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# The Contextual Quantization and the Principle of Complementarity of Probabilities

## 1 Introduction

The canonical approach to quantization (originated by Heisenberg’s ”matrix mechanics” ) is based, in essence, on purely algebraic ideas. But quantum mechanics is a probabilistic theory, see for discussion , , . Therefore it would be natural to create a quantization procedure by starting directly with the probabilistic structure of an experiment. Of course the authors are well aware that a probabilistic structure can be added to the Heisenberg algebraic quantization through the representation of noncommutative Heisenberg variables by operators in a Hilbert space and by using Born’s probabilistic interpretation of normalized vectors. P.Dirac developed ideas of W.Heisenberg and created the modern variant of canonical quantization: mapping dynamical variables to quantum observables and Poisson bracket to commutator. Intrinsically Dirac’s canonical quantization is also an algebraic quantization. Probabilistic structure is added via the Hilbert space representation of quantum observables.

In this paper we formulate the purely probabilistic approach to quantization, based on the ideas of the Bohr complementarity principle and the methods of noncommutative probability theory, especially on the approach of contextual probability. For this reason we formulate here the new general definition of probabilistic context as a map of (in general, noncommutative) probability spaces. We find that this new approach to quantization is applicable for considerably broader class of models, compared with the canonical quantization.

Let us remind the algebraic version of canonical approach to quantization. Assume that we have a family of noncommutative involutive algebra $`(h)`$ over complex numbers with the commutation relations, which depend (say polynomially) on the number parameter $`h`$, and for $`h=0`$ the algebra $`(0)`$ is commutative.

Let us have the commutative Poissonian $``$–algebra $`𝒜`$ over the complex numbers, which is isomorphic to $`(h)`$ as a linear space, and is isomorphic to $`(0)`$ as a commutative $``$–algebra.

Therefore the mentioned isomorphism of linear spaces, which relates the algebras $`𝒜`$ and $`(h)`$, defines the $`h`$–dependent family of algebras $`(h)`$ with the elements $`x(h)`$ depending on $`h`$ (where $`x(0)=x𝒜`$).

Let the Poissonian structure, or the Poissonian bracket, on the algebra $`𝒜`$ (the Lie bracket which is the differentiation of $`𝒜`$), be related to the product in $`(h)`$ as follows:

$$\{x,y\}=\underset{h0}{lim}\frac{i}{h}[x(h),y(h)],x,y𝒜,x(h),y(h)(h)$$

Due to polynomial dependence of the commutation relation in $`(h)`$ on $`h`$ the RHS (right hand side) of the above is well defined.

Then we say that $`(h)`$ is the quantization of $`𝒜`$, and the linear map $`xx(h)`$ is the quantization map. Note that the quantization map is non unique in the following sense: the different families $`x(h)`$ (corresponding to the different isomorphisms of linear spaces) will reproduce the same Poissonian bracket.

This is the canonical approach to quantization, which is sufficient to reproduce the standard models of quantum mechanics. But this approach, in our opinion, does not take into account the probabilistic structure of quantum mechanics and moreover, looks too restrictive.

First, it is based on purely algebraic ideas, when quantum mechanics is a probabilistic theory. In the discussed above standard approach we never used the structure of the state (and any probabilistic arguments).

Second, it is obvious that in this approach one can obtain only the commutation relations for the algebras which become commutative for $`h=0`$, such as the Heisenberg algebra. It is not possible to reproduce in the canonical approach the relations of the quantum Boltzmann algebra (or the algebra of the free creation and annihilation operators) of the form

$$A_iA_j^{}=\delta _{ij}$$

which, for example, describes the statistics of collective excitations in the quantum electrodynamics (and many other interacting theories) . The relations above has no contradiction with the celebrated spin–statistics theorem, since they are valid for the collective interacting degrees of freedom. This relations are derived by the time averaging procedure (called the stochastic limit), and in  the phenomenon of arising of the quantum Boltzmann relations in the stochastic limit was called the third quantization333The terminology third quantization is quite divertive. Some authors use it in a totally different framework., see Appendix for details.

It would be worth to include the mentioned above probabilistic arguments into more general frameworks of quantization. In the present paper we investigate the quantization procedure based on the contextual approach to probability. We call this procedure the contextual quantization. This quantization procedure will be relevant to a wide class of noncommutative probability spaces with the statistics different from the Bose or Fermi statistics, for instance for the quantum Boltzmann statistics.

In papers  there was developed a contextual probabilistic approach to the statistical theory of measurements over quantum as well as classical physical systems. It was demonstrated that by taking into account dependence of probabilities on complexes of experimental physical conditions, physical contexts, we can derive quantum interference for probabilities of alternatives. Such a contextual derivation is not directly related to special quantum (e.g. superposition) features of physical systems.

In the present paper we are performing the next step in developing of the contextual probabilistic approach — the step from the contextual interpretation of noncommutative probability to the contextual quantization procedure. We show that the contextual probabilistic approach gives us not only interpretation of quantum mechanics, but, after corresponding generalization, allows to formulate a new quantization procedure, which is applicable, in principle, not only to models of standard quantum mechanics, but to a wide class of physical phenomena, which may be described by models of noncommutative probability theory, see discussion of , , .

To formulate the contextual quantization procedure we introduce the following notions.

First, we introduce the general definition of probabilistic context as a deformation of embedding of probability spaces: the probability space $`𝐀`$ has context $`f`$ in the probability space $`𝐁`$, if $`f`$ is the map $`f:𝐀𝐁`$ which is a deformation of embedding of probability spaces, see Section 3 for details. This definition gives a contextual probabilistic formulation of the correspondence principle in quantum mechanics, but our aim is to apply it to more general situation. So the aim of this paper is not just a new reformulation of the conventional quantum formalism, but extension of quantum ideology to new domains.

Second, we propose a probabilistic version of the Bohr complementarity principle, which we call the Principle of Complementarity of Probabilities(the PCP) and show, that this principle is the criterion of possibility of the contextual quantization. The Principle of Complementarity of Probabilities describes possibility of unification of probability contexts of several probability spaces in the frameworks of a new larger probability space.

We discuss the relation of the introduced contextual quantization procedure and the noncommutative replica procedure, introduced in ,  and show, that the noncommutative replica procedure is the example of the contextual quantization. This shows that the contextual quantization is applicable in the multiplicity of the fields which is much wider than quantum mechanics. This in some sense reflects the original ideas by Bohr.

Then we discuss applications of the contextual quantization to collective interacting commutation relations of the stochastic limit, see also ,  for details.

For the review of quantum probability see . Quantization of thermodynamics was discussed in . Preliminary discussion of the mathematical framework for the contextual approach was given in . Discussion of the Chameleon point of view on quantum measurements which is similar to contextual approach was given in , . Contextual approach to Kolmogorov probability with relations to quantum mechanics was discussed in .

We also underline that our Principle of Complementarity of Probabilities can be coupled to investigations on quantum entropy and information dynamics, see . It might be that our principle can be reformulated by using the language of quantum entropy and information.

The structure of the present paper is as follows.

In Section 2 we introduce the Principle of Complementarity of Probabilities.

In Section 3 we introduce the definition of probability context as (deformation of) embeddings of probability spaces.

In Section 4 we introduce the contextual quantization procedure based on the notions of probability context and the Principle of Complementarity of Probabilities.

In Section 5 we discuss the relation of the contextual quantization and the noncommutative replica procedure of .

In Section 6 we discuss the stochastic limit approach, in which commutation relations for collective operators, which can not be described by canonical quantization, but can be described by the contextual quantization, were obtained.

## 2 The Principle of Complementarity of Probabilities

In the present Section we discuss the meaning of the complementarity principle in quantum mechanics from the point of view of the probabilistic interpretation of quantum mechanics and introduce the Principle of Complementarity of Probabilities.

Probabilistic interpretation of quantum mechanics is based on the notion of noncommutative (or quantum) probability space. A noncommutative probability space is a pair $`𝐁=(,\psi )`$, where $``$, called the algebra of observables, is the involutive algebra with unit over the complex numbers, and $`\psi `$ is a state (positive normed linear functional) on $``$.

The commutative, or Kolmogorovian, probability space is a particular variant of noncommutative probability space for the case when the algebra is commutative. Such a probability space is called classical.

The state of a quantum system is described by density matrix — positive functional on noncommutative algebra of observables. Non compatible observables correspond to noncommuting operators, which we may consider belonging to different classical (commutative) probability subspaces in the full noncommutative probability space. In particular, in the ordinary quantum mechanics (where $``$ is the Heisenberg algebra) the position and momentum observables generate commutative subalgebras of the Heisenberg algebra — algebras of functions of the position and momentum observables, respectively. Measuring the observables from the classical subalgebra we build the (classical) state on the classical subalgebra. Therefore, after the observation of the full set of incompatible observables, we obtain the set of classical states on noncommuting classical subalgebras, or the set of classical probability spaces.

The following formulation presented in Discussion with Einstein on Epistemological Problems in Atomic Physics (see , vol. 2, p. 40), perhaps is Bohr s most refined formulation of what he means by the complementary situations of measurements:

Evidence obtained under different experimental conditions \[e.g. those of the position vs. the momentum measurement\] cannot be comprehended within a single picture, but must be regarded as \[mutually exclusive and\] complementary in the sense that only the totality of the \[observable\] phenomena exhausts the possible information about the \[quantum\] objects \[themselves\].

We propose the following probabilistic version of the complementarity principle. From the beginning we consider very general model, which is essentially wider than the conventional quantum model. Thus our aim is not only a probabilistic reformulation of Bohr’s complementarity principle, but the extension of this principle to more general situation444N.Bohr discussed at many occasions the possibility to use the principle of complementarity outside of the quantum domain , see , , , , . However, his proposals were presented on merely philosophical level and, as a consequence, we did not see any fruitful applications of the principle of complementarity in other domains. Another reason for the absence of such applications of the principle of complementarity was Bohr’s attitude to present this principle as a kind of no go principle. For N.Bohr the main consequence of the principle of complementarity was that in quantum mechanics, we are not dealing with an arbitrary renunciation of a more detailed analysis of atomic phenomena, but with a recognition that such an analysis is in principle excluded  (Bohr’s emphasis). In the opposite, we shall present the principle of complementarity in a constructive form by concentrating on the possibility of unification of statistical data obtained in incompatible experiments into a single quantum probabilistic model. Here we are coming to the crucial difference between Bohr’s view and our view to complementarity. Bohr’s complementarity was merely individual complementarity and our complementarity is probabilistic complementarity. It is well known that historically N.Bohr came to the principle of complementarity through discussion with W.Heisenberg on his uncertainty principle. The original source of all those considerations was the idea that for a single quantum system the position and momentum could not be simultaneously measured. Our main idea is that statistical data for incompatible observables (e.g. the position and momentum) can not be obtained in a single experiment. But, nevertheless, such data, obtained in different experiments can be unified in a single quantum probabilistic model. Thus, in the opposite to N.Bohr and W.Heisenberg, we present a constructive program of the unification of statistical data and not a no go program. Such a constructive approach gives the possibility to extend essentially the domain of applications of the modified principle of complementarity. At the same time we see the real bounds of the extension of quantum ideology: models in which statistical data, obtained in experiments with incompatible observables, can not be even in principle unified into a single quantum–like probability model, see the example at the end of this section. .

Assume we have noncommutative involutive algebra of observables $``$, and the set $`_i`$ of subalgebras in $``$ with the states $`\psi _i`$ defined on the corresponding classical subalgebras $`_i`$ (thus $`𝐁_i=(_i,\psi _i)`$ are probability spaces).

###### Definition 1

We say that the states $`\psi _i`$ on the subalgebras $`_i`$ of the algebra $``$ of observables, corresponding to measurements of physically incompatible observables, satisfy the Principle of Complementarity of Probabilities (or the PCP), if they may be unified into the state $`\psi `$ on the full algebra of observables $``$.

In short the PCP may be formulated as follows: probability spaces, corresponding to measurements of physically incompatible observables, may be unifed into a larger probability space.

In particular, the initial probability spaces $`𝐁_i`$ can be classical (commutative) as in the above considerations on classical probability spaces generated by incompatible observables. Note that in this definition we did not claim that the initial probability spaces are necessarily commutative and their unification is noncommutative and our definition is more general. Therefore the PCP is not only a reformulation of the Bohr complementarity principle in the probabilistic language, but it also is an extension the field of applicability of the ideas of complementarity.

One can see, that the PCP is not always trivially satisfied. For example, on the algebra with the relation

$$[a,a^{}]=1$$

there is no positive faithful state. Therefore, classical states on the subalgebras, generated by $`a+a^{}`$ and $`i(aa^{})`$ can not be unified into the faithful state on the full algebra of observables. Therefore, this algebra satisfies the original Bohr complementarity principle but can not satisfy the Principle of Complementarity of Probabilities.

## 3 Probabilistic contexts

In the present Section we discuss the contextual approach to noncommutative probability and introduce the new general definition of probabilistic context.

We remind that a morphism of probability spaces is a $``$–homomorphism of algebras which conserves all the correlation functions, i.e. for the morphism $`f:𝐀=(𝒜,\varphi )𝐁=(,\psi )`$, one has $`\psi (f(a))=\varphi (a)`$ for any $`a𝒜`$. A subspace of probability space is defined by a subalgebra of algebra of observables and the restriction of the state on the algebra of observables on this subalgebra. A morphism is an embedding, if it is an injection as a $``$–homomorphism.

The contextual approach in probability theory, see , discusses the definition of probability with respect to the complex of physically relevant conditions, or the context. An attempt to give a formal definition of a context was done in . Let us formulate the new general definition of a context in noncommutative probability:

###### Definition 2

The contextual representation (or simply context) of the probability space $`𝐀=(𝒜,\varphi )`$ in the probability space $`𝐁=(,\psi )`$ is the injective $``$–homomorphism $`f:𝒜`$, which satisfies the correspondence principle for the states $`\varphi `$ and $`\psi `$.

In the following we, if no confusion is possible, will use the term context also for the image of $`f`$ in $`𝐁`$.

Two contexts are incompatible, if their images can not be considered in the frameworks of commutative (or classical) probability space.

Now we define (in philosofical sense) the correspondence principle, see also  for the discussion. Identifying $`𝒜`$ with its image in $``$, we formulate the following:

###### Definition 3

The states $`\varphi `$ and $`\psi `$ on the involutive algebra $`𝒜`$ satisfy the correspondence principle, if $`\psi `$ is a deformation of $`\varphi `$.

Of course, the definition above does not make sense, if we do not formulate the definition of deformation of the states. For different algebras $`𝒜`$ and different contexts we may have different definitions of deformation. One of the natural examples is the following.

###### Definition 4

We say that the state $`\psi `$ on algebra $`𝒜`$ is the deformation of the state $`\varphi `$, if the state $`\psi =\psi _h`$ depends on the (real) parameter $`h`$, $`\psi _0=\varphi `$, and for any $`a𝒜`$ we have $`lim_{h0}\psi _h(a)=\varphi (a)`$.

For the prototypical example the correspondent states mean simply equal states, and the context in Definition 2 will be simply an embedding of probability spaces. But this simple case does not cover the case of standard quantum mechanics, although may be useful for some other applications of the contextual quantization.

Discuss the important examples of probability contexts, describing the well known two slit experiment, in which we observe quantum interference of a particle, passing through two slits to a screen. In quantum mechanics it is naturally to define a context by fixing of classical probability subspace (classical subalgebra with the restriction of the state). Note that in the definition of context we noted that we will identify the contextual map with it’s image, if no confusion is possible.

In the two slit experiment we have two important probabilistic contexts:

1) The context of measurements, in which we perform observations of particles. This context, as a probability space, is generated by projections onto the basis of measurements, and in the considered case is given by probability space in which the operator of coordinate along the screen is diagonal.

2) The context of dynamics — probability space, in which density matrix of the particle is diagonal.

Since these two contexts are incompatible (i.e. density matrix of the particle is non diagonal in the basis of measurements), we observe quantum interference.

## 4 The contextual quantization

The introduced in Section 2 Principle of Complementarity of Probabilities is a necessary condition for the existence of noncommutative probability space. In the present Section we use the Principle of Complementarity of Probabilities to define the quantization procedure based on probabilistic arguments.

Assume we have the family of probability spaces $`𝐀_i=(𝒜_i,\varphi _i)`$, and the family $`f_{ij}:𝒜_i_j`$ of $``$–homomorphisms of $`𝒜_i`$ onto the subalgebras $`_j`$ of $``$–algebra $``$, which define the states $`\psi _j`$ on $`_j`$:

$$\psi _j(f_{ij}(a))=\varphi _i(a)$$

and therefore make these subalgebras the probability spaces $`𝐁_j=(_j,\psi _j)`$.

We propose the following definition of the contextual quantization.

###### Definition 5

Let the images $`_j`$ of algebras $`𝒜_i`$ generate the $``$–algebra $``$, and moreover the states $`\psi _j`$ on the subalgebras $`_j`$ satisfy the Principle of Complementarity of Probabilities and therefore there exists the state $`\psi `$ on the whole $``$–algebra $``$.

In this case we will say that the probability space $`𝐁=(,\psi )`$ is the contextual quantization of the family of probability spaces $`𝐀_i`$ with respect to the contexts $`𝐁_j=f_{ij}(𝐀_i)`$.

###### Remark 6

We see that in the definition above $`𝐁_j`$ will be the contexts of $`𝐀_i`$, and in the contextual approach the quantization of the probability space is defined by the family of contexts with the images satisfying the Principle of Complementarity of Probabilities. Hence we will also call this principle the Principle of Complementarity of Probabilistic Contexts.

###### Remark 7

Note that the context map $`f`$ in Definition 2 is a homomorphism, while in the canonical quantization we usually can not use homomorphisms to map classical objects to quantum. This is related to the fact that the context of classical probability space in noncommutative probability space is a classical probability subspace (and classical subalgebra (say of coordinates) in quantum algebra may be related to classical algebra by a homomorphism). The contextual quantization is based on totally different idea, compared to canonical quantization: instead of looking for classical constructions, which will be classical traces of quantum phenomena (as in the canonical quantization), we unify several (not necessarily classical) statistics into more general noncommutative statistics.

Since in a general situation the morphisms of probability spaces (and moreover their deformations) are highly non unique, the contextual quantization is applicable in the situations which are beyond of the frameworks of the canonical quantization. Moreover, the contextual quantization in principle may be applied to some special classical systems.

Consider the following examples. The first example describes contextual quantization of harmonic oscillator.

Example 1. Consider the classical probability space $`𝐀=(𝒜,\varphi )`$ described by the real valued classical random variable $`x`$ with the Gaussian mean zero state $`\varphi `$, which is the Gibbs state of a classical harmonic oscillator.

Consider the noncommutative probability space $`𝐁=(,\psi )`$, where $``$ is the Heisenberg algebra with the (selfadjoint) generators $`q_i`$, $`p_i`$, $`i=1,\mathrm{},d`$ and the relations

$$[p_i,q_j]=ih\delta _{ij}$$

and the state $`\psi `$ which is the Gibbs state for the harmonic oscillator with $`d`$ degrees of freedom:

$$\psi (X)=\text{ tr }e^{\beta H}X,H=\frac{1}{2}\underset{i=1}{\overset{d}{}}\left(p_i^2+q_i^2\right)$$

Then the set of $`2d`$ injections

$$f_i:xq_i,g_j:xp_j,i,j=1,\mathrm{},d$$
(1)
of probability spaces $`𝐀𝐁`$ satisfies the conditions of the Definition 5 and defines the contextual quantization, which transforms the classical mean zero Gaussian real valued random variable into the quantum probability space describing the quantum harmonic oscillator.

The correspondence principle in this example relates the Gibbs states of classical and quantum harmonic oscillators.

Note that in the described contextual quantization, unlike in the canonical quantization, different degrees of freedom are described by different maps $`f_i`$, $`g_j`$ (the initial classical probability space $`𝐀`$ has one degree of freedom). In principle we may distinguish different degrees of freedom from the beginning and start contextual quantization from a family of classical probability spaces.

Example 2. Consider the contextual quantization which generates noncommutative probability space $`𝐁=(,\psi )`$, where $``$ is the quantum Boltzmann algebra, generated by the quantum Boltzmann annihilations $`A_i`$ and creations $`A_i^{}`$, $`i=1,\mathrm{},d`$ with the relations

$$A_iA_j^{}=\delta _{ij}$$
(2)
in the Fock state $`\psi (X)=\mathrm{\Omega },X\mathrm{\Omega }`$, where the vacuum $`\mathrm{\Omega }`$ is annihilated by all annihilations $`A_i`$.

Consider the probability space $`𝐀=(𝒜,\varphi )`$, where $`𝒜`$ is the quantum Boltzmann algebra with one degree of freedom, i.e. the algebra generated by operators $`A`$, $`A^{}`$ with the relation

$$AA^{}=1$$

and $`\varphi `$ is the Fock state $`\varphi (X)=\mathrm{\Omega },X\mathrm{\Omega }`$. Note that the algebra $`𝒜`$ is noncommutative.

Consider the set of $`d`$ embeddings of probability spaces $`𝐀𝐁`$

$$AA_i,A^{}A_i^{},i=1,\mathrm{},d$$
(3)
This set of injections satisfies the conditions of Definition 5 (where the deformation in the correspondence principle is an identity, i.e. the correspondent states are identically equal) and therefore the probability space $`𝐁`$ (quantum Boltzmann for $`d`$ degrees of freedom in the Fock state) is the contextual quantization of the probability space $`𝐀`$ (the same for one degree of freedom).

Example 3. In the Example 2 we quantized the noncommutative probability space $`𝐀`$ and obtained the more complicated noncommutative probability space $`𝐁`$. Note that if we consider in the noncommutative probability space $`𝐀`$ the commutative subspace $`𝐀_0`$ with the algebra of observables generated by $`X=A+A^{}`$ and consider the restriction of the quantization procedure on $`𝐀_0`$: we consider the embeddings $`𝐀_0𝐁_0`$,

$$XX_i=A_i+A_i^{},i=1,\mathrm{},d$$
(4)
where $`𝐁_0`$ is the probability space with the algebra of observables generated by $`X_i`$ in the Fock state, then the contextual quantization $`𝐁_0`$ of noncommuting contexts of commutative probability space $`𝐀_0`$ will be a noncommutative probability space.

For further discussion of relations used in Examples 2 and 3 see Appendix.

Example 4. Example 1 can be generalized to quantization in superspace, see . We would not like to go into details (since it needs a few new definitions which are not directly relevant to contextual quantization). We just mention that there is considered a quantization of supercommutative superalgebras. Thus initial classical algebras are not commutative, but supercommutative.

The next example describes that one can call a cognitive quantization.

Example 5. The next example has no direct relation to quantum mechanics, but we hope, it will find applications in the future. Assume we have several persons which have different points of view on some complex problem. Each point of view is described by a classical probability space, which describes the distribution of possible opinions. If the problem under consideration is complex enough, it may be possible that different points of view can not be unified within the frameworks of a single point of view, or in our description, within the frameworks of a single commutative probability space. Instead, it may be possible, that different points of view (or corresponding probability spaces) are complementary and may be unified within the frameworks of noncommutative probability space, which gives a relevant complete description of the considered complex problem, while it is not possible to give such a description using classical probability space (or single point of view). The Principle of Complementarity of Probabilities here guarantees, that there is no contradiction between different points of view and these points of view are complementary but not contradictory.

In the next Section we discuss the contextual quantization in relation to the noncommutative replica approach, introduced in , , which was one of the motivations for the definitions of the present paper.

## 5 The contextual quantization and replicas

In the present Section we show that the noncommutative replica procedure for disordered systems is the example of the contextual quantization and the contexts describe the way of averaging of quenched disorder.

In papers ,  the noncommutative replica procedure for disordered systems was introduced. The noncommutative replica procedure has the form of the embedding of probability spaces. It was mentioned that this embedding is non unique and moreover the combination of different morphisms can not be considered in a commutative probability space, see , .

The noncommutative replica procedure is defined (by S. Kozyrev , ) as follows. Consider the system of random Gaussian $`N\times N`$ matrices $`J_{ij}`$ with independent matrix elements with the zero mean and unit dispersion of each of the matrix element. Consider disordered system with the Hamitlonian $`H[\sigma ,J]`$, where $`\sigma `$ enumerates the states of the system and the disorder $`J`$ is the mentioned above random matrix.

Introduce the commutative probability space where random variable corresponds to the random matrix $`J`$ and the correlations are defined as by the correlator

$$J^k=Z^1\frac{1}{N^k}E\left(\underset{\sigma }{}e^{\beta H[\sigma ,J]}\text{ tr }J^k\right)$$
(5)
where $`E`$ is the expectation of the matrix elements and

$$Z=E\left(\underset{\sigma }{}e^{\beta H[\sigma ,J]}\right)$$

This probability space describes annealed disordered system and the averaging over $`J`$ describes the averaging of the disorder. For $`\beta =0`$ (5) reduces to the Gaussian state $`E`$ on random matrices.

We consider the family of contexts of the annealed probability space in the larger replica probability space generated by the replicas $`J_{ij}^{(a)}`$ of the random matrix $`J_{ij}`$, see  for details. These contexts we call the noncommutative replica procedures and they have the form

$$\mathrm{\Delta }:J_{ij}\frac{1}{\sqrt{p}}\underset{a=0}{\overset{p1}{}}c_aJ_{ij}^{(a)};$$
(6)
This embedding of probability spaces describes the way of selfaveraging of the quenched disorder.

The context $`\mathrm{\Delta }`$ maps the matrix element $`J_{ij}`$ into the linear combination of independent replicas $`J_{ij}^{(a)}`$, enumerated by the replica index $`a`$. Here $`c_a`$ are complex coefficients, which should satisfy the condition

$$\underset{a=0}{\overset{p1}{}}|c_a|^2=p$$

Varying coefficients $`c_a`$ we will obtain different morphisms $`\mathrm{\Delta }`$ of probability spaces.

After the morphism $`\mathrm{\Delta }`$ the probability space is described by the correlation functions (5) with $`J`$ replaced by $`\mathrm{\Delta }J`$ and mathematical expectation $`E`$ replaced by the analogous expectation for the set of independent random matrices (replicas of $`J`$).

Discuss the large $`N`$ limit of the probability space (5) for the free case $`\beta =0`$.

In the large $`N`$ limit, by the Wigner theorem, see , the system of $`p`$ random matrices with independent variables will give rise to the quantum Boltzmann algebra with $`p`$ degrees of freedom with the generators $`A_a`$, $`A_a^{}`$, $`a=0,\mathrm{},p1`$ and the relations

$$A_aA_b^{}=\delta _{ab}$$

The Gaussian state on large random matrices in the $`N\mathrm{}`$ limit becomes the Fock, or vacuum, state on the quantum Boltzmann algebra: the Fock state is generated by the expectation $`\mathrm{\Omega },X\mathrm{\Omega }`$ where $`\mathrm{\Omega }`$ is the vacuum: $`A_a\mathrm{\Omega }=0`$, $`a`$.

The operators $`A_a`$ are the limits of the large random matrices

$$\underset{N\mathrm{}}{lim}\frac{1}{N}J_{ij}^{(a)}=Q_a=A_a+A_a^{}$$

where the convergence is understood in the sense of correlators (as in the central limit theorem).

Then in the thermodynamic limit $`N\mathrm{}`$ the map (6) will take the form of the following map (for which we use the same notation) of the quantum Boltzmann algebra with one degree of freedom into quantum Boltzmann algebra with $`p`$ degrees of freedom:

$$\mathrm{\Delta }:A\frac{1}{\sqrt{p}}\underset{a=0}{}c_aA_a$$

and correspondingly

$$\mathrm{\Delta }:Q\frac{1}{\sqrt{p}}\underset{a=0}{}c_aQ_a$$

We see that the set of contexts $`\mathrm{\Delta }`$ with the different coefficients $`c_a`$ defines the contextual quantization of the commutative probability space, described in (4).

## 6 Appendix: the Stochastic Limit

In the present Section we briefly discuss the stochastic limit approach, in which deformations of quantum Boltzmann commutation relations were obtained, see . In this approach we consider the quantum system with the Hamiltonian in the form

$$H=H_0+\lambda H_I$$

where $`H_0`$ is called the free Hamiltonian, $`H_I`$ is called the interaction Hamiltonian, and $`\lambda 𝐑`$ is the coupling constant.

We investigate the dynamics of the system in the new slow time scale of the stochastic limit, taking the van Hove time rescaling

$$tt/\lambda ^2$$

and considering the limit $`\lambda 0`$. In this limit the free evolutions of the suitable collective operators

$$A(t,k)=e^{itH_0}A(k)e^{itH_0}$$

will become quantum white noises:

$$\underset{\lambda 0}{lim}\frac{1}{\lambda }A(\frac{t}{\lambda ^2},k)=b(t,k)$$

The convergence is understood in the sense of correlators. The $`\lambda 0`$ limit describes the time averaging over infinitesimal intervals of time and allows to investigate the dynamics on large time scale, where the effects of interaction with the small coupling constant $`\lambda `$ are important. For the details of the procedure see .

The collective operators describe joint excitations of different degrees of freedom in systems with interaction, and may have the form of polynomials over creations and annihilation of the field, or may look like combinations of the field and particles operators etc.

For example, for nonrelativistic quantum electrodynamics without the dipole approximation the collective operator is

$$A_j(k)=e^{ikq}a_j(k)$$
(7)
where $`a_j(k)`$ is the annihilation of the electromagnetic (Bose) field with wave vector $`k`$ and polarization $`j`$, $`q=(q_1,q_2,q_3)`$ is the position operator of quantum particle (say electron), $`qk=_iq_ik_i`$.

The nontrivial fact is that, after the $`\lambda 0`$ limit, depending on the form of the collective operator, the statistics of the noise $`b(t,k)`$ depends on the form of the collective operator and may be nontrivial.

Consider the following examples.

1) We may have the following possibility

$$[b_i(t,k),b_j^{}(t^{},k^{})]=2\pi \delta _{ij}\delta (tt^{})\delta (kk^{})\delta (\omega (k)\omega _0)$$
(8)
which corresponds to the quantum electrodynamics in the dipole approximation, describing the interaction of the electromagnetic field with two level atom with the level spacing (energy difference of the levels) equal to $`\omega _0`$. Here $`\omega (k)`$ is the dispersion of quantum field.

In this case the quantum noise will have the Bose statistics, and different annihilations of the noise will commute

$$[b_i(t,k),b_j(t^{},k^{})]=0$$

2) The another possibility is the relation

$$b_i(t,k)b_j^{}(t^{},k^{})=2\pi \delta _{ij}\delta (tt^{})\delta (kk^{})\delta (\omega (k)+\epsilon (p)\epsilon (p+k))$$
(9)
which corresponds to the quantum electrodynamics without the dipole approximation with interacting operator (7). Here $`\omega (k)`$ and $`\epsilon (p)`$ are dispersion functions of the field and of the particle correspondingly.

In this case the quantum noise will have the quantum Boltzmann statistics , , and different annihilations of the noise will not commute

$$b_i(t,k)b_j(t^{},k^{})b_j(t^{},k^{})b_i(t,k)$$

The commutation relations of the types (8), (9) are universal in the stochastic limit approach (a lot of systems will have similar relations in the stochastic limit $`\lambda 0`$).

## 7 Appendix: Copenhagen and Växjö complementarities

In the first vesrion of this paper, see , we used the following version of the complementarity principle (Växjö complementarity):

To obtain the full information about the state of a quantum system, one has to perform measurements of the set of physically incompatible (noncommuting) observables, say the momentum and the coordinate. Measuring only the momentum or only the coordinate we will not obtain the full information about the state of the quantum system.

In his Email to one of the authors (A. Yu. Khrennikov) A. Plotnitsky remarked:

“First of all, this formulation does not appear to me to correspond to Bohr’s view to complementarity and indeed implies a conflict bewteen the respective interpretations of quantum mechanics, Bohr’s and your own555A. Plotnitsky mentioned the so called Växjö interpretation of quantum mechanics, see , , cf. , ., or any interpretation consistent with your formulation…”

We agree with A. Plotnitsky and in this paper we use the original Bohr’s formulation. The difference between two formulations, “Copenhagen and Växjö complementarities”, is that N. Bohr considered possible information and we considered full information. To consider “possible information” one need not to use a realists interpretation and to consider “full information” (about something) we need to use a realists interpretation, e.g., the Växjö interpretation.

However, in this paper we do not try to connect our mathematical formulation of an extended principle of complementarity to any fixed interpretation of quantum mechanics. This is just a formal mathematically formalized principle. This principle can be considered as the formalization of either the Bohr’s principle or Växjö principle.

Finally, we remark that problems discussed in this paper are closely related to the problem of understanding of information in quantum theory, see , .

Acknowledgements

The authors would like to thank L.Accardi and I.V.Volovich, L. Ballentine, S. Albeverio, S. Gudder, W. De Muynck, J. Summhammer, P. Lahti, A. Holevo, B. Hiley for fruitful (and rather critical) discussions.


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# An active M8.5 dwarf wide companion to the M4/DA binary LHS 4039/LHS 4040 Based on observations collected with the ESO VLT, NTT and 3.6m teslescope, Chile

## 1 Introduction

Many wide common proper motion (CPM) pairs or systems containing 3 and more components have been identified in high proper motion (HPM) surveys (e.g. the LHS catalogue of Luyten 1979). With proper motions as large as in the LHS catalogue, i.e. with more than 0.5 arcsec yr-1 there is a high probability that such systems are nearby ($`d<50`$ pc) so that their angular separations of a few arcsec to many arcmin translate to physical separations of about $`10^2\mathrm{..10}^5`$ AU. These large separations result in orbital periods from a few thousand to millions of years.

The gravitationally bound wide binaries and systems are interesting since they can be considered as coeval. Their large separation guarantees an independent evolution and allows an undisturbed investigation of the components. CPM systems containing a white dwarf provide the advantage that the age of the system can be estimated from white dwarf cooling theories. In addition, the question of whether cool white dwarfs represent a significant fraction of the Galactic halo dark matter component can be studied with CPM systems that involving a white dwarf and a metal-poor M subdwarf (Silvestri et al., 2002).

Close et al. (1990) estimated that at least 3% of local stars should be members of wide CPM systems. However, they considered only relatively bright ($`M_V<9.0`$) stars. Recently, many low-mass stars (Kirkpatrick et al., 2001a; Lowrance et al., 2002; Lépine et al., 2002) and brown dwarfs (Burgasser et al., 2000; Kirkpatrick et al., 2001b; Wilson et al., 2001; Gizis et al., 2001; Scholz et al., 2003) have been discovered as wide companions to nearby stars of spectral types F to K, whereas no new stellar or sub-stellar companions have been found at wide separations around M dwarfs within 8 pc (Hinz et al., 2002).

The search for new HPM objects in the southern sky, started as a survey of a few thousand square degrees using APM (Automatic Plate Measuring) data of UKST (United Kingdom Schmidt Telescope) plates (Scholz et al., 2000, 2002a; Reylé et al., 2002), aimed to complete the HPM catalogues (e.g. Luyten 1979) at fainter magnitudes and thus to find still missing nearby low-luminosity objects. This survey, which was later extended to the whole southern sky using SuperCOSMOS Sky Survey (SSS) data (Hambly et al., 2001a; Hambly et al., 2001b; Hambly et al., 2001c), concentrated on the search for nearby free-floating brown dwarf candidates (Lodieu et al., 2002; Scholz & Meusinger, 2002). It also led to the discovery of new CPM objects, such as one of the nearest (estimated distance 10-15 pc) cool white dwarf pairs (Scholz et al., 2002b) and the nearest brown dwarf, $`\epsilon `$ Indi B (Scholz et al., 2003), with the distance of 3.626 pc known from the Hipparcos parallax measurement of its primary, $`\epsilon `$ Indi A (ESA, 1997).

The object described here, APMPM J2354-3316C, was discovered as a nearby field brown dwarf candidate (based on its large proper motion and photographic photometry), and subsequently identified as a CPM object to an already known wide binary, consisting of a mid-M dwarf and a white dwarf. To our knowledge, this is the first dM/WD pair complemented by a third, late M dwarf component with all three components being widely separated and well suited for detailed follow-up observations.

## 2 Brown dwarf companion to red dwarf/white dwarf binary?

### 2.1 Common proper motion

APMPM J2354-3316C was first detected in the HPM survey using APM measurements at only two epochs in different passbands (UKST $`B_J`$ and $`R`$ plates, for details of this survey we refer the reader to the paper by Scholz et al. 2000) and later re-discovered in the SSS based survey for nearby brown dwarf candidates (with additional $`R`$ and $`I`$ band data at different epochs, see Lodieu et al. 2002; Scholz & Meusinger 2002 for a brief description of the search technique). It can also be found in the recently published HPM catalogue of Pokorny et al. (2003), produced by using SSS data covering the South Galactic Cap.

The CPM pair LHS 4039/LHS 4040 was easily identified by inspecting the finding charts at different epochs. These stars are separated by only about 103 arcsec and show the same large proper motion as APMPM J2354-3316C (about 0.5 arcsec yr-1 with a position angle of about 220). Two more recent finding charts, one in the optical $`B`$ band taken with the ESO 3.6m telescope and one in the near-infrared $`K_s`$ band taken from 2MASS (Two Micron All Sky Survey) quicklook images, are shown in Figure 1 and Figure 2, respectively. The extremely red optical-to-infrared colour of the brown dwarf candidate APMPM J2354-3316C is remarkable, especially if compared to the blue white dwarf LHS 4040.

The CPM pair L577-71/L577-72 was discovered by Luyten (1941) during his Bruce proper motion survey and listed as LHS 4039/LHS 4040 in the LHS catalogue (Luyten, 1979). Luyten (1949) already described the pair as one containing a white dwarf. A first classification of the blue component as DA white dwarf is given by Luyten (1952). More recent spectral classification was provided by Oswalt et al. (1988), where LHS 4039 and LHS 4040, are listed as dM4 and DA5+, respectively.

With additional epoch observations now available from the 2MASS point source catalogue (Cutri et al., 2003) and the second release of DENIS (DEep Near-Infrared Survey) data now available at http://vizier.u-strasbg.fr/viz-bin/Cat?B/denis we were able to further improve the proper motion measurements of APMPM J2354-3316C: Using the multi-epoch positions given in Table 1 we obtained a proper motion of

$`\mu _\alpha \mathrm{cos}\delta =327\pm 07,\mu _\delta =382\pm 11`$ \[mas yr-1\].

We also obtained a new proper motion measurement for the two primaries, LHS 4039 and LHS 4040, which was complicated by the fact that their images were unresolved on all Schmidt plates. Whereas the values given in Reylé et al. (2002) for the unresolved pair did not deviate much from Luyten’s data (Luyten, 1979), there is a big difference between the original LHS proper motion and that of the revised LHS (Bakos et al., 2002). Pokorny et al. (2003) have not included the pair in their catalogue. Our new positions of LHS 4039 and LHS 4040 as measured visually in the corresponding SSS FITS images with the ESO skycat tool are given in Table 1. Using these positions plus one from 2MASS, we got the following proper motions (confirming the original LHS values):

$`\mu _\alpha \mathrm{cos}\delta =307\pm 08,\mu _\delta =410\pm 08`$ \[mas yr-1\],

$`\mu _\alpha \mathrm{cos}\delta =326\pm 21,\mu _\delta =390\pm 13`$ \[mas yr-1\],

for LHS 4039 and LHS 4040, respectively.

The proper motions of APMPM J2354-3316C and LHS 4040 agree well within the errors whereas that of LHS 4039 deviates from the common proper motion of those two by $``$20-30 mas yr-1. This is not unexpected, since the orbital motion of LHS 4039 around LHS 4040 leads to a differential proper motion of 20-24 mas yr-1, whereas that of APMPM J2354-3316C around LHS 4039/LHS 4040 yields only about 6-7 mas yr-1. This assumes a circular orbits in the plane of the sky, a distance of 21 pc, 0.5-0.8 solar masses for LHS 4040 (Wegner & Reid, 1991; Bergeron et al., 1995) and 0.2 and 0.1 solar masses, respectively for LHS 4039 and APMPM J2354-3316C.

### 2.2 Photometry

The photographic photometry served for the preliminary classification of APMPM J2354-3316C as a brown dwarf candidate and more accurate optical and near-infrared photometry from VLT, 2MASS, DENIS observations are listed in Table 1. Also given is the 2MASS photometry for LHS 4039/LHS 4040. Unfortunately, this pair was unresolved in DENIS observations.

Although a trigonometric parallax measurement of the previously well known pair LHS 4039/LHS 4040 is not available, one can independently estimate the distance of the individual components of the CPM system from photometric and spectroscopic observations. We obtain a spectroscopic distance of about 15 pc for LHS 4039 adopting the spectral type M4 (Oswalt et al., 1988)) and using the absolute near-infrared magnitudes of M4 dwarfs given in Kirkpatrick & McCarthy (1994). A more conservative photometric distance estimate of about 21 pc is given in the ARICNS database of nearby stars (http://www.ari.uni-heidelberg.de/aricns/), where a spectral type of M3.5 is assigned to this object. On the other hand, Silvestri et al. (2001) obviously apply a distance of 14 pc for LHS 4039/LHS 4040, referring to Smith (1997), but list LHS 4039 with an even later spectral type of dM5, which should place it even closer.

From our spectroscopic classification of APMPM J2354-3316C as an M8.5 dwarf (see next section) we obtain a spectroscopic distance of about 19.5 pc if we compare the 2MASS $`JHK_s`$ magnitudes with the mean absolute magnitudes of two single M8.5 dwarfs given in Dahn et al. (2002). Our more uncertain near-infrared classification as an M8 dwarf would place the object at about 25 pc distance (from comparison with four M8 dwarfs in Dahn et al. 2002). These results for APMPM J2354-3316C are in good agreement with the ARICNS distance estimate of LHS 4039. Therefore, we adopt the distance of 21 pc for the wide triple system.

## 3 Spectroscopic classification

The first optical spectra of APMPM J2354-3316C were taken with the ESO 3.6m/EFOSC2 camera on 3 October 1999. The data reduction involved subtracting an averaged dark frame and dividing by an internal flat-field to remove fringes above 8000 Å. Wavelength calibration was made using He and Ar lines throughout the whole wavelength range. Flux calibration was achieved using an averaged sensitivity function created from a spectrophotometric standard star observed on the same night.

Two optical spectra, one of lower resolution taken with grism#1 (4000–10000 Å) not shown here, one with grism#12 (6000–10000 Å) shown in Figure 3, were similar and typical of a very late-type M dwarf with a weak indication of $`H_\alpha `$ emission in the grism#12 spectrum. In the latter spectrum (exposure time 900 s), the object was classified as M8.7 using the PC3 index of Martín et al. (1999) and as M8.3 using spectral indices of Kirkpatrick et al. (1999). Visual comparison with template spectra (M7.5 to M9.5) from Kirkpatrick et al. (1999), Gizis et al. (2000) and Reid et al. (1999) available at http://dept.physics.upenn.edu/ inr/ultracool.html as well as with a large number of late-type M dwarfs observed during different runs with the same instrument setup at the ESO 3.6m telescope (Lodieu et al., in preparation) also lead to a classification between M8 and M9. Therefore, we adopted a spectral type of M8.5 from the optical spectroscopy.

On 25 November 2001 we took a near-infrared spectrum (0.94-2.5 $`\mu `$m, total exposure time 300 s) of APMPM J2354-3316C with the SOFI camera at the ESO NTT. For details on the near-infrared data reduction we refer to Scholz et al. (2003). Comparison with near-infrared standard spectra provided by Sandy Leggett (ftp://ftp.jach.hawaii.edu/pub/ukirt/skl/) led to a classification of M8 with an error of half a subclass, which is consistent with the optical classification. We prefer the optical classification since the optical classification scheme is generally accepted as the more accurate one.

## 4 A spectacular flare event

A new optical spectrum of APMPM J2354-3316C was taken again with grism#12 using the ESO 3.6m/EFOSC2 camera on 8 December 2002 (eposure time 540 s). Both flux calibrated spectra are overplotted in the upper part of Figure 3, whereas the lower part of Figure 3 shows the result after subtracting the old spectrum from the new one.

The difference between the two spectra of the same object taken with the same instrument setup is striking. Not only does the recent spectrum exhibit a very strong $`H_\alpha `$ emission line with an equivalent width of 61.4$`\pm `$5.0 Å, there is also a very strong blue continuum. Many other late-type M dwarf spectra were taken during that night, and none of them exhibited a blue continuum, hence an instrumental effect causing the blue continuum can be excluded. Although the instrumental response curve is somewhat uncertain above 8500 Å, we think the decline of the difference spectrum below zero longward of 9000 Å is also real. A similar difference spectrum was observed for 2MASSW J0149$`+`$29 and the depressed red flux attributed to an apparent increase of the opacity during the flare (Liebert et al., 1999). For 2MASSW J0149$`+`$29, Liebert et al. (1999) could also demonstrate the weakening of the blue slope of the excess flare continuum with time.

Unfortunately, no other spectrum was taken in the night of 8 December 2002 so that we do not know how long the event lasted. We assume it to be a spectacular flare similar to those in other late-type field M dwarfs. We do not consider here very young late-type dwarfs as observed in clusters (e.g. Barrado y Navascues et al. 2002). An overview of the flare activity at the cool end of the field M dwarfs is given by Martin & Ardila (2001). Among 10 known late M (M7-M9.5) flare stars, there seem to be only two with a strong blue continuum veiling the molecular features during the flare. One of them is the M8 dwarf LHS 2397a (Bessel, 1991), the other 2MASSW J0149$`+`$29 (Liebert et al., 1999). In contrast to LHS 2397a and APMPM J2354-3316C, 2MASSW J0149$`+`$29 was observed to have a rich emission spectrum and relatively weak blue veiling. Compared to LHS 2397a, APMPM J2354-3316C shows an even stronger blue veiling and also a very strong $`H_\alpha `$ line. In addition to $`H_\alpha `$ emission, we also identify a HeI emission line at 6678 Å with an equivalent width of 2.3$`\pm `$0.5 Å during the flare.

We have measured the flux of the $`H_\alpha `$ line in the flare spectrum ($`2.8\times 10^{14}`$ erg cm-2 s-1) and in the quiescence spectrum ($`5.0\times 10^{16}`$ erg cm-2 s-1). Assuming a distance of 21 pc, we get a $`L_{H_\alpha }`$ of about $`1.5\times 10^{27}`$ erg s-1 during the flare and about a factor 60 less in quiescence. Using absolute bolometric magnitudes of two M8.5 dwarfs given in Dahn et al. (2002), we get a mean bolometric luminosity of $`L_{bol}=1.1\times 10^{30}`$ erg s-1. The resulting $`L_{H_\alpha }/L_{bol}`$ of about 0.0014 in the flare and of about 0.000024 in quiescence are similar to the values given by Liebert et al. (1999) for the M9.5 dwarf 2MASSW J0149$`+`$29 (0.0025 and 0.000025, respectively).

The slope of the difference spectrum shown in Figure 3 is even steeper than in the highest flare state of 2MASSW J0149$`+`$29 (see top in Figure 3 of Liebert et al. 1999) by about a factor of 2. This indicates an even stronger heating of the photosphere during the flare in APMPM J2354-3316C. The slope of the strong blue continuum in LHS 2397a (Figure 10 in Bessel 1991 seems also to be steep but can not be measured accurately due to the low signal-to-noise and the smaller wavelength interval shown. For details on the possible origin of the blue continuum we refer the reader to the discussion by Liebert et al. (1999).

## 5 Discussion

We have found a low-mass companion to a white dwarf/red dwarf wide pair at a separation of about 2200 AU. The optical spectroscopy classifying the new CPM component as an M8.5 dwarf leads to an independent distance estimate of 19.5 pc, which is in good agreement with the photometric distance estimate of the two previously known CPM components of 21 pc given in the ARICNS database. Much closer distance estimates of about 15 pc (e.g. Silvestri et al. 2001; Smith 1997) may be the result of a wrong classification (later than M3.5) of the red dwarf CPM component LHS 4039.

In only one of our optical spectroscopic observations, the newly detected object showed a remarkably strong $`H_\alpha `$ (plus weak HeI) emission line together with a very blue continuum. A similar spectrum, although with lower signal-to-noise, has been observed in the nearby M8 dwarf, LHS 2397a, which is so far the only known example of a low-mass star with a tight brown dwarf companion (separation less than 4 AU) (Freed et al., 2003). Compared to an other late-type (M9.5) dwarf with a spectacular flare (2MASSW J0149$`+`$29), the flare spectrum of APMPM J2354-3316C shows an even steeper blue continuum but a less diverse emission line spectrum.

The spectrum obtained at the epoch of the flare event shows some similiarity with the spectrum of a cataclysmic variable (CV), it resembles, for instance, that of the low-accretion rate dwarf nova RBS1955 (Schwope et al., 2002). The complete absence of the blue component in APMPM J2354-3316C at times, however, rules out a possible nature as a CV-like object. Even for a very cool white dwarf primary, a hypothetical old CV would not have escaped detection with our low-resolution spectroscopy. The accurate (non-photographic) multi-epoch $`IJHK_s`$ photometry (see Table 1) does not give a hint on strong variability.

APMPM J2354-3316C was in the field of view of an X-ray observation with XMM-Newton (Revolution 369, ObsId 0103461101, PI: Aschenbach, observation date December 13, 2001). The target of the X-ray observations was a comet (C2000 WM1), which was detected as a bright extended X-ray and optical source in the EPIC- and OM-images. APMPM J2354-3316C is located behind the bright extended structure in those images which prevents a proper source search. However, inspection of the images reveals that no X-ray point source is detected at the position of APMPM J2354-3316C. A rough upper limit of the X-ray countrate in the 0.2–12 keV band is derived from the noise properties of the X-ray image at the target position, $`<4\times 10^4`$ s-1. Assuming an unabsorbed Raymond-Smith plasma of 1 keV the count rate converts to $`F_X<6\times 10^{16}`$ erg cm-2 s-1 and $`L_X<3\times 10^{25}`$ erg s-1. Hence, APMPM J2354-3316C was clearly in an inactive state at the time of the X-ray observation.

The CPM pair LHS 4039/LHS 4040 has an estimated age of about 1.8 Gyr (Silvestri et al., 2001), and we may assume APMPM J2354-3316C to have the same age. Gizis et al. (2000) have shown, that contrary to the well-known stellar age-activity relationship, older late-type field stellar dwarfs seem to be more active than younger field (brown) dwarfs. However, they have also found none of the late M dwarfs (M7 or later) to be very active, as measured by the ratio of $`H_\alpha `$ to bolometric luminosity. In that respect, APMPM J2354-3316C is similar to other late-type dwarfs, as e.g. 2MASSW J0149$`+`$29.

## Acknowledgements

We would like to thank Hartmut Jahreiß for information on LHS 4039/LHS 4040. This work is based on measurements of UKST plates with the APM machine at the Institute of Astronomy, University of Cambridge, UK and with the SuperCOSMOS machine at the Wide-Field Astronomy Unit of the Institute for Astronomy, University of Edinburgh, and on observations collected at the European Southern Observatory, Chile (ESO No. 64.H-0417, 65.L-0689, 68.C-0664, 70.C-0568). We acknowledge the use of the SIMBAD database and the VizieR service operated at the CDS Strasbourg and of data products from the 2MASS, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center/California Institute of Technology, funded by the NASA and the NSF. Finally, we would like to thank the anonymous referee for his useful comments.


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# 1 Evolution of the scalar ϕ, Hubble 𝐻 and the curvature 𝑅 for the potential 𝑈'=2.5 and 𝜌_𝑚=0. For initial conditions we take ϕ(0)=0.01, 𝐻(0)=0.01, 𝑅(0)=-0.01, ϕ'(0)=10⁻⁵ and 𝑅'(0)=0.

Stability of a cosmological model with dynamical cancellation of vacuum energy

A.D. Dolgov(a)(b)(c) and M. Kawasaki(c)

(a)INFN, sezione di Ferrara, Via Paradiso, 12 - 44100 Ferrara, Italy

(b)ITEP, Bol. Cheremushkinskaya 25, Moscow 113259, Russia.

(c)Research Center for the Early Universe, Graduate School of Science,
University of Tokyo, Tokyo 113-0033, Japan

## Abstract

The stability of cosmological solutions in the recently suggested specific mechanism of dynamical compensation of vacuum energy is studied. It is found that the solutions in the original version lead to cosmological singularity which could be reached in final (and short) time. A modification of the interaction of the compensating field with gravity is suggested which allows to escape such singularity. It is shown that generic cosmological solution in this model tends to the Friedmann expansion regime even starting from initially large vacuum energy.

In a recent paper  we considered a mechanism of gross reduction of vacuum energy, $`\rho _{vac}`$, by a scalar field, $`\varphi `$, coupled to gravity in non-minimal and rather unusual way (see below Eq. (1)). The energy of the condensate of this field in de Sitter background could diminish $`\rho _{vac}`$ down to the cosmological critical energy density, $`\rho _c(t)m_{Pl}^2/t^2`$, transforming exponential cosmological expansion into the usual Friedmann one. The resulting equation of state becomes different from the vacuum one, $`p=\rho `$. The idea of dynamical adjustment of vacuum energy is quite old  but no convincing and realistic mechanism had been found for a long time. Though lacking a realistic model, the mechanism of adjustment has two impressive and attractive features: first, the compensation of vacuum energy with the desired accuracy of about 100 orders of magnitude and, second, not complete compensation but only down to time dependent remnant, $`m_{Pl}^2/t^2`$. The latter was in fact a generic prediction of adjustment models  long before cosmological dark energy had been discovered . For a review of the problem of vacuum energy, see e.g. Refs. .

However, the concrete models of adjustment discussed in the literature  suffer from numerous shortcomings and realistic cosmology which includes dynamical adjustment of vacuum energy has yet to be found. It seems clear that vacuum and dark energies are surely related and without solution of the problem of compensation of vacuum energy any model of dark energy cannot be considered as complete, though phenomenological suggestions  can be quite useful.

In our paper  we considered a modification of the model of Ref.  and as a result we were able to obtain realistic cosmological solutions with dynamical compensation of vacuum energy and non-compensated remnants or, better to say, an excessive energy density of $`\varphi `$ being cosmological dark energy. To our mind the mechanism described in  can be considered as moderately successful in the sense that such solutions indeed exist. However, their stability has not been studied and its suspected absence may present a serious challenge to a possibility of simultaneous solution of both vacuum and dark energy problems in the considered frameworks. In this paper we study the stability of the solutions presented in Ref.  and find that they are unstable with respect to small perturbations. However, with some modification of the underlying Lagrangian governing interaction of $`\varphi `$ with gravity stability can be achieved but at the expense of a realistic transition from radiation domination stage to matter one.

The action of the considered model has the form:

$`A={\displaystyle d^4x\sqrt{g}\left[\frac{(R+2\mathrm{\Lambda })}{2}+\frac{D_\mu \varphi D^\mu \varphi }{2R^2}U(\varphi )\right]}`$ (1)
where the metric has the signature $`(+,,,)`$, $`D_\mu `$ is the covariant derivative in this metric, and $`g=det[g_{\mu \nu }]`$. We took the units such that $`m_{Pl}^2/8\pi =1`$. Correspondingly the cosmological constant $`\mathrm{\Lambda }`$ is expressed through the vacuum energy as $`\rho _{vac}=\mathrm{\Lambda }m_{Pl}^2/8\pi =\mathrm{\Lambda }`$. The explicit form of the potential $`U(\varphi )`$ is not essential because solutions tend to $`\varphi =\varphi _0=const`$ and only the magnitude of the derivative of the potential at this point, $`U^{}(\varphi _0)`$, determines asymptotic behavior of the solution. Hereafter, we take $`\varphi _0=0`$ for simplicity.

In the cosmological Friedmann-Robertson-Walker (FRW) background equation of motion for spatially homogeneous field $`\varphi =\varphi (t)`$ takes the form:

$`\left({\displaystyle \frac{d}{dt}}+3H\right)\left({\displaystyle \frac{\dot{\varphi }}{R^2}}\right)+U^{}(\varphi )=0.`$ (2)
while the Einstein equations acquire additional terms related to $`\varphi `$:

$`R_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }R{\displaystyle \frac{D_\mu \varphi D_\nu \varphi }{R^2}}+{\displaystyle \frac{\left(D_\alpha \varphi \right)^2}{2R^2}}\left(g_{\mu \nu }+{\displaystyle \frac{4R_{\mu \nu }}{R}}\right)`$
$`g_{\mu \nu }\left[U(\varphi )+\rho _{vac}\right]+2\left(g_{\mu \nu }D^2D_\mu D_\nu \right){\displaystyle \frac{\left(D_\alpha \varphi \right)^2}{R^3}}=T_{\mu \nu },`$ (3)
where $`T_{\mu \nu }`$ is the energy-momentum tensor of the usual matter and $`(D\varphi )^2D_\alpha \varphi D^\alpha \varphi `$.

Taking trace over $`(\mu \nu )`$ we obtain equation governing evolution of the curvature scalar $`R`$:

$`R3{\displaystyle \frac{\left(D\varphi \right)^2}{R^2}}+4\left[U(\varphi )+\rho _{vac}\right]6D^2{\displaystyle \frac{\left(D_\alpha \varphi \right)^2}{R^3}}=T`$ (4)
where $`T=T_\mu ^\mu `$. For the spatially homogeneous case the covariant D’Alambertian is $`D^2=d^2/dt^2+3Hd/dt`$ and the Hubble parameter, $`H`$, is expressed through $`R`$ as

$`R=6\left(2H^2+\dot{H}\right)`$ (5)
As is found in Ref. , these equations allow power law solutions, $`H=h/t`$, $`R=r/t^2`$, and $`[U(\varphi )\rho _{vac}]1/t^2`$. An interesting feature of this solution is that the term containing $`D^2`$ in Eq. (4) is subdominant and can be neglected. However, for the study of stability one, as is well known, must retain higher derivative terms in differential equation of motion. We checked numerically that the solution of equations (2,4,5) quickly becomes singular with $`H`$ and/or $`R`$ going to infinity in finite time. General solution leads to a change of sign of $`R`$ from initially negative value to a positive one and to subsequent collapse ($`H\mathrm{}`$) as shown in Fig. 1 for $`\rho _m=0`$ and Fig. 2 for $`\rho _m0`$. On the other hand, when the potential $`U`$ is flatter, i.e. smaller $`U^{}`$, the scalar field first changes sign and then all variable ($`\varphi `$,$`H`$ and $`R`$) blow up for $`\rho _m=0`$ (Fig. 3).111If there exists significant $`\rho _m`$ the solution behaves as seen in Fig. 2 even for small $`U^{}`$. In this way a catastrophic cosmological singularity is quickly approached.

To cure this unpleasant behavior we changed the Lagrangian (1) in such a way that the solution of equations of motion for $`\varphi `$ (2), $`R`$ (4) and $`H`$ (5) does not lead to the catastrophic collapse of the universe for any sign of the curvature $`R`$. This may be done if the Lagrangian is allowed to depend upon the absolute value of $`R`$.222This modification cannot cure the blow up of $`\varphi `$,$`H`$ and $`R`$ in the case of small $`U^{}`$ and $`\rho _m`$ since this instability arises without change of the curvature sign. If we modify the kinetic term of the $`\varphi `$-field as

$`{\displaystyle \frac{(D\varphi )^2}{R^2}}{\displaystyle \frac{(D\varphi )^2}{R|R|}}`$ (6)
then $`|H|`$ would not infinitely rise for any sign of $`R`$. Such non-analytical terms in the Lagrangian are rather unusual but may be allowed for a toy model. One may have slightly better form for non-analytic terms as e.g. $`\sqrt{R^2+(D_\alpha \varphi )^2}`$. To avoid negative sign of the expression under square root the solution should ensure $`R^2>|(D\varphi )^2|`$, or if it is not so the expression could be properly modified e.g. by changing $`(D\varphi )^2`$ into $`(D\varphi )^4`$.

It is convenient to introduce additional notations:

$`z={\displaystyle \frac{\dot{\varphi }}{R|R|}}\mathrm{and}w={\displaystyle \frac{(\dot{\varphi })^2}{|R|^3}}`$ (7)
In terms of these new functions and in spatially homogeneous case we obtain the following system of equations governing cosmological evolution in the model under consideration:

$`\dot{\varphi }{\displaystyle \frac{|w|w}{z^3}}=0,`$ (8)
$`\dot{z}+3HzU^{}(\varphi )=0,`$ (9)
$`\dot{H}+2H^2+R/6=0,`$ (10)
$`6D^2w+3{\displaystyle \frac{w^2}{z^2}}+{\displaystyle \frac{|w|}{z^2}}+4{\displaystyle \frac{|w|}{w}}\left[U(\varphi )+\rho _{vac}\right]+{\displaystyle \frac{|w|}{w}}T=0.`$ (11)
The evolution of the trace of the energy-momentum tensor of the usual matter is determined by its equation of state. For relativistic matter $`T=0`$, while for non-relativistic matter:

$`\dot{T}=3HT`$ (12)
The system of equations (8-12) has been solved numerically, see figs. 4 and 5. We have found, for more or less general initial conditions, that the curvature, $`R`$, oscillates around zero with an increasing frequency and with the amplitude decreasing somewhat faster than $`1/t^2`$. Possibly particle production by quickly oscillating curvature would make the magnitude of $`R`$ to decay even faster. The Hubble parameter tends to $`H=1/(2t)`$, as is the case of cosmology dominated by relativistic matter. The compensating scalar field $`\varphi `$ tends to a constant value oscillating around the latter. In the case that non-relativistic matter is absent and thus, $`T=0`$ the model corresponds to reasonable Friedmann cosmology with the usual expansion law, $`a(t)t^{1/2}`$. However, if non-relativistic matter is present and $`T`$ is non-zero it would start to dominate the total matter energy density, $`T=\rho _ma^3`$, while the expansion regime remains relativistic, $`at^{1/2}`$.

Still the solutions found in Ref.  also exist but to “hit” them a fine-tuning of initial conditions is necessary. Moreover, these solutions are unstable and small fluctuations around them have one (out of 5) rising mode. It is interesting that if one neglects $`D^2`$-term in Eq. (4), as we have done in Ref. , the “good” solutions found there are stable but the transition from relativistic to non-relativistic regime encounters instability.

So only a moderate success can be reported. The model presented above allows for the transformation of de Sitter cosmological solution, driven by vacuum energy, into the Friedmann one but the expansion regime is always relativistic with $`H=1/(2t)`$ independently of the matter content. The matter dominated (MD) solution with $`H=2/(3t)`$ is also possible but such solution is unstable, small fluctuations around it would drive the system back to radiation dominated (RD) regime. Moreover, starting from RD regime, assuming that $`T`$ is small, we have not found any solution which allows for the change to MD regime when $`T`$ begins to dominate matter density. Despite these shortcomings, one may hope that the resolution of these problems may be feasible with some modification of the Lagrangian describing interaction of the compensating field with gravity. Maybe such constructions resembles epicycles in Ptolemaic astronomy but there surely was some truth in the latter. Anyhow, adjustment mechanism seems to be the only one that may possibly solve simultaneously both problems of 100 orders of magnitude compensation of vacuum energy and to explain the non-compensated remnant in cosmological energy density (dark energy) which contributes a relative fraction of order of unity into cosmological energy density at any time of the universe history.

Acknowledgment We thank S. Mukoyama for critical comments on our previous paper  related to stability of the solutions. A.D. Dolgov is grateful to the Research Center for the Early Universe of the University of Tokyo for the hospitality during the time when this work was done.


text:
# Nonlinear screening and percolative transition in a two-dimensional electron liquid

## Abstract

A variational method is proposed for calculating the percolation threshold, the real-space structure, and the ground-state energy of a disordered two-dimensional electron liquid. Its high accuracy is verified against exact asymptotics and prior numerical results. The inverse thermodynamical density of states is shown to have a strongly asymmetric minimum at a density that is approximately the triple of the percolation threshold. This implies that the experimentally observed metal-insulator transition takes place well before the percolation point is reached.

The discovery that a two-dimensional (2D) electron liquid can be a metal at moderate electron density $`n_e`$ and an insulator at small $`n_e`$ was a major surprise that questioned our fundamental understanding of the role of disorder in such systems. Today, almost a decade later, it remains a subject of an intense debate. Abrahams\_01  One important reason why the conventional theory fails could be its flawed basic premise of the “good” metal, i.e., a uniform electron liquid slightly perturbed by impurities and defects. Indeed, modern nanoscale imaging techniques Eytan\_98 ; Finkelstein\_00 ; Ilani\_00 ; Morgenstern\_00  unambiguously showed that low-density 2D electron systems are strongly inhomogeneous, “bad” metals, where effects of disorder are nonperturbatively strong. In particular, depletion regions (DR), i.e., regions where $`n(\text{r})`$ is effectively zero, exist. They appear when $`n_e`$ is too small to adequately compensate fluctuating charge density of randomly positioned impurities. As $`n_e`$ is reduced in the experiment, e.g., in order to approach the vicinity of the metal-insulator transition (MIT), the DRs are expected to grow in size and concentration and eventually merge below some percolation threshold $`n_e=n_p`$. An important and controversial issue is whether or not this percolation transition plays any role in the observed MIT. Abrahams\_01  To resolve it one needs to have a theory that is able to calculate $`n_p`$ and that can describe the inhomogeneous structure of the 2D metal at $`n_en_p`$. A great progress in this direction has been achieved by Efros, Pikus, and Burnett, Efros\_93  whose paper is intellectually tied to earlier work on nonlinear screening by Efros and Shklovskii. Efros\_Shklovskii\_book  Still, analytical results remained scanty and numerical simulations Efros\_93 ; Shi\_02  were the only known way to quantitatively study the $`n_en_p`$ regime. These simulations are very time consuming and redoing them in order to get any information beyond what is published Efros\_93 ; Shi\_02  or to study novel experimental setups seems impracticable. Below I will show that a variational approach to the problem can be a viable alternative. Comparing it with the available numerical results for a typical model of the experimental geometry (Fig. 1), I establish that it correctly predicts the value of $`n_p`$ and accurately reproduces the energetics of the ground state, in particular, the density dependence of the electrochemical potential $`\mu `$ and of the inverse thermodynamical density of states (ITDOS), $`\chi ^1=d\mu /dn_e`$, over a broad range of $`n_e`$. The most striking feature of the resultant function $`\chi ^1(n_e)`$ is a strongly asymmetric minimum, which is observed in real experiments. Eisenstein\_94 ; Dultz\_00 ; Dultz\_xxx ; Allison\_02  I will elaborate on the origin of this feature and show that it occurs at $`n_e3n_p`$ largely independently of the parameters of the system. Recently, this minimum attracted much interest when Dultz et al. Dultz\_00  reported that in some samples it virtually coincides with the apparent MIT. The proposed theory indicates that, at least for these samples, any connection between the MIT and the percolation of the DRs can be ruled out. Thus, the explanation of the MIT lies elsewhere.

The Hamiltonian of the model is adopted from Efros, Pikus, and Burnett (EPB) Efros\_93  (see also Fig. 1),

$$H=d^2r\left\{\frac{1}{2}[n(\text{r})n_e]\mathrm{\Phi }(\text{r})+H_0(n)\right\}$$
(1)
where $`\mathrm{\Phi }(\text{r})`$ is the electrostatic potential,

$$\mathrm{\Phi }=d^2r^{}\frac{e^2}{\kappa }\left[\frac{n(\text{r}^{})n_e}{|\text{r}^{}\text{r}|}\frac{n_d(\text{r}^{})n_i}{\sqrt{(\text{r}^{}\text{r})^2+s^2}}\right]$$
(2)
$`\kappa `$ is the dielectric constant, and $`H_0(n)`$ is the energy density of the uniform liquid of density $`n`$,

$$H_0(n)=(e^2/\kappa )n^{3/2}h_0(n).$$
(3)
At low densities, $`h_0(n)1`$ is a slow function Tanatar\_89  of $`n`$. The negative sign in Eq. (3) reflects the prevalence of the exchange-correlation energy over the kinetic one in this regime. The potential created by the random concentration of dopants $`n_d(𝐫)`$ can be expressed in terms of the effective in-plane background charge $`\stackrel{~}{\sigma }(\text{q})=\stackrel{~}{n}_d(\text{q})\mathrm{exp}(qs)`$ (the tildes denote the Fourier transforms). With these definition, $`\mathrm{\Phi }(\text{r})`$ coincides with the potential created by the charge density $`\sigma (\text{r})=n(\text{r})n_e\sigma (\text{r})`$. I will assume that the dopants have the average concentration $`n_dn_is^2`$ and are uncorrelated in space. In this case the one- and two-point distribution functions of $`\sigma (\text{r})`$ have the Gaussian form,

$`P_1(\sigma )=(2\pi K_0)^{1/2}\mathrm{exp}(\sigma ^2/2K_0),`$ (4)
$`P_2={\displaystyle \frac{1}{2\pi \sqrt{K_0^2K_r^{}^2}}}\mathrm{exp}\left[{\displaystyle \frac{2K_r^{}\sigma \sigma ^{}K_0(\sigma ^2+\sigma ^{\mathrm{\hspace{0.17em}2}})}{2(K_0^2K_r^{}^2)}}\right]`$ (5)
where $`\sigma ^{}=\sigma (\text{r}+\text{r}^{})`$ and $`K_r`$ is given by

$$K_r\sigma (r)\sigma (0)=n_is/\pi (r^2+4s^2)^{3/2}.$$
(6)
The characteristic scales in the problem are as follows. Efros\_93  The typical amplitude of fluctuations in $`\sigma `$ is $`\sqrt{n_i}/s`$, see Eqs. (4) and (6). Their characteristic spatial scale is the spacer width $`s`$ \[cf. Eqs. (46) and Fig. 1\]. In the cases studied below, $`n_en_p`$ and $`n_en_p`$, $`s`$ exceeds the average interelectron separation $`a_0=n_e^{1/2}`$. As usual in Coulomb problems, the energy is dominated by the longest scales, in this case $`s`$. The fluctuations $`H_0(n)H_0(n_e)`$ of the the local energy density come from the interactions on the much shorter scale of $`a_0s`$ and can be treated as a perturbation. Efros\_93  For the purpose of calculating the ground-state density profile $`n(\text{r})`$ I neglect $`H_0`$. Once such a ground state is known, I correct the total energy $`H`$ by adding to it $`H_0`$ averaged over $`n(\text{r})`$.

To find $`n(\text{r})`$ one needs to solve the electrostatic problem with the following dual boundary conditions: if $`n(\text{r})>0`$, then $`\mathrm{\Phi }(\text{r})=\mu =\mathrm{const}`$; otherwise, if $`n=0`$ (DR), then Efros\_Shklovskii\_book ; Efros\_93 ; Fogler\_comp\_cb  $`\mathrm{\Phi }>\mu `$. I start with the analysis of the large-$`n_e`$ case, which clarifies why $`\chi ^1(n_e)`$ dependence is nonmonotonic and which provides a formula for the the density $`n_m`$ where $`\chi ^1`$ has the minimum.

In the limit $`n_e\sqrt{n_i}/s`$, the asymptotically exact treatment is possible because the DRs appear only in rare places where $`\sigma (\text{r})`$ dips below $`n_e`$. (In practice, this limit is realized when $`n_e>K_0^{1/2}0.2\sqrt{n_i}/s`$). The corresponding electrostatic problem is analogous to that of the metallic sheet perforated by small holes, see Fig. 1. The most elegant way to derive $`\chi ^1`$ in this regime is to calculate the fraction $`E_p/E_0`$ of the electric field that reaches the bottom layer in the geometry of Fig. 1. Indeed, $`E_p/E_0`$ is nonzero only if the probe layer is not a perfect metal, $`\chi ^10`$. In the simplest case, where distances $`s_1`$ and $`s_2`$ are large, the following formula holds: $`\chi ^1=4\pi (e^2s_2/\kappa )(dE_p/dE_0)`$ (cf. Ref. Eisenstein\_94, ). This is essentially the formula used to deduce $`\chi ^1`$ in the experiment Eisenstein\_94 ; Dultz\_00 ; Dultz\_xxx ; Allison\_02 ). It is immediately obvious that holes in the metallic sheet enhance the penetrated field $`E_p`$. For example, the field leaking through a round hole of radius $`a`$ is the field of a dipole Jackson\_book  $`\text{p}=(a^3/3\pi )\text{E}_0`$. If there is a finite but small concentration $`N_h`$ of such holes, their fields are additive, leading to $`\chi ^1=(8\pi e^2/3\kappa )N_ha^3`$. From here the exact large-$`n_e`$ asymptotics of $`\chi ^1`$ and $`\mu `$ can be obtained by substituting the proper $`N_h`$ and averaging over the distribution of $`a`$. This can be done by noting that these holes appear around the minima of $`\sigma (\text{r})`$ whose statistics is fixed by Eqs. (46). It is easy to see that the most probable holes are nearly perfect circles with radii Efros\_93  $`as\sqrt{K_0}/n_e`$. The charge distribution around a single hole at distances $`r>a`$ is given by the formula

$$n(r)=\frac{\sigma _{xx}a^2}{\pi }\left[\sqrt{\frac{r^2}{a^2}1}\left(\frac{r^2}{a^2}+\frac{2}{3}\right)\mathrm{arccos}\frac{a}{r}\right],$$
(7)
where the hole is assumed to be centered at $`r=0`$ and $`a^2=3[n_e+\sigma (0)]/\sigma _{xx}`$. Equation (7) can be obtained, e.g., by generalizing the textbook solution Jackson\_book  for the hole in the metallic sheet Comment\_on\_hole  and is also the limiting form of Eq. (11) in Ref. Burnett\_93, . Previously, Eq. (7) was used for study of quantum dots in Ref. Fogler\_94, .

In the current problem the main factor that determines the net contribution $`\chi _{\mathrm{DR}}^1`$ of the depletion holes to $`\chi ^1`$ is their exponentially small concentration, proportional to $`P_1(n_e)\mathrm{exp}(n_e^2/2K_0)`$. The final result,

$$\chi _{\mathrm{DR}}^1(3\sqrt{2}/8\pi )(e^2n_i/\kappa sn_e^2)\mathrm{exp}(4\pi s^2n_e^2/n_i),$$
(8)
agrees with that of EPB but has no numerical coefficients left undetermined. To finalize the calculation, one needs to augment $`\chi _{\mathrm{DR}}^1`$ by the local term $`\chi _0^1=d^2H_0(n)/dn_e^2`$. In the present case, fluctuations around the average density are small. Hence, $`H_0(n)H_0(n_e)`$ and

$$\chi _0^1(n_e)(e^2/\kappa )h_1(n_e)/\sqrt{n_e},n_e\sqrt{n_i}/s,$$
(9)
where $`h_1(n_e)=(3/4)h_0(n_e)+3h_0^{}n_e+h_0^{\prime \prime }n_e^21`$.

Formula (8) implies a sharp upturn of the ITDOS as $`n_e0`$ caused by the exponential growth of the DRs. At the boundary of its validity, $`n_e\sqrt{n_i}/s`$, Eq. (8) gives $`\chi _{\mathrm{DR}}^1e^2s/\kappa `$, which is large and positive. On the other hand, the local term $`\chi _0^1`$ \[Eq. (9)\] shows a weak dependence on $`n_e`$, remaining small and negative. Combined, they produce a strongly asymmetric minimum in $`\chi ^1(n_e)=\chi _{\mathrm{DR}}^1+\chi _0^1`$ at the density

$$n_m=\frac{1}{4\sqrt{\pi }}\frac{\sqrt{n_i}}{s}\mathrm{ln}^{1/2}\left(\frac{4096}{\pi h_1^4}n_is^2\right).$$
(10)
The log-factor in Eq. (10) is rather insensitive to $`n_is^2`$ and $`h_1`$. For $`n_is^2=h_1=1`$, one gets $`n_m0.38\sqrt{n_i}/s`$. In comparison, (see Ref. Efros\_93,  and below) the percolation threshold is

$$n_p0.12\sqrt{n_i}/s,$$
(11)
so that $`n_m3n_p`$. In accord with EPB’s heuristic argument, at such density a very small area fraction is depleted (see inset in Fig. 2a), and so the use of the asymptotic formula (8) is justified.

Let us now proceed to the case $`n_en_p`$. Again, I start with the electrostatic problem ($`H_00`$). One expects DRs to be abundant and irregularly shaped. For a given $`n_e`$, the ground-state $`n(\text{r})`$ is some nonlocal functional of $`\sigma `$ and there is no hope to find it exactly. What I wish to report here is that a variational solution sought within the class of purely local functionals, $`n(\text{r})=n[\sigma (\text{r})]`$ remarkably accurately reproduces the $`\mu (n_e)`$ and $`\chi ^1(n_e)`$ dependencies found in numerical work. Efros\_93 ; Shi\_02  More interestingly, it predicts the correct value of $`n_p`$ \[Eq. (11)\].

The system of equation that defines such a variational state $`n(\sigma )`$ follows from the fact that for a Gaussian random function the averages over the total area $`L^2`$ of the system and over the distribution function are the same. This yields \[cf. Eqs. (15)\]

$`{\displaystyle \frac{H_v}{L^2}}={\displaystyle \frac{1}{2}}{\displaystyle 𝑑\sigma 𝑑\sigma ^{}\rho (\sigma )G(\sigma ,\sigma ^{})\rho (\sigma ^{})},`$ (12)
$`G(\sigma ,\sigma ^{})={\displaystyle d^2r^{}V(r^{})[P_2(\sigma ,\sigma ^{})P_1(\sigma )P_1(\sigma ^{})]},`$ (13)
where $`\rho (\sigma )=n(\sigma )n_e\sigma `$ and $`V(r^{})=e^2/\kappa r^{}`$. The energy $`H_v`$ needs to be minimized with respect to all functions $`n(\sigma )`$ that obey the constraints $`n(\sigma )0`$ and

$$𝑑\sigma P_1(\sigma )n(\sigma )=n_e.$$
(14)
The latter ensures that the average density is equal to $`n_e`$. Introducing the Lagrange multiplier $`\mu _v`$ (variational estimate of the electrochemical potential), one obtains that $`H_v`$ is minimized if, for all $`\sigma >f`$, $`\rho (\sigma ^{})`$ satisfies

$$𝑑\sigma ^{}G(\sigma ,\sigma ^{})\rho (\sigma ^{})=\mu _v(n_e)P_1(\sigma )$$
(15)
Here $`f`$ is such that $`n(f)=0`$. \[I found that $`n(\sigma )`$ is always a monotonically increasing function, so that $`n>0`$ corresponds to $`\sigma >f`$\]. The kernel $`G(\sigma ,\sigma ^{})`$ \[Eq. (13)\] is log-divergent, $`G\mathrm{ln}|\sigma \sigma ^{}|`$ at $`\sigma \sigma ^{}`$ and decays exponentially at large $`\sigma `$ and $`\sigma ^{}`$. There is a certain analogy between Eq. (15) and the integral equations of 1D electrostatics, which also have log-divergent kernels. Jackson\_book ; Fogler\_94  This analogy entails that $`n(\sigma )\sqrt{\sigma f}`$ at $`\sigma `$ close to $`f`$. Note that $`\sigma (\text{r})f`$ is proportional to the distance in the real space between the given point r and the boundary of the nearby DR. Thus, the variational principle renders correctly the square-root singularity in $`n(\text{r})`$ at the edge of the DRs \[cf., e.g., Eq (7)\]. I was not able to establish the analytical form of the solution beyond this property and resorted to finding $`n(\sigma )`$ numerically. To do so the integral in Eq. (15) was converted into a discrete sum over 101 points on the interval $`|\sigma |<1.5\sqrt{n_i}/s`$ the resultant system of 101 linear equations was solved on the computer. The solution can be approximated by a simple analytical ansatz

$$n_a(\sigma )=[(n_e+\sigma )^2(n_e+f)^2]^{1/2}\theta (\sigma f),$$
(16)
where $`\theta (z)`$ is the step-function. For example, the energy $`H_v`$ is nearly the same whether it is calculated using $`n_a`$ or using the actual solution of Eq. (15). So, in principle, Eq. (16) obviates the need to solve Eq. (15). The only equation that needs to be solved is Eq. (14) for $`f`$.

At this point one can compare the predictions of the variational method for $`\mu _v(n_e)`$ with EPB’s numerical results that were also obtained for the $`H_0=0`$ problem. As Fig. 2a illustrates, they are in a good agreement. Comment\_on\_ansatz

To test the theory further I compare it next with the numerical data of Shi and Xie. Shi\_02  To this end, one needs to calculate $`\chi ^1`$ including the effect of a finite $`H_0`$. The first step is to take the derivative $`\chi _{\mathrm{DR}}^1=d\mu _v/dn_e`$, which is easily done numerically. An accurate fit to the result is provided by the interpolation formula

$$\chi _{\mathrm{DR}}^1\frac{e^2s}{\kappa }\frac{3\sqrt{2}}{8\pi \eta }\frac{0.30+\eta }{0.036+0.12\eta +\eta ^2}\mathrm{exp}(4\pi \eta ^2),$$
(17)
where $`\eta n_es/\sqrt{n_i}`$. This particular form is devised to match Eq. (8) at large $`n_e`$ and is consistent up to log-corrections with the behavior expected Efros\_Shklovskii\_book ; Gergel\_78  at very small $`n_e`$. The next step is to evaluate the quantity

$$\chi _0^1=\frac{d^2}{dn_e^2}H_0=\frac{d^2}{dn_e^2}_f^{\mathrm{}}𝑑\sigma P_1(\sigma )H_0[n(\sigma )],$$
(18)
which is also easily done on the computer. The total ITDOS, $`\chi ^1(n_e)=\chi _{\mathrm{DR}}^1+\chi _0^1`$, calculated from Eqs. (1718) and the theoretical value of $`n_m0.7\times 10^3a_B^2`$ \[per Eq. (10)\] compare very well with the simulations, see Fig. 2b. The parameters I used are $`n_i=6.25\times 10^4a_B^2`$ and $`s=10a_B`$, where $`a_B`$ is the effective Bohr radius. Comment\_on\_Shi  In agreement with the exact results presented above, $`\chi _0^1\chi _{\mathrm{DR}}^1`$ at $`n_e<n_m`$, and so the upturn of $`\chi ^1`$ at low $`n_e`$ is driven the growth of DRs.

Within the variational method the boundaries of the DRs coincide with the level lines $`\sigma (\text{r})=f`$ of the zero-mean random function $`\sigma `$. Consequently, the DRs percolate at $`f0`$. Solving Eq. (15) with $`f=0`$, one arrives at Eq. (11), which is in excellent agreement with EPB’s result $`n_p0.11\sqrt{n_i}/s`$. One important quantity not reported in the published numerical works Efros\_93 ; Shi\_02  is the area fraction of the DR. Within the variational method, it is equal to $`\mathrm{erfc}(f/\sqrt{2K_0})/2`$, where $`\mathrm{erfc}(z)`$ is the complementary error function. It is exactly $`1/2`$ at $`n_e=n_p`$ and increases as $`n_e0`$ as shown in Fig. 2a (inset).

Let us now compare our results with the experimental data. Taking a rough number $`n_i=3\times 10^{11}\mathrm{cm}^2`$ and a typical spacer width $`s=40\mathrm{nm}`$ in Eq. (10), one gets $`n_m5.2\times 10^{10}\mathrm{cm}^2`$, in agreement with observed values. Dultz\_00  The estimate for the percolation point is $`n_pn_m/31.7\times 10^{10}\mathrm{cm}^2`$. Despite some small uncertainty in the last number (due to the uncertainties in $`n_i`$ and $`h_1`$), $`n_p`$ and $`n_m`$ differ substantially, and so they can be easily distinguished experimentaly. Therefore, the observed apparent MIT Dultz\_00  at $`n=n_m`$ has nothing to do with the percolation of the DRs and moreover with breaking of the electron liquid into droplets (the latter occurs at $`n_en_p`$). From Fig. 2a, one can estimate that the DR occupy mere 6% of the total area at $`n=n_m`$.

One qualitative prediction that follows from Eqs. (9) and (17) is that the upturn of $`\chi ^1(n_e)`$ should be sharper in samples with larger $`s`$, which seems to be the case if the data of Ref. Eisenstein\_94,  ($`s=14\mathrm{nm}`$) are compared with those of Refs. Dultz\_00, ; Dultz\_xxx, ; Allison\_02,  ($`s4\mathrm{nm}`$). Detailed fits are left for future.

I conclude with mentioning some other theoretical work on the subject. It was suggested Chakravarty\_99  that near the MIT, function $`\chi ^1(n_e)`$ may contain both regular and singular parts. My theory can be considered the calculation of the former. Its detailed comparison with experiment may furnish an estimate of the putative singular term. The effect of disorder on $`\chi ^1`$ was also studied in Refs. Si\_98,  and Asgari\_02,  but the electron density inhomogeneity was not accounted for. Finally, a nonmonotonic $`\chi ^1(n_e)`$ dependence was found in a model Orozco\_03  without disorder.

This work is supported by C. & W. Hellman Fund and A. P. Sloan Foundation. I am grateful to B. I. Shklovskii for indispensable comments and insights, and also to H. W. Jiang, A. K. Savchenko, and J. Shi for discussions.