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# MSSM Higgs searches with tau lepton final states in CMS

## 1 Introduction

The Standard Model  of strong and electroweak interactions is in excellent agreement with the experimental measurements. However, the core of the theory, the electroweak symmetry breaking manifesting itself in the heavy vector bosonsW and Z and the massless photon, is the least known sector of the model. The Higgs mechanism  provides a mathematical explanation to this phenomenon, and one of the main tasks of the LHC collider will be the quest of the Higgs particle experimental evidence, or any observable of some other symmetry breaking mechanism. Without the Higgs boson the Standard Model is neither consistent nor complete, since the masses of the gauge bosons and fermions are generated through the interaction with the Higgs field.
The only unknown parameter in the SM Higgs sector is the mass of the Higgs boson. This is not predicted by the theory, but indirect constraints for the possible mass range can be deduced from theoretical arguments . Furthermore, the electroweak precision measurements, where the Higgs mass enters in the radiative corrections, can be used to predict the most likely value of the Higgs mass consistent with all the experimental data used in the fit. Such fits favour a rather light Higgs boson, $`m_H<`$ 196 GeV with 95% confidence level . Direct searches at LEP exclude the SM Higgs boson below $`m_H`$ = 114.1 GeV at 95% confidence level . The SM Higgs would be the first fundamental scalar particle. However, when the bare mass of this scalar particle is computed in the perturbation theory, it turns out that the mass diverges quadratically. Technically, this problem could be solved by renormalization, resulting in a counter-term balancing the quadratic divergence in each order of the perturbative calculations, but such fine-tuning cannot be considered natural or elegant. This unpleasant feature of the SM is one of the main motivations to search for a theory without such a drawback as supersimmetric theories . In this report, the Higgs sector of one of these supersymmetric theories is reviewed. The production mechanism at the LHC are briefly discussed as well as the possible decay modes. The discovery potential of the general-purpose detector CMS  is summarised without going into details of the detector performance.

### 1.1 The MSSM Higgs sector

In supersymmetric theories, for each SM particle a supersymmetric partner is introduced. These sparticles have the same quantum numbers as the particles but their spin differs by one half. The introduction of the supersymmetric partners cancels the quadratic divergence in the Higgs boson mass, thus solving the fine-tuning problem, provided the masses of the supersymmetric partners are not beyond 1 TeV scale. In this report, we concentrate on the Minimal Supersymmetric extesion  of the Standard Model, which is minimal in the sense that a minimum number, i.e. two, of Higgs doublets is introduced. This results in five observable Higgs particles in the MSSM: two neutral CP-even scalars, a light h and a heavy H, a CP-odd A, and charged $`H^+`$ and $`H^{}`$. In the MSSM, at tree level, the Higgs sector is defined by two parameters which can be chosen to be the mass of the CP-odd A, $`m_A`$ and $`\mathrm{tan}\beta `$, the ratio of the vacuum expectation values of the two Higgs doublets. There are other parameters which affect the Higgs sector through radiative corrections, such as the top quark mass, the mass scales of the SUSY particles and the mixing between the left and right handed components of the stop squark. The two parameters, $`m_A`$ and $`\mathrm{tan}\beta `$, define the masses of other Higgs particles . The light h reaches its maximal mass already at moderate $`m_A`$ values. Above $`m_A`$ 200 GeV the heavy Higgses (H, A and $`H^+`$) are almost degenerate in mass. The LEP experiments have excluded a light h below 91 GeV, an A below 91.9 GeV and a charged Higgs below 78.6 GeV . For maximal stop mixing the range 0.5 $`<\mathrm{tan}\beta <`$ 2.4 has been excluded, and for minimal mixing 0.7 $`<\mathrm{tan}\beta <`$ 10.5 .
In this report we concentrate on large mass A/H and $`H^+`$, decaying in tau lepton which are the most promising channels investigated till now.

## 2 Higgs bosons production and decay at LHC

In this section, Higgs production and decay at the LHC are reviewed. The cross-sections have been computed with the Higgs production programs HIGLU, VV2H, V2HV and HQQ  based on the calculations in  and the branching ratios have been computed with HDECAY .

In the MSSM, the SM Higgs couplings are modified as a function of the $`m_A`$ and $`\mathrm{tan}\beta `$ at tree level. The resulting cross-sections are shown for $`\mathrm{tan}\beta `$ = 30 in figure 1 for h,H and A. For comparison, the dominant SM Higgs production process through the gluon-gluon fusion, is shown in the plots. It can be concluded that the total rate is enhanced, respect to SM value, at high $`\mathrm{tan}\beta `$ and $`m_A<`$ 400 GeV. The vector boson fusion is suppressed, for h and H especially at high $`\mathrm{tan}\beta `$, and altogether for A which does not couple to vector bosons at tree level. Higgs production in association with a $`b\overline{b}`$ pair is strongly enhanced and it becomes the dominant production mechanism at high $`\mathrm{tan}\beta `$. The Higgs decay pattern can be extremely complicated as shown in figure 2 for h and H. For the light h, the branching ratios reach their SM value when $`m_h`$ reaches its maximum value. It is worth noting that even if this area is just a narrow line when plotted as a function of $`m_h`$, it covers most of the $`m_A\mathrm{tan}\beta `$ parameter plane. The decay into a $`b\overline{b}`$ pair is dominant for the light h with $`m_h<m_h^{max}`$ and for the heavy H at high $`\mathrm{tan}\beta `$. The same figure shows the branching ratios for A. The $`b\overline{b}`$ decay is dominant and the $`\tau \tau `$ decay much more significant than in the SM where the opening of the vector boson channels suppresses the fermion decays. As illustrated in the plot, the decays to SUSY particle may be important if their masses are light enough.
The charged Higgs can be produced in the top quark decay if it mass is lighter than the top quark mass. If it is heavier, it is produced in other processes alone, or in association with a top quark or a tb quark pair, see figure 3 where also the branching ratios of $`H^+`$ decays are shown. The decay to a tb quark pair is dominant where kinematically possible. Below top quark mass, the $`\tau \nu `$ decay is dominant. The SUSY parameters chosen for the plot allow the decay to a chargino neutralino pair in the high mass range.

From the values of the branching ratios it can be seen that the channels with $`b`$ quarks in the final states are favoured. However from more detailed studies it turned out that the channel with $`\tau `$ final states have bigger discovery potential, thanks to the cleaner signal and lower background.

## 3 Higgs searches

One of the aim of LHC is to cover the entire $`m_A\mathrm{tan}\beta `$ plane in order to discover or exclude the esistence of the MSSM Higgs sector. Among the several MSSM decay modes two channels containing tau lepton final states are of great importance $`H/A\tau \tau `$ and $`H^+\tau \nu `$, which have been studied in detailed. These channels will be shortly discussed in the following. There are several other channels to study different regions of the parameter space, such as heavy H or A decaying in light h, muonic decay of H or A and tb pair decay of the charged Higgs. Furthermore, if the SUSY mass scale allows the decay into SUSY particles the $`H/A\chi _2^0\chi _2^0`$ could be visible.
However $`H/A\tau \tau `$ decay  is the most promising channel in the search for the neutral heavy Higgses, and it is particularly significant at high $`\mathrm{tan}\beta `$. Experimentally, the $`\tau `$ decays are very interesting, they require an interplay of different detector elements measuring missing $`E_T`$ due to the escaping neutrinos, leptons from the leptonic $`\tau `$ decay, jets from the hadronic $`\tau `$ decays. Furthermore some b-tagging could be required in order to suppress the background when b-quarks are produced in association with the Higgs. Indeed the best significance for this channel is obtained with the Higgs production in association with a $`b\overline{b}`$ pair. Three final states have been considered: $`\tau \tau łł+\nu ^{}s`$, $`\tau \tau \tau _{jet}ł+\nu ^{}s`$ and $`\tau \tau \tau _{jet}\tau _{jet}+\nu ^{}s`$. The event with two $`\tau _{jet}`$ can be triggered with a specific $`\tau `$ trigger , while the other can be triggered with combiuned electron and muon trigger as described in the next section. The main backgrounds for this channel are represented by:

* Z,$`\gamma ^{}\tau \tau `$
* $`t\overline{t}`$
* W,Z+jets
* QCD jets

The QCD background, the one with the biggest cross section, is effectively suppressed by the isolation criteria and the missing $`E_T`$ cut. Isolation criteria applied at a high level trigger on the total hadronic $`\tau `$ decays can reduce QCD contamination by a factor of 1000 when applied to both jets. Furthermore, the leptonic $`\tau `$ decays can be identified with $`\tau `$ tagging using an impact parameter cut. Assuming the neutrinos collinear to the $`\tau _{jet}`$ directions is possible to reconstruct the invariant mass of the final state. The reconstructed mass in the $`H/A\tau \tau 2\tau _{jet}`$ channel is shown in figure 4 , for a Higgs mass of 500 GeV (the main background is superimposed). As shown in the plot the signal can be clearly extratcted fro background with a fit to the reconstructed mass.

The same figure  shows the mass resolution for the different considered channels. The best resolution is obtained with the two $`\tau _{jet}`$ final state when using also b-tagging. The parameter space coverage for the heavy Higgs H and A is shown in figure 5 . The $`\tau `$ decay channels cover the high $`tan\beta `$ part of the parameter space. The discovery range for these channels extend down to $`\mathrm{tan}\beta `$15 at $`m_A`$ = 300 GeV and down to $`\mathrm{tan}\beta `$20 at $`m_A`$ = 500 GeV The middle $`\mathrm{tan}\beta `$ values are not covered by these channels, other possibilities involving SUSY sparticle decays are under study . The charged Higgs can be observed in the $`t\overline{t}`$ events if $`m_{H^\pm }<m_{top}`$ or in the decay into $`\tau \nu `$ when $`m_{H^\pm }>m_{top}`$ and $`H^\pm `$ is produced in association with a top quark. In this report we will focus on the $`m_{H^\pm }>m_{top}`$ considering the $`\tau \nu `$ final state, while only total hadronic top quark decay will be considered. Figure 6 shows the reconstructed transverse mass for $`m_{H^\pm }`$ = 400 GeV with expected background for 30 $`fb^1`$ .
To obtain a clear separation between the signal and the background the $`\tau `$ polarisation properties has been exploited. The polarisation of a $`\tau `$ depend on the spin of the mother particle. The hadronic decay products of $`\tau `$ originating from the Higgs, in particular in $`\tau \pi \nu `$, are expected to be boosted into the $`\tau `$ direction. Furthermore, the W and the top mass are reconstructed, and the b-jet from the top quark decay is tagged. More over a selection on missing $`E_T`$ is applied also in this case. Figure 7 summarises the expected 5 $`\sigma `$ discovery reach for 30 $`fb^1`$ for maximal stop mixing . A significant signal is expected for $`\mathrm{tan}\beta >`$ 15 between 180 GeV $`m_A`$. The sensitivity for $`m_A>`$ 400 GeV is for $`\mathrm{tan}\beta >`$ 25 Almost all the parameter plane can be covered with the exception of a small area at low mA and low $`\mathrm{tan}\beta `$.

## 4 Triggering $`\tau `$ final states

In order to permit the study of channels with $`\tau `$ final states a dedicated trigger system has been studied. This trigger system is designed to be used in the selection of isolated $`\tau `$ leptons such as those expected in the MSSM Higgs decays $`A/H\tau \tau `$ and $`H^\pm \tau \nu `$. These include events with a lepton plus a $`\tau _{jet}`$, two $`\tau _{jet}`$ and single $`\tau _{jet}`$ final states. The identification of $`\tau _{jet}`$ at trigger level is based on the isolation criteria made with the reconstructed tracks. Calorimeter triggers will provide a region to search for an isolated groups of tracks, well matched to the jet axis given by the calorimeter. Two different approaches can been used: one reconstructs tracks using only the inner part of the tracking detector , the other uses tracking made with also the outer part of the tracking detector . For the $`H/A\tau \tau `$ with hadronic $`\tau `$ decays both of them can be used, the first is fastest while the second has bigger efficiency on signal events. As already mentioned isolation criteria can reduce QCD contamination by a factor of 1000 when applied to both jets. For the $`H^\pm \tau \nu `$ channel and the other channels with one $`\tau `$ decayng leptonically only the second selection can be used because it is the only one that can achieve the desired background rejection. These algorithms have satisfactory efficiency on signal events within the timing specification required by a trigger apparatus.

## 5 Conclusions

In the MSSM, the almost the entire Higgs sector parameter space can be covered with 30 $`fb^1`$ by the LHC experiments. In many areas, several Higgs bosons and decay modes will be available. The parameter choice for the MSSM physics studies is unavoidably restricted. The aim is to study a representative set of parameters, and the detector performance and analysis lessons learned from the MSSM studies will serve to explore any non-MSSM scenario. In conclusion, as elusive as it is now, the Higgs sector will be well known, or well constrained, in seven years from now.

## 6 Acknowledgements

This report relies on the enormous amount of work done by my CMS colleagues. I thank especially Daniel Denegri, Sasha Nikitenko, Ritva Kinnunen, K. Lassilla-Perini and Giuseppe Bagliesi for useful advice and for providing the illustration.


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# Canted ferromagnetism in RuSr2GdCu2O8

## Abstract

First principles calculations using the full-potential linearized augmented plane wave (FLAPW) method including intra-atomic noncollinear magnetism have been performed to determine the magnetic structures of RuSr2GdCu2O8. The magnetism clearly arises from the RuO6 octahedra where the moments on neighboring Ru sites order antiferromagnetically but cant perpendicular to the AFM axis - and so induce a weak ferromagnetism. The projected Ru moments along the AFM and FM axes result in magnetic moments of 1.16 and 0.99$`\mu _B`$ respectively. The results are consistent with the possible coexistence of canted ferromagnetism and superconductivity in the RuSr2GdCu2O8 \- inferred from experiments.

The coexistence of magnetism and superconductivity on a microscopic scale has recently been reported in RuSr2RCu2O8 (R=Gd, Eu and Y).99Ber ; 00Wil ; 01Tok  These materials have an analogy to the superconductivity in the two-dimensional high $`T_c`$ cuprate superconductors associated with the Cu $`e_g`$ states of the CuO2 layers. The superconductivity appears below a superconducting transition temperature, $`T_c=`$30-50 K. The magnetism arises from the Ru $`t_{2g}`$ states of the RuO6 octahedra, which do not produce any significant effects on the superconductivity since the Ru $`t_{2g}`$ electrons do not couple to the Cu $`e_g`$ states regardless of the ordering of the magnetic Ru moments.99Pic ; 01Nak

Although the Ru moments order magnetically below a magnetic transition temperature, $`T_m`$=130-150 K, the type of ordering still remains controversial. An earlier report of a homogeneous ferromagnetic (FM) ordering of the Ru moments by dc magnetization and muon spin rotation experiments99Ber  has been brought into a question by neutron diffraction experiments,00Lyn  suggesting an antiferromagnetic (AFM) G-type ordering where nearest neighbors of the Ru moments along all three crystallographic axes are coupled antiferromagnetically. First-principles calculations also demonstrated that the AFM ordering is energetically favored over the FM one within the collinear magnetic structures.01Nak  Nevertheless, recent magnetization and magnetic resonance experiments01But1 ; 01But2 ; 00Fai  have provided clear evidence of a weak ferromagnetism. To account for complexity in the magnetism, noncollinear magnetism such as canting of the Ru moments has been proposed,00Wil ; 01Jor  to induce a ferromagnetic component.

Here, we determine from first-principles the magnetic structures in RuSr2GdCu2O8 by using the highly precise full-potential linearized augmented plane-wave (FLAPW) method81Wim  that includes intra-atomic noncollinear magnetism which can describe the canting of the Ru moments. Indeed, we find that the moments on neighboring Ru sites order antiferromagnetically but cant perpendicular to the AFM axis - and so induce a weak ferromagnetism.

In the calculations, we employed a crystal structure with the $`P4/mbm`$ space group determined by neutron diffraction experiments.00Chm  This structure is similar to that of YBa2Cu3O7, where Y, Ba and Cu (chain atoms) are replaced by Gd, Sr and Ru, respectively. Ru lies at a six-fold coordinated position in the octahedron composed of six neighboring oxygens (four ORu and two Oapical) while Cu lies in a five-coordinated position (four OCu and one Oapical). The RuO6 octahedra are rotated by about 14 around the c-axis, which leads to a significant modification in the electronic and magnetic structures; hence the magnetism of the Ru is sensitive to the structural distortion.01Nak

The FLAPW calculations were performed based on the local spin density approximation, L(S)DA, with the Hedin-Lundquist exchange-correlation.71Hed ; 72Bar  Although the effects of electronic correlation in a strongly correlated system may be taken into account within a scheme such as LDA+U, RuSr2GdCu2O8 shows metallic character even in the RuO2 layers, which causes that effect to be weak and so may not alter our results. The intra-atomic noncollinear magnetism formalism72Bar ; 88Kub  was incorporated into the FLAPW method with no shape approximation for the magnetization density96Nod ; 02Nak ; in this, the density functional theory is treated with a density matrix with 2$`\times `$2 components of the charge and magnetization density. Our approach allows the magnetic moment direction as well as the magnitude to vary continuously all over space, i.e., no shape approximation for the magnetization. The plane-wave was augmented with a spin-independent LAPW basis at the muffin-tin boundary. Although this approximation loses freedom compared with having a separate spin-up and spin-down LAPW basis, as is done in calculations for collinear magnetism, we confirmed that the accuracy was not degraded.chkncm  The calculations were carried out without spin-orbit coupling (SOC), since the SOC induced energies,99Wu  such as magneto-crystalline anisotropy energy that determines the easy direction, is expected to be much smaller than those of interest here.

The self-consistent calculations were started with an initial magnetization density depicted in Fig. 1(b), which is a magnetic structure similar to a C-type AFM structure (Fig. 1(a)) but with the Ru moments slightly canted perpendicular to the AFM axis, i.e., to the FM axis direction in the figure. Here, the moment directions throughout the present paper are defined in a spin space since no SOC is taken into account. Although the neutron diffraction experiments00Lyn  revealed an AFM G-type ordering, we employed the C-type one in order to reduce the large computational effort this would entail. (The G-type ordering requires doubling the unit cell of the C-type ordering.) This is justified because the moment alignment along the c-axis is less important than that along the a-axis since the distance between the neighboring Ru atoms along the c-axis (11.56 Å) is significantly greater than that along the a-axis (3.84 Å).

The calculated spin magnetization density in the RuO2 layer for the (110) and (001) planes is shown in Fig. 2 (a) and (b), respectively. The magnetism is clearly visible in the Ru, ORu and Oapical ions. The moments on the neighboring Ru sites order antiferromagnetically but their moments cant along the FM axis direction, which induces a ferromagnetic component of the magnetic moments. The canting of the Ru moments appears in the $`t_{2g}`$ orbitals. The magnetization in Oapical is found to correlate with that in the Ru, where the Oapical $`p_{x(y)}`$ moments tilt in the same way as those in the Ru $`d_{xz(yz)}`$ orbitals. The ORu moments are also induced but point only along the FM axis direction, which correlates with the Ru $`d_{xy}`$ states, as seen in Fig. 2(b). The Ru, ORu and Oapical magnetic moments inside the muffin-tin spheres are given in Table 1, where the moments are projected along the AFM and FM axes. It is striking that the projected Ru moments along the AFM and FM axes result in magnetic moments of 1.16 and 0.99 $`\mu _B`$, respectively, which have similar values to that observed by experiments, 1.18 $`\mu _B`$ when measured as the AFM structure by neutron diffraction00Lyn  and 1 $`\mu _B`$ as the FM value by magnetization.99Ber  However, a direct comparison of the projected FM moment with the experimetal one would be difficult, since complicated behaviors, such as a spin-flop transition, accompany the high field experiments. Neutron diffraction00Lyn  demonstrated that the fields exceeding 0.4 T gradually enhance the FM intensity but decrease the AFM intensity; the highest field of 7 T results in a FM moment of 1.4 $`\mu _B`$ with no significant AFM intensity. In such a high field, the Ru moments tend to align in a collinear FM state, leading to the enhancement of the FM moments, which roughly agrees with the calculated moments ($``$1.5 $`\mu _B`$) in the collinear FM state.01Nak  Clearly, further investigations including the field dependence are necessary to fully describe the different experimental observations.

By introducing intra-atomic noncollinear magnetism, we found that the calculated total energy is only 10 meV/cell lower than that of the collinear AFM state. Thus, the canting of the Ru moments is energetically favored in the system. However, since the total energy difference is so small compared with $`T_m`$, there would only be a short-range ferromagnetic ordering. This may be a reason why experiments, such as the neutron diffraction00Lyn ; 00Chm  in the low-fields up to 0.4 T, could not clearly detect the ferromagnetic moments within their experimental sensitivity.

In order to discuss the Ru magnetism, we first consider the collinear AFM case and present the density of states (DOS) of the Ru $`t_{2g}`$ in Fig. 3(a), where the $`x`$ and $`z`$-axes are chosen as directions to the neighboring ORu and Oapical sites, respectively. The gray regions indicate the weight of the majority spin states. The magnetism of the Ru is dominated by antibonding $`t_{2g}`$ states.01Nak  The majority spin $`d_{xy}`$ and $`d_{xz(yz)}`$ states on the Ru site can hybridize with the minority spin states on the neighboring Ru sites through ORu $`p_{x(y)}`$ and $`p_z`$ orbitals by a superexchange mechanism. The majority spin $`d_{xy}`$ and $`d_{xz(yz)}`$ states are almost fully occupied; therefore, the charge configuration of the Ru is close to $`t_{2g}^3`$ (Ru5+) with a high spin state, which prefers an antiferromagnetic alignment of their moments.59Kan  (Note that itinerant electrons are partially occupied in the minority spin Ru $`d_{xy}`$ states, which creates an electron pocket at the $`\Gamma `$ point in the Fermi surface, not shown, and leads to metallic RuO2 layers.)

When the intra-atomic noncollinear magnetism is introduced, however, the admixture of the spin up and down states leads to an additional hybridization between the neighboring Ru ions, and results in the wider bandwidth of the $`t_{2g}`$ states seen in Fig. 3(b). Although there is an admixture of the spin up and down states by introducing intra-atomic noncollinear magnetism, the spin-projected DOS along the average moment direction is plotted in the figure. The majority spin Ru $`d_{xz(yz)}`$ bands become more dispersive and cross the Fermi level ($`E_F`$) while the minority spin Ru $`d_{xy}`$ bands are more occupied by itinerant electrons; this causes the system to be more metallic in character and close to a Ru4+ state with a low spin state configuration - as expected from experiments.01But1 ; 01Liu  Hence, a double exchange interaction due to the itinerant electrons that induces a weak ferromagnetism is promoted, and the magnitude of the Ru moments is significantly reduced from that expected from Hund’s rule. Of course, the specification of the Ru valence states is, however, not exact due to the metallic character. It should be noted that this noncollinear magnetism arises from the band effects just discussed but does not have its origin in the SOC, such as via Dzyaloshinsky-Moriya interactions.60Mor

Finally, we comment the electronic structure of the CuO2 bilayer. Even if the Ru moments cant, the Cu $`e_g`$ band structure that is responsible to the high $`T_C`$ superconductivity was found to be almost the same as those predicted by previous calculations of the collinear AFM state.01Nak  This is because of an unique electronic structure of the layered Ru $`t_{2g}`$ and Cu $`e_g`$ states separated by Oapical $`p`$ orbitals. The Ru $`t_{2g}`$ states couple to the Oapical $`p_{x(y)}`$ orbitals which do not couple to the Cu $`e_g`$ states.99Pic ; 01Nak  Therefore, as previously demonstrated,99Pic ; 01Nak  the strong hybridized Cu-O $`dp\sigma `$ orbitals, which show nesting Fermi surface features similar to those in the high $`T_c`$ cuprate superconductors, will give rise to anomalous behavior of the electronic properties arising from singularities in the generalized susceptibility. This is consistent with the possible coexistence of canted ferromagnetism and superconductivity in RuSr2GdCu2O8.

In summary, first principles FLAPW calculations including intra-atomic noncollinear magnetism were performed to determine the magnetic structure of RuSr2GdCu2O8. The magnetic moments on the neighboring Ru sites order antiferromagnetically but cant perpendicular to the AFM axis. From the canting of the Ru moments, a double exchange interaction is exerted via itinerant $`t_{2g}`$ electrons which can travel through the neighboring O $`p`$ states. The results also suggest the possible coexistence of canted ferromagnetism and superconductivity in RuSr2GdCu2O8.

Work at Northwestern University supported by the U. S. Department of Energy, Office of Science under Grant No.DE-FG02-88ER45372.


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# Electric Polarizability of HadronsTalk presented by J. Christensen at Lattice 2002.This work supported by DOE grant DE-FG02-95ER40907, with computer resources at NERSC and JLab, and by NSF grant 0070836 and the Baylor Univ. Sabbatical program, using computer resources at NCSA.

## 1 Introduction

The electric polarizability of a hadron characterizes the reaction of the quarks to an external electric field and can be measured by experiment (via Compton scattering) and on the lattice. Conceptually, an electric field will tend to separate charges in a hadron, thereby affecting the internal energy of the hadron and thus the mass. As in classical physics, the energy density goes as the square of the electric and magnetic fields:

$$\mathrm{\Delta }m=\frac{1}{2}\alpha E^2\frac{1}{2}\beta B^2$$
(1)
where $`\alpha `$ $`(\beta )`$ is the electric (magnetic) polarizability that compares to experiment. See  for a calculation of the magnetic polarizability.

As is usual in lattice calculations, the mass of a hadron can be calculated from the exponential decay of a correlation function. By calculating the ratio of the correlation function in the field to that without the field, we have a ratio of exponentials that decays as a single exponential at the rate of the mass difference. Equation (1) implies that this mass difference (between in and out of the field) plotted versus the electric field will be parabolic with coefficient equal to minus half the polarizability. By averaging $`\mathrm{\Delta }m`$ over the field, $`E`$, and its inverse, $`E`$, we hope to minimize the linear term in the parabolic fit.

This calculation of the polarizabilities of several hadrons will follow the ideas discussed by Fiebig, et al. ; however, they used staggered fermions and we do not. Specifically, we include the static E-field on the links as a phase: (with fermion charge $`q=Qe`$)

$$e^{iaqA}=e^{i(a^2qE)(x_4/a)}=e^{i\eta \tau }(1+i\eta \tau )$$
(2)
Since the electric field is linearized in the continuum, we used the linearized form on the lattice. Fiebig, et al. found no significant difference between the exponential and linearized formats for similar electric field values. In addition, although the electric field breaks the isospin symmetry and allows the pion, a vector meson, to mix with glueballs, we ignore this effect in our calculation.

## 2 Lattice Details

This calculation uses the tadpole-improved clover quark action on a quenched $`12^3\times 24`$ lattice with $`\beta =7.26`$ ($`a=0.17\mathrm{fm}`$). The gauge field was thermalized to $`10^4`$ sweeps and then saved every 1000. We have 100 configurations, but only 17 were used in these preliminary results.

Including the static electric field as a phase on the links affects the Wilson term, but not the clover loops. In units of $`10^3e^1a^2`$, the electric field took the values $`2.16`$, $`4.32`$, $`8.64`$, and $`17.28`$ via the parameter $`\eta =a^2QeE`$ in Eq. (2).

With $`\kappa _{\mathrm{cr}}=0.1232(1)`$, we used six values of $`\kappa =0.1182`$, $`0.1194`$, $`0.1201`$, $`0.1209`$, $`0.1214`$, and $`0.1219`$, which roughly correspond to $`m_q200`$, $`150`$, $`120`$, $`90`$, $`70`$, and $`50`$ MeV.

## 3 Results and Conclusion

The tightness of the parabola formed by graphing the mass shift of a particle versus the applied electric field will give the electric polarizability when fit with Eq. (1) at $`B=0`$.

The results for the neutron are shown in Fig. 1. The graphs are sorted by mass, large to small displayed from the upper-left across and down to the lower-right. The nice parabolic fit of Fig. 1 indicates that averaging over both directions of the field, $`E`$ and $`E`$, has minimized any linear dependence. Similar graphs can be produced for the $`\mathrm{\Delta }^0`$, $`\pi ^0`$ and $`\rho `$ to varying degrees of confidence.

With more configurations, we will consider the chiral limit by combining the quadratic coefficient from these results into a plot of polarizability versus mass. Fig. 2 shows the neutron polarizability increasing in this limit.

With only 17 configurations, our preliminary result is not quite consistent with the average of the tabulate results, $`10.4\times 10^4\mathrm{fm}^3`$.

Although $`\chi `$PT  predicts that $`\alpha _\pi `$ will be small and negative, $`0.5\times 10^4\mathrm{fm}^3`$, Fig. 5 shows peculiarly large results.

The delta polarization seems to be dropping off in Fig. 5, and amidst large error-bars, the rho of Fig. 5 seems quite flat.

Table 1 lists the following subset of existing values for the neutron polarizability. There is by no means a consensus in the results.

Experimentally, $`\alpha _n`$ is found through Compton scattering off of a deuteron and the polarizability of a proton must be included in the model. In this data, there are four experimental results, ; but  incorporates . L’vov  corrected the earlier values by adding $`0.6\times 10^4\mathrm{fm}^3`$ to their results. The experiments measure $`\alpha \beta `$ and the results are found using a sum rule that gives $`\alpha +\beta `$. The results are quite model-dependent, and even the experiments do not agree. We note that  claims  miscalculated their errors. Further,  used ’s results to get a different number and then the authors of  joined others  to find a result close to their original value.

With consistent results for the neutron, we believe that finishing this calculation on the rest of our configurations will give results that can reliably be compared to the experimental results.


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# Probing the classical field approximation – thermodynamics and decaying vortices

## I Introduction

Experimental realization of Bose-Einstein condensation in a dilute gas of alkali atoms BEC  stimulated a number of theoretical studies of the quantum degenerate, weakly interacting many body system. While the lowest energy state of the celebrated Gross-Pitaevski equation Dalfovo  describes remarkably well the properties of the condensate at zero temperature, the dynamics of the Bose gas at non-zero temperatures remains a challenge. The most successful description of the temperature dependence of the condensate oscillation frequencies and their damping rates has been obtained using different versions of the two gas models Zaremba . While useful, these models assume from the very beginning that the system at finite temperatures consists of two distinct factions: the condensate and the thermal cloud. A more fundamental approach would deduce the very existence of the condensed part directly from the dynamics of the many body system. In a series of papers, several groups semiclassical ; OptExp ; Burnett ; Matt ; PRL  proposed a classical field approximation to fulfill this goal. In this approximation, the bosonic field operator is replaced by a classical field. This dramatic simplification is rooted in quantum electrodynamics, where classical electric and magnetic fields arise naturally if the number of quanta is large in a given mode. The classical field approximation is a simple and convenient technique describing the condensate in dynamical equilibrium with the thermal cloud, at temperatures close to the critical one. We have shown that the whole isolated system may be viewed as a single classical field undergoing nonlinear dynamics leading to a steady state OptExp ; PRL  (see also Burnett ; Matt ). The condensate is defined as the dominant term in the spectral decomposition of the time-averaged single-particle density matrix. Two cases were discussed: the box with periodic boundary conditions OptExp ; Burnett ; Matt  and the realistic case of a spherically symmetric harmonic trap PRL . In our procedure it is the observation process and the finite detection time that allow for splitting the system into the condensate and the thermal cloud. The aim of the present paper is to further corroborate the details and the applicability of the classical fields approximation.

In Section II we briefly review the approximation based on the classical fields. We stress again the need for the time averaging of the single particle density matrix for unambiguous splitting of the system into the condensed and uncondensed phases. The classical field approximation is introduced with the high momentum cut-off. In Section III we study in some detail the role of this cut-off in the model of a cubic box with the periodic boundary conditions. We also analyze the dependence of the cross-over energy on the value of the coupling constant. Within our approximation, it is a growing function of the scattering length. In Section IV, for the first time, we apply the method to a dynamical dissipative process. We phase imprint the vortex on a finite temperature, partially condensed Bose gas and track its decay. We conclude with the summary in Section V.

## II The method

We start with a brief description of our approach (some other details can be found also inOptExp ; Burnett ; Matt ; PRL ). First, we consider the simplest case of a system of $`N`$ bosonic atoms of mass $`m`$ interacting via two-body forces. The $`N`$-body Hamiltonian written in the second quantization formalism has a form:

$$H=\mathrm{d}^3r\widehat{\mathrm{\Psi }}^{}(𝐫)\frac{𝐩^2}{2m}\widehat{\mathrm{\Psi }}(𝐫)+\frac{g}{2}\mathrm{d}^3r\widehat{\mathrm{\Psi }}^{}(𝐫)\widehat{\mathrm{\Psi }}^{}(𝐫)\widehat{\mathrm{\Psi }}(𝐫)\widehat{\mathrm{\Psi }}(𝐫),$$
(1)
where the first term is the kinetic energy and the second one is the energy of two-body interactions. In writing the Hamiltonian (1) we made a standard assumption: in the low energy limit a two-body interaction potential is approximated by a zero-range one. The interaction strength $`g`$ is determined by a single parameter – the s-wave scattering length $`a_s`$, $`g=4\pi \mathrm{}^2a_s/m`$. $`\widehat{\mathrm{\Psi }}(𝐫)`$ is the field operator satisfying equal-time bosonic commutation relations:

$$[\widehat{\mathrm{\Psi }}(𝐫,t),\widehat{\mathrm{\Psi }}^{}(𝐫^{},t)]=\delta (𝐫𝐫^{}).$$
(2)
The field operator can be expanded into any complete set of single-particle wave functions. One of these basis sets is of particular importance – the one which corresponds to eigenfunctions of a single-particle density matrixdefinition . This is because these functions have direct physical interpretation as they define coherent modes of the system. These modes are related to, typically performed, single-particle measurements. Note that a theoretical description of correlated measurements, which involve a simultaneous detection of a few particles, should be based on an appropriate multi-particle reduced density matrix. The single-particle mode of macroscopic occupation is a Bose condensate. In the ideal gas case eigenfunctions of the single-particle density matrix are obviously one particle states of the external potential. The situation becomes more complex if particles interact. In general, the eigenmodes are unknown. The only exception is a stationary system of particles trapped in a box with periodic boundary conditions. Here the symmetry of the problem imposes very strong constrains and eigenfunctions of the single-particle density matrix are simply plane waves – even in the presence of interactions. The field operator is therefore:

$$\widehat{\mathrm{\Psi }}(𝐫)=\underset{𝐤}{}\frac{1}{\sqrt{V}}e^{i𝐤𝐫}\widehat{a}_𝐤,$$
(3)
where $`a_𝐤`$ is a bosonic operator which annihilates a particle of momentum $`𝐤`$. A full operator solution of the Heisenberg equation originating from the above Hamiltonian is not available and some approximations are necessary. Following Bogoliubov, at zero temperature, when all particles occupy a single zero-momentum mode, the corresponding annihilation operator can be substituted by a c-number amplitude, $`\widehat{a}_\mathrm{𝟎}\sqrt{N}a_\mathrm{𝟎}`$. This is possible because the commutator $`[\widehat{a}_\mathrm{𝟎},\widehat{a}_\mathrm{𝟎}^{}]=1N`$ is much smaller than the number of particles occupying the zero-momentum state. The remaining terms of the expansion (3) represent quantum corrections which in the lowest order of approximation are neglected. Let us note that the procedure leads to a substitution of the the full field operator by a c-number wave function:

$$\widehat{\mathrm{\Psi }}(𝐫)\sqrt{N}\mathrm{\Psi }(𝐫).$$
(4)
The condensate wave function satisfies the Gross-Pitaevskii equation which is successfully used for description of low temperature behavior of the Bose-Einstein condensate:

$$i\mathrm{}\frac{\mathrm{\Psi }(𝐫,t)}{t}=\left(\frac{𝐩^2}{2m}+gN|\mathrm{\Psi }(𝐫,t)|^2\right)\mathrm{\Psi }(𝐫,t).$$
(5)
This equation preserves both the energy and the particle number, i.e. the normalization of the wave function $`1=\mathrm{d}^3r\mathrm{\Psi }^{}(𝐫)\mathrm{\Psi }(𝐫)`$. The Gross-Pitaevskii equation can also describe trapped condensates when a term describing the external potential is included.

Our approach is a simple generalization of the above procedure. Let us notice first that at relatively high energies (but below the critical one) there exists a number of modes, say $`M`$, whose occupation significantly exceeds unity, i.e. many different momentum states, up to a certain $`𝐤_{\text{max}}`$ are highly populated. Consequently, all corresponding annihilation operators in the expansion (3) can be substituted by complex amplitudes and the remaining terms may be neglected:

$$\widehat{\mathrm{\Psi }}(𝐫)\sqrt{N}\underset{𝐤}{\overset{𝐤_{\text{max}}}{}}\sqrt{\frac{1}{V}}e^{i𝐤𝐫}a_𝐤=\sqrt{N}\mathrm{\Psi }(𝐫)$$
(6)
This approach evidently leads to the same Gross-Pitaevskii equation (5) for a wave function describing the “macroscopic part” of the whole system, or, more precisely, to its finite lattice version. This kind of approach is frequently used in quantum electrodynamics. The only difference from the zero temperature case is that now this wave function does not correspond to the minimal energy solution. Instead, it is a relatively high energy state. As it has been shown inOptExp ; Burnett ; Matt , regardless of the particular choice of an initial state $`\mathrm{\Psi }(𝐫,t=0)`$, different than the Gross-Pitaevskii eigenstate, the system evolves towards the same stationary state uniquely determined by the energy and the particle number. More precisely, occupations of all macroscopically populated eigenmodes $`N_𝐤=N|a_𝐤|^2`$ fluctuate around their mean valuesOptExp . The self consistency of the c-number approximation requires that all populations have to be large, $`N_𝐤>1`$. To this end, the number of classical modes $`M`$ has to be carefully chosen for each energy and particle numberBurnett ; Matt . This fact can be checked only a posteriori when the stationary populations are obtained. The intimate link between the energy, the number of particles and the number of modes is the essential ingredient of the whole method.

There is still one point which requires additional discussion. In fact, the “quasi-stationary” high energy solution of the Gross-Pitaevskii equation represents a pure state of the system with all particles in the same single state $`\mathrm{\Psi }(𝐫,t)`$. Therefore, it seems to be totally unjustified to interpret $`|a_𝐤|^2`$ as relative occupations of different coherent modes of the system. The last concept is associated with a mixed state. Detailed inspection shows, however, that the relative phases of complex amplitudes $`a_𝐤`$ vary in time rapidly. On the other hand an observation process lasts for a finite period of time, typically of the order of hundreds of microseconds. It is sufficiently long for a “decoherence” of different eigenmodes:

$$\overline{a_{𝐤_1}^{}a_{𝐤_2}}\frac{1}{\mathrm{\Delta }t}_{t\mathrm{\Delta }t/2}^{t+\mathrm{\Delta }t/2}d\tau a_{𝐤_1}^{}(\tau )a_{𝐤_2}(\tau )|a_{𝐤_1}|^2\delta _{𝐤_1,𝐤_2}.$$
(7)
In the stationary regime the time averaged quantities do not depend on time. On the contrary, a temporal wave function of the whole system varies very rapidly. Therefore, what is being observed is related to a time averaged single-particle density matrix $`\overline{\rho (𝐫_1,𝐫_2)}=\overline{\mathrm{\Psi }^{}(𝐫_1)\mathrm{\Psi }(𝐫_2)}`$. It is the observation that reduces a pure state to a mixed one. For particles trapped in a periodic box we have:

$$\overline{\rho (𝐫_1,𝐫_2)}=\frac{N}{V}\underset{𝐤}{\overset{𝐤_{\text{max}}}{}}e^{i𝐤(𝐫_1𝐫_2)}|a_𝐤|^2.$$
(8)
Eq.(8) shows that eigenvalues of the time averaged single-particle matrix are normalized occupations of different coherent modes of the system. We want to stress that the averaging procedure is essential for the correct physical interpretation of the high energy solutions of the Gross-Pitaevskii equation. Note that instead of averaging over time, spatial avergaing can be performed. Their importance can be fully appreciated in a more realistic case of harmonically trapped Bose condensates when eigenmodes of a single-particle matrix are not known. It is just diagonalization of the time averaged density matrix which gives simultaneously the eigenmodes and the populations. Results of our calculations for a harmonically trapped Bose condensate at finite energy are presented inPRL . The time averaged density has a characteristic bimodal pattern: sharp peak of condensed atoms embedded in a broad thermal cloud. On the other hand, an instantaneous distribution consists of a number of irregular spiky structuresPRL ; Acta . According to our numerical calculations, the average width of a single spike is about three times larger than the healing length, the distance over which the condensate wave function heals back when perturbed locally. The characteristic length scale of the irregular structure is slightly larger (but of the same order) than the grid spacing necessary for description of the system of a given energy and particle number. As we have already mentioned, the self-consistency of the approximation requires a very precise selection of a number of modes $`M`$ what in the present case directly translates into the grid spacing. In our approach $`M`$ becomes an important, physical parameter.

## III Bose-Einstein condensate in a periodic box

In this section we explore our approach and present some important technical details. We consider here the system trapped in a periodic box because in this situation the coherent eigenmodes are uniquely determined by the symmetry of the potential. This greatly simplifies the problem. We numerically solve the Gross-Pitaevskii equation (5) on a finite grid using the Fast Fourier Transform split-operator method. The number of grid points is equal to the number of different momentum states. In order to explore the link between the number of macroscopically occupied modes, the number of particles and the energy we solve Eq.(5) in a 3D geometry varying the number of eigenmodes $`M`$ only. In the calculations we keep the same initial state $`\mathrm{\Psi }(𝐫,t=0)`$ which guarantees that the energy per particle is constant. Similarly, the value of the following product is fixed:

$$gN=const$$
(9)
The results might seem surprising: the larger the number of modes $`M`$ (with other parameters constant) the higher the occupation of the condensate mode $`|a_0|^21`$.

This result requires a more detailed discussion. The total energy, the number of modes $`M`$ and the product of $`gN`$ are the only control parameters in our method. The number of particles $`N`$ as well as the coupling strength $`g`$ do not enter the dynamical equation (5) separately – it depends only on the product $`gN`$. Nevertheless, the condition of validity of the classical field approximation allows to determine the above parameters quite accurately. An occupation of the highest eigenmode $`N_{𝐤_{\text{max}}}=N|a_{𝐤_{\text{max}}}|^2`$ must be larger then one. We arbitrarily set this value to 5. This way, having a stationary value of a relative occupation $`|a_{𝐤_{\text{max}}}|^2`$, we can determine both $`N`$ and $`g`$. It occurs that the requirement of self-consistency indicates that in our calculations the number of particles grows with $`M`$ while the interaction strength $`g`$ decreases in order to satisfy the condition (9). Only by examining the link between all parameters of the classical field approximation can we fully interprete our data.

In Fig.1 a relative abundance of the condensate atoms is plotted as a function of the number of particles. The condensate occupation can be quite accurately approximated by the following analytic expression:

$$|a_\mathrm{𝟎}|^21\frac{8.2}{N^{\frac{1}{3}}}.$$
(10)
This behavior is in agreement with a recent findingLieb . Lieb and Seiringer studied the properties of a true ground state $`N`$-body wavefunction of a system of $`N`$ Bose particles interacting via two-body forces. They have shown that in the limit of $`N\mathrm{}`$ with $`gN=const`$ the relative population of the dominant eigenmode of the corresponding single particle density matrix aproaches $`1`$ while the eigenmode tends towards a ground state solution of the Gross-Pitaevskii equation. Our method shows how this limit is approached.

In the next series of calculations we estimate the interaction-induced shift of the cross-over energy for Bose-Einstein condensation. We prefer to use the term ”cross-over energy” instead of ”critical energy” as, strictly speaking, the critical energy is defined in the thermodynamic limit only. For a finite system (like the one we deal with here) several measures of the corresponding ”cross-over” energy can be defined as there is no sharp phase transition. One of them Wilkens  is based on the rapid change of the probability distribution of the condensate occupation.

We study the occupation of the condensate mode $`N_\mathrm{𝟎}`$. The total energy of the system is changed while $`N`$ and $`g`$ are kept constant. This requires an optimization of the number of classical fields $`M`$ to be taken into account: again, we set the occupation of the least occupied mode to 5 ($`N_{𝐤_{\text{max}}}=5`$). The above constraint does not allow for a continuous change of the energy though. When a quasi-stationary state of a given energy is reached we trace a temporal population of the condensate mode $`N_\mathrm{𝟎}(t)`$ for a long time (about $`10^5`$ time steps). This way we obtain a probability distribution of the condensate population which is presented in Fig.2. In this figure we show two characteristic distributions for different energies of the system. One of them (for the energy per particle $`E=43.8\mathrm{}E_1`$) is centered around some non-zero mean value of $`N_\mathrm{𝟎}5000`$ (the grey histogram), while the other (for the energy $`E=49.5\mathrm{}E_1`$) is peaked at $`N_\mathrm{𝟎}=0`$. Here $`E_1=\mathrm{}^2(2\pi )^2/(2mL^2)`$ is the energy of the first excited state.

Despite the fact that the values of energy for which both histograms are plotted are very similar, the rapid change of the character of the statistics evidently signifies the onset of Bose-Einstein condensation. The two energies give the lower and upper limit on the critical energy for a given interaction strength. We cannot determine the critical energy with better accuracy because of the previously discussed link between the parameters of our method. In the Fig.3 we show the upper and lower limits for the critical energy as a function of the coupling strength $`g`$. The critical energy grows with $`g`$. The same must happen to the critical temperature. We do not estimate the critical temperature as the method based on fitting the thermal distribution to the outer wings of the time averaged density profiles introduces a large uncertaintityPRL . There is still a controversy in the literatureHuang  about the magnitude and the sign of the shift of critical temperature due to interactions. The accuracy of our calculations, at the present stage, does not allow for a precise determination of this quantity. Nevertheless, they certainly indicate that the critical energy (and temperature) in the case of gas trapped in a box grows with interactions. The same conclusion for the classical field simulations in a box has been reached recently in Matt .

## IV Vortex dynamics at finite temperatures

Creation of quantum vortices has provided a long-sought clear evidence of supefluidity in Bose-Einstein condensates of dilute atomic gases JILA ; Dalibard . Following the two pioneering experiments, various mechanisms of vortex nucleation have been investigated mechanisms . More recently, experiments have focused on peculiar properties of vortex lattices lattice .

In most experiments vortices have been created in pure, essentially zero temperature, condensates. Very little has been said about finite temperature properties of these systems. Madison et al. Dalibard , operating at temperatures below their detection limit, have measured finite vortex lifetimes of the order of 500-1000 ms. Anderson et al. precession  have seen no thermal damping on the time scale of 1 s. Finite temperature decay of vortex lattices has been also investigated lattice\_decay . Similarly, few theoretical works approached the problem. Fedichev and Shlyapnikov Gora  show that it is the interaction of the thermal cloud with the vortex that provides a mechanism of energy dissipation. Due to that, an off-center vortex spirals out to the condensate boundary where it decays through the creation of excitations. For typical experimental parameters, they estimate the vortex liftime to be in the range 0.1-10 s. Temperature dependence of the critical rotation frequency for the creation of vortices has been calculated in Stringari . Bogoliubov as well as Hartree-Fock-Bogoliubov-Popov theories have been used to study the stability of vortex states at finite temperature finiteT . The role of filling the vortex core by the thermal cloud as a stabilizing factor has been emphasized finiteT .

We have used the classical field method to study the dynamics of vortices in the presence of a thermal cloud. As an example, we consider $`10^5`$ <sup>87</sup>Rb atoms in a spherically symmetric trap of frequency $`\omega =2\pi 100`$ Hz. First, a suitable phase pattern (corresponding to a single quantum of circulation) is imprinted on a finite-temperature equilibrium state of an interacting Bose gas. Experimentally, phase imprinting is realized by shining a far off-resonant light on the condensate through a glass plate whose opacity varies continuously with an azimuthal angle. As a result, the condensate atoms acquire a phase depending on their location Dobrek . We situate the core of the vortex off the trap center. We see that the vortex created in this way starts moving around the trap center, slowly spiraling out to the border of the condensate. We follow the trajectory of the vortex core by time-averaging the gas density over short time. A sample trajectory of the vortex is shown in Fig.4. The equilibrium state used here for the phase imprinting contained about 48% atoms in the condensate (its energy being equal to 49.46 $`\mathrm{}\omega `$). The initial displacement of the vortex core from the trap center is $`2.66d`$. The Thomas-Fermi radius of a condensate consisting of 48000 <sup>87</sup>Rb atoms in our trap is $`5.205d`$ ($`d=\sqrt{\mathrm{}/m\omega }=1.09\mu `$m being an oscillator unit of length) – note that the vortex disappears reaching roughly this distance from the trap center.

Fig.5 shows the time dependence of the distance of the vortex core from the trap center. One can see a slow drift towards the condensate boundary superposed on top of small fluctuations coming from the interaction with the thermal part of the system. From Fig.5 one can conclude that the radial velocity of the vortex is roughly constant. Note also the vortex lifetime $`\tau `$ (here equal to about $`37`$ trap periods).

Fig.6 shows the angular velocity of the vortex core as a function of its (varying with time) distance from the trap center. One can see that the vortex moves faster and faster, in particular in the neighborhood of the condensate boundary. This result can be compared with theoretical predictions for pure, zero temperature, condensates – however, in this case there is no dissipation and off center singly quantized vortices in our case would follow closed circular trajectories. For pure condensates the angular velocity of the vortex line diverges at the condensate boundary Fetter . We also see this kind of behavior in our data for a partly condensed Bose gas. To be specific, we have compared our data with a variational estimate provided by Eq.(87) in Fetter  (here $`\mathrm{\Omega }=0`$, as the trap is nonrotating) taking 48000 <sup>87</sup>Rb atoms. Despite notable differences between the two situations (presence or absence of dissipation due to the thermal cloud) the agreement is rather good even at the quantitative level.

More features of the vortex structure can be seen in Fig.7. In this figure a 3-dimensional density of the whole gas cloud, averaged over a short time, is depicted. The outer shell is an isosurface of density near the boundary of the condensate. The whole vortex line is visible in the upper part of the figure: one can see that it is bent at the edge of the condensate and it is much thicker there than in the center of the trap. The former observation agrees with recent experimental and theoretical results bent . A plane perpendicular to the vortex line and through the trap center is also shown – it contains a surface density plot with a distinct hole at the vortex line.

So far we have kept the initial displacement of the vortex core fixed and simply studied the features of its trajectory. In the following, we look at the dependence of the vortex lifetime on its initial position in a trap. Fedichev and Shlyapnikov Gora  calculate that:

$$\tau =\frac{m^2R^2\sqrt{\mu T}}{\mathrm{}g\rho _n}\mathrm{ln}(R/x_{min}),$$
(11)
where $`R`$ is the spatial size of the condensate (well approximated by the Thomas-Fermi radius), $`x_{min}`$ is the initial displacement of the vortex line from the trap center, $`T`$ is temperature and $`\rho _n0.1m^{5/2}T^{3/2}/\mathrm{}^3`$ is the mass density of the thermal cloud (for details of the derivation see Gora ; however, note the misprint in Eq.(12) of Gora  – the bracketed factor should be raised to the power of $`(1/2)`$ and not $`(1/2)`$ misprint ).

In Fig.8 we plot the vortex lifetime as a function of its initial position (calculated from our simulations) as well as the values given by Eq.(11) (note that temperature of our system, for a given condensate fraction, has been estimated with the help of the ideal-gas formula with the finite-size corrections taken into account). One can see that it does agree quite well with the analytical estimate. However, one should note that one of the assumptions leading to the derivation of Eq.(11) is that the condition $`T\mu `$ holds. In our case $`T/\mu =2.55`$ which may be one of the reasons of the slight discrepances between our data and the analytically predicted approximate values. Note that the total energy of the system is still fixed to 49.46 $`\mathrm{}\omega `$.

We have also investigated the variation of the vortex lifetime with the total energy (which amounts to its dependence on the condensate fraction). We have seen that this relation is much weaker than the one studied above. We have also noticed that even for a fixed initial displacement (which does not specify its position uniquely) the lifetime changes from shot to shot – in other words, the complex violent behavior of the thermal cloud in different regions of the trap makes the vortex lifetime a stochastic parameter.

## V Conclusions

We have reviewed our version of the classical field approximation to the dynamics of a finite temperature Bose gas. It provides an unambiguous splitting of the system into the condensed and uncondensed parts with the help of the time averaging of the single particle density matrix. In the case of a periodic box potential, we have investigated the role of the high momentum cut-off, essential in the method. In particular, we have shown that the cut-off going to infinity limit decribes the particle number going to infinity with the scattering length going to zero. In this weak interaction limit, the relative population of the condensate tends to unity. We have also shown that the cross-over energy, at which the probability distribution of the condensate occupation changes its character – one of several measures of the energies signifying the phase transition for the finite systems – grows with a growing scattering length. In the more physical case of the condensate in the harmonic trap we have investigated the dissipative dynamics of a vortex. We have compared the decay time and the velocities of the vortex with the available analytic estimates.

The next step in going beyond the approximations employed in our model is the estimation of the influence of quantum corrections to the classical fields, in particular the study of the corresponding time scales.

We acknowledge support from the RTN Cold Quantum Gases. M.G. acknowledges support by the Polish KBN grant 2 PO3B 078 19. K.R. is supported by the subsidy of the Foundation for Polish Science.


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# Modification of the ground state in Sm-Sr manganites by oxygen isotope substitution

## Abstract

The effect of 16O $``$ 18O isotope substitution on electrical resistivity and magnetic susceptibility of Sm1-xSrxMnO3 manganites is analyzed. It is shown that the oxygen isotope substitution drastically affects the phase diagram at the crossover region between the ferromagnetic metal state and that of antiferromagnetic insulator (0.4 $`<x<`$ 0.6), and induces the metal-insulator transition at for $`x`$ = 0.475 and 0.5. The nature of antiferromagnetic insulator phase is discussed.

Despite intense studies, the nature of the colossal magnetoresistance in manganites is still a matter of hot debate. This phenomenon is usually observed when the system is close to a borderline between ferromagnetic metallic (FM) phase and an insulating (I) one. The type of the latter may be different (paramagnetic or antiferromagnetic (AF)), but there are more and more indications that there exists also some kind of charge ordering (CO) – either real long-range CO (see review article Rao  and references therein) or, at least, short-range CO correlations Lynn ; Dai . When the system is close to a FM-I crossover, even weak perturbations can induce this crossover: change of temperature temper , magnetic field magfield , pressure pressure , irradiation irrad , etc. In La-Nd-Ca Zhao  and La-Pr-Ca bab1  manganites, one can induce this crossover and consequently the metal-insulator transition even by changing the oxygen isotope content: whereas the low-temperature state of 16O samples is FM, the samples 18O become CO AF insulator. This was confirmed by direct neutron scattering study bal .

The question arises whether this spectacular phenomenon is confined only to this particular situation of insulating phase with the charge ordering and the CE-type magnetic structure, i.e. whether the nature of competing phases, in particular, the insulating one, is crucial, or one can get similar behavior in other systems close to the FM-I crossover. In studying this question, we have found yet another system with the metal-insulator transition induced by the oxygen isotope substitution: Sm1-xSrxMnO3 with $`x`$ in the 0.475–0.5 range. The neutron scattering results for this system at $`x`$=0.4 Trounov  and preliminary data for $`x`$=0.45 with 18O Kurbak  suggest that, in contrast to (La,Pr)CaMnO3, the insulating phase here has not the CE, but most probably A-type antiferromagnetic structure. If so, we could conclude that the metal-insulator transition induced by the isotope substitution is a general property of a FM-I crossover independent of the detailed nature of the insulating phase. Let us also note here that X-ray, neutron, and electron diffraction demonstrated possible existence of a short-range charge ordering for Sm1-xSrxMnO3 in the concentration range under discussion Raveau . The results of ESR Yakub  and Raman Saitoh  measurements lead to the same conclusion.

Ceramic Sm1-xSrxMnO3 samples were prepared by the solid-state reaction technique, the detailed procedure is described in Ref. Aliev, . The enrichment of the samples by 18O was performed at $`T`$ = $`950^{}`$C and at pressure $`p`$ =1 bar during 200 hours using the method reported in Refs. bab1, ; bab2, . The resistivity of the samples was measured by the conventional four-probe technique in the temperature range from 4.2 to 300 K. The measurements of real part of ac magnetic susceptibility $`\chi ^{}(T)`$ were performed in ac magnetic field with frequency 667 Hz and amplitude of about 0.4 Oe.

The temperature dependence of electrical resistivity $`\rho (T)`$ for Sm1-xSrxMnO3 samples with $`x`$ = 0.425, 0.450, 0.475, 0.500, and 0.525 annealed both in 16O and 18O atmosphere is presented in Fig. 1. Four 16O-containing samples, with $`x`$ = 0.425, 0.450, 0.475, and 0.500, are characterized by a metal-like behavior at low temperatures, Fig. 1a. With the growth of $`x`$, the resistivity increases and the metal-insulator transition point $`T_{MI}`$ shifts toward lower temperatures ($`T_{MI}`$ was determined as a point corresponding to the maximum temperature derivative of $`\rho (T)`$ below the resistivity peak). This can be attributed to the narrowing of the electron bandwidth and the weakening of ferromagnetic interaction. The sample with $`x`$ = 0.525 is an insulator down to the lowest temperatures.

After the 16O $``$ 18O isotope substitution, only two samples with the lowest Sr content ($`x`$ = 0.425 and 0.450) remain metal-like at low temperatures, the other become insulating (Fig. 1b). These metallic samples have much higher resistivity than those with 16O. $`T_{MI}`$ decreases by 40 K and 60 K for the samples with $`x`$ = 0.425 and 0.450, respectively. For $`x`$ = 0.475 and 0.500, we observed the metal-insulator transition induced by the oxygen isotope substitution (see inset in Fig. 1a) similar to that reported for La-Pr manganites bab1 . Thus, in this system, the 16O $``$ 18O isotope substitution leads to the changes in the phase diagram: the weakening of the ferromagnetism and the stabilization of the insulating (probably CO) phase. A more pronounced thermal hysteresis in $`\rho (T)`$ curves for the 18O samples is a manifestation of their enhanced inhomogeneity. A relatively low magnetic field ($`H=1`$ T) transforms the samples with 18O to the metal-like state and suppresses the contribution from the high-resistivity insulating state (for $`x`$=0.500 see inset in Fig. 1b).

The temperature dependence of the ac magnetic susceptibility $`\chi ^{}(T)`$ for Sm1-xSrxMnO3 system is presented in Fig. 2. The steep growth of $`\chi ^{}(T)`$ corresponds to the onset of FM ordering; the Curie temperature $`T_C`$ was determined as a point corresponding to the maximum $`d\chi ^{}(T)/dT`$. For samples with 16O and $`x`$ = 0.425, 0.450, and 0.475, $`\chi ^{}(T)`$ behaves in a similar manner (as far as the magnitude of $`\chi ^{}`$ and $`T_C`$ are concerned). One sees that these samples are essentially ferromagnetic. The behavior of $`\chi ^{}`$ at low temperatures (decrease after reaching a maximum) is apparently connected with the effect of magnetic domains, see Ref. domains, .

For $`x`$ = 0.500, the $`\chi ^{}`$ value drops drastically, $`T_C`$ shifts toward lower temperatures, this is a signature of the decreasing contribution of FM phase. For the composition with $`x`$ = 0.525 the susceptibility becomes very small, and the ferromagnetism almost disappears. In the samples with 18O, for compositions with $`x`$ 0.450 the $`\chi ^{}`$ value is significantly lower in comparison to the samples with 16O, $`T_C`$ is also much lower and the hysteresis appears. The FM phase content decreases so steeply that it becomes insufficient for the percolation in the samples with $`x`$ = 0.475 and 0.500, as it is clearly seen for the corresponding $`\rho (T)`$ curves. The FM–CO phase boundary shifts toward the CO state.

The temperature dependence of inverse ac magnetic susceptibility $`1/\chi ^{}(T)`$ for Sm1-xSrxMnO3 manganite samples with 16O and 18O is shown in insets in Figs. 2a and 2b, respectively. Above the magnetic ordering temperature, the behavior of $`1/\chi ^{}(T)`$ curves is rather complicated suggesting the existence of an inhomogeneous state even in the paramagnetic region. At relatively high temperatures, $`T`$ 250–300 K, all $`1/\chi ^{}(T)`$ are very close to each other exhibiting a nearly linear growth of the Curie–Weiss type. With the temperature lowering, the curves flatten, the flattening being more pronounced for larger $`x`$. For $`x`$ = 0.475, $`x`$ = 0.500, we can see even a plateau in $`1/\chi ^{}(T)`$. The onset temperature for the flattening and deviation of $`1/\chi ^{}(T)`$ curves for different $`x`$ from each other seems to be related to the arising CO correlations ($`T_{CO}240`$ K). This value agrees with the data of Refs. Mukhin, ; Yakub, . The behavior of $`1/\chi ^{}(T)`$ at $`T<T_{CO}`$ can be interpreted in a picture of interacting and competing FM and CO correlations, the latter growing with $`x`$. Similar behavior was reported in Ref. temper, .

At $`T>T_C`$, the 16O $`^{18}`$O isotope substitution does not change the general features of $`1/\chi ^{}(T)`$ curves: the deviations from the Curie–Weiss law begin at the same temperature, below which the slope of $`1/\chi ^{}(T)`$ is virtually independent of the isotope content at a given value of $`x`$. However, for the heavier isotope, $`T_C`$ becomes lower and $`1/\chi ^{}`$ increases. Thus, for the samples with 18O, the plateau in $`1/\chi ^{}(T)`$ curves is observed within a wider temperature range. We can argue that the AFM correlations related to the charge ordering arise in the 18O samples at the same temperature $`T_{CO}240`$ K, but exist down to lower temperatures, i.e. the FM interaction becomes weaker and the CO–FM equilibrium shifts toward the CO state. In the samples with 18O, the transition to the FM state is characterized by a broader hysteresis in comparison to that than for the 16O samples.

From the data presented above one sees that the 16O $``$ 18O isotope substitution induces the metal-insulator transition close to the crossover to an insulating state. According to Ref. Raveau, , for 16O samples such a crossover starts already at $`x`$ = 0.4 and extends up to $`x`$ = 0.6. As follows from our data, the actual change of the ground state occurs at $`x0.5`$ (although an inhomogeneous state with some traces of the FM phase may exist up to $`x`$ = 0.6).

The exact nature of an insulating phase for $`x`$ 0.5 is not yet established with certainty, but the neutron scattering data Kurbak  show that it is an $`A`$-type antiferromagnet. This agrees with the general trend characteristic of R1-xSrxMnO3 manganites where the $`A`$-type “bad metal” state was observed for $`x`$ 0.5 in compounds with R = La LaSr  and R = Nd KajimotoNdSr , and with the theoretical considerations Ishihara ; vdBrinKh . In our case, this state is insulating but the resistivity and the energy gap in it at low temperatures are much smaller than in (La1-yPry)0.7Ca0.3MnO3 with $`y`$= 0.75, for which the isotope-induced metal-insulator transition was first observed in Ref. bab1, . Indeed, whereas the room temperature resistivities of these two systems are comparable (0.29 Ohm$``$cm in (SmSr)MnO3 vs 0.37 Ohm$``$cm in (LaPr)CaMnO3), the resistivities at 60 K are already much different: 3.5$``$103 Ohm$``$cm for SmSr system vs 2.9$``$107 Ohm$``$cm for (LaPr)Ca one. Note that the samples of both systems had similar porosity and mean grain size. The effective activation energies at lowest temperatures can be estimated as $``$15 meV for the SmSr case but $``$120 meV for (LaPr)Ca.

The insulating behavior of SmSr samples be either related to the granular nature of our samples as contrasted with the single crystals studied in Kuwa , or may be due to a formation of some weak superstructure of the CO type Raveau . As follows from the results of Kuwa , the $`A`$-type AFM single crystals show metal-like behavior in the $`ab`$-plane, but are insulating in $`c`$-direction. This can lead to an insulating behavior with small activation energy in our ceramic samples.

Another factor may be a possible instability of a metallic state. Most probably, the occupied orbitals in the $`A`$-type SmSr insulating phase for $`x`$ 0.5 are of $`x^2y^2`$ type KajimotoNdSr ; Ishihara ; vdBrinKh , whereas these are ordered $`3x^2r^2`$ and $`3y^2r^2`$ in (LaPr)0.7Ca0.3MnO3, the latter having the conventional charge ordering with the CE magnetic structure. The existence of a small energy gap in the $`A`$-type SmSr system may be related to the instability of a metallic state: the Hubbard subband of $`x^2y^2`$ type will have spectrum $`\epsilon (k)=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)`$ and it will be half filled at $`x`$ = 0.5, which would give a nested Fermi surface. This can lead to a charge-density-wave state with the opening of a small gap. This should also give a superstructure with the wavevector $`q=(\frac{1}{2},\frac{1}{2},0)`$ – the same as in the usual CO state, but with much weaker distortions. It would be interesting to look for such weak superstructure experimentally.

The present results show that the isotope substitution can drastically change the properties of the system when it is close to a FM-I crossover independent of the detailed nature of the I phase. For the (LaPr)Ca system, this I state is a ”strong” insulator with the charge ordering and the CE magnetic ordering, whereas here, in SmSr system, it is a weak insulator of the $`A`$-type. Nevertheless the effect of the isotope substitution is similar.

The detailed mechanism of the isotope effect on the properties of manganites is not yet completely clear, but most probably it is connected with the decrease in the electron bandwidth for heavier isotopes either due to zero-point oscillations or to polaronic effects bab2 ; Edwards . This is consistent with the change of $`T_{CO}`$ and $`T_C`$ with the isotope content shown in Fig. 3. The CO state is relatively insensitive to the isotope composition, which is quite natural if the mechanism of CO (or CDW) is predominantly electron-lattice interaction KugKhEPL  (as is well known, the dimensionless electron-phonon coupling constant $`\lambda `$ does not depend on the mass of ions). On the contrary, $`T_C`$ in the double exchange model scales with the bandwidth, and the decrease in $`T_C`$ with the growth of oxygen mass (Fig. 3) is consistent with this interpretation.

Summarizing, we studied the effect of the oxygen isotope substitution on the properties of Sm1-xSrxMnO3 in the most interesting concentration range 0.4 $`x`$ 0.6. It was shown that close to a crossover from the ferromagnetic metallic state ($`x`$ 0.5) to an antiferromagnetic insulator ($`x`$ 0.5) all the properties change drastically – up to the fact that for $`x`$ = 0.475 and 0.5 one even induces the metal-insulator transition by the 16O $``$ 18O substitution. Most probably this substitution transforms the FM state to an A-type antiferromagnet. We speculate that the relevant orbitals in this state are $`x^2y^2`$ ones and the energy gap appears due to the formation of a charge density wave in the $`x^2y^2`$ band. We conclude that this transition is induced by the decrease of the bandwidth for heavier ions. The results obtained, together with the earlier observed isotope-induced metal-insulator transition in (La1-yPry)0.7Ca0.3MnO3, show that the isotope substitution is a powerful tool both for modifying the properties of manganites close to a crossover between different states and for the study of their physical characteristics.

We are grateful to A. N. Taldenkov and A. V. Inyushkin for helpful discussions and to A.I. Kurbakov for providing us with his neutron scattering data prior to publication. The work was supported by grants of INTAS (01-2008), CRDF (RP2-2355-MO-02), NWO (097-008-017), and RFBR (01-02-1624, 02-02-16078, 02-03-33258 and 00-15-96570).


text:
# Random walks that avoid their past convex hull

## 1 Introduction

We consider the following random walk model and some closely related models: inductively construct a sequence of points $`x_i^d`$ by defining $`x_0=0`$ and $`x_{n+1}`$ to be uniformly distributed on the sphere of radius 1 around $`x_n`$ but conditioned so that the “step” segment $`\overline{x_nx_{n+1}}`$ does not intersect the interior of the convex hull of $`\{x_0,\mathrm{},x_n\}`$.

In the plane ($`d=2`$) this describes a frontier rancher who is walking about and at each step increases his ranch by “dragging” with him the fence that defines it.

This model falls into the large category of self interacting random walks, such as reinforced random walk or self-avoiding walk. These models are difficult to analyze in general. The reader should consult , , , , and especially the survey papers ,  for examples.

Over the next few sections we investigate the asymptotic behavior of $`x_n`$. The main result, reported in Section 2, is that the planar rancher has positive lim sup speed. We conjecture that the direction of $`x_n`$ converges a.s. It would be natural to believe that the deviations of the process from its eventual direction are diffusive (or they are roughly described by a one-dimensional random walk with, say, bounded increments). In Section 4 we discuss simulations indicating that this is not the case. Based on these simulations we conjecture that at time $`n`$ the distance of the farthest point on the path from the line $`ox_n`$ behaves like $`n^{3/4}`$.

In Section 5 we study a related one-dimensional model that we call the extremal investor. This model describes what happens to the value of a stock when the stockholder’s decisions are influenced by best and worst past performance in a simple way. Simulations for the critical case of this process yield the same exponent $`3/4`$.

## 2 Speed in 2 dimensions

Since the model provides some sort of “repulsion” of the rancher from his past, it can be expected that the rancher will escape faster than a regular random walk. In the 2 dimensional case we show the following:

###### Theorem 1

If $`d=2`$ then there exists $`s>0`$ such that $`lim\; supx_n/ns`$ a.s.

This means that the rancher has positive lim sup speed. Our simulations give an approximate speed of $`0.314`$.

The idea of the proof is to find a set of times of positive density in which the expected gain in distance is bounded from below.

There are two cases where the expected gain in distance can be small. If, from the point of view of the rancher, the angle that the ranch spans is very small then the next step is close to uniform. The second problematic case is when the angle the ranch spans is very close to $`\pi `$ with the direction of the origin close to one of the ends. In this case the expected gain in distance is also small.

* Set $`s_n=x_{n+1}x_n`$ and note that always $`𝐄s_n0`$ since the legal directions of travel span an arc not containing the origin.

Let $`R_n`$ denote the ranch at time $`n`$. If the angle of the polygon $`R_n`$ at $`x_n`$ is in $`[\epsilon ,\pi \epsilon ]`$, then $`𝐄s_n`$ is bounded from below by some function of $`\epsilon `$.

If the angle is less then $`\epsilon `$ then we consider two consecutive times. With probability at least half, the absolute value of the angle $`ox_nx_{n+1}`$ is in $`[\pi /4,3\pi /4]`$. (Our convention will be to regard an angle $`xyz`$ as a signed quantity in $`(\pi ,\pi ]`$.) In that case the angle the ranch spans at time $`n+1`$ is large but not too large, and we have a lower bound on $`𝐄s_{n+1}`$. If the first step is bad we just use the bound $`𝐄s_{n+1}>0`$ and together we have a uniform bound on $`𝐄s_{n+1}`$ in the case that the angle is small.

If the angle is large then we are in a tighter spot: it could stay large for several steps. The rest of the proof consists of showing that at positive fraction of time the angle is not large.

We first introduce some notation. Consider the half-line starting from $`x_n`$ that contains the edge of $`R_n`$ incident to and clockwise from $`x_n`$. Let $`y_n`$ denote the intersection of this half line and the boundary $`C`$ of the smallest disk about the origin $`o`$ containing the ranch. Let $`\alpha _n`$ denote the angle $`\pi ox_ny_n`$, and let $`\alpha _n^{}`$ denote the analogous angle in the counterclockwise direction. Let $`d_n`$ be the distance between $`C`$ and $`x_n`$.

If $`d_n`$ is bounded above, then with probability bounded away from 0, in a bounded number of steps the walk can get to a position where $`\text{E}s_n^{}>c>0.`$ So it is suffices to show that the Markov process $`\{(R_n,x_n)\}`$ returns to the set $`A=\{(R,x):d<d_{}\}`$ at a positive fraction of time.

To show this, we use a martingale argument; it suffices to exhibit a non-negative function $`f(R_n,x_n)`$, so that the expected increase in $`f`$ given the present is negative and bounded away from zero when $`(R_n,x_n)A`$, and is bounded from above when $`(R_n,x_n)A`$. The sufficiency of the above is proved in Lemma 1 below; there take $`A_n`$ to be the event $`(R_n,x_n)A`$, and $`X_n=x_n`$. We now proceed to exhibit a function $`f`$ with the above properties.

The standard function that has this property is the expected hitting time of $`A`$. We will try to guess this. The motivation for our guess is the following heuristic picture. When the angle $`\alpha `$ is small, it has a tendency to increase by a quantity of order roughly $`1/d`$, and $`d`$ tends to decrease by a quantity of order $`\alpha `$. This means that $`d`$ performs a random walk with downward drift at least $`1/d`$, but this is not enough for positive recurrence. So we have to wait for a few steps for $`\alpha `$ to increase enough to provide sufficient drift for $`d`$; the catch is that in every step $`\alpha `$ has a chance of order $`\alpha `$ to decrease, and the same order of chance to decrease to a fraction of its size. So $`\alpha `$ tends to grow steadily and collapse suddenly. If the typical size is $`\alpha _{}`$, then it takes order $`1/\alpha _{}`$ time to collapse. During this time it grows by about $`1/(d\alpha _{})`$, which should be on the order of the typical size $`\alpha _{}`$, giving $`\alpha _{}=d^{1/2}`$. This suggests that the process $`d`$ has drift of this order, so the expected hitting time of $`0`$ is of order $`d^{3/2}`$. A more accurate guess depends on $`\alpha `$, too.

We define the functions $`f_1(d)=d^{3/2}`$, $`f_2(d,\alpha )=((cd^{1/2})(\alpha d))`$, where $`c=1/6`$ is a constant, and $`f(d,\alpha ,\alpha ^{})=f_1(d)+f_2(d,\alpha )+f_2(d,\alpha ^{})`$. It is clear that $`f(d_n,\alpha _n,\alpha _n^{})`$ can only increase by a bounded amount on $`A`$. $`f`$ can be negative, but it is bounded from below, which is sufficient. We want to show that given the present outside $`A`$ the expected change in $`f(d_n,\alpha _n,\alpha _n^{})`$ is negative and bounded away from zero.

First we consider the expected change in $`f_1`$. All expected values will be conditional on the information available at time $`n`$. To simplify notation, assume that the coordinates of $`x_n`$ satisfy $`x_{n,1}>0`$, and $`x_{n,2}=0`$. We first bound the expected decrease $`d_nd_{n+1}`$.

$$\text{E}\mathrm{\Delta }d=\text{E}x_{n+1}x_n\text{E}x_{n+1,1}x_{n,1}$$
(1)
The right hand side can be computed directly. Let $`\beta =ox_nx_{n+1}\pi `$ denote the random angle of the $`n`$th step. We keep our convention that $`\beta (\pi ,\pi ]`$; for example, $`\beta =0`$ means that the walker moved directly away from $`o`$, $`\beta >0`$ means that the walker moved “counterclockwise”. Then $`\beta `$ has uniform distribution on $`[\alpha _n,\alpha _n^{}].`$ We can then write the right of (1) as an integral

$$\frac{1}{\alpha _n+\alpha _n^{}}_{\alpha _n}^{\alpha _n^{}}\mathrm{cos}\beta d\beta \frac{\mathrm{sin}\alpha _n+\mathrm{sin}\alpha _n^{}}{2\pi }$$

Using the fact that for $`\mathrm{\Delta }d`$ bounded we have

$$(d+\mathrm{\Delta }d)^{3/2}=d^{3/2}+\frac{3}{2}d^{1/2}\mathrm{\Delta }d+O(d^{1/2})$$

we bound

$$\text{E}\mathrm{\Delta }f_1\frac{3}{4\pi }\left(\mathrm{sin}\alpha _n+\mathrm{sin}\alpha _n^{}\right)d_n^{1/2}+\delta .$$
(2)
Here and in the sequel $`\delta `$ denotes any quantity that converges to $`0`$ if $`d_{}`$ converges to $`\mathrm{}`$ ($`d_{}`$ is a constant to be set later so that $`\delta `$ is sufficiently small).

We now proceed to bound the expected change in $`f_2(d_n,\alpha _n)`$; denote this change by $`\mathrm{\Delta }f_2`$. We break up $`\mathrm{\Delta }f_2`$ into important and unimportant parts:

$`\mathrm{\Delta }f_2`$ $`=`$ $`(cd_n^{1/2}\alpha _nd_ncd_n^{1/2}\alpha _{n+1}d_n)`$
$`+`$ $`(cd_n^{1/2}\alpha _{n+1}d_ncd_{n+1}^{1/2}\alpha _{n+1}d_n)`$
$`+`$ $`(cd_{n+1}^{1/2}\alpha _{n+1}d_ncd_{n+1}^{1/2}\alpha _{n+1}d_{n+1}).`$
The second term is bounded above by $`c|d_{n+1}^{1/2}d_n^{1/2}|=\delta `$, the third term is non-positive unless $`cd_{n+1}^{1/2}>\alpha _{n+1}d_n`$, and then it can be at most $`\alpha _{n+1}|\mathrm{\Delta }d|=\delta `$. Thus important increase can only come from the third term; call it $`z`$. We examine three cases according to the value of $`\beta `$.

Event $`B_2`$: $`\beta [0,\pi \alpha _n]`$ (equivalently, $`x_{n+1}`$ is on the side opposite of $`R_n`$ for the lines $`ox_n`$ and $`x_ny_n`$). Then

$`\mathrm{\Delta }\alpha `$ $`=`$ $`ox_ny_nox_{n+1}y_{n+1}ox_ny_nox_{n+1}y_n`$ (3)
$`=`$ $`x_nox_{n+1}+x_{n+1}y_nx_nx_{n+1}y_nx_n0.`$
All inequalities follow from our assumption $`B_2`$. The equality follows from the fact that the angles in the quadrangle $`ox_ny_nx_{n+1}`$ add up to $`2\pi `$. A byproduct of (3) is that $`B_2`$ implies $`z0`$. We now compute the last angle in (3) using a simple identity in the triangle $`x_ny_nx_{n+1}`$:

$$\text{dist}(x_{n+1},y_n)\mathrm{sin}(x_{n+1}y_nx_n)=\text{dist}(x_n,x_{n+1})\mathrm{sin}(y_nx_nx_{n+1})=\mathrm{sin}(\beta +\alpha _n).$$
(4)
Now assume that $`\alpha _n<(c\delta )d_n^{1/2}`$. Then

$$\text{dist}(x_{n+1},y_n)1+\text{dist}(x_n,y_n)1+\text{dist}(x_n,p)=1+d_n(\mathrm{cos}\alpha _n)^1=d_n(1+\delta ),$$

where the point $`p`$ is the intersection of the tangent line to $`C`$ at the ray $`ox_n`$ and the line $`x_ny_n`$. We can then conclude from (3) and (4) that

$$\mathrm{\Delta }\alpha x_{n+1}y_nx_n(1\delta )\mathrm{sin}(\beta +\alpha _n)/d_n.$$
(5)
The criterion $`\alpha _n<(c\delta )d_n^{1/2}`$ (for $`\delta `$ not too small) guarantees that the cutoff at $`cd^{1/2}`$ does not apply too early, and (5) implies $`z(1\delta )\mathrm{sin}(\beta +\alpha _n)`$. Therefore

$$\text{E}[z;B_2](\alpha _n+\alpha _n^{})^1_0^{\pi \alpha _n}\mathrm{sin}(\beta \alpha _n)𝑑\beta +\delta 2\pi ^1+\delta .$$

Event $`B_3`$: $`\beta >\pi \alpha _n`$. In this case $`R_{n+1}`$ has an edge $`x_{n+1}x_n`$, and clearly $`\alpha _{n+1}>\pi \beta `$. Thus

$$\text{P}[0<z\text{ and }B_3]\text{P}[\pi \beta <cd_n^{1/2}]cd_n^{1/2}\pi ^1.$$

Event $`B_1`$: $`\beta <0`$. We can bound $`\alpha _{n+1}`$ below by $`\beta +\alpha _n`$ as follows. First, note that $`\alpha _{n+1}=\pi ox_{n+1}y_{n+1}\pi ox_{n+1}y_n`$. Also $`\beta +\alpha _n=y_nx_nx_{n+1}=\pi x_nx_{n+1}y_nx_{n+1}y_nx_n`$, since the angles of a triangle add to $`\pi `$. We can split $`x_nx_{n+1}y_n=x_nx_{n+1}o+ox_{n+1}y_n`$. Putting these together we get $`\alpha _{n+1}=\beta +\alpha _n+x_nx_{n+1}o+x_{n+1}y_nx_n`$, and since the latter two angles are small and positive, $`\alpha _{n+1}>\beta +\alpha _n`$. Therefore

$$\text{P}[0<z\text{ and }B_1]\text{P}[\beta +\alpha _n<cd_n^{1/2}]cd_n^{1/2}\pi ^1.$$

We now summarize our estimates. Since $`z`$ can be at most $`cd_n^{1/2}`$, there is at most a bounded amount of positive drift in $`f_2`$:

$$\text{E}[\mathrm{\Delta }f_2;B_1B_3]2c^2\pi ^1+\delta .$$

If $`\alpha _n<(c\delta )d^{1/2}`$, then this is offset by the negative drift

$$\text{E}[\mathrm{\Delta }f_2;B_2]2\pi ^1+\delta ,$$

and both inequalities have counterparts for $`\alpha _n^{}`$. If $`\alpha _n,\alpha _n^{}(c\delta )d^{1/2}`$, and at least one of them is less than $`\pi \epsilon `$, then from (2) we have

$$\text{E}\mathrm{\Delta }f_13c/(4\pi )+\delta .$$

So for the cases covered so far,

$$\text{E}\mathrm{\Delta }f(4c^223c/4)\pi ^1+\delta .$$

This, for small $`\delta `$ and $`c=1/6`$, is negative and bounded away from 0. The only remaining case is when $`\alpha _n,\alpha _n^{}>\pi \epsilon `$. We have seen that (looking at two steps at a time) $`\text{E}d_{n+2}d_n`$ is bounded below by a fixed constant, hence the expected decrease in $`f_1`$ is at least a constant times $`d_n^{1/2}`$, which is enough to offset any bounded positive drift in $`f_2`$. Another way to handle this case is to add $`f_3=\mathrm{𝟏}(\alpha ,\alpha ^{}>\pi \epsilon )`$ to $`f`$.

For the following lemma, we use the notation $`\mathrm{\Delta }_ma_n=a_{n+m}a_n`$, and $`\mathrm{\Delta }a_n=\mathrm{\Delta }_1a_n`$.

###### Lemma 1

Let $`\{(X_n,f_n,A_n)\}`$ be a sequence of triples adapted to the increasing filtration $`\{_n\}`$ (with $`_0`$ trivial) so that $`X_n`$, $`f_n`$ are random variables and $`A_n`$ are events satisfying the following. There exist positive constants $`c_1,c_2,c_3,c_4`$, and a positive integer $`m`$, so we have a.s. for all $`n`$

$`|\mathrm{\Delta }X_n|`$ $``$ $`1,`$
$`\text{E}[\mathrm{\Delta }X_n|_n]`$ $``$ $`0,`$ (6)
$`\text{E}[\mathrm{\Delta }_mX_n|_n,A_n]`$ $`>`$ $`c_1,`$ (7)
$`f_n`$ $`>`$ $`c_2,`$
$`\mathrm{\Delta }f_n\mathrm{𝟏}(A_n)`$ $`<`$ $`c_3,`$ (8)
$`\text{E}[\mathrm{\Delta }f_n|_n,A_n^c]`$ $`<`$ $`c_4.`$ (9)
Then for some positive constant $`c_5`$ we have

$$lim\; supX_n/n>c_5\text{a.s.}$$
(10)
* Let $`G_n=_{i=0}^{n1}\mathrm{𝟏}_{A_i}`$, and let $`G_{n,k}=_{i=0}^{n1}\mathrm{𝟏}_{A_{mi+k}}`$, $`0k<n`$. First we show that the $`m+1`$ processes

$`\{c_1G_{n,k}X_{mn+k}\}_{n0},0k<m,`$ (11)
$`\{f_nc_3G_n+c_4(nG_n)\}_{n0}`$ (12)
are supermartingales adapted to $`\{_{mn+k}\}_{n0}`$, $`0k<m`$, $`\{_n\}_{n0}`$, respectively. For the first $`m`$ processes fix $`k`$, and note that $`\text{E}[c_1(G_{n+1,k}G_{n,k})|F_{mn+k}]=c_1\mathrm{𝟏}(A_{mn+k})`$. Consider

$$\text{E}[c_1(G_{n+1,k}G_{n,k})|_{mn+k}]+\text{E}[(X_{m(n+1)+k}X_{mn+k})|_{mn+k}]$$

If $`A_{mn+k}`$ happens, then the first term equals $`c_1`$, and the second is less than $`c_1`$ by (7). If $`A_{mn+k}`$ does not happen, then the first term equals $`0`$ and the second is nonpositive by (6). Putting these two together shows that (11) are supermartingales. For the last process, consider

$$\text{E}[\mathrm{\Delta }f_n|_n]+\text{E}[c_3\mathrm{\Delta }G_n|_n]+\text{E}[c4(1\mathrm{\Delta }G_n)|_n].$$

If $`A_n`$ happens, then the first term is less than $`c_3`$ by (8), the second term equals $`c_3`$, and the last equals $`0`$. If $`A_n`$ does not happen, then the first term is less than $`c_4`$ by (9), the second term equals $`0`$, and the third equals $`c_4`$. In both cases we get that the process (12) is a supermartingale.

It follows from the supermartingale property that for some $`c>0`$ and all $`n0`$ we have

$`\text{E}X_{mn+k}`$ $``$ $`c_1\text{E}G_{n,k}c,0k<m,`$ (13)
$`\text{E}G_n`$ $``$ $`c_4/(c_3+c_4)nc.`$ (14)
Since $`G_{mn}=G_{n,0}+\mathrm{}+G_{n,m1}`$, it follows from (14) that for some $`c_6>0`$ and all large $`n`$ there is $`k=k(n)`$, so that $`\text{E}G_{n,k}>c_6n`$. Then for some $`c_7>0`$ we have $`\text{E}X_{nm+k}>c_7n`$ by (13). As a consequence, for $`Y_n=\mathrm{max}\{X_{mn},\mathrm{},X_{mn+m1}\}`$ we have $`\text{E}Y_n>c_7n`$.

Thus for some $`c_8<1`$ we have $`\text{E}(1Y_n/(mn))<c_8`$ for all large $`n`$. Since $`X_nX_0+n`$, we have $`Y_nX_0+mn+m1=mn+c_9`$ and therefore $`1(Y_nc_9)/(mn)0`$. Fatou’s lemma then implies

$$\text{E}lim\; inf(1Y_n/(mn))=\text{E}lim\; inf(1(Y_nc_9)/(mn))c_8,$$

for some $`c_{10}(c_8,1)`$ Markov’s inequality gives $`\text{P}(lim\; inf(1Y_n/(mn))<c_8/c_{10})>1c_{10}`$. So for some $`c_5>0`$,

$$\text{P}(lim\; supX_n/n>c_5)>1c_{10},$$

but we can repeat this argument while conditioning on the $`\sigma `$-field $`_t`$ to get

$$\text{P}(lim\; supX_n/n>c_5|_t)>1c_{10}$$

so letting $`t\mathrm{}`$ by Lévy’s 0-1 law we get (10).

## 3 Angular convergence, $`d=2`$

In the case $`d=2`$ we have seen that the rancher has positive speed. This means he is similar to a random walk where the radius is growing linearly and there is a random movement in the angular direction. Since the distance is linear in $`n`$ we have that the angular change is of order $`n^1`$. If the signs of the angular change were independent this would imply angular convergence.

In our case the angular movements are positively correlated: after a move in one direction the process tends to keep moving in that direction. Simulations suggest that these correlations are not enough to stop angular convergence, and we conjecture that this is in fact the case.

## 4 Simulations and the exponent 3/4

Computer simulations of the two dimensional process show angular convergence to a random direction. We measured a related quantity, the width $`w_n`$ of the path at time $`n`$, defined as the distance of the farthest point on the path from the line $`ox_n`$.

It is natural to guess that $`w_n`$ should behave as the maximum of up to time $`n`$ of a one-dimensional Brownian motion, and have a typical size of $`n^{1/2}`$. Our simulations, however, show an entirely different picture. Figure 2 is a log base $`10`$ plot of 500 realizations of $`w_n`$ on independent processes. $`n`$ ranges from a thousand to a million steps equally spaced on the log scale. The slope of the regression line is $`0.746`$ (SE $`0.008`$). A regression line on the medians of $`1000`$ measurements of walks of length $`10^3,10^4,10^5,10^6`$ gave a value of $`.75002`$ (SE $`0.002`$). Based on these simulations, we conjecture that $`w_n`$ behaves like $`n^{3/4}`$. To put it rigorously in a weak form:

###### Conjecture 1

For every $`\epsilon >0`$ we have $`\text{P}[n^{3/4\epsilon }<w_n<n^{3/4+\epsilon }]1`$ as $`n\mathrm{}`$.

## 5 The extremal investor

Stock or portfolio prices are often modeled by exponentiated random walk or Brownian motion. In the simplest discrete-time model, the log stock price, denoted $`x_n`$, changes every time by an independent standard Gaussian random variable.

Ones decision whether to invest in, say, a mutual fund is often based on past performance of the fund. Mutual fund companies report past performance for periods ending at present; the periods are often hand-picked to show the best possible performance. The simplest such statistic is the overall best performance over periods ending in the present. In terms of log interest rate it is given by

$$r_n^{\mathrm{max}}=\underset{m<n}{\mathrm{max}}\frac{x_nx_m}{nm},$$
(15)
that is the maximal slope of lines intersecting the graph of $`x_n`$ in both a past point and the present point.

A more cautious investor also looks at the worst performance $`r_n^{\mathrm{min}}`$, given by (15) with a $`\mathrm{min}`$, and makes a decision to buy, sell or hold accordingly, influencing the fund price. In the simplest model, which we call the extremal investor model, the change in the log fund price given the present is simply a Gaussian with standard deviation 1 and expected value given by a fixed influence parameter $`\alpha `$ times the average of $`r^{\mathrm{max}}`$ and $`r^{\mathrm{min}}`$:

$$x_{n+1}=x_n+\alpha \frac{r_n^{\mathrm{max}}+r_n^{\mathrm{min}}}{2}+\text{ standard Gaussian}.$$

This process is related to the rancher in two dimensions, since the future behavior of $`x_n`$ is influenced through the shape of the convex hull of the graph of $`x_n`$ at the tip. Let $`w_n`$ denote the greatest distance between $`x_n`$ and the linear interpolation from time zero to the present (assume $`x_0=0`$):

$$w_n=\underset{mn}{\mathrm{max}}\left|x_m\frac{m}{n}x_n\right|.$$

We have the following version of Conjecture 1:

###### Conjecture 2

Let $`\alpha =1`$. For every $`\epsilon >0`$ we have $`\text{P}[n^{3/4\epsilon }<w_n<n^{3/4+\epsilon }]1`$ as $`n\mathrm{}`$.

A moment of thought shows that for $`\alpha >1`$, $`x_n`$ will blow up exponentially, so $`\alpha _c=1`$ is the critical parameter. For $`\alpha <1`$ the behavior of $`w_n`$ seems to be governed by an exponent between $`1/2`$ and $`3/4`$ depending on $`\alpha `$. Simulations confirm Conjecture 2. For $`\alpha <1`$ the $`x_n/n`$ seems to converge to $`0`$, but in the case of $`\alpha =1`$, it converges to a nontrivial random variable a.s.

## 6 Questions

###### Question 3

Prove Theorem 1 with $`lim\; inf`$ instead of $`lim\; sup`$.

###### Question 4

Show that for some $`s>0`$ the 2-dim rancher has speed $`s`$ a.s. This could follow from some super-linearity result on the rancher’s travels.

###### Question 5

What is the behavior in higher dimensions? Does speed remain positive? If not, is $`x_n=O(\sqrt{n})`$ or is it significantly faster? What about convergence of direction?

###### Question 6

In $`d=2`$ what is the scaling limit of the path?

###### Question 7

If longer step sizes are allowed what happens when the tail is thickened? Are there distributions which give positive speed without convergence of direction?