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# Generalizations of some integrals over the unitary group

## 1 Introduction

Physical systems described by nonhermitian operators have recently attracted a lot of attention in the literature. Applications range from flux-line pinning in superconductors  over dissipation and scattering in quantum chaos  to quantum chromodynamics (QCD) at nonzero density . In turn, the interest in these applications has stimulated new mathematical studies of nonhermitian matrices, in particular in the field of random matrix theory.

We have been led to consider nonhermitian matrices in our work on the color-flavor transformation . This transformation involves an integration over complex matrices $`Z`$ without any symmetry requirements. Applying the transformation to lattice QCD  results in a complex action that is not amenable to standard Monte-Carlo algorithms. A possible way of trying to resolve this problem is to write $`Z=HU`$ with $`H`$ hermitian and $`U`$ unitary, and to perform the integral over $`U`$ analytically so that only the integration over $`H`$ has to be done numerically. This approach leads to the following integral over the unitary group,

$$_1=\underset{\mathrm{U}(N)}{}𝑑\mu (U)\stackrel{\nu }{det}Ue^{\frac{1}{2}\mathrm{tr}(AU+BU^{})},$$
(1)
where $`d\mu (U)`$ is the Haar measure of U($`N`$), $`\nu `$ is an integer, which without loss of generality we take to be non-negative, and $`A,B\mathrm{Gl}(N,)`$. The above integral is the main focus of this paper. It is well-known for $`A=B^{}`$  (where it leads to the effective partition function of QCD in the Leutwyler-Smilga regime ), but to the best of our knowledge $`_1`$ had not been computed before for $`AB^{}`$. We found that the latter case can be solved rather easily using the character expansion method put forward by Balantekin . Although the case of non-integer $`\nu `$ appears to be beyond this approach, we expect our result to hold in that case as well. Employing the same method, we could also compute the integral which arises from the factorization $`Z=U\mathrm{\Lambda }V^{}`$ in the color-flavor transformed action mentioned above. The matrices $`U`$ and $`V`$ are unitary, while $`\mathrm{\Lambda }`$ is diagonal with nonnegative entries. The resulting integral in slightly generalized form is given by

$$_2=\underset{\mathrm{U}(N)}{}𝑑\mu (U)\underset{\mathrm{U}(N)}{}𝑑\mu (V)\stackrel{\nu }{det}(UV)e^{\frac{1}{2}\mathrm{tr}(UAVB+CV^{}DU^{})},$$
(2)
where $`A,B,C,D\mathrm{Gl}(N,)`$. This integral was previously known only for the case of $`\nu =0`$, $`C=B^{}`$ and $`D=A^{}`$ . We also show that the generalization of $`_2`$ to the case of unequal dimensions of $`U`$ and $`V`$ leads to an integral which can be non-zero only if determinants of $`U`$ and $`V`$ are absent from the integrand. We conjecture an expression for the result in this case.

In Sec. 2, we derive results for $`_1`$ and $`_2`$. In addition, we discuss $`_2`$ with unequal dimensions of $`U`$ and $`V`$ and briefly consider the (trivial) generalization of the Itzykson-Zuber integral to the case of general complex matrices in the integrand. We also comment on the applicability of our results to the case of noninvertible matrices. Conclusions are drawn in Sec. 3.

## 2 Calculation of the group integrals

Our calculations rely on the formalism of Ref.  and on several examples worked out in detail therein. Rather than reproducing the material from that work, we will refer to the relevant equations in Ref.  whenever appropriate. Thus, the reader is advised to have a copy of this reference at hand.

The key observation for the generalization of the results of Ref.  is that the representation theories of the groups U($`N`$) and Gl($`N`$) are essentially the same. In particular, Weyl’s character formula

$$\chi _r(X)=\frac{det\left(x_i^{n_j+Nj}\right)}{\mathrm{\Delta }(x_1,\mathrm{},x_N)},$$
(3)
holds not just for unitary, but also for general linear matrices, cf. Ref. . Here, $`r=(n_1,\mathrm{},n_N)`$ denotes an irreducible representation of Gl($`N`$) labelled by non-negative, non-increasing integers. The $`x_i`$ ($`i=1,\mathrm{},N`$) are the eigenvalues of the matrix $`X`$.

### 2.1 Calculation of $`_1`$

Using Eq. (3.5) of Ref. , we write

$`\stackrel{\nu }{det}(AU)e^{\mathrm{tr}AU}={\displaystyle \underset{r}{}}\alpha _r^{(\nu )}\chi _r(AU),`$ (4)
$`e^{\mathrm{tr}BU^{}}={\displaystyle \underset{r}{}}\alpha _r^{(0)}\chi _r(BU^{}).`$ (5)
Here, the sums are over all irreducible representations of Gl($`N`$) labeled by $`r=(n_1,n_2,\mathrm{},n_N)`$ as above. The corresponding characters are denoted by $`\chi _r`$. For convenience, we have left out the factor of $`\frac{1}{2}`$ in the exponent of Eq. (1), which will be reinstated in the final result. The coefficients in the character expansion are given by

$$\alpha _r^{(\nu )}=det\left[\frac{1}{(n_j\nu +ij)!}\right],$$
(6)
where $`i`$ and $`j`$ run from 1 to $`N`$, labelling the rows and columns of the matrix. We thus obtain

$`\widehat{}_1`$ $`{\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (U)\stackrel{\nu }{det}(AU)e^{\mathrm{tr}(AU+BU^{})}`$ (7)
$`={\displaystyle \underset{r}{}}{\displaystyle \underset{r^{}}{}}\alpha _r^{(\nu )}\alpha _r^{}^{(0)}{\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (U)\chi _r(AU)\chi _r^{}(BU^{}).`$
Now, we can write

$$\chi _r(AU)\chi _r^{}(BU^{})=A_{ab}^{(r)}U_{ba}^{(r)}B_{cd}^{(r^{})}U_{cd}^{(r^{})},$$
(8)
where the superscript serves as a reminder that these matrices live in the representations $`r`$ and $`r^{}`$ of Gl($`N`$), respectively. If we restrict ourselves to unitary matrices, we have corresponding irreducible representations of the subgroup U($`N`$) of Gl($`N`$), and hence, we can use the group theoretical result

$$\underset{\mathrm{U}(N)}{}𝑑\mu (U)U_{ba}^{(r)}U_{cd}^{(r^{})}=\frac{1}{d_r}\delta ^{rr^{}}\delta _{bc}\delta _{ad},$$
(9)
where $`d_r`$ is the dimension of $`r`$, regardless of whether we consider it as a representation of Gl($`N`$) or U($`N`$). It then follows that

$$\widehat{}_1=\underset{r}{}\frac{\alpha _r^{(0)}}{d_r}\alpha _r^{(\nu )}\chi _r(AB).$$
(10)
From Eqs. (3.5), (3.3) and (2.9) of Ref. , we obtain

$$\frac{\alpha _r^{(\nu )}}{d_r}=\underset{i=1}{\overset{N}{}}\frac{(Ni)!}{(k_i\nu )!}\mathrm{with}k_i=N+n_ii.$$
(11)
The matrix $`AB`$ has $`N`$ eigenvalues which we denote by $`\mu _1^2,\mathrm{},\mu _N^2`$. We now apply Weyl’s formula,

$$\chi _r(AB)=\frac{det\left[\mu _i^{2(n_j+Nj)}\right]}{\mathrm{\Delta }(\mu ^2)},$$
(12)
where

$$\mathrm{\Delta }(x)=\underset{i<j}{\overset{N}{}}(x_ix_j)$$
(13)
is the Vandermonde determinant. Inserting this expression, together with Eqs. (6) and (11), into Eq. (10) yields

$$\widehat{}_1=\left[\underset{n=1}{\overset{N1}{}}n!\right]\frac{1}{\mathrm{\Delta }(\mu ^2)}\underset{r}{}det\left[\frac{1}{k_j!(k_jN\nu +i)!}\right]det\left[\mu _i^{2k_j}\right].$$
(14)
Applying the Binet-Cauchy formula, see Eq. (B4) of Ref. , and using the power series expansion of the Bessel function,

$$\frac{I_\lambda (2y)}{y^\lambda }=\underset{k=0}{\overset{\mathrm{}}{}}\frac{y^{2k}}{k!(k+\lambda )!},$$
(15)
we obtain immediately

$$\widehat{}_1=\left[\underset{n=1}{\overset{N1}{}}n!\right]\frac{1}{\mathrm{\Delta }(\mu ^2)}det\left[\mu _j^{Ni+\nu }I_{iN\nu }(2\mu _j)\right].$$
(16)
Pulling out the factors of $`\mu _j^\nu `$ and rearranging the determinant using $`I_n=I_n`$ yields

$`det\left[\mu _j^{Ni+\nu }I_{iN\nu }(2\mu _j)\right]`$ $`=\stackrel{\frac{\nu }{2}}{det}(AB)det\left[\mu _j^{Ni}I_{iN\nu }(2\mu _j)\right]`$ (17)
$`=\stackrel{\frac{\nu }{2}}{det}(AB)det\left[\mu _j^{i1}I_{\nu +i1}(2\mu _j)\right].`$
Finally, we rescale $`A`$ and $`B`$ by $`\frac{1}{2}`$ to reinstate the factor of $`\frac{1}{2}`$ in the exponent of Eq. (1) to obtain

$`{\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (U)\stackrel{\nu }{det}Ue^{\frac{1}{2}\mathrm{tr}(AU+BU^{})}`$
$`=2^{\frac{N(N1)}{2}}\left[{\displaystyle \underset{n=1}{\overset{N1}{}}}n!\right]\left({\displaystyle \frac{detB}{detA}}\right)^{\frac{\nu }{2}}{\displaystyle \frac{det\left[\mu _i^{j1}I_{\nu +j1}(\mu _i)\right]}{\mathrm{\Delta }(\mu ^2)}},`$ (18)
where, once again, the $`\mu _i^2`$ are the eigenvalues of $`AB`$.

### 2.2 Calculation of $`_2`$

Note first that in the integrand of $`_2`$, the determinants of $`U`$ and $`V`$ have to be raised to the same power, as indicated in Eq. (2); otherwise the integrations over the U(1) subgroups of $`U`$ and $`V`$ simply render $`_2`$ zero.

Using again Eq. (3.5) of Ref. , we have

$`\stackrel{\nu }{det}(UAVB)e^{\mathrm{tr}UAVB}={\displaystyle \underset{r}{}}\alpha _r^{(\nu )}\chi _r(AUVB),`$ (19)
$`e^{\mathrm{tr}CV^{}DU^{}}={\displaystyle \underset{r}{}}\alpha _r^{(0)}\chi _r(CV^{}DU^{})`$ (20)
with $`\alpha _r^{(\nu )}`$ given in Eq. (6). Thus,

$`\begin{array}{cc}\hfill \widehat{}_2& {\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (U){\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (V)\stackrel{\nu }{det}(UAVB)e^{\mathrm{tr}(UAVB+CV^{}DU^{})}\hfill \\ & ={\displaystyle \underset{r}{}}{\displaystyle \underset{r^{}}{}}\alpha _r^{(\nu )}\alpha _r^{}^{(0)}{\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (U){\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (V)\chi _r(UAVB)\chi _r^{}(CV^{}DU^{})\hfill \\ & ={\displaystyle \underset{r}{}}{\displaystyle \frac{\alpha _r^{(\nu )}\alpha _r^{(0)}}{d_r}}{\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (U)\chi _r(BUADU^{}C)\hfill \\ & ={\displaystyle \underset{r}{}}{\displaystyle \frac{\alpha _r^{(\nu )}\alpha _r^{(0)}}{d_r^2}}\chi _r(AD)\chi _r(BC),\hfill \end{array}`$ (25)
where we have made use of Eqs. (8) and (9). From Eq. (11) we have

$$\frac{\alpha _r^{(\nu )}\alpha _r^{(0)}}{d_r^2}=\left[\underset{n=1}{\overset{N1}{}}n!\right]^2\underset{i=1}{\overset{N}{}}\frac{1}{k_i!(k_i\nu )!}.$$
(26)
Now denote the eigenvalues of the matrices $`AD`$ and $`BC`$ by $`x_1^2,\mathrm{},x_N^2`$ and $`y_1^2,\mathrm{},y_N^2`$, respectively. Using again Weyl’s formula (12), Eq. (25) thus becomes

$$\widehat{}_2=\left[\underset{n=1}{\overset{N1}{}}n!\right]^2\frac{1}{\mathrm{\Delta }(x^2)\mathrm{\Delta }(y^2)}\underset{r}{}\underset{i=1}{\overset{N}{}}\frac{1}{k_i!(k_i\nu )!}det\left[x_i^{2k_j}\right]det\left[y_i^{2k_j}\right].$$
(27)
Employing the expansion theorem given in Eq. (B2) of Ref.  and noting Eq. (15) again, this yields

$$\widehat{}_2=\left[\underset{n=1}{\overset{N1}{}}n!\right]^2\frac{1}{\mathrm{\Delta }(x^2)\mathrm{\Delta }(y^2)}det\left[f(x_iy_j)\right]$$
(28)
with

$$f(z)=z^\nu I_\nu (2z).$$
(29)
Pulling the factors of $`x_i^\nu `$ and $`y_j^\nu `$ out of the determinant and using $`I_n=I_n`$, we obtain

$$\widehat{}_2=\left[\underset{n=1}{\overset{N1}{}}n!\right]^2\stackrel{\frac{\nu }{2}}{det}(ABCD)\frac{det\left[I_\nu (2x_iy_j)\right]}{\mathrm{\Delta }(x^2)\mathrm{\Delta }(y^2)}.$$
(30)
We finally rescale $`A`$, $`B`$, $`C`$ and $`D`$ by $`1/\sqrt{2}`$ to reinstate the factor of $`\frac{1}{2}`$ in the exponent of Eq. (2) to obtain

$`{\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (U){\displaystyle \underset{\mathrm{U}(N)}{}}𝑑\mu (V)\stackrel{\nu }{det}(UV)e^{\frac{1}{2}\mathrm{tr}(UAVB+CV^{}DU^{})}`$
$`=2^{N(N1)}\left[{\displaystyle \underset{n=1}{\overset{N1}{}}}n!\right]^2\left({\displaystyle \frac{det(CD)}{det(AB)}}\right)^{\frac{\nu }{2}}{\displaystyle \frac{det\left[I_\nu (x_iy_j)\right]}{\mathrm{\Delta }(x^2)\mathrm{\Delta }(y^2)}}.`$ (31)
Once again, the $`x_i^2`$ and $`y_j^2`$ are the eigenvalues of $`AD`$ and $`BC`$, respectively.

Let us now consider the case in which $`U`$ and $`V`$ have different dimensions, i.e.,

$$_2^{(N,M)}=\underset{\mathrm{U}(N)}{}𝑑\mu (U)\underset{\mathrm{U}(M)}{}𝑑\mu (V)e^{\frac{1}{2}\mathrm{tr}(UAVB+CV^{}DU^{})}.$$
(32)
In this case, $`A`$ and $`C`$ are complex $`N\times M`$ matrices, and $`B`$ and $`D`$ are complex $`M\times N`$ matrices. For definiteness, we shall take $`M<N`$.

At this point, we have not been able to prove a result for $`_2^{(N,M)}`$, but we conjecture, based on explicit calculations for small $`N`$ and $`M`$, as well as on numerical experimentation, that the result takes the form

$$_2^{(N,M)}=2^{M(N1)}\left[\underset{n=NM}{\overset{N1}{}}n!\right]\left[\underset{m=NM}{\overset{M1}{}}m!\right]\frac{det\left[I_{NM}(x_iy_j)\right]}{\mathrm{\Delta }(x^2)\mathrm{\Delta }(y^2)_{i=1}^M(x_iy_i)^{NM}}.$$
(33)
Here, $`x_i^2`$ and $`y_i^2`$ ($`i=1,\mathrm{},M`$) denote the (non-zero) eigenvalues of $`DA`$ and $`BC`$, respectively. This expression also reduces to the well-known result in the case where $`C=B^{}`$ and $`D=A^{}`$, cf. Refs. .

Note that we have not included any determinant terms in the integrand of $`_2^{(N,M)}`$. If we included, say, $`det^\nu Udet^\eta V`$ in the integrand, integrations over the U($`1`$) subgroups of U($`N`$) and U($`M`$) show immediately that the value of the resulting integral is zero unless, possibly, $`\nu `$ and $`\eta `$ are related by $`N\nu =M\eta `$. We now show that, even if this relation holds, the integral gives zero for any $`\nu 0`$, and hence also for $`\eta 0`$. To see this, suppose that $`\nu 0`$, and let us perform the integral of $`U`$ over U($`N`$), leaving the integral over U($`M`$) untouched for the moment. The result could be read off from Eq. (18) if the matrices $`AVB`$ and $`CV^{}D`$ were Gl($`N`$) matrices. However, since $`M<N`$, these matrices are not of full rank, and therefore $`NM`$ of their eigenvalues are equal to zero. Except on a set of measure zero they have the same rank, so that a limiting process leads to a finite value of $`det(CV^{}D)/det(AVB)`$, given by $`det(V^{}DC)/det(VBA)`$. We then need to find the limit of $`det\left[\mu _i^{j1}I_{\nu +j1}(\mu _i)\right]/\mathrm{\Delta }(\mu ^2)`$ as $`\mu _{M+1},\mathrm{},\mu _N0`$. In this context, $`\mu _1^2,\mathrm{},\mu _M^2`$ denote the non-zero eigenvalues of $`AVBCV^{}D`$. In fact, letting just $`\mu _N0`$, it is easy to see that the above expression goes to zero, unless $`\nu =0`$, which shows that $`_2^{(N,M)}=0`$, unless $`\nu =\eta =0`$.

### 2.3 Generalization of the Itzykson-Zuber integral

The integral

$$_3=\underset{\mathrm{U}(N)}{}𝑑\mu (U)e^{\mathrm{tr}(AUBU^{})}=\left[\underset{n=1}{\overset{N1}{}}n!\right]\frac{det\left[\mathrm{exp}(x_iy_j)\right]}{\mathrm{\Delta }(x)\mathrm{\Delta }(y)}$$
(34)
was computed in Ref.  for the case where $`A`$ and $`B`$ are hermitian matrices with real eigenvalues $`x_1,\mathrm{},x_N`$ and $`y_1,\mathrm{},y_N`$, respectively. This is a special case of a more general result due to Harish-Chandra .

Following the calculation of this integral in Ref. , it is immediately obvious that the only change in the final result is the replacement of the eigenvalues of the hermitian matrices $`A`$ and $`B`$ by the eigenvalues of their general complex versions.

Also, including the determinant of $`U`$ in the integrand (raised to any nonzero power) would give zero due to the integration over the U(1) subgroup.

### 2.4 Comment on noninvertible matrices

In deriving the above results, we have assumed that the matrices $`A`$, $`B`$, $`C`$ and $`D`$ are elements of Gl($`N,`$). However, the integrals $`_1`$ through $`_3`$ exist even if the matrices on which they depend are not of full rank. In this case, we can consider the limit in which one or more of the eigenvalues of the matrix approach zero. Uniform convergence permits the interchange of this limit and the integration over the unitary group. A l’Hôpital procedure on the right-hand side of Eq. (18), (31) or (34) then leads to a finite (though possibly zero) result.

## 3 Conclusions

We have derived generalizations of several well-known integrals over the unitary group to the case where general complex matrices appear in the integrand. These integrals may find applications in lattice gauge theory but are also of purely mathematical interest, in particular in the theory of random matrices. As mentioned in the introduction, our motivation for studying these integrals originated from the complex action problem that arises if the color-flavor transformation is applied to lattice QCD. We found that the integral $`_1`$ solved this complex action problem for one quark flavor but unfortunately not for two or more flavors.

Our results were obtained by a straightforward application of Balantekin’s character expansion method. It would be interesting to investigate the feasibility of other well-known methods to compute integrals over the unitary group, such as the diffusion equation method, in the cases we have considered. It should also be possible to generalize the results of the present paper to integrals over the super-unitary group.

## Acknowledgments

This work was supported in part by the U.S. Department of Energy under contract No. DE-FG02-91ER40608 and in part under the ECT\* ’STATE’ contract. We thank T. Guhr for interesting conversations.

## References


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# Untitled Document

Violation of classical electrodynamics by composite fermions in the quantum Hall effect. Keshav N. Shrivastava School of Physics, University of Hyderabad,
Hyderabad 500046, India

We find that the composite fermion (CF) which is the magnetic flux quanta attached to the electron, although based on experimentally observed fractions in the quantum Hall effect, is inconsistent with the classical electrodynamics. It produces new quasiparticles which have the usual charge and spin but their rotation in a curved path does not produce magnetic field. This “zero-field” production is inconsistent with the classical electrodynamics. The attaching and detaching of magnetic flux quanta to the electron, also violates the theory of relativity. Corresponding author: keshav@mailaps.org
Fax: +91-40-3010145.Phone: 3010811.

1. Introduction

When a metal sheet is placed in a magnetic field along the $`z`$ direction with the applied voltage along the $`y`$ direction, there is a current in the $`x`$ direction. This current is called the Hall current. The $`x`$ component of the resistivity is the Hall resistivity which varies linearly with the applied field along z direction. In 1980 it was found that there is a plateau in the Hall resistivity in the $`xy`$ plane at the value of $`\rho =h/ie^2`$ where i is an integer. Later on it was found that a plateau in the transverse resistivity also occurs at $`i`$=1/3 so that this number need not be an integer.(We now believe that this quantization of resistivity is the result of flux quantization, and not due to “fine structure” as was thought in the original work). In 1989, Jain1,2 constructed the denominator, 3 by using 2$`\pm `$1 so that one of the fractions is 1/(2+1) = 1/3 and an even number, 2 is needed. It is proposed that there are two types of quasiprticles, the electrons and the composite fermions (CF). The magnetic field at the CF is less than at the electron,

$$B^{}=B2mn\varphi _o$$
(1)
where m is an integer, n is the number of electrons per unit area and $`\varphi _o`$ is the unit flux quantum, hc/e, with h as the Planck’s constant, c the velocity of light and e, the charge of the electron. The number 2 may be written as 2m and the filling factor,

$$\nu =\frac{p}{2mp+1}.$$
(2)
For m=1, $`\nu `$=p/(2p+1). When compared with the experimental data, the series of fractional charges, p/(2p+1) is found to be correct and there is no doubt that this is the correct series. In the begining of this subject, it was thought that the denominators are odd numbers in the series which gives the fractional charge, i.e.,

$$\nu =\frac{1}{2p+1}.$$
(3)
Laughlin obtained the wave function of a quasiparticle of charge $`e_{eff}`$=(1/3)e. There is nothing against the quantum mechanics which teaches us to write wave functions but in quantum Hall effect it is the measurement of current and voltage which plays the dominant role. An examination of the expression (1) shows that even number of flux quanta are attached to the electron. Let us examine, if this attachment of flux quanta is consistent with the classical electrodynamics.

2. Explanations

The Biot and Savart’s law shows that when an electron travels in a circular orbit of radius, $`R`$, it produces a magnetic field. If the orbit is in the $`xy`$ plane, then the field produced is in the $`z`$ direction. One electron produces a field of B and the flux is quantized so that,

$$B=\frac{n\varphi _o}{A}$$
(4)
where $`A`$ is the area, which we can calculate if we know B. If 2$`n\varphi _o`$ is attached to one electron, the field will be given by B instead of B where

$$B^{}=B2n\varphi _o.$$
(5)
When the field B comes from the charge $`e`$, what happened to the charge corresponding to 2$`n\varphi _o`$? Therefore, we understand that 2$`n\varphi _o`$ is decoupled from the charge. The current I corresponds to field B but 2$`n\varphi _o`$,

$$B=\frac{2I}{cR}$$
(6)
where c is the velocity of light. We show the current I in Fig.1 which gives the field B so that I gives B but not B. To get 2$`n\varphi _o`$, we detach it from I2 and give it to B. Thus we have the CF which has a current of I and the field of B+2$`n\varphi _o`$ and the current I2 with zero field. Thus we have two new quasiparticles, one of these is called the composite fermion (CF) and the other, a new quasiparticle, called the decomposite fermion (DF). What is the CF? The CF is the electron current I with field B to which an extra field has been added. Now, what is called DF? The DF is the current I2 from which the field has been detached. Thus the composite fermion has a field of B+2$`n\varphi _o`$ and the decomposite fermion has a field of zero. In the classical electrodynamics, the current I gives the field B but the CF has a field of B+2$`n\varphi _o`$ and the DF has zero field. We have thus invented two new quasiparticles, the CF and the DF which are not the same as electrons. The CF was suggested by Jain in 1989 to explain the quantum Hall effect and the DF has been found only in the present work. It is clear that both the CF as well as the DF are not consistent with the classical electrodynamics. The construction of a magnet is based on the Biot and Savart’s law which is believed to be correct. Therefore both the CF and the DF are“incorrect”. Dyakonov3 has said that although, many experimentalists support Jain’s idea of CF moving in a field, NO BODY HAS SHOWN THEORETICALLY THE EXISTENCE OF CF AS (QUASI)FREE PARTICLES. Farid4 also pointed out that the reduced field formula is not correct.

3. The decomposite fermion (DF)

The decomposite fermion (DF) is created when CF is formed. Since the magnetic field of 2$`n\varphi _o`$ has been detached from the electon, what is left is a particle with spin and orbit but no magnetic field. Once the magnetic field has been detached from the electron it will not emit light. Similarly, light signals will not reach it. This will be a dark object and there will be no way of seeing it. No electromagnetic signal will reach it nor will it emit any. However, it has a finite mass so that formation of CF will result into overall reduction of mass. Since some of the electrons will be lost by detachment of magnetic fields, there is overall loss of mass. The DF will stay in a dark region. The GaAs is electrically neutral. When charge goes to the dark region, the GaAs will become positively charged. In this way large positive charge will collect on the GaAs and a current will flow due to formation of CF.

As a further clarification, the electrons in a curved path produce a field. When this field is removed, what is left is a particle of charge $`e`$ and spin $`s`$ but no magnetic field. This particle is called the detached fermion (DF). This quasiparticle is not consistent with the classical electrodynamics. Since the magnetic vector has been detached from the spin and chartge, the DF will not be consistent with the hypotheses of the “special theory of relativity.”

4. Comments on CF.

We have shown5 that the CF is a large object and hence it is impossible that it has the same density as the electron. The CF model of Jain1,2 which is used to understand the quantum Hall effect requires that the density of CF should be the same as that of the electron. Therefore, the CF model is internally inconsistent. We have shown6 that the expression for the effective field at the CF site is not correct. We have shown7 that the phenomenology of the CF is not correct. The experimentalists have been misguided to claim that CF has been observed. In fact4, the observation has nothing to do with the CF. The CF should be a fermion by definition but it is found that they cease to be fermions9.

In fact all of the experimental data published in the PRL 1998-2001 is in agreement with the angular momentum model10. 5. Conclusions

The CF model1,2 of the quantum Hall effect is internally inconsistent. It violates the laws of the classical electrodynamics. The formation of the CFs requires that there should exist DFs. Thus flux quanta are attached to the electron or detached from the electron. In the later case, it is clear that the CF violates the ”special theory of relativity.” Kukushkin et al11 were misguided to make a claim that they observed ”flux attached” CFs. These authors11 actually did not observe the CFs. What they observed is not a CF.

The correct theory of the quantum Hall effect is given in ref.12.

6. References

1. J.K. Jain, Phys. Rev. Lett. 63, 199 (1989).
2. K. Park and J.K. Jain, Phys. Rev. Lett. 81, 4200 (1998).
3. M. I. Dyakonov, cond-mat/0209206.
4. B. Farid, cond-mat/0003064.
5. K. N. Shrivastava, cond-mat/0209057.
6. K. N. Shrivastava, cond-mat/0207391.
7. K. N. Shrivastava, cond-mat/0204627.
8. K. N. Shrivastava, cond-mat/0202459.
9. K. N. Shrivastava, cond-mat/0105559.
10. K. N. Shrivastava, cond-mat/0201232.
11. I. V. Kukushkin et al, Nature 415, 409 (2002).
12. K.N. Shrivastava, Introduction to quantum Hall effect,
Nova Science Pub. Inc., N. Y. (2002).

Note: Ref.12 is available from:
Nova Science Publishers, Inc.,
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Tel.(631)-231-7269, Fax: (631)-231-8175,
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Fig.1: The current I produces a field B where the radius of curvature is R. This is called the Biot and Savart’s law. The current I2 produces a field 2$`n\varphi _o`$. This 2$`n\varphi _o`$ is detached from I2 and attached to I to make a field of B+2$`n\varphi _o`$. Thus the quasiparticle which has a field of B+2$`n\varphi _o`$ is called CF. This leaves a particle of current I2 with zero field called DF. We show that CF-DF model is inconsistent with classical electrodynamics and relativity.


text:
# 1 Space and Time Before General Relativity

## 1 Space and Time Before General Relativity

According to Aristotle, the Earth was resting in the centre of the universe. He considered the terrestrial frame as a preferred frame and all motion relative to the Earth as absolute motion. Space and time were absolute .

In the days of Galileo the heliocentric model of Copernicus  was valid. The Sun was thought to be resting within the centre of the universe and defining a preferred frame. Galileo argued that only relative motion was observed but not absolute motion. However, to fix motion he considered it as necessary to have not only relative motion, but also absolute motion .

Newton introduced the mathematical description of Galileo’s kinematics. His equations described only relative motion. Absolute motion did not appear in his equations .

This inspired Leibniz to suggest that absolute motion is not required by the classical mechanics introduced by Galileo and Newton .

Huyghens introduced the wave theory of light. According to his theory, light waves propagate via oscillations of a new medium which consists of very tiny particles, which he named aether particles. He considered the rest frame of the luminiferous aether as a preferred frame .

The aether concept reappeared in Maxwell’s theory of classical electrodynamics . Faraday  unified Coulomb’s theory of electricity  with Ampère’s theory of magnetism . Maxwell unified Faraday’s theory with Huyghens’ wave theory of light, where in Maxwell’s theory light is considered as an oscillating electromagnetic wave which propagates through the luminiferous aether of Huyghens.

We all know that the classical kinematics was replaced by Einstein’s Special Relativity . Less known is that Special Relativity is not able to answer several problems that were explained by classical mechanics.

According to the relativity principle of Special Relativity, all inertial frames are equivalent, there is no preferred frame. Absolute motion is not required, only the relative motion between the inertial frames is needed. The postulated absence of an absolute frame prohibits the existence of an aether .

According to Special Relativity, each inertial frame has its own relative time. One can infer via the Lorentz transformations  on the time of the other inertial frames. Absolute space and time do not exist. Furthermore, space is homogeneous and isotropic, there does not exist any rotational axis of the universe.

It is often believed that the Michelson-Morley experiment  confirmed the relativity principle and refuted the existence of a preferred frame. This believe is not correct. In fact, the result of the Michelson-Morley experiment disproved the existence of a preferred frame only if Galilei invariance is assumed. The experiment can be completely explained by using Lorentz invariance alone, the relativity principle is not required.

By the way, the relativity principle is not a phenomenon that belongs solely to Special Relativity. According to Leibniz it can be applied also to classical mechanics.

Einstein’s theory of Special Relativity has three problems.

(i) The space of Special Relativity is empty. There are no entities apart from the observers and the observed objects in the inertial frames. By contrast, the space of classical mechanics can be filled with, say, radiation or turbulent fluids.

(ii) Without the concept of an aether Special Relativity can only describe but not explain why electric and magnetic fields oscillate in propagating light waves.

(iii) Special Relativity does not satisfy the equivalence principle  of General Relativity, according to which inertial mass and gravitational mass are identical. Special Relativity considers only inertial mass.

Special Relativity is a valid approximation of reality which is appropriate for the description of most of the physical phenomena examined until the beginning of the twenty-first century. However, the macroscopic properties of space and time are better described by General Relativity.

## 2 General Relativity: Absolute Space and Time

In 1915 Einstein presented the field equations of General Relativity  and in 1916 he presented the first comprehensive article on his theory . In a later work he showed an analogy between Maxwell’s theory and General Relativity. The solutions of the free Maxwell equations are electromagnetic waves while the solutions of the free Einstein field equations are gravitational waves which propagate on an oscillating metric . As a consequence, Einstein called space the aether of General Relativity . However, even within the framework of General Relativity do electromagnetic waves not propagate through a luminiferous aether.

Einstein applied the field equations of General Relativity on the entire universe . He presented a solution of a homogeneous, isotropic, and static universe, where the space has a positive curvature. This model became known as the Einstein universe. However, de Sitter has shown that the Einstein universe is not stable against density fluctuations .

This problem was solved by Friedmann and Lemaître who suggested a homogeneous and isotropic expanding universe where the space is curved .

Robertson and Walker presented a metric for a homogeneous and isotropic universe . According to Gödel this metric requires an absolute time . In any homogeneous and isotropic cosmology the Hubble constant  and its inverse, the Hubble age of the universe, are absolute and not relative quantities. In the Friedmann-Lemaître universe there exists a relation between the actual age of the universe and the Hubble age.

According to Bondi and Gold, a preferred motion is given at each point of space by cosmological observations, namely the redshift-distance relation generated by the Hubble effect. It appears isotropic only for a unique rest frame .

I argued that the Friedmann-Lemaître universe has a finite age and therefore a finite light cone. The centre-of-mass frame of this Hubble sphere can be regarded as a preferred frame .

After the discovery of the cosmic microwave background radiation by Penzias and Wilson , it was predicted that it should have a dipole anisotropy generated by the Doppler effect by the Earth’s motion. This dipole anisotropy was predicted in accordance with Lorentz invariance  and later discovered experimentally . Peebles called these experiments “aether drift experiments” .

The preferred frames defined by the Robertson-Walker metric, the Hubble effect, and the cosmic microwave background radiation are probably identical. In this case the absolute motion of the Sun was determined by the dipole anisotropy experiments of the cosmic microwave background radiation to be $`(371\pm 1)`$ km/s.

I suggested that this aether drift can give rise to local physical effects. I introduced the theory of quantum electromagnetodynamics . It is a generalization of quantum electrodynamics  which includes Dirac’s magnetic monopoles  and two kinds of photons, Einstein’s electric photon  and Salam’s magnetic photon . I predicted that every light source which emits electric photons does emit also magnetic photons. The ratio between the interaction cross-sections of the magnetic photon and the electric photon shall depend on the aether drift of the laboratory. The results of recent experiments to test my theory may be interpreted as preliminary evidence for these magnetic photon rays. These experiments were performed in Vienna/Austria by Alipasha Vaziri in February 2002 and in Madison/Wisconsin by Roderic Lakes in March and June 2002.

## 3 General Relativity: Rotating Universe and Time Travel

It is well-known that planets, stars, and galaxies rotate. So Lanczos and Gamow speculated that the entire universe may rotate and that the rotating universe might have generated the rotation of the galaxies .

Gödel was the first to show that a rotating universe is a strict solution of Einstein’s field equations for a homogeneous and anisotropic universe. He considered a non-expanding universe and has shown that it allows closed time-like curves, i.e. time-travel. He predicted that the original order of the rotation axes of galaxies was parallel to the universal rotation axis .

Raychaudhuri presented a model for an expanding and rotating universe which is a generalization of both the Friedmann-Lemaître universe and the Gödel universe. This cosmology, too, includes closed time-like curves .

Possibly, the Raychaudhuri universe did not start from a singularity (big bang), but from a closed time-like curve, i.e. from a time-machine.

Gregory, Thompson, and Tifft discovered that the distribution of the rotation axes for both the spiral and ellipsoid galaxies of the filament-like Perseus-Pisces supercluster is bimodal. One of the peaks is roughly aligned with the major axis of the supercluster while the second peak is roughly $`90^{}`$ from the first . This anisotropic distribution cannot be explained by conventional models of galaxy-formation. Therefore I suggested that this might be a remnant of the original aligned distribution of galactic rotation axes generated by a rotating universe .

A rotating universe with both vorticity and shear would generate an anisotropy of the cosmic microwave background radiation. Collins and Hawking were able to set tight bounds on this effect . However, Korotky and Obukhov showed that the generation of this anisotropy is an effect of shear and not of vorticity alone. So the observed isotropy of the cosmic microwave background radiation does not contradict the idea of a rotating universe, where the rotation period could be as high as the Hubble age of the universe .

There is some discussion whether General Relativity could allow local time-machines. Carter has shown that the Kerr metric  of rotating spherical bodies can generate closed time-like curves . This inspired Tipler to investigate a rapidly rotating cylinder with 100 km length, 15 km radius, $`10^{14}`$g/cm3 density, and a rotational speed of 70% of the speed of light. This object yielded closed time-like curves . However, until now it has not been proved that an observer outside the gravitational field would also see time-travel.

To conclude, General Relativity requires a cosmology which includes a preferred frame, absolute space and time and which may include a rotating universe and time-travel. Such a universe may have originated not from a singularity (big bang), but from a closed time-like curve (time-machine).


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# Homomorphisms from automorphism groups of free groups

## 1. Introduction

In recent articles we began to explore the extent to which the well-known analogies between lattices in semisimple Lie groups and automorphism groups of free groups can be extended to cover various aspects of rigidity.

For example, in  we proved that all automorphisms of $`\text{Aut}(F_n)`$ and $`\text{Out}(F_n)`$ are inner if $`n3`$. In the direction of super-rigidity, it follows from the main theorem of  that if $`\mathrm{\Gamma }`$ is an irreducible, non-uniform lattice in a higher rank semisimple group, then any homomorphism from $`\mathrm{\Gamma }`$ to $`\text{Aut}(F_n)`$ or $`\text{Out}(F_n)`$ has finite image — see . In the classical setting, Margulis super-rigidity tells one that if there is no homomorphism from one semi-simple group $`G_1`$ to another $`G_2`$, then any map from a lattice in $`G_1`$ to $`G_2`$ must have finite image. An example of this phenomenon is the fact that if $`m<n`$ then any map from $`\text{GL}(n,)`$ to $`\text{GL}(m,)`$ has image $`_2`$ or $`\{1\}`$. In the present article we establish the analogous result for automorphism groups of free groups.

###### Theorem A.

If $`n3`$ and $`n>m`$, then every homomorphism $`\text{Aut}(F_n)\text{Aut}(F_m)`$ is either trivial or has image of order $`2`$. Likewise for maps $`\text{Aut}(F_n)\text{Out}(F_m)`$ and $`\text{Aut}(F_n)\text{GL}(m,)`$.

In section 3 we shall see that Theorem A is a special case of:

###### Theorem B.

Let $`n3`$. If a group $`G`$ does not contain a copy of the symmetric group $`S_{n+1}`$, then the image of any homomorphism $`\text{Aut}(F_n)G`$ has cardinality at most $`2`$.

Note that there is only one surjection $`\text{Aut}(F_n)_2`$, namely the composition of the determinant map $`\text{GL}(n,)_2`$ and the map $`\text{Aut}(F_n)\text{GL}(n,)`$ describing the action of $`\text{Aut}(F_n)`$ on the abelianization of $`F_n`$. We shall denote this surjection $`\text{det}:\text{Aut}(F_n)_2`$.

Theorem B is proved by examining the pattern of finite subgroups in $`\text{Aut}(F_n)`$. Another result in this direction concerns the largest finite subgroup $`W_n\text{Aut}(F_n)`$ (which is unique up to conjugacy).

###### Proposition C.

Let $`n3`$, and let $`\varphi :\text{Aut}(F_n)G`$ be a homomorphism to a group $`G`$ that does not contain a copy of $`W_n=(_2)^nS_n`$. Then either $`\text{Im}(\varphi )\text{PGL}(n,)`$ or else $`\text{Im}(\varphi )`$ is finite.

Our proof of the above results proceeds via the following observation:

###### Proposition D.

If $`n3`$, then $`\text{Aut}(F_n)`$ (and hence each of its quotients) is the normal closure of a single element of order $`2`$.

Whenever one is able to control the nature of the quotients that a group admits, one immediately obtains constraints on the type of actions that it admits. For example, because the finite subgroups of the homeomorphism group of the circle are all cyclic or dihedral, Theorem B implies:

###### Theorem E.

If $`n3`$, then any action of $`\text{Aut}(F_n)`$ on the circle (by homeomorphisms) factors through $`\text{det}:\text{Aut}(F_n)_2`$.

B. Farb and J. Franks  give a different proof of this fact for $`C^2`$-actions in the case $`n6`$.

Our results limiting the actions of $`\text{Aut}(F_n)`$ do not compare favourably with results from the classical setting in that they rely heavily on the nature of the torsion in $`\text{Aut}(F_n)`$ and therefore do not extend to subgroups of finite index (which may be torsion-free). One might be tempted to conjecture that if $`\mathrm{\Gamma }\text{Aut}(F_n)`$ has finite index and if $`m<n`$ then every homomorphism from $`\mathrm{\Gamma }`$ to $`\text{Aut}(F_m)`$ has finite image. However this fails for $`n=3`$, because $`\text{Aut}(F_3)`$ has a torsion-free subgroup of finite index which maps onto $``$. The situtation for $`n>3`$ is far from clear.

In the case of $`\text{GL}(n,)`$ it is easy to extend results to finite index subgroups, because one has a very concrete description of these subgroups in terms of congruence subgroups. Part of the difficulty for $`\text{Aut}(F_n)`$ is that the following naive analogues $`Q_{n,m}`$ of the congruence quotients $`\text{GL}(n,/m)`$ can be infinite.

Fix a basis $`\{a_1,\mathrm{},a_n\}`$ for $`F_n`$ and let $`\lambda _{ij}`$ be the automorphism of $`F_n`$ that sends $`a_i`$ to $`a_ja_i`$ and fixes $`a_k`$ for $`ki`$. Let $`Q_{n,m}`$ be the quotient of $`\text{Aut}(F_n)`$ defined by setting $`\lambda _{ij}^m=1`$ for all $`i`$ and $`j`$.

###### Proposition F.

$`Q_{n,m}`$ surjects onto a group that contains a copy of the free Burnside group of exponent $`m`$ on $`n1`$ generators.

The groups $`Q_{n,m}`$ enjoy the following universal property with respect to maps from $`\text{Aut}(F_n)`$ to groups without large-rank abelian subgroups (see section 5).

###### Proposition G.

If $`G`$ is a group that does not contain $`^{n1}`$, then any homomorphism $`\text{Aut}(F_n)G`$ factors through $`Q_{n,m}`$ for some $`m`$.

## 2. Some elements and relations in $`\text{Aut}(F_n)`$

We assume that $`n3`$ and we fix a basis $`\{a_1,\mathrm{},a_n\}`$ for the free group $`F_n`$. Associated to this choice of basis one has the finite subgroup isomorphic to $`_2^n`$ generated by the involutions $`\epsilon _i`$, where $`\epsilon _i:a_ia_i^1`$ and $`a_ja_j`$ for $`ji`$. The permutations of our fixed basis form a copy of the symmetric group $`S_n\text{Aut}(F_n)`$. We shall write elements of this symmetric group as products of cycles, for example $`(\mathrm{1\; 2})`$ will denote the automorphism that interchanges $`a_1`$ and $`a_2`$ and leaves the remaining $`a_i`$ fixed.

Note that $`\epsilon _{\sigma (i)}=\sigma \epsilon _i\sigma ^1`$ for each permutation $`\sigma S_n`$.

The $`\epsilon _i`$ and $`S_n`$ together generate a subgroup $`W_n(_2)^nS_n`$, which is the unique largest finite subgroup of $`\text{Aut}(F_n)`$ for $`n4`$.

Associated to our basis we also have the left Nielsen transformations: $`\lambda _{ij}`$ sends $`a_i`$ to $`a_ja_i`$ and fixes $`a_k`$ for $`ki`$. One also has the corresponding right Nielsen moves $`\rho _{ij}:a_ia_ia_j`$. All Nielsen moves lie in the index 2 subgroup $`\text{Aut}^+(F_n)`$ which is the inverse image of $`\text{SL}(n,)`$ under the natural map $`\text{Aut}(F_n)\text{GL}(n,Z)`$. It is well-known that they generate $`\text{Aut}^+(F_n)`$ (see, e.g., ).

If $`\sigma `$ is a permutation that sends $`(i,j)`$ to $`(k,l)`$, then $`\sigma `$ conjugates $`\lambda _{ij}`$ to $`\lambda _{kl}`$. And conjugation by $`\epsilon _i\epsilon _j`$ sends $`\lambda _{ij}`$ to $`\rho _{ij}`$. Thus all Nielsen moves with respect to a fixed basis are conjugate. And since $`\text{Aut}(F_n)`$ acts transitively on bases of $`F_n`$, the Nielsen moves associated to different bases are also all conjugate in $`\text{Aut}(F_n)`$. In particular we have:

###### Lemma 1.

If one Nielsen move lies in the kernel of a homomorphism $`\varphi :\text{Aut}(F_n)G`$, then $`\varphi `$ factors through $`\text{det}:\text{Aut}(F_n)_2`$.

In order to write relations in $`\text{Aut}(F_n)`$ in a standard and convenient manner, it is best to think of $`\text{Aut}(F_n)`$ acting on the right on $`F_n`$, and we shall adopt this convention (which is standard in texts on combinatorial group theory). Our commutator convention is $`[a,b]=aba^1b^1`$. Thus $`[\alpha ,\beta ]`$ means apply the automorphism $`\alpha `$, then $`\beta `$, then $`\alpha ^1`$, then $`\beta ^1`$.

We shall make frequent use of the relations

$$[\lambda _{ij},\lambda _{jk}]=\lambda _{ik}\text{and}[\lambda _{ij},\lambda _{kj}]=1.$$

for $`i,j`$ and $`k`$ distinct.

###### Proposition 1.

Let $`n3`$ and let $`\varphi :\text{Aut}(F_n)G`$ be a homomorphism. If $`\varphi `$ is not injective on $`S_n`$, then $`\varphi `$ is either trivial or has image $`_2`$.

###### Proof.

Let $`K`$ be the kernel of $`\varphi |_{S_n}`$. Since $`n3`$ and $`KS_n`$, we must have $`K=A_n`$ or, if $`n=4`$, possibly $`K=/2\times /2`$.

If $`K=A_n`$, then all 3-cycles $`(ijk)`$ are in the kernel, so the relations

$$(ijk)\lambda _{jk}(ijk)^1=\lambda _{ij}\text{ and }[\lambda _{ij},\lambda _{jk}]=\lambda _{ik}$$

show that $`\lambda _{ik}`$ maps trivially under $`\varphi `$, and hence the whole of $`\text{Aut}^+(F_n)`$ maps trivially (Lemma 1).

If $`n=4`$ and $`K=/2\times /2`$, then all products of two disjoint 2-cycles in $`S_4`$ are mapped trivially, so the identity

$$(jk)(il)\lambda _{jk}(jk)(il)=\lambda _{kj}$$

gives $`\varphi (\lambda _{jk})=\varphi (\lambda _{kj})`$. Applying $`\varphi `$ to the relation

$$[\lambda _{ij},\lambda _{jk}]=\lambda _{ik}$$

gives

$$\varphi (\lambda _{ik})=\varphi ([\lambda _{ij},\lambda _{jk}])=\varphi ([\lambda _{ij},\lambda _{kj}])=1,$$

and as before all of $`\text{Aut}^+(F_n)`$ is mapped trivially. ∎

Let $`\iota =(\mathrm{1\hspace{0.17em}2})`$.

###### Proposition 2.

Let $`G`$ be a group and let $`\varphi :\text{Aut}(F_n)G`$ be a homomorphism. The image of $`\varphi `$ is trivial if and only if $`\varphi (\iota )=1`$.

###### Proof.

If $`\varphi (\iota )=1`$, then since $`S_n`$ is generated by conjugates of $`\iota `$, the whole of $`S_n`$ has trivial image. The previous proposition then shows that $`\varphi (\text{Aut}^+(F_n))`$ is trivial, and since $`\iota \text{Aut}^+(F_n)`$, in fact $`\varphi (\text{Aut}(F_n))`$ must be trivial. ∎

###### Corollary 1.

$`\text{Aut}(F_n)`$ is the normal closure of the transposition $`(\mathrm{1\hspace{0.17em}2})`$.

## 3. Maps to groups without large symmetric groups

We shall exploit the following well-known facts.

###### Lemma 2.

$`\text{GL}(n1,)`$ does not contain a copy of $`S_{n+1}`$.

###### Proof.

See, e.g., , Exercise 4.14.∎

###### Lemma 3.

$`\text{Aut}(F_n)`$ contains a symmetric group $`\mathrm{\Sigma }S_{n+1}`$ that intersects $`W_n=(_2)^nS_n`$ in the visible copy of $`S_n`$.

###### Proof.

Finite subgroups of $`\text{Aut}(F_n)`$ correspond to vertex stabilizers in Outer Space . The subgroup $`\mathrm{\Sigma }`$ fixes the two vertices of the marked graph that has $`(n+1)`$ directed edges with common source and sink, $`n`$ of which are labelled $`a_1,\mathrm{},a_n`$. ∎

###### Theorem B.

Let $`G`$ be a group, and suppose $`n3`$. If $`G`$ does not contain a copy of $`S_{n+1}`$ then every homomorphism $`\varphi :\text{Aut}(F_n)G`$ has image of cardinality at most $`2`$.

###### Proof.

Let $`\mathrm{\Sigma }`$ be as in the previous lemma, and let $`K`$ be the kernel of $`\varphi |_\mathrm{\Sigma }`$. If $`K=A_{n+1}`$, then $`KS_n=A_n`$, so $`\varphi `$ is not injective on $`S_n`$ and we are done by Proposition 1. There is an additional possibility when $`n=3`$, namely $`K/2\times /2`$, generated by the order 2 automorphisms $`\alpha `$ and $`\beta `$:

$$\alpha :\{\begin{array}{cc}a_1a_1^1\hfill & \\ a_2a_3a_1^1\hfill & \\ a_3a_2a_1^1\hfill & \end{array}\beta :\{\begin{array}{cc}a_1a_3a_2^1\hfill & \\ a_2a_2^1\hfill & \\ a_3a_1a_2^1\hfill & \end{array}$$

The relation

$$\beta \lambda _{12}\beta =\lambda _{32}^1$$

gives $`\varphi (\lambda _{12})=\varphi (\lambda _{32}^1)`$. But expanding the relation

$$\lambda _{12}=[\lambda _{13},\lambda _{32}]$$

gives

$$\lambda _{12}=(\lambda _{13}\lambda _{32}\lambda _{13}^1)\lambda _{32}^1,$$

so applying $`\varphi `$ we deduce $`\varphi (\lambda _{13}\lambda _{32}\lambda _{13}^1)=1`$, and $`\varphi (\lambda _{32})=1`$. Thus, in the light of Lemma 1, the image of $`\varphi `$ is at most $`_2`$. ∎

###### Theorem A.

If $`n3`$ and $`m<n`$, then every homomorphism $`\text{Aut}(F_n)\text{Aut}(F_m)`$ has image of cardinality at most $`2`$.

###### Proof.

The kernel of the natural map $`\text{Aut}(F_m)\text{GL}(m,)`$ is torsion-free , so the first of the above lemmas tells us that $`\text{Aut}(F_m)`$ does not contain a copy of $`S_{n+1}`$. ∎

Exactly the same argument applies to maps from $`\text{Aut}(F_n)`$ to $`\text{Out}(F_m)`$ or $`\text{GL}(m,)`$.

## 4. Maps to groups without copies of $`W_n`$

###### Lemma 4.

Consider a semi-direct product $`NS_n`$ where $`N`$ is abelian and one of the following conditions holds: $`n5`$, or $`n=4`$ and $`N`$ does not contain an $`S_n`$-invariant subgroup isomorphic to $`_2\times _2`$, or $`n=3`$ and $`N`$ does not contain an $`S_n`$-invariant subgroup of order 3. If $`\varphi :NS_nQ`$ is a homomorphism with non-trivial kernel $`K`$, then either $`KS_n`$ or $`NK`$ is non-trivial.

###### Proof.

If both $`KS_n`$ and $`NK`$ are trivial, then since $`\varphi `$ is assumed to be non-injective, $`\varphi (N)N`$ and $`\varphi (S_n)S_n`$ must intersect non-trivially. Since $`N`$ is normal in $`NS_n`$, this intersection is normal in $`\varphi (S_n)`$. If $`n5`$, then $`S_n`$ has no non-trivial normal abelian subgroups, so we have a contradiction. In $`S_4`$ one has the possibility that the intersection could be the Klein 4-group, and in $`S_3`$ it could be $`A_3_3`$.

But the intersection is of the form $`\varphi (N_0)N_0`$, where $`N_0N`$ is an $`S_n`$-invariant subgroup of $`N`$. And we have imposed hypotheses to exclude the possible existence of non-trivial $`N_0`$ in the cases $`n=3`$ and $`n=4`$. (We leave the reader to consider the easy case $`n=2`$.) ∎

###### Proposition C.

Let $`n3`$. If $`\varphi :\text{Aut}(F_n)G`$ is a homomorphism to a group $`G`$ that does not contain a copy of $`(_2)^nS_n`$, then the image of $`\varphi `$ is either isomorphic to $`\text{PGL}(n,)`$ or else it is finite.

###### Proof.

Since $`G`$ does not contain a subgroup isomorphic to $`W_n=(_2)^nS_n`$, the map $`\varphi |_{W_n}`$ has non-trivial kernel $`K`$. If $`\varphi |_{S_n}`$ is not injective, then the image of $`\varphi `$ has order at most $`2`$, by Proposition 1.

Now assume $`\varphi `$ is injective on $`S_n`$. The only non-trivial subgroups of $`N:=(_2)^nW_n`$ that are $`S_n`$-invariant are $`N`$, its centre $`z`$ ($`z=\epsilon _1\epsilon _2\mathrm{}\epsilon _n`$) and $`H=\epsilon _i\epsilon _jij`$. These are all 2-groups, of course, but in the case $`n=4`$ none of them is isomorphic to $`_2\times _2`$. Thus we are in the situation of the lemma, and deduce that $`K:=\mathrm{ker}\varphi |_N`$ is non-trivial. Since $`K`$ is normal in $`W_n`$, it must be one of the subgroups of $`N`$ listed above.

If $`K=N`$ or $`z`$, or if $`n`$ is even and $`K=H`$, then $`\varphi (z)=1`$, and the identity $`z\lambda _{ij}z=\rho _{ij}`$ implies that $`\varphi (\lambda _{ij})=\varphi (\rho _{ij})`$ for all $`i,j`$. Since adding the relations $`\lambda _{ij}=\rho _{ij}`$ to the standard presentation for $`Aut(F_n)`$ gives a presentation for $`\text{GL}(n,)`$, this implies that $`\varphi `$ factors through $`\text{GL}(n,)`$. Since $`\varphi (z)`$ must be contained in the centre of $`\text{GL}(n,)`$, in fact $`\varphi `$ factors through $`P\text{GL}(n,)`$. And since all normal subgroups of $`P\text{GL}(n,)`$ have finite index , the image of $`\varphi `$ is either finite or isomorphic to $`P\text{GL}(n,)`$.

If $`n`$ is odd and $`K=H`$, then $`K`$ does not contain $`z`$. But $`\varphi (\epsilon _i\epsilon _j)=1`$ for all $`i,j`$, so the relations $`\epsilon _i\epsilon _j\lambda _{ij}\epsilon _j\epsilon _i=\rho _{ij}`$ again imply that $`\varphi (\lambda _{ij})=\varphi (\rho _{ij})`$ for all $`i,j`$. Therefore $`\varphi `$ factors through $`\text{GL}(n,)`$. Let $`\overline{\varphi }:\text{GL}(n,)G`$ be the induced map. Since $`\varphi (\epsilon _1\epsilon _2)=1`$, the commutator $`[\lambda _{12},\epsilon _1\epsilon _2]`$ is in the kernel of $`\varphi `$. The image of $`[\lambda _{12},\epsilon _1\epsilon _2]`$ in $`\text{GL}(n,)`$ is the matrix $`I+2E_{21}`$, which has infinite order in $`\text{GL}(n,)`$. Since $`\text{GL}(n,)`$ has no infinite normal subgroups of infinite index, the image of $`\varphi `$ must be finite. ∎

## 5. Maps to groups without copies of $`^{n1}`$

We now consider maps of $`\text{Aut}(F_n)`$ to groups $`G`$ which do not contain large free abelian subgroups. We shall see that the following family of quotients of $`\text{Aut}(F_n)`$ play a distinguished role in the study of such maps.

###### Definition .

Let $`Q_{n,m}`$ be the quotient of $`\text{Aut}(F_n)`$ by the relations $`\lambda _{ij}^m=1`$ for all $`ij`$.

###### Proposition 3.

Let $`n3`$. If $`G`$ is a group that does not contain a free abelian group of rank $`n1`$, then every homomorphism $`\varphi :\text{Aut}(F_n)G`$ factors through $`Q_{n,m}`$ for some $`m1`$.

###### Proof.

Let $`S_{n1}`$ be the symmetric group which permutes the basis elements $`\{a_2,\mathrm{},a_n\}`$ of $`F_n`$, let $`N^{n1}`$ be the subgroup of $`\text{Aut}(F_n)`$ generated by the elements $`\lambda _{i1}`$, $`i=2,\mathrm{},n`$, and let $`L=NS_{n1}`$.

Both $`N`$ and the kernel of $`\varphi `$ are normalized by $`S_{n1}`$, and hence so is their intersection, which we denote $`K`$. (This is non-trivial by hypothesis.) The only $`S_{n1}`$-invariant subgroups of $`N^{n1}`$ are the lattices $`mN`$, for $`m`$, the diagonal subgroup $`D=(\lambda _{21},\mathrm{},\lambda _{n1})`$, the complementary hyperplane $`H=\{(\lambda _{21}^{m_1},\mathrm{},\lambda _{n1}^{m_n})|m_i=0\}^{n2}`$, and the intersections $`mND`$ and $`mNH`$; thus these are the only possibilities for $`K`$.

Case 1. $`K=mN`$.

This case is trivial; $`\varphi `$ sends all $`\lambda _{ij}^m`$ to 1, so factors through $`Q_{m,n}`$.

Case 2. $`K=mNH`$.

Since $`mNH`$ contains the elements $`\lambda _{i1}^m\lambda _{j1}^m`$ for $`ij`$, we have $`\varphi (\lambda _{i1}^m)=\varphi (\lambda _{j1}^m)`$ for all $`i,j`$.

A simple calculation shows that $`[\lambda _{12},\lambda _{23}^m]=\lambda _{13}^m`$. By taking the image of this relation under $`\varphi `$ and making the substitution $`\varphi (\lambda _{13}^m)=\varphi (\lambda _{23}^m)`$ we get $`\varphi (\lambda _{12})\varphi (\lambda _{13})^m\varphi (\lambda _{12})^1=\varphi (\lambda _{13})^{2m}`$. Similarly, from $`[\lambda _{13},\lambda _{32}^m]=\lambda _{12}^m`$ and $`\varphi (\lambda _{12}^m)=\varphi (\lambda _{32}^m)`$, we get $`\varphi (\lambda _{13})\varphi (\lambda _{12})^m\varphi (\lambda _{13})^1=\varphi (\lambda _{12})^{2m}`$.

Set $`a=\varphi (\lambda _{12})`$ and $`b=\varphi (\lambda _{13})^m`$. Then $`aba^1=b^2`$ and $`ba^mb^1=a^{2^mm}`$. These relations imply that $`a=\varphi (\lambda _{12})`$ has finite order. Indeed, in any group, if $`aba^1=b^2`$ and $`ba^rb^1=a^s`$ with $`rs`$, then $`b`$ (and hence $`a`$) has finite order, because if we conjugate $`b`$ by the left-hand side of the second relation then the first relation tells us that the result is $`b^{2^r}`$, whereas if we conjugate by the right-hand side of the second relation we obtain $`b^{2^s}`$.

Since all $`\lambda _{ij}`$ are conjugate in $`\text{Aut}(F_n)`$, we conclude that $`\varphi (\lambda _{ij}^m^{})=1`$ for all $`i`$ and $`j`$ and some $`m^{}`$, i.e. $`\varphi `$ factors through $`Q_{n,m^{}}`$.

Case 3. $`K=mD=mND`$.

The diagonal $`D`$ is generated by $`\lambda _{21}\mathrm{}\lambda _{n1}`$, which is conjugated to $`\lambda _{21}`$ by the automorphism that fixes $`a_1`$ and $`a_2`$ and sends $`a_i`$ to $`a_2a_i`$ for $`i>2`$. Thus if $`K=mD`$, then $`\lambda _{21}^mK`$ and hence all $`\lambda _{ij}^m`$ are in $`K`$. Thus $`\varphi `$ factors through $`Q_{n,m}`$. ∎

If $`m=1`$, then $`Q_{n,1}=/2`$, but in general the groups $`Q_{n,m}`$ are infinite:

###### Proposition 4.

For large $`m`$, the groups $`Q_{n,m}`$ are infinite.

###### Proof.

There is a natural homomorphism from $`\text{Aut}(F_n)`$ to the automorphism group of the free object in the variety of $`n`$-generator groups of exponent $`m`$, which is written $`B_{n,m}`$, “the free Burnside group”. The image of this map contains isomorphic copies of $`B_{n1,m}`$, for example the subgroup consisting of the automorphisms obtained by composing left Nielsen moves on the first generator: $`a_1wa_1,a_ia_i`$ for $`i=2,\mathrm{},n`$, where $`w`$ is a word in the letters $`a_2,\mathrm{},a_n`$ and their inverses. If $`m`$ is sufficiently large then this group is infinite , .

Since the image of each $`\lambda _{ij}^m`$ in $`\text{Aut}(B_{m,n})`$ is trivial, the map $`\text{Aut}(F_n)\text{Aut}(B_{m,n})`$ factors through $`Q_{n,m}`$. ∎


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# Chandra Observation of Luminous and Ultraluminous X-ray Binaries in M101

## 1 Introduction

X-ray binaries in the Milky Way, with typical intrinsic luminosities in the range 1034–1038 ergs s-1 at a typical distance of 8 kpc, dominate our 2–10 keV sky. We therefore know a great deal about these Galactic X-ray binaries through many studies over the last several decades (see White et al. 1995 for a review). They are close binaries in which a neutron star or a black hole is accreting from a non-degenerate companion. They can be divided into low-mass X-ray binaries (LMXBs) and high-mass X-ray binaries (HMXBs) depending on the spectral type of the mass donor. The HMXBs are young objects that are concentrated in the Galactic plane, preferentially in spiral arms. The LMXBs, on the other hand, appear to belong variously to the old disk, bulge, and globular clusters. Many neutron star LMXBs show thermonuclear flashes (i.e., type I bursts) suggesting a relatively low-magnetic field; many HMXBs are coherent X-ray pulsars, containing highly magnetized neutron stars.

The Eddington limit for a 1.4 M object is $`2\times 10^{38}`$ ergs s-1. Significantly more luminous X-ray binaries can be considered black hole candidates on this argument alone, although HMXB pulsars SMC X-1 and LMC X-4 appear to exceed this limit at times (however, we do not know if they actually violate the Eddington limit, since the emission geometry of X-ray pulsars is not spherically symmetric). The definitive evidence for a black hole in X-ray binaries comes from radial velocity studies of the mass-donor in the optical. In particular, over a dozen soft X-ray transients (SXTs; a subtype of LMXBs) have a measured mass function which exceeds 3 M, with inferred compact object masses typically in the 5–15 M range (Bailyn et al., 1998). In the X-ray regime, black hole binaries have characteristic spectral shapes, including a low/hard state dominated by a power law spectrum, and a high/soft state dominated by a $``$1 keV thermal component, usually interpreted as arising from the inner disk (Tanaka & Shibazaki, 1995). Although detailed studies have led to suggestions of additional spectral states (see, for example, Życki et al., 2001), these spectral states are different from those of typical neutron star systems, either a 5–10 keV bremsstrahlung-like spectrum (LMXBs) or a power-law with an exponential cut-off (HMXBs).

Although a great deal is known about Galactic X-ray binaries, studies of extragalactic X-ray binaries offer complementary insights. In particular, a complete census of Galactic systems is difficult due to the extinction in the Galactic plane, and the luminosity estimates of Galactic systems are generally subject to large uncertainties. Study of a face-on galaxy such as M101 allows a study of a luminosity-limited sample with, on average, a low absorbing column.

In recent years, we have gained an additional motivation to study extragalactic X-ray source populations, in the form of off-nuclear point sources with luminosities greater than 1039 ergs s-1 (hereafter Ultraluminous X-ray sources, or ULXs111Sources with luminosities in the 1038 – 1039 ergs s-1 range have also been considered ULXs by some authors. They are likely to be related to ULXs, as well as to Galactic BHCs.) that have been found in many nearby galaxies (Colbert & Mushotzky, 1999). One possible interpretation is that they are accreting intermediate mass (102–104 M) black holes. This would be exciting if confirmed, because previously known black holes could be categorized into stellar ($``$10 M) or supermassive ($`>10^6`$ M) subclasses. However, disk blackbody models of the ASCA spectra of ULXs (Makishima et al., 2000) suggest they may have accretion disks as hot as several keV at their inner edges. In the standard model, it is difficult for a disk around an intermediate mass black hole to achieve such high temperatures.

The superb angular resolution of Chandra allows the detection of point sources well below 1038 ergs s-1 in nearby (say, closer than 10 Mpc) galaxies, thus sampling LMXBs, HMXBs, and both black hole and neutron star systems. Consequently, many groups are studying X-ray source populations in a considerable number of nearby galaxies as summarized, for example in Prestwitch (2001). Here we present preliminary results of our observation of M101.

## 2 Observation and source detection

M101 is a nearby face-on spiral galaxy at an estimated distance of $``$7.2 Mpc. It is an ideal galaxy for the observation of X-ray binaries, supernova/hypernova remnants (Snowden et al., 2001), and diffuse emission (Kuntz et al., 2002). We have therefore observed M101 with Chandra ACIS for 98.2 ksec during 2000 March 26–27. The details of the observation, data reduction, source search, the catalog of 110 sources detected on the S3 chip and their collective properties are described in Pence et al. (2001). Here we concentrate on the 6 brightest sources, listed in Table 1. We adopt the source number in Pence et al. (2001) as their names throughout this paper. Pence et al. (2001) argue on statistical grounds that about 75% of the 110 sources detected on the S3 chip are intrinsic to M101. Therefore, we will assume that the majority of the six sources in question, if not all, are located in M101.

One of the sources, P098, is an order of magnitude brighter (as seen with ACIS-S) than the others and has other peculiar properties; this object will be the focus of this paper. However, we will first discuss the other 5 systems listed in Table 1 with observed luminosities in excess of 1038 ergs s-1. The inferred bolometric luminosities are higher, almost certainly exceeding the Eddington limit for a 1.4 M object. These 5 systems (three of which have been discussed in Snowden et al. 2001 as likely binaries, rather than hypernova remnants) are therefore black-hole candidates (BHCs), even though they do not qualify as ULXs using the threshold of 1039 ergs s-1.

## 3 The Five Bright Black-Hole Candidates

We have attempted a simple continuum spectral fit to the five BHCs, using power-law, bremsstrahlung, blackbody and disk blackbody (diskBB, as implemented in XSPEC) models. The spectrum of P104 is best fit with a power-law model, while the diskBB model works best for the others. The best-fit models do not resemble typical spectra of Galactic X-ray pulsars (flat power-law) or of bright neutron star LMXBs (Comptonized spectra which can be approximated as a 5 keV bremsstrahlung; White et al. 1995). We have also examined the timing properties of these sources: their light curves in 5000 s bins are shown in Fig. 1. Of the five, P104, the power-law source, is highly variable on a relatively short timescale (e.g., note the factor of $``$2 drop in count rate in one 5000 s bin near the end of the observation). This is also one of the hypernova candidates of Wang (1999), since it is coincident with a optically detected supernova remnant MF83 (Matonick & Fesen, 1997), but the observed variability excludes the hypernova interpretation (Snowden et al., 2001). The power-law index of P104, $``$2.6, is unusually steep for a black hole binary in a low/hard state. Although such an index is often seen in the power-law component of high/soft state (e.g., 2.2–2.7 in GS 1124$``$68: Ebisawa et al., 1994), a soft component is not obvious in the Chandra spectrum of P104: A single power-law model fit ($`\chi _\nu ^2`$=1.1) is clearly favored over a diskBB model fit ($`\chi _\nu ^2`$=2.2) and also over a power-law plus disk blackbody model fit ($`\chi _\nu ^2`$=1.2), though the last is extremely sensitive to initial guesses and thus not reliable. Nevertheless, the rapid variability clearly establishes P104 as an X-ray binary in M101.

According to a $`\chi ^2`$ test for constancy of the light curves of these 5 sources, only P104 is found to be significantly variable, in the total Chandra band. Of the remaining 4 sources, P76 is a possible exception: when its light curve in the 2–8 keV band is tested for constancy, we obtain $`\chi ^2`$=24.9 for 19 degrees of freedom. The probability of a constant source displaying this level of apparent variability is $``$16% (in the total Chandra band, we obtain $`\chi ^2`$=16.1, and a chance probability of 65% for P076).

We also detect an apparent emission line in the spectrum of P104 at 1.02 keV, probably the Ne X Ly$`\alpha `$ line (Fig. 2). This line may be intrinsic to the binary, since it is present in one Galactic X-ray binary, 4U 1626$``$67 (Angelini et al., 1995). However, another likely origin of the line is the hot plasma in MF83. The total luminosity in this line is of order 1037 ergs s-1 at the distance of 7.2 Mpc. Other lines are not required or excluded by the data. Similarly, in the spectrum of P005 there is an apparent line at 1.34 keV with an inferred line luminosity of $`4\times 10^{37}`$ ergs s-1, and another possible line at 1.85 keV. It is interesting to note that P005 is one of the eight “interarm” sources detected in the S3 chip Pence et al. (2001), which coincides with the ROSAT HRI source H18 of Wang et al. (1999). The latter authors suggested a blue optical counterpart, interpreted as AGN; however, the Chandra and optical positions are about 5 arcsec apart (Wang et al., 1999, and Wang, private communication), and therefore this source may turn out to be in M101 after all. The analogy with P104 suggests a combination of a luminous X-ray binary, responsible for the optically thick continuum, and a supernova remnant, responsible for the line emission.

The spectra of the three remaining BHCs (P076, P070, and P110) can be characterized as a disk blackbody with inferred temperatures at the inner edge of the disk in the 0.6–1.6 keV range, with no obvious emission lines. Their luminosities in the Chandra band are inferred to be 1.7–4.0 $`\times 10^{38}`$ ergs s-1. Together with P104, these 4 sources appear to be accreting black holes in high/soft states, similar to the ULXs and other bright BHCs observed with ASCA (Makishima et al., 2000). For the interpretation of the diskBB model parameters as disk inner radius and temperature to be viable, P076 and P005 need to be relatively low-mass ($``$3 M) black holes accreting at the Eddington limit.

## 4 The Peculiar ULX P098

The brightest source we have discovered in M101, P098, stands out from others in luminosity, variability, and spectral shape. We have already noted the clear variability in P098 (Pence et al., 2001). Furthermore, the variability is far more pronounced in the 0.8–2.0 keV range than in the lower energy ranges (Fig. 3). We have extracted spectra of P098 at three time intervals (indicated in Fig. 3) and fitted them with simple models (Fig. 4). Even during interval (a), when P098 had the highest count rate and the hardest spectrum, most of the flux is in the soft band (E$`<`$1 keV). It is clear that LMXB-like ($``$5 keV bremsstrahlung) or HMXB pulsar-like (flat power law with photon index $``$1.5) models are inappropriate. In fact, we find that no single-component model fits the interval (a) spectrum satisfactorily over the entire ACIS-S band. The diskBB model did best with $`\chi _\nu ^22.0`$, which fits the data below $``$1.5 keV adequately but leaves residuals above 2 keV.

When we restrict ourselves to fitting data below 1.5 keV only, either blackbody or diskBB models work well for the bright state, giving a reduced $`\chi ^2`$ of 1.1 (for blackbody) and 1.3 (for diskBB) in this range. The high energy excess can then be fit using an additional power-law component. In a similar attempt at fitting the spectra for intervals (b) and (c), we find no formally acceptable models; however, again, the blackbody and diskBB models provide the “best” fits, with $`\chi _\nu ^22`$. The residual patterns are complex and are not dominated by obvious features, although a high energy excess component can reduce $`\chi _\nu ^2`$. We therefore use the blackbody and diskBB models to characterize the spectral changes from low count rate (b) to intermediate (c) to high (a) count rate states of P098.

Using the blackbody model, the inferred temperature ranged from 0.09–0.17 keV, the radius changed from $``$20,000 km to $``$5,000 km, while the bolometric luminosity (calculated analytically from the model normalization and the distance to M101 of 7.2M pc, assuming all absorptions are external to the X-ray emission region) stayed near $`3\times 10^{39}`$ ergs s-1 (see Table 2). This is in contrast to the behavior of the luminosity in the 0.2–1.5 keV band, which changed by nearly a factor of 3. With the diskBB model, the temperature range was 0.1–0.2 keV, the inner radius of the disk changed from $``$20,000 km to $``$4,000 km, while the bolometric luminosity (from model parameters) stayed at $`5\times 10^{39}`$ ergs s-1. The differences between parameters derived using these two different models give some indications of true uncertainties in derived parameters. Using either model, the inferred radii are anti-correlated with the temperatures, and are far larger than the typical inner disk radius (Table 1).

The apparent variability in the Chandra band can be described as changes in high-energy cut-off of the spectrum, while the count rates in the 0.2–0.5 keV band changed little. This cannot be explained by a cold absorber; we also consider a highly ionized absorber to be unlikely, as we do not see warm absorber edges such as due to O VII and OVIII. The variability above 0.8 keV may be due to appearance and disappearance of a hot continuum source. Since such a continuum source also contributes lower energy (0.2–0.5 keV) flux as well, there must be compensating change in the lower temperature continuum source to keep the low energy counts unchanged. This is exactly what the diskBB fits imply. An alternative interpretation is a simple change of temperature of the emission region, as parameterized by the blackbody fits. Therefore, even though neither model provides a statistically satisfactory fits for intervals (b) and (c), they are likely to reflect the kind of changes taking place in P098. We therefore consider the implications of the blackbody and diskBB model fits.

In many other ULXs, we have a puzzle in that the black hole mass inferred from the Eddington limit argument is high, while that inferred from using the disk blackbody model is low. This is particularly severe if Schwarzschild black hole is assumed; even the assumption of Kerr black holes may not completely solve this puzzle (Ebisawa et al., 2001). In P098, however, the situation is very different. The low temperature and the large luminosity can both be accommodated in the framework of an intermediate mass black hole accreting at much less than the Eddington rate. The problem with this picture is the large disk radius changes inferred by the fit (roughly by a factor of 4) while the inferred bolometric luminosity changes little. It is difficult to understand how a slight change in the mass accretion rate (as suggested by the near-constant luminosity) can trigger such a drastic change in inner radius of the accretion disk in such a short timescale. Looking at this from another angle: since a standard accretion disk has an $`TR^{3/4}`$ profile, the temperature at $`R=20000`$ km should be 0.3 times that at $`R=4000`$ km at any given moment, while the ratio of inferred temperatures at the (moving) inner edge of the disk is 0.5. Thus, if take the diskBB model fits at face value, P098 must have lost the inner part of the disk, while the temperature at $`R=20000`$ km increased by 0.5/0.3$``$1.67, or the luminosity of the remaining part of the disk by a factor of $``$8. This seems rather contrived for any potential models in which the blackbody-like component originates in the accretion disk; we therefore prefer an alternative interpretation.

The behavior of P098 is reminiscent of the slow evolution of classical novae in the constant bolometric luminosity phase (Balman et al., 1998) and of the X-ray variability of super-soft sources (Southwell et al., 1996). In these systems, nuclear burning on the surface of an accreting white dwarf keeps the radiative luminosity at or near the Eddington limit. The nuclear energy also drives a strong outflow; this wind is optically thick, hence the observed spectrum is determined by the radius of last scattering. When the outflow rate is higher, the effective photospheric radius is large, hence the observed temperature is low. When the outflow rate is lower, the photosphere is smaller, hence a higher temperature is seen. The situation in P098 may be analogous.

The relative lack of variability in bolometric luminosity of P098 suggests the existence of a limiting mechanism: we postulate that this is the Eddington limit, therefore implying a black hole mass of $``$15–25 M. The Eddington limit corresponds to an accretion rate of a few times 1019 g s-1; if the accretion disk receives material from the mass donor at a higher rate, the excess will likely be ejected from the system, keeping the radiative luminosity near the Eddington limit. Since the study of the resulting outflow (jets and/or winds) is a vast topic with no clear-cut answer as of yet, and because there is likely to be strong viewing-angle dependence, we can only make simple order-of-magnitude estimates. We start with the mass continuity equation, $`4\pi r^2V(r)\rho (r)=\dot{M}`$, and integrate the density $`\rho (r)`$ from inner boundary $`R`$ to infinity to estimate the column density down to $`R`$, $`N_H(R)`$. Since the velocity law $`V(r)`$ is unknown, we adopt the simplest assumption of a constant velocity, which results in $`N_H(R)=\dot{M}/4\pi VR`$. For fiducial values of $`R=10000`$ km (within the range of size inferred by fitting blackbody and diskBB models to the spectra of P098), $`\dot{M}=1.0\times 10^{19}`$ g s-1 (comparable to the Eddington accretion rate), and $`V=10000`$ km s-1, we obtain $`N_H=0.77`$ g cm-2. This implies that an electron scattering opacity of order unity is possible. The fiducial velocity we have adopted is in between that observed in the X-ray P Cygni profile of the neutron star system, Cir X-1 (Brandt & Schulz, 2000) of 2000 km s-1 and the escape velocity at 100 Schwarzschild radii ($`R6000`$ km). Thus, even though the assumption of a constant velocity outflow is suspect, we believe our simple calculations are sufficient to demonstrate an order-of-magnitude feasibility of our interpretation.

Within this framework, we observe X-ray photons scattered in the mass outflow from P098, at a typical radius of 10000 km. Fluctuations in the mass loss rate and/or the outflow velocity result in varying radius of this effective photosphere, while the total radiative luminosity remains constant at about the Eddington limit. The changing radius of the effective photosphere drives the correlated change in the temperature and model normalization. It is possible that such a mechanism is responsible for most of the variability of P098 down to the fastest timescale detected (Fig. 3), not just the spectral changes between intervals a, b, and c, though we cannot prove this with the available data. If the dominant source of the variability is mass loss rate rather than the velocity, it is likely that higher accretion rate leads to higher mass loss rate, a larger photosphere, a lower X-ray temperature, and hence a lower count rate with Chandra ACIS-S.

A detection of P Cygni profile, particularly in the X-rays where the mass donor does not contribute a significant flux, would be a strong evidence for the mass outflow interpretation, similar to what has been achieved for Cir X-1 (Brandt & Schulz, 2000); however, this probably requires a future generation of X-ray observatory such as Constellation-X. If the optical counterpart can be identified and is not dominated by the mass donor, X-ray and optical brightness of P098 may be anti-correlated. On the other hand, if future X-ray observations reveal that the bolometric luminosity is far from constant, we will be forced to rethink our interpretation.

## 5 Implications for other ULXs

We have studied the six brightest sources detected in our Chandra ACIS-S observation of M101. We briefly consider the possible implications of our findings on the nature of ULXs in general.

Of the 5 non-ULX BHCs that we have studied, one (P104) is spatially coincident with a supernova remnant (MF83). Another source, P005, although located in the interarm region and originally suspected of being a background AGN, may also be a combination X-ray binary/supernova remnant in M101. In our own Galaxy, the jet source SS 443 is in the supernova remnant W 50 (Seward et al., 1976), while the super-Eddington neutron-star binary Cir X-1 has tentatively been linked to the nearby supernova remnant G 321.9$``$0.3 (Stewart et al., 1993). The case of P104 may point towards an interesting link between bright extragalactic BHCs and some of the unique and extreme X-ray binaries in our Galaxy.

The ULX P098 is highly variable, particularly above 0.8 keV, and has a soft blackbody-like spectrum. Fitting of spectra from P098 extracted from three time intervals shows that the bolometric luminosity may have been relatively constant. The apparent violent variability appears to reflect anti-correlated changes in the source temperature and size. We have therefore presented an interpretation based on optically thick outflow, because we find it unlikely that the inner radius of the accretion disk can change by a factor of 4 on such a short timescale, without a commensurate change in bolometric luminosity.

Yet the spectrum of P098 can be fit with a disk blackbody model and a power law excess, a traditional model for black hole candidates which is also applied to ULXs (e.g., Ebisawa, 1991; Merloni et al., 2000; Ebisawa et al., 2001). While our Chandra data of P098 can be fit with the diskBB model, we have questioned the standard interpretation. It is important to note that a variety of physical pictures can reproduce a diskBB-like X-ray spectral shape, provided that the emission region is optically thick, has a size similar to the inner disk, and has a slight temperature gradient. That is, the optically thick disk interpretation of ULX spectra Makishima et al. (2000) is almost certainly not unique. An additional argument for caution is provided by Życki et al. (2001), who show that the soft component in Galactic BHCs are often too broad to be fit by models of an optically thick disk. They argue that an intermediate temperature material is likely present, providing either additional blackbody contributions or additional Comptonization. Unfortunately, existing X-ray spectra of extragalactic ULXs are not sufficiently constraining to allow discrimination between pure disk models, Comptonized disk models, and models of X-rays scattered in a strong outflow.

We may be able to sidestep the problem of disks that appear to be too small and too hot for the black hole mass by abandoning the “pure disk” assumption for the ULX spectra. However, it leaves the question of the black hole mass unresolved: ULXs are either unbeamed objects containing intermediate mass black holes, or they are beamed objects containing stellar-mass black holes. Our contributions to this debate are twofold. First is that no object we have detected in M101 requires an intermediate mass black hole. Even the most luminous object, P098, can be an Eddington limited, unbeamed X-ray source with a $``$20 M black hole. This is somewhat larger than the typical mass of stellar black holes, but not so large as to require a new class of objects, at least in M101.

Our second contribution to this debate comes from the strong variability seen in P098 and P104. The very fact that variability can be detected with less than a thousand photons suggests an impressive degree of variability in P104, perhaps favoring a beamed model for ULXs such as suggested by King et al. (2001). In addition, the energy dependent light curves of P098 suggest the possibility that the true variability of other ULXs may have been underestimated; similar analysis of light curves of P076 proved suggestive, but not conclusive. It would be very important to search for similar energy-dependent variability characteristics in other ULXs, whenever counting statistics permit: existing studies may have severely underestimated the true variability of ULXs if they often are variable predominantly at higher energies, because observed counts are generally weighted heavily towards lower energies.


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# Non-perturbative BRST invariance and what it might be good for

## 1 Introduction

The conventional lattice formulation of gauge theories does not require gauge fixing because the link variables take values in the compact gauge group. At the same time, we have gained a lot of knowledge about gauge theories from perturbation theory, where gauge fixing is indispensable. This includes for example the celebrated asymptotic freedom of non-abelian gauge theories. Given these facts, it is not unlikely that we could learn new things if we had at our disposal a local, non-perturbative (i.e. lattice) formulation that makes closer contact with standard perturbation theory, including its gauge-fixing sector.

Most common in perturbation theory are covariant gauges for which power-counting renormalizability is manifest. Here we will focus on pure Yang-Mills (YM) theory with the covariant gauge-fixing term $`(_\mu A_\mu )^2/(2\xi g^2)`$, where $`g`$ is the gauge coupling and $`\xi `$ is the gauge parameter. The gauge-fixed action contains also the ghost term $`\overline{C}_a\mathrm{\Omega }_{ab}C_b`$ where the (real, but in general non-hermitian) Faddeev-Popov operator is $`\mathrm{\Omega }_{ab}=_\mu D_{ab\mu }`$, and $`D_{ab\mu }=\delta _{ab}_\mu +f_{acb}A_{c\mu }`$. The gauge-fixed action is invariant under the BRST transformation. The latter resembles a gauge transformation with a grassmannian parameter, the ghost field $`C(x)`$, and plays a key role in proving renormalizability and unitarity to all orders.

We may now state our goal by asking the following question: can one construct a local, gauge-fixed, BRST-invariant lattice formulation of Yang-Mills theory? Success is by no means guaranteed, but there are good reasons to try. Among our motivations we list the following.

1) A non-perturbative construction of non-abelian chiral gauge theories is another long-standing open problem. In its absence, our knowledge of the dynamics of chiral gauge theories lags way behind our understanding of QCD. It has been demonstrated convincingly that fermions with chiral coupling to an (abelian) gauge field exist on the lattice if the action contains a covariant gauge-fixing term . Gauge fixing may thus prove to be a key element in the lattice construction of non-abelian chiral gauge theories as well.

2) A BRST-invariant gauge-fixed lattice theory might, possibly, contain new phases except the familiar confinement phase (see section 5).

## 2 The Gribov problem

By definition, a gauge-fixing term destroys gauge invariance of the Boltzmann weight $`\mathrm{exp}(S)`$, where $`S`$ is the action. Gauge-invariant observables will remain intact provided the following integral over any gauge orbit

$$𝒟\varphi 𝒟(\mathrm{ghosts})\mathrm{exp}(S(A_\mu ^\varphi ,\mathrm{ghosts})),$$
(1)
is a non-zero constant. Here $`\varphi (x)`$ parameterizes a gauge transformation and $`A_\mu ^\varphi `$ is the rotated field.

In perturbation theory, which is a saddle-point expansion around the classical vacuum $`A_\mu =0`$, this condition is satisfied. Non-perturbatively, this is not necessarily true, because of the existence of Gribov copies, namely, multiple solutions of the gauge condition $`_\mu A_\mu ^\varphi =0`$ on the same orbit . In this situation the correct condition is that $`\mathrm{sign}(det(\mathrm{\Omega }))`$ must be a non-zero (integer) constant, where the sum is over all Gribov copies on a given orbit. Geometrically, one expects that that constant is the index of some mapping .

In order to test this condition in a well-defined, non-perturbative setting, one must resort to the lattice. Doing so, a no-go theorem was discovered by Neuberger . Considering a general class of BRST-invariant lattice theories, he proved, under certain assumptions, that the orbit integral (1) is indeed a constant, but this constant is equal to zero! Consequently the partition function itself, as well as unnormalized expectation values of gauge-invariant operators, vanish.

Ways around Neuberger’s theorem have been found. The trick of ref.  is special to a U(1) gauge group, and is therefore by itself of limited usefulness. Another approach, where a non-abelian group is partially gauge-fixed to a maximal abelian sub-group, was devised in ref. . (It may be interesting to combine these two methods into one gauge-fixing scheme.)

## 3 Modified BRST transformations

Here we will circumvent Neuberger’s theorem by modifying the ghost sector such that, when acting on the new ghost-sector fields, BRST transformations cease to be nilpotent. We are also guided by the consideration that we would like to have a non-negative ghost-sector partition function, because positivity of the measure is crucial for using existing numerical techniques.

Our starting point is the off-shell form of the Faddeev-Popov gauge-fixing action

$$S_{\mathrm{FP}}=\frac{\stackrel{~}{g}^2}{2}\lambda ^2+i\lambda _\mu A_\mu +\overline{C}\mathrm{\Omega }C,$$
(2)
where $`\lambda `$ is the auxiliary field and $`\stackrel{~}{g}^2=\xi g^2`$. (We use continuum notation for simplicity, but everything can be done on the lattice in terms of the familiar compact link variables for the gauge field.) We first perform a change of variables in the ghost sector. Instead of the $`\overline{C}`$ field, we introduce a new grassmann field $`\chi `$ and a real scalar field $`\eta `$, both carrying a (suppressed) adjoint index. At this point the gauge-fixing action is taken to be

$$S_{\mathrm{gf}}=\frac{\stackrel{~}{g}^2}{2}\lambda ^2+i\lambda _\mu A_\mu +\chi ^T\mathrm{\Omega }^T\mathrm{\Omega }C+S_1,$$
(3)
where

$`S_1`$ $`=`$ $`{\displaystyle \frac{h^2}{2}}\left(\widehat{\delta }(\mathrm{\Omega }\chi )+i\lambda \right)^2`$ (4)
$`=`$ $`{\displaystyle \frac{1}{2}}\left(\mathrm{\Omega }\eta +h(\widehat{\delta }\mathrm{\Omega }\chi +i\lambda )\right)^2.`$ (5)
Here $`h`$ is a new coupling constant. $`\widehat{\delta }`$ is the BRST variation which, for the new field $`\chi `$, is chosen to be $`\widehat{\delta }\chi (x)=\eta (x)/h`$.

A comparison of the old (eq. (2)) and new (eq. (3)) gauge-fixing actions reveals that, in effect, we have made the non-linear change of variables $`\overline{C}(\mathrm{\Omega }\chi )^T`$. The necessary jacobian is provided by the integral over the new $`\eta `$ field. Indeed, the gaussian $`\eta `$-integration “shifts away” the $`h`$-dependent term in eq. (5), resulting in a factor of $`|\mathrm{det}(\mathrm{\Omega })|^1`$. (Thus $`h`$ drops out of the perturbative expansion.) The grassmann-ghosts integral now yields $`\mathrm{det}^2(\mathrm{\Omega })`$. Putting these together we obtain (formally!) that the ghost-sector partition function is $`|\mathrm{det}(\mathrm{\Omega })|`$. Needless to say, perturbation theory is unchanged, because in this context the sign of the determinant is inconsequential.

The familiar off-shell $`\overline{C}`$ transformation rule is $`\widehat{\delta }\overline{C}=i\lambda `$. For the new action, this relation is recovered as the global minimum of the $`\eta `$-action $`S_1`$, $`\widehat{\delta }(\mathrm{\Omega }\chi )=i\lambda `$. Moreover, the new action is BRST invariant provided we choose $`\widehat{\delta }\eta (x)=C(x)/h`$. (For this to be true, the $`h`$-dependent terms in eq. (5) are essential.) Nilpotency is lost because $`\widehat{\delta }^2\chi (x)=C(x)/h^20`$. In a non-abelian theory $`\widehat{\delta }^2\eta (x)0`$ too, while $`\widehat{\delta }^2`$ still vanishes on all other fields. Note that the mass dimension of all the ghost-sector fields is now zero.

## 4 Gribov-horizon regulator

In perturbation theory, the gauge-fixing actions (2) and (3) yield identical expressions for all correlation functions with no external ghost legs. Non-perturbatively, however, the $`\eta `$-integral is ill-defined on the Gribov horizons, where the Faddeev-Popov operator has zero modes. To tame this singularity we add a new horizon-regulator term to the action, $`m^2S_2`$, where

$$S_2=\chi ^TD_\mu ^TD_\mu C+\frac{1}{2}\left(D_\mu \eta +h\widehat{\delta }(\mathrm{Ad}A_\mu )\chi \right)^2$$
(6)
and $`((\mathrm{Ad}A_\mu )\chi )_a=f_{abc}A_{b\mu }\chi _c`$. The new addition (6) to the action is BRST invariant as well. For certain (e.g. Schrödinger functional) boundary conditions, it can be shown that the lattice $`\eta `$-action has no zero modes, if $`m0`$. The lattice theory is therefore well-defined, and BRST invariant. The target theory is defined by taking both the continuum limit and the $`m0`$ limit.

## 5 Outlook

We have constructed a new non-perturbative formulation of YM theory. This gauge-fixed lattice theory is not necessarily in the same universality class as the familiar lattice YM. In perturbation theory, though, we can set $`m=0`$, and so the two theories share an identical set of gauge-invariant correlation functions to all orders. Proving unitarity of the gauge-fixed theory beyond perturbation theory is an open question.

Non-perturbatively, the gauge-fixed partition function receives new contributions for $`m0`$. They are $`\delta `$-function-like distributions localized on the Gribov horizons and proportional to $`h`$ (cf. eqs. (5,6); we have verified this in a toy model ). If we send $`h0`$, these distributions vanish and the ghost-sector partition function reduces to $`|\mathrm{det}(\mathrm{\Omega })|`$ exactly. The double limit $`m,h0`$ may thus provide a starting point for numerical investigations using existing techniques.

The symmetries of the gauge-fixed theory include BRST and a global remnant, $`G`$, of the local gauge group. It will be interesting to explore the phase diagram and study the realization of these symmetries in each phase. An intriguing fact is that the dynamics of the longitudinal degrees of freedom is controlled by the coupling constant $`\stackrel{~}{g}`$ which is asymptotically free, too (cf. eq. (2)); this result follows from the known $`\beta `$-functions of the gauge coupling and the gauge parameter . As a result, the gauge-fixed theory has two dynamically-generated infra-red scales $`\mathrm{\Lambda }`$ and $`\stackrel{~}{\mathrm{\Lambda }}`$, associated respectively with the renormalized coupling constants $`g`$ and $`\stackrel{~}{g}`$.

For $`\mathrm{\Lambda }\stackrel{~}{\mathrm{\Lambda }}`$ we anticipate the existence of a phase with unbroken symmetries, that may be identified with the familiar confinement phase. We speculate that, for $`\stackrel{~}{\mathrm{\Lambda }}\mathrm{\Lambda }`$, there may exist a new phase where some of the global symmetries are broken spontaneously.

Of particular interest would be a phase where the global symmetry $`G`$ is broken spontaneously. Physically, such a phase would represent a new, dynamical Higgs mechanism, where (some of) the gauge bosons acquire a mass of order $`\stackrel{~}{\mathrm{\Lambda }}`$. A necessary (and sufficient?) condition for the consistency of this phase is that its low-energy description is given by a conventional, renormalizable Higgs lagrangian. (Thus, our scenario might provide a new solution to the Higgs-triviality problem.) In the present context the effective Higgs field should be a bound state made of glue, so it must be an adjoint Higgs. Work on these and other issues is in progress.

Acknowledgements. We thank the Inst. for Nuclear Theory at the Univ. of Washington for hospitality. This research is supported by the US – Israel Binational Science Foundation; MG is supported by the US Dept. of Energy.