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# Cosmic Microwave Background Anisotropy Measurement From Python V

## 1 INTRODUCTION

Since the detection of anisotropy in the cosmic microwave background by the COBE satellite, many experiments have measured the angular power spectrum at degree and sub-degree angular scales (e.g., Netterfield et al. 2002; Halverson et al. 2002; Lee et al. 2001; Miller et al. 1999). The Python V data set has sufficient sky coverage to probe the smallest scales to which COBE was sensitive, while having a small enough beam to detect the rise in the angular power spectrum to degree angular scales, providing a link in $`\mathrm{}`$-space between COBE and other recent measurements.

Python V is the latest of the Python experiments at the South Pole. Dragovan et al. (1994), Ruhl et al. (1995), and Platt et al. (1997) describe Python I–III and Rocha, et al. (1999) derive constraints on cosmological parameters from these data. Kovac et al. (1997) describe the Python IV results.

The Python V experiment, observations, and data reduction are described in Coble et al. (1999). In that paper, we analyzed individual modulations of the data. The modulations can be thought of as filters which have little sensitivity to some of the contaminants in the time stream. For example, they have no sensitivity to gradients, which should get a large contribution from the atmosphere and from the ground shield. The modulation approach also provided a rapid means of compressing a large amount of data (19 Gbytes) into a more manageable size. Measurements of anisotropy were reported for eight different modulations of the sky signal; the results indicated a sharp rise in the power spectrum.

In this paper we find the constraints on the power spectrum due to all of the modulations simultaneously. We use the modulations as our starting point, rather than the time stream, to take advantage of the contaminant filtering and data compression. We extend the analysis of Coble et al. (1999) by accounting for the correlations (in both signal and noise) between different modulations. From the modulations we find the best-fit map and its associated noise covariance. From this map and its associated covariance matrix we estimate the power spectrum simultaneously in eight bands.

In $`\mathrm{\S }`$ 2 we briefly review the instrument and the data set. In $`\mathrm{\S }`$ 3 we discuss the estimation of the noise matrix. In $`\mathrm{\S }`$ 4 we describe how to use this matrix to construct a map and a noise matrix for the map. This map is used in $`\mathrm{\S }`$ 5 to estimate the angular power spectrum in eight bands. In $`\mathrm{\S }`$ 6 we check the power spectrum derived from the map with the power spectrum derived directly from the modulated data. In $`\mathrm{\S }`$ 7 we compare the 40 GHz Python V data with the 90 GHz Python III data (Platt et al. 1997), which covered a subset of the region of the sky covered by Python V. We find good agreement between the two observations in the region of overlap, providing a valuable consistency check. This is another indication of a lack of significant foreground contamination (see also our estimates in Ganga et al. 2002). We conclude in $`\mathrm{\S }`$ 8.

## 2 INSTRUMENT AND DATA

We begin with a brief review of the Python V instrument and data, emphasizing the terminology used to describe the different subsets of data. More detailed descriptions of the instrument can be found in Coble (1999) and Alvarez (1996). A more detailed description of the Python V data set can be found in Coble (1999).

The receiver consists of two focal-plane feeds, each with a single 37-45 GHz HEMT amplifier. The two focal-plane feeds of the receiver correspond to two beams at the same declination separated by 2.80 on the sky. Each of the two feeds is split into two frequency channels near 40 GHz, yielding a total of four data channels. The receiver is mounted on a 0.75 m-diameter off-axis parabolic telescope, which is surrounded by a large 12-panel ground shield. The instrument was calibrated using thermal loads for the DC calibration; the overall uncertainty in the calibration of the data set is estimated to be (+15%, -12%) in $`\mathrm{\Delta }T`$. The combined absolute and relative pointing uncertainty is estimated to be $`0.15^{}`$, as determined by measurements of the Moon and the Carina nebula ($`\alpha =10.73^\mathrm{h},\delta =59.65^{}`$). The Python V beam is well approximated by an asymmetric Gaussian of FWHM $`0.91_{0.01}^{+0.03}\mathrm{deg}\times 1.02_{0.01}^{+0.03}`$ deg ($`az\times el`$), as determined from scans of the Carina nebula and the Moon. Given this beam size uncertainty of approximately $`0.015^{}`$, the band power can move roughly by a factor of $`\mathrm{exp}(\pm l(0.425)(0.015)(\pi /180))`$, only a $`3\%`$ effect at $`l=200`$.

Python V observations were taken from November 1996 through February 1997. Two regions of sky were observed: the Python V main field, a $`7.5^{}\times 67.7^{}`$ region of sky centered at $`\alpha =23.18^\mathrm{h}`$, $`\delta =48.58^{}`$ (J2000) which includes fields measured during the previous four seasons of Python observations and a $`3.0^{}\times 30.0^{}`$ region of sky centered at $`\alpha =3.00^\mathrm{h}`$, $`\delta =62.01^{}`$ (J2000), which encompasses the region observed with the ACME telescope (Gundersen et al. 1995). The total sky coverage for the Python V regions is 598 deg2.

Both Python V regions are observed with a grid spacing of 0.92 in elevation and 2.5 in right ascension, in 345 effective fields. There are 309 unique field positions, but some positions are observed at different times of the observing season and are thus counted as different fields for analysis purposes. The telescope is positioned on one of the fields and the chopper smoothly scans the beams 17 in azimuth in a nearly triangular wave pattern at 5.1 Hz. One cycle corresponds to all of the data taken in one back-and-forth scan along the sky. A cycle consists of $`128`$ samples along the sky in the given field. A stare is $`164`$ cycles, again centered on the same spot on the sky. One data file consists of roughly ten stares, at adjacent fields on the sky. Typically, a file corresponds to data taken over five to ten minutes (depending on how many stares it contains). The telescope remains on this set of fields for roughly $`13`$ hours, so any set of fields is typically observed in about one hundred consecutive files. This terminology is summarized in Table 1 and illustrated in Figure 1.

In software, the data are modulated such that the spatial responses are cosines apodized with a Hann window. In order to take advantage of the large sky coverage of Python V, which allows us to probe large angular scales, we also use an additional cosine modulation which was not apodized by a Hann window. Data taken during the right and left-going portions of the chopper cycle are modulated separately, to allow for cross-checks of the data. Sine modulations are not used in the analysis because they are anti-symmetric and are thus sensitive to gradients. The modulated data in a given stare is a linear combination of the samples:

$$D_{ima}=\underset{s=1}{\overset{128}{}}M_{ms}d_{isa}.$$
(1)
The index $`i=1,\mathrm{},690`$ labels the field and feed; $`m=1,\mathrm{},8`$ labels the modulation; $`a=1,\mathrm{},N_f`$ labels the file which looks at a given set of fields; $`s=1,\mathrm{},128`$ indexes the sample number; $`d`$ is the unmodulated data which has been co-added over all cycles in a stare.

A chopper synchronous offset, due to differing amounts of spillover, is removed from each data file by subtracting the average of all stares in a file. This is not just a DC offset; there is an offset removed for each modulation. The chopper synchronous offset is discussed in detail in Coble (1999), but typical values are 100 to 200 $`\mu \mathrm{K}`$ for each modulation, stable over a timescale of $`5`$ files.

When the data are binned in terrestrial azimuth, a periodic signal due to the 12 panels of the ground shield is evident, especially in the lower-$`\mathrm{}`$ modulations. This signal of period 30 is fit for an amplitude and is subtracted. Removal of the ground shield offset has less than 4% effect on the final angular power spectrum because when the data are binned in RA, the effect averages out. The ground shield offset is discussed in detail in Coble (1999), but typical values for the signal amplitude are less than 100 $`\mu \mathrm{K}`$.

Both the chopper synchronous offset and the ground shield offset subtractions are accounted for by adding a constraint matrix, $`𝐂^𝐂`$, to the noise matrix (Bond, Jaffe, & Knox 1998). The precise form of these matrices is given in Coble (1999). Their impact on the final result is minimal since they serve to remove only a handful of modes from the analysis. In the Coble et al. (1999) analysis, the chopper synchronous offset and the ground shield signal were removed from the data, but the ground shield constraint matrix was not included in the analysis. The constraint matrix for the chopper synchronous offset was included in that analysis.

After the data have been modulated and offsets removed, the right- and left-going data, which have been properly phased, are co-added, as are data from channels which observe the same points on the sky. Data pointing at a field $`i`$ from all files are averaged to form

$$D_{im}=\frac{1}{N_f}\underset{a=1}{\overset{N_f}{}}D_{ima}.$$
(2)
This final data vector has $`5520`$ ($`=345`$ fields $`\times `$ 2 feeds $`\times `$ 8 modulations) components. The next section describes our modeling of the noise properties of these data.

## 3 NOISE MODEL

Accurate modeling of the noise is often one of the most difficult tasks in CMB analysis. The noise model we develop below enables us to estimate the angular power spectrum in eight bands simultaneously. See Coble (1999) for a more detailed discussion of the noise modeling of the Python V data. In Coble et al. (1999), we modeled the noise only for individual modulations. The noise model described here also models the cross-modulation terms, allowing us to include cross-modulation correlations in the power spectrum analysis. The noise level for the Python V data is $`1\mathrm{m}\mathrm{K}\mathrm{s}^{1/2}`$.

Our noise model assumes that the covariance between fields taken with different sets of files is negligible (as in Coble et al. 1999) because of the chopper offset removal and because of the long time between measurements. An analysis comparing the noise estimated on different timescales indicates that Python V noise is dominated by detector noise and is Gaussian.

Since many different files look at the same field on the sky, there is a simple way to estimate the noise covariance matrix. We first estimate the noise matrix via:

$$\widehat{C}_{ijmm^{}}^N=\frac{1}{N_f}\underset{a=1}{\overset{N_f}{}}(D_{ima}D_{im})(D_{jm^{}a}D_{jm^{}})$$
(3)
where again $`i,j`$ index the different fields, $`m,m^{}`$ the eight modulations, and we sum over all $`N_f`$ files which observe the fields of interest. However, since there are typically only 100 files for each field, the sample variance on the noise estimate is $`1/(100)^{1/2}`$, or 10%, which will severely bias estimates of band power. Hence we do not use this naive estimator.

To obtain a better estimate of the noise, in Coble et al. (1999), we averaged the variances for each set of files and then scaled the off-diagonal elements of the covariance to the average variance in a given set based on a model derived from the entire Python V data set. In that paper, $`C_{ijmm^{}}^N`$ was computed for each individual modulation, i.e., with $`m=m^{}`$ only. Several consistency checks were performed showing that the final noise model for the single modulation analysis was a good one.

In this cross-modulation analysis, we initially extended the method in Coble et al. (1999) to account for cross-modulation terms in $`C_{ijmm^{}}^N`$, i.e., terms with $`mm^{}`$. To test this noise model, we constructed $`\chi ^2=𝐃^t(𝐂^𝐍+𝐂^𝐂)^1𝐃`$, for each observing set (which typically includes of order ten fields observed $`100`$ times each). There is very little CMB signal in any one set, so we expect $`\chi ^2/\mathrm{dof}`$ to be close to one. The results fail this $`\chi ^2`$ test, indicating that a better model of the cross-modulation noise is necessary.

To go beyond the initial estimators, we assume the cross-modulation noise matrix factors as

$$C_{ijmm^{}}^N=C_{mm^{}}^MC_{ij}^F,$$
(4)
where $`𝐂^𝐌`$ describes the cross-modulation correlations and $`𝐂^𝐅`$ the field-field correlations. The cross-modulation correlations are derived from the sample-space covariance matrix $`𝐂^𝐒`$:

$$C_{mm^{}}^M=\underset{s,s^{}=1}{\overset{128}{}}M_{ms}C_{ss^{}}^SM_{m^{}s^{}}.$$
(5)
The matrix $`𝐂^𝐒`$ describes the noise in the timestream as a function of chopper sample $`s`$. To clarify, $`𝐂^𝐒`$ is a 128 $`\times `$ 128 matrix, $`𝐂^𝐌`$ is a $`8\times 8`$ matrix, and $`𝐂^𝐅`$ is a 690 $`\times `$ 690 matrix for Python V. Models for $`𝐂^𝐒`$ and $`𝐂^𝐅`$ are needed in order to construct $`𝐂^𝐍`$.

If we assume that $`𝐂^𝐒`$ depends only on chopper sample separation $`\mathrm{\Delta }s=ss^{}`$, it can be computed from the following function:

$$f(\mathrm{\Delta }s)=\frac{1}{N_S}\underset{s}{}d_sd_{s+\mathrm{\Delta }s}$$
(6)
where $`N_S`$ is the number of samples and $`d_s`$ is the unmodulated data. For example, the $`C_{12}^S`$ component is given by $`f(\mathrm{\Delta }s=1)`$. In order to compute $`f(\mathrm{\Delta }s)`$, a chopper synchronous offset is first subtracted from the raw data. Then $`f(\mathrm{\Delta }s)`$ is calculated for each channel, cycle and stare in a file. $`f(\mathrm{\Delta }s)`$ is then averaged over cycles, stares, and files. Figure 2 shows $`f(\mathrm{\Delta }s)`$ for each channel in one of the sets.

With this model for the sample correlation function, it is now straightforward to compute $`𝐂^𝐌`$ for each set and channel following equation (5). $`𝐂^𝐌`$ matrices for channels which look at the same point on the sky and for right and left-going chopper data are averaged, yielding $`𝐂^𝐌`$ matrices for both feeds in each set. As an example, $`𝐂^𝐌`$ for one set and feed is shown in Figure 3.

In order to get a simple form for $`𝐂^𝐅`$, the field correlation matrix, we ignore the correlations between the two feeds and assume the correlation between fields $`i`$ and $`j`$ come only from the chopper offset subtraction. We investigated several similar noise models and found that these assumptions do not change the single modulation angular power spectrum significantly, so we assume $`𝐂^𝐅`$ is of this form for the cross-modulation analysis.

Finally, since this noise model is derived from sample to sample fluctuations, it is larger than the corresponding noise derived from the co-added data by a factor of $`10^4`$, so $`C_{ijmm^{}}^N`$ must be normalized to the variance in the co-added data for each set. Since $`𝐂^𝐌`$ accounts for the relative normalization of all of the modulations, $`C_{ijmm^{}}^N`$ must be normalized to the variance in only one modulation of the co-added data for each set. We normalize to modulation 8 because we expect the higher order modulations to be least affected by the ground shield. Figure 4 shows the $`\chi ^2`$/dof for each set using the final cross-modulation noise model, indicating a good final noise model.

As another check on the noise matrix used in the cross-modulation analysis, single modulation band powers were computed using the $`C_{ijmm}^N`$ components of $`C_{ijmm^{}}^N`$. These are consistent with the band powers given in Coble et al. (1999).

## 4 MAPS

We want to estimate the power spectrum from the Python V data. Ideally, given the non-circular beam, this should be done directly from the modulated data. This would require us to form the likelihood function from the covariance matrix for the $`N=5520`$ data points. Inversion or Cholesky decomposition of matrices are $`N^3`$ processes so computational demands are significantly alleviated by creating a map (with $`N=1666`$ at highest resolution) from the modulated data and then estimating the power spectrum from the map. This technique was used in an analysis of the MSAM-I experiment (Wilson et al. 2000), for which the power spectrum estimated using the map is consistent with the power spectrum estimated directly from the modulated data. The inversion problem of map making and the circular beam assumption used in it does call for cross-checks and verification against likelihood analyses of the modulated data. The results of such tests are summarized in $`\mathrm{\S }`$ 6.

The data can be expressed as:

$$𝐃=\mathrm{𝐌𝐓}+𝐧$$
(7)
with noise covariance matrix $`nn=𝐍=𝐂^𝐍+𝐂^𝐂`$. As mentioned above, the data vector $`𝐃`$ has $`5520`$ elements. The matrix $`𝐌`$ describes the experimental processing of the underlying temperature field; it is equal to the modulations with an index corresponding to each pixel at which we estimate the temperature $`𝐓`$. Given the modeling of the data as in equation (7), the minimum variance estimator for $`𝐓`$ is

$$\widehat{T}=\stackrel{~}{𝐍}\mathrm{𝐌𝐍}^\mathrm{𝟏}𝐃.$$
(8)
This estimator will be distributed around the true temperature due to noise, where $`\stackrel{~}{𝐍}`$, the noise covariance matrix for the map, is given by

$$\stackrel{~}{𝐍}(\widehat{T}𝐓)(\widehat{T}𝐓)=\left(𝐌^𝐓𝐍^\mathrm{𝟏}𝐌\right)^\mathrm{𝟏}.$$
(9)
The inversion in equation (9) is singular, so it is performed via Singular Value Decomposition. It is obvious which modes are singular and should be neglected. We have tested various thresholds and found no change in the results. The pixels in the map are $`30^{}`$ in RA which corresponds to about $`20^{}`$ on the sky. Coarser grids gave similar results for the band powers; as we will see, there is little sensitivity to modes with $`\mathrm{}>200`$, so $`20^{}`$ (a third of the beam size) is more than adequate.

Another advantage of the map basis is that the theory covariance matrix is simple to compute. In the map basis, the theory covariance matrix simplifies to

$$C_{ij}^T=<T_iT_j>=\underset{\mathrm{}}{}\frac{2\mathrm{}+1}{4\pi }P_{\mathrm{}}(\mathrm{cos}\theta _{ij})e^{\mathrm{}^2\sigma ^2}C_{\mathrm{}},$$
(10)
where $`i`$ and $`j`$ now refer to map pixels, $`P_{\mathrm{}}`$ is a Legendre polynomial, and $`\theta _{ij}`$ is the angular separation between points. We take $`\sigma =(\sigma _{az}\sigma _{el})^{1/2}=0.425\times 0.96^{}`$. Taking the beam to be circular will not change the band powers significantly (see $`\mathrm{\S }`$ 6). From equation (10), the window functions in the map basis only depend on the angular separation $`\theta _{ij}`$ and not on any of the details of the observing strategy. This is a smaller basis than that used in the analysis of the modulated data which accounts for beam non-circularity, described in $`\mathrm{\S }`$ 6. Indeed, one way to think of a map is that it is the linear combination of the data for which the signal (and therefore its covariance) is nearly independent of the specific experimental observing strategy. The noise covariance for the map (eq. ) accounts for all of the experimental processing and the constraints.

Although we are primarily interested in the map as a vehicle on the road to the power spectrum, it can also be Wiener-filtered to produce a realistic image of the sky. Wiener-filtered maps of both of the Python V regions are shown in Figure 5. We use the unfiltered map for power spectrum estimation. The map serves another useful function apart from its use for the power spectrum. One can use maps to compare different data sets that were processed in completely different manners. In $`\mathrm{\S }`$ 7 we present a visual comparison of Python III and Python V. First, though, let us compute the power spectrum.

## 5 ANGULAR POWER SPECTRUM FROM THE MAP

We now use the map to estimate the CMB anisotropy power spectrum. Because the observations are far short of full sky coverage, we cannot determine individual $`C_{\mathrm{}}`$’s. Instead, we parameterize the theory covariance matrix, $`𝐂^𝐓`$, with the power spectrum, $`𝒞_{\mathrm{}}\mathrm{}(\mathrm{}+1)C_{\mathrm{}}/(2\pi )`$, broken into bands of $`𝒞_{\mathrm{}}`$, denoted by $`a`$

$$𝒞_{\mathrm{}}=\underset{a}{}\chi _{_{a(\mathrm{})}}𝒞_a;\chi _{_{a(\mathrm{})}}=\{\begin{array}{cc}\hfill 1:& \mathrm{}_{min}(a)<\mathrm{}<\mathrm{}_{max}(a)\hfill \\ \hfill 0:& \mathrm{otherwise}\hfill \end{array}$$
(11)
so that within each band $`a`$, $`𝒞_{\mathrm{}}=𝒞_a=\mathrm{constant}`$ and $`\mathrm{}_{min}(a)`$ and $`\mathrm{}_{max}(a)`$ delimit the range of band $`a`$. We use eight contiguous bands of equal width, as given in Table 2.

Since the CMB anisotropy appears to be Gaussian on the angular scales probed by the Python V experiment (Park et al. 2001; Wu et al. 2001; Shandarin et al. 2002), we can in principle use the theory covariance matrix for the map (eq. ) together with the map noise matrix, $`\stackrel{~}{N}`$, and the pixelized map data, $`𝐓`$, to form the full likelihood function:

$$=(2\pi )^{N/2}\mathrm{det}(𝐂)^{1/2}\mathrm{exp}(\chi ^2/2)$$
(12)
where $`\chi ^2=𝐓^𝐭𝐂^\mathrm{𝟏}𝐓`$ and $`𝐂=𝐂^𝐓+\stackrel{~}{𝐍}`$. We can then find the $`𝒞_a`$ which maximize it by conducting a direct, grid-based search in the full eight-dimensional parameter space. In practice, this is of course unfeasible because it would require of order ten likelihood evaluations in every dimension of parameter space. The likelihood function computation requires an inversion and a determinant of a large matrix (in our finest pixelization, $`1666\times 1666`$), so it is certainly impractical to attempt this $`10^8`$ times.

Instead, we use the quadratic estimator (Bond, Jaffe, & Knox 1998; Tegmark 1997) to find the maximum likelihood band powers and their errors. Defining

$$A_{a,ij}\left[𝐂^\mathrm{𝟏}\frac{C_T}{𝒞_a}𝐂^\mathrm{𝟏}\right]_{ij}$$
(13)
where $`C`$ is the full theory plus noise covariance matrix, the Fisher Matrix which describes the errors is

$$F_{ab}=\frac{1}{2}\mathrm{Tr}\left[\frac{C_T}{𝒞_a}A_b\right]$$
(14)
and the quadratic estimator is

$$\widehat{𝒞}_a=𝒞_a^{(0)}+\frac{1}{2}F_{ab}^1\left(\mathrm{𝐓𝐀}_𝐛𝐓\mathrm{Tr}\left[𝐂^\mathrm{𝟏}\frac{𝐂_𝐓}{𝒞_𝐛}\right]\right).$$
(15)
We start from a flat spectrum (e.g. all $`𝒞_a^{(0)}=1000\mu \mathrm{K}^2`$) and iterate four times. Convergence to well within the size of the error bars is usually reached by the second iteration.

The band temperature $`\mathrm{\Delta }T_{\mathrm{}}(=𝒞_{\mathrm{}}^{1/2})`$ results of the likelihood analysis are shown in Figure 6 and given in Table 2. The $`\mathrm{\Delta }T_{\mathrm{}}`$ error bars here account only for the statistical uncertainties, and in particular, do not account for the calibration or beam uncertainties. The Fisher matrix is given in Table 3. We emphasize that the values of the angular power spectrum differ from those in Coble et al. (1999) because we are including more information in this analysis: the cross-modulation correlations. Again, single modulation band powers computed using the $`C_{ijmm}^N`$ components of $`C_{ijmm^{}}^N`$ are consistent with the band powers given in Coble et al. (1999).

## 6 Comparison of Band Temperatures from Modulated Data and Map

The map has a much smaller basis ($`N=1666`$ at the finest pixelization) than the modulated data ($`N=5520`$) and hence allows for speedier likelihood analysis. However, map making is an extra step that needs verification. In particular, the map analysis has to assume a circular beam when constructing the theory covariance matrix $`𝐂^𝐓`$.

In the modulated data basis, the beam corresponds unambiguously to the measured beam response function. The non-circular (elliptical) Python V beam is an additional complication for $`𝐂^𝐓`$ computations. Souradeep & Ratra (2001) develop computationally rapid methods for computing $`𝐂^𝐓`$ for experiments with non-circular beams. The constant elevation scans of the Python V experiment allow us to exactly incorporate the effects of beam non-circularity, without recourse to any approximation.

The larger size of the modulated data basis makes the 8 band likelihood analysis described in $`\mathrm{\S }`$ 5 computationally expensive. We therefore choose to compare the map basis and modulated data basis results using a simplified analysis that accounts for the cross-correlation between modulations in a limited manner. This likelihood analysis estimates the band temperatures in each of the 8 $`\mathrm{}`$-space bins while holding fixed the other 7 band temperatures at the central values obtained in $`\mathrm{\S }`$ 5.

Table 4 compares the band temperature estimates in the map basis and the modulated data basis. The two sets of results agree to 0.5 $`\sigma `$. The differences become larger for higher $`\mathrm{}`$ bins and possibly arise from non-circular beam effects. Souradeep & Ratra (2001) show that non-circular beam effects become more important above the $`\mathrm{}`$ value corresponding to the inverse beamwidth.

The Python V band powers can be used in combination with the results of other experiments to test for consistency and constrain cosmological parameters. This can be done in a way that accounts for the non–Gaussianity of the band power uncertainty by using the offset log–normal form for the likelihood given in Bond, Jaffe, & Knox (2000):

$$2\mathrm{ln}=\underset{a,b}{}\left(Z_a^\mathrm{t}Z_a^\mathrm{d}\right)M_{ab}^Z\left(Z_b^\mathrm{t}Z_b^\mathrm{d}\right)$$
(16)
where

$$Z_a^\mathrm{d}\mathrm{ln}(𝒞_a+x_a),$$
(17)
$$Z_a^\mathrm{t}\mathrm{ln}\left(\underset{la}{}𝒞_l/N_l+x_a\right),$$
(18)
and

$$M_{ab}^ZF_{ab}\left(𝒞_a+x_a\right)\left(𝒞_b+x_b\right).$$
(19)
Again $`a,b`$ denote bands. We have approximated the band–power window function as a tophat with width $`N_l=30`$.

We have fit the $`x_a`$ and $`𝒞_a`$ parameters of this form to our one–dimensional likelihood curves, as directly evaluated from the modulated data in Table 4. The Fisher matrix comes from the quadratic estimator applied to the maps. Table 5 gives the parameters of the offset log-normal analytic fits to the band power likelihoods.

Table 6 compares band temperatures estimated with and without the circular beam approximation, from single modulation analyses where the correlations between modulations are ignored (as in Coble et al. 1999). The last column corrects the results obtained by Coble et al. (1999) for a systematic underestimation of the error bars by a factor of $`\mathrm{log}_{10}e`$. These results also use the non-circular beam and do not use the flat-sky approximation (Souradeep & Ratra 2001). The effect of the circular beam approximation on the Python V power spectrum is minimal, but would be greater for an experiment with higher S/N.

## 7 COMPARISON WITH PYTHON III

Using the technique of $`\mathrm{\S }`$ 4, maps of the sky are constructed from the Python III data. We compared the maps in two different ways. First, we decomposed each map into its signal to noise eigenmodes. Keeping all the modes results in little useful visual information since most of the features in such a map are noise. Therefore, we excluded all modes with S/N less than $`1.7`$; stopping at S/N $`=1`$ retains too much noise. The resulting maps are shown in Figure 7. Since Python III has higher S/N than Python V, it retains many more modes. Therefore, not all the features seen in the Python III map should be visible in the Python V map. However, structures found in the Python V map are evident in the Python III map, implying that Python III and Python V are consistent with each other.

While the visual comparison is quite useful, it is difficult to judge the significance of the agreement in this manner. For a more quantitative comparison we use the $`\beta `$ test of Knox et al. (1998). This statistic has a number of possible interpretations, one of which is that it is the log of the “probability enhancement factor”. That is, it tells us how much more probable the data sets 1 and 2 are viewed jointly, as opposed to disjointly:

$$\beta \mathrm{ln}\frac{P(T_1,T_2)}{P(T_1)P(T_2)}.$$
(20)
This can be re-written in terms of the likelihood function:

$$\beta =\mathrm{ln}(T_1,T_2)\mathrm{ln}(T_1)\mathrm{ln}(T_2)$$
(21)
The joint likelihood for the two data sets uses the likelihood equation with the data and the noise covariance being a concatenation of those from the two data sets. It also uses the theory covariance between the two sets.

We find $`\beta =6.9`$, which means that the data is $`e^{6.9}=992`$ times more probable viewed jointly than disjointly. This shows that the data sets have significantly more in common than they would if they were unrelated to each other.

We can also examine how likely this value of $`\beta `$ is, under these two different assumptions. The first assumption is that the data sets are related to each other exactly as we expect due to their locations on the sky, and our inference of the signal power spectrum from the Python V data. With assumption 1 we find that $`\beta =11.7\pm 4.3`$. If instead we assume that the two data sets are completely unrelated (perhaps because one is completely contaminated), then $`\beta =19.9\pm 9.4`$. We see that $`\beta `$ differs by 1.1 standard deviations from the expected value and 2.8 standard deviations from the value expected in the absence of cross-correlations.

The $`\beta `$ statistic is model-dependent, but we found that it changed by less than 15% as we varied the amplitude of the assumed power spectrum by amounts consistent with the error bars and as we adjusted the calibration by $`\pm 30\%`$.

## 8 CONCLUSIONS

The Python V experiment densely samples 598 square degrees of the microwave sky and constrains the CMB anisotropy angular power spectrum from $`\mathrm{}`$ 40 to $`\mathrm{}`$ 260, showing that power is increasing from large to smaller ($`\mathrm{}`$ 200) angular scales. The noise matrix constructed in $`\mathrm{\S }`$ 3 enables us to simultaneously estimate the angular power spectrum in eight bands. The power spectra estimated from the map and directly from the modulated data are consistent. The rise seen in Figure 6 is characteristic of acoustic oscillations in the early Universe. A number of other measurements also indicate such a rise in power (e.g., Ganga, Ratra, & Sugiyama 1996; Netterfield et al. 1997; de Oliveira-Costa et al. 1998; Torbet et al. 1999; Podariu et al. 2001; as well as experiments mentioned in $`\mathrm{\S }`$ 1). Python V extends to larger scales (lower $`\mathrm{}`$) than these, to the smallest scales to which COBE was sensitive.

The Python III and V experiments differ in significant ways, including frequency, receiver, year, and noise properties. Nevertheless, the maps and the $`\beta `$ test in $`\mathrm{\S }`$ 7 indicate that they both detect similar signals, a rare and very valuable consistency check and confirmation.

This work was supported by the James S. McDonnell Foundation, PYI grant NSF AST 90-57089, and the NSF under a cooperative agreement with the Center for Astrophysical Research in Antarctica (CARA), grant NSF OPP 89-20223. CARA is an NSF Science and Technology Center. KC is supported by NSF grant AST-0104465. The work of SD was supported by the DOE and by NASA grant NAG 5-10842 at Fermilab, and by NSF grant PHY-0079251 at Chicago. BR and TS acknowledge support from NSF CAREER grant AST-9875031.


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# Massive relic neutrinos in the galactic halo and the knee in the cosmic ray spectrum

## Abstract

Despite many efforts to find a reasonable explanation, the origin of the ”knee” in the cosmic ray spectrum at $`E10^{15.5}eV`$ remains mysterious. In this letter we suggest that the ”knee” may be due to a GZK-like effect of cosmic rays interacting with massive neutrinos in the galactic halo. Simple kinematics connects the location of the ”knee” with the mass of the neutrinos, and, while the required interaction cross section is larger than that predicted by the Standard Model, it can be accommodated by a small neutrino magnetic dipole moment. The values for the neutrino parameters obtained from the analysis of existing experimental data are compatible with present laboratory bounds.

The cosmic ray (CR) spectrum is well-described by a power law of the $`E^\gamma `$ form with a spectral index , which is nearly constant over rather wide ranges of energy $`E`$, but displays significant discontinuities. The most notable occurs in the region of the so-called ”knee” , at about $`10^{15.5}`$ eV, where the spectral index changes from 2.75 to 3.

Several models have been proposed to explain this ”knee”, none of which has been particularly convincing. They include a change in CR sources from Type I to Type II supernovae and/or to changes of the particle acceleration efficiency as a function of the electric charge of the primary . Other proposals associate changes of the spectral index with a reduction in the efficiency of the galactic magnetic field to confine the CR’s , allowing those at higher energy to leak away. None of these models is able to reproduce the sharpness of the ”knee”. Another, rather controversial, explanation of this kink in the spectrum is to attribute it to a recent, strong single source.

In this Letter, we propose that the ”knee” may be due to inelastic collisions between primary cosmic ray protons and the cosmic neutrino background. For light Standard Model neutrinos with mass ($`m_\nu <1`$MeV ), Big Bang cosmology predicts a thermal neutrino background of temperature $`T_\nu =1.6\times 10^4`$eV with an average number density of $`n_\nu 337\mathrm{c}\mathrm{m}^1`$ , but which can rise dramatically in galaxies due to gravitational clustering provided that the neutrinos are sufficiently massive (non-relativistic).

The idea is a simple extension of the GZK mechanism  whereby protons above about $`10^{19}`$eV rapidly lose energy via inelastic collisions with cosmic background radiation photons, but now considering the cosmic neutrino background instead. Even allowing for the possibility that neutrinos have mass and cluster significantly, it is easy to show that the Standard Model weak interaction cross sections are too small for these neutrinos to explain any structure as pronounced as the ”knee”. Fortunately, allowing for a nonzero neutrino mass also immediately opens up the possibility that neutrinos might carry magnetic dipole moments which could significantly increase the inelastic proton neutrino cross section. Effectively we propose a softer GZK-like effect where interaction with the cosmic microwave background radiation is replaced by interaction with virtual photons coupling to the magnetic dipole moment of massive neutrinos. Combined with the increase in relic neutrino density due to gravitational clustering, even rather modest values of magnetic dipole moment turn out to fit the experimental data of the KASCADE experiment rather well.

The required neutrino mass is set by simple kinematics from the requirement that it be sufficiently large that the process $`\nu +p\nu +\mathrm{\Delta },\mathrm{\Delta }p+\pi `$, can take place. Including higher resonances is not expected to change the results significantly.

In order to calculate the inelastic proton-neutrino cross section in the relevant kinematics regime, we use the parameterization of the measured quasi-elastic (i.e. including, and dominated by the $`\mathrm{\Delta }`$) cross section from  and adapt it to the case of a neutrino with a magnetic moment. This necessitates replacing the usual electromagnetic coupling $`ie\gamma ^\mu `$ with the appropriate derivative coupling $`\frac{\kappa }{2m_\nu }\sigma _{\mu \nu }q^\nu `$ where $`\kappa `$ is the magnetic moment. A reasonably straightforward calculation described in more detail elsewhere then gives the required cross section as a function of both $`m_\nu `$ and $`\kappa `$. A (CP-violating) electric dipole moment would have the same effect, and would be modeled with the same sort of term with an additional factor of $`\gamma _5`$ .

Fixing the threshold energy for the pion production at $`E_p=3\times 10^{15}`$eV, one finds $`m_\nu 100`$ eV. Laboratory experiments clearly rule out such a mass for the electron neutrino, although the muon and tau neutrinos are still viable candidates, as would be some other hypothetical neutrino-like dark matter particle. While neutrino oscillation experiments suggest the possibility of a lighter neutrino, and cosmological arguments also tend to favour lighter neutrinos, this rather large mass is by no means excluded. Of related interest is the ”Z-burst model”, which seeks to explain the origin of CR events with energies above the GZK cutoff by interaction of ultrahigh energy neutrinos with massive neutrinos in the galactic halo, producing bosons which then decay and give rise to the particles which we observe on earth (see the recent review  and references therein). This model favours a much lower neutrino mass, but both the Z-burst model and the explanation we propose here can peacefully coexist, assuming different neutrino species (of different masses) are responsible for the two effects.

To estimate the effects of gravitational clustering, we use the well accepted galactic halo mass distribution model from  where the halo is described by the spheroidal density distribution. This assumes a uniform distribution of neutrinos in a core of 10 kpc, and for $`m_\nu =100`$ eV yields $`n_\nu =1.4\times 10^8\mathrm{cm}^3`$, compatible with bounds due to the Pauli exclusion principle and the Tremaine-Gunn phase-space density constraints .

Following earlier work  on energy loss of cosmic rays in the cosmic microwave background, we find an energy loss rate of

$$dE/dt=\frac{c}{\gamma }_0^{w_m}𝑑w_oK(w_o)\sigma (w_o)n$$
(1)
where $`w`$ stands for the neutrino final energy in the proton rest frame, $`n`$ is neutrino density, $`\sigma `$ the proton-neutrino cross section calculated above, and $`K`$ is the average energy loss of the nucleon in the collision.

This equation is solved numerically, with the neutrino mass, magnetic dipole moment and propagation time as parameters. Conservation of the number of nucleons is enforced by a balance equation

$$\frac{N}{t}=\frac{[bN]}{E}+D^2N+Q$$
(2)
Here $`b(E)`$ is the mean rate at which particles lose energy. The diffusion effect due to galactic magnetic field, modeled by the $`D^2N`$ is approximated here from the galactic residence time for CR’s, calculated from a diffusion model with a containment volume which extends out 10 kpc from the core. The range of values we consider here is limited from above by the age of the galaxy ($`10^{10}`$ years) and from below by $`10^8`$ years from the expected residence time derived from spallation . The third term corresponds to the particle injection rate which is assumed to have a power law behavior, so that $`Q=KE^\gamma `$. The solution of this equation can be obtained in the same manner as in reference .

Figure 1 shows the total cosmic ray differential flux as measured by KASCADE together with the modified total energy spectrum which is obtained from a sum of a proton component (abundance $``$ 60%) plus an iron component, both with spectral index $`\gamma =2.8`$ and a curve for the fitted value of $`\kappa =(5.4\pm 0.6)\times 10^6\mu _B`$, where $`\mu _B`$ is the Bohr magneton assuming a residence time of $`3\times 10^8`$ years. Different values of $`\kappa `$ and $`t`$ fit equally well provided that $`\kappa ^2t`$ is held constant. We use a simple superposition model to estimate the energy losses suffered by iron nuclei due to interactions with neutrinos in the halo so that any effect in the iron spectrum should also be present at higher energies scaling with A .

Interestingly, the corresponding soft GZK-like cutoff for the heavy component is expected above $`10^{17}`$eV, consistent with a possible ”second knee”. The KASCADE collaboration has shown that the ”knee” is dominated by the light component ($``$ 70 %) of the CR with an energy dependent mass composition favouring a decrease of light elements above the ”knee”. They have also shown that the light and heavy mass groups have comparable slopes up to the ”knee” region, but beyond this energy the light component follows a steeper curve.

The heavy mass composition shows no significant ”knee” with a constant index $`\gamma `$ . The calculated spectrum successfully reproduces the KASCADE data in the region of the sharp ”knee”, with abundances matching well with those estimated by the collaboration. The differences between the predicted and observed fluxes over $`10^{16}`$eV may be attributable to the fact that in a more rigorous calculation the leakage of cosmic rays from the galaxy cannot be completely neglected, while we assume here, as a first approximation, that the residence time is independent of energy. In any case, the sharpness of the ”knee” in the spectrum cannot be explained by smooth analytic effects of a transition between a regime dominated by diffusive propagation in the galactic magnetic field and ones in which the escape of cosmic rays from the galaxy are suppressed (galactic modulation models).

In summary, we have considered the effect of CR particles interacting with massive neutrinos in the halo as an explanation of the ”knee” in the cosmic ray spectrum. We have developed a novel approach which allows us to obtain information about the properties of relic neutrinos in the galactic halo, as well as about their masses and magnetic dipole moments. We are able to reproduce the KASCADE data around the ”knee” with a mixed composition of protons and iron nuclei, with a sharp cutoff in the light component which is compatible with experimental data. Results of detailed fits will be presented elsewhere, together with discussions of the possibilities for earth-based accelerator experiments to study such neutrinos (or perhaps other massive candidate particles). So far, the best fit results are not far from the present direct limits set at accelerators ($`5\times 10^7\mu _B`$), making future prospects very interesting indeed!

###### Acknowledgements.

We would like to thank our colleagues in the Pierre Auger Collaboration for many stimulating discussions, and in particular Lucas Taylor with whom early aspects of this idea were discussed. This work was supported by CONICET (Argentina) and the National Science Foundation (USA).
Figure Caption

Figure 1: Differential cosmic ray spectrum as observed bt KASCADE. Solid line shows the result of the fit with a mixed proton-iron component.


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# Identifying Complexity by Means of Matrices

## 1 Introduction

By its very nature, even though central to the contemporary physics, the concept of complexity still lacks a precise definition. In qualitative terms this concept refers to diversity of forms, to emergence of coherent patterns out of randomness and also to some ability of frequent switching among such patterns. This normally involves many components, many different space and time scales, and thus such phenomena like chaos, noise, but, of course, also collectivity and criticality . In fact, due to all those elements, it seems most appropriate to search for a real complexity just at the interface of chaos and collectivity . Indeed, these two seemingly contradictory phenomena have to go in parallel, as they both are connected with existence of many degrees of freedom and a strong, often random, interaction among them.

Approaching complex systems, either empirically or theoretically, is typically based on analyzing large multivariate ensembles of parameters. For this reason, probably the most efficient formal frame to quantify the whole variety of effects connected with complexity is in terms of matrices. Since complexity is embedded in chaos, or even noise, the random matrix theory (RMT)  provides then an appropriate reference. Its utility results predominantly from the fact that the degree of agreement quantifies the generic properties of a system - those connected with chaotic or noisy activity. For the complex systems this is expected to be a dominant component, but this component is not what constitutes an essence of complexity. From this perspective the deviations are even more relevant and more interesting as they reflect a creative and perhaps deterministic potential emerging from a noisy background of such systems. The main related purpose of the present summary is to identify, within the matrix formalism, some principal characteristics of such deviations - the ones that are common and typical to natural complex dynamical systems.

## 2 Coherence versus noise in matrix representation

Expressed in the most general form, in essentially all the cases of practical interest, the $`n\times n`$ matrices $`𝐖`$ used to describe the complex system are by construction designed as

$$𝐖=\mathrm{𝐗𝐘}^T,$$
(1)
where $`𝐗`$ and $`𝐘`$ denote the rectangular $`n\times m`$ matrices. Such, for instance, are the correlation matrices whose standard form corresponds to $`𝐘=𝐗`$. In this case one thinks of $`n`$ observations or cases, each represented by a $`m`$ dimensional row vector $`𝐱_i`$ $`(𝐲_i)`$, ($`i=1,\mathrm{},n`$, and typically $`m`$ is larger than $`n`$. In the limit of purely random correlations the matrix $`𝐖`$ is then said to be a Wishart matrix . The resulting density $`\rho _𝐖(\lambda )`$ of eigenvalues is here known analytically , with the limits $`(\lambda _{min}\lambda \lambda _{max})`$ prescribed by $`\lambda _{min}^{max}=1+1/Q\pm 2\sqrt{1/Q}`$ and $`Q=m/n1`$. The variance of the elements of $`𝐱_i`$ is here assumed unity.

The more general case, of $`𝐗`$ and $`𝐘`$ different, results in asymmetric correlation matrices with complex eigenvalues $`\lambda `$. As shown recently , such matrices also turn out to provide a very powerful tool in practical applications. In this more general case a limiting distribution corresponding to purely random correlations seems not to be yet known analytically as a function of $`m/n`$. The result of ref.  indicates however that in the case of no correlations, quite generically, one may expect a largely uniform distribution of $`\lambda `$ bound in an ellipse on the complex plane.

Further examples of matrices of similar structure, of great interest from the point of view of complexity, include the Hamiltonian matrices of strongly interacting quantum many body systems such as atomic nuclei. This holds true  on the level of bound states where the problem is described by the Hermitian matrices, as well as for excitations embedded in the continuum. This later case can be formulated in terms of an open quantum system , which is represented by a complex non-Hermitian Hamiltonian matrix. Several neural network models also belong to this category of matrix structure . In this domain the reference is provided by the Gaussian (orthogonal, unitary, symplectic) ensembles of random matrices with the semi-circle law for the eigenvalue distribution . For the irreversible processes there exists their complex version  with a special case, the so-called scattering ensemble , which accounts for $`S`$-matrix unitarity.

As it has already been expressed above, several variants of ensembles of the random matrices provide an appropriate and natural reference for quantifying various characteristics of complexity. The bulk of such characteristics is expected to be consistent with RMT, and in fact there exists strong evidence that it is. Once this is established, even more interesting are however deviations, especially those signaling emergence of synchronous or coherent patterns, i.e., the effects connected with the reduction of dimensionality. In the matrix terminology such patterns can thus be associated with a significantly reduced rank $`k`$ (thus $`kn`$) of a leading component of $`𝐖`$. A satisfactory structure of the matrix that would allow some coexistence of chaos or noise and of collectivity thus reads:

$$𝐖=𝐖_r+𝐖_c.$$
(2)
Of course, in the absence of $`𝐖_r`$, the second term $`(𝐖_c)`$ of $`𝐖`$ generates $`k`$ nonzero eigenvalues, and all the remaining ones $`(nk)`$ constitute the zero modes. When $`𝐖_r`$ enters as a noise (random like matrix) correction, a trace of the above effect is expected to remain, i.e., $`k`$ large eigenvalues and the bulk composed of $`nk`$ small eigenvalues whose distribution and fluctuations are consistent with an appropriate version of random matrix ensemble. One likely mechanism that may lead to such a segregation of eigenspectra is that $`m`$ in eq. (1) is significantly smaller than $`n`$, or that the number of large components makes it effectively small on the level of large entries $`w`$ of $`𝐖`$. Such an effective reduction of $`m`$ $`(M=m_{eff})`$ is then expressed by the following distribution $`P(w)`$ of the large off-diagonal matrix elements in the case they are still generated by the random like processes :

$$P(w)=\frac{|w|^{(M1)/2}K_{(M1)/2}(|w|)}{2^{(M1)/2}\mathrm{\Gamma }(M/2)\sqrt{\pi }},$$
(3)
where $`K`$ stands for the modified Bessel function. Asymptotically, for large $`w`$, this leads to $`P(w)\mathrm{exp}(|w|)|w|^{M/21}`$, and thus reflects an enhanced probability of appearence of a few large off-diagonal matrix elements as compared to a Gaussian distribution. As consistent with the central limit theorem the distribution (3) quickly converges to a Gaussian with increasing $`M`$.

Another mechanism that may lead to a structure analogous to (2), is the presence of some systematic trend, in addition to noise, in the $`𝐗`$ and $`𝐘`$ matrices. Then , to a first approximation, the second term in this decomposition is represented just by a matrix whose all entries are close in magnitude, and thus its rank is directly seen to be unity. The most straightforward indication that this kind of decomposition applies is an asymmetric shift of $`P(w)`$ relative to zero.

Based on several examples of natural complex dynamical systems, like the strongly interacting Fermi systems, the human brain and the financial markets, below we systematize evidence that such effects are indeed common to all the phenomena that intuitively can be qualified as complex.

## 3 Common features of complexity in natural systems

Since it was nuclear physics which gave birth to several concepts relevant to the physics of complex systems, in particular to RMT, we begin with an issue which originates from nuclear considerations and which, at the same time, addresses a problem  of great current interest, attracting lot of activity in the literature. More specifically, the related question asks what is a nature of the ground state if the two-body interaction is drawn from a Gaussian ensemble. This is an example of a sparser connectivity than just everything with everything and by this it is more realistic.

In the presence of two-body interactions the many-body Hamiltonian matrix elements $`v_{\alpha ,\alpha ^{}}^J`$ of good total angular momentum $`J`$ in the shell-model basis $`|\alpha `$ generated by the mean field, can be expressed as follows :

$$v_{\alpha ,\alpha ^{}}^J=\underset{J^{}ii^{}}{}c_{J^{}ii^{}}^{J\alpha \alpha ^{}}g_{ii^{}}^J^{}.$$
(4)
The summation runs over all combinations of the two-particle states $`|i`$ coupled to the angular momentum $`J^{}`$ and connected by the two-body interaction $`g`$. The analogy of this structure to the one schematically captured by the eq. (2) is evident. $`g_{ii^{}}^J^{}`$ denote here the radial parts of the corresponding two-body matrix elements while $`c_{J^{}ii^{}}^{J\alpha \alpha ^{}}`$ globally represent elements of the angular momentum recoupling geometry. $`g_{ii^{}}^J^{}`$ are drawn from a Gaussian distribution while the geometry expressed by $`c_{J^{}ii^{}}^{J\alpha \alpha ^{}}`$ enters explicitly. An explicit calculation then shows  that for $`J>0`$ the tails of $`P(v)`$ are very nicely reproduced by the eq. (3) with $`M2`$. This originates from the fact that a quasi-random coupling of individual spins results in the so-called geometric chaoticity  and thus $`c_{J^{}ii^{}}^{J\alpha \alpha ^{}}`$ coefficients are also Gaussian distributed. In this case, these two ($`g`$ and $`c`$) essentially random ingredients lead however to an order of magnitude larger separation of the ground state from the remaining states as compared to a pure RMT limit, and this is consistent with the above estimate for $`M`$. Due to more severe selection rules the effect of geometric chaoticity does not apply for $`J=0`$. As a consequence, in this particular case $`P(v)`$ is much closer to a Gaussian, i.e., $`M`$ is here much larger. Consistently, the ground state energy gaps measured relative to the average level spacing characteristic for a given $`J`$ is larger for $`J>0`$ than for $`J=0`$, and also $`J>0`$ ground states are more orderly than those for $`J=0`$, as it can be quantified in terms of the information entropy , for instance.

Interestingly, such reductions of dimensionality of the Hamiltonian matrix can also be seen  locally in explicit calculations with realistic (non-random) nuclear interactions. A collective state, the one which turns out coherent with some operator representing physical external field, is always surrounded by a reduced density of states, i.e., it repells the other states. It is also appropriate to mention at this point that similar effects of reduced dimensionality, applicability of the formula (3), and of the resulting segregation of states one observes  in the many body quantum open systems due to the coupling to continuum. Of course, in the latter case on the complex plane. In all those cases, the global fluctuation characteristics remain however largely consistent with the corresponding version of the random matrix ensemble.

Recently, a broad arena of applicability of the random matrix theory opens in connection with the most complex systems known to exist in the universe. With no doubt, the most complex is the human’s brain and those phenomena that result from its activity. From the physics point of view the financial world, reflecting such an activity, is of particular interest  because its characteristics are quantified directly in terms of numbers and a huge amount of electronically stored financial data is readily available. An access to a single brain activity is also possible by detecting the electric or magnetic fields generated by the neuronal currents . With the present day techniques of electro- or magnetoencephalography, in this way it is possible to generate the time series which resolve neuronal activity down to the scale of 1 ms.

One may debate over what is more complex, the human brain or the financial world, and there is no unique answer. It seems however to us that it is the financial world that is even more complex. After all, it involves the activity of many human brains and it seems even less predictable due to more frequent changes between different modes of action. Noise is of course owerwhelming in either of these systems, as it can be inferred from the structure of eigenspectra of the correlation matrices taken across different space areas at the same time , or across different time intervals . There however always exist several well identifiable deviations, which, with help of reference to the universal characteristics of the random matrix theory, and with the methodology briefly reviewed above, can be classified as real correlations or collectivity. An easily identifiable gap between the corresponding eigenvalues of the correlation matrix and the bulk of its eigenspectrum plays the central role in this connection. The brain when responding to the sensory stimulations develops larger gaps than the brain at rest . The correlation matrix formalism in its most general asymmetric form allows to study  also the time-delayed correlations, like the ones between the oposite hemispheres. The time-delay reflecting the maximum of correlation (time needed for an information to be transmitted between the different sensory areas in the brain ) is also associated with appearance of one significantly larger eigenvalue. Similar effects appear to govern formation of the heteropolymeric biomolecules. The ones that nature makes use of are separated by an energy gap from the purely random sequences .

As far as the dynamics of evolution of complex systems is concerned one interesting observation made in , based on the stock market evolution, is also to be pointed out in the present context. It appears that increases, as a rule, are more competitive, and thus less collective than decreses which are always accompanied by a more violent collectivity. This may illustrate a more general logic of evolution of natural complex dynamical systems.

Such characteristics of coherence are typically connected with a few largest eigenvalues of the correlation matrix and those eigenvalues stay significantly above $`\lambda _{max}`$. The bulk of eigenvalues is quite universally consistent with the RMT limit. There exist however some more subtle measures of eigenvalue fluctuations in the random matrix theory. In particular, we refer here to the Tracy-Widom law  which, based on Painlevé representations and a proper scaling of eigenvalues, provides a general formalism to study fluctuations of individual eigenvalues. An appropriate rescaling of eigenvalues makes this law applicable also to Wishart matrices . Motivated by this formalism, and based on the high frequency recordings of all the stocks comprised by DAX, we recently analysed the fluctuations of various eigenvalues of the correlation matrix using our methodology  of moving time-window. Even though, on average, the distribution of the bulk of eigenvalues is here consistent with the RMT limit, significant deviations relative to fluctuations of eigenvalues of the correlation matrices calculated from purely random time series still remain. This can partly be attributed to the effect reminiscent of the slaving principle of synergetics : if one, or a small fraction of states take the entire collectivity, all the others become enslaved and thus their ’noise freedom’ gets also reduced. This may affect the oposite edge of the spectrum by suppressing the amount of noise there, and thus making the corresponding states again deviating more from their RMT limit. The above seems to provide a likely explanation for the effect observed in ref. , that the smallest eigenvalues of the financial correlation matrix also correspond to more localised states. Such effects seem to constitute another manifestation of complexity.

## 4 Summary

The above brief review tempts to view complexity as a trinity comprising coherence, chaos and a gap (probably not too large) between them. Coherence constitutes the essence as it makes patterns and structures, which is of primary interest and importance. Chaos is always present in any really interesting system and, in fact, it is even needed as it allows to quickly explore the whole available phase space, and thus to probe various possibilities and to switch from one pattern of activity to another. Finally, the gap between them allows the structures to be identifiable and to exist for some time. Thus all the three are needed in parallel. Such a combination probably makes a natural system most efficient in its evolution.

This work was partly supported by KBN Grant No. 2 P03B 097 16 and by the German-Polish DLR scientific exchange program, grant No. POL-028-98.


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# Glassy dynamics of Josephson arrays on a dice lattice

## Abstract

In this Letter we study the phase diagram and the approach to the equilibrium of Josephson junction arrays on a dice lattice for two different values of the magnetic frustration ($`f=1/2,1/3`$). In both cases the array unedrgoes a Berezinskii-Kosterlitz-Thouless like phase transition. For the fully frustrated array, $`f=1/2`$, we find evidence of a glassy behavior although the system has no disorder. For comparison we study dynamics of the array at a different value of frustration ($`f=1/3`$) and find no trace of glassy dynamics.

Quantum interference can lead to localization even in the absence of any disorder. This effect has been theoretically predicted vidal  in tight binding models on dice lattices, and experimentally verified in superconducting wire networks abilio  and semiconductor heterostructures naud . This field-induced localization can be understood in simple terms. An electron propagating through the lattice (to be specific we consider the tight binding model of Ref. vidal ), will enclose Aharonov-Bohm loops. For specific values of the applied magnetic field interference is destructive and the electron wavefunction is then confined in the so called Aharonov-Bohm (AB) cages. In the case of superconducting wire networks the existence of the AB cages manifests in a suppression of the critical current and of the superconducting critical temperature when the dice network is fully frustrated abilio ; footnote . Unexpectedly, decoration espriments pannetier ; serret  have shown that those localization effects are accompanied by the absence of any regular pattern in the low temperature vortex configuration

Together with wire networks, Josephson Junction Arrays (JJA) jja , i.e. networks of superconducting islands connected through Josephson junctions, are ideal systems where to investigate subtle effects induced by the lattice structure and applied magnetic field are. In the last decade there has been a great amount of work on the various aspects of the (thermo)dynamics of the XY model proceeds , of which JJA are experimental realization. Among those works a large body of activity has been devoted to the study of frustration induced by a magnetic field applied perpendicularly to the array frustration . As in the case of wire networks abilio ; pannetier ; serret , one expects that the superconducting transition temperature for JJA would signal the presence of localization. Contrary to wire networks however, phase fluctuations, described by the two-dimensional XY model, will play a dominant role.

Aim of this Letter is the study of the ground state and the finite temperature properties of a fully frustrated XY model on a dice lattice, shown schematically in the inset of Fig. 1, by means of Monte Carlo simulations. Up to now the only theoretical prediction on this model has been obtained by Korshunov korshunov . He has proposed the structure of the ground state, both for wire networks and JJAs, and computed its degeneracy. His result is in apparent contradiction with the experimental observation of the absence of ordering in the vortex pattern at low temperature. Various explanations have been proposed. The authors of Ref. pannetier ; serret  related the unexpected disorder in the vortex state with an infinite degeneracy and, in turn, with localization effects due to Aharonov-Bohm cages. On the other hand Korshunov’s analysis korshunov  shows that the family of ground states is ordered and the absence of vortex regular pattern observed in the experiments could be ascribed to that geometrical irregularities undoubtly present in the experimental samples. What emerges from our work is that this apparent discrepancy can be due to a glassy dynamics that sets in at low temperatures. This result, we believe, can be of general interest since we find a glassy behaviour in an system without any disorder. An investigation of JJA with a dice lattice can provide a controlled way to investigate glassy states that are not consequence of intrinsic random frustration struik ; halsey ; aste .

Our results are summarized in Figs.1-5. We will show that the JJA has an hysteretic behaviour with a non exponential decay of phase correlations. In the last part of the Letter we reinforce the glassy behaviour found in the fully frustrated case by comparing it with a JJA on a dice lattice with a different value of the magnetic frustration.

The JJA is described by the XY Hamiltonian

$$H=E_J\underset{<i,j>}{}\mathrm{cos}(\theta _i\theta _jA_{ij})$$
(1)
where $`E_J`$ is the Josephson coupling and $`<\mathrm{}>`$ refers to the sum over nearest neighbors. In the experimental situation $`E_J`$ changes with temperature, here for simplicity we treat it as an independent parameter. The variables $`\theta _i`$ are the phases of the superconducting order parameter of the i-th island. For later convenience we introduce the phase difference $`\theta _{ij}=\theta _i\theta _j`$. The magnetic field enters through $`A_{ij}=(2\pi /\mathrm{\Phi }_0)_i^j𝐀𝑑𝐥`$ ($`𝐀`$ is the vector potential), where $`\mathrm{\Phi }_0=hc/2e`$ is the flux quantum. The relevant parameter which describes the magnetic frustration is $`f=A_{ij}/(2\pi )`$, where the summation runs over the elementary plaquette. We study the cases $`f=1/2`$ and $`f=1/3`$ on a dice lattice. Estimation of the various quantities have been obtained averaging at least $`10^7L^2`$ Monte Carlo configurations by using a standard Metropolis algorithm. The largest lattice studied is $`L=84`$. We refer to the Monte Carlo dynamics as to the dynamics of the system. Energies and temperatures will be expressed in units of $`E_J`$ and $`E_J/k_B`$ ($`k_B`$ the Boltzman constant) respectively.

f=1/2. The ground states for the fully frustrated case have been proposed by Korshunov korshunov . We have tested his conjecture performing simulations at very low temperatures starting from one of the ground states proposed. Our simulations give a value for the ground state energy (per site) $`E_G(f=1/2)=1.155`$ in very good agreement with the analytic calculations (see Fig. 1). The stiffness

$$\mathrm{\Gamma }=\frac{^2}{\delta ^2},$$

used to signal the presence of the transition, is defined through the increase of the free energy $``$ due to a phase twist $`\delta `$ imposed in one direction ohta . Our data, plotted in Fig.2 for $`\mathrm{\Gamma }`$ indicate that there is a phase transition. The critical temperature was determined by using the following ansatz for the size dependence of $`\mathrm{\Gamma }`$ weber

$$\frac{\pi \mathrm{\Gamma }}{2T_c}=1+\frac{1}{2\mathrm{ln}(L/l_0)}$$

where $`l_0`$ is the only fit parameter. The estimated value is $`T_c=0.05`$. Note that the transition temperature for the fully frustrated square lattice ($`T_c0.446`$) is one order of magnitude larger than the one found for the dice lattice. This type of scaling implies that the transition belongs to the Berezinskii-Kosterlitz-Thouless universality class BKT . Although larger systems are needed to confirm this point, however the very existence of the critical point is clearly seen in the simulations.

So far we described the thermodynamics of the model introduced in Eq.(1). A closer inspection to the approach of the system to the equilibrium reveals an interesting scenario. In Fig.1 the energy per site, obtained by heating and cooling the system, is shown as a function of temperature. The low energy curve is obtained by starting at very low temperatures in one of the ground states and heating up the system. A clear hysteretic behaviour is observed up to temperatures of the order of $`0.06`$. Upon cooling, the energy of the system remains higher and never reaches the ground state value. Finally the top-most symbols ($``$) in Fig.1 represent the average internal energy in the case in which the system is quenched from a very high temperature state. Further confirmation of the glassy behaviour is seen in the behaviour of the stiffness upon cooling and heating, see the inset of Fig.2. As expected, also $`\mathrm{\Gamma }`$ shows hysteresis and upon cooling it is much lower than in the heating part of the cycle implying that the system is not able to order. The transition temperature, see the discussion in the previous paragraph, was determined considering the data obtained upon cooling the sample. Essentially the same temperature is obtained scaling the data on the heating run. The transition at which the hysteretic behaviour sets in appears to be higher than the transition to the ordered state. On cooling down from higher temperatures, the onset of glassy behaviour will prevent the system to enter in the ordered state. This is also the main reason why it was necessary to consider systems as large as $`L=84`$ to ascertain the very existence of the phase transition.

The presence of a glassy behaviour should manifest in an anomalous relaxation to the equilibrium state. We analyzed how the energy shown in Fig.1 relax to the stationary value. An accurate fitting of the energy decay with time show that for temperatures $`T0.06`$ the system enters a glassy state characterized by a slow (logarithmic) relaxation to the equilibrium situation. The fits reported in Fig.3 show the change from an exponential behavior at high temperatures to a decay typical of glassy dynamics

$$E(t)=a+\frac{b}{\mathrm{log}(t/\tau )}$$
(2)
for low temperatures ($`a,b,\tau `$ fitting parameters). The equilibrium value estimated from the logarithmic fit of Eq.(2) is consistent with the value obtained in the heating branch shown in Fig.1

In the presence of slow relaxation, a more detailed analysis on the approach to the equilibrium can be made by studying the correlation

$$C(t_w,t)=\frac{1}{L^2}\underset{ij}{}\mathrm{cos}(i[\theta _{ij}(t)\theta _{ij}(t_w)])$$
(3)
where $`t_w`$ is the waiting time (i.e. the time that the system is kept at that temperature before the measurement starts) and $`t`$ is the time. In Fig.4 the results at low and high temperature are presented. At high temperature, ($`T=0.15`$ in the figure), the correlation $`C(t_w,t)`$ decays exponentially as a function of $`tt_w`$ and it is independent on $`t_w`$. More interestingly at temperatures below $`T=0.06`$ the loss of correlations is much slower and it depends strongly on $`t_w`$.

The evidences presented so far indicate that the presence of AB cages not only affects the $`T_c`$ or the critical current but induce a glassy behavior in the low temperature region where phase fluctuations play a dominant role. In order to strengthen this conjecture we analyzed the properties of JJA on a dice lattice at $`f=1/3`$. For this value of frustration no localization is predicted.

f=1/3. The ground state, in this case, has an energy per site $`E_G=4/3`$. Differently from the fully frustrated case, a study of the energy as a function of the heating/cooling cycles did not show any hysteretic behaviour. The study of stiffness as a function of temperature, signals a phase transition at a temperature of the order of $`T_c0.2`$, a much higher value than for the fully frustrated case. What is most important is that in the case of $`f=1/3`$ there is not trace of hysteretic behaviour neither in energy nor in the stiffness and the correlation function $`C(t_w,t)`$ decays exponentially with the time.

Finally we comment on the experimental issue related to the presence of glassy dynamics related to the AB cages. In the experiments reported in Refs.pannetier ; serret , decoration measurements show a regular vortex pattern in the $`f=1/3`$ case while there is no trace of ordering for $`f=\frac{1}{2}`$. In Fig.5 we make the same type of comparison. It is evident that in fully frustrated case there is no trace of the vortex lattice, although there is an ordered phase at low temperature as confirmed by the analytic approach of Ref.korshunov  and the simulations of the present work. The vortex configurations seems to reproduce the experimental, however some words of cautions are necessary. The experiments were performed in wire networks while in this paper we studied JJAs. At low temperatures the two systems have a different energy dependence on the phase difference ($`\mathrm{cos}(\theta )`$ for arrays and $`\theta ^2`$ for wires) as discussed in Ref.korshunov . The phase configurations, however, do not differ significatively in the two cases, and this makes us confident on the interpretation. Nevertheless it would be important to have experimental results on JJA to confirm or dispute this analysis.

A final point that should be made is related to the dynamics. Here we discussed a Monte Carlo dynamics. In principle the existence of a glassy behaviour can depend on the choice of the dynamics. It would be important to test the ideas put forward in this Letter by performing simulations of the corresponding RSJ kim  and local damping korshunov2  dynamics which gave in the past very good agreement with experiments. This is outside the scope of this work. However we emphasize once more that the evidence of the apparent loss of a regular pattern in the vortex configuration seen in the experiments fits nicely with the phenomenology found in the present work.

The authors would like to thank E. Serret and B. Pannetier for useful discussions and S.E. Korshunov for a critical reading of the manuscript. This work was supported by the INFM and by and the European Community (Contract FMRX-CT-97-0143).


text:
# References

A Note on Holography
on a
Curved Brane

by
A.J.M. Medved
Department of Physics and Theoretical Physics Institute
University of Alberta
Edmonton, Canada T6G-2J1
\[e-mail: amedved@phys.ualberta.ca\]

ABSTRACT

Some recent literature has examined the holographic-induced cosmology of a brane universe in the background of an anti-de Sitter-black hole geometry. In this regard, curved-brane scenarios have begun to receive considerable attention. Our current interest is in a formal discrepancy that exists between two such works by Padilla (hep-th/0111247) and Youm (hep-th/0111276). In particular, these authors have incorporated different values for a conformal factor that is used to relate the thermodynamics of the relevant (AdS bulk and CFT brane) spacetimes. After a more general review, we clarify this issue and discuss the implications on the prior results.

Much of current gravitational physics has been influenced by the intriguing concept of “holography” . The underlying principle, which has followed closely from the original “Bekenstein bound” , is based on the notion that the maximal entropy that can be stored within a given volume will be determined by the largest black hole fitting inside of that volume. Since the entropy of a black hole is essentially given by its (outer-horizon) surface area , it follows directly that all relevant degrees of freedom of any system must (in some sense) live on a boundary enclosing that system.

Since ’t Hooft  and Susskind  originally proposed the holographic principle as being fundamental to any gravitational theory (at least at a semi-classical level), it has received its fair share of criticism. (See Ref. for a review and references.) However, one undeniable success of holography has been the celebrated duality that apparently exists between anti-de Sitter (AdS) spacetimes and conformal field theories (CFTs); that is, the AdS/CFT correspondence . It has, in fact, been argued (and demonstrated in many instances) that the horizon thermodynamics of a given $`n`$+2-dimensional AdS black hole can be identified with a certain $`n`$+1-dimensional CFT. Furthermore, the CFT of interest is assumed to be in a strongly coupled, high-temperature regime and to live on a timelike surface that can be identified as an asymptotic boundary of the AdS spacetime.

In a paper of considerable interest , Verlinde applied the AdS/CFT correspondence (and other holographic considerations) to a specific cosmological setting: an $`n`$+1-dimensional, radiation-dominated, closed Friedmann-Robertson-Walker (FRW) universe. In a subsequent study , Savonije and Verlinde extended the original treatment so that the FRW universe is actually a CFT living on the brane in an Randall-Sundrum scenario .111The Randall-Sundrum brane world  describes an $`n`$+1-dimensional submanifold (or $`n`$-brane) that serves as a boundary for an $`n`$+2-dimensional AdS bulk spacetime. The basic premise (when $`n=3`$) is that the “ordinary” matter of our universe is trapped on the brane, whereas the graviton and (possibly) other hypothetical fields are allowed to propagate in the “extra” bulk dimension. For further discussion and references, see Ref.. In particular, the bulk spacetime was regarded as an $`n`$+2-dimensional AdS-Schwarzschild black hole, with this being bounded by an $`n`$+1-dimensional brane of constant tension. Note that the brane tension is a free parameter that was ultimately fixed to obtain a flat-brane solution.

This pair of papers covered a wide scope, but let us summarize some of the highlights (as relevant to the brane-world scenario).

(i) If one solves the field equations of the boundary action (which effectively describes the brane dynamics), it leads to the standard Friedmann equations for a radiation-dominated universe (assuming a suitable choice of brane tension). In these equations, the “Hubble constant” ($`H`$) is identified with the time derivative of $`a`$; that is, the radial distance between the brane and the center of the black hole.

(ii) On the basis of the AdS/CFT correspondence, the thermodynamics of the brane can be directly evaluated from the thermodynamic properties of the black hole horizon.

(iii) The brane (i.e., CFT) entropy takes on a Cardy-like form ; with the Cardy “central charge” being directly related to the sub-extensive portion of the energy (or entropy). This sub-extensive contribution can be identified with the Casimir energy (or entropy) of the brane universe.

(iv) A special moment in the brane’s cosmological evolution is found to be of particular significance: when the brane crosses the black hole horizon. At this point, the brane temperature and entropy can be simply expressed in terms of the Hubble parameter (and its derivative). Moreover, the first law of brane thermodynamics coincides precisely with the Friedmann equations. This is remarkable, inasmuch as the CFT equations of state should, in principle, know nothing about gravity or cosmology.

(v) When the brane crosses the horizon, there are further coincidences; including the Casimir entropy ($`S_C`$) with the Bekenstein-Hawking entropy ($`S_{BH}`$) of a universal-size black hole.222It has been shown that, strictly speaking, such coincidences are not persistent when quantum effects have been accounted for . The interest of the current letter, however, is restricted to the scenario where such quantum effects are essentially negligible. If one follows Verlinde and conjectures that $`S_CS_{BH}`$ is actually a universal holographic bound (which, in this case, is valid if the brane remains outside of the horizon), then various other coincidences can also be interpreted as holographic bounds that are saturated when the brane and horizon meet. For instance, given a strongly self-gravitating Universe ($`H^2a^21`$), then the CFT total entropy ($`S`$) is bounded by a quantity known as the “Hubble entropy” ($`S_H`$). Meanwhile, for a weakly self-gravitating universe ($`H^2a^21`$), $`S`$ is bounded by a quantity referred to as the “Bekenstein entropy” ($`S_B`$). Note that the above terminology follows from the definitions of Ref..

The Verlinde-Savonije program has since been extended and generalized to various AdS-black hole scenarios. (For a thorough list of the relevant citations, consult Ref..) More recently, there have been attempts at generalizing the formalism to de Sitter (dS) black holes . Such attempts have had only qualified success, which can be attributed to complications that are inherent to any asymptotically dS spacetime . These complications have, as well, impeded the progress towards establishing a dS/CFT correspondence 333For both earlier and later work with regard to this duality, we again refer the reader to the bibliography of Ref.. (at least to the level of its AdS analogue). For instance, dS spacetimes lack a globally timelike Killing vector and a spatial infinity (making it difficult to define conserved charges), while the black hole horizon (and its thermodynamic properties) have an ambiguous observer dependence. It is also problematic that dS solutions are conspicuously absent in string theories; thus inhibiting rigorous tests of the proposed duality.

The investigations into dS holography have, in large part, been inspired by observational data that implies a positive cosmological constant for the universe . In a brane-world scenario, however, it is not clear what properties should be attributed to the bulk spacetime. On this basis and given that the AdS/CFT duality is on firmer ground, an alternative viewpoint has also emerged . Namely, the bulk is treated as an AdS black hole, but with an (effective) brane cosmological constant that is non-vanishing and (for the dS case) positive.444In the Verlinde-Savonije treatment , as well as most subsequent generalizations, the brane tension has been fixed so that the (effective) brane cosmological constant is a vanishing quantity.

In this letter, we are particularly interested in the last two citations: Padilla  and Youm . Both of these consider the just mentioned scenario of a AdS-black hole bulk and a non-vanishing (positive) cosmological constant on the brane.555Let us take note of an earlier work along these same lines by Nojiri and Odintsov . The focus of this study was more on the implications of quantum effects, as opposed to the direct repercussions of adding curvature to the brane. However, the classical results can still be obtained in the appropriate limits. We further note that, in regard to the discrepancy discussed in the current letter, Ref. shares the viewpoint of Youm . There is, however, a slight discrepancy between the two presentations, which should be clarified. Let us first discuss the general set-up.

The scenario of interest is an $`n`$+1-dimensional (single-sided) brane of constant tension in an $`n`$+2-dimensional (topological) AdS-black hole bulk.666Note that we are specifically addressing the scenario of Ref.. On the other hand, Ref. considered a double-sided brane and only “pure” AdS-Schwarzschild black holes. However, this analysis can be trivially extended to the case we are considering. In a suitably static gauge, the bulk solution can be written as follows:

$$ds_{n+2}^2=h(a)dt^2+\frac{1}{h(a)}da^2+a^2d\mathrm{\Omega }_n^2,$$
(1)
$$h(a)=k+\frac{a^2}{L^2}\frac{\omega _{n+1}M}{a^{n1}},$$
(2)
$$\omega _{n+1}=\frac{16\pi G_{n+2}}{nV_n}.$$
(3)
Here, $`L`$ is the curvature radius of the AdS background, $`d\mathrm{\Omega }_n^2`$ denotes the line element of an $`n`$-dimensional constant-curvature hypersurface with volume $`V_n`$, $`G_{n+2}`$ is the $`n`$+2-dimensional Newton constant, and $`M`$ and $`k`$ are constants of integration. $`M`$ is identifiable as the ADM (i.e., conserved) mass of the black hole and is always positive. Meanwhile, without loss of generality, $`k`$ can be set to equal +1, 0 or -1. These choices describe a horizon geometry that is respectively elliptic, flat or hyperbolic.

The black hole horizon, $`a_H`$, is described by the outermost root of the equation $`h(a)=0`$. Furthermore, this horizon has an associated temperature and entropy that are respectively given as follows :

$$T_{AdS}=\frac{(n+1)a_H^2+(n1)L^2k}{4\pi L^2a_H},$$
(4)
$$S_{AdS}=\frac{a_H^nV_n}{4G_{n+2}}.$$
(5)
By virtue of the AdS/CFT correspondence , it follows that the above thermodynamics can be identified, up to a conformal factor, with the thermodynamics of a CFT that lives on the brane. That is:

$$EE_{CFT}=𝒞M,$$
(6)
$$TT_{CFT}=𝒞T_{dS},$$
(7)
$$SS_{CFT}=S_{dS},$$
(8)
where $`𝒞`$ is a yet unspecified conformal factor.777These simple relations are known to be violated when, for instance, higher-derivative gravity terms are considered. See Ref. for further discussion and references. Note that the entropy is not subject to this rescaling .

The dynamics of the brane can be determined by way of the following boundary action:

$$_b=\frac{1}{8\pi G_{n+2}}_{}\sqrt{\left|g^{ind}\right|}𝒦+\frac{n\sigma }{8\pi G_{n+2}}_{}\sqrt{\left|g^{ind}\right|},$$
(9)
where $`g_{ij}^{ind}`$ is the induced metric on the boundary ($``$), $`𝒦𝒦_i^i`$ is the trace of the extrinsic curvature and $`\sigma `$ is a parameter measuring the brane tension. Varying this action with respect to the induced metric, one obtains the following field equation:

$$𝒦_{ij}=\sigma g_{ij}^{ind}.$$
(10)
In analogy with Ref., the brane dynamics can be clarified with a new time parameter, $`\tau `$; whereby $`a=a(\tau )`$, $`t=t(\tau )`$ and:

$$\frac{1}{h(a)}\left(\frac{da}{d\tau }\right)^2h(a)\left(\frac{dt}{d\tau }\right)^2=1.$$
(11)
With the above condition, the induced brane metric adopts an FRW form:

$$ds_{n+1}^2=d\tau ^2+a^2(\tau )d\mathrm{\Omega }_n^2,$$
(12)
and the field equation (10) translates to:

$$\frac{dt}{d\tau }=\frac{\sigma a}{h(a)}.$$
(13)
Defining the Hubble parameter in the usual way, $`H\dot{a}/a`$,888A dot denotes differentiation with respect to $`\tau `$. we find that Eqs.(12,13) yield the Friedmann equation for radiative matter:

$$H^2=\frac{\omega _{n+1}M}{a^{n+1}}\frac{k}{a^2}+\frac{2}{n(n1)}\mathrm{\Lambda },$$
(14)
where $`\mathrm{\Lambda }=\frac{n(n1)}{2}\left(\sigma ^2\frac{1}{L^2}\right)`$ is the effective cosmological constant of the brane universe (regarded as positive for the dS case). Unlike prior studies (for instance, Ref.), the brane tension is not fixed here so that $`\mathrm{\Lambda }`$ vanishes.

Also of interest, one obtains the corresponding second Friedmann equation by simply differentiating the above to give:

$$\dot{H}=\frac{n+1}{2}\frac{\omega _{n+1}M}{a^{n+1}}+\frac{k}{a^2}.$$
(15)
To proceed in the manner of Verlinde and Savonije, it is necessary to identify the conformal factor, $`𝒞`$. For a flat-brane scenario (i.e., $`\sigma ^2=L^2`$), one simply rescales thermodynamic quantities by a factor that corresponds to $`\dot{t}`$ in the $`a\mathrm{}`$ limit. This leads to $`𝒞=L/a`$. It is not quite as clear what the analogous procedure should be when the brane has curvature. In Ref., the author continues to use $`L/a`$. In Ref., however, it was argued that this is not a consistent procedure. We discuss these arguments next.

It is typically assumed that the energy of the bulk directly corresponds to the mass of the black hole. Padilla , however, employed a rigorous methodology to evaluate the bulk energy. This derivation was based on: (i) calculating the difference in Euclidean actions (including bulk and boundary terms) between the AdS-black hole and a (pure) AdS reference geometry, (ii) considering the high-energy limit as is appropriate for a dual CFT,999Besides high temperature, various other justifiable assumptions were incorporated along the way. See Ref. for a complete discussion. and (iii) using standard thermodynamics to extract the energy from the Euclidean action . The following result was obtained:

$$E_{AdS}=\left(\frac{1}{L\sigma }\right)^2M.$$
(16)
Then, after asymptotically rescaling by $`\dot{t}`$ (see above), one finds:

$$E_{CFT}=\frac{L^2\sigma }{a}E_{AdS}=\frac{1}{\sigma a}M.$$
(17)
That is:

$$𝒞=\frac{1}{\sigma a},$$
(18)
which does not equal $`L/a`$ if the brane has a non-vanishing curvature.

It is also significant to Padilla’s approach that the effective Newton constant on the brane ($`G`$) be given as follows :

$$G=(n1)\sigma G_{n+2}.$$
(19)
This is contrary to the flat-brane expression of $`G=(n1)G_{n+2}/L`$ , which was also employed in Ref..

In Ref., unlike in Ref., Youm did a thorough analysis on the cosmological implications and holographic bounds of this curved-brane scenario.101010The author of Ref. did, however, verify that the Friedmann equations take on their anticipated forms for a radiation-dominated universe. The outcomes of Ref. are, generally speaking, remarkably similar to those found for a flat brane (see earlier discussion). One notable exception is a failure in the CFT thermodynamics to reproduce the first Friedmann equation when the brane crosses the horizon. The author, however, explained this phenomenon: the thermodynamic properties of the CFT, which are determined from the bulk black hole via the holographic principle, cannot know anything about the brane tension (which features prominently in the first Friedmann equation). Conversely, the second Friedmann equation, which has nothing to say about the brane tension, is indeed reproduced at the brane-horizon coincidence point.

One might wonder how the results of Ref. would hold up if Eqs.(18,19) are incorporated into the formalism. As it happens, these two modifications conspire against each other so that most of the outcomes persevere unfettered. This relative invariance is (perhaps) indicative of the ambiguity in choosing a CFT dual to an AdS spacetime. There are, however, some notable revisions that do indeed occur. We present these in the following itemized list. (For calculational details, we defer to the meticulous work of Ref..)

(i) Firstly, there is a correction to the forms of the CFT entropy and temperature when the brane crosses the horizon:111111The original results will always be on the left and the modified expressions, on the right.

$$S=\frac{1}{\sigma L}S_HS=S_H,$$
(20)
$$T=\sigma L\frac{\dot{H}}{2\pi H}T=\frac{\dot{H}}{2\pi H},$$
(21)
where $`S_H`$ is the Hubble entropy as defined by Verlinde . Notably, the revised forms now agree with the flat-brane results.

(ii) Secondly, the generalized Cardy formula should be modified as follows:

$$s^2=\left(\frac{4\pi }{n}\right)^2\gamma \left[\rho \frac{k\gamma }{a^2}\right]s^2=\left(\frac{4\pi \sigma L}{n}\right)^2\gamma \left[\rho \frac{k\gamma }{a^2}\right]$$
(22)
where $`s`$ and $`\rho `$ are the CFT entropy and energy density, and $`\gamma `$ (the Cardy central charge ) is a quantity directly associated with the Casimir energy on the brane. It would appear that the CFT thermodynamics does know about the brane tension after all; however, not significantly, as this factor of $`\sigma `$ is canceled out by one in the temperature and does not appear in the first law of CFT thermodynamics.

(iii) Thirdly, for a strongly self-gravitating universe (defined by $`S_BS_{BH}`$ ),121212Here, $`S_B`$ are $`S_{BH}`$ are Verlinde’s definitions  of the Bekenstein and Bekenstein-Hawking entropy. When re-expressed in terms of the Hubble constant, $`S_BS_{BH}`$ does not simply translate to $`H^2a^21`$ as it does for a flat-brane scenario. Rather, one now obtains: $`H^2a^22k+\frac{2a^2}{n(n1)}\mathrm{\Lambda }`$. See Ref. for further details. we obtain a modified form of the following holographic bound:

$$S^2\frac{1}{\sigma ^2L^2}S_H^2S^2S_H^2.$$
(23)
Significantly, this revision agrees with the analogous flat-brane bound.

(iv) Finally, for a weakly self-gravitating universe ($`S_BS_{BH}`$), the corresponding holographic bound should be corrected as follows:

$$S\sqrt{2k}S_BS\sigma L\sqrt{2k}S_B.$$
(24)
In this case, the revised and original forms both fail to agree with the analogous ($`k=1`$) flat-brane bound of $`SS_B`$. Hence, the strongly self-gravitating entropic bound is (at least in some superficial sense) more universal than its weakly self-gravitating counterpart. This behavior could not have been deduced from the prior work of Ref..

In summary, we have considered some recent papers  that have applied the holographic principle to an interesting scenario: an AdS-black hole bulk with a dS solution on the brane. We began by discussing the philosophy that underlies such studies and reviewing the seminal (flat-brane) work . After introducing the model of interest, we went on to clarify a formal discrepancy that exists between Ref. and Ref.. This discrepancy involved a conformal factor that is used to relate the dual (AdS bulk and CFT brane) spacetimes. Finally, we have considered the implications of this distinction on the prior results and documented the few modifications of significance: Eqs.(20-24). That such corrections are essentially trivial probably reflects the (limited) freedom one has in assigning a dual CFT to a bulk AdS spacetime.