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# Extension to order 𝛽²³ of the high-temperature expansions for the spin-1/2 Ising model on the simple-cubic and the body-centered-cubic lattices

## I Introduction

As a part of an ongoing long-term program of computer-based calculations and analyses of HT series for two-dimensional and for three-dimensional lattice spin models, we have extended by two terms the high-temperature (HT) series for the spin-1/2 Ising model on the simple-cubic (sc) and the body-centered-cubic (bcc) lattices. In the first analysis presented here, we shall restrict to consider the HT expansions through $`\beta ^{23}`$ for the susceptibility $`\chi `$ and the second-moment correlation length $`\xi `$, mainly in order to update the direct estimates of the corresponding critical indices $`\gamma `$ and $`\nu `$.

For the sc lattice, the longest expansions of these quantities already in the literature reach order $`\beta ^{21}`$. They were obtained and analyzed in Refs. only a few years ago. In the case of the bcc lattice, the published series for $`\chi `$ and $`\xi `$, also extending through $`\beta ^{21}`$, were calculated by B.G.Nickel two decades ago. The progress in such computations has been slow due to the exponential growth of their complexity with the order of the expansion, so that even adding only a few terms to the present results is a laborious task. Within the renormalized linked-cluster expansion method, used in our work, one must overcome many problems of combinatorial nature concerning graph generation, classification and partial resummation, and a special effort must be devoted to keep under strict control the numerous possible sources of error. In our case, a final severe test is provided by having the program to reproduce, in three dimensions, established data like the series for the nearest-neighbor spin correlation on the sc lattice, which is already tabulated through $`\beta ^{27}`$, and, in two dimensions, the series for $`\chi `$ and $`\mu _2`$ on the simple square lattice, which are known through $`\beta ^{35}`$ and beyond. After the completion of this work, a preprint has been issued which also reports independently extended expansions for $`\chi `$ and $`\mu _2`$ on both the the sc and the bcc lattice through orders $`\beta ^{23}`$ and $`\beta ^{25}`$ respectively. Our series coefficients agree with those of Ref.  as far as the expansions overlap. This adds further confidence about the correctness of the results since our implementation of the linked cluster expansion procedure is rather different from that described in Ref..

Any enrichment of the exact informations on the 3d Ising model is still of general interest. Here we have used these novel data to improve the knowledge of the nonnegligible singular corrections to the leading critical singularities of $`\chi `$ and $`\xi `$ and, as a consequence, the accuracy of the direct HT series estimates of all critical parameters. As stressed in Ref., the corrections to scaling first showed up unambiguously when the bcc series were extended to order $`\beta ^{21}`$, the last three coefficients being crucial. It is therefore helpful to produce more coefficients, in order to stabilize and possibly refine the quality of the information extracted from the series.

The plan of this note is as follows: after setting our notational conventions in Sec. II, we tabulate the series coefficients for $`\chi `$ and $`\mu _2`$ through order $`23`$, with respect to the usual HT expansion variable $`v=th(\beta )`$. In Sec. III we report the results of our extrapolations for the critical temperatures, for the critical exponents $`\gamma `$ and $`\nu `$, for the universal ratio $`C_+/C_{}`$ of the critical amplitudes of the susceptibility above and below the critical point, for the analogous ratio $`f_+/f_{}`$ of the correlation-length amplitudes and for the ratio $`a_\xi ^+/a_\chi ^+`$ of the correction-to-scaling amplitudes. Our estimates are compared with the latest numerical calculations by series, by stochastic methods and by perturbative renormalization group (RG) techniques, in the fixed-dimension (FD) approach and in the $`ϵ`$-expansion approach. Less recent studies have been already reviewed in our Refs..

## II  Definitions and notations

In order to introduce our notation, we shall specify by the Hamiltonian

$$H\{s\}=\frac{J}{2}\underset{\stackrel{}{x},\stackrel{}{x}^{}}{}s(\stackrel{}{x})s(\stackrel{}{x}^{})$$
(1)
the nearest-neighbor three-dimensional spin-1/2 Ising model in zero magnetic field.

Here $`s(\stackrel{}{x})=\pm 1`$ is the spin variable at the lattice site $`\stackrel{}{x}`$, and the sum extends over all nearest neighbor pairs of sites. We shall consider expansions in the usual HT variable $`\beta =J/k_BT`$ called “inverse temperature” for brevity. However, for convenience, we shall tabulate the series coefficients with respect to the expansion variable $`v=th(\beta )`$.

The susceptibility is expressed in terms of the connected two-spin correlation function $`s(\stackrel{}{x})s(\stackrel{}{y})_c`$ by

$$\chi (\beta )=\underset{\stackrel{}{x}}{}s(0)s(\stackrel{}{x})_c=1+\underset{r=1}{\overset{\mathrm{}}{}}a_r\beta ^r;$$
(2)
and the second moment of the correlation function is defined as

$$\mu _2(\beta )=\underset{\stackrel{}{x}}{}\stackrel{}{x}^2s(0)s(\stackrel{}{x})_c=\underset{r=1}{\overset{\mathrm{}}{}}b_r\beta ^r.$$
(3)
In terms of $`\chi `$ and $`\mu _2`$ the second-moment correlation length $`\xi `$ is defined by

$$\xi ^2(\beta )=\frac{\mu _2(\beta )}{6\chi (\beta )}.$$
(4)
For easy reference we report here the complete expansions of $`\chi `$ and $`\mu _2`$, rather than only the lastly computed two coefficients. For the susceptibility on the sc lattice we have

$`\chi ^{sc}(v)=1+6v+30v^2+150v^3+726v^4+3510v^5+16710v^6+79494v^7+375174v^8+1769686v^9+8306862v^{10}`$

$`+38975286v^{11}+182265822v^{12}+852063558v^{13}+3973784886v^{14}+18527532310v^{15}+86228667894v^{16}`$

$`+401225368086v^{17}+1864308847838v^{18}+8660961643254v^{19}+40190947325670v^{20}+186475398518726v^{21}`$

$`+864404776466406v^{22}+4006394107568934v^{23}+\mathrm{}`$

for the second moment on the sc lattice:

$`\mu _2^{sc}(v)=6v+72v^2+582v^3+4032v^4+25542v^5+153000v^6+880422v^7+4920576v^8+26879670v^9+144230088v^{10}`$

$`+762587910v^{11}+3983525952v^{12}+20595680694v^{13}+105558845736v^{14}+536926539990v^{15}+2713148048256v^{16}`$

$`+13630071574614v^{17}+68121779384520v^{18}+338895833104998v^{19}+1678998083744448v^{20}+8287136476787862v^{21}`$

$`+40764741656730408v^{22}+199901334823355526v^{23}+\mathrm{}`$

for the susceptibility on the bcc lattice:

$`\chi ^{bcc}(v)=1+8v+56v^2+392v^3+2648v^4+17864v^5+118760v^6+789032v^7+5201048v^8+34268104v^9+224679864v^{10}`$

$`+1472595144v^{11}+9619740648v^{12}+62823141192v^{13}+409297617672v^{14}+2665987056200v^{15}+17333875251192v^{16}`$

$`+112680746646856v^{17}+731466943653464v^{18}+4747546469665832v^{19}+30779106675700312v^{20}+199518218638233896v^{21}`$

$`+1292141318087690824v^{22}+8367300424426139624v^{23}+\mathrm{}`$

for the second moment on the bcc lattice:

$`\mu _2^{bcc}(v)=8v+128v^2+1416v^3+13568v^4+119240v^5+992768v^6+7948840v^7+61865216v^8+470875848v^9+3521954816v^{10}`$

$`+25965652936v^{11}+189180221184v^{12}+1364489291848v^{13}+9757802417152v^{14}+69262083278152v^{15}+488463065172736v^{16}`$

$`+3425131086090312v^{17}+23896020585393152v^{18}+165958239005454632v^{19}+1147904794262960384v^{20}`$

$`+7910579661767454248v^{21}+54332551216709931904v^{22}+372033905161237212392v^{23}+\mathrm{}`$

## III  Analysis of the series

In terms of the reduced inverse temperature $`\tau ^\mathrm{\#}=1\beta /\beta _c^\mathrm{\#}`$, the asymptotic critical behavior of the susceptibility is expected to be

$$\chi ^\mathrm{\#}(\beta )C_+^\mathrm{\#}(\tau ^\mathrm{\#})^\gamma \left(1+a_\chi ^{+\mathrm{\#}}(\tau ^\mathrm{\#})^\theta +\mathrm{}+e_\chi ^{+\mathrm{\#}}\tau ^\mathrm{\#}+\mathrm{}\right)$$
(5)
as the critical point $`\beta _c^\mathrm{\#}`$ is approached from below. (Here and in what follows, the superscript $`\mathrm{\#}`$ stands for either sc or bcc, as appropriate, and will be dropped whenever unnecessary. The index +(-) denotes, as usual, quantities associated with the high (low) temperature side of the critical point.) Similarly, for the correlation length $`\xi `$, we expect

$$\xi ^\mathrm{\#}(\beta )f_+^\mathrm{\#}(\tau ^\mathrm{\#})^\nu \left(1+a_\xi ^{+\mathrm{\#}}(\tau ^\mathrm{\#})^\theta +\mathrm{}+e_\xi ^{+\mathrm{\#}}\tau ^\mathrm{\#}+\mathrm{}\right)$$
(6)
as $`\tau 0^+`$.

The exponents $`\gamma `$, $`\nu `$ and $`\theta `$ are universal quantities, whereas the critical amplitudes $`C_+^\mathrm{\#}`$, $`f_+^\mathrm{\#}`$, the amplitudes $`a_\chi ^{+\mathrm{\#}}`$, $`a_\xi ^{+\mathrm{\#}}`$ of the leading nonanalytic correction-to-scaling terms and the amplitudes $`e_\chi ^{+\mathrm{\#}}`$, $`e_\xi ^{+\mathrm{\#}}`$ of the leading analytic corrections are nonuniversal, as suggested by the superscript $`\mathrm{\#}`$. Experimentally accessible universal combinations can be formed out of the critical amplitudes. Here we shall be concerned with series estimates of the universal ratios $`C_+/C_{}`$, $`f_+/f_{}`$ and $`a_\xi ^+/a_\chi ^+`$. Notice that for the critical amplitudes we have adopted the notation of Ref. and of other recent studies rather than that of Ref..

### A Estimates of the critical points

As a first step of the analysis, we shall examine the series for the susceptibility whose coefficients have the smoothest pattern of behavior, so that they are generally used to estimate the critical temperatures. These estimates will also be used to bias the determination of the critical exponents and of the universal amplitude ratios, therefore their accuracy is crucial. Let us begin by considering the results obtained by a very efficient variant of the ratio method introduced by J. Zinn-Justin, (see also).

We evaluate $`\beta _c`$ from the sequence

$$(\beta _c)_n=(\frac{a_{n2}a_{n3}}{a_na_{n1}})^{1/4}exp[\frac{s_n+s_{n2}}{2s_n(s_ns_{n2})}]=\beta _c+O(\frac{1}{n^{1+\theta }})$$
(7)
where

$$s_n=\left(ln(\frac{a_{n2}^2}{a_na_{n4}})^1+ln(\frac{a_{n3}^2}{a_{n1}a_{n5}})^1\right)/2$$
(8)
This is an unbiased method, in the sense that no additional accurate information must be used together with the series in order to get the estimates of the critical parameters, but we found useful to improve the procedure by biasing it with the value of $`\theta `$ as follows. For sufficiently large $`n`$, the sequence of estimates $`(\beta _c)_n`$ shows very small regular oscillations due to the loose structure of the lattice. Moreover the odd and even subsequecences of $`(\beta _c)_n`$ have a residual decreasing trend which is very nearly linear on a $`1/n^{1+\theta }`$ plot, as suggested by eq. (7). Therefore, simply taking the highest order term of the sequence $`(\beta _c)_n`$ as the final estimate, would be an inadequate choice. We have preferred to extrapolate separately to $`n\mathrm{}`$ the successive odd and even pairs of estimates $`(\beta _c)_n`$, assuming that we know the value of $`\theta `$ well enough. The two sequences of extrapolated values need further extrapolation which allows also for the small residual curvature of the plot and leads to the final estimates $`\beta _c^{sc}=0.221654(1)`$, in the case of the sc lattice, and $`\beta _c^{bcc}=0.1573725(6)`$, in the case of the bcc lattice. The errors we have reported, account generously both for the present uncertainty in $`\theta `$ (whose effects in this analysis are very small anyway) and for the uncertainty of the second extrapolation. For the correction-to-scaling exponent we have assumed the value $`\theta =0.504(8)`$, obtained by the FD perturbative RG . Also in the rest of this note the central values of all $`\theta `$-biased estimates will refer to this value. However, in the calculations of this and the next subsection, we have also considered a much larger uncertainty, in order to make sure that our results are compatible with somewhat higher central values such as $`\theta =0.52(3)`$, proposed in Ref. (as well as in Ref., with a smaller error), or with $`\theta =0.53(1)`$ suggested in Ref.. An even larger central value $`\theta =0.54(3)`$ was indicated in Refs., while an experimental measure reported in Ref. yields $`\theta =0.57(9)`$. In the case of the bcc lattice, as an example of our extrapolation procedure, we have reported in Table 1 the last eight terms of the sequence $`(\beta _c)_n`$ and the results of the initial extrapolation of the last six successive alternate pairs of terms. Our final result for the critical inverse temperature of the Ising model on the sc lattice is completely compatible, although much less precise than the value $`\beta _c^{sc}=0.22165459(10)`$ obtained from an extensive MonteCarlo (MC) study by a dedicated Cluster Processor and generally considered as the best available estimate. Our central value of $`\beta _c^{bcc}`$, obtained similarly, is only slightly smaller, but more precise than the value $`\beta _c^{bcc}=0.157373(2)`$ suggested in Nickel and Rehr analysis. We should finally mention that Prof. D. Stauffer kindly informed us that he still tends to favor the somewhat larger central estimate $`\beta _c^{sc}=0.221659`$, basing on the HT analysis in Ref., as well as on his own recent simulation of the critical dynamics and on analogous work in Ref.. We also recall that a similar value $`\beta _c^{sc}=0.2216595(26)`$ was indicated a decade ago in the MonteCarlo simulation of Ref.. In the context of our analysis, these values lie approximately halfway between the highest order approximant $`(\beta _c^{sc})_{23}0.221667`$ and our final estimate obtained from extrapolation. To close this section, three remarks are in order. First: the reliability of our analysis procedure has been corroborated by repeating it with the recently computed $`O(\beta ^{26})`$ series for the self-avoiding-walk (saw) model on the sc lattice. This is a relevant test because the structure of the corrections to scaling (namely the sign and size of the correction amplitude and the value of the confluent exponent) is expected to be quite similar to the Ising sc case. For the saw model we have observed that the central value for $`\beta _c`$ indicated by our procedure is essentially stabilized after reaching the order $`\beta ^{23}`$ and agrees closely with that indicated in Ref., while the error decreases as higher order coefficients are included in the analysis. Our procedure has also been tested and confirmed by other arguments in Ref.. Second: due to the higher coordination number of the bcc lattice, the corresponding series have a greater “effective length” than the sc series, and therefore all estimates obtained for the bcc lattice will be systematically more accurate. Third: as expected, the inclusion in our analysis of the two additional coefficients for the expansion of $`\chi `$ on the bcc lattice, computed in Ref., does not essentially modify our central estimate of $`\beta _c^{bcc}`$, but only reduces its uncertainty to the value reported here.

### B Estimates of the critical exponents

By using a related variant of the ratio method and by analogous arguments, fairly good estimates can be obtained also for the exponents $`\gamma `$ and $`\nu `$. We construct the approximation sequence

$$\gamma _n=1+\frac{2(s_n+s_{n2})}{(s_ns_{n2})^2}=\gamma +O(\frac{1}{n^\theta })$$
(9)
with the same definition as above for $`s_n`$. Also in this case, for sufficiently large $`n`$, the successive estimates $`\gamma _n`$, (as well as the analogous ones $`\nu _n`$ obtained from the series coefficients of $`\xi ^2`$), appear to be nearly linear on a $`1/n^\theta `$ plot, and therefore we can follow an extrapolation procedure completely analogous to the one previously described. However, in the exponent calculation, the corrections are a priori larger and therefore the procedure involves relative errors larger than in the case of $`\beta _c`$. In order to illustrate this numerical procedure in the case of the bcc lattice, we have reported in Table 1 the last eight terms of the sequence $`\gamma _n`$ and the results of the extrapolation of the last six successive alternate pairs of terms. The estimates inferred from the analysis of these data are: $`\gamma =1.2378(10)`$ and $`\nu =0.629(2)`$ in the case of the sc series and $`\gamma =1.2373(6)`$ $`\nu =0.629(1)`$ from the bcc series. As expected, the relative uncertainties for the exponent $`\nu `$ are larger because of the slower approach of the second moment series to its asymptotic behavior. The dependence of these estimates on the value of $`\theta `$ used in the extrapolation can be expressed as follows: $`\gamma =1.2378+0.016(\theta 0.504)\pm 0.0010`$ and $`\nu =0.629+0.02(\theta 0.504)\pm 0.0020`$ in the case of the sc lattice; $`\gamma =1.2373+0.012(\theta 0.504)\pm 0.0006`$ and $`\nu =0.629+0.016(\theta 0.504)\pm 0.0010`$ in the case of the bcc lattice.

In order to confirm these estimates for the exponents, we shall resort also to (unbiased and biased) analyses by inhomogeneous differential approximants (DA’s). By unbiased DA’s, we obtain somewhat larger estimates both for the critical inverse temperatures and for the exponents, which, however, show a clear decreasing trend. Therefore also these data should be further extrapolated, but, unfortunately, this is not as straightforward as in the case of the Zinn-Justin method. Thus we did not insist on this route and preferred to perform biased series analyses, either i) by the first-order simplified differential approximants (SDA) introduced and discussed in Ref., in which both $`\beta _c`$ and the correction-to-scaling exponent $`\theta `$ are fixed, or alternatively ii) by conventional second order inhomogeneous DA’s, in which $`\theta `$ and $`\beta _c`$ are varied in a small neighbourhood of their expected values, following the method of Ref.. Let us also add that in all cases in which we have relied on SDA’s, we have also repeated the same calculation, first subjecting the series to the biased variable change introduced by R. Roskies in order to regularize the leading correction to scaling and then computing simple Padé approximants. In this way we have always obtained completely consistent results, although they are sometimes affected by larger uncertainties.

We have used the procedure i) to study the residue of the log-derivative of $`\chi `$ or of $`\xi ^2`$ at the critical singularity. In the case of the sc lattice series, rather than our own estimate of $`\beta _c`$, we have used the more accurate (but otherwise completely consistent) value $`\beta _c^{sc}=0.22165459(10)`$ of Ref.. Thus we estimate $`\gamma =1.2378(10)`$ and $`\nu =0.6306(8)`$.

In the analysis of the bcc lattice series, we have taken as a bias the value suggested by our extended ratio-method analysis $`\beta _c^{bcc}=0.1573725(6)`$. In this case we get the values $`\gamma =1.2375(6)`$ and $`\nu =0.6302(4)`$. By using Fisher scaling law, we get $`\eta =0.037(3)`$ from the sc series and $`\eta =0.036(2)`$ from the bcc series. For both lattices we have used the same value (and uncertainty) of $`\theta `$ as previously discussed and we have easily allowed for the residual decreasing trend of the exponent estimates, because SDA’s values show a smaller spread than DA’s. We can also mention that in the bcc lattice case, the linearized dependence of the exponent central estimates on the bias values of $`\beta _c`$ and $`\theta `$ can be described as follows : $`\gamma =1.2375+0.01(\theta 0.504)+90.(\beta _c0.1573725)`$ and $`\nu =0.6302+0.015(\theta 0.504)+40.(\beta _c0.1573725)`$.

We shall take as our final estimates for the exponents those obtained by SDA’s from the bcc lattice, which are best converged.

The so-called M2 method of Ref. is a very useful extension of the above mentioned Roskies’ procedure. In the case of the bcc lattice it suggests $`\beta _c^{bcc}=0.1573720(4)`$ with $`\gamma =1.2374(4)`$ and $`\theta =0.56(3)`$, in good consistency with the other approaches. On the other hand, in the case of the sc lattice, the results of the M2 method at order $`\beta ^{23}`$, namely $`\beta _c^{sc}=0.221659(2)`$ $`\gamma =1.2395(5)`$ with $`\theta =0.50(2)`$ are not essentially changed with respect to those obtained in Ref. from the analysis of our previous $`O(\beta ^{21})`$ series.

In conclusion, provided that the sequences of estimates are carefully extrapolated using the independently computed value of $`\theta `$, the determination of the exponents by the improved ratio method and by biased DA’s or SDA’s are completely consistent, though the latter method gives slightly more accurate results. At this order of expansion, asymptotic trends seem to be already stabilized and the uncertainties in the HT series estimates are significantly reduced. A sample of recent estimates of the critical exponents is reported in Table 2 and briefly commented in the rest of this subsection. The agreement of our results with the values $`\gamma =1.2396(13)`$ and $`\nu =0.6304(13)`$, indicated by the FD perturbative RG, or the values $`\gamma =1.2380(50)`$ and $`\nu =0.6305(25)`$, suggested by the $`ϵ`$expansion, is still good. However, we should observe that, in the years, as the length of the HT series has increased, the exponent estimates have been moving towards the slightly lower central values $`\gamma 1.237`$ and $`\nu 0.630`$. Indeed very similar values had already been suggested some time ago by J.H. Chen, M. E. Fisher and B. G. Nickel who studied soft spin models of the Ising universality class, chosen so to have negligible amplitudes for the leading corrections to scaling. Within this approach, the analysis of HT series through order $`\beta ^{21}`$ for the bcc lattice gave $`\gamma =1.237(2)`$ and $`\nu =0.6300(15)`$. A study of the HT series through $`O(\beta ^{20})`$ for the sc lattice, along the same lines as in Refs., indicates $`\gamma =1.2371(4)`$ and $`\nu =0.63002(23)`$. Recently, this method was adapted also to MC simulations in Ref., which reports $`\gamma =1.2372(17)`$ and $`\nu =0.6303(6)`$. Analogously in Ref., the estimates $`\nu =0.6296(7)`$ and $`\eta =0.0358(9)`$ are obtained, implying $`\gamma =1.2367(20)`$. Even lower central estimates of the exponents, namely $`\gamma =1.2353(25)`$ and $`\nu =0.6294(10)`$ have been obtained in a MC simulation of the Ising model by a finite-size scaling analysis which allows for the corrections to scaling.

### C Estimates of universal amplitude ratios

By taking advantage also of the low-temperature expansion of $`\chi `$ on the sc lattice, extended in Ref. to order $`u^{26}`$, (here $`u=\mathrm{exp}(4\beta )`$), and of the older series for the bcc lattice computed to order $`u^{23}`$ in Ref., we can give a new direct estimate of the universal ratio $`C_+/C_{}`$. Using the low-temperature series for $`\xi ^2`$, computed for the sc lattice in Ref. through $`u^{23}`$, we can also compute the ratio $`f_+^{sc}/f_{}^{sc}`$. These quantities have been repeatedly evaluated in recent years by various techniques, with increasing accuracy.

We have used first order SDA’s to compute $`C_\pm ^\mathrm{\#}=lim_{\tau 0^\pm }|\tau |^\gamma \chi ^\mathrm{\#}`$. In the sc lattice case, by choosing $`\beta _c^{sc}=0.22165459`$, $`\gamma =1.2375`$ and $`\theta =0.5`$, we obtain $`C_+^{sc}/C_{}^{sc}=4.762(8)`$. Here the uncertainty refers to the sharp bias values above indicated. In order to compare this result with others obtained by slightly different assumptions, the dependence of our estimate on the bias values $`\gamma _b`$ and $`\theta _b`$ for the critical and the correction exponents can be linearly approximated by $`C_+^{sc}/C_{}^{sc}=4.762+6.06(1.2375\gamma _b)+0.7(\theta _b0.5)\pm 0.008`$. The ratio is insensitive to the choice of $`\beta _c^{sc}`$ within its quoted uncertainty. In the case of the bcc lattice, we have used the same bias values for $`\gamma `$ and $`\theta `$ together with $`\beta _c^{bcc}=0.1573725`$, obtaining $`C_+^{bcc}/C_{}^{bcc}=4.76(3)`$. In this case the error (mainly coming from the uncertainty of $`C_{}^{bcc}`$) is larger, but the result is completely consistent with the sc lattice estimate.

The experimental measurements of this ratio range between 4.3 and 5.2 and are perfectly compatible with our estimates. Other recent numerical evaluations are summarized in Table 3. However some comments are helpful for understanding these results. The previous evaluations by M.E. Fisher and coll. , used shorter series and bias values $`\gamma =1.2395`$ and $`\beta _c^{sc}=0.221630`$ somewhat different from ours, thus yielding the slightly larger value 4.95(15). The ratio $`C_+/C_{}`$ can also be obtained from approximate parametric representations of the scaling equation of state: here we quote only the most recent such estimate: 4.77(2).

The MC simulation of Ref. gave the somewhat larger value 5.18(35), while the more recent and higher precision study of Ref.  yields 4.75(3) and the work of Ref. reports 4.72(11).

Within the $`ϵ`$expansion approach to the RG, the estimate 4.73(16) is obtained, while the FD expansion gives the result 4.79(10). The value 4.72(17) was obtained in Ref..

In a similar way, we have computed $`f_+^{sc}/f_{}^{sc}=1.963(8)`$, assuming $`\nu =0.6302`$. The quoted uncertainty allows also for the uncertainties in the estimates of $`\nu `$ and $`\theta `$. Other estimates appearing in the recent literature are summarized in Table 4. Our result compares well with the estimate $`1.96(1)`$ obtained in Ref.  by shorter series as well as with the recent estimate 1.961(7) of Ref.. The MC estimate of Ref. was $`2.06(1)`$, whereas in Ref. the value $`1.95(2)`$ is reported. The latest $`ϵ`$expansion estimate is $`1.91`$ (with no indication of error bars) and the FD estimate is $`2.013(28)`$. The recent experimental estimates of this ratio range between 1.9(2) and 2.0(4).

We believe that the close agreement between our series estimates and the latest determinations of these universal ratios is due to the careful allowance of the confluent corrections to scaling by SDA’s. Indeed, even using the longer series presently available, simple Padé approximants, notoriously inadequate to describe the singular corrections to scaling, suggest estimates sizably larger, while the conventional DA’s lead to a wider spread in the estimates. Further improvements of the direct series determination of these ratios should probably await for an extension of the low-temperature series.

By using only the HT extended series presented here, we can also reevaluate the universal ratio $`a_\xi ^+/a_\chi ^+`$. Let us recall that, as observed in Ref. and argued in earlier studies for the spin-1/2 Ising model on the sc, the bcc and the fcc lattices, the amplitudes of the leading correction-to-scaling terms have a negative sign, both for the susceptibility and the correlation length. The values of these amplitudes can be most simply determined, also in this case, by using the SDA’s above mentioned. Our estimate for the universal ratio between these amplitudes: $`a_\xi ^{+sc}/a_\chi ^{+sc}=0.95(15)`$ from the sc lattice series, and $`a_\xi ^{+bcc}/a_\chi ^{+bcc}=0.87(6)`$ from the bcc lattice series, improves the accuracy of our previous results obtained from the analysis of shorter series. These results have to be compared with the FD result $`a_\xi ^+/a_\chi ^+=0.65(5)`$ obtained in Ref. and with the HT result $`a_\xi ^{+bcc}/a_\chi ^{+bcc}0.85`$ of Ref..

## IV  Conclusions

We have extended through order $`\beta ^{23}`$ the HT expansions of the susceptibility and of the second correlation moment for the spin-1/2 Ising model, on the sc and the bcc lattices. As a first application of our calculation, we have updated the direct HT estimates of universal critical parameters of the Ising model with some improvement over previous analyses in the accuracy and in the agreement with the latest calculations by approximate RG methods and by various numerical methods.

###### Acknowledgements.

This work has been partially supported by MURST. We thank Prof. A. Guttmann for his interest in our work and for making available to us Ref. before publication. We also thank Profs. L.N.Shchur, D. Stauffer and E. Vicari for their kind comments on the first version of this paper.


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# A Large Dihedral Symmetry of the Set of Alternating Sign Matrices

## 1 Introduction

In statistical mechanics, the square ice model represents an ice crystal as a directed graph with oxygen atoms at the vertices and hydrogen atoms on the edges. A hydrogen atom is shared between two oxygen atoms, but it is covalently bonded to one atom, and it is hydrogen bonded to the other; correspondingly, an edge is incident to two vertices, but favors one by pointing at it. Each oxygen has two covalently bonded hydrogens, so each vertex has two edges pointing in and two pointing out, as in Figure 1. The model is called “square” because the graph is taken to be part of the square grid.

In statistical mechanics, the model is interesting on a torus, or on a finite square with unrestricted boundary conditions, but combinatorialists are most interested in applying these restrictions to a graph with a particular set of boundary conditions, which will not allow it to wrap around a torus. At the boundary where the square ends, there are vertices with only one edge. We require that these edges point into the square if they are horizontal, and out of the square if they are vertical, as in Figure 2(a). With these boundary conditions, orientations of a finite square grid are in bijection with a certain set of matrices, called alternating sign matrices (ASMs), which are defined in Section 2. We identify the graphs with the matrices, and refer to them also as ASMs to indicate that they have the proper boundary conditions. ASMs are of greater interest in combinatorics; for example the number of ASMs was proved in \[Z, K\] to be $`_{i=0}^{n1}\frac{(3i+1)!}{(n+i)!}`$, settling a long-standing conjecture of \[MRR82\]. See \[B\] for a history of the problem.

If we color the vertices alternately black and white, and, if we color the edges blue and green depending on the color of the initial vertices, then the rule of two edges in and two out becomes the requirement that each vertex lie on two blue edges and two green edges. As the old boundary conditions determined the orientation of each edge on the boundary, the new one determine its color. Specifically, the boundary edges alternate in color, as in Figure 2(b).

Because no vertex lies on more than two blue edges, we may start at a blue edge on the boundary and follow that edge into the graph. At each interior vertex, there are two blue edges; so there is only one way to leave the vertex while remaining on blue and not retracing the path. Eventually this path ends somewhere else along the boundary. Thus, the path associates the initial vertex with the final vertex. This applies to each boundary vertex lying on a blue edge, so these vertices are divided into pairs by the blue paths of the ASM.

By focusing on the boundary, we may ignore the square structure of the graph, and think only of the outer ring of vertices in their cyclic order. Although a square must be rotated by multiples of $`\frac{\pi }{2}`$, we may rotate the boundary a much smaller amount, and ask how many ASMs produce the new pairing. The central result of this paper is that there are as many ASMs with the new pairing as with the old one, as conjectured by Carl Bosley and Lukasz Fidkowski\[BF\]; in fact, we construct an explicit bijection: from each ASM, we construct a new one, with the blue pairing rotated one step clockwise. Absolute position does not matter: a pairing may have connected two corners of the square, but now connects vertices in the middles of sides.

By considering the green edges and the closed loops, Henry Cohn and James Propp \[CP\] refined this conjecture to the form that we prove here. The boundary edges alternate blue and green. Exactly as with the blue ones, the green edges start paths joining the other half of the boundary vertices. The construction causes the green pairing to rotate not clockwise, but counterclockwise. Because of these opposing rotations, we call the bijection gyration. If we start at an interior vertex, then there are two blue edges, which may be followed to produce two blue paths. Either they both terminate on the boundary, so have been considered in the discussion of pairings, or they rejoin producing a closed loop. While gyration turns some loops from one color to the other, the total number remains constant.

Section 2 defines ASMs and another equivalent representation, called a height function, for which gyration is particularly simple. Section 3 contains the statement of our theorem on the properties of gyration. In Section 4, we define gyration. In Section 5, we split gyration into two steps, which are useful because they have similar properties to gyration itself, but which violate the boundary conditions. Section 6 proves a lemma, which identifies monochromatic paths before and after the these half-steps of gyration. It is the key step. Section 7 combines the lemma with the boundary conditions to prove the theorem. In Section 8 we describe other contexts for gyration and state some open problems.

## 2 Relation to ASMs and Height Functions

An alternating sign matrix (ASM) of order $`n`$ is an $`n\times n`$ square matrix such that each entry is one of $`1`$, $`1`$, and $`0`$, and the nonzero entries in each row and column alternate in sign and sum to $`1`$. Let $`𝒜_n`$ denote the set ASMs of order $`n`$. ASMs are in bijection with another class of matrix, called the corner sum matrix in \[RR\] and the skewed summation in \[EKLP\]. These are $`(n+1)\times (n+1)`$ matrices with integral entries such that horizontally and vertically adjacent entries differing by $`1`$ and the entries on the edge fixed at the values shown in Figure 3. See \[RR\] or \[EKLP\] for the specific bijection. We adopt the statistical mechanics term height function for this type of matrix. We will not make use of height functions, but we mention them because the simplest definition of gyration is in terms of height functions (see Section 4), and this definition can apply to many height functions. The entries of a height function matrix for an ASM should be thought of as ofset from the entries of the ASM itself. If the entries of the ASM lie on vertices in the square grid, then the entries of the height function lie on the faces of that graph.

We may choose the subgraph and some boundary conditions so that the set of configurations of square ice is in bijection with ASMs of order $`n`$ (see, e.g., \[EKLP\]). Take the $`n^2`$ vertices with both coordinates between $`1`$ and $`n`$, which are called interior vertices. Take all edges incident to these vertices; doing so requires that we take the $`4n`$ additional neighboring vertices, which have one coordinate from $`1`$ to $`n`$ and the other either $`0`$ or $`n+1`$; call these vertices endpoints. Denote this graph $`L_n`$. The interior vertices have degree $`4`$, and must be in one of the six vertex configurations, whereas the endpoints have degree $`1`$ and cannot. Instead, we require that the vertical edges incident to endpoints be directed out of the square and that the horizontal edges be directed in, as in Figure 2(a).

To turn a square ice configuration with such boundary conditions into an ASM, replace the vertical-out, horizontal-in vertices with $`1`$s, the vertical-in, horizontal-out vertices with $`1`$s, and all other vertices with $`0`$s, as indicated in Figure 1. Since the four configurations that become $`0`$s have two horizontal edges oriented in the same absolute direction, the only way a line of horizontal edges, traversed from left to right, changes from edges pointing right to edges pointing left is by passing through a $`1`$; similarly, a change back comes from passing through a $`1`$. Any vertex at which they do not change must come from a $`0`$. Consider two vertices in the same row that become nonzero and have only $`0`$s between them. All the edges between them must point in the same direction. The nonzero vertex in that direction is a $`1`$, and the other a $`1`$. Thus the square ice model produces matrices with alternating nonzero entries. The boundary conditions require that the outermost nonzero entries both be $`1`$s; so the sum of the entries in a row is $`1`$. The vertical situation is similar, though the role of “in” and “out” switches, both in the configuration that becomes $`1`$ and in the boundary conditions.

If we give a vertex $`(x,y)`$ the same parity as $`x+y`$, and if we color blue those edges directed from odd to even and green those directed from even to odd, then we get a graph in which every interior vertex has two incident green edges and two incident blue edges, except the endpoints, which alternate in the color of their incident edges. In figures, we use solid and dashed lines to represent blue and green, respectively. Let us give an endpoint the same color as its incident edge. The six types of vertices in Figure 1 turn into the six types of vertices in Figure 4 in the same order if the vertex is odd. If the vertex is even, then 1(a) and 1(b) become 4(b) and 4(a), respectively. Similarly, c switches with d, and e with f. We can restore the square ice configuration by directing edges based on their color and the parities of their vertices; therefore, blue-degree $`2`$, green-degree $`2`$ graphs with the alternating boundary conditions are in bijection with square ice configurations with the vertical-out, horizontal-in boundary conditions, and thus with ASMs. Figure 3 shows an ASM represented as a matrix, as a square ice configuration, and as a colored graph.

In the subgraph of blue edges, all interior vertices have degree $`2`$, and the endpoints have lower degree; thus, the connected components of this graph are cycles, paths, and isolated points. The isolated points are the green endpoints and may be ignored at the moment. The blue endpoints are the only vertices of degree $`1`$, so all blue paths begin and end at two blue endpoints. We call the two endpoints of a monochromatic path paired, and refer to the partition of the endpoints into these pairs as the pairing of that ASM.

## 3 The Theorem

Carl Bosley and Lukasz Fidkowski \[BF\] conjectured a general principal, which we illustrate for order $`3`$. In the seven ASMs of order $`3`$, shown in Figure 5, each vertex is paired in three cases with its neighbor to the left, in three cases with its neighbor to the right, and once with the opposite vertex. Let us number the blue endpoints clockwise, starting with $`(0,1)`$. Then the observation is true for both vertex $`1`$, which is on a corner, and vertex $`3`$, which is in the middle of a side. In general, their conjecture was that from the perspective of the pairing data, the $`2n`$ blue endpoints are arranged not around a square, but at the vertices of a $`2n`$-gon: if they are rearranged by an element of $`D_{2n}`$, the number of ASMs pairing blue endpoints $`i`$ and $`j`$ remains the same. Henry Cohn and James Propp \[CP\] refined this conjecture to the form that we prove. This theorem, the central result of this paper, is stated below.

###### Theorem.

Let $`𝒜_n(\pi _B,\pi _G,\mathrm{})`$ be the set of ASMs of order $`n`$ in which the blue subgraph induces pairing $`\pi _B`$, the green subgraph induces pairing $`\pi _G`$, and the sum of the number of cycles in the two subgraphs is $`\mathrm{}`$. If $`\pi _B^{}`$ is $`\pi _B`$ rotated clockwise, and $`\pi _G^{}`$ is $`\pi _G`$ rotated counterclockwise, then the sets $`𝒜_n(\pi _B,\pi _G,\mathrm{})`$ and $`𝒜_n(\pi _B^{},\pi _G^{},\mathrm{})`$ are in bijection.

The bijection of the theorem is given by gyration, which is defined in the next section. Since the blue and green endpoints rotate in opposite directions, we number the green endpoints clockwise by reflecting the blue labels over the line $`y=x`$. This labeling compensates for the opposite behavior of the two colors, so that the effect of $`G`$ is to induce the same permutation of the labels: an increase by $`1`$. In Section 5, we factor $`G`$ into two involutions, which have the same effect on the pairings as the generating reflections of $`D_{2n}`$. Thus if $`\sigma D_{2n}`$ is a permutation of the numbers from $`1`$ to $`2n`$ that induces $`\pi _B^{}`$ by rearranging the labels from the pairing $`\pi _B`$ and similarly induces $`\pi _G^{}`$ from $`\pi _G^{}`$, then $`|𝒜_n(\pi _B,\pi _G,\mathrm{})|=|𝒜_n(\pi _B^{},\pi _G^{},\mathrm{})|`$.

## 4 Definition of Gyration

Recall that we represent an ASM as a coloring of the graph $`L_n`$, which lies in the square grid. The square grid is a planar graph and all of its faces are squares. Let us call the square with lower left corner $`(i,j)`$ even or odd according to the parity of $`i+j`$. Every edge in the grid is in one even and one odd square. To each square $`S`$ intersecting $`L_n`$, assign a function $`G_S:𝒜_n𝒜_n`$. In the height function representation of an ASM The function is given by fixing the color of all edges not in $`S`$ and determining the colors of the four edges in that square based solely on their original colors. If $`S`$ is on the boundary so that one or two of its edges are not in $`L_n`$, let $`G_S`$ be the identity. These boundary functions are not strictly necessary, but because they ensure that the even (or odd) squares that have functions cover $`L_n`$, they are a notational convenience in the next section. Otherwise, there are $`2^4`$, or $`16`$, possibilities for the colors of the four edges. In $`14`$ cases, two edges in the square incident to the same vertex are the same color. ASMs that have $`S`$ colored in one of these ways are fixed points of $`G_S`$. In the remaining cases, the four edges of $`S`$ are alternately blue and green; the two horizontal edges are one color, and the two vertical the other. For these two cases, the function reverses the color of all four edges. Since the only changes that $`G_S`$ makes is to switch these two cases, it is an involution.

In the square ice view of these objects, reversing the colors corresponds to reversing the direction of oriented edges. The involution reverses all four edges if and only if they are directed all clockwise or all counterclockwise about the square. In the ASM view, the involutions still have a local effect, switching between $`0`$s and $`\pm 1`$s, but the particular change and the decision to change depend on entries other than the four corresponding to the vertices of the square. The simplest description of $`G_S`$ is in terms of the height function representation, which is a matrix with entries offset from those in the ASM. Thus each entry lies on a square $`S`$ intersecting $`L_n`$. The matrix produced by $`G_S`$ agrees with the original matrix in every entry except possibly the one on $`S`$. There are at most two possible values that the entry on $`S`$ can take. If there is only one $`G_S`$ leaves the matrix unchanged. If there are two, $`G_S`$ changes the entry to be the other possibility.

Each $`G_S`$ may be considered to be “local” because it depends on and affects only a small set of edges. If $`S`$ and $`S^{}`$ are distinct even (or odd) squares, then their edge sets are disjoint; moreover, $`G_S`$ and $`G_S^{}`$ commute. Thus we may, without worry about order, define $`G_0`$ as the composition of the involutions of even squares, and $`G_1`$ as the composition of involutions of odd squares. Since they are compositions of commuting involutions, $`G_0`$ and $`G_1`$ are again involutions. Finally, we define $`G`$ by $`G_0G_1`$.

Let’s summarize the definition: to perform a gyration on a graph, visit each unit square in the graph $`L_n`$, first the odd ones and then the even ones. In each visit, leave alone a square colored almost any way, but reverse the colors of all four edges if there are two parallel blue edges and two parallel green.

## 5 Alternative Decomposition

It will be convenient to form another decomposition $`G=H_0H_1`$, where the $`H_k`$ are no longer functions $`𝒜_n𝒜_n`$, but affect the paths much like $`G`$. The range of $`H_1`$ and the domain of $`H_0`$ are no longer $`𝒜_n`$, but instead the similar set $`_n`$ of graphs with the same underlying graph and the same restriction on colors at vertices of degree $`4`$, but color-reversed boundary conditions. The blue endpoints alternate with the green ones, so gyration moves a blue endpoint two steps along, to the next blue one. By stopping between $`H_1`$ and $`H_0`$, we will find an intermediate place, where the blue path has moved halfway to its destination and ends at what we have labeled a green endpoint.

Because of the local nature of its definitions, $`G_S`$ may be given a larger domain and range, such as $`𝒜_n_n`$ (or even all colorings). Then $`G_0`$ and $`G_1`$, defined by compositions, may also be extended to that domain. Let $`R`$ reverse the color of each edge. Since $`G_S`$ is symmetric in blue and green, it commutes with the $`R`$. Defined by composition, $`G_0`$ and $`G_1`$ also commute with $`R`$. Then define $`H_k`$, another involution, as the composition of $`G_k`$ with $`R`$. As $`R^2`$ is the identity, $`H_0H_1=G_0G_1=G`$.

Much as $`G_0`$ (respectively $`G_1`$) is the composition of local involutions associated with even (odd) squares, $`R`$ may be broken into the local reversals of even (odd) squares. Define $`H_S`$ as $`G_S`$ composed with the reversal of the colors of the edges of $`S`$, and define $`H_0`$ (respectively $`H_1`$) as the composition of the (commuting) $`H_S`$, for $`S`$ even (odd). Then $`H_S`$ preserves $`2`$ of the colorings of the edges of $`S`$ and reverses the colors in the other $`14`$. Figure 6 shows the effect of $`H_S`$ on $`S`$ for a complete (up to rotations) set of colorings of $`S`$.

From the perspective of this decomposition, the summary of $`G`$ becomes the following: to perform gyration, visit each unit square, in the same order as the previous description, and reverse the colors of the edges, if any two of the same color are incident to the same vertex, or some edge of the square is missing from $`L_n`$; if, instead, the four edges alternate blue and green around the square, then leave them unchanged.

## 6 The Bijection of Components

Now that we have defined the $`H_k`$, we may begin to prove their properties. Fix a graph $`c𝒜_n`$ and $`k\{0,1\}`$. Call an interior vertex fixed if the unit squares of parity $`k`$ containing its two incident blue (or, equivalently, green) edges are distinct. The name is motivated by lemma below. The fixed vertices are the points where a monochromatic path moves from one square of parity $`k`$ to another. Fixed vertices provide the first suggestion that paths are well behaved under the application of $`H_k`$: a vertex is fixed in $`c`$ if and only if it is fixed in $`H_k(c)`$, as shown in Figure 6. This preservation also suggests the utility of fixed vertices; their drawback is that $`H_{1k}`$ does not preserve them. Instead of focusing on the endpoints, which $`H_k`$ changes, it is easier to work with the fixed vertices, which stay the same, as is shown in the following lemma, which is the principal step in the proof of the theorem.

###### Lemma 1.

Two fixed vertices are in the same component of the blue (respectively green) subgraph after the action of $`H_k`$ if and only if they were in the same component of the blue (green) before.

###### Proof.

First consider distinct fixed vertices connected by a path of nonfixed vertices. Since fixed vertices are the points where paths move between squares of parity $`k`$, such a path must be contained in a single unit square of parity $`k`$; moreover, for a unit square to contain two fixed vertices, it must be contained in $`L_n`$ instead of being on the boundary. Figure 6 shows that, if there is a monochromatic path between two fixed vertices before the application of $`H_k`$, then there is one afterwards. Specifically, in two cases (Figure 6(a)), all four edges are the same color and there are no fixed vertices. In two cases (Figure 6(d) and a rotation), the edges alternate colors and there are four fixed vertices. In these cases, $`H_k`$ does not change the colors, so we may reuse the old path. In the remaining twelve cases (Figures 6(b), (c) and rotations), there are two fixed vertices connected by one blue and one green path. The application of $`H_k`$ switches these colors, leaving one path of each color.

As the endpoints have degree $`0`$ or $`1`$, they cannot be in paths connecting interior vertices, such as fixed vertices. Given a path between fixed vertices $`v`$ and $`w`$, we may divide it at each fixed vertex to obtain many paths of nonfixed vertices connecting fixed vertices. From such paths we may construct paths of nonfixed vertices connecting the intermediate fixed vertices after the application of $`H_k`$. Concatenating these paths, we produce a path connecting $`v`$ and $`w`$.

Since $`H_k`$ is an involution, the lemma in one direction implies the converse. ∎

The lemma allows us to identify the paths before and after the application of $`H_k`$. It proves that paths behave well and enables us to ask how they move. The involution changes the path, except at the fixed vertices, hence their name. The theorem makes more sense from this perspective: the paths remain intact, but their endpoints circulate, changing the pairing.

Fixed vertices record where paths moved between squares of a particular parity. Since the application of $`H_k`$ does not change whether a vertex is fixed, nor, as the lemma tells us, which path passes through that vertex, a path must pass through the same sequence of squares of parity $`k`$ before and after the application of $`H_k`$. All that may change is how the path moves inside each of those squares and what it does before the first fixed vertex and after the last. All that remains of the proof of the theorem is to see what happens in the initial and final segments between the endpoints and the fixed vertices.

## 7 Proof of the Theorem

Take a graph $`c𝒜_n(\pi _B,\pi _G,\mathrm{})`$.

As the blue subgraph has maximum degree $`2`$, its components are paths, cycles, and isolated vertices. The lemma gives us a bijection between those blue components with fixed vertices before and after the application of $`H_k`$. A square of parity $`k`$, but not wholly contained in $`L_n`$, contains a blue endpoint, a green endpoint, a fixed vertex, and at most one nonfixed vertex. The fixed vertex is connected, by appropriately colored paths, to both endpoints. Thus every path connecting two blue endpoints contains at least one fixed vertex. Moreover, this fixed vertex is connected to the endpoints after $`H_k`$, so the bijection of components turns paths into paths and not into cycles.

Thus we have a bijection between the blue paths connecting endpoints before the application of $`H_k`$ with the blue paths connecting endpoints afterwards. We may compose the bijection induced by applying $`H_1`$ to $`c`$ with that induced by applying $`H_0`$ to $`H_1(c)`$ to obtain a bijection of the sets of blue paths in $`c`$ and $`G(c)`$. Since paths induce pairings of the endpoints, and we can associate a path in $`c`$ with a path in $`G(c)`$, we can associate the corresponding pairings of the endpoints of the two paths. All we need is to determine how the end of a path moves.

Recall that if a unit square of parity $`k`$ contains an endpoint, it is on the boundary of $`L_n`$ and it contains a fixed vertex and two endpoints, one blue and one green. When one of the $`H_k`$ affects that square, it switches the endpoints of the blue and green paths, leaving them both passing through the fixed vertex. For example, the unit square indexed by $`(0,1)`$ and affected by $`H_1`$ contains the blue endpoint $`(0,1)`$ and the green endpoint $`(0,2)`$. One of the vertices $`(1,1)`$ and $`(1,2)`$ is fixed, depending on whether the edge between them is green or blue, respectively. The effect of $`H_1`$ is to switch the endpoints, to make a blue path end at $`(0,2)`$ and a green path end at $`(0,1)`$. The endpoint of the blue path travels clockwise and the endpoint of the green path counterclockwise. Since there are two endpoints in each unit square on the boundary and the endpoints alternate colors, in each unit square the end of the blue path starts counterclockwise of the end of the green path and ends clockwise of it. Similarly, the unit squares associated with $`H_0`$ contain one endpoint of each color. They are arranged in the other order, with what is normally a blue endpoint clockwise of what is normally a green endpoint, but $`H_1`$ has already reversed the colors before the application of $`H_0`$. Thus $`H_0`$ also sends the blue paths clockwise and the green paths counterclockwise.

Over the course of the two steps of $`G`$, the end of a blue path moves two endpoints, or one blue endpoint, clockwise. Thus the label on each endpoint of a blue path increases by $`1`$. The effect on the pairing is the same as if we had relabeled the endpoints in that way. Since the endpoints move by switching blue and green, the green ones move counterclockwise, as was anticipated in the choice of green labels.

Finally, we must determine the number of closed loops of both paths in $`G(c)`$. The lemma states that $`H_k`$ turns cycles that contain fixed vertices into new cycles of the same color that contain fixed vertices; so the number of cycles of each color containing a fixed vertex is preserved. A cycle that does not contain a fixed vertex must be contained in a single unit square of parity $`k`$. Such a cycle reverses color; the total number of such cycles of both colors is preserved. Thus each $`H_k`$ preserves the total number of cycles; so must $`G`$, which is $`H_0H_1`$. In addition, this preservation is bijective, although the division into cycles with fixed vertices and those without is not preserved because it depends on $`k`$.

The three statistics match the claims of the theorem, so we have the inclusion,

$$G(𝒜(\pi _B,\pi _G,\mathrm{}))𝒜(\pi _B^{},\pi _G^{},\mathrm{}).$$

The reverse inclusion can be obtained by a similar argument about $`G^1`$ because $`H_0`$ and $`H_1`$ played essentially identical roles in the proof and $`G^1=H_1H_0`$.

To establish the dihedral version of the theorem, note that the function $`d`$ that reflects a graph across the line $`y=x`$ reverses the colors of the endpoints. Since $`H_1`$ and $`H_0`$ also reverse the colors of the endpoints, composing $`d`$ with either of them gives a function $`𝒜_n𝒜_n`$. Moreover, the reflection preserves the even and odd squares, so it commutes with $`H_1`$ and $`H_0`$. Thus $`H_kd`$ is an involution, and $`G=H_1dH_0d`$. The effect of $`H_1d`$ is to send Endpoint $`i`$ to Endpoint $`2n+1i`$, and $`H_0d`$ sends $`i`$ to $`2n+2i`$ (modulo $`2n`$); in particular, $`H_0d`$ fixes $`1`$ and $`n+1`$. These two reflections generate $`D_{2n}`$. ∎

## 8 Generalizations and Conjectures

If $`n<5`$, then $`G^{2n}`$ is the identity. For larger $`n`$, it is a bijection $`𝒜_n𝒜_n`$, which preserves the three statistics, but which is not the identity. Its order is unknown in general. Table 1 shows that the order tends to be divisible by rather small primes, but this phenomenon is not surprising as the order is the least common multiple of the sizes of the orbits. A similar function is $`G^n`$ composed with rotation by $`\pi `$.

A torus graph with both dimensions even is bipartite, so the bijection between square ice and colored graphs remains. Such a torus graph has bipartite dual, allowing the division of the squares into even and odd, which allows the two steps of gyration. Gyration preserves the total number of cycles, but there are no paths to change. Much as with $`G^{2n}`$ on the square, we ask for the order of gyration on the torus. Similarly, gyration is well defined and nicely behaved on the infinite plane, although counting is more difficult and statistics may not be defined.

Bijections similar to gyration may be constructed on many models that have a height function, though the representation in terms of colored paths is lost and with it the theorem. Mills, Robbins, and Rumsey examined involutions analogous to $`G_0`$ and $`G_1`$ under the names $`\rho `$ and $`\gamma `$ \[MRR83\].

Knowing that certain sets are in bijection, we are led to ask for their cardinalities. Let $`A_{n,k}`$ be the number of ASMs of order $`n`$ such that the blue paths pair vertex $`i`$ with vertex $`2k+1i`$ for $`1i2k`$, so that there are nested paths $`k`$ deep. Let $`B_{n,k}`$ be those ASMs with that constraint and the additional requirement that for $`i>k`$, blue endpoint $`2i`$ is paired with blue endpoint $`2i1`$. The author conjectures that $`A_{n,k}=B_{n+1,k+1}`$. Equality holds for $`1n8`$ and $`0k5`$. In the cases $`k=0,1`$, the conjectures are due to James Propp and David Wilson \[PW\].

The case $`k=0`$ gives $`A_{n,0}=B_{n+1,1}`$, which is the most interesting case because both sides simplify. The set counted by the right-hand side is the same as that counted by $`B_{n+1,0}`$ because they both require that vertex $`1`$ pair with vertex $`2`$. The new name $`B_{n+1,0}`$ is more appealing than $`B_{n+1,1}`$ because it unifies all of the pairings under a fairly simple rule: every blue path connects consecutively numbered endpoints. The conjecture implies that this set is enumerated by $`A_{n,0}`$, which is the number of unrestricted ASMs, and is shown in \[Z\] and \[K\] to be $`_{i=0}^{n1}\frac{(3i+1)!}{(n+i)!}`$.


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# 1 Introduction

## 1 Introduction

In 1956 Hanbury Brown and Twiss observed a correlation of photo-currents from two detectors aimed on the same star . They explained this phenomenon using the classical electromagnetic theory of light. A more proper treatment of the problem shows that there must be a correlation between the photons coming from the star. Namely, photons are more likely to to arrive in groups (“bunches”) rather than alone, which results in an enhanced shot noise with respect to randomly arriving (Poisson) particles. This phenomenon is called bunching and it is a typical behaviour of photons emitted from thermal sources. It is caused by the fact that photons are not distinguishable in principle and their quantum state is symmetrical with respect to a permutation of two photons. In terms of the probability theory, bunching is expressed by the fact that the probability of detecting two photons at the two detectors shortly after one another is larger than the product of probabilities of the two individual detections.

For the case of electrons, a similar correlation has been predicted also in 1956 . As an electron state is antisymmetrical with respect to a permutation of two particles, electrons avoid coming in pairs which results in a reduced shot noise. This phenomenon called antibunching has been observed experimentally only recently . In analogy to the case of photons, antibunching is equivalent to the fact that the probability of detecting two electrons at two detectors shortly after one another is less than the product of probabilities of the two individual detections.

In this way, the typical behaviors of photons and electrons can be expressed in terms of certain inequalities between the detection probabilities. There is a question whether there is maybe a whole class of inequalities between some physical quantities that would describe the bosonic or fermionic behaviour of photons and electrons, respectively. We will show that such inequalities exist, at least for electron chaotic states. To do this, we first introduce correlation functions of the electron field.

## 2 Correlation functions

Suppose we have an electron field with the density operator $`\widehat{\rho }`$ and an electron detector with the quantum efficiency $`\eta `$ and the cross-section $`S`$ localized at the point $`𝒓`$, that is able to detect single electrons. The probability of detecting an electron at the detector during a short time interval $`t,t+\mathrm{\Delta }t`$ can be then expressed as

$$P(𝒓,t,\mathrm{\Delta }t)=G^{(1)}(𝒓,t)\eta S\mathrm{\Delta }t,$$
(1)
where $`G^{(1)}(𝒓,t)`$ is the so-called one-electron correlation function defined by the relation

$$G^{(1)}(𝒓,t)=\mathrm{Tr}\left\{\widehat{\rho }\widehat{\varphi }^{}(𝒓,t)\widehat{\varphi }(𝒓,t)\right\},$$
(2)
$`\widehat{\varphi }(𝒓,t)`$ and $`\widehat{\varphi }^{}(𝒓,t)`$ being the flux annihilation and creation operators of the electron at the space-time point $`(𝒓,t)`$ (see ).

Now, suppose we have $`k`$ detectors at different points $`𝒓_1,𝒓_2,\mathrm{}𝒓_k`$ and inquire what is the probability that we detect an electron at the first detector during the time interval $`t_1,t_1+\mathrm{\Delta }t`$, another electron at the second detector during the time interval $`t_2,t_2+\mathrm{\Delta }t`$, etc., and the $`k`$th electron at the last detector during the time interval $`t_k,t_k+\mathrm{\Delta }t`$. This probability is now equal to

$$P(𝒓_1,\mathrm{},𝒓_k,t_1,\mathrm{},t_k,\mathrm{\Delta }t)=G^{(k)}(𝒓_1,\mathrm{},𝒓_k,t_1,\mathrm{},t_k)(\eta S\mathrm{\Delta }t)^k$$
(3)
with the $`k`$-electron correlation function

$$G_{1,2,\mathrm{},k}^{(k)}G^{(k)}(𝒓_1,\mathrm{},𝒓_k,t_1,\mathrm{},t_k)=\mathrm{Tr}\left\{\widehat{\rho }\widehat{\varphi }^{}(𝒓_1,t_1)\mathrm{}\widehat{\varphi }^{}(𝒓_k,t_k)\widehat{\varphi }(𝒓_k,t_k)\mathrm{}\widehat{\varphi }(𝒓_1,t_1)\right\}.$$
(4)
In principle, it is possible to evaluate the correlation functions for any electron field according to Eq. (4). However, the calculation can be sometimes very difficult and correlation functions are nowadays known for relatively few electron states . We will concentrate on an electron chaotic state in the following that is quite explored and the explicit form of correlation functions is known for it.

The chaotic state is a generalization of a thermal state and it is believed to be produced by the most coherent electron source nowadays available, the field-emission gun . It is defined to have a maximum entropy if certain parameters (the mean number of particles and the energy spectrum) are fixed at given values. In other words, for these fixed parameters the chaotic electron field is as random as possible. One of the interesting properties of this state is that if there is some correlation in the chaotic field, it must have its origin in the indistinguishableness of particles, i.e., in the Pauli principle. Indeed, distinguishable chaotic particles would come to a detector completely uncorrelated which means that any joint detection probability would factorize into a product of the individual detection probabilities, i.e., it would imply $`G_{1,2,\mathrm{}k}^{(k)}=G_1^{(1)}G_2^{(1)}\mathrm{}G_k^{(1)}`$. In this way, any aberration from this equation has its origin in the fermionic nature of electrons.

According to , the correlation function of a spin-polarized chaotic state has the form of the determinant

$$G_{1,2,\mathrm{},k}^{(k)}=\left|\begin{array}{cccc}\mathrm{\Gamma }_{11}& \mathrm{\Gamma }_{12}& \mathrm{}& \mathrm{\Gamma }_{1k}\\ \mathrm{\Gamma }_{21}& \mathrm{\Gamma }_{22}& \mathrm{}& \mathrm{\Gamma }_{2k}\\ \mathrm{}& \mathrm{}& & \mathrm{}\\ \mathrm{\Gamma }_{k1}& \mathrm{\Gamma }_{k2}& \mathrm{}& \mathrm{\Gamma }_{kk}\end{array}\right|,$$
(5)
where $`\mathrm{\Gamma }_{ij}=\mathrm{Tr}\left\{\widehat{\rho }\widehat{\varphi }^{}(𝒓_i,t_i)\widehat{\varphi }(𝒓_j,t_j)\right\}`$ is the cross-correlation function of the electron field at the space-time points $`(𝒓_i,t_i)`$ and $`(𝒓_j,t_j)`$.

It is useful to introduce the complex degree of coherence by the relation

$$\gamma _{ij}=\frac{\mathrm{\Gamma }_{ij}}{\sqrt{\mathrm{\Gamma }_{ii}\mathrm{\Gamma }_{jj}}}$$
(6)
(we suppose that $`\mathrm{\Gamma }_{ii}0`$ for all $`i`$; the opposite case is not very interesting since some of the detectors are then not illuminated by electrons at all). An analogous physical quantity has been known in optics for a long time that expresses the mutual coherence of the electromagnetic field at two space-time points111 One usually speaks about coherence of light but not about mutual coherence. The coherence expresses the ability of light to interfere. In a similar way, if there is a mutual coherence of the electromagnetic field at two points, there would occur interference if we brought the light from these two points together.. Similarly, $`\gamma _{ij}`$ expresses the mutual coherence of the electron field at the space-time points $`(𝒓_i,t_i)`$ and $`(𝒓_j,t_j)`$ and contains information about both the temporal and spatial coherence of the field. As we will see later, the matrix $`\mathrm{\Gamma }^{(k)}`$ composed of the cross correlation functions $`\mathrm{\Gamma }_{ij}`$ is either positive-definite or positive-semidefinite, from which it follows that $`\mathrm{\Gamma }_{ij}\mathrm{\Gamma }_{ji}\mathrm{\Gamma }_{ii}\mathrm{\Gamma }_{jj}`$ and $`|\gamma _{ij}|1`$ for all $`i,j`$. The case $`|\gamma _{ij}|=1`$ corresponds to the complete mutual coherence of the electron field at the points $`(𝒓_i,t_i),(𝒓_j,t_j)`$, while $`|\gamma _{ij}|=0`$ corresponds to the complete incoherence. Thus for $`|\gamma _{ij}|>0`$, some properties of the electron field at the point $`𝒓_j`$ at the time $`t_j`$ can be determined from the knowledge of the electron field at the point $`𝒓_i`$ at the time $`t_i`$. On the other hand, if $`|\gamma _{ij}|=0`$, even if the properties of the field at the point $`𝒓_i`$ at the time $`t_i`$ are known completely, we cannot say anything about the field at the point $`𝒓_j`$ at the time $`t_j`$.

Using the properties of determinants and the fact that $`\mathrm{\Gamma }_{ii}=G_i^{(1)}`$, it is possible to re-write Eq. (5) in terms of the $`\gamma `$’s:

$$G_{1,2,\mathrm{},k}^{(k)}=G_1^{(1)}G_2^{(1)}\mathrm{}G_k^{(1)}\left|\begin{array}{cccc}1& \gamma _{12}& \mathrm{}& \gamma _{1k}\\ \gamma _{21}& 1& \mathrm{}& \gamma _{2k}\\ \mathrm{}& \mathrm{}& & \mathrm{}\\ \gamma _{k1}& \gamma _{k2}& \mathrm{}& 1\end{array}\right|.$$
(7)
## 3 Inequality between one- and two-electron correlation functions

We will first investigate the two-electron correlation function. According to Eq. (7) it follows that

$$G_{1,2}^{(2)}=G_1^{(1)}G_2^{(1)}\left(1\gamma _{12}\gamma _{21}\right)=G_1^{(1)}G_2^{(1)}\left(1|\gamma _{12}|^2\right).$$
(8)
Here we used the fact that $`\gamma _{12}=\gamma _{21}^{}`$ that will be proved later. The equation (8) shows that

$$G_{1,2}^{(2)}G_1^{(1)}G_2^{(1)},$$
(9)
so the joint detection probability is less than or equal to the product of the individual detection probabilities. It means that one is not likely to detect two electrons at the space-time points where the electron field is mutually coherent. In usual electron fields, this happens if the spatial separation of the two points $`(𝒓_1,t_1)`$ and $`(𝒓_2,t_2)`$ is not larger than the coherence length $`l_c`$ of the electrons and if the time difference $`t_2t_1`$ is not larger than the coherence time $`T_c`$ 222 Strictly speaking, in quasi-monochromatic fields $`\gamma _{12}0`$ holds if $`𝒓_2𝒓_1𝒗(t_2t_1)`$, where $`𝒗`$ is the group velocity of the electrons. From this follows that a detection of two electrons at the same detector with a time separation less than $`T_c`$ is not likely because the term $`1|\gamma _{12}|^2`$ is then small. On the other hand, the detection probability of two electrons with a time separation much more than $`T_c`$ (when $`\gamma _{12}`$ is already equal to zero) is simply equal to the product of the individual detection probabilities and there is therefore no correlation. So it seems that at the typical time scale of $`T_c`$, the electrons avoid coming in pairs (or groups) to a detector and prefer coming alone. This effect is called antibunching (see Fig. 1). Thus, we can say that antibunching is a consequence of the fact that the probability of detecting two electrons at two detectors shortly after one another is less than the product of the probabilities of the two individual detections, or more generally, that it is a consequence of the inequality (9).

In the extreme case when $`|\gamma _{12}|=1`$, the two-electron correlation function turns into zero. Then no two electrons can be found at the space-time points $`(𝒓_1,t_1)`$ and $`(𝒓_2,t_2)`$ simultaneously. This reminds one of the Pauli principle: the latter prohibits two electrons to be in the same quantum state, while Eq. (8) prohibits two electrons to be at the space-time points $`(𝒓_1,t_1)`$ and $`(𝒓_2,t_2)`$ where the electron field is mutually completely coherent.

The inequality (9) holds between the one- and two-electron correlation functions of a chaotic electron field. Now, the question is whether it would be possible to find a similar inequality also between correlation functions of higher orders. The answer is yes. A possible generalization of (9) that comes to mind is $`G_{1,2,\mathrm{},k}^{(k)}G_1^{(1)}G_2^{(1)}\mathrm{}G_k^{(1)}`$. If this should hold, then the determinant in Eq. (7) would have to be less than or equal to unity. In the following we will show that it is indeed so by using the well-known properties of matrices and determinants. Moreover, we will prove an even more general inequality between the correlation functions of different orders.

## 4 General inequality between correlation functions

First we note that the matrix composed of the cross-correlation functions

$$\mathrm{\Gamma }^{(k)}=\left(\begin{array}{cccc}\mathrm{\Gamma }_{11}& \mathrm{\Gamma }_{12}& \mathrm{}& \mathrm{\Gamma }_{1k}\\ \mathrm{\Gamma }_{21}& \mathrm{\Gamma }_{22}& \mathrm{}& \mathrm{\Gamma }_{2k}\\ \mathrm{}& \mathrm{}& & \mathrm{}\\ \mathrm{\Gamma }_{k1}& \mathrm{\Gamma }_{k2}& \mathrm{}& \mathrm{\Gamma }_{kk}\end{array}\right)$$
(10)
is Hermitian and either positive-definite or positive-semidefinite. The hermiticity of $`\mathrm{\Gamma }^{(k)}`$ follows simply from the Hermiticity of the density operator $`\widehat{\rho }`$ and from the invariance of the trace under a commutation of operators:

$$\mathrm{\Gamma }_{ij}=\mathrm{Tr}\left\{\widehat{\rho }\widehat{\varphi }_i^{}\widehat{\varphi }_j\right\}=\left[\mathrm{Tr}\left\{\widehat{\varphi }_j^{}\widehat{\varphi }_i\widehat{\rho }^{}\right\}\right]^{}=\left[\mathrm{Tr}\left\{\widehat{\rho }\widehat{\varphi }_j^{}\widehat{\varphi }_i\right\}\right]^{}=\mathrm{\Gamma }_{ji}^{}.$$
(11)
Of course, from Eq. (11) it follows also that $`\gamma _{ij}=\gamma _{ji}^{}`$, i.e., the matrix $`\gamma ^{(k)}`$ composed of the complex degrees of coherence is also Hermitian.

The second property can be proved in a similar way as an analogous statement in the quantum optics (see , p. 585). Let $`\widehat{O}`$ be the operator defined as

$$\widehat{O}=\underset{i=1}{\overset{k}{}}\lambda _i\widehat{\varphi }_i,$$
(12)
where $`\lambda _1,\mathrm{},\lambda _k`$ are arbitrary complex numbers. It holds

$$\mathrm{Tr}\{\widehat{\rho }\widehat{O}^{}\widehat{O}\}=\underset{i,j=1}{\overset{k}{}}\lambda _i^{}\lambda _j\mathrm{Tr}\left\{\widehat{\rho }\widehat{\varphi }_i^{}\widehat{\varphi }_j\right\}=\underset{i,j=1}{\overset{k}{}}\lambda _i^{}\lambda _j\mathrm{\Gamma }_{ij}.$$
(13)
At the same time, $`\mathrm{Tr}\{\widehat{\rho }\widehat{O}^{}\widehat{O}\}`$ is a non-negative number. As the right-hand side of Eq. (13) is a quadratic form in the $`\lambda `$’s with the coefficients $`\mathrm{\Gamma }_{ij}`$, the matrix $`\mathrm{\Gamma }^{(k)}`$ must be either positive-definite or positive-semidefinite. A similar statement can be proved also for the matrix $`\gamma ^{(k)}`$ using $`\widehat{O}=_{i=1}^k\lambda _i(\mathrm{\Gamma }_{ii}\mathrm{\Gamma }_{jj})^{1/2}\widehat{\varphi }_i`$.

As we will see in the following, from the Hermiticity and definiteness of the matrices $`\mathrm{\Gamma }^{(k)}`$ and $`\gamma ^{(k)}`$ the desired inequality follow directly. However, first it will be necessary to prove the following lemma:

Lemma:
The determinant of any positive-definite or positive-semidefinite Hermitian matrix $`A=(A_{ij})`$ with nonzero diagonal elements cannot exceed the product of the diagonal elements of $`A`$, i.e., $`\mathrm{det}(A)A_{11}A_{22}\mathrm{}A_{kk}`$, and the equality takes place if and only if $`A`$ is diagonal.

Proof:
As all the diagonal elements $`A_{ii}`$ of the matrix $`A`$ are positive, we can define the matrix $`a=(a_{ij})`$ with elements $`a_{ij}=A_{ij}/\sqrt{A_{ii}A_{jj}}`$ (in analogy with defining the matrix $`\gamma ^{(k)}`$ with the help of $`\mathrm{\Gamma }^{(k)}`$). Thanks to the hermiticity of the matrix $`a`$, it is possible to transform it into the diagonal form with a unitary transformation, i.e., there exists a unitary matrix $`U`$ for which the matrix $`b=UaU^{}`$ is diagonal. This transformation changes neither the determinant nor the trace of the matrix because it is a unitary transformation. If we denote the diagonal elements of the matrix $`b`$ as $`b_i`$, then $`\mathrm{Tr}(a)=\mathrm{Tr}(b)=_{i=1}^kb_i`$ and $`\mathrm{det}(a)=\mathrm{det}(b)=_{i=1}^kb_i`$ evidently hold. At the same time, $`\mathrm{Tr}(a)=k`$ holds due to the fact that $`a_{ii}=1`$ for all $`i`$. To find out what is the maximal possible value of $`\mathrm{det}(a)`$, we will use now the inequality between the arithmetical and geometrical averages. The arithmetical average of the numbers $`b_i`$ is $`\alpha =_{i=1}^kb_i/k=1`$ and their geometrical average is $`\beta =\sqrt[k]{_{i=1}^kb_i}`$. As the numbers $`b_i`$ are non-negative, the inequality $`\beta \alpha `$ holds, from which it then follows that $`\mathrm{det}(a)=_{i=1}^kb_i1`$. As is known, the equality $`\beta =\alpha `$ takes place if and only if $`b_1=b_2=\mathrm{}=b_k`$. In this case the matrix $`b`$ is the unit matrix, from which it follows that $`a`$ is also the unit matrix and $`a_{ij}=\delta (i,j)`$. Thus, $`\mathrm{det}(a)1`$ holds and the equality takes place only when all the non-diagonal elements of the matrix $`a`$ vanish. Expressing the determinant of the original matrix $`A`$ with the help of $`\mathrm{det}(a)`$ as $`\mathrm{det}(A)=A_{11}A_{22}\mathrm{}A_{kk}\mathrm{det}(a)`$, we get from the inequality $`\mathrm{det}(a)1`$ that

$$\mathrm{det}(A)A_{11}A_{22}\mathrm{}A_{kk}.$$
(14)
Moreover, $`A`$ is diagonal if and only if $`a`$ is diagonal. Therefore the equality in (14) takes place if and only if the matrix $`A`$ is diagonal.

If we identify the matrix $`a`$ with $`\gamma ^{(k)}`$, then from Eq. (7) and the proof above it follows immediately that

$$G_{1,2,\mathrm{},k}^{(k)}G_1^{(1)}G_2^{(1)}\mathrm{}G_k^{(1)}.$$
(15)
This is a generalization of the inequality (8) for a correlation function of arbitrary order. An even stronger generalization would be evidently

$$G_{1,2,\mathrm{},k}^{(k)}G_{1,2,\mathrm{},l}^{(l)}G_{l+1,l+2,\mathrm{},k}^{(kl)}.$$
(16)
As we will see now, this inequality indeed holds.

## 5 Proof of the inequality (16)

First we will define a matrix $`\mathrm{\Gamma }^{}`$ of the type $`k/k`$ in the following block form:

$$\mathrm{\Gamma }^{}=\left(\begin{array}{cc}\mathrm{\Gamma }^{(l)}& 0\\ 0& \mathrm{\Gamma }^{(m)}\end{array}\right).$$
(17)
Here 0 stands for the zero matrices of the type $`l/m`$ or $`m/l`$ (we have denoted $`m=kl`$) and $`\mathrm{\Gamma }^{(l)},\mathrm{\Gamma }^{(m)}`$ are the matrices of the type $`l/l`$ and $`m/m`$, respectively, corresponding to the correlation functions $`G_{1,\mathrm{},l}^{(l)}`$ and $`G_{l+1,\mathrm{},k}^{(m)}`$:

$$\mathrm{\Gamma }^{(l)}=\left(\begin{array}{cccc}\mathrm{\Gamma }_{1,1}& \mathrm{}& \mathrm{\Gamma }_{1,l}& \\ \mathrm{}& & \mathrm{}& \\ \mathrm{\Gamma }_{l,1}& \mathrm{}& \mathrm{\Gamma }_{l,l}& \end{array}\right),\mathrm{\Gamma }^{(m)}=\left(\begin{array}{cccc}\mathrm{\Gamma }_{l+1,l+1}& \mathrm{}& \mathrm{\Gamma }_{l+1,k}& \\ \mathrm{}& & \mathrm{}& \\ \mathrm{\Gamma }_{k,l+1}& \mathrm{}& \mathrm{\Gamma }_{k,k}& \end{array}\right)$$
(18)
Due to Eq. (5) and the block form of $`\mathrm{\Gamma }`$ it holds

$$G_{1,\mathrm{},k}^{(k)}=\mathrm{det}(\mathrm{\Gamma }),G_{1,\mathrm{},l}^{(l)}G_{l+1,\mathrm{},k}^{(m)}=\mathrm{det}(\mathrm{\Gamma }^{(l)})\mathrm{det}(\mathrm{\Gamma }^{(m)})=\mathrm{det}(\mathrm{\Gamma }^{}).$$
(19)
Now, we know that the matrix $`\mathrm{\Gamma }\mathrm{\Gamma }^{(k)}`$ is either positive-definite or positive-semidefinite. In the latter case, the inequality (16) is satisfied trivially because then $`\mathrm{det}(\mathrm{\Gamma })=0`$ and $`\mathrm{det}(\mathrm{\Gamma }^{(l)}),\mathrm{det}(\mathrm{\Gamma }^{(m)})`$ are both non-negative due to their definiteness. Therefore in the following we will discuss the case when $`\mathrm{\Gamma }`$ is positive-definite.

As the matrices $`\mathrm{\Gamma }^{(l)}`$ and $`\mathrm{\Gamma }^{(m)}`$ are Hermitian, it is possible to transform each of them into the diagonal form with a unitary transformation. Let $`U^{(l)}`$ and $`U^{(m)}`$ denote the corresponding unitary transformational matrices, so that the matrices $`D^{(l)}=U^{(l)}\mathrm{\Gamma }^{(l)}U^{(l)}`$ and $`D^{(m)}=U^{(m)}\mathrm{\Gamma }^{(m)}U^{(m)}`$ are both diagonal. Then evidently the unitary matrix

$$U=\left(\begin{array}{cc}U^{(l)}& 0\\ 0& U^{(m)}\end{array}\right)$$
(20)
transforms the matrix $`\mathrm{\Gamma }^{}`$ into the diagonal form, so that $`D^{}=U\mathrm{\Gamma }^{}U^{}`$ is diagonal. Let $`D`$ denote the matrix obtained from $`\mathrm{\Gamma }`$ by the same unitary transformation, i.e., $`D=U\mathrm{\Gamma }U^{}`$. Thanks to the block form of the matrix $`U`$, the matrix $`D`$ has the form

$$D=\left(\begin{array}{cc}D^{(l)}& D^{(lm)}\\ D^{(ml)}& D^{(m)}\end{array}\right),$$
(21)
where $`D^{(lm)}`$ and $`D^{(ml)}`$ are some mutually Hermite-conjugate matrices of the type $`l/m`$ and $`m/l`$, respectively. Applying now Lemma to the matrix $`D`$ (we can do that because $`D`$ is positive-definite and Hermitian; the latter follows from the unitarity of the matrix $`U`$), we see that $`\mathrm{det}(D)\mathrm{det}(D^{})`$ because the diagonal elements of the matrices $`D`$ and $`D^{}`$ are identical and $`D^{}`$ is diagonal. Combining this with the equations that hold due to the unitarity of the matrix $`U`$,

$$\mathrm{det}(D)=\mathrm{det}(\mathrm{\Gamma }),\mathrm{det}(D^{})=\mathrm{det}(\mathrm{\Gamma }^{})=\mathrm{det}(\mathrm{\Gamma }^{(l)})\mathrm{det}(\mathrm{\Gamma }^{(m)}),$$
(22)
and with Eq. (19), we finally obtain the inequality (16). Now, the inequality $`\mathrm{det}(D)\mathrm{det}(D^{})`$ changes into equality if and only if the matrix $`D`$ is diagonal, i.e., if $`D^{(lm)}`$ and $`D^{(ml)}`$ are the zero matrices. Then, again due to the block form of the transformation matrix $`U`$, also the matrices

$$\mathrm{\Gamma }^{(lm)}=\left(\begin{array}{ccc}\mathrm{\Gamma }_{1,l+1}& \mathrm{}& \mathrm{\Gamma }_{1,k}\\ \mathrm{}& & \mathrm{}\\ \mathrm{\Gamma }_{l,l+1}& \mathrm{}& \mathrm{\Gamma }_{l,k}\end{array}\right),\mathrm{\Gamma }^{(ml)}=\left(\begin{array}{cccc}\mathrm{\Gamma }_{l+1,1}& \mathrm{}& \mathrm{\Gamma }_{l+1,l}& \\ \mathrm{}& & \mathrm{}& \\ \mathrm{\Gamma }_{k,1}& \mathrm{}& \mathrm{\Gamma }_{k,l}& \end{array}\right)$$
(23)
are the zero matrices. Thus we can conclude that the inequality (16) holds and it changes into equality if and only if all the cross-correlation functions $`\mathrm{\Gamma }_{i,j}`$ vanish for $`i=1,\mathrm{},l`$ and $`j=l+1,\mathrm{},k`$.

## 6 Fermionic nature of electron correlations

Let us see what the inequality (16) that we just proved really means. We denote the detection of $`l`$ electrons at the space-time points $`(𝒓_1,t_1),\mathrm{},(𝒓_l,t_l)`$ as event A and the the detection of $`kl`$ electrons at the points $`(𝒓_{l+1},t_{l+1}),\mathrm{},(𝒓_k,t_k)`$ as event B. Then the inequality (16) says that the probability that both events A and B happen is less than or equal to the product of probabilities of events A and B (see Fig. 2). In this way, the inequality (16) generalizes the inequality (9) also to multiple electron detection processes.

We have seen that the inequality (9) leads to the antibunching effect as a consequence of the indistinguishableness of electrons. Similarly, the inequality (16) reflects the same principle for more complicated detection processes and leads to more general correlations in electron fields. It is a fundamental statement that expresses the fermionic behaviour of electrons in a very compact way.

As follows from Sec. 5, the case of equality in (16) corresponds to the situation when $`\mathrm{\Gamma }_{ij}=0`$ (and hence $`\gamma _{ij}=0`$) for all $`i=1,\mathrm{},l`$ and $`j=l+1,\mathrm{},k`$. Then the electron field at any point of the first set of points $`S_l=\{(𝒓_i,t_i)|i=1,\mathrm{},l\}`$ is incoherent with the field at any point of the second set $`S_m=\{(𝒓_j,t_j)|j=l+1,\mathrm{},k\}`$. The equality in (16) is then very reasonable: if the fields at the points corresponding to the both sets $`S_l,S_m`$ are mutually completely incoherent, the detections at the points of the two sets are mutually independent and therefore total detection probability factorizes into the product of the detection probabilities corresponding to the individual sets.

Of course, the inequality (16) can be applied repeatedly and the points $`(𝒓_1,t_1),\mathrm{},(𝒓_k,t_k)`$ can be interchanged arbitrarily to obtain a whole class of inequalities. We will write just an example for illustration:

$$G_{1,2,3,4,5,6,7}^{(7)}G_{1,2}^{(2)}G_{3,5,7}^{(3)}G_4^{(1)}G_6^{(1)}.$$
(24)
## 7 Conclusion

We have proved a relatively simple inequality between correlation functions of different orders for chaotic electrons. As any correlation in a chaotic electron field originates from the fermionic character of the electrons, the inequality (16) is a direct consequence of the Pauli principle. It demonstrates the aversion of the electrons to staying and coming to a detector in groups. The inequality (16) determines a set of conditions that must be fulfilled on the hierarchy of the chaotic correlation functions. We must point out that the inequalities (16) do not hold for all electron fields. There are electron states that show even bunching instead of antibunching . However, these states are quite rare and the chaotic state remains the most important and wide-spread state in electron beams.

¿From the experimental point of view, the observation of correlations is limited especially by an extremely short coherence time of available electron beams. The coherence time is related to the energy bandwidth of the beam by the relation $`T_ch/\mathrm{\Delta }E`$, which yields $`T_c2\times 10^{14}\mathrm{s}`$ for a typical fiels-emission beam for which $`\mathrm{\Delta }E0.2\mathrm{eV}`$. The measurement of correlations with such a characteristic time requires very fast detectors and coincidence electronics and even under optimum conditions the experimental resolution time exceeds the coherence time by three orders of magnitude. The signal-to-noise ratio is therefore very small and it is not surprising that a two-electron correlation was observed in the last year only. Observation of higher-order correlations would require a more complicated experimental setup and I believe that it will not be possible until electron sources with a much longer resolution time become available. On the other hand, if the resolution and coherence time became comparable, the highest order of observable correlations would be limited by the fidelity of the coincidence electronics. Thus we must conclude that the inequality (9) is the only candidate for an experimental verification from the whole class of inequalities (16) at the present time.

## Acknowledgments

I would like to thank professor M. Lenc for helpful discussions. This work was supported by the Czech Ministry of Education, contract No. 144310006.


text:
# RX J0911+05: A Massive Cluster Lens at z=0.769

## 1 Introduction

Multiply imaged quasars are among the most promising objects for measuring distances and hence cosmological parameters (Refsdal 1964; Blandford & Narayan 1992). That promise is finally starting to be realized after time delays have been measured in several systems in recent years (e.g., Schechter et al. 1997; Kundić et al. 1997c; Hjorth et al. 1999). Contrary to local estimates of the Hubble parameter, multiply imaged quasars with time delays can be used to measure the Hubble parameter on a cosmological scale and hence are insensitive to local bulk flows.

Until recently, simple mass distributions have been used to model multiply imaged QSOs. However, the rapid development of observing techniques, and the availability of powerful observatories like the Hubble Space Telescope and the 8–10 m class telescopes have shown that most of the image configurations are more complex than allowed by simple models. As an example, the famous double QSO 0957+561, first thought to be produced by a single galaxy, is now known to be a complex system involving a massive lens plus one or more galaxy clusters (Bernstein & Fisher 1999 and references therein). In parallel to the surge in observational efforts, the modeling of galaxies and their surroundings has greatly improved and is starting to provide very important insights into the distribution of dark matter in galaxies (e.g. Hjorth & Kneib 2000; Maller et al. 2000; Kochanek et al. 2000).

A major uncertainty in the mass models comes from the surroundings of the lens, in the form of “external shear”, e.g., due to either nearby galaxies, a galaxy group or a cluster close to the line of sight to the QSO (Keeton, Kochanek & Seljak 1997, Kundic et al. 1997b). It is important to underline that a reliable mass model requires not only $`\gamma `$, the gravitational external shear, but also the external surface mass density $`\kappa `$, producing the measured external shear. Therefore, a measurement of the mass distribution in the vicinity of the lensed quasar is mandatory in putting stringent constraints on cosmological parameters.

The quadruple lens system RX J0911+05, is potentially one of the most valuable systems for cosmological studies. It was identified by Bade et al. (1997) as a multiply imaged radio quiet QSO at $`z=2.80`$, selected as an AGN candidate from the ROSAT All-Sky Survey. In high-resolution NOT and NTT images (Burud et al. 1998), RX J0911+05 was soon found to consist of four QSO components and an elongated lensing galaxy, confirmed by subsequent HST imaging. Regular monitoring of RX J0911+05 with the Nordic Optical Telescope is expected to give a time-delay to about 10 percent (Hjorth et al. 2000) Moreover, recently, the redshift of the main lens was measured at $`z=0.769`$ with the Keck telescope (Falco, Davis & Stern, 1999, private communication). The unusual image configuration of RX J0911+05 requires a large external shear ($`\gamma _{\mathrm{min}}=0.15`$) to be included in the lensing potential in order to reproduce the complex geometry observed in RX J0911+05. The probable source of this shear is a galaxy cluster located about 38″ from RX J0911+05 as suggested by Burud et al. (1998). Such a cluster may contribute to the X-ray emission observed by ROSAT. The color of the presumed cluster galaxies indicates a redshift in the range of 0.6–0.8, consistent with the determined spectroscopic redshift of the main lens galaxy.

In this Letter we present the results of spectroscopic observations of RX J0911+05 conducted at the Keck Observatory using the LRIS instrument. Section 2 summarizes the photometric and spectroscopic observations. Section 3 presents the constraints on the mass model of the high-redshift cluster of galaxies detected near the quadruple lens. A discussion of the results is presented in section 4. Throughout this paper we use a Hubble parameter $`H_0=50h_{50}^1`$ km $`s^1`$ Mpc-1, $`\mathrm{\Omega }_\mathrm{M}=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, which gives a physical scale of $`10.37h_{50}^1`$ kpc arcsec-1 at the cluster redshift ($`z=0.769`$).

## 2 Observations

We observed RX J0911+05 during the December 7–8, 1999 and March 6–7, 2000 nights with the LRIS instrument (Oke et al. 1995) mounted on Keck II. Imaging was done in B, R and I and calibrated using photometric standards PG2213-006 and other stars in the SA92 field (Landolt 1992). Spectroscopic observation were conducted with the 400/8500 grating blazed at 7200 Å which gives a dispersion of 1.84 Å/pixel. Standard Figaro and IRAF pipeline reduction packages where used to reduce the photometric and spectroscopic data. The Journal of these observations is given in Table 1. A color image made of the B, R and I images is presented in Figure 1.

We exposed 2 MOS masks, the first mask had 24 slitlets, and the second 30 slitlets. Object selection was limited in magnitude to $`I_{AB}<22.5`$ and generally followed the color selection of Burud et al. (1998). In the first mask, a total of 25 objects were observed (there were two objects in one slitlet); 3 stars and 2 bright galaxies were used to allow a correct alignment of the mask on the objects. Similarly for the second mask, we targeted 30 galaxies, and used 3 stars for the mask alignment.

Redshifts were estimated independently by JPK and JGC, by simple line fitting techniques, as well as using the cross-correlation package $`RVSAOV2.0`$ in $`IRAF`$ (Kurtz & Mink 1998). Redshift identifications are displayed on Figure 1. Table 2 summarizes the photometry and the redshift of the cluster members. Figure 2 shows the redshift histogram of the entire sample and the cluster sample. The majority of the cluster member spectra are typical of an old stellar population. Only 3 out of 23 spectra show a strong \[O II\] emission line (one of them being an AGN), and 4 others show a weak \[O II\] line. Although our target selection was clearly biased to have a large number of early type galaxies, it clearly shows that these galaxies belong to an evolved cluster. Note that the small group of apparently redder objects detected some 10″ SW from the lens (Burud et al. 1998) is found at the same redshift as the cluster.

## 3 Cluster Dynamics and Mass Model

Including the redshift of the lensing galaxy (Falco, Davis & Stern 1999, private communication) we have redshift measurements of 24 cluster members with a mean redshift $`\overline{z}=0.7689\pm 0.002`$. The velocity dispersion of the 24 galaxies is $`\sigma _{\mathrm{los}}=836_{200}^{+180}`$ km s-1. If one keeps only the 14 high quality spectra, we estimate the mean redshift of $`\overline{z}=0.7692\pm 0.004`$ and a velocity dispersion of $`\sigma _{\mathrm{los}}=832_{250}^{+175}`$ km s-1. The two estimates are in good agreement, so we will retain the first one in the following discussion. We used the biweight estimator to measure the cluster redshift and its dispersion. The errors were estimated by using the bootstrap algorithm for the mean redshift and the jacknife algorithm for the velocity dispersion (Beers, Flynn & Gebhardt 1990).

We computed the harmonic radius $`R_h`$ (e.g., Nolthenius & White 1987) from our spectroscopic cluster members as

$$R_h=D_A(\overline{z})\frac{\pi }{2}\frac{N_m(N_m1)}{2}\left(\mathrm{\Sigma }_i\mathrm{\Sigma }_{j>i}\theta _{ij}^1\right)^1,$$
(1)
where $`\theta _{ij}`$ is the angular distance between galaxies $`i`$ and $`j`$, $`N_m`$ is the number of cluster members, and $`D_A(\overline{z})`$ is the angular diameter distance at the mean cluster redshift $`\overline{z}`$. The cluster virial mass can then be estimated as

$$M_V=\frac{6\sigma ^2R_h}{G}.$$
(2)
We found an harmonic radius of $`R_h=632h_{50}^1`$ kpc and a mass $`M_V=6.2_{2.6}^{+2.9}\mathrm{\hspace{0.17em}10}^{14}`$ M. Assuming that the cluster follows the $`\sigma `$$`T_X`$ relation (e.g. Girardi et al. 1996), we derive an X-ray temperature of $`T_X=4.5\pm 1.2`$ keV.

We have thus identified a new massive cluster at high redshift. This cluster is not as massive as the cluster MS1054$``$03 (Tran et al. 1998; Hoekstra et al. 2000) but is similar to MS1137.5+6625 ($`\sigma =884`$ km $`s^1`$ as measured by Donahue et al. 2000).

Assuming a singular isothermal sphere centered on the brightest galaxy of the cluster, the computed velocity dispersion translates into a gravitational shear of $`\gamma =\kappa =0.11_{0.03}^{+0.04}`$ for $`(\mathrm{\Omega },\lambda )=(1,0)`$ and $`\gamma =\kappa =0.13_{0.03}^{+0.04}`$ for $`(\mathrm{\Omega },\lambda )=(0.3,0.7)`$ at the location of the multiple quasar. This quick estimate of the external shear is close to the value found in the modeling of the lens plus an external shear (Burud et al. 1998).

Having identified the cluster redshift and derived an estimate of the galaxy velocity dispersion, we can go a step further and try to model the system modeling mass distribution of the cluster and its galaxies in a similar way as for Abell 2218 (Kneib et al. 1996). The cluster galaxies are modeled as truncated isothermal spheres, with a velocity dispersion and truncation radius scaled with the galaxy luminosity. The center position of the cluster is set to the position of the brightest galaxy and the velocity dispersion as given by our spectroscopic survey. The constraints are the quasar positions and flux ratios (although we only give a relatively small weight to the flux ratio constraints due to possible microlensing (Burud et al. 1998), the position, orientation, and ellipticity of the main lens system as measured on the HST/NICMOS-2 image (PI: Falco). The fiducial best-fitting model found is displayed in Figure 3, where we show the surface mass density of the model. Note that the lens model favors an elongated mass distribution of the cluster aligned with the cluster light distribution. The time delay expected between images $`A`$ and $`B`$ is strongly dependent on the exact morphology and mass distribution of the cluster; we found that $`190<\mathrm{\Delta }t(\mathrm{days})<260h_{50}^1`$. The lower time-delay value corresponds to a more massive cluster. Clearly it would be very important to further constrain the mass distribution of the cluster before trying to get a constraint on the Hubble parameter.

## 4 Discussion

We have identified a massive high-redshift cluster of galaxies at $`\overline{z}=0.769\pm 0.002`$ responsible for the very large external shear ($`\gamma 0.15`$), affecting the lens potential of the quadrupole quasar RX J0911+05. The measured velocity dispersion based on 24 members leads to a velocity dispersion of $`\sigma =836_{200}^{+180}`$ km $`s^1`$. Using these results we present a new mass model for this lens which includes the contribution of a cluster and the cluster galaxies in a similar way as Kneib et al. (1996). The predicted time delay is estimated to be $`190<\mathrm{\Delta }t(\mathrm{days})<260h_{50}^1`$, depending on the exact mass distribution of the cluster.

Further observations using the WFPC2 on board HST will allow us to directly measure the predicted cluster weak shear from the distortions of faint background galaxies; X-ray observations conducted with the new X-ray satellites (Chandra or XMM-Newton) will permit to study the gas properties of this distant cluster in detail. Such complementary data will be essential in producing a reliable mass model of the system which, in combination with the foreseen measurement of the time delay, may provide the best constrained mass model for a multiple QSO, hence leading to an accurate cosmological estimate of the Hubble parameter.

This serendipitous cluster discovery is very interesting because it demonstrates that multiple quasars with large separation are efficient in revealing high-redshift collapsed structure. Indeed, there is a growing number of such multiple quasars where a cluster or group as been detected (e.g., Q0957: Bernstein & Fischer 1999; the Cloverleaf: Kneib et al. 1998a, 1998b, MG2016+116 Hattori et al. 1997; Benitez et al. 1999; Soucail et al. 2000, PG1115+080: Schechter et al. 1997, Kundic et al. 1997a). Therefore, multiple QSO system, constitute a useful way to discover and study high-redshift groups and clusters along their line of sight.

Part of the work presented is based on observations made with the NASA/ESA Hubble Space Telescope, obtained from the data archive at the Space Telescope Science Institute. STScI is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract NAS 5-26555. The entire Keck/LRIS user community owes a huge debt to Jerry Nelson, Gerry Smith, Bev Oke, and many other people who have worked to make the Keck Telescope and LRIS a reality. We are grateful to the W. M. Keck Foundation, and particularly its late president, Howard Keck, for the vision to fund the construction of the W. M. Keck Observatory.
It is a pleasure to acknowledge the efficient and friendly support of the Keck Observatory staff. We also acknowledge useful discussions with C. Kochanek, F. Courbin, and I. Burud. This research was supported by CNRS/INSU for JPK and by the Danish Natural Science Research Council (SNF) for JH.