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# Causal Quantum Theory and the Collapse Locality Loophole

## I Introduction

The subtle relationship between quantum theory and relativity raises questions fundamental to our understanding of nature. Entanglement was first identified as a potential source of tension between the two theories by Einstein, Podolsky and Rosen epr , while Bell’s work bellone ; belltwo  in the early 1960s made precise the sense in which classical intuitions based on the principles of special relativity conflict with quantum theory. Theoretical and experimental investigations have continued ever since.

After much careful analysis, a strong consensus emerged and has held firm over the last two decades. On this consensus view, insofar as special relativity inspires us to consider alternatives to standard quantum theory, those alternatives are characterised by Bell’s definition of local hidden variable theories. However, the experimental evidence very strongly favours quantum theory against local hidden variable theories. The hypothesis of local hidden variables can only be maintained by supposing that a local hidden variable theory somehow exploits one or more loopholes arising from our inability to construct perfect experimental tests.

Only two loopholes — the detector efficiency detectionloophole  and locality loopholes — have generally been considered worth serious attention, and even they are not generally thought to be plausible mechanisms for reconciling local hidden variables with experiment. Indeed, one recent experiment roweetal  has succeeded in closing the detector efficiency loophole. And, although in principle the locality loophole can never be completely closed, it has been substantially closed by another recent experiment weihsetal , which implies that local hidden variable theories which use the locality loophole would have to correlate the states of quantum random number generators with those of the entangled particles being measured.

Admittedly, no experiment to date has succeeded in simultaneously closing both loopholes, and there is a serious case for attempting still more stringent experiments (see e.g. aspect ; vaidman  for discussions). Nonetheless, the general consensus is that a local hidden variable mechanism which exploits either or both loopholes in a way which would not have shown up in experiments to date would require a theory so perversely conspiratorial as to be almost incredible.

However, one or two gaps in this analysis have lately been noted. Altering standard causation, either by directly postulating reverse causation price  or by considering statistically based configuration space models akcracow , allows alternatives to local hidden variable theories that are consistent with relativity and not excluded by Bell’s theorem. Also, a previously neglected loophole in Bell experiments — the memory loophole — has lately been identified accardiregoli ; bchkp . However, no way of actually reproducing quantum predictions within non-standard causation models has been identified apart from ad hoc constructions akcracow  that again appear perversely conspiratorial. As for the memory loophole, its potential effect, though real, is negligible when large numbers of entangled particle pairs are tested bchkp ; gill . Moreover, analysing the experimental data in a nonstandard but natural way can eliminate the effect entirely bchkp ; gill . Thus, though the memory loophole is an interesting subtlety, it does not per se constitute a serious challenge to the standard interpretation of Bell experiments. Its late discovery should, though, at least disturb the general confidence that absolutely everything was sorted out by Bell’s and Clauser et al.’s analyses bellone ; belltwo ; chsh  and subsequent experiments (for example aspectetal ; titteletal ; weihsetal ).

Non-standard causation models, too, have at least one virtue: they illustrate that considering new physical principles can suggest new ways of thinking about non-local correlations. One can too easily fall into the habit of caricaturing local hidden variable theories as involving small classical particles flying from source to measuring device, carrying tables of instructions telling them what to do when measured. For theories that exploit the locality loophole, the caricature version has little signalling devices sitting in the experimental apparatus, sending signals to something like a radio receiver attached to the particles, to inform them of prematurely made random choices. When the detector efficiency loophole is used, the caricature version equips the particles with probes which identify the detector, calculate its efficiency, and adjust the instructions tables accordingly. These pictures are indeed fantastically conspiratorial. But nothing in the mathematical analysis of non-local correlations implies that hidden variables theories have to work like this. Despite their admitted defects, proposals like reverse causation price  or statistical configuration models defined by local weightings akcracow  do at least illustrate the possibility of a different sort of story.

## II Causal quantum theory and the collapse locality loophole

This paper considers another gap in the analysis of entanglement and non-local correlations — one which seems more serious than any of the loopholes previously considered. This is the possibility that state reduction is a well-defined physical process, localised in space-time, and that, once this definition is taken into account, strict local causality (in Bell’s sense bellbeables ; bellfreewill ) holds. Causal quantum theory is a useful umbrella term for the class of theories that arise in this way, modulo various possible definitions of state reduction.

The strict local causality hypothesis implies in particular that, if $`P_{\mathrm{causal}\mathrm{qt}}(A|\mathrm{\Lambda }_P;\psi (\mathrm{}))`$ is the probability of a state reduction $`A`$ taking place at a point $`P`$ in space-time, given all the state reduction events in the past light cone $`\mathrm{\Lambda }_P`$ of $`P`$ and the initial state at $`t=\mathrm{}`$, and if $`B`$ is any collection of state reduction events taking place at points spacelike separated from $`P`$, then

$$P_{\mathrm{causal}\mathrm{qt}}(A|\mathrm{\Lambda }_P;\psi (\mathrm{}))=P_{\mathrm{causal}\mathrm{qt}}(A|\mathrm{\Lambda }_P;\psi (\mathrm{});B).$$
(1)
In other words, and contrary to standard quantum theory, state reduction involves no non-local correlations. On the other hand, local state reduction probabilities themselves, conditioned on past light cone events, should agree with those predicted by standard quantum theory, after perhaps allowing for some modification (which we will assume to be slight in the cases we consider here) arising from introducing a precise definition of state reduction:

$$P_{\mathrm{causal}\mathrm{qt}}(A|\mathrm{\Lambda }_P;\psi (\mathrm{}))P_{\mathrm{standard}\mathrm{qt}}(A|\mathrm{\Lambda }_P;\psi (\mathrm{})).$$
(2)
Consider for example two widely separated particles prepared in a state close to (but, for reasons which will become apparent later, not precisely equal to) a singlet:

$$|\psi \frac{1}{\sqrt{2}}(|0_A|1_B|1_A|0_B).$$
(3)
As we will discuss in more detail below, according to causal quantum theory, if the two particles are measured in the $`|0,|1`$ basis, and if the state reductions corresponding to the measurements are completed at space-like separations, the joint outcome probabilities are

$$P_{\mathrm{causal}\mathrm{qt}}(0_A,0_B)P_{\mathrm{causal}\mathrm{qt}}(0_A,1_B)P_{\mathrm{causal}\mathrm{qt}}(1_A,0_B)P_{\mathrm{causal}\mathrm{qt}}(1_A,1_B)1/4,$$
(4)
whereas

$$P_{\mathrm{standard}\mathrm{qt}}(0_A,1_B)P_{\mathrm{standard}\mathrm{qt}}(1_A,0_B)1/2,P_{\mathrm{standard}\mathrm{qt}}(0_A,0_B)P_{\mathrm{standard}\mathrm{qt}}(1_A,1_B)0.$$
(5)
It seems that this gross discrepancy should show up immediately in experiments on entangled particles: there is no need even to vary the measurement choices at $`A`$ and $`B`$ in order to see the difference between the two theories. Given the impressive confirmation of quantum theory in Bell experiments to date, what is the point in considering causal quantum theory?

The loophole is in the italicized qualification: if the state reductions corresponding to the measurements are completed at space-like separations. We can’t be sure that state reductions occur at space-like separations, without knowing precisely when they take place — in other words, without a precise theory of state reduction. And if the state reduction at $`A`$ in fact takes place in the past light cone of that at $`B`$, or vice versa, then

$$P_{\mathrm{causal}\mathrm{qt}}(0_A,1_B)P_{\mathrm{causal}\mathrm{qt}}(1_A,0_B)1/2,P_{\mathrm{causal}\mathrm{qt}}(0_A,0_B)P_{\mathrm{causal}\mathrm{qt}}(1_A,1_B)0.$$
(6)
in agreement with standard quantum theory. More generally, causal quantum theory will agree with standard quantum theory in any Bell experiment, so long as the state reductions for particles $`A`$ and $`B`$ in any given pair are timelike separated.

It is worth emphasizing that the loophole causal quantum theory exploits is quite distinct from the locality loophole, mentioned above. The locality loophole relies on the fact that it is difficult to arrange a Bell experiment so that the measurements at $`A`$ and $`B`$ are chosen randomly and independently for each pair, in such a way that the random choices are themselves made at points which are space-like separated from one another and from the point at which the measured singlet is created. As in principle one could imagine that a common source far in the past correlates hidden variables determining the particles’ actions with those determining the outcomes produced by any randomiser, it seems impossible to close the locality loophole completely. However, one can aim to close it beyond any reasonable doubt, and much experimental ingenuity has been devoted to doing so, from the famous experiments of Aspect et al. aspectetal  utilising the quasi-randomness of high frequency waves, to recent experiments using fast quantum random number generators weihsetal  or passive quantum switches titteletal .

The loophole considered here also involves locality, but it involves the problem of ensuring that the state reduction events associated with measurements are spacelike separated, rather than ensuring that randomly made measurement choices are. Let us call it the collapse locality loophole.

## III Is causal quantum theory self-consistent?

The basic features of causal quantum theory are best illustrated in the idealised model of quantum states and measurements, commonly used in quantum information theory, in which subsystems are treated as effectively pointlike and measurements are carried out at a definite point in space and time. To simplify the notation further, we can also assume that the subsystems are stationary relative to one another, and that the hamiltonian is zero. Since the predictions of causal quantum theory depend on past events, we need to specify a state history as well as a state. We could assume that there exists at some time $`t=0`$ a state which has been undisturbed, and has not spontaneously collapsed, for long enough that causal and standard quantum theory initially agree. This may be a realistic assumption for the state of an isolated microscopic subsystem. In principle, though, the fundamentally correct formulation of causal quantum theory requires as an initial condition the specification of the quantum state of the entire system on some initial spacelike hypersurface.

Suppose, in any case, that at $`t=0`$ we have a system in a state

$$|\mathrm{\Psi }(0)=\underset{i_1\mathrm{}i_n}{}a_{i_1\mathrm{}i_n}|i_1_1\mathrm{}|i_n_n,$$
(7)
where $`1,\mathrm{},n`$ denote distinct fixed points $`x_1,\mathrm{},x_n`$ in space and $`i_1,\mathrm{},i_n`$ label internal degrees of freedom. Note that we have chosen here a system whose internal degrees of freedom may be entangled but whose spatial wave functions are unentangled: this is not essential for our discussion, but simplifies the notation. Suppose too that the system has been undisturbed — in particular, no measurement event has taken place — for a time long compared to any of the subsystem separations.

In principle, causal quantum theory can be defined for any theory of state vector reduction in which the reductions are localised. However, to simplify the following discussion, we will suppose that the only relevant state reductions here correspond to measurements of the internal degrees of freedom, and we will assume that the subsystems remain in essentially the same locations throughout: in particular, we will ignore the evolution and eventual spreading of their spatial wave functions. We thus now suppose that we have some definite theory of state reduction which tells us precisely when a measurement takes place on any subsystem, and characterises the nature of the measurement, and that the theory tells us that no other reductions are relevant for the system in question.

The theory’s prescriptions take the following form: a state reduction takes place at $`(\underset{¯}{x_i},t_i)`$, defined by a set of operators $`\{A_j\}`$ which obey

$$\underset{j}{}(A_j)^{}A_j=I,$$
(8)
and which act on the Hilbert space corresponding to the internal degrees of freedom of particle $`i`$. We define $`𝒜_{ij}`$ to be the corresponding operator on the tensor product Hilbert space: that is,

$$𝒜_{ij}=I\mathrm{}IA_jI\mathrm{}I,$$
(9)
where $`A_j`$ is the $`i`$-th term in the product.

In standard quantum theory, whenever such a reduction takes place on a state $`|\mathrm{\Psi }`$, we get outcome $`j`$ with probability

$$\mathrm{Tr}((𝒜_{ij})^{}𝒜_{ij}\rho _\mathrm{\Psi }),$$
(10)
where $`\rho _\mathrm{\Psi }=|\mathrm{\Psi }\mathrm{\Psi }|`$. After this reduction, the state becomes

$$\frac{𝒜_{ij}|\mathrm{\Psi }}{(\mathrm{Tr}((𝒜_{ij})^{}𝒜_{ij}\rho _\mathrm{\Psi }))^{1/2}}.$$
(11)
In between collapses, since the hamiltonian is zero, the state remains constant.

In the corresponding version of causal quantum theory, in order to calculate outcome probabilities for a measurement taking place at $`P_i=(x_i,t_i)`$, we first need to calculate a causally defined version of the standard quantum state — let us call it the local state — of the system at $`P_i`$. This is obtained by starting from $`|\mathrm{\Psi }(0)`$ and then applying (11) for each measurement within the past light cone of $`P_i`$, sequentially in time order, but no others: by assumption, the reductions are localised, so that (assuming, of course, that we have a Lorentz invariant reduction theory) the result is independent of the choice of frame which defines the time ordering. Equation (10), applied to the local state, then defines the outcome probabilities for the measurement at $`P_i`$. Note that we do not define these probabilities in terms of the evolved state vector $`|\mathrm{\Psi }(t_i)`$, as we would in standard quantum theory.

To calculate the joint probabilities for outcomes of measurements at mutually space-like separated points $`P_{i_1},\mathrm{},P_{i_n}`$, we need first to calculate the probability of each possible configuration of measurements, and each possible set of outcomes, in the union of the past light cones of the $`P_i`$: let us refer to these collectively as $`\mathrm{past}\mathrm{data}`$. We can calculate the conditional probability of outcome $`O_{i_j}`$ at point $`P_{i_j}`$ given the past data, $`P(O_{i_j}|\mathrm{past}\mathrm{data})`$. The joint probability of outcomes $`O_{i_1},\mathrm{},O_{i_n}`$ is

$$\underset{j=1}{\overset{n}{}}P(O_{i_j}|\mathrm{past}\mathrm{data}).$$
(12)
Using these rules (and in principle using some small meshing of space-time, and taking the limit as the mesh size tends to zero), we can (in principle) proceed iteratively to calculate the probabilities of all possible configurations of measurement events in space-time.

But does this procedure always produce well-defined answers? Suppose for example that we begin with two subsystems in a singlet state

$$|\mathrm{\Psi }(0)=\frac{1}{\sqrt{2}}(|0_1|1_2|1_1|0_2).$$
(13)
Suppose no reductions take place before time $`t`$, and that at time $`t`$, reductions take place at both $`x_1`$ and $`x_2`$ and that in both cases the reduction operators are $`\{P_0,P_1\}`$, the projections onto $`|0`$ and $`|1`$. One possibility, which according to our rules has probability $`1/4`$, is that the measurement outcome in both cases will be that corresponding to the operator $`P_0`$. If no further reductions take place before time $`T=t+|x_1x_2|`$, then at that point our rules suggest the local states at the points $`(x_i,T)`$ both become

$$\frac{P_0P_0|\mathrm{\Psi }(0)}{|P_0P_0|\mathrm{\Psi }(0)|},$$
(14)
which is undefined. After this point, we thus have no rule for predicting future measurement outcomes. A similar problem arises if both outcomes correspond to $`P_1`$, of course.

There are two attitudes one can take to this. One is to conclude that causal quantum theory is not a properly defined theory, and deserves no further attention. The other is to note that, in practice and even in principle, the theory can be saved quite easily.

A practical counter-argument to the above follows from the fact that the singlet state is never precisely realised in nature. A more realistic version of the above discussion would thus begin with

$$|\mathrm{\Psi }(0)=\underset{ij}{}a_{ij}|i_1|j_2,$$

where $`a_{01}1/\sqrt{2}a_{10}`$ and $`a_{00}0a_{11}`$, but neither of the last two terms are precisely zero. A still more realistic version would take the initial state to be a mixture, dominated by states of approximately this form. Either way, the local states after measurement are, by virtue of the correction terms, well-defined.

More generally, whatever measurement operators arise in a theory of reduction, one would not ever expect to find in nature — or to be able to create artificially — a state that is precisely a zero eigenstate of a tensor product of non-zero operators.

An arguably more principled way of avoiding the difficulty is to require that the theory of state reduction should involve only measurement operators which have no zero eigenvalues. (So, in particular, it cannot include projections.) The Ghirardi-Rimini-Weber spontaneous localisation model grw  is an example of such a theory. (Note, though, that in current non-relativistic versions of the GRW model, the measurement operators are not perfectly localised, so that the probability of a collapse event centred at a point $`P`$ is only approximately determined by events in the past light cone of $`P`$: it depends also to some extent on events some way outside the past light cone.) In such theories, although the cumulative effect of measurements can asympotically tend to the action of a projection, no collection of measurement events ever completely annihilates the component of the state in any given subspace. In particular, whatever the initial state, the calculations in the causal version of such theories will never produce a zero value for the unnormalised local state, and the local states are always defined.

Put succinctly, the worry about causal quantum theory was that it might imply combinations of measurement outcomes that are impossible in standard quantum theory — and that when that happens, causal quantum theory breaks down. The way around this is to notice that in practice the measurement outcomes which occur in causal quantum theory will almost surely never actually be impossible in standard quantum theory: if one prefers, by slightly restricting the theory of reduction one can ensure this is always true. However, unless the details of the reduction theory somehow prevent long-range entanglement, combinations of outcomes which are extremely unlikely according to standard theory can be expected to be fairly common in causal quantum theory.

## IV Testing causal quantum theory

As noted above, causal quantum theory and standard quantum theory predict different outcome probabilities for separated measurements on entangled states, so that Bell experiments seem the first obvious place to look for a refutation of causal quantum theory.

The greatest separation over which apparently non-local correlations have so far been demonstrated was in the beautifully designed experiments of Tittel et al. titteletal  and Zbinden et al. zbindenetal , who have demonstrated the violation of Bell inequalities, and the confirmation of quantum predictions, by entangled photons separated by $`10`$ km, or $`3\times 10^5`$ light seconds. Tittel et al.’s experimental arrangement was somewhat asymmetric. Zbinden et al.’s experiment was designed to ensure that the photons arrive at separated detectors within a time interval of less than $`5`$ ps (in laboratory frame): however, the relevant detectors here were surfaces coated in absorbing black paint rather than standard photo-detectors. This experiment was designed to test an intuition inspired by ideas of Suarez and Scarani suarezscarani . Zbinden et al.’s experiment tests and refutes the hypothesis that correlations different from those of quantum theory arise when each absorbing paint detector carries out the measurement first, from the perspective of its own stationary reference frame.

As Zbinden et al. carefully note, some admittedly questionable, although plausible, assumptions are needed in order to justify interpreting their experiment as equivalent to a standard Bell experiment with photo-detectors. Let us in any case make the best case assumption that the results of Tittel et al. and Zbinden et al. imply that a standard Bell experiment could be carried out with effectively identical apparatus on both sides, such that entangled photons on both sides enter standard photo-detectors, or in an alternative version of the experiment hit patches of absorbing paint that function as detectors, at precisely the same times, and that the results would still confirm standard quantum theory. If we could be sure that any sensible theory of state reduction implies that reduction takes place within the photo-detectors, or alternatively within the absorbing paint, in a time shorter than $`3\times 10^5`$ seconds — or even merely that the times at which it takes place in the two detectors are separated by $`<3\times 10^5`$ seconds — then we could conclude from these results that causal quantum theory was definitely refuted.

But can we be so sure? All ideas about theories of state reduction are speculative, but among them, at least three have been taken seriously from time to time by a significant number of thoughtful people: Wigner’s suggestion wigner  that state reduction could be somehow caused by conscious minds, Penrose’s suggestion penrose  that state reduction takes place when required to prevent a superposition of macroscopically distinct gravitational fields, and Ghirardi-Rimini-Weber-Pearle type theories in which state reduction results from a spontaneous localisation process occurring stochastically at rates proportional to particle number or mass.

Insofar as these ideas can be made precise at all, none of them seems necessarily to imply state reductions in photo-detectors that are necessarily separated by times short compared to $`3\times 10^5`$ sec. Indeed, if Wigner’s suggestion were right, reduction wouldn’t occur at all until experimenters look at the data. The other two cases cannot properly be analysed without a detailed description of the apparatus. However, given that the reduction of a superposition in the GRWP and Penrose theories depends on the extent to which it involves macroscopically distinct separations of massive particles in position space, it would be surprising if very tight bounds on the reduction time in these experiments could be derived. Even in an experiment with perfect symmetry between the two wings, in which the photons enter the photo-detectors at the same time $`t`$ in the experimental rest frame, it need not necessarily be the case that the collapse events also take place at the same time $`t+\delta `$ — the time $`\delta `$ before collapse could, as in GRWP theories, be stochastically determined, with independent stochastic processes associated to space-like separated points on the two wings. Using absorbing black paint in place of a photo-detector almost certainly would only make the numerics worse, since a photon hitting an absorbing surface does not at all quickly create a macroscopically distinct configuration of massive particles in position space.

Still, if one takes the idea of a state reduction theory seriously in the first place then, whatever one thinks of Wigner’s suggestion, there is a good reason to assume that reduction does take place (at the very latest) not long after the impression of a measurement result registers in a human observer’s brain — namely, our own experience. When we watch an apparatus carrying out measurements, it seems to us as though each measurement produces a definite result, and it seems to us that these results are accessible to us rather soon after the point at which the signal reaches our eye or ear.

Of course, this does not logically imply that a state reduction has taken place. It could conceivably be that we enter a superposition state, entangled with the apparatus and the measured system, at least for some time, but that the properties of our consciousness are such that it constructs for us the impression of quickly accessible definite results before reduction takes place. But once one entertains this hypothesis, there seems no reason to postulate state reduction at all. One might then as well go all the way, and follow Everettians in assuming that there is only unitary evolution, but that the properties of consciousness are such that we perceive things according to one component of the universal state vector, in which definite measurement results took place and were observed by us. (See e.g. Ref. wallace  and references therein for recent discussions advocating this view.)

On this reasoning, any state reduction theory worth taking seriously should imply that reduction ordinarily would take place within $`0.1`$ sec — roughly the timescale over which we can discriminate events — of the signal from a measurement apparatus reaching us. Given this, a fairly definitive test of causal quantum theory could be carried out by allowing observers separated by $`0.1`$ light seconds to carry out synchronized measurements on entangled particles and directly observe the results, before later comparing them.

## V Conclusions

The standard case for studying loopholes in Bell experiments is that quantum non-locality has such fundamental significance that it is worth demonstrating as rigorously as possible. Even highly implausible alternative explanations are worth analysing and, if possible, refuting.

A more practical motivation has also recently been suggested mayersyao ; gisinprivcomm . It may be crucial for future users of quantum cryptography and quantum communication systems to guard against fakery or sabotage by testing that states involving allegedly entangled separated subsystems genuinely are entangled states of the correct form. In principle, Bell experiments can do this. But, again in principle, a saboteur might make use of any Bell experiment loophole to produce apparent, but unreliable, evidence of entanglement.

While these are certainly sufficient motivations for considering the collapse locality loophole, I think there are stronger reasons. For there is a principled case for taking seriously both the hypotheses which define causal quantum theory.

Take first the idea that there is an explicit physical theory of state reduction. This is not, by any means, everyone’s preferred solution to the measurement problem — but it is a natural solution which has often been advocated. Indeed, almost everyone who has studied the Copenhagen interpretation must have wondered whether one could not replace the projection postulate, with its vague reference to measurement, with a precise physical law. Granted, devising explicit collapse models is a project fraught with difficulties. It seems hard to find satisfactorily relativistic versions of GRWP models (see e.g. Ref. pearlequasirel  for a recent review). It is also hard to precisely formulate Penrose’s idea, let alone Wigner’s. These are very serious worries. But so far every proposed solution to the measurement problem is fraught with difficulties, and yet presumably there must be a solution.

As for the idea that strict local causality should hold: this is, obviously, inspired by special relativity. Of course, we have learned that quantum theory respects Minkowski causality more subtly. But strict local causality remains a natural hypothesis — albeit, unless nature has indeed deceived us by exploiting the collapse locality loophole, an incorrect one.

Against causal quantum theory, it might be argued there is something decidedly strange about a theory which — a harsh critic could say — maintains consistency only by relying on the existence of small errors or by its own inability ever to give completely definite answers. Maybe: but then many features of standard quantum theory seem strange until, perhaps, familiarity breeds acceptance. Experimental evidence would be more convincing than arguments based on aesthetic preconceptions, particularly as the aesthetic arguments are not entirely one-sided.

A stronger argument, perhaps, is that, if causal quantum theory were right, one might expect detectable consequences other than in Bell-like experiments on entangled states. For instance, particles whose wave functions have extended support ought, so to speak, sometimes to appear to collapse and localise in two or more places at once. For the reasons already discussed, this need not lead to logical contradiction. For example, a causal quantum theory analysis could suggest that an apparent observation of a particular particle most likely derived from some other source, or that it was most likely due to detector error, even when these explanations would be very unlikely according to standard quantum theory. But one might think it ought to have observable consequences, in cosmology and elsewhere, which might be or have already been contradicted by experiment. Very possibly it does: the question deserves careful analysis.

Another fair argument is that it seems that, for causal quantum theory to be right, and yet not to have been detected in Bell experiments to date, the relevant parameters in the hypothetical explicit collapse model would have to be relatively fine-tuned. Bell experiments with separations of $`>10^5`$ light seconds have been performed, with no detectable deviation from standard quantum theory; an experiment with separation of $`10^1`$ light seconds should show dramatic deviations from quantum theory if causal quantum theory were correct. It would be a bit of a quirk of fate for the critical separation to lie in a range covered by fewer than four orders of magnitude. Of course, the type of measurement carried out in the experiments is crucial. The argument for the latter experiment sufficing relies on direct observation of the results by human observers, rather than the photo-detectors used in the former. According to Wigner’s suggestion, this makes all the difference, and so the fine-tuning argument does not apply against some Wignerian version of causal quantum theory. But, from a GRWP or Penrosean collapse model perspective, it isn’t obvious that the human brain should be hugely better at inducing collapse than a photo-detector, and so the fine-tuning argument has some force in these cases.

At the moment, though, these counterarguments don’t seem totally compelling. Although the arguments against local hidden variable theories exploiting the detector efficiency and (standard) locality loopholes are stronger, experimentalists rightly continue to work towards more definitive tests. The Earth is large enough to allow almost, if not absolutely, conclusive experimental tests of causal versus standard quantum theory; if (at least) one part of the experiment were carried out on a short manned space flight, a completely definitive test could be made. It would be fascinating to see the experiments done, even if they do no more than remove a sliver of doubt. One hopes they will be, once technology allows suitably long range distribution of entanglement.

Acknowledgments

This work was supported by a Royal Society University Research Fellowships, projects EQUIP and PROSECCO (IST-2001-39227) of the IST-FET programme of the EC, and the Cambridge-MIT Institute. I thank Nicolas Gisin and Philip Pearle for helpful discussions, and the Perimeter Institute for support while revising this paper.


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# Non-Perturbative Renormalization Group Analysis of the Ohmic Quantum Dissipation

## 1 Introduction

Caldeira and Leggett proposed a method to derive the quantum dissipative behavior from a microscopic theory, which consists of the target system and the environment . The action of their model is written as follows,

$`S[q,\{x_\alpha \}]`$ $`=`$ $`{\displaystyle 𝑑t\left\{\frac{1}{2}M\dot{q}^2V_0(q)+\underset{\alpha }{}\left[\frac{1}{2}m_\alpha \dot{x}_{\alpha }^{}{}_{}{}^{2}\frac{1}{2}m_\alpha \omega _\alpha ^2x_\alpha ^2\right]q\underset{\alpha }{}C_\alpha x_\alpha \right\}},`$ (1)
where $`q(t)`$ is the variable of the target system in a potential $`V_0(q)`$, and $`x_\alpha (t)`$ is the harmonic oscillators representing the environment. The target system is coupled linearly to each oscillator with strength $`C_\alpha `$. If we set the parameters $`m_\alpha ,\omega _\alpha (>0),C_\alpha `$ in a suitable way, the dissipative term (for the Ohmic dissipation, $`\dot{q}`$) arises in the effective classical equation of motion of $`q(t)`$ after elimination of the environmental variables with the proper boundary condition.

In this letter, we study the quantum mechanics of this system by the Euclidean path integral over $`q(\tau )`$ and $`x_\alpha (\tau )`$. We integrate the variable $`x_\alpha `$ to define the effective action for the target system,

$`Z`$ $`=`$ $`{\displaystyle \frac{1}{𝒩}}{\displaystyle 𝒟q\underset{\alpha }{}𝒟x_\alpha e^{\frac{1}{\mathrm{}}S_\mathrm{E}}}={\displaystyle \frac{1}{𝒩_q}}{\displaystyle 𝒟qe^{\frac{1}{\mathrm{}}{\scriptscriptstyle 𝑑\tau \left[{\scriptscriptstyle \frac{1}{2}}M\dot{q}^2+V_0(q)\right]}\frac{1}{\mathrm{}}\mathrm{\Delta }S[q]}},`$ (2)
where $`S_\mathrm{E}`$ is the Euclidean action

$`S_\mathrm{E}[q,\{x_\alpha \}]`$ $`=`$ $`{\displaystyle 𝑑\tau \left\{\frac{1}{2}M\dot{q}^2+V_0(q)+\underset{\alpha }{}\left[\frac{1}{2}m_\alpha \dot{x}_{\alpha }^{}{}_{}{}^{2}+\frac{1}{2}m_\alpha \omega _\alpha ^2x_\alpha ^2\right]+q\underset{\alpha }{}C_\alpha x_\alpha \right\}},`$ (3)
$`𝒩`$ and $`𝒩_q`$ are normalization constants and $`\mathrm{\Delta }S[q]`$ is a term generated by the quantum effects of environment $`x_\alpha `$. Caldeira and Leggett studied the influence of $`\mathrm{\Delta }S`$ on the quantum tunneling of the target system $`q`$ and they found that the quantum tunneling is suppressed by the Ohmic dissipation . Following their analysis, many theoretical works have been done and the localization (quantum-classical) transition has been suggested to occur . The validity of their results have been suggested by elaborate experiments . However, the theoretical works so far (instanton, perturbation, etc.) depend on some expansions with respect to small parameters which are not always valid. For example, for evaluation of the tunneling rate through the double well barrier,

$`V_0(q)={\displaystyle \frac{1}{2}}M\omega _0^2q^2+\lambda _0q^4,`$ (4)
the dilute gas instanton calculation is valid only in $`\lambda _00`$ region .

In this letter we adopt the non-perturbative renormalization group (NPRG) method  to analyze the dissipative quantum tunneling in the Caldeira-Leggett model. Since the NPRG is formulated without any series expansion, it is a powerful tool to analyze the non-perturbative features of quantum field theory, such as the phase structure of the theory . For the quantum tunneling problem, the NPRG method can reproduce the exact tunneling rate through the double well barrier (Eq. (4)) in the wide parameter $`\lambda _0`$ region . Therefore the NPRG is expected to be effective in the non-perturbative analysis of the dissipative quantum tunneling. We can discuss the possibility of the localization (quantum-classical) transition by investigating the “phase structure” of the dissipative quantum mechanics. The NPRG also helps us to interpret the effects of $`\mathrm{\Delta }S`$ as effective infrared or ultraviolet cutoffs for the quantum fluctuation, and we can readily understand the dissipation effects as suppression or enhancement of the quantum features of the effective target system .

## 2 Dissipative effective action

The effective interaction $`\mathrm{\Delta }S`$ defined in Eq. (2) takes the following form,

$`\mathrm{\Delta }S[q]`$ $`=`$ $`{\displaystyle 𝑑\tau 𝑑sq(\tau )\alpha (\tau s)q(s)}.`$ (5)
The non-local coupling coefficient is given by

$`\alpha (\tau s)`$ $`=`$ $`{\displaystyle \frac{d\omega }{2\pi }\underset{\alpha }{}\frac{C_\alpha ^2}{2m_\alpha }\frac{1}{\omega ^2+\omega _\alpha ^2}e^{i\omega (\tau s)}}`$ (6)
$`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\omega }{2\pi }}J(\omega )e^{\omega |\tau s|},`$
where we have introduced the spectral density function $`J(\omega )`$ characterizing the environment,

$`J(\omega )`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}{\displaystyle \frac{C_\alpha ^2}{4m_\alpha \omega _\alpha }}(2\pi )\delta (\omega \omega _\alpha ).`$ (7)
If we set $`J(\omega )=\eta \omega `$, the Ohmic dissipation term $`\eta \dot{q}`$ arises in the effective classical equation of motion of $`q(t)`$ with the proper boundary condition of the environmental variables .

Generally $`\mathrm{\Delta }S`$ consists of the local component $`\mathrm{\Delta }S_\mathrm{L}`$ and the non-local component $`\mathrm{\Delta }S_{\mathrm{NL}}`$. We identify the component $`\mathrm{\Delta }S_{\mathrm{NL}}`$ as the dissipation term, since it corresponds to the odd power term in the Fourier transform and then it is related to the time reversal symmetry breaking. On the other hand, the component $`\mathrm{\Delta }S_\mathrm{L}`$ consists of the even power term in the Fourier transform and then it does not contribute the time reversal symmetry breaking in the effective classical equation of motion, that is, it is irrelevant to the dissipation. Therefore, we introduce a suitable conterterm in the Euclidean action $`S_\mathrm{E}`$ to cancel the component $`\mathrm{\Delta }S_\mathrm{L}`$ .

For the Ohmic dissipation $`J(\omega )=\eta \omega `$, we identify the dissipative part as follows:

$`\mathrm{\Delta }S_{\mathrm{NL}}[q]`$ $`=`$ $`{\displaystyle \frac{\eta }{4\pi }}{\displaystyle 𝑑\tau 𝑑s\frac{\left(q(\tau )q(s)\right)^2}{|\tau s|^2}}.`$ (8)
It should be noted that the dissipation term, $`\mathrm{\Delta }S_{\mathrm{NL}}[q]`$, never breaks the time reversal symmetry in the action level. The actual dissipative effect ($`\eta \dot{q}`$) arises only in the classical equation of motion level . Using the Fourier transform of $`q(\tau )`$, $`\mathrm{\Delta }S_{\mathrm{NL}}`$ is also represented as

$`\mathrm{\Delta }S_{\mathrm{NL}}[q]`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d\omega }{2\pi }\eta |\omega |\stackrel{~}{q}(\omega )\stackrel{~}{q}(\omega )}.`$ (9)
Note that $`\eta `$ is a dimensionful parameter, \[$`\eta `$\]=\[M$`\omega `$\]=\[mass\]$`\times `$\[time\]<sup>-1</sup>. We study the influence of the dissipation term $`\mathrm{\Delta }S_{\mathrm{NL}}`$ on the quantum behaviors of $`q(\tau )`$.

## 3 NPRG equation with the Ohmic dissipation

Now let us proceed to the NPRG analysis of the Caldeira-Leggett model . Originally the NPRG method has been formulated and used mainly in the statistical mechanics or the quantum field theory to analyze the critical phenomena . Recently, the NPRG method has been found even effective in the quantum mechanics particularly for the non-perturbative analysis .

We derive the NPRG equation for the quantum mechanics with the dissipation term. In the NPRG method, the theory is defined as an effective theory with a high frequency cutoff $`\mathrm{\Lambda }`$, and is described by the Wilsonian effective action $`S_\mathrm{\Lambda }[q]`$, which changes with respect to the scale $`\mathrm{\Lambda }`$. We now employ the local potential approximation (LPA),

$`S_\mathrm{\Lambda }[q]`$ $`=`$ $`{\displaystyle 𝑑\tau \left[\frac{1}{2}M\dot{q}^2+\frac{\eta }{4\pi }𝑑s\frac{\left(q(\tau )q(s)\right)^2}{|\tau s|^2}+V_\mathrm{\Lambda }(q)\right]},`$ (10)
where the effective action is limited to have only local potential term, the Wilsonian effective potential $`V_\mathrm{\Lambda }(q)`$, in addition to the fixed kinetic term and the fixed dissipation term. Both the particle mass $`M`$ and the dissipation strength $`\eta `$ are constant and only the Wilsonian effective potential $`V_\mathrm{\Lambda }(q)`$ is changed as the scale $`\mathrm{\Lambda }`$ is lowered. Note that the LPA is the leading order of the derivative expansion of $`S_\mathrm{\Lambda }[q]`$ and has nothing to do with the prescription that we ignore the local part $`\mathrm{\Delta }S_\mathrm{L}`$ in the component $`\mathrm{\Delta }S`$. The LPA means that any quantum correction to the derivative coupling is ignored, but does not mean that any quantum correction from the derivative coupling is ignored. We carry out the path integration over the highest frequency degrees of freedom of $`\stackrel{~}{q}(\omega )`$, $`\mathrm{\Lambda }\mathrm{\Delta }\mathrm{\Lambda }<|\omega |\mathrm{\Lambda }`$, up to the one-loop order,

$`V_{\mathrm{\Lambda }\mathrm{\Delta }\mathrm{\Lambda }}(q)`$ $`=`$ $`V_\mathrm{\Lambda }(q)+\mathrm{}{\displaystyle _{\mathrm{\Lambda }\mathrm{\Delta }\mathrm{\Lambda }}^\mathrm{\Lambda }}{\displaystyle \frac{d\omega }{2\pi }}\mathrm{log}\left(M\omega ^2+\eta |\omega |+{\displaystyle \frac{^2V_\mathrm{\Lambda }}{q^2}}\right),`$ (11)
where we have omitted a proper constant term which should make the argument of the logarithm to be dimensionless, since it contributes only to the $`q`$-independent part of the effective action. Taking the limit $`\mathrm{\Delta }\mathrm{\Lambda }0`$ in Eq. (11), we have the NPRG equation

$`\mathrm{\Lambda }{\displaystyle \frac{V_\mathrm{\Lambda }}{\mathrm{\Lambda }}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{2\pi }}\mathrm{\Lambda }\mathrm{log}\left(1+{\displaystyle \frac{1}{\mathrm{\Lambda }}}{\displaystyle \frac{\eta }{M}}+{\displaystyle \frac{1}{\mathrm{\Lambda }^2}}{\displaystyle \frac{1}{M}}{\displaystyle \frac{^2V_\mathrm{\Lambda }}{q^2}}\right),`$ (12)
which should be called the LPA Wegner-Houghton equation with dissipation. This is because in the $`\eta 0`$ limit Eq. (12) becomes the ordinary LPA Wegner-Houghton equation , which describes the change of the Wilsonian effective potential $`V_\mathrm{\Lambda }(q)`$ with respect to the scale $`\mathrm{\Lambda }`$. The extra term $`\eta /(\mathrm{\Lambda }M)`$ originates from the dissipation term $`\mathrm{\Delta }S_{\mathrm{NL}}`$. The NPRG equation (Eq. (12)) is obtained with the approximation LPA; the leading order of the derivative expansion of $`S_\mathrm{\Lambda }[q]`$. The derivative expansion does not rely on any small parameter which controls the series expansion, and therefore the effectiveness of the NPRG equation is expected to be free from the smallness of the parameters in the system.

## 4 Analysis of Dissipative Quantum Tunneling

We regard the system variable $`q`$ as a macroscopic collective coordinate and discuss how the quantum mechanical behavior of the macroscopic coordinate $`q`$ is affected by the environmental effects. As a typical phenomenon, the quantum tunneling of $`q`$ has been analyzed by many authors . We set the bare potential of $`q`$ as the double well type (Eq. (4)). In this system with vanishing $`\eta `$, the coordinate $`q`$ tunnels through the potential barrier and it oscillates between two wells. The main question is whether it also oscillates or not even in the $`\eta 0`$ quantum dissipative dynamics. Such an oscillating behavior is particularly called the macroscopic quantum coherence and the inclination of ceasing the oscillation corresponds to decoherence .

Now we briefly summarize the previous results obtained for the macroscopic quantum coherence in double well potential systems with the Ohmic dissipation. Usually the first energy gap $`\mathrm{\Delta }E=E_1E_0`$ is calculated as the physical quantity because it corresponds to the tunneling amplitude between two wells. Caldeira-Leggett evaluated it by using the semi-classical (instanton) approximation which is valid for $`\lambda _00`$ and the perturbation with respect to $`\eta `$, and then they found the dissipation term $`\mathrm{\Delta }S_{\mathrm{NL}}`$ suppresses the quantum tunneling . Renormalization group analyses have been done for the instanton gas system within the dilute gas approximation which is valid also for $`\lambda _00`$ and $`\eta 0`$ region . They predict a remarkable phenomenon that $`\mathrm{\Delta }E`$ vanishes at a critical value $`\eta _c=2\pi \mathrm{}\lambda _0/(M\omega _0^2)`$, where the decoherence occurs. This phenomenon is often called the quantum-classical transition because the system looks classical in a limited sense that the quantum tunneling does not occur . This is nothing but the spontaneous $`Z_2`$ symmetry breaking. In these works the energy gap $`\mathrm{\Delta }E`$ was treated as the order parameter of the transition.

These results are obtained by using the semi-classical approximation and/or the perturbation theory with respect to $`\eta `$. Their reliability depend on the smallness of the couplings $`\lambda _0`$ and $`\eta `$. Therefore, to get more general and reliable results free of such limitation, we must employ an analyzing tool which does not need the series expansion with respect to any couplings. We expect our method using the LPA Wegner-Houghton equation with dissipation (Eq. (12)) will work best for the large coupling region, because the employed approximation, LPA, is the leading order of the derivative expansion and does not depend any small parameter. In fact, it has been found that the NPRG analysis of quantum tunneling based on the LPA Wegner-Houghton equation works very well in the wide parameter ($`\lambda _0`$) region .

We analyze the dissipative quantum tunneling by solving the NPRG equation (Eq. (12)) numerically. This equation is a two-dimensional partial differential equation for the Wilsonian effective potential $`V_\mathrm{\Lambda }(q)`$ with respect to $`\mathrm{\Lambda }`$ and $`q`$. The initial condition of the potential is the bare potential $`V_{\mathrm{\Lambda }_0}(q)=\frac{1}{2}M\omega _0^2q^2+\lambda _0q^4`$ at the initial cutoff $`\mathrm{\Lambda }_0`$. We solve the differential equation toward the infrared limit $`\mathrm{\Lambda }0`$ and finally obtain the physical effective potential $`V_{\mathrm{eff}}(q)=\frac{1}{2}M\omega _{\mathrm{eff}}^2q^2+\lambda _{\mathrm{eff}}q^4+\mathrm{}`$. We can exploit the physical information of the quantum system from the effective potential $`V_{\mathrm{eff}}(q)`$. First of all, the frequency squared starting with the negative value $`\omega _{\mathrm{\Lambda }_0}^2=\omega _0^2`$ finally reaches a positive value (for small $`\eta `$), $`\omega _{\mathrm{eff}}^2>0`$, that is, the effective potential $`V_{\mathrm{eff}}(q)`$ becomes a single well form. It means that due to the quantum tunneling, the $`Z_2`$ symmetry (parity) does not break spontaneously, and the expectation value of $`q`$ is vanishing. The tunneling effects are automatically incorporated when we integrate (solve) the NPRG equation toward the infrared.

It should be noted that for non-vanishing $`\eta `$, the simple equivalence between the energy gap $`\mathrm{\Delta }E`$ and the effective frequency $`\omega _{\mathrm{eff}}`$, $`\mathrm{\Delta }E=\mathrm{}\omega _{\mathrm{eff}}`$ , does not hold. The long range ($`\tau \mathrm{}`$) behavior of the two point function

$`\underset{\tau \mathrm{}}{lim}\mathrm{\Omega }\left|T\widehat{q}(\tau )\widehat{q}(0)\right|\mathrm{\Omega }=\underset{\tau \mathrm{}}{lim}{\displaystyle \frac{d\omega }{2\pi }e^{i\omega \tau }\frac{\mathrm{}}{M\omega ^2+\eta |\omega |+M\omega _{\mathrm{eff}}^2}},`$ (13)
is actually independent of $`\omega _{\mathrm{eff}}`$ and is determined by $`\eta `$ with power damp behavior even in case of infinitesimal $`\eta `$. This singular behavior comes from the nature of the environmental degrees of freedom where the harmonic oscillator frequencies are assumed to distribute continuously up to zero ($`\omega _\alpha =0`$). Even if there is an infrared cutoff, it does not change the situation much and the lowest frequency environment dominates the long range correlator of the target system. In this sense the semi-classical arguments calculating the first energy gap $`\mathrm{\Delta }E=E_1E_0`$ as the order parameter of the quantum-classical transition in the quantum dissipative systems seems somewhat doubtful, because the correspondence between the tunneling amplitude and the first energy gap $`\mathrm{\Delta }E`$ comes form the long range behavior of the transition amplitude.

Here, instead of analyzing the long range correlator, we adopt another physical quantity to describe the possible quantum-classical transition, the localization susceptibility. We add a source term

$`J\stackrel{~}{q}_T(0)J{\displaystyle _{T/2}^{T/2}}𝑑\tau q(\tau )`$ (14)
to the Euclidean action $`S_\mathrm{E}`$ (Eq. (3)). Then the localization susceptibility $`\chi `$ is defined by

$`\chi {\displaystyle \frac{dq(\tau )_J}{dJ}}|_{J=0}=\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{T}}{\displaystyle \frac{d\stackrel{~}{q}_T(0)_J}{dJ}}|_{J=0}=\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{T}}{\displaystyle \frac{d^2\mathrm{log}Z}{dJ^2}}|_{J=0},`$ (15)
and it is exactly given by the effective potential as follows:

$`\chi =\left({\displaystyle \frac{d^2V_{\mathrm{eff}}(q)}{dq^2}}|_{q=q_{\mathrm{min}}}\right)^1={\displaystyle \frac{1}{M\omega _{\mathrm{eff}}^2}},`$ (16)
where $`q_{\mathrm{min}}`$ is a minimum of $`V_{\mathrm{eff}}(q)`$ and it is actually vanishing in the sub-critical region. These definitions are valid also for non-vanishing $`\eta `$. If we find a divergent and scaling behavior of $`\chi `$ toward $`\eta =\eta _c`$, we may conclude that the localization transition occurs at $`\eta _c`$ and it is the second order phase transition.

The results are shown in Fig.2 for several values of $`\lambda _0`$. In previous works for $`\eta =0`$ system , the NPRG analyses have been found to work excellently in these $`\lambda _0`$ region ($`\lambda _0>0.1[M^2\omega _0^3/\mathrm{}]`$) while the dilute gas instanton approximation does not work at all there. Therefore, we expect the NPRG analysis also works well for these $`\lambda _0`$ values even in $`\eta 0`$ systems. We find that for every value of $`\lambda _0`$, $`\omega _{\mathrm{eff}}`$ decreases as $`\eta `$ becomes large. This $`\eta `$ and $`\lambda _0`$ dependence of $`\omega _{\mathrm{eff}}`$ is naturally understandable by considering the dissipation effect in Eq. (12). The quantum fluctuation of the dynamical variable $`q`$ is suppressed bellow the effective infrared cutoff $`\omega _{\mathrm{IR}}=\eta /M`$. Therefore, the larger $`\eta `$ causes the stronger cutoff effect and results in the smaller $`\omega _{\mathrm{eff}}`$. For larger $`\lambda _0`$, the effective frequency of the system is larger, and therefore larger $`\eta `$ is required to effectively cutoff the quantum fluctuation. These behaviors are qualitatively consistent with those of $`\mathrm{\Delta }E`$ obtained by the instanton approximation.

Then, what happens for large $`\eta `$ case? The expected phenomenon is the quantum-classical transition characterized by complete disappearance of the tunneling. The NPRG method may not work precisely in the $`\omega _{\mathrm{eff}}/\omega _00`$ region because Eq. (12) becomes singular there and the numerical error increases. Therefore, according to the standard technique of analyzing the critical phenomena, we evaluate the critical dissipation $`\eta _c`$ from the diverging behavior of the localization susceptibility. We fit $`\chi (\eta )`$ with the critical exponent form

$`\chi =C|\eta \eta _c|^\gamma .`$ (17)
We show an example of fit for $`\lambda _0=1.0[M^2\omega _0^3/\mathrm{}]`$ in Fig.2. We conclude that the localization susceptibility exhibits a divergent behavior with a power scaling, which indicates the second order phase transition of localization. We obtain the critical dissipation $`\eta _c`$ and the critical exponent $`\gamma `$ for these $`\lambda _0`$, which are plotted in Fig.3. The previous analysis using the dilute gas instanton gives a simple relation $`\eta _c=2\pi \mathrm{}\lambda _0/(M\omega _0^2)`$ which is also shown in Fig.3 for comparison. The NPRG results for $`\eta _c`$ are systematically larger compared to those of the instanton. As for the critical exponent $`\gamma `$, we observe the universality property except for the smallest $`\lambda _0=0.1[M^2\omega _0^3/\mathrm{}]`$, where NPRG results may not be reliable.

The NPRG works very well in the large $`\lambda _0`$ region . Strictly speaking, tunneling phenomena are no longer characteristic in such parameter region. It can be easily seen by evaluating a dimensionless quantity $`r=8\sqrt{2}\mathrm{}\lambda _0/(M^2\omega _0^3)`$, which is the ratio of the zero-point energy of the particle at each well with $`\eta =0`$ to the height of the inter-well barrier. Tunneling phenomena are dominant for $`r1`$ case. For $`\lambda _0=0.1[M^2\omega _0^3/\mathrm{}]`$, $`r1.1`$ is obtained. Therefore, our analysis in the large $`\lambda _0`$ region ($`\lambda _0>0.1[M^2\omega _0^3/\mathrm{}]`$) rather claims suppression of the quantum oscillation over the small inter-well barrier. The critical phenomenon that we observed here is induced by a destruction of the quantum coherence and can be interpreted as spontaneous $`Z_2`$ symmetry breaking-like phenomenon in quantum mechanics.

## 5 Summary

The Caldeira-Leggett model for dissipative quantum mechanics was analyzed by means of the NPRG method. We derived the LPA Wegner-Houghton equation with dissipation, which is the local potential approximated NPRG equation with the Ohmic dissipation term. We applied it to analysis of dissipative quantum tunneling (or dissipative quantum oscillation) and investigated whether the quantum-classical transition occurs or not. Since the first energy gap $`\mathrm{\Delta }E=E_1E_0`$ is unsuitable as the order parameter of the dissipative phase transition, we calculated the localization susceptibility $`\chi `$ from the effective potential $`V_{\mathrm{eff}}(q)`$. The observed $`\chi `$ diverges toward $`\eta =\eta _c(\lambda _0)`$ with the critical scaling, and therefore we concluded that $`\eta _c(\lambda _0)`$ is the critical dissipation for the quantum-classical transition and this transition seems the second order phase transition. The values of the critical dissipation $`\eta _c(\lambda _0)`$ are rather larger than the values obtained by the semi-classical analyses, where the first energy gap $`\mathrm{\Delta }E`$ is used as the order parameter of the quantum-classical transition. As for the non-Ohmic dissipations, the analogous systematic study using the NPRG equation will be reported elsewhere . There must remain, however, many fundamental and subtle problems to be studied about the notion of quantum-classical transition and the critical dissipation. The NPRG method will be effective also for those problems.

## Acknowledgement

We would like to thank I. Sawada for fruitful and encouraging discussions and suggestions. K.-I. Aoki is partially supported by the Grant-in Aid for Scientific Research (#12874029) from the Ministry of Education, Science and Culture.


text:
# Entropic Analysis of non-Stationary Sequences

## I Introduction

One of the paradigms of the Science of Complexity is that complex systems, of biological, physical, economical and sociological interest, are characterized by long-range correlations. Thus, a time series obtained by recording data of this kind is expected to reflect these long-range correlations. How to detect these correlations in practice? One the pioneer papers in this field  rests on the study of diffusion process generated by the time series, whose numbers are imagined to be diffusion generating fluctuations. Thus, the detection of these correlations can be made in an indirect way by observing the deviation of the resulting diffusion process from ordinary Brownian diffusion.

To set this important issue on a solid ground, let us refer ourselves to the scaling property of the probability distribution function (pdf) $`p(x,t)`$. This means that we are assuming that the time series is transformed into many independent, one-dimensional, diffusion trajectories $`x(t)`$, and that $`p(x,t)`$ is the probability density of finding the trajectory in position $`x`$ at a given time $`t`$. Scaling means that

$$p(x,t)=\frac{1}{t^\delta }F(\frac{x}{t^\delta }).$$
(1)
The theoretical foundation of this property is given by the Central Limit Theorem (CLT) and by the Generalized Central Limit Theorem (GCLT) . In short, these two theorems refer to the case when the variable $`x`$ is the sum of many uncorrelated variables $`\xi _i`$. This is the case when the time series is a sequence of independent fluctuations occurring at the integer times $`i`$, and $`x`$ is the sum of the fluctuations ranging from $`i=j`$ to $`i=j+l`$, with $`l`$ playing the role of an integer time that in the limiting case $`l1`$ is identified with the continuous variable $`t`$. Let us now focus our attention on the fluctuations $`\xi _i`$, and for simplicity, let us make the assumption that their probability distribution has a vanishing mean value. Let us consider, first, the case when the second moment of distribution is finite. In this case, the CLT applies. The validity of the CLT is broken when the second moment is divergent. However, in this case, we meet the wonderful opportunity of replacing the CLT with the GCLT. In the former case $`\delta =\frac{1}{2}`$, and $`F(y)`$ is a Gaussian function. In the latter case, $`\delta >\frac{1}{2}`$ and $`F(y)`$ is a Lévy function, whose asymptotic form is $`lim_{|y|\mathrm{}}F(y)=1/|y|^{1+1/\delta }`$. A third case exists, the popular case of Fractional Brownian Motion (FBM), introduced by Mandelbrot . In this case the fluctuations are correlated, $`\delta `$ range from $`0`$ to $`1`$, and $`F(y)`$ is a Gaussian function again. The dynamic foundation of this third case is not yet as solid as that of the earlier two cases, and conjectures have been made as to a possible connection between FBM and non-stationary properties .

As to the important problem of detecting scaling from the statistical analysis of real time series, the most popular approach is that developed by the authors of Ref.. These authors developed a technique of scaling detection based on the analysis of the variance of the diffusion process generated by the time series under study. This technique of analysis was termed Detrended Fluctuation Analysis (DFA), and has been widely applied since then. In the last few years another method was proposed by the authors of Ref. . These authors introduced a technique of scaling detection, based on the evaluation of the entropy of the experimental pdf $`p(x,t)`$, called Diffusion Entropy Analysis (DEA). We note that in the continuous time limit the Shannon entropy of the diffusion process reads

$$S(t)=_{\mathrm{}}^+\mathrm{}𝑑xp(x,t)log(p(x,t)).$$
(2)
By plugging Eq.(1) into Eq.(2) and using a change of integration variable, we get

$$S(t)=A+\delta logt,$$
(3)
where

$$A=_{\mathrm{}}^+\mathrm{}𝑑yF(y)log(F(y)).$$
(4)
It is evident that this method can be used to determine $`\delta `$ without the limitations affecting the DFA. In fact, the DEA works, in principle, even when $`F(y)`$ does not have a finite second moment, while the DFA, being based on the variance calculation, cannot be applied in the case of Lévy statistics.

It is important to stress that both DFA and DEA rest on the creation of a Gibbs ensemble from a single sequence. Thus, to ensure that the systems of this ensemble are identical copies of the same system, it is necessary to assume a stationary condition. Unfortunately, many complex processes seem to be incompatible with the stationary condition. An interesting example of non-stationary condition is given, for instance, by the teen birth phenomenon studied in Ref. . The time series under study in the paper of Ref.  concern the number of babies born per day to teens in Texas. Since fertility has an obvious annual periodicity, and the rate itself of sexual intercourses is holidays dependent, and consequently, is affected, too, by annual periodicities, these kinds of time series are not stationary. The fluctuations of interest for statistical analysis take place around a time dependent mean value dictated by both social and biological deterministic processes. If the annual periodicities are not properly taken into account, the social process under study might seem to be characterized by memory effects of surprisingly high intensity. Another case of external modulation of fluctuation intensities is given by the solar flares , where the rate of flares is modulated by the 11-years solar cycle.

The main purpose of this paper is to establish which is the consequence of addressing the study of a non-stationary time series with a method originally designed for stationary time series. The paper of Ref. addresses this important issue using DFA. This paper rests on the use of DEA.

## II Gibbs ensemble

We notice that the statistical analysis of time series which reflect rules changing with time meets with a big conceptual difficulty. This has to do with the fact that a statistical treatment in physics is usually done with the picture of Gibbs in mind. We imagine that the system under study can ideally be repeated a virtually infinite number of times. The copies are exactly identical to the original, and one copy differs from another only for different initial condition. In the case where the system under study undergoes the influence of an environment, expressed under the form of a fluctuation, there is not even the need to use different initial conditions. Moving from one copy to another, the time evolution of the environmental fluctuation changes, in spite of the constraint that the statistical property of the environmental fluctuation remains unchanged. The statistical treatment consists of averaging on this set of virtually infinite copies. If the system under study is, partially or totally, random, an even slight difference on initial conditions will create deep differences at later times. The same condition applies to the case of a stochastic system, even if the initial conditions can be chosen to be exactly identical in this case. The observation of the resulting trajectory spreading makes it possible to determine in practice the corresponding pdf. In the specific case of a time series, we do not have infinitely many identical copies of the same system. However, if the time series is stationary, we can create these copies with the method of the moving window. We move a window of size $`l`$ along the sequence and all the values spanned by the window located at a given position are regarded as values, random, partially random, or stochastic, generating a diffusion trajectory of time length equal to $`1`$. This cannot be done in the non-stationary case, since moving the window from an old position, with respect to sequence reference frame, to a new one, is equivalent to considering a copy that it is not equivalent to the original copy. We are aware of this difficulty. Nevertheless, in Section 3 we shall study non-stationary time series pretending they are a stationary, and we shall try to see if the resulting effects can give us information on the non-stationary nature of the process. To deepen our understanding of those effects, it is convenient to study first artificial non-stationary time series. We create a virtually infinite number of copies and we adopt the Gibbs point of view. This is the subject of this section.

The statistical analysis of time series of the earlier work (see, for instance, Ref.  as well as Ref.) is based on turning a time series into a diffusion process. The time series $`\{\xi _i\}`$ is a sequence of real numbers that are interpreted as fluctuations. The sum of $`l`$ of these fluctuations is called $`x(l)`$ and can be considered as the position of a walker at time $`l`$. If the sequence is large enough we can consider values of $`l`$ so large as to interpret $`l`$ as a continuous time variable that we denote by a different symbol, $`t`$, to emphasize the adoption of the continuous time approximation. This means that we study the equation of motion

$$\frac{dx}{dt}=\xi (t).$$
(5)
To mimic the effect of using a non-stationary time series, we write the fluctuation $`\xi (t)`$ as follows

$$\xi (t)=g(t)\xi ^0(t)+h(t),$$
(6)
where $`g(t)`$ and $`h(t)`$ are regular functions of time and $`\xi ^0(t)`$ a memoryless stochastic process defined by

$$<\xi ^0(t_1)\xi ^0(t_2)>=\delta (|t_1t_2|).$$
(7)
The function $`g(t)`$ serves the purpose of making non stationary the noisy portion of the time series under study and the term $`h(t)`$ is inspired to the teen birth phenomenon. As mentioned in Section 1, fertility has annual periodicity, and its influence has been mimicked by a term $`h(t)`$, with a sinuisoidal form.

Let us make the change of variables

$$y(t)\frac{x(t)_0^th(t^{})𝑑t^{}}{g(t)}.$$
(8)
and let us consider the stochastic process described by

$$\frac{dx}{dt}=g(t)\xi ^{(0)}(t)+h(t).$$
(9)
As a consequence of this change of variable, Eq.(5 ) with $`\xi (t)`$ defined by Eq.(6), becomes

$$\dot{y}(t)=\frac{\dot{g}(t)}{g(t)}y(t)+\xi ^{(0)}(t).$$
(10)
The equation for the probability distribution $`p(x,t)`$, corresponding to this stochastic equation, is well known to be

$$\frac{p(y,t)}{t}=(\frac{\dot{g}(t)}{g(t)}\frac{}{y}y+D\frac{^2}{^2y})p(y,t).$$
(11)
Let us look for a solution of Eq.(11) with the form:

$$p(y,t)=\frac{1}{[2\pi \sigma _y^2(t)]^{1/2}}e^{\frac{y^2}{2\sigma _y^2(t)}}.$$
(12)
By plugging Eq. (12) into Eq. (11) we obtain, after some easy algebra,

$$\frac{d\sigma _y^2(t)}{dt}+2\frac{\dot{g}(t)}{g(t)}\sigma _y^2(t)2D=0.$$
(13)
This means that Eq. (12) is a solution of Eq.(11) provided that the variance $`\sigma _y^2(t)`$ is a solution of Eq.(13). It is straigthforward to prove that

$$\sigma _y^2(t)=\frac{2D}{g^2(t)}_0^tg^2(t^{})𝑑t^{}.$$
(14)
We have selected a solution fitting the condition $`\sigma _y(0)=0`$, if $`g(0)0`$, which corresponds to the way we carry out the statistical analysis of time series . This is so because all diffusion trajectories derived from the adoption of mobile windows are assumed to start from $`x=0`$ at $`t=0`$. Due to Eq.(8) this means $`y=0`$ at $`t=0`$. It is straightforward to prove that the probability distribution $`p(x,t)`$ is then given by

$$p(x,t)=\frac{1}{[2\pi \sigma _x^2(t)]^{1/2}}e^{\frac{(xx_0(t))^2}{2\sigma _x^2(t)}},$$
(15)
with

$$\sigma _x^2(t)g^2(t)\sigma _y^2(t)$$
(16)
and

$$x_0(t)_0^th(t^{})𝑑t^{}.$$
(17)
We are now ready to answer the question as to whether the scaling condition of Eq.(1) is compatible with an out of equilibrium condition. It is evident that the conditions to fulfill are:

$$\sigma _x^2(t)=2D_0^tg^2(t^{})𝑑t^{}=at^{2\delta }$$
(18)
and

$$\frac{(xx_0(t))^2}{2\sigma _x^2(t)}=\frac{(x_0^th(t^{})𝑑t^{})^2}{2at^{2\delta }}=M(\frac{x}{t^\delta })$$
(19)
By differentiating Eq.(18) with respect to time, we get

$$g(t)=(\frac{a\delta }{D})^{1/2}t^{\delta 1/2}.$$
(20)
This leads us to the form

$$g(t)=bt^\beta ,$$
(21)
with

$$\frac{1}{2}<\beta <\mathrm{}.$$
(22)
By expanding the square appearing in Eq. (19), we find for the function $`h(t)`$ the following form

$$h(t)=ct^{\beta 1/2}.$$
(23)
Thus we conclude that the forms of Eq.(21) and Eq.(23) are compatible with the scaling condition of Eq.(1) with the scaling parameter $`\delta `$ given by

$$\delta =\beta +\frac{1}{2}.$$
(24)
We note that the linear case, with $`\beta =1`$, yields $`\delta =3/2`$, the value obtained as inertial effects in Refs..

## III Single sequences

We are now in a position to address the intriguing problem of non-stationary time series when only one time series is available. We do not limit ourselves to applying the DE. We also interpret theoretically the numerical result stemming from the DE. It is the proper time here to concisely review how a single sequence is converted into many trajectories. Let us imagine that we have the sequence $`\{\xi _i\}`$. From a theoretical point of view, the ideal condition to use would be that the sequence is infinite. Unfortunately, this condition is not fulfilled by real sequences, and, for obvious computational limitations, is not fulfilled by artificial sequences either. Thus, we explicitly take this condition into account, and we denote the sequence finite size by $`l_{seq}`$. We assume that $`l_{seq}`$, although finite, is large enough as to ensure a fair numerical evaluation of the statistical properties under study.. We denote the maximum temporal length of the trajectories equal to $`l_{max}`$. Thus, to make predictions concerning diffusion occurring at time $`t=l_{max}`$ we can use up to $`l_{seq}l_{max}+1`$ distinct trajectories. These trajectories are not independent of one another. In fact, the discrete time derivative of the $`s`$-th trajectory is defined by

$$x^{(s)}(t+1)x^{(s)}(t)=\xi _{s+t}.$$
(25)
This means the $`s`$-th trajectory and the $`(s+1)`$-th trajectory, both of lenght $`l`$, will have $`l1`$ numbers in common, and that only if $`|ss^{}|>l1`$ the two trajectories are totally independent of one another. It is evident that if we adopted the criterion of non-overlapping windows, as the authors of Ref. do, we would get the benefit of using trajectories totally independent of one another without meeting the risk of introducing correlations that do not exist. On the other hand, the number of trajectories to use would be much smaller, and the resulting statistics would be poorer. Thus, we decided to check if the method of overlapping windows yields spurious effects or not. The adoption of artificial sequences makes it possible for us to settle this important issue. In fact, we did the calculation using the method of overlapping windows and we got a given result. We did again the same calculation with the same number of trajectories, these being totally independent the ones of the others. This means that we adopt the same stochastic prescription, but we run it several times (one run for each trajectory) so as to create really independent trajectories. The new result turned out to coincide with the earlier, thereby leading us to conclude that the method of overlapping windows can be safely applied. This is in fact the method that we adopt throughout.

The key formula for the theoretical treatment of the numerical results of this Section is given by

$$p(x,t)=\frac{_{s=1}^{l_{seq}l_{max}+1}p^{(s)}(x,t)}{l_{seq}l_{max}+1}.$$
(26)
The meaning of this formula is the following. We make the conjecture that the probabilistic contribution of the s-th trajectory to the pdf resulting from this method of numerical observation is the same as that stemming from an arbitrarily large number of trajectories corresponding to the same physical condition. We do not have a rigorous proof for this theoretical expression, but the extremely good agreement between the theoretical prediction itself and the numerical observation. On the other hand, once this theoretical prediction is accepted, the physical interpretation of the numerical results become easier, and as we shall see, we can use this formula to account for two distinct sources of entropy increase, the trajectory randomness and the uncertainty on the initial conditions.

### A Linear increase of noise intensity

Let us consider first the case where the noise intensity increases linearly with time,

$$\xi (t)=\xi ^{(0)}(t)(a+bt).$$
(27)
The sequence corresponding to the $`s`$-th window, becomes

$$\xi ^{(s)}(t)=\xi ^{(0)}(t+s)(a+bs+bt).$$
(28)
The $`s`$-th diffusion trajectory obeys the equation of motion

$$\dot{x}^{(s)}=\xi ^{(0)}(t+s)(a+bs+bt),$$
(29)
which is equivalent to

$$\dot{x}^{(s)}(t)=\xi ^{(0)}(t)(a+bs+bt),$$
(30)
due to the assumption that the noise $`\xi ^{(0)}`$ is memoryless. This means that we can refer ourselves to Eq.(6) with

$$g(t)a+bs+bt,h(t)=0.$$
(31)
We plug $`g(t)`$ of Eq.(31) into Eq.(14). This can be easily integrated and yields

$$\sigma _x^2(s,t)=\frac{2D}{3b}[(a+bs+bt)^3(a+bs)^3].$$
(32)
Eq.(26) becomes

$$p(x,t)=\frac{1}{(2\pi )^{1/2}N}\underset{s=1}{\overset{N}{}}\frac{e^{\frac{x^2}{2\sigma _x^2(s,t)}}}{\sigma _x(s,t)},$$
(33)
where

$$Nl_{seq}l_{max}+1.$$
(34)
For $`N\mathrm{}`$, the sum depends on values of $`s`$ so large as to make $`\sigma _x^2(s,t)`$ very close to $`2D(a+bs)^2t`$. This makes it is easy to assess that $`p(x,t)`$ becomes the sum of distributions rescaling with $`\delta =1/2`$. Thus also $`p(x,t)`$ rescales with $`\delta =1/2`$. This is confirmed by the numerical result illustrated in Fig. 1.

It is remarkable that the shape of the resulting distribution (see Fig. 2) looks quite different from that of a Gaussian function, as made even more evident from the adoption of the logarithmic scale for the ordinate axis (see Fig. 3). The resulting distribution is very well approximated by the fitting function

$$p_{fit}(x,t)=\frac{k(t)}{2}e^{k(t)|x|}.$$
(35)
It is remarkable that an exponential form of this kind has been found by Metzler and Klafter . Apparently, the case studied by Metzler and Klafter is quite different from the one illustrated in Figs. 2 and 3. The authors of Ref.  find that the exponential structure is associated to the subdiffusional scaling $`\delta <1/2`$. Here the scaling, as shown in Fig. 3, is the normal scaling $`\delta =1/2`$. However, the similarity might not be accidental. The case discussed by Metzler and Klafter refers to a random walk with long rests and a waiting time, between a jump and the next, given by a distribution whose asymptotic limit is the same as that of

$$\psi (\tau )=(\mu 1)\frac{T^{\mu 1}}{(T+\tau )^\mu }.$$
(36)
Sequences of time with this distribution has been studied recently from the point of view of entropy production . It has been shown, in agreement with the earlier work of Gaspard and Wang, that the entropy production per unit of time is proportional to $`t^{\mu 2}`$. This means that the rate of entropy production is not constant and that for $`t\mathrm{}`$ it tends to vanish. This is a form of non-stationarity that is apparently different from the one studied in this paper. However, in both cases a scaling distribution emerges, and in both cases a striking deviation from the Gaussian form is exhibited. We have also to mention that if we adopt the $`ϵ`$\- entropy prescription  to analyze our non-stationary time series, this form of entropy, being proportional to the square of the noise intensity, tends to increase with time. Thus, from the point of view of entropy production both sequences are non-stationary, and we wonder if the similarity between the exponential distribution of Fig. 3 and the exponential distributions of Metzler and Klafter is more than accidental.

### B Time series with noise intensity sinuisoidally dependent on time

Let us consider the case where

$$g(t)=acos(\omega t),h(t)=0.$$
(37)
Adapting the approach of Section 3 A to this case, we get

$$\sigma _x^2(s,t)=a^2D(t+\frac{sin2\omega (t+s)sin2\omega s}{2\omega }).$$
(38)
It is evident that in the asymptotic time limit the linear term becomes more important than the harmonic term, which, consequently, can be neglected, thereby forcing the contributions to the distribution with different $`s`$, see Eq. (26), to become identical to

$$p(x,t)=\frac{1}{[2\pi \sigma ^2(t)]^{1/2}}e^{\frac{x^2}{2\sigma ^2(t)}},$$
(39)
with

$$\sigma ^2(t)=a^2Dt,$$
(40)
which yields for the DE the following analytical expression

$$S(t)=\frac{1}{2}logt+\frac{1}{2}log(2\pi eDa^2).$$
(41)
Fig. 4 compares this analytical prediction to the numerical result and shows that, as expected, the theoretical prediction departs from the numerical result in the time region $`t<1/\omega `$.

### C Time series with a sinuisodal deterministic part

Let us study the case where $`g(t)=a`$ and $`h(t)=bcos\omega t`$. In this case, according to the theory of Section 2, for the contribution corresponding to the $`s`$-th window, we must specify the form of $`x_0(t)`$ as well as that of $`\sigma _x(t)`$. With the same method of Section 3A we get:

$$\sigma _x^2(s,t)=2Da^2t.$$
(42)
and

$$x_0(s,t)=_0^th(t^{}+s)𝑑t^{}.$$
(43)
Using $`h(t)=bcos\omega t`$, with a straigtforward integration, we write

$$x_0(s,t)=I(t)sin(\omega s+\mathrm{\Phi }(t)),$$
(44)
with

$$I(t)=\frac{b}{\omega }[2(1cos\omega t)]^{1/2}.$$
(45)
The key formula of Eq.(26) in this case takes the form

$$p(x,t)=\frac{1}{N(2\pi a^2t)^{1/2}}_1^Ne^{\frac{(xx_0(s,t))^2}{2a^2t}}𝑑s$$
(46)
In the long-time limit $`t>>\frac{b^2}{\omega ^2a^2D}`$, the contribution of $`x_0(s,t)`$ becomes negligible and we recover Eq. (39) with $`\sigma ^2(t)=2Dt`$. However, in this case the regime of transition to scaling is much more interesting than that of Section 3 B. At early times we see a process of entropy increase that might be easily mistaken for a scaling regime with anomalous scaling $`\delta >0.5`$. This is caused by the deterministic process $`h(t)`$. The adoption of the method of moving windows implies the adoption of many trajectories, all being the solution of the harmonic equation $`\frac{d^2}{dt^2}x+\omega ^2x=0`$, with different initial condition. This means that in this case the entropy increase does not depend on the random nature of the time series, but rather on the uncertainty on initial conditions originated by the moving window method. It is worth remarking that all these trajectories are given the same initial position, $`x=0`$, but different velocities. The uncertaintly on this initial condition makes the entropy increase. However, all these trajectories at the end of the period $`T=2\pi /\omega `$ must go back to the initial position, $`x=0`$, thereby forcing the entropy, too, to regress to the initial vanishing value. This regression is complete if only the deterministic component is present $`(a=0)`$. This behavior is repeated infinitely many times (see Fig. 5). It is also remarkable that the presence of an even very small stochastic component provokes an abrupt transition to a completely different behavior, where the strength of the oscillations, which are a signature of the presence of a deterministic term, tends very slowly to zero.

Fig. 5 must be considered as being one of the main results of this paper. We have found that also in the case of a single sequence the analysis made by means of the DEA yields a scaling larger than that of normal diffusion, as an effect of the non-stationary bias, yielding the contribution $`x_0(t)`$. The agreement between Eq. (46) and the numerical result is so good as to give a compelling support to Eq. (46) and, thus, to Eq.(26), from which Eq.(46) is derived. Eq.(46), on the other hand, serves very well the purpose of illustrating the joint action of the two sources of entropy increase, the trajectory randomness and the uncertainty on initial conditions.

## IV conclusions

The first interesting result of this paper is that concerning the dynamic derivation of a diffusion process overlapping the FBM. The FBM is a very popular generalization of ordinary Brownian motion, defined by Eq. (1), with $`\delta =1/2`$. the distribution $`F`$ being Gaussian. The FBM keeps the Gaussian form of $`F`$ and extend $`\delta `$ to all possible values of $`\delta `$ within the interval $`[0,1]`$. With very simple arguments we have found that this generalized form of Brownian diffusion can be realized by releasing the stationary assumption, a conclusion reminiscent of that reached in earlier work. However, in the non-stationary case considered in this paper, it is possible to go beyond the ballistic limit within which the FBM is confined. Thus, we also establish a contact with the earlier research work of Refs. .

These results, as interesting as they are, served the main purpose of developing a proper perspective to analyze the diffusion process stemming from a single, non stationary time series.This is a challenging problem that, to the best of our knowledge, has been earlier addressed only in the work of Ref.. We address this issue using the DE as a method of scaling detection, and we find that the non-stationary condition generates either anomalous scaling and ordinary statistics or ordinary scaling and anomalous statistics. We also prove that the presence of a non-stationary bias yields a process of entropy increase that depends on the uncertainty on initial condition, as well as on trajectory randomness. This is a legitimate source of entropy increase that ,however, might lead to the wrong conclusion that the dynamic process described by the time series under study has memory. There are other interesting aspects, such as the deviation from Gaussian statistics and its possible connection with the earlier work of Metzler and Klafter , on one side, and Wang ans Gaspard , on the other. This is left as a subject for further investigation.


text:
# Order-disorder transition in the Chialvo-Bak ‘minibrain’ controlled by network geometry

## 1 Introduction

Biological neuronal systems are certainly complex—but the source of this complexity still remains unclear. Bearing in mind the many examples of complex behaviour arising from simple rules , a number of authors  have suggested that some such basic mechanics might be responsible, and a number of neural models have been proposed  which aim to show that even a very simple interpretation of biological neural dynamics can nevertheless produce complex patterns of learning behaviour. Perhaps the most appealing is that created by Chialvo and Bak : rather cheekily dubbed the ‘minibrain’ , it is notable for its combined use of extremal (‘winner-takes-all’) dynamics  and solely negative feedback to create a fast and highly adaptive learning system.

In this paper we examine the learning patterns of the simplest version of this model and present numerical results which indicate that, subject to tuning of a control parameter, a non-equilibrium transition is observed in the learning dynamics between ordered and disordered phases, similar to that observed in traditional Hopfield neural networks ; scale-free behaviour is observed at the critical point. Notably, the control parameter in the minibrain network is the network geometry: the network phase is therefore *a design parameter of the system*. Although a complete analytic understanding of this phenomenon is still to be developed, the underlying mechanism behind this behaviour is identified as being interference between active paths in the network. The behaviour at the critical point can also be compared to Kohonen’s self-organizing map (SOM) , where a small stimulus can also lead to scale-free modification of the network structure .

## 2 The Chialvo-Bak ‘minibrain’

Although a variety of alternative network topologies are possible , the simplest version of the minibrain consists of three separate layers of neurons (see Figure 1): a layer of $`\eta _{\mathrm{IP}}`$ inputs, a ‘hidden’ intermediary layer of size $`\eta _{\mathrm{IM}}`$, and a layer of $`\eta _{\mathrm{OP}}`$ output neurons. Each input neuron has a (one-way) synaptic connection to every intermediary neuron, and similarly each intermediary neuron is connected to every output neuron; we will use the terminology

$$\mathrm{\Gamma }\mathrm{\Gamma }(\eta _{\mathrm{IP}},\eta _{\mathrm{IM}},\eta _{\mathrm{OP}})$$
(1)
to denote such a network geometry.

Each synaptic connection is assigned a strength value, initially determined randomly: when an input neuron is stimulated, a signal is sent along the single strongest connection leading from it, and the intermediary neuron at the end of that connection then fires. In the same manner, the output neuron that fires is the one at the end of the strongest connection leading from the firing intermediary neuron. These *extremal* (‘winner-takes-all’) dynamics, inspired both by earlier SOC models  and the SOM , mean that we can identify an *active level* of synaptic connections, the strongest connections leading from each neuron, that are collectively responsible for all decisions taken by the system. As we will see later, the active level is an extremely important aspect of the minibrain network.

Chialvo and Bak assume that synaptic activity leaves behind a tag of some sort (biologically, perhaps a chemical trace) which identifies that synapse as ‘used’; feedback then takes the form of a global signal sent to the system (perhaps the release of some hormone) which reacts only with the tagged synapses. Following the lead of Barto, Jordan et al. , this global signal is extremely simple, indicating no more than whether the action taken has failed or succeeded. What next? If success is indicated, no further action is taken. *There is no strengthening of ‘good’ synapses.* If on the other hand the feedback signal is one of failure, the tagged synapses are ‘punished’ by having their strengths reduced by a random amount.

This selectionist interpretation of biological learning dynamics may be controversial because, in particular, it clashes with the traditional Hebbian learning , where good connections are strengthened—and this has traditionally had prime place among theories of biological learning. Chialvo and Bak cite two main reasons for their alternative viewpoint : firstly, *reinforcement of connections that produce good responses leads to addiction* unless some mechanism exists to stop the reinforcement once a correct response has been learned , whereas punishment of connections that produce bad responses by definition stops as soon as a good response is achieved; secondly, *learning by mistakes is quicker*, as a system in an unknown situation is more likely to make mistakes than get things right. That selectionism and negative feedback may in fact be the primary biological learning mechanism has also been emphasized by a number of other authors in works both experimental  and theoretical . A detailed account of the biological motivation for the model can be found in .

The minibrain has already been shown to have interesting learning behaviour , in particular being able to learn nonlinear functions such as the xor problem and its generalization, the parity problem. Also, and importantly, it is a highly *adaptive* model, able to quickly unlearn patterns of behaviour that are no longer successful—a direct result of the negative-only feedback .

## 3 Control parameter for learning and order-disorder phase transition

Arguably the simplest task one can set such a system is the learning of an input-output map (e.g., $`11`$, $`22`$, …, $`nn`$): sequentially stimulating each input neuron and, if the output is unsatisfactory, applying negative feedback as described above. Chialvo and Bak showed, although without explicit quantification, that learning time for such a map (defined as the number of times the network has to run through a complete cycle of inputs before complete success is achieved) decreases as the number $`\eta _{\mathrm{IM}}`$ of intermediary neurons increases . However, ‘learning time’ cannot really be thought of as a physical quantity within the minibrain network itself, and hence in this paper we will use an alternative (though related) measure of learning efficiency: the total number of times, $`\rho _1`$, that negative feedback must be applied to the system—or equivalently, the number of errors made—before we can run through the complete sequence of inputs without any mistakes. This measure can be thought of as analogous to the measure of neural network learning efficiency used in early work on the subject  using the traditional Hopfield neural networks: the number of examples the network must see in order to learn a general function.

Fig. 2 shows that in learning an input-output map of the above type (with $`\eta _{\mathrm{IP}}=\eta _{\mathrm{OP}}=n`$), the mean number, $`\rho _1`$, of applications of negative feedback required scales qualitatively in a similar manner to Chialvo and Bak’s learning time: as the number of intermediary neurons $`\eta _{\mathrm{IM}}`$ increases, $`\rho _1`$ decreases towards an eventual asymptotic minimum whose value appears to depend on $`n`$. This behaviour is quantified precisely in Fig. 3, where we investigate the effects of unequal mappings where $`\eta _{\mathrm{IP}}\eta _{\mathrm{OP}}`$, e.g., $`iimod\eta _{\mathrm{OP}}`$: both the minimum value of $`\rho _1`$ and the decrease in negative feedback that occurs with increasing $`\eta _{\mathrm{IM}}`$ collapse when $`\rho _1`$ and $`\eta _{\mathrm{IM}}`$ are normalized with respect to $`\eta _{\mathrm{IP}}\eta _{\mathrm{OP}}`$, and hence we can define a control parameter for learning time,

$$\zeta =\frac{\eta _{\mathrm{IM}}}{\eta _{\mathrm{IP}}\eta _{\mathrm{OP}}}$$
(2)
It can be seen that at $`\zeta 1`$ a sharp transition occurs in $`\rho _1`$ between the asymptotic minimum and truly immense values. Numerical results (Fig. 4) suggest that this is a genuine phase transition: if once the minibrain has learned a given input-output mapping, we randomly reassign a new output to one of the inputs, and repeat this process, we find that the probability function of negative feedback $`\rho _1`$ required to adapt to the new map varies between an ordered phase ($`\zeta >1`$) where there is a maximum cutoff to learning times, with $`\rho _1`$ distributed exponentially, and a disordered phase ($`\zeta <1`$) where learning is almost impossible, with $`\rho _1`$ strongly biased towards huge values. The probability function of $`\rho _1`$ becomes scale-free at the critical point $`\zeta =1`$, scaling as a power law with exponent $`1.3`$.

To understand what this means physically for the network, we have to recall what the meaning of negative feedback is. Decreasing the strength of a synaptic connection almost certainly removes it from the active level of synapses; another connection replaces it. A large number of negative feedback signals therefore corresponds to a large change in the geometry of the active level of the network—an ‘avalanche’ in the network landscape, so to speak. But what is it that causes such large avalanches?

The answer lies in *path interference*, the *overlapping of the active paths* leading from two or more distinct inputs. In the three-layer minibrain, this is as simple as the strongest connections from two different inputs pointing to the same intermediary neuron. Broadly speaking, if the paths from two or more neurons overlap in this fashion, it is likely that (at least) one of the inputs is connected to the wrong output neuron; we can make this explicitly true if we require that the input-output map to be learned be one-to-one. The negative feedback, however, will affect *both* paths by removing the intermediary-output connection from the active level. Thus, a correct wiring of input to output can be destroyed by such interference.

A brief statistical analysis reveals the behaviour of this factor. Suppose we have an arbitrary minibrain network, $`\mathrm{\Gamma }(\eta _{\mathrm{IP}},\eta _{\mathrm{IM}},\eta _{\mathrm{OP}})`$. Labeling the input neurons by $`0,1,2,\mathrm{},\eta _{\mathrm{IP}}1`$, let us define, for a given input $`i`$, $`\mu (i)`$ to be the intermediary neuron led to by the strongest synaptic connection from $`i`$, and let $`p_i^\mathrm{\Gamma }`$ be the probability that at least two input neurons in the set $`\{0,\mathrm{},i\}`$ share the same value of $`\mu `$. Thus, the probability of having path interference in the network is given by $`P_\mathrm{\Gamma }=p_{\eta _{\mathrm{IP}}1}^\mathrm{\Gamma }`$. Assuming that the values of $`\mu `$ are randomly distributed, it follows that $`p_0^\mathrm{\Gamma }=0`$ and $`p_1^\mathrm{\Gamma }=1/\eta _{\mathrm{IM}}`$, and more generally (assuming $`\eta _{\mathrm{IM}}\eta _{\mathrm{IP}}`$, since obviously $`P_\mathrm{\Gamma }=1`$ if this is not the case),

$$p_{i+1}^\mathrm{\Gamma }=p_i^\mathrm{\Gamma }+\frac{i+1}{\eta _{\mathrm{IM}}}(1p_i^\mathrm{\Gamma })$$
(3)
Now, substituting for $`\eta _{\mathrm{IM}}`$ in terms of the control parameter $`\zeta `$, we have:

$$p_{i+1}^\mathrm{\Gamma }=p_i^\mathrm{\Gamma }+\frac{i+1}{\eta _{\mathrm{IP}}\eta _{\mathrm{OP}}\zeta }(1p_i^\mathrm{\Gamma })$$
(4)
From which we can calculate,

$$p_n^\mathrm{\Gamma }=\underset{i=1}{\overset{n}{}}\left[\left(\genfrac{}{}{0pt}{}{n}{i}\right)(1)^{i1}\left(\eta _{\mathrm{IP}}\eta _{\mathrm{OP}}\right)^i\zeta ^i\right]$$
(5)
Assuming large, fixed $`\eta _{\mathrm{IP}}`$ and $`\eta _{\mathrm{OP}}`$, the higher-order terms in Equation (5) will vanish for $`\zeta >1`$, and so $`P_\mathrm{\Gamma }`$ will scale approximately according to a power law of $`\zeta `$, with exponent $`1`$. Conversely, if $`\zeta <1`$ then the higher-order terms are brought back into play and $`P_\mathrm{\Gamma }`$ scales approximately exponentially; Fig. 5 shows nicely how the critical point $`\zeta =1`$ acts as a transition point between these two scalings. The phase transition can thus be seen as a transition between a high-interference phase where learned patterns are frequently destroyed by accident as a result of mistakes elsewhere, and a low-interference phase where active connections remain largely stable.

It is interesting to compare this behaviour with the learning patterns observed in more traditional neural models, for example the large body of work on Hopfield networks . Typically the performance of an $`N`$-input network in learning a function is studied with respect to the number $`P`$ of examples presented to it (analogous to the parameter $`\rho _1`$ in this work, which is, recall, the number of times the minibrain must be shown where it is wrong before the error rate decreases to zero). A transition between ordered and disordered phases, similar to that observed here, was observed by Amit et al. , occurring as a result of the temperature of the system; however, the behaviour we see in the minibrain is more reminiscent of the behaviour observed by Gardner , who showed that, for fixed temperature, the phase transition in the Hopfield model occurred subject to the connectivity of neurons. In the minibrain, the path interference driving the phase transition is similarly a result solely of the network geometry—but in addition the minibrain is noise- (temperature-) resistant . The network phase can therefore be seen as robust with respect to the environment.

## 4 Conclusions

While only a very simple interpretation of real neural dynamics, we have seen that the minibrain displays an interesting variety of behaviour, with a non-equilibrium transition between ordered and disordered phases occurring solely on the basis of network geometry. Thus *the network phase is not due to external noise but is instead a design component*. The system can be tuned—for instance, by evolution—to the most advantageous phase.

The question of *which* phase is most advantageous, of course, depends on the minibrain’s surrounding environment. This immediately motivates further research into the question of which environments might favour which of the different phases. In addition, considering the biological motivation for the model, one might want to investigate whether behaviour resembling any (or all) of these phases is to be found in real neural systems of different types.

The results here also emphasize the importance of negative feedback as providing behavioural control in learning systems. The accidental destruction of good connections that drives the different phases in the minibrain model relies on the fact that, because of the negative-only feedback, the active and inactive connections in the network are of similar strength . Not only are such systems faster and more adaptive , they also place in the hands of the designer aspects which would otherwise be in the hands of the environment.

In summary, the minibrain’s combination of negative-only feedback and extremal dynamics can be seen to cause complex behavioural patterns that depend much more on internal characteristics of the network than any external pressures. This simple neural model has already been shown to have interesting implications for learning systems and the importance of selectionist procedures; the results presented here extend this to the wider context of phase transitions on networks and their origins.

## Acknowledgments

Special thanks and many fond memories to Per Bak, who took the time despite serious illness to offer encouragement and many helpful suggestions. Grateful thanks also to Maya Paczuski, Ginestra Bianconi, Andrea Capocci, Damien Challet, Dante Chialvo, Paulo Laureti, and Yi-Cheng Zhang, for advice and stimulating conversations, and to anonymous referees for their comments. This work was supported in part by Swiss National Science Foundation grant no. 20-61470.00.