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# A New Noncommutative Product on the Fuzzy Two-Sphere Corresponding to the Unitary Representation of 𝑆𝑈(2) and the Seiberg-Witten Map

## 1 Introduction

The fuzzy sphere is a 2d surface on which the coordinates are represented by operators $`\widehat{x}^a`$ $`(a=1,2,3)`$ that satisfy a condition

$$(\widehat{x}^a)^2=R^2\mathrm{𝟏}$$
(1)
as well as a commutation relation

$$[\widehat{x}^a,\widehat{x}^b]=2i\lambda ϵ_{abc}\widehat{x}^c,$$
(2)
where $`\lambda `$ is a constant parameter, $`\mathrm{𝟏}`$ an identity operator and $`R`$ the radius of the sphere.

Because (2) is the $`su(2)`$ algebra, for a unitary representation $`j(2j=0,1,2,\mathrm{})`$, $`\widehat{x}^a`$ is represented by a hermitian $`(2j+1)\times (2j+1)`$ matrix. The $`(2j+1)^2`$ components of this matrix can be decomposed into $`2j+1`$ irreducible representations of $`SU(2)`$ with angular momentum $`\mathrm{}=0,1,\mathrm{},2j`$. These representations are called spherical harmonics on the fuzzy sphere $`\widehat{Y}_\mathrm{}m`$ and are $`(2j+1)\times (2j+1)`$ matrices. Therefore the algebra of the spherical harmonics on the fuzzy sphere is noncommutative. Furthermore in representation $`j`$ the product of $`\widehat{Y}_\mathrm{}m`$ and $`\widehat{Y}_\mathrm{}^{}m^{}`$ ($`\mathrm{},\mathrm{}^{}=0,1,\mathrm{},2j`$) are expanded in a linear combination of $`\widehat{Y}_{\mathrm{}^{\prime \prime }m^{\prime \prime }}`$ with $`\mathrm{}^{\prime \prime }=0,1,\mathrm{},\text{min}(\mathrm{}+\mathrm{}^{},2j)`$.

$$\widehat{Y}_\mathrm{}m\widehat{Y}_\mathrm{}^{}m^{}=\underset{\mathrm{}^{\prime \prime }m^{\prime \prime },(\mathrm{}^{\prime \prime }\text{min}(\mathrm{}+\mathrm{}^{},2j))}{}C_{\mathrm{}m,\mathrm{}^{}m^{}}^{\mathrm{}^{\prime \prime }m^{\prime \prime }}\widehat{Y}_{\mathrm{}^{\prime \prime }m^{\prime \prime }}$$
(3)
Therefore in contrast to the ordinary spherical harmonics $`Y_\mathrm{}m`$ there is a truncation of the angular momentum.

Field theories on a fuzzy sphere have been studied by many people.  In  a gauge theory was constructed in the context of a spherical D2-brane in $`SU(2)`$ WZW model. The dynamical degrees of freedom are finite-size matrices. In the case of a flat space and infinite matrices the algebra of matrices can be realized by that of functions. The multiplication rule of the matrices are realized in the algebra of functions by the Moyal product. For finite matrices on the fuzzy sphere the corresponding noncommutative (star) product was considered in . In  an explicit formula for the star product on fuzzy sphere was constructed using the coherent state method.

$$fg=fg+\underset{m=1}{\overset{2j}{}}\frac{(2jm)!}{m!(2j)!}J^{a_1b_1}J^{a_2b_2}\mathrm{}J^{a_mb_m}_{a_1}\mathrm{}_{a_m}f_{b_1}\mathrm{}_{b_m}g.$$
(4)
Here $`J^{ab}=x^2\delta ^{ab}x^ax^b+ixϵ_{abc}x^c`$ and $`x\sqrt{(x^a)^2}`$. The summation stops at $`m=2j`$ and $`f`$, $`g`$ must be polynomials, i.e. spherical harmonics $`Y_\mathrm{}m`$ of order $`\mathrm{}2j`$. Extension to the fuzzy complex projective space $`CP^{N1}`$ was performed in . There is also a star product in the integral form. In  by performing the stereographic projection of the sphere on to the plane and using generalized coherent states on the complex plane another star product in the integral form was constructed. In  this product was also derived from the matrix model of .

In this paper we will derive the following expression for the star product on the fuzzy sphere.(sec.2)

$$f_\lambda g=fg+\underset{m=1}{\overset{\mathrm{}}{}}C_m(\lambda )J^{a_1b_1}J^{a_2b_2}\mathrm{}J^{a_mb_m}_{a_1}\mathrm{}_{a_m}f_{b_1}\mathrm{}_{b_m}g.$$
(5)
Here $`C_m(\lambda )=\frac{\lambda ^m}{m!(1\lambda )(12\lambda )\mathrm{}(1(m1)\lambda )}`$. Note that the summation extends to $`m=\mathrm{}`$. This product corresponds to an arbitrary representation of $`SU(2)`$ including non-unitary ones. $`\lambda `$ is a parameter introduced in (2) and this product gives the realization of (2). We will show the associativity of this product (5). For application to the field theories on the fuzzy two-sphere the values of $`\lambda `$ must be selected by the condition of unitary representation. We will show that there exist two values of $`\lambda `$ for a single unitary representation $`j`$ of $`SU(2)`$, $`\lambda _j^{(A)}=1/(2j)`$ and $`\lambda _j^{(B)}=1/(2j+2)`$.(sec.3) For $`\lambda =\lambda _j^{(A)}`$ the product (5) reduces to (4). The coefficient $`C_m(\lambda _j^{(A)})=(2jm)!/m!(2j)!`$ is singular for $`m2j+1`$. To truncate the summation the functions on the fuzzy sphere must be polynomials of order $`2j`$, i.e. $`f(x)=_{\mathrm{}=0}^{2j}_{m=\mathrm{}}^{\mathrm{}}a_\mathrm{}mx^{\mathrm{}}Y_\mathrm{}m`$. The algebra of the spherical harmonics $`Y_\mathrm{}m(\mathrm{}2j)`$ with the noncommutative product (4) coincides with that of the spherical harmonics on the fuzzy sphere $`\widehat{Y}_\mathrm{}m`$.

The product (5) for $`\lambda =\lambda _j^{(B)}`$, which we will denote by $``$, is new and has interesting properties. The coefficient $`C_m(\lambda _j^{(B)})=(1)^m(2j+1)!/m!(2j+1+m)!`$ is not singular and there is no restriction on the angular momentum of the functions, i.e. $`f(x)=_{\mathrm{}=0}^{\mathrm{}}_{m=\mathrm{}}^{\mathrm{}}a_\mathrm{}mx^{\mathrm{}}Y_\mathrm{}m`$. Furthermore, contrary to the case of the product (4) the spherical harmonics $`Y_\mathrm{}m`$ with the product $``$ do not realize the algebra of $`\widehat{Y}_\mathrm{}m`$ explicitly! Especially, a product of polynomials of orders $`\mathrm{}`$ and $`\mathrm{}^{}`$ yields a polynomial of order $`\mathrm{}+\mathrm{}^{}`$. It turns out, however, that the integral of the star product of $`Y_\mathrm{}m`$, $`Y_\mathrm{}^{}m^{}^{}`$ corresponds to the trace of the product of $`\widehat{Y}_\mathrm{}m`$, $`\widehat{Y}_\mathrm{}^{}m^{}^{}`$ and the integral vanishes for $`\mathrm{}\mathrm{}^{}`$ or $`\mathrm{}=\mathrm{}^{}>2j`$. Therefore just the combination of the star product and the integration gives a realization of the fuzzy sphere algebra.

For noncommutative theories in the flat space, the Seiberg-Witten map  between noncommutative and commutative descriptions has been investigated. The Seiberg-Witten map is a transformation from the gauge fields in the commutative description to those in the noncommutative description in such a way that two field configurations in the gauge equivalence class in one description are mapped on to the two field configurations in the gauge equivalence class in the other description. A crucial problem in the study of the Seiberg-Witten map for theories on the fuzzy sphere is that while the angular momentum of the gauge fields in the noncommutative description is at most $`\mathrm{}=2j`$, that in the commutative description is arbitrary. Therefore it is difficult to establish a map from the commutative gauge fields to the noncommutative gauge fields. Furthermore the order of the polynomials will change when we move from $`\lambda =\lambda _j^{(A)}`$ to $`\lambda =0`$ along the positive $`\lambda `$ line. However, if we use the star product with $`\lambda =\lambda _j^{(B)}`$, then the order of spherical harmonics on the fuzzy sphere are not restricted and we can consider a map to commutative gauge fields, although the theory in the noncommutative description has only finite degrees of freedom. The star product (5) has poles on the positive $`\lambda `$ line and interpolation between $`\lambda =\lambda _j^{(A)}`$ and $`\lambda =0`$ along the positive $`\lambda `$ line is not possible. On the contrary there is no singularity on the negative line and the interpolation from $`\lambda =0`$ to $`\lambda =\lambda _j^{(B)}`$ will make sense. In this sense the second series of unitary representations $`\lambda _j^{(B)}`$ seems preferable for the study of the Seiberg-Witten map. In sec.4 we will derive the first two nontrivial orders $`𝒪(\lambda ^n)(n=1,2)`$ of the Seiberg-Witten map by using power expansion around $`\lambda =0`$. We will give a brief summary in sec.5.

## 2 Star Product for Arbitrary Representations

In  the star product (4) on the fuzzy two-sphere was obtained. This product corresponds to the spin $`j`$ representation of $`SU(2)`$. The star product (5) can be formally derived by rewriting the factorials in (4) by gamma functions and replacing $`2j`$ inside the gamma functions by $`1/\lambda `$.111Replacement of $`N=2j`$ by $`1/ϵ=1/\lambda `$ and power expansion of (4) around $`ϵ=0`$ was suggested in . It was, however, concluded that only the product (4) gives a unitary representation. The upper limit of summation was not specified explicitly and there was no proof of the associativity for an arbitrary value of $`\lambda `$. However, additionally, the upper limit of summation, $`2j`$, must be replaced by $`\mathrm{}`$. Therefore the associativity of (5) is not a priori guaranteed. We will examine this problem in this section. This product corresponds to arbitrary representations of $`SU(2)`$, including non-unitary ones. In the next section we will select the values of $`\lambda `$ for unitary representations and find a new star product $``$.

Instead of beginning with (5) we will assume the following form for the star product $`_\lambda `$.

$`f(x)_\lambda g(x)`$ $`=`$ $`f(x)g(x)+\lambda J^{ab}_af(x)_bg(x)`$ (6)
$`+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}\lambda ^n{\displaystyle \underset{m=2}{\overset{n}{}}}\chi _{m,m}^{(n)}J^{a_1b_1}J^{a_2b_2}\mathrm{}J^{a_mb_m}_{a_1}\mathrm{}_{a_m}f_{b_1}\mathrm{}_{b_m}g,`$
where $`\chi _{m,m}^{(n)}`$ $`(2mn)`$ is a constant and will be determined by the requirement of the associativity. Here $`\lambda `$ was introduced in (2) and works as an expansion parameter. We can easily show that this product realizes the algebra (2). $`J^{ab}`$ is a function defined by

$$J^{ab}(x)=x^2\delta _{ab}x^ax^b+ixϵ_{abc}x^c,$$
(7)
where $`ϵ_{abc}`$ is a completely anti-symmetric unit tensor ($`ϵ_{123}=+1`$), and is a projector ($`J^{ab}J^{bc}=2x^2J^{ac}`$).

First of all we note the following identities of $`J^{ab}`$.

1. $$x^aJ^{ab}=x^bJ^{ab}=0$$
(8)
2. $$J^{ab}J^{ac}=J^{ba}J^{ca}=0$$
(9)
3. $$J^{ab}_aJ^{cd}=J^{ca}_aJ^{db}$$
(10)
4. $$J^{ba}J^{dc}_a_cJ^{fe}=J^{bf}J^{de}J^{be}J^{df}$$
(11)
5. $$J^{a_1b_1}J^{a_2b_2}\mathrm{}J^{a_nb_n}_{b_1}_{b_2}\mathrm{}_{b_n}J^{cd}=0(n3)$$
(12)

Identities 1,..5 follow directly from the definition (7).

Identities 1,2 guarantee that $`x`$ is a constant with respect to the $`_\lambda `$ product: i.e. for any functions $`f(x)`$ of $`x`$ and $`g(x^a)`$ we obtain

$$f(x)_\lambda g(x^a)=g(x^a)_\lambda f(x)=f(x)g(x^a).$$
(13)
For example

$$J^{ab}_af(x)_bg=J^{ab}\frac{x^a}{x}f^{}(x)_bg=0,$$
(14)
$$J^{ab}J^{cd}_a_cf(x)_b_dg=J^{ab}J^{cd}\{\delta _{ac}f^{}(x)/x+(x^ax^c/x)(f^{}(x)/x)^{}\}_b_dg=0,$$
(15)
where $`f^{}(x)df(x)/dx`$. This is a necessary condition because $`_\lambda `$ is the product on the sphere.

Let us check the associativity of (6). To the 1st order both $`(f_\lambda g)_\lambda h`$ and $`f_\lambda (g_\lambda h)`$ are given by

$$fgh+\lambda J^{ab}\left(_af_bgh+_afg_bh+f_ag_bh\right)+𝒪(\lambda ^2)$$
(16)
and $`_\lambda `$ is associative to this order. To the next order one can show that the difference $`(f_\lambda g)_\lambda hf_\lambda (g_\lambda h)`$ is given by

$`\lambda ^2(J^{ab}_aJ^{cd}J^{ca}_aJ^{db})_cf_dg_bh`$
$`+\lambda ^2(12\chi _{2,2}^{(2)})J^{ac}J^{bd}(_a_bf_cg_dh_af_bg_c_dh).`$ (17)
The 1st term vanishes due to identity 3 and the other term vanishes if the condition

$$2\chi _{2,2}^{(2)}1=0$$
(18)
is satisfied.

To the next order we can show by using identity 4 that the associativity imposes the conditions

$$3\chi _{3,3}^{(3)}\chi _{2,2}^{(2)}=0,2\chi _{2,2}^{(3)}2\chi _{2,2}^{(2)}=0.$$
(19)
Therefore we have

$$\chi _{2,2}^{(2)}=\frac{1}{2},\chi _{3,3}^{(3)}=\frac{1}{6},\chi _{2,2}^{(3)}=\frac{1}{2}.$$
(20)
We can work out a similar analysis to higher orders. Study of a few more higher orders shows that the condition of the associativity leads to the recursion relation

$$m\chi _{m,m}^{(n)}m(m1)\chi _{m,m}^{(n1)}\chi _{m1,m1}^{(n1)}=0,\chi _{n,n}^{(n)}=\frac{1}{n!}.$$
(21)
Here identities 1-5 must be used. The solution to (21) is not difficult to obtain.

$$\chi _{m,m}^{(n)}=\frac{1}{m!}\underset{\{P\}}{}(m1)^{P_1}(m2)^{P_2}\mathrm{}2^{P_{m2}}1^{P_{m1}},$$
(22)
where $`P_i`$ is the partition of $`nm`$ into $`m1`$ nonnegative integers. First few examples of $`\chi `$ can be explicitly written as

$$\chi _{2,2}^{(n)}=\frac{1}{2},\chi _{3,3}^{(n)}=\frac{1}{6}(2^{n2}1),\chi _{4,4}^{(n)}=\frac{1}{48}(3^{n2}2^{n1}+1).$$
(23)
Now the summation over $`n`$ in (6) can be performed. For

$$C_m(\lambda )\underset{n=m}{\overset{\mathrm{}}{}}\lambda ^n\chi _{m,m}^{(n)}$$
(24)
we immediately obtain

$$C_2(\lambda )=\frac{\lambda ^2}{2!(1\lambda )},C_3(\lambda )=\frac{\lambda ^3}{3!(1\lambda )(12\lambda )},C_4(\lambda )=\frac{\lambda ^4}{4!(1\lambda )(12\lambda )(13\lambda )}$$
(25)
and generally, we get a formula

$$C_m(\lambda )=\frac{\lambda ^m}{m!(1\lambda )(12\lambda )\mathrm{}(1(m1)\lambda )}.$$
(26)
We also define $`C_1(\lambda )\lambda `$.

In summary we get the associative product $`_\lambda `$ on the fuzzy two-sphere for arbitrary representation including non-unitary ones.

$$f_\lambda g=fg+\underset{m=1}{\overset{\mathrm{}}{}}C_m(\lambda )J^{a_1b_1}J^{a_2b_2}\mathrm{}J^{a_mb_m}_{a_1}\mathrm{}_{a_m}f_{b_1}\mathrm{}_{b_m}g.$$
(27)
The coefficient $`C_m(\lambda )`$ has poles at $`\lambda =1,1/2,\mathrm{},1/(m1)`$ and we must restrict the functional space when we set $`\lambda `$ to these values.

It is possible to show that with the integration on the sphere this star product satisfies the typical property of the trace of matrices.

$$𝑑\mathrm{\Omega }f_\lambda g=𝑑\mathrm{\Omega }g_\lambda f$$
(28)
where $`d\mathrm{\Omega }`$ is the standard measure on the unit sphere. In the polar coordinate system it is given by $`d\mathrm{\Omega }=\mathrm{sin}\theta d\theta d\phi `$. Therefore $`𝑑\mathrm{\Omega }`$ plays the role of the trace.

## 3 Unitary representation of the Fuzzy Sphere Algebra and New Product $``$

For application to field theory on the fuzzy two-sphere we must pick up unitary representations. We will determine the allowed values of $`\lambda `$. From the product (27) we can derive the fuzzy sphere algebra.

$$[x^a,x^b]__\lambda x^a_\lambda x^bx^b_\lambda x^a=2i\lambda xϵ_{abc}x^c$$
(29)
The normalized variable $`y^ax^a/(2\lambda x)`$ satisfies the standard $`su(2)`$ algebra

$$[y^a,y^b]__\lambda =iϵ_{abc}y^c$$
(30)
and for unitary representations Casimir operator $`y^ay^a`$ must take discrete values $`j(j+1)`$, $`(2j=0,1,2,3,\mathrm{})`$. By using (27) we get

$$R^2=x^a_\lambda x^a=(x^a)^2+\lambda (x^2\delta _{aa}(x^a)^2)=(1+2\lambda )x^2$$
(31)
and then we obtain

$$y^a_\lambda y^a=(1+2\lambda )/(2\lambda )^2=j(j+1).$$
(32)
This equation has two series of solutions.

$$\lambda =\lambda _j^{(A)}=\frac{1}{2j}(2j=1,2,\mathrm{}),$$
(33)
$$\lambda =\lambda _j^{(B)}=\frac{1}{2j+2}(2j=1,2,\mathrm{})$$
(34)
Let us first consider the case (A). The coefficient is given by

$$C_m\left(\frac{1}{2j}\right)=\frac{(2jm)!}{m!(2j)!}$$
(35)
When $`m2j`$, this coefficient is infinite. Therefore the functions $`f(x)`$, $`g(x)`$ must be polynomials of order at most $`2j`$. This restriction corresponds to the size $`(2j+1)\times (2j+1)`$ of the matrices in the spin $`j`$ representation. The summation must now be restricted to $`0m2j`$. The product (27) with this coefficient agrees with the product (4) obtained in . If we do not restrict the order of $`f(x)`$, $`g(x)`$, the product (4) does not satisfy the associativity. The product reduces to the commutative one in the $`j\mathrm{}`$ limit, where the matrix size becomes infinite.

Let us turn to the case (B). The coefficient

$$C_m\left(\frac{1}{2j+2}\right)=(1)^m\frac{1}{m!}\frac{(2j+1)!}{(2j+1+m)!}$$
(36)
does not diverge for any $`m`$ and there is no restriction on the functions $`f`$, $`g`$ on the fuzzy sphere. We will denote the corresponding product by $``$.

$$fg=fg+\underset{m=1}{\overset{\mathrm{}}{}}(1)^m\frac{1}{m!}\frac{(2j+1)!}{(2j+1+m)!}J^{a_1b_1}J^{a_2b_2}\mathrm{}J^{a_mb_m}_{a_1}\mathrm{}_{a_m}f_{b_1}\mathrm{}_{b_m}g.$$
(37)
This also reduces to the ordinary commutative product for $`j\mathrm{}`$.

Let us investigate the case $`j=1/2`$ in detail. For the product (4) with $`\lambda =\lambda _{1/2}^{(A)}`$, functions must be a linear combination of $`1`$ and $`x^a`$ and we get the multiplication rule

$`x^ax^b=x^2\delta _{ab}+ixϵ_{abc}x^c,`$
$`1x^a=x^a1=x^a.`$ (38)
This is the algebra of the Pauli matrices $`\sigma _a`$ and the 2 by 2 unit matrix $`𝑰_2`$. $`x^ax^b`$ does not appear on the RHS of $`x^ax^b`$ and the angular momentum is truncated. For the product (37) we get

$`x^ax^b`$ $`=`$ $`{\displaystyle \frac{4}{3}}(x^ax^b{\displaystyle \frac{1}{3}}x^2\delta _{ab})+{\displaystyle \frac{1}{9}}x^2\delta _{ab}{\displaystyle \frac{i}{3}}xϵ_{abc}x^c,`$
$`x^ax^bx^c`$ $`=`$ $`{\displaystyle \frac{20}{9}}x^ax^bx^c+\mathrm{}{\displaystyle \frac{i}{27}}x^3ϵ_{abc}.`$ (39)
Therefore the algebra of (Pauli) matrices is not realized. When we integrate these products over the sphere, however, we obtain

$$𝑑\mathrm{\Omega }x^ax^b=\frac{4\pi }{9}x^2\delta _{ab},𝑑\mathrm{\Omega }x^ax^bx^c=\frac{4\pi i}{27}x^3ϵ_{abc}.$$
(40)
These correspond to $`Tr\sigma _a\sigma _b`$, $`Tr\sigma _a\sigma _b\sigma _c`$. Therefore the combination of the star product and the integration realizes the matrix multiplication rule.

We also note that for the $`\mathrm{}=2`$ spherical harmonics, $`f(x)=\alpha _{ab}x^ax^b`$, $`g(x)=\beta _{ab}x^ax^b`$ ($`\alpha _{ab}`$ and $`\beta _{ab}`$ are symmetric, traceless constant tensors), we obtain

$$𝑑\mathrm{\Omega }(\alpha _{ab}x^ax^b)_\lambda (\beta _{cd}x^cx^d)=\frac{8\pi }{15}\frac{(1+2\lambda )(1+3\lambda )}{1\lambda }x^4\alpha _{ab}\beta _{ab}.$$
(41)
For $`j1`$ and $`1/4\lambda <0`$ this does not vanish. However, when $`j=1/2`$ and $`\lambda =1/3`$, this integral vanishes. As this example shows the space of functions is actually finite dimensional.

In the case (B) the angular momentum is not cut off at some finite value and the relation of the algebra of functions to that of $`\widehat{Y}_\mathrm{}m`$ is not clear. Only after integration the relation of the algebra of functions to that of matrices is manifest. However, this product does realize the fuzzy sphere algebra. It is known that a star product is not unique. Given a star product $``$ and a differential operator $`\widehat{D}`$, a new product defined by

$$f\stackrel{~}{}g\widehat{D}^1\left((\widehat{D}f)(\widehat{D}g)\right)$$
(42)
gives another star product. Clearly, the relation between $``$ and $``$ is not of this type. We need more understanding of the relation between $``$ and $``$.

## 4 Seiberg-Witten Map on the Fuzzy Sphere

In this section we will construct the Seiberg-Witten map for the gauge theory on the two-sphere by using perturbation theory in $`\lambda `$ up to order $`𝒪(\lambda ^2)`$. After expansion we will set $`\lambda =\lambda _j^{(B)}`$. So we will use $``$ for the star product in what follows. We will consider only the $`U(1)`$ gauge theory for simplicity.

On the fuzzy sphere the gauge transformation is defined  by

$$\delta \widehat{A}_a=iL_a\widehat{\mathrm{\Lambda }}i[\widehat{A}_a,\widehat{\mathrm{\Lambda }}]_{}.$$
(43)
Here $`L_a`$ is the angular momentum operator $`L_a=iϵ_{abc}x^b_c`$ and satisfies the relation $`[L_a,L_b]=iϵ_{abc}L_c`$. The strength of the gauge field is defined  by

$$\widehat{F}_{ab}=iL_a\widehat{A}_b+iL_b\widehat{A}_ai[\widehat{A}_a,\widehat{A}_b]_{}ϵ_{abc}\widehat{A}_c$$
(44)
and transforms under (43) by the formula $`\delta \widehat{F}_{ab}=i[\widehat{F}_{ab},\widehat{\mathrm{\Lambda }}]_{}`$.

In commutative gauge theory the gauge field $`A_a`$ transforms as $`\delta A_a=iL_a\mathrm{\Lambda }`$ and a field strength

$$F_{ab}=iL_aA_b+iL_bA_aϵ_{abc}A_c$$
(45)
is invariant.

We will use the cohomological approach to the Seiberg-Witten map. We introduce the ghost field $`C`$ and $`\widehat{C}`$. In the commutative description the BRST transformation is defined by

$`sC=iC^2=0,`$
$`sA_a=iL_aC,`$ (46)
where $`s`$ is the BRST operator. Analogously, in the noncommutative description we have

$`s\widehat{C}=i\widehat{C}\widehat{C},`$
$`s\widehat{A}_a=iL_a\widehat{C}+i[\widehat{C},\widehat{A}_a]_{}.`$ (47)
We will expand $`\widehat{C}`$ and $`\widehat{A}_a`$ in formal power series in $`\lambda `$ whose coefficients are local polynomials in $`C`$ and $`A_a`$.

$`\widehat{C}=C+\lambda C^{(1)}+\lambda ^2C^{(2)}+\mathrm{},`$
$`\widehat{A}_a=A_a+\lambda A_a^{(2)}+\lambda ^2A_a^{(3)}+\mathrm{}`$ (48)
The fields $`\widehat{C}`$, $`\widehat{A}_a`$ reduce to $`C`$, $`A_a`$ at $`\lambda =0`$. We will substitute the expansion (48) into (47) and obtain eqs for $`C^{(i)}`$, $`A^{(i)}`$. We get

$`sC^{(1)}`$ $`=iϵ^{abc}xx^c_aC_bC,sA_a^{(2)}=iL_aC^{(1)}2ϵ_{bcd}xx^d_bC_cA_a,`$
$`sC^{(2)}`$ $`=2ϵ_{abc}xx^c_aC_bC^{(1)}ϵ_{abc}xx^c(x^2\delta _{de}x^dx^e)_a_dC_b_eC,`$
$`sA_a^{(3)}`$ $`=iL_aC^{(2)}2ϵ_{bcd}xx^d(_bC_cA_a^{(2)}+_bC^{(1)}_cA_a)`$ (49)
$`+2x(x^2\delta _{bc}x^bx^c)ϵ_{def}x^f_b_dA_a_c_eC.`$
The solution to the 1st eq of (49) is given by

$$C^{(1)}=\frac{i}{x}ϵ^{abc}x^aA_bL_cC.$$
(50)
Similarly $`A_a^{(2)}`$, $`C^{(2)}`$, $`A_a^{(3)}`$ can be obtained. Only the results are presented here.

$`C^{(2)}`$ $`=`$ $`{\displaystyle \frac{i}{x^2}}ϵ_{abc}x^bx^dA_cA_dL_aC{\displaystyle \frac{i}{x^2}}ϵ_{abc}ϵ_{def}x^bx^dA_cF_{ae}L_fC`$
$`{\displaystyle \frac{1}{x^2}}ϵ_{abc}ϵ_{def}x^bx^dA_cA_eL_fL_aC+{\displaystyle \frac{i}{x}}L_aA_dϵ_{abc}x^bL_cL_dC+{\displaystyle \frac{i}{x}}A_aϵ_{abc}x^bL_cC,`$
$`A_a^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{x}}ϵ_{bcd}x^cA_d(iL_bA_a+F_{ab}),`$
$`A_a^{(3)}`$ $`=`$ $`L_a\left({\displaystyle \frac{1}{x^2}}x^cA_c(x^dA_dL_bA_b+iA_bF_{bd}x^d)+{\displaystyle \frac{1}{x}}x^cA_cL_bA_b{\displaystyle \frac{1}{x}}ϵ_{bcd}F_{be}x^cL_dA_e\right)`$ (51)
$`3F_{ab}F_{bc}A_c+A_cA_dL_cL_dA_aA_cA_c(L_bL_bA_aiL_bF_{ab})`$
$`2iF_{ab}A_bL_cA_c+2iF_{ab}A_cL_cA_biA_bL_bF_{ac}A_ciL_bA_aF_{bc}A_c`$
$`+{\displaystyle \frac{i}{x}}ϵ_{bcd}x^bL_cL_eA_aL_eA_d{\displaystyle \frac{1}{x}}L_eF_{ab}ϵ_{bcd}x^cL_dA_e`$
In this way one can compute the Seiberg-Witten map for the gauge theory on the two-sphere order by order in perturbation theory in powers of $`\lambda (=\lambda _j^{(B)})`$.

## 5 Summary

In this paper the star product $`_\lambda `$ for the field theories on the fuzzy sphere corresponding to an arbitrary representation of $`SU(2)`$ including non-unitary representation is constructed and the associativity of this product is proved. By imposing the condition of unitary representation we obtained a new noncommutative product $``$ for $`\lambda =\lambda _j^{(B)}`$. This new product has a novel feature that the product of spherical harmonics with the product $``$ does not realize the multiplication rule of the matrices, i.e. spherical harmonics on the fuzzy sphere but after integration over the sphere the result agrees with the trace of the product of the corresponding matrices. The functions on the sphere are not restricted to be spherical harmonics of order $`2j`$ ($`j`$ is the spin of the representation) but the integration eliminates spherical harmonics of order larger than $`2j`$.

The product $`_\lambda `$ has singularities on the positive $`\lambda `$ line, while there is no singularity for negative $`\lambda `$. Therefore if we want to move from one unitary representation $`j`$ to another $`j^{}`$ passing through non-unitary representations, especially if we consider the Seiberg-Witten map, the negative value $`\lambda =\lambda _j^{(B)}`$ seems suitable. Along this move the gauge fields can be spherical harmonics of any order. We derived the first few terms of the Seiberg-Witten map by power expansions around $`\lambda =0`$. To derive an exact form of the map without the power expansions like that derived in the flat case  a further investigation is necessary. An investigation such as that of the correspondence of the Dirac-Born-Infeld actions in the noncommutative and commutative descriptions will be reported elsewhere.

## Acknowledgments

The work of R. N. is supported in part by Grant-in-Aid (No.13135201) from the Ministry of Education, Science, Sports and Culture of Japan (Priority Area of Research (B)(2)).

## Note Added

We can prove the following formula for the inner product of ordinary spherical harmonics.

$$𝑑\mathrm{\Omega }(Y_\mathrm{}m)^{}_\lambda Y_\mathrm{}^{}m^{}=\underset{k=1}{\overset{\mathrm{}}{}}\left(\frac{1+(k+1)\lambda }{1(k1)\lambda }\right)\delta _{\mathrm{}\mathrm{}^{}}\delta _{mm^{}}$$
(52)
Especially, for $`\lambda =\lambda _j^{(B)}`$ we obtain

$$𝑑\mathrm{\Omega }(Y_\mathrm{}m)^{}Y_\mathrm{}^{}m^{}=\underset{k=1}{\overset{\mathrm{}}{}}\left(\frac{2jk+1}{2j+k+1}\right)\delta _{\mathrm{}\mathrm{}^{}}\delta _{mm^{}}.$$
(53)
The inner product is positive definite for $`\mathrm{}=0,1,\mathrm{},2j`$ and the norm vanishes for $`\mathrm{}>2j`$. This shows that our new star product $``$ with $`\lambda =\lambda _j^{(B)}`$ defines a unitary representation. This also completes the observation made around eq (41) concerning the finite dimensionality of the functional space.

The proof of eq(52) will be presented elsewhere.

Generally, the solution to (49) is not unique and has ambiguity of $`s`$-exact terms. We also found a simpler solution.

$`C^{(2)}`$ $`=`$ $`2ϵ_{abc}ϵ_{def}{\displaystyle \frac{x^cx^f}{x^2}}A_aL_bA_dL_eC`$
$`2iϵ_{abc}{\displaystyle \frac{x^cx^d}{x^2}}A_aA_dL_bCiϵ_{abc}{\displaystyle \frac{x^c}{x}}L_dA_aL_dL_bC,`$
$`A_a^{(3)}`$ $`=`$ $`2ϵ_{bcd}ϵ_{efg}{\displaystyle \frac{x^dx^g}{x^2}}A_b\left(L_cA_eL_fA_a+F_{ce}F_{fa}iA_eL_cF_{fa}\right)`$ (54)
$`+2ϵ_{bcd}{\displaystyle \frac{x^dx^e}{x^2}}A_bA_e(F_{ca}iL_cA_a)+ϵ_{bcd}{\displaystyle \frac{x^d}{x}}L_eA_bL_e(F_{ca}iL_cA_a)`$
$`C^{(1)}`$ and $`A_a^{(2)}`$ are the same as in (50), (51).


format: text

text:
# On Witten’s global anomaly for higher SU(2) representations

## 1 Introduction

Many years ago Witten gave an argument that some chiral SU(2) gauge theories are mathematically inconsistent . He found that the sign of the fermion determinant cannot be defined satisfying both gauge invariance and smooth gauge field dependence if

$$j=\mathrm{\hspace{0.17em}2}l+\frac{1}{2},l=\mathrm{\hspace{0.17em}0},1,2\mathrm{},$$
(1)
where $`j`$ denotes the highest weight of the SU(2) representation.

His argument is based on the spectral flow of the Dirac operator along the interpolation

$$A_\mu (x,t)=(1t)A_\mu (x)+tA_\mu ^g(x),$$
(2)
between an arbitrary gauge field $`A_\mu `$ and its gauge transform $`A_\mu ^g=g(A_\mu +_\mu )g^1`$, where the gauge transformation $`g`$ is an element of the non-trivial class of $`\pi _4(SU(2))=_2`$. Taking (2) as the background gauge field for the massless Dirac operator, $`n_j`$ eigenvalue pairs $`\{\lambda _i(t),\lambda _i^{}(t)\}`$ cross zero and change places as $`t`$ is varied between 0 and 1:

$$\lambda _i|_{t=0}=\lambda _i^{}|_{t=1},i=\mathrm{\hspace{0.17em}1},\mathrm{},n_j.$$
(3)
The integer $`n_j`$ depends on the group representation $`j`$, and the theory is ill-defined if $`n_j`$ is an odd integer.

Witten showed, invoking an Atiyah-Singer index theorem  for a certain five-dimensional Dirac operator (the fifth coordinate is essentially the path parameter $`t`$), that $`n_j`$ is odd only for the representations in (1). Besides the fundamental representation with $`j=1/2`$, the representations with $`j=5/2,9/2,`$ etc. also suffer from Witten’s anomaly, while the 3/2 and the remaining half-integer representations, as well as all integer-valued representations, are anomaly free. However, the index theorem does not predict $`n_j`$ itself. So we can ask the following question:

What is the value of $`n_j`$ as a function of $`j`$ that causes only half of the half-integer representations to be anomalous?

## 2 Computing $`n_j`$ numerically

The integer $`n_j`$ can be obtained by formulating the path (2) on a discrete space-time lattice and computing numerically the spectral flow along this path for a suitable lattice Dirac operator. Suitable means that the Dirac operator should satisfy the Ginsparg-Wilson relation  in order to preserve exact chiral symmetry even for non-zero lattice spacing. This method has already been employed for the fundamental representation , and $`n_{1/2}`$ was found to be 1. Here we report about a similar calculation for the $`3/2`$ and $`5/2`$ representation and present the results for $`n_{3/2}`$ and $`n_{5/2}`$.

## 3 Some technical remarks

We use the overlap operator  proposed by Neuberger in our calculation. It is given by

$$\begin{array}{ccc}\hfill aD& =& 1A(A^{}A)^{1/2},\hfill \\ \hfill A& =& 1aD_w.\hfill \end{array}$$
(4)
$`D_w`$ denotes the usual Wilson–Dirac operator. The inverse square root of $`A^{}A`$ is approximated by a truncated expansion in Chebyshev polynomials .

The Conjugate Gradient algorithm  is employed to compute the lowest eigenvalues $`|\lambda _i|^2`$ of $`D^{}D`$. In addition, the CG algorithm gives also the corresponding eigenvectors, which allows the direct computation of the imaginary parts $`\text{Im}\lambda _i`$ . We are therefore able to establish whether the imaginary parts cross zero and change sign or not.

For numerical reasons we choose a constant gauge field as the starting point for the path. This leads to a gap in the spectrum for $`t=0`$ and 1, which is advantageous in the numerical calculation. The topologically non-trivial gauge transformation $`g`$ was constructed analytically in the continuum and then restricted to the discrete space–time lattice. A special symmetry property of $`g`$ leads to the symmetry

$$\text{Im }\lambda _i(t)=\pm \text{Im }\lambda _i(1t).$$
(5)
for the eigenvalues as a function of $`t`$. Consequently, the imaginary parts of those $`n_j`$ pairs satisfying (3) cross zero at $`t=0.5`$. In order to determine $`n_j`$ it is therefore sufficient to compute the spectral flow for a small neighborhood around $`t=0.5`$.

## 4 Results

Figs. 1 and 2 show the numerical results. We find $`n_{3/2}=2`$ and $`n_{5/2}=3`$, which is in agreement with Witten’s even-odd prediction based on the index theorem.

The results for the lowest three half-integer representations can be summarized by the simple relation

$$n_j=j+\frac{1}{2}.$$
(6)
Whether this relation holds true for all representations is not known. Of course, a rigorous proof of (6) for all $`j`$ is beyond the scope of a numerical calculation. However, (6) is the simplest relation one can imagine that gives rise to the anomaly pattern (1) in terms of the spectral flow.

In addition to our results for $`n_{3/2}`$ and $`n_{5/2}`$ we find some unexpected behavior for the spectral flow. In order for an eigenvalue pair to change places, it must cross zero at least once along the path. The total number of zero crossings, however, is larger than necessary. For the 3/2 representation we find 4 zero crossings, one eigenvalue pair crosses zero 3 times, the second one once (see figs. 3 and 4).

Along the same path with SU(2) in the 5/2 representation we find 9 zero crossings . The results suggest that one eigenvalue pair crosses 5 times, another one 3 times and a third one once, even though our numerical approach could not establish this beyond any doubt.

For the 3/2 representation the computation was repeated with 10 randomly generated gauge transformations in the non-trivial class of $`\pi _4(SU(2))`$. We always found 4 zero crossings, never the naively expected 2. Unfortunately, the same check could not be performed for the 5/2 representation for lack of computer resources.

The results for the total number of zero crossings $`k_j`$ along the path (2) can be summarized by the relation:

$$k_j=\left(j+\frac{1}{2}\right)^2=n_j^2.$$
(7)
Even though it is tempting to propose that this relation is valid in general, one should be careful. In contrast to $`n_j`$ it is not yet clear whether the number of zero crossings is really a path independent quantity. For further discussion see .

This work is supported in part by funds provided by the U.S Department of Energy (D.O.E.) under cooperative agreement DE-FC02-94ER40818.


text:
# Dynamics of a financial market index after a crash

## I Introduction

The time evolution of basic indicators of a financial market as, for example, the volatility of a market index is often showing a non-stationary pattern Pagan . In fact, tests for whether volatility fluctuations of the size observed in empirical time series could be due to estimation error strongly reject the hypothesis of constant volatility Schwert89 .

The volatility time series, both historical and implied, experiences a dramatic increase at and immediately after each financial crash Chen . After the crash, the market volatility shows a stochastic evolution characterized by a slow decay.

A non-stationary time evolution of volatility directly implies a non-stationary time evolution of the returns of a market index. The purpose of this paper is to show that the dynamics of market index returns just after a crash presents a statistical regularity with respect to the number of times the absolute value of index return exceeds a given threshold value.

The discovered statistical regularity is analogous to a statistical law discovered in geophysics more than a century ago and known today as the Omori law Omori1894 . The Omori law states that the number of aftershock earthquakes measured at time $`t`$ after the main earthquake decays with $`t`$ as a power-law function. The observation of this specific functional form in the stochastic relaxation of the market statistical indicators to its typical values implies that the relaxation dynamics of a market index just after a financial crash is not characterized by a typical scale. The lack of a typical relaxation scale has direct implication on the estimation of risk measures as, for example, the Value at Risk of a stock portfolio Duffie97 .

The structure of the paper is as follows. In Section 2 we report on the empirical properties of aftercrash market index time series. The discussion concerns the 1-minute Standard and Poor’s 500 index returns recorded after the Black Monday financial crash. Section 3 shows that the GARCH(1,1) model is unable to describe the empirical properties of the previous section. Section 4 discusses the estimation of the Value at Risk during the time period immediately after a financial crash. The paper ends with some concluding remarks.

## II Empirical properties of aftercrash sequences

In this section, we characterize the time series of ultra high frequency returns after a major market crash. The variable investigated is the one-minute logarithm changes of a financial index $`r(t)`$. A direct characterization of the time evolution of this random process is extremely difficult in the time period after a market crash. This is due to the fact that the aftercrash period is highly non-stationary because the financial market needs some time to be back to a ”normal” period. In order to characterize the aftercrash return time series we make use of a statistically robust method. Specifically, we quantitatively characterize the time series of index returns by investigating the number of times $`|r(t)|`$ is exceeding a given threshold value lillo2002  in the non-stationary time period.

A similar approach is used in the investigation of the number $`n(t)`$ per unit time of aftershock earthquakes above a given threshold measured at time $`t`$ after the main earthquake. This quantity is well described in geophysics by the Omori law Omori1894 . The Omori law $`n(t)t^p`$ says that the number of aftershock earthquakes per unit time measured at time $`t`$ after the main earthquake decays as a power law. In order to avoid divergence at $`t=0`$, Omori law is often rewritten as

$$n(t)=K(t+\tau )^p,$$
(1)
where $`K`$ and $`\tau `$ are two positive constants. An equivalent formulation of the Omori law, which is more suitable for comparison with real data, can be obtained by integrating Eq. (1) between $`0`$ and $`t`$. In this way the cumulative number of aftershocks after the main earthquake observed until time $`t`$ is

$$N(t)=K[(t+\tau )^{1p}\tau ^{1p}]/(1p),$$
(2)
when $`p1`$ and $`N(t)=K\mathrm{ln}(t/\tau +1)`$ for $`p=1`$.

When the process is stationary the frequency of aftershock $`n(t)`$ is on average constant in time and therefore the cumulative number $`N(t)`$ increases linearly in time. We have tested that $`N(t)`$ increases approximately linearly in a market period of approximately constant volatility such as, for example, the 1984 year. For independent identically distributed random time series it is possible to characterize $`n(t)`$ in terms of an homogeneous Poisson process Embrechts .

As an example of the behavior of $`N(t)`$ empirically observed after a market crash, we investigate the index returns during the time period just after the Black Monday crash (19 October 1987) occurred at New York Stock Exchange (NYSE). This crash was one of the worst crashes occurred in the entire history of NYSE. The Standard and Poor’s 500 Index (S&P500) went down $`20.4\%`$ that day. In our investigation, we select a 60 trading day aftercrash time period ranging from 20 October 1987 to 14 January 1988. For the selected time period, we investigate the one-minute return time series of the S&P500 Index. The unconditional one-minute volatility is equal to $`\sigma =4.91\times 10^4`$. In Fig. 1 we show the cumulative number of events $`N(t)`$ detected by considering all the occurrences observed when the the absolute value of index return exceeds a threshold value $`\mathrm{}=4\sigma `$. We observe a nonlinear behavior in the entire period. Fig. 1 also shows our best nonlinear fit performed with the functional form of Eq. (2). The agreement between empirical data and the functional form of the Omori law is pretty good. With a single time series it is not possible to have a good description of $`n(t)`$ due to the discreteness of the data. In order to solve this problem we compute $`n_{av}(t)`$ which is the running average of $`n(t)`$ in a sliding window of $`200`$ trading minutes. In the inset of Fig. 1 we show this quantity as a function of time in a bilogarithmic plot. A power-law behavior is observed for almost two decades and the exponent of the best power-law fit is in agreement with the exponent $`p`$ obtained by fitting $`N(t)`$.

We observe a similar behavior when we set the threshold value $`\mathrm{}`$ equal to $`5\sigma `$, $`6\sigma `$ and $`7\sigma `$. The best fit of the exponent $`p`$ slightly increases when $`\mathrm{}`$ increases and eventually converges to a constant value.

This paradigmatic behavior is not specific of the Black Monday crash of the S&P 500 index. In fact, we observe similar results also for a stock price index weighted by market capitalization for the time periods occurring after the 27 October 1997 and the 31 August 1998 stock market crashes lillo2002 . This index has been computed selecting the 30 most capitalized stocks traded in the NYSE and by using the high-frequency data of the Trade and Quote (TAQ) database issued by the NYSE.

Our empirical results show that index return cannot be modeled in terms of independent identically distributed random process after a big market crash. In ref. lillo2002  we introduce a simple stochastic model which is able to explain the Omori law in financial time series. Specifically we assume that the stochastic variable $`r(t)`$ is the product of a deterministic time dependent scale $`\gamma (t)`$ times a stationary stochastic process $`r_s(t)`$ during the time period after a big crash. Under these assumptions, the number of events of $`|r(t)|`$ larger than $`\mathrm{}`$ observed at time $`t`$ is proportional to

$$n(t)1F_s\left(\frac{\mathrm{}}{\gamma (t)}\right),$$
(3)
where $`F_s(r_s)`$ is the cumulative distribution function of the random variable $`r_s(t)`$.

By assuming that the stationary return probability density function behaves asymptotically as a power-law

$$f_s(r_s)\frac{1}{r_s^{\alpha +1}},$$
(4)
and that the scale of the stochastic process decays as a power-law $`\gamma (t)t^\beta `$, the number of events above threshold is power-law decaying as $`n(t)(\gamma (t)/\mathrm{})^\alpha 1/t^p`$. The exponent $`p`$ is given by

$$p=\alpha \beta .$$
(5)
The previous relation links the exponent $`p`$ governing the number of events exceeding a given threshold to the $`\alpha `$ exponent of the stationary power-law return cumulative distribution and to the $`\beta `$ exponent of the power-law decaying scale.

The hypotheses of our model are consistent with recent empirical results. In fact, a return probability density function characterized by a power-law asymptotic behavior has been observed in the price dynamics of several stocks Lux96 ; Gopi98  and a power-law or power-law log-periodic decay of implied volatility has been observed in the S&P500 after the 1987 financial crash Sornette96 . In lillo2002  we have tested the hypotheses of our model by measuring independently the exponents $`\alpha `$ and $`\beta `$ from real data and we have shown that the relation between exponents described by Eq. (5) is satisfied in all the three investigated crashes.

## III Comparison with GARCH(1,1) model

Here we compare the empirical behavior of a market index after a major crash with the predictions of a simple autoregressive model, specifically the GARCH(1,1) model Bollerslev86  described by the equation

$$\sigma _t^2=\alpha _0+\alpha _1r_{t1}^2+\beta _1\sigma _{t1}^2,$$
(6)
where $`r_t`$ is price return and $`\sigma _t`$ is the volatility. To this end we estimate the best value of the parameters of the GARCH(1,1) model. The estimation has been performed with the G@RCH 2.3 package garch . The best estimation of the parameters on the time series of one minute logarithmic price change during 60 trading days after Black Monday crash are $`\alpha _0=2.8710^8`$, $`\alpha _1=0.38`$ and $`\beta _1=0.54`$. With these parameters we generate $`10^4`$ surrogate time series according to Eq. (6) and we compute the average behavior of $`N(t)`$. To mimic the dynamics after the crash, we set as an initial condition a large value of return in each realization. Fig. 2 shows $`N(t)`$ versus time for real data and GARCH(1,1) model (dotted line) with a threshold $`\mathrm{}=4\sigma `$ (the same as in Fig. 1). The GARCH(1,1) time series converges to its stationary phase very quickly and it is unable to show a significant nonlinear behavior.

In order to take into account the non-stationary behavior of the return time series after a crash we have performed a different analysis. Specifically we divide the 60 trading day period in 6 nonoverlapping time intervals of 10 trading days and we estimate the GARCH(1,1) parameters specific for each interval. We then generate $`10^4`$ GARCH(1,1) surrogate time series using the estimated parameters for each subinterval. The mean value of $`N(t)`$ as a function of time obtained with this procedure is also shown in Fig. 2 as a dashed line. In each subinterval $`N(t)`$ increases linearly for almost all the period. This is due to the fact that the non-stationary part is extremely small compared with the time scale of the figure.

Below we theoretically describe the behavior of $`N(t)`$ expected for a GARCH(1,1) time series. First of all we note that the expectation value of $`\sigma _t^2`$ conditioned to the value $`\sigma _0^2`$ is given by Baillie92

$$E(\sigma _t^2|\sigma _0^2)=\sigma _0^2(\alpha _1+\beta _1)^t+\alpha _0\frac{1(\alpha _1+\beta _1)^t}{1(\alpha _1+\beta _1)}.$$
(7)
This equation shows that, under the assumption of finite unconditional variance $`\alpha _1+\beta _1<1`$, the mean value of the scale of the process decays exponentially to the unconditional value in a GARCH(1,1) time series. The decaying time is given by $`\tau =1/\mathrm{ln}(\alpha _1+\beta _1)`$. With the parameters estimated we have $`\tau =12`$ trading minutes in the case considered in Fig. 2.

Since the variance of the GARCH(1,1) model depends only on $`\alpha _0`$ and on $`\alpha _1+\beta _1`$, we perform a set of numerical simulations of GARCH(1,1) time series with the same value of $`\alpha _0`$ and by keeping constant $`\alpha _1+\beta _1=0.92`$, which are the values observed in the real data. Different time series of simulations are obtained by changing the value of $`\alpha _1`$ which controls the leptokurtosis of the unconditional density. Fig. 3 shows the average of $`n(t)`$ over $`10^5`$ realizations of a GARCH(1,1) model with $`\alpha _1=0.02`$, $`\alpha _1=0.18`$ and $`\alpha _1=0.38`$. This last value corresponds to the one estimated from the real data. In the first two cases the unconditional kurtosis is finite, whereas for $`\alpha _1=0.38`$ the fourth moment diverges. The value of the threshold is set to $`\mathrm{}=4\sigma `$ in all cases. The unconditional value of $`n(t)`$ is larger for larger values of $`\alpha _1`$. This is expected because the unconditional densities have the same variance and the tail are fatter for larger values of $`\alpha _1`$. For all values of $`\alpha _1`$, $`n(t)`$ decays to the stationary value in less than a trading day. The decay is essentially exponential and a best fit with a function $`n(t)=a+be^{ct}`$ gives a good agreement.

Fig. 3 also shows that the larger is $`\alpha _1`$ (and therefore the unconditional kurtosis), the faster is the decay of $`n(t)`$ for very small values of $`t`$. This empirical behavior can be modelled and hereafter we show how it is possible to find an estimate of $`n(t)`$ for small values of $`t`$. Let us consider that at time $`t=0`$ the crash occurs and the return is $`r_0`$. At time $`t=1`$ the density is Gaussian with zero mean and variance given by $`\sigma _1=\alpha _0+(\alpha _1+\beta _1)r_0^2`$. However at subsequent times the density is no more Gaussian. As a first approximation we can assume that the density is Gaussian with time-dependent variance described by (7). This is a very rough approximation, which is valid only when $`\alpha _1`$ is very small. The gray line in Fig. 3 is $`n_{gau}(t)=erfc(\mathrm{}/\sqrt{2\sigma _t^2})`$ which is the function obtained by using this approximation. For large values of $`t`$, $`n(t)`$ tends to a constant value as $`e^{t/2\tau }`$. The agreement is very good in the case $`\alpha _1=0.02`$. However, for larger values of $`\alpha _1`$ a better approximation is needed to explain the results of numerical simulations. A better approximation can be obtained by taking into account higher moments. Even if at time $`t=1`$ the density is Gaussian, at $`t=2`$ the density is no more Gaussian. Nevertheless we can find the exact expression for the expected value of the first four moments at $`t=2`$ conditioned to the information at time $`t=0`$. One finds

$`E_0(r_2)=E_0(r_2^3)=0,`$ (8)
$`E_0(r_2^2)=\alpha _0+(\alpha _1+\beta _1)\sigma _1^2s_2^2,`$ (9)
$`E_0(r_2^4)=6\alpha _1^2\sigma _1^4+E_0(r_2^2).`$ (10)
Under the assumption that the density is not very different from Gaussian at time $`t=2`$, we can approximate the density with a first order Edgeworth expansion Feller

$$p(r_2)=\frac{e^{r_2^2/2s_2^2}}{\sqrt{2\pi }}\left(1+He_4\left(\frac{r_2}{s_2}\right)\frac{\kappa _4(t=2)}{4!s_2^4}\right),$$
(11)
where $`He_4(x)`$ is the fourth Chebyshev-Hermite polynomial and $`\kappa _4(t)`$ is the fourth cumulant of $`r_t`$. By integrating $`p(x)`$ in Eq. (11) between $`\mathrm{}`$ and infinity we can find an expression for $`n(t=2)`$. By performing the integration, we observe two different regimes: (i) when $`\mathrm{}^2<3(\alpha _0(1+\alpha _1+\beta _1)+(\alpha _1+\beta _1)^2r_0^2)`$, $`n(t=2)`$ decreases when $`\alpha _1`$ increases; (ii) when $`\mathrm{}^2>3(\alpha _0(1+\alpha _1+\beta _1)+(\alpha _1+\beta _1)^2r_0^2)`$, $`n(t=2)`$ increases when $`\alpha _1`$ increases. Table 1 shows two numerical examples corresponding to the two regimes. The results of Table 1 show that the agreement between simulated values and predicted values of $`n(t)`$ is quite good especially for small values of $`\alpha _1`$. The fact that for large values of $`\alpha _1`$ the agreement is less precise is due to the significant contribution coming from the moments higher than the fourth that have been neglected in the Edgeworth expansion of Eq. (11). One could improve the forecast of $`n(t)`$ by extending the Edgeworth expansion to higher order and by using the approximate density so obtained to calculate a better estimation of $`n(t)`$.

The technique of Edgeworth expansion can also be used to forecast the value of $`n(t)`$ for value of $`t`$ larger than $`2`$. Our numerical simulations show that for moderate values of $`\alpha _1`$ and/or short forecast horizons the predictions work quite well. For larger value of $`\alpha _1`$ (especially when the fourth moment of the unconditional density is infinite) the prediction is valid only for small values of $`t`$.

These theoretical and numerical observations confirm that the GARCH(1,1) is unable to model the power law decay of $`n(t)`$ observed in real time series after a major market crash.

## IV Value at Risk after a crash

The empirical evidence and the theoretical model shown in the previous sections have direct relevance for risk management. One of the most widely used measure of risk is the so called Value at Risk (VaR) Duffie97 . The VaR is the most probable worst expected loss at a given level of confidence over a given time horizon. Here we indicate the probability density for index return $`r`$ over the time horizon $`\tau `$ as $`f_\tau (r)`$. The VaR $`\mathrm{\Lambda }_{VaR}`$ associated to a certain probability of loss $`P_{VaR}`$ is defined implicitly by

$$_{\mathrm{}}^{\mathrm{\Lambda }_{VaR}}f_\tau (r)𝑑r=P_{VaR}.$$
(12)
In stationary market conditions, the VaR is determined by the the density $`f_\tau (r)`$. In Section 2 we have discussed a simple market model able to describe quantitatively the non-stationary evolution of index return time series after a market crash. In this model the shape of the return density remains constant but its scale changes in time. By using the relation $`r(t)=\gamma (t)r_s(t)`$, it is direct to show that the (instantaneous) VaR after a market crash is not constant but changes in time as

$$\mathrm{\Lambda }_{VaR}(t)=\gamma (t)\mathrm{\Lambda }_{VaR}^{(s)},$$
(13)
where $`\mathrm{\Lambda }_{VaR}^{(s)}`$ is the constant VaR obtained by using the stationary probability density function $`f_s(r_s)`$. We have seen lillo2002  that the occurrence of the Omori law after a market crash is consistent with a time evolution of the scale $`\gamma (t)=c_1t^\beta +c_2`$. Eq. (13) indicates that after a big market crash the VaR decreases in time as a power-law with exponent $`\beta `$ (close to $`0.2÷0.3`$ in the investigated crashes) and eventually relaxes to a constant value.

## V Conclusions

Our empirical observations show that the statistical properties of index return time series after a major financial crash are essentially different from the ones observed far from the crash. Other examples of statistical properties of market which are specific of the aftercrash period have been observed in the investigation of cross-sectional quantities computed for a set of stocks before, at and after financial crashes Lillo2000 ; Lillo2001 . The time period just after a crash is characterized by a relaxation to the typical market phase that can be modelled in terms of a power-law decay of the typical scale of index returns. We have shown that this observation rules out the possibility that the statistical properties of the time evolution of index returns can be efficiently modelled in terms of simple autoregressive models, such as the GARCH(1,1) model, in the non-stationary period after a crash. Our modelling of the aftercrash period also suggests that the Value at Risk of a financial portfolio measured just after a financial crash evolves in a non trivial way characterized by a power-law evolution lacking a typical scale. In summary we conclude that the time period after a major market crash is characterized by statistical regularities which are specific to such a time period and not well described by models which presents a typical time scale in their stochastic evolution. The authors thank INFM ASI and MURST for financial support.


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# 1 Introduction

## 1 Introduction

The blazar class includes BL Lacertae type objects (BL Lacs) and Flat Spectrum Radio Quasars (FSRQs), both characterized by a strong and highly variable non-thermal continuum across the entire electromagnetic spectrum. The often extreme and peculiar observational properties of these sources (e.g. Urry & Padovani 1995) are thought to be the signature of physical phenomena seen in rare conditions such as the electromagnetic emission arising from a jet of material moving toward the observer at relativistic speeds observed at small viewing angles. For these reasons blazars are intensively studied at all frequencies from radio to high energy gamma rays. However, their low surface density and the intrinsic difficulties in discovering them at optical frequencies where BL Lacs do not display strong emission lines nor show any Blue Bump, make blazar research a difficult business. So difficult, in fact, that it took nearly 20 years to build the first statistically complete samples such as the 1Jy and 2Jy samples at 5GHz (Stickel et al. 1991, Wall & Peacock 1985) and the X-ray flux-limited samples derived from the Einstein EMSS and Slew surveys (Stocke et al. 1991, Rector et al. 2000, Perlman et al. 1996a). Most of the experimental results on which our present understanding of blazars is based come form the study of these early samples which include 30-50 objects, the brightest and most luminous in their selection band.

Despite the early difficulties many new surveys, based on classical or more recent multi-frequency selection techniques, are now becoming available. These surveys, however are characterized by different degrees of completeness and by a range of sensitivity limits in one or more energy bands; see Padovani (2002) for a recent review.

Using three recent, radio flux-limited and nearly complete surveys, which cover a portion of the blazar parameter space much wider than earlier samples, we determine some cosmological properties of BL Lacs such as the radio LogN-LogS, the radio luminosity function and its cosmological evolution and we address the controversial issue of the experimental basis of the often quoted correlation between $`\nu _{peak}`$ and radio luminosity (Fossati et al. 1998). Throughout this paper we assume $`H_0=50`$Km s-1Mpc-1 and $`q_0=0`$.

## 2 Blazars surveys

The statistical estimation of a parameter value, or the verification of the existence of a correlation between two or more parameters, in a population of sources requires the use of well defined, completely identified, possibly sizable, unbiased samples. A sample that includes all objects that are detectable above its statistical limits is usually referred to as a complete sample. The ’biasness’ of a statistical sample depends on the parameter(s) that are estimated through it. A sample is unbiased with respect to a given parameter if, above the survey statistical limits, the selection method used neither favors, nor selects against, objects with particular values of the parameter(s) considered. Surveys of X-ray serendipitous sources are particularly delicate from this viewpoint since they tend to exclude bright sources that have been observed as targets in the main observation program and therefore have much less probability to be rediscovered as serendipitous sources. For instance the samples based on ROSAT serendipitous sources like the DXRBS and the REX must suffer of some incompleteness at bright radio ($`f_\mathrm{r}`$ $``$$`>`$  1 Jy) and at bright X-ray ($`f_\mathrm{x}`$ $`>`$ a few $`10^{12}`$ erg cm-2s-1 ) fluxes since the ROSAT PSPC pointing program included nearly all the BL Lacs from the 1Jy sample and a large faction of the BL Lacs discovered in the Einstein EMSS and Slew Surveys. The exact amount depends on the details of the survey.

We make use of three radio flux limited blazar surveys, namely the DXRBS survey (Perlman et al. 1998 and Landt et al. 2001), the NVSS-RASS 1Jy sample (Giommi et al. 2002) and the Sedentary survey of extreme HBL BL Lacs (Giommi, Menna & Padovani 1999), whose spectroscopic identification rate has reached a sufficiently high level of completion ($`>\text{ }85\%`$) and are expected to be unbiased with respect to the quantities that we want to estimate. These large samples allow us to draw firm, albeit preliminary, conclusions with respect to the LogN-LogS, the luminosity function and the cosmological evolution of BL Lacs. In addition, the comparison of the NVSS-RASS 1Jy and the DXRBS surveys, which select objects regardless of their $`\nu _{peak}`$ value, to the Sedentary survey, which instead only includes high $`\nu _{peak}`$ sources, allow us to verify the experimental bases of the radio luminosity $`\nu _{peak}`$ correlation reported by Fossati et al. (1998).

In the following we briefly describe the main characteristics of these samples referring the reader to the original papers for more details.

### 2.1 The Deep X-ray Radio Blazars Survey, DXRBS

The DXRBS survey efficiently selects blazars by means of a spatial cross-correlation of the ROSAT WGA catalog of soft X-ray sources with several radio catalogs (GB6, PMN at 5 GHz and NORTH20CM at 1.4 GHz) and restricting the sample to objects with flat radio spectrum ($`\alpha _r<0.7,S_\nu \nu ^{\alpha _r}`$); see Perlman et al. 1998 and Landt et al. 2001 for details. All optical candidates are observed for spectroscopic identification down to the 24th magnitude. The flux limits and the present status of the DXRBS is briefly summarized below.

\- X-ray flux limits between $`10^{14}`$ and $`10^{12}`$ erg cm-2s-1
\- Radio flux limits between 50 and 100 mJy at 5 GHz
\- optical identification program is 95% complete
\- 233 confirmed blazars, 199 FSRQ + 44 BL Lacs
\- about 30% of the BL Lacs have no redshift

This survey is complete above its radio flux limits with a sky coverage that depends mainly on X-ray and only weakly on radio flux. A small number of bright radio (or X-ray) blazars are missing because they were targets of pointed PSPC observations.

### 2.2 The Sedentary multi-frequency survey.

The Sedentary multi-frequency survey is a radio flux limited sample of extreme HBL BL Lacs (that is objects with very high $`f_\mathrm{x}/f_\mathrm{r}`$ or, equivalently, very high energy synchrotron peak frequency). It is based on the cross-correlation between the NVSS catalog of 20 cm radio sources and the ROSAT all sky survey (RASS) bright sample with the restriction that the $`\alpha _{\mathrm{ro}}`$ and $`\alpha _{\mathrm{ox}}`$ of these candidates are within the ”HBL zone”, that is the small area of the $`\alpha _{\mathrm{ox}}`$ – $`\alpha _{\mathrm{ro}}`$ plane that is almost exclusively populated by extreme HBL ($`\alpha _{\mathrm{rx}}`$ $`<`$ 0.55, or $`\nu _{peak}`$ $`>\text{ }10^{16}`$Hz; see Giommi et al. 1999 for details).

The current status of the survey is presented in Perri et al. 2002; here we summarize the main properties.

\- 155 sources: the largest complete sample of BL Lacs
\- radio flux limit 3.5 mJy at 1.4 GHz
\- $`83`$% spectroscopically identified
\- $`40\%`$ of the objects have no redshift

### 2.3 The NVSS-RASS : a new 1Jy Blazar survey at 1.4 GHz

Sample similar to the ”classical” 1Jy sample at 5GHz of Stickel et al. (1991) based on the cross-correlation between NVSS (1.4 GHz) radio sources with flux larger that 1 Jansky and the ROSAT All Sky Survey (RASS, bright and faint samples). From the numerous X-ray observations of BL Lacs over the past 25 years it has clearly emerged that all objects of this type emit X-rays with an $`f_\mathrm{x}/f_\mathrm{r}`$ ratio that ranges from $`2\times 10^{13}`$ to well over $`10^{10}`$ erg cm-2s-1Jy-1 (e.g. Padovani 2002). Since the RASS full sample has a range of limiting sensitivities of $`5\times 10^{14}`$ to $`5\times 10^{13}`$ all sources brighter than 1 Jy in the NVSS should be detected in the RASS. Therefore the sample defined above should be complete provided that the RASS sky coverage is taken in to account. Currently the survey includes

\- 226 sources, 95% of them identified from the literature.
\- 165 Quasars (flat + steep radio spectrum)
\- 24 BL Lacs
\- 19 radio galaxies
\- 3 seyfert galaxies
\- 12 still unidentified

Figure 1 shows the distribution of the synchrotron peak energies ($`\nu _{peak}`$ ) for the three surveys, estimated by comparing a SSC model to the SED of all the sources in the samples (see Giommi et al., these proceedings for an application of this method to the sample of blazars observed with BeppoSAX). Note that the $`\nu _{peak}`$ distribution of the DXRBS and the NVSS-RASS 1Jy overlap substantially, (these being radio surveys that do not select any $`\nu _{peak}`$ values) while the Sedentary survey (by construction) includes all objects with values of $`\nu _{peak}`$ high enough to satisfy the survey requirement of $`\alpha _{\mathrm{rx}}`$ $`<`$ 0.55.

## 3 Cosmological properties of BL Lacs

In this paragraph we use the complete and radio flux limited samples described above to derive the cosmological properties of BL Lacs in general and those of the subclass of high $`\nu _{peak}`$ sources.

### 3.1 The radio LogN-LogS

The radio LogN-LogS of the surveys considered here are plotted in Figure 2 together with that derived from the ”classical” 1Jy sample of Stickel et al. (1991), after converting the 5GHz fluxes of this last survey into the 1.4 GHz band (assuming an average radio spectral slope of 0.3). From this figure we see that the number density of objects in the Sedentary survey (extreme HBL) is about 1/30th of the full population of BL Lacs and that this fraction remains roughly constant within the flux range where the Surveys’ sensitivities overlap. At fluxes below 50 mJy the LogN-LogS of high $`\nu _{peak}`$ sources flattens considerably so that, unless the LogN-logS of all BL Lacs flattens dramatically, the fraction of high $`\nu _{peak}`$ sources remains very low at all fluxes. Note that above a few hundred mJy the number density of high $`\nu _{peak}`$ ”Sedentary” sources becomes so low (a few $`10^5`$deg-2) that even all sky surveys (covering $`2\times 10^4`$deg2 like the 1Jy surveys) are expected to include less than one such objects.

### 3.2 The radio luminosity function

Figure 3 shows the radio luminosity function of all BL Lac types (LBL +HBL) estimated from the DXRBS and the NVSS-RASS 1Jy and of the subset of extreme HBL sources derived from the Sedentary survey. Given the high completeness level of all these surveys we do not expect that these preliminary LF can change much when full completion is achieved.

Since about 40% of the BL Lacs in the Sedentary survey do not have measured redshift we must make some assumptions to estimated the LF. We considered two cases 1) all objects with no redshift were assigned a value of 0.25 which is roughly equal to the average redshift of the remaining BL Lacs in the survey, and 2) the redshift was assumed to be that for which the expected optical nonthermal luminosity, estimated from $`\alpha _{\mathrm{ro}}`$ would be five times that of a typical host galaxy (give value). The LFs that we obtained under the two hypothesis are shown as small points and filled circles respectively.

From Figure 3 we see that the LF of extreme HBL objects is roughly parallel to that of the full population of BL Lacs implying that the fraction of high $`\nu _{peak}`$ objects is approximately the same at all luminosities.

### 3.3 Cosmological evolution

The cosmological evolution of BL Lacs is long known to be peculiar (Stocke et al. 1982, Maccacaro et al. 1984, Morris et al. 1991, Bade et al. 1998, Rector et al. 2000, Giommi et al. 1999, Caccianiga et al. 2002) and markedly lower than that of any other type of AGN. However, a number of studies seem to indicate that the amount of cosmological evolution may depend on flux limits and on the type of BL Lac considered, with HBL sources being those with the lowest evolution. The best way to measure cosmological evolution in a population of cosmic sources is to compare the luminosity function at different epochs, or equivalently, in different redshift shells. This, however, requires very large complete samples which are not easy to get. Although the Sedentary survey is large enough to allow this approach, the present status of the identification program (83%) and the large fraction of objects without a measured (or measurable) redshift, make this approach still premature. For the purposes of this work we measured the amount of cosmological evolution through the $`V_\mathrm{e}/V_\mathrm{a}`$ test (Avni & Bachall 1980), an extension of the original $`V/V_\mathrm{m}`$ method (Schmidt 1968) to surveys with more than one flux limit. This test measures the presence of cosmological evolution as a deviation from a uniform distribution of $`V_\mathrm{e}/V_\mathrm{a}`$ values (and from its average value $`V_\mathrm{e}/V_\mathrm{a}`$ of 0.5 ) which is expected in a population of non evolving sources. To assign a redshift to the sources with no measured value we have followed three approaches: 1) z was set equal to the average value of the subsample with measured redshifts (z=0.25); 2) we have used a Monte Carlo method to assign redshift values assuming that the z distribution is the same as in the subsample of BL Lacs with measured redshifts; 3) we have applied the Monte Carlo method only to the sources that are still unidentified and we have derived redshift upper limits for the confirmed BL Lacs without redshift estimation assuming that they are so because their optical spectrum is featureless as a consequence of the fact that their optical Synchrotron Self Compton (SSC) power is at least five times that of an average BL Lac host galaxy (e.g. Landt et al. 2002).

We have obtained $`V_\mathrm{e}/V_\mathrm{a}`$ = $`0.41\pm 0.02`$, $`V_\mathrm{e}/V_\mathrm{a}`$ = $`0.42\pm 0.02`$ and $`V_\mathrm{e}/V_\mathrm{a}`$ = $`0.44\pm 0.02`$ for case 1, 2 and 3 respectively. In all cases $`V_\mathrm{e}/V_\mathrm{a}`$ is less than 0.5 by three sigma or more. Table I compares the $`V_\mathrm{e}/V_\mathrm{a}`$ results of the Sedentary survey with those of other recent surveys. Low values of $`V_\mathrm{e}/V_\mathrm{a}`$ are found in the Sedentary survey and in X-ray surveys like the EMSS and RASS-HBX, which include a large fraction of HBLs. A somewhat contraddictory result seems to be that of Caccianiga et al. (2002) who find the $`V_\mathrm{e}/V_\mathrm{a}`$ of the XB-REX sample to be consistent with 0.5, at odds with the measurements of lower values in the EMSS and RASS-HBX surveys which have similar X-ray flux limits. However we note that the XB-REX result is only two sigma away from the other measurements and that the REX survey must have missed a few bright (hence low $`V_\mathrm{e}/V_\mathrm{a}`$ ) HBLs of the Einstein Slew and EMSS surveys since a large fraction of these objects were pointed as part of the main ROSAT observation program.

## 4 The $`\nu _{peak}`$ -radio luminosity correlation

In this section we address the issue of the correlation between $`\nu _{peak}`$ and radio luminosity that has been noticed comparing radio selected and X-ray selected samples of blazars by Fossati et al. (1998) and is considered as the experimental basis of unified scenarios for blazars (Ghisellini et al. 1998, Costamante et al. 2001, Maraschi 2002, these proceedings).

Figure 4 (adapted from Costamante et al. 2001) shows the original data used by Fossati et al. (1998) to point out the correlation between $`\nu _{peak}`$ and radio luminosity. Fossati et al. compared powerful radio blazars from the 1Jy sample of Stickel et al. (1991) and the 2Jy sample FSRQ with less radio powerful X-ray discovered BL Lacs from the Einstein IPC medium Sensitivity and Slew Surveys, which at that time were the only complete samples available. It must be noted, however that although these samples were complete above their respective radio and X-ray flux limits, they included sources with very different radio fluxes, and not all radio luminosities represented in one survey were above the flux limit in the other sample. Perlman et al. (2001) showed that when more recent surveys are considered the correlation does not appear as straightforward as in Figure 4.

Figure 5 shows the radio luminosity - $`\nu _{peak}`$ plot extended to BL Lacs discovered in the deeper and more homogeneous DXRBS and Sedentary surveys. The original data (for BL Lacs only) still appear in the plot as small circles. It is readily apparent that the lower left corner of the plot (low power - low $`\nu _{peak}`$ sources), which was empty in Figure 5 is now filled by most of the DXRBS BL Lacs. The upper left corner, instead remains empty testifying that high radio power-high $`\nu _{peak}`$ BL Lacs are not detected. However, this is probably due to the fact that high radio power high-$`\nu _{peak}`$ sources very easily outshine the optical emission of their host galaxy thus hampering any redshift (and luminosity) measurement. Figure 6 shows the SED of two BL Lacs of equal radio luminosity but with synchrotron peaks located at low ($`\nu _{peak}`$ $`10^{13}`$ Hz) and at high energy ($`\nu _{peak}`$ $`10^{17}`$ Hz) together with the optical emission of a typical giant elliptical host galaxy. It is immediately clear that the type of observed optical emission (thermal vs non-thermal), on the basis of which an identification is made, strongly depends on the position of $`\nu _{peak}`$ (see also Landt et al. 2002 and Landt, these proceedings). In fact, according to the often used calcium break dilution rule (Stocke et al. 1991, Browne & Marcha 1993, Landt et al. 2002) the BL Lac with low $`\nu _{peak}`$ in Figure 6 would be classified as a radio galaxy, while the high energy peaked object would be classified as a featureless BL Lac with no redshift (and consequently no estimate of its luminosity). Since the optical luminosity of BL Lac host galaxies display a very small dispersion (Wurtz et al. 1997, Urry et al. 2000) the degree of optical light dilution can be as much as 100 times higher in HBLs than in LBL objects.
The dotted and dashed-dotted lines in Figure 5 represent the loci where the non-thermal emission from a BL Lac object is 5 times that of the host galaxy, and therefore it outshines any galactic component, for two assumptions of the radio spectral index ($`\alpha =0.15`$ and $`\alpha =0.3`$). Any object located to the right of these lines would appear as featureless, unless emission lines were also present. Objects of this type cannot be plotted and the upper right part of the plot remains empty. Several high luminosity-high $`\nu _{peak}`$ BL Lacs may be present in the Sedentary survey where about 40 % of the objects have no redshift. The radio luminosity of these sources are plotted as lower limits (calculated as in section 3.3) in Figure 5. Note that several of the 1Jy BL Lacs are on the right side of the dotted line, well into the ”lined objects” part of the diagram. That is because some 1Jy BL Lacs indeed show emission lines (Bade et al. 1998, Rector & Stocke 2001) and could be Flat Spectrum Radio Quasars whose strong non-thermal emission dilutes the line strengths and lowers their equivalent width close to the 5 Å limit. This contamination could easily affect the amount of cosmological evolution in bright radio flux limited samples (see also Perlman et al. 1996b).

## 5 Summary and Conclusion

Using three new radio flux limited samples that cover a large portion of the blazar parameter space we have derived the cosmological properties of BL Lac objects and we have investigated the existence of the correlation between $`\nu _{peak}`$ and radio luminosity in BL Lac objects. We have shown that

* The radio LogN-LogS of extreme HBL objects remains approximately parallel to that of all types of BL Lacs down to 50 mJy and flattens significantly at fainter fluxes.
* The radio luminosity function of HBL sources also remains approximately parallel to that of the general population of BL Lacs although the large number of objects without redshift leaves some uncertainties. There is no evidence for a strong increase in the fraction of HBL sources as would be expected if $`\nu _{peak}`$ is strongly correlated with radio luminosity.
* The correlation found by Fossati et al. (1998) might have been induced by the comparison of samples with widely different radio flux limits and by the fact that high luminosity HBLs were under-represented in early samples since a) their space density at high radio fluxes is so low that hardly any object of this type is expected in a shallow radio survey, and b) their flat synchrotron spectrum, which extends to very high energies, easily outshines the optical emission of the host galaxy thus preventing the measurement of their redshift and hence of their luminosity.
* The amount of cosmological evolution in BL Lacs is confirmed to be low and probably negative. This is mainly confined to samples of low radio flux and high $`\nu _{peak}`$ objects, although some contamination by FSRQ in radio flux limited surveys may have artificially increased the value of $`V_\mathrm{e}/V_\mathrm{a}`$ .
* Although at the moment we do not have direct evidence of the existence of high radio power HBL sources, such evidence could be obtained detecting high redshift absorption lines, due to intervening intergalactic material, in high quality spectra of the many featureless HBLs in the Sedentary survey.

## Acknowledgements

EP acknowledges support from NASA grants NAG5-9995 and NAG5-10109 (ADP) and NAG5-9997 (LTSA).


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# KANAZAWA-02-24 ITEP-LAT/2002-13 Confining string and P-vortices in the indirect 𝑍(2) projection of 𝑆𝑈(2) lattice gauge theory Talk presented by A. V. Kovalenko at Lattice 2002 symposium, Boston

## 1 Introduction

Two popular confinement mechanisms are the monopole confinement  and the magnetic vortex confinement . The numerical study of these mechanisms on the lattice shows that both of them have attractive features, e. g. the abelian dominance , an explanation of the Casimir scaling , etc. Studies of the confining string in the maximal abelian projection  clearly demonstrate that QCD vacuum behaves like the dual superconductor. Below we present results of an analogous study of the confining string in terms of P-vortices in the indirect $`Z(2)`$ projection of $`SU(2)`$ lattice gauge theory.

We use the standard definition  for P-vortices in the indirect $`Z(2)`$ projection. After fixing the maximal abelian gauge we maximize the functional $`R`$ and define the link variables $`Z_{x\mu }`$:

$$R=\underset{x,\mu }{}\mathrm{cos}^2\theta _{x\mu },Z_{x\mu }=\mathrm{sign}(\mathrm{cos}\theta _{x\mu }),$$

where $`\mathrm{cos}\theta _{x\mu }=\frac{1}{2}\mathrm{Tr}u_{x\mu }`$, $`u_{x\mu }`$ is the abelian link matrix obtained from $`SU(2)`$ link matrix $`U_{x\mu }`$ by the abelian projection.

A plaquette is pierced by a P-vortex lying on the dual lattice if $`Z(2)`$ plaquette $`P_{x,\mu \nu }Z_{x\mu }Z_{x+\mu ,\nu }Z_{x+\nu ,\mu }^{}Z_{x\nu }^{}=1`$.

## 2 Vortices near the confining string

We consider the quantity that measures the dependence of the vortex density on the distances $`r_{}`$ from the $`q\overline{q}`$ axis and $`r_{}`$ along this axis

$$Q(r_{},r_{})=\frac{<WV(r_{},r_{})>}{<W>},$$
(1)
where W is a Wilson loop and vortex detector $`V(r_{},r_{})=(1P_{x,\mu \nu })/2`$. The similar quantity was investigated for the distribution of monopole currents near the confining string . Our calculations were performed on $`SU(2)`$ vacuum configurations in the indirect $`Z(2)`$ gauge, which was fixed using the simulated annealing algorithm . Below we present results obtained on $`50`$ statistically independent configurations generated on $`24^4`$ lattice for $`\beta =2.5`$.

Obviously there is no correlation between $`W`$ and $`V(r_{},r_{})`$ at large distances $`r_{}`$, $`Q(\mathrm{},r_{})=<V>`$, which is the value of the string condensate . However, the vortex density decreases near the confining string. This effect is illustrated in Fig. 1. The minima on Fig. 1 correspond to the positions of the test quark and antiquark.

In Fig. 2 we show the dependence of the vortex density $`Q(r_{},r_{})/a^2`$ on the distance $`r_{}`$ for $`r_{}`$ fixed in the middle of the $`q\overline{q}`$ axis and the vortex detector $`V`$ lying in various planes. The Wilson loop has temporal direction ’0’ and spatial direction ’1’. We see stronger suppression of $`Q`$ for the plane $`(0,1)`$ parallel to the Wison loop. The normalization $`1/a^2`$ is due to dimensional reasons , the density of P-vortices should scale as $`a^2`$, $`a`$ being the lattice spacing.

## 3 The radius of the confining string

We employ $`Q(r_{},r_{})`$ to evaluate the radius of the string in terms of P-vortices.

The Gaussian form fitting function is used to fit our data:

$$Q(r_{})=A\mathrm{exp}\left[\left(\frac{r_{}}{r_0}\right)^2\right]+Q(\mathrm{}),$$
(2)
$`A`$ and $`r_0`$ being the fitting parameters. It is reasonable to treat $`r_0`$ as the radius of the confining string. Function (2) has been used in studies of the nonabelian  and abelian  flux tubes action density and predicted theoretically in . We obtained fits with reasonable $`\chi ^2`$ (see Fig. 3).

Fig. 4 shows the parameter $`r_0`$ as a function of the distance between the quark and antiquark. The radius of the string appears to be proportional to the logarithm of the distance between the quark and antiquark as predicted in  for the width of the nonabelian flux tube. It is worth mentioning that the logarithmic dependence has been found out in studies of the nonabelian flux tube , while for the abelian flux tube the width was found to be stable  (on the other hand, the accurate recent studies show the dependence of the width of the abelian flux tube on the distance between the test quark-antiquark pair ).

## 4 Discussion

For the monopole confinement mechanism there exists the effective classical model, which is the dual abelian Higgs model. The classical equations of motion for this model describe unexpectedly well the profile of the confining string in the maximal abelian projection . For P-vortices we have no classical effective model, and our fitting function (2) has a phenomenological origin. On the other hand, the qualitative similarity of the dependence of $`Q(r_{},r_{})`$ on $`r_{}`$ to the dependence of the action density of the nonabelian or abelian flux tube is not accidental. $`Q(r_{},r_{})`$ can be interpreted as $`Z(2)`$ projection of the nonabelian magnetic/electric energy density. This aspect will be discussed elsewhere .

We can also explain the flux tube profile shown in Fig. 1 from another point of view. It is well known that monopoles are correlated with P-vortices . On the other hand, it is also known that the condensate of monopoles is broken inside the confining string. Thus one can expect that the condensate of P-vortices should be also broken or at least substantially reduced inside the confining string. We really see this effect in Figs. 13.

## ACKNOWLEDGEMENTS

The authors are grateful to M. N. Chernodub, F. V. Gubarev and V. I. Zakharov for useful discussions. M. I. P. is partially supported by grants RFBR 02-02-17308, RFBR 01-02-117456, RFBR 00-15-96-786, INTAS-00-00111, and CRDF award RPI-2364-MO-02. A. V. K. is partially supported by grants RFBR 02-02-17308 and CRDF MO-011-0. B. V. G. is supported by JSPS Fellowship grant.


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# Biographical Sketch of Aristotle

## Biographical Sketch of Aristotle

$``$ Period of life: 384 - 322 BC (62 years).

$``$ Place of birth: Stagira in the ancient Macedon region444Ancient Macedon region and people should not be confused with present Macedonia., now in the prefecture of Khalkidhiki in the northeastern part of Greece). Aristotle was born as the son of Nicomachus, chief physician at the court of Amyntas III. Stagira was a port in the three-fingered hand-like peninsula Calcidia and is now a village of only 500 people.

$``$ At the age of 17 years he went to Athens to study in the Academy, the famous educational institution of Plato (now equivalent to a department of philosophy). For the next 19 years he remained in Plato’s Academy where he reached the mature status of professor and independent research philosopher. Although many of his ideas were opposed to those of Plato, he was considered as one of the possible successors by Plato himself.

$``$ In 347 BC, when Plato died, Aristotle could not stay as head of the Academy since Plato’s last will was that his own nephiew, the much more obscure Speusippus, be in charge of it, but probably also because of the opposition of the other philosophers and his Macedonian origin. Together with Xenocrates, who later became the third head of Plato’s Academy, Aristotle abandoned Athens spending the following 12 years in various cities of the isles and along the coasts of the Aegean Sea where for a while he engaged in his remarkable studies in biology. Fortunately, during this quite unstable period of his life (although he got married to Pythias, the niece of ruler Hermias) he was asked by Philip II of Macedonia to come back to Stagira as a private mentor of his thirteen-year old son Alexander (later, Alexander the Great).

$``$ In 335 BC Philip conquered Athens. Aristotle returned to the most important city of that epoch in a position allowing him to found his own school (known as the “peripatetic school” because of Aristotle’s habit of walking during his lectures). The place he chose for his school was known as the Lyceum named so after the nearby temple of Apollo Lyceus (Lykaios), i.e., Apollo “the Wolf-God”. Aristotle’s school location was discovered only in 1997 by E. Ligouri. It is a quadratic place with a diagonal of about 50 meters. It is considered by many historians as the first university of the planet555I think this is true if one takes into account the encyclopedic range of Aristotle’s courses and the extended library that was accumulated there through the efforts of Aristotle.. Aristotle taught in the Lyceum during the next 12 years of his life. His courses (2000 pages published in ‘Complete Works’ representing only between a fifth and a quarter of his total cultural output) cover knowledge ranging from Ethics to Biology, Physics and Metaphysics.

On the personal side, it is known that during his second Athenian period his wife Pythias died and subsequently he lived unmarried with Herpyllis, a woman from Stagira. Also, in 327 BC, his nephiew Callisthenes who went with Alexander in his famous military campaign was executed at the order of Alexander !

$``$ In 323 BC, at the death of Alexander, Aristotle prudently abandoned Athens and died a year later in Calchis, hometown of his mother in Euboea island.

## Extant Aristotelian Treatises

Presented is the list as given by Turner  with the titles in Latin as assigned by Andronicus.

> Logical Treatises (also known as Organon)
>
> 1. Categoriae
>
> 2. De Interpretatione
>
> 3. Analytica Priora
>
> 4. Analytica Posteriora
>
> 5. Topica
>
> 6. De Sophisticis Elenchis
>
> Physical Treatises
>
> 7. Physica (or Physica Auscultatio)
>
> 8. De Cœlo
>
> 9. Meteorologica
>
> Metaphysical Treatises
>
> 10. Metaphysica666Title given by Andronicus, who placed this treatise after the physical treatises in his collection; Aristotle entitled it ‘First Philosophy’ (Prote Philosophia).
>
> Biological and Zoological Treatises
>
> 11. Historiae Animalium
>
> 12. De Generatione et Corruptione
>
> 13. De Generazione Animalium
>
> 14. De Partibus Animalium
>
> Psychological and Anthropological Treatises
>
> 15. De Anima
>
> 16. De Sensu et Sensibili
>
> 17. De Memoria et Reminiscentia
>
> 18. De Vita et Morte
>
> 19. De Longitudine et Brevitate Vitae
>
> Ethical and Political Treatises
>
> 20. Ethica Nicomachea
>
> 21. Politica
>
> Poetical and Rhetorical Treatises
>
> 22. De Poetica
>
> 23. De Rhetorica

Figure Caption: Map showing the location of Stagira among other ancient Greek cities.