genomic sequence $`N`$ is typically several million bp.

The form of the binding energy $`E[\stackrel{}{s}]`$ has been studied experimentally for several TF’s fields , stormo , sarai , takeda . In particular, recent experiments on the TF Mnt from bacteriophage P22 fields  support the earlier model vonhippel86  that the contribution of each nucleotide in the binding sequence to the total binding energy is approximately independent and additive, i.e.,

$$E[\stackrel{}{s}]=\underset{i=1}{\overset{L}{}}_i(s_i).$$
(2)
For the TF’s Mnt, Cro, and $`\lambda `$-repressor, the parameters of the “energy matrix” $`_i(s_i)`$ have actually been determined experimentally by in vitro measurements of the equilibrium binding constants $`K[\stackrel{}{s}]e^{\beta E[\stackrel{}{s}]}`$ for every single-nucleotide mutant of the best binding sequence $`\stackrel{}{s}^{}`$ fields , sarai , takeda . Due to our definition of the energy scale, $`_i(s_i)=0`$ for $`s_i=s_i^{}`$ and $`_i(s_i)>0`$ for $`s_is_i^{}`$; the latter will be referred to as “mismatch energies”. While the simple form of the binding energy (2) will certainly not hold for all TF’s, and di-, tri-nucleotide correlation effects are likely to be important in many cases (e.g., to some extent for lac-repressor frank97 ), the key results of our study are not sensitive to such correlations as long as there is a wide range of binding energies for different binding sequences. Thus we will adopt the simple form (2) for this study. For the three well-studied TF’s, the mismatch energies are typically in the range of $`13k_BT`$’s. While the threshold energies $`E_{\mathrm{ns}}`$ have not been carefully measured for these TF’s, it is believed that non-specific binding does not occur until the binding sequences are at least $`4`$ to $`5`$ mismatches away from $`\stackrel{}{s}^{}`$ (G. Stormo, private communication).

## Genomic Background and Target Recognition

### Thermodynamics

Let us first consider the binding of a single TF to its target sequence, denoted by $`\stackrel{}{s}_t`$. We will assume that thermal equilibrium can be reached within the relevant cellular time scale and discuss the important kinetics issue afterwards. The effectiveness of the binding of the TF to its target is then described by the equilibrium binding probability $`P_t`$, which depends not only on the binding energy $`E_tE[\stackrel{}{s}_t]`$, but also on the interaction with the rest of the genomic sequence. Let the contribution of this genomic background to the partition function be $`Z_\mathrm{b}`$, then the binding probability to the target is given by

$$P_t=\frac{1}{1+e^{\beta (E_tF_\mathrm{b})}},$$
(3)
where $`F_\mathrm{b}=k_BT\mathrm{ln}Z_\mathrm{b}`$ is the effective binding energy (or free energy) of the entire genomic background. Eq. (3) is a sigmoidal function of $`E_t`$ with a (soft) threshold at $`F_\mathrm{b}`$, i.e., a TF binds (with probability $`P_t>0.5`$) if $`E_t<F_\mathrm{b}`$. Since $`E_t0`$ by definition, we must have

$$F_\mathrm{b}0$$
(4)
in order for a target sequence to be recognized by a single TF (we consider multiple TF’s below).

The background contribution can be computed for any given TF and genome according to Eq. (1) if the binding energy matrix, the threshold energy $`E_{\mathrm{ns}}`$, and the genomic sequence is known. We will instead seek a description that is independent of the specifics of the genomic sequences and energy matrices. To accomplish this, we observe first that for the few well-studied TF’s, the interaction of the TF with the genomic background can be well approximated by the interaction of the TF with random nucleotide sequences of the same length and single-nucleotide frequencies $`p(s)`$. This is illustrated in Fig. 1(a) where the histogram of binding energies obtained by using the binding energy matrix $`_i(s)`$ for the TF Cro on the E. coli genome (solid line) coincides well with the histogram of the same energy matrix applied to random nucleotide sequences (circles). Moreover, there appears to be hardly any positional correlation in the binding energies along the genome, as shown by the “energy landscape” in Fig. 1(b) (see caption for details). In the following, we will therefore describe the effect of the genomic background by treating it as a random nucleotide sequence for a generic TF. In particular, we will describe the genomic background partition function by $`Z_\mathrm{b}=Z_{\mathrm{sp}}+Ne^{\beta E_{\mathrm{ns}}}`$ where the contribution due to sequence-specific binding is

$$Z_{\mathrm{sp}}=\underset{\stackrel{}{s}𝒮(N)}{}e^{\beta E[\stackrel{}{s}]},$$
(5)
with $`𝒮(N)`$ denoting a given collection of $`N`$ random nucleotide sequences of length $`L`$, drawn according to the frequency $`p(s)`$ for each nucleotide $`s`$.

Even with the random sequence approximation (5), computation of the background energy $`F_\mathrm{b}=k_BT\mathrm{ln}Z_\mathrm{b}`$ is nontrivial in principle: From its definition, it is clear that $`F_\mathrm{b}`$ is a random variable, and its precise value will depend on the actual collection of sequences $`𝒮(N)`$. We are interested in the typical value of $`F_\mathrm{b}`$, a reasonable approximation of which is its statistical average, $`\overline{F_\mathrm{b}}k_BT\overline{\mathrm{ln}Z_\mathrm{b}}`$. \[We use an overbar to denote averages over an ensemble of different sequence collections $`𝒮(N)`$.\] Computing the average $`\overline{\mathrm{ln}Z_\mathrm{b}}`$ is however difficult to do for an arbitrary energy matrix $`_i(s)`$ short of performing numerical simulations. An alternative is to compute the ensemble average of $`Z_\mathrm{b}`$, i.e., $`\overline{Z_\mathrm{b}}=\overline{Z_{\mathrm{sp}}}+Ne^{\beta E_{\mathrm{ns}}}`$, where

$$\overline{Z_{\mathrm{sp}}}=N\underset{i=1}{\overset{L}{}}\left[\underset{s=\{𝙰,𝙲,𝙶,𝚃\}}{}e^{\beta _i(s)}p(s)\right]$$
(6)
with the single-nucleotide frequencies $`p(s)`$, and assume that

$$F_\mathrm{b}k_BT\mathrm{ln}\overline{Z_\mathrm{b}}.$$
(7)
This is, for example, the approach taken by Stormo and Fields stormo  in their analysis of the TF Mnt555In Ref. stormo , the nonspecific binding was not included so that $`\overline{Z_\mathrm{b}}=\overline{Z_{\mathrm{sp}}}`$, and the energy scale was shifted such that $`\overline{Z_\mathrm{b}}=N`$.. We note in passing that $`\overline{Z_\mathrm{b}}`$ can be more compactly written in terms of the density of states $`\mathrm{\Omega }_{\mathrm{sp}}(E)`$ for specific binding \[the normalized version of the histogram in Fig. 1(a)\], i.e.,

$$\overline{Z_\mathrm{b}}=N\underset{E}{}\mathrm{\Omega }_{\mathrm{sp}}(E)e^{\beta E}+Ne^{\beta E_{\mathrm{ns}}}.$$
(8)
The relation (7) is based on the so-called “annealed approximation” $`\overline{\mathrm{ln}Z}\mathrm{ln}\overline{Z}`$ which is valid for the genomic sequence length $`N\mathrm{}`$ but not always appropriate for finite $`N`$, e.g., if the partition function is dominated by a few low energy terms. Much is known from statistical physics about systems of the type defined by the partition function $`Z_{\mathrm{sp}}`$ in (5), generically known as the Random Energy Model or REM666In many applications, including protein folding bryngelson , the REM was introduced to approximate the random background interaction. The TF-DNA interaction as defined by (5) represents one of the few systems for which the REM description is directly applicable., introduced by Derrida derrida81 . It turns out that the annealed approximation is valid as long as the system’s entropy $`S`$ is significantly larger than zero, reflecting the contribution of many terms in the partition sum. We will see further below that proper function of the TF’s requires the system to be in a regime where the annealed approximation is safely applicable. We will thus take the relation (7) for granted. In this case, the condition (4) for the recognition of the target sequence by a single TF becomes

$$\overline{Z_\mathrm{b}}1.$$
(9)
### Search Dynamics

In order to carry out their function properly, TF’s not only need to have a high equilibrium binding probability to their targets, but also must be able to locate them in a reasonably short time (e.g. less than a few minutes) after they have been activated by an inducer or freshly produced by a ribosome. This constitutes a constraint on the “search dynamics” of TF’s.

In their non-specific binding mode, TF’s are still strongly associated with the DNA, but are able to diffuse (i.e., slide) randomly along the genome berg81 , winter81a , winter81b . However, pure one-dimensional diffusion would be an inefficient search process, since it is very redundant (e.g., a 1D random walker always returns back to the start.) For instance, assuming generously a 1D diffusion constant of $`D_11\mu \mathrm{m}^2/\mathrm{sec}`$ winter81b , one finds a time $`T_{1\mathrm{D}}N^2/D_110^6\mathrm{sec}`$ for a single TF to diffuse around a bacterial genome of length $`N5\times 10^6`$ bp (about $`1\mathrm{mm}`$). Thus, in order to find a target within a few minutes via 1D diffusion, one would need at least 100 TF’s per cell to search in parallel (so that the search length $`N`$ is reduced by a factor of $`100`$). On the other hand, there are well-documented examples where regulation is accomplished effectively by only a few TF’s in a cell (e.g., about 10 for lac-repressor in E. coli) droge .

As studied in detail by Winter, Berg, and von Hippel berg81 , winter81a , winter81b , the search dynamics of TF’s involves instead a combination of sliding along the DNA at short length scales and hopping between different segments of DNA (either over the dissociation barrier through the cytoplasm, or by direct intersegment transfer); see Fig. 2(a). This search mode is much faster (given the high DNA concentration inside the cell), since the dynamics is essentially 3D diffusion beyond the hopping scale, and 3D diffusion is much less redundant than 1D diffusion. For example, if the TF’s were not bound to the DNA at all, a single TF of a few nm in linear dimension $`\mathrm{}`$ would locate its target in a cell volume $`V_{\mathrm{cell}}`$ of several $`\mu \mathrm{m}^3`$ in the average first passage time of $`T_{3\mathrm{D}}=V_{\mathrm{cell}}/(4\pi \mathrm{}D_3)10`$ sec, given a 3D diffusion constant on the order of $`D_310\mu \mathrm{m}^2/\mathrm{sec}`$ elowitz99 . The search time $`T_{3\mathrm{D}/1\mathrm{D}}`$ for the combined 1D/3D diffusion under in vivo conditions can be estimated to be comparable to $`T_{3\mathrm{D}}`$ winter81b . Hence, the search time is short enough to comfortably allow even a single TF to locate its target within the physiological time scale.

In the study of the search dynamics reviewed above, binding of the TF to the genomic background was assumed to occur at a single energy value, namely, the non-specific energy $`\mathrm{\Delta }G_{\mathrm{ns}}`$ berg81 . On the other hand, the “energy landscape” of Fig. 1(b) clearly shows that the random genomic background contains many isolated sites with binding energies far below $`\mathrm{\Delta }G_{\mathrm{ns}}`$. These sites constitute kinetic traps which can, in principle, drastically impede the local search process, if the energy difference to their surroundings is sufficiently large777Note that the additional sequence-specific binding energy to a ‘spurious site’ in the background equally increases the kinetic barrier for sliding to a neighboring site as well as for dissociation into the cytoplasm.. Thus to fully understand the search dynamics, we need to characterize the effect of kinetic traps in the genomic background: what is the constraint on the design of TF-DNA interaction imposed by requiring that the effect of kinetic traps be negligible?

At each binding sequence $`\stackrel{}{s}_j`$ with energy $`E_jE[\stackrel{}{s}_j]<E_{\mathrm{ns}}`$, the TF typically spends a time $`\tau _j=\tau _0e^{\beta (E_{\mathrm{ns}}E[\stackrel{}{s}_j])}`$, where $`\tau _0`$ is the average ‘waiting time’ of the TF at a non-specific binding site. Along the search path of the TF, the average waiting time $`\overline{\tau }`$ per binding site is then simply given by

$$\overline{\tau }=\tau _0\underset{E}{}\mathrm{\Omega }_{\mathrm{sp}}(E)\left[e^{\beta (E_{\mathrm{ns}}E)}\theta (E_{\mathrm{ns}}E)+\theta (EE_{\mathrm{ns}})\right].$$
(10)
Here we assumed as before that the genomic sequence is random so that the sequence-specific binding energy $`E`$ can be treated as a random variable drawn from the distribution $`\mathrm{\Omega }_{\mathrm{sp}}(E)`$. The second term, with the help of the unit step function $`\theta (x)`$, is used to express the fact that there is no kinetic trap for the (majority of) sites with $`E>E_{\mathrm{ns}}`$.

A comparison of (10) and Eq. (8) for the average partition function $`\overline{Z_\mathrm{b}}`$ immediately yields the important relation888Note that this relation is actually independent of the additive form of the binding energy (2).

$$\overline{\tau }/\tau _0\overline{Z_\mathrm{b}}e^{\beta E_{\mathrm{ns}}}/N,$$
(11)
since in Eq. (8), the second term dominates for $`E>E_{\mathrm{ns}}`$. As expected, the kinetic trap factor $`\overline{\tau }/\tau _0`$ grows exponentially with $`E_{\mathrm{ns}}`$, the threshold to nonspecific binding. On the other hand, we note from $`\overline{Z_\mathrm{b}}=\overline{Z_{\mathrm{sp}}}+Ne^{\beta E_{\mathrm{ns}}}`$ (see ‘Thermodynamics’) that the trap factor can be made to be of order one so that the dynamical analysis of Refs. berg81 , winter81a , winter81b  remains qualitatively valid, if $`\overline{Z_{\mathrm{sp}}}Ne^{\beta E_{\mathrm{ns}}}`$. The physical meaning of this condition is that the average effect of the kinetic traps can be rendered small if the sum of the waiting times does not exceed the order of the plain diffusion time. As we will see, this can be accomplished by choosing the binding energy matrix $`_i(s)`$ and $`E_{\mathrm{ns}}`$ appropriately. Combining this kinetic constraint with Eq. (9), we obtain the condition

$$\overline{Z_{\mathrm{sp}}}Ne^{\beta E_{\mathrm{ns}}}1$$
(12)
for the rapid recognition of a target sequence by a single TF.

## Programmability of Binding Threshold

### Multiple transcription factors

There are of course typically multiple copies of the same TF in the cell, and the regulatory function is accomplished if any one of these TF’s binds to the target sequence. If the cell contains $`n`$ copies of a given TF, then the occupation probability for the target sequence, Eq. (3), is replaced by the Fermi distribution (or ‘Arrhenius function’) $`P_t=1/(1+e^{\beta (E_t\mu )})`$, since each binding sequence can at most be occupied by one TF. The chemical potential $`\mu (n)`$ is determined implicitly from the condition999Here, the exclusion between overlapping binding sites can be neglected since $`nN`$. Also, we have not included the (unimportant) exclusion between the specific and the unspecific binding mode at a given site.

$$n=\underset{E}{}\left[\mathrm{\Omega }_{\mathrm{sp}}(E)+\delta _{E,E_{\mathrm{ns}}}\right]\frac{1}{1+e^{\beta (E\mu )}},$$
(13)
where the quantity in brackets represents the total density of states. In the simplest scenario, where steric exclusion between TF’s bound to the non-target sequences is negligible, one has vonhippel86

$$\mu k_BT\mathrm{ln}n+F_\mathrm{b}.$$
(14)
This is empirically found to be a good approximation for those TF’s with known binding energy matrices, as shown in Fig. 2(b). We will adopt the form (14) for the chemical potential of a generic TF in this study; a general argument will be given later to justify this choice, even for the case where mulitple target sequences are present in the same genome.

Using (14), the occupation probability can be more succinctly written as $`P_t=1/(1+\stackrel{~}{n}_t/n)`$, where

$$\stackrel{~}{n}_t=e^{\beta (E_tF_\mathrm{b})}$$
(15)
denotes the (soft) threshold concentration of the TF for occupation of the target sequence.

### Programmability

The allowed values of the background free energy $`F_\mathrm{b}`$ for the binding of the target sequence obviously depend on the TF concentration $`n`$. For example, we have the condition (4) for $`n=1`$, while smaller values are allowed for $`n>1`$. It thus appears that the allowed $`F_\mathrm{b}`$’s are different for the different TF’s, since they would typically be present in the cell with different concentrations. On the other hand, even for a given TF species, the desired binding threshold may not be at a single concentration for different target sites, but can vary depending on functional demands. For example, it can be desirable to turn on different genes/operons at different TF concentrations, in order to maintain a temporal order in the expression of different operons as the concentration of the controlling TF gradually changes over time. This effect was observed recently for the E. coli flagella assembly alon  and SOS response systems (U. Alon, private communication).

As another example, consider the case where a particular TF A is involved in the regulation of two operons, X and Y. Suppose it is desired that A activates the transcription of operon X on its own at a concentration $`n_A`$, while operon Y should only be activated if A is present (at the same concentration $`n_A`$) together with another TF B that can bind cooperatively with A. It is then desirable to have a strong binding site for A in the regulatory region of operon X such that its threshold $`\stackrel{~}{n}_{A,X}<n_A`$, and a weak binding site in the regulatory region of operon Y, with a threshold $`\stackrel{~}{n}_{A,Y}>n_A`$. The latter insures that the operon Y will not be accidentally activated by fluctuations in $`n_A`$ alone, and only when the TF B is present would the attractive interaction between A and B induce the two to bind to their targets.

The above examples show that it is functionally desirable to have the ability to set the binding threshold $`\stackrel{~}{n}_t`$ of a given TF to each of its target sequence $`\stackrel{}{s}_t`$ individually. As is clear from the defining expression (15), this can only be done through the choice of the target sequence $`\stackrel{}{s}_t`$ which affects $`E_t`$, since the other variable, $`F_\mathrm{b}`$, is fixed for a given TF. We refer to the ability to control the binding threshold $`\stackrel{~}{n}_t`$ through the choice of the target sequence $`\stackrel{}{s}_t`$ alone as “programmability” of the binding threshold. Assuming that programmability is a desirable feature of TF-DNA interaction (since sequence changes can be easily accomplished by point mutation if the functional need arises), we seek to determine the specifics of the TF-DNA interaction, e.g., the binding matrix $`_i(s)`$, the length of the binding sequence $`L`$, and the threshold energy $`E_{\mathrm{ns}}`$, which allow the targets to be maximally programmable.

### Two-state model and parameter selection

Specifically, let us require programmability of the binding threshold over the entire range $`\stackrel{~}{n}=1\mathrm{}10^3`$, since typical cellular TF concentrations range from a few to a few hundred per cell. The lower bound $`\stackrel{~}{n}1`$ immediately imposes the condition (4) on $`F_\mathrm{b}`$, or, taking also the kinetic constraint into account, the condition (12). Furthermore, in order to tune $`\stackrel{~}{n}`$ throughout the desired range with a reasonable resolution, it is necessary to have the ability to change $`E_t`$ from $`0`$ to $`k_BT\mathrm{ln}10^37k_BT`$, in small increments. This requires the non-zero entries of the binding energy matrix $`_i(s)`$ to take on small values. Which choices for the TF-DNA interaction parameters ($`_i(s)`$, $`L`$, $`E_{\mathrm{ns}}`$) can simultaneously satisfy the latter requirement and condition (12)?

The combined effect of these physical constraints and functional demands is best understood by simplifying the energy matrix $``$ such that we retain the essential and generic aspect of sequence-specific binding, while eliminating all TF-specific details. Towards this end, we adopt the two-state model originally introduced by von Hippel and Berg vonhippel86 , characterizing all of the non-zero entries of the significant positions101010Note that the energy matrices for most TF’s contain a number of (fixed) positions which have no strong preference for any of the nucleotides. We will not consider these positions in the ensuing discussion of the two-state model, and will use $`L`$ to refer to the total number of significant positions. in the energy matrix by a single value, i.e.,

$$\beta _i(s)=\{\begin{array}{cc}0\hfill & \mathrm{if}s=s_i^{}\hfill \\ \epsilon >0\hfill & \mathrm{if}ss_i^{}\hfill \end{array},$$
(16)
where $`\epsilon `$ is a dimensionless “discrimination energy” (in units of $`k_BT`$). It describes the energetic preference of the TF for the optimal binding sequence $`\stackrel{}{s}^{}`$, and is a crucial parameter controlling the specificity of the TF. Within the two-state model, the binding energy to the target $`\stackrel{}{s}_t`$ is simply $`\epsilon `$ times the total number of mismatches between the target and the best binder $`\stackrel{}{s}^{}`$, i.e., $`E[\stackrel{}{s}_t]=\epsilon |\stackrel{}{s}_t\stackrel{}{s}^{}|`$, where $`|\mathrm{}|`$ denotes the Hamming distance between two sequences. Clearly, programmability is best satisfied with a small $`\epsilon `$ which enhances the resolution of the programmable binding threshold.

The two-state model (16) also allows an explicit evaluation of the condition (12) via the formulae (6) for $`\overline{Z_{\mathrm{sp}}}`$. Assuming for simplicity equal single-nucleotide frequencies in the background (i.e., $`p(s)=1/4`$), the quantity in the bracket of (6) is easily evaluated. We have $`\overline{Z_{\mathrm{sp}}}(\epsilon ,L)=N\zeta ^L(\epsilon )`$ where $`\zeta _se^{\beta (s)}p(s)=(1+3e^\epsilon )/4`$. Note that $`\zeta ^1`$ is in the range between $`1`$ and $`4`$, and can be regarded as the effective size of the nucleotide “alphabet” as “seen” by the TF in the specific binding mode. The maximum value $`\zeta ^1=4`$ is attained if the energy matrix has infinite discrimination, $`\epsilon \mathrm{}`$, while no discrimination can be achieved at $`\epsilon =0`$ where $`\zeta ^1=1`$. In Fig. 3(a), we indicate the allowed region $`\overline{Z_{\mathrm{sp}}}(\epsilon ,L)1`$ in the parameter space of $`(\epsilon ,L)`$, with the boundary $`L^{}(\epsilon )=\mathrm{ln}N/\mathrm{ln}\zeta ^1(\epsilon )`$ defined by $`\overline{Z_{\mathrm{sp}}}(L^{},\epsilon )=1`$. From the figure, it is clear that the desire for small $`\epsilon `$ pushes the system to the boundary at $`\overline{Z_{\mathrm{sp}}}=1`$. Along the boundary, the smallest $`\epsilon `$ is given by the largest allowable binding length $`L`$. For typical bacterial TF’s whose binding sequences are no longer than about $`15`$ bp (usually dimers), we find $`\epsilon 2`$.

While the result on $`\epsilon `$ is somewhat specific to the two-state model, the need for $`\overline{Z_{\mathrm{sp}}}1`$ imposed by the programmability consideration forces the threshold energy to take on the value

$$E_{\mathrm{ns}}=k_BT\mathrm{ln}N16k_BT$$
(17)
(for $`N10^7`$) according to the condition (12) independent of the specifics of the binding energy matrix $``$. It also follows that

$$F_\mathrm{b}0$$
(18)
so that the binding threshold is simply given by

$$\stackrel{~}{n}[\stackrel{}{s}_t]e^{\beta E[\stackrel{}{s}_t]}.$$
(19)
The dependences of the $`\stackrel{~}{n}`$ on the number of mismatches for the two-state model are shown in Fig. 3(b). We see that at the optimal parameter choice of $`(\epsilon =2,L=15)`$, each mismatch increases the binding threshold $`\stackrel{~}{n}`$ by nearly 10-fold. In principle, further fine-tuning can be accomplished by utilizing small variations in the mismatch energies.

## Discussion

The key results of this study, that maximal programmability of the binding threshold $`\stackrel{~}{n}`$ requires the TF-DNA interaction to satisfy the conditions (17) and (18), can be conveniently summarized graphically using the density of states $`\mathrm{\Omega }_{\mathrm{sp}}(E)`$. In Fig. 4, the density of states is plotted with the normalization that $`\mathrm{max}_E\mathrm{\Omega }_{\mathrm{sp}}(E)=N`$, as indicated by the horizontal dotted line. The background free energy $`F_\mathrm{b}`$ can be obtained using the Legendre construction: One draws the line $`e^{\beta (EF_\mathrm{b})}`$ (the dashed line in the semi-log plot of Fig. 4) such that it just touches $`\mathrm{\Omega }_{\mathrm{sp}}(E)`$. $`F_\mathrm{b}`$ can then be read off as the intercept of the dashed line on the $`E`$-axis, which should be in the vicinity of the origin according to (18). Similarly, $`E_{\mathrm{ns}}`$ \[as given by (17)\] can be read off as the $`E`$-coordinate where the dashed line intersects the horizontal dotted line.

The point where the dashed line tangents $`\mathrm{\Omega }_{\mathrm{sp}}(E)`$ is also physically meaningful: The $`E`$-coordinate of the tangent point gives the ensemble-averaged binding energy $`E_0_EE\mathrm{\Omega }_{\mathrm{sp}}(E)e^{\beta E}/Z_{\mathrm{sp}}`$. The vertical coordinate $`N_0`$ of the tangent point is given by the relation $`F_\mathrm{b}=E_0k_BT\mathrm{ln}N_0`$, which expresses the fact that the dominant contribution to the background free energy stems from the $`N_0`$ sequences of energy $`E_0`$ in the collection of $`N`$ random sequences: The Boltzmann weight of those sequences with $`E>E_0`$ is too small to contribute to the partition sum, while for $`E<E_0`$, there are too few sequences.

The value of $`N_0`$ is an important characteristics of the system. $`S=\mathrm{ln}N_0`$ is known as the “entropy” of this system, and $`H=\mathrm{ln}(N/N_0)`$ is known as the “relative entropy”; the latter has been used to characterize the specificity of the TF-DNA interaction stormo . As mentioned before, the annealed approximation is only valid if many terms contribute to the partition sum, i.e., if $`N_01`$ or $`S>0`$. For the two-state model (16), the values of $`\epsilon `$ and $`L`$ corresponding to the line $`N_0=1`$ is far from the line $`L^{}(\epsilon )`$ selected by the maximal programmability criterion; this justifies the use of the annealed approximation. At the optimal parameter of $`\epsilon =2`$ and $`L=15`$, we have $`N_010^31`$. The corresponding relative entropy is $`H7`$ (about $`10`$ bits).

The large value of $`N_0`$ also provides us with an intuitive understanding of the simple dependence (14) of the chemical potential $`\mu `$ on the cellular TF concentration $`n`$; see Fig. 2(b). As mentioned already, the expression (14) is obtained if multiple occupancy of the background sequences is negligible at the TF concentration $`n`$. Since there is a large number (i.e., $`N_0`$) binding sequences which contribute significantly to the net effect of background binding, multiple occupancy of these sequences is indeed not likely if $`n<N_0`$. Thus for $`N_0O(10^3)`$, the expression (14) can be taken as a good approximation of the chemical potential over the typical range of cellular TF concentration $`n=1\mathrm{}10^3`$, as shown in Fig. 2(b) for the 3 known TF’s. We expect this result to hold even if there are multiple target sequences, say $`m_t`$, whose binding energy $`E_t`$ is much lower than $`E_0`$, as long as $`E_t>k_BT\mathrm{ln}m_t`$ such that $`F_\mathrm{b}`$ is not affected by the addition of these target sequences to the density of states. Having $`\mu (n)`$ independent of the number of targets is a desirable functional robustness property from a system perspective, since one wouldn’t want to perturb the recognition of the TF’s and the existing targets by the addition of a few new targets. It will be interesting to see to what extent this feature is preserved by studying the energetics of TF’s with a large number of target sites, e.g., the catabolic repressor protein CRP in E. coli neidhardt .

Finally, we compare the values of the optimal interaction parameters according to our theory to those of the well-studied TF’s. From the values listed in Table 1, we see that all of the available data is in the neighborhood of the expectation based on the maximal programmability criterion. We do not suggest here that programmability was necessarily the selective driving force that constrained the TF-DNA interaction to its observed form (there could be other reasons, e.g. biochemical restrictions, for the interaction to be of this form). However, the rough correspondence between theory and observation does indicate that it is possible (and perhaps even very likely) that TF’s generally have the required energetics for their binding threshold to be programmable over a wide range.

One obvious short-coming of the above comparison is that the three TF’s for which the interaction parameters are known are all from bacteriophages and may not represent typical prokaryotic TF’s. It will therefore be very important to experimentally determine the interaction parameters for a variety of different TF’s. The results of a sufficient number of such studies will inform us whether programmability is a generic feature of TF-DNA interaction. Knowledge of this kind can be very helpful in developing appropriate coarse-grained models of gene regulation at the system level. In particular, quantitative relations of the type suggested by Eq. (19) will be necessary for an eventual quantitative description of gene regulatory networks. Also, this knowledge would have important implications for the evolution of gene regulation shraiman , us .

Acknowledgments. — It is a pleasure to acknowledge useful discussions with G. Stormo, P. von Hippel, and K. Sneppen on many aspects of TF-DNA interaction. We are also grateful to the hospitality of the Institute for Theoretical Physics in Santa Barbara where some of the work was carried out. This research is supported in part by the National Science Foundation through Grant Nos. DMR-9971456. UG was supported in part by a fellowship from the ‘Deutscher Akademischer Austauschdienst’, and TH by a Burroghs-Wellcome functional genomics award.