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# Memory effects in ac hopping conductance in the quantum Hall effect regime: Possible manifestation of DX- centers

## I Introduction

As well known, book  in the quantum Hall effect (QHE) regime magnetic field dependences of off-diagonal, $`\sigma _{xy}`$, and diagonal, $`\sigma _{xx}`$, components of dc conductivity tensor are very much different. Namely, $`\sigma _{xy}`$ shows a set of flat plateaus with abrupt steps taking place at half-integer values of the filling factor $`\nu =2\pi n_sa_H^2`$ where $`n_s`$ is sheet density of two-dimensional electron gas (2DEG) while $`a_H=(c\mathrm{}/eH)^{1/2}`$ is the quantum magnetic length. On the contrary, $`\sigma _{xx}^{(dc)}`$ is extremely small at the plateaus and has sharp maxima at the steps between the Hall plateaus, i. e. at *half-integer* filling factors. The conventional explanation is that at a half-integer $`\nu `$ electronic states the Fermi level are *extended* while apart of the half-integer values of $`\nu `$ they are *localized*.

A powerful way to investigate the interplay between extended and localized states is an analysis of *ac* conductivity by acoustical methods. gen\_ref  A surface acoustic wave (SAW) propagating in a vicinity of a 2DEG layer produces a wave of electric field penetrating the 2DEG. This wave creates currents which, in turn, produce a feedback to the SAW. As a result, both SAW attenuation $`\mathrm{\Gamma }`$ and velocity $`V`$ depend on the properties of the 2DEG. In particular, simultaneous measurements of attenuation and velocity of SAW provide a unique possibility to determine *complex* ac conductivity, $`\sigma _{xx}(\omega )=\sigma _1(\omega )i\sigma _2(\omega )`$, as a function of external magnetic field $`H`$ and SAW frequency $`\omega `$. Furthermore, the magnetic field dependence of complex conductivity provides an information both on the extended and localized states, as well as on metal-to-insulator transition.

As we observed earlier, 1 ; 2  near the steps on Hall conductance, i. e. at half-integer $`\nu `$, imaginary part of the complex ac conductance is small while its real part coincides with the dc transverse conductance, $`\sigma _{xx}^{(dc)}`$. However, in the magnetic fields corresponding to regions near the middles of the Hall plateaus, i. e. at small integer $`\nu `$, the difference between $`\sigma _{xx}(\omega )`$ and $`\sigma _{xx}^{(dc)}`$ turns out to be crucial. Namely, $`\sigma _{xx}^{(dc)}`$ is extremely small while both $`\sigma _1(\omega )`$ and $`\sigma _2(\omega )`$ are measurable quantities and $`\sigma _2(\omega )\sigma _1(\omega )`$. Furthermore, up to our experimental accuracy, the dissipative conductivity, $`\sigma _1(\omega )`$ is proportional to SAW frequency and weakly dependent on the temperature. According to Ref. 3, , these facts lead to the conclusion that the mechanism of ac conductance is *hopping*.

In our experiment, the SAW is induced by inter-digital transducers at the surface of a piezoelectric LiNbO3 plate. Samples are layered structures placed on the plate, so the interface layer is located at some distance from the piezoelectric surface. If the conductance of the interface layer is low, then the ac electric field produced by the SAW decays as $`e^{k|z|}`$ where $`k=\omega /V`$ is the SAW wave vector while $`z`$ is the distance from the propagation surface. In the following we assume that both the piezoelectric plate and the samples’ layers are parallel to the $`xy`$-plane and magnetic field $`𝐇`$ is directed along $`z`$-axis. Consequently, it is the region of the thickness $`k^1`$ that contributes to acoustic properties of the system. However, a perfectly conducting layer placed at a distance $`k^1`$ above the surface *screens* the ac electric field and confines the electric current inside the layer. As a result, in this case both SAW attenuation and velocity are determined mostly by the processes inside the interface layer. An estimate for the dimensionless parameter discriminating between the cases of weak and strong screening is the ratio $`|\sigma _{xx}|/V`$. Since $`\sigma _{xx}`$ is a strong function of magnetic field, variation of the magnetic field changes the screening of the ac electric field. As a result, at different magnetic fields different layers of the sample provide the dominant contribution to $`\sigma _{xx}(\omega )`$. In particular, at the Hall plateaus “shunting” of the interface layer by a doped one can be dominant. A more detailed analysis 4  for Si $`\delta `$-doped GaAs/Al0.3Ga0.7As heterostructures has shown that it is the case. Namely, at the Hall plateaus the doped layer’s contribution to $`\sigma _1(\omega )`$ turns out to be important. At the same time, its contribution to the dc transverse conductance remains negligibly small.

A procedure outlined in Ref. 4,  allowed us to separate the contribution in the ac conductance in QHE regime of the interface layer and the doped layer using their different magnetic field dependences. What we found is that the second contribution significantly fluctuates from one experimental run to another. A preliminary analysis has lead us to a conclusion that what we observe is a *systematic* dependence on cooling procedure rather than random fluctuations - the sample somehow “remembers” the experiment preparation conditions. Furthermore, the doped layer contribution appears also sensitive to the sample illumination.

The aim of the present paper is a systematic study of the “memory effects” in Si $`\delta `$-doped and modulated doped GaAs/Al0.3Ga0.7As heterostructures by the acoustic method for different cooling and illumination procedures. We will show that both the ac conductivity $`\sigma _{xx}(\omega )`$ and sheet electron density in the interface layer, $`n_s`$, are influenced by the above mentioned procedures. However, in a rather wide region of parameters there exists a *universal* correlation between $`\sigma _1(\omega )`$ and $`n_s`$ irrespectively of the way to produce a given $`n_s`$. A consistent qualitative explanation of the observed phenomena can be achieved by a suggestion that the memory effects are due to the so-called $`DX^{}`$ centers 6 ; 6a  which are two-electron localized states bound by a negative correlation energy, see, e. g., Ref. 5,  for a review.

The paper is organized as follows. In Sec. II experimental procedure and main results are described. These results are discussed in Sec. III, the conclusions are drawn in Sec. IV.

## II Experiment

### II.1 Experimental setup

A SAW has been induced in a LiNbO3 crystal on top of which the sample has been placed and fixed by a spring. Details of experimental setup are given in Ref. 1, . Its important feature is that there is no direct mechanical coupling between the LiNbO3 substrate and the sample because some finite clearance. Consequently, only electrical coupling is present that makes determining of $`\sigma _{xx}(\omega )`$ simpler and more reliable.

Simultaneous measurements of the attenuation, $`\mathrm{\Gamma }`$, and relative variation of the sound velocity, $`\mathrm{\Delta }V(H)/V`$ of SAWs in the frequency range $`f=\omega /2\pi =30150`$ MHz were performed in magnetic fields up to 7 T at two temperatures 4.2 and 1.5 K. Two sorts of MBE grown GaAs/Al0.3Ga0.7As heterostructures we studied: (i) Si $`\delta `$-doped with $`n_s(1.34)\times 10^{11}`$ cm-2 and (ii) Si modulated-doped heterostructures with $`n_s(2.47)\times 10^{11}`$ cm-2. The electron densities were determined from the periods of Shubnikov-de Haas-type oscillations of $`\mathrm{\Gamma }`$ and $`\mathrm{\Delta }V/V`$ at 4.2 and 1.5 K. The structure of the samples is schematically shown in Fig. 1

The heterostructure was considered as a multilayer system containing a thin conductive layer with complex sheet conductance $`\sigma _{xx}(\omega )`$ at some distance $`d`$ from the bottom plane. Since the distance between the interface and the doped layer is much less than the SAW penetration depth $`k^1`$ the quantity $`\sigma _{xx}(\omega )`$ is actually the *effective conductance* of the region including interface and doped layers, connected “in parallel”. Dielectric constants of two other layers (GaAs and Al0.3Ga0.7As, respectively) are assumed to be equal and denoted as $`\epsilon _s=12`$. The heterostructure is placed on top of the LiNbO3 platelet with effective dielectric constant $`\epsilon _p=50`$, the vacuum clearance between the heterostructure and the plate being denoted as $`a`$. The clearance remains finite despite of the fact that the heterostructure was pressed to the piezoelectric platelet because of some roughness of both surfaces. Since the actual clearance is hardly controlled, the quantity $`a`$ is treated as an adjustable parameter. It is determined by fitting the experimental data at the steps between the Hall plateaus where the conductance is metallic and essentially frequency independent in the frequency region of our experiments. The values of $`a`$ are slightly different for different sample setups. For our experimental setup, $`a(15)\times 10^5`$ cm.

According to the above model, components of the complex conductivity have been extracted from the experimental data from the expressions 4

$`\mathrm{\Gamma }`$ $`=`$ $`4.34kA(k)K^2{\displaystyle \frac{\mathrm{\Sigma }_1}{(1+\mathrm{\Sigma }_2)^2+\mathrm{\Sigma }_1^2}},\text{dB/cm},`$ (1)
$`{\displaystyle \frac{\mathrm{\Delta }V}{V}}`$ $`=`$ $`0.5A(k)K^2{\displaystyle \frac{1+\mathrm{\Sigma }_2}{(1+\mathrm{\Sigma }_2)^2+\mathrm{\Sigma }_1^2}},`$ (3)
$`\mathrm{\Sigma }_{1,2}=4\pi t(k)\sigma _{1.2}(\omega )/\epsilon _sV.`$
Here $`K`$ is the electromechanical coupling constant for LiNbO3 (Y-cut), $`A(k)`$ and $`t(k)`$ are dimensionless functions allowing for electrical and geometrical properties of the sample, 4

$`A(k)`$ $`=`$ $`8(\epsilon _p+1)\epsilon _se^{2k(a+d)}/\left(b_1(k)[b_2(k)b_3(k)]\right),`$
$`t(k)`$ $`=`$ $`[b_2(k)b_3(k)]/2b_1(k),`$
$`b_1(k)`$ $`=`$ $`(\epsilon _p+1)(\epsilon _s+1)(\epsilon _p1)(\epsilon _s1)e^{2ka},`$
$`b_2(k)`$ $`=`$ $`(\epsilon _p+1)(\epsilon _s+1)(\epsilon _p+1)(\epsilon _s1)e^{2kd},`$
$`b_3(k)`$ $`=`$ $`e^{2ka}\left[(\epsilon _p1)(\epsilon _s1)+(\epsilon _p1)(\epsilon _s+1)e^{2kd}\right].`$
### II.2 Dependence of cooling rate

The acoustic measurements require the sample to be placed either in vacuum, or in a dilute gas. Otherwise SAW are strongly damped by the cooling liquid. In our experiment, the system consisting of the sample mounted on the LiNbO3 plate was placed on a cooling finger located in a chamber. The chamber was, in turn, placed in a He4 cryostat which can be pumped out to decrease its temperature. The superconductor solenoid in the cryostat was cooled by liquid nitrogen. To reach the temperatures $`1.54.2`$ K a dilute exchange gas (He4, $``$ 0.1 Torr) was inserted into the chamber, and that was the way to control the cooling rate.

The cooling procedure was as follows. The chamber containing the experimental setup has been initially cooled inside the cryostat by cold gaseous He4, and then liquid He has been poured into the cryostat.

Different cooling regimes were studied, and in the following they will be referred to as *slow* and *rapid* cooling. In the first case the exchange gas has been inserted from the very beginning, at the room temperature. Then the chamber was cooled during 1.5 - 2 hours by cold gaseous He4 down to 7 - 8 K, and finally liquid He was poured. In the second case, the chamber was initially evacuated and cooled first by gaseous and then by liquid He4, the sample temperature being monitored by a carbon thermometer. At some temperature $`T_0`$, which actually depends on the pressure in the chamber, the exchange gas was inserted, and the sample cooled down to the cryostat temperature during 5-10 minutes. As a result, the cooling rate is an increasing function of $`T_0`$, the maximum cooling rate being at $`T_077`$ K.

The results for a slowly-cooled of the Si $`\delta `$-doped sample with the initial sheet electron density $`n_s1.5\times 10^{11}`$ cm-2 are shown in the bottom panel of Fig. 2. They are extracted from the raw data shown in the top panel.

Magnetic field dependences for different cooling rates extracted at the same acoustic frequency, $`f=30`$ MHz, are shown in Fig. 3. One can observe that, depending on $`T_0`$, (i) minimum values of $`\sigma _1`$ are different, and (ii) minima occur at different values of magnetic field. Since all the minima correspond to the filling factor $`\nu =2`$, it follows that the sheet electron density, $`n_s`$, is a function of $`T_0`$. The behavior of $`\sigma _1`$ for $`\nu =1`$ and $`\nu =4`$ is similar.

In Fig. 4, the values of $`\sigma _1|_{\nu =2}`$ and $`n_s|_{\nu =2}`$ are plotted versus the pre-cooling temperature, $`T_0`$. The first quantity increases with increase of $`T_0`$, while the second one decreases. For all $`T_0`$, imaginary part of the conductivity, $`\sigma _2`$, remains greater that $`\sigma _1`$ that indicates hopping conductance. $`\sigma _2`$ is also dependent on $`T_0`$, however its dependence is much slower than that of $`\sigma _1`$. The general behavior of the ac conductance in the modulated-doped samples is similar.

The dependence of the sheet electron density $`n_s`$ turns out to be correlated with the *initial* value of $`n_s`$; the larger the initial $`n_s`$ the slower its dependence on $`T_0`$. For the sample with $`n_s1.5\times 10^{11}`$ cm-2 the relative variation of $`n_s`$ is 30%, for $`n_s2.3\times 10^{11}`$ cm-2 is 10%, while $`n_s=7\times 10^{11}`$ cm-2 the dependence on $`T_0`$ is essentially absent. In the last sample the first band of size quantization is almost full.

It is worth noting that the state reached by fast cooling does not change for a long time. In particular, characteristics of the sample with $`n_s=1.2\times 10^{11}`$ cm-2 after maximally fast cooling from $`T_0=77`$ K did not change during at least 28 hours.

### II.3 Dependence on illumination

As well known, dc conductance of Al0.3Ga0.7As thin film 6  and GaAs/Al0.3Ga0.7As heterostructures Buks  is sensitive to infrared (IR) illumination. To investigate combined effect of slow cooling and IR illumination on ac conductance light emitting diodes (LEDs) producing IR radiation with the wavelength $`\lambda =0.81,1.34,2.53`$ and $`4.47`$ $`\mu `$m were placed into the chamber Matveev . Choosing the illumination dose we were able to change the sheet electron density, as well as the ac conductance, by controllable portions. The persistent ac photoconductance is observed only if the illumination frequency exceeds some threshold located between 0.92 and 0.49 eV ($`\lambda =1.34`$ and $`2.53`$ $`\mu `$m, respectively). The magnetic field dependence of $`\sigma _1(\omega )`$ after successive illumination of a $`\delta `$-doped sample with $`n_s3.3\times 10^{11}`$ cm-2 is shown in Fig. 5. One can see that successive pulsed illumination (pulse duration $`10`$ s) leads to a shift in the location of the corresponding $`\sigma _1`$ minimum. The shift indicates an *increase* in the 2DEG density, $`n_s`$. At the same time the minimum value of $`\sigma _1`$ *decreases*.

The effect of the illumination in a Si doped structure is illustrated in Fig. 6. Here $`\sigma _1(\omega )`$ and $`\sigma _2(\omega )`$ are plotted as functions of the sheet electron density $`n_s`$, tuned by successive illumination. All three quantities are extracted from acoustic measurements at $`T=1.5`$ K. One can see that increase in $`n_s`$ is accompanied by decrease of $`\sigma _1`$ down to to some value after which a rapid increase occurs. In this regime the successive illumination leads to an increase in $`\sigma _1`$ leaving $`n_s`$ almost constant.

## III Discussion

As we expected, 4  the set of experimental results indicates a significant role of the doped layer in the “memory” effects. Indeed, a remarkable feature of the experimental results is that, being presented as $`\sigma _1`$ and $`\sigma _2`$ versus $`n_s`$, they are more-or-less universal. Namely, the data obtained for different cooling and illumination procedures *collapse* to almost same curves. To demonstrate this feature, in Fig. 7 we plot $`\sigma _1`$ and $`\sigma _2`$ versus $`n_s`$ for a Si $`\delta `$-doped sample with initial electron concentration $`n_s1.5\times 10^{11}`$ cm-2. Here the results both for different pre-cool temperatures $`T_0`$ and different illumination doses are included.

We believe that such property, as well as the threshold in ac photoconductance support the idea that the electron states in the doped layer are just the so-called $`DX^{}`$ centers. 6  These states are actually two-electron bound states stabilized by local lattice distortion. $`DX^{}`$centers were observed both in GaAs/Al0.3Ga0.7As heterostructures and in AlxGa1-xAs films with $`x>0.22`$. They are considered to be responsible for dc persistent photoconductance in these systems, which has also a threshold in the illumination quanta energy located between 0.66  and 0.8 eV 7 .

In general, the defects responsible for the $`DX^{}`$-centers have three charge states which differ by number of electrons occupying the center. Due to a local lattice distortion the two-electron state has the lowest energy if the two electron correlation energy $`|U|`$ exceeds the thermal energy $`kT`$.comment  As a result, at $`T|U|/k`$ the the defects are either occupied by two electrons and negatively charged ($`D_{}`$-centers) or empty and positively charged ($`D_+`$-centers) . The $`D_{}`$-centers can be treated as *small bipolarons*. The real situation is more complicated than the one discussed above since there is no unique opinion on the microscopic nature of excited states of the defect. In particular, there are several intermediate states of the defect each containing one electron, but differing by the amount of lattice distortion. In the following we will not discriminate between these states since detailed theory of acoustically-stimulated electron tunneling is beyond the scope of the present work. To simplify the discussion, following Ref. 8, , we assume that a set of equal number of $`D_{}`$ and $`D_+`$ states form the ground state which is the only state occupied at very low temperature. The one-electron (neutral) state $`D_0`$ has the energy higher than the ground state energy by the correlation energy o$`|U|`$.

In heterostructures, one can imagine several processes taking place during a cooling from the room temperature to 1.5 K. Among them are freeze-out of the carriers in the Si-doped layer of Al0.3Ga0.7As to occupy first deep $`D_{}`$ states and then shallow states,9  carriers exchange between the doped and the interface layers, etc. We believe that under rapid cooling the electron distribution at the pre-cooling temperature $`T_0`$ is frozen - it does not significantly change during the cooling below $`T_0`$. This statement is compatible with a crude estimate of the activation energy based on the expression $`E_d0.7x0.15`$ eV which has been obtained for AlxGa1-xAs films for $`0.22<x<0.4`$9  For our samples, this estimate yields $`E_d=60`$ meV. Consequently, $`e^{E_d/kT}`$ varies from $`10^1`$ to $`10^4`$ as $`T`$ varies from 300 to 100 K.

Acoustic methods under conditions of the QHE provide a unique possibility to separate the contributions of the interface and doped layers. Indeed, at the QHE plateaus the electronic states in the interface layer are *localized*, and their contribution to $`\sigma _{xx}`$ are small. As a result, the contribution of the electron hopping in the *doped layer* becomes measurable. 4  We believe that the main mechanism leading to this contribution is due to tunneling transition of electron pairs (bipolarons) between a $`D_{}`$ center and an adjacent $`D_+`$ one. At low temperatures sequential tunneling via the neutral states $`D_0`$ is probably not important since the energy difference between $`D_0`$ and the ground state is of the order of $`|U|1`$ eV. However, $`D_0`$ states play an important role in the formation of the tunneling barrier between $`D_{}`$ and $`D_+`$ centers. A theory of ac hopping conductance due to $`DX^{}`$-centers in three-dimensional amorphous materials has been developed in Ref. 8, . According to this theory, is is rather difficult to discriminate between single-electron and two-electron tunneling from frequency and temperature dependences of $`\sigma (\omega )`$. We are not aware of a theory of ac hopping conductance relevant to pair tunneling in GaAs/Al0.3Ga0.7As heterostructures. However, one can expect that the differences in frequency and temperature dependences are very small also in this case.

Assuming that the doped layer’s thickness is much less than $`k^1`$ we can use for $`\sigma _1`$ an estimate similar to the well-known expression for the single-electron tunneling, 3

$$\sigma _1(\omega )g_b^2\xi _b^3\omega e^4/\epsilon _s.$$

Here $`g_b`$ is the density of states for bipolarons, $`\xi _b`$ is their localization length, while $`e`$ is the electron charge. We believe that it is the density of $`D_{}`$ states, $`g_b`$, that is influenced by cooling and illumination procedures. In particular, the IR illumination causes ionization of the $`D_{}`$ centers in the doped layer. Part of released electrons tunnels into the interface layer that results in the increase in the sheet density $`n_s`$. A similar effect occurs during a rapid cooling due to quenching of the electron transfer between the defects and 2D layer. The higher the pre-cooling temperature $`T_0`$ the less time left for the electrons to tunnel into the interface layer. As a result, $`n_s`$ is a decreasing function of $`T_0`$.

It worth mentioning that there is an important difference between the dc persistent photoconductance and the effect we observe. Indeed, in the first case the conductance is possibly due to extended electron states either in the 2DEG-layer or in the conduction band in Al0.3Ga0.7As layer. Contrary, the states responsible for the ac conductance are *localized* that follows from the relation $`\sigma _2(\omega )\sigma _1(\omega )`$. Illumination leads to a *decrease* in the number of occupied bound states. As a result, the ac conductance decreases with illumination. At very high illumination dose the $`DX^{}`$ centers become ionized, and all the ac conductance is due to extended states.

We have employed the procedure of Ref. 4,  to separate the contributions of the doped layer and of the 2D layer in the ac hopping conductance and then analyzed the latter using a picture of single electron nearest-neighbor tunneling. Tuning the 2DEG density by illumination after slow cooling to change the magnetic field $`H`$ corresponding $`\nu =2`$ from 2.7 to 3.8 T we have found that the localization length $`\xi `$ in this region behaves as $`H^{1/2}`$. This dependence is compatible with the assumption of the single electron nearest neighbor tunneling. Unfortunately, we were not able to carry out a similar analysis for $`\nu =4`$ since at large $`\nu `$ the components $`\sigma _1`$ and $`\sigma _2`$ are of the same order of magnitude, and the mechanism of ac conductance is mixed.

## IV Conclusions

Main conclusions from the present work can be formulated as follows.

* Both ac hopping conductance and sheet electron density in Si $`\delta `$-doped and modulation doped GaAs/Al0.3Ga0.7As heterostructures at the quantum Hall effect plateaus depend on the samples’ *cooling rate*.
* Successive IR illumination leads to a *persistent ac hopping photoconductance* which decreases with the illumination dose. At the same time, the sheet electron concentration, $`n_s`$, in the interface layer increases. The persistent ac photoconductance occurs only if the illumination frequency exceeds some threshold located between 0.5 and 0.9 eV.
* The above set of results can be qualitatively interpreted within the framework of the concept of $`DX^{}`$ centers – localized two-electron states bounded by local lattice distortion – located in the doped layer of the heterostructure. We believe that the doped layer ac hopping conductance is due to tunneling of electron pairs (bipolarons) between adjacent doubly occupied and empty defects.
* The contribution of tunneling between localized states in the interface layer can be extracted and used to estimate the electron localization length, $`\xi `$. Within the experimentally-accessible range, $`\xi H^{1/2}`$ which is compatible with single-electron nearest neighbor tunneling.

###### Acknowledgements.

One of the authors (ILD) is thankful B. A. Volkov and D. R. Khokhlov for discussions. The work is supported by RFFI 01-02-17891, MinNauki, Presidium RAN grants and Russia-Ukraine Program Nanophysics and Nanoelectronics.


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# Cosmological Evolution of the Rolling Tachyon

## 1 Introduction

The reconciliation of fundamental theories such as M/String theory with the basic facts of cosmology continues to present great challenges. The most straightforward approach is to pass to an effective field theory in which gravity is coupled to matter, for instance in a supergravity theory. Because the theories are formulated in higher dimensions, one must either construct a spontaneous compactification scenario or imagine a scheme in which the universe is sort of 3-brane . It seems to be very difficult to construct models with $`N=1`$ supersymmetry on the 3-brane . The trouble with compactifications is that they come with associated massless scalars and degenerate vacua: one must address the question of how these evolve with time . One must also ensure that the resultant time-variability of coupling constants is compatible with observations. One possibility is to give the potentials a mass ”by hand” such a way that Minkowski-space times a Calabi-Yau is an attractor at late times,  but this is ad hoc and ugly.

There is fairly good evidence from the BOOMERANG observations of the Cosmic Microwave Background that the scale factor of the universe underwent a period of acceleration (so-called Primordial Inflation) at early times and from Type Ia super-novae that it may also have been accelerating very recently if not today. (For a recent review see ). It is quite difficult to get accelerating universe out of pure supergravity theories  although with super-matter, providing one gauges a suitable axial current this is possible . The problem is that the axial gauging gives rise to anomalies . It is possible that these anomalies can be cancelled in staring models with D-branes .

In recent years there has been great progress, particularly due to Sen, in our understanding of the role of the tachyon in String Theory (see  for a recent account with references to earlier work) . The basic idea is that the usual open string vacuum is unstable but there exist a stable vacuum with zero energy density which is stable. There is evidence that this state is associated with the condensation of electric flux tubes of closed strings (see ). These flux tubes described successfully using an effective Born-Infeld action (see  and references therein). This success of effective action methods, together with the difficulties of other approaches described the encourages one to pursue this further and to attempt a description of the cosmology of tachyon rolling. Moreover not to take into account the effects gravity during the process is inconsistent, since it involves a spatially uniform distribution of energy. It is the purpose of this note to rectify this omission and initiate a study of tachyon cosmology .

## 2 The Rolling Tachyon

The tachyon of string theory may described by effective field theory describing some sort of tachyon condensate which in flat space has a Lagrangian density

$$=V(T)\sqrt{1+\eta ^{\mu \nu }_\mu T_\nu T},$$
(1)
where $`T`$ is the tachyon field, $`V(T)`$ is the tachyon potential and $`\eta _{\mu \nu }=\mathrm{diag}(,+,+,\mathrm{})`$ is the metric of Minkowski spacetime ( see  for a discussion with references to earlier work) . The tachyon potential $`V(T)`$ has a positive maximum at the origin and has a minimum at $`T=T_0`$ where the potential vanishes. In , $`T_0`$ is taken to lie at infinity. In Minkowski spacetime the rolling down of the towards its minimum value is described by a spatially homogeneous but time-dependent solution obtained from the Lagrangian density

$$=V\sqrt{1\dot{T}^2}.$$
(2)
During rolling the Hamiltonian density

$$=\frac{V(T)}{\sqrt{1\dot{T}^2}}$$
(3)
has a constant value $`E`$. Thus

$$\dot{T}=\sqrt{1\frac{V^2(T)}{E^2}}.$$
(4)
As $`T`$ increases $`V(T)`$ decreases and $`\dot{T}`$ increases to attain its maximum value of $`1`$ in infinite time as $`T`$ tends to infinity. Note that as explained in  the tachyon field behaves like a fluid of positive energy density

$$\rho =\frac{V(T)}{\sqrt{1\dot{T}^2}}$$
(5)
and negative pressure

$$P=V(T)\sqrt{1\dot{T}^2}.$$
(6)
Thus

$$P\rho =V^2(T)$$
(7)
and

$$\frac{P}{\rho }=w=(1\dot{T}^2),$$
(8)
and therefore, $`1w0`$. Note that both the Weak Energy Condition, $`\rho >0`$ and Dominant Energy Condition, $`\rho |P|`$ hold. However because

$$\rho +3P=\frac{2V(T)}{\sqrt{1\dot{T}^2}}(1\frac{3}{2}\dot{T}^2)$$
(9)
the Strong Energy Condition fails to hold for small $`|\dot{T}|`$ but does hold for large $`|\dot{T}|`$.

The discussion above has neglected the gravitational field generated by the tachyon condensate. To take it into account we use the Lagrangian density

$$\sqrt{g}\left(\frac{R}{16\pi G}V(T)\sqrt{1g^{\mu \nu }_\mu T_\nu T}\right),$$
(10)
where $`g_{\mu \nu }`$ is the metric and $`R`$ its scalar curvature. We shall work in $`3+1`$ spacetime dimensions and assume that the metric has Friedman-Lemaitre-Robertson-Walker form

$$ds^2=dt^2+a^2(t)d\mathrm{\Omega }_k^2,$$
(11)
where $`a(t)`$ is the scale factor and $`d\mathrm{\Omega }_k^2`$ is, locally at least, the metric on $`S^3`$ , $`E^3`$ or $`H^3`$ according as $`k=1,0,1`$ respectively. Note that in this model we have assumed that the cosmological constant $`\mathrm{\Lambda }`$ vanishes in the tachyon ground state. The expressions (5 ) and ( 6) for the density and pressure remain valid and thus the Friedman and Raychaudhuri equations governing the evolution of the scale factor are

$$\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}=\frac{8\pi G}{3}\frac{V(T)}{\sqrt{1\dot{T}^2}},$$
(12)
and

$$\frac{\ddot{a}}{a}=\frac{8\pi G}{3}\frac{V(T)}{\sqrt{1\dot{T}^2}}\left(1\frac{3}{2}\dot{T}^2\right).$$
(13)
The Hamiltonian density of the tachyon field is no longer constant because the tachyon Lagrangian density is now explicitly time dependent. Equations (2) and (3) must be replaced by

$$=a^3V\sqrt{1\dot{T}^2}.$$
(14)
and

$$=a^3\frac{V(T)}{\sqrt{1\dot{T}^2}}.$$
(15)
The equation

$$\frac{d}{dt}=\frac{}{t}$$
(16)
is formally equivalent to the conservation of entropy of the fluid which reads

$$\dot{\rho }=\frac{\dot{a}}{a}(\rho +P).$$
(17)
Because

$$\rho +P=\frac{\dot{T}^2}{\sqrt{1\dot{T}^2}},$$
(18)
we have

$$\frac{d}{dt}\left(\frac{V}{\sqrt{1\dot{T}^2}}\right)=\frac{3\dot{a}}{a}\left(\frac{V\dot{T}^2}{\sqrt{1\dot{T}^2}}\right).$$
(19)
Thus the evolution equation (4) remains valid but the quantity $`E`$ is no longer constant but rather decreases in time.

The course of cosmic evolution is now rather clear from these equations. The tachyon field rolls down hill with an accelerated motion and the universe expands. It still follows from (4 ) that as $`T`$ increases $`V(T)`$ increases but since $`E`$ decreases, in principal $`\dot{T}`$ could decrease but in any case $`\dot{T}`$ remains positive and so $`T`$ increases monotonically to attain its maximum value of 1. From the Friedman equation (12), it follows that if $`k0`$, then $`\dot{a}`$ will always be positive. This is because the Weak Energy Condition holds, $`\rho >0`$. From the Raychaudhuri equation (13 ) one deduces that initially if $`|\dot{T}|<\frac{2}{3}`$ the scale factor initially accelerates, $`\ddot{a}>0`$ but eventually, once $`\dot{T}`$ exceeds $`\sqrt{\frac{2}{3}}`$ the acceleration will cease and deceleration will set in. If the universe is flat, i.e. if $`k=0`$, then ultimately the scale factor will halt $`a(t)\mathrm{constant}`$. If the universe has hyperbolic sections, that is if $`k=1`$, then ultimately the scale factor increases linearly with time, $`at`$. In both cases the final state of the universe is flat, the case $`k=1`$ being the Milne model. In the case of spherical sections, $`k=+1`$ re-collapse will take place. The possibility of cosmic acceleration arises from the positive potential $`V(T)`$ and should be contrasted with the situation in pure supergravity theories for which the Strong Energy Condition holds and cosmic acceleration is not possible , unless the internal space is non-compact . The inclusion of supermatter matter may allow acceleration .

Despite the violation of the Strong Energy condition one sees from the Friedman equation (12) that in the cases $`k0`$ the positivity of energy precludes the avoidance of singularities in the past. If however $`k=1`$, it is conceivable that, for special initial conditions, the scale factor might pass through a finite sequence of minima and maxima or even that periodic or quasi-periodic solutions exist with an infinite sequence of maxima and minima.

## 3 Acknowlegement

After submitting this paper to the archive I was told of an earlier paper of Stephon Alexander  of which I was unaware and which anticipated some of the ideas discussed here, in terms of $`D`$-$`\overline{D}`$ annihilation. The action adopted for the tachyon field is different from that used in this paper. Another relevant pre-cursor brought to my attention by Anupam Mazumdar and to which the same remarks apply is . I would like to thank them and also Andrew Chamblin, Neil Lambert, Mohammad Garousi, Thanu Padmanabhan, Nakoi Saskura and Arkady Tseytlin for helpful comments and pointng out typos and small inaccuracies in the wording.


text:
# 1 Introduction

## 1 Introduction

In order to avoid fine tuning to preserve the mass hierarchy $`m_Wm_P`$ , supersymmetry at the TeV scale is commonly postulated. Cosmology also favours the TeV mass range, if the lightest supersymmetric particle (LSP) is stable, as occurs if $`R`$ parity is conserved. In the following, we work within the minimal supersymmetric extension of the Standard Model (MSSM). Furthermore, in order to satisfy the strong constraints on charged or colored dark matter, we require that the LSP is neutral. Over almost all of the MSSM parameter space the lightest neutral sparticle is a neutralino111We comment below on specific cases where the sneutrino may be the LSP. $`\chi `$, i.e., a mixture of the $`\stackrel{~}{B},\stackrel{~}{W}^3,\stackrel{~}{H}_1`$ and $`\stackrel{~}{H}_2`$. In this case, the LSP would be an excellent candidate for astrophysical dark matter .

A key uncertainty in the MSSM is the pattern of soft supersymmetry breaking, as described by the scalar masses $`m_0`$, gaugino masses $`m_{1/2}`$ and trilinear couplings $`A_0`$ . These presumably originate from physics at some high-energy scale, e.g., from some supergravity or superstring theory, and then evolve down to lower energy scale according to well-known renormalization-group equations. What is uncertain, however, is the extent to which universality applies to the scalar masses $`m_0`$ for different squark, slepton and Higgs fields, the gaugino masses $`m_{1/2}`$ for the $`SU(3)`$, $`SU(2)`$ and $`U(1)`$ gauginos, and the trilinear couplings $`A`$ corresponding to different Yukawa couplings. We do not consider here non-universal gaugino masses or $`A`$ parameters.

The suppression of flavour-changing neutral interactions  suggests that the $`m_0`$ may be universal for different matter fields with the same quantum numbers, e.g., the different squark and slepton generations . However, there is no very good reason to postulate universality between, say, the spartners of left- and right-handed quarks, or between squarks and sleptons. In Grand Unified Theories (GUTs), there must be universality between fields in the same GUT multiplet, e.g., $`u_L,d_L,u_R`$ and $`e_R`$ in a $`\mathrm{𝟏}0`$ of $`SU(5)`$, and this would extend to all matter fields in a $`\mathrm{𝟏}6`$ of $`SO(10)`$. However, there is less reason to postulate universality between these and the Higgs fields. Nevertheless, this extension of universality to the Higgs masses (UHM) is often assumed, resulting in what is commonly termed the constrained MSSM (CMSSM). Alternatively, there may be non-universal higgs masses (NUHM) in the more general MSSM.

We and others have previously made extensive studies of the allowed parameter space in the CMSSM , incorporating experimental constraints and the requirement that the relic density $`\mathrm{\Omega }_\chi h^2`$ fall within a range $`0.1<\mathrm{\Omega }_\chi h^2<0.3`$ preferred by cosmology. There have also been many studies of the NUHM case in the MSSM , in which the character of the LSP may change, perhaps becoming mainly a Higgsino $`\stackrel{~}{H}`$, rather than a Bino $`\stackrel{~}{B}`$ as in the CMSSM. We think it is opportune to study the NUHM case again, taking into account more recent improvements in the understanding of the cosmological relic density $`\mathrm{\Omega }_\chi h^2`$, including $`\chi \stackrel{~}{\tau }`$  and $`\chi \stackrel{~}{t}`$  coannihilations in addition to $`\chi \chi ^{}\chi ^\pm `$ coannihilations  and the rôles of direct-channel MSSM Higgs resonances , as well as the (almost) final versions of the direct constraints imposed by LEP experiments.

## 2 Experimental Constraints and the NUHM Analysis

Important experimental constraints on the MSSM parameter space are provided by direct searches at LEP, such as that on the lightest chargino $`\chi ^\pm `$: $`m_{\chi ^\pm }>`$ 103.5 GeV , and that on the selectron $`\stackrel{~}{e}`$: $`m_{\stackrel{~}{e}}>`$ 99 GeV , depending slightly on the other MSSM parameters. For our purposes, another important constraint is provided by the LEP lower limit on the Higgs mass: $`m_H>114`$ GeV  in the Standard Model. This limit may be applicable to the lightest Higgs boson $`h`$ in the general MSSM, although possibly in relaxed form 222As we discuss later, there is no such relaxation in the regions of MSSM parameter space of interest to us.. We recall that $`m_h`$ is sensitive to sparticle masses, particularly $`m_{\stackrel{~}{t}}`$, via loop corrections :

$$\delta m_h^2\frac{m_t^4}{m_W^2}\mathrm{ln}\left(\frac{m_{\stackrel{~}{t}}^2}{m_t^2}\right)+\mathrm{}$$
(1)
which implies that the LEP Higgs limit constrains the MSSM parameters.

We also impose the constraint imposed by measurements of $`bs\gamma `$ , $`\mathrm{BR}(BX_s\gamma )=(3.11\pm 0.42\pm 0.21)\times 10^4`$, which agree with the Standard Model calculation $`\mathrm{BR}(BX_s\gamma )_{\mathrm{SM}}=(3.29\pm 0.33)\times 10^4`$ . Typically, the $`bs\gamma `$ constraint is more important for $`\mu <0`$, but it is also relevant for $`\mu >0`$, particularly when $`\mathrm{tan}\beta `$ is large.

We also take into account the anomalous magnetic moment of the muon. The BNL E821  experiment reported a new measurement of $`a_\mu \frac{1}{2}(g_\mu 2)`$ which deviates by 1.6 standard deviations from the best Standard Model prediction (once the pseudoscalar-meson pole part of the light-by-light scattering contribution  is corrected). Currently, the deviation from the Standard Model value is $`6\times 10^{10}`$ to $`58\times 10^{10}`$ at the 2-$`\sigma `$ level. The 2-$`\sigma `$ limit still prefers  the $`\mu >0`$ part of parameter space, but $`\mu <0`$ is allowed so long as either (or both) $`m_{1/2}`$ and $`m_0`$ are large . Where appropriate, the current $`g_\mu 2`$ constraint is taken into account 333We note that a new experimental value with significantly reduced statistical error is expected soon, but the theoretical interpretation will still be subject to strong-interaction uncertainties in the Standard Model prediction, so the impact may be muffled..

In the following, we display the regions of MSSM parameter space where the supersymmetric relic density $`\rho _\chi \mathrm{\Omega }_\chi \rho _{critical}`$ falls within the following preferred range:

$$0.1<\mathrm{\Omega }_\chi h^2<0.3.$$
(2)
The upper limit is rigorous, and assumes only that the age of the Universe exceeds 12 Gyr. It is also consistent with the total matter density $`\mathrm{\Omega }_m<0.4`$, and the Hubble expansion rate $`h1/\sqrt{2}`$ to within about 10 % (in units of 100 km/s/Mpc). An upper limit stronger than (2) could be defensible , in particular because global fits to cosmological data may favour a lower value of $`\mathrm{\Omega }_m`$. On the other hand, the lower limit in (2) might be weakened, in particular if there are other important contributions to the overall matter density.

In the CMSSM, the values of the Higgsino mixing parameter $`\mu `$ and the pseudoscalar Higgs mass $`m_A`$ are determined by the electroweak vacuum conditions, once $`m_{1/2},m_0,\mathrm{tan}\beta `$ and the trilinear supersymmetry-breaking parameter $`A_0`$ are fixed. This is no longer the case when the universality assumption is relaxed for the Higgs multiplets. No longer assuming that the Higgs soft masses $`m_1`$ and $`m_2`$ 444The Higgs multiplets $`H_{1,2}`$ couple to $`d,u`$ quarks, respectively. are set equal to $`m_0`$ at the GUT scale, we are free to choose $`\mu `$ and $`m_A`$ as surrogate parameters. Thus we have as our free parameters $`m_0`$, $`m_{1/2}`$, $`A_0`$, $`\mathrm{tan}\beta `$, $`\mu `$ and $`m_A`$. The results depend somewhat on the masses of the top and bottom quarks that are assumed: for definiteness, we use the pole mass $`m_t=175`$ GeV and the running mass $`m_b(m_b)_{SM}^{\overline{MS}}=4.25`$ GeV.

As noted above, we include $`\chi \stackrel{~}{l}`$ ($`l=e,\mu ,\tau `$)  and $`\chi \stackrel{~}{t}`$  coannihilations in our calculation. However, since we assume for simplicity that $`A_0=0`$, $`\chi \stackrel{~}{t}`$ coannihilation is not very important. Since $`\mu `$ is now a free parameter, the neutralino can be Bino-like or Higgsino-like depending on the ratio of $`\mu `$ to $`m_{1/2}`$. When the LSP is Higgsino-like, it is often nearly degenerate with the second lightest neutralino $`\chi ^{}`$ and the lightest chargino $`\chi ^\pm `$ . All relevant coannihilation processes for this case, have been included. In some small regions of the parameter space $`\chi `$, $`\chi ^{}`$, $`\chi ^+`$ and $`\stackrel{~}{l}`$ can all be degenerate, and we have also taken into account the $`\chi ^{}\stackrel{~}{l}`$ and $`\chi ^\pm \stackrel{~}{l}`$ coannihilations.

## 3 Analysis of the $`(\mu ,m_A)`$ Plane

We start our analysis by studying the range of possibilities in the $`(\mu ,m_A)`$ plane for various fixed choices of $`m_{1/2}`$, $`m_0`$ and $`\mathrm{tan}\beta `$. Panel (a) of Fig. 1 displays the $`(\mu ,m_A)`$ plane for $`m_{1/2}=300`$ GeV, $`m_0=100`$ GeV and $`\mathrm{tan}\beta =10`$. The very dark (red) regions at large $`|\mu |`$ appear where the LSP is no longer the neutral $`\chi `$ but the charged lighter stau $`\stackrel{~}{\tau }_1`$, which is unacceptable astrophysically. There are also small ‘shark’s teeth’ at $`|\mu |400`$ GeV, $`m_A<300`$ GeV where the $`\stackrel{~}{\tau }_1`$ is the LSP. At large $`|\mu |`$, the $`\stackrel{~}{\tau }_1`$ is driven light primarily by the large mixing term in the stau mass matrix. At small $`|\mu |`$, particularly at small $`m_A`$ when the mass difference $`m_2^2m_1^2`$ is small, first the $`\stackrel{~}{\tau }_R`$ mass is driven small, making the $`\stackrel{~}{\tau }_1`$ the LSP again. However, at even smaller $`|\mu |`$ the lightest neutralino gets lighter again, since $`m_\chi \mu `$ when $`\mu <M_10.4m_{1/2}`$.

The light (turquoise) shaded region in panel (a) of Fig. 1 is that for which $`0.1<\mathrm{\Omega }_\chi h^2<0.3`$. We see strips adjacent to the $`\stackrel{~}{\tau }_1`$ LSP regions, where $`\chi \stackrel{~}{\tau }_1`$ coannihilation  is important in suppressing the relic density to an acceptable level. The thick cosmological region at smaller $`\mu `$ corresponds to the ‘bulk’ region familiar from CMSSM studies. The two (black) crosses indicate the position of the CMSSM points for these input parameters. Extending upward in $`m_A`$ from this region, there is another light (turquoise) shaded band at smaller $`|\mu |`$. Here, the neutralino gets more Higgsino-like and the annihilation to $`W^+W^{}`$ becomes important, yielding a relic density in the allowed range 555This is similar to the focus-point region  in the CMSSM.. For smaller $`|\mu |`$, the relic density becomes too small due to the $`\chi \chi ^{}\chi ^+`$ coannihilations. For even smaller $`|\mu |`$ ($`\stackrel{<}{}30`$ GeV) many channels are kinematically unavailable and we are no longer near the $`h`$ and $`Z`$ pole. As a result the relic density may again come into the cosmologically preferred region. However, this region is excluded by the LEP limit on the chargino mass as explained below.

The unshaded regions between the allowed bands have a relic density that is too high: $`\mathrm{\Omega }_\chi h^2>0.3`$. However, the $`\stackrel{~}{\tau }`$ coannihilation and bulk bands are connected by horizontal bands of acceptable relic density that are themselves separated by unshaded regions of low relic density, threaded by solid (blue) lines asymptoting to $`m_A250`$ GeV. These lines correspond to cases when $`m_\chi m_A/2`$, where direct-channel annihilation: $`\chi +\chi A,H`$ is important, and suppresses the relic density  creating ‘funnel’-like regions.

Overlaying the cosmological regions are dark (green) shaded regions excluded by $`bs\gamma `$. That for $`\mu <0`$ is more important, as expected from previous analyses. Taking this into account, most of the bulk and coannihilation regions are allowed for $`\mu >0`$, but only the coannihilation regions and a small slice of the bulk region for $`\mu <0`$. In this example, the ‘funnel’ regions are largely excluded by $`bs\gamma `$ for both signs of $`\mu `$.

We next explain the various contours shown in Fig. 1. The dark (black) dashed line in Fig. 1(a) is the contour $`m_{\chi ^\pm }=104`$ GeV, representing the LEP kinematic limit on the chargino mass. The actual LEP lower limit is in fact generally somewhat smaller than this, depending on the details of the MSSM parameters, but the differences would be invisible on this plot. We see that the chargino constraint excludes the $`|\mu |\stackrel{<}{}100`$ GeV strip. The lighter (red) dot-dashed line in Fig. 1(a) is the LEP lower limit of 114 GeV on the mass of the lightest MSSM Higgs boson $`h`$, as calculated using the FeynHiggs programme . This limit is relaxed in certain regions of parameter space because of a suppression of the $`ZZh`$ coupling but, as discussed below in connection with Fig. 2, this relaxation is irrelevant for the conclusions presented here. For the choices of the other MSSM parameters in Fig. 1(a), the main effect of the Higgs constraint is essentially to exclude negative values of $`\mu `$. The pale (pink) solid line at $`\mu =0`$ marks the $`g_\mu 2`$ constraint. This constraint excludes the $`\mu <0`$ half-plane, while allowing all of the $`\mu >0`$ parameter space for this particular choice of $`m_{1/2}`$ and $`m_0`$.

The darker (black) dot-dashed line in Fig. 1(a) indicates where one or the other of the Higgs mass-squared becomes negative at the input GUT scale, specifically when either $`(m_1^2+\mu ^2)<0`$ or $`(m_2^2+\mu ^2)<0`$. One could argue that larger values of $`|\mu |`$ and/or smaller values of $`m_A`$ are excluded by requiring the preferred electroweak vacuum to be energetically favoured and not bypassed early in the evolution of the Universe. However, for a different point of view, see .

As noted above, the two (black) crosses in Fig. 1(a) are the two pairs $`(\mu ,m_A)(\pm 390,450)`$ GeV obtained in the CMSSM, assuming that the soft supersymmetry-breaking Higgs scalar masses are equal to the universal squark and slepton masses-squared at the GUT input scale (UHM). For this particular choice of the other MSSM parameters $`m_{1/2},m_0,A_0`$ and $`\mathrm{tan}\beta `$, these two CMSSM points both yield relic densities $`\mathrm{\Omega }_\chi h^2=0.21`$, within the range preferred by astrophysics and cosmology. On the other hand, the CMSSM point with $`\mu <0`$ has unacceptable values for $`bs\gamma `$ decay, $`a_\mu `$, and $`m_h`$, although the latter might conceivably be salvaged if the theoretical approximations in FeynHiggs happen to err in the favourable direction.

The main conclusions from Fig. 1(a) are that moderate values of $`\mu >0`$ are favoured, $`m_A`$ cannot be small, and there is a large fraction of the remaining MSSM parameter space where the cosmological relic density lies within the range favoured by astrophysics and cosmology. This includes parts of the ‘bulk’ regions identified in CMSSM studies, with $`200\mathrm{GeV}<\mu <1000`$ GeV and $`270\mathrm{GeV}<m_A<650`$ GeV, generalizing the CMSSM point for $`\mu >0`$.

The notations used for the constraints illustrated in the other panel of Fig. 1 are the same, but the constraints interplay in different ways. In panel (b), we have chosen a larger value of $`m_{1/2}`$. In this case, the previous region excluded by the neutral LSP constraint at large $`|\mu |`$, migrates to larger $`|\mu |`$ and is no longer visible in this panel. However, the ‘shark’s teeth’ for moderate $`|\mu |`$ grow, reaching up to $`m_A1250`$ GeV. These arise when one combines a large value of $`m_{1/2}`$ with a relatively small value of $`m_0`$, and one may find a $`\stackrel{~}{\tau }`$ or even a $`\stackrel{~}{e}`$ LSP. The large value of $`m_{1/2}`$ also keeps the rate of $`bs\gamma `$ under control unless $`m_A`$ is very small. The chargino constraint is similar to that in panel (a), whereas the $`m_h`$ constraint is irrelevant due to the large value of $`m_{1/2}`$. The $`g_\mu 2`$ constraint does not provide any exclusion here. Finally, we observe that the GUT mass-squared positivity constraint now allows larger values of $`|\mu |<1800`$ GeV. In this example, the two CMSSM points are at $`(\mu ,m_A)(\pm 1100,1330)`$ GeV and both have relic densities that are too large: $`\mathrm{\Omega }_\chi h^21.15`$.

The main conclusions from Fig. 1(b) are that moderate values of $`\mu `$ are favoured, which may be of either sign, but still $`m_A`$ cannot be small. As in panel (a), there is a large fraction of the remaining MSSM parameter space where the cosmological relic density lies within the range favoured by astrophysics and cosmology, for both signs of $`\mu `$.

The reader may be wondering by now: how non-universal are the Higgs masses in the previous plots? Do they differ only slightly from universality - in which case the usual CMSSM results would be very unstable numerically, or do they involve violations of universality by orders of magnitude - in which case the NUHM discussion would be unimportant and the usual CMSSM results would be very stable numerically? Some answers are provided in Fig. 2, where we plot contours of $`\widehat{m}_1\mathrm{sign}(m_1^2)\times |m_1/m_0|`$ as paler (red) curves and of $`\widehat{m}_2\mathrm{sign}(m_2^2)\times |m_2/m_0|`$ as darker (black) curves. We see in panel (a), for $`\mathrm{tan}\beta =10`$, $`m_{1/2}=300`$, $`m_0=100`$ GeV and $`A_0=0`$, corresponding to panel (a) of Fig. 1, that relatively large values are attained for both $`\widehat{m}_1`$ and $`\widehat{m}_2`$, ranging up to 15 or more in modulus. However, comparing Fig. 1(a) and Fig. 2(a), we see that such large values are not attained in the restricted region of the $`(\mu ,m_A)`$ plane that are allowed by the various phenomenological constraints discussed earlier. We have indicated by darker shading the regions of Fig. 2(a) which are allowed by the non-cosmological constraints, and see that $`|\widehat{m}_{1,2}|<5`$ in the regions allowed.

Turning now to panel (b) of Fig. 2, for $`\mathrm{tan}\beta =10`$, $`m_{1/2}=1000`$, $`m_0=300`$ GeV and $`A_0=0`$, we see values of $`|\widehat{m}_{1,2}|<5`$ throughout the portion of the plane displayed. Comparing again with the corresponding panel (b) of Fig. 1, we see that most of the displayed range of $`\mu `$ is allowed by the experimental constraints, but only for $`m_A>600`$ GeV. In this region, we find $`|\widehat{m}_{1,2}|<5`$.

We conclude that the answer to the questions posed earlier lie in between the extremes proposed. The variations in $`|\widehat{m}_{1,2}|`$ are by no means negligible, but neither are they excessive within the regions of parameter space allowed by the experimental constraints. The CMSSM results are not excessively unstable, but significant variations are possible for plausible ranges of $`\widehat{m}_{1,2}`$.

We comment finally on the magnitude of the $`ZZh`$ coupling $`\mathrm{sin}^2(\beta \alpha )`$, which controls the observability of the lightest MSSM Higgs boson at LEP. The contours $`\mathrm{sin}^2(\beta \alpha )=0.7,0.5`$ and $`0.3`$ are shown as closely-spaced dashed lines at the bottom of each panel in Fig. 2. In the bulk of the $`(\mu ,m_A)`$ planes shown, the $`ZZh`$ coupling is close to its Standard Model value, and the LEP lower limit on $`m_h`$ is indistinguishable from the Standard Model value limit of 114 GeV.

## 4 Analysis of the $`(\mu ,M_2)`$ Plane

We now turn to projections of the MSSM parameter space on the $`(\mu ,M_2)`$ plane, which is often used in the analysis of the chargino and neutralino sectors of the MSSM. In the past, it has been demonstrated how the cosmological constraint on the relic neutralino density may be satisfied in a large part of the $`(\mu ,M_2)`$ plane, for certain values of the other MSSM parameters . Here we limit ourselves to a couple of examples that indicate how the cosmological region may vary.

Panel (a) of Fig. 3 displays the $`(\mu ,M_2)`$ plane for the choices $`\mathrm{tan}\beta =10`$, $`m_0=100\mathrm{GeV}`$, $`m_A=700\mathrm{GeV}`$ and $`A_0=0`$. In this case, the region favoured by cosmology, shown by the light (turquoise) shading, is in the part of the plane where the LSP $`\chi `$ is mainly a Bino, as preferred in the CMSSM. The LEP chargino constraint, shown as a dark (black) dashed line, excludes small values of $`\mu `$ and/or $`M_2`$, where a Higgsino LSP might have constituted the dark matter. The $`m_h`$ constraint, shown as a paler (red) dot-dashed line, excludes low values of $`M_2`$, particularly for $`\mu <0`$, but allows substantial fractions of the cosmological regions. The $`bs\gamma `$ constraint, shown in darker shading, excludes another part of the remaining allowed region for $`\mu <0`$, but leaves almost untouched the allowed region for $`\mu >0`$. The $`g_\mu 2`$ constraint, shown as a pale (pink) solid line, excludes a larger region of $`\mu <0`$, but leaves an allowed region at higher $`M_2`$. The requirement that the effective Higgs masses-squared be positive at the GUT scale allows a triangular region centred around $`\mu =0`$ and extending up to $`M_2900`$ GeV, bounded by the dark (black) dot-dashed lines, and is compatible with all the other constraints in regions with both signs of $`\mu `$. The cosmological region is bounded above by the dark (red) shaded region where the LSP is charged, close to which coannihilation is important in suppressing the relic density to an acceptable level. Also shown at large $`M_2`$ is the solid (blue) line where $`m_\chi =m_A/2`$, but this has little effect on the relic density in the region allowed by the other constraints.

Panel (b) of Fig. 3 displays the $`(\mu ,M_2)`$ plane for the choices $`\mathrm{tan}\beta =10,m_0=400\mathrm{GeV}`$, $`m_A=700\mathrm{GeV}`$ and $`A_0=0`$. In this case, the cosmological region is largely complementary to panel (a), since both the Bino and Higgsino regions are excluded. Only narrow strips in the regions where the LSP is a strong mixture of gaugino and Higgsino have an acceptable relic density, with the exception of indentations where $`m_\chi m_A/2`$ and broader regions at large $`M_2`$, where contributions from $`s`$-channel annihilation and $`\stackrel{~}{\tau }`$ coannihilation are both important. The chargino, Higgs, $`bs\gamma `$, $`g_\mu 2`$ and GUT positivity constraints interplay much as in panel (a).

We have also examined the $`(\mu ,M_2)`$ planes for other choices of $`m_0`$ and $`m_A`$. With a judicious choice of these parameters, a large fraction of the domain where $`\mu >M_2`$ and the LSP is gaugino-like may happen to have an acceptable relic density, though it may then be excluded by other constraints. However, we have not found any instance where a mainly Higgsino-like LSP is permitted with a sufficiently large relic density: see also . This is largely due to the LEP lower limit on $`m_{\chi ^\pm }`$ and the fact that large $`M_2`$ is excluded at small $`|\mu |`$ by the neutral LSP requirement.

## 5 Analysis of the $`(m_{1/2},m_0)`$ Plane

This projection of the MSSM parameter space has often been used in studies of supersymmetric dark matter, in particular in the context of the CMSSM, where it was instrumental in the specification  of benchmark scenarios compatible with all the experimental and cosmological constraints discussed earlier. Here we discuss examples in the more general MSSM context, which indicate some of the range of new possibilities that it opens up.

Panel (a) of Fig. 4 shows the $`(m_{1/2},m_0)`$ plane for $`\mathrm{tan}\beta =10`$ and the particular choices $`\mu =600`$ GeV and $`m_A=400`$ GeV. The dark (red) shaded regions are excluded because the LSP is charged: the larger part resembles the similar excluded regions in the CMSSM. As in the CMSSM studies, there are light (turquoise) shaded strips close to these forbidden regions where coannihilation suppresses the relic density sufficiently to be cosmologically acceptable. Further away from these regions, the relic density is generally too high. The near-vertical dark (black) dashed and light (red) dot-dashed lines are the LEP exclusion contours $`m_{\chi ^\pm }>104`$ GeV and $`m_h>114`$ GeV. As in the CMSSM case, they exclude low values of $`m_{1/2}`$, and hence rule out rapid relic annihilation via direct-channel $`h`$ and $`Z^0`$ poles.

A striking feature when $`m_{1/2}400`$ to $`500`$ GeV is a ‘funnel’ with a double strip of acceptable relic density. This is due to rapid annihilation via the direct-channel $`A,H`$ poles which occur when $`m_\chi =m_A/2=200`$ GeV, indicated by the solid (blue) line. Inside the shaded double strip, the funnel contains an unshaded strip where the relic density falls below the range preferred by cosmology in the absence of other types of cold dark matter. The existence of analogous rapid-annihilation funnels has been noticed previously in the CMSSM context: there they were diagonal in the $`(m_{1/2},m_0)`$ plane, because the CMSSM imposes a link between $`m_0`$ and $`m_A`$ that is absent in the more general MSSM discussed here.

There is also another strip in Fig. 4(a) around $`m_{1/2}1100`$ GeV where the relic density falls again into the allowed range. In this region, the neutralino acquires enough Higgsino content for the relic density be in the range preferred by cosmology. For larger $`m_{1/2}`$, the relic density is suppressed even more by $`\chi \chi ^{}\chi ^\pm `$ coannihilation, and for $`m_{1/2}\stackrel{>}{}1200`$ GeV the relic density falls down below 0.1. This strip along with most of the $`(m_{1/2},m_0)`$ plane shown in Fig. 4(a) is actually excluded by the requirement that the Higgs scalar masses be positive at the input GUT scale, as indicated by the dark (black) dot-dashed lines. However, the rapid-annihilation funnel is still allowed by this constraint, as is a part of the $`\chi \stackrel{~}{\mathrm{}}`$ coannihilation region. The CMSSM point is located beyond the region shown here.

Panel (b) of Fig. 4 shows the $`(m_{1/2},m_0)`$ plane for $`\mathrm{tan}\beta =10`$ and the different choices $`\mu =400`$ GeV and $`m_A=1000`$ GeV. In this case, the dark (red) shaded charged-LSP region has rather different shape, but still excludes a substantial region with large $`m_{1/2}`$ and small $`m_0`$. The striking feature of Fig. 4(b) is the broad band of allowed relic density around $`m_{1/2}700`$ GeV, where the relic density is suppressed into the preferred range by $`\chi \chi ^{}\chi ^\pm `$ coannihilation, the relic density falling below 0.1 for $`m_{1/2}\stackrel{>}{}800`$ GeV. In this case, the region allowed by the GUT stability requirement extends up to $`m_{1/2}1600`$ GeV, and is therefore satisfied throughout most of the displayed part of the $`(m_{1/2},m_0)`$ plane.

In the small $`m_0\stackrel{<}{}200`$ GeV and $`m_{1/2}\stackrel{<}{}300`$ GeV corner, the tau sneutrino can become lighter than the stau, due to the negative value of $`m_2^2m_1^2`$. Including $`\chi \stackrel{~}{\nu }_\tau `$ coannihilation would shift the region preferred by cosmology for the $`\chi `$ LSP to somewhat higher values of $`m_0`$ and $`m_{1/2}`$. Note that, in a very narrow strip between the $`\chi `$\- and $`\stackrel{~}{\tau }`$-LSP regions, the LSP is in fact $`\stackrel{~}{\nu }_\tau `$. The direct-channel $`H,A`$ rapid-annihilation region is not seen in panel (b), because the neutralino has already become Higgsino-like with a mass $`400`$ GeV when $`m_{1/2}1000`$ GeV, and therefore $`m_\chi `$ is always below $`m_A/2`$. For other MSSM choices, the rapid-annihilation region may overlap with the broad band where $`\chi \chi ^{}\chi ^\pm `$ coannihilation begins to become important.

These two examples serve to demonstrate that the $`(m_{1/2},m_0)`$ plane may look rather different in the CMSSM from its appearance in the CMSSM for the same value of $`\mathrm{tan}\beta `$. In particular, the locations of rapid-annihilation funnels and $`\chi \chi ^{}\chi ^\pm `$ coannihilation regions are quite model-dependent, and the GUT stability requirement may exclude large parts of the $`(m_{1/2},m_0)`$ plane.

## 6 Analysis of the $`(m_A,\mathrm{tan}\beta )`$ Plane

This projection of the MSSM parameter space is often used in discussions of Higgs phenomenology, and a number of benchmark Higgs scenarios have been proposed . As we now see in more detail, these do not always take fully into account other phenomenological constraints on the MSSM. We give examples of $`(m_A,\mathrm{tan}\beta )`$ planes for selected values of the other MSSM parameters in Fig. 5. We first note the following general features. The LEP constraint on $`m_h`$ excludes a region at low $`m_A`$ and/or $`\mathrm{tan}\beta `$, and the $`bs\gamma `$ constraint also removes large domains of the $`(m_A,\mathrm{tan}\beta )`$ planes, whose locations depend on the other MSSM parameters. The requirement that the Higgs masses-squared be positive at the GUT scale also excludes large domains of parameter space. However, the most striking constraint is that imposed by the cosmological relic density.

We discuss first panel (a) of Fig. 5, for $`(m_{1/2},m_0,\mu )=(600,800,1000)`$ GeV. This is similar to one of the Higgs benchmark scenarios proposed in , which has $`\mu =2000`$ GeV. However, we find that, for such a large value of $`\mu `$, the GUT positivity constraints would be disobeyed all over the $`(m_A,\mathrm{tan}\beta )`$ plane. This reflects the fact the good renormalization-group running up to the GUT scale was not considered as a criterion in selecting the Higgs benchmark points. Reducing $`\mu `$ to the value $`1000`$ GeV shown in panel (a) of Fig. 5, the GUT positivity constraints exclude a region at small $`m_A`$ and $`\mathrm{tan}\beta `$, which is largely excluded also by the $`bs\gamma `$ constraint. In this panel, there is only a very narrow range of values of $`m_A`$ where the relic density falls within the range favoured by cosmology. It corresponds to one of the ‘funnels’ noted previously in an analysis of the CMSSM at large $`\mathrm{tan}\beta `$ , and is actually divided into two strips. The broader strip of $`m_A`$ values is just above $`m_A2m_\chi `$, and a narrower strip appears just below $`m_A2m_\chi `$. In between, there is a narrow strip of $`m_A`$ values where the relic density lies below the preferred cosmological range: this strip would be allowed if there is another important source of cold dark matter. Outside the double strip around $`m_A2m_\chi `$, the relic density is higher than allowed by cosmology. This exclusion could be evaded only by postulating that the lightest neutralino is unstable, either in an $`R`$-conserving model if there is a lighter sparticle such as the gravitino, or in an $`R`$-violating model. Thus most of the plane in panel (a) of Fig. 5 is excluded, even after reducing $`\mu `$.

The picture changes strikingly in panel (b) of Fig. 5, for the choices $`(m_{1/2},m_0,\mu )=(250,1000,200)`$ GeV. The contour $`m_h=114`$ GeV is shown as a lighter (red) dot-dashed line descending steeply when $`m_A130`$ GeV, and then flattening out at $`\mathrm{tan}\beta 10`$. The vertical solid (red) line shows where $`m_\chi m_A/2`$. The dark (green) shaded regions at $`(m_A,\mathrm{tan}\beta )<(300\mathrm{GeV},20)`$ and $`>(600\mathrm{GeV},45)`$ are excluded by the $`bs\gamma `$ constraint. We see in this case that the relic density constraint, indicated by the light (turquoise) shading, is satisfied throughout a broad swathe of $`m_A>250`$ GeV for $`\mathrm{tan}\beta =5`$ to $`m_A>450`$ GeV for $`\mathrm{tan}\beta =50`$. The requirement that the Higgs masses-squared be positive at the GUT scale excludes a domain of parameter space at low $`\mathrm{tan}\beta `$, as indicated by the dark dot-dashed line.

The Higgs benchmark scenarios were not chosen with the cosmological relic density in mind, whereas this was taken explicitly into account in formulating the sparticle benchmark scenarios proposed in . It would be interesting to study NUHM Higgs benchmark scenarios that respect the cosmological relic density constraint more systematically. This could perhaps be done by postulating a value of $`m_{1/2}`$ that varies with $`\mathrm{tan}\beta `$. However, a detailed study of this point goes beyond the scope of this paper.

## 7 Conclusions

We have shown in this paper that relaxing the scalar-mass universality assumption for the MSSM Higgs multiplets opens up many phenomenological possibilities that were not evident in CMSSM studies with universal masses. We have emphasized the importance of requiring the LSP to be neutral and imposing the positivity of scalar masses-squared at the GUT scale. We find that a mainly Bino neutralino LSP is still preferred, though it may also be mixed with a large Higgsino component. However, we do not find MSSM parameter regions where the LSP is mainly a Higgsino. In addition to direct-channel $`A,H`$ poles and $`\chi \stackrel{~}{\mathrm{}}`$ coannihilation, we have identified generic instances where $`\chi \chi ^{}\chi ^\pm `$ coannihilation is important. We have also shown that Higgs benchmark scenarios do not respect in general the full range of phenomenological requirements. It is desirable to look for an agreed set of MSSM benchmarks that incorporate these in the studies of Higgs phenomenology, which we do not attempt here.

The higher-dimensional parameter space of the MSSM with non-universal Higgs masses is clearly much richer than the simplified CMSSM, and we have only been able to touch on a few of the more striking aspects in this paper. More work is needed to digest more fully the impacts of the different experimental, phenomenological, theoretical and cosmological constraints. There are surely many more interesting features beyond those mentioned here.

## Acknowledgments

We thank Toby Falk for many valuable discussions. The work of K.A.O. and Y.S. was supported partly by DOE grant DE–FG02–94ER–40823.


text:
# Tsallis thermostatistics for finite systems: a Hamiltonian approach

## I Introduction

Few quantities in physics play such a singular role in their theories as the entropy in the Boltzmann-Gibbs (BG) formulation of statistical mechanics: it provides, in an elegant and simple way, the fundamental link between the microscopic structure of a system and its macroscopic behavior. Almost two decades ago, Tsallis tsallis-first  proposed the following entropy expression as a nonextensive generalization of the Boltzmann-Gibbs (BG) formalism for statistical mechanics,

$$S_q=k\frac{1\text{d}𝐫[f(𝐫)]^q}{q1},$$
(1)
where $`k`$ is a constant, $`q`$ a parameter and $`f(𝐫)`$ a probability distribution over the phase space variables $`𝐫`$. Instead of the usual BG exponential, upon maximization with a fixed average energy constraint, the above entropy gives a power-law distribution,

$$f(𝐫)\left[1(q1)\beta E(𝐫)\right]^{\frac{1}{q1}},$$
(2)
where $`\beta `$ is a temperature-like parameter and $`E`$ is the energy of the system. In the limit $`q1`$, the above expressions reduce to the familiar BG forms of entropy, $`S=k\text{d}𝐫f(𝐫)\mathrm{ln}f(𝐫)`$, and exponential distribution $`f(𝐫)\mathrm{exp}(\beta E)`$. The consequences of this generalization are manifold and far-reaching (for a recent review see e.g. tsallis-review ), but its most notorious one is certainly the fact that $`S_q`$, along with other thermodynamical quantities, are nonextensive for $`q1`$.

Whether such formalism can be verified experimentally or elucidated from any previously established theoretical framework are obvious questions that arise naturally. The answer to the first one seems to be affirmative, as there are currently numerous references to systems that are better described within the generalized approach of Tsallis than with the traditional BG formalism tsallis-review ; tsallis-list , the underlying argument being usually based on a best fit to either numerical or experimental data by choosing an appropriate value for the parameter $`q`$. This is, by far, the most frequent approach towards Tsallis’ distribution and is surely not conclusive. Its justification from first principles, although already addressed at different levels in previous studies plastinos ; rajagopal ; wilk , is nevertheless controversial and still represents an open research issue. For example, it has been recently suggested that systems in contact with finite heat baths should follow the thermostatistics of Tsallis plastinos . This derivation, however, relies on a particular ansatz for the density of states of the bath and lacks a more direct connection with the entropy, as pointed out in Ref. ramshaw . Also, it has been shown in Ref. vives  that the Tsallis statistics, together with the biased averaging scheme, can be mapped into the conventional Boltzmann-Gibbs statistics by a redefinition of variables that results from the scaling properties of the Tsallis entropy.

In a recent study murilo , a derivation of the generalized canonical distribution is presented from first principles statistical mechanics. It is shown that the particular features of a macroscopic subunit of the canonical system, namely, the heat bath, determines the nonextensive signature of its thermostatistics. More precisely, it is exactly demonstrated that if one specifies the heat bath to satisfy the relation

$$\frac{\text{d}}{\text{d}E}\left(\frac{1}{\beta (E)}\right)=q1,$$
(3)
where $`\beta 1/(qkT)`$ is a temperature-like parameter and $`T`$ is the thermodynamic temperature, the form of the distribution Eq. (2) is recovered murilo . Equation (3) is essentially equivalent to Eq. (2). However, it reveals a direct connection between the finite aspect of the many-particle system and the generalized $`q`$-statistics foot . It is analogous to state that, if the condition of an infinite heat bath capacity is violated, the resulting canonical distribution can no longer be of the exponential type and therefore should not follow the traditional BG thermostatistics. Inspired by these results, we propose here a theoretical approach for the thermostatistics of Tsallis that is entirely based on standard methods of statistical mechanics. Subsequently, we will not only recover the previous observation that an adequate physical setting for the Tsallis formalism should be found in the physics of finite systems, but also derive a novel and exact correspondence between the Hamiltonian structure of a system and its closed-form $`q`$-distribution, supporting our findings through a specific numerical experiment.

## II Theoretical framework

We start by considering, in a shell of constant energy, a system whose Hamiltonian can be written as a sum of two parts, viz.

$$H(𝐫)=H_1(𝐫_1)+H_2(𝐫_2,𝐫_3,\mathrm{}),$$
(4)
where $`𝐫=(𝐫_1,𝐫_2,𝐫_3,\mathrm{})=(r_1,\mathrm{},r_{2N})`$, with $`𝐫_1=(r_1,\mathrm{},r_{n_1})`$, $`𝐫_2=(r_{n_1+1},\mathrm{},r_{n_1+n_2})`$, $`𝐫_3=(r_{n_1+n_2+1},\mathrm{},r_{n_1+n_2+n_3})`$ and so on. The fact that Tsallis distribution is a power-law instead of exponential strongly suggests us to look for scale-invariant forms of Hamiltonians alemany . Furthermore, since scale-invariant Hamiltonians constitute a particular case of homogeneous functions landau , our approach here is to show that, if $`H_2`$ satisfies a generalized homogeneity relation of the type

$$\lambda H_2(𝐫_2,𝐫_3,\mathrm{})=H_2(\lambda ^{1/a_2}𝐫_2,\lambda ^{1/a_3}𝐫_3,\mathrm{}),$$
(5)
where $`\lambda ,a_2,a_3,\mathrm{}`$ are non-null real constants, then the correct statistics for $`H_1(𝐫_1)`$ is the one proposed by Tsallis. The foregoing derivation is based on a simple scaling argument, but we shall draw parallels to Ref. murilo  whenever appropriate.

The structure function (density of states) for $`H_2`$ at the energy level $`E`$ is given by

$$\mathrm{\Omega }_2(E)=\delta (H_2(𝐫_2,𝐫_3,\mathrm{})E)\text{d}V_2,$$
(6)
where $`\text{d}V_2=\text{d}^{n_2}𝐫_2\text{d}^{n_3}𝐫_3\mathrm{}`$ is the volume element in the subspace spanned by $`(𝐫_2,𝐫_3,\mathrm{})`$. For systems satisfying equation (5), this function can be evaluated taking $`\lambda >0`$ and computing

$`\mathrm{\Omega }_2(\lambda E_0)`$ $`=`$ $`{\displaystyle \delta (H_2(𝐫_2,𝐫_3,\mathrm{})\lambda E_0)\text{d}V_2}`$ (7)
$`=`$ $`{\displaystyle \frac{1}{\lambda }}{\displaystyle \delta (\lambda ^1H_2(𝐫_2,𝐫_3,\mathrm{})E_0)\text{d}V_2}`$
$`=`$ $`{\displaystyle \frac{1}{\lambda }}{\displaystyle \delta (H_2(\lambda ^{\frac{1}{a_2}}𝐫_2,\lambda ^{\frac{1}{a_3}}𝐫_3,\mathrm{})E_0)\text{d}V_2}`$
$`=`$ $`{\displaystyle \frac{1}{\lambda }}{\displaystyle \delta (H_2(𝐫_2^{},𝐫_3^{},\mathrm{})E_0)\lambda ^{\frac{n_2}{a_2}+\frac{n_3}{a_3}+\mathrm{}}\text{d}V_2^{}}`$
$`=`$ $`\lambda ^{1/(q1)}\mathrm{\Omega }_2(E_0),`$
where we define

$$\frac{1}{q1}\underset{i=2,3,\mathrm{}}{}\frac{n_i}{a_i}1,$$
(8)
and utilize the notation $`𝐫_2^{}=\lambda ^{1/a_2}𝐫_2`$, $`𝐫_3^{}=\lambda ^{1/a_3}𝐫_3`$, etc., and $`\text{d}V_2^{}=\text{d}^{n_2}𝐫_2^{}\text{d}^{n_3}𝐫_3^{}\mathrm{}`$ Hence, if $`\mathrm{\Omega }_2`$ is defined at a value $`E_0`$, it is also defined at every $`E=\lambda E_0`$, with $`\lambda >0`$. We can then write

$$\mathrm{\Omega }_2(E)=\left(\frac{E}{E_0}\right)^{\frac{1}{q1}}\mathrm{\Omega }_2(E_0),$$
(9)
and express the canonical distribution law over the phase space of $`H_1`$ as

$`f(𝐫_1)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_2(HH_1(𝐫_1))}{\mathrm{\Omega }(H)}}`$ (10)
$`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_2(H)}{\mathrm{\Omega }(H)}}\left(1{\displaystyle \frac{H_1(𝐫_1)}{H}}\right)^{\frac{1}{q1}},`$
where $`H`$ is the total energy of the joint system composed by $`H_1`$ and $`H_2`$, and $`\mathrm{\Omega }(H)`$ is its structure function,

$$\mathrm{\Omega }(H)=\delta (H_1(𝐫_1)+H_2(𝐫_2,𝐫_3,\mathrm{})H)𝑑V_1𝑑V_2,$$
(11)
where $`dV_1`$ and $`dV_2`$ are the infinitesimal volume elements of the phase spaces of $`H_1`$ and $`H_2`$, respectively. Comparing Eq. (10) with the distribution in the form of Eq. (2), we get the following relation between $`q`$, $`\beta `$ and $`H`$:

$$\beta =\frac{1}{(q1)H}.$$
(12)
Notice that one could reach exactly the same result using the methodology proposed in Ref. murilo , i.e. by evaluating $`\beta (E)=\mathrm{\Omega }_2^{}(E)/\mathrm{\Omega }_2(E)`$ at $`E=H`$, calculating $`q1`$ through Eq. (3) and inserting these quantities back in Eq. (2).

As already mentioned, previous studies have shown that the distribution of Tsallis Eq. (2) is compatible with some anomalous “canonical” configurations where the heat bath is finite plastinos  or composes a peculiar type of extended phase-space dynamics andrade . In our approach, the observation of Tsallis distribution simply reflects the finite size of a thermal environment with the property (5), the thermodynamical limit corresponding to $`q1`$ in Eq. (8). We emphasize that, although similar conclusions could be drawn from Refs. plastinos ; andrade , the theoretical framework introduced here permits us to put forward a rigorous realization of the $`q`$-thermostatistics: it stems from the weak coupling of a system to a “heat bath” whose Hamiltonian is a homogeneous function of its coordinates, the value of $`q`$ being completely determined by its degree of homogeneity, Eq. (8). This provides also a direct correspondence between the parameter $`q`$ and the Hamiltonian structure through geometrical elements of its phase space, viz. the surfaces of constant energy $`H_2=E`$.

As a specific application of the above results, we investigate the form of the momenta distribution law for a classical $`N`$-body problem in $`d`$-dimensions. The Hamiltonian of such a system can be written as

$`H(𝐩,𝐪)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{N}{}}}𝐩_i^2+V(𝐪_1,\mathrm{},𝐪_N)`$ (13)
$`=`$ $`H_1(𝐩_1,\mathrm{},𝐩_N)+H_2(𝐪_1,\mathrm{},𝐪_N),`$
where we define $`H_1\frac{1}{2}_{i=1}^N𝐩_i^2`$, $`𝐩_i=(p_{i1},\mathrm{},p_{id})`$ is the linear momentum vector of an arbitrary particle $`i`$ (hence the number of degrees of freedom of the system $`1`$ is $`n_1=Nd`$), and $`H_2`$ (the “bath”) is due to a homogeneous potential $`V(𝐪)`$ of degree $`\alpha `$, i.e., $`\lambda V(𝐪)=V(\lambda ^{1/\alpha }𝐪)`$ with $`𝐪=(𝐪_1,\mathrm{},𝐪_N)`$. At this point, we emphasize that the distinction between “system” and “bath” is merely formal and does not necessarily involve a physical boundary. It relies solely on the fact that we can decompose the total Hamiltonian in two parts khinchin . By making the correspondences $`𝐫_1=(𝐩_1,\mathrm{},𝐩_N)`$, $`𝐫_2=(𝐪_1,\mathrm{},𝐪_N)`$, $`n_1=Nd`$, $`n_2=Nd`$, $`a_1=2`$ and $`a_2=\alpha `$, the homogeneity relation (5) is satisfied. From Eq. (10) it then follows that

$$f(𝐩_1,\mathrm{},𝐩_N)\left[H\frac{1}{2}\underset{i=1}{\overset{N}{}}𝐩_i^2\right]^{\frac{1}{q1}},$$
(14)
where the nonextensivity measure $`q`$ is given by

$$\frac{1}{q1}=\frac{Nd}{\alpha }1q=\frac{Nd}{Nd\alpha }.$$
(15)
It is often argued that the range of the forces should play a fundamental role in deciding between the BG or Tsallis formalisms to describe the thermostatistics of an $`N`$-body system tsallis-review . For example, the scaling properties of the one-dimensional Ising model with long-range interaction has been investigated analytically vollmayr  and numerically salazar-toral  in the context of Tsallis thermostatistics, whereas in Ref. vollmayr2  a rigorous approach was adopted to study the nonextensivity of a more general class of long-range systems in the thermodynamic limit (see below). Recall that, for a $`d`$-dimensional system, an interaction is said to be long-ranged if $`d\alpha 0`$. Within this regime, the thermostatistics of Tsallis is expected to apply, while for $`\alpha <d`$ the system should follow the standard BG behavior tsallis-review . This conjecture is not confirmed by the results of the problem at hand. Indeed, Eq. (14) is consistent with the generalized $`q`$-distribution Eq. (2) no matter what the value of $`\alpha `$ is, as long as it is non-null and $`N`$ is finite. In the limit $`N\mathrm{}`$, however, we always get $`q1`$, with the value of $`\alpha `$ determining the shape of the curve $`q=q(N)`$. If $`\alpha >0`$, $`q`$ approaches the value $`1`$ from above, while for $`\alpha <0`$ the value of $`q`$ is always less than $`1`$. Therefore, for (ergodic) classical systems with $`N`$ particles interacting through a homogeneous potential, the equilibrium distribution of momenta always goes to the Boltzmann distribution, $`f(𝐫_1)\mathrm{exp}[\beta H_1(𝐫_1)]`$, when $`N\mathrm{}`$. This observation should be confronted with the recent results of Vollmayr-Lee and Luijten vollmayr2 , who investigated the nonextensivity of long-range (therein “nonintegrable”) systems with algebraically decaying interactions through a rigorous Kac-potential technique. Contrary to the trend established by the practitioners of Tsallis’ formalism, those authors argue that it is possible to obtain the nonextensive scaling relations of Tsallis without resorting to an a priori $`q`$-statistics, the Boltzmann-Gibbs prescription ($`q=1`$) being sufficient for describing long-range systems of the type above. Even though our findings embody partially the same message (we are not yet concerned about scaling relations), there are some caveats that prevent their results from being straightforwardly applicable to our problem: neither a system-size regulator for the energy nor a cutoff function is present in our treatment. This is immediately in contrast with their observation that the “bulk” thermodynamics strongly depends on the functional form of the regulator. Moreover, by not addressing the distribution function explicitly at finite system sizes, that work has very little in common with the most interesting part of our study, which might in fact explain some observations of the $`q`$-distribution. Notwithstanding these differences, we believe that an investigation of the scaling properties of the system studied here would elucidate from a different perspective the connection of Tsallis thermostatistics with nonextensivity and is certainly a very welcome endeavor.

It is important to stress here that the essential feature determining the canonical distribution is the geometry of the phase space region that is effectively visited by the system. In a previous work by Latora et. al. latora , the dynamics of a classical system of $`N`$ spins with infinitely long-range interaction is investigated through numerical simulations, and the results indicate that if the thermodynamic limit ($`N\mathrm{}`$) is taken before the infinite-time limit ($`t\mathrm{}`$), the system does not relax to the Boltzmann-Gibbs equilibrium. Instead, it displays anomalous behavior characterized by stable non-Gaussian velocity distributions and dynamical correlation in phase space. This might be due to the appearance of metastable state regions that have a fractal nature with low dimension. In our theoretical approach, however, it is assumed that the infinite-time limit is taken before the thermodynamic limit. As a consequence, metastable or quasi-stationary states like the ones observed by Latora et al. latora  with a particular long-range Hamiltonian system cannot be predicted within the framework of our methodology. Whether this type of dynamical behavior can be generally and adequately described in term of the nonextensive thermostatistics of Tsallis still represents an open question of great scientific interest.

## III Numerical experiments

In order to corroborate our method, we investigate through numerical simulation the statistical properties of a linear chain of anharmonic oscillators. Besides the kinetic term, the Hamiltonian includes both on-site and nearest-neighbors quartic potentials, i.e.

$$H=\underset{i=1}{\overset{N}{}}\frac{p_i^2}{2}+\underset{i=1}{\overset{N}{}}\frac{q_i^4}{4}+\underset{i=1}{\overset{N}{}}\frac{\left(q_{i+1}q_i\right)^4}{4}.$$
(16)
The choice of this system is inspired by the so-called Fermi-Pasta-Ulam (FPU) problem, originally devised to test whether statistical mechanics is capable or not to describe dynamical systems with a small number of particles fpu . From Eq. (16), we obtain the equations of motion and integrate them numerically together with the following set of initial conditions:

$`q_i(0)`$ $`=`$ $`0,`$
$`p_i(0)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{4}{}}}\mathrm{cos}\left({\displaystyle \frac{2\pi ik}{N}}+\psi _k\right),i=1,\mathrm{},N`$ (17)
where $`\psi _k`$ is a random number within $`[0,2\pi )`$. Undoubtedly, a rigorous analysis concerning the ergodicity of this dynamical system would be advisable before adopting the FPU chain as a plausible case study. This represents a formidable task, even for such a simple problem fpu-ford . For our practical purposes, it suffices, however, to test if the system displays equipartition among its linear momentum degrees of freedom, since this is one of the main signatures of ergodic systems. Indeed, one can show from the so-called Birkhoff-Khinchin ergodic theorem that, for (almost) all trajectories berdichevsky ,

$$\underset{t\mathrm{}}{lim}p_i\frac{H}{p_i}(t)=\frac{\mathrm{\Gamma }(E)}{\mathrm{\Omega }(E)}\mathrm{\Theta },i=1,\mathrm{},N$$
(18)
where $`\mathrm{\Gamma }(E)=_{H(𝐫)<E}\text{d}V`$ is the volume of the phase space with $`H<E`$, $`A(t)=(1/t)_0^t\text{d}\tau A(\tau )`$ denotes the the usual time average of an observable $`A`$, and $`\mathrm{\Theta }`$ stands for the absolute temperature of the whole system, $`\mathrm{\Theta }=4E/(3N)`$ (cf. bannur ). We then follow the time evolution of the quantities

$$Q_i(t)\frac{1}{\mathrm{\Theta }}p_i\frac{H}{p_i}(t),i=1,\mathrm{},N$$
(19)
to check if they approach unity as $`t`$ increases. From the results of our simulations with different values of $`N`$ and several sets of initial conditions, we observe in all cases the asymptotic behavior, $`Q_i(t)1`$ as $`t\mathrm{}`$. This procedure also indicates a good estimate for the relaxation time of the system, $`\tau 10^5`$, so we shall consider our statistical data only for $`t>10^5`$, with a typical observation time in the range $`10^710^8`$, after thermalization.

In Fig. 1 we show the logarithmic plot of the distribution $`f(𝐩_1,𝐩_2,\mathrm{})`$ against the transformed variable $`HH_1`$ for systems with $`N=8`$, $`16`$, $`32`$, and $`64`$ oscillators. Based on the above result, we assume ergodicity and compute the distribution of momenta from the fluctuations in time of $`H_1`$ through the relation

$$f(H_1)H_1^{(N/2)1}f(𝐩_1,𝐩_2,\mathrm{}),$$
(20)
where the $`H_1^{(N/2)1}`$ factor accounts for the degeneracy of the momenta consistent with the magnitude of $`H_1`$ (cf. khinchin ). Indeed, we observe in all cases that the fluctuations in $`H_1`$ follow very closely the prescribed power-law behavior Eq. (14), with exponents given by Eq. (15). These results, therefore, provide clear evidence for the validity of our dynamical approach to the generalized thermostatistics.

## IV Conclusion

In conclusion, we have shown that the generalized formalism of Tsallis can be applied to homogeneous Hamiltonian systems to engender an adequate theoretical framework for the statistical mechanics of finite systems. Of course, we do not expect that our approach can explain the whole spectrum of problems in which Tsallis statistics can be applied. However, our exact results clearly indicate that, as far as homogeneous Hamiltonian systems are concerned, the range of the interacting potential should play no role in the equilibrium statistical properties of a system in the thermodynamic limit inhomog . Under these conditions, the conventional BG thermostatistics remains valid and general, i.e., for the specific class of homogeneous Hamiltonians investigated here, the thermodynamic limit ($`N\mathrm{}`$) leads always to BG distributions.

###### Acknowledgements.

A. B. Adib thanks the Departamento de Física at Universidade Federal do Ceará for the kind hospitality during most part of this work and Dartmouth College for the financial support. We also thank the Brazilian agencies CNPq and FUNCAP for financial support.


text:
# Polarization statistics of extra-solar systems

## 1 Introduction

The search for extra-solar planets represents an exciting new frontier for modern astronomy. The results obtained with Doppler surveys are still strongly limited both by the sensitivity of the detectors and by the long recording of observations in time needed. This selection effect seems to be the main reason why most of the planets within a few parsecs of the Sun are massive and fast revolving in very close orbits around their central stars. Nevertheless, we can try to identify some general characteristics by analyzing the statistical properties of the available data.

The statistical properties of extra-solar systems show that stars harbouring massive planets display metal-rich features with respect to nearby field stars (Reid 2001, Santos et al. 2001). At sufficient distances from the star, the decreasing temperature of the circumstellar disks allows for the presence of $`12\%`$ of solid particles, interstellar grains or condensates, that can be detected from polarization measurements (Voshchinnikov & Krügel 1999) as, for example, in $`\beta `$ Pictoris.

Investigation of our solar system showed that the dominant source of dust inside Jupiter’s orbit is represented by short-period comets. Outside Jupiter’s orbit, the concentration of particles is a function of the distance from the Sun and the material moves along randomly eccentric orbits (Humes 1980). Landgraf et al. (2002) showed that the dust between Jupiter and Saturn is still mainly produced by comets, while, outside Saturn’s orbit, it is mainly formed of micrometer-sized grains produced by mutual collisions of the Edgeworth-Kuiper Belt objects and also by the impact of interstellar dust grains. Data from Voyager 1 and 2 spacecrafts show also the existence of a high concentration of particles beyond $`50au`$ (Gurnett et al. 1997).

These results boosted the hunt for planets around distant stars through the detection of circumstellar dusty disks. These disks can produce observable effects such as infrared emission excess (Beckwith and Sargent, 1996; Spangler et al., 2001) and partial polarization of the star light reflected via scattering (Mauron and Dole, 1998; Yudin, 2000). Some polarization could also be produced by a giant planet in a close orbit around the star (Saeger et al. 2000), but the resulting effect is too weak to be responsible for the polarizations actually observed.

In this paper, we investigate the statistical properties of the linear polarization of a sample of extrasolar systems and compare them with those of nearby stars. In section 2 we report the statistical properties of our data sample related to the polarization in white light. In section 3 we draw our conclusions.

## 2 Polarization properties

The polarization data are taken from the Heiles catalogue (Heiles 2000) by selecting stars within a distance of $`70pc`$, that roughly corresponds to the largest distance amongst the observed extrasolar planet systems so far observed. The main characteristics of the extra-solar planetary systems within our sample are taken from the Planet Encyclopedia (Schneider 2002). The errors in the polarization measurements are those reported in Heiles catalogue, and whenever a star is listed in more than one catalogue, the polarization values are given as weighted averages. The typical error of the polarization degree at the $`1\sigma `$ level ranges from $`0.032\%`$ to $`0.1\%`$. Very uncertain data are excluded in our sample of planetary systems.

To analyse the statistical polarization properties of the observed extrasolar systems, we have compared their polarization distribution to those of stars of our sample that are not known to host planets. Since we do not observe extrasolar systems with $`p>0.09`$, we have taken this value as an upper limit also for the sample of single stars. We notice in Fig. 1 that the two distributions are different as confirmed by the Kolmogorov-Smirnov test at the $`99\%`$ confidence level. Although both the distributions show a peak at low polarization followed by a decrease towards larger values, it appears that single stars show a maximum between $`p=0.010.02`$, while stars with planets show a well defined maximum around $`p0.0`$ and a rather steeper decline towards higher polarization degrees. This seems indeed a quite surprising result.

The general negative trend at increasing polarization might appear reasonable for both the samples, but why should extrasolar systems cluster around zero?

Plotting in Fig. 2 the orbital eccentricities of the extrasolar planets $`vs`$ the observed polarization, we find a peculiar distribution of the data points, since only the lower left part of the diagram is populated, while the upper right region is almost empty. Given this surprising result, we investigated possible systematic effects. Distance effects seem to be irrelevant for the observed distribution because distances are randomly distributed with respect to the polarization. This is confirmed in Fig. 3 where the polarization of FGK stars is plotted against the distances. We see that within the distance of about 70 pc which corresponds to the limit of our sample, no correlation is seen. Considering that the mass of the disks have been suggested to be a function of their age (Spangler et al., 2001), we checked if the observed higher polarization of HD 179949 and Tau Bootis could be due to a younger age. HD 179949 is 3.31 Gyr old, and Tau Bootis is 2.52 Gyr (Chen, 2001; Marsakov, 1995), while, for example Epsilon Eridani, which has a rather low polarization ($`p=0.01`$), is instead rather younger (about 1 Gyr). Figure 2 suggests that highly eccentric orbits can only have low polarization levels, while high polarizations are detected only in low eccentricity systems. In any case the polarization levels of many of the stars with planetary systems plotted in the figure appear surprisingly higher than predicted by both current theoretical models and observational evidence.

The extra-solar systems can then be compared to $`\beta `$ Pic, in which the polarization is rather high, but in our case the dusty discs around them are very rarefied and no polarization above $``$ $`p=0.01`$ has so far been found (Spangler et al., 2001).

The data used (Heiles catalogue) are very uncertain: the error bars in the polarization degree are often larger than the measured polarization, but at low eccentricity values they are significantly smaller than the data dispersion.

At present it is not clear what the mechanism could be for the observed polarization levels in our sample. If the trend of the diagram in Fig. 2 is real and the disks are not responsible for the whole observed polarization, we should look for some other polarization mechanisms somehow connected to the eccentricities.

We note that the F9V star HD 114762 system, which is the only exception, presents $`p=0.09`$ and $`e=0.334`$ but it is also peculiar because its companion is a substellar object, located at only $`0.35au`$ from the star, having a mass $`m\mathrm{sin}i=0.011\pm 0.001M_{}`$, that is just above the limit for H fusion. Thus, this object should be considered more as a brown dwarf candidate (Latham, et al. 1989) rather than a planet.

A consequence of Fig. 2 is that the peak at $`p0.0`$ in the bottom histogram of Fig. 1 might be caused by the presence of highly eccentric systems.

We have also looked for possible statistical effects on the polarization due to metallicity. The plot of Fig. 4 confirms the known larger metallicities observed in extrasolar systems as compared to the Sun (Boss 2002) and shows quite a large dispersion with no clear evidence of systematic trends. However, though not statistically significant, we notice that the two systems HD 6434 and HD 114762, which present the lowest metallicities, \[Fe/H\]=-0.55 and \[Fe/H\]=-0.79, respectively, also display relatively large polarizations, giving the impression of a negative correlation.

The characteristics of the only four multiple planetary systems, whose polarization is known, are given in Table 1; p is the degree of polarization, Tsp is the spectral type of the host star, a is the semi-major axis of the orbit, P is the orbital period in days and e the eccentricity

The eccentricities of the planets in each system are represented in the plot of Fig. 2 connected by dotted lines. These systems show a medium-low polarization degree, between the value $`p=0.013`$ of HD 83443, in which one of the planets presents the largest eccentricity $`e0.4`$, and the value $`p=0.035`$ of 47 UMa, which has two planets with almost the same low eccentricity $`e0.1`$. This seems to be consistent with the general behavior displayed in Fig. 2 in that larger eccentricities correspond to lower polarization levels. However, for the moment, no further speculation can be made until more observations of multiple systems are collected.

## 3 Conclusions

We have analyzed the statistical polarimetric properties of extrasolar systems taken from the Heiles catalogue (Heiles 2000). We have compared the polarization distribution of extrasolar systems with that of a selected sample of stars with no planets detected. The two distributions might be similar if we remove a few high eccentricity extrasolar systems that presents almost zero polarization.

The most significant result found is that only systems with low eccentricity orbits can have high polarization values.

No correlation between polarization and metallicity is evident. We have also found that at distances $`<70pc`$ no relevant contribution by interstellar dust is expected.

We have started an observational spectropolarimetric program at the Asiago Observatory to analyse separately the polarization produced by the interstellar dust and that produced by circumstellar material with a higher accuracy and for a wider sample of extrasolar systems. Preliminary results show that the polarization accuracy we can achieve is of the order of $`0.01\%`$ and the low polarization of the high eccentricity systems seems confirmed.

###### Acknowledgements.

We acknowledge Bruce Bassett for helpful discussion. We are very grateful to Nikolai Voshchinnikov for his helpful comments. The present work has been supported by the italian Ministero della Università e della Ricerca. FT whishes to thank the Department of Astronomy of the University of Padova for the kind hospitality.