text:
# Coherent back-scattering near the two-dimensional metal-insulator transition

## Abstract

We have studied corrections to conductivity due to the coherent backscattering in low-disordered two-dimensional electron systems in silicon for a range of electron densities including the vicinity of the metal-insulator transition, where the dramatic increase of the spin susceptibility has been observed earlier. We show that the corrections, which exist deeper in the metallic phase, weaken upon approaching to the transition and practically vanish at the critical density, thus suggesting that the localization is suppressed near and at the transition even in zero field.

The metallic conductivity and the metal-insulator transition (MIT) in two-dimensional (2D) systems have been a subject of intense studies for almost a decade Abrahams et al. (2001). It is now well established that strong interactions between carriers are responsible for the metallic behavior, with quantitative agreement between the experiment and interaction-based theory Zala et al. (2001); Punnoose and Finkelstein (2002) reported for a variety of dilute 2D systems. However, no quantitative theory is currently available in the most interesting regime: in the immediate vicinity of the transition, where electron-electron interactions cause strong changes in the system parameters including dramatic rise of the spin susceptibility Shashkin et al. (2001); Vitkalov et al. (2002); Pudalov et al. (2002); Zhu et al. (2003) possibly leading to a spontaneous spin polarization at a finite electron density $`n_\chi `$ Shashkin et al. (2001); Vitkalov et al. (2001). One of the open questions is the fate of the coherent backscattering (responsible for the weak localization) in the presence of strong interactions. In some experiments on p-GaAs/AlGaAs heterostructures, negative magnetoresistance consistent with suppression of the coherent backscattering by a perpendicular magnetic field, $`B_{}`$, has been reported at carrier densities as low as $`4\times 10^{10}`$ cm-2 corresponding to $`r_s10`$, which has been interpreted as evidence of the insulating character of the ground state Simmons et al. (2000) (here $`r_sE_c/E_F`$ is the ratio between Coulomb and Fermi energies characterizing the strength of the interactions). However, in ultra-clean p-GaAs/AlGaAs heterostructures with much lower carrier densities (down to $`7\times 10^9`$ cm-2), the negative magnetoresistance has been found to be negligible near the metal-insulator transition Mills, Jr. et al. (2001) — less than 3% of its “noninteracting” value — suggesting that the effects of the coherent backscattering are suppressed in this strongly-interacting system.

In this Letter, we report the first experimental studies of the weak-field magnetoconductance in high-mobility silicon metal-oxide-semiconductor field-effect transistors (MOSFETs) at temperatures down to about 40 mK and at electron densities down to the critical density for the MIT, $`n_c=0.82\times 10^{11}`$ cm-2. In this regime, spin susceptibility sharply increases (and, possibly, even diverges at $`n_\chi 0.8\times 10^{11}`$ cm-2 Shashkin et al. (2001); Vitkalov et al. (2002, 2001)) indicating that properties of the system are dramatically altered by the interactions. Previous studies of the coherent backscattering in this system were restricted to electron densities $`n_s>1.5\times 10^{11}`$ cm-2 Brunthaler et al. (2001), which are outside of this interesting regime. We have found that relatively far from the transition, the corrections to the conductivity due to the coherent backscattering are of their “normal” (non-interacting) strength, in agreement with earlier reports Brunthaler et al. (2001). However, once the transition is approached ($`\delta n_s/n_c10.1`$), the corrections become progressively weaker, and in the immediate vicinity of the critical density, they practically vanish. This suggests that the weak localization is already suppressed near and at the transition even in the absence of the perpendicular magnetic field, in agreement with recent data on ultra-high mobility p-GaAs/AlGaAs heterostructures Mills, Jr. et al. (2001). The absence of localization at and just above the critical density may account for the existence of a flat separatrix between metallic and insulating states observed at $`n_s=n_c`$ in Refs.Sarachik and Kravchenko (1999); Kravchenko and Klapwijk (2000).

We used three high-mobility samples from different wafers which all displayed similar behavior. The data shown below were obtained on two samples (NH50.3064.9N and NH50.4064.7N) from different wafers; peak electron mobilities in both samples were close to $`3.3\times 10^4`$ cm2/Vs (at $`T=0.1`$ K). The resistance was measured by a standard four-terminal technique at very low frequencies (0.2 to 0.5 Hz) to minimize out-of-phase signal. The voltage between potential probes was amplified by a factor of $`10^3`$ by a ultra low-noise battery-operated SR-560 differential amplifier with a symmetric input and then measured by a SR-830 lock-in detector. There are two main experimental difficulties associated with low-temperature transport measurements: the first is to minimize the contact resistance, which tends to grow very high at mK temperatures, and the second is to ensure that the carriers are not overheated relative to the bath temperature. The first problem was solved Heemskerk and Klapwijk (1998) by introducing gaps in the gate metalization which allowed for maintaining high electron density near the contacts even when the density in the main part of the sample was low. The gaps were narrow enough ($`<100`$ nm) for the given gate-oxide thickness to provide a smoothly descending electrostatic potential from the high-density part to the low-density part. To minimize the second problem, we filtered out the external noise by using two sets of $`\pi `$ filters. The electron gas was cooled by 16 copper wires approximately 0.5 mm in diameter thermally coupled to the mixing chamber of a Kelvinox-100 dilution refrigerator. To verify that the electrons were not overheated relative to the bath temperature, we studied the temperature dependence of the amplitude of the Shubnikov-de Haas oscillations. In Fig. 1, we show $`\rho (B_{})`$ dependences recorded at “high” electron density, $`n_s=7.310^{11}`$ cm-2 (a), and at “low” density, $`n_s=1.1710^{11}`$ cm-2 (b). We have carefully checked that the data were taken in the linear regime of response. The temperature dependence of the normalized amplitude of the oscillations, $`A/A_0`$, is shown in the insets together with the theoretical dependences calculated using Lifshitz-Kosevich formula Isihara and Smrčka (1986) (here $`A_0=4\mathrm{exp}(2\pi ^2k_BT_D/\mathrm{}\omega _c)`$, $`\omega _c=eB_{}/mc`$ is the cyclotron frequency, $`m`$ is the effective mass, and $`T_D`$ is the Dingle temperature). As seen from the figures, the theoretical dependences coincide with the experimental data at both high and low electron densities down to the lowest accessed temperature $`40`$ mK. This confirms that the electrons were indeed “cold” in our experiments. The power generated in the samples was maintained at about $`10^{15}`$ W at low electron densities ($`n_s1.310^{11}`$ cm-2) and at about $`10^{14}`$ W at higher electron densities. The measuring current ranged from 40 pA at the lowest densities to 2 nA at the highest ones.

In Fig. 2 (a), we show dependences of the longitudinal magnetoconductance, $`\sigma `$, on a perpendicular magnetic field recorded at $`T=42`$ mK for the range of electron densities on the metallic side of the metal-insulator transition. All curves are symmetric about $`B_{}=0`$. At higher $`n_s`$ (upper curves), the characteristic magnetoconductance dip at zero magnetic field is seen. It is associated with the effects of the coherent backscattering, or weak localization, which is present at $`B_{}=0`$ but is suppressed by a weak perpendicular magnetic field. Quantitatively similar $`\sigma (B_{})`$ dependences have been obtained on another sample, as shown in Fig. 2(b) (magnetoconductivity curves for this sample have been measured only at one direction of the magnetic field).

It is possible to fit the higher-$`n_s`$ magnetoconductance curves by the Hikami-Larkin formula Hikami et al. (1980)

$$\mathrm{\Delta }\sigma =\frac{e^2}{h}\frac{\alpha g_v}{\pi }\left[\mathrm{\Psi }\left(\frac{1}{2}+\frac{\tau _B}{\tau }\right)\mathrm{\Psi }\left(\frac{1}{2}+\frac{\tau _B}{\tau _\varphi }\right)\right],$$
(1)
where $`\tau `$ and $`\tau _\varphi `$ are elastic and inelastic electron lifetimes, respectively, $`\mathrm{\Psi }`$ is the Digamma function, $`g_v`$ is the valley degeneracy, $`\tau _B=\mathrm{}/4eB_{}D`$, and $`D`$ is the diffusion coefficient; the numeric coefficient $`\alpha `$ depends on the ratio of intravalley to intervalley scattering rates and is expected to be between 0.5 and 1. An example of such fit is shown in Fig. 3 (a) (the top curve). The value of the phase-breaking time used, $`\tau _\varphi =30`$ ps, is consistent with experimental data for $`\tau _\varphi `$ ($`20`$ to 100 ps) obtained at similar temperatures on different 2D systems Simmons et al. (2000); Brunthaler et al. (2001); Coleridge et al. (2002), although it is more than an order of magnitude shorter than that expected theoretically, $`\tau _\varphi 2\pi \mathrm{}^2\sigma /e^2k_BT\text{ln}(\sigma h/2e^2)10^9`$ s Brunthaler et al. (2001).

As follows from Eq. 1, the magnitude of the dip is equal to $`(e^2\alpha g_v/\pi h)`$ ln$`(\tau _\varphi /\tau )`$. Using the above expression for the inelastic time, we obtain $`\tau _\varphi /\tau 1/\text{ln}(\sigma h/2e^2)`$. Therefore, the magnitude of the dip is expected to weakly (double-logarithmically) increase as the average conductivity decreases, provided the variations in electron density are small, as they are in our case.

This is not what is observed in the experiment: as one approaches the transition, the magnitude of the dip sharply drops, and at the critical electron density (the lowest curves in Figs. 2 (a,b)), the dip is no longer seen on the scale of these figures. However, the shape of the magnetoconductivity does not change significantly with decreasing $`n_s`$. This is illustrated by the middle curve in Fig. 3 (a) showing $`\sigma (B_{})`$ multiplied by six ($`n_s=0.9010^{11}`$ cm-2), which makes it quantitatively similar to the upper curve. This similarity demonstrates that the functional form of the $`\sigma (B_{})`$ dependence, described by the expression in brackets in Eq. 1, does not change noticeably as the density is reduced from $`1.2310^{11}`$ to $`0.9010^{11}`$ cm-2; instead, it is the vertical scale of the effect that rapidly decreases upon approaching to the MIT. At yet lower density, $`n_s=0.8210^{11}`$ cm-2, the magnitude of the dip does not exceed 2% of that for $`n_s=1.2310^{11}`$ cm-2 (compare the upper and the lower curves in Fig. 3 (a)). Therefore, in the immediate vicinity of the metal-insulator transition, the coherent backscattering in the metallic phase appears to be strongly suppressed even in zero magnetic field remark . This is in agreement with the results obtained in ultra-high-quality p-GaAs/AlGaAs heterostructure Mills, Jr. et al. (2001).

In principle, suppression of the magnitude of the weak localization dip may be due to the inelastic scattering time being strongly reduced compared to that expected from the noninteracting theory. However, our attempts to approximate magnetoconductivity close to the transition by the Hikami-Larkin formula with reduced $`\tau _\varphi `$ have failed. An example of such an attempt is shown in Fig. 3 (b). The required magnitude of the dip can be achieved by choosing $`\tau _\varphi =6`$ ps; however, the calculated dependence (the lower dashed curve) is much broader than the experimental one, and its curvature, $`d^2\sigma /dB_{}^2`$, is positive in the entire range of magnetic fields, contrary to the experiment. On the other hand, the experimental curve in Fig. 3 (b) can be fitted reasonably well (the upper dashed curve) by choosing the same parameters as for the highest-density curve in Fig. 3 (a), but with the prefactor ten times smaller ($`\alpha =0.06`$). We therefore believe that it is the value of the prefactor, rather than $`\tau _\varphi `$, which is responsible for the effect.

As we have already mentioned, experimental data on Si MOSFETs reveal a sharp increase of the spin susceptibility at $`n_sn_\chi 0.810^{11}`$ cm-2, i.e., in the same region of densities where we observe the suppression of the weak localization. Due to the strong renormalization of the effective mass Shashkin et al. (2002, 2003), the interaction parameter $`r_s`$ reaches at least 50 near $`n_\chi `$ (which in our samples practically coincides with the critical density for the metal-insulator transition). However, samples of a lower quality become strongly localized at densities noticeably higher than $`n_\chi `$, where the effective mass remains close to its band value and $`r_s`$ does not exceed 10. Coherent backscattering in such samples is still present near the transition to a strongly localized state; there is no temperature-independent separatrix, and resistance of some of seemingly-metallic curves turns up at low temperatures Prus et al. (2002). Similar behavior is observed in p-GaAs/AlGaAs heterostructures: “ordinary” weak localization corrections and low-temperature up-turns of the resistance have been reported in samples with relatively high transition density $`4.610^{10}`$ cm-2 Simmons et al. (2000), while no up-turn of the resistance and practically no weak localization corrections have been seen in higher-quality heterostructures with almost an order of magnitude lower transition density $`610^9`$ cm-2 Mills, Jr. et al. (2001).

In summary, not too close to the transition, at $`\delta 0.1`$, there are no principal deviations from the “conventional” magnetoconductance associated with the suppression of the coherent backscattering by a perpendicular magnetic field. This fact, although known from earlier measurements Simmons et al. (2000); Senz et al. (2000); Brunthaler et al. (2001); Coleridge et al. (2002), is not trivial, because the weak localization theory was developed for non- or weakly-interacting electron systems, while in our case, the energy of electron-electron interactions exceeds the Fermi energy by more than an order of magnitude. However, in the immediate vicinity of the MIT, where the role of interactions is especially strong, the magnitude of the weak localization corrections sharply drops, and near the critical electron density, the corrections do not exceed 2% of their “noninteracting” value. This confirms similar results in an ultra-clean p-GaAs/AlGaAs heterostructure Mills, Jr. et al. (2001) and thus establishes their universality. The absence of the localization corrections at the metal-insulator transition may account for the existence of a flat separatrix between metallic and insulating states observed in Refs.Sarachik and Kravchenko (1999); Kravchenko and Klapwijk (2000).

We are grateful to D. Heiman and A. A. Shashkin for useful discussions and to D. Basiaga for technical assistance. This work was supported by NSF grants DMR-9988283 and DMR-0129652 and the Sloan Foundation.


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# A New face on old code - NOBUGS2002/024

## I Introduction

In the ideal world data processing and modeling techniques are thoroughly studied and understood at the beginning of a research program. Then someone sits down and writes easily maintainable and extendible code with lots of comments throughout. Finally someone writes a detailed user manual including examples and what methods were used, then confirms that everything does indeed work on all of the supported platforms. However, this is almost never the case.

Normally, one is trying to understand some science and has little time to do more than write ad hoc code that frequently has a confusing interface and only is known to work for the parameters of the original problem. After time this type of software is grouped together in an analysis or modeling package that is fully functional, but lacks a real interface. Because of a steep learning curve to use the software a new user must have lots of interaction with the author to start to apply it to the current situation. This is a waste of everyone’s time. The solutions to this problem are to undergo extensive rewrites of the code to simplify its user interface, or to wrap the code with new software which deals with all of the idiosyncrasies of the various input files. This paper will discuss the latter option.

## II Simple Wrapping

Several cases of wrapping fall into a simple class where the underlying FORTRAN runs either off of a input file or a few command line parameters. This section will demonstrate an easy way to call such code.

We will start with the absolute simplest program to call: hello world. This will be done with a very simple FORTRAN program that requires no input or user interaction.

```
        program hello
c
        write(*,*) ’Hello world’
        end

```

Once compiled this will have either the name hello in Linux or hello.exe in DOS. For the rest of the paper we will assume that Linux is being used. To confirm that the program works we simply try (using a GNU compiler):

```
% g77 -o hello hello.f
% hello
Hello world
%

```

Even though this example is very simple it represents the vast majority of analysis and modeling software. The wrapping program in these cases can write the input file and call the FORTRAN using parameters that have already checked to avoid errors in execution.

Most require input either from a simple ASCII file (which can be set up by the wrapping software also) or a few command line parameters and be called in exactly the same way as our simple FORTRAN program. The examples in this section do not go over writing input files or parsing output files because the methods for calling the FORTRAN program is unchanged.

### II.1 Hello Perl

In Perl perl;web ; perlnut;bk99 , and many other languages, a simple hello world type of program can be executed in a few lines. In this case the preferred function is system and the program is as follows (assuming that Perl is in /usr/bin)

```
#!/usr/bin/perl
$command="hello";
system($command);

```

This can be tested on the command line

```
% hello.pl
Hello perl
%

```

The system function gives control of the current thread to the function call and takes it back once the program executed is done. The exit status of the program executed (multiplied by 256) is the return value of system. There is also a similar function, exec, which starts the system call but never regains control. Because of the nature of the two commands, system is the generally preferred method since it provides a means to step through a series of programs in an orderly fashion.

### II.2 Hello Java

Java java;web ; java;bk00  is a significantly more structured language than Perl. Because of this, a simple ’hello world’ program takes several more lines, while the basics are the same.

```
import java.io.*;
class hello{
  public static void main(String args[]){
    String command="hello";
    try{
      Runtime.getRuntime().exec(command);
    }catch(java.io.IOException e){
      // let it drop on the floor
    }
  }
}

```

Compiling and running this program results in

```
% javac hello.java
% java hello
%

```

There is no output from the executed code.

The lack of output comes from the exec command which grabs the input, output, and error streams from the program executed. To have the result of our program shown on the screen we need to ask exec for the process’ output stream so we can redirect it to the console. This can be done by

```
...
Process process=Runtime.getRuntime().exec(command);
InputStream in_stream=process.getInputStream();
InputStreamReader in_reader=
                  new InputStreamReader(in_stream);
BufferedReader in=new BufferedReader(in_reader);
while(true){
    output=in.readLine();
    if( output==null ){
        break;
    }else{
        System.out.println(output);
    }
}
...

```

After the redirection lines are added execution results in

```
% javac hello.java
% java hello
Hello java
%

```

Much like the Perl example, this can be repeated with several different programs to allow for stepping through an analysis process.

## III Interactive Wrapping

While the examples above represent the majority of wrapping needed, there are other cases which are important to discuss. Some other tasks are to deal with an interactive program or call FORTRAN subroutines directly. Here we will discuss the former since the latter frequently requires an interface layer, such as C/C++, which calls the FORTRAN subroutines. Wrapping an interactive program happens when the original author spent the time to make a front-end to a program but new users want to use it through a GUI or with other programs in a seamless manner.

### III.1 KUPLOT and Perl

The example here is taken from PDFgetN peter;jac00  which places a simple graphical user interface on analysis code written in FORTRAN. While several programs are called similar to the example above, part of the interface is plotting the data in various stages of the analysis. KUPLOT kuplot;web99  is a plotting package written using the PGPLOT library pgplot;web94 . The three important subroutines are to open a connection to the outside program, send commands to it, and close the connection. Of course, if interactivity is not needed then the methods in the previous section can be used for any software. First we show how to open a connection to KUPLOT

```
sub kuplot_open {
  my $cmd=File::Spec->canonpath("$exepath/kuplot");
  (return)unless(-x $cmd || -x "$cmd.exe");
  my $pid = open2(\*kin, \*kout, "$cmd")
            || die (’KUPLOT connection failed ..’);
  kout->autoflush();
  kin ->autoflush();
  ...

```

The important part of this subroutine is the open2 method. This opens reading and writing connections to the same external code. The notation $`\backslash `$kin denotes that a reference is being used to pass the handle kin. Here kin is the output stream KUPLOT and kout is input stream of KUPLOT. In other terms, our program writes to kout and reads from kin in order to hold a conversation with KUPLOT.

Next we send information to KUPLOT

```
sub kuplot_send {
  my ($cmd)=@_;
  print kout "$cmd\n";
  print kout "echo done\n";
  while(<kin>){
    (last) if(/echo done/);
  }
}

```

A series of commands is given to KUPLOT followed by echo done. This is done so the output of the commands are parsed until the echo done is returned, which lets the calling program know that all of the other commands were completed.

Finally we close the connection to KUPLOT

```
sub kuplot_close {
  print kout "exit\n\n";
  close(kin);
  close(kout);
}

```

This is by far the simplest of the three subroutines. It tells KUPLOT to execute the exit command, then closes the input and output streams.

### III.2 BLIND and Java

The example in this section is a program called BLIND developed for the Single Crystal Diffractometer (SCD) at the Intense Pulsed Neutron Source (IPNS) at Argonne National Laboratory. Blind determines the orientation matrix, $`UB`$busin;ac67  and lattice parameters consistent with a given set of Bragg peaks. Here the purpose of wrapping was to dramatically shorten the development time of visualization and analysis software by simply using existing code and interacting with its results. Similar to the KUPLOT example there are three basic steps: starting a process, interacting with it, and ending the process. The first step is fairly simple given the earlier Java example

```
public Process startProcess(String command,
                    String cwd) throws IOException{
  // must specify a command
  if(command==null) return null;
  // get the working directory
  if(cwd!=null && cwd.length()<=0) cwd=null;
  if(cwd!=null){
    File dir=null;
    if(isDirectory(cwd)){
      dir=new File(cwd);
      return Runtime.getRuntime()
                       .exec(command,null,dir);
    }
  }else{
    // call the shorter version of the command
    return Runtime.getRuntime().exec(command);
  }
}

```

This method allows for starting a process and specifying its current working directory, cwd . Without the extra parameter Java assumes that all processes are executed from the directory where the Java session was started.

The process of interaction is similar to the previous example where things are read from and written to the process. Again, this method of interaction assumes a fair amount of predictability in how the program works. Since BLIND does not return a generic done message for each interaction, the possible results for each step and what to do next need to be coded into the wrapper.

```
...
InputStream  in_stream=process.getInputStream();
OutputStream out_stream=process.getOutputStream();
InputStreamReader in_reader=
                  new InputStreamReader(in_stream);
OutputStreamWriter out_write=
                new OutputStreamWriter(out_stream);
BufferedReader in=new BufferedReader(in_reader);
BufferedWriter out=new BufferedWriter(out_write);

output=this.readline(in);
while( output==null ||
       output.indexOf("Input reflection from")<0 ){
  if( output!=null && output.length()>0){
    System.out.println(output);
  }
  output=this.readline(in);
}
this.writeline(out,"y");
System.out.println(output+"y");
...

```

As in the simple Java example, the process input and output must be redirected by the caller to make the program work as expected. Lines of information are read from the process until the proper string is seen which needs actions taken. Then the appropriate answer is given to the process (and the console) to make it look like the program is being automatically run by Java. The reason for writing out the communication to the command line is to aid in debugging and provide a means to assure the user that the program is being run as expected.

The readline and writeline methods are wrapping common functions in a convenience method. Since writeline is straightforward it is omitted.

```
public String readline(BufferedReader in)
                            throws IOException{
  char buff[]=new char[BUFF_SIZE];
  String result=null;
  int go_back=0;
  int size=0;

  while( ! in.ready() ){
    // wait until it is ready
  }
  for( size=0 ; size<BUFF_SIZE ; size++ ){
    if(! in.ready() ){
      if(size==0) return null;
    }else{
      buff[size]=(char)in.read();
      String charac=
        (new Character(buff[size])).toString();
      if(charac.equals("\n")){
        go_back++;
        break;
      }else if(buff[size]==-1){
        go_back++;
        break;
      }
    }
  }

  if(size<go_back) return "";
  result=new String(buff,0,size);
  return result;
}

```

The reason for not using Java’s default readLine method is that it stops reading only at the end of line character. Since BLIND has all of its input at the end of a line rather than on a separate line, some output is never fully written which causes the default readLine method to wait forever.

Finally the process is ended by a simple process.waitFor(). The connections to the input and output streams of the process are closed and memory freed automatically by Java.

## IV Summary

This paper demonstrated methods for wrapping FORTRAN code. The techniques shown did not use any special interaction between the wrapping code and FORTRAN program so the same methodology can be applied to wrapping software written in any language. Most modern languages have a method similar to the system command of Perl and exec command of Java. In cases where this, in combination with input and output files, is enough interaction between programs wrapping is very straightforward. Also discussed was the case of dealing with interactive sessions. While this is, in theory, straightforward some of the idiosyncrasies were demonstrated.

###### Acknowledgements.

Argonne National Laboratory is funded by the U.S. Department of Energy, BES-Materials Science, under Contract W-31-109-ENG-38. Los Alamos National Laboratory is funded by the US Department of Energy under contract W-7405-ENG-36.


text:
# The Caedy-Verlinde formula and entropy of Topological Reissner-Nordström black holes in de Sitter spaces

## 1 Introduction

Holography is believed to be one of the fundamental principles of the true quantum theory of gravity. An explicitly calculable example of holography is the much–studied AdS/CFT correspondence. Unfortunately, it seems that we live in a universe with a positive cosmological constant which will look like de Sitter space–time in the far future. Therefore, we should try to understand quantum gravity or string theory in de Sitter space preferably in a holographic way.. Of course, physics in de Sitter space is interesting even without its connection to the real world; de Sitter entropy and temperature have always been mysterious aspects of quantum gravity.
While string theory successfully has addressed the problem of entropy for black holes, dS entropy remains a mystery. One reason is that the finite entropy seems to suggest that the Hilbert space of quantum gravity for asymptotically de Sitter space is finite dimensional, . Another, related, reason is that the horizon and entropy in de Sitter space have an obvious observer dependence. For a black hole in flat space (or even in AdS) we can take the point of view of an outside observer who can assign a unique entropy to the black hole. The problem of what an observer venturing inside the black hole experiences, is much more tricky and has not been given a satisfactory answer within string theory. While the idea of black hole complementarity provides useful clues, , rigorous calculations are still limited to the perspective of the outside observer. In de Sitter space there is no way to escape the problem of the observer dependent entropy. This contributes to the difficulty of de Sitter space.
More recently, it has been proposed that defined in a manner analogous to the AdS/CFT correspondence, quantum gravity in a de Sitter (dS) space is dual to a certain Euclidean CFT living on a spacelike boundary of the dS space  (see also earlier works -). Following the proposal, some investigations on the dS space have been carried out recently -. According to the dS/CFT correspondence, it might be expected that as the case of AdS black holes , the thermodynamics of cosmological horizon in asymptotically dS spaces can be identified with that of a certain Euclidean CFT residing on a spacelike boundary of the asymptotically dS spaces.
In this paper, we will show that the entropy of cosmological horizon in the Topological Reissner-Nordström -de Sitter spaces (TRNdS) can also be rewritten in the form of Cardy-Verlinde formula. We then show that if one uses the Abbott and Deser (AD) prescription , the entropy of black hole horizons in dS spaces can also be expressed by the Cardy-Verlinde formula.

## 2 Topological Reissner-Nordström-de Sitter Black Holes

We start with an $`(n+2)`$-dimensional TRNdS black hole solution, whose metric is

$`ds^2=f(r)dt^2+f(r)^1dr^2+r^2\gamma _{ij}dx^idx^j,`$
$`f(r)=k{\displaystyle \frac{\omega _nM}{r^{n1}}}+{\displaystyle \frac{n\omega _n^2Q^2}{8(n1)r^{2n2}}}{\displaystyle \frac{r^2}{l^2}},`$ (1)
where

$$\omega _n=\frac{16\pi G_{n+2}}{n\text{Vol}(\mathrm{\Sigma })},$$
(2)
where $`\gamma _{ij}`$ denotes the line element of an $`n`$dimensional hypersurface $`\mathrm{\Sigma }`$ with constant curvature $`n(n1)k`$ and volume $`Vol(\mathrm{\Sigma })`$ , $`G_{n+2}`$ is the $`(n+2)`$dimensional Newtonian gravity constant, $`M`$ is an integration constant, $`Q`$ is the electric/magnetic charge of Maxwell field. When $`k=1`$, the metric Eq.(1) is just the Reissner-Nordström-de Sitter solution. For general $`M`$ and $`Q`$, the equation $`f(r)=0`$ may have four real roots. Three of them are real, the largest on is the cosmological horizon $`r_c`$, the smallest is the inner (Cauchy) horizon of black hole, the middle one is the outer horizon $`r_+`$ of the black hole. And the fourth is negative and has no physical meaning. The case $`M=Q=0`$ reduces to the de Sitter space with a cosmological horizon $`r_c=l`$.
When $`k=0`$ or $`k<0`$, there is only one positive real root of $`f(r)`$, and this locates the position of cosmological horizon $`r_c`$.
In the case of $`k=0`$, $`\gamma _{ij}dx^idx^j`$ is an $`n`$dimensional Ricci flat hypersurface, when $`M=Q=0`$ the solution Eq.(1) goes to pure de Sitter space

$$ds^2=\frac{r^2}{l^2}dt^2\frac{l^2}{r^2}dr^2+r^2dx_n^2$$
(3)
in which $`r`$ becomes a timelike coordinate.
When $`Q=0`$, and $`MM`$ the metric Eq.(1)is the TdS (Topological de Sitter) solution , which have a cosmological horizon and a naked singularity, for this type of solution, the Cardy-Verlinde formula also work well.
In the BBM prescription , the gravitational mass, subtracted the anomalous Casimir energy, of the TRNdS solution is

$$E=M=\frac{r_c^{n1}}{\omega _n}\left(k\frac{r_c^2}{l^2}+\frac{n\omega _n^2Q^2}{8(n1)r_c^{2n2}}\right).$$
(4)
Some thermodynamic quantities associated with the cosmological horizon are

$`T={\displaystyle \frac{1}{4\pi r_c}}\left((n1)k+(n+1){\displaystyle \frac{r_c^2}{l^2}}+{\displaystyle \frac{n\omega _n^2Q^2}{8r_c^{2n2}}}\right),`$
$`S={\displaystyle \frac{r_c^n\text{Vol}(\sigma )}{4G}},`$
$`\varphi ={\displaystyle \frac{n}{4(n1)}}{\displaystyle \frac{\omega _nQ}{r_c^{n1}}},`$ (5)
where $`\varphi `$ is the chemical potential conjugate to the charge $`Q`$.
The Casimir energy $`E_c`$, defined as $`E_c=(n+1)EnTSn\varphi Q`$ in this case, is found to be

$$E_c=\frac{2nkr_c^{n1}\text{Vol}(\sigma )}{16\pi G},$$
(6)
when $`k=0`$, the Casimir energy vanishes, as the case of asymptotically AdS space. When $`k=\pm 1`$, we see from Eq.(6) that the sign of energy is just contrast to the case of TRNAdS space .
Thus we can see that the entropy Eq.(5)of the cosmological horizon can be rewritten as

$$S=\frac{2\pi l}{n}\sqrt{|\frac{E_c}{k}|(2(EE_q)E_c)},$$
(7)
where

$$E_q=\frac{1}{2}\varphi Q=\frac{n}{8(n1)}\frac{\omega _nQ^2}{r_c^{n1}}.$$
(8)
We note that the entropy expression (7) has a similar form as the case of TRNAdS black holes .
For the black hole horizon, which there is only for the case $`k=1`$ associated thermodynamic quantities are

$`\stackrel{~}{T}={\displaystyle \frac{1}{4\pi r_+}}\left((n1)(n+1){\displaystyle \frac{r_+^2}{l^2}}{\displaystyle \frac{n\omega _n^2Q^2}{8r_+^{2n2}}}\right),`$
$`\stackrel{~}{S}={\displaystyle \frac{r_+^n\text{Vol}(\sigma )}{4G}},`$
$`\stackrel{~}{\varphi }={\displaystyle \frac{n}{4(n1)}}{\displaystyle \frac{\omega _nQ}{r_+^{n1}}}.`$ (9)
The AD mass of TRNdS solution can be expressed in terms of black hole horizon radius $`r_+`$ and charge $`Q`$,

$$\stackrel{~}{E}=M=\frac{r_+^{n1}}{\omega _n}\left(1\frac{r_+^2}{l^2}+\frac{n\omega _n^2Q^2}{8(n1)r_+^{2n2}}\right).$$
(10)
In this case, the Casimir energy, defined as $`\stackrel{~}{E}_c=(n+1)\stackrel{~}{E}n\stackrel{~}{T}\stackrel{~}{S}n\stackrel{~}{\varphi }Q`$, is

$$\stackrel{~}{E}_c=\frac{2nr_+^{n1}\text{Vol}(\sigma )}{16\pi G},$$
(11)
and the black hole entropy $`\stackrel{~}{S}`$ can be rewritten as

$$\stackrel{~}{S}=\frac{2\pi l}{n}\sqrt{\stackrel{~}{E}_c|2(\stackrel{~}{E}\stackrel{~}{E}_q)\stackrel{~}{E}_c|},$$
(12)
where

$$\stackrel{~}{E}_q=\frac{1}{2}\stackrel{~}{\varphi }Q=\frac{n\omega _nQ^2}{8(n1)r_+^{n1}},$$
(13)
which is the energy of electromagnetic field outside the black hole horizon. Thus we demonstrate that the black hole horizon entropy of TRNdS solution can be expressed in a form as the Cardy-Verlinde formula. However, if one uses the BBM mass Eq.(4) the black hole horizon entropy $`\stackrel{~}{S}`$ cannot be expressed by a form like the Cardy-Verlinde formula. Our result is in favour of the dS/CFT correspondence.

## 3 Conclusion

The Cardy-Verlinde formula recently proposed by Verlinde , relates the entropy of a certain CFT to its total energy and Casimir energy in arbitrary dimensions. In the spirit of dS/CFT correspondence, this formula has been shown to hold exactly for the cases of dS Schwarzschild, ds topological, ds Reissner-Nordström and dS Kerr black holes. In this paper we have further checked the Cardy-Verlinde formula with topological Reissner-Nordström de Sitter black hole.
For spacetimes of black holes in dS spaces, the total entropy is the sum of black hole horizon entropy and cosmological horizon entropy. If one uses the BBM mass of the asymptotically dS spaces, the black hole horizon entropy cannot be expressed by a form like the Cardy-Verlinde formula. In this paper, we have found that if one uses the AD prescription to calculate conserved charges of asymptotically dS spaces, the TRNdS black hole horizon entropy can also be rewritten in a form of Cardy-Verlinde formula, which indicates that the thermodynamics of black hole horizon in dS spaces can be also described by a certain CFT. Our result is also reminiscent of the Carlip’s claim  that for black holes in any dimension the Bekenstein-Hawking entropy can be reproduced using the Cardy formula .


text:
# AGN as cosmic thermostats

## 1. How to find clusters with gas below 1 keV

We assume a NFW profile for the gravitational potential created by the dark matter of a galaxy cluster. Adopting a simple power-law prescription for gas mass as a function of entropy for the cluster gas, we can solve the hydrodynamical equations describing hydrostatic equilibrium. We then let the cluster gas cool radiatively during a small timestep. This results in a slightly modified mass-entropy distribution of the gas. For this new distribution we again find the hydrostatic solution and repeat the whole process until the gas at the centre of the cluster has radiated away all its energy. This happens after about 300 Myr. At this point we expect the cold gas to trigger a new outburst of the AGN which will heat the gas back to a state resembling the initial configuration. It is interesting to note that during the evolution of the cluster gas the mass-entropy distribution is always very closely approximated by a power-law. This is even true in the case of an initially flat distribution, i.e. all gas in the cluster has the same entropy. Using this simple model, we calculate the fraction of clusters in a survey which contains an amount of gas with temperature below 1 keV detectable in an X-ray observation ten times deeper than the original survey observations. The result is that only one in a few hundred clusters should be detected to contain such cold gas. If the idea of AGN heating phases separated by long cooling phases is the correct picture for the evolution of the cluster gas, then it is not surprising that we do not observe any cold gas in clusters. Details of the model with a more detailed discussion can be found in Kaiser & Binney (2002).

## 2. How to heat a cluster with an AGN

The idea of repeated heating phases immediately leads to the question of how AGN outflows heat the cluster gas. The problem is intrinsically complex as fluid instabilities will lead to turbulent mixing of the outflow material with the cluster gas. Because of the intrinsic 3-dimensionalityof the problem, analytical studies are virtually impossible. Therefore we have performed hydrosimulations to study the heating of the cluster gas by AGN outlfows. Figure 1 shows a timeseries from one of our simulations. We were able to surpress purely numerical effects like numerical diffusion which have plagued earlier simulations through the use of adaptive mesh refinement. We were able to show that even the uplift of cold gas from the cluster centre and large-scale mixing of outflow material and cluster gas can significantly prolong the radiative cooling time of the cluster gas. Further simulations including the creation of entropy through small-scale mixing are required for more realitistic scenarios. Details of the simulations and a discussion of the results can be found in Brüggen & Kaiser (2002).

## 3. Conclusions

We conclude that the scenario of cluster gas periodically heated by AGN outflows can explain the observed lack of cold cluster gas. We also find that outflows from AGN can indeed heat the cluster gas sufficiently to counteract radiative cooling.

## References

Brüggen, M. and Kaiser, C.R.: 2002, Nature, 418, 301

Kaiser, C.R. and Binney, J.J.: 2002, MNRAS: accepted, astro-ph/0207111


text:
# 1 Multiuser detection

## 1 Multiuser detection

We will focus on a CDMA system using binary shift keying (BPSK) symbols and $`K`$ random binary spreading codes of the spreading factor $`N`$ with unit energy over an additive white Gaussian noise (AWGN) channel. For simplicity, we assume the power is completely controlled to unit energy; but the extension to the case of distributed powers is straightforward. Under these assumptions, a received base-band CDMA signal is expressed as

$`y_\mu ={\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{k=1}{\overset{K}{}}}s_{\mu k}b_k+\sigma _0n_\mu ,`$ (1)
where $`\mu \{1,2,\mathrm{},N\}`$ and $`k\{1,2,\mathrm{},K\}`$ are indices for samples and users, respectively. $`s_{\mu k}\{1,1\}`$ is the spreading code with unit energy independently generated from the identical unbiased distribution $`P(s_{\mu k}=+1)=P(s_{\mu k}=1)=1/2`$ and $`b_k`$ is the bit signal of user $`k`$. $`n_\mu `$ is a Gaussian white noise sample with zero mean and unit variance and $`\sigma _0`$ is the standard deviation of AWGN. Using these normalisations, the signal to noise ratio is defined as $`SNR=\beta /(2\sigma _0^2)`$ where $`\beta =K/N`$. In the following, we assume a situation where both of $`N`$ and $`K`$ are large keeping $`\beta `$ finite.

The goal of multiuser detection is to simultaneously infer the bit signals $`b_1,b_2,\mathrm{},b_K`$ after receiving the base-band signals $`y_1,y_2,\mathrm{},y_N`$. The Bayesian approach offers a useful framework for such purposes. Assuming that the bit signals are independently generated from the unbiased distribution, the posterior distribution given the base-band signals is provided as

$`P(𝒃|𝒚)={\displaystyle \frac{_{\mu =1}^NP(y_\mu |𝒃)}{_𝒃_{\mu =1}^NP(y_\mu |𝒃)}},`$ (2)
where

$`P(y_\mu |𝒃)={\displaystyle \frac{1}{\sqrt{2\pi \sigma _0^2}}}\mathrm{exp}\left[{\displaystyle \frac{1}{2\sigma _0^2}}\left(y_\mu \mathrm{\Delta }_\mu \right)^2\right],`$ (3)
and $`\mathrm{\Delta }_\mu \frac{1}{\sqrt{N}}_{k=1}^Ks_{\mu k}b_k`$. Following the Bayesian framework, one can systematically derive the optimal inference strategy from the posterior distribution (2) for various cost functions. For instance, it can be shown that the bit error rate (BER), which is the cost function that we will focus on in this paper, is minimised by the maximiser of the posterior marginal (MPM) estimator

$`\widehat{b}_k=\underset{b_k\{+1,1\}}{argmax}{\displaystyle \underset{b_{lk}}{}}P(𝒃|𝒚).`$ (4)
## 2 Graphical expression and belief propagation

Unfortunately, the necessary cost for exactly computing the MPM estimator explodes exponentially with respect to the number of users $`K`$ in the current system, which implies that one has to resort to an approximation in practice. The belief propagation (BP), or the sum-product algorithm, is known as one of the most promising approaches to such tasks although its performance for densely connected systems, including complete bipartite graphs, has not been sufficiently examined yet . We here investigate the efficacy of BP in densely connected systems employing it to the present CDMA multiuser detection problem.

In order to introduce this algorithm to the current system, let us denote the base-band and bit signals by two kinds of nodes and connect them with an edge when they are related. Since the conditional probability of $`y_\mu `$ (3) depends on all of $`b_1,b_2,\mathrm{},b_k`$, this implies that the posterior distribution (2) can be expressed as a complete bipartite graph as shown in Figure 1.

Then, BP can be defined as an algorithm passing messages between the two kinds of nodes through edges as

$`P^{t+1}\left(y_\mu |b_k,\{y_{\nu \mu }\}\right)`$ $``$ $`\widehat{\alpha }_{\mu k}^{t+1}{\displaystyle \underset{b_{lk}}{}}P(y_\mu |𝒃){\displaystyle \underset{lk}{}}P^t(b_l|\{y_{\nu \mu }\}),`$ (5)
$`P^t\left(b_k|\{y_{\nu \mu }\}\right)`$ $`=`$ $`\alpha _{\mu k}^t{\displaystyle \underset{\nu \mu }{}}P^t\left(y_\nu |b_k,\{y_{\sigma \nu }\}\right),`$ (6)
where $`t=1,2,\mathrm{}`$ is an index for counting the number of updates, $`\widehat{\alpha }_{\mu k}^t`$ and $`\alpha _{\mu k}^t`$ are constants for normalisation constraints $`_{b_k=\pm 1}P^t\left(y_\mu |b_k,\{y_{\nu \mu }\}\right)=1`$ and $`_{b_k=\pm 1}P^t\left(b_k|\{y_{\nu \mu }\}\right)=1`$, respectively. The marginalised posterior at $`t`$th update is evaluated from $`P^t\left(y_\mu |b_k,\{y_{\nu \mu }\}\right)`$ as $`P^t(b_k|𝒚)=\alpha _k_{\mu =1}^NP^t\left(y_\mu |b_k,\{y_{\nu \mu }\}\right)`$, where $`\alpha _k`$ is a normalisation constant.

As $`b_k`$ is a binary variable, one can parameterise the above functions as $`P^t\left(y_\mu |b_k,\{y_{\nu \mu }\}\right)(1+\widehat{m}_{\mu k}^tb_k)/2`$, $`P^t\left(b_k|\{y_{\nu \mu }\}\right)=(1+m_{\mu k}^tb_k)/2`$ and $`P^t(b_k|𝒚)=(1+m_k^tb_k)/2`$ without loss of generality, which simplifies the expressions (5) and (6) as

$`\widehat{m}_{\mu k}^{t+1}`$ $`=`$ $`{\displaystyle \frac{_𝒃b_kP(y_\mu |𝒃)_{lk}\left(\frac{1+m_{\mu l}^tb_l}{2}\right)}{_𝒃P(y_\mu |𝒃)_{lk}\left(\frac{1+m_{\mu l}^tb_l}{2}\right)}},`$ (7)
$`m_{\mu k}^t`$ $`=`$ $`\mathrm{tanh}\left({\displaystyle \underset{\nu \mu }{}}\mathrm{tanh}^1\widehat{m}_{\nu k}^t\right).`$ (8)
Employing these variables, the approximated posterior average of $`b_k`$ at $`t`$th update can be computed as $`m_k^t=\mathrm{tanh}\left(_{\mu =1}^N\mathrm{tanh}^1\widehat{m}_{\mu k}^t\right)`$.

## 3 Propagating beliefs in a large complete bipartite graph

Reflecting the fact that each base-band signal $`y_\mu `$ is connected with every bit signal $`b_k`$, evaluating eq. (7) brings about a computational explosion when $`K`$ is large, which implies exactly performing BP becomes hopeless in the current system. However, appropriately employing the central limit theorem and the law of large numbers, which is a standard procedure in statistical-mechanical analysis , makes it possible to approximately carry out the belief updates (7) and (8) in a practical time scale.

Since $`s_{\mu k}b_k/\sqrt{N}`$ is small for large $`N`$, we expand the conditional probability as

$`P(y_\mu |𝒃)`$ $``$ $`{\displaystyle \frac{1}{\sqrt{2\pi \sigma _0^2}}}\mathrm{exp}\left[{\displaystyle \frac{\left(y_\mu \mathrm{\Delta }_{\mu k}\right)^2}{2\sigma _0^2}}+{\displaystyle \frac{s_{\mu k}(y_\mu \mathrm{\Delta }_{\mu k})}{\sqrt{N}\sigma _0^2}}b_k\right]`$ (9)
$``$ $`{\displaystyle \frac{1}{\sqrt{2\pi \sigma _0^2}}}\mathrm{exp}\left[{\displaystyle \frac{\left(y_\mu \mathrm{\Delta }_{\mu k}\right)^2}{2\sigma _0^2}}\right]\left(1+{\displaystyle \frac{s_{\mu k}(y_\mu \mathrm{\Delta }_{\mu k})}{\sqrt{N}\sigma _0^2}}b_k\right),`$ (10)
where $`\mathrm{\Delta }_{\mu k}_{lk}s_{\mu l}b_l/\sqrt{N}`$ in eq. (7). As the spreading codes are generated independently, $`s_{\mu l}`$ and $`b_l`$ would be uncorrelated when $`b_l`$ is generated from $`P^t(b_l|\{y_{\nu \mu }\})=(1+m_{\mu l}^tb_l)/2`$. This, in conjunction with the central limit theorem, implies that $`\mathrm{\Delta }_{\mu k}_{lk}s_{\mu l}b_l/\sqrt{N}`$ obeys a normal distribution $`𝒩(\mathrm{\Delta }_{\mu k}^t_\mu ,\beta (1Q_{\mu k}^t))`$, where $`\mathrm{\Delta }_{\mu k}^t_\mu _{lk}s_{\mu l}m_{\mu l}^t/\sqrt{N}`$ and $`Q_{\mu k}^t(1/K)_{lk}(m_{\mu l}^t)^2`$. Furthermore, due to the law of large numbers, $`Q_{\mu k}^t`$ is highly likely to be well approximated by $`Q^t(1/K)_{k=1}^K(m_l^t)^2`$. Substituting these, one can evaluate eq. (7) as

$`\widehat{m}_{\mu k}^{t+1}=A^t\left({\displaystyle \frac{y_\mu 𝒔_\mu }{\sqrt{N}}}\beta \left(\text{P}_\mu {\displaystyle \frac{\text{I}}{K}}\right)𝒎_\mu ^t\right)_k,`$ (11)
where $`𝒔_\mu (s_{\mu k})`$, $`𝒎_\mu ^t(m_{\mu k}^t)`$ and $`A^t\left(\sigma _0^2+\beta (1Q^t)\right)^1`$. Here, we also introduced the projection and the identity matrices $`\text{P}_\mu (1/K)(s_{\mu k}s_{\mu l})`$ and $`\text{I}(\delta _{kl})`$, respectively. $`(\mathrm{})_k`$ denotes $`k`$th component of the vector $`\mathrm{}`$. Eq. (11) can be evaluated by $`O(K)`$ computations per pair $`(\mu k)`$, which implies that $`O(NK^2)`$ computations are totally required per update.

The computational cost can be further reduced to $`O(K^2)`$ when $`N`$ is large employing eq. (8). As $`\widehat{m}_{\mu k}^t`$ typically scales as $`O(N^{1/2})`$, eq. (8) can be expanded as $`m_{\mu k}^tm_k^t(m_k/\widehat{m}_{\mu k}^t)\widehat{m}_{\mu k}^t=m_k^t(1(m_k^t)^2)\widehat{m}_{\mu k}^t`$. Plugging this into eq. (11) provides a recursive equation with respect to $`\widehat{𝒎}_\mu ^t(\widehat{m}_{\mu k}^t)`$ as

$`\widehat{𝒎}_\mu ^{t+1}=A^t{\displaystyle \frac{y_\mu 𝒔_\mu }{\sqrt{N}}}\beta A^t\left(\text{P}_\mu {\displaystyle \frac{\text{I}}{K}}\right)𝒎^t+\beta A^t\text{P}_\mu \text{C}^t\widehat{𝒎}_\mu ^t,`$ (12)
where $`\text{C}^t((1(m_k^t)^2)\delta _{kl})`$. Employing useful relations $`\text{P}_\mu \text{C}^t𝒔_\mu =(1Q^t)𝒔_\mu `$ and $`\text{P}_\mu \text{C}^t\text{P}_\mu =(1Q^t)\text{P}_\mu `$ and omitting negligible terms, the solution of eq. (12) can be expressed as

$`\widehat{𝒎}_\mu ^{t+1}=R^t{\displaystyle \frac{y_\mu 𝒔_\mu }{\sqrt{N}}}𝑼_\mu ^t+{\displaystyle \frac{1}{K}}\beta A^t𝒎^t,`$ (13)
where $`R^t`$ and $`𝑼^t`$ are obtained from recursive equations

$`R^t`$ $`=`$ $`A^t+A^t\beta (1Q^t)R^{t1},`$ (14)
$`𝑼_\mu ^t`$ $`=`$ $`A^t\beta \text{P}_\mu 𝒎^t+A^t\beta (1Q^t)𝑼_\mu ^{t1}.`$ (15)
Since $`\widehat{m}_{\mu k}`$ typically scales as $`O(N^{1/2})`$, the posterior average can be expressed as $`m_k^t=\mathrm{tanh}\left(_{\mu =1}^N\mathrm{tanh}^1\widehat{m}_{\mu k}^t\right)\mathrm{tanh}\left(_{\mu =1}^N\widehat{m}_{\mu k}^t\right)`$. This implies that the belief updates (5) and (6) are finally summarised into

$`𝒉^{t+1}`$ $`=`$ $`R^t𝒉^0𝑼^t+A^t𝒎^t,`$ (16)
$`𝑼^t`$ $`=`$ $`A^t\beta \text{W}𝒎^t+A^t\beta (1Q^t)𝑼^{t1},`$ (17)
and eq. (14), where $`m_k^t=\mathrm{tanh}(h_k^t)`$, $`𝒉^0(h_k^0)(_{\mu =1}^Ny_\mu s_{\mu k}/\sqrt{N})`$, $`𝒉^t(h_k^t)`$ and $`\text{W}(W_{kl})\left(_{\mu =1}^Ns_{\mu k}s_{\mu l}/N\right)`$. From the posterior average $`m_k^t`$, the MPM estimator at $`t`$th update is evaluated as $`\widehat{b}_k^t=\text{sign}(m_k^t)`$ where $`\text{sign}(x)lim_{ϵ+0}x/|x+ϵ|`$.

Two points are worthy of noticing. Firstly, the most time-consuming operation in eqs. (14), (16) and (17) is $`\text{W}𝒎^t`$, which totally requires $`O(K^2)`$ computations. This implies that the computational cost for performing the current scheme is similar to that of the conventional multistage detection

$`\widehat{b}_k^{t+1}=\text{sign}\left(h_k^0{\displaystyle \underset{lk}{}}W_{kl}\widehat{b}_l^t\right).`$ (18)
Secondly, as the fixed point condition, coupled nonlinear equations

$`m_k=\mathrm{tanh}\left[\sigma _0^2\left(h_k^0{\displaystyle \underset{lk}{}}W_{kl}m_l\right){\displaystyle \frac{\beta (1Q)m_k}{\sigma _0^2(\sigma _0^2+\beta (1Q))}}\right],`$ (19)
are obtained from our update scheme, where $`Q=(1/K)_{k=1}^km_l^2`$. This is identical to the Thouless-Anderson-Palmer (TAP) equation for the current system known in statistical mechanics 111 In statistical physics, pattern ratio  $`\stackrel{~}{\alpha }=N/K=\beta ^1`$ and inverse temperature $`\stackrel{~}{\beta }=\beta \sigma _0^2`$ are usually employed for characterising a system instead of $`\beta `$ and $`\sigma _0^2`$. . However, it should be emphasised here that, the naive iteration of eq. (19) does not serve as a useful detection algorithm as finding the fixed point by it from a reasonable initial state is difficult. This will be illustrated by numerical experiments in the final section.

## 4 Density evolution and equilibrium analysis

The density evolution is a framework to analyse the dynamical property of BP pursuing a macroscopic distribution of messages . In the current system, this analysis is considerably simplified as the aligned field $`b_kh_k^t`$ is likely to obey a normal distribution as a result of the central limit theorem.

Let us assume that $`b_kh_k^t=b_k_{\mu =1}^N\widehat{m}_{\mu k}^t`$ is independently sampled from a normal distribution the average and variance of which are $`E^t`$ and variance $`F^t`$, respectively. This implies that the overlap $`M^t_{k=1}^Kb_km_k^t/K`$ and $`Q^t`$ are evaluated as

$`M^t={\displaystyle Dz\mathrm{tanh}(\sqrt{F^t}z+E^t)},Q^t={\displaystyle Dz\mathrm{tanh}^2(\sqrt{F^t}z+E^t)},`$ (20)
where $`Dzdz\mathrm{exp}[z^2/2]/\sqrt{2\pi }`$. Since the MPM estimator is given as $`\widehat{b}_k^t=\text{sign}(h_k^t)`$, BER is provided as $`P_b^t=(1/K)_{k=1}^K(1\text{sign}(b_kh_k^t))/2=_{\mathrm{}}^{E^t/\sqrt{F^t}}Dz`$.

On the other hand, as far as $`b_kh_k^t`$ is independently sampled, $`b_k\widehat{m}_{\mu k}^{t+1}`$ evaluated from eq. (11) is uncorrelated for a given $`k`$ since spreading codes $`𝒔_\mu `$ are almost orthogonal with each other when $`N`$ is large as $`𝒔_\mu 𝒔_\nu /NO(N^{1/2})`$ holds for $`\mu \nu `$. This implies that the central limit theorem holds for $`b_kh_k^{t+1}`$, which, in conjunction with the statistical uniformness with respect to indices $`\mu `$ and $`k`$, provides the average and the variance at $`t+1`$st update as $`E^{t+1}=(1/K)_{k=1}^K_{\mu =1}^Nb_k\widehat{m}_{\mu k}^{t+1}=(1/K)_{\mu =1}^N𝒃\widehat{𝒎}_\mu ^t`$ and $`F^{t+1}=(1/K)_{k=1}^K_{\mu =1}^N\left(b_k\widehat{m}_{\mu k}^t\right)^2=(1/K)_{\mu =1}^N\widehat{𝒎}_\mu ^t\widehat{𝒎}_\mu ^t`$, respectively. Evaluating these employing eqs. (1) and (11), $`E^{t+1}`$ and $`F^{t+1}`$ are obtained as

$`E^{t+1}={\displaystyle \frac{1}{\sigma _0^2+\beta (1Q^t)}},F^{t+1}={\displaystyle \frac{\beta (12M^t+Q^t)+\sigma _0^2}{\left[\sigma _0^2+\beta (1Q^t)\right]^2}},`$ (21)
where we assumed that $`(1/K)_{k=1}^K𝒃𝒎_\mu ^tM^t`$ holds as a result from the law of large numbers. Eqs. (20) and (21) express the density evolution with respect to the current algorithm.

It should be noticed that the obtained expression of the density evolution directly links the proposed algorithm to the equilibrium analysis presented in  since eqs. (20) and (21) can be regarded as the naive iteration dynamics of the saddle point equations provided by the replica method . This implies that our algorithm can practically calculate the MPM estimator (4) in $`O(K^2)`$ computations obtaining the fixed point solution when $`K`$ is large since the replica analysis is likely to evaluate the exact performance for $`K\mathrm{}`$, which, however, has not been rigorously proved yet.

## 5 Method comparison and discussion

In order to validate the obtained results, we performed numerical experiments in a system $`N=2000`$ and $`\beta =0.5`$. Figure 2 shows time evolution of BER obtained from $`10000`$ experiments for the proposed algorithm (eqs. (14), (16) and (17): PA), the conventional multistage detection (eq. (18): MSD), the iteration of the TAP equation (eq. (19): TAP) and the density evolution (eqs. (20) and (21): DE).

Firstly, it is clear that PA converges to the fixed point considerably faster than MSD, which is a highly preferred property in practical use. Secondly, PA and DE exhibit excellent consistency as we speculated in the previous section, which implies that employment of the central limit theorem and the law of large numbers for deriving eqs. (20) and (21) is fully validated. Finally, TAP does not serve as a useful detection algorithm. This is because the iteration of eq. (19) does not correctly approximate BP and, therefore, can not sufficiently cancel self-reactions from the past states in the transient dynamics although it does provide the correct fixed point condition in the stationary state.

In summary, we have developed a novel algorithm for the CDMA multiuser detection from the belief propagation appropriately employing the central limit theorem and the law of large numbers. The new algorithm exhibits considerably faster convergence than the conventional multistage detection without increasing the computational cost significantly and is likely to practically provide the optimal MPM estimator when the spreading factor $`N`$ is large. We have also clarified the relation between the obtained algorithm and the existing equilibrium analysis presented in  employing the density evolution scheme.

We have here assumed randomly generated spreading codes for simplicity, which might not be suitable for practical use. Extension of the current scheme to other methods of code generation is under way.

## Acknowledgements

The author thanks Toshiyuki Tanaka for his useful discussion. Support from Grant-in-Aid, MEXT, Japan, Nos. 13680400, 13780208 and 14084206 is acknowledged.


text:
# The “Chaotic Ball” model, local realism and the Bell test loopholes

## 1 Introduction

Pearle (1970 ) showed that failure to detect some particles during Bell test experiments can allow local realist (hidden variable) explanations to reproduce almost exactly the quantum-mechanical (QM) predictions. This fact, which has become known as the “detection”, “efficiency” or “fair sampling” loophole, has been re-discovered many times , for Pearle’s paper did not attract the wide publicity it deserved. It is cited by Clauser and Shimony in their review article (1978 ) but by relatively few others. There seems, however, to have been general acceptance in the 1970’s that “fair sampling” could not legitimately be assumed. Experimenters such as Freedman and Clauser in 1972  and Fry and Thompson in 1976  recognised that neither Bell’s original test  nor the variant introduced in 1969 by Clauser, Horne, Shimony and Holt  was appropriate to real experimental conditions. They used instead even later versions, described by Clauser and Horne in 1974 (CH74) , that were not dependent upon near-perfect detection efficiency. “Normalisation” in these modified tests was by comparison with coincidence counts obtained with the polarisers removed, not, as in the modern interpretation of Clauser et al’s 1969 test (hereafter referred to as the CHSH69 test222 The term “CHSH69 test” will be used in the current paper with its commonly accepted meaning, in which the denominator in the estimate for each “correlation” term is the total number of observed coincidences. Careful reading of the 1969 paper reveals, however, that the authors had no intention of applying the inequality in this way. They describe how to use it in an experimentally realisable manner, which means effectively using the CH74 test. At no point do they mention the possibility of dividing by the total number of observed coincidences. ) with the total when both were present.

Clauser et al’s paper of 1969 had been inspired by Bell’s original work. Clauser and Horne’s of 1974 took account of his later ideas , making substantial improvements333 Bell kept consistently to a model and notation that were adapted to a spin-1/2 experiment, in which the “outcome” on side A of the experiment was denoted by A. In the 1964 paper this could take only values +1 and –1. By 1971 zero outcomes were also admitted. However, this notation — used in all popular accounts of Bell’s inequalities — was both confusing, with the symbol P used for quantum correlation instead of for a probability, and unsuitable for use in optical applications. Clauser and Horne in 1974 broke away from this tradition. They extended Bell’s 1971 idea to establish a new concept of hidden variable, one that did not determine the outcome but only its probability. They considered in the first instance a setup using plane polarised light and polarisers that had only one output, and derived in a very straightforward manner an inequality restricting the probability of coincidence instead of the quantum correlation. The latter, though this was not explicitly stated, is not in fact well defined for optical work, in that it does not allow for “double detections” — the simultaneous occurrence of ‘+’ and ‘–’ values at the two outputs of a (two-channel) polariser. and suggesting a test that did not demand high detector efficiency (instead, the assumption of “no enhancement” was made — see section 5.4 below). In addition, detailed footnotes covered a wide range of other potential “loopholes” in real optical experiments. It is the 1969 paper, though, that is most frequently quoted and, since about 1980, the CHSH69 test and the almost-equivalent “visibility” test444 The “visibility” test used in several recent experiments depends on the fact that in certain conditions the CH74 test reduces to v $``$ 1/$``$2 $``$ 0.71, where v is the visibility, $`(maxmin)/(max+min)`$, of the coincidence curve. Its validity depends, among other things, on the assumption that this curve is truly sinusoidal.  have come into favour. The assumption of “fair sampling” is accepted either with no comment at all or described by terms such as “plausible”, the hidden variable theories associated with its failure being dismissed as “bizarre” or requiring “conspiracies” between the detectors .

Some experimenters, for example N. and B. Gisin , have taken due note of the importance of the detection loophole, but others seem unaware of its implications. The CHSH69 and visibility tests can only safely be used if the detection rates are very high — a condition that has rarely if ever been met in practice. The trapped ion experiment of Rowe et al. , acclaimed in some popular accounts  as having closed the final loophole, did indeed have very high efficiency, but it failed another crucial test: the ions could not legitimately be described as “separated” (they were in the same trap, controlled by the same laser), so Bell’s inequality was not applicable.

The present paper, investigating conditions in which sampling is not  “fair”, is based on the “Chaotic Ball” model devised by C. H. Thompson and first published in 1996 . It has now been improved by the addition of an analytical formula derived by one of us (HH), enabling readers to explore its possibilities for themselves. The logic is essentially the same as Pearle’s, but the geometry is very much simpler, aiming to illustrate principles rather than to reproduce the exact quantum-mechanical prediction. (For an excellent illustration of Pearle’s geometry see ref. .)

The model is most appropriate for the thought experiments of Bohm , involving spin-1/2 particles, in which the direction of spin is taken to be a vector and used as the hidden variable. No claim is made, however, that it corresponds to the actual physics of Bohm’s experiment, which has, it must be emphasised, never been performed and might not in practice ever be feasible.

The majority of actual Bell test experiments have involved light, whose particle nature is debatable . Some, for example Aspect’s well-known experiments of 1981-2 , involved the polarisation of light; other more recent ones, for example Tapster et al, 1994 , involved its phase and momentum. The basic local realist model that covers them all — or, at least, those for which emitted pairs can be identified on detection without ambiguity — predicts the probability of a coincidence to be

$$P(a,b)=\stackrel{\mathrm{\Lambda }}{}𝑑\lambda \rho (\lambda )p_a(\lambda )p_b(\lambda ),$$
(1)
where $`\mathrm{\Lambda }`$ is the space spanned by the “hidden variable” $`\lambda `$, $`a`$ and $`b`$ are the detector settings and $`p_a`$ and $`p_b`$ functions of $`\lambda `$ giving the probabilities of detection at the two detectors. Some readers may prefer to think directly in terms of this formula, following Marshall, Selleri and Santos  or other articles by C. H. Thompson . The points raised in the current paper, though, are quite general, especially regarding the existence of less well known loopholes and the fact that not all Bell tests are identical or involve the same assumptions.

The Chaotic Ball, covering just one of the loopholes, corresponds in its basic form to a rotationally invariant deterministic case of expression (1), with $`\rho `$ constant and $`p_a`$ and $`p_b`$ taking only values 0 or 1. The geometrical difference between spin (for which “opposite” means differing by $`180^{}`$) and polarisation (for which it means differing by $`90^{}`$) is of no significance so far as the principle illustrated is concerned. Even the apparently fundamental difference between a true particle (which can go only to one or other detector) and light (which may well, despite the claims of quantum opticians , go to both at once ) does not seriously affect the logic.

## 2 The “Chaotic Ball”

Let us consider Bohm’s thought experiment, commonly taken as the standard example of the entanglement conundrum that Einstein, Podolsky and Rosen discussed in their seminal 1935 paper . A molecule is assumed to split into two atoms, $`A`$ and $`B`$, of opposite spin, that separate in opposite directions. They are sent to pairs of “Stern-Gerlach” magnets, whose orientations can be chosen by the experimenter, and counts taken of the various “coincidences” of spin “up” and spin “down”. The obvious “realist” assumption is that each atom leaves the source with its own well-defined spin (a vector pointing in any direction), and it is the fact that the spins are opposite that accounts for the observed coincidence pattern. (The realist notion of spin cannot be the same as the quantum theory one, since in quantum theory “up” and “down” are concepts defined with respect to the magnet orientations, which can be varied. Under quantum mechanics, the particles exist in a superposition of up and down states until measured.)

Bell’s original inequality was designed to apply to the estimated “quantum correlation555 The definition that Bell gave (page 15 of ref. ) for quantum correlation was the “expectation” value of the product of the “outcomes” on the two sides, where the “outcome” is defined to be +1 or –1 according to which of two possible cases is observed. It is to be assumed that he was using the word “expectation” in its usual statistical sense and that an unbiased estimate would be used. ” between the particles. He proved that the realist assumption, based on the premise that the detection events for a given pair of particles are independent, leads to statistical limits on this correlation that are exceeded by the QM prediction. He did not, however, specify how it was to be estimated in cases where not all the particles were detected.

When detection is perfect there is no problem, but when it is not, the “detection loophole” creeps in. What assumptions can we reasonably make? Under quantum theory, the most natural one is that all emitted particles have an equal chance of non-detection (the sample detected is “fair”, not varying with the settings of the detectors). The realist picture, however, is different.

Let us replace the detectors by two assistants, Anne (A) and Bob (B), the source of particles by a large ball on which are marked, at opposite points on the surface, an $`N`$ and an $`S`$ (Fig. 1). The assistants look at the ball, which turns randomly about its centre (the term “chaotic”, though bearing little relation to the modern use of the term, is retained for historical reasons). They record, at agreed times, whether they see an $`N`$ or an $`S`$. When sufficient records have been made they get together and compile a list of the coincidences — the numbers of occurrences of $`NN`$, $`SS`$, $`NS`$ and $`SN`$, where the first letter is Anne’s and the second Bob’s observation.

The astute reader will notice that, if the vector from $`S`$ to $`N`$ corresponds to the “spin” of the atom, the model covers the case in which the spins on the $`A`$ and $`B`$ sides are identical, not opposite. Anne and Bob are looking at identical copies of the ball, which can conveniently be represented as a single one. This simplification aids visualisation whilst having no significant effect on the logic. The difference mathematically is just a matter of change of sign, with no effect on numerical values. In point of fact, the assumption of identical spins makes the model better suited to some of the actual optical experiments. Aspect’s, for example, involved plane-polarised “photons” (not, incidentally, circularly polarised, as frequently reported) with parallel, not orthogonal, polarisation directions.

With this simplification, geometry dictates that if the ball takes up all possible orientations with equal frequency (there is rotational invariance) then the relative frequencies of the four different coincidence types will correspond to four areas on the surface of an abstract fixed sphere as shown in Fig. 2.

Anne’s observations correspond to two hemispheres, Bob’s to a different pair, the dividing circles being determined by the positions of the assistants. We conduct a series of experiments, each with fixed lines of sight (“detector settings”) a and b. It can readily be verified that the model will reproduce the standard “deterministic local realist” prediction, with linear relationship between the number of coincidences and $`\mathrm{\Phi }`$, the angle between the settings666 The prediction of a linear relationship for the “perfect” case is most easily verified by drawing diagrams of the ball as seen from above. The dividing circles are then straight lines through the centre and the areas required are proportional to the angles between them.. This is shown in Fig. 3, which also shows the quantum mechanical prediction, a sine curve.

What happens, though, if the assistants do not both make a record at every agreed time? If the only reason they miss a record is that they are very easily distracted, this poses little problem. So long as the probability of non-detection can be taken to be random, the expected pattern of coincidences will remain unaltered. What, though, if the reason for the missing record varies with the orientation of the ball — with the “hidden variable”, $`\lambda `$, the vector from $`S`$ to $`N`$? As mentioned in the literature , in actual Stern-Gerlach experiments some particles escape detection, failing to be deflected by either magnet. Could it be that these tend to be ones for which the vector had only very small components in the relvant “up” or “down” directions?

Suppose the ball is so large that the assistants cannot see the whole of the hemisphere nearest to them. The picture changes to that shown in Fig. 4, in which the shaded areas represent the regions in which, when occupied by the $`S`$, coincidences will be recorded as indicated. The ratios between the areas, which are what matter in Bell tests, change — indeed, some areas may disappear altogether. If the missing bands are very large, there will be certain positions of the assistants for which the estimated quantum correlation ($`E`$, equation (1) below) is not even defined, since there are no coincidences.

New decisions are required. Whereas before it was clear that if we wanted to normalise our coincidence rates we would divide by the total number of observations, which would correspond to the area of the whole surface, there is now a temptation to divide instead by the total shaded area. The former is correct if we want the proportion of coincidences to emitted pairs, but it is, regrettably, the latter that has been chosen in actual Bell test experiments. It is easily shown that the model will now inevitably, for a range of parameter choices, infringe the relevant Bell test if our estimates of “quantum correlation” are the usual ones, namely,

$$E(a,b)=\frac{NN+SSNSSN}{NN+SS+NS+SN},$$
(2)
where the terms NN etc. stand for counts of coincidences in a self-evident manner.

The Bell test in question is the CHSH69 test referred to above. It takes the form $`2S2`$, where the test statistic is

$$S=E(a,b)E(a,b^{})+E(a^{},b)+E(a^{},b^{}).$$
(3)
The parameters $`a`$, $`a^{}`$, $`b`$ and $`b^{}`$ are the detector settings: to evaluate the four terms four separate sub-experiments are needed. The settings chosen for the Bell test are those that produce the greatest difference between the QM and standard local realist predictions, namely $`a`$ = 0, $`a^{}=\pi `$/2, $`b=\pi `$/4 and $`b^{}`$ = 3$`\pi `$/4. Since we are assuming rotational invariance, the value of $`E`$ does not depend on the individual values of the parameters but on their difference, $`\mathrm{\Phi }=ba`$, which is $`\pi `$/4 for three of the terms and 3$`\pi `$/4 for the fourth. We can therefore immediately read off the required values from a graph such as that of Fig. 5, where the curve is calculated from the geometry of Fig. 4 (see next section).

When there are no missing bands it is clear that the numerical value of each term is 0.5 and that they are all positive. Thus with no missing bands the model shows that we have exact equality, with $`S`$ actually equalling 2.

If we do have missing bands, however, although the four terms are still all equal and all positive, each will have increased! The Bell test will be infringed.

An “imperfection” has increased the correlation, in contradiction to the opinion, voiced among others by Bell himself, that imperfections are unlikely ever to do this. It is not hard to imagine real situations in which something like these missing bands will occur (see earlier mention of the possibility of some particles failing to be deflected in either direction), biasing this version of Bell’s test in favour of quantum mechanics. Note that the “visibility” test used in more recent experiments such as Tittel’s long-distance Bell tests  is equally unsatisfactory, biased from the same cause. As our model readily shows, the “realist” upper limit on the standard test statistic when there is imperfect detection is 4, not 2, well above the quantum-mechanical one of $`2\sqrt{2}2.8`$. The visibility can be as high as 1, not limited to the maximum of 0.5 that follows from the commonly-accepted assumptions.

## 3 Detailed Predictions for the basic model

The main formula for the proportion $`P_{SS}`$ of “like” coincidences such as SS with respect to the number of emitted pairs $`N`$ comes from the area of overlap of two equal-sized circles777We model here the simplest case, in which the two assistants stand at equal distances from the ball. on the surface of a sphere (see Figs. 4 and 6). It can be shown to be

$$P_{SS}(\alpha ,\beta )=\frac{1}{\pi }\left\{\mathrm{cos}^1\left(\frac{\mathrm{sin}\alpha }{\mathrm{sin}\beta }\right)\mathrm{cos}^1\left(\frac{\mathrm{tan}\alpha }{\mathrm{tan}\beta }\right)\mathrm{cos}\beta \right\},$$
(4)
where $`\alpha =\mathrm{\Phi }`$/2 and $`\beta `$ is the half-angle defining the proportion of the surface for which each assistant makes a definite reading (zero corresponds to none; $`\pi `$/2 to the whole surface). $`P_{SS}`$ achieves a maximum of $`\frac{1}{2}(1\mathrm{cos}\beta )`$ when $`\alpha `$ = 0, which is less than the QM prediction of 0.5 unless $`\beta `$ is $`\pi `$/2. When $`\alpha \beta `$, it is zero (see Fig. 7).

The presence of the zero region has the interesting consequence that if $`\beta `$ is too small (less than $`\pi `$/4) the derived quantum correlation is undefined for a region in the neighbourhood of $`\alpha =\pi /4`$ or $`\mathrm{\Phi }=\pi /2`$. So far as actual experiments go, however, the matter is largely academic, since there are always background “dark counts” and other “accidentals” that ensure that the observed counts are never zero. In the actual experiments the whole curve would be smoother, as hard divisions between regions scoring 1 and those scoring zero would be unlikely to occur.

To obtain the prediction for “unlike” coincidences such as NS, we replace $`\alpha `$ by ($`\pi /2\alpha `$). We can now find the predicted value (Fig. 8) for the total observed coincidence rate, $`T_{obs}/N=(NN+SSNSSN)/N`$.

The fact that this is not constant was recognised by Pearle in his 1970 paper, and can be used as a test for the validity of the QM model. It is, however, not a conclusive one, as can be seen by consideration of the situation in which one detector is perfect and the other has missing bands. The estimated quantum correlation could violate Bell’s limit despite the fact that $`T_{obs}`$ was constant. An important fact (also noted by Marshall et al ) is that the values predicted for the “Bell test angles” of $`\pi `$/4 and 3$`\pi `$/4 are equal.

We can derive the estimate of the ordinary “normalised” quantum correlation in which division is by $`T_{obs}`$ , with results as shown in Fig. 5, but it is of interest to look also at the “unnormalised” one, corresponding to division by $`N`$:

$$P_{NN}+P_{SS}P_{NS}P_{SN},$$

plotted in Fig. 9.

The match with the QM prediction is considerably less impressive, the curve not reaching the maximum of 1 and not having the feature of a zero slope for parallel detectors ($`\alpha `$ = 0). Whilst (for the chosen example, with $`\beta `$ set at $`75^{}`$) the model gives the CHSH69 test statistic of $`S=3.331>2`$, the unnormalised estimate will never exceed 2. The values at the “Bell test angles” will always all be numerically less than 0.5.

## 4 Discussion

We have confirmed by means of this counter-example Pearle’s 1970 finding that the CHSH69 test as usually implemented (using the sum of observed coincidences in place of number of emitted pairs) rests on an assumption — that of fair sampling — that cannot be made lightly. Not only this, but the model demonstrates that local hidden variable theories (or what Clauser and Horne  prefer to call Objective Local Theories, since the hidden variables are not fully deterministic as originally defined) that violate Bell inequalities are not all “weird”. They do not, as often stated (see for example Laloë’s review article, ref. ) require “conspiracies” between the detectors. Furthermore, the model shows the fallacy of the belief, held by Bell and frequently quoted, that “imperfections” are unlikely to increase the significance of his tests (page 109 of his book, “Speakable and Unspeakable” ).

Bell himself, incidentally, was well aware that in order to get a strictly valid test it was necessary to know the number of pairs emitted by the source. He would have liked to see “event-ready detectors”, counting emissions as they occurred. If this number were to be used as denominator in the estimates $`E`$, the test would be valid and the “local realist” model represented by the ball would not violate the inequality.

In view the serious possibility of bias, the routine use of the CHSH test and assumption of fair sampling would seem to require explanation. On reflection, several possible reasons spring to mind.

* Neither Pearle’s nor later rediscoveries have succeeded in conveying at an intuitive level just how the detection loophole produces bias, or why it should not be taken for granted that experimenters, following proper experimental methods, would not have selected a fair sample. Without an understanding of how the loophole arises, it is not clear that the sample chosen is not directly under the experimenter’s control.
* The use of event-ready detectors is not practical since we are dealing with “quantum” events that are destroyed when observed (though see recent proposals for “loophole-free” experiments that manage to circumvent this problem ).
* In almost all real experiments photons are used as the particles, and there exist to date no perfect detectors for “single photons”. The resulting large numbers of non-detections mean that division by the number of emitted pairs would, even if a theory-free and agreed method of estimating this could be found, produce ratios so small that there would be no possibility of infringement of any Bell test.
* To a quantum theorist who is convinced that light really does consist of photons (as opposed to merely being for some purposes modelled as such), since all photons of a given frequency are necessarily identical it would seem impossible for them to possess any additional property (a component of its “hidden variable”) that would allow the detector to discriminate between two that had different histories. Under a wave model of light, there is no such problem: each pulse has an intensity and this would be expected to be affected by passage through a polariser in such a way as to form a link between the initial polarisation (the main component of the hidden variable), the detector setting and the probability of detection.

Is there any way of rescuing the situation? As mentioned above, there is the possibility of eventually conducting a loophole-free test, but in the meantime, though we can never prove the sample is fair, our model (and, indeed, Pearle’s) suggests a way of demonstrating the fact when it is not fair. Whenever, as assumed in our current model, there is rotational invariance, a rigorous test should be conducted to check for variations in total coincidence counts ($`T_{obs}`$). Here, as is clear from the present paper and also from Pearle’s, it is important to check not only the “Bell test angles” but the full range, the greatest differences being expected at the intermediate angles.

A completely different and arguably preferable alternative would be not to use the CHSH69 test but the CH74 one instead. For this test Clauser and Horne used single-channel polarisers (in the language of the chaotic ball model, they looked at just the $`N`$’s, say, ignoring the $`S`$’s). The assumption that is part of the proof of the suspect CHSH69 or visibility tests — that we have fair sampling, with the observed coincidences a representative sample of the emitted pairs — does not enter into the question.

In practice there are important parameters — in particular, beam intensity and characteristics of the photodetectors — that are at the experimenter’s discretion. Realist models, whether following the ball analogy or working directly from the basic theoretical formula (1), suggest that the coincidence curve will be strongly influenced by the choices made. If we are genuinely trying to find the best model for the physical situation, is it not necessary to include all these relevant parameters? They play a natural part in the realist approach but in the quantum-mechanical one are ignored: in quantum mechanics, detectors are characterised by a single “quantum efficiency”.

It is generally assumed that classical and quantum theory agree on an important consequence of this characterisation: adherence of the probability of detection to Malus’ Law, but, whether because the polarisers are imperfect or the detectors not exactly “square law”, this adherence will not be exact (see, for example, refs.  and ). The actual relationship, and hence the observed coincidence curve, may not be quite sinusoidal. The majority of Bell test experiments have concentrated on just the few points needed to estimate the test statistic, not looking at enough data points to check the shape of the complete coincidence curve, let alone the constancy of the total coincidence count. Any deviation from the sine curve should be regarded as an indicator in favour of local realism.

## 5 Other loopholes

The detection loophole is, at least among professionals, well known, but the fact that it affects some versions of Bell’s test and not others is perhaps less well understood. Different loopholes apply to different versions, for each version comes with its attendant assumptions. Some loopholes come very much under the heading of “experimental detail” and have, as such, little interest to the theoretician. If we wish to decide on the value to be placed on a Bell test, however, such details cannot be ignored.

### 5.1 Subtraction of “accidentals”

Adjustment of the data by subtraction of “accidentals”, though standard practice in many applications, can bias Bell tests in favour of quantum theory. After a period in which this fact has been ignored by some experimenters, it is now once again accepted . The reader should be aware, though, that it invalidates many published results .

### 5.2 Failure of rotational invariance

The general form of a Bell test does not assume rotational invariance, but a number of experiments have been analysed using a simplified formula that depends upon it. It is possible that there has not always been adequate testing to justify this. Even where, as is usually the case, the actual test applied is general, if the hidden variables are not rotationally invariant, i.e. if some values are favoured more than others, this can result in misleading descriptions of the results. Graphs may be presented, for example, of coincidence rate against $`\mathrm{\Phi }`$, the difference between the settings $`a`$ and $`b`$, but if a more comprehensive set of experiments had been done it might have become clear that the rate depended on $`a`$ and $`b`$ separately . Cases in point may be Weihs et al’s 1998 experiment, presented as having closed the “locality” loophole , and Kwiat et al’s demonstration of entanglement using an “ultrabright photon source” .

### 5.3 Synchronisation problems

There is reason to think that in a few experiments bias could be caused when the coincidence window is shorter than some of the light pulses involved . These include one of historical importance — that of Freedman and Clauser, in 1972  — which used a test not sullied by either of the above possibilities.

### 5.4 “Enhancement”

Tests such as that used by Freedman and Clauser (essentially the CH74 test) are subject to the assumption that there is “no enhancement”, i.e. that there is no hidden variable value for which the presence of a polariser increases the probability of detection. This assumption is considered suspect by some authors, notably Marshall and Santos, but in practice, in the few instances in which the CH74 inequality has been used, the test has been invalidated by other more evident loopholes such as the subtraction of accidentals.

### 5.5 Asymmetry

Whilst not necessarily invalidating Bell tests, the presence of asymmetry (for instance, the different frequencies of the light on the two sides of Aspect’s experiments) increases the options for local realist models .

### 5.6 Yet other loopholes

A loophole that is notably absent from the above list is the so-called “locality” or “light-cone” one, whereby some unspecified mechanism is taken as conveying additional information between the two detectors so as to increase their correlation above the classical limit. In the view of many realists, this has never been a serious contender. John Bell supported Aspect’s investigation of it (see page 109 of ref. ) and had some active involvement with the work, being on the examining board for Aspect’s PhD. Weihs et alimproved upon the test in their experiment of 1998 , but nobody has ever put forward plausible ideas for the mechanism. Its properties would have to be quite extraordinary, as it is required to explain “entanglement” in a great variety of geometrical setups, including over a distance of several kilometers in the Geneva experiments of 1997-8 .

There may well be yet more loopholes. For instance, in many experiments the electronics is such that simultaneous ‘+’ and ‘–’ counts from both outputs of a polariser can never occur, only one or the other being recorded. Under QM, they will not occur anyway, but under a wave theory the suppression of these counts will cause even the basic realist prediction (expression (1) above) to involve “unfair sampling”. The effect is negligible, however, if the detection efficiencies are low, since the three- or four-fold coincidences concerned (two on one side, one or more on the other) then hardly ever happen.

## 6 Explaining ”anomalies”

Alain Aspect’s set of three experiments is deservedly given pride of place in any listing of Bell test trials. His PhD thesis , which gives very much more detail of the experiments than could be included in Physical Review Letters, shows evidence of careful reasoning and meticulous attention to detail. That detail includes, however, mention of some anomalies that perhaps deserve more attention. None reached the level of statistical significance, but Aspect evidently recognised that they were potentially important.

One anomaly in particular the reader will recognise as giving cause for concern: the total number of coincidences in the experiment in which the CHSH69 test was used (the first 1982 one, using two-channel polarisers) varied slightly with detector setting, so the sample may not have been strictly “fair”. Instead of increasing replication to check if the variations were consistent, though, Aspect derived (pp 124-7 of his thesis) a generalised Bell test designed to compensate for them. When applied to the 1982 experiment, this modified test seemed to show that the effect associated with the anomalous total could not have caused significant bias. The new test is mentioned briefly in the relevant paper, but the promised publication on the subject does not appear to have materialised. Its validity can be challenged and, especially since Aspect’s methods have been used as a precedent by others, the matter deserves wider publicity.

Another minor anomaly in the two-channel experiment was a discrepancy between the counts of ‘+ –’ and ‘– +’ coincidences. A slight adaptation of the Chaotic Ball model to allow for two known facts of the experiment — asymmetry of $`A`$ and $`B`$ detectors related to the differences in wavelength, and slight bias in the polarisers — shows straightforwardly how this might arise.

## 7 Conclusion

The “Chaotic Ball” models a hypothetical Bell test experiment in a manner that encourages the use of intuition and realism. It illustrates the fact, well known to those working in the field, that if not all “particles” are detected there is risk of bias in the tests used, which are no longer able to discriminate between the “nonseparable” quantum-mechanical model and local realism. Since the Bell tests themselves fail to discriminate, we suggest that more comprehensive experiments, covering more data points and a wider range of conditions, are desirable. The full predictions of the model, not just the Bell test values, should be checked. There is a serious possibility that quantum entanglement may never in fact happen.

The ball model is a special case of a general class of local realist models, many of which are covered by equation (1) above — essentially the same formula that Bell assumed, reflecting the local realist assumption that the observed correlations originate from shared properties acquired at the source, and the detection events are independent. The formula presupposes the standard case, in which the experiment consists of a series of readily identifiable events, a single particle pair being associated with each. If this is not the case, for example where there are “accidentals” or where there is uncertainty in the time of detection, further generalisation is needed.

Note that the phrase in italics above is all we need in order to specify a local realist description. This simplicity is in stark contrast to the oft-stated objection (raised, e.g. by Laloë, ref. ) that local realist models are complicated, “weird” and “ad hoc”. Another frequent objection is that local realism cannot match quantum theory when it comes to accurate quantatitive predictions. True, it cannot easily match exactly  the quantum-mechanical coincidence formulae (the ball model, illustrating principles only, does not even attempt to do so), but what is required is surely a match with experimental results, not with the quantum theory predictions. We suggest that the quantum-mechanical predictions are not necessarily correct, and, indeed, that the apparently accurate matches observed are slightly illusary, being improved by several factors: (a) adaptations are made (as with the local realist model) to the formulae to allow for experimental conditions (b) various experimental parameters such as beam intensity and detector efficiency are at the experimenter’s discretion, and (c) the full coincidence curve is often not investigated, the experiment covering only the minimum points needed for the Bell test.

Our underlying assumption when we look at the optical case (where we use not the deterministic ball model but the general “stochastic” model of equation (1)) is that the energy of each individual light pulse (“photon”) is split at the polariser — something no photon can do. The intensity of the emerging pulse then influences statistically the probability of the detector firing. Despite the success of the photon model of light in many applications of quantum optics, this success is at the price of recognised conceptual difficulties. The possibility that wave models that allow for the idiosyncrasies of the apparatus used — deviations from Malus’ Law for example — may be able to account with no such difficulties for all optical phenomena is the subject of ongoing research by one of us (CHT).

Thanks are due to Franck Laloë for encouragement to air again the Chaotic Ball model. The work would not have been completed without the moral support of David Falla of the Physics Department of University of Wales, Aberystwyth, and of the many who have expressed appreciation of C H Thompson’s web site or contributions to Internet discussions. Her use of the computer and library facilities at Aberystwyth was by kind courtesy of the Department of Computer Science, of which she was until December 2003 an associate member.

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