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# Magneto-Optical Properties of Bound Excitons in ZnO

## I  Introduction

The near band gap photoluminescence (PL) and transmission (PT) spectra of bulk ZnO are known to exhibit a large variety of lines (usually numbered from $`I_0`$ to $`I_{11}`$) stemming from excitons bound to charged and neutral impurity centers.1 ; 2 ; 3 ; 4  Although the origin of these transition lines remained in the focus of intensive research over more than 30 years,1 ; 2 ; 3 ; 4 ; 5 ; 6 ; 7 ; 8 ; 9  a convergent picture concerning the nature of the impurities (donor or acceptor character) as well as the symmetry of the valence band hole ($`\mathrm{\Gamma }_7`$ or $`\mathrm{\Gamma }_9`$ character) involved in the complexes, has not yet emerged.

Bulk ZnO is a direct band gap semiconductor where the valence band maximum is split in a triplet (denoted as $`A`$, $`B`$ and $`C`$) by the wurtzite crystal field and spin-orbit interaction. The symmetry of the upper valence subband ($`A`$ subband) has been the subject of a controversy ($`\mathrm{\Gamma }_9`$ or $`\mathrm{\Gamma }_7`$ character) for more than 40 years.10 ; 11 ; 12 ; 13 ; 14 ; 15 ; 16 ; 17 ; 18 ; 19 ; 20  Based on the polarization properties of the free exciton transitions, most of the authors assumed that the symmetry of the $`A`$ valence subband in bulk ZnO is $`\mathrm{\Gamma }_7`$,1 ; 2 ; 3 ; 10 ; 11 ; 12 ; 14 ; 15 ; 16 ; 17  in contradiction to most recent studies of the free exciton oscillator strengths (see Ref. 18, ) and magneto-optical studies of the free $`A`$ exciton fine structure (see Ref. 19, ). They were interpreted assuming that the valence band maximum has $`\mathrm{\Gamma }_9`$ symmetry. More elaborated theoretical analysis of the exciton fine structure made in Ref. 20, , enabled the explanation of the magneto-optical data of Ref. 19,  assuming $`\mathrm{\Gamma }_7`$ symmetry for the $`A`$ valence subband. A self–consistent set of the effective mass parameters obtained in the first principles calculations along with the respective structure of the valence band has been used in this analysis.20  The calculated value of the $`\mathrm{\Gamma }_7`$ hole effective $`g`$ factor of $`g_h^{}=1.3`$ in the magnetic field parallel to the $`c`$ axis ($`𝑩c`$) is close to the value 1.2 assumed in Ref. 19,  for the $`\mathrm{\Gamma }_9`$ hole but has the opposite sign. On the contrary, the calculated value of the $`\mathrm{\Gamma }_9`$ hole effective g factor $`g_h^{}3.0`$ (see Ref. 20, ) does not allow to describe the splitting observed in Ref. 19, .

Magneto-optical studies are a powerful tool to elucidate the origin of the different bound exciton transitions. The theoretical basis for the description of magneto-optical properties of excitons bound to neutral or charged impurities in hexagonal semiconductors has been developed by Thomas and Hopfield.21  The identification of excitons bound to ionized impurities is enabled by the nonlinear splitting of transitions in the magnetic field perpendicular to the $`c`$ axis ($`𝑩c`$). Such splitting governed by the zero field spin–exchange splitting of the corresponding exciton state was indeed observed in ZnO for $`I_2`$ and $`I_3`$ lines.3 ; 4  The transitions from excitons bound to neutral donors ($`(D^0,X)`$ complex) can be distinguished from the excitons bound to neutral acceptors ($`(A^0,X)`$ complex) by the thermalization of the absorption or emission components in magnetic field $`𝑩c`$. The corresponding thermalization in absorption is caused by the splitting of the ground state ($`D^0`$ state) which was observed for the lines from $`I_5`$ to $`I_9`$ in Ref. 3, . An additional proof for the $`(D^0,X)`$ origin of these lines, as well as of the $`I_4`$ line, was obtained by the observation of two electron satellite (TES) PL lines5 ; 6 ; 7 ; 8 ; helde ; overview  that are the transitions to the ($`n=2`$) excited state of the neutral donor. However, the authors of Ref. 1,  reported on the thermalization of the magneto-PL components in $`𝑩c`$ for the lines $`I_5`$ to$`I_{11}`$. The thermalization in PL is caused by the splitting of the excited state of the acceptor bound exciton complex. Therefore, an attribution of these lines $`I_5`$ to $`I_{11}`$ to $`(A^0,X)`$ complexes was given in Ref. 1, . This is in contradiction to the magneto-absorption data of Ref. 3, . Moreover, from the thermalization of PL components in magnetic field $`𝑩c`$ the authors of Refs. 1,  concluded that the Zeeman splitting of the hole in the acceptor ground state was larger than the Zeeman splitting of the electrons. This contradicts strongly to the results reported previously in Ref. 2,  for the $`g`$ values of the $`\mathrm{\Gamma }_7`$ holes involved in the same transitions. Thus, the nature of the neutral bound exciton transitions, the symmetry of the holes and the reliable hole $`g`$ values are up to now not clear.

In the present work, we report in detail on theoretical and experimental studies of the magneto-optical properties of shallow bound excitons in ZnO. We take into account all possible configurations of bound exciton complexes involving holes of $`\mathrm{\Gamma }_9`$ and $`\mathrm{\Gamma }_7`$ symmetry with different signs and values of the hole g factors. For each configuration we analyze the selection rules for the optical transitions and calculate the magnetic field dependencies of the transition energies in $`𝑩c`$ and $`𝑩c`$ geometry as well as their dependence on the angle between the magnetic field and the $`c`$ axis (angular dependence). The analysis of the polarization properties and angular dependencies of the magneto-PL transitions in the nominally undoped and nitrogen doped ZnO crystals allows us to reveal the symmetry and the $`g`$ values of the valence band holes. This enable us further to analyze the thermalization properties of the magneto-PL and magneto-absorption components in magnetic field perpendicular and parallel to the $`c`$ axis in order to reveal the nature of the neutral impurity centers.

The paper is organized as follows. Section II describes a the experimental conditions and the investigated samples. In Section III we report on the zero field PL and PT investigations in ZnO and discuss the Zeeman splitting of the observed transitions in terms of excitons bound to ionized impurity centers (see Section III.1) and of excitons bound to neutral impurities centers (see Section III.2). The thermalization properties of the excitons bound to neutral impurities are discussed in Sec. IV. In Section V we discuss our results in terms of the literature. The main results are summarized in Section VI.

## II  Experimental setup and samples

We used nominally undoped (as grown from Eagle-Picher, see for details Ref. overview, ) and nitrogen doped bulk ZnO crystals. A nitrogen doped ZnO sample was prepared from the as grown one by ion implantation ($`2`$ MeV, $`10^{13}`$ $`\mathrm{cm}^2`$) followed by a thermal annealing process at $`900^{}`$ C for 15 minutes (see also Ref. overview, ).

The magneto-PL measurements were performed at liquid helium temperature in a split-coil magneto cryostat allowing the variation of both temperature ($`2300`$ K) and magnetic field ($`012`$ T). Photoluminescence was excited by the $`325`$ nm line of a HeCd laser. A 450 W XBO lamp was used as excitation source for the transmission investigations. The spectral resolution of the detection system was better than $`0.15`$ meV.

The magneto-PL and magneto-PT measurements were performed in Faraday configuration (magnetic field $`𝑩`$ parallel to the $`c`$ axis of the crystal and parallel to the $`𝒌`$-vector of the detected light) and in Voigt configuration ($`𝑩c𝒌`$). Additionally, the angles between $`𝑩`$ and $`c`$ axises were varied from $`0`$ to $`90`$ degrees at fixed magnetic field of $`5`$ T. The circular polarization of the light ($`\sigma ^+`$ and $`\sigma ^{}`$) in the Faraday configuration was analyzed using $`\lambda /4`$ plate and linear polarizer. Additionally, PL spectra with $`𝑩c`$, $`𝒌c`$ and the electric field vector of the luminescence light $`𝑬c`$ were recorded for the ZnO:N specimen. Thermalization behavior of the Zeeman split components of the emission and transmission lines was revealed by temperature-dependent measurements in the Faraday and Voigt configurations.

## III  Zeeman behavior of the bound exciton complexes

The zero field PL (solid line) and PT (dashed line) spectra of the as grown (nominally undoped) ZnO and nitrogen doped ZnO:N are shown in Figure 1 (a) and (b), respectively. The strongest lines in the as grown ZnO (see Fig. 1 (a)) are the $`I_4`$ ($`368.72`$ nm or $`3.3628`$ eV) and the overlapping transitions attributed to $`I_7`$ ($`368.90`$ nm or $`3.3600`$ eV) and $`I_8`$ ($`368.92`$ nm or $`3.3598`$ eV). Additionally, lines with lower intensity are detected between $`I_4`$ and $`I_7/I_8`$. The weak line $`I_9`$ ($`369.27`$ nm or $`3.3567`$ eV) is observed both in PL and PT spectra. Following the Refs. helde, ; overview, , we attribute the $`I_4`$ transition as an exciton bound to a neutral shallow H donor that can be easily removed by an annealing process.helde ; overview  Indeed, the $`I_4`$ PL line is absent in ion implanted ZnO:N (see Fig. 1 (b)). This is because of the post annealing processes at $`900^{}`$ C included in the doping procedure. The PL spectrum of ZnO:N is dominated by two lines: a new line $`I_2`$ ($`368.07`$ nm or $`3.3676`$ eV) and the $`I_9`$ transition. The latter considerably gains in intensity in PL as well as in PT spectra compared to the undoped ZnO and becomes the strongest transition in ZnO:N. An additional transition (labeled $`I_{9a}`$) on the low-energy tail of the $`I_9`$ line in ZnO:N can be seen in the PT spectra that was not resolved by the PL measurements and was not observed in the undoped ZnO crystals. The wavelengths of the lines (given here in air with an accuracy of $`0.02`$ nm) coincide with the wavelengths and labeling of the lines used in Refs. 1, ; 2, ; 3, ; 4, .

In Figure 2 the magneto-PL spectra from $`I_2`$ to $`I_9`$ for the ZnO:N are shown in Faraday configuration (a), Voigt configuration (c) and for the different angles between the magnetic field direction and the $`c`$ axis at $`B=5`$ T (b). The most important feature of the spectra in Figures 2 (b) and (c) is a rising new transition line at an energy about 1 meV below $`I_2`$. This $`I_3`$ transition ($`368.19`$ nm or $`3.3666`$ eV in zero field), that is forbidden in $`𝑩c`$, $`𝑬c`$ geometry, has been also observed in parallel magnetic field with the light polarized along the $`c`$ axis ($`𝑬c`$ configuration). Such behavior allows us unambiguously to identify the $`I_2`$ and $`I_3`$ transition as originating from excitons bound to an ionized impurity (see a detailed discussion in the Subsection A), while the other transitions that show a linear Zeeman splitting in $`𝑩c`$ will be assigned to excitons bound to neutral impurities (see Subsection B).

### III.1 Exciton bound to an ionized impurity

Let us consider in details the magnetic field and angular dependencies of the emission lines $`I_2`$ and $`I_3`$ generated by excitons bound to an ionized impurity. These dependencies allow us to determine the symmetry and the $`g`$ values of the valence band hole involved in the corresponding bound excitons. In Figure 3 we sketch all possible transitions with selection rules corresponding to our observations for $`I_2`$/$`I_3`$ lines in Fig. 2. We consider the holes from the $`\mathrm{\Gamma }_7`$ (case (a)) and $`\mathrm{\Gamma }_9`$ (case (b)) valence bands. The zero field exchange splitting between the $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ exciton states is neglected in Fig. 3 (a) as it is known to be small in ZnO.20  The magnetic field $`𝑩c`$ linearly splits the $`I_2`$ transition (allowed in $`𝑬c`$ configuration) as well as the $`I_3`$ transition (allowed in $`𝑬c`$ configuration). The upper-energy component of the $`I_2`$ line is active for the right-circular polarized light $`\sigma ^+`$ (see dashed line in Fig. 2 (a)). The perpendicular magnetic field ($`𝑩c`$) mixes the exchange–split exciton states: $`\mathrm{\Gamma }_5`$ state with $`\mathrm{\Gamma }_1/\mathrm{\Gamma }_2`$ states in the case(a) in Fig. 3 or with $`\mathrm{\Gamma }_6`$ state in the case (b). The resulting high- and low-energy components of $`I_2/I_3`$ remain nearly unsplit in $`𝑩c`$ and their energy dependencies on the magnetic field are mostly determined by the zero field splitting. Four transition components can be distinguished for an arbitrary angle between the direction of the magnetic field and the $`c`$ axis. The magnetic field dependencies of the transition energies in Faraday and Voigt configurations and their angular dependence at $`B=5`$ T are shown in Figure 4.

The linear splitting of the $`I_2`$ line in $`𝑩c`$ can be described as $`\mu _BBg_{exc}`$ with the exciton effective g- factor $`g_{exc}=0.71`$, where $`\mu _B`$ is the (positive) value of the Bohr magneton. In the case (a), where a hole of $`\mathrm{\Gamma }_7`$ symmetry is involved, we have $`g_{exc}=g_e+g_h^{}`$. Here $`g_e1.95`$ is the electron (isotropic) effective $`g`$ factor and $`g_h^{}`$ is the hole effective $`g`$ factor in magnetic field parallel to the $`c`$ axis.note1  In the case (b) we have $`g_{exc}=g_h^{}g_e`$ for a hole of $`\mathrm{\Gamma }_9`$ symmetry. Since $`g_{exc}>0`$, we may assume a negative effective $`g`$ factor $`g_h^{}<0`$, $`|g_h^{}|<g_e`$ for the hole of $`\mathrm{\Gamma }_7`$ symmetry or $`g_h^{}>g_e`$ for the hole of $`\mathrm{\Gamma }_9`$ symmetry. We use the theoretical expressions obtained in Ref. 21,  for the angular dependence of the transition energies in Fig. 4. From fitting the angular dependence and the Zeeman splitting of the $`I_3`$ line in $`𝑩c`$ it follows that $`|g_h^{}|<g_e`$. For comparison, the dependencies calculated with $`|g_h^{}|<g_e`$ and with $`|g_h^{}|>g_e`$ are shown in Fig. 4 by solid curves and dashed curves respectively. Since $`|g_h^{}|<g_e`$, we see that the observed transitions involve a hole of $`\mathrm{\Gamma }_7`$ symmetry as shown in Figure 3 (a). This demonstrates that the hole in the lowest exciton state and thus the upper $`A`$ valence subband in ZnO also have $`\mathrm{\Gamma }_7`$ symmetry.

The values of the electron and hole effective g factors obtained from the fitting procedure ( shown by solid curves) in Fig. 4 are: $`g_e=1.95`$, $`g_h^{}=1.24`$ and $`g_h^{}=0.1`$. The value of the zero-field spin-exchange splitting between the $`\mathrm{\Gamma }_5`$ exciton state ($`I_2`$ transition allowed with the circular polarized light) and the $`\mathrm{\Gamma }_1/\mathrm{\Gamma }_2`$ exciton states ($`I_3`$ transition allowed with $`𝑬c`$) is $`0.98`$ meV in a good agreement with Refs. 4, ; 20, ; 24, . The zero field splitting between $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ exciton states was neglected. The Zeeman splitting of the $`I_3`$ line in $`𝑩c`$, however, could be fitted more accurately if one assumed the splitting between the $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ states to be about $`0.10.2`$ meV. A limited spectral resolution in the $`𝒌c`$, $`𝑬c`$ configuration did not allow us to evaluate this splitting more precisely.

The stability of the $`(D^+,X)`$ or $`(A^{},X)`$ complex in semiconductors depends strongly on the ratio of electron and hole effective masses.lampert  In the case of ZnO, the single band isotropic mass approximation predicts the existence of the excitons bound to ionized donors.24  Next, the presence of acceptors in the ZnO:N may induce the ionization of the shallow donors26  as in the case of Li and Na doped ZnO.4  Therefore, we attribute the $`I_2`$ and $`I_3`$ lines in the doped ZnO:N to transitions of excitons bound to respective ionized donors ($`(D^+,X_A(\mathrm{\Gamma }_7))`$ complex).

### III.2 Excitons bound to neutral impurities

The behavior of the emission lines from $`I_4`$ to $`I_9`$ in $`𝑩c`$ is different from that of the $`I_2/I_3`$ lines. Their linear Zeeman splitting indicates transitions originating from excitons bound to neutral impurities. In Figure 5 we sketch all possible transitions for such complexes corresponding to our observations in Fig. 2. In the case of a donor bound exciton complex (Fig. 5 (a) and (b)), the spins of two electrons are anti-parallel and the Zeeman splitting of the excited $`(D^0,X)`$ state is determined by the anisotropic hole effective $`g`$ factor ($`g_h`$), while the splitting of the ground $`D^0`$ state is given by $`g_e`$. In the case of an acceptor bound exciton complex (Fig. 5 (c) and (d)), two holes have the same symmetry and anti-parallel spins. Hence, the splitting of the excited $`(A^0,X)`$ state is determined by $`g_e`$, while the ground $`A^0`$ state splits according to $`g_h`$. For all transitions from $`I_4`$ to $`I_9`$ the observed Zeeman splitting in $`𝑩c`$ is less than the Zeeman splitting of the electrons. Furthermore, the upper Zeeman split energy components of all transitions are active in $`\sigma ^+`$ polarization. Both of these facts can be explained in the framework of our conclusion that the ground state hole has $`\mathrm{\Gamma }_7`$ symmetry with $`g_h^{}<0`$, $`|g_h^{}|<g_e`$. The corresponding ordering of the hole sublevels in parallel and perpendicular magnetic fields and optically active transitions in $`𝑬c`$ configuration are shown in Fig. 5 (a) and (c). For the sake of completeness, we consider also the $`\mathrm{\Gamma }_9`$ hole with $`g_h^{}>g_e`$ (see Fig. 5 (b) and (d)). The respective transitions involving holes from the $`B`$ valence subband may be observed in PL spectra at higher temperatureshelde ; overview  or in the transmission spectra.

For a further insight, we discuss the emission lines $`I_9`$ and $`I_4`$ in detail. These lines represent the dominant recombination in ZnO:N and as grown ZnO bulk crystals, respectively, and are spectrally resolved from the other observed emission lines. The Zeeman behavior of these two lines is very similar. The transitions allowed for $`𝑬c`$ split linearly as function of magnetic fields parallel and perpendicular to the $`c`$ axis. Four transition components can be distinguished for an arbitrary angle between the direction of the magnetic field and the $`c`$ axis. The $`B`$-field dependencies up to $`5`$ T of the $`I_4`$ transition energies in $`𝑩c`$ and $`𝑩c`$ as well as the angular dependence at $`B=5`$ T are shown in Figure 6. The corresponding $`B`$-field and angular dependencies of the $`I_9`$ line in ZnO:N are shown in Figure 7. Additionally, we also show the results of the PT measurements for ZnO:N and of the PL measurements for as grown ZnO in Fig. 7.

According to Ref. 21, , the magnetic field dependence of the transition energies and the absolute value of the hole anisotropic $`g`$ factor are given by $`\pm 1/2\mu _BB(g_e\pm g_h)`$ and $`g_h=\sqrt{|g_h^{}|^2\mathrm{cos}^2\mathrm{\Theta }+|g_h^{}|^2\mathrm{sin}^2\mathrm{\Theta }}`$, respectively, where $`\mathrm{\Theta }`$ is the angle between the $`c`$ axis and the direction of the magnetic field. The analysis of the angular dependence shows that an excellent agreement between experimental data and theoretical modeling is possible if and only if we assume that the hole $`g`$ factor is smaller than electron’s g factor: $`|g_h^{}|<g_e`$. This conclusion follows from a comparison of the angular dependencies calculated with $`|g_h^{}|<g_e`$ (solid curves) and with $`|g_h^{}|>g_e`$ (dashed curves) in Figures 6 and 7. The values of the electron and hole effective $`g`$ factors used for the fitting (solid curves) are $`g_e=1.97`$, $`g_h^{}=1.21`$ and $`g_h^{}=0.1`$ for the $`I_4`$ and $`g_e=1.86`$, $`g_h^{}=1.27`$ and $`g_h^{}=0.06`$ for the $`I_9`$ line. We note that only the data for $`I_9`$ PL line in ZnO:N are used for the fitting procedure in Fig. 7. Since $`g_h^{}`$ is small, it is neither possible to resolve a respective additional splitting of the transitions in $`𝑩c`$ nor to observe the nonlinear behavior of the dependence of the transition energies on $`\mathrm{cos}\mathrm{\Theta }`$ indicating the holes of the $`\mathrm{\Gamma }_7`$ symmetry.3  Nevertheless, the $`\mathrm{\Gamma }_7`$ symmetry of the holes is unambiguously established by the analysis presented above.

Now, we have found on one hand that the Zeeman behavior of the $`I_9`$ lines in ZnO and ZnO:N is identical (see Fig. 7) and very similar to the Zeeman behavior of the $`I_4`$ line in as grown ZnO. The values of $`g_h^{}`$ derived for $`I_4`$ and $`I_9`$ are very close to the $`g_h^{}=1.24`$ obtained in the Subsection A for the hole involved in the exciton bound to ionized donor and to the $`g`$ factor of the hole in $`1S`$ free exciton state.15 ; 16 ; 17 ; 20  On the other hand, one may expect the $`g_h^{}`$ values of the holes involved in the acceptor bound exciton transitions to differ significantly from the $`g`$ values of the holes involved into excitons bound to ionized or neutral donors as it was found in CdS.21  Indeed, the expected value of the $`\mathrm{\Gamma }_7`$ hole $`g`$ factor in a shallow acceptor ground state in ZnO is about $`0.75\pm 0.05`$.note2  This makes us to assume that both $`I_4`$ and $`I_9`$ transitions are rather to be assigned to the $`(D^0,X_A(\mathrm{\Gamma }_7))`$ than to the $`(A^0(\mathrm{\Gamma }_7),X_A(\mathrm{\Gamma }_7))`$ complexes. To support this assumption, we analyze the thermalization properties of the $`I_4`$ and $`I_9`$ lines in the next Section.

We have observed very similar Zeeman behavior for the less intensive lines between $`I_4`$ and $`I_9`$ with the values of the electron and hole effective g factors in the range of $`g_e=1.92\pm 0.06`$, $`g_h^{}=1.24\pm 0.04`$ and $`g_h^{}=0.08\pm 0.04`$. The Zeeman splitting of the hole states is found to be always smaller than the splitting of the electron states. From the polarization properties it follows then that all observed PL transitions involve the $`\mathrm{\Gamma }_7`$ holes from the $`A`$ valence subband. For the hole of $`\mathrm{\Gamma }_9`$ symmetry form the $`B`$ valence subband the splitting in the parallel magnetic field is predicted to be larger than those of the electron.20  This would lead to the crossing of the transition energies at an angle around $`40^{}`$ as shown by dashed lines in Figs. 6 and 7. Since we do not observed such a crossing, we can not associate any transition with the holes of $`\mathrm{\Gamma }_9`$ symmetry. We conclude therefore, that the excited states of the complexes involving holes from the $`B`$ valence subband do not make major contribution to the low temperature PL.

## IV  Thermalization properties of excitons bound to neutral impurities

The knowledge of the $`\mathrm{\Gamma }_7`$ hole effective $`g`$ factors obtained in the previous Section allows us to predict the respective thermalization properties of the Zeeman split components in magnetic fields parallel and perpendicular to the $`c`$ axis (see Figure 5 (a) and (c)). We recall, that the thermalization behavior of the absorption components depends on the splitting of the ground ($`D^0`$ or $`A^0`$) state of the respective complex. In a contrary to that, the thermalization of the PL components is caused by the splitting of the complex excited state, $`(D^0,X)`$ or $`(A^0,X)`$ respectively. Since $`g_h^{}`$ of the $`\mathrm{\Gamma }_7`$ hole is small, a distinct allocation of the observed transitions either to a neutral acceptor or to a neutral donor exciton complex in ZnO, similar to the situation in CdS,21  can be facilitated by thermalization properties in $`𝑩c`$.

#### Thermalization properties in transmission

According to Fig. 5 (c), the intensities of the $`A^0(\mathrm{\Gamma }_7)(A^0(\mathrm{\Gamma }_7),X(\mathrm{\Gamma }_7))`$ transitions are expected to be equal in $`𝑩c`$. In contrast, the intensity of the low-energy component of the $`D^0(D^0,X(\mathrm{\Gamma }_7))`$ transitions in $`𝑩c`$ should be less than that of the high-energy component at low temperatures and should increase with temperature. The opposite behavior for the $`A^0(\mathrm{\Gamma }_7)(A^0(\mathrm{\Gamma }_7),X(\mathrm{\Gamma }_7))`$ (case (c) in Fig. 5) and $`D^0(D^0,X(\mathrm{\Gamma }_7))`$ (case (a) in Fig. 5) transitions is expected in $`𝑩c`$ too. Since $`|g_h^{}|<g_e`$, the intensity of the low-energy component at low temperatures in $`𝑩c`$ should be less or more than that of the high-energy component in the cases (a) or (c) respectively. The intensity of the low-energy component (high-energy component) should increase with temperature in the case of donor bound exciton (acceptor bound exciton) complexes.

Temperature-dependent transmission spectra were recorded for magnetic fields up to $`5`$ T. The absorption of the $`I_9`$ line was revealed in both samples. In the ZnO:N the additional absorption peak $`I_{9a}`$ appeared. However, we focus here only on the main $`I_9`$ absorption peak in ZnO:N. The magnetic field and angular dependencies of this absorption peak derived from PT spectra (see Fig. 7) confirm that it has the same origin as the $`I_9`$ PL line. Unfortunately, we were not able to detect the absorption peak corresponding to the PL $`I_4`$ line in as grown ZnO. Instead, we observed an increase of the detected light intensity at the respective energy (see Fig. 1 (a)) probably caused by the strong emission processes.

The thermalization properties of the absorption line $`I_9`$ for $`𝑩c`$ at $`2`$ T (solid curves) and at $`3`$ T (dashed curves), and for $`𝑩c`$ at $`5`$ T are depicted in Figure 8 (a) and (b), respectively. The observed temperature behavior of the low-energy and high-energy absorption components of the $`I_9`$ for $`𝑩c`$ and $`𝑩c`$ is in complete agreement with the expected behavior of the $`D^0(D^0,X(\mathrm{\Gamma }_7))`$ transitions as described above. The intensity ratio of the low-energy and the high-energy Zeeman split components decreases with increasing magnetic fields (due to the respective increase of the Zeeman splitting of the initial $`D^0`$ state) and increases with increasing temperatures. Therefore, we attribute the $`I_9`$ line as a donor bound exciton complex in an excellent agreement with magneto- absorption data of Ref. 3, .

#### Thermalization properties in emission

Although the $`I_9`$ transition in nominally undoped ZnO single crystals was assigned to a donor bound exciton complex in Ref. 3, ), in more recent publication of Ref. 1,  this line was attributed to an acceptor bound exciton. The latter conclusion was based on the thermalization behavior of the PL components in $`𝑩c`$.1  Indeed, in PL measurements the thermalization properties are determined by the splitting of the excited state of the complex. Therefore, the intensities of the $`(D^0,X(\mathrm{\Gamma }_7))D^0`$ transitions (see Fig. 5 (a)) are expected to be equal in $`𝑩c`$, while the intensity of the low-energy component of the $`(A^0(\mathrm{\Gamma }_7),X(\mathrm{\Gamma }_7))A^0(\mathrm{\Gamma }_7)`$ transitions (see Fig. 5 (c)) in $`𝑩c`$ should be less than that of the high-energy component at low temperatures and should increase with rising temperature. However, since $`|g_h^{}|<g_e`$, the same or the opposite intensity relation should be also observed in $`𝑩c`$ in the case of $`(A^0(\mathrm{\Gamma }_7),X(\mathrm{\Gamma }_7))A^0(\mathrm{\Gamma }_7)`$ or $`(D^0,X(\mathrm{\Gamma }_7))D^0`$ transition, respectively. To verify the self–consistence of the PL results, we also analyze the thermalization properties of the $`I_9`$ and $`I_4`$ PL lines for $`𝑩c`$ and $`𝑩c`$.

For $`𝑩c`$, we have found that the intensity of the low-energy PL component of the $`I_9`$ line in ZnO:N is stronger than that of the high-energy component (see Fig. 9 (a)). This was predicted for an acceptor bound exciton (see Figure 5 (c) and (d)). On a first glance, this contradicts the respective results of the transmission experiments presented above, but is in good agreement with Refs. 1, ; 2, . However, we did not observe this effect for the $`I_9`$ PL line in as grown ZnO where the intensity ratio of both component was independent of the temperature as well as of the magnetic field value. For $`𝑩c`$, the temperature behavior of the PL components of the $`I_9`$ for as grown ZnO and ZnO:N is in an excellent agreement with the expected behavior of the $`(D^0,X_A(\mathrm{\Gamma }_7))D^0`$ transitions with $`|g_h^{}|<g_e`$ (see Fig. 5 (a)). The low-energy Zeeman component exhibits less intensity in $`𝑩c`$ (see Fig. 9(b)). Its intensity increases with increasing temperatures. In contrast to that, the high-energy PL component would to be expected weaker for the $`(A^0(\mathrm{\Gamma }_7),X_A(\mathrm{\Gamma }_7))A^0(\mathrm{\Gamma }_7)`$ transitions (see Figure 5(c)). But this was not observed. Therefore, we conclude that the PL results for the $`I_9`$ line in ZnO:N for $`𝑩c`$ and $`𝑩c`$ contradict each other. Taken alone they do not allow an unambiguous assignment of the bound exciton complex.

We have detected a very similar controversial thermalization behavior of the $`I_4`$ PL line (see Figure 10). For $`𝑩c`$ at low temperatures (Fig. 10 (a)), a stronger intensity was recorded for the low-energy Zeeman split component contradicting to a donor-bound exciton complex. Although for $`𝑩c`$ (Fig. 10 (b)) the low-energy component was stronger (as it is expected for an acceptor bound exciton), its intensity increased with increasing temperatures as it would be typical for a donor bound exciton.

As the PL results for the $`I_9`$ and $`I_4`$ lines are similar, we assign both the $`I_9`$ and $`I_4`$ transition to the donor bound exciton complex on the basis of the self-consistent thermalization behavior of $`I_9`$ in transmission spectra. An explanation of the controversial temperature behavior of the PL components observed for $`𝑩c`$ can be, for example, attributed to the light re-absorption process or to another energy transfer mechanism. It is necessary to note that the thermalization behavior corresponding to the $`(D^0,X)`$ complex was not observed for the $`I_4`$ in Ref. 3, . This was probably caused by the same processes that prevented our observation of the $`I_4`$ transition in PT spectra at all.

## V  Discussion

In this section we discuss our identification of the observed emission lines and compare with those known from the literature. We also evaluate possible candidates for generating the nitrogen bound exciton transition in the ZnO:N crystals.

#### $`I_2`$ and $`I_3`$ lines

We attributed the $`I_2`$ and $`I_3`$ emission lines observed in ZnO:N to transitions from the exchange split states of the $`(D^+,X(\mathrm{\Gamma }_7))`$ complex. The formation of the ionized donor bound exciton complex is caused by the N doping in the same way as by the Na and Li doping in ZnO:Na and Zn:Li, respectively. The value of $`0.98`$ meV obtained for the zero field spin-exchange is close to $`0.9`$ meV reported in Ref. 4,  for the same lines and to the theoretical calculations of Ref. 24, . However, the authors of Ref. 4,  assumed another valence band ordering with the $`\mathrm{\Gamma }_9`$ symmetry of the top valence subband and thus assigned the $`I_2`$ and $`I_3`$ lines to the $`(D^+,X(\mathrm{\Gamma }_9))`$ complex. The field dependence of the transition energies in $`𝑩c`$ and their angular dependence at $`B=4.5`$ T were fitted in Ref. 4,  by using $`g_h^{}=1.5`$ for the $`\mathrm{\Gamma }_9`$ hole. This would correspond to $`g_{exc}=g_h^{}g_e<0`$ and, as one can see from the scheme in Fig. 4 (b), to the $`\sigma ^{}`$ polarization of the upper-energy Zeeman split component of the $`I_2`$ transition. This contradicts to our observations in Fig. 2 (a).

In Ref. 3, , the absorption lines $`I_{c1}`$ ($`3.368`$ eV) and $`I_{c2}`$ ($`3.367`$ eV), corresponding to the emission lines $`I_2`$ and $`I_3`$, respectively, were assigned to the different $`(D^+,X)`$ complexes: $`I_{c1}`$ to the $`(D^+,X_A(\mathrm{\Gamma }_7))`$ complex while $`I_{c2}`$ to the $`(D^+,X_B(\mathrm{\Gamma }_9))`$ complex. The latter represents the excited state of the exciton bound to the charged donor and indeed could be observed in absorption. However, the energy separation between $`I_{c1}`$ and $`I_{c2}`$ absorption lines is close to the $`0.98`$ meV spin–exchange splitting of the $`X_A(\mathrm{\Gamma }_7)`$ exciton obtained in the present work and much smaller than the separation of the $`A`$ and $`B`$ valence subbands ($`4.5`$ meV helde ; overview ). Therefore, we assume that the absorption lines $`I_{c1}`$ and $`I_{c2}`$ in Ref. 3,  originate from the $`\mathrm{\Gamma }_5`$ and $`\mathrm{\Gamma }_1/\mathrm{\Gamma }_2`$ states of the $`(D^+,X_A(\mathrm{\Gamma }_7))`$ complex. The preferred polarization $`𝑬c`$ of the $`I_{c2}`$ transition reported in Ref. 3,  agrees with this assumption, too.

#### $`I_4`$ line

The $`I_4`$ is known to stem from an exciton bound to a shallow donor.6 ; 7 ; helde ; overview  A strong evidence of the donor bound exciton complex origin of the $`I_4`$ line is given by the observation of TES transitions.7 ; 8 ; helde ; overview  The binding energy of the donor is determined to be about $`46`$ meV.helde ; overview  Annealing annihilates this shallow donor and thus neither $`I_4`$ line nor the respective TES transition can be observed in the annealed samples. Correlated by temperature-dependent Hall effect measurementshelde  and the magnetic resonance experimentsdeti  this particular donor was attributed to Hydrogen.helde ; overview  Our zero field PL measurements for the as grown ZnO and for the ZnO:N, whose preparation conditions included an annealing process, confirmed this correlationmartin  and thus the $`(D^0,X)`$ origin of the $`I_4`$ line.

We did not detect the $`I_4`$ line in PT spectra and thus could not obtain a direct evidence for its donor bound exciton nature from our magneto-transmission studies. Nevertheless, the observed Zeeman splitting of the $`I_4`$ PL line is an excellent agreement with the model of the $`(D^0,X(\mathrm{\Gamma }_7))`$ complex. The obtained value of the $`\mathrm{\Gamma }_7`$ hole effective $`g`$ factor is typical for the holes in excitons bound to ionized or neutral donors in ZnO. We note, for example, that in CdS the $`g`$ values were found to differ significantly for the holes in excitons bound to shallow donors from the holes in shallow acceptor states.21  The thermalization behavior of the $`I_4`$ PL line is very similar to those of the $`I_9`$ line whose $`(D^0,X)`$ origin was confirmed directly by the magneto-PT studies.

#### $`I_9`$ line

Our assignment of the $`I_9`$ line to the donor bound exciton complex is based on the thermalization properties in absorption in an excellent agreement with Ref. 3, . Taking into account the re- absorption process in the bulk crystals, our PL results as well as the PL results reported in Refs. 1, ; 2,  can be also explained within the $`(D^0,X(\mathrm{\Gamma }_7))`$ model. Similar to the case of the $`I_4`$ line, we additionally support the allocation of the $`I_9`$ line to the donor bound exciton by the observation of the TES transitions in ZnO:N. These transition appear at energy about $`50`$ meV below the $`I_9`$ line in zero field PL spectra,martin  which corresponds to the donor binding energy of about $`63`$ meV. Recently, the TES transitions for the $`I_9`$ line was likewise observed in nominally undoped ZnO7  and in ZnO:Na and ZnO:Li single crystals.overview

Previously, the $`I_9`$ line in ZnO:Na and ZnO:Li crystals was associated with sodium acceptors.25  However, this assignment is in conflict to the recent observation of TES transitions.overview  We have found in the present work that the intensity of the $`I_9`$ PL and absorption transitions increase significantly in ZnO:N in comparison with undoped bulk crystals. The same Zeeman behavior and the identical energy positions in as grown ZnO and doped ZnO:N crystals prove that this line has the same origin. One could then associate this line with excitons bound to a N acceptor in ZnO:N. However, our identification of this line as a donor bound exciton complex excludes such assignment.

It is worth to note, that the $`I_9`$ line was reported not to gain in intensity upon the annealing processes at temperatures up to $`850^{}`$ C.helde ; overview  However, secondary ion mass spectroscopy experiments showed that In was unintentionally introduced into the ZnO:N upon implantation and annealing at $`900^{}`$ C. In diffusion experiments performed quite recently showed that the $`3.357`$ eV $`I_9`$ line could be indeed caused by the indium donor.overview

#### Do we observe the nitrogen bound excitons in ZnO:N ?

Previous publications have shown that nitrogen on an oxygen site acts as an acceptor with a binding energy of about $`165`$ meV.22 ; 26 ; 27  PL studies on nitrogen doped ZnO layers showed that nitrogen leads to a at $`3.359`$ eV within an accuracy of $`1`$ meV.28  In this spectral range we have detected the strongest intensity for the $`I_7`$ line in ZnO:N. The $`I_{6a}`$, $`I_7`$ and $`I_8`$ lines show similar Zeeman behavior in comparison to $`I_4`$ and $`I_9`$ that is typical for the donor bound exciton complexes. However, since the energy differences of the lines $`I_{6a}`$, $`I_7`$ and $`I_8`$ are very small, a comprehensive evaluation of magnetic field dependence and thermalization properties is very difficult and partly prevented by the linewidth (FWHM) of the Zeeman split components.

In the following, two other possible candidates for the nitrogen bound exciton are introduced and discussed. First, the $`I_{9a}`$ absorption peak appeared on the low-energy tail of the $`I_9`$ in the PT spectra of ZnO:N (see Figs. 1 and 8). We emphasize that this peak was not observed in the as grown undoped ZnO as well as in annealed undoped ZnO.martin  However, we do not have a clear evidence of its acceptor bound exciton origin. Its position close to the $`I_9`$ line, weak intensity and the large half width (FWHM) prevents consequent conclusions about its thermalization properties in transmission.

The last potential candidate for the nitrogen bound exciton transition is a new weak line located about $`2`$ meV above the $`I_9`$ transition in the PL spectra of ZnO:N (see the line labeled as $`I_9^{}`$ in Fig. 1 (b)). This line was too weak both in PL and transmission to perform the magneto-optical studies. We note however, that more likely this line is to be attributed to an excited rotator state of the $`I_9`$ donor bound exciton complex. This is in agreement with the calculated position of such state in Ref. overview,  and the excitation measurements of Ref. 1, . In a similar way, the weak transition located about $`1.1`$ meV above $`I_4`$ in as grown ZnO (the line labeled as $`I_4^{}`$ in Fig. 1 (a)) may be attributed to the excited rotator state of the $`I_4`$ donor bound exciton complex.

## VI  Conclusion

In summary, experimental and theoretical magneto-optical studies on undoped and nitrogen doped bulk ZnO facilitated new insights of the valence band ordering, hole $`g`$ values, and of the nature of shallow bound exciton complexes. The $`\mathrm{\Gamma }_7`$ character of the upper valence band was derived according to polarization properties and angular dependence in magnetic field of excitons bound to charged and neutral impurity centers. Hence, the valence band $`A`$, $`B`$ and $`C`$ pose the $`\mathrm{\Gamma }_7`$, $`\mathrm{\Gamma }_9`$ and $`\mathrm{\Gamma }_7`$ symmetry, respectively. The obtained $`\mathrm{\Gamma }_7`$ hole effective g value in parallel field of $`1.24\pm 0.04`$ is in a good agreement with theoretical calculations.20  We observed no PL transitions involving the $`\mathrm{\Gamma }_9`$ hole states.

The presence of ionized donors confirmed the formation of acceptors in ZnO:N. However, an unambiguously allocation of the nitrogen impurity center to one of the observed bound exciton lines was not possible. The dominant recombination lines, $`I_9`$ in ZnO:N and $`I_4`$ in as grown ZnO, were assigned to donor bound excitons.

###### Acknowledgements.

The work of A. V. Rodina was carried out during the stay at the Institute for Solid State Physics, TU Berlin, and supported by the Deutsche Forschungsgemeinschaft (DFG).


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# Untitled Document

We have investigated the exclusive, radiative $`B`$-meson decay to the charmless meson $`K_2^{}(1430)`$ in $`88.5\times 10^6`$ $`B\overline{B}`$ events accumulated between 1999 and 2002 with the B A B AR detector at the PEP-II storage ring. We present a preliminary measurement of the branching fractions $``$ ($`B^0K_2^{}(1430)^0\gamma `$) $`=(1.22\pm 0.25\pm 0.11)\times 10^5`$ and $``$ ($`B^+K_2^{}(1430)^+\gamma `$)$`=(1.44\pm 0.40\pm 0.13)\times 10^5`$, where the first error is statistical and the second systematic.


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# Cell organization in soft media due to active mechanosensing

## Theory

Optimization principle for single contact. Motivated mainly by recent experiments with elastic substrates c:pelh97 ; c:lo00 ; c:wong03 , we suggest that an adherent cell positions and orients itself in such a way that it senses maximal effective stiffness in its environment. In these experiments, the most relevant input for cellular decision making is local elasticity of the surrounding environment. Thus we first have to calculate how stress and strain in the medium is propagated towards the cell. These calculations are in general very complicated and will be presented below for different situations of interest. In order to keep our calculations feasible, we assume that the extracellular environment is described by isotropic linear elasticity theory. This holds true for most synthetic elastic substrates and might be a reasonable assumption for hydrogels. Hence, there are two elastic moduli, the Young modulus $`E`$ (which describes rigidity) and the Poisson ratio $`\nu `$ (which describes the relative weight of compression and shear modes). In practice, $`E`$ will be on the order of kPa, which is a typical physiological value for tissue stiffness. In most situations, $`\nu `$ is expected to be close to $`1/2`$ (the value for an incompressible medium), but other values might be realized in future applications.

We then ask in which way the cell will organize itself if it probes its local environment by actively pulling on it. In particular, we aim to define a quantity which describes the kind of information which the cell can extract from its soft environment with the help of its contractile machinery. We first consider a single cell-matrix contact and suggest that an appropriate choice is the work $`W`$ which the cell has to invest into the surrounding elastic medium in order to build up some force $`\stackrel{}{F}`$ at the contact position $`\stackrel{}{r_c}`$. As we will show now, the quantity $`W`$ can be used to describe the effects of increased rigidity $`E`$ and prestrain in the elastic environment on an equal basis. Therefore $`W`$ is a measure for the effective stiffness of the elastic environment as probed through a single contact.

In the absence of prestrain, the work $`W`$ invested into the environment is

$$W_0=\frac{1}{2}d^3rC_{ijkl}u_{ij}^c(\stackrel{}{r})u_{kl}^c(\stackrel{}{r})=\frac{1}{2}\stackrel{}{F}\stackrel{}{u}_c(\stackrel{}{r}_c),$$
(1)
where summation over repeated indices is implied. Here $`\stackrel{}{u_c}`$ is the displacement caused by the cell, $`u_{ij}^c(\stackrel{}{r})`$ the corresponding strain tensor and $`C_{ijkl}`$ the elastic constant tensor based on $`E`$ and $`\nu `$. The volume integral runs over the whole space filled with extracellular material and its conversion into a local expression requires partial integration and use of the mechanical equilibrium conditions (details of our calculations will be published elsewhere). Formally, the self-energy of a given contact diverges for a point force, but this divergence can easily be removed by assuming distributed force. Since displacement decreases with increasing rigidity ($`u_{ij}1/E`$), the cell has to invest less work $`W_0`$ in order to achieve a certain force $`\stackrel{}{F}`$ when rigidity $`E`$ increases. Hence, the cell senses maximal stiffness at the contact when $`W_0`$ is minimal.

In a homogeneous medium, the elastic constants do not change and $`W_0`$ is a constant. However, the work $`W`$ needed to build up some force $`\stackrel{}{F}`$ at the contact position $`\stackrel{}{r_c}`$ can vary due to the presence of prestrain. The corresponding contribution to $`W`$ is

$$\mathrm{\Delta }W=d^3rC_{ijkl}u_{ij}^c(\stackrel{}{r})u_{kl}^e(\stackrel{}{r})=\stackrel{}{F}\stackrel{}{u}_e(\stackrel{}{r}_c),$$
(2)
where $`\stackrel{}{u_e}`$ is the displacement caused by the external strain and $`u_{ij}^e(\stackrel{}{r})`$ the corresponding strain tensor. Since a negative $`\mathrm{\Delta }W`$ reduces the cellular work $`W=W_0+\mathrm{\Delta }W`$, as does a larger rigidity $`E`$, it represents an effective stiffening of the environment (strain-stiffening). Correspondingly, a positive $`\mathrm{\Delta }W`$ represents an effective softening with respect to the unstrained medium. Therefore the quantity $`W`$ allows to characterize the local elastic input available to an actively mechanosensing cell within the unifying concept of effective stiffness, independent of its physical origin, which might be rigidity or prestrain. In the following, we will identify optimal cell position and orientation with the specific force pattern which minimizes the quantity $`W`$. In the sense described here, this corresponds to a cellular preference for maximal effective stiffness in its local elastic environment.

It is important to note that conceptually the principle suggested here does not imply that the cell actually minimizes the work $`W`$ invested into its soft environment. Instead we suggest here that calculating the quantity $`W`$ for different situations of interest is an appropriate measure for the kind of information a cell can extract from its elastic environment through active mechanosensing. The real justification of our model will be its success in explaining a large body of experimental data (see results section). Nevertheless, below we will also present some potential mechanism for the cellular preference for effective stiffness, which in fact uses the quantity $`W`$ not as a characterization of the external environment, but as a relevant quantity for some internal mechanism.

Optimization principle for cellular force pattern. Different contacts are coupled through the actin cytoskeleton in such a way that overall force balance is ensured. We account for this constraint by considering only pairs of opposing forces. In elasticity theory, such a pinching force pattern is known as an anisotropic force contraction dipole, that is the tensor $`P_{ij}=Pn_in_j`$, where $`P`$ is the dipole strength, the product of force magnitude and force separation, and $`\stackrel{}{n}`$ its orientation e:siem68 ; e:wagn74 ; uss:schw02a . Typical cellular dipoles have been measured to be of the order of $`P10^{11}J`$ (this corresponds to two forces of 200 nN each, separated by a distance of 60 $`\mu `$m) uss:schw02b . The effect of external strain on the work required to build up the force dipole $`P_{ij}`$ at the cell position $`\stackrel{}{r}_c`$ can be written as

$$\mathrm{\Delta }W=P_{ij}u_{ij}^e(\stackrel{}{r}_c).$$
(3)
Like in the case of a single contact, optimal cell organization can be identified with the specific force pattern which minimizes $`\mathrm{\Delta }W`$. It follows directly from Eq. (3) that due to the contractile activity of the cell ($`P<0`$), tensile strain ($`u_{ij}^e>0`$) will always be favorable (negative $`\mathrm{\Delta }W`$). In contrast to compressive strain ($`u_{ij}^e<0`$), it corresponds to an effective increase in stiffness. Note that in contrast to position, orientation and sign, the magnitude $`|P|`$ of the cellular force pattern does not matter in the model presented here. This reflects the fact that here we aim to characterize the mechanical properties of the extracellular environment sensed by the cell, rather than the process of active mechanosensing itself.

Possible origin of optimization principle. Our modelling starts from the phenomenological observation that cells seem to prefer maximal effective stiffness in their environment. Although it can be justified by its large success in explaining experimental observations (see results section), we also want to suggest a possible mechanism for our main assumption. For this purpose, we use a simple one-dimensional analogue. Consider the extracellular environment to act like a linear spring with spring constant $`K`$, on which the cell is pulling through a single cell-matrix contact. Recent experiments on focal adhesions uss:rive01  suggest that upregulation of contact growth is related to reaching a certain threshold in force $`F`$, although the details of how force affects regulation are just beginning to emerge c:geig01a . In order to build up sufficiently large force $`F`$, the cell has to invest energy $`W=F^2/2K`$ into the spring. Thus, the stiffer the spring (the larger $`K`$), the less work is needed and the more efficient the build-up of force will be. An equivalent viewpoint is to assume that the cell invests the power $`L`$ into stretching the spring. Then it takes the time $`t=F^2/2KL`$ to reach the force $`F`$. Therefore, a specific contact will grow faster than the other contacts if it encounters a larger stiffness $`K`$. In principle, the cellular program could also be geared towards achieving a certain displacement of the surrounding material, which would result in a preference for effective softness of the environment. However, this scenario would imply the existence of some additional mechanism for outside-in signaling. It is more realistic to consider that force activates the cellular response through a certain displacement of elastic components located inside the cell. Since internal displacement and force are expected to be linearly related through another (internal) spring constant, one arrives at the same result.

Adhering cells probe the mechanical properties of their environment by pulling at many cell-matrix contacts simultaneously (Fig. 1). At each newly formed contact the cell is expected to pull with a similar investment of resources (e.g. actin, myosin or ATP). However, each contact encounters a different elastic environment, each of which can be represented by a different spring constant. In an isotropic situation (Fig. 1a), all spring constants are equal, the contacts have similar growth behavior and there is no reason for a cell to orient. Experimentally, the cell adopts a round or stellate morphology, depending on the number of cell-matrix contacts. In an anisotropic situation (Fig. 1b), build-up of force is more efficient in one specific direction and contacts in this direction will eventually outgrow the other ones. Here, the anisotropic elastic properties of the medium provide an orientational clue for the cell, which orients along the direction of maximal effective stiffness. Depending on e.g. the presence of motility factors, this orientation response might be followed by cell locomotion.

## Results

Homogeneous external strain. We first consider a cell interacting with homogeneous external strain, either on the top surface of a rectangular slab of elastic material (elastic substrate) or inside an infinite elastic material (hydrogel). In both cases, the equations of three-dimensional isotropic elasticity give

$$\mathrm{\Delta }W=\frac{Pp}{E}\left[(1+\nu )\mathrm{cos}^2\theta \nu \right]$$
(4)
where $`\theta `$ is the orientation angle relative to the direction of the externally applied tensile stress $`p<0`$. Optimal cell orientation corresponds to minimal $`\mathrm{\Delta }W`$, which is achieved for $`\theta =0`$, irrespective of the Poisson ratio $`\nu `$. Thus the cell orients preferentially with the direction of stretch. This behavior is indeed observed experimentally, both for fibroblast on elastic substrates c:hast83  and in collagen gels c:bell79 ; c:east98 . Since $`\mathrm{\Delta }W`$ decreases with increasing rigidity $`E`$, the elastic effects discussed here will be observed only in a soft environment, namely with rigidity $`E`$ around kPa, which is a typical physiological value for tissue stiffness. For stiffer substrates the variations in $`\mathrm{\Delta }W`$ for different contact positions might become too small to induce an orientation response.

Boundaries. In a physiological context, cells are often close to boundaries, like the surface of a tissue or organ. In the presence of cell traction, boundaries alter the strain with respect to a homogeneous infinite medium by a boundary-induced strain (image strain), which has a similar effect like external strain. In this way, cells can actively sense not only the presence of a close-by surface, but also its shape and boundary conditions. In order to predict the effect of boundaries on cell organization, we study a semi-infinite space with a planar surface, for which the elastic equations can be solved exactly e:walp96 . The details of the boundary conditions in a physiological context can be very complicated. Here we address two fundamental reference cases, namely free and clamped boundary conditions, for which normal stress and displacement, respectively, vanish at the surface. Consider a force dipole which is a distance $`d`$ away from the planar surface and has an angle of orientation $`\theta `$ relative to the surface normal. We find

$$\mathrm{\Delta }W=\frac{P^2}{Ed^3}(a_\nu +b_\nu \mathrm{cos}^2\theta +c_\nu \mathrm{cos}^4\theta ),$$
(5)
where the coefficients $`a_\nu `$, $`b_\nu `$ and $`c_\nu `$ are complicated functions of $`\nu `$. $`\mathrm{\Delta }W`$ scales quadratically with $`P`$ because the image strain scales linearly with $`P`$ (in other words, the force dipole interacts with its images). For free and clamped surfaces, the coefficients are positive and negative, respectively, irrespective of $`\nu `$. Therefore, the optimal configurations (minimal $`\mathrm{\Delta }W`$) are parallel ($`\theta =\pi /2`$) and perpendicular ($`\theta =0`$) for free and clamped boundaries, respectively, as plotted in Fig. 2a. A schematic representation (Fig. 3a and b) provides a simple interpretation: for clamped (free) boundary conditions, the cell senses maximal stiffness perpendicular (parallel) to the surface. One may think of a clamped (free) surface as the interface between the medium and a imaginary medium of infinite (vanishing) rigidity, which effectively rigidifies (softens) the medium towards the boundary. In general, we find that free and clamped boundary conditions always have opposite effects, albeit with one essential difference: for clamped boundaries, mechanical activity of cells is favored and cells can amplify this effect by adjusting orientation. For free boundaries, mechanical activity of cells is disfavored and the orientation response is an aversion response.

Experimentally, it is well known that mechanical activity of cells increases for clamped boundary conditions c:grin00 . The predicted orientation effects close to boundaries have been observed numerous times, e.g. the parallel orientation of cells close to free surfaces c:bell79 . Our model predicts the same orientation effects for an elastic substrate with two regions of different rigidities (Fig. 3c): cells on the soft and stiff sides of the boundary orient perpendicular and parallel to it, respectively. Indeed fibroblasts migrating from a soft to a stiff region keep their perpendicular orientation and cross over to the stiff side, while fibroblasts migrating from a stiff to a soft region do not cross the boundary, but turn by 90 degrees and move parallel to the boundary c:lo00 .

Finite sized sample. As an example for a finite sized sample, we consider the elastic sphere with radius $`R`$. The elastic equations can be solved exactly by using an expansion in terms of vector spherical harmonics e:hirs81 . We find

$$\mathrm{\Delta }W=\frac{P^2}{ER^3}f_\nu (\frac{r}{R},\theta ),$$
(6)
where $`r`$ denotes distance to the sphere center, $`\theta `$ the orientation in respect to the radial direction and $`f_\nu `$ is an infinite sum over all angular momenta, which does not change qualitatively as $`\nu `$ is varied. In regard to orientation, we find the same results as for the elastic halfspace (compare Fig. 2b): cells will orient parallel (perpendicular) to free (clamped) surfaces, respectively. We also find a similar result for the effect of distance to the surface: for free (clamped) boundary conditions, a small (large) distance to the sphere center is more favorable, since the surface favors (disfavors) mechanical activity. The new aspect here is the role of sphere radius $`R`$: since $`|\mathrm{\Delta }W|`$ increases when sphere radius $`R`$ decreases, one can effectively rigidify (soften) a material with clamped (free) boundaries by reducing system size. Our predictions could be tested using e.g. fibroblast-populated collagen microspheres, an assay which has been introduced to study compaction of tissue equivalents at high cell density c:moon93 . Since here we are mainly concerned with single cell effects, we suggest to modify this assay in such a way as to monitor the organization of isolated cells close to the sphere surface at low cell density and as a function of varying sphere radius.

Cooperative effects. Up to now we have been discussing single cell effects and we now turn to cooperative effects. In particular, we now consider the case that external strain is caused by the traction of other cells, which amounts to an elastic interaction of cells. Even if all cells initially have isotropic force patterns, they will sense anisotropic strain fields and start to orient themselves. For the simplest case of two cells, we find

$$\mathrm{\Delta }W=\frac{P^2}{Er^3}g_\nu (\theta _1,\theta _2,\theta ),$$
(7)
where $`r`$ is the distance between the force dipoles and $`g_\nu `$ is a complicated function of $`\nu `$ and the three orientational degrees of freedom. Our calculation shows that $`\mathrm{\Delta }W`$ has a pronounced minimum for completely aligned dipoles, independent of $`\nu `$ (Fig. 3d). In this configuration, both cells sense maximal effective stiffness, because maximal strain stiffening occurs along the axis of contraction. This finding suggests that a common pattern for the organization of elastically interacting cells will be the formation of strings of cells. They might close into rings, so that each cell can be fully activated by its two neighbors. We used Monte Carlo simulations to obtain a typical configuration of elastically interacting cells in an external strain field (Fig. 4). The temperature of the Monte Carlo simulation represents the stochastic nature of the orientation response. We find strings of cells aligned in parallel with the external strain, exactly as observed experimentally c:east98 .

It is important to note that there is a positive feedback for cell alignment: the more cells orient in one direction, the stronger becomes the input for other cells to adopt the same orientation. For example, it has been reported that when boundary condition are changed from clamped to free by cutting the collagen gel, fibroblasts show the predicted reorientation by 90 degrees only when sufficiently many cells are present c:taka96 . In fact our calculations and simulations show that cells can orient in parallel even with respect to clamped boundaries, if there are sufficiently many cells such that the direct elastic interaction between cells dominates the single cell response of perpendicular orientation. In practise, the single cell response might also be disturbed because elastic signals could be screened by traction of randomly oriented cells. Indeed such an effect has been reported for experiments with elastic substrates c:lo00 .

## Discussion

It has long been known, especially in the medical and bioengineering communities, that cell organization in soft media is strongly influenced by the mechanical properties of the environment. Here we presented a model which is able to explain numerous experimental observations that have been reported for organization of cells (especially fibroblasts) both on elastic substrates and in hydrogels. The excellent agreement of our results with experiments suggests that cell organization can be predicted from local mechanical properties which the cell actively senses in its environment. In fact the only property of cellular regulation which enters our model is the assumption that cells locally prefer large effective stiffness. Otherwise our modelling focuses on the elastic properties of the extracellular environment.

Modelling the soft environment of cells as an isotropic elastic medium is certainly a good assumption for elastic substrates. The situation is more complicated for hydrogels, in particular because they might not behave elastically and because they feature fiber degrees of freedom. Cell organization in gels is often explained by contact guidance, the alignment of cells along topographic features like collagen fibers. Since fibers can become aligned due to cell traction, contact guidance provides a long-ranged and persistent mechanism for cellular self-organization in tissue equivalents c:oste83 . This process has been modeled before. In the theory of Ref. c:oste83 , flux equations for cellular and matrix densities are combined with mechanical equations which include cells as centers of isotropic contraction. This might be a good model for chondrocytes, which tend to show a spherical morphology. The anisotropic biphasic theory (ABT) from Ref. c:baro97  aims at cells like fibroblasts and smooth muscle cells, whose typical morphology in tissue equivalents is bipolar. ABT introduces a cell orientation tensor, which is coupled to a fiber orientation tensor, since cells are assumed to react foremost to fiber degrees of freedom. In our model, the force dipole tensor represents cell orientation as does the cell orientation tensor in ABT, but it is coupled to elastic degrees of freedom, since cells are assumed to react foremost to large effective stiffness.

Because models for contact guidance in tissue equivalents focus on fiber degrees of freedom and high cell densities, they do not explain the single cell responses observed on elastic substrates, where contact guidance usually is ruled out c:hast83 ; c:lo00 . The large predictive power of our model for elastic substrate experiments suggests that active mechanosensing by single cells might also be involved with cell organization in hydrogels. However, for the collagen assay from Ref. c:girt02  it has been shown that as a result of external strain, fibers become rearranged and stress relaxes towards zero. In a matrix which cannot support any stress, our elastic considerations do not apply and contact guidance through formerly aligned fibers might be the only relevant clue for cell organization c:girt02 . However, it is important to note that in our model, stress is actively generated by cells and thus needs to be supported only over time scales in which the cell actively senses the mechanical properties of its environment. In particular, if fiber alignment has resulted in some anisotropic mechanical environment, the cell might sense the anisotropic mechanical properties of the matrix and orient itself correspondingly. This might explain why cells have been found to align to a greater extent with respect to external strain than the surrounding collagen fibrils c:girt02  and why our modelling is also successful for hydrogels. In general, future experiments are needed to clarify the relative importance of topographic versus mechanical clues for cell organization in hydrogels, while future modelling is needed to account for the mechanical (in particular, viscoelastic) properties of hydrogels.

We also want to point out that contact guidance is a bidirectional clue and provides only guidance, in contrast to external elastic strain, which provides taxis. In our model, taxis is reflected by the position dependence of $`\mathrm{\Delta }W`$. For example, our theory not only predicts that cells prefer to orient parallel to free boundaries, but also that cells prefer to move away from them. Moreover a simple preference for cell alignment along fibers does not predict what cells do if they encounter a fiber junction in the gel. Although we are not concerned with cell locomotion here, our modelling would suggest that cells prefer the fiber under largest tension, exactly as has been observed experimentally for neutrophils migrating in human amnion c:mand97 .

During recent years, the regulated response to mechanical input by single cells has been studied experimentally in larger detail. There is a growing body of evidence now that integrin-based cell-matrix contacts act as local mechanosensors which channel mechanical information about the environment directly into cellular decision making. Although this does not concern our modelling directly, here we suggested that the upregulation of growth of cell-matrix contacts in a stiff environment might result from the fact that it is triggered by a threshold in force, whose build-up is more efficient for larger stiffness. An equivalent viewpoint is that growth of cell-matrix contacts is faster on stiffer substrates. As experimental test for this hypothesis, we suggest correlation studies for growth of cell-matrix contacts and cellular organization, especially close to sample boundaries, where cells can amplify the mechanical input provided by boundary induced strain through active mechanosensing. Quantitative data about growth behavior of cell matrix contact will allow us to further refine our model in a more quantitative way, possibly also including modelling of cellular features like morphology and force pattern, which are not the focus of this work.

It is important to note that our model suggests completely different behavior for cells then one would expect for physically inert particles interacting with a soft matrix (like mobile inclusions in a metal). Although the expression in Eq. (3) is similar to the interaction potential for the physical system of force dipoles in an external strain field, it has the opposite sign, because in the physical system, one has to minimize the composite energy of defect and medium e:siem68 ; e:wagn74 . The physical potential has been used before to model elastic interactions of cells without any regulatory response and has been shown to lead to aggregation behavior similar to the one of electric quadrupoles uss:schw02a , while the model introduced here leads to aggregation behavior similar to the one of electric dipoles e:tlus00 .

Since elastic effects are long-ranged and propagate quickly, they provide an appealing mechanism for signal transduction for mechanically active cells in soft media. However, they are also unspecific and cells might not be able to distinguish between different sources. On the other hand, additional information channels, like soluble ligands, will certainly supplement elastic signals. Moreover, cells in highly differentiated organisms are likely to interprete mechanical signals only in their own physiological context, which is more restricted than for cells in an arbitrary environment.

In summary, we have presented an optimization principle in linear elasticity theory that allows to predict cell organization in soft media in excellent agreement with a large body of experiments. Moreover we have suggested a mechanism which links the cellular preference for large effective stiffness to growth of cell-matrix contacts. Our modelling results in many interesting predictions which now can be checked experimentally. In the future, our model might be extended to high cell densities and strong cooperative effects, which are characteristic for tissue equivalents. We expect that then it can be used for rational design in tissue engineering. For example, using numerical (finite element) methods, one can use it to optimize protocols for the design of tissue equivalents for implants in regard to geometry and boundary conditions.

We thank Martin Bastmeyer, Benjamin Geiger, Dirk Lehnert, Rudolf Merkel and Samuel Safran for critical reading of an earlier version of the manuscript. We also thank the anonymous referees for helpful suggestions. This work was supported by the Emmy Noether Program of the German Science Foundation.


text:
# 1 Abstract

## 1 Abstract

Random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), found applications in literature in study of following quantum statistical systems: molecular systems, nuclear systems, disordered materials, random Ising spin systems, quantum chaotic systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum integrability with respect to eigenergies of quantum systems are defined and calculated. Quantum statistical information functional is defined as negentropy (opposite of entropy or minus entropy). Entropy is neginformation (opposite of information or minus information. The distribution functions for the random matrix ensembles are derived from the maximum entropy principle.

## 2 Introduction

The Random Matrix Theory RMT considers quantum Hamiltonian operators $`H`$ that are random matrix variables in given basis of eigenfunctions. Their matrix elements $`H_{ij}`$ are independent random scalar variables . There were studied among others the following Gaussian Random Matrix ensembles GRME: orthogonal GOE, unitary GUE, symplectic GSE, as well as circular ensembles: orthogonal COE, unitary CUE, and symplectic CSE. The choice of ensemble is based on quantum symmetries ascribed to the Hamiltonian $`H`$. The Hamiltonian $`H`$ acts on quantum space $`V`$ of eigenfunctions. It is assumed that $`V`$ is $`N`$-dimensional Hilbert space $`V=𝐅^N`$, where the real, complex, or quaternion field $`𝐅=𝐑,𝐂,𝐇`$, corresponds to GOE, GUE, or GSE, respectively. If the Hamiltonian matrix $`H`$ is hermitean $`H=H^{}`$, then the probability density function of $`H`$ reads:

$`f_{}\left(H\right)=𝒞_{H\beta }\mathrm{exp}\left[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}\left(H^2\right)\right],`$ (1)
$`𝒞_{H\beta }=\left({\displaystyle \frac{\beta }{2\pi }}\right)^{𝒩_{H\beta }/2},`$
$`𝒩_{H\beta }=N+{\displaystyle \frac{1}{2}}N\left(N1\right)\beta ,`$
$`{\displaystyle f_{}\left(H\right)𝑑H}=1,`$
$`dH={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{ji}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dH_{ij}^{\left(\gamma \right)},`$
$`H_{ij}=(H_{ij}^{\left(0\right)},\mathrm{},H_{ij}^{\left(D1\right)})𝐅,`$
where the parameter $`\beta `$ assume values $`\beta =1,2,4,`$ for GOE($`N`$), GUE($`N`$), GSE($`N`$), respectively, and $`𝒩_{H\beta }`$ is number of independent matrix elements of hermitean Hamiltonian $`H`$. The Hamiltonian $`H`$ belongs to Lie group of hermitean $`N\times N𝐅`$-matrices, and the matrix Haar’s measure $`dH`$ is invariant under transformations from the unitary group U($`N`$, F). The eigenenergies $`E_i,i=1,\mathrm{},N`$, of $`H`$, are real-valued random variables $`E_i=E_i^{}`$. It was Eugene Wigner who firstly dealt with eigenenergy level repulsion phenomenon studying nuclear spectra . RMT is applicable now in many branches of physics: nuclear physics (slow neutron resonances, highly excited complex nuclei), condensed phase physics (fine metallic particles, random Ising model \[spin glasses\]), quantum chaos (quantum billiards, quantum dots), disordered mesoscopic systems (transport phenomena), quantum chromodynamics, quantum gravity, field theory.

## 3 The Ginibre ensembles

Jean Ginibre considered another example of GRME dropping the assumption of hermiticity of Hamiltonians thus defining generic $`𝐅`$-valued Hamiltonian $`K`$ . Hence, $`K`$ belong to general linear Lie group GL($`N`$, F), and the matrix Haar’s measure $`dK`$ is invariant under transformations form that group. The distribution of $`K`$ is given by:

$`f_𝒦\left(K\right)=𝒞_{K\beta }\mathrm{exp}\left[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}\left(K^{}K\right)\right],`$ (2)
$`𝒞_{K\beta }=\left({\displaystyle \frac{\beta }{2\pi }}\right)^{𝒩_{K\beta }/2},`$
$`𝒩_{K\beta }=N^2\beta ,`$
$`{\displaystyle f_𝒦\left(K\right)𝑑K}=1,`$
$`dK={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dK_{ij}^{\left(\gamma \right)},`$
$`K_{ij}=(K_{ij}^{\left(0\right)},\mathrm{},K_{ij}^{\left(D1\right)})𝐅,`$
where $`\beta =1,2,4`$, stands for real, complex, and quaternion Ginibre ensembles, respectively. Therefore, the eigenenergies $`Z_i`$ of quantum system ascribed to Ginibre ensemble are complex-valued random variables. The eigenenergies $`Z_i,i=1,\mathrm{},N`$, of nonhermitean Hamiltonian $`K`$ are not real-valued random variables $`Z_iZ_i^{}`$. Jean Ginibre postulated the following joint probability density function of random vector of complex eigenvalues $`Z_1,\mathrm{},Z_N`$ for $`N\times N`$ Hamiltonian matrices $`K`$ for $`\beta =2`$ :

$`P(z_1,\mathrm{},z_N)=`$ (3)
$`={\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{1}{\pi j!}}{\displaystyle \underset{i<j}{\overset{N}{}}}\left|z_iz_j\right|^2\mathrm{exp}\left({\displaystyle \underset{j=1}{\overset{N}{}}}\left|z_j\right|^2\right),`$
where $`z_i`$ are complex-valued sample points ($`z_i𝐂`$).

We emphasize here Wigner and Dyson’s electrostatic analogy. A Coulomb gas of $`N`$ unit charges moving on complex plane (Gauss’s plane) C is considered. The vectors of positions of charges are $`z_i`$ and potential energy of the system is:

$$U(z_1,\mathrm{},z_N)=\underset{i<j}{}\mathrm{ln}\left|z_iz_j\right|+\frac{1}{2}\underset{i}{}\left|z_i^2\right|.$$
(4)
If gas is in thermodynamical equilibrium at temperature $`T=\frac{1}{2k_B}`$ ($`\beta =\frac{1}{k_BT}=2`$, $`k_B`$ is Boltzmann’s constant), then probability density function of vectors of positions is $`P(z_1,\mathrm{},z_N)`$ Eq. (3). Therefore, complex eigenenergies $`Z_i`$ of quantum system are analogous to vectors of positions of charges of Coulomb gas. Moreover, complex-valued spacings $`\mathrm{\Delta }^1Z_i`$ of complex eigenenergies of quantum system:

$$\mathrm{\Delta }^1Z_i=Z_{i+1}Z_i,i=1,\mathrm{},\left(N1\right),$$
(5)
are analogous to vectors of relative positions of electric charges. Finally, complex-valued second differences $`\mathrm{\Delta }^2Z_i`$ of complex eigenenergies:

$$\mathrm{\Delta }^2Z_i=Z_{i+2}2Z_{i+1}+Z_i,i=1,\mathrm{},\left(N2\right),$$
(6)
are analogous to vectors of relative positions of vectors of relative positions of electric charges.

The eigenenergies $`Z_i=Z\left(i\right)`$ can be treated as values of function $`Z`$ of discrete parameter $`i=1,\mathrm{},N`$. The ”Jacobian” of $`Z_i`$ reads:

$$\mathrm{Jac}Z_i=\frac{Z_i}{i}\frac{\mathrm{\Delta }^1Z_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1Z_i.$$
(7)
We readily have, that the spacing is an discrete analog of Jacobian, since the indexing parameter $`i`$ belongs to discrete space of indices $`iI=\{1,\mathrm{},N\}`$. Therefore, the first derivative with respect to $`i`$ reduces to the first differential quotient. The Hessian is a Jacobian applied to Jacobian. We immediately have the formula for discrete ”Hessian” for the eigenenergies $`Z_i`$:

$$\mathrm{Hess}Z_i=\frac{^2Z_i}{i^2}\frac{\mathrm{\Delta }^2Z_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2Z_i.$$
(8)
Thus, the second difference of $`Z`$ is discrete analog of Hessian of $`Z`$. One emphasizes that both ”Jacobian” and ”Hessian” work on discrete index space $`I`$ of indices $`i`$. The spacing is also a discrete analog of energy slope whereas the second difference corresponds to energy curvature with respect to external parameter $`\lambda `$ describing parametric “evolution” of energy levels . The finite differences of order higher than two are discrete analogs of compositions of ”Jacobians” with ”Hessians” of $`Z`$.

The eigenenergies $`E_i,iI`$, of the hermitean Hamiltonian $`H`$ are ordered increasingly real-valued random variables. They are values of discrete function $`E_i=E\left(i\right)`$. The first difference of adjacent eigenenergies is:

$$\mathrm{\Delta }^1E_i=E_{i+1}E_i,i=1,\mathrm{},\left(N1\right),$$
(9)
are analogous to vectors of relative positions of electric charges of one-dimensional Coulomb gas. It is simply the spacing of two adjacent energies. Real-valued second differences $`\mathrm{\Delta }^2E_i`$ of eigenenergies:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},\left(N2\right),$$
(10)
are analogous to vectors of relative positions of vectors of relative positions of charges of one-dimensional Coulomb gas. The $`\mathrm{\Delta }^2Z_i`$ have their real parts $`\mathrm{Re}\mathrm{\Delta }^2Z_i`$, and imaginary parts $`\mathrm{Im}\mathrm{\Delta }^2Z_i`$, as well as radii (moduli) $`\left|\mathrm{\Delta }^2Z_i\right|`$, and main arguments (angles) $`\mathrm{Arg}\mathrm{\Delta }^2Z_i`$. $`\mathrm{\Delta }^2Z_i`$ are extensions of real-valued second differences:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},\left(N2\right),$$
(11)
of adjacent ordered increasingly real-valued eigenenergies $`E_i`$ of Hamiltonian $`H`$ defined for GOE, GUE, GSE, and Poisson ensemble PE (where Poisson ensemble is composed of uncorrelated randomly distributed eigenenergies) . The Jacobian and Hessian operators of energy function $`E\left(i\right)=E_i`$ for these ensembles read:

$$\mathrm{Jac}E_i=\frac{E_i}{i}\frac{\mathrm{\Delta }^1E_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1E_i,$$
(12)
and

$$\mathrm{Hess}E_i=\frac{^2E_i}{i^2}\frac{\mathrm{\Delta }^2E_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2E_i.$$
(13)
The treatment of first and second differences of eigenenergies as discrete analogs of Jacobians and Hessians allows one to consider these eigenenergies as a magnitudes with statistical properties studied in discrete space of indices. The labelling index $`i`$ of the eigenenergies is an additional variable of ”motion”, hence the space of indices $`I`$ augments the space of dynamics of random magnitudes.

## 4 The Maximum Entropy Principle

In order to derive the probability distribution in matrix space we apply the maximum entropy principle:

$$\mathrm{max}\{S_\beta \left(f_𝒳\right):1=1,_𝒳=U_\beta \},$$
(14)
which yields:

$$\mathrm{max}\{S_\beta \left(f_𝒳\right):f_𝒳\left(X\right)𝑑X=1,_𝒳\left(X\right)f_𝒳\left(X\right)𝑑X=U_\beta \},$$
(15)
where $`X=H`$ or $`X=K`$ for Gaussian or Ginibre ensembles, respectively, and $`_𝒳\left(X\right)=\frac{1}{2}\mathrm{Tr}\left(X^{}X\right)`$. The maximization of entropy $`S_\beta \left(f_𝒳\right)=\left(k_B\mathrm{ln}f_𝒳\left(X\right)\right)f_𝒳\left(X\right)𝑑X`$ under two additional constraints of normalization of the probability density function, and of equality of its first momentum and intrinsic energy, is equivalent to the minimization of the following functional $`\left(f_𝒳\right)`$ with the use of Lagrange multipliers $`\alpha _1,\beta _1`$:

$`\mathrm{min}\left\{\left(f_𝒳\right)\right\},`$ (16)
$`\left(f_𝒳\right)={\displaystyle \left(k_B\mathrm{ln}f_𝒳\left(X\right)\right)f_𝒳\left(X\right)𝑑X}+\alpha _1{\displaystyle f_𝒳\left(X\right)𝑑X}`$
$`+\beta _1{\displaystyle _𝒳\left(X\right)f_𝒳\left(X\right)𝑑X}.`$
It follows, that the first variational derivative of $`\left(f_𝒳\right)`$ must vanish:

$$\frac{\delta \left(f_𝒳\right)}{\delta f_𝒳}=0,$$
(17)
which produces:

$$k_B\left(\mathrm{ln}f_𝒳\left(X\right)+1\right)+\alpha _1+\beta _1_𝒳\left(X\right)=0,$$
(18)
and equivalently:

$`f_𝒳\left(X\right)=𝒞_{X\beta }\mathrm{exp}\left[\beta _𝒳\left(X\right)\right]`$ (19)
$`𝒞_{X\beta }=\mathrm{exp}\left[\left(\alpha _1+1\right)k_B^1\right],\beta =\beta _1k_B^1.`$
The variational principle of maximum entropy does not force additional condition on functional form of $`_𝒳\left(X\right)`$. The quantum statistical information functional $`I_\beta `$ is the opposite of entropy:

$$I_\beta \left(f_𝒳\right)=S_\beta \left(f_𝒳\right)=\left(+k_B\mathrm{ln}f_𝒳\left(X\right)\right)f_𝒳\left(X\right)𝑑X.$$
(20)
Information is negentropy, and entropy is neginformation. The maximum entropy principle is equivalent to minimum information priciple.