text:
# Intermediate Coupling Theory of Electronic Ferroelectricity

0pt0.4pt 0pt0.4pt 0pt0.4pt

(Received )

## Abstract

We calculate the quantum phase diagram of an extended Falicov-Kimball model for one and two-dimensional systems in the intermediate coupling regime. Even though some features of the phase diagram are obtained analytically, the main results are calculated with a constrained path Monte Carlo technique. We find that this regime is dominated by a Bose-Einstein condensation of excitons with a built-in electric polarization. The inclusion of a finite hybridization between the bands removes the condensate but reinforces the ferroelectricity.

In a recent paper batista , one of us demonstrated that a novel ferroelectric state, originally proposed by Portengen et al Portengen , is present in the strong-coupling and mixed-valence regime of an extended Falicov-Kimball model (FKM) Falicov . In contrast to the traditional ferroelectric (FE) transitions, which are a subgroup of the structural phase transitions, the new FE state is caused by a purely electronic mechanism of an essential quantum nature. Its electronic origin and the strong interplay between the orbital and the spin flavors of the electronic degrees of freedom make this novel state suitable for new technological applications. For example, it opens the possibilities of faster switching ferroelectrics and controlling their optical properties with magnetic fields. Accordingly, it is important to define more clearly the conditions for the experimental observation of this novel state, especially in light of several recent experiments that might have seen it Moro ; Spielman .

Our extended FKM model consists of two dispersive bands plus an inter-band local Coulomb interaction. In absence of explicit hybridization between the bands, the half-filled model exhibits a FE state that is a Bose-Einstein (BE) condensate of excitons. The electric polarization is the result of a spontaneous phase-coherent hybridization between the two local orbitals with opposite parity under inversion. The FE moment is proportional to the real part of the $`U(1)`$ order parameter of the condensate. These conclusions were based on a strong coupling treatment of the model. An accompanying perturbative analysis suggested that if hybridization between the bands were included, the BE condensate (BEC) would be replaced by a distinguishing Ising-like FE state batista . Because hybridization is natural and the experimental consequences are significant, resolving this point is important and timely.

To resolve this point, we will now step way beyond the original work by moving away from the strong-coupling limit and from the perturbative treatment of the hybridization and focus on the intermediate coupling regime. We find that ferroelectricity remains robust. In particular, it possesses the same phases as the strong and weak couplings regimes, even though the nature of the condenstate changes continuously from BCS-like in the weak coupling limit to a BEC of hard-core bosons in the strong couping regime Nozieres . We will in fact report the complete one (1D) and two dimensional (2D) quantum phase diagrams of the extended FKM in the intermediate coupling regime. The results are obtained from a scaling analysis of the numerical data produced with the Constrained Path Monte Carlo (CPMC) technique zhang1 . When we include a finite hybridization between the bands, we find as predicted by the perturbation analysis a very large FE (or antiferroelectric) region for the mixed valence regime which is no longer a condensate of excitons but a state with an Ising-like symmetry that has a built-in electric polarization. Importantly, the intermediate coupling phase diagram indicates more accessible regions of the ferroelectric phase than in the strong and weak coupling regimes.

There are two recent experiments to which our results might apply. Moro et al observed a FE state in free Nb clusters Moro . The experiment shows that cold clusters may attain an anomalous component with very large electric dipole moments. It is clear that in pure Nb the FE moment cannot be produced by a lattice distortion. Therefore, the ferroelectricity must have an electronic origin. In addition, ab initio calculations Grad  in pure Nb indicate that the valence electron has the same amount of $`s`$ and $`p`$ character. This observation makes the present theory a candidate to explain the anomalous ferroelectricity of the free Nb clusters.

Another relevant experiment is the phase coherent state observed by Spielman et al Spielman . The two bands are provided by two parallel 2D electron systems interacting through an interlayer Coulomb interaction. There is also an applied magnetic field whose value is such that the Landau level filling factor of each layer is $`1/2`$. From the results obtained in Ref. batista  and the theory that we include below, we propose an experiment to observe electronic ferroelectriciy in these bilayer systems.

Our extended FKM for spin-less fermions on a $`D`$-dimensional hypercubic lattice is:

$`H`$ $`=`$ $`{\displaystyle \underset{𝐢,\nu }{}}ϵ_\nu n_𝐢^\nu +{\displaystyle \underset{𝐢,\eta ,\nu ,\nu ^{}}{}}t_{\nu \nu ^{}}(f_{𝐢\nu }^{}f_{𝐢+\widehat{𝐞}_\eta \nu ^{}}^{}+f_{𝐢+\widehat{𝐞}_\eta \nu ^{}}^{}f_{𝐢\nu }^{})`$ (1)
$`+`$ $`U^{ab}{\displaystyle \underset{𝐢}{}}(n_𝐢^a1/2)(n_𝐢^b1/2),`$
where $`\nu =\{a,b\}`$ is the orbital index, $`\widehat{𝐞}_\eta `$ is a vector in the $`\eta `$ direction ($`\eta =\{x_1,x_2,\mathrm{},x_D\}`$), and $`n_𝐢^\nu =f_{𝐢\nu }^{}f_{𝐢\nu }^{}`$ is the occupation number of each orbital. Note that $`t_{ab}=t_{ba}`$ because the two orbitals have opposite parity under spatial inversion.

This Hamiltonian can be rewritten as an asymmetric Hubbard model if the orbital flavor is represented by a pseudospin variable batista : $`c_𝐢^{}=f_{𝐢a}^{}`$, $`c_𝐢^{}=f_{𝐢a}^{}`$, $`c_𝐢^{}=f_{𝐢b}^{}`$ and $`c_𝐢^{}=f_{𝐢b}^{}`$. The pseudospin components are given by: $`\tau _𝐢^\alpha =\frac{1}{2}_{\nu ,\nu ^{}}f_{𝐢\nu }^{}𝝈^{\nu \nu ^{}}f_{𝐢\nu ^{}}^{}`$, with $`\alpha =\{x,y,z\}`$. The new expression for $`H`$ is an asymmetric Hubbard model with a Zeeman term:

$`H`$ $`=`$ $`e_d{\displaystyle \underset{𝐢,\sigma }{}}n_{i\sigma }+{\displaystyle \underset{𝐢,𝐣,\sigma ,\sigma ^{}}{}}t_{\sigma \sigma ^{}}(c_{𝐢\sigma }^{}c_{𝐣\sigma ^{}}^{}+c_{𝐣\sigma ^{}}^{}c_{𝐢\sigma }^{})`$ (2)
$`+`$ $`U^{ab}{\displaystyle \underset{𝐢}{}}n_𝐢n_𝐢+B_z{\displaystyle \underset{𝐢}{}}\tau _i^z,`$
where $`e_d=\frac{1}{2}(ϵ_a+ϵ_b)`$, $`t_{}=t_{aa}`$, $`t_{}=t_{bb}`$, $`t_{}=t_{ab}`$, $`t_{}=t_{ba}`$ and $`B_z=ϵ_aϵ_b`$. If there is no hybridization between the bands, there is a remaining $`U(1)`$ symmetry generated by the total magnetization along the $`z`$ axis $`M^z=_𝐢\tau _𝐢^z`$. In the original language, this $`U(1)`$ symmetry corresponds to the conservation of the difference between the total number of particles in each band (the bands cannot interchange particles).

We will consider from now on only the half-filled case, i.e., one particle per site. The ground state of $`H`$ exhibits two possible magnetic orderings in the strong coupling limit: Ising-like antiferromagnetism and $`xy`$-like ferromagnetism (antiferromagnetism) for $`\gamma =t_{}/t_{}>0`$ ($`\gamma <0`$) batista . In terms of the original variables, the Ising-like phase corresponds to staggered orbital ordering (SOO) and for $`D2`$, the $`xy`$-like ferromagnetism corresponds to a BEC of excitons with a built-in electric polarization Portengen :

$$𝐏=\frac{𝝁}{\mathrm{\Omega }}\underset{𝐢}{}(f_{𝐢a}^{}f_{𝐢b}^{}+f_{𝐢a}^{}f_{𝐢b}^{})=\frac{2𝝁}{\mathrm{\Omega }}M^x,$$
(3)
where $`𝝁`$ is the inter-band dipole matrix element and $`\mathrm{\Omega }`$ is the volume of the system. The electrical polarization is then proportional the real part of the $`U(1)`$ order parameter of the condensate.

An addtional particle-hole transformation on one of the spin flavors maps Eq. 2 into a negative $`U`$ asymmetric Hubbard model with the Zeeman term replaced by a chemical potential Fradkin . Under this transformation, the $`xy`$-like ferromagnetism is mapped into a superconducting state. This establishes a formal connection between the BEC of excitons and a superconductor. An eventual condensate of electron-hole pairs in the weak coupling regime is then formally analogous to a BCS-like superconductor.

One dimensional case. From now on, we will set $`\gamma >0`$ and $`t_{}`$ as the unit of energy. We start by on considering the simplest case of zero hybridization between the bands: $`t_{}=t_{}=0`$. In Fig. 1, we present the 1D quantum phase diagram of $`H`$ as a function of $`\gamma `$ and $`B_z`$. Most of the phase diagram was calculated with the unbiased CPMC technique zhang1 . The diagram shows the same three phases which were obtained in the strong coupling limit batista . For $`B_z=0`$, the ground state is an Ising-like antiferromagnet (SOO). At a critical value of $`|B_z|=B_z^{c1}`$, there is a transition from the orbitally ordered gaped phase to a critical (gapless) phase with dominating pseudospin-pseudospin correlations in the $`xy`$ plane. This second phase is also characterized by a non-zero uniform magnetization along the $`z`$ axis. When $`|B_z|`$ reaches a second critical value, $`B_z^{c2}`$, $`M^z`$ saturates and a new gap opens. In terms of our original language, this is the transition from a mixed valence to non-mixed valence regime in which one band is full and the other one is empty. This is also a transition from an excitonic to a band insulator.

The value of $`B_z^{c2}`$ is exactly obtained by solving the one particle problem of flipping one pseudospin in a fully saturated system. To show that this value is not altered by a discontinuous change of the magnetization, we also include the numerical calculation of $`B_z^{c2}`$ based on the computation of $`E_m(M^z,B^z=0)`$, minimum energy for the subspace with a given magnetization $`M^z`$. Note that this can be done because $`M^z`$ is a good quantum number of $`H(t_{}=t_{}=0)`$. $`B_z^{c1}`$ is the critical value of $`B^z`$ which is required to change the total magnetization $`M^z`$ of the ground state, i.e., it is the minimum value of $`[E_m(M^z,B^z=0)E_{GS}(B^z=0)]/M^z`$, where $`E_{GS}`$ is the ground state energy. To calculate $`B_z^{c1}`$ in the thermodynamic limit, we scaled this minimum value for different chain sizes up to $`N_s=100`$ ($`N_s`$ is the number of sites). A typical scaling is shown in Fig. 2a for two different values of $`\gamma `$. The finite extrapolated value of $`B_z^{c1}`$ implies a finite gap $`\mathrm{\Delta }_I`$ for the Ising-like (SOO) phase. The case $`\gamma =1`$ corresponds to the $`SU(2)`$ critical point for which the pseudospin correlations along the three different axis are the same. For the strong coupling limit batista , it is known that the gap of the Ising-like (SOO) phase closes exponentially (Kosterltiz-Thouless transition) when $`\gamma `$ gets close to one (see Fig. 1).

The different phases were identified by computing the pseudospin-pseudospin correlation function:

$$S^\alpha (𝐪)=\frac{1}{N_s^2}\underset{𝐢,𝐣}{}(\tau _𝐢^\alpha \tau _𝐣^\alpha \tau _𝐢^\alpha \tau _𝐣^\alpha )e^{i𝐪(𝐫_𝐢𝐫_𝐣)}$$
(4)
In Fig. 2b, we show the scaling of $`S^x(0)`$ and $`S^z(\pi )`$ calculated with the CPMC for $`B_z=0`$ and $`\gamma =0.1`$. As expected, $`S^z(\pi )`$ has a finite value in the thermodynamic limit indicating that the ground state has long-range staggered orbital ordering.

In Fig. 2c, we show the scaling of the energy gap of the $`xy`$-like phase, $`\mathrm{\Delta }_{xy}`$, for $`M^z/N_s=1/4`$. $`\mathrm{\Delta }_{xy}`$ scales to zero in the thermodynamic limit as expected from the critical nature of this phase. Fig. 2d shows that the pseudospin-pseudospin correlation function (see Eq. 4) in the $`x`$ (or $`y`$) direction is much larger than the corresponding correlation along the $`z`$ axis. This shows the $`xy`$-like nature of this phase.

Two dimensional case. The main qualitative difference between the 1D (Fig.1) and the 2D (Fig. 3) quantum phase diagrams of $`H(t_{}=t_{}=0)`$ is that the excitonic condensate is critical in one dimension, as required by the Mermin-Wagner theorem Mermin , and has long range order in two dimensions. In the pseudospin language, this means that the 2D system has a finite in-plane magnetization $`𝐌^{}`$ (see Fig. 4). In addition, Eq. (3) shows that this state has built-in electric polarization proportional to the $`x`$ component of $`𝐌^{}`$ or the real part of the complex order parameter of the excitonic condensate batista .

As in the 1D case, $`B_z^{c2}`$($`\gamma `$) was computed exactly, and the transition from the SOO to the ferroelectric BEC of excitons is simultaneously a first order valence transition because the relative population between the two bands, $`M^z`$, changes discontinuously. Note that in the intermediate coupling regime, the extension of the ferroelectric phase for $`\gamma `$ not very close to zero is of the order of the bandwidth while in the strong coupling regime the size of this region is proportional to $`t_{aa}t_{bb}/U^{ab}`$.

We conjecture that the three dimensional (3D) quantum phase diagram of $`H`$ should be similar to the 2D one since the quantum fluctuations are smaller in the first case. Moreover, we expect the quantum phase diagram to have the same topology for the weak and intermediate coupling regimes in any dimension $`D2`$. The main expected difference between D=2 and D=3 occurs at finite temperatures due to the Mermin-Wagner theorem Mermin . The transition temperature associated to the BE condensation is finite only for the 3D case. The BEC of electron-hole pairs undergoes a Kosterlitz-Thouless phase transition in a 2D system.

From Eq. (3), we see that in any dimension the observed electronic hybridization is the consequence of a spontaneous phase-coherent hybridization between the two bands. The phase must have a real component in order to produce a finite electric polarization. We can ask what is the physical consequence of a pure imaginary phase $`\varphi =\pm \pi /2`$ ($`\mathrm{tan}\varphi =M^x/M^y`$), i.e., a magnetization pointing in the $`y`$ direction. In this case, instead of ferroelectricity, the phase-coherent state induces an ordering of atomic currents batista2 . Since the two atomic orbitals have opposite parity, these currents do not produce a net local magnetic dipole but they can have a net quadrupolar magnetic moment. Therefore, the $`y`$ direction in the pseudospin space corresponds to ferroquadrupolar or antiferroquadrupolar magnetic ordering.

As predicted in batista , we will now show that the inclusion of an explicit hybridization between the bands breaks explicitly the $`U(1)`$ symmetry which is spontaneously broken in the condensate and removes the degeneracy associated with all the possible orientations of $`𝐌^{}`$. Along with this the natural question to answer is: what is the particular orientation favored by a non-zero hybridization.

Inclusion of Hybridization. In addition to the trivial $`U(1)`$ symmetry associated with the conservation of the total number of particles, the remaining symmetries of $`H`$ for non-zero hybridization are the spatial ($`\widehat{I}`$) and the temporal ($`\widehat{T}`$) inversions. Since the two orbitals have opposite parities, the signs of $`t_{}`$ and $`t_{}`$ are interchanged under the application of $`\widehat{I}`$. For the pseudospin components we have: $`\widehat{I}\tau _𝐢^x\widehat{I}=\tau _𝐢^x`$, $`\widehat{I}\tau _𝐢^y\widehat{I}=\tau _𝐢^y`$ and $`\widehat{I}\tau _𝐢^z\widehat{I}=\tau _𝐢^z`$. The temporal inversion (complex conjugation) leaves $`\tau _𝐢^x`$ and $`\tau _𝐢^z`$ invariant and changes the sign of $`\tau _𝐢^y`$. The ferroelectric state occurs when $`\widehat{I}`$ is spontaneously broken. The ordering of atomic currents occurs if both $`\widehat{I}`$ and $`\widehat{T}`$ are spontaneously broken. Note that the product $`\widehat{I}\widehat{T}`$ is still a symmetry of this second state.

In Fig. 4, we plot $`S^x(0)`$ and $`S^y(0)`$ as a function of the size of a two-dimensional system. The largest system has $`N_s=100`$ sites. The scaling clearly shows that the ferroelectric state ($`M_x0`$) is stabilized in the thermodynamic limit. This agrees with a perturbative analysis which is only valid in the strong coupling limit batista .

The BEC of excitons is thus replaced by an Ising-like ferroelectric state when a finite hybridization is included. This result has important physical consequences since most real systems have an explicit hybridization between two bands. This hybridization is the reason why a BEC of excitons is so hard to observe. The only exception is the bilayer system that we mentioned in the introduction Spielman . According to the theories presented here and in Ref. batista , this bilayer system must exhibit the phenomenon of electronic ferroelectricity if the two layers are made of bands with opposite parity (like ”$`s`$” and ”$`p`$”) instead of being identical. Then, the $`d|𝐏|/dE`$ response as a function of the uniform electric field $`E`$ should show the same resonant behavior observed in the tunneling conductance as a function of the interlayer voltage Spielman .

In summary, we derived the quantum 1D and 2D phase diagrams of the extended FKM in the intermediate coupling regime. In the absence of hybridization, we found that the insulating phase obtained at half filling has a transition from a non-mixed valence to a mixed valence regime as a function of the energy difference between the centers of both bands. At this transition the system changes from a band to an excitonic insulator which is a BEC of electron-hole pairs. Additionally, we showed that this condensate contains two different orderings which are degenerate: ferroelectric order and chiral order. The chiral state is a spontaneous ordering of local atomic currents. Since the two bands have opposite parity under spatial inversion, these currents can only produce a non-zero quadrupolar magnetic moment. For bands with the same parity, the chiral state can produce orbital magnetism and the ferroelectric state is replaced by quadrupolar electric ordering. If the distance between both bands is further decreased, there is a first order valence transition from the BEC of excitons to a state with staggered orbital ordering.

Addressing an issue most important for physical systems, we also considered the effect of a finite hybridization on these ordered degenerate phases. We showed that the $`U(1)`$ degeneracy associated with the BEC is lifted by the hybridization, and the degenerate ground state is replaced by an Ising-like FE state (broken $`Z_2`$ symmetry). This result is valid even beyond the perturbative regime $`|t_{ab}|<<|t_{aa}|,|t_{bb}|`$. It is crucial for applications of the present theory to systems like the free Nb clusters Moro  which are most likely in the intermediate coupling regime and have a considerable hybridization between the $`s`$ and the $`p`$ valence bands.

We wish to thank M. P. Lilly, J. P. Eisenstein and R. Moro for stimulating discussions. This work was sponsored by the US DOE under contract W-7405-ENG-36. J.B. acknowledges the financial support of Slovene Ministry of Education, Science and Sports. H.Q. Lin is partly supported by RGC Project CUHK 4037/02P.


format: text

text:
# Sensitivity of searches for new signals and its optimization

## I Introduction

The question of the sensitivity of a search for new phenomena is a very common one. The need may arise either by the wish to predict the outcome of an experiment and compare several possible experiments or different configurations of the same experiment. Several different ways have been used to quantify the sensitivity of a search, which makes it sometimes difficult to compare them. In particular, two different sensitivity figures are often quoted, one that is relative to the potential for actually making a discovery, and another to characterize how strong a constraint is imposed on the unknown phenomena if no evidence is found for a deviation from the standard theory. This situation makes it difficult to optimize the design of an experiment, because it is not clear what should be maximized. I describe here a definition of sensitivity which is unique and well-defined for any experiment. This is based on purely frequentist ideas, which avoids the issue of the choice of an a-priori distribution for a new and unknown phenomena.

## II Statement of the problem

The problem of searches for new phenomena can be stated formally in classical statistics as one of “Hypothesis testing”. We have a “default hypothesis” $`H_0`$, that is our current best theory, and as a result of the experiment we wish to either confirm or disprove the theory $`H_0`$, in favor of an alternative theory $`H_m`$, where $`m`$ indicates the free parameters of the new theory (mass or set of masses of new particles, coupling constants, production cross sections, etc.). The experiment consists of measuring the value of a set of observables $`X`$ (possibly a large number) whose distribution depends on the true state of nature being $`H_0`$ or $`H_m`$. In a simple counting experiment, the observable $`X`$ is the number of observed counts, and hypothesis $`H_0`$ is defined as the distribution of $`X`$ being a Poisson with the mean equal to the number of expected background events $`B`$. Hypothesis $`H_m`$ is that the distribution is instead a Poisson with a larger mean $`B+S_m`$, where $`S_m`$ is the expected contribution of the “new signal”, which is a function of the unknown free parameters of the new theory, $`m`$. A test of $`H_0`$ is specified by defining the set of values of $`X`$ that will make us decide that $`H_0`$ must be rejected (“critical region”); the significance level of the test, indicated by $`\alpha `$, is the probability of rejecting $`H_0`$ when it is indeed true; that is to say, $`\alpha `$ is the probability for $`X`$ to fall within the critical region, calculated under the assumption that $`H_0`$ is true. There are many possible choices of the critical region, therefore many possible different tests at the given significance level $`\alpha `$, and we will not be concerned here with the way the choice is made; all of the present discussion is independent of the way the test was chosen.

What about the value of $`\alpha `$ ? This is a “small number”, common practice for really new physics discovery being to require $`\alpha `$ to correspond to the $`5\sigma `$ single tail of a gaussian distribution.

The other element to be considered in a test is the probability that a discovery is made. The classical way to express this is by the power function $`1\beta (m)`$, that is, the probability that $`X`$ will fall in the critical region (=the probability that a discovery will be claimed) assuming $`H_m`$ is true, as a function of the parameters $`m`$. It is clearly desirable to have the greatest possible power. However, it is well known that only in very few special problems it is possible to maximize the power simultaneously for every $`m`$. For this reason, trying to optimize the power is subject to a judgement about what values of the parameters are more important; in the next section we will show how to solve the issue by attacking the problem from a different angle.

After a measurement is performed, if no discovery is made the experimenter will usually produce an additional piece of information: a confidence region for the unknown parameters $`m`$. This part is in principle completely independent from the “testing” part, and interesting issues arise when one tries to make sure the two kinds of information are coherent. For instance, limits are often desired at a confidence level lower than the level of significance required for claiming a discovery; this can lead easily to situations where no discovery is claimed, and yet limits are quoted that do not include the $`H_0`$ hypothesis. For the purpose of the present discussion we don’t need to deal with such difficult issues and we will make only minimal assumptions about the relationship between the test and the algorithm adopted for setting limits. We will just assume that the confidence band for $`m`$ be built in such a way to exclude, whenever possible, all values of $`X`$ falling within the acceptance region for $`H_0`$; (this can be done for every $`m`$ such that $`1\beta (m)>CL`$, where CL is the desired Confidence Level). This is quite natural, and usually happens spontaneously, because it makes for tighter confidence regions when no discovery is made, at no expense.

If a discovery is indeed made, the most interesting piece of information in the result will be the discovery itself, and maybe an estimate of the parameters $`m`$, so we will not be concerned with limit setting in case of discovery, only with the probability that it happens.

## III Definition of Sensitivity of a search experiment

Many definitions of sensitivity for a search have to do with either the ”average limit” produced if $`H_0`$ is true (defined in various ways), or with the significance of an observed signal, assuming the observation is exactly equal to the expected value in presence of a signal at $`m`$.

We suggest to characterize the sensitivity of an experiment in the following way. Correct statistical practice requires to decide before the experiment the values of $`\alpha `$ and CL, so we assume their values are given. Then one can proceed by quoting the region of the parameters $`m`$ for which the power of the chosen test is greater or equal to the Confidence Level chosen for the limits in case there is no discovery:

$$1\beta _\alpha (m)>CL$$
(1)
This region of $`m`$ can be thought of as a region of parameters to which the experiment is “sufficiently sensitive”. While it is always possible to provide additional information by plotting contours of constant power in the $`m`$ space for values different from the CL, the specific region defined by eq. (1) is particularly informative because it has a very simple and clear-cut interpretation. In fact, it is easy to verify that the following two statements hold simultaneously:

* If the true value of $`m`$ satisfies (1), then there is a probability at least $`CL`$ that performing the experiment will lead to discovery (with the chosen significance $`\alpha `$).
* If performing the experiment does not lead to discovery, the resulting limits will exclude (at least) the entire region defined by (1), at the chosen CL. (N.B. this relies on the minimal assumption of a “reasonable algorithm” for setting limits made in previous section, and holds independently of the true value of $`m`$.)

In short, eq. (1) defines the region in the parameter space for which the experiment will certainly give an answer: that region will be excluded, or a discovery will be claimed, with no possible in-between. This double discovery/exclusion interpretation suggests that it deserves to be named sensitivity region for the experiment and to be quoted as the single most useful information to characterize its potential and optimize it. Note explicitly that there is no possibility for an experimental fluctuation to jeopardize the result; it is possible for a fluctuation to increase the region of exclusion, but not to diminish it. In particular, if the parameter region covers the whole range of physically interesting values for $`m`$, the experiment can very well been said to be conclusive. This sensitivity region appears to be a more useful information than others commonly quoted, that have a more vague meaning, like:

* the “average” excluded region, if $`H_0`$ is true (tells you nothing certain about the actual limits that will be quoted; tells you nothing about what will happen if the signal exists but it is small)
* an ”average number of sigmas”, for given values of $`m`$, or the number of sigmas you would get in case exactly the expected number of signal events is observed (tells you nothing about the limits in case there is no observation; tells you little about how likely it is that a signal will actually be observed, due to the effect of statistical fluctuations)

Comparison between two experiments, or experimental settings, should be made on the basis of whether one sensitivity region includes the other. It is still possible for two experiments to be non-comparable, by having none of the two region completely include the other; in that case, the issue of which is preferable cannot be resolved on a statistical basis, but it is a question of strategy. If the sensitivity regions are very different, the actual conclusion is that the two experiments are somehow ‘complementary’, probing different regions of the parameters space.

There are a few other arguments in favor of quoting this quantity to characterize the sensitivity of an experiment:

* The definition is independent of the choice of metric (in both observable and parameter space).
* It does not require a choice of priors
* It is straightforward (and meaningful) to apply even in complex situations. For instance:

+ 1-D problems with a “non monotonic” structure. Example: search for a CP violation effect, where one measures the sine of an angle, with the range $`[1,1]`$. In this case $`H_0`$ is in the middle, and it makes no sense to quote “average upper limit”.
    + multidimensional parameter problems. Examples of this kind are neutrino oscillation searches, where the space is 2-D. Even more complex examples are found in CP-violation measurements in neutral B mesons oscillations, where both a direct and a mixed component are possible; in this case the allowed region for the parameters is circle of unit radius, $`H_0`$ being at the center, and it is impossible to use concepts like “average upper limit”, or even “median of the limit”.
* It is independent of the expectations for a signal to be present, thus allowing an unbiased optimization.
* It allows you to optimize what you really want for a search, without being distracted by other elements. For instance, if one had to concentrate on getting the maximum possible power (e.g. by looking at its average it over a chosen region), one can easily be fooled into preferring an experiment that has a very high power in a region where the power is pretty high anywyay, over one that has a more even distribution of power, that is actually much more likely to provide useful information, since in a discovery measurement the power counts the most where it is “intermediate”. Considering the region rather than power in itself takes this into account.

## IV Optimization of a counting experiment

We will now apply the ideas discussed in the previous section to the very common problem of a counting experiment in presence of background. In this case, we have the discrete observable $`n`$, the number of events observed, which is Poisson-distributed with a mean determined by $`B`$, the expected number of background events (supposed known), and the possible contribution of signal events $`S_m`$:

$`p(n|H_0)=`$ $`e^BB^n/n!`$ (2)
$`p(n|H_m)=`$ $`e^{BS_m}(B+S_m)^n/n!`$ (3)
For this problem, the only sensible definition of a critical region for the presence of non-zero signal $`S_m`$ takes the form of a condition like

$$n>n_{min}$$

Therefore, the test is completely defined once the desired significance level $`\alpha `$ is chosen. Figure 1 shows the value of $`n_{min}`$ as a function of $`B`$, for given values of $`\alpha `$, obtained by numerical calculation of sums of Poisson probabilities.

Having completely defined the test, we can now evaluate its power as a function of $`m`$, and determine the set of values for $`m`$ such that eq. (1) holds. Since the power of a test of the form $`n>n_{min}`$ grows monotonically with $`S_m`$, it is easy to see that eq. (1) leads to simple inequalities of the form:

$$S_m>S_{min}$$

Therefore, all is needed to completely characterize the solution of our problem is the value of $`S_{min}`$, that is in general a function of $`\alpha ,\beta `$, and $`B`$. Plots of $`S_{min}`$ from numerical calculation are shown in Fig. 2.

Tables of this kind of data can in principle be used to compare different experimental settings, by determining for each of them the set of values of $`m`$ such that $`S_m>S_{min}`$, and choosing the one with the largest set. However, it is much easier to perform such optimizations tasks with the help of an analytic parametrization. For the purpose of optimization, an approximation of the exact result is usually sufficient; in particular, there is no need to account for the discretization effects.

A simple parametrization of our result can be obtained by means of Gaussian approximation of the Poisson. It is easy to see that in this approximation, condition (1) translates into the following equation for $`S_{min}`$:

$$S_{min}=a\sqrt{B}+b\sqrt{B+S_{min}}$$
(4)
where $`a`$ and $`b`$ are the number of sigmas corresponding to one-sided Gaussian tests at significance $`\alpha `$ and $`\beta `$ respectively.

Solving eq. (4) for $`S_{min}`$ yields the solution:

$$S_{min}=\frac{b^2}{2}+a\sqrt{B}+\frac{b}{2}\sqrt{b^2+4a\sqrt{B}+4B}$$
(5)
This expression holds for one specific set of data selection criteria. Now consider the common situation where one has to decide on the set of cuts to be used in the analysis. This means that both the background $`B`$ and the number of expected signal events $`S_m`$ will depend on the cuts (let’s indicate the whole set of cuts with the symbol $`t`$). In a completely general case, in order to decide which set of cuts $`t`$ is best, one needs to determine for every $`t`$ the set of values $`\stackrel{~}{m}`$ to which the experiment is sensitive, by solving for $`\stackrel{~}{m}`$ the inequality:

$$S_{\stackrel{~}{m}}(t)\frac{b^2}{2}+a\sqrt{B(t)}+\frac{b}{2}\sqrt{b^2+4a\sqrt{B(t)}+4B(t)}$$

and then choose the cuts $`t`$ yielding the most extended region. The situation is much simpler when the efficiency $`ϵ`$ of the chosen cuts on the signal is indipendent of $`m`$, that is when one can write:

$$S_m(t)=ϵ(t)L\sigma _m$$

where $`L`$ is the integrated luminosity and $`\sigma _m`$ is the cross section of the process being searched for.

In this case one can simply invert the above equation to write down the minimum “detectable” (according to our criteria) cross section:

$$\sigma _{min}=\frac{\frac{b^2}{2}+a\sqrt{B(t)}+\frac{b}{2}\sqrt{b^2+4a\sqrt{B(t)}+4B(t)}}{ϵ(t)L}$$

Obviously, the maximum sensitivity is attained when $`\sigma _{min}`$ is smallest, that is when the quantity:

$$\frac{ϵ(t)}{b^2+2a\sqrt{B(t)}+b\sqrt{b^2+4a\sqrt{B(t)}+4B(t)}}$$
(6)
reaches its maximum. Note explicitly that, in the given assumption of the efficiency being independent of $`m`$, the optimal choice of cuts does not depend on the assumed cross section for the new process $`\sigma _m`$. This is a very useful feature, since this parameter is often unknown, and it is a direct consequence of the chosen approach, that focuses on maximizing the power where it is really necessary, that is at the threshold of visibility. Expression (6) becomes even simpler when the choice $`b=a`$ is made:

$$\frac{ϵ(t)}{a/2+\sqrt{B(t)}}$$
(7)
This simple expression is adequate in most problems of search optimization; also, it is readily compared with some “significance-like” expressions that are commonly used for optimization purposes:

* $`\frac{S}{\sqrt{B}}`$
* $`\frac{S}{\sqrt{B+S}}`$

Note that expression b) cannot be maximized without knowing explicitly the cross section for the searched signal. Also, it does not quite represent what one wants to maximize for a search, being more directly related to the relative uncertainty in the measurement of the yield of a new process, if found, than to significance. Expression a), being linear in $`S`$, shares with expression (7) the good property of being independent of the cross section of the new process, but it has the important problem of breaking down at small values of $`B`$. Imposing maximization of a) may push the experiment efficiency down to very small values. In order to see the failure of expression a), it is sufficient to consider, for instance, that it will prefer an expectation of $`0.1`$ signal events with a background of $`10^5`$ over a situation with $`10`$ signal events expected and a background of $`1`$ event.

It should be apparent that expression (7) (or its slightly more sophisticated form (6)), compared with “significances” a) and b), is not only better motivated, but also unambiguously preferable from a practical viewpoint.

The features of the discussed formulas are more easily seen by plotting the factor $`1/S_{min}`$ from the exact calculation (that is proportional to the quantity that needs to be maximized, as in eq. (6)) together with the two significance–like expressions discussed above: they all behave as $`1/\sqrt{B}`$ at large $`B`$, and it is therefore possible to normalize them to converge as $`B\mathrm{}`$. Expression b) is not simply proportional to $`S`$, so we had to make a choice and we put $`\frac{S}{\sqrt{B+S}}=a`$ , in agreement with the spirit of our current approach of focusing on the point where significance is at the threshold, and solved for $`1/S`$ to obtain a function of $`B`$ only.

The comparison is shown in Fig. 3, where it appears that our suggested solution lies between a) and b), where a) largely overestimates the “sensitivity” at low backgrounds, as expected, and conversely b) underestimates it, expecially for high significance settings.

The Gaussian approximation to the exact solution is shown instead in fig. 4, and its special case for $`ba`$ in fig. 5.

It can be seen that the approximate formulas work well at moderate values of $`a`$ and $`b`$, but become less accurate when high significance/CL are desired, due to the larger deviations from Gaussian behavior that occur in the Poisson far tails. However, the Gaussian approximation can easily be improved, without losing the good features of the solutions. For instance, it is possible to obtain a more accurate expression by accounting for differences between Gaussian and Poisson tail integrals at the next order in $`a`$ and $`b`$, simply by performing an empirical fit. This results in the following improved expression for $`S_{min}`$:

$$S_{min}=\frac{a^2}{8}+\frac{9b^2}{13}+a\sqrt{B}+\frac{b}{2}\sqrt{b^2+4a\sqrt{B}+4B}$$
(8)
Fig. 6 shows this slightly modified expression to be considerably accurate even at high significances, which makes it suitable also for searches of “really new” effects, where a significance level of $`5\sigma `$ is a customary requirements.

###### Acknowledgements.

The author wishes to thank Louis Lyons for many helpful comments.


text:
# Multifractal Properties of Price Fluctuations of Stocks and Commodities

## Acknowledgments

We thank L. A. N. Amaral, P. Gopikrishnan, V. Plerou, A. Schweiger for helpful discussions and suggestions and BP and NSF for financial support. Y. A. thanks the Bikura fellowship for financial support.


text:
# Metal-insulator Crossover Behavior at the Surface of NiS2

## I Introduction

The properties of two-dimensional (2D) electron systems, particularly in the presence of strong interaction and disorder, are a matter of considerable interest. While the ground state of a non-interacting disordered 2D electron system is predicted to be an insulator TVR , a recent experiment involving semiconductor inversion-layer devices has suggested a metal-insulator transition (MIT) in such a system PRB . This initiated a number of studies various  that aim at understanding whether such a quantum phase transition can occur in two dimensions. The question arises if electron interaction can lead to a metallic ground state even in a disordered 2D system. This has actually been suggested assuming that electron interaction opposes the effects of disorder prl . A recent theoretical study, however, predicts the absence of a true MIT in a 2D system in the simultaneous presence of disorder and interaction and proposes instead a crossover behavior SDS . The very nature of the mentioned systems based on Si MOSFET’s and various semiconducting heterostructures with very low electron densities PRB , however, does not allow to study their electronic structure by photoemission (PE), a method that has been applied successfully to MIT’s in 3D systems RMP .

The surface of NiS2-xSex ($`x`$ 0.4) represents a well-suited system for addressing several central questions concerning the ground-state electronic structure of 2D systems as well as for studying the evolution of the electronic structure by PE across a metal-insulator-like transition in a strongly correlated 2D system. While for bulk NiS2-xSex, with $`x>`$ 0.4, an $`x`$\- and $`T`$-driven MIT is well known and has been the subject of several studies shen1 ; shen2 ; fujimit ; mot1 ; husmann , we focus here on $`x`$ 0.4, where remarkable transport properties have been observed: While optical studies show that the bulk material is a gapped insulator at all $`T`$ kautz , this is not reflected in dc resistivity data thio1 ; honigres . Near room temperature, the resistivity exhibits an activated behavior, with a gap of $`0.2`$ eV, in agreement with optical conductivity/reflectivity measurements kautz . Below 120 K, however, no activated behavior is observed, and the resistivity even decreases with decreasing $`T`$. On the basis of detailed transport and Hall-effect measurements on samples with different surface-to-volume ratios, it was concluded that this resistivity behavior is due to a metallic surface layer with a thickness of a few unit cells thio1 . This is remarkable in view of the inevitable presence of disorder in real systems that should ensure a 2D insulating ground state TVR . And in fact, this is suggested by the recent observation of a steep increase in resistivity at low temperatures honigres , rendering the formation of a metallic surface layer at higher temperatures even more intriguing thio1 .

Many questions arise from these experimental observations, e.g., how the low-$`T`$ insulating phase connects to the high-$`T`$ metallic phase, whether there is a real phase transition or rather an unusual crossover behavior, and whether the surface is metallic at higher temperatures or the transport properties have to be interpreted in a different way. It is known that the bulk (3D) insulating behavior of NiS2 at all temperatures is due to the formation of a Mott-Hubbard gap in the single-particle excitation spectrum driven by electron-electron interaction, while so far there is no information on the nature of the low-$`T`$ insulating phase of the 2D surface of this system. One may ask if its insulating state is induced by electron-electron interaction or by Anderson localization in view of the increased effect of disorder in the lower dimension.

Here we present the results of a high-resolution PE study of the surface electronic structure of NiS2, giving evidence for a metallic state at high temperatures as suggested by the resistivity data. In addition, we find that the unusual transport properties of this compound and of the related NiS2-xSex system, with $`x`$ $``$ 0.4, are reflected in $`T`$-dependent changes of the surface electronic structure. With electron interaction and disorder driving the system towards localization instead of opposing each other, the ground state of this 2D system is proposed to be an Anderson-localized insulator despite the presence of strong electron interaction.

## II Experimental

The experiments were performed on both single crystals and sintered polycrystalline samples; the details of sample preparation were described earlier in Ref. fujimit . All samples were single phase as checked by x-ray diffraction, and the stoichiometries were confirmed by energy-dispersive x-ray analysis in a scanning electron microscope. Photoelectron spectroscopic experiments were carried out in spectrometers that are equipped with Scienta analyzers, Gammadata vacuum ultra-violet (VUV) lamps and monochromators to suppress the satellite radiations. We have used the high-intensity He I VUV radiation (h$`\nu =21.2`$ eV) for these experiments. The total-system energy resolutions were set at 8 meV full width at half maximum (FWHM) for most of the measurements. The samples were cooled by continuous-flow He cryostats and the temperature was controlled within $`\pm `$ 0.5 K at any given temperature. The Fermi energy ($`E_F`$) was determined at each temperature from spectra of polycrystalline Ag in electrical contact with the sample. Single-crystalline samples were primarily cleaved and used for angle-resolved band mapping at a few selected temperatures, while scraped polycrystalline samples were used to study in more detail the variation of the spectral weight at $`E_F`$ as well as to check reproducibility in case of thermal cycling.

## III Results and Discussion

In order to address subtle temperature-dependent changes in the electronic structure of any material with respect to the transport properties, it is most relevant to monitor the spectral changes at and near the Fermi energy, $`E_F`$. However, this requires a reliable normalization procedure before different spectra can be compared. In general, two distinct approaches have been adopted in the literature for this purpose. In one approach, different spectra are scaled to match at a given binding energy (BE); the specific BE (typically 0.5-0.6 eV) is normally chosen to be sufficiently removed from $`E_F`$, such that subtle changes in the electronic structure of the system that can be induced by temperature, are not expected to have any effect in the vicinity of the chosen BE. In the other method, the total integrated area under the spectrum over a certain energy window is normalized, referring to the conservation of the number of electrons in the system. In the present system, we find that both of these approaches converge and lead to the same result, as illustrated in the inset to Fig. 1a for the spectra of NiS2 recorded at two extreme temperatures of 20 K and 300 K. The spectra are normalized at 0.6-eV BE; interestingly, this normalization leads to the matching of the two spectra down to 1.6 eV starting from 0.5-eV BE. This extensive matching over the entire high-BE window ensures that the two spectra shown in the inset of Fig. 1a have almost the same total integrated areas. In fact, a normalization based on total integrated areas leads to spectra essentially indistinguishable from those given in the inset. It is also evident that there are no gross changes in the spectra as a function of $`T`$ note , which could influence the normalization procedure.

In fact, temperature-dependent changes occur only close to $`E_F`$ over a narrow energy range, as illustrated in the main panels of Figs. 1a and 1b for single- and polycrystalline samples, respectively. Interestingly, the data from single- and polycrystalline samples are almost identical. In order to understand this observation, we have carried out a detailed angle-resolved PE study of single-crystalline samples (not shown here). While we found extensive dispersions of the main intense valence band spectral region appearing at higher binding energies, our angle-resolved measurements established a relative insensitivity of the spectral features close to $`E_F`$ with respect to the angle of detection. This is consistent with the striking similarity of the spectral features from the single- and polycrystalline samples.

In order to discuss the changes close to $`E_F`$ in more detail, we show in Fig. 2 (main panel) a set of representative spectra covering a narrow energy scale at various temperatures. Far below $`E_F`$ (BE$`>`$ 0.5-eV), the spectra are essentially identical, as already illustrated in Fig. 1 for the two extreme temperatures. In the BE region between 100 and 500 meV, however, there is a systematic, though small, depletion of spectral weight with increasing temperature that compensates for the increase in spectral weight above $`E_F`$ with $`T`$. Here, we focus on the electronic states close to $`E_F`$, responsible for the transport properties, which exhibit remarkable changes with temperature. It is well known that in the case of a metal the spectral weight at and near $`E_F`$ changes significantly with temperature, which is easily understood in terms of the Fermi-Dirac statistics. The changes observed here, however, are distinctly non-Fermi-Dirac type, as we shall show below by a more detailed analysis.

Already without recourse to a detailed analysis, several important features can be recognized, which are particularly interesting in connection with the transport data reported for NiS2. On the basis of the shown PE spectra, there is compelling evidence for the surface of NiS2 to be metallic at room temperature. These evidences are: (i) There is a large spectral weight at $`E_F`$ in the room-temperature spectrum. (ii) There is a continuous and substantial spectral weight up to about 100 meV above $`E_F`$ in the same spectrum. (iii) The spectral weight above $`E_F`$ shows a characteristic Fermi-Dirac type depletion of spectral intensity with decreasing temperature, spread over the expected energy scale related to the thermal energy. In view of the total experimental energy resolution of the present PE experiments of 8 meV (FWHM), none of these observations can be explained by broadening due to finite resolution. The observations are clearly incompatible with the optical data that show NiS2 to be a wide-gap insulator. On the other hand, the results are consistent with the Hall-effect data thio1  and suggest that the surface of NiS2 is metallic, particularly when considering the high surface sensitivity of PE with a mean sampling depth of $``$ 7 Å. Thus, the surface layer of NiS2, only a few unit cells thick, has metallic character near room temperature, while the bulk of the sample, inaccessible to PE, remains an insulator.

It is interesting to note that the variation of the spectral function with temperature, shown on the main panel of Fig. 2, is very different from that of a normal metal. This can be inferred from the inset that displays corresponding spectra of polycrystalline Ag metal taken with the same setup. Here, the observed $`T`$-changes in the spectral function of Ag are readily understandable in terms of Fermi-Dirac (FD) statistics alone. With an essentially constant density of states in the vicinity of $`E_F`$ ($`𝒟(E_F)`$), this causes the spectrum to recover the weight lost above $`E_F`$ with decreasing temperature almost in a symmetrical manner and immediately below $`E_F`$, thus preserving the total spectral weight. Another consequence of $`𝒟`$ being unchanged with $`T`$ is that all spectra of Ag go through a common point at $`E_F`$ in spite of changing $`T`$, since the Fermi-Dirac statistics does not affect the spectral weight at the Fermi energy. An almost identical behavior of the spectral function is also observed for NiS (see second inset in Fig. 2). In contrast, the behavior of the PE spectra of NiS2 is qualitatively different. In particular, the redistribution of the spectral function below $`E_F`$ takes place over a much wider energy range than one would expect explicitly on a thermal scale, while above $`E_F`$ it appears to be controlled by $`T`$. Hence, the changes in the spectral function of NiS2 cannot be understood in terms of a fixed $`𝒟`$ around $`E_F`$ and FD statistics, in contrast to normal metals. Instead, we are forced to conclude from the raw data that the single-particle excitation spectrum of the surface of NiS2 is characterized by a temperature dependence of $`𝒟`$ itself.

Due to the presence of thermal broadening and resolution broadening, a quantitative estimate of $`𝒟(E_F)`$ at various temperatures cannot be obtained without recourse to simulations of the spectra in terms of a model $`𝒟(E)`$. With the high energy resolution achieved in the present PE experiments, thermal broadening is by far the dominant effect. This contribution, however, can be readily removed from the spectra by assuming a symmetric $`𝒟(E)`$ mohit , or by dividing the raw spectra by the FD distribution function susaki . We illustrate the results of the latter analysis by the inset in Fig. 3, demonstrating a remarkable depletion of spectral weight with decreasing temperature over a wide energy range, with the strongest effects at $`E_F`$. As pointed out further above, the corresponding amount of spectral weight is recovered almost uniformly distributed over the BE range from 0.15 eV to 0.45 eV, with the effects of FD distribution being virtually absent at such high BE.

Besides these two methods, the $`T`$ dependence of $`𝒟(E_F)`$ was also obtained by direct fitting of the spectra of Fig. 2 with a $`𝒟(E)`$ described by a polynomial function, multiplied by the FD distribution at a given $`T`$ and convoluted by a Gaussian for the known resolution. All these different analyses result in similar values of $`𝒟(E_F)`$, demonstrating an insensitivity on details of the model. The resulting $`𝒟(E_F)`$ are plotted on the main panel of Fig. 3 as a function of $`T`$, with error bars that contain the variations of $`𝒟(E_F)`$ from the different analyses. $`𝒟(E_F)`$ increases slightly with decreasing temperature from 297 K to 260 K, and then decreases progressively down to 115 K. Between 115 K and 75 K, there is a more pronounced decrease in $`𝒟(E_F)`$, suggesting the opening of a gap-like structure in the single-particle excitation spectrum; below 75 K, the gap-like structure is fully developed and $`𝒟(E_F)`$ remains essentially unchanged. The formation of an energy gap in the electronic structure of NiS2 thus occurs in the very temperature range, where the resistivity is known to increase honigres .

This behavior is not specific to NiS2 alone. As mentioned before, also the related compounds NiS2-xSex are bulk insulators, with the resistivity data suggesting a 2D metallic overlayer for $`x`$ 0.4 honigres . PE spectra of NiS2-xSex, with $`x=0.3`$ and $`x=0.4`$, were recorded at various temperatures and reveal a behavior similar to that of NiS2. Data for NiS1.6Se0.4 are included in Fig. 3, and they clearly resemble the behavior of NiS2, with a tiny initial increase in $`𝒟(E_F)`$ between 297 and 260 K, followed by a moderate decrease down to 75 K, and then the signature of a gap at $``$ 35 K. The PE results for NiS1.7Se0.3 (not shown here) are again similar, with the formation of a gap-like structure at $``$ 55 K. Interestingly, the gap-like structures in the single-particle excitation spectrum form at progressively lower temperatures with increasing $`x`$, i.e., at about 75 K, 55 K, and 35 K for $`x=0`$, 0.3, and 0.4, respectively. This follows the trend of decreasing $`T`$, at which the upturn in resistivity has been observed for NiS2-xSex honigres , and establishes a close relationship between the transport properties and the observed decrease of $`𝒟(E_F)`$.

The details of the temperature-dependent surface electronic structure, as derived from the PE spectra of NiS2 and related compounds, further suggest several important implications. We first note that $`𝒟(E_F)`$ for any of the three compounds studied, in spite of the pronounced gap-like structure, does not vanish completely, even at the lowest $`T`$. While the gap-like structure in $`𝒟(E)`$ at the low-$`T`$ limit is presumably driven by strong correlation effects, the persistence of a finite $`𝒟(E_F)`$ suggests that the ground state is not a Mott insulator with a fully developed energy gap; it rather indicates that Anderson localization driven by disorder is the origin of the insulating behavior.

The overall dependence of $`𝒟`$ on $`T`$ displayed in Fig. 3 shows that the gap-like structure disappears over a relatively narrow temperature range of $`40`$ K rather than by a gradual filling of the gap over a larger $`T`$ interval. This cannot be explained by thermal excitations of charge carriers alone implying that the underlying electronic structure itself changes rapidly, accompanying the metal-insulator crossover over a narrow $`T`$ range. This behavior might be related to a temperature-dependent screening of correlation effects by itinerant electrons. At high temperatures the screening is highly effective, leading to a less correlated state and consequently to the disappearance of the gap-like structure in the single-particle excitation spectra. At lower temperatures, however, Anderson localization of the electrons leads to less effective screening, with a gap forming in the excitation spectrum. While this may possibly be a continuous change-over with temperature, as suggested by the slow change of $`𝒟(E_F)`$ at higher $`T`$, it is most remarkable in a narrow temperature interval, where a change in the transport properties was observed. If indeed such a screening mechanism is relevant, it has to have a non-trivial dependence on $`T`$ beyond the thermal excitation of mobile charge carriers.

At this point, it is tempting to rationalize the presence of metal-like surface layers in these systems. One obvious possibility is a deviation of the surface stoichiometry from the bulk, leading to a doping of the surface layer with charge carriers. However, the large $`𝒟(E_F)`$ observed near room temperature would correspond to a very high doping level and hence to a significant deviation from stoichiometry. This is incompatible with the intensity ratios of core-level PE spectra from Ni, S, and Se, which were found to follow the nominal bulk compositions in all samples. Moreover, if the doped charge carriers arising from non-stoichiometry were indeed mobile, without altering the underlying electronic structure, there would be no reason for the charge carriers to reside only in the surface layer.

A possible explanation is obtained from the unusual properties of NiS2 compared to CoS2 and CuS2. While NiS2 is a bulk insulator, the latter two are bulk metals wil . The exceptional behavior of NiS2 shows up also in the lattice parameters being larger than expected from their systematic variation in the pyrite family, $`M`$S2, with $`M`$ = Mn-Zn wil . The unusually expanded lattice of NiS2 is expected to lead to a reduction of the bandwidth, driving bulk NiS2 insulating, in contrast to the metallic ground states of CoS2 and CuS2. This point of view is supported by the fact that bulk NiS2 turns metallic at a pressure of 46 kbar mori . Given this relation between the lattice parameters and the metallic character of bulk NiS2, a reduction of the lattice parameters at the surface could lead to an altered surface electronic structure of NiS2 with the tendency towards a more metallic character. And in fact, preliminary ab initio full-potential calculations of the surface electronic structure of NiS2 unpub  indicate a reduction of the lattice parameters and consequently an increase in $`d`$ bandwidth at the surface for several crystallographic surfaces.

To summarize, we propose the following scenario: Lattice relaxation near the surface region of NiS2 and related compounds tends to drive the surface metallic, which, however, is inhibited by the 2D nature of the surface layer; instead Anderson localization leads to an insulating ground state of the surface layer. At higher temperatures, crossover towards a metallic behavior occurs, as evidenced by the transport properties. This crossover is characterized by the disappearance of the gap-like feature in the electronic structure around $`E_F`$ and by a rapid increase in $`𝒟(E_F)`$, driven by a decrease of the effective Coulomb interaction strength as well as of the disorder potential due to screening by a larger number of thermally excited electrons. However, the narrow temperature range, in which this strong change in the electronic structure occurs, is remarkable and requires further theoretical explanation.

The authors thank S. Das Sarma, H.R. Krishnamurthy, and P. Mahadevan for fruitful discussions. The work was supported by the Deutsche Forschungsgemeinschaft, Sfb-290, TPA 06, and the Deutsches Zentrum für Luft- und Raumfahrt e.V., Project INI-012-99, as well as by the Department of Science and Technology and Board of Research in Nuclear Sciences, Government of India. D.D.S. thanks the Freie Universität Berlin and the University of Tokyo for hospitality. C.M. acknowledges financial support by the Alexander von Humboldt Foundation.

## Figure Captions

Fig. 1. PE spectra of NiS2 from (a) single-crystalline and (b) polycrystalline samples at the given temperature. The inset illustrates the normalization procedure over a larger range of binding energies.

Fig. 2. PE spectra of polycrystalline NiS2, recorded at various temperatures. Insets: corresponding spectra for polycrystalline Ag and polycrystalline NiS.

Fig. 3. $`T`$ dependence of $`𝒟(E_F)`$ of NiS2, extracted from the spectra of Fig. 2; data for NiS1.6Se0.4 are included. Inset: $`𝒟(E)`$ at various temperatures, obtained as described in the text.


text:
# X-ray photoemission study of NiS2-xSex (𝑥 = 0.0 - 1.2)

## I Introduction

Pyrite type disulfides of 3$`d`$ transition metals have been extensively studied as these systems are expected to be well suited for the experimental investigations of electron correlation effects in narrow band electron systems. In the isostructural pyrite series, $`M`$S2 ($`M`$ = Fe, Co, Ni, Cu and Zn), the physical properties of the system evolves from the progressive filling of the 3$`d`$ bands of $`e_g`$ symmetry and exhibit a wide variety of electrical and magnetic properties . The ground state metallic or insulating properties of the series appear mostly in agreement with the single particle band theory. Thus, FeS2 and ZnS2 are insulators where the $`e_g`$ band is entirely empty for FeS2 and totally occupied for ZnS2, whereas CoS2 and CuS2 with 1/4 and 3/4 band fillings are metals, as expected . However, NiS2, in spite of its half-filled $`e_g`$ band, is insulating in contrast to results based on band structure calculations and is thought to be driven by electron correlations giving rise to the Mott insulating state . It is found that NiSe2, with the same pyrite structure, is completely miscible with NiS2 in the entire composition range, forming the solid solution NiS2-xSex. NiSe2 is metallic and thus the ground state of the solid solution changes over from insulating to a metallic one at $`x_c0.43`$ , without any change in the symmetry of the crystal structure  and is believed to be an ideal testing ground for various many-body theories for metal-insulator transitions in strongly correlated narrow band electron systems .

At room temperature, NiS2 is a paramagnetic insulator with a band gap of 0.3 eV, estimated from optical studies , while the transport measurements suggest an activation energy of 0.2 eV . It is also found that for a narrow range of composition near $`x_c`$, the system undergoes a transition from antiferromagnetic insulator to antiferromagnetic metal with decreasing temperature . The low temperature antiferromagnetic metallic state vanishes around $`x=1.0`$, leading to a paramagnetic metallic ground state of the system . NiS2 crystallizes in the cubic pyrite structure ($`Pa\overline{3}`$ space group) with the lattice parameter, $`a=5.620`$ Å . Each Ni atom is coordinated with 6 sulphur atoms in a slightly distorted octahedral environment with the 3$`d`$ level split essentially into a lower lying $`t_{2g}`$ triplet and a higher lying $`e_g`$ doublet. The Ni-S distance in NiS2 ($`d_{NiS}`$ 2.40 Å) is slightly larger than that in other divalent sulphides of Ni, such as NiS($`d_{NiS}`$ 2.39 Å) and BaNiS2 ($`d_{NiS}`$ 2.32 Å). One characteristic feature of the structure of NiS2 is the presence of very short S-S bonds ($`d_{SS}`$ 2.06 Å) compared to that in other sulphides, such as NiS ($`d_{SS}`$ 3.44 Å) and BaNiS2 ($`d_{SS}`$ 3.14 Å). This leads to the formation of S$`{}_{}{}^{2}{}_{2}{}^{}`$ dimers, indicating the presence of strong S-S interactions in the system.

The electronic structure of NiS2-xSex has been studied extensively over the years, though mainly using UV-photoemission spectroscopy. However, a recent high-resolution UV photoemission study of this series with $`x0.4`$  established that the surface electronic structure of this system behaves very differently compared to that of the bulk. These differences can be clearly observed with the surface sensitive UV photoemission technique, appearing close to the Fermi energy and exhibiting interesting changes in the electronic structure as a function of the temperature. These changes can only be seen within 500 meV of $`E_F`$ and do not appear to affect even the UV photoemission spectrum in the main valence band region appearing nearly 2 eV below $`E_F`$. X-ray photoemission spectroscopy is known to be more bulk sensitive than UV-photoemission spectroscopy; therefore, it is more appropriate to use this technique to study the gross electronic structure of NiS2 and related compounds and its evolution across the solid solution series. It is also well known that electron-correlation effects are important to describe the electronic structure of these systems while single-particle band theories fail. Different configuration-interaction models including electron correlation effects have been proposed to explain the valence band (VB)  and core level spectra  in the past; however, there has been no consistency between different models used and also between models used for the core level and valence band spectra. In the present study, we investigate the electronic structure of NiS2-xSex system using X-ray photoelectron spectroscopic measurements in conjunction with parameterized many body calculations based on a single model Hamiltonian with the same set of parameter values for both core level and valence band spectra. Here, we also study the evolution of the core level and valence band spectra across the solid solution and discuss their implications.

## II EXPERIMENTAL AND THEORETICAL DETAILS

Samples of NiS2-xSex with $`x=0.0`$, 0.4, 0.6, 0.8 and 1.2 used for the present study were prepared by the standard solid state reaction techniques reported in the literature . X-ray diffraction patterns as well as resistivities of the samples were found to be in agreement with the reported data . Spectroscopic measurements were carried out in a combined VSW spectrometer with a base pressure of 2$`\times 10^{10}`$ mbar equipped with a monochromatized Al K$`\alpha `$ x-ray source with an overall instrumental resolution better than 0.8 eV. All the experiments were performed at 120 K and the sample surface was cleaned in situ periodically during the experiments by scraping with an alumina file; the surface cleanliness was monitored by recording the carbon 1$`s`$ and oxygen 1$`s`$ core level XP signals. The reproducibility of the spectral features were confirmed in each case. The binding energy was calibrated to the instrument Fermi-level that was determined by recording the Fermi-edge region of a clean silver sample.

Core level and valence band (VB) spectra were calculated for NiS6 cluster with an octahedral structure, within a parameterized many-body multi-band model including orbital dependent electron-electron (multiplet) interactions; the details of these calculations have been described elsewhere . The calculations were performed in the symmetry adapted $`t_{2g}`$ and $`e_g`$ basis including the TM 3$`d`$ and the bonding sulphur 3$`p`$ orbitals. In the calculation for the valence band spectrum, the S 3$`p`$ spectral contribution was obtained by the resolution broadening of the S 3$`p`$ partial DOS obtained from the LMTO band structure calculation , while the Ni 3$`d`$ contribution to the spectrum was evaluated within the cluster model. This is reasonable in view of the negligible correlation effects within the broad band S 3$`p`$ manifold. Moreover, the S 3$`p`$ spectral distribution is strongly influenced by the short S-S bonds in the S$`{}_{2}{}^{}{}_{}{}^{2}`$ dimers, not included in the cluster model. In contrast, such effects are described accurately within the LMTO approach. The calculations were performed by the Lanczos algorithm and the calculated one-electron removal spectra were appropriately broadened to simulate the experimental spectra. In the Ni 2$`p`$ core level calculation, Doniach-$`\stackrel{˘}{S}`$unji$`\stackrel{´}{c}`$ line shape function  was used for broadening the discrete energy spectrum of the cluster model, in order to represent the asymmetric line shape of core levels and is also consistent with other core levels in the system (e.g., S 2$`p`$ and Se 3$`d`$). In the case of valence band spectral calculations, energy dependent Lorentzian function was used for the lifetime broadening. Other broadening effects arising from the resolution broadening and solid state effects, such as the band structure and phonon broadenings, were taken into account by convoluting the spectra with a Gaussian function. The broadening parameters were found to be consistent with values used earlier for similar systems .

## III RESULTS & DISCUSSIONS

The S 2$`p`$ core level spectra for the samples studied are shown in the main panel of Fig. 1, as open circles. For NiS2, the experimental S 2$`p`$ spectrum shows a spin-orbit split doublet as expected and the overlapping solid line shows the simulated spectrum using the usual constrain on the intensity ratio (2:1) between the spin-orbit split partners, 2$`p_{3/2}`$ and 2$`p_{1/2}`$ . However, for $`x>0`$, we see two more features in the spectra, indicating the presence of overlapping Se 3$`p`$ levels in the same binding energy range. We have analyzed the experimental spectra for $`x>0`$ samples in terms of contribution of two spin-orbit split doublets, simulating the S 2$`p`$ and Se 3$`p`$ states and the resulting fits from least-square-error analysis are shown as the overlapping solid lines in each case, illustrating a very good agreement. In the inset I, we show the individual components of the S 2$`p`$ and Se 3$`p`$, separately for $`x=0.8`$. In order to estimate the relative Se/S ratio in the surface region of the samples probed by the photoemission technique, we take the ratio of the intensities of Se 3$`p`$ and S 2$`p`$ for $`x=0.4`$, 0.6 and 1.2 and normalize with that obtained for $`x=0.8`$, assuming that for $`x=0.8`$, the surface composition is the same as dictated by the stoichiometry. Thus obtained ratio $`\frac{(Se3p/S2p)_x}{(Se3p/S2p)_{0.8}}`$ from the fitting procedure are plotted in inset II as open circles with error bars. We also plot the expected ratio (solid line) in the same inset as a function of the nominal bulk compositions for all $`x>0`$. The plot exhibits a good agreement between the experimental and the expected values. This clearly suggests that the surface composition in this system remains close to that of the bulk without any complication arising from surface non-stoichiometry or segregation.

The Se 3$`d`$ spectra for the entire composition range is shown in the main panel of Fig. 2. The spectral features are broad without any clear indication of the expected spin-orbit split doublet ($`3d_{5/2}`$ and $`3d_{3/2}`$) signals. Our analysis of the spectral line shape suggests it to be incompatible with a single type of Se atoms in the system, since the spectral shape could not be simulated by a single set of spin-orbit doublet. It is reasonable to expect the presence of two types of Se atoms in NiS2-xSex. These two types of Se atoms are distinguished by the bonded partner within the dimer unit, since one would in general expect (Se-Se)2-, (Se-S)2- as well as (S-S)2- units to be present in samples with $`2>x>0`$ in the NiS2-xSex series. Raman spectroscopy  has been used to identify the presence of bond stretching vibrations of S-S, S-Se and Se-Se molecular units in agreement with this point of view. However, the relative abundance of each of these three types of dimers in any sample of given $`x`$ is not known so far. Since the nearest neighbor chemical environment of Se in (Se-Se)2- is different from Se in (Se-S)2- dimers, the two types of Se are expected to have different binding energies arising from chemical shifts in the core level spectra. Thus, we attempt to describe the spectra with two distinct Se 3$`d`$ spin-orbit split doublets. In inset I, the two components obtained for $`x=1.2`$ along with the experimental data and the resulting fit are shown as an example. The resulting fits to the experimental spectra are shown as solid lines in the main panel of Fig. 2, exhibiting good agreement for all $`x`$. The observed chemical shift of about 1.0 eV between the two types of Se sites, was found to be the same in all the samples. It is easy to estimate the expected intensity ratio from these two types of Se sites assuming a random substitution of S atoms by Se in NiS2-xSex; this is given by the statistical ratio, $`\frac{I_{SeSe}}{I_{SeS}}=\frac{x}{4(2x)}`$. In inset II, we plot experimentally and theoretically obtained intensity ratios between Se-Se and Se-S pairs (open circles and solid line respectively) against the respective Se content ($`x`$). We find a remarkable agreement between the two, indicating that the Se substitution is indeed random in these samples.

We now turn to the Ni 2$`p`$ core level spectrum which often manifests distinct spectral signatures arising from various many-body interactions. Ni 2$`p`$ spectrum in NiS2 (see Fig. 3) consists of spin-orbit split, $`2p_{3/2}`$ and $`2p_{1/2}`$ peaks at 853.5 eV and 871 eV binding energies, respectively, with pronounced satellite features around 860 eV and 876 eV, indicating the presence of electron correlations in the system. The satellite intensity relative to the main peak appears considerably more intense in the $`2p_{1/2}`$ region compared to that in the $`2p_{3/2}`$ region. In order to determine the inelastic scattering background, we have performed electron energy loss spectroscopy (EELS) on these samples, with the same primary energy as that of the Ni $`2p`$ core level peak. Using a procedure that have been previously employed , the inelastic background function obtained for NiS2 is shown in the inset of Fig. 3, as a dotted line. We find that there is an intense and structured contribution from the background function overlapping the $`2p_{1/2}`$ satellite region, resulting in the anomalously large satellite intensity in the $`2p_{1/2}`$ region compared to that in the $`2p_{3/2}`$ region; this feature in the inelastic scattering spectrum of NiS2 arises from a plasmon band. It is also seen that at about 857 eV, there is a peak-like structure in the inelastic background; this appears at about the same energy position as that of the strong asymmetry in the line shape of the $`2p_{3/2}`$ main peak. This structure in the inelastic scattering background could have its origin from the inter-band $`pd`$ transitions.

We have calculated Ni $`2p`$ core level and valence band (VB) spectra of NiS2 within the same model involving a NiS6 cluster to obtain quantitative many-body description of the electronic structure. In this calculation for Ni2+, the electron-electron interaction parameters, $`F_{dd}^2=9.79`$ eV, $`F_{dd}^4=6.08`$ eV, $`F_{pd}^2=6.68`$ eV, $`G_{pd}^1=5.07`$ eV, and $`G_{pd}^3=2.88`$ eV were used. The calculated Ni $`2p`$ spectrum with the hopping interaction strength $`(pd\sigma )`$, the charge transfer energy ($`\mathrm{\Delta }`$) and Coulomb interaction strength ($`U_{dd}`$) being -1.5 eV, 2.0 eV and 4.0 eV, respectively, is shown in the main figure by a solid line overlapping the experimental spectrum (open circles). The calculated spectrum includes the experimentally determined inelastic background, shown in the inset. There is evidently a good agreement between the experimental and the calculated spectrum. The calculated discrete spectrum arising from this finite-sized cluster calculation without any broadening is also presented as a stick diagram in the main panel. The present results show that it is necessary to take into account the contributions to the experimental spectrum from the extrinsic loss processes in order to provide a proper quantitative description of the spectrum. The previous estimates of various parameter strengths in NiS2 obtained from a model that included a “conduction band” in addition to the Ni 3$`d`$-S 3$`p`$ basis within the cluster model for the core level calculation , are $`(pd\sigma )=1.2`$ eV, $`\mathrm{\Delta }=2.0`$ eV, and $`U_{dd}=5.5`$ eV. Thus, the present estimates differ significantly for both $`(pd\sigma )`$ and $`U_{dd}`$, where we have a larger estimate for $`(pd\sigma )`$ and a smaller value for the $`U_{dd}`$. However, the $`(pd\sigma )`$ values estimated for NiS2 in the present case is similar to that estimated for other divalent nickel sulphides, for example, $`(pd\sigma )=1.4`$ eV for NiS  and -1.5 eV for BaNiS2 . Additionally, as we show later in the text, the present estimates are also consistent with the valence band spectrum. The charge transfer energy, $`\mathrm{\Delta }`$, varies considerably for different sulphides of nickel, with NiS2 having a $`\mathrm{\Delta }`$ of 2 eV compared to 2.5 eV for NiS and 1.0 eV for BaNiS2 . In general, $`\mathrm{\Delta }`$ is expected to be smaller for sulphides compared to oxides, since the O $`2p`$ levels are energetically more stable than the S $`3p`$ levels; for example, the estimated $`\mathrm{\Delta }`$ for NiO is 5.5 eV . The value of $`U_{dd}`$ in NiS2 is found to be the same as that in NiS , while in the case of BaNiS2, $`U_{dd}`$ estimated is still smaller ($`3`$ eV) , possibly arising from a more efficient screening in the metallic system due to a smaller $`\mathrm{\Delta }`$ and slightly large $`(pd\sigma )`$ values.

The ground state wavefunction of NiS2 corresponding to the estimated parameter strengths have been analyzed in terms of contributions from various electron configurations. The ground state of the system was found to consist of 61.6%, 35.1% and 3.3% of $`d^8`$, $`d^9\underset{¯}{L}^1`$, and $`d^{10}\underset{¯}{L}^2`$ configurations with a high-spin configuration ($`S=1`$). The average value of the $`d`$occupancy $`(n_d)`$ is found to be 8.42, showing a highly covalent ground state of the system, which is very similar to that obtained for NiS (8.43)  and BaNiS2 (8.48) . We have analyzed the characters of the final states of the system responsible for the different features in the experimental spectrum in order to understand their origins. The analysis was carried out for some of the representative final state energies marked 1-10 in Fig. 3. The different contributions to the final states from various electron configurations ($`d^8`$, $`d^9\underset{¯}{L}^1`$, $`d^{10}\underset{¯}{L}^2`$) are listed in Table. I. These features can be grouped into three different regions; the main peak region, 852-856 eV (labelled 1-4); intense satellite region, 859-862 eV (labelled 5-8), and weak satellites in the region of 864-867 eV (labelled 9 and 10). The first group of features in the main peak region has a dominant $`d^9\underset{¯}{L}^1`$ character as seen from the table, which are the ‘well-screened’ states of the system, corresponding to one ligand (sulphur) electron being transferred to the Ni site to screen the attractive potential of the Ni $`2p`$ core-hole created by the photoemission process. This is similar to the observations from previous studies in the charge transfer systems, where $`d^9\underset{¯}{L}^1`$ states are stabilized compared to the other configurations giving rise to the intense main peak. The second group of features have a mixed character with significant contributions from all the configurations. This is in contrast to the case of NiO where the intense satellite structure results primarily from the $`d^8`$ configuration, establishing that the satellite in the Ni 2$`p`$ core spectrum in NiS2 cannot be described as a ’poorly screened’ state. Such heavily mixed characters of the satellites have been shown to exist for intermetallic compounds of Th . For the third group of features, the primary contribution comes from both $`d^8`$ and $`d^9\underset{¯}{L}^1`$ contributions with relatively lower contributions coming from $`d^{10}\underset{¯}{L}^2`$ character.

In Fig. 4, we show the experimental XP valence band spectrum (open circles) along with the calculated spectrum (solid line) using the same model. As mentioned before, we have used the S 3$`p`$ partial DOS obtained from the band structure calculation to represent the S 3$`p`$ contribution to the valence band spectrum. It was also found necessary to shift rigidly the S 3$`p`$ partial DOS by about 0.9 eV to higher binding energy in order to match the experimentally observed S 3$`p`$ features. The various contributions to the calculated spectrum, Ni $`3d`$ (dashed line) and S $`3p`$ (dot-dash line) are shown along with the experimental data in Fig. 4. An inelastic scattering background function (dotted lines) is also included in the total calculated spectrum. The calculated discrete contributions from the Ni $`3d`$ to the total spectrum for NiS2 are also shown without any broadening effects as a stick diagram in Fig. 4. The parameter set used for the valence band calculation is identical to that used for the core level calculation. In view of the fact that no parameter was adjusted to obtain a fit, the agreement between the experimental spectrum and the calculated one is remarkable over the entire energy range. The increasing intensity in the experimental spectrum beyond 11 eV is due to S 3$`s`$ level with a peak at about 14 eV. There are two distinct sets of parameters proposed earlier on the basis of valence band analysis. Fujimori et al. obtained $`\mathrm{\Delta }=1.8`$ eV, $`U_{dd}=3.3`$ eV and $`(pd\sigma )=1.5`$ eV, while Sangaletti et al. arrived at $`\mathrm{\Delta }=3.0`$ eV, $`U_{dd}=4.5`$ eV and $`(pd\sigma )=1.35`$ eV. Good agreement between the experimental spectrum and the calculated one in the present study (see Fig. 4) over the entire range with a minimum number of parameters, indicates the reliability of the parameter set estimated here. This is further enhanced by the fact that the same set of parameters also provides an equally satisfactory description of the core level spectrum (see Fig. 3). We note that previous estimates in ref.  is in better agreement with the present results, with the ref.  arriving at a too high an estimate for $`\mathrm{\Delta }`$ and too low an estimate for $`(pd\sigma )`$.

The main peak region in the valance band spectrum at about 2.3 eV arises essentially from Ni 3$`d`$ photoemission contribution though there is a small contribution arising from S 3$`p`$ states also due to hybridization mixing of Ni 3$`d`$ and S 3$`p`$ states. The features at 3.5 eV and 7.5 eV are contributed primarily by the S 3$`p`$ contributions. As the same model and same parameters were used for the VB calculation of NiS2, the ground state of the system was the same as that described in the core level calculation. The results of the character analysis of the final states labelled 1-11 in Fig. 4 are shown in Table. II. The spectral features can be grouped into three regions, the main peak region (0-3.5 eV, labelled 1-4), the spectral features in the 5-7 eV range (labelled 5-7) and satellites beyond 8.5 eV (marked 8-11). The final states in the main peak region predominantly consist of $`d^8\underset{¯}{L}^1`$ states with non-negligible contributions from $`d^9\underset{¯}{L}^2`$ and $`d^7`$ configurations. This is similar to the case of other charge-transfer systems, like NiO . In the 5-7 eV spectral region, the final states have very similar character as that in the main peak region, with the contributions from $`d^8\underset{¯}{L}^1`$ further enhanced at the expense of contributions from $`d^7`$ and $`d^{10}\underset{¯}{L}^3`$ states. The satellite features at higher energies (marked 8-11) are dominated by $`d^7`$ and $`d^9\underset{¯}{L}^2`$ configurations with little contributions from other configurations. As these satellite features have dominant $`d^7`$ character, these could be attributed to the spectral signature of the lower Hubbard band in the system. However, these features are not distinct in the experimental spectrum due to their weak intensities.

We now turn to the results obtained from the solid solution NiS2-xSex in order to address the changing electronic structure observed with increasing $`x`$ in the series. The Ni $`2p`$ core level spectra for the entire series are shown in the main panel of Fig. 5. For all the compositions the spectra appear to be quite similar, though there are some subtle differences between the spectra with different Se contents. The spectra for $`x=0`$, 0.6 and 1.2 are overlapped in the inset of Fig. 5 for the 2$`p_{3/2}`$ region. As the Se content increases, the 2$`p_{3/2}`$ level narrows, consistent with the previous report . In this comparison, the satellite intensity relative to the main peak intensity appears to decrease marginally as $`x`$ increases. This apparent decrease of the satellite intensity is essentially compensated by the narrowing of the main peak, such that the integrated satellite intensity relative to the main peak integrated intensity remains essentially the same. From the core level analysis, we see that the intensity of the satellite peak is sensitive to the value of $`U`$. Hence, on the basis of the insensitivity of the satellite intensity, we conclude that all electronic interaction strengths, and in particular the on-site coulomb interaction strength $`U`$, do not change significantly across the composition range studied; the same calculated result, as shown in Fig. 3, can explain the different core level spectra in Fig. 5 equally well with slight adjustments of the broadening functions.

The XP valence band spectra of NiS2-xSex for $`x=0.0`$, 0.6, 0.8 and 1.2 recorded using Al K$`\alpha `$ are shown in Fig. 6. As $`x`$ increases, the various features marked (A, B, and C) become more evident in the XP spectra; additionally, the separation between the features A and B increases across the series. As $`x`$ increases, the Se 4$`p`$ contribution to the VB increases and the changes in feature C can be attributed to this. As the features A and B are dominated by Ni 3$`d`$ states, the spectral changes suggest some subtle modifications in the electronic structure, which is presumably also responsible for the change in the ground state properties with $`x`$, namely the insulator-metal transition. However, such effects cannot be treated within the minimal cluster model considered here and more sophisticated approaches like Dynamical Mean Field Theory (DMFT)  are required to study the detailed electronic structure near $`E_F`$. Within the resolution limit of XPS, we do not see any dramatic changes in the valence band spectrum near $`E_F`$, across the series. Even for the bulk insulating NiS2, there is a finite intensity at $`E_F`$ and this could be due to the resolution broadening, but also might have some contribution coming from the surface metallic layer . However, there is an indication of an increased intensity at $`E_F`$ with increasing $`x`$, consistent with the increase in the metallicity of the solid solution. The metal-insulator transition in NiS2-xSex series is an issue which have been studied extensively, however, still not understood completely. Our study reveals that the on-site Coulomb interaction in the system does not change with the increase in the Se substitution. This is consistent with the suggestion of NiS2 and NiSe2 having similar $`U`$ . Moreover, band structure studies  reveal that the effective Ni $`d`$ band width ($`W`$) increases in going from NiS2 to NiSe2. Thus, as a result of the increase in $`W`$, the effective correlation strength ($`U/W`$) decreases, driving the system metallic for $`x`$ above $`x_c`$. The estimated values of $`(pd\sigma )`$, $`\mathrm{\Delta }`$ and $`U`$ (-1.5 eV, 2.0 eV and 4.0 eV, respectively), places NiS2 in the regime of covalent insulators, close to $`pd`$-metals. As Se is substituted in place of S, the system moves in to the $`pd`$-metallic regime, driven by the decrease in $`(U/W)`$, resulting in the bulk metal-insulator transition in the system.

In conclusion, we have investigated the electronic structure of NiS2-xSex system using x-ray photoemission spectroscopy. The analysis of the S 2$`p`$ and Se 3$`d`$ spectra revealed the homogeneity of the samples, without any segregation or non-stoichiometry. The electronic structure of NiS2 has been studied by means of a parameterized multi-band cluster model and is found to be successful in describing the core level and valence band spectra within the same model and an identical parameter set. These calculations show that NiS2 is a strongly correlated system with a highly covalent character. It is found that the on-site Coulomb interaction strength ($`U`$) does not change with the Se substitution and the system transforms from the covalent insulator regime to a $`pd`$-metallic type, due to the enhanced bandwidth resulting from the substitution of S by Se.

## IV Acknowledgments

The authors thank the Department of Science and Technology, and the Board of Research in Nuclear Sciences, Government of India, for financial support. SRK thanks the Council of Scientific and Industrial Research, Government of India, and The Abdus Salam International Centre for Theoretical Physics (ICTP), Trieste, Italy for financial assistances. The authors also thank Professor S. Ramasesha and the Supercomputer Education and Research Center, Indian Institute of Science, for providing the computational facility.

## V figure captions

Fig. 1. S 2$`p`$ core level spectral region for the series NiS2-xSex. For $`x>0`$, Se 3$`p`$ contribution in the same spectral region is observed. The solid lines show the result of the analysis of the spectral shape in terms of contributions from S 2$`p`$ and Se 3$`p`$ levels. Individual S 2$`p`$ and Se 3$`p`$ components are shown for $`x=0.8`$ in inset I. The Se/S ratio with respect to $`x=0.8`$ obtained from the analysis is plotted in inset II as a function of the nominal Se content of the samples.

Fig. 2. Se 3$`d`$ core level spectra for the series NiS2-xSex. The solid lines show the result of the analysis of the spectral shape in terms of contributions from two chemically-distinct Se 3$`d`$ components arising from Se-Se and Se-S pairs. The spectral analysis is illustrated for $`x=1.2`$ in inset I in terms of the Se 3$`d`$ components. The intensity ratio between different components (Se-Se and Se-S bonds) obtained from the analysis is shown in inset II as open circles while the solid line represents theoretically expected ratio.

Fig. 3. Experimental Ni $`2p`$ core level spectrum of NiS2 (solid circles) along with the inelastic scattering background function (dotted line) obtained from EELS is shown in the inset. Experimental Ni $`2p`$ spectrum (open circles) along with the calculated spectrum (solid line) for NiS2 obtained from the cluster calculation is shown in the main panel. Various final states of the cluster calculation and the corresponding intensity contributions without any broadening are shown as the bar diagram.

Fig. 4. The experimental VB spectrum (open circles) along with the calculated spectrum (solid line), Ni $`3d`$ component (dashed line), S $`3p`$ component (dot-dashed line) and the integral background (dotted line) are shown for NiS2. The final states of the calculation and the corresponding intensities without any broadening are shown as the bar diagram.

Fig. 5. Ni 2$`p`$ core level spectra from the series NiS2-xSex for various $`x`$ values are shown in the main panel. Inset shows the Ni 2$`p_{3/2}`$ region for $`x=0`$, 0.6 and 1.2.

Fig. 6. Valence band spectra obtained using Al K$`\alpha `$ radiation for NiS2-xSex. Various spectral features are marked A, B and C and their evolution across the series is discussed in the text.