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Comments on “Theoretical search for the nested quantum Hall effect of composite fermions” by Mandal and Jain, Phys. Rev. B 66,155302 (2002);cond-mat/0210181. Keshav N. Shrivastava School of Physics, University of Hyderabad,
Hyderabad 500046, India

We find that a large number of parameters are used to create the correct fraction. The parameters are $`\nu `$, 1-$`\nu `$, $`\nu ^{}`$, $`\overline{n}`$, $`n`$, $`p`$ and $`\overline{p}`$. Therefore, the predicted fractions need not be having the correct origin. The wave function describes a composite fermion which has 2p (even number) of flux quanta attached to one electron. We find that it requires “decomposite” fermion which is the electron in an orbit from which the magnetic field has been detached. This kind of detachment (attachment) of flux quanta from (to) the electron is not consistent with the electromagnetic theory of light and violates Biot and Savart’s law, as well as theory of relativity. If flux quanta are to be attached to the electron, we should solve the bound-state equation and determine the binding energy but bound-state has not been solved. The wave function given is not a solution of the bound-state equation. Therefore, Mandal and Jain’s composite fermion (CF) model is incorrect. Corresponding author: keshav@mailaps.org
Fax: +91-40-3010145.Phone: 3010811.

1. Introduction

The quantum Hall effect is dominated by the observation of plateaus in the transverse resistivity, $`\rho _{xy}`$=h/$`\nu `$e2 at integer values of $`\nu `$. In fact $`\nu `$ need not be an integer. The fractional values of $`\nu `$ such as 1/3 also occur. The claim of the composite fermion (CF) model1 is that even number of flux quanta are attached to the electron which gives rise to the plateaus in the quantum Hall effect. The CF model proposes several series of fractions,

$$\frac{n}{2pn\pm 1},1\frac{n}{2pn\pm 1},\frac{n}{4pn\pm 1},1\frac{n}{4pn\pm 1},\mathrm{}etc.$$
(1)
In place of 2p, 4p, 6p, 8p, etc. “even number” is proposed without any upper limit. In fact many of these fractions are in good agreement with the experimental data. Thus CF model is considered to be a strong candidate for the explanation of the quantum Hall effect. It is possible to make use of this “even number” in the Laughlin’s wave function so that one can obtain the fraction as well as the wave function of the quasiparticle which gives the quantum Hall effect. The expression (1) is neither a solution of the bound-state equation nor that of the Schrödinger equation.

In this paper, we wish to point out that the assertion that “even number of flux quanta are attached to the electron” is incorrect. Hence any agreement with the experimental data is because of the fact that too much force has been put to get the experimental values of the fractional charge.

2. The fractional charge

(a) Abundance.

The resistivity is given by,$`\rho `$=h/$`\nu `$e2 so that $`\nu `$ gives the effective charge,

$$e_{eff}=\nu e.$$
(2)
When we take all of the prescribed values of the fraction, we find that a lot of values of (1) are the same as in experimental data. However, the series (1) give many more fractions than are observed in the data. At large values of the Landau level quantum number, the values given by (1) are far more than observed. Therefore, the abundance of fractions obtained by (1) is not in agreement with the data.

(b) Parameters.

The charge is calculated using the parameters,

$$\nu ,1\nu ,\nu ^{},\overline{n},n,p,\overline{p},etc.$$
(3)
Therefore, there are far too many parameters to find the experimentally measured fractions of charges.

(c) Particle-hole symmetry.

In the paper of Mandal and Jain1,

$$\nu =\frac{n}{2pn\pm 1}.$$
(4)
In addition,

$$\nu =1\frac{n}{2pn\pm 1}$$
(5)
has been introduced. If the first value is 1/3, then the second value is 2/3. However, if the wave function for 1/3 is antisymmetric, then it will be symmetric for 2/3. Therefore, 1/3 will be a fermion and 2/3 will be a boson. In the CF model, there are always even number of flux quanta attached to an electron and hence quasiparticles are fermions. Therefore particle-hole symmetry does not occur in the CF model. It is clear that there is internal inconsistency in the CF model. In the case of Laughlin’s wave function 1/3 is produced and next value is 1/5 but not 2/3 because 1/3 and 1/5 are antisymmetric and 2/3 is symmetric. There is no way for Laughlin to have an even numerator with odd denominator.

(d) Flux quanta attachment.

The even number of flux quanta must be attached to the electron to obtain the effective field inside the sample. Therefore, the field is,

$$B^{}=B2np\varphi _o$$
(6)
where $`n`$ is the number of electrons per unit area, $`p`$ is an integer and $`\varphi _o`$=$`hc/e`$ is the unit flux. In order to attach even number of flux quanta, let us detach the flux from the electron. The electron going in a circular orbit produces a field as shown in Fig.1. Let us see whether it is allowed to detach the field from the electron. This process produces an electron current and a field. What is left after detaching B is called decomposite fermion (DF). The object (DF) will not be having the magnetic field but it has a charge. Hence Maxwell equations will not be obeyed. The DF will not emit light nor will it absorb. Hence it will be completely invisible. Such objects are not known to exist in the real world. They surely do not exist in GaAs. Let us try to attach two flux quanta to the electron. One electron gives one field B, two electrons give $`2B`$ as shown in Fig.2. The $`2B`$ can not be given by one $`e`$, otherwise we are left with a DF. Such a DF without field is an unphysical object.

When we put B =0, $`B`$ is found to be quantized and when we put $`B`$=0, then B is quantized. That seems to be quite alright. However, in superconductors, field outside the sample is continuous and inside the sample, in the mixed state, is quantized. Therefore, it is not clear why both fields $`B`$ and B get quantized. The density of the CF is the same as that of the electrons or there is only one density in the CF model. The CF are much larger objects than the electrons. Therefore, their density can not be the same as that of the electrons2. The density of the CF is therefore not internally consistent3. The energy calculation has been performed for N=12, 16, 20, 24, etc. but these values are too small to give any realistic results.

In the CF model, the fractional charge of 1/3 was produced by inventing the series $`n/(2pn\pm 1)`$. Thus using three parameters, $`p`$, $`n`$ and $`\pm 1`$, to produce 1/3 introduces too much arbitrariness and hence $`n/(2pn\pm 1)`$ is not a model at all. The experimentalists4 have been misguided5 to identify the experimental data with the CF. In fact the experimental data is not related to CF.

3. Electromagnetic theory

A charged particle emits radiation which is composed of electric and magnetic field vectors, transverse to the direction of motion of the energy. The Maxwell equations determine the dynamics of the electric $`\stackrel{}{E}`$ and magnetic $`\stackrel{}{H}`$ vectors with charge density as a constant. Thus $`\stackrel{}{E}`$ and $`\stackrel{}{H}`$ are strongly coupled. The formation of a DF decouples $`\stackrel{}{H}`$ from the charge and hence from $`\stackrel{}{E}`$. At the present time the $`\stackrel{}{E}`$ and $`\stackrel{}{H}`$ are not decoupled. Similarly, extra $`\stackrel{}{H}`$ can not be attached to the charge. Therefore, CF formation is not permitted in the usual Maxwell equations. However, new type of Maxwell equations may be written but classical form of electromagnetic theory is in agreement with the experiments, and hence there is no need of new type of Maxwell equations. The formation of CF is therefore not expected to agree with the present day experiments. The use of the same density for CF as for the electron makes the CF internally inconsistent. Therefore, at this time there is no hope for the CF model.

4. Conclusions.

The attachment of two flux quanta to one electron is not correct. It violates the classical electrodynamics. The use of only one density for the quantization of $`B`$ as well as B is internally inconsistent. Therefore, the field expression $`B^{}`$=B-2np$`\varphi _o`$, much needed to produce experimentally observed fractional charge, is not internally consistent. The same number of small and large objects can not fill the same area. The even number of flux quanta produce the Laughlin type wave functions but 2/3 can not come, so there is inconsistency. The classical electromagnetic theory is not uniquely produced6. It is clear that the CF model lacks in good theoretical foundation7 and its various elements are inconsistent8. The field expression which attaches flux is not correct9.

Since Laughlin’s wave function is limited to antisymmetry of the wave functions, which leads to odd number in the density, it may be thought that this wave function is not a theory of the quantum Hall effect. The CF model is not free of troubles with the fundamentals. Therefore, the readers may be interested in a calculation which explains the experimental data without difficulty with fundamentals. Thus, a theory is given in a recent book10. About 200 references of recent prl articles have been examined to check the applicability of the theory11 and in all cases, the given theory agrees with the data. It may be mentioned that the particle-hole symmetry12 around $`\nu `$=1/2 has been observed by Willett et al13 but the interpretation given in ref. is not satisfactory.

5. References

1. S. S. Mandal and J.K. Jain, Phys. Rev. B66, 155302(2002);cond-mat/0210181
2. K. N. Shrivastava, cond-mat/0209666.
3. K. N. Shrivastava, cond-mat/0209057
4. I. V. Kukushkin et al, Nature 415, 409 (2002).
5. K. N. Shrivastava, cond-mat/0202459.
6. K. N. Shrivastava, cond-mat/0210238.
7. K. N. Shrivastava, cond-mat/0204627.
8. M. I. Dyakonov, Talk at NATO ARW “Recent trends in theory of physical phenomena in high magnetic fields”, cond-mat/0209206.
9. B. Farid, cond-mat/0003064.
10. K.N. Shrivastava, Introduction to quantum Hall effect,
Nova Science Pub. Inc., N. Y. (2002).
11. K. N. Shrivastava, cond-mat/0201232.
12. K. N. Shrivastava, Mod. Phys. Lett. B 13, 1087(1999).
13. R. L. Willett, K. W. West and L. N. Pfeiffer, Phys. Rev. Lett. 83, 2624 (1999).

Note: Ref.10 is available from:
Nova Science Publishers, Inc.,
400 Oser Avenue, Suite 1600,
Hauppauge, N. Y.. 11788-3619,
Tel.(631)-231-7269, Fax: (631)-231-8175,
ISBN 1-59033-419-1 US$`\$69`$.
E-mail: novascience@Earthlink.net

Fig.1: The electron in a circular orbit produces a field $`B`$. If this field is detached from the electron current we are left with two objects, one is a charge called DF and the other is a field $`B`$.

Fig.2: One electron current produces a field of $`B`$ and another electron also produces another field $`B`$. Now detach the field of one electron so that DF is left and attach it to another electron so that CF is formed.


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# Stabilization of magnetic polarons in antiferromagnetic semiconductors by extended spin distortions.

## I Introduction.

Quite a while ago Nagaev Nagaev (1967) has shown that the minimal energy for a charge carrier moving in an antiferromagnetic background is obtained when the electron modifies the magnetic background and is self-trapped in a region with canted antiferromagnetic or ferromagnetic order. The term ferron (a magnetic polaron in an antiferromagnetic background) was coined there to name this new quasi-particle. Depending on the radius of the self trapping region, it is possible to differentiate between small ferron, localized in a region of the order of the lattice constant, and large ferron localized at larger scales. Small bound ferrons are expected to be typical of the low doping region of the phase diagram of manganites, when the material is antiferromagnetic and insulating.

There are also experimental data that confirm the existence of bound ferrons in antiferromagnetic semiconductors such as underdoped manganites. A review of them can be found in Nagaev (2001a); Dagotto et al. (2001). In reference Hennion et al. (1998), a liquid-like spatial distribution of magnetic droplets in La1-xCaxMn3 with $`x=0.05,\mathrm{\hspace{0.17em}0.08}`$ is reported. Ferromagnetic rich-hole droplets with a diameter of $`45`$ lattice units isotropically distributed with a mean distance of $`9`$ lattice units among them are observed in an antiferromagnetic poor-hole background. Also it is reported that these magnetic droplets are coupled together through the antiferromagnetic background. In reference Allodi et al. (1997), a 55Mn NMR study on the same compound within the doping range $`x<0.23`$, confirms the electronic phase separation and report the existence of thin boundaries between antiferromagnetic and ferromagnetic domains. These magnetic droplets contain a number of conduction electrons larger than one (about 30), but this is not essential in describing the spin distortion that they create in the antiferromagnetic background.

Almost in all the calculations of the ferrons it was assumed that the region of the distortion of the magnetic structure coincides with the range of localization of the electron. Often these regions were simply taken as spheres of radius $`R`$, to be determined self-consistently. However, as first pointed out by De Gennes Gennes (1960), the distortion of the magnetic order around a magnetic defect (i.e. ferron) may decay slowly with distance. In this paper we study what would be the “back effect” of this slowly decaying magnetic distortion on the conditions of the electron localization and on the properties of the resulting self-trapped state. First numerical calculations addressing this problem have been carried out recently by Nagaev Nagaev (2001b). In this paper the magnetic anisotropy, always present in real materials, was neglected, and he did not manage to obtain the results in a closed form and did not get proper estimates for the radius and the energy of the ferron taking this effect into account.

In this article, we obtain the analytical solution for the distortion created by a localized conduction electron trapped in a region of the order of the lattice constant in an one-dimensional antiferromagnetic semiconductor. The main virtue of our calculation is than reveals the existence of a region surrounding the trapping region which acts as an antiferromagnetic domain wall, as it was anticipated in reference Nagaev (2001b). We calculated the properties of the ferron in this situation and show that the account of an extended magnetic distortion around it actually leads to an increase of the ferron stability and its binding energy. Our result offers a key to understand the features of the phase diagram of antiferromagnetic semiconductors, such as manganites at the small doping range $`x0.1`$.

## II Results

To study the problem of the magnetic polaron formation, we start from the Hamiltonian proposed by Nagaev Nagaev (2001b). We analyze the one-dimensional case because it can be treated analytically and its solution provides a full physical insight into the problem. Estimates to the three-dimensional case are given below. We consider an one-dimensional chain of magnetic ions along the $`y`$-axis, described by the double exchange (or Vonsovsky s-d) model. An uniaxial magnetic anisotropy term is added with $`x`$ being the easy axis. The magnetic structure of the magnetic ions without the conduction electron is represented by two sub-lattices with the spin up along the easy axis (that means $`S^x=S`$) for ions at even sites ($`g=2n`$), and spin down (that means $`S^x=S`$) for ions at odd sites ($`g=2n+1`$). All distances are measured in terms of the lattice constant. A non-magnetic donor impurity is added to the chain at the point $`y=1/2`$. Its conduction electron is bound to it and it can jump between their two magnetic neighbors (bound ferron). This disturbs the pure antiferromagnetic order along the chain, even though the conduction electron is trapped only on these two magnetic ions. The Hamiltonian of the system can be represented by:

$`H_{sd}`$ $`=`$ $`t\left(a_{1,\sigma }^+a_{0,\sigma }+a_{0,\sigma }^+a_{1,\sigma }\right)`$ (1)
$`A{\displaystyle \underset{g=1,0}{}}\left(\stackrel{}{s}\stackrel{}{S_g}\right)_{\sigma ,\sigma ^{}}a_{g,\sigma }^+a_{g,\sigma ^{}}`$
$`I{\displaystyle \underset{g}{}}\stackrel{}{S_g}\stackrel{}{S}_{g+1}K^{}{\displaystyle \underset{g}{}}\left(S_g^x\right)^2`$
where $`a_{g,\sigma }^+,a_{g,\sigma }`$ are the conduction electron operator corresponding to the site $`g`$ and spin projection $`\sigma `$, $`\stackrel{}{s}`$ the conduction electron spin operator, $`\stackrel{}{S_g}`$ is the spin operator of the magnetic ion at site $`g`$ (d-spins). The d-d exchange integral $`I`$ is assumed negative in order to get the antiferromagnetic ordering. The anisotropy constant $`K^{}`$ is considered positive. The energy of Coulomb interaction between the conduction electron and the impurity is an additive constant and, for this reason, omitted in the calculation.

Depending on the relative value of the parameters $`W=2zt`$ and $`AS`$, $`z`$ being the number of first neighbors and $`S`$ the magnitude of the d-spin, we have two different situations. In the case $`W>>AS`$, we talk about a wide-band semiconductor. In the case $`W<<AS`$, we talk about a double exchange semiconductor.

Our goal is to obtain an expression for the magnetic energy of the system of d-spins, both in the case of wide-band and double exchange semiconductors. As $`S2`$ for the compounds of interest (typically, manganites), the d-spins are considered classically. Their orientations are described in a coordinate system centered in the position of each magnetic ion. As it was stated above, it is assumed that the conduction electron is in the lowest bound state in the space spanned by the operators of the sites $`g=1,0`$. Also we assume that the magnetic moment of the ferron is directed along $`z`$-axis, that is, the conduction electron spin acts as an effective magnetic field along the $`z`$-axis for the d-spin system. In this case, the following symmetries hold for the d-spin system: $`S_g^y=0`$, and $`S_g^z=S_{\left(g+1\right)}^z`$. Then $`\stackrel{}{S}_g=S((1)^g\mathrm{sin}\theta _g,0,\mathrm{cos}\theta _g)`$. It is important to notice that here, although the d-spin lies in the $`zx`$ plane, the angle $`\theta `$ is not the polar angle, but the spherical coordinate.

To obtain the magnetic energy of the d-spin system the electronic part of the Hamiltonian (1) must be averaged out. To do this, we assume that the electronic wave function is the ground state wave function for the dominant term in the electronic Hamiltonian, i.e. the hopping term in the wide-band case, and the s-d exchange term in the double exchange case. The other term is treated as a perturbation 111An exact solution for the full electronic Hamiltonian is avaliable, but we prefer to use this approximation, by proposes of clarity. The exact solution can not be used in the analytical approach we made here.. In the case of wide-band semiconductor, the hopping term is diagonalised and its ground state is $`|\mathrm{\Phi }=\frac{1}{\sqrt{2}}\left(a_{1,1/2}^++a_{0,1/2}^+\right)|0`$. In the case of double exchange semiconductor, the ground state is the same but the operators $`a_{g,1/2}^+`$ being the operators with the spin projection along the direction of the vector $`\stackrel{}{S}_g`$, instead of the laboratory $`z`$-axis. We treat the case of a wide-band semiconductor first. Then the magnetic energy of the d-spin system is:

$`E=J{\displaystyle \underset{g}{}}\mathrm{cos}\left(\theta _g+\theta _{g+1}\right)`$
$`L[\mathrm{cos}\theta _1+\mathrm{cos}\theta _0]K{\displaystyle \underset{g}{}}\mathrm{sin}^2\theta _gt`$ (2)
where: $`J=IS^2`$, $`L=AS/4`$, and $`K=K^{}S^2`$.

Minimizing the equation (II) with respect to the angles $`\theta _g`$, a set of non-linear equations is obtained:

$`J\mathrm{sin}\left(\theta _g+\theta _{g+1}\right)+J\mathrm{sin}\left(\theta _{g1}+\theta _g\right)`$
$`L\mathrm{sin}\theta _g[\delta _{g,1}+\delta _{g,0}]+K\mathrm{sin}\left(2\theta _g\right)=0`$ (3)
There is a boundary condition $`\theta _{g\pm \mathrm{}}=\pi /2`$ if the chain is long enough, that means if $`KN>>L`$, with $`N`$ being the number of magnetic ions of the chain. Further, the above symmetry conditions imply that only the sites with $`g0`$ must be considered.

For the double exchange case, the same set of equations is obtained but the term in $`L`$ in equation (II) must be changed by the standard effective hopping of the double exchange model, $`t\mathrm{cos}\left(\frac{\theta _1+\theta _0}{2}\right)`$ 222Note that this is a two site problem, and therefore no additional phases are needed., and the constant term $`t`$ must be changed by $`2L`$. Using the symmetry condition $`\theta _1=\theta _0`$, this is equivalent to change $`L`$ by $`t/2`$ in equation (II). Therefore both cases can be treated on the same footing.

Following the paper by Néel Néel (1967), we look for a differential equation for the d-spin distortion. If we were dealing with a ferromagnetic d-d exchange, the set of equations (II) would describe a domain wall. To obtain a differential equation for our problem an additional step is needed. Instead of working with the angles $`\theta _g`$, we perform a rotation of an angle $`\pi `$ around each $`x`$-axis if the site is an odd site, and no rotation if the site is an even site. This corresponds to make the following changes in the angles: $`\theta _{2n}\theta _{2n},\theta _{2n+1}\pi \theta _{2n+1}`$. We assume that the length of variation of the angle $`\theta `$ is larger than the lattice constant. We treat $`\theta `$ as a continuous function over the $`y`$-axis and perform a power expansion in the lattice constant. Then a differential equation is obtained. Taking into account the above symmetries, we have to solve only for the positive semi-axis. Further, we divide the problem in two parts. For $`y>0`$, we have:

$$J\frac{d^2\theta }{dy^2}+K\mathrm{sin}2\theta =0$$
(4)
For $`y=0`$ and using again the symmetries, we obtain:

$$J\frac{d\theta }{dy}|_{y=0}+(J+K)\mathrm{sin}2\theta _0L\mathrm{sin}\theta _0=0$$
(5)
where $`\theta _0=\theta \left(y=0\right)`$. This is the sine-Gordon equation with a boundary condition at the origin.

We solve equation (4) with the boundary condition that $`\theta _{y+\mathrm{}}\pi /2`$. Multiplying by $`2\frac{d\theta }{dy}`$ and integrating once, we obtain:

$$J\left(\frac{d\theta }{dy}\right)^2K\mathrm{cos}2\theta =C$$
(6)
where $`C`$ is the integration constant. Following reference Aharoni (1993), we made:

$`C`$ $`=`$ $`J\left({\displaystyle \frac{d\theta }{dy}}\right)^2|_{y=0}K\mathrm{cos}2\theta _0`$ (7)
$`=`$ $`{\displaystyle \frac{1}{J}}\left[L\mathrm{sin}\theta _0\left(J+K\right)\mathrm{sin}2\theta _0\right]^2K\mathrm{cos}2\theta _0`$
The last step is to take into account equation (5). Now we made the following change:

$$\mathrm{sin}\theta =\frac{f\left(y\right)1}{f\left(y\right)+1}$$
(8)
The differential equation (6) is cast into the form:

$`{\displaystyle \frac{1}{\left(f+1\right)^2}}\left[{\displaystyle \frac{1}{f}}\left({\displaystyle \frac{df}{dy}}\right)^2+{\displaystyle \frac{2K}{J}}\left(f1\right)^2\right]=`$
$`\left[{\displaystyle \frac{L}{J}}{\displaystyle \frac{f_01}{f_0+1}}4{\displaystyle \frac{J+K}{J}}{\displaystyle \frac{f_01}{\left(f_0+1\right)^2}}\sqrt{f_0}\right]^2`$
$`+{\displaystyle \frac{2K}{J}}\left({\displaystyle \frac{f_01}{f_0+1}}\right)^2`$ (9)
where we define $`f_0=f\left(y=0\right)`$. The solution of equation (II) is:

$$f\left(y\right)=\mathrm{exp}\left(a+by\right)$$
(10)
with $`a,b`$ being two real constants to be determined. Note that $`a,b>0`$ guarantees that the angle $`\theta `$ lies in the range $`(0,\pi /2)`$ for $`y`$ belonging to the domain $`[0,+\mathrm{})`$. Also note that at the infinite $`\theta `$ goes to $`\pi /2`$, as required. The differential equation is identically satisfied if:

$$b^2=\frac{8K}{J}$$
(11)
and:

$$\sqrt{\frac{8K}{J}}\frac{\sqrt{f_0}}{f_01}=\frac{L}{J}4\frac{J+K}{J}\frac{\sqrt{f_0}}{f_0+1}$$
(12)
which is numerically solved to obtain $`f_0`$, or alternatively $`a`$. In reference Aharoni (1993), the solution of the equation (4) with the boundary condition (5) is treated in detail.

In figure 1 we plot the magnetization along the $`z`$-axis, $`S_g^z`$, for the values of $`L=3,K=2.510^2`$ (both in $`J`$ units). This is obtained by inverting the above changes to the original angles.

We calculate the total magnetization that appears in the d-spins system along the $`z`$-axis. The result is show in table 1. As can be seen, the existence of the magnetic distortion outside the localization region of the charge carrier leads to a partial compensation in the total magnetization.

With the analytical solution one can easily calculate the radius of the magnetic distortion. As can be seen from the solution, equations (8, II), the radius is not properly defined, because the distortion created by the conduction electron in the magnetic system of d-spins reaches the complete chain. We choose to define the radius as the distance at which the straight line with slope equal to $`\frac{d\theta }{dy}|_{y=0}`$ and passing throughout the origin at $`\theta _0`$, reaches the value $`\pi /2`$. This underestimates the radius, but has the obvious advantage that in this way, the radius depends only on the value of the constant $`a`$, or alternatively on the angle $`\theta _0`$:

$$R=\left(\frac{\pi }{2}\theta _0\right)\sqrt{\frac{J}{2K}}\mathrm{sec}\theta _0$$
(13)
Also note that the value of $`\theta _00`$ and therefore $`R\pi \sqrt{J/8K}`$. We obtain $`R=6.18981`$ (in lattice constant units) for $`K=2.510^2`$ (in $`J`$ units).

With the analytical solution it is also easy to calculate the energy of the ferron. The equation for the energy, equation (II), contains also the energy for the system of d-spins even in the case with no conduction electron present. This energy has a value of $`E_0=(J+K)N`$. We define the energy of the magnetic polaron as $`EE_0`$. As the transformation that we perform to obtain the differential equation (6) is a canonical transformation, we can use it again to calculate the energy. Taking this into account we transform the equation (II) and make again a power expansion in the lattice constant:

$$E=E_{\text{core}}2_0^{\frac{N}{2}}𝑑y\left\{J\left[1\frac{1}{2}\left(\frac{d\theta }{dy}\right)^2\right]+K\mathrm{sin}^2\theta \right\}$$
(14)
where $`E_{\text{core}}=J\left(1+\mathrm{cos}2\theta _0\right)2L\mathrm{cos}\theta _0t`$ 333As $`t`$ does not enter in the equation to determine the magnetic structure (II), its numerical value is set to zero. Here it is shown only for completeness. Also for the double exchange case, one has to change $`L`$ by $`t/2`$, and conversely.. Therefore the polaron energy is:

$$E_{\text{pol}}=EE_0=E_{\text{core}}+\sqrt{8JK}\left(1\mathrm{sin}\theta _0\right)$$
(15)
as expected from the result for the ferromagnetic domain wall. Also note again that the value of $`\theta _0`$ is small and therefore $`E_{\text{pol}}2\left(LJ\right)t+\sqrt{8JK}`$, not only in the case of wide-band, but also in the case of double exchange semiconductor.

The motivation for the energy calculation is to demonstrate that the ground state energy of a bound ferron with a magnetization compensating region is much lower than the ground state energy of a bound ferron without such a long range distortion. In table 1, we present the result for the ground state energy of the magnetic polaron calculated from the equation (15). We also show for comparison the result in the case without compensating region. This latter was calculated solving the set of equations (II) numerically, and imposing $`\theta _1=\pi /2`$. As expected the energy coming from equation (15) is lower, meaning that a true bound ferron is much more stable than bound ferrons considered previously in the literature, as it was once again anticipated by Nagaev in Nagaev (2001b).

As can be seen from the equation (15), the main part of the energy of the magnetic polaron is concentrated in the core, that means at the sites $`g=1,0`$, where the charge carrier is trapped. The energy in the compensating region, that means outside the sites $`g=1,0`$, is very small and positive. This seem to be in contradiction with the previous discussion, in which the presence of a compensating region was presented as energetically favored. The physical explanation of this behavior is the following. The main energy scale in the problem that is coupled to the magnetic ordering is $`L`$, the s-d interaction, in a wide-band semiconductor. It tends to put the d-spins in the core as parallel to the $`z`$-axis as possible. But the d-spins in the core are connected to the rest of the chain through the d-d exchange term. The role of the compensating region is to isolate the d-spins in the core from the rest of the chain. This allows the d-spins in the core to be parallel to the $`z`$-axis with a high gain in s-d exchange energy ($`E_{\text{core}}`$ is high and negative) and a little loss due to the perturbation of the antiferromagnetic ordering on the remaining part of the chain (the energy of the compensating region is positive but small). To better explain this point, we also show in table 1, the canting angle of the d-spins of the core, $`\theta _0`$, for a bound ferron with compensation region, and a bound ferron without compensating region. As can be seen, the presence of the magnetization compensation region with the structure described above strongly reduces the value of canting angle. The role of the anisotropy is simply to set a scale for the radius of the magnetic distortion in the d-spin system.

Apart for the solution treated here, there is another possible solution for the d-spin structure 444K. I. Kugel, and A. O. Sboychakov (private communication). This second solution is characterized by the absence of extended spin distortions. It corresponds to rotate by $`\pi `$ the d-spins of one half, say the negative one, $`g<0`$, of the chain. This make that the magnetization in the trapping region will be directed along $`x`$-axis, instead of $`z`$-axis. Mathematically, it corresponds to choose a different symmetry condition for the d-spin system, namely $`S_g^y=0`$, and $`S_g^x=S_{\left(g+1\right)}^x`$. This solution saves more anisotropy energy and allows for a lower canting angle in the core, being at first instance the ground state in the range of parameters chosen here. However, as the Heisenberg model has to be solved over a compactified ring, that is, the d-spin at $`g+\mathrm{}`$ is linked to the d-spin at $`g\mathrm{}`$, one has to add an extra energy $`2J`$ to the polaron energy, equation (14), resulting that for the case of an isolated ferron the ground state energy always corresponds to the solution treated here. In the case of a finite density of ferrons, this condition at infinity can be skipped and both solutions would be possible. The finite density case is left for further work.

The three-dimensional case cannot be solved analytically. We only give a simple estimate for the radius of the distortion for an antiferromagnetic coupling. We use the three-dimensional analogue of the Hamiltonian (1). The case $`K^{}=0`$ is treated in reference Gennes (1960). To introduce the anisotropy we use a simple variational method. We assume that the distortion angle is given by the spherically-symmetrical asymptotic solution of De Gennes, $`\theta \left(r\right)1/r^2`$ for $`r<R`$, and that there is no distortion for $`r>R`$. The optimal value of $`R`$ is obtained by minimization. For $`R`$ large, we obtain $`R\left(J/K\right)^{\frac{1}{6}}`$. This provides an order of magnitude for the radius of the distortion. With this estimate for the radius of the distortion is now clear that, in real three-dimensional materials and over experimental doping ranges, the (one-electron) ferrons treated here must overlap, forming magnetic droplets with a number of conduction electrons larger than one, as reported in the experiment. Therefore it is expected that the main conclusions of this article hold for the three-dimensional case, although further calculations are needed.

To summarize, we have found the detailed structure of the one-dimensional d-spin system in the region surrounding of a bound ferron, completing the previous results of Nagaev (2001b); Gennes (1960); Nagaev (1967). The main result is the appearance of a new length scale, namely the extent of the magnetic distortion created by the charge carrier. The existence of this distortion makes the ferron more stable. This may determine, together with the Coulomb interaction, the spatial distribution of magnetic droplets and their coupling in antiferromagnetic semiconductors, such as underdoped manganites. Also it is related to the onset of the electronic phase separation at the very low doping range observed in these compounds.

###### Acknowledgements.

The authors are deeply indebted to Prof. D. I. Khomskii for proposing this problem and his encouragement and help during its realization. We also acknowledge to Profs. E. Dagotto, K. I. Kugel, and A. O. Sboychakov for useful discussions.


text:
# LIMIT THEOREM FOR SUMS OF RANDOM PRODUCTS

## 1 Introduction

The Random Energy Model (REM) was proposed by B. Derrida  as a simplified version of the spin glasses (here the main reference is ). The statistical sum of REM can be represented by expression

$$Z_{N,n}(\beta )=\underset{i=1}{\overset{N}{}}\mathrm{exp}\{\beta \underset{j=1}{\overset{n}{}}\eta _{i,j}\}=\underset{i=1}{\overset{N}{}}\underset{j=1}{\overset{n}{}}\mathrm{exp}\{\beta \eta _{i,j}\},$$
$`(1.1)`$
where $`\{\eta _{i,j}\}`$ are i.i.d. random variables with zero mean value $`𝐄\eta =0`$. Under assumption that $`𝐄e^{t\eta }`$ exists, it was shown that in the limit $`n\mathrm{}`$, $`N=2^n`$ there is a critical value $`\beta _c`$ that separates two different regimes of the asymptotic behavior of the free energy $`f^{(\beta )}(N,n)=\frac{1}{\beta n}\mathrm{log}Z_{N,n}(\beta )`$ .

Almost at the same time, another model was considered , where (1.1) was assigned a meaning completely different from that of . In  $`Z_{N,n}`$ represents the transparency of disordered layer in quasi one-dimensional case of quantum particles. Such a layer is composed of $`N`$ threads of the length $`n`$, each thread contains a random number of obstacles. The particle goes along the thread and in the case of low enough energy of the particle, the probability of passing through the thread decreases exponentially with the distance. However, if one takes $`N`$ exponentially large with respect to $`n`$, one can see some of the particles hitting the other side of the layer. The number of such particles depends on the probability distribution of the obstacles.

In papers  this model has been rather deeply explored. Several asymptotic expressions were obtained for various limiting approximations. In particular, the decrement of transparency $`f^{(1)}(N,n)`$ was studied in  with $`N=e^{qn}`$. Assuming that the probability of large deviations of the sum $`_j\eta _{i,j}`$ is determined by a function $`\varphi `$, the authors of  derived an explicit expression for the limiting effective decrement $`f^{(1)}(q)`$ in terms of $`\varphi `$;

$$f^{(1)}(q)=\underset{\varphi (x)q}{inf}\{\varphi (x)x\}q.$$
$`(1.2)`$
More rigorous derivation of this formula was given in . The resulting conclusion coming from (1.2) is that this model possesses a critical value $`q_{cr}`$, where $`f^{(1)}(q)`$ changes its analytical structure. It is easy to see that $`q_{cr}=\varphi (x_0)`$, where $`x_0`$ is determined by equality $`\varphi ^{}(x_0)=1`$. Certainly, $`q_{cr}`$ is in one-to-one correspondence with $`\beta _c`$ of .

Regarding the model of $`N`$ threads of the length $`n`$ , it is natural to ask what will happen in the case, when the length of the threads is distributed at random. In this paper we study this generalization of the REM.

In Section 2 we describe the model and formulate results. In Section 3 we prove the main propositions and derive explicit expression for the free energy that generalizes (1.2). Relations between REM and the Erdős-Rényi limit theorem are considered in Section 4. In Section 5 we discuss critical values of $`q`$ in our generalization of REM and describe some other generalizations of REM related to the version studied in present paper.

## 2 The model and main results

Let us consider the family $`𝒩=\{\eta _{i,j},i,j𝐍\}`$ of independent identically distributed random variables determined on the same probability space $`\mathrm{\Omega }`$. We assume that $`𝐄\eta _{i,j}=0`$ and that there exists integral

$$𝐄e^{t\eta _{i,j}}=e^{\phi (t)}<\mathrm{}\text{for all }tI[0,\mathrm{}),$$
$`(2.1)`$
where $`𝐄=𝐄^{(𝒩)}`$ denotes the mathematical expectation with respect to the measure generated by the family $`𝒩`$. We denote by $`\varphi (x)`$ the Fenchel-Legendre (or Cramer) transform of $`\phi (t)`$ ;

$$\varphi (x)=\underset{t0}{sup}\{xt\phi (t)\}.$$

Let us also introduce a family $`=\{\lambda _i^{(m)},i,m𝐍\}`$ of independent random variables also independent from $`𝒩`$. We assume that these random variables take integer non-negative values and their distributions do not depend on $`i`$;

$$\text{Pr}\{\lambda _i^{(m)}=l\}=p_l^{(m)},l=0,1,2,\mathrm{}.$$

We denote the mathematical expectation $`𝐄^{()}`$ by the same sign $`𝐄`$. We assume that $`𝐄\lambda _i^{(m)}=m`$ and there exists such a function $`\chi (t)`$ that

$$𝐄e^{t\lambda _i^{(m)}}=e^{m\chi (t)(1+o(1))},\text{ as }m\mathrm{}.$$
$`(2.2)`$
We denote $`\psi (s)=sup_{t0}\{st\chi (t)\}`$.

Theorem 2.1. Let us consider the normalized sum

$$\widehat{Z}_{N,m}(\beta )=\frac{1}{N}\underset{i=1}{\overset{N}{}}\underset{j=1}{\overset{\lambda _i^{(m)}}{}}\mathrm{exp}\{\beta \eta _{i,j}\}$$
$`(2.3)`$
and determine random variable

$$\widehat{f}^{(\beta )}(N,m)=\frac{1}{\beta m}\mathrm{log}\widehat{Z}_{N,m}(\beta ).$$

If $`N_q=e^{qm},q>0`$ is the integer nearest to $`e^{qm}`$, then with probability 1

$$\underset{m\mathrm{}}{lim}\widehat{f}^{(\beta )}(N_q,m)=\widehat{f}^{(\beta )}(q),$$
$`(2.4)`$
where the limiting $`\widehat{f}^{(\beta )}(q)`$ is determined by relations

$$\widehat{f}^{(\beta )}(q)=\frac{1}{\beta }\underset{\nu (x)q}{inf}\{\nu (x)\beta x\},$$
$`(2.5)`$
and

$$\nu (x)=\underset{y0}{inf}\left[\psi (y)+y\varphi \left(\frac{x}{y}\right)\right].$$
$`(2.6)`$
Let us compare this result with those obtained for REM (1.2). First it should be noted that in each of these models the parameters $`\beta `$ and $`q`$ are almost equivalent. Indeed, if one divides both parts of (2.5) by $`\beta `$, then one obtains (1.2) with $`q`$ replaced by $`\beta q`$. This means that to study the properties of the limit (2.4), we can restrict ourselves with $`\beta =1`$ and consider (cf. (1.2))

$$\widehat{f}(q)=\underset{\nu (x)q}{inf}\{\nu (x)x\}.$$
$`(2.7)`$
However, in (2.5) we prefer to keep these two parameters present in order to study the transition from REM to Erdős-Rényi partial sums (see Section 4).

The second observation that relates REM and Erdős-Rényi sums concerns function $`\nu (x)`$ (2.6). It has already appeared  in the studies of the stochastic version of the ER limit theorem (see relation (4.5) at the end of this paper). This transformation can be regarded as a convolution of two functions $`\psi (x)`$ and $`\varphi (x)`$. We study its properties in Section 4. Let us just note here that if one determines $`\psi (x)`$ as

$$\psi (x)=\{\begin{array}{cc}0,\hfill & \text{if }x(0,1)\text{,}\hfill \\ +\mathrm{},\hfill & \text{if }x1\text{,}\hfill \end{array}$$
$`(2.8)`$
then expression in square brackets in (2.6) is determined for $`0y1`$ and in this case $`\nu (x)=\varphi (x)`$.

Finally, let us note that function $`\nu (x)`$ determines the probability of large deviations of the random variable

$$R_{i,m}=\underset{j=1}{\overset{\lambda _i^{(m)}}{}}\eta _{i,j}.$$
$`(2.9)`$
Representation of $`\nu (x)`$ different from (2.6) can be found, for example, in \[5, p.52\] or . This reveals once more relations of the REM with the theory of large deviations  and makes hints to some other generalizations of REM (see Section 5). Certainly, appearance of the critical values $`q_{cr}`$ in the both of the models (1.1) and (2.3) is due to the restrictions $`\varphi (x)q`$ and $`\nu (x)q`$, respectively. This is what makes the difference between REM and the standard theory of large deviations.

## 3 Proof of Theorem 2.1

We follow the reasoning of  modified along the lines indicated in . Let us start with the estimate from below. It is clear that for any $`x>0`$

$$\widehat{Z}_{N,m}(\beta )e^{\beta mx}\frac{1}{N}\underset{i=1}{\overset{N}{}}\underset{l1}{}𝐈\{\lambda _i^{(m)}=l\}𝐈\left\{\underset{j=1}{\overset{l}{}}\eta _{i,j}mx\right\}e^{\beta mx}\mu (N,m;x),$$
$`(3.1)`$
where $`𝐈\{A\}`$ is the indicator function of the event $`A\mathrm{\Omega }`$. The estimates of $`Z`$ from above and below are based on the properties of $`\mu (x)=\mu (N,m;x)`$. So, let us study this variable in more details.

### 3.1 Properties of $`\mu `$

Let us start with the average value of $`\mu `$. Regarding independence of $`\eta `$ and $`\lambda `$, we obtain equality

$$𝐄\mu (N,m;x)=\underset{l1}{}\text{Pr}\{\lambda _i^{(m)}=l\}\text{Pr}\left\{\underset{j=1}{\overset{l}{}}\eta _{i,j}mx\right\}=S(x).$$

Applying to the last probability relation proved by Bahadur and Ranga Rao , we can write that

$$S(x)=\underset{l1}{}p_l^{(m)}\mathrm{exp}\{m\frac{l}{m}\varphi (x\frac{m}{l})(1+o(1))\}.$$
$`(3.2)`$
Let $`y^{}`$ and $`\delta `$ be such that $`\nu (x)=\psi (y^{})+y^{}\varphi (x/y^{})`$ and $`y^{}\delta x`$. The function $`y\varphi (x/y)`$ is monotone and we can write inequality

$$S(x)\underset{lm(y^{}\delta )}{}p_l^{(m)}\mathrm{exp}\{m\frac{l}{m}\varphi (x\frac{m}{l})(1+o(1))\}$$

$$\mathrm{exp}\{m(y^{}\delta )\varphi (\frac{x}{y^{}\delta })(1+o(1))\}\underset{lm(y^{}\delta )}{}p_l^{(m)}=$$

$$\mathrm{exp}\{m[\psi (y^{}\delta )+(y^{}\delta )\varphi (\frac{x}{y^{}\delta })(1+o(1))]\}.$$

Here we have used relation

$$\underset{lmt}{}p_l^{(m)}=e^{m\psi (t)(1+o(1))}$$

that follows from (2.2) by the Gärtner-Ellis theorem (see e.g. ). Now it is easy to see that given $`\epsilon >0`$, one can find such $`\delta `$ that

$$S(x)e^{m\nu (x)(1+\epsilon )}.$$
$`(3.3)`$
From another hand, inequality

$$S(x)e^{m\nu (x)(1\epsilon )}$$
$`(3.4)`$
also holds. This follows from the observation that the sum in (3.2) is of the order of the sum

$$\underset{m(y^{}\delta )lm(y^{}+\delta )}{}p_l^{(m)}\mathrm{exp}\{m\frac{l}{m}\varphi (x\frac{m}{l})(1+o(1))\}$$

$$\mathrm{exp}\{m(y^{}+\delta )\varphi (\frac{x}{y^{}+\delta })(1+o(1))\}\underset{m(y^{}\delta )lm(y^{}+\delta )}{}q_l^{(m)}=$$

$$\mathrm{exp}\{m[\psi (y^{}\delta )+(y^{}+\delta )\varphi (\frac{x}{y^{}+\delta })](1+o(1))\}.$$

Then (3.4) follows from continuity of the functions $`\psi `$ and $`\varphi `$. Therefore, we can write that

$$S(x)=e^{m\nu (x)(1+o(1))}\text{as}m\mathrm{}.$$
$`(3.5)`$
We complete this subsection with computation of the variance of $`\mu =\mu (N,m;x)`$. It is easy to find that

$$𝐄\mu ^2[𝐄\mu ]^2=\frac{1}{N}S^2+\frac{1}{N}S=S^2\left(\frac{1}{N}+\frac{1}{NS}\right),$$
$`(3.6)`$
where we denoted $`S=S(x)`$.

### 3.2 Estimates of $`\widehat{Z}`$

Turning back to (3.1) and using (3.3), we can write that

$$\frac{1}{m}\mathrm{log}\widehat{Z}_{N,m}(\beta )\left\{\nu (x)\beta x\right\}+\frac{1}{m}\mathrm{log}\frac{\mu (x)}{S(x)}.$$
$`(3.7)`$
We have parameter $`x`$ in our disposition to find the most precise estimate. The computations that follow will show that such an estimate is obtained when we take the minimal value of the sum $`F(x)=\nu (x)\beta x`$ over $`x`$ satisfying condition $`\nu (x)q`$. Let us denote by $`x^{}`$ the value of $`x`$ that provides this minimum.

Since we assume all functions entering (2.5) to be continuous, then for any given $`\epsilon >0`$ there exists such $`\stackrel{~}{x}<x^{}`$ that $`x^{}\stackrel{~}{x}>\delta `$ for some $`\delta >0`$ and $`F(\stackrel{~}{x})F(x^{})<\epsilon `$. Then we derive from (3.7) that

$$\frac{1}{m}\mathrm{log}\widehat{Z}_{N,m}(\beta )F(\stackrel{~}{x})+\frac{1}{m}\mathrm{log}\frac{\mu (\stackrel{~}{x})}{S(\stackrel{~}{x})}.$$
$`(3.8)`$
Now we turn to the estimate from above. To do this, let us first show that if $`x^{}`$ is such that $`\nu (x^{})>q`$, then with probability 1 all random variables $`_{j=1}^{\lambda _i}\eta _{i,j}`$ are bounded by $`mx^{}`$. Indeed, denoting

$$A=\underset{i=1}{\overset{N}{}}\{\omega :\underset{j=1}{\overset{\lambda _i}{}}\eta _{i,j}<mx^{}\},$$

we can write that

$$\mathrm{Pr}(A)=[1\mathrm{Pr}\{\underset{j=1}{\overset{\lambda _i}{}}\eta _{i,j}mx\}]^N=[1S(x^{})]^N=[1e^{m\nu (x^{})}]^{mq}.$$

Then our proposition follows and $`\widehat{Z}_{N,m}(\beta )e^{m\beta x^{}}`$ with probability 1.

Let us cover the interval $`(0,x^{}\delta )`$, where $`\delta `$ is as in (3.8), by $`M`$ intervals $`(a_l,a_{l+1})`$ of the length $`r/M`$, $`r=\nu (x^{}\delta )`$ with $`a_0=0,a_M=r`$, we can write that

$$\widehat{Z}_{N,m}(\beta )\underset{l=0}{\overset{M1}{}}e^{m\beta a_l}\frac{1}{N}\underset{i=1}{\overset{N}{}}𝐈\left\{\frac{1}{m}\underset{l=1}{\overset{\lambda _i^{(m)}}{}}\eta _{i,j}(a_l,a_{l+1})\right\}$$

$$\underset{l=0}{\overset{M1}{}}e^{m\beta a_l}\mu (N,m;a_l)=\underset{l=0}{\overset{M1}{}}e^{m\beta a_l}e^{m\nu (a_l)(1+o(1))}\frac{\mu (a_l)}{S(a_l)}$$

$$e^{minf_l[\nu (a_l)\beta a_l](1+o(1))}\underset{l=0}{\overset{M1}{}}\frac{\mu (a_l)}{S(a_l)}.$$

Combinig this inequality with (3.8), we can write that

$$|\frac{1}{m}\mathrm{log}\widehat{Z}_{N,m}(\beta )+F(\stackrel{~}{x})|\frac{1}{m}\mathrm{log}\left\{M\underset{l}{\mathrm{max}}\frac{\mu (a_l)}{S(a_l)}\right\}.$$
$`(3.9)`$
The final remark concerns the difference $`\frac{\mu (\stackrel{~}{x})}{S(\stackrel{~}{x})}1`$ that is small with probability 1. This follows from the estimate (3.6) and the observation that $`N=e^{qm}`$ and $`NS(\stackrel{~}{x})=m^{q\nu (\stackrel{~}{x})}=O(e^{\delta m})`$ as $`m\mathrm{}`$. Theorem 2.1 is proved.

## 4 Relations with Erdős-Rényi limit theorem

Let us rewrite definition (2.3) in the form

$$\widehat{Z}_{N,m}(\beta )=\frac{1}{N}\underset{i=1}{\overset{N}{}}e^{\beta R_{i,m}},$$
$`(4.1)`$
where $`R_{i,m}`$ are given by (2.9). The presence of the exponential function in the sum of (4.1) gives more weight to those terms that have maximal value of $`R_{i,m}`$. Then one can say that $`\widehat{Z}`$ (4.1) represents an arithmetic mean of maximums of random variables $`e^{\beta R_i}`$.

From another hand, the maximum of arithmetic mean values of random variables is known in probability theory . Namely, the sums

$$R_i^{(n)}=\underset{j=1}{\overset{n}{}}\eta _{i+j},i=1,2,\mathrm{},Nn$$
$`(4.2)`$
are referred to as the partial sums of $`N`$ random variables $`\eta _i`$, and the limit theorem of Erdős-Rényi establishes existence of the limit

$$\underset{n\mathrm{}}{lim}\underset{i=1,\mathrm{},Nn}{\mathrm{max}}\left\{\frac{1}{n}R_i^{(n)}\right\}=\gamma _q,N=e^{qn}.$$
$`(4.3)`$
The limit $`\overline{\gamma }=\gamma _q`$ is such that $`\varphi (\overline{\gamma })=q`$ , where $`\varphi `$ is determined by $`\phi `$ (2.1) and one takes $`\eta _{i,j}=\eta _{i+j}`$ . If one replaces $`n`$ by $`\lambda _i^{(m)}`$ and by $`m`$ in (4.2) and (4.3), respectively, then one obtains random variables $`R_{i,m}`$ that generalize partial sums (4.2). A result analogous to the Erdős-Rényi limit theorem can be proved for $`R_{i,m}`$. Namely, it is shown in  that the random variables

$$X_{N,m}=\underset{i=1,\mathrm{},N}{\mathrm{max}}\left\{\frac{1}{m}R_{i,m}\right\},$$
$`(4.4)`$
converges with probability 1 as $`m\mathrm{}`$, $`N=e^{qm}`$ to a limit $`\stackrel{~}{\gamma }=\gamma _q(\varphi ,\psi )`$ determined by relation

$$\underset{y0}{inf}\left[\psi (y)+y\varphi \left(\frac{\stackrel{~}{\gamma }}{y}\right)\right]=q.$$
$`(4.5)`$
Taking into account these results, it is natural to ask what is the model that interpolates two random variables: the statistical sum $`\widehat{Z}_{N,m}(\beta )`$ of REM (4.1) and the partial sums $`X_{N,m}`$ of ER limit theorem. It is easy to see that the random variable

$$Y_{N,m}^{(k)}(\beta )=\left[\frac{1}{N}\underset{i=1}{\overset{N}{}}\left(e^{\beta R_{i,m}}\right)^{\frac{k}{m}}\right]^{1/k}$$
$`(4.6)`$
represents of the possible interpolations needed.

Indeed, if $`k=m`$, then the random variable $`\mathrm{log}Y_{N,m}^{(m)}(\beta )=\beta f^{(\beta )}(N,m)`$ converges to $`\beta f^{(\beta )}(q)`$ (2.4) as $`m\mathrm{}`$. In the case of $`k>>m`$ one can expect $`Y_{N,m}^{(\beta )}`$ to be close to $`\mathrm{exp}\{X_{N,m}(q)\}`$. In the general case, one can prove the following proposition.

Theorem 4.1

If one considers (4.6) in the limit $`k,m\mathrm{}`$ such that $`k/m\alpha ,km`$, then under conditions of Theorem 2.1

$$\underset{m}{lim}\mathrm{log}Y_{N,m}(k)(\beta )=\underset{\nu (x)q}{inf}\left\{\frac{\nu (x)}{\alpha }\beta x\right\},$$
$`(4.7)`$
where $`\nu (x)`$ is determined by relation (2.6). If $`km`$, then

$$\underset{m\mathrm{}}{lim}\mathrm{log}Y_{N,m}^{(k)}(\beta )=\underset{\nu (x)q}{inf}\{\beta x\}=\beta \nu ^1(q).$$
$`(4.8)`$
We do not present the proof of Theorem 4.1 because it does not differ much from the proof of Theorem 2.1.

The meaning of this theorem is very simple. When introducing $`k`$ into (4.6), one changes the value of $`\beta `$ in expression $`1/\beta \mathrm{log}\widehat{Z}_{N,m}(\beta )`$. From this point of view, the second limiting transition of Theorem 4.1 $`k/m\mathrm{}`$ corresponds to the limiting transition of (2.4) with $`m\mathrm{},\beta \mathrm{}`$. Certainly, this limit leads one to the maximum of partial sums of the Erdős-Rényi type; that is proved in Theorem 4.1.

The Erdős-Rényi limit theorem is studied in many aspects (see, for example,  and references therein) and in a series of applications . Its relation with the REM can be useful in further studies.

Let us study properties of function $`\nu (x)`$ (2.6). To do this, it is convenient to consider the simplest case

$$\psi (x)=\{\begin{array}{cc}0,\hfill & \text{if }x(0,1)\text{ ,}\hfill \\ x(\mathrm{log}x1)+1,\hfill & \text{if }x[1,\mathrm{})\hfill \end{array}$$

that corresponds to the Poissonian distribution of $`\lambda ^{(m)}`$. It is easy to see that $`\nu (x)`$ is positive, monotone increasing function such that $`lim_{x0}\nu (x)=0`$.

Also, it is not hard to show that $`\nu (x)\varphi (x)`$ and $`\stackrel{~}{\gamma }=\nu ^1(q)\varphi ^1(q)=\overline{\gamma }`$. This inequality can be easily explained by the observation that the presence of additional ”randomness” in the sums (4.2) with respect to the sums (4.3) increases the value of the maximum in the Erdős-Rényi limit theorem. In this connection, it is interesting to study the difference between the critical values of $`q`$ determined by (1.2) and (2.7), respectively.

## 5 Discussion

We have studied a version of the Random Energy Model . The generalization of (1.1) is to replace the given number $`n`$ of factors by a random variable $`\lambda _i`$. Let us describe here how this model arises from the original arguments presented in . There (1.1) has been considered as the statistical sum of the polymer chains determined as branches of the Cayley tree. The energy of a chain is given by the sum of random weights along the corresponding branch. If the tree has the cardinality number $`K`$, then it is natural to consider (1.1) with $`N=K^n`$. A version of the sparse random matrices has been proposed to describe this model. In this model, one considers the product of $`n`$ matrices $`B_i`$ of dimensions $`N\times N`$; the matrices are such that there are exactly $`K`$ non-zero elements in each line, and the positions of non-zero elements are chosen at random at each $`B_i`$.

It should be noted that in random graph theory, another ensemble of sparse random matrices arises. Namely, the most studied model of the random graph is such that in a graph with $`N`$ vertices , each edge is present with probability $`m/N`$ or absent with probability $`1m/N`$. In this case the adjacency matrix $`A`$ of the graph is a real symmetric matrix of dimension $`N\times N`$ and each its element above the diagonal is non-zero with probability $`m/N`$ and zero with probability $`1m/N`$; then $`(A)_{ij}=a_{ij},ij`$ are independent random variables such that

$$a_{ij}^{(m,N)}=\{\begin{array}{cc}1,\hfill & \text{with probability }\frac{m}{N}\text{ ,}\hfill \\ 0,\hfill & \text{with probability }1\frac{m}{N}\text{ .}\hfill \end{array}$$
$`(5.1)`$
Obviously, in such a matrix the average number of non-zero elements per line is $`m`$.

When regarding the model of polymer chains with matrices $`B`$ replaced by $`A`$, one can easily see that the length of the polymer chain is given by a random variable. Thus, we obtain a generalization of REM (1.1), where the parameter $`n`$ is replaced by random variables $`\lambda _i`$ with mathematical expectation $`m`$. Since the fixed value of $`n`$ is replaced by a random variable, the fluctuations of the energy are greater than that of the REM. This implies inequality $`\nu (x)\varphi (x)`$ mentioned at the end of Section 4. Then the limiting value of the maximum in the Erdős-Rényi limit theorem increases.

It is natural to expect the critical value $`\widehat{q}_{cr}`$ determined by (2.7) to be greater than $`q_{cr}`$. This conjecture can be supported by some particular cases of $`\varphi `$ and $`\psi `$ with large values of $`\beta `$. However, $`\widehat{q}_{cr}`$ in the general case, as well as the properties of the convolution $`\nu (x)`$ are to be studied.

Let us discuss two more generalizations of (1.1). The first one resembles the sparse random matrices  that also can be considered as a weighted adjacency matrices of a random graphs. One of the possible model here is obtained when the random variables $`R_{i,m}`$ (2.9) are replaced by

$$R_{i,m}^{(1)}=\underset{j=1}{\overset{m}{}}a_{i,j}^{(m,N)}\eta _{i,j}.$$

This generalization can be treated by the same way as it is done in Section 3. More interesting situation arises when one considers

$$R_{i,m}^{(2)}=\underset{j=1}{\overset{m}{}}a_{i,j}^{(m,N)}\eta _j,$$

where $`\{\eta _j\}_{j𝐍}`$ is a family of independent random variables (4.2). However, in this case $`R_i`$ are correlated that makes analysis of corresponding free energy more difficult.

As it is pointed out, in the case of jointly independent random variables $`R_{i,m}`$, the limiting expression (2.7) is determined by the function $`\nu (x)`$ controlling probability of large deviations of $`R_{i,m}`$. Therefore, if one replaces $`R_{i,m}`$ by a family of $`N`$ independent random processes $`_i(t)`$, the crucial role in the limit $`t\mathrm{}`$, $`N=e^{qt}`$ will be played by their large values. It would be interesting to derive expressions analogous to (2.7) and determine the critical values of $`q`$ in this model.

At last, let us repeat that we have traced out relations between the limit theorem of REM with that of Erdős-Rényi. In fact, the corresponding result (see Theorem 4.1) is familiar and almost evident to physicists. This is because the case when we obtain Erdős-Rényi expression from (4.1) corresponds to the limiting transition $`\beta \mathrm{}`$ that immediately leads one to the maximum of partial sums of random variables. Up to our knowledge, this correspondence has not been stated before in explicit form. The sums $`_{i=1}^{Nn}e^{\beta R_i^{(n)}}`$ have been considered in  in connection with Erdős-Rényi limit theorem, but the limit $`\beta \mathrm{}`$ has not been regarded there.


text:
# Panorama of zeta functions

## 1 Zeta and $`L`$-functions of arithmetic origin

This section will be concerned with zeta functions whose defining data come from number theory. Since the Riemann zeta function has an Euler product over the primes, one may view the prime numbers as defining data for $`\zeta `$, so the Riemann zeta function falls into this category.

Let $`K`$ be a number field, i.e., a finite extension of the field of rational numbers. The Dedekind zeta function of $`K`$ is defined as

$$\zeta _K(s)=\underset{𝔞}{}N(𝔞)^s,\mathrm{Re}(s)>1,$$

where the sum runs over all nontrivial ideals $`𝔞`$ of the ring of integers $`𝒪_K`$ of $`K`$, and $`N(𝔞)=\mathrm{\#}(𝒪_K/𝔞)`$ is the norm of the ideal $`𝔞`$. The function $`\zeta _K(s)`$ can also be expressed as an Euler product

$$\zeta _K(s)=\underset{𝔭}{}(1N(𝔭)^s)^1$$

which runs over all nontrivial prime ideals $`𝔭`$ of $`𝒪_K`$. Further, $`\zeta _K(s)`$ extends to a meromorphic function on the entire plane satisfying a functional equation . There are several generalizations of these zeta functions, called $`L`$-functions, which mostly are obtained by “twisting by characters”. For example

$$L(\chi ,s)=\underset{𝔭}{}(1\chi (𝔭)N(𝔭)^s)^1$$

is the Hecke $`L`$-function attached to a character $`\chi `$ of the group $`I_K`$ of all fractional ideals of $`K`$ (see ).

In his thesis , J. Tate used harmonic analysis on the adele ring $`𝔸=𝔸_K`$ and the idele group $`𝔸^\times =𝔸_K^\times `$ to give quite far reaching generalizations of the theory of $`L`$-functions which we will now explain. A rational differential form $`\omega `$ will give a Haar measure on $`𝔸^\times `$, which, by the product formula, being independent of the choice of $`\omega `$, is called the Tamagawa measure on $`𝔸^\times `$. The continuous homomorphisms of $`𝔸^\times /K^\times `$ to $`^\times `$, also called quasi-characters, are all of the form $`zc(z)=\chi (z)|z|^s`$ for a character $`\chi `$ and a complex number $`s`$. For such a quasi-character and a sufficiently regular function $`f`$ on $`𝔸`$ the general zeta function of Tate is defined by

$$\zeta (f,c)=_{𝔸^\times }f(z)c(z)d^\times z,$$

the integration being with respect to the Tamagawa measure and convergent if $`\mathrm{Re}(s)>1`$. Let $`\widehat{f}`$ be the additive Fourier transform of $`f`$. Considered as an analytic function in $`c`$ the zeta function is regular except for two simple poles at $`c_0`$ and $`c_1`$, where $`c_0(z)=1`$ and $`c_1(z)=|z|`$, with residues $`\kappa f(0)`$ and $`\kappa \widehat{f}(0)`$ respectively, where

$$\kappa =\frac{2^{r_1}(2\pi )^{r_2}hR}{w\sqrt{d}}.$$

Here $`r_1`$ and $`r_2`$ are the numbers of real embeddings, resp. pairs of complex embeddings of $`K`$, $`h`$ is the class number, $`R`$ the regulator, $`w`$ the order of the group of roots of unity in $`K`$, and $`d`$ is the absolute value of the discriminant.
Furthermore, there is a functional equation

$$\zeta (f,c)=\zeta (\widehat{f},\widehat{c}),$$

where $`\widehat{c}(z)=|z|c(z)^1`$.

One recovers classical zeta and $`L`$-functions by restricting $`c`$ and $`f`$ to special cases. For example $`c(z)=|z|^s`$ gives, for suitable $`f`$, the (completed) Dedekind zeta function of $`K`$.

For $`f`$ of simple type the integral over $`𝔸^\times `$ defining $`\zeta (f,c)`$ can be written as a product of integrals over the completions of $`K`$, so $`\zeta (f,c)`$ becomes a product of local zeta functions which themselves satisfy local functional equations and bear other interesting information.
J. Igusa  replaced the characters in Tate’s local zeta functions by characters composed with polynomials and so defined a new rich class of local zeta functions with applications to other areas of number theory.

Perhaps the most important generalization of the Riemann zeta function is the class of motivic $`L`$-functions . To explain this let us go back to the Hasse-Weil zeta function $`\zeta _X(s)=_{x|X|}(1N(x))^1`$ of an arithmetic scheme $`X`$. If $`X`$ is proper and flat over $`\mathrm{Spec}`$ with smooth generic fibre $`X`$, then it will have good reduction at almost all primes $`p`$, we call such primes “good”. The Lefschetz trace formula for $`l`$-adic cohomology implies that the zeta function equals a finite number of Euler factors multiplied by

$$\underset{\nu =0}{\overset{2dimX}{}}\underset{p\mathrm{good}}{}\mathrm{det}__l(1p^sFr_p^{}|H^\nu (X\overline{}_p,_l))^{(1)^{\nu +1}}.$$

The inner product runs over all but finitely many primes. Here $`l=l_p`$ is a prime different from $`p`$ and $`Fr_p`$ is the geometric Frobenius at $`p`$. The characteristic polynomial is known to have coefficients in $``$ which are independent of $`l`$ (for $`p`$ good). It has turned out in a number of cases that the individual factors

$$\underset{p\mathrm{good}}{}\mathrm{det}__l(1p^sFr_p^{}|H^\nu (X\overline{}_p,_l))^{(1)^{\nu +1}}$$

themselves have a meromorphic continuation to $``$, and indeed satisfy a functional equation if suitably completed at the bad primes. This then is considered to be the $`L`$-function attached to the motive $`H^\nu (X)`$. Motives form a conjectural category in which a scheme $`X`$ decomposes into $`H^\nu (X)`$ for $`\nu =0,\mathrm{},2dimX`$ and all usual cohomology theories factor over this category. This category is supposed to be large enough to contain twists and all $`L`$-functions mentioned so far can be realized as motivic $`L`$-functions.

There are various conjectures which relate vanishing orders or special values of motivic $`L`$-functions to other arithmetic quantities. We will here only give one example, the conjecture of Birch and Swinnerton-Dyer. To explain this let $`E`$ be an elliptic curve over a number field, i.e., a projective curve of genus one with a fixed rational point. Then there is a natural structure of an abelian algebraic group on $`E`$. The group $`E(K)`$ of rational points is known to be finitely generated, so its rank, which is defined by $`r=dim_{}E(K)`$, is finite. The Birch and Swinnerton-Dyer conjecture states that $`r`$ should be equal to the vanishing order of the Hasse-Weil zeta function $`\zeta _E(s)`$ at $`s=1`$. There is also a more refined version  of this conjecture giving an arithmetical interpretation of the first nontrivial Taylor coefficient of $`\zeta _E(s)`$ at $`s=1`$.

## 2 Automorphic $`L`$-functions

Let $`f`$ be a cusp form of weight $`2k`$ for some natural number $`k`$ as in , i.e., the function $`f`$ is holomorphic on the upper half plane $``$ in $``$, and has a certain invariance property under the action of the modular group $`\mathrm{SL}_2()`$ on $``$. Then $`f`$ admits a Fourier expansion

$$f(z)=\underset{n=1}{\overset{\mathrm{}}{}}a_ne^{2\pi izn}.$$

Define its $`L`$-function for $`\mathrm{Re}(s)>1`$ by

$$L(f,s)=\underset{n=1}{\overset{\mathrm{}}{}}\frac{a_n}{n^s}.$$

The easily established integral representation

$$\widehat{L}(f,s)=(2\pi )^s\mathrm{\Gamma }(s)L(f,s)=_0^{\mathrm{}}f(it)t^s\frac{dt}{t},$$

implies that $`L(f,s)`$ extends to an entire function satisfying the functional equation $`\widehat{L}(f,s)=(1)^k\widehat{L}(f,2ks)`$. With $`\mathrm{\Lambda }(f,s)=\widehat{L}(f,2ks)`$ this becomes

$$\mathrm{\Lambda }(f,s)=(1)^k\mathrm{\Lambda }(f,1s).$$

This construction can be extended to cusp forms for suitable subgroups of the modular group. These $`L`$-functions look like purely analytical objects with no connection to the $`L`$-functions of arithmetic origin mentioned earlier. Thus it was particularly daring of A. Weil, G. Shimura, and Y. Taniyama in 1955 to propose the conjecture that the zeta function of any elliptic curve over $``$ coincides with a $`\mathrm{\Lambda }(f,s)`$ for a suitable cusp form $`f`$. This conjecture was proved in part by A. Wiles and R. Taylor  providing a proof of Fermat’s Last Theorem as a consequence. Subsequently, the conjecture has been proved in full by Breuil, Conrad, Diamond and Taylor .

The upper half plane is a homogeneous space of the group $`\mathrm{SL}_2()`$, and so cusp forms may be viewed as functions on this group, in particular, they are vectors in the natural unitary representation of $`\mathrm{SL}_2()`$ on the space

$$L^2(\mathrm{SL}_2()\backslash \mathrm{SL}_2()).$$

Going even further one can extend this quotient space to the quotient of the adele group $`\mathrm{GL}_2(𝔸)`$ modulo its discrete subgroup $`\mathrm{GL}_2()`$, so cusp forms become vectors in

$$L^2(\mathrm{GL}_2()\backslash \mathrm{GL}_2(𝔸)^1),$$

where $`\mathrm{GL}_2(𝔸)^1`$ denotes the set of all matrices in $`\mathrm{GL}_2(𝔸)`$ whose determinant has absolute value one. Now $`\mathrm{GL}_2`$ can be replaced by $`\mathrm{GL}_n`$ for $`n`$ and one can imitate the methods of Tate’s thesis (the case $`n=1`$) to arrive at a much more general definition of an automorphic $`L`$-function: this is an Euler product $`L(\pi ,s)`$ attached to an automorphic representation $`\pi `$ of $`\mathrm{GL}_n(𝔸)^1`$, i.e. an irreducible subrepresentation $`\pi `$ of $`L^2(\mathrm{GL}_n()\backslash \mathrm{GL}_n(𝔸)^1)`$. As in the $`\mathrm{GL}_1`$-case it has an integral representation as a Mellin transform and it extends to a meromorphic representation, which is entire if $`\pi `$ is cuspidal and $`n>1`$. Furthermore it satisfies a functional equation

$$L(\pi ,s)=ϵ(\pi ,s)L(\stackrel{~}{\pi },1s),$$

where $`\stackrel{~}{\pi }`$ is the contragredient representation and $`ϵ(\pi ,s)`$ is a constant multiplied by an exponential .

Extending the Weil-Shimura-Taniyama conjecture, R.P. Langlands conjectured in the 1960s that any motivic $`L`$-function coincides with $`L(\pi ,s)`$ for some cuspidal $`\pi `$. An affirmative answer to this question would prove many other, older conjectures in number theory. It has local and characteristic $`p`$ analogues, which have been proved .

## 3 Zeta functions of differential-geometric <br>origin

In this section we will be concerned with zeta functions attached to objects arising in differential geometry. These will serve as a measure of complexity of the geometric objects. We start with an oversimplified example: a finite graph $`X`$. If it has no closed paths, it is topologically trivial, so the set of primitive closed paths gives a measure of complexity. Primitivity here means that a path (or a walk, as some people say) $`c_0`$ is not the power of a shorter one, so you walk each closed path only once. The number of closed paths will in general be infinite, so one considers the following zeta function as a formal power series at first:

$$Z_X(T)=\underset{c_0}{}(1T^{l(c_0)}),$$

where the product runs over all primitive closed paths and $`l(c_0)`$ denotes the length of a given path $`c_0`$. Then it turns out  that $`Z_X(T)`$ is in fact a polynomial, for it can be written as $`\mathrm{det}(1TA)`$ for some generalized adjacency operator $`A`$ for the graph $`X`$.

If one replaces the graph $`X`$ by a compact Riemannian surface $`Y`$ of genus $`2`$, then one can attach a natural hyperbolic metric to $`Y`$ and replace the paths by closed geodesics. One ends up with the Ruelle Zeta Function

$$R_Y(s)=\underset{c}{}(1e^{sl(c)}),$$

where the product runs over all primitive closed geodesics in $`Y`$ and $`l(c)>0`$ is the length of the geodesic $`c`$. The Ruelle Zeta Function $`R_Y(s)`$ equals $`Z_Y(s)/Z_Y(s+1)`$, where $`Z_Y(s)`$ is the Selberg Zeta Function attached to $`Y`$, defined by

$$Z_Y(s)=\underset{c}{}\underset{n0}{}(1e^{(s+n)l(c)}).$$

The Selberg Zeta Function can be studied using harmonic analysis and one can prove that it extends to an entire function having all its zeros in the set $`(\frac{1}{2}+i)`$, i.e., $`Z_Y(s)`$ satisfies a generalized Riemann Hypothesis .

Note that in this section, Euler products often occur without the $`(1)`$ in the exponent. This is more than a matter of taste, since, for example, the Selberg zeta function is entire this way round. The reason why one has to take different exponents becomes transparent when one generalizes the Selberg zeta function to spaces of higher rank : the natural exponents are certain Euler characteristics which can take positive or negative values.

The set of closed geodesics on $`Y`$ is in bijection with the set of closed orbits of the geodesic flow $`\varphi `$ on the sphere bundle $`SY`$. So $`R_Y(s)=R_\varphi (s)`$ is a special case of a dynamical zeta function, since it counts closed orbits of a dynamical system. Actually D. Ruelle proved the meromorphicity of $`R_\varphi (s)`$ in a more general setting: he needed $`\varphi `$ only to be a smooth flow satisfying a certain hyperbolicity condition. He used the theory of Markov families to express $`R_\varphi (s)`$ as a quotient of certain transfer operators. For the geodesic flow of the modular curve $`\mathrm{SL}_2()\backslash `$ the eigenvectors of these transfer operators can be identified with modular functions .

Also for discrete dynamical systems there is a theory of zeta functions. Let most generally $`f`$ be an invertible self map of a set $`X`$ and define its zeta function as the formal power series

$$Z_f(T)=\underset{p}{}(1T^{l(p)}),$$

where the product runs over the set of periodic orbits and $`l(p)`$ is the period of $`p`$. One has to put restrictions on $`f`$ in order for $`Z_f`$ to be well defined. For $`f`$ being a diffeomorphism of a compact manifold satisfying certain natural hyperbolicity conditions A. Manning has shown in , that $`Z_f(T)`$ indeed is a rational function. This in particular means that all fixed point data of $`f`$ can be exhibited from the finite set of poles and zeros of $`Z_f(T)`$.
The Hasse-Weil zeta function of a smooth projective variety $`V`$ over a finite field $`𝔽_q`$ with $`q`$ elements can be viewed as a dynamical zeta function too. It coincides with $`Z_{Fr}(q^s)`$, where $`Fr`$ is the Frobenius acting on $`V(\overline{𝔽_q})`$.

One feature that makes zeta functions of geometric origin so attractive is that they tend to satisfy Lefschetz formulae. For example, as Artin, Grothendieck and Verdier have shown, the Hasse-Weil zeta function of a smooth projective variety $`V`$ over $`𝔽_q`$ satisfies

$$\zeta _V(s)=\underset{\nu =0}{\overset{2dimV}{}}\mathrm{det}(1q^sFr|H^\nu (V,_l))^{(1)^{\nu +1}}.$$

The Selberg zeta function satisfies a similar Lefschetz formula involving the Frobenius vector field and the tangential cohomology of the contracting foliation . This fact has given rise to some far reaching conjectures whether these formulae are valid for more general systems and if they even could be part of a cohomological framework which would explain most of the conjectural properties of zeta and $`L`$-functions of arithmetic schemes .

## 4 Closing remarks

In this brief survey we have missed out many other important classes of zeta functions. It was not our aim to give an exhaustive list but to show some general lines of development. Summarizing we find that zeta functions, given by a Dirichlet series, an Euler product or a Mellin integral, encode infinite sets of data. The first thing one usually asks for, is convergence, next meromorphicity and functional equation. If one is lucky the function turns out to be rational, this then means that the infinite set of data can be recovered from the finitely many poles and zeros. One finally starts to ask in which way the analytic behaviour of the zeta function reflects properties of the encoded objects. Prominent examples of this are the Prime Number Theorem, in which the position of the pole and the zeros of the zeta function give information on the growth of the data, or results or conjectures on special values like the Birch and Swinnerton-Dyer conjecture.

Seeking harmony and simplicity the human mind is always tempted to believe that objects of similar behaviour, although of very different origin, should be of the same nature. Remarkably enough this has turned out true in the case of the Taniyama-Shimura-Weil conjecture and has shown strong evidence in the case of the Langlands conjecture.

Whenever some entities are counted with some mathematical structure on them, it is likely that a zeta function can be set up and often enough it will extend to a meromorphic function. Zeta functions show up in all areas of mathematics and they encode properties of the entities counted which are well hidden and hard to come by otherwise. They easily give fuel for bold new conjectures and thus drive on the progress of mathematics. It is a fairly safe assertion to say that zeta functions of various kinds will stay in the focus of mathematical attention for times to come.

University of Exeter, Mathematics, Exeter EX4 4QE, England


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# Minimal Nonminimal Supersymmetric Standard Model

## References


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# Elementary Thermodynamics of Trapped Particles

## I Introduction

The derivation of the ideal gas law is covered in essentially every modern text on thermodynamics and statistical mechanics. This law applies to non-interacting classical particles in a rigid container, and expresses the familiar relationship

$$PV=NkT$$
(1)
between the pressure $`P`$, volume $`V`$, number of particles $`N`$, and the temperature $`T`$; $`k`$ is the Boltzmann constant. It is also shown that the energy of of an ideal gas is given by

$$E=\frac{3}{2}NkT.$$
(2)
Recent experiments on cooled neutral atoms (which have ultimately led to observations of Bose-Einstein condensation) have been performed in atom traps which in the ideal case have confining potentials of infinite range. Thus volume is not an appropriate thermodynamic variable. It is instructive to consider how the familiar elementary relations of Eqs. (1) and (2) must be modified in these circumstances.

In this paper I consider atoms in isotropic harmonic confining potentials. For particles of mass $`m`$ and energy $`E`$ confined by a one-dimensional harmonic potential with angular oscillation frequency $`\omega `$, the amplitude of oscillation is $`\sqrt{2E/(m\omega ^2)}`$. This suggests using the frequency of oscillation about the minimum of the trap as the externally determined parameter characterizing the confinement of the particles in the trap, and in this note I consider the development of thermodynamic relations which involve $`\omega `$ rather than the volume $`V`$.

I follow the approach used in several modern texts to derive the ideal gas law (see, for example, Mandl (1998); Baierlein (1999); Schroeder (2000); Carter (2001)). The canonical ensemble partition function is derived in a semi-classical manner, i.e., using information about the spacing and degeneracy of quantized energy levels, and the partition function is then used in combination with the first law of thermodynamics to derive relationships between the thermodynamic variables.

## II Fundamental Equations

The first law of thermodynamics is an articulation of the work-energy theorem. For a gas in a volume $`V`$ this is expressed as

$$\mathrm{\Delta }E=\mathrm{\Delta }QP\mathrm{\Delta }V.$$
(3)
Although the volume isn’t a relevant parameter for particles in a trap, the confining potential can do work on the particles when it is altered. We can express this idea in a modification of the first the first law,

$$\mathrm{\Delta }E=\mathrm{\Delta }Q+𝒫\mathrm{\Delta }\omega ,$$
(4)
in which $`𝒫`$ is a “pressure” for which I will derive an expression below. (I use the term “pressure” loosely; this quantity does not have the dimensions of force per unit area.) Note that I have chosen the sign of the second term on the right side of Eq. (4 to be positive, reflecting the fact that an increase in $`\omega `$ corresponds to an increase in the strength of the confinement, which increases the density of the particles and effectively compresses them.

The conventional arguments leading to the definition of the Helmholtz free energy

$$F=ETS$$
(5)
are not affected by the change from confinement in a rigid volume to confinement in a trap. Combining the modified first law with the definition of free energy leads to the relationship

$$dF=SdT+𝒫d\omega ,$$
(6)
which implies

$$𝒫=+\left(\frac{F}{\omega }\right)_{T,N}$$
(7)
and

$$S=\left(\frac{F}{T}\right)_{\omega ,N}.$$
(8)
The relationship between the Helmholtz free energy and the partition function is based on general arguments regarding entropy, so that for particles in a trap it is still true that

$$F(T,\omega ,N)=kT\mathrm{ln}Z(T,\omega ,N).$$
(9)
## III Explicit Partition Function and Consequences

The partition function for a single particle in a a harmonic trap is

$`Z_1`$ $`=`$ $`{\displaystyle \underset{i}{}}e^{\beta ϵ_i}`$ (10)
$``$ $`{\displaystyle _0^{\mathrm{}}}f(ϵ)e^{\beta ϵ}𝑑ϵ`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ϵ^2}{2(\mathrm{}\omega )^3}}e^{\beta ϵ}𝑑ϵ`$
$`=`$ $`\left({\displaystyle \frac{kT}{\mathrm{}\omega }}\right)^3.`$
In the derivation above I have assumed that $`kT\mathrm{}\omega `$ and converted the discrete sum into an integral, and I have used the density of states $`f(ϵ)`$ appropriate for a harmonic oscillator potential. Using standard arguments, the partition function for $`N`$ non-interacting particles in a dilute gas is

$`Z`$ $`=`$ $`{\displaystyle \frac{1}{N!}}\left[Z_1(T,\omega )\right]^N`$ (11)
$``$ $`\left({\displaystyle \frac{e}{N}}\right)^N\left({\displaystyle \frac{kT}{\mathrm{}\omega }}\right)^{3N}`$
where in the last line I have used Stirling’s approximation for large $`N`$.

The Helmholtz free energy is thus

$`F`$ $`=`$ $`kT\mathrm{ln}Z`$ (12)
$`=`$ $`NkT\mathrm{ln}\left[{\displaystyle \frac{e}{N}}\left({\displaystyle \frac{kT}{\mathrm{}\omega }}\right)^3\right].`$
The “pressure” $`𝒫`$ is given by

$`𝒫`$ $`=`$ $`+\left({\displaystyle \frac{F}{\omega }}\right)_{T,N}`$ (13)
$`=`$ $`{\displaystyle \frac{3NkT}{\omega }},`$
which gives the analog to the ideal gas law for the trapped particles:

$$𝒫\omega =3NkT.$$
(14)
The energy of the particles is

$`E`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{ln}Z}{\beta }}\right)_{N,\omega }`$ (15)
$`=`$ $`3NkT,`$
which combined with Eqs. (13) shows that

$$E=𝒫\omega .$$
(16)
The linear relationship between energy and oscillation frequency is to be expected given the fact that energy of each quantized single-particle energy level is of the form $`m\mathrm{}\omega `$ (where $`m`$ is an integer).

## IV Comment on Heat Capacity

For conventional ideal gases the heat capacity at constant pressure is

$$C_P=\left(\frac{E}{T}\right)=\frac{3}{2}Nk,$$
(17)
and this is related to the heat capacity at constant volume $`C_V`$ by the familiar equation

$$C_PC_V=P\left(\frac{V}{T}\right)_P=Nk.$$
(18)
For trapped particles the heat capacity at constant $`\omega `$ is

$$C_\omega =\left(\frac{E}{T}\right)=3Nk.$$
(19)
This makes sense because the translational motion of each particle contributes $`3k/2`$ to the heat capacity, and the potential energy of the three-dimensional harmonic oscillator confining potential contributes an additional $`3k/2`$. The difference between the heat capacities at constant $`\omega `$ and at constant $`𝒫`$ is

$`C_𝒫C_\omega `$ $`=`$ $`P\left({\displaystyle \frac{\omega }{T}}\right)_𝒫`$ (20)
$`=`$ $`3Nk.`$
This means that

$$C_𝒫=0.$$
(21)
In other words, the energy needed to raise the temperature of the particles by $`\mathrm{\Delta }T`$ all comes from the work done on the particles by the increase in $`\omega `$ that is necessary to keep $`𝒫=E/\omega `$ constant.

## V Conclusion

For particles trapped in smoothly varying long-range potentials, volume is not an appropriate thermodynamic variable. Thermodynamics can, however, be developed using other parameters characterizing the confinement of the particles. In this paper I have considered particles in isotropic harmonic traps, and I have used the frequency of oscillations about the minimum of the trap as the confinement parameter analogous to $`V`$. I have derived the analog to the ideal gas law for this simple case, and also formulas for appropriate heat capacities. These simple relations can be used to solve many thermodynamic problems for trapped particles that are analogous to problems for gases in containers with rigid walls that are posed in introductory texts. Generalizations to anisotropic traps and more complicated potentials are certainly possible, and would make good student projects.


text:
# The NuMI Neutrino Beam and Potential for an Off-Axis Experiment

## 1 Introduction

Within the context of 3-flavor neutrino flavor mixing , the atmospheric neutrino experiments  have observed $`\nu _\mu \nu _\tau `$ oscillations with $`|\mathrm{\Delta }m_{23}^2|=(24)\times 10^3`$ eV2 and $`\theta _{23}\pi /4`$, while solar neutrino experiments indicate $`\mathrm{\Delta }m_{21}^2=(210)\times 10^5`$ eV2 and $`\theta _{12}\pi /6`$. Unlike the quark mixing matrix, neutrino mixing appears near-maximal. Only upper bounds  exist on the process $`\nu _\mu \nu _e`$ at the atmospheric $`\mathrm{\Delta }m^2`$. 111The LSND experiment has published evidence for $`\overline{\nu }_\mu \overline{\nu }_e`$ at $`\mathrm{\Delta }m^20.1`$ eV2 which, if confirmed, signficantly modifies the 3-flavor mixing scheme above. If the angle $`\theta _{13}`$ is not zero, and in fact is reasonably large, then the potential exists at conventional long-baseline neutrino beams to measure this rare process and to use it to observe CP violation in the lepton sector and determine the mass hierarchy of neutrinos .

To first order the appearance of $`\nu _e`$ in a pure $`\nu _\mu `$ beam in vacuum is given by $`P(\nu _\mu \nu _e)=\mathrm{sin}^2\theta _{23}\mathrm{sin}^22\theta _{13}\mathrm{sin}^2(1.27L\mathrm{\Delta }m_{23}^2/E_\nu )`$, which is approximately $`\frac{1}{2}\mathrm{sin}^22\theta _{13}`$ at the atmospheric $`L/E_\nu `$. Given the Chooz bounds  an experiment to observe this transition must be sensitive at the 1% level. This transition is modified in matter by a factor $`(1\pm 2E_\nu /E_R)`$, where $`E_R13`$ GeV is the resonance energy in the earth’s crust at the atmospheric $`\mathrm{\Delta }m^2`$. Neutrino (antineutrino) transitions are enhanced (depreciated) by this factor under the normal mass hierarchy, while the opposite occurs for an inverted mass hierarchy. This transition is also modified by a factor which depends on the phase $`\delta `$ of the neutrino mixing matrix, potentially yielding the opportunity to observe a CP-violating difference between $`\nu _\mu \nu _e`$ and $`\overline{\nu }_\mu \overline{\nu }_e`$ transitions. Figure 1 shows the probabilities for these transitions at an $`L/E_\nu `$ accessible with the NuMI beam.

Figure 2 shows the neutrino spectra possible in NuMI, both for the initial MINOS experiment on-axis, and at three possible off-axis angles, where the resulting neutrino energy from off-axis pion decays becomes rather narrowly peaked and near-independent of pion energy due to two-body decay kinematics. At 14 mrad, the peak is near oscillation maximum, and the intrinsic $`\nu _e`$ from the beam is of order 0.4% under the peak (see Figure 3), coming primarily from muon decays. Of greater magnitude is the potential background to a $`\nu _e`$ appearance search from neutral current $`\nu _\mu `$ interactions, which leave a small hadronic visible energy in the detector (see Figure 3). A study of detector designs for an off-axis experiment will be required to assess how frequently these are misidentified as charged current $`\nu _e`$ interactions.

The event rate spectra in Figures 2 and 3 are possible with the baseline NuMI beam design, so that if $`\mathrm{sin}^22\theta _{13}=0.1`$ (at the Chooz limit), a 20 kt NuMI experiment at 712 km with similar $`\nu _e`$ efficiency and NC rejection as SuperK might observe 86 oscillated $`\nu _e`$’s in 5 years, with a background of 10 NC’s and 10 intrinsic beam $`\nu _e`$. For JHF , the similar numbers are 123 signal, 11 beam $`\nu _e`$, and 11 NC’s in their Phase I. Note that the lower proton beam power at NuMI is mitigated by the higher cross sections for 1.8 GeV neutrinos. To measure matter effects (hence the sign of $`\mathrm{\Delta }m_{13}^2`$) or the phase $`\delta `$ will require running in $`\overline{\nu }_\mu `$ mode and additional upgrades to the proton beam intensity from the Main Injector  because of the lower antineutrino event rates. Both these measurements benefit from longer baseline distances, again motivating the need for proton intensity upgrades and furthermore larger detectors.

## 2 The NuMI Beamline

NuMI is a tertiary beam resulting from the decays of pion and kaon secondaries produced in the NuMI target. Protons of 120 GeV are fast-extracted (spill duration 8.6 $`\mu `$sec) from the Main Injector (MI) accelerator and bent downward by 58 mrad toward Soudan, MN. The beamline is designed to accept $`3.8\times 10^{13}`$ protons per pulse (ppp). The spill repetition rate is 0.45 Hz, giving $`4\times 10^{20}`$ protons on target per year.

The Main Injector is fed up to 6 batches from the Booster accelerator, of which 5 batches are extracted to NuMI. It is likely that when Main Injector operates at full intensity in multi-batch mode it will have $`\mathrm{\Delta }p/p=0.003`$, and emittances up to 40$`\pi `$ mm-mrad. Initiatives to produce higher intensity beam from the Main Injector without constructing a proton driver upgrade, including barrier RF stacking of more than 6 Booster batches, could increase the beam intensity by a factor of 1.5 at the expense of some emittance growth.

The NuMI optics will maintain losses below $`10^5`$. A recent redesign of the primary beamline replaced a long free drift region with a FODO lattice, increasing the momentum acceptance to $`\mathrm{\Delta }p/p=0.0038`$ at 40$`\pi `$ mm-mr. Injection errors of $``$1 mm lead to targeting errors of $``$0.5 mm. The beamline has 21 BPM’s of 50 $`\mu `$m accuracy, 19 dipole correctors, and 10 retractable secondary emission foil profile+halo monitors.

The primary beam is focused onto a graphite production target  of 6.4$`\times `$ 20$`\times `$ 940 mm3 segmented longitudinally into 47 fins. The target is water cooled via stainless steel lines at the top and bottom of each fin and is contained in an aluminum vacuum can with beryllium windows. It is electrically isolated so it can be read out as a Budal monitor . The target has a safety factor of about 1.6 for the fatigue lifetime of 107 pulses (1 NuMI year) given the calculated dynamic stress of $`4\times 10^{13}`$ protons/pulse and 1 mm spot size. A prototype target was tested in the Main Injector at peak energy densities exceeding that expected in NuMI. Studies indicate that the existing NuMI target could withstand up to a 1 MW proton beam if the beam spot size is increased from 1 mm to 3 mm .

The particles produced in the target are focused by two magnetic ’horns’ . The 200 kA peak current produces a toroidal field which sign- and momentum-selects the particles from the target. The relative placement of the two horns and the target optimizes the momentum focus for pions to a particular momentum, hence the peak neutrino beam energy. The neutrino spectra from two energy settings, called the ’low energy’ (LE) and ’medium energy’ (ME) beams, are shown in Figure 2. To fine-tune the beam energy, the target is mounted on a rail-drive system with 2.5 m of travel along the beam direction, permitting remote change of the beam energy without accessing the horns and target . Measurements on a horn prototype show the expected $`1/r`$ fall-off of the field to within a percent. The horns are designed to withstand 107 pulses (1 NuMI year), and tests of the prototype horn have so far achieved this.

The particles are focused forward by the horns into a 675 m long, 2 m diameter steel pipe evacuated to $``$ 0.1 Torr. This length is approximately the decay length of a 10 GeV pion. The entrance window to the decay volume is a spherical bell-shaped steel window 1.8 cm in thickness, with a 1.5 mm thick aluminum window 1 m in diameter at its center where 95% of the entering pions traverse. The decay volume is surrounded by 2.5-3.5 m of concrete shielding. Twelve water cooling lines around the exterior of the decay pipe remove the 150 kW of beam heating. Earlier plans to instrument the decay volume with a current-carrying wire (called the ’Hadron Hose’ ) which would provide a toroidal field that continuously focuses pions along the decay pipe length, have been abandoned due to budget constraints.

At the end of the decay volume is a beam absorber consisting of a 1.2$`\times `$1.2$`\times `$2.4 m3 water-cooled aluminum core, a 1 m thick layer of steel blocks surrounding the core, followed by a 1.5 m thick layer of concrete blocks. The core absorbs 65 kW of beam power, but is capable of taking the full proton beam power of 400 kW for up to an hour in the event of a mistargeting. In the event of a proton intensity upgrade the core would require no modification, but the steel blocks might require cooling.

Ionization chambers are used to monitor the secondary beam. An array is located immediately upstream of the absorber, as well as at three muon ’pits’, one downstream of the absorber, one after 8 m of rock, and a third after an additional 12 m of rock. These chambers monitor the remnant hadrons at the end of the decay pipe, as well as the tertiary muons from $`\pi `$ and $`K`$ decays. When the beam is tuned to the medium energy configuration, the pointing accuracy of the muon stations can align the neutrino beam direction to approximately 50 $`\mu `$Radians in one spill. Beam tests of these chambers indicate an order of magnitude safety factor in particle flux over the 109/cm2/spill expected in NuMI before space charge buildup affects their operation.

## 3 Conclusions

The NuMI beam will turn on in 2004, with the first experiment, MINOS, ready to take data. Beyond MINOS, a potential physics program is to exploit the intense NuMI beam in an off-axis experiment, where sensitivities to $`\nu _\mu \nu _e`$ at the percent level would allow competitive measurements to see if this rare transition is large enough for CP violation studies. Additionally, the NuMI physics program is unique and complements that at the JHF in that matter effects and the neutrino mass hierarchy may be explicitely studied along with the potential CP-violating phase $`\delta `$.

It is a pleasure to thank my NuMI/MINOS colleagues, particularly Jim Hylen, Bruce Baller, Dixon Bogert, Bob Ducar, Dave Pushka, Adam Para, Debbie Harris, Mark Messier, and Karol Lang. Many of the oscillations studies grew out of a Fermilab study group and a Letter of Intent written to Fermilab this year. I thank Debbie Harris for the invitation to speak at this workshop. Support of the U.S. Department of Energy DE-FG03-93ER40757 and the Fondren Family Foundation are acknowledged.

## References