text:
# Formation of the Galactic disk globular clusters in early dissipative minor merging

## 1 Introduction

The globular cluster system of the Galaxy has been traditionally divided into two distinct populations: Metal-poor, roughly spherical, slowly rotating “halo” population and metal-rich, flattened, rapidly rotating “disk” one (e.g., Zinn 1985, 1991; Armandroff 1989, 1993; van den Bergh 2000). Recent more detailed studies of the disk globular clusters have however suggested that the distinction between the two populations may not be so obvious (e.g., Richtler et al. 1994; van den Bergh 2000), and furthermore that the metal-rich globular clusters are associated with the Galactic bulge rather than the disk (e.g., Minniti 1995; D. Forbes et al. 2001, in preparation). Physical properties of the disk globular clusters, such as structure, kinematics, and metallicity distribution, are considered to provide valuable information on the Galactic early dynamical evolution (Zinn 1991). Owing to the similarity in kinematics, structure, and abundance between the Galactic thick disk and the disk globular clusters, the physical relationship between these two Galactic components have been particularly discussed (e.g., Armandroff 1993; Norris 1993).

Armandroff (1993) suggested that physical processes responsible for the formation of the disk globular clusters include: (1) secular scattering of disk stars and clusters, (2) dynamical heating of the pre-existing thin disk by merging of one or more dwarf galaxies (Quinn & Goodman 1986; Quinn, Hernquist, & Fullagar 1993), (3) gaseous dissipation during tidal encounter between the pre-existing thin disk and satellites (Ashman & Zepf 1992), and (4) dissipative collapse of the Galactic disk (Burkert, Truran, & Hensler 1992). However, there have been yet no further theoretical studies which investigate how the disk globular clusters are formed and whether their dynamical and chemical properties can be explained by a scenario based on the above physical process(es). Therefore it still remains uncertain which physical process is the most dominant mechanism for the formation of the disk globular clusters (Armandroff 1993).

The purpose of this paper is to propose a new “two-fold” mechanism in which the disk globular clusters are first formed by dissipative tidal interaction between a gas-rich dwarf galaxy and the pre-existing, Galactic thin disk, and then dispersed into the Galactic disk region owing to tidal stripping of the merging dwarf. We show that the high-pressure, dense central region of a merging dwarf, which is induced by the Galactic tidal force, can be the site for the formation of the disk globular clusters, because the high pressure of warm interstellar gas ($`P_\mathrm{g}`$ $`>`$ $`10^5`$ $`k_\mathrm{B}`$: $`k_\mathrm{B}`$ is Boltzmann’s constant) can induce global collapse of giant molecular clouds and form massive compact star clusters corresponding to globular clusters (Harris & Pudritz 1994; Elmegreen & Efremov 1997). Based on numerical simulations, we investigate whether this minor merging event can develop such a high pressure region inside a gas-rich dwarf. The present study is the first to demonstrate the detailed predictions of a certain formation scenario, where we base on a “two-fold” mechanism, to assess whether the model reproduces not only metallicity distribution (e.g., Zinn 1985) but also orbital properties of the disk globular clusters (e.g., Dinescu et al. 1999). Therefore we believe that the present study can shed new light on the formation of the Galactic globular clusters.

## 2 Model

We consider a dissipative minor merger between a large disk with its dynamical structure similar to that of the Galaxy and a gas-rich dwarf galaxy represented by a small disk. Since our numerical methods for modeling chemodynamical evolution of this dissipative merger, using the TREESPH codes for hydrodynamical evolution, have already been described by Bekki & Shioya (1998) and by Bekki (1995), we give only a brief review here. We use the exponential disk model of Fall & Efstathiou (1980) with the dark-halo-to-disk mass ratio equal to 4 both for the larger and smaller disks. The total mass and the size of the larger (smaller) progenitor disk are $`M_\mathrm{d}`$ ($`m_2\times M_\mathrm{d}`$, where $`m_2`$ is the mass ratio of two disks) and $`R_\mathrm{d}`$ ($`m_{2}^{}{}_{}{}^{1/2}\times R_\mathrm{d}`$), respectively. From now on, all the masses and lengths are measured in units of $`M_\mathrm{d}`$ and $`R_\mathrm{d}`$, respectively, unless otherwise specified. Velocity and time are measured in units of $`v`$ = $`(GM_\mathrm{d}/R_\mathrm{d})^{1/2}`$ and $`t_{\mathrm{dyn}}`$ = $`(R_\mathrm{d}^3/GM_\mathrm{d})^{1/2}`$, respectively, where $`G`$ is the gravitational constant and assumed to be 1.0 in the present study. If we adopt $`M_\mathrm{d}`$ = 6.0 $`\times `$ $`10^{10}`$ $`\mathrm{M}_{}`$ and $`R_\mathrm{d}`$ = 17.5 kpc as fiducial values, then $`v`$ = 1.21 $`\times `$ $`10^2`$ km $`\mathrm{s}^1`$ and $`t_{\mathrm{dyn}}`$ = 1.41 $`\times `$ $`10^8`$ yr, respectively. Here, for the sake of clarity in the demonstration of our proposed scenario, we show the case that only the dwarf galaxy has a gaseous component; our experiments indicate that the presence of gas in the larger, Galactic disk does not affect our conclusion. We set the gas mass fraction of the smaller disk as 0.1. An isothermal equation of state is used for the gas with temperature of $`7.3\times 10^3`$ K (corresponding to sound speed of 10 km $`\mathrm{s}^1`$). Guided by the observed metallicity-luminosity relation for dwarf galaxies, \[Fe/H\]=$`3.43(\pm 0.14)0.157(\pm 0.012)\times M_V`$ (e.g., Côté et al. 2000), where $`M_V`$ is the $`V`$-band magnitude of a dwarf, we give initial metallicity to each gaseous particle. For the model with $`m_2=0.02`$, the corresponding initial metallicity \[Fe/H\] is about $`0.82`$. By changing the mass ratio $`m_2`$, and orbital eccentricity ($`e_{\mathrm{orb}}`$), pericentric distance ($`r_\mathrm{p}`$), orbital inclination of the dwarf’s orbit ($`\theta `$), we investigate the parameter dependences of physical properties of forming globular clusters. We present mainly the results for our fiducial model with $`m_2`$=0.02, $`e_{\mathrm{orb}}`$=0.5, $`r_\mathrm{p}=0.75R_\mathrm{d}`$, and $`\theta =30^{}`$.

We adopt the following two different star formation laws to convert gaseous particles into either globular clusters or field stars. For globular clusters, we adopt the formation model by Harris & Pudritz (1994), in which interstellar gaseous pressure ($`P_g`$) in star forming regions of a galaxy can drive collapse of pressure confined, magnetized self-gravitating proto-cluster molecular clouds and form compact clusters, if $`P_g`$ is larger than the surface pressure ($`P_\mathrm{s}`$) of the clouds:

$$P_\mathrm{g}P_\mathrm{s}2.0\times 10^5k_\mathrm{B}.$$
(1)
In our simulations, a gas particle is converted into one new cluster if the gas pressure is larger than $`P_\mathrm{s}`$ = $`2.0\times 10^5k_\mathrm{B}`$. Although we cannot investigate the detailed physical processes of cluster formation in the present global (from $``$ 100 pc to 10 kpc scale) simulation, we expect that the adopted phenomenological approach enables us to identify the plausible formation sites of globular clusters. For field stars, we adopt the Schmidt law (Schmidt 1959) with the exponent of 1.5 (Kennicutt 1989). Although this model for star formation is based on the observed current star formation law in the Galactic disk and dwarfs, which may not be simply applied to high redshifts, its details do not affect the derived results for forming clusters.

## 3 Results

Figure 1 and 2 describe how the Galactic disk globular clusters are developed and spatially distributed in the fiducial minor merger model. As the dwarf passes by the pericenter of its orbit, the strong tidal field of the Galaxy greatly distorts the dwarf’s morphology to induce efficient energy dissipation in the shocked gaseous regions. As a result, gas particles having an initially exponential spatial distribution inside the dwarf are efficiently transferred to the central region of the dwarf, where the gaseous density and pressure are made high enough to trigger the globular cluster formation (Figure 2). Young globular clusters are formed preferentially in the dwarf’s central region with high pressure and density ($`T`$=0.56 Gyr in Figure 1), and they are confined inside the dwarf during the early stage of this merging event ($`T`$=2.26). As the dwarf spirals into the center of the Galaxy owing to dynamical friction and is consequently destroyed by the strong tidal field ($`T`$ = 2.82), the globular clusters are violently dispersed into the Galactic disk region. The clusters removed from the dwarf appear to retain the orbital angular momentum of the progenitor dwarf with respect to the Galaxy. Therefore, the cluster system shows moderate rotation and highly flattened spatial distribution even after the dwarf destruction and be identified as “disk globular clusters” ($`T`$ = 3.38, 3.95). Thus the above simulation demonstrates that the disk globular clusters are first formed in the central region of the dwarf during the tidal encounter of the two disks, then dispersed around the plane of the Galaxy after the dwarf’s destruction.

Figure 3 shows that the metallicity distribution of the simulated disk globular clusters has the peak at \[Fe/H\] $``$ $`0.7`$ with the mean metallicity of $`0.58`$, that is 1.7 times larger than the initial metallicity of the dwarf. This increase in metallicity is due to gaseous chemical evolution of the starbursting dwarf. Here, we remark that if the dwarf has already retained globular clusters which are not formed by the current mechanism and if they are simply dispersed after this merging event, their typical metallicity is estimated as \[Fe/H\]=$`1.45`$ using the observed host luminosity vs. cluster metallicity relation (e.g. Côté et al. 2000); such a scenario without taking into account newly formed clusters fails to reproduce the observed metallicity of the disk globular clusters. Thus, our results imply that gaseous dissipation during tidal deformation of a dwarf, and subsequent star formation and chemical evolution inside it can play an important role in the formation of metal-rich disk globular clusters. The derived peak metallicity depends on $`m_2`$ such that the peak value is larger for larger $`m_2`$. This implies that the dwarf mass should be in a certain range in order to reproduce the observed peak value of metallicity distribution of the Galactic disk globular clusters ($``$ $`0.6`$, e.g., Zinn 1991).

As is shown in Figure 3, only a small fraction of the simulated globular clusters (20%) have orbital eccentricities ($`e`$) smaller than 0.3 (i.e., more circular orbits) and the mean eccentricity is estimated to be 0.52. This result is in disagreement with the recent observational result by Dinescu et al. (1999) which suggests that a fairly large fraction of the Galactic disk globular clusters show nearly circular orbits ($`e`$ $`<`$ 0.3). A possible reason for this discrepancy is that many of high-$`e`$ disk globular clusters obtained here are preferentially destroyed by the Galactic tidal field, because such clusters pass by the central region of the Galaxy, so that they are missing at the present epoch. Also, there may exist some observational bias in the selection of cluster sample; the Dinescu et al. result is based on a small number of clusters with available proper motions.

The above results are obtained from our fiducial model, but general properties of globular clusters formed by the current mechanism are quite diverse depending on the merger parameters. Figure 4 summarizes the derived diversity. Firstly, the spatial distribution of disk globular clusters is more centrally concentrated and more spherical for the model with smaller pericentric distance ($`r_\mathrm{p}`$) and larger orbital eccentricity ($`e_{\mathrm{orb}}`$) (panel a). Secondly, the distribution is less centrally concentrated and more spherical for the model with higher degree of the dwarf’s orbital inclination (panel b). Thirdly, globular clusters are less efficiently formed and rather centrally concentrated in the retrograde minor mergers (panel c). This is essentially because tidal disturbance in retrograde merging is so weak that the developed globular clusters can not be tidally stripped so readily. Fourthly, formation efficiency of disk globular clusters and the mean metallicity are higher, and the spatial distribution is more centrally concentrated, for the model with larger $`m_2`$ (panel d) — such clusters may correspond to the “bulge” globular clusters. This result furthermore implies that a disk galaxy with a thicker disk and/or a bigger bulge may hold a larger number of more metal-rich and more centrally concentrated disk (or bulge) globular clusters. This is essentially because a merger with larger $`m_2`$ can create both a thicker disk (Bekki & Shioya 2000) and a larger number of more metal-rich globular clusters (this study) owing to stronger tidal disturbance. Taking into account the above dependence of the result on model parameters, we stress that the nature of disk globular clusters in various disk galaxies may provide us valuable information on their past dynamical histories of dissipative minor merging.

## 4 Discussion and conclusion

### 4.1 Advantages and disadvantages of the present model

The present numerical study has first demonstrated that gaseous pressure of a gas-rich dwarf tidally interacting and merging with the Galactic disk can become so high ($`>`$ $`10^5`$ $`k_\mathrm{B}`$) as to induce global collapse of giant molecular clouds, which are considered to be progenitor objects of disk globular clusters. Our numerical simulations have also demonstrated that if the orbit of the dwarf is nearly coplanar with respect to the Galactic plane, globular clusters formed by the present mechanism show both highly flattened density distribution and rapid rotation. Based on these results, we suggest that the observed structural, kinematical, and chemical properties of the Galactic disk globular clusters can be understood in terms of orbital configuration and metal abundance of gas-rich dwarfs which merge with the Galactic disk. Since galaxy merging is considered to be important for the formation of thick disks (e.g., Quinn et al. 1993) and bulges (e.g., Barnes & Hernquist 1992), the present study implies the existence of some correlation between the Hubble morphological sequence and physical properties of disk globular clusters. Thus our scenario has advantages not only in explaining some of fundamental properties of the Galactic disk globular clusters but also in providing clues to the better understanding of physical relationship between formation of disks and globular clusters.

However, it is not so clear whether the presented scenario can explain the following three aspects of the Galactic disk globular clusters: (1) distribution of orbital eccentricities ($`e`$), (2) three dimensional spatial distribution, and (3) metallicity distribution. The present study predicts that the fraction of nearly circular orbits ($`e`$ $`<`$ 0.3) is only $``$ 20 % whereas recent observations (Dinescu et al. 1999) showed it to be 100 %, although this estimate is based on only two clusters with \[Fe/H\] $`>`$ $`0.8`$ in the Dinescu et al. sample — the selection of the cluster sample is biased in terms of availability of proper motions. Nonetheless, if many of disk globular clusters are characterized by low-$`e`$ orbits, a fairly large fraction of high-$`e`$ clusters, formed by the present mechanism $``$ 10 Gyr ago, should have been destructed by some mechanisms (i.e., some high-$`e`$ clusters disappear by the present epoch), so that the present model can be still consistent with the observation by Dinescu et al. (1999). There are two proposed mechanisms for the destruction of globular clusters: (1) bulge shocking (e.g., Aguilar, Hut, & Ostriker 1988) and (2) spiral-in to the Galactic center via dynamical friction and the resultant destruction of globular cluster and the formation of the Galactic nucleus (Tremaine, Ostriker, & Spitzer 1975).

Aguilar et al. (1988) demonstrated that since the gravitational shocks due to the central bulge of the Galaxy are very efficient in destroying clusters on highly radial orbits, clusters passing through the central 2 kpc can be quickly destroyed by the Galactic central tidal field. The time scale for a globular cluster to spiral in to the Galactic nucleus owing to dynamical friction can be estimated (e.g., Bekki & Couch 2001),

$$t_{\mathrm{fric}}=7.8\times 10^9\left(\frac{r_i}{2\mathrm{k}\mathrm{p}\mathrm{c}}\right)^2\left(\frac{V_c}{200\mathrm{k}\mathrm{m}\mathrm{s}^1}\right)\left(\frac{10^6M_{}}{M_{\mathrm{cl}}}\right)\mathrm{yr}.$$
(2)
Here we neglect the $`\mathrm{ln}\mathrm{\Lambda }`$ term ($``$ 6.6 for a plausible set of parameters), and $`r_\mathrm{i}`$, $`V_\mathrm{c}`$, and $`M_{\mathrm{cl}}`$ are the initial radius from the Galactic center, circular velocity, and mass of the cluster, respectively. Therefore, if a disk globular cluster formed $``$ 10 Gyr ago can pass through the central 2 kpc or be initially within the central 2 kpc, it cannot be observed at the present epoch owing to tidal destruction and spiral-in to the Galactic nuclei. Based on these simple theoretical arguments, we can investigate what fraction of the simulated disk clusters with $`e`$ $`>`$ 0.3 disappear owing to the above mechanisms.

We choose the simulated clusters with $`e`$ $`>`$ 0.3 and investigate whether or not these can pass through the central 2 kpc of the Galaxy. We find that among 56 clusters with $`e`$ $`>`$ 0.3, 39 ($``$ 70 %) can pass through the central 2 kpc within several orbital periods. This implies that most of the simulated disk clusters cannot survive from tidal shocking of the Galactic bulge (or spiral-in to the nucleus) and thus are not identified as globular clusters at later epochs. Therefore, we can expect that the fraction of disk globular clusters (formed earlier) with $`e`$ $`<`$ 0.3 at the present epoch can be $``$ 53 % in the simulation. Further measurements of proper motions of many more disk clusters, by next-generation astrometric satellites such as FAME and GAIA, are required to assess our prediction.

The observed disk globular clusters are confined inside about 9 kpc from the Galactic center and about 3 kpc from the Galactic plane (Zinn 1985). It is an important test whether or not the present model can reproduce this observational result. Figure 5 shows that the simulated clusters are confined inside about 8 kpc from the Galactic center and about 2 kpc from the Galactic plane, which is basically consistent with observations. Figure 5 also shows that even if we remove the high-$`e`$ clusters (with $`e`$ $`>`$ 0.3) having the pericentric distances smaller than 2 kpc (i.e., those not observed at the present epoch owing to tidal destruction from the Galactic bulge), the spatial distribution remains almost the same. Therefore we can say that the present scenario is consistent at least qualitatively with the observed spatial distribution of the disk globular clusters.

What we should emphasize here is that observational data show that many globular clusters are currently within 2 kpc of the Galactic center. The existence of these bulge globular clusters appears to be inconsistent with the results by Aguilar et al. (1988) and thus implies that the above discussion is not so plausible. We however consider that these bulge clusters may exits owing to the following reasons: (1) Their orbits are circular with $`e`$ $`<`$ 0.3, (2) these clusters with low $`e`$ are on the way of disappearance in a long time scale, (3) these clusters are more tightly bound, having high densities and small radius, and (4) these have just arrived at the central 2 kpc from the outer region of the Galaxy owing to dynamical friction (i.e., there is not enough time for the Galactic central tidal field to destroy these clusters). Because of the lack of extensive observations on the physical properties (e.g., orbits, proper motion, and structures) of the central bulge clusters, it is difficult to determine why the Galactic bulge clusters are now observed (i.e., which of the above four explanations is more plausible) and whether the results by Aguilar et al. (1988) can be observationally confirmed. Thus we suggest that the validity of the present scenario, which requires later destruction of high $`e`$ globular clusters by the Galactic central tidal field in order to explain the observed nature of the disk globular clusters, can be assessed by future observations on the bulge globular clusters.

Since the metallicity distribution of globular clusters reflects the chemical evolution of the Galaxy and the Galactic building blocks (e.g., van den Bergh 2000), it is also an important test for any viable theories of the Galaxy formation and globular cluster formation. The present study shows that irrespectively of model parameters, the metallicity distribution of the simulated clusters is sharply peaked. On the other hand, observational studies (e.g., Zinn 1985), showed that the metallicity of disk clusters with \[Fe/H\] $`>`$ $`0.8`$ is rather broadly distributed with the peak metallicity around \[Fe/H\] $``$ $`0.6`$. One possible interpretation of this inconsistency is that owing to some observational errors in the metallicity scale of globular clusters (e.g., Sarajedini 1999), the observed metallicity distribution of disk globular clusters is smeared out, even if the actual distribution is sharply peaked. In order to assess the validity of this possible interpretation, we examine an average error in \[Fe/H\] of disk globular clusters with \[Fe/H\] $`>`$ $`0.8`$ for the sample of Zinn (1985) using Table 6 of Zinn & West (1984), and found that it is $``$ 0.19 dex. This result suggests that if we convolve a Gaussian with a dispersion of 0.2 dex (derived above) to a metallicity distribution with the sharp peak of $`0.6`$ dex, we can anticipate that the resultant metallicity is rather broadly distributed ranging from $`0.8`$ to $`0.4`$. This result implies that the above inconsistency between the present model and observations is not necessarily a serious problem of the present scenario of the Galactic disk globular cluster formation. In this regard, further, more accurate metallicity measurements of metal-rich globular clusters are needed to arrive at their true metallicity distributions (e.g., Carretta et al. 2001; Cohen et al. 1999).

### 4.2 An alternative scenario

We have not presented the effect of a gaseous component in the Galactic disk on the formation of disk globular clusters, as we focus on dwarf galaxies as the sites of forming globular clusters. Dissipative merging has already been suggested to induce the formation of globular clusters inside the Galactic gas disk (Ashman & Zepf 1992), and the detailed processes are now being investigated by Bekki & Chiba (2001, in preparation). This alternative and still attractive scenario might well have the following advantages and disadvantages in explaining structure, kinematics, and chemical properties of disk globular clusters (Bekki & Chiba 2001, in preparation).

Firstly, irrespectively of orbital configurations of dissipative merging, the globular clusters formed inside the Galactic gas disk can show fairly flattened density distribution and rapid rotation (for models with a fixed mass ratio of merging two galaxies). The formation process which is independent of merger orbital configuration is attractive in the sense that structural and kinematical properties of disk globular clusters in external disk galaxies are basically quite similar to one another. Secondly, in order to reproduce the observed mean metallicity of disk globular clusters, dissipative merging should occur only when the Galactic disk has the metallicity of $``$ $`0.6`$ (i.e., the Galaxy is very young, just after the formation of the Galactic stellar halo). It is not clear at all why such a merging occurs only one time and at such a preferred epoch. If a couple of dissipative merging events are involved in the formation of globular clusters, then the resultant metallicity distribution would show multiple peaks with variously different values, which is totally inconsistent with observations.

Thirdly, even if dissipative merging that forms disk globular clusters occurs at a preferred epoch, the metallicity gradient of the gas-rich, young Galactic disk at this merging epoch should be very different from that of the present-day Galactic disk. To be more specific, if the young Galactic disk has the mean metallicity of \[Fe/H\] $``$ $`0.6`$ at the epoch of merging while having the metallicity gradient being exactly the same as that of typical present-day disks derived by Zaritsky et al. (1994) and if globular clusters are formed inside the entire region of the gas disk, the expected metallicity of disk globular clusters can range from \[Fe/H\] = $`1.1`$ to $`0.1`$. This appears to be inconsistent with observations and thus the gaseous metallicity gradient of the Galactic disk at the epoch of merging should be enough small.

### 4.3 A physical relationship between the Galactic thick disk, halo globulars, and disk ones

Previous numerical studies have demonstrated that dynamical heating of the pre-existing Galactic young thin disk by minor merging of dwarf galaxies can create the thick disk component (e.g., Quinn & Goodman 1986; Quinn, Hernquist, & Fullagar 1993). The present results combined with these previous ones raise the following two questions: (1) Is just one minor merging event responsible both for the thick disk formation and for the disk globular formation? (2) When did such minor merging occur? Quillen & Garnett (2000) re-examined the age-velocity dispersion relation in the solar neighborhood and found that there is an abrupt increase in the vertical velocity dispersion of the Galactic stellar disk at an age of 9–10 Gyr. They suggested that this abrupt increase can be explained not by any gradual and long-term scattering of disk stars by spiral arms but by minor merging occurred 9–10 Gyr ago. If this minor merging also results in the formation of disk globular clusters, the age of the disk globular clusters should be 9–10 Gyr. Although it is yet uncertain in the age estimate of each disk globular cluster (e.g., Rosenberg 2000), refining the ages of clusters will settle the above two issues, or assess the validity of the proposed minor merging scenario for the formation of the thick disk and disk globular clusters.

The origin of the observed dichotomy between the Galactic halo and disk globular clusters is one of unresolved problems of the Galaxy formation. We propose that the halo globular clusters are formed by multiple interaction/merging of hierarchically clustered subgalactic clumps or dwarf galaxies, perhaps seeded by CDM subhalos, prior to disk formation, whereas the disk globulars are formed by a minor merging of a dwarf with the Galaxy subsequent to the first thin disk formation. Recent numerical simulations based on a hierarchical clustering scenario (e.g., Bekki & Chiba 2001) have demonstrated that metal-poor stars observed in the Galactic halo were formed initially within subgalactic clumps, which are developed from initial density fluctuations at high redshifts, and then dispersed into the Galactic halo region when clumps are disrupted by tidal stripping. If clumps contain globular clusters, perhaps formed at the epoch of clump formation, and if these clumps merge violently with each other at random orientation of orbits, then these globular clusters will also be widely spread over the halo region during interaction/merging. The aftermath may represent the halo globular cluster system, having spherical distribution and very small amount of rotation.

Just after the end of such violent merging events, the first thin disk component has been at place in the simulated model (Bekki & Chiba 2001). Then, some dwarf galaxies, having large orbital angular momentum with respect to the proto-Galaxy, may arrive at the later epoch. Such dwarfs eventually interact with the first Galactic thin disk, accompanying the tidal deformation. If the initial orbits of these later merging dwarfs are nearly co-planer as examined here or if the orbits are made more co-planer owing to dynamical friction from disk stars, then the globular clusters that are formed during tidal interaction can be dispersed near the disk plane after tidal stripping from the dwarfs. Thus we suggest that the dichotomy between the halo and disk globular clusters may be caused by the difference in the merging epoch of subgalactic clumps or dwarf galaxies, depending on their initial angular momentum; cluster populations may be distinguished whether the merging occurred either before or after the disk formation.

We are grateful to the anonymous referee for valuable comments, which contribute to improve the present paper.


format: text

text:
# Schrödinger cat animated on a quantum computer

## Abstract

We present a quantum algorithm which allows to simulate chaos-assisted tunneling in deep semiclassical regime on existing quantum computers. This opens new possibilities for investigation of macroscopic quantum tunneling and realization of semiclassical Schrödinger cat oscillations. Our numerical studies determine the decoherence rate induced by noisy gates for these oscillations and propose a suitable parameter regime for their experimental implementation.

Since 1935 until recently, the metaphor of Schrödinger cat oscillations between life and death  was considered as a purely theoretical concept. However, during the last decade such oscillations in a quantum limit were observed for two states of a Rydberg atom in a quantum cavity  and an experimental evidence was presented for a quantum superposition of macroscopically distinct states in a superconducting quantum interference device (SQUID) . Manifestations of macroscopic quantum tunneling (MQT) were also observed in magnetization experiments with spin-ten molecular magnets $`Fe_8`$ and $`Mn_{12}`$ . In addition to their fundamental interest these experiments promise to provide important applications, e.g. for solid-state qubit realization  and information storage  based on the Grover algorithm .

The regime discussed in  assumes that the quantum tunneling takes place for a semiclassical object with a regular dynamics in two symmetric regions of phase space. Recently, the investigations of quantum chaos led to an extension of this concept to the phenomenon of chaos-assisted tunneling between islands of regular integrable dynamics separated by a chaotic sea . In this case, due to chaos the period $`T_u`$ of tunneling oscillations becomes very sensitive to the variation of system parameters and statistical description should be used to describe the average distribution of $`T_u`$ . This unusual tunneling is strongly influenced by complex instanton orbits and scarring effects  and a chaos enhancement of tunneling rate by orders of magnitude may be reached by a small variation of parameters. The first direct experimental observations of the chaos-assisted tunneling have been realized recently with cold  and ultracold atoms from a Bose-Einstein condensate  thus opening new possibilities for investigation of this interesting process. However, quantum tunneling is a very sensitive phenomenon and experimental studies are complicated by the decoherence produced by the environment. Due to that theoretical investigations of decoherence effects on MQT were initiated from the very beginning  and are continued up to now .

In this Letter, we show that quantum entanglement and quantum computer simulations  can be efficiently used to study quantum tunneling in deep semiclassical regime. We illustrate this on the example of a quantum symplectic map (double well map) which has a rich phase space structure with integrable islands surrounded by chaotic sea. Our algorithm has certain similarities with the algorithms for the kicked rotator  and for the sawtooth map . It uses the quantum Fourier transform (QFT)  and simulates the dynamics of a quantum system with $`N`$ levels in $`O((\mathrm{log}_2N)^4)`$ operations per map iteration while any known classical algorithm requires at least $`O(N\mathrm{log}_2N)`$ operations. Only one work space qubit is required for computations so that $`n_q`$ qubits describe a physical system with $`N=2^{n_q1}`$ levels. Contrary to  the present algorithm simulates the quantum dynamics with mixed (chaotic/integrable) classical phase space and is optimal for the investigation of chaos-assisted tunneling in semiclassical regime. Indeed, while for MQT in molecular magnets  the effective Planck constant $`\mathrm{}`$ is inversely proportional to the number of spins ($`\mathrm{}1/n_q`$) in our algorithm $`\mathrm{}2^{n_q}`$. Hence with only 10 qubits the algorithm allows to study MQT with the semiclassical parameter being larger by almost two orders of magnitude. At present the nuclear magnetic resonance (NMR) quantum computer can perform QFT  and operate with up to 7 qubits . This allows to study the chaos-assisted quantum tunneling on existing NMR based quantum computers and to obtain important information about decoherence effects in MQT regime.

In the classical limit the dynamics of our model is described by the double well map given by

$$\overline{p}=pKdV(x)/dx,\overline{x}=x+\overline{p}(mod\mathrm{\hspace{0.33em}2}\pi ).$$
(1)
Here $`(p,x)`$ are momentum and coordinate conjugated variables $`(\pi <x\pi )`$, the bars denote the variables after one map iteration and $`V(x)=(x^2a^2)^2`$. In the limit $`K0`$ the map gives the one-dimensional integrable dynamics in the double well potential $`V(x)`$ with the frequency of small oscillations $`\omega _0=2\sqrt{2K}`$. However, for $`K>0`$ the higher harmonics of finite step iterations lead to appearance of chaotic component surrounding the stability islands located at $`x=\pm a`$. A typical example of mixed phase space is shown in Fig.1

The quantum evolution on one map iteration is described by a unitary operator $`\widehat{U}`$ acting on the wave function $`\psi `$:

$$\overline{\psi }=\widehat{U}\psi =e^{i\widehat{p}^2/2\mathrm{}}e^{iKV(x)/\mathrm{}}\psi ,$$
(2)
where $`\widehat{p}=i\mathrm{}/x`$ and $`\psi (x+2\pi )=\psi (x)`$. In the following we take the dimensionless $`\mathrm{}=4\pi /N`$ that corresponds to the case of quantum resonance  with two classical cells (e.g. as in Fig. 1) on a quantum torus containing $`N`$ levels. The semiclassical regime corresponds to $`\mathrm{}1`$ with discretized momentum $`p=\mathrm{}n`$ where $`n`$ is an integer. The most efficient known classical algorithm simulating the quantum dynamics (2) is based on forward/backward fast Fourier transform (FFT) between $`p`$ and $`x`$ representations. For a system with $`N`$ levels it requires two FFT and two diagonal multiplications in $`p`$ and $`x`$ representations and can be performed in $`O(N\mathrm{log}_2(N))`$ operations.

The quantum algorithm simulates one map iteration (2) with $`N=2^{(n_q1)}`$ levels in $`O(n_q^4)`$ quantum gates operating on $`n_q`$ qubits with one qubit used as a work space. The initial wave function in $`x`$ representation is coded in the physical register with $`n_q1`$ qubits in equidistant discrete points $`x_m`$ $`|\psi (x)=_{m=0}^{N1}a_m|m|0`$ with an empty work $`n_q`$th qubit. The action of kick $`U_k=\mathrm{exp}(iKV(x)/\mathrm{})`$ is diagonal in this representation and the simultaneous multiplication of all $`N`$ coefficients can be done in $`3n_q^4`$ gate operations. Indeed, if $`x=_{j=0}^{n_q2}\alpha _j2^j`$, then $`x^4=_{j_1,j_2,j_3,j_4}\alpha _{j_1}\alpha _{j_2}\alpha _{j_3}\alpha _{j_4}2^{j_1+j_2+j_3+j_4}`$ and $`e^{i\beta x^4}=\mathrm{\Pi }_{j_1,j_2,j_3,j_4}\mathrm{exp}(i\beta \alpha _{j_1}\alpha _{j_2}\alpha _{j_3}\alpha _{j_4}2^{j_1+j_2+j_3+j_4})`$ with $`\alpha _{j_{1,2,3,4}}=0`$ or $`1`$. This step can be performed with approximately $`n_q^4`$ 4-qubit gates, namely control-control-control–phase shift ($`C^{(3)}(\beta )`$). The gate $`C^{(3)}(\beta )`$ is applied to each group of 4 qubits and transfers $`|1111`$ to $`\mathrm{exp}(i\beta 2^{j_1+j_2+j_3+j_4})|1111`$ keeping other combinations unchanged. Using the work qubit the gate $`C^{(3)}(\beta )`$ can be expressed via two Toffoli gates $`T`$ and one control-control–phase shift $`C^{(2)}(\beta )`$ as $`C_{j_1,j_2,j_3,j_4}^{(3)}(\beta )=T_{j_1,j_2,w}C_{w,j_3,j_4}^{(2)}(\beta )T_{j_1,j_2,w}`$. Here the indices indicate the qubits on which the gates do apply, $`\beta `$ notes the rotation angle and $`w`$ is the work qubit, which is reset to $`0`$ after $`C^{(2)}(\beta )`$. Thus, the action of kick is expressed via a sequence of standard gates used for quantum computations . Indeed the Toffoli and $`C^{(2)}(\beta )`$ gates can be expressed via one and two qubit gates without addition of extra qubits . The above computation is the most

difficult step in the algorithm and takes approximately $`2n_q^4`$ Toffoli gates and $`n_q^4`$ of $`C(\beta )`$ gates for large $`n_q`$. The multiplications by kick phases with lower powers of $`x`$ are done in the similar way and require smaller number of gates. After multiplication by $`U_k`$ the algorithm is similar to the one used in : the QFT changes $`x`$ to $`p`$ representation in $`O(n_q^2)`$ operations, the rotation $`U_{\mathrm{}}=\mathrm{exp}(i\mathrm{}n^2/2)`$ is realized in $`n_q^2`$ of control–phase shift gates $`C(\beta )`$ and the backward QFT converts the wave function back to initial $`x`$ representation.

An example of the Schrödinger cat oscillations simulated by this quantum algorithm with ideal gates in the regime of chaos-assisted tunneling of Fig.1 is shown in Fig.2 (left). The time evolution of the probability distribution $`W(x)`$, integrated over the work qubit, shows clear tunneling transitions between stability islands of Fig.1. The same evolution simulated by noisy gates is illustrated in Fig.2 (right). Noisy gates are modeled by unitary rotations by an angle randomly fluctuating in the interval $`(ϵ/2,ϵ/2)`$ around ideal rotation angle. This noise introduces an effective decoherence rate $`\mathrm{\Gamma }`$ which destroys the tunneling oscillations after the time scale $`1/\mathrm{\Gamma }`$.

To determine the period of tunneling oscillations $`T_u`$ and their decay rate $`\mathrm{\Gamma }`$ it is convenient to analyze the time dependence of total probability $`W_a(t)`$ at $`x<0`$ (see Fig.3). The fit $`W_a(t)1/2e^{\mathrm{\Gamma }t}\mathrm{cos}(2\pi t/T_u)`$ allows to obtain both $`T_u`$ and $`\mathrm{\Gamma }`$. We note that the value of $`W_a`$ at given $`t`$ can be obtained efficiently from few measurements that enables to determine $`T_u`$ and $`\mathrm{\Gamma }`$. Moreover, the values of $`T_u`$ and $`\mathrm{\Gamma }`$ are not sensitive to the choice of initial state at $`t=0`$. As it was discussed in  for a similar situation, this state should only have a sufficiently large overlap with the coherent state in the center of stability island. For example, the step distribution, $`W(x)=2/N`$ for $`x<0`$ and $`W(x)=0`$ for $`x>0`$, which can be prepared efficiently, gives the same values of $`T_u`$ and $`\mathrm{\Gamma }`$ as in the case of the coherent initial state.

The dependence of the decoherence rate on the parameters is shown in Fig.4. The variation of $`\mathrm{\Gamma }`$ in a four orders of magnitude range is well described by the relation:

$$\mathrm{\Gamma }=0.021ϵ^2n_q^4$$
(3)
This relation can be understood using the following physical arguments. For a given qubit, noise in each unitary gate gives a drop of the probability to be directed along the ideal direction by an amount of $`ϵ^2`$. Since at each map iteration the number of gates is $`n_gn_q^4`$ the total decay rate is proportional to $`ϵ^2n_g`$ in agreement with Eq.(3). We note that similar estimates for the decoherence rate induced by noisy gates were also obtained for the Shor algorithm . At the same time the relation (3) is rather simple comparing to the decoherence rates discussed for MQT in SQUIDs  and molecular magnets . One of the reasons for that is that the main step of the algorithm operates always with the same work qubit. If the unitary rotations of this qubit are noiseless then the decay rate $`\mathrm{\Gamma }`$ is significantly reduced (see Fig. 4). Hence, the quantum error correcting codes  applied only to the work qubit can significantly reduce the decoherence rate, with a relatively small increase of the work space.

Our algorithm allows to obtain interesting results about chaos-assisted tunneling even with a small number of qubits. For example, the data of Fig. 3 can be obtained experimentally on the basis of techniques applied in . The main obstacle for experimental implementation of this algorithm is the decoherence. Indeed to observe the Schrödinger cat oscillations the decoherence time scale $`1/\mathrm{\Gamma }`$ should be much larger than the oscillation period $`T_u`$. As it is usually the case for semiclassical tunneling, the later increases exponentially with the decrease of $`\mathrm{}`$. This implies very rapid growth of $`T_u`$ with $`n_q`$: $`T_u\mathrm{exp}(S/\mathrm{})\mathrm{exp}(2^{n_q}S/8\pi )`$, where $`S1`$ is a constant related to the classical action. For example, for $`K=0.04,a=1.6`$ the period changes from $`T_u=90(n_q=6)`$ to $`T_u=1.68\times 10^6(n_q=9).`$ Therefore even if the algorithm performs each map iteration (2) in polynomial number of gates, exponential number of map iterations should be done to observe tunneling oscillations in deep semiclassical regime. Nevertheless, in the regime of chaos-assisted tunneling, the value of $`S`$ can be easily varied  by changing the parameters of the map ($`K`$ and $`a`$) that allows to obtain not too large $`T_u`$ values for $`n_q10`$, e.g. $`T_u=305`$ for $`K=0.3,a=0.5,n_q=10`$. Indeed, the value of $`S`$ can be changed significantly by reducing the size of the stability islands embedded in the chaotic sea. In spite of the rapid growth of $`T_u`$ with the number of qubits $`n_q`$ the proposed algorithm uses them in an optimal way in order to reach the minimal effective Plack constant which scales as $`\mathrm{}2^{n_q}`$. This situation is qualitatively different comparing to SQUIDs  where even for a macroscopic number of particles (analogous to $`n_q`$) the evolution is described by a Hamiltonian with two levels and effective $`\mathrm{}1`$ . It also differs from the experiments  where effectively $`\mathrm{}1`$ independently of number of cold atoms.

In summary, our studies show that the Schrödinger cat can be animated in a deep semiclassical regime on existing quantum computers  with six or more qubits. Such experiments will give interesting information about the nontrivial regime of chaos-assisted tunneling in presence of external decoherence. They will allow to determine the effective accuracy of quantum computation, operability bounds and decoherence rates for the first generation of quantum computers.

This work was supported in part by the NSA and ARDA under ARO contract No. DAAD19-01-1-0553, the NSF under Grant No. PHY99-07949 and the EC RTN contract HPRN-CT-2000-0156.


text:
# Colored minority games

## 1 Introduction

The Minority Game (MG)  provides an ideal playground for studying interacting agent systems such as financial markets . Its stationary states have indeed been understood in great detail  whose conclusions have been recently confirmed by a fully dynamic theoretical approach . Such a state of the art allows one to address interesting issues on the way in which such complex systems behave.

The MG is a largely oversimplified model of a systems of adaptive agents. This characteristic is what makes the MG analytically tractable thus allowing one to derive a coherent picture of its collective behavior. Then, it is important to understand how this picture changes as one moves towards more realistic cases. Several investigations have indeed aimed at relaxing the many unrealistic features of the MG: The effect of non-adaptive agents (also called producers or hedgers) has been studied in Ref. ; the role of market impact was addressed in Refs.  and differently weighted agents were discussed in Ref. . Agents who can refrain from playing, if that is not convenient have also been considered in Ref. . The analytic theory offers insights on these issues which allows one to form a far more complete picture than that resulting only from numerical simulations .

An unrealistic feature of the MG is that agents trade on the same time-scales and that different events also occur with the same frequency. Our aim in this note is to study how the collective behavior changes if one goes beyond such simplifying assumptions.

The MG is based on a syncronous dynamics. Every agent, at each time trades in the market. In the real world agents trade on different frequencies; some everyday, even several times in a day, and some once a week, a month or an year. The distribution of trading time-scales across agents may likely be spread over several decades, which may offer an explaination for the presence of long range correlations in the volume of financial activity . How does the behavior of MG changes if we account for strategies acting on different, even widely spread, frequencies?

We find that the qualitative behavior of the system is not affected. Still a phase transition between an informationally efficient phase and an inefficient phase exist. We quantify how the critical point where the phase transition occurs depends on the distribution.

The second question we ask concerns the frequency with which events occur. In the world of the MG one of many possible events occur in each period. Agents observe these events and indeed they adopt strategies which provide actions conditional to events. All events in the MG occur with the same probability. In section 4 we study a situation where events occur with different probabilities. Our discussion builds up on results derived in . In particular we address the issue of information efficiency.

When the market is not informationally efficient, one may investigate market predictability as a function of the frequency of events. We find that markets are more predictable when rare events occur than when typical events occur. In particular the asymmetry of market outcome in a given state is inversely proportional to the frequency of that state. This gives a frequency-dependent characterization of market (in)efficiency.

When comparing these results with real market data, one faces the problem of identifying relevant events. We discuss a simple example based on FX data. Average returns of the FX rate are conditioned to events which, as in the the original MG, encode the information on the $`M`$ most recent market movements. Our evidence is not strong but it points in the right direction: The market is more predictable when rare events occur.

## 2 The Minority Game

The MG depicts a market with $`N`$ adaptive agents or speculators. The market can be in one of $`P`$ states, labelled by $`\mu `$ in the following. Each trader $`i`$ has two personal trading strategies, labeled by a spin variable $`s_i`$, which prescribe an action $`a_{s_i,i}^\mu `$ for each state $`\mu `$. These trading strategies are drawn at random from a certain distribution (see later) and assigned to agents.

The game is repeated many times; at time $`t`$ the state $`\mu (t)`$ is drawn from a distribution $`\rho ^\mu `$ at each time and agents try to estimate, on the basis of past observations, which of their strategies is the best one. To do this, agents assign a score $`U_{s,i}(t)`$ to each strategy $`s=\pm 1`$. The larger the score of a strategy, the more likely it will be played by the agent: If $`s_i(t)`$ is the strategy played by agent $`i`$ at time $`t`$ we assume that

$$\mathrm{Prob}[s_i(t)=s]\mathrm{exp}\left[\mathrm{\Gamma }U_{s,i}(t)\right]$$
(1)
where $`\mathrm{\Gamma }`$ is a learning rate. Each agent monitors the scores $`U_{s,i}(t)`$ of each of her strategies $`s`$ by

$$U_{s,i}(t+1)=U_{s,i}(t)a_{s,i}^{\mu (t)}A(t)/N,A(t)=\underset{j}{}a_{s_j(t),j}^{\mu (t)}.$$
(2)
This dynamics implies that agents prefer to take actions with the opposite sign to that of $`A(t)`$. Indeed they reward by increasing $`U_{s,i}`$ the score of a strategy $`s`$ for which $`a_{s,i}^{\mu (t)}A(t)<0`$. If only binary actions $`a_{s,i}^\mu =\pm 1`$ are allowed, then $`A(t)`$ has the sign of the action taken by the majority. Hence the minority “wins”. We refer the interested reader to Refs.  for deeper discussions on the interpretation of this dynamics.

The relevant parameter  is the ratio

$$\alpha =P/N$$

between the “information complexity” $`P`$ and the number of agents, and the key quantity we shall look at is

$$\sigma ^2=A^2$$

where $`\mathrm{}`$ is a time average in the stationary state. $`\sigma ^2`$ is a measure of the inefficiency of agents’ coordination because. Hence optimal states correspond to minima of $`\sigma ^2`$.

A further interesting quantity is the predictability

$$H=\underset{\mu =1}{\overset{P}{}}\rho ^\mu A|\mu ^2$$
(3)
of the market. Here $`\mathrm{}|\mu `$ is a conditional average in the state $`\mu `$. If the average $`A|\mu `$ of $`A(t)`$ conditional to $`\mu (t)=\mu `$ is non-zero, then the sign of $`A(t)`$ is statistically predictable if $`\mu `$ is known. This is why $`H`$ measures predictability.

Previous works have mainly focused on strategies drawn from the distribution

$$P(a_{s,i}^\mu )=\frac{1}{2}\delta (a_{s,i}^\mu +1)+\frac{1}{2}\delta (a_{s,i}^\mu 1)$$
(4)
(a correlation between the two trading strategies has also been considered) and on the event distribution

$$\rho ^\mu =\frac{1}{P}.$$
(5)
The collective behavior of the market is the following: For $`\alpha >\alpha _c`$ the market is predictable ($`H>0`$), the stationary state is unique and independent of the learning rate $`\mathrm{\Gamma }`$. As $`\alpha `$ decreases from large values, also $`\sigma ^2`$ decreases signalling that agents manage to coordinate more and more efficiently. At $`\alpha =\alpha _c`$ a phase transition occurs. Indeed for $`\alpha <\alpha _c`$ the market is unpredictable ($`H=0`$), the stationary state is not unique but rather depends both on the initial conditions and on the learning rate. For symmetric initial conditions ($`U_{s,i}(0)=0`$ $`s,i`$), $`\sigma ^2`$ reaches a minimum at $`\alpha _c`$ and then it starts raising as $`\alpha `$ decreases below $`\alpha _c`$. In this region $`\sigma ^2`$ is also an increasing function of $`\mathrm{\Gamma }`$. The inefficiency $`\sigma ^2`$ also decreases as a function of the asymmetry of initial conditions. For strongly asymmetric initial conditions (e.g. $`U_{+,i}(0)U_{,i}(0)`$, $`i`$) $`\sigma ^2`$ is greatly reduced and it decreases with $`\alpha `$.

Such a complex behavior can be captured and described quantitatively by a statistical mechanics approach  based on two steps: First one studies the stationary state properties of the system and secondly one studies the stochastic dynamics. Here we discuss how this picture changes when either of Eqs. (4,5) is modified to allow for agents acting or events occurring on different frequencies.

## 3 Agents trading on different time-scales

Let us assume that agent $`i`$ plays with a frequency $`f_i`$. More precisely we assume that

$$P(a_{s,i}^\mu )=f_i\left[\frac{1}{2}\delta (a_{s,i}^\mu +1)+\frac{1}{2}\delta (a_{s,i}^\mu 1)\right]+(1f_i)\delta (a_{s,i}^\mu ).$$
(6)
This means that on a fraction $`1f_i`$ of the events, agent $`i`$ does not trade ($`a_{s,i}^\mu =0`$). Different agents play with different frequencies, and are not supposed to respect any rigid time-table. We assume $`f_i`$ to be fixed at the beginning of the game, sorting it randomly on the basis of a given distribution $`\nu (f)`$. In order to describe the lack of a single characteristic time-scale, we will mainly consider the distribution

$$\nu (f)=\gamma f^{\gamma 1},$$
(7)
so that the system is now described by two parameters $`\gamma `$ and $`\alpha `$. In the limit $`\gamma \mathrm{}`$ we recover the case in which all players are supposed to act at each run of the game. Following Ref. , we find that the stationary state “magnetizations” $`m_i=s_i`$ are coincide with the minima of $`H`$ where, in Eq. 3,

$$A|\mu =\underset{i=1}{\overset{N}{}}\left[\frac{a_{+,i}^\mu +a_{,i}^\mu }{2}+m_i\frac{a_{+,i}^\mu a_{,i}^\mu }{2}\right].$$

The properties of the stationary states are then accessible using standard methods of statistical mechanics of disordered systems. The approach follows exactly the same steps as those of Refs. . As detailed in the appendix, the main difference concerns the disorder average of the replicated partition function that is now taken with Eq. (6) and not with Eq. (4). Furthermore one has to average over the distribution $`\nu (f)`$. Details of the calculations are reported in the appendix.

The system behaves in a non-trivial way, presenting a phase transition in the $`(\gamma ,\alpha )`$ plane as shown in figure 1). This separates an informationally inefficient phase with $`H>0`$ – for $`\alpha >\alpha _c(\gamma )`$ – from an efficient phase ($`H=0`$) for $`\alpha <\alpha _c(\gamma )`$. As expected when $`\gamma \mathrm{}`$ we recover the value of the critical threshold $`\alpha _c0.3374\mathrm{}`$ of the mono-chromatic MG . For finite values of $`\alpha `$ we find a smaller value of $`\alpha _c`$. This is consistent with the observation that a smaller number of agents are active in the market at each time.

When $`\gamma 0`$ the critical threshold $`\alpha _c(\gamma )`$ vanishes. This is consistent with the observation that in such a market the effective number of trader is a vanishing fraction of $`N`$.

Concerning agent’s behavior we find that the distribution of magnetization $`m`$ conditional to the frequency $`f`$ is given by:

$$P(m|f)=\frac{1}{2}\varphi (f)\left[\delta (m+1)+\delta (m1)\right]+\frac{\zeta f}{\sqrt{2\pi }}e^{(\zeta fm)^2/2}$$
(8)
where $`\zeta =\zeta (\alpha ,\gamma )`$ is a parameter which depends on $`\alpha `$ and $`\gamma `$ (see appendix) and

$$\varphi (f)=\mathrm{erfc}\left(\frac{\zeta f}{\sqrt{2}}\right).$$

is the probability that an agent with $`f_i=f`$ is frozen, i.e. that he/she plays always the same strategy ($`m_i=\pm 1`$). Hence agents who play less frequently (small $`f_i`$) are more likely to be frozen. This is reasonable because it is the market impact  which makes agents switch between strategies and agents who trade less frequently are less affected by the market impact.

Most of the noise traders – i.e. of the agents with $`m_i0`$ – are frequent traders: It is not difficult to see that the probability that a trader with $`m_i0`$ has frequency $`f_i=f`$ is $`\mathrm{Prob}(f_i=f|m_i0)f^\gamma `$.

The main conclusion of this section is that, even with a broad distribution of trading time-scales across agents, the basic picture of the behavior of the MG remains that of the mono-chromatic MG. We also see that frequent traders are responsible for market volatility.

## 4 Broadly distributed frequency of events

In this section we address the behavior of a market, as described by the MG, when the basic events have a broad distribution of frequencies. In other words, instead of Eq. (5) we consider

$$\rho ^\mu =\frac{1}{P}\tau ^\mu $$
(9)
with $`\tau ^\mu `$ distributed with a pdf $`\theta (\tau )`$ such that

$$_0^{\mathrm{}}\theta (\tau )\tau 𝑑\tau =1$$

which ensures normalization of $`\rho ^\mu `$ in Eq. (9). Now there will be events which occur more frequently than others with a spread of frequencies which depends on the distribution $`\theta (\tau )`$.

The solution of the MG with a generic $`\rho ^\mu `$ has been discussed in detail in Ref. . Here we pick the main results:

The predictability can be written as

$$H=\frac{1}{P}\underset{\mu =1}{\overset{P}{}}\tau ^\mu A|\mu ^2_0^{\mathrm{}}𝑑\tau \theta (\tau )\tau A|\tau ^2$$

where $`A|\tau ^2`$ is the average predictability of events with frequency $`\tau `$. This quantity can be read off from Eq. (C2) of Ref. , which reads:

$$\frac{H}{N}=\frac{1+Q}{2}_0^{\mathrm{}}𝑑\tau \theta (\tau )\frac{\tau }{(1+\tau \chi )^2}$$

where $`\chi `$ and $`Q`$ are given in appendix Appendix. From these equations we find that the typical asymmetry $`|A|\tau |`$ that one can expect on events with frequency $`\tau `$ is

$$|A|\tau |=\sqrt{\frac{1+Q}{2}}\frac{1}{1+\tau \chi }.$$
(10)
The quantity $`|A|\tau |`$ measures the maximal excess return that a trader can possibly exploit by trading on events at time-scale $`\tau `$. In a market where agents behave randomly ($`m_i=0`$ for all $`i`$) we expect $`|A|\tau |`$ to be independent of $`\tau `$. Eq. (10) shows that traders activity exploits more heavily arbitrages on frequent events thus reducing $`|A|\tau |`$. The result of this is that, for frequent events ($`\tau \chi 1`$), the excess return is inversely proportional the probability $`\tau /P`$ of events.

Because the number of traders is finite and their ability of detecting and exploiting arbitrages is bounded, rare events ($`\tau \chi 1`$) carry arbitrages which are left unexploited. There is a characteristic frequency $`1/\chi `$ below which the law $`|A|\tau |1/\tau `$ levels off: For rare events $`\rho ^\mu <1/(\chi P)`$ arbitrage size remains constant, suggesting that traders are unable to optimize their behavior at a time resolution smaller than $`1/\chi `$.

In the limit $`\alpha \alpha _c^+`$ the market becomes efficient so $`|A|\tau |0`$. At the same time, however $`\chi \mathrm{}`$ which means that the $`|A|\tau |1/\tau `$ behavior extends to extremely rare events.

Fig. 2 shows that numerical simulations are in full agreement with Eq. (10). This plot in particular allows one to measure $`\chi `$ from market data. This in turn provides a measure of the inefficiency of the market.

### 4.1 Efficiency in real markets

Let us discuss a practical application to the above results to real market data. There are two main sources of problems: First it is not clear how to identify a set of exclusive events. Events are specified in the very definition of the MG but it is not clear what are their counterparts in a real market.

Second one faces the problem of handling a finite data set. Suppose that we have $`T`$ data points and that, having identified a set of events, we define $`\mu (t)`$ as the label of the event which occurs in observation $`t=1,\mathrm{},T`$. Then our estimate $`\widehat{A|\mu }`$ of the market return conditional to event $`\mu `$ will be

$$\widehat{A|\mu }=\frac{1}{T^\mu }\underset{t=1}{\overset{T}{}}\delta _{\mu ,\mu (t)}A(t),T^\mu =\underset{t=1}{\overset{T}{}}\delta _{\mu ,\mu (t)}.$$

This will however be affected by statistical errors of the order

$$\delta \widehat{A|\mu }\sqrt{V^\mu /T^\mu },$$

where $`V^\mu `$ is the sample variance, conditional to $`\mu (t)=\mu `$. One should then require that $`\widehat{A|\mu }\delta \widehat{A|\mu }`$, i.e. that the results are statistically significant. This means that market data should be classified in a number of events as small as possible. However grouping different market conditions in the same state $`\mu `$ may average out relevant information.

We illustrate these points with a specific example. We analyzed a data set of FX data on the USD-DEM exchange rate for the year 1993 . Considering a typical time interval of 5 minutes, this gives $`T10^5`$ points. We define event $`\mu `$, as in the original MG, as the encoding of the $`M`$ most recent signs of the FX rate increments . Taking $`M=4`$, i.e. $`P=16`$ events, we find the results of Fig. 3. The error on $`\widehat{A|\mu }`$ is reported as a dashed line in Fig. 3. The evidence for the law $`|A|\mu |1/\tau ^\mu `$ is very weak and hardly emerges from the noise level. In other words, one cannot rule out the hypothesis that $`A|\mu =0`$ and that what is seen is just fluctuations due to finite sample size. Furthermore there is no evidence of saturation for rare events. This is consistent with the fact that FX markets are very efficient and hence one expects a fairly large value of $`\chi `$.

The present statistical resolution does not allow for sharp statements on the inefficiency of FX-markets. It serves however to illustrate the practical issues that such an empirical analysis raises.

## Appendix

We give here some results of the algebraic manipulation of the model defined in section 3, and the final equation, to be solved numerically. In order to study the minima of $`H`$, as usual one introduces a fictitious temperature $`\beta `$ and builds the partition function $`Z(\beta )=\text{Tr}_me^{\beta H}`$. In order to deal with quenched disorder (i.e. with the heterogeneity of agents’ trading strategies) we resort to the replica trick . This amounts in averaging the parition function $`Z^n(\beta )`$ of $`n`$ copies of the system over the disorder and then taking the limit $`n\mathrm{}`$. This allows one to compute the disorder average of $`\mathrm{log}Z(\beta )`$ which is a self-averaging quantity. It is easy to see  that the resulting free-energy is correctly described by a simple replica symmetric (RS) ansatz, i.e.

$$\frac{1}{N}\mathrm{log}Z(\beta )\beta f$$

where

$$f=\frac{\alpha }{2\beta }\left[\mathrm{ln}\left(1+\frac{\beta \gamma }{\alpha (\gamma +2)}(Qq)\right)+\frac{\beta (1+q)}{\alpha (\gamma +2)/\gamma +\beta (Qq)}\right]$$

$$+\frac{\alpha }{2\beta }\left[QRqr\right]\frac{1}{\beta }\mathrm{}_0^1\text{d}f\gamma f^{\gamma 1}<\mathrm{ln}Tr_m\mathrm{exp}\left(\beta fV_z(m|f)\right)>_z,$$

where

$`Q`$ $`=`$ $`{\displaystyle \underset{ı=1}{\overset{N}{}}}f_i^2m_i^2/{\displaystyle \underset{ı=1}{\overset{N}{}}}f_i^2`$
$`q`$ $`=`$ $`{\displaystyle \underset{ı=1}{\overset{N}{}}}f_i^2m_im_i^{}/{\displaystyle \underset{ı=1}{\overset{N}{}}}f_i^2`$
$`V_z(m|f)`$ $`=`$ $`{\displaystyle \frac{\gamma +2}{\gamma }}{\displaystyle \frac{\alpha \beta f}{2}}(Rr)m^2\sqrt{(\gamma +2)\alpha r/\gamma }zm.`$
Here $`m_i`$ and $`m_i^{}`$ refer to two distinct replicas of the system. Finally $`R`$ and $`r`$ arise as Langrange multipliers. The analysis of the saddle point equations follows the usual steps (see e.g. the appendics of Refs. ). The limit $`\beta 0`$ has to be taken in the end. The solution can be expressed in parametric form in terms of a variable $`\zeta `$:

$`Q`$ $`=`$ $`q`$
$`Q`$ $`=`$ $`1(\gamma +2){\displaystyle _0^1}𝑑ff^{\gamma +1}\left[\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle \frac{e^{f^2\zeta ^2/2}}{f\zeta }}+\left(1{\displaystyle \frac{1}{f^2\zeta ^2}}\right)\mathrm{erf}\left({\displaystyle \frac{f\zeta }{\sqrt{2}}}\right)\right]`$
and

$$1+Q=\frac{\gamma +2}{\gamma }\frac{\alpha }{\zeta ^2}.$$

The critical threshold $`\alpha _c`$ is as usual  derived imposing that the fraction of non-frozen agents is qual to $`\alpha `$:

$$_0^1[1\varphi (f)]\gamma f^{\gamma 1}𝑑f=_0^1\mathrm{erf}\left(\frac{f\zeta }{\sqrt{2}}\right)\gamma f^{\gamma 1}𝑑f=\alpha .$$

These equations can be easily solved numerically.

The analytic solution of the MG with generic distribution $`\rho ^\mu `$ is described in Ref.  and follows the same lines as above. The parameters $`\chi =\beta (Qq)/\alpha `$ and $`Q`$ are given by the solution of the set of equations:

$`Q`$ $`=`$ $`1\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle \frac{e^{\zeta ^2/2}}{\zeta }}\left(1{\displaystyle \frac{1}{\zeta ^2}}\right)\text{erf}\left({\displaystyle \frac{\zeta }{\sqrt{2}}}\right)`$
$`\alpha (1+Q){\displaystyle \frac{\tau ^2}{[1+\tau \chi ]^2}}_\tau `$ $`=`$ $`\left[{\displaystyle \frac{\text{erf}(\zeta /\sqrt{2})}{\chi \zeta }}\right]^2`$
$`<{\displaystyle \frac{\tau \chi }{1+\tau \chi }}>_\tau `$ $`=`$ $`{\displaystyle \frac{\text{erf}(\zeta /\sqrt{2})}{\alpha }}`$
where $`\mathrm{}_\tau =_0^{\mathrm{}}𝑑\tau \theta (\tau )\mathrm{}`$. These equations are valid in the symmetric phase ($`\alpha >\alpha _c`$). $`\chi `$ diverges at the critial point, where $`\alpha _c=\text{erf}(\zeta /\sqrt{2})`$.


text:
# The Ore condition, affiliated operators, and the lamplighter group

## 1. Notation and Terminology

Let $`A`$ be a group. Then $`A`$ indicates the Wreath product with base group $`B=_{i=\mathrm{}}^{\mathrm{}}A_i`$, where $`A_i=A`$ for all $`i`$. Thus $`A`$ is isomorphic to the split extension $`B`$ where if $`x`$ is a generator for $``$, then $`x^iA_0x^i=A_i`$. Also we identify $`A`$ with $`A_0`$. In the case $`A=/2`$ above, $`A`$ is often called the lamplighter group.

Let $`kG`$ denote the group algebra of the group $`G`$ over the field $`k`$, and let $`\alpha kG`$. Write $`\alpha =_{gG}a_gg`$ where $`a_gk`$. Then the support of $`\alpha `$ is $`\{gGa_g0\}`$, a finite subset of $`G`$.

The augmentation ideal of a group algebra will denoted by the small German letter corresponding to the capital Latin letter used to name the group. Thus if $`k`$ is a field and $`G`$ is a group, then $`𝔤`$ is the ideal of $`kG`$ which has $`k`$-basis $`\{g1gG1\}`$. For the purposes of this paper, it will always be clear over which field we are working when considering augmentation ideals.

###### 1 Definition.

A ring $`R`$ satisfies the *Ore condition* if for any $`s,tR`$ with $`s`$ a non-zerodivisor, there are $`x,yR`$ with $`x`$ a non-zerodivisor such that $`sy=tx`$. Formally, this means that $`s^1t=yx^1`$, and the condition makes sure that a classical ring of quotients, inverting all non-zerodivisors of $`R`$, can be constructed.

Then $`R`$ is an Ore ring means that $`R`$ satisfies the Ore condition. Equivalently this means that if $`S`$ is the set of non-zerodivisors of $`R`$, then given $`rR`$ and $`sS`$, we can find $`r_1R`$ and $`s_1S`$ such that $`rs_1=sr_1`$. In this situation we can form the Ore localization $`RS^1`$, which consists of elements $`rs^1`$ where $`rR`$ and $`sS`$.

The above definition is really the right Ore condition, though for group rings the right and left Ore conditions are equivalent.

In this note, we study, which group rings satisfy the Ore condition. It is well known that this fails for a non-abelian free group.

On the other hand, abelian groups evidently satisfy the Ore condition. In this note we show that the lamplighter groups (and relatives) do not satisfy it. Note, however, that these groups are $`2`$-step solvable, i.e. close relatives of abelian groups.

Let $`G`$ be a group, let $`𝒩(G)`$ denote the group von Neumann algebra of $`G`$, let $`𝒰(G)`$ denote the algebra of unbounded linear operators affiliated to $`𝒩(G)`$, and let $`𝒟(G)`$ denote the division closure of $`G`$ in $`𝒰(G)`$. For more information on these notions, see \[5, §8 and §9\] and \[6, §8 and §10\]. In particular we have the inclusion of $``$-algebras

$$G𝒟(G)𝒰(G)$$

and it is natural to ask whether $`𝒟(G)`$ and $`𝒰(G)`$ are flat over $`G`$.

We use the following well-known and easily verified statement without further comment in this paper. If $`k`$ is a field and $`gG`$ has infinite order, then $`1g`$ is a non-zerodivisor in $`kG`$, and in the case $`k=`$ we also have that $`1g`$ is invertible in $`𝒟(G)`$.

If $`H`$ is the nonabelian free group of rank 2, then we have an exact sequence of $`H`$-modules $`0H^2H0`$. It was shown in \[4, Theorem 1.3\] (see also \[5, Theorem 10.2\] and \[6, Theorem 10.19 and Lemma 10.39\]) that $`𝒟(H)`$ is a division ring, so when we apply $`_H𝒟(H)`$ to this sequence, it becomes $`𝒟(H)^2𝒟(H)00`$, since $`(1x)`$ is invertible in $`D(H)`$ for every element $`1xH`$, but $`(1x)`$ acts as the zero operator on $``$. By counting dimension, we get from this (adding the kernel) a short exact sequence $`0𝒟(H)𝒟(H)^2𝒟(H)0`$. Suppose $`Q`$ is a ring containing $`𝒟(H)`$ which is flat over $`H`$. Then applying $`_{𝒟(H)}Q`$ to the previous sequence, we obtain the exact sequence $`0QQ^2Q0`$ which contradicts the hypothesis that $`Q`$ is flat over $`H`$ (in the latter case we would have obtained $`0Q^2Q00`$). In particular if $`G`$ is a group containing $`H`$, then neither $`𝒟(G)`$ nor $`𝒰(G)`$ is flat over $`H`$. Since $`G`$ is a free $`H`$-module, we conclude that neither $`𝒟(G)`$ nor $`𝒰(G)`$ is flat over $`G`$.

To sum up the previous paragraph, neither $`𝒟(G)`$ nor $`𝒰(G)`$ is flat over $`G`$ when $`G`$ contains a nonabelian free group. On the other hand it was proven in \[8, Theorem 9.1\] (see also \[6, Theorem 10.84\]) that if $`G`$ is an elementary amenable group which has a bound on the orders of its finite subgroups, then $`𝒟(G)`$ and $`𝒰(G)`$ are flat over $`G`$. Furthermore it follows from \[6, Theorems 6.37 and 8.29\] that if $`G`$ is amenable (in particular if $`G`$ is the lamplighter group), then at least $`𝒰(G)`$ is “dimension flat” over $`G`$.

## 2. Original results and proof

We shall prove

###### 2 Theorem.

Let $`H1`$ be a finite group and let $`G`$ be a group containing $`H`$. Then neither $`𝒟(G)`$ nor $`𝒰(G)`$ is flat over $`G`$.

Closely related to this question is the problem of when the group algebra $`kG`$ of the group $`G`$ over the field $`k`$ is an Ore ring (in other words does $`kG`$ have a classical ring of quotients; see Definition 1). Our next result answers a Kourovka Notebook problem \[7, 12.47\], which was proposed by the first author. The problem there asks if $`kG`$ has a classical quotient ring in the case $`G=_p`$ where $`p`$ is a prime.

###### 3 Theorem.

Let $`H1`$ be a finite group, let $`k`$ be a field and let $`G`$ be a group containing $`H`$. Then $`kG`$ is not an Ore ring.

###### 4 Lemma.

Let $`R`$ be a subring of the ring $`S`$ and let $`P`$ be a projective $`R`$-module. If $`P_RS`$ is finitely generated as an $`S`$-module, then $`P`$ is finitely generated.

###### Proof.

Since $`P`$ is projective, there are $`R`$-modules $`Q,F`$ with $`F`$ free such that $`PQ=F`$. Let $``$ be a basis for $`F`$. Now $`P_RSQ_RS=F_RS`$ and since $`P_RS`$ is finitely generated, there exist $`e_1,\mathrm{},e_n`$ such that $`P_RSe_1S+\mathrm{}+e_nS`$. We now see that every element $`p`$ of $`P`$ is

1. An $`R`$-linear combination of elements in $``$ ($`p1=_{eE}er_e`$).
2. An $`S`$-linear combination of $`e_1,\mathrm{},e_n`$ ($`p1=e_is_i`$).

Set $`E=e_1R+\mathrm{}+e_nR`$. Comparing coefficients, the above shows that $`PE`$ and it follows that we have the equation $`P(QE)=E`$. Therefore $`P`$ is a finitely generated $`R`$-module as required. ∎

###### 5 Lemma.

Let $`H`$ be a nontrivial finite group, let $`k`$ be a field with characteristic which does not divide $`|H|`$, and let $`G=H`$. If $`Q`$ is a ring containing $`kG`$ such that $`k_{kG}Q=0`$, then $`\mathrm{Tor}^{kG}(k,Q)0`$.

###### Proof.

Let $`d`$ denote the minimum number of elements required to generate $`G`$. Then we have exact sequences

$$0𝔤kGk0$$

$$0PkG^d𝔤0.$$

Suppose to the contrary $`\mathrm{Tor}^{kG}(k,Q)=0`$. Then the following sequence is exact:

$$0𝔤_{kG}QkG_{kG}Qk_{kG}Q=0.$$

Since $`kG`$ has homological dimension one \[1, p. 70 and Proposition 4.12\], we also have $`0=\mathrm{Tor}_2^{kG}(k,Q)=\mathrm{Tor}_1^{kG}(𝔤,Q)`$. Hence we have another exact sequence

(6)
$$0P_{kG}QkG^d_{kG}Q𝔤_{kG}Q0.$$

We rewrite this to get the exact sequence

$$0P_{kG}QQ^dQ0$$

and we conclude that $`P_{kG}Q`$ is a finitely generated $`Q`$-module, which is projective since the sequence (6) splits. Now $`kG`$ has cohomological dimension $`2`$ \[1, p. 70 and Theorem 4.6 and Proposition 4.12\], hence $`P`$ is a projective $`kG`$-module. (To see this, let $`P^{}P`$ be a map from a projective $`kG`$-module $`P^{}`$ onto $`P`$. Because $`\mathrm{Ext}_{kG}^2(k,Q)=0`$, this extends to a map $`P^{}kG^dP`$. Since the image of the first arrow is $`P`$, this gives a split of the injection $`PkG^d`$, i.e. $`P`$ is projective.) Therefore $`P`$ is finitely generated by Lemma 4. But it is well known that $`PR/[R,R]k`$ as $`kG`$-modules, where $`1RFG1`$ is an exact sequence of groups and $`F`$ is a free group with $`d`$ generators (compare the proof of \[3, (5.3) Theorem\]). Consequently, $`G`$ is almost finitely presented over $`k`$ as defined in  if $`P`$ is a finitely generated $`kG`$-module. But this is a contradiction to \[2, Theorem A or Theorem C\] (here we use $`H1`$), where the structure of almost finitely presented groups such as $`G`$ is determined. ∎

###### 7 Corollary.

Let $`H`$ be a nontrivial finite group, let $`k`$ be a field with characteristic which does not divide $`|H|`$, and let $`G`$ be a group containing $`H`$. Let $`x`$ be a generator for $``$ in $`G`$. If $`Q`$ is a ring containing $`kG`$ and $`1x`$ is invertible in $`Q`$, then $`Q`$ is not flat over $`kG`$.

###### Proof.

Set $`L=H`$. Since $`1x`$ is invertible in $`Q`$, we have $`_LQ=0`$, so from Lemma 5 we deduce that $`\mathrm{Tor}^{kL}(k,Q)0`$. Furthermore $`kG`$ is flat over $`kL`$, consequently $`\mathrm{Tor}^{kG}(k_{kL}kG,Q)0`$ by \[1, p. 2\], in particular $`Q`$ is not flat over $`kG`$ as required. ∎

###### Proof of Theorem 2.

Set $`L=H`$ and let $`x`$ be a generator for $``$ in $`L`$. Then $`1x`$ is a non-zerodivisor in $`𝒩(G)`$ and therefore is invertible in $`𝒰(G)`$, and hence also invertible in $`𝒟(G)`$. The result now follows from Corollary 7. ∎

###### 8 Lemma.

Let $`p`$ be a prime, let $`k`$ be a field of characteristic $`p`$, let $`A`$ be a group of order $`p`$, let $`G=A`$ with base group $`B`$, let $`a`$ be a generator for $`A`$, and let $`xG`$ be a generator for $``$. Then there does not exist $`\alpha ,\sigma kG`$ with $`\sigma 𝔟kG`$ such that $`(1a)\sigma =(1x)\alpha `$.

###### Proof.

Suppose there does exist $`\alpha `$ and $`\sigma `$ as above. Observe that $`\alpha 𝔟kG`$, since $`𝔟kG`$ is the kernel of the map $`kGk`$ induced from the obvious projection $`G=A`$ mapping $`x`$ to $`x`$, and since $`1x`$ is not a zerodivisor in $`k`$.

Thus we may write $`\sigma =\tau +_is_ix^i`$ where $`s_ik`$, $`\tau 𝔟kG`$ and not all the $`s_i`$ are zero, and $`\alpha =_ix^i\alpha _i`$ where $`\alpha _i𝔟`$. Then the equation $`(1a)\sigma =(1x)\alpha `$ taken mod $`𝔟^2kG`$ yields

$$\underset{i}{}(1a)s_ix^i=\underset{i}{}(1x)x^i\alpha _i.$$

Set $`b_i=1x^iax^i`$. By equating the coefficients of $`x^i`$, we obtain $`s_ib_i=\alpha _i\alpha _{i1}`$ mod $`𝔟^2kG`$ for all $`i`$. Since $`\alpha _i0`$ for only finitely many $`i`$, we deduce that $`s_ib_i=0`$ mod $`𝔟^2`$. Also $`𝔟/𝔟^2Bk`$ as $`k`$-vector spaces via the map induced by $`b1b1`$ and the elements $`x^iax^i1`$ are linearly independent in $`Bk`$, consequently the $`b_i`$ are linearly independent over $`k`$ mod $`𝔟^2`$. We now have a contradiction and the result follows. ∎

###### 9 Lemma.

Let $`k`$ be a field, let $`H`$ be a locally finite subgroup of the group $`G`$, and let $`\alpha _1,\mathrm{},\alpha _n𝔥kG`$. Then there exists $`\beta kH0`$ such that $`\beta \alpha _i=0`$ for all $`i`$.

###### Proof.

Let $`T`$ be a right transversal for $`H`$ in $`G`$, so $`G`$ is the disjoint union of $`\{HttT\}`$. For each $`i`$, we may write $`\alpha _i=_{tT}\beta _{it}t`$ where $`\beta _{it}𝔥`$. Let $`B`$ be the subgroup generated by the supports of the $`\beta _{it}`$. Then $`B`$ is a finitely generated subgroup of $`H`$ and thus $`B`$ is a finite $`p`$-group. Also $`\beta _{it}𝔟`$ for all $`i,t`$. Set $`\beta =_{bB}b`$. Then $`\beta 𝔟=0`$ and the result follows. ∎

###### 10 Lemma.

Let $`p`$ be a prime, let $`k`$ be a field of characteristic $`p`$, let $`A`$ be a group of order $`p`$, and let $`G`$ be a group containing $`A`$. Then $`kG`$ does not satisfy the Ore condition.

###### Proof.

Let $`H=A`$, which we may regard as a subgroup of $`G`$, with $`xHG`$ a generator of $``$. Let $`B`$ be the base group of $`H`$ and let $`T`$ be a right transversal for $`H`$ in $`G`$, so $`G`$ is the disjoint union of $`\{HttT\}`$. Note that $`1x`$ is a non-zerodivisor in $`kG`$. Let $`a`$ be a generator for $`A`$. Suppose $`(1a)\sigma =(1x)\alpha `$ where $`\alpha ,\sigma kG`$ and $`\sigma `$ is a non-zerodivisor in $`kG`$. Then we may write $`\alpha =_{tT}\alpha _tt`$ and $`\sigma =_{tT}\sigma _tt`$ with $`\alpha _t,\sigma _tkH`$, and then we have

$$(1a)\sigma _t=(1x)\alpha _t$$

for all $`tT`$. If $`\sigma _t𝔟kH`$ for all $`tT`$, then by Lemma 9 we see that there exists $`\beta kB0`$ such that $`\beta \sigma _t=0`$ for all $`t`$. This yields $`\beta \sigma =0`$ which contradicts the hypothesis that $`\sigma `$ is a non-zerodivisor. Therefore we may assume that there exists $`sT`$ such that $`\sigma _s𝔟kH`$. But now the equation

$$(1a)\sigma _s=(1x)\alpha _s$$

contradicts Lemma 8, and the result follows. ∎

###### Proof of Theorem 3.

If the characteristic of $`k`$ is $`p`$ and divides $`|H|`$, then the result follows from Lemma 10. On the other hand if $`p`$ does not divide $`|H|`$, we suppose that $`kG`$ satisfies the Ore condition. Then $`kG`$ has a classical ring of quotients $`Q`$. It is a well known fact that such a classical ring of quotients is always flat over its base (compare \[9, p. 57\]). In particular, $`Q`$ is flat over $`kG`$. Let $`x`$ be a generator for $``$ in $`G`$. Since $`1x`$ is a non-zerodivisor in $`kG`$, we see that $`1x`$ is invertible in $`Q`$. We now have a contradiction by Lemma 5 and the result follows. ∎

## 3. Warren Dicks’ proof

In this section, we give our account of Warren Dicks’ proof and generalization of the results presented in Section 2. All credit has to go to him, all mistakes are ours. More precisely, we prove the following theorem (for elements $`x,y`$ in a group, we use the commutator convention $`[x,y]=xyx^1y^1`$):

###### 11 Theorem.

Let $`2d`$, let $`G=a,xa^d=1,[a,x^lax^l]=1;l=1,2,\mathrm{}`$ be the wreath product $`/d`$, and let $`k`$ be a nonzero commutative ring with unit. If $`u,vkG`$ are such that $`u(a1)=v(x1)`$, then $`u`$ is a left zerodivisor in $`kG`$. In particular, $`kG`$ does not satisfy the Ore condition.

###### Proof.

For the last statement, note that $`(x1)`$ is a non-zerodivisor in $`kG`$ because $`x`$ has infinite order.

Recall that any presentation $`H=SR`$ of a group $`H`$ gives rise to an exact sequence of left $`kH`$-modules

(12)
$$\underset{rR}{}kH\stackrel{𝐹}{}\underset{sS}{}kH\stackrel{𝛼}{}kH\stackrel{\mathit{ϵ}}{}k0.$$

Here, $`ϵ`$ is the augmentation map defined by $`ϵ(h)=1`$ for all $`hH`$, $`\alpha `$ maps $`u\overline{s}_{sS}kH`$ (with $`ukH`$ and $`\overline{s}`$ the canonical basis element corresponding to the generator $`sS`$) to $`u(s1)kH`$, and the map $`F`$ is given by the Fox calculus, i.e. $`u\overline{r}`$ (where $`ukH`$ and $`\overline{r}`$ is the canonical basis element corresponding to the relator $`rR`$) is mapped to

$$\underset{sS}{}u\frac{r}{s}\overline{s}.$$

If $`r=s_{i_1}^{ϵ_1}\mathrm{}s_{i_n}^{ϵ_n}`$ with $`s_iS`$ and $`ϵ_i\{1,1\}`$, then the Fox derivative is defined by

$$\frac{r}{s}:=\underset{k=1}{\overset{n}{}}s_{i_1}^{ϵ_1}\mathrm{}s_{i_{k1}}^{ϵ_{k1}}\frac{s_{i_k}^{ϵ_k}}{s}.$$

Here $`s/s=1`$, $`s^1/s=s^1`$ and $`t^ϵ/s=0`$ if $`stS`$ and $`ϵ=\pm 1`$.

The above sequence can be considered as the cellular chain complex (with coefficients $`k`$) of the universal covering of the standard presentation CW-complex given by $`SR`$. Since this space is $`2`$-connected, its first homology vanishes and its zeroth homology is isomorphic to $`k`$ (by the augmentation), which implies that the sequence is indeed exact. An outline of the proof can be found in \[3, II.5 Exercise 3\] or in \[3, IV.2, Exercises\]

Now we specialize to the group $`G`$. Let us write $`r_0=a^d`$ and $`r_l=[a,x^lax^l]`$ for $`l1`$. Suppose $`u,vkG`$ with $`u(a1)=v(x1)`$. Then $`\alpha (u\overline{a}v\overline{x})=0`$. Exactness implies that there exists a positive integer $`N`$ and $`z_lkG`$ $`(0lN)`$ such that $`F(_lz_l\overline{r_l})=u\overline{a}v\overline{x}`$. We want to prove that $`u`$ is a zerodivisor. Therefore we are concerned only with the $`\overline{a}`$ component of $`F(_{0lN}z_l\overline{r_l})`$. This means we first must compute $`r/a`$ for all the relators in our presentation of $`G`$. This is easily done:

(13) $`{\displaystyle \frac{a^d}{a}}`$ $`=1+a+\mathrm{}+a^{d1}`$
(14) $`{\displaystyle \frac{[a,x^lax^l]}{a}}`$ $`={\displaystyle \frac{(ax^lax^la^1x^la^1x^l)}{a}}`$
(15) $`=1+ax^lax^lax^la^1ax^lax^la^1x^la^1,`$
the latter for $`l>0`$. Using the fact that $`x^lax^l`$ commutes with $`a`$ for each $`l`$, we can simplify:

$$\frac{[a,x^lax^1]}{a}=1+ax^lx^lax^lx^l=x^l(x^lax^l1)(x^lax^l1).$$

Since $`u`$ is the coefficient of $`\overline{a}`$ in $`F(_{0lN}z_l\overline{r_l})`$ we see that

$$u=z_0(1+a+\mathrm{}+a^{d1})+\underset{n=1}{\overset{N}{}}z_nx^n(x^nax^n1)z_n(x^nax^n1).$$

Now let $`C=x^nax^n1|n|N`$, a finite subgroup of the base group $`_{i=\mathrm{}}^{\mathrm{}}/d`$. Then $`Ca=C\times a`$. Set $`\gamma =(1a)_{cC}c`$. Then $`\gamma 0`$ and $`\beta \gamma =0`$. We conclude that $`u`$ is a left zerodivisor in $`kG`$ and the result follows. ∎

###### 16 Corollary.

Let $`2d`$ and let $`G`$ be a group containing $`/d`$, and let $`xG`$ be a generator for $``$. Let $`k`$ be a nonzero commutative ring with unit and let $`Q`$ be a ring containing $`kG`$ such that $`1x`$ becomes invertible in $`Q`$. Then $`Q`$ is not flat over $`kG`$.

###### Proof.

Since $`kG`$ is free, hence flat, as left $`k[/d]`$-module, by \[1, p. 2\] we may assume that $`G=/d`$. Now tensor the exact sequence (12) over $`kG`$ with $`Q`$. Then the resulting sequence will also be exact and $`\overline{a}(a1)(x1)^1\overline{x}`$ will be in the kernel of $`\mathrm{id}_Q\alpha `$. Therefore $`\overline{a}(a1)(x1)^1\overline{x}`$ will be in the image of $`\mathrm{id}_QF`$. However the proof of Theorem 11 shows that if $`u\overline{a}v\overline{x}`$ is in the image of $`\mathrm{id}_QF`$, then $`u`$ is a zerodivisor; the only change is that we want $`z_lQ`$ rather than $`z_lkG`$. Since $`u=1`$ in this situation, which is not a zerodivisor, the tensored sequence is not exact. ∎

In the case $`k`$ is a subfield of $``$ and $`Q=𝒟(G)`$ or $`𝒰(G)`$, Corollary 16 tells us that if $`G`$ contains $`/d`$, then $`𝒟(G)`$ and $`𝒰(G)`$ are not flat over $`kG`$.


text:
# Structural and superconducting properties of MgB2-xBex

## I Introduction

The recent discovery of superconductivity in MgB2 at $`T_c=39`$ K has drawn enormous attention in its structural and electrical properties. The borons form the graphitic planes and magnesiums supply charges in the planes. The resulting carriers are holes in the $`\sigma `$-band. Most theoretical works suggest that coupling of the $`\sigma `$-hole with B-plane phonon is the key ingredient of the superconductivity in this compound. This phonon mediated BCS mechanism is consistent with the boron isotope effect.

There have been many attempts to change $`T_c`$ through chemical substitution in Mg- or B-sites. For example, Al-substitution on Mg-site and C-substitution on the boron plane are reported. Such chemical substitutions change physical quantities of the system such as hole density, lattice constants, etc. However, there is no detailed understanding on the effect of substitution on the observed $`T_c`$ change even within the BCS frame.

In this paper, we prepared a series of MgB2-xBex, where B is substituted with Be in the plane. With this substitution, the in-plane B-B distance decreases while the inter-plane distance increases. Our thermopower measurement showed that $`\sigma `$-hole increases with Be, as reported in the independent paper. We compare our result with other substituted compounds and find that the $`T_c`$ change is insensitive to the carrier doping. Instead, we show that the in-plane B-B distance is closely correlated with the $`T_c`$ change in the low doping region. This result is consistent with the 2D nature of the $`\sigma `$-band.

## II Experiment

Polycrystalline samples were synthesized with the powder metallurgical technique under high pressure. Starting materials were fine powders of Mg (99.8%, Alfa Aesar), amorphous B (99.99%, Alfa Aesar), and Be (99.+%, Alfa Aesar). Stoichiometric amounts of powders were mixed and pelletized. The pellets were placed in a tungsten vessel with a close-fitting cap, then reacted for two hours at 850 C under 20 atm. of high purity argon atmosphere.

X-ray diffraction (XRD) $`\theta 2\theta `$ scan measurement was performed using a Rigaku RINT d-max. Figure 1(a) shows the results for $`x=0`$, 0.2, 0.4, 0.6, and 1.0. Most of the reflections correspond to the AlB2-type patterns. Also, minor impurity phases such as MgO and BeO are found as indicated by $``$ and \*, respectively. Note that the MgB2 structure is maintained up to $`x=0.6`$. At higher compositions ($`x=1.4`$ and 2.0, not shown here), we find that Be13Mg becomes the main phase. In Fig. 1(b), the shifts of (002) and (110) reflections are shown in expanded scales. As $`x`$ increases, (002) reflection shifts to the lower angle while (110) reflection moves to the opposite direction. This indicates that the in-plane lattice constant $`a`$ decreases and the inter-plane distance $`c`$ increases with $`x`$. To obtain the lattice parameters, we performed refinement analysis using the RIETAN-2000 program and used MgO and BeO as internal standards.

In order to study superconducting property, dc-magnetization was measured using a dc SQUID magnetometer (Quantum Design). Figure 2 shows magnetization $`M(T)`$ of MgB2-xBex. In this measurement, samples were first zero-field-cooled (ZFC) and data were measured with increasing temperature under $`H=10`$ Oe. Note that the superconducting transition temperature $`T_c`$ decreases with $`x`$. In the figure, the magnetization is normalized with the saturated value at $`T=5`$ K. The transition width $`\mathrm{\Delta }T_c`$ was determined from 10 $``$ 90 % the transition.

## III Result and Discussion

In figure 3, we summarize the XRD and $`T_c`$ results. The upper panel shows the lattice constants $`a`$ and $`c`$. $`T_c`$ and $`\mathrm{\Delta }T_c`$ are shown in the lower panel. With Be-doping, $`a`$ decreases while $`c`$ increases. Note that the change in $`c`$ ($``$ $`3.3`$ %) is much larger than that in $`a`$ ($`0.7`$ %). The transition temperature $`T_c`$ decreases but $`\mathrm{\Delta }T_c`$ shows maximum near $`x=0.3`$. This is an interesting result, because normally the superconducting transition becomes broader with random substitutions. We associate this anomalous behavior of $`\mathrm{\Delta }T_c`$ with the structural data: we note that the (002) reflection is the most broad at $`x=0.3`$ in Fig. 1(b), which indicates considerable distribution in $`c`$ value, possibly due to the two stable phases at $`x=0`$ and $`x=0.6`$. This effect may increase $`\mathrm{\Delta }T_c`$ at the intermediate $`x`$ values. Considering the drastic change of $`T_c`$, the tansition width will be more meaningful when it is normalized with $`T_c`$. As shown with open squares, the ratio $`\mathrm{\Delta }T_c/T_c`$ increases with $`x`$.

Now let us consider the $`T_c`$ change. To see a possible correlation of $`T_c`$ with lattice parameters, we first plot $`T_c`$ vs. $`c`$ in Fig. 4(a). Our results for MgB2-xBex are shown as solid circles. For comparison, the results for Mg1-xAlxB2 (open squares) and MgB2-xCx (open circles) are also shown. In MgB2-xBex, $`c`$ expands with the substitution while it contracts in Mg1-xAlxB2. For MgB2-xCx, $`c`$ remains almost unchanged. For all these three different cases, $`T_c`$ decreases and there is no correlation between $`T_c`$ and $`c`$. This indicates that the inter-layer distance is not directly related with $`T_c`$.

Next, we examine $`T_c`$ vs. $`a`$ relation in Fig. 4(b). For all the samples, $`a`$ shrinks with the substitutions. Along with the $`a`$ decrease, $`T_c`$ decreases linearly. With further contraction, sudden drops are found for MgB2-xBex and Mg1-xAlxB2. This indicates some abrupt changes in the samples, for example structural instability like buckling or ordering in the plane. It is useful to compare the linear $`T_c`$ decrease with the result of high pressure experiment on pristine MgB2 (dashed line): As external pressure is applied, the lattice is compressed and $`T_c`$ is found to decrease. (The dashed line in Fig. 4(a) represents the pressure result for $`c`$ compression) Note that the $`T_c`$ decrease in substituted compounds is similar to the pressure line when the contraction ($`\mathrm{\Delta }a/a_0`$) is small.

In Fig. 4(c), we examine the low contraction region more closely. Note that the data of the two compounds (Be-, and Al-substituted) fall nearly on the same line (see the solid guide line). It is interesting that the $`T_c`$ change occurs in the same direction (decrease) for both electron (Al-) and hole (Be- ) doping. In fact, such a behavior is predicted theoretically by An et al. : their band calculation for MgB2 shows that the in-plane $`\sigma `$-band is highly 2D like and the DOS is nearly constant with energy. In this case, the Fermi level shift due to carrier doping will not affect $`T_c`$. Our observation is consistent with this prediction.

Our results suggest that the $`a`$ contraction plays the key role in the observed $`T_c`$ decrease. According to the BCS analysis of MgB2,  the shrinkage in $`a`$ leads to decrease in the DOS, increase in the phonon frequency, and decrease in the electron-phonon coupling. As a result, $`T_c`$ decreases. Note that for Al- and Be-substituted samples, $`T_c`$ decreases somewhat faster than the pressure line, suggesting that some additional effects such as, for example, structural randomness arise by the substitution. It is interesting that in MgB2-xC$`_x,`$ the slope is close to the pressure line, suggesting that the additional effects are minimal.. Our observation points to possible $`T_c`$ increase if $`a`$ could be expanded. In fact, Medvedeva et al. predicted that higher $`T_c`$ may be obtained in lattice expanded case such as the hypothetical CaB2.

It is interesting to compare our results with the theoretical prediction on MgB2-xBex by Mehl et al.. According to their calculation, the lattice constant $`a`$ increases with $`x`$, opposite to our observation. At this point, it is not clear where the discrepancy arise from. As one possibility, we speculate that Be substituted in the B plane may actually exist in partially ionic state rather than in prefect covalent state. In this case, Be radius is smaller than its covalent radius, which can result in the in-plane contraction.

## IV Conclusion

In this work, we studied structural and superconducting properties of MgB2-xBex ($`x=0`$, 0.2, 0.3, 0.4, and 0.6). In-plane and inter-plane lattice constants were found to decrease and increase respectively with Be-substitution. While $`T_c`$ decreases with $`x`$ monotonically, $`\mathrm{\Delta }T_c`$ shows maximum at $`x=0.3`$. From our results and other substitution studies (Al- and C-substitution), we found that the $`T_c`$ change is correlated with the in-plane contraction and is independent of the carrier doping. This is consistent with the 2D nature of the $`\sigma `$-band.

## Ackowledgments

This work was supported by KRF-99-041-D00185 and by the KOSEF through the CSCMR. Work at POSTECH was supported by the Creative Research Initiatives of the Korean Ministry of Science and Technology.