text:
# Extension-orthogonal components of nilpotent varieties

## 1. Introduction

Let $`k`$ be an algebraically closed field. For a finitely generated $`k`$-algebra $`A`$ let $`\mathrm{mod}_A(𝐝)`$ be the affine variety of $`A`$-modules with dimension vector $`𝐝`$. For irreducible components $`C_1\mathrm{mod}_A(𝐝_1)`$ and $`C_2\mathrm{mod}_A(𝐝_2)`$ define

$$\mathrm{ext}_A^1(C_1,C_2)=\mathrm{min}\{\mathrm{dim}\mathrm{Ext}_A^1(M_1,M_2)(M_1,M_2)C_1\times C_2\}.$$

An irreducible component $`C\mathrm{mod}_A(𝐝)`$ is indecomposable if it contains a dense subset of indecomposable $`A`$-modules. A general theory of irreducible components and their decomposition into indecomposable irreducible components was developed in . Our aim is to apply this to Lusztig’s nilpotent varieties.

If not mentioned otherwise, we always assume that $`Q`$ is a Dynkin quiver of type $`𝔸_n`$, $`𝔻_n`$ or $`𝔼_{6,7,8}`$. By $`R^+`$ we denote the set of positive roots of $`Q`$, and by $`\mathrm{\Lambda }`$ we denote the preprojective algebra associated to $`Q`$, see . Let $`n`$ be the number of vertices of $`Q`$, and let $`\mathrm{\Lambda }(𝐝)=\mathrm{mod}_\mathrm{\Lambda }(𝐝)`$, $`𝐝^n`$, be the variety of $`\mathrm{\Lambda }`$-modules with dimension vector $`𝐝`$. The varieties $`\mathrm{\Lambda }(𝐝)`$ are called nilpotent varieties. We refer to \[8, Section 12\] for basic properties. Throughout, we only consider finite-dimensional modules. Our main result is the following:

###### Theorem 1.1.

Assume that $`\{C_i\mathrm{\Lambda }(𝐝_i)iI\}`$ is a set of pairwise different indecomposable irreducible components such that $`\mathrm{ext}_\mathrm{\Lambda }^1(C_i,C_j)=0`$ for all $`i,jI`$. Then $`|I||R^+|`$.

As a consequence we get the following result on $`\mathrm{\Lambda }`$-modules without self-extensions:

###### Corollary 1.2.

Let $`M`$ be a $`\mathrm{\Lambda }`$-module with $`\mathrm{Ext}_\mathrm{\Lambda }^1(M,M)=0`$. Then the number of pairwise non-isomorphic indecomposable direct summands of $`M`$ is at most $`|R^+|`$.

Let $`U_v^{}`$ be the negative part of the quantized enveloping algebra of the Lie algebra corresponding to $`Q`$. We regard $`U_v^{}`$ as a $`(v)`$-algebra. Let $``$ be the canonical basis and $`^{}`$ the dual canonical basis of $`U_v^{}`$, see , ,  or  for definitions. By \[4, Section 5\],  the elements of $``$ (and thus of $`^{}`$) correspond to the irreducible components of the nilpotent varieties $`\mathrm{\Lambda }(𝐝)`$, $`𝐝^n`$. Let $`b^{}(C)`$ be the dual canonical basis vector corresponding to an irreducible component $`C`$. We denote the structure constants of $`U_v^{}`$ with respect to the basis $`^{}`$ by $`\lambda _{C,D}^E`$, i.e.

$$b^{}(C)b^{}(D)=\underset{E}{}\lambda _{C,D}^Eb^{}(E).$$

Following the terminology in , two dual canonical basis vectors $`b^{}(C)`$ and $`b^{}(D)`$ are called multiplicative if

$$b^{}(C)b^{}(D)=\lambda _{C,D}^Eb^{}(E)$$

for some irreducible component $`E`$, and they are quasi-commutative if

$$b^{}(C)b^{}(D)=\lambda b^{}(D)b^{}(C)$$

for some $`\lambda (v)`$. The following conjecture was stated in \[1, Section 1\]:

###### Conjecture 1.3 (Berenstein, Zelevinsky).

Two dual canonical basis vectors are multiplicative if and only if they are quasi-commutative.

One direction of this conjecture was proved by Reineke \[10, Corollary 4.5\]. The other direction turned out to be wrong. Namely, Leclerc  constructed examples of quasi-commutative elements in $`^{}`$ which are not multiplicative. Using preprojective algebras, we give a module theoretic interpretation of one of his examples.

Marsh and Reineke  conjectured that the multiplicative behaviour of dual canonical basis vectors should be related to sets of irreducible components with $`\mathrm{Ext}^1`$ vanishing generically between them. This was the principal motivation for our work.

The paper is organized as follows: In Section 2 we review the main results from . In Section 3 we recall known results for the case that $`\mathrm{\Lambda }`$ is an algebra of finite or tame representation type. The proof of Theorem 1.1 and its corollary can be found in Section 4. Finally, Section 5 is devoted to the interpretation of Leclerc’s example.

Acknowledgements. The second author is greatful to the IM UNAM, Mexico City, where most of this work was done. We thank Robert Marsh and Markus Reineke for helpful and interesting discussions.

## 2. Varieties of modules - definitions and known results

In this section, we work with arbitrary finite quivers.

### 2.1.

Let $`Q=(Q_0,Q_1)`$ be a finite quiver, where $`Q_0`$ denotes the set of vertices and $`Q_1`$ the set of arrows of $`Q`$. Assume that $`|Q_0|=n`$. For an arrow $`\alpha `$ let $`s\alpha `$ be its starting vertex and $`e\alpha `$ its end vertex. An element $`𝐝=(d_i)_{iQ_0}^n`$ is called a dimension vector for $`Q`$. A representation of $`Q`$ with dimension vector $`𝐝`$ is a matrix tuple $`M=(M_\alpha )_{\alpha Q_1}`$ with $`M_\alpha \mathrm{M}_{d_{s\alpha }\times d_{e\alpha }}(k)`$. A path of length $`l1`$ in $`Q`$ is a sequence $`p=\alpha _1\mathrm{}\alpha _l`$ of arrows in $`Q_1`$ such that $`e\alpha _i=s\alpha _{i+1}`$ for $`1il1`$. Define $`sp=s\alpha _1`$ and $`ep=e\alpha _l`$. For a representation $`M`$ and a path $`p=\alpha _1\mathrm{}\alpha _l`$ define $`M_p=M_{\alpha _1}\mathrm{}M_{\alpha _l}`$ which is a matrix in $`\mathrm{M}_{d_{sp}\times d_{ep}}(k)`$. A relation for $`Q`$ is a $`k`$-linear combination $`_{i=1}^t\lambda _ip_i`$ of paths $`p_i`$ of length at least two such that $`sp_i=sp_j`$ and $`ep_i=ep_j`$ for all $`1i,jt`$. A representation $`M`$ satisfies such a relation if $`_{i=1}^t\lambda _iM_{p_i}=0`$. Given a set $`\rho `$ of relations for $`Q`$ let $`\mathrm{rep}_{(Q,\rho )}(𝐝)`$ be the affine variety of representations of $`Q`$ with dimension vector $`𝐝`$ which satisfy all relations in $`\rho `$.

### 2.2.

One can interpret this construction in a module theoretic way. Namely, let $`kQ`$ be the path algebra of $`Q`$, and let $`A=kQ/(\rho )`$, where $`(\rho )`$ is the ideal generated by the elements in $`\rho `$. Then $`\mathrm{mod}_A(𝐝)=\mathrm{rep}_{(Q,\rho )}(𝐝)`$ is the affine variety of $`A`$-modules with dimension vector $`𝐝`$. If $`A=kQ/(\rho )`$ is finite-dimensional, then $`A`$ is called a basic algebra. In this case, the vertices of $`Q`$ correspond to the isomorphism classes of simple $`A`$-modules, and the entry $`d_i`$, $`iQ_0`$, of $`𝐝`$ is the multiplicity of the simple module corresponding to $`i`$ in a composition series of any $`M\mathrm{mod}_A(𝐝)`$. The group $`\mathrm{GL}(𝐝)=_{iQ_0}\mathrm{GL}_{d_i}(k)`$ acts on $`\mathrm{mod}_A(𝐝)`$ by conjugation, i.e.

$$gM=(g_{s\alpha }M_\alpha g_{e\alpha }^1)_{\alpha Q_1}.$$

The orbit of $`M`$ under this action is denoted by $`𝒪(M)`$. There is a 1-1 correspondence between the set of orbits in $`\mathrm{mod}_A(𝐝)`$ and the set of isomorphism classes of $`A`$-modules with dimension vector $`𝐝`$.

### 2.3.

Given irreducible components $`C_i\mathrm{mod}_A(𝐝_i)`$, $`1it`$, we consider all $`A`$-modules with dimension vector $`𝐝=𝐝_1+\mathrm{}+𝐝_t`$, which are of the form $`M_1\mathrm{}M_t`$ with the $`M_i`$ in $`C_i`$, and we denote by $`C_1\mathrm{}C_t`$ the corresponding subset of $`\mathrm{mod}_A(𝐝)`$. This is the image of the map

$$\mathrm{GL}(𝐝)\times C_1\times \mathrm{}\times C_t\mathrm{mod}_A(𝐝)$$

$$(g,M_1,\mathrm{},M_t)g\left(\underset{i=1}{\overset{t}{}}M_i\right).$$

We call $`C_1\mathrm{}C_t`$ the direct sum of the components $`C_i`$. It follows that the closure $`\overline{C_1\mathrm{}C_t}`$ is irreducible. For an irreducible component $`C`$ define $`C^n=_{i=1}^nC`$. We call $`C`$ indecomposable if $`C`$ contains a dense subset of indecomposable $`A`$-modules. The following result from  is an analogue of the Krull-Remak-Schmidt Theorem.

###### Theorem 2.1.

If $`C\mathrm{mod}_A(𝐝)`$ is an irreducible component, then

$$C=\overline{C_1\mathrm{}C_t}$$

for some indecomposable irreducible components $`C_i\mathrm{mod}_A(𝐝_i)`$, $`1it`$, and $`C_1,\mathrm{},C_t`$ are uniquely determined by this, up to reordering. The above direct sum is called the canonical decomposition of $`C`$.

However, the closure of a direct sum of irreducible components is not in general an irreducible component. The next result is also proved in .

###### Theorem 2.2.

If $`C_i\mathrm{mod}_A(𝐝_i)`$, $`1it`$, are irreducible components, and $`𝐝=𝐝_1+\mathrm{}+𝐝_t`$, then $`\overline{C_1\mathrm{}C_t}`$ is an irreducible component of $`\mathrm{mod}_A(𝐝)`$ if and only if $`\mathrm{ext}_A^1(C_i,C_j)=0`$ for all $`ij`$.

Instead of taking direct sums of the modules in two irreducible components, one can take extensions. Let $`𝐝=𝐝_1+𝐝_2`$ be dimension vectors, let $`G=\mathrm{GL}(𝐝_1)\times \mathrm{GL}(𝐝_2)`$, and let $`S`$ be a $`G`$-stable subset of $`\mathrm{mod}_A(𝐝_1)\times \mathrm{mod}_A(𝐝_2)`$. We denote by $`(S)`$ the $`\mathrm{GL}(𝐝)`$-stable subset of $`\mathrm{mod}_A(𝐝)`$ corresponding to all modules $`M`$ which belong to a short exact sequence

$$0M_2MM_10$$

with $`(M_1,M_2)S`$, see  for more details.

For an irreducible component $`C\mathrm{mod}_A(𝐝)`$ let

$$\mu _g(C)=\mathrm{dim}C\mathrm{max}\{\mathrm{dim}𝒪(M)MC\}$$

be the generic number of parameters of $`C`$. Thus $`\mu _g(C)=0`$ if and only if $`C`$ contains a dense orbit $`𝒪(M)`$. For example, if $`P`$ is a projective $`A`$-module, then $`\mathrm{Ext}_A^1(P,P)=0`$. This implies that the closure of the orbit $`𝒪(P)`$ is an irreducible component, and we get $`\mu _g(\overline{𝒪(P)})=0`$. Also, if $`C=\overline{C_1\mathrm{}C_t}`$ with $`\mathrm{ext}_A^1(C_i,C_j)=0`$ for all $`ij`$, then

$$\mu _g(C)=\underset{i=1}{\overset{t}{}}\mu _g(C_i).$$

## 3. The finite and tame cases

As in the introduction let $`Q`$ be a Dynkin quiver. Then $`\mathrm{\Lambda }`$ is of finite representation type if and only if $`Q`$ is of type $`𝔸_i`$, $`i4`$. In this case, if $`\{C_i\mathrm{\Lambda }(𝐝_i)iI\}`$ is a maximal set of pairwise different indecomposable irreducible components such that $`\mathrm{ext}_\mathrm{\Lambda }^1(C_i,C_j)=0`$ for all $`i,j`$, then $`|I|=|R^+|`$. This follows from  for $`i3`$, and the case $`i=4`$ was done by Marsh and Reineke.

Recall that for a tame algebra $`A`$ one has $`\mu _g(C)1`$ for any indecomposable irreducible component $`C\mathrm{mod}_A(𝐝)`$. It is known that $`\mathrm{\Lambda }`$ is of tame representation type if and only if $`Q`$ is of type $`𝔸_5`$ or $`𝔻_4`$. In this case, a complete classification of the indecomposable irreducible components, and a necessary and sufficient condition for $`\mathrm{ext}_\mathrm{\Lambda }^1(C,D)=0`$ for any two irreducible components $`C`$ and $`D`$ was obtained in . In particular, this implies the following:

###### Theorem 3.1.

Assume that $`Q`$ is of type $`𝔸_5`$ or $`𝔻_4`$. Then the following hold:

* For any irreducible component $`C\mathrm{\Lambda }(𝐝)`$ we have $`\mathrm{ext}_\mathrm{\Lambda }^1(C,C)=0`$;
* If $`C\mathrm{\Lambda }(𝐝)`$ is an indecomposable irreducible component, then we have $`\mu _g(C)=0`$ or $`\mu _g(C)=1`$. For suitable $`𝐝`$ there exists an indecomposable irreducible component $`C\mathrm{\Lambda }(𝐝)`$ with $`\mu _g(C)=1`$;
* Let $`\{C_i\mathrm{\Lambda }(𝐝_i)iI\}`$ be a maximal set of pairwise different indecomposable irreducible components such that $`\mathrm{ext}_\mathrm{\Lambda }^1(C_i,C_j)=0`$ for all $`i,j`$. Then there is at most one $`C_i`$ with $`\mu _g(C_i)=1`$. In this case, we have $`|I|=|R^+|1`$, and we get $`|I|=|R^+|`$, otherwise.

This leads us to the following conjecture for arbitrary Dynkin quivers of type $`𝔸_n`$, $`𝔻_n`$ or $`𝔼_{6,7,8}`$:

###### Conjecture 3.2.

If $`\{C_i\mathrm{\Lambda }(𝐝_i)iI\}`$ is a maximal set of pairwise different indecomposable irreducible components such that $`\mathrm{ext}_\mathrm{\Lambda }^1(C_i,C_j)=0`$ for all $`i,j`$, then

$$|I|=|R^+|\underset{iI}{}\mu _g(C_i).$$

In all remaining cases the algebra $`\mathrm{\Lambda }`$ is of wild representation type. So one should expect irreducible components $`C`$ with $`\mathrm{ext}_\mathrm{\Lambda }^1(C,C)0`$. Thus, maybe one should study sets $`\{C_i\mathrm{\Lambda }(𝐝_i)iI\}`$ of irreducible components with the weaker condition $`\mathrm{ext}_\mathrm{\Lambda }^1(C_i,C_j)=0`$ for all $`ij`$. However, we do not know how to generalize Theorem 1.1 to this case.

## 4. Proof of Theorem 1.1

As before let $`Q`$ be a Dynkin quiver, and let $`R^+=\{𝐚_i1iN\}`$ be the set of positive roots of $`Q`$. By Gabriel’s Theorem there is a 1-1 correspondence between the isomorphism classes of indecomposable $`kQ`$-modules and the elements in $`R^+`$. This correspondence associates to a root $`𝐚_i`$ the isomorphism class $`[M(𝐚_i)]`$ of an indecomposable $`kQ`$-module $`M(𝐚_i)`$ with dimension vector $`𝐚_i`$. By the Theorem of Krull-Remak-Schmidt each $`kQ`$-module is isomorphic to a (up to reordering) unique direct sum of the indecomposable modules $`M(𝐚_i)`$. The maps

$$\alpha =(\alpha _1,\mathrm{},\alpha _N)𝒪(M_\alpha )C_\alpha b^{}(C_\alpha )$$

define 1-1 correspondences between $`^N`$, the set of orbits $`𝒪(M)\mathrm{mod}_{kQ}(𝐝)`$, $`𝐝^n`$, the set of irreducible components of $`\mathrm{\Lambda }(𝐝)`$, $`𝐝^n`$, and the set $`^{}`$ of dual canonical basis vectors, where

$`M_\alpha `$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}M(𝐚_i)^{\alpha _i},`$
$`C_\alpha `$ $`=`$ $`\overline{\pi ^1(𝒪(M_\alpha ))}`$
with

$$\pi :\mathrm{\Lambda }(𝐝)\mathrm{mod}_{kQ}(𝐝)$$

the canonical projection map.

Let $`\alpha ,\beta ^N`$. By Theorem 2.2 the closure $`\overline{C_\alpha C_\beta }`$ is an irreducible component if and only if $`\mathrm{ext}_\mathrm{\Lambda }^1(C_\alpha ,C_\beta )=\mathrm{ext}_\mathrm{\Lambda }^1(C_\beta ,C_\alpha )=0`$. In this case, we have $`\overline{C_\alpha C_\beta }=C_{\alpha +\beta }`$.

Let $`\alpha _i=(\alpha _{1i},\mathrm{},\alpha _{Ni})`$, $`1iN+1`$, be non-zero pairwise different elements in $`^N`$ such that $`C_{\alpha _i}`$ is an indecomposable irreducible component for all $`i`$. To get a contradiction, we assume that $`\mathrm{ext}_\mathrm{\Lambda }^1(C_{\alpha _i},C_{\alpha _j})=0`$ for all $`1i,jN+1`$. For all $`𝐦=(m_1,\mathrm{},m_{N+1})^{N+1}`$ define

$$C_𝐦=C_{_{i=1}^{N+1}m_i\alpha _i}.$$

We get

$$C_𝐦=\overline{C_{\alpha _1}^{m_1}\mathrm{}C_{\alpha _{N+1}}^{m_{N+1}}}.$$

Since the $`C_{\alpha _i}`$ are indecomposable, the above is the canonical decomposition of the irreducible component $`C_𝐦`$.

We claim that there exist some elements $`𝐦=(m_1,\mathrm{},m_{N+1})𝐥=(l_1,\mathrm{},l_{N+1})`$ in $`^{N+1}`$ such that

$$\underset{i=1}{\overset{N+1}{}}m_i\alpha _i=\underset{i=1}{\overset{N+1}{}}l_i\alpha _i.$$

This implies $`C_𝐦=C_𝐥`$. Thus, we get a contradiction to the unicity of the canonical decomposition of irreducible components, see Theorem 2.1.

Let $`\mathrm{\Delta }=(\alpha _{ij})`$ be the $`N\times (N+1)`$-matrix where the $`j`$th column is just the vector $`\alpha _j`$. Thus we have to find some $`𝐝^N`$ and some $`𝐦𝐥`$ in $`^{N+1}`$ such that

$$\mathrm{\Delta }𝐦=\mathrm{\Delta }𝐥=𝐝.$$

Since all entries in $`\mathrm{\Delta }`$ are in $``$, this would imply that $`𝐦`$, $`𝐥`$ and $`𝐝`$ are all non-zero. Furthermore, there must be a non-zero element $`𝐳=(z_1,\mathrm{},z_{N+1})^{N+1}`$ such that $`\mathrm{\Delta }𝐳=0`$.

First, we consider the case $`𝐳^{N+1}`$. Let $`𝐦=(1,\mathrm{},1)^{N+1}`$, $`𝐝=\mathrm{\Delta }𝐦`$ and $`𝐥=𝐦+𝐳`$. Obviously, $`𝐝^N`$. We get $`\mathrm{\Delta }𝐦=\mathrm{\Delta }𝐥=𝐝`$ with $`𝐦𝐥`$ in $`^{N+1}`$.

Next, assume that $`𝐳^{N+1}`$. Define $`\lambda =\mathrm{min}\{z_i1iN+1\}`$. Let $`𝐦=(\lambda ,\mathrm{},\lambda )^{N+1}`$, $`𝐝=\mathrm{\Delta }𝐦`$ and $`𝐥=𝐦+𝐳`$. Again, we get $`𝐝^N`$ and $`\mathrm{\Delta }𝐦=\mathrm{\Delta }𝐥=𝐝`$ with $`𝐦𝐥`$ in $`^{N+1}`$. This finishes the proof of Theorem 1.1.

Corollary 1.2 follows immediately from the fact that an orbit $`𝒪(N)\mathrm{mod}_A(𝐝)`$ of an $`A`$-module $`N`$ is open provided $`\mathrm{Ext}_A^1(N,N)=0`$. Clearly, $`𝒪(N)`$ is open if and only if the closure $`\overline{𝒪(N)}`$ is an irreducible component. Then we use Theorems 1.1 and 2.2.

## 5. Interpretation of Leclerc’s example

In the following, we use the notation introduced at the beginning of Section 4.

Reineke proved in \[10, Lemma 4.6\] that the multiplicativity of $`b^{}(C_\alpha )`$ and $`b^{}(C_\beta )`$ implies that

$$b^{}(C_\alpha )b^{}(C_\beta )=v^mb^{}(C_{\alpha +\beta })$$

for some $`m`$. He also showed that $`\lambda _{C,D}^E0`$ if and only if $`\lambda _{D,C}^E0`$. This follows from \[10, Proposition 4.4\]. Thus one direction of Conjecture 1.3 holds, namely if two dual canonical basis vectors are multiplicative, then they are quasi-commutative. The following related problem should be of interest:

###### Problem 5.1.

Describe the elements $`\alpha ,\beta ^N`$ such that

$$C_{\alpha +\beta }=\overline{C_\alpha C_\beta }.$$

As mentioned in the introduction, Leclerc recently constructed in  counterexamples for the other direction of the Berenstein-Zelevinsky Conjecture. We give a module theoretic interpretation of one of his examples:

Let $`Q`$ be the quiver of type $`𝔸_5`$ with arrows $`a_i:i+1i`$, $`1i4`$. Thus $`\mathrm{\Lambda }`$ is given by the quiver

and the following set of relations

$$\{\overline{a}_1a_1,a_1\overline{a}_1\overline{a}_2a_2,a_2\overline{a}_2\overline{a}_3a_3,a_3\overline{a}_3\overline{a}_4a_4,a_4\overline{a}_4\}.$$

Now $`R^+`$ contains exactly 15 elements, namely for each $`1ij5`$ there is a positive root $`[i,j]=(d_l)_{1l5}`$ with $`d_l=1`$ for $`ilj`$, and $`d_l=0`$, else. We identify $`R^+`$ with $`^{15}`$ by fixing a linear ordering on $`R^+`$, namely let

$`[1,1]<[1,2]<[1,3]<[1,4]<[1,5]<[2,2]<[2,3]<[2,4]<[2,5]`$
$`<[3,3]<[3,4]<[3,5]<[4,4]<[4,5]<[5,5].`$
Define

$`\alpha `$ $`=`$ $`[1,2]+[2,4]+[3,3]+[4,5],`$
$`\beta `$ $`=`$ $`[1,2]+[1,4]+[2,3]+[2,5]+[3,4]+[4,5].`$
Thus, regarded as elements in $`^{15}`$ we have

$`\alpha `$ $`=`$ $`(0,1,0,0,0,0,0,1,0,1,0,0,0,1,0),`$
$`\beta `$ $`=`$ $`(0,1,0,1,0,0,1,0,1,0,1,0,0,1,0).`$
In  Leclerc showed that

$$b^{}(C_\alpha )^2=v^2\left(b^{}(C_{\alpha +\alpha })+b^{}(C_\beta )\right).$$

This is obviously a counterexample to the Berenstein-Zelevinsky Conjecture. Now define

$`\beta _1`$ $`=`$ $`[1,2]+[2,3]+[3,4]+[4,5],`$
$`\beta _2`$ $`=`$ $`[1,4]+[2,5].`$
Thus we have $`\beta =\beta _1+\beta _2`$.

###### Proposition 5.2.

Let $`\alpha ,\beta ,\beta _1,\beta _2`$ be as above. Then the following hold:

* The irreducible components $`C_\alpha `$, $`C_{\beta _1}`$ and $`C_{\beta _2}`$ are indecomposable with $`\mu _g(C_\alpha )=1`$ and $`\mu _g(C_{\beta _1})=\mu _g(C_{\beta _2})=0`$;
* We have $`C_{\alpha +\alpha }=\overline{C_\alpha C_\alpha }`$ and $`C_\beta =\overline{C_{\beta _1}C_{\beta _2}}`$. Thus

$$b^{}(C_\alpha )^2=v^2\left(b^{}(\overline{C_\alpha C_\alpha })+b^{}(\overline{C_{\beta _1}C_{\beta _2}})\right).$$

###### Proof.

For $`\lambda k\{0,1\}`$ let $`M_\lambda `$ be the $`8`$-dimensional $`\mathrm{\Lambda }`$-module where the arrows of $`\mathrm{\Lambda }`$ operate on a basis $`\{1,\mathrm{},8\}`$ as in the following picture:

Thus, for example $`2a_1=1`$, $`2\overline{a}_2=4+\lambda 5`$, $`6a_3=4+5`$, $`1\overline{a}_1=3`$, etc. Note that $`M_\lambda `$ lies in $`C_\alpha `$.

The modules $`M_\lambda `$ are indecomposable and $`\mathrm{dim}\mathrm{End}_\mathrm{\Lambda }(M_\lambda )=3.`$ From a well-known general fact we know that each irreducible component of $`\mathrm{\Lambda }(1,2,2,2,1)`$ has dimension $`2+4+4+2=12`$, see for example \[8, Section 12\]. The group $`\mathrm{GL}(1,2,2,2,1)`$ acts as described in Section 2 on $`\mathrm{\Lambda }(1,2,2,2,1)`$ and has dimension $`14`$. Thus we get $`\mathrm{dim}𝒪(M_\lambda )=143=11.`$ One checks easily that $`M_\lambda `$ and $`M_\mu `$ are isomorphic if and only if $`\lambda =\mu `$. This implies

$$\mathrm{dim}\overline{\{𝒪(M_\lambda )\lambda k\{0,1\}\}}=11+1=12.$$

We get

$$C_\alpha =\overline{\{𝒪(M_\lambda )\lambda k\{0,1\}\}}.$$

Thus $`C_\alpha `$ is an indecomposable irreducible component with $`\mu _g(C_\alpha )=1`$.

Next, let $`P_2`$ and $`P_4`$ be the indecomposable projective $`\mathrm{\Lambda }`$-modules corresponding to the vertices $`2`$ and $`4`$, respectively. These modules are both $`8`$-dimensional and look as in the following picture:

We have $`\mathrm{Ext}_\mathrm{\Lambda }^1(P_i,P_j)=0`$ for all $`i,j\{2,4\}`$. This follows directly from the projectivity of both modules. From this and the above pictures we get

$`C_{\beta _1}`$ $`=`$ $`\overline{𝒪(P_2)},`$
$`C_{\beta _2}`$ $`=`$ $`\overline{𝒪(P_4)},`$
$`C_\beta `$ $`=`$ $`\overline{C_{\beta _1}C_{\beta _2}}.`$
In particular, $`C_{\beta _1}`$ and $`C_{\beta _2}`$ are indecomposable irreducible components with $`\mu _g(C_{\beta _1})=\mu _g(C_{\beta _2})=0`$. This finishes the proof. ∎

For irreducible components $`C\mathrm{\Lambda }(𝐝)`$ and $`D\mathrm{\Lambda }(𝐞)`$ define

$$𝒱(C,D)=\underset{UC,VD}{}\{E\mathrm{\Lambda }(𝐝+𝐞)\text{ irred. comp.}E\overline{(U\times V)}\},$$

where $`U`$ (resp. $`V`$) runs through all non-empty $`\mathrm{GL}(𝐝)`$-stable (resp. $`\mathrm{GL}(𝐞)`$-stable) open subsets of $`C`$ (resp. $`D`$), see Section 2 for the definition of $`(U\times V)`$.

Using the previous proposition, and some well-known results on the representation theory of the algebra $`\mathrm{\Lambda }`$, see  and , one can show that

$$𝒱(C_\alpha ,C_\alpha )=\{C_{\alpha +\alpha },C_\beta \}.$$

Note that $`\mathrm{ext}_\mathrm{\Lambda }^1(C_\alpha ,C_\alpha )=0`$, since $`\mathrm{Ext}_\mathrm{\Lambda }^1(M_\lambda ,M_\mu )=0`$ for all $`\lambda \mu `$. But one can show that $`\mathrm{dim}\mathrm{Ext}_\mathrm{\Lambda }^1(M_\lambda ,M_\lambda )=2`$, see \[3, Section 6\]. For any $`M_\lambda `$ there is a short exact sequence

$$0M_\lambda M_\lambda (2)M_\lambda 0,$$

where $`M_\lambda (2)`$ is the module of quasi-length two in the same Auslander-Reiten component as $`M_\lambda `$ (it is known that $`M_\lambda `$ lies in a homogeneous tube). Additionally to this ‘natural’ self-extension, there exists a short exact sequence

$$0M_\lambda P_2P_4M_\lambda 0.$$

Motivated by our above analysis, one might ask whether the following is true:

###### Question 5.3.

Are the following two statements equivalent?

* $`\lambda _{C,D}^E0`$;
* $`E𝒱(C,D)𝒱(D,C)`$.

A positive answer to the above question would imply the following:

* If an irreducible component $`C`$ contains an open orbit, then

$$b^{}(C)^2=v^mb^{}(\overline{CC})$$

for some $`m`$. Here we use that $`\mathrm{Ext}_\mathrm{\Lambda }^1(M,M)=0`$ if and only if $`𝒪(M)`$ is an open orbit. This is a special feature of preprojective algebras.
* If irreducible components $`C`$ and $`D`$ contain non-empty stable open subsets $`UC`$ and $`VD`$ such that $`\mathrm{Ext}_\mathrm{\Lambda }^1(M,N)=0`$ for all $`MU,NV`$, then $`b^{}(C)`$ and $`b^{}(D)`$ are multiplicative. Here we use \[2, Theorem 1.3\].
* If an irreducible component $`C`$ contains an open orbit, and if $`D`$ is an irreducible component such that $`\mathrm{ext}_\mathrm{\Lambda }^1(C,D)=0`$, then $`b^{}(C)`$ and $`b^{}(D)`$ are multiplicative. Again this uses \[2, Theorem 1.3\].


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# A Geometrical Interpretation of Hyperscaling Breaking in the Ising Model This work was partially supported by DFG Grant No. FOR 339/1-2.

## 1 INTRODUCTION

The critical behaviour of statistical mechanical systems reduces to mean field theory above the upper critical dimension $`d_u`$. In this case, the scaling relations between the critical exponents of the phase transition remain valid except the so-called hyperscaling relations, i.e., the equalities in which the number $`d`$ of space dimensions of the system explicitly appears, like

$`2\alpha =\nu d.`$ (1)
For this reason one says that, above $`d_u`$, hyperscaling breaks. Some time ago, Coniglio  proposed an interpretation of hyperscaling breaking for the pure random percolation problem: above the upper critical dimension the number of percolating clusters at the critical threshold, which is finite for $`dd_u`$, becomes infinite. The presence of infinitely many interpenetrating clusters damps the fluctuations of the order parameter establishing the mean field regime.

The magnetization transition of the Ising model can be equivalently described as a percolation transition of suitably defined site-bond clusters . In particular, the magnetization coincides with the percolation order parameter. That suggests an analogous interpretation of hyperscaling breaking as for random percolation: we tried to test this conjecture. We present here preliminary results, based on Monte Carlo simulations, concerning the multiplicity of percolating clusters at criticality both in random percolation and in the Ising model above the upper critical dimension $`d_u`$.

## 2 BREAKDOWN OF HYPERSCALING IN RANDOM PERCOLATION

We start from an hypercubic lattice with a fraction $`p`$ of occupied sites. Near the critical density $`p_c`$ the singular part of the cluster number $`K(p)|_{sing}`$ behaves as

$`K(p)|_{sing}={\displaystyle \underset{s}{}}n(s,p)|_{sing}|pp_c|^{2\alpha },`$ (2)
($`n(s,p)`$ is the number of clusters of size $`s`$).

The connectedness length $`\xi (p)`$, i.e. the typical radius of the largest finite cluster, diverges as

$`\xi (p)|pp_c|^\nu .`$ (3)
From Eqs. (3) and (2) one obtains

$`K(p)|_{sing}\xi ^{(\alpha 2)/\nu }.`$ (4)
Let us now assume that the singular behaviour comes only from the critical clusters, i.e. the clusters whose radius is about $`\xi `$. Say $`N_\xi `$ the number of such clusters in a volume of the order $`\xi ^d`$. The singular part of the cluster number is given by

$`{\displaystyle \frac{N_\xi }{\xi ^d}}K(p)|_{sing}\xi ^{(\alpha 2)/\nu }.`$ (5)
If $`N_\xi `$ is of the order of unity, from Eq. (5) we obtain the hyperscaling relation (1); if instead $`N_\xi `$ grows with $`\xi `$, so that, at the critical point, $`N_\xi \mathrm{}`$, then hyperscaling breaks down.

When there are infinitely many spanning clusters the percolation order parameter fluctuates over a distance $`\xi _1\xi `$; this would simply explain why above $`d_u`$ the mean field solution is valid. Besides, one finds that, above the upper critical dimension (for random percolation $`d_u=6`$),

$`N_\xi \xi ^{dd_u}=\xi ^{d6}.`$ (6)
## 3 BREAKDOWN OF HYPERSCALING IN THE ISING MODEL

If one builds clusters by joining nearest-neighbouring spins of the same sign with the bond probability $`p_B=1\mathrm{exp}(2J/kT)`$ ($`J`$ is the Ising coupling), the magnetization transition of the Ising model becomes equivalent to the percolation transition of such clusters (called Fortuin-Kasteleyn or FK clusters): the percolation temperature coincides with the thermal critical point $`T_c`$ and the critical percolation exponents are just the Ising exponents. Because of that one can interpret the Ising transition as a simple geometrical phenomenon. Therefore, the argument used above for the pure percolation problem can be extended to the Ising case. One expects then that the number of FK clusters $`N_\xi `$ in a region of linear dimension $`\xi `$ is of the order of unity below $`d_u=4`$, while above $`d_u`$

$`N_\xi \xi ^{d4}.`$ (7)
This implies that, above $`d_u`$, there should be an infinite number of percolating FK clusters at the critical temperature.

We warn that some care needs to be taken. The percolation transition of the FK clusters in the Ising model is asymmetric on the two sides of $`T_c`$: for $`T>T_c`$, the percolation variables coincide with the thermal variables in any dimension, whereas for $`d>d_u=4`$ and $`T<T_c`$, the thermal fluctuations are different from the cluster fluctuations. There are indeed arguments suggesting that the critical percolation exponents below $`T_c`$, except $`\beta `$, are different from the Ising ones for $`d>4`$ and that the upper critical dimension of the FK clusters is $`d_u^{FK}(T<T_c)=6`$, like in random percolation.

## 4 RESULTS FOR RANDOM PERCOLATION

The first numerical studies on the multiplicity of infinite clusters at and above the upper critical dimension were carried on by de Arcangelis , but only small lattices could be used (up to $`6^7`$).

We performed Monte Carlo simulations for pure random site percolation in several dimensions on hypercubic lattices. In any space dimension we calculated the number of distinct spanning clusters for different lattices at the critical density $`p_c`$. We noticed that, for $`d\mathrm{\hspace{0.17em}6}`$, there is almost always just a single percolating cluster (or none), independently of the lattice size, whereas for $`d=7`$ we observed an ”explosion” of the multiplicity of percolating clusters, which increases with the lattice side $`L`$. Our aim is to prove Eq. (6) which, at the critical point, assumes the following finite-size scaling form:

$`N_{\mathrm{}}L^{d6}.`$ (8)
In Fig. 1 we plot the multiplicity of the percolating clusters as a function of the linear dimension of the lattice. The linear fit of the data is excellent. We conclude that, at least for the particular case $`d=7`$, Eq. (6) is correct.

## 5 RESULTS FOR THE ISING MODEL

If there is a mismatch between the percolation and the thermal variables for $`T<T_c`$, the percolation transition of the FK clusters would show quite an unusual behaviour, since the critical exponents would be different above and below $`T_c`$.

We investigated the Ising model in $`5`$, $`6`$ and $`7`$ dimensions. We found that the behaviour below $`T_c`$ dominates, i.e. the finite-size scaling fits at $`T_c`$ return the values of the conjectured exponents for $`T<T_c`$. Fig. 2 shows the variation of the multiplicity $`N_{\mathrm{}}`$ of the percolating clusters with the lattice side $`L`$ for the 5-dimensional Ising model at $`T_c`$. We observe a clear decrease of $`N_{\mathrm{}}`$ with $`L`$, which is in contrast with Eq. (7)! On the other hand, since the scaling behaviour at $`T<T_c`$ dominates, this result would confirm that the upper critical dimension $`d_u^{FK}(T<T_c)>4`$. We decided then to check whether $`d_u^{FK}(T<T_c)=6`$, as conjectured. For this purpose we investigated the 7-dimensional Ising model and we determined for each lattice the peak of the percolating cluster multiplicity. In Fig. 3 we plot the values of the maxima versus the lattice side $`L`$: the points lie on a straight line, like in random percolation.

## 6 CONCLUSIONS

Our results clearly show that for random percolation hyperscaling breaks due to the presence of infinite percolating clusters at the critical point.

For the Ising model the situation is more complicated because of the different behaviour of the percolation variables below and above $`T_c`$. We found that the upper critical dimension of the FK clusters below $`T_c`$ is six, like in random percolation. What really matters for our geometrical interpretation of hyperscaling breaking is a relation between $`N_\xi `$ and $`\xi `$ such that $`N_\xi `$ increases with $`\xi `$. It is then crucial to extrapolate numerically such a relation for $`TT_c`$. Moreover, it is well known that the finite-size scaling behaviour above the upper critical dimension is anomalous because the relevant scale is no longer the correlation length $`\xi `$ but another length $`\mathrm{}`$ . It would be interesting to check whether $`\mathrm{}`$ coincides with the above-mentioned geometrical fluctuation scale $`\xi _1`$.


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# Magnetic properties of a 𝑆=1/2 zigzag spin chain compound (N₂H₅)CuCl₃

## 1 Introduction

Frustration effects in low-dimensional antiferromagnetic (AF) quantum spin systems have attracted much attention because of their peculiar behavior in low-energy physics. The quantum effect and the geometrical frustration induce strong fluctuation cooperatively, which often gives rise to various non-magnetic ground states and quantum phase transitions .

A typical example of such frustrated low-dimensional magnets is the $`S=1/2`$ antiferromagnetic zigzag chain (see figure 1). The Hamiltonian of the zigzag spin chain is given by

$$=\underset{i}{}\left[J_1\stackrel{}{S}_i\stackrel{}{S}_{i+1}+J_2\stackrel{}{S}_i\stackrel{}{S}_{i+2}\right]g\mu _BH\underset{i}{}S_i^z,$$
(1)
where $`\stackrel{}{S}`$ is the $`S`$=$`1/2`$ spin operator, $`g`$ is the Landé’s $`g`$ factor and $`\mu _B`$ is the Bohr magneton. $`J_1`$ and $`J_2`$ denote the nearest neighbor and the next-nearest neighbor coupling constants respectively, and $`H`$ is the applied magnetic field. Intensive theoretical studies have shown that the zigzag chain has a rich phase structure at the zero magnetic field. When $`J_2=0`$, the system is equivalent to the Heisenberg chain having the gapless excitation . Increasing $`J_2`$, a quantum phase transition from the critical spin liquid phase to the gapped dimer phase  occurs at $`J_2/J_1=0.2411`$ . This gapped dimer phase is expected to extend up to the limit $`J_2/J_1=\mathrm{}`$ , which corresponds to the two decoupled Heisenberg chains. Here, it should be remarked that the dimer gap $`\mathrm{\Delta }`$ for $`J_1J_2`$ is exponentially small: $`\mathrm{\Delta }\mathrm{exp}(\mathrm{const}\times J_2/J_1)`$ .

The theoretical studies mentioned above have stimulated experimental studies of the zigzag spin chain. In fact, the magnetic properties of $`\mathrm{SrCuO}_2`$  and Cu\[2-(2-aminomethyl)pyridine\]  were investigated recently. For the latter case, the nearly gapless behavior of the magnetic susceptibility was observed for a powder sample, and then the ratio of the couplings of Cu\[2-(2-aminomethyl)pyridine\] is estimated as $`J_2/J_10.2`$ . In this paper, we focus on another type of the zigzag compound $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ , which is interestingly expected to have the coupling constant $`J_1J_2`$ . Since $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ can be synthesized as a single crystal, we can precisely compare its magnetic properties with numerical calculations.

An important point on the compound is that its magnetic property is very similar to the one in the single Heisenberg chain limit, although it has the double chain structure. Thus how we can distinguish the magnetic behavior of the zigzag chains between $`J_1J_2`$ and $`J_1J_2`$ is an important problem from both theoretical and experimental views. In what follows, we study the magnetic properties of a single crystal sample of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$, on the basis of the precise comparison between the numerical results obtained by the finite temperature density matrix renormalization group (DMRG) method  and the experimental measurements of the magnetic susceptibility and the high-field magnetization. In addition, we remark the effect of the three-dimensional (3D) coupling($`J^{}`$ on $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$; we apply the mean-field theory combined with the finite temperature DMRG to verify the one dimensionality of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ .

In section 2, we describe the finite temperature DMRG method and the fundamental aspects of the single crystal of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$. In section 3, we show the DMRG results for the susceptibility and the magnetization curve, and discuss generic features of them. In section 4 we show the experimental data of the magnetic susceptibility and the high-field magnetization parallel to the chain direction. Then the exchange coupling $`J_2/k_\mathrm{B}=16.3`$K and the ratio $`J_1/J_2=0.25`$ are obtained by the precise comparison of the experimental data with the DMRG results. We also discuss the 3D effect and estimate the coupling $`J^{}0.04J_2`$. In section 5 the conclusion is summarized.

## 2 Computational and experimental details

### 2.1 finite temperature DMRG

For the reliable analysis of the experimental results, systematic numerical data of the magnetization curve and the susceptibility are required in a wide parameter region. However, the quantitative calculation for the zigzag chain at finite temperatures has not been made yet especially for the nearly two chain cases. In this study we employ the finite temperature DMRG method , which is free from the negative sign problem and thus enables us to calculate the quantities sufficiently down to low temperatures with high accuracy. We note that the method is actually applied to some frustrated spin ladder systems successfully . Following the implementation procedure described in reference , we calculate the magnetization and the susceptibility with the maximum number of the retained bases $`m=240`$. The lowest temperature we can reach is $`k_\mathrm{B}T/J=0.07`$, where $`J`$ is the larger one of the two exchange couplings $`J_1`$ and $`J_2`$. We have confirmed that the computed data converge with respect to $`m`$ and the Trotter number.

### 2.2 experiment

We next summarize the synthesis and the crystal structure of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$. $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ samples were synthesized according to the method described in reference . After several syntheses, we obtained small single crystal samples with a typical size of $`1.5\times 2\times 3mm^3`$. Chemical analysis shows good agreement between the observed and calculated ratios of the elements. This compound crystallizes in the orthorhombic system (space Group: $`P`$nma) . The lattice constants at room temperature are $`a=14.439(2)`$Å, $`b=5.705(1)`$Å, and $`c=6.859(1)`$Å. The chain structure of this compound is shown in figure 2. This compound has the ladder structure in which Cu and Cl align alternately along the leg, forming a copper zigzag chain. Copper 3d hole orbitals (3d$`_{x^2y^2}`$) are situated perpendicularly to the leg, resulting in small exchange interactions along the leg.

Magnetic susceptibilities were measured with a SQUID magnetometer (Quantum Design’s MPMS-XL7) installed at KYOKUGEN in Osaka University. High-field magnetization measurements up to 30T were carried out with a pulse magnet at the same place. Besides, X-band ESR (Varian E109 spectrometer) and specific heat measurements were carried out at the same place.

## 3 DMRG results

In this section, we present the DMRG results for the susceptibility and the magnetization curve, and then discuss the frustration dependence of such quantities for the nearly single chain and nearly decoupled chains cases.

Figure 3 shows the normalized susceptibilities $`\chi ^{}\chi /\chi _{\mathrm{max}}`$, where $`\chi `$ is the magnetic susceptibility per site and $`\chi _{\mathrm{max}}`$ is its maximum value. The normalized temperature $`T^{}T/T_{\mathrm{max}}`$ is also introduced, where $`T_{\mathrm{max}}`$ is defined as the temperature at which $`\chi `$ indicates $`\chi _{\mathrm{max}}`$. The values of $`T_{\mathrm{max}}`$ and $`\chi _{\mathrm{max}}`$ are summarized in table 1.

Let us first consider the nearly single chain case ($`J_1>J_2`$). In figure 3(a), we can see the feature of the gapless Heisenberg chain for $`J_2/J_10.3`$; in a high temperature region $`\chi ^{}`$ increases with decreasing $`T^{}`$, and takes a round peak at $`T^{}=1`$. Then $`\chi ^{}`$ starts to decrease, and finally converges to a finite value as $`T^{}0`$. Although the spin fluid-dimer transition occurs at $`J_2/J_1=0.2411`$, the expected dimer gap is exponentially small for $`J_2/J_1=0.3`$ , where the almost gapless behavior of $`\chi ^{}`$ appears . As $`J_2/J_1`$ is increased to 0.4 and 0.5, the dimer-gapped phase starts to develop rapidly, and then the exponential decay of $`\chi ^{}`$ appears explicitly in the low temperature region. This rapid growth of the dimer gap also causes the considerable enhancement of $`\chi ^{}`$ in the high temperature side ($`T^{}>1`$) for $`J_2/J_1=`$0.4 and 0.5.

We next consider the nearly decoupled chains case ($`J_1<J_2`$), where we can also see that $`\chi ^{}`$ basically shows the feature of the gapless chain. A remarkable point in contrast to the nearly single chain case is that the gapless-like behavior is observed in the wide range of $`J_1/J_2`$ (see figure 3(b)) and thus the dependence of $`\chi ^{}`$ on $`J_1/J_2`$ is relatively weak. This wide-range gapless-like behavior is attributed to the extremely small spin gap: $`\mathrm{\Delta }\mathrm{exp}(\mathrm{const}\times J_2/J_1)`$, although the system is considered to be the dimer gapped phase for $`J_10`$. For example, the spin gap is estimated as $`0.03J_2`$ even at $`J_1/J_2=0.5`$ , and thus the effect of the gap is easily smeared out by the finite temperature effect.

Here, we wish to point out an important feature of the susceptibility when analyzing the experimental results. If the frustration is small, it may be difficult to discriminate between the behavior of the nearly single chain and that of the nearly decoupled chain only from the susceptibility result, because $`\chi ^{}`$ of the nearly single chain and that of the nearly decoupled chain are very similar to each other. However, an important point is that the frustration dependence of $`T_{\mathrm{max}}`$ for $`J_1>J_2`$ is relatively sensitive to $`J_2/J_1`$(see table 1), implying that the energy scale of the dominant coupling constants has a certain difference between $`J_1>J_2`$ and $`J_1<J_2`$, even if the shapes of the susceptibility are quite similar to each other. For example, the shape of $`\chi ^{}`$ for $`J_2/J_1=0.1`$ is almost coincident with that for $`J_1/J_2=0.3`$, but the values of $`T_{\mathrm{max}}`$ for $`J_2/J_1=0.1`$ and $`J_1/J_2=0.3`$ can read as 0.588 and 0.630 respectively, which show about 7% deviation.

We now proceed to the results of the magnetization curves. Figure 4 shows the magnetization curves both for $`J_1>J_2`$ and for $`J_1<J_2`$ at $`k_\mathrm{B}T/J_1`$($`J_2`$)=0.125, which can be directly compared with experimental results of (N2H5)CuCl3 measured at 2K as shown later. In the figure, we can basically see the characteristic property in the gapless Heisenberg chain as well; after the linear behavior with $`H`$ is observed near the zero magnetic field ($`H=0`$), the magnetization $`M`$ increases rapidly in the high field region, and finally saturates near $`g\mu _BH/J_1(J_2)2.5`$. However, what we want to remark here is that the quantitative differences appear in the magnetization curve. For instance, in figure 4(a), we can see that the growth of the dimer gap for $`J_2/J_10.4`$ causes the enhancement of the magnetization in the middle-field region ($`g\mu _BH/J_11`$), which is consistent with the susceptibility result. Moreover the magnetization curve around the saturation field $`H_s`$ is shifting to the high field side systematically as the frustration increases.

In order to capture the feature of the magnetization curves in each region of $`J_1>J_2`$ and $`J_1<J_2`$, we here focus on the above mentioned systematic shift of the magnetization curve near the saturation field $`H_s`$. For the zigzag chain, the behavior of the saturation field $`H_s`$ is easily obtained as

$$H_s=\{\begin{array}{cc}\frac{2J_1}{g\mu _B}\hfill & \text{for }(J_2/J_1<1/4)\hfill \\ \frac{1}{g\mu _B}(J_1+2J_2+\frac{J_1^2}{8J_2})\hfill & \text{for }(J_2/J_1>1/4)\text{ .}\hfill \end{array}$$
(2)
For the nearly single chain, the saturation field $`H_s`$ stays at $`2J_1/g\mu _\mathrm{B}`$ for $`J_2/J_1<1/4`$, and it starts to increase gradually as $`J_2/J_1`$ increases beyond $`1/4`$ . On the other hand, for the nearly decoupled chain, $`H_s`$ starts to increase linearly as soon as the inter-chain coupling is introduced. This dependence of $`H_s`$ readily appears in the magnetization curve shown in figure 4; the magnetization curves near $`H_s`$ for $`J_2/J_1<0.3`$ remains at the “vicinity” of the pure Heisenberg one. In contrast, for the nearly double chain, we can see that the curves near $`H_s`$ shift to the high field side linearly with respect to $`J_1/J_2`$. As a result, the magnetization curves near $`H_s`$ for $`J_1>J_2`$ become slightly steeper than those for $`J_1<J_2`$.

As was seen for the susceptibility result, the dominant coupling determined from the susceptibility exhibits a slightly different value depending on the nearly chain or nearly decoupled chains cases. Then such difference of the dominant coupling affects the magnetization curve near the saturation field, which can be resolvable with the comparison between the accurate DMRG result and the experimental ones. Therefore the coupling constant of the zigzag chain can be expected to be determined with the cooperative use of the susceptibility and the magnetization curve.

## 4 Experimental results

### 4.1 ESR and specific heat

We performed X-band ESR measurements at room temperature on a single crystal sample of (N2H5)CuCl3 in order to get the $`g`$-values precisely. Accurate comparison between the experimental data and the numerically calculated ones requires the precise $`g`$-values. Figure 5 shows the angular dependence of the $`g`$-value. We obtained the $`g`$-values of 2.285 and 2.060 for the external magnetic field parallel and perpendicular to the chain, respectively. In the following comparisons between experiments and calculations, we used these $`g`$-values.

We carried out specific heat measurements on a powder sample of (N2H5)CuCl3. Figure 6 shows the temperature dependence of the specific heat divided by temperature. Here, the data include the lattice contribution. We observed an anomaly at 1.55K ($`T_\mathrm{N}`$) which is probably due to the antiferromagnetic long-range ordering. In order to avoid the 3D effect in this quasi-one-dimensional system, high field magnetization experiments were done at 2K above $`T_\mathrm{N}`$.

### 4.2 magnetic susceptibility

Magnetic susceptibility $`\chi _{\mathrm{EXP}}`$ of the single crystal of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ parallel to the chain, which was used for the ESR measurement, is presented in figure 7, where the DMRG results $`\chi _{\mathrm{DMRG}}`$ are also shown for comparison. In the high temperature region the $`\chi _{\mathrm{EXP}}`$ exhibits the Curie-Weiss-type $`T`$-dependence, and has a round peak around $`T=10\mathrm{K}`$. When the temperature is decreased further, the $`\chi _{\mathrm{EXP}}`$ also decreases and finally converges to a finite value in the zero temperature limit. Since these features are characteristic in gapless 1D antiferromagnets, we should take account of the two possibilities of the gapless zigzag chains, as mentioned in the introduction. We thus analyze $`\chi _{\mathrm{EXP}}`$ with the DMRG results both for the single chain limit ($`J_1>J_2`$) and the weakly coupled Heisenberg chain limit ($`J_1<J_2`$). In fitting, we first estimate the dominant exchange coupling constant from the position of the broad peak, by using $`g`$=2.285 obtained from the ESR, and then tune another exchange coupling constant so as to reproduce the shape of the susceptibility well.

For the former case ($`J_1>J_2`$), we find that $`\chi _{\mathrm{DMRG}}`$ of $`J_2/J_1=0.1`$ with $`J_1/k_\mathrm{B}=`$17.4K agrees well with $`\chi _{\mathrm{EXP}}`$ in the whole temperature region (see figure 7 (a)). For the latter ($`J_1<J_2`$), we can also see that the DMRG results for $`0.2<J_1/J_2<0.3`$ well reproduce the shape of the experimental susceptibility as in figure 7 (b), where the best fitted value is obtained as $`J_1/J_2=0.25`$ with $`J_2/k_B=16.3`$K. Since the DMRG results seem to explain the whole shape of the susceptibility well for both cases, it is unfortunately difficult to confirm which case is realized in $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ only from the susceptibility result, as discussed in the previous section. However, we note that the dominant coupling $`J_1/k_B=`$17.4K for $`J_1>J_2`$ is about 6% bigger than $`J_2/k_B=16.3`$K for $`J_1<J_2`$, which is consistent with the DMRG result. For the case of $`H`$ $``$ chain, very similar results were obtained using the same parameter values of the exchange couplings as for $`H`$ // chain and $`g`$=2.060 from ESR.

Before proceedings to the next subsection we make a comment about a possibility of the weak ferromagnetic coupling. We have also computed the case of a negative $`J_2`$($`J_1`$) for $`J_1>J_2`$($`J_1<J_2`$). However, the shape of the susceptibility is changed drastically by introducing the ferromagnetic coupling, and so that the couplings of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ are antiferromagnetic.

### 4.3 magnetization curve

Figure 8 shows the magnetization curve for the single crystal of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ along the chain at $`T=2.0`$K up to 30T. The temperature was set a little above $`T_\mathrm{N}`$ (1.55K) as already mentioned. Around the saturation field, there is a small hysteresis of magnetization between the ascending and descending processes, due to the magnetocaloric effect. In the figure, we can see that the measured curve of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ is qualitatively similar to the gapless chain, which is consistent with the susceptibility results. Using the parameters estimated in the previous subsection, we now discuss the magnetization processes of the DMRG and the experiments. The temperature used in the numerical calculations was determined close to that in the experiments.

The results of comparisons are also shown in figure 8, where the DMRG curves both for $`J_1>J_2`$ and for $`J_1<J_2`$ are in good agreement with the experimental one in the low-field region. However, the magnetization curve in the high field region is reproduced well by the coupling of $`J_1/J_2=0.25`$, as can be seen in figure 8(b). Indeed the gradient of the calculated curve for $`J_1>J_2`$ is slightly bigger than the experimental one around $`15<H<25`$T, while the curve for $`J_1<J_2`$ is well fitted in the all range of the magnetic field. The difference between two cases described in the previous section certainly appears in high-field region. Hence we have determined that the zigzag chain compound $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ is a weakly coupled double chain system with the parameters $`J_1/J_2=0.25`$ and $`J_2/k_\mathrm{B}=16.3`$K.

### 4.4 3D interaction

In this subsection, we would like to discuss the effect of the 3D interaction on $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$. Since the specific heat shows the 3D ordering at $`T_\mathrm{N}=1.55`$K, some consideration for the 3D coupling may be required. To this end, we employ here the mean-field theory combined with the DMRG . We use the obtained values of the couplings $`J_1/J_2=0.25`$ and $`J_2/k_\mathrm{B}=16.3`$K, and assume a 3D Heisenberg type interaction whose coupling constant is denoted as $`J^{}`$. According to the strong leg interaction $`J_2`$, we assume the staggered magnetic field along the leg direction, and then determine the assumed magnetic field and the DMRG-calculated magnetic order self-consistently. In particular, the phase transition point within the mean field theory is given by

$$\chi _s(T_\mathrm{N})=\frac{1}{zJ^{}}$$
(3)
where $`\chi _s(T)`$ is the staggered susceptibility and $`z`$ is the coordination number. Calculating $`\chi _s`$ with the finite temperature DMRG, we can estimate $`J^{}`$ from the experimentally determined Néel temperature $`T_\mathrm{N}`$ through the equation (3). In figure 9, we plot the normalized staggered susceptibility $`\chi _s^{}J_2\chi _s`$ obtained with the finite temperature DMRG. In the figure, we find that the crossing point of $`\chi _s^{}`$ and the experimentally obtained Néel temperature is given by $`\chi _s^{}=6.6`$ and $`T_N^{}k_\mathrm{B}T_\mathrm{N}/J_20.095`$, where the $`T_\mathrm{N}^{}`$ is the normalized transition temperature. Assuming $`z`$=4, we obtain $`J^{}0.04J_2`$($`0.6`$K), which is about $`0.2J_1`$. Thus we can conclude that the 3D interaction effect is much smaller than the intra-chain couplings. Therefore the zigzag chain picture is valid for $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ above the Néel temperature.

## 5 Summary and discussion

We have investigated magnetic properties of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$, which can be regarded as a zigzag chain with the coupling $`J_1<J_2`$ by the accurate comparison between the numerical calculations and experiments.

First, we have calculated the susceptibility and the magnetization curve of the zigzag chain using the finite temperature DMRG method for the nearly single chain case $`J_1>J_2`$ and for the nearly double chain case $`J_1<J_2`$ to clarify the differences between the two cases appearing in the parameter dependence of the physical quantities. From the experimental point of view, the quantitative difference appearing in the high-field region of the magnetization curve is found to help us to identify the magnetic nature of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$.

We have next presented the experimental results for the single crystal of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$. The $`g`$-values parallel and perpendicular to the chain are determined as $`g=2.285`$ and 2.060, respectively by the ESR experiment. The Néel temperature is also estimated as $`T_\mathrm{N}=1.55`$K from the specific heat of a powder sample. Above the Néel temperature, the observed susceptibility and the magnetization for the single crystal show gapless or nearly gapless behavior. An accurate comparison of the experimental data with the DMRG results shows that the DMRG results for $`J_1/J_2=0.25`$ with $`J_2/k_\mathrm{B}=16.3`$K well reproduce the experimental results. The estimated couplings also show that the dimer gap of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ is $`0.001J_20.02`$, which is much smaller than $`T_\mathrm{N}`$. Hence the gapless behavior of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ observed above $`T_\mathrm{N}`$ is consistent with the obtained exchange couplings.

Finally, we have discussed the effect of the 3D interaction, using the mean-field theory combined with the finite temperature DMRG. The estimated value of the 3D coupling $`J^{}`$ ($`0.04J_2`$) is sufficiently small compared with the intra-chain couplings, which supports the zigzag chain picture of the compound.

In the present paper, we have addressed the zigzag compound of $`(\mathrm{N}_2\mathrm{H}_5)\mathrm{CuCl}_3`$ in terms of the bulk quantities: the magnetic susceptibility and the high-field magnetization, for which the rather precise analyses are required. However, the frustration effect often gives rise to the incommensurate behavior in the correlation function , which is difficult to be captured by the bulk quantities. Thus it is also an interesting problem to investigate the compound by measurements of the fluctuation-associated quantities with the position resolvable methods, such as NMR or the inelastic neutron scattering.

This work was partly supported by the Grand-in-Aid for Scientific Research from the Japanese Ministry of Education, Culture, Sports, Science and Technology. The experimental work was carried out under visiting Researcher’s Program of KYOKUGEN, Osaka University.

## References


text:
# Reaction matrix for Dirichlet billiards with attached waveguides

### Acknowledgements

Stimulating discussions with D. V. Savin, R. Schubert and V. V. Sokolov are gratefully acknowledged.

## References


text:
# Comment on ”Critical Dynamics of a Vortex-Loop Model for the Superconducting Transition”

Comment on “Critical Dynamics of a Vortex-Loop Model for the Superconducting Transition”

In a recent Letter AG , Aji and Goldenfeld (AG) study the critical dynamics of the normal- to superconducting phase transition in zero magnetic field. They study both continuum models of vortex loops and discrete lattice models, often used in numerical simulations, and come to the surprising conclusion that their dynamic critical behavior differ. In this Comment we point out a serious problem in their analysis of the lattice models.

The critical behavior of type-II superconductors can be characterized by large scale fluctuations of vortex loops. Close to the phase transition, it is reasonable to assume overdamped relaxational dynamics for the vortex degrees of freedom, such as generated by a Monte Carlo (MC) simulation. Simulation studies of lattice models have shown that the resulting dynamic critical exponent $`z`$ is given by $`z1.5`$ for unscreened vortex interactions and $`z2.7`$ if the vortex interaction is assumed to be strongly screened WJ ; LWWGY . In high temperature superconductors, where critical fluctuations are most pronounced, the screening length is very large but finite. Under renormalization the screening length shrinks and hence both these limits are interesting to consider. The values of the critical exponents are surprising since the naive expectation from relaxational (Model-A) dynamics is an exponent close to $`z2`$ HH .

In their Letter, AG propose an explanation for the simulation results, but also argue that the lattice models do not capture the true continuum behavior which should instead have a dynamic exponent $`z2`$. They claim that the discrepancy is due to an incorrect identification of Monte Carlo time with real time. If true, this could have important consequences for many other studies of dynamics where one usually assumes that the artificial discreteness from a lattice is irrelevant for the critical properties, and that $`t_{\mathrm{real}}t_{\mathrm{MC}}`$. Therefore this topic deserves careful study.

AG base their scaling analysis of the vortex Hamiltonian on the assumption that the coupling constant $`J`$, which is dimensionless in the lattice model, is not being renormalized, and hence does not carry any scale dependence. Requiring extensivity of the free energy they then arrive at a scaling dimension $`x`$ of the vorticity $`\stackrel{}{n}L^x`$, which is $`5/2`$ in case of long range unscreened interactions and $`3/2`$ for short range interactions. However, the only reason why the coupling constant $`J`$ is dimensionless in the discretized model is because it is multiplied by the appropriate power of the microscopic lattice spacing $`a`$. Therefore this does not exclude any nontrivial scale dependence of $`J`$. In fact, more standard scaling arguments give (see e.g. Ref. LW-BG ) that $`\stackrel{}{n}L^2`$, i.e., $`x=2`$. This follows because $`\stackrel{}{n}=\times \theta /2\pi `$, where $`\theta `$ is the phase of the superconducting order parameter. $`\theta `$ in turn has to have the trivial scaling dimension $`0`$, since it should be $`2\pi `$-periodic at any scale. Only with this scaling follows the well known finite size scaling relations for the superfluid density, $`\rho _sL^{2d}`$, and for the magnetic permeability, $`\mu L^{d4}`$, where $`d`$ is the dimension. These are purely static quantities, whose scaling can be easily checked in numerical simulations without any assumption about the proper relation between real and MC time. This has been done many times for the models under consideration and is in fact one of the best ways to locate the transition LWWGY . The scaling dimensions proposed by AG would instead lead to the predictions $`\rho _sL^{2xd2}`$, $`\mu L^{d2x}`$, which are not supported by MC data.

In conclusion, the explanation of the simulation results offered by AG is not acceptable, since it is based on incorrect assumptions. There is no need for a scale-dependent correction in the proportionality between real time and MC time, and hence no correction to the dynamic exponents found in simulations. It remains to explain why these values are so far from the naive expectation.

Discussions with Nigel Goldenfeld and Mats Wallin are gratefully acknowledged. This work was supported by the Swedish Foundation for International Cooperation in Research and Higher Education (STINT) and the Swedish Research Council (VR) through Contract No. F 5104-278/2001.

Jack Lidmar

Department of Physics
Stockholm University, SCFAB
SE-106 91 Stockholm, Sweden

Received 4 December 2001; Published 15 August 2002 in Phys. Rev. Lett. 89, 109701 (2002).


text:
# Statistical properties of the Jakarta and Kuala Lumpur stock exchange indices before and after crash

## I Introduction

Recently, there have been considerable efforts to analyze financial data by means of methods developed for statistical physics canning1998 ; mills2000 ; raberto ; liu1999 ; gopi2000 ; mantegna1995 ; mantegna1999 ; plerou1999 ; gopi1999 ; lillo1999 ; lillo2000a ; johansen1998 ; bonanno1999 ; wang2001 . Motivated by the scientific challenge to understand the nature of complex systems, physicists have started to direct their attentions to a huge, and also growing amount of economics data recorded minutes by minutes for decades. Among these interesting data, the fluctuation of stock exchange indices is of special interest, since it might indirectly reflect the economic situation in a certain region and some people happily speculate their money on it. Furthermore, the advancement in computing capabilities has enabled them to handle a large amount of data, unlike almost 40 years ago when Mandelbrot investigated approximately 2000 data points of cotton prices mandelbrot .

It is then expected that such studies could explain the nature of interacting elements in the complex system and, therefore, could help to forecast economic fluctuations in the future. In other words, these studies were intended to produce new results in economics, which might help us to avoid economic “earthquakes” such as what happened in Indonesia a few years ago stanley2000 .

Previous studies in this subject so far have focused only on the long-term behavior of the leading stock indices. This is understandable, since to statistically investigate the universal features in economic activities one has to have a large amount of data. Very little attentions are given to investigate what happen to the stock markets in developing countries (e.g., Indonesia) as well as what happen to the stock indices before, during, and after a financial (or monetary) crash, although in the latter the most important ingredients of the financial market or economic fluctuation could exist lillo1999 ; lillo2000a ; johansen1998 .

It is the objective of this paper to study the general statistical properties of the fluctuation in stock indices in two developing countries, as well as their properties before and after a financial crashes. This study is important in order to investigate the extent of the universality of complex behavior found previously in the leading stock indices, such as S&P 500 and NYSE. Such investigation will naturally shed important information on the variation of the universal constants in the scaling behavior of the stock index. With this information at hand it is then possible to identify the statistical properties that quantify different behaviors in stock markets and those which indicate a crash or stable condition. For this purpose we take two different indices, the Jakarta Stock Exchange Index (abbreviated with IHSG, an acronym of Indeks Harga Saham Gabungan or composite stock exchange price index) and the Kuala Lumpur Stock Exchange index (KLSE), which belong to different countries. Comparing the two indices would be very interesting since both Indonesia and Malaysia underwent the same monetary crisis in 1997, which are then followed by financial crashes in almost all economic sectors, but with quite different economic situations. As has been often discussed, the behavior of two stock indices could be very different although the two stock markets are situated in the same region.

Before proceeding to the analysis, it is worth to glance at the Indonesian and Malaysian Gross Domestic Products (GDP) shown in Fig. 1. Before the crisis the growth rate of the Indonesian GDP seems to be faster than that of Malaysian GDP. The monetary crisis in 1997 has a clear impact on both GDPs. Nevertheless, the impact on Indonesian GDP is more obvious. After the crisis, Malaysia was rather successful to stabilize its economic situation and did not accept the International Monetary Fund (IMF) prescription. Three years after that Malaysia was able to put its GDP slightly above the previous value in 1997. On the other hand, Indonesia was unable to stop the declination of Rupiah against US Dollar and decided to ask the IMF to help stabilizing its monetary condition. Other crises, which followed the monetary crisis, are blamed as the reasons of this.

## II General Properties

### II.1 Time Series and Index Returns

In our analysis we investigate the daily index returns, which are defined as

$`Z_{\mathrm{\Delta }t}(t)`$ $`=`$ $`\mathrm{ln}Y(t+\mathrm{\Delta }t)\mathrm{ln}Y(t)`$ (1)
$`=`$ $`\mathrm{ln}[Y(t+\mathrm{\Delta }t)/Y(t)],`$
with $`Y(t)`$ indicates the closing index of the stock at day $`t`$. Some previous studies mantegna1995 ; mantegna1999  are performed with the return defined as the difference in the index, instead of the difference in the logarithm of index as given by Eq. (1). However, in our analysis we found that the results of calculations by using both methods do not differ significantly.

The available data for the IHSG index are the daily closing index data recorded from January 1988 to April 2002 which consist of 3526 data points. The KLSE data contain also the daily closing index starting from December 1993 and ending with June 2002, which comprise totally 2104 data points. The number of data in both indices seems to be the first obstacle in this analysis, since compared with the previous analysis on the S&P 500 index, e.g. Ref. gopi1999 , which used approximately $`5\times 10^6`$ data points, the number turns out to be extremely small. However, as shown by Mandelbrot in his analysis on the cotton prices, even with about 2000 data points it is still possible to extract a quantitative conclusion from the data.

Figure 2 shows the time series of the IHSG index along with the logarithmic returns calculated by using Eq. (1). It is naturally difficult to define when exactly the crisis (or crash) started and when it finished. To get around this difficulty, in Fig. 2 we also display the historical time series of the exchange rate between 1000 Indonesian Rupiah and 1 US Dollar, since the economic crash started with the decline of this rate. The available data do not fill the entire range, nevertheless they are sufficient to locate the period of the crisis. It should be noted that before the monetary crisis the government intervention on this exchange rate was very strong and as a consequence, although the Rupiah was not pegged to US Dollar with a fixed rate, the fluctuation in the exchange rate was relatively tiny.

In Fig. 2 we indicate the period when Rupiah started to continuously drop (10th July 1997) until it reached the minimum point (23rd January 1998). The IHSG index also dropped significantly during this period. However, the index continued to strongly fluctuate and reached another minimum about one year later due to the unfortunate political situation. The same phenomenon also happened in the foreign exchange rate, though with a different scale. In view of this, according to the IHSG index, the duration of financial crisis could be longer than one year.

Figure 3 displays the historical time series of the KLSE index along with their logarithmic returns and the ratio between 1 Malaysian Ringgit and 1 US Dollar. Coincidentally, our definition of the crash period fits nicely with the latter. As in the case of IHSG, the KLSE index also significantly dropped during this period. The difference between Indonesian and Malaysian foreign exchange rate is, nevertheless, apparent here, since on 1st September 1998 Malaysia imposed currency controls, the Ringgit was pegged with US Dollar with a fixed rate of 3.80 Ringgit per Dollar, while Indonesia was unable to do that due to the multi-crisis that simultaneously occurred in this country. From Fig. 3 it is not clear whether or not such policy helped to elevate the KLSE index, since comparing with the IHSG fluctuation in Fig. 2 the two indices seem to be strongly correlated, thus other external factors could be more relevant to explain the improvement in the KLSE index. In fact, Ref. muniandy2001  claims that the policy has led to a misposition of the Ringgit relative to its realistic exchange rate. During 1999 the Ringgit was overvalued since the regional currencies such as Japan Yen and Singapore Dollar have all depreciated against US Dollar. As a consequence, Malaysian export became less competitive and eventually this policy led to an economic slowdown in Malaysia.

A quick glance to the index fluctuation $`Y(t)`$ in both figures reveals that the fluctuation is more dramatic than that of S&P 500, indicating that in this case the situation is more complex. After the crash the magnitude of returns $`Z(t)`$ is obviously larger in both indices, or, in the economics language, the probability to gain or to loose becomes larger than before. In the next section, it will be shown that both indices are clearly more volatile after the crash.

### II.2 Scaling the Index Returns

Following previous studies mantegna1995 ; mantegna1999  we investigate the probability density function (PDF or $`P(Z)`$) of the return to the origin $`P(0)`$ in order to investigate the scaling behavior of the IHSG and KLSE index returns. The advantage of such analysis is obvious, since the number of data included is relatively small, while the probability is largest at $`Z=0`$, thus reducing the statistical inaccuracies.

Starting with the characteristic function mantegna1999

$`\phi (\mathrm{\Delta }t)=e^{\gamma \mathrm{\Delta }t|q|^\alpha },`$ (2)
the Lévy stable distribution is given by

$`P(Z)={\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}e^{\gamma \mathrm{\Delta }t|q|^\alpha }\mathrm{cos}(qZ)𝑑q.`$ (3)
From Eq. (3) the probability of return to the origin $`P(0)`$ reads

$`P(0)={\displaystyle \frac{\mathrm{\Gamma }(1/\alpha )}{\pi \alpha (\gamma \mathrm{\Delta }t)^{1/\alpha }}},`$ (4)
where $`\mathrm{\Gamma }`$ indicates the Gamma function.

The log-log plots of $`P(0)`$ as a function of the sampling time $`\mathrm{\Delta }t`$ for both IHSG and KLSE indices are shown in the left panels of Fig. 4. Since the number of data points is relatively small we limit our analysis only up to $`\mathrm{\Delta }t=19`$ days for the IHSG index and $`\mathrm{\Delta }t=13`$ days for KLSE. In the former (latter) case the number of data points in each set decreases from 3526 (2104) for $`\mathrm{\Delta }t=1`$ day to the value of 181 for $`\mathrm{\Delta }t=19`$ days (160 for $`\mathrm{\Delta }t=13`$ days). These values are already much smaller compared with previous analyses, e.g., for the Hang Seng index wang2001  one ends up with the value of 1481 for $`\mathrm{\Delta }t=128`$ minutes.

The slopes of linear regressions to these plots equal the negative inverse of the Lévy stable distribution indices $`\alpha `$. Using this index we calculate the parameter $`\gamma `$ by means of Eq. (4) and plot the “theoretical” PDF as a function of normalized returns $`Z/\sigma `$, using Eq. (3), where $`\sigma `$ the standard deviation of the distribution, and compare it with the empirical PDF obtained from data in the right panels of Fig. 4. All relevant parameters obtained in this calculation are displayed in Table 1.

In the IHSG case we obtain $`m=0.7374`$ (corresponds to $`\alpha =1.3561`$) which is slightly smaller than that of the S&P 500 index obtained from the same analysis mantegna1999  ($`\alpha =1.40`$), or using different approach gopi1999  ( $`\alpha =1.60`$ – 3.45). The value is also smaller than the result obtained for Hang Seng index ($`\alpha =1.619`$) wang2001 . The value indicates that the central part of the IHSG distribution can be described by a Lévy stable process.

In the KLSE case the situation is rather different as depicted by the bottom panel of Fig. 4. The PDF at zero return shows a cross-over at $`\mathrm{\Delta }t`$ between 1 and 2 and, as a consequence, as shown by the solid line the linear regression to the points does not lead to a satisfactory result. To clarify this, we use the three first points in the second regression and excluding the $`P(Z=0,\mathrm{\Delta }t=1)`$ data point in the third one. The results are compared with the linear regression to all points in the bottom-left panel of Fig. 4. In the first case we obtain $`\alpha =1.7433`$, already close to a Gaussian distribution although still within the Lévy stable index. In the second case the index $`\alpha `$ is smaller, indicating that the distribution for small $`\mathrm{\Delta }t`$ is far from Gaussian. However, in the third case the distribution is already a Gaussian unstable process. From this result, clearly we can conclude that by slightly increasing $`\mathrm{\Delta }t`$ the KLSE index does not retain its power law and quickly converges to a Gaussian distribution, in contrast to the IHSG index. The PDF behavior for the three cases is clearly seen in the bottom-right panel of Fig. 4.

The standard deviation $`\sigma `$ is known as the historical volatility in financial literatures and quantifies the risk associated with the corresponding stock lillo2000 . As shown in the first line of Table 1, the KLSE stock is slightly riskier than the IHSG one. The kurtosis measures the relative peakedness of the distribution to a Gaussian one. The PDF of the less capitalized stocks is more leptokurtic than the PDF of the more capitalized ones lillo2000 . From Table 1 we can clearly see that the IHSG stock is less capitalized than KLSE. Finally, the skewness characterizes the degree of asymmetry of the distribution from its mean. A positive value of skewness indicates that the stock delivered more profits along its history, whereas a negative value displays more losses hit the investor. Table 1 reveals that the IHSG stock in general gives more profits than the KLSE one.

Although numerical values given in Table 1 could be interesting, the values become much more important when we discuss the behavior of the stock indices before and after the financial crash in the next section.

To further explore statistical properties of the PDF of index returns we follow Refs. mantegna1995 ; mantegna1999 , i.e. we investigate the stability of the distribution for $`\mathrm{\Delta }t>1`$ day. Assuming the central part of the distribution can be described by a Lévy stable distribution, then using the scaling variables

$`P^{}(Z)=P(Z)(\mathrm{\Delta }t)^{1/\alpha }`$ (5)
and

$`Z^{}(t)={\displaystyle \frac{Z(t)}{(\mathrm{\Delta }t)^{1/\alpha }}},`$ (6)
the empirical PDFs for different time sampling $`\mathrm{\Delta }t`$ will collapse onto the $`\mathrm{\Delta }t=1`$ distribution.

The results for both indices are displayed in Fig. 5, where we perform the analysis for $`\mathrm{\Delta }t<20`$ days. In general the data collapse is evident, especially in the case of IHSG. In the KLSE case we use $`\alpha =1.7433`$ (result from regression to all empirical $`P(0)`$ in Fig. 4), since the value leads to an average behavior. As Ref. wang2001  has reported, we also find that the extent of data collapse is stronger in the center of the distribution. The existence of a cross-over in the KLSE case is also observed here, the scaled $`P^{}(Z)`$ are more scattered than that of the IHSG.

### II.3 Moments

Reference gopi1999  has pointed out that the use of the return probability to the origin $`\mathrm{PDF}(0)`$ to estimate the Lévy stable distribution index $`\alpha `$ is statistically not optimal, due to discreteness of the distribution. Instead of exploiting such method, Ref. gopi1999  used a different strategy, i.e. calculating $`\alpha `$ by means of the slope of the cumulative distribution tails in a log-log plot. To further test their results on the scaling behavior, Refs. gopi1999 ; plerou1999  analyzed the moments of the distribution of normalized returns

$`\mu (k)=|g(t)|^k.`$ (7)
where the normalized returns $`g(t)`$ is defined by

$`g(t)={\displaystyle \frac{Z(t)Z(t)}{Z^2(t)Z(t)^2}},`$ (8)
with $`Z(t)`$ the time average of $`Z(t)`$ over the entire of time series. In the case of the S&P 500 index the result is found to be consistent with the analysis of the tails of cumulative distributions. They pointed out that the change in the moments behavior originates from the gradual disappearance of the Lévy slope in the distribution tails. In our case it is also important to cross-check the results shown in Fig. 4, especially the KLSE slope, which is found to be non-linear in the range of $`\mathrm{\Delta }t=110`$.

It has been shown in Ref. gopi1999  that Eq. (7) will diverge for $`k3`$. In this study we also constrain $`k`$ within $`0k3`$. The result for both indices compared with the moment obtained from a Gaussian distribution are shown in Fig. 6. Obviously the results are consistent with our previous analysis, the IHSG moment retains its scaling up to $`\mathrm{\Delta }t=9`$ days, only after $`\mathrm{\Delta }t=13`$ the moment starts to deviate toward the Gaussian distribution. In the KLSE case the moment quickly converges to the Gaussian distribution as $`\mathrm{\Delta }t`$ increases from 1 day and does not show any scaling behavior as in the former case.

### II.4 Correlation in the stock index

Another interesting behavior of the stock index fluctuation is its short and long time memories which are usually expressed in terms of the autocorrelation. Understanding the power law in the correlation is very helpful in selecting the appropriate model or mechanism to explain the fluctuation process. In Ref. gopi1999  it has been shown that the autocorrelation function of the S&P 500 returns exhibits an exponential decay with a characteristic decay time of approximately 4 minutes, whereas the absolute value of index returns shows a scaling behavior with a power-law exponent of 0.3. In our case it is of course difficult to study such behavior since both indices are recorded daily. However, a qualitative comparison between the two indices might help us to probe the differences in the two stocks.

Following Ref. gopi1999  the autocorrelation function is defined as

$`C_{\mathrm{\Delta }t}(\tau )={\displaystyle \frac{Z_{\mathrm{\Delta }t}(t)Z_{\mathrm{\Delta }t}(t+\tau )Z_{\mathrm{\Delta }t}(t)^2}{Z_{\mathrm{\Delta }t}^2(t)Z_{\mathrm{\Delta }t}(t)^2}},`$ (9)
where $`\tau `$ indicates the time lag. The result for short-range autocorrelation is depicted in Fig. 7, where we can observe that the IHSG stock is slightly more correlated than the KLSE one. This result is certainly consistent with the analysis of the scaling and moments behavior. The fluctuation in the KLSE index seems to be more random than that of IHSG, as can be seen also in Fig. 6.

The long-range autocorrelation function obtained by calculating the absolute value of the return in Eq. (9) is shown in Fig. 8. The absolute value of index returns from both stocks show a long-range power law behavior with a time scale up to almost one year. The only difference is observed in the power exponent of the scaling, the IHSG correlation falls off faster than the KLSE one. This is, however, in contrast to their short-range correlation. Note that Refs. liu1999 ; gopi1999  fitted the long-range autocorrelation to the function in the form of $`a/(1+\tau ^b)`$ . In our analysis we found no significant difference if we used such function.

### II.5 How volatile are the two stocks?

Finally it is also interesting to see the volatility of the two stocks. The volatility of the stock index is a measure of how much the index is likely to fluctuate. Information on the stock volatility is very important for investors since it quantifies the risk factor and it is also an important input of the Black-Scholes option-pricing model. There are many different definitions of the volatility in financial literatures schwert . Here we define the volatility as an average of the absolute return over a time window with length $`n`$ sampled with $`\mathrm{\Delta }t=1`$ day,

$`v(t)={\displaystyle \frac{1}{n}}{\displaystyle \underset{\tau =t}{\overset{t+n1}{}}}\left|Z(\tau )\right|,`$ (10)
with $`Z(\tau )`$ is given by Eq. (1).

The results are shown in Fig. 9. As can be estimated from Figs. 2 and 3 volatility in both stock indices increases after the financial crash. It is obvious that after the drop of the foreign exchange rate finished in 23rd January 1998 volatilities of both indices are still large until the indices reached their minimum values in September 1998. From that on, the volatility decreases gradually although until 2002 the values are still larger than the values before the crash.

It is also obvious from Fig. 9 that before 1997 the IHSG stock had a rather stable volatility variation, while on the other hand the variation in the KLSE case was already dramatic. In general, the two stocks maintain these behaviors after the crash, although in this period the averaged volatilities are larger than before. This might explain why the IHSG stock index is found to be more correlated than the KLSE one.

## III Statistical properties before and after crash

In section II we have shown that between July 1997 and September 1998 the index returns of both stocks fluctuate strongly. As shown in Fig. 9, compared with the situations before and after this period, both indices become more volatile. A more quantitative description can be obtained from Table 2, where in the first line we average the index volatility over all times before 10th July 1997, 16 month after that (during which the volatility of both indices is significantly large), and over the rest of data, respectively. The result confirms the finding of Ref. lillo2000 , namely the volatility of a stock index tends to be large right after the crash and in a relatively long period after that. This also happens to both stock indices, i.e. almost five years after the financial crisis both stocks are still more volatile than before.

In the financial literature the volatility is often calculated from the standard deviation of the returns distribution schwert . In Table 2 we also present the standard deviations of the IHSG and KLSE index returns distributions in all three cases. Table 2 indicates that both definitions are consistent in our analysis.

From the kurtosis of stock indices we can see that the IHSG stock is more capitalized after the crash, whereas the KLSE stock displays a very different behavior. Nevertheless, the skewness of their distributions shows a similar tendency, both stocks deliver less profits after the crash, although more profits could be obtained from the KLSE stock during the crash.

It is clearly tempting to investigate whether or not the universal properties found in section II still exist in all periods and to ask what kind of differences might quantify these conditions. The answer can be found in Figs. 10 and 11. Obviously in all cases the statistical accuracies are not as good as in the previous section, when we used all data in our analyses. Nevertheless, in spite of the very limited data points used in our analysis, the message from Figs. 10 and 11 is clear, the universal properties of the returns distribution retain their existences in all cases. Linear regression to the IHSG probability of the return to the origin reveals the fact that the distribution turns from Lévy to Gaussian after the crash. Surprisingly, the KLSE stock index shows a contrary result, the distribution alters from a Gaussian to a Lévy one after the crash.

A cross-check to the result shown in Figs. 10 and 11 is inevitable, since the number of data could significantly limit statistical accuracies in this case. For this purpose in Figs. 12 and 13 we display the moments of both stock indices in the case of before, during, and after the financial crash. A consistent result is obtained from these figures, in the case of IHSG the distribution becomes closer to Gaussian during and after crash, whereas the KLSE moments move away from the Gaussian distribution after the crash.

Another important finding obtained from Fig. 12 is that the scaling behavior up to $`\mathrm{\Delta }t=9`$ shown by the IHSG case in the previous section originates from the period before crash. After the crash, the IHSG moments quickly converge to a Gaussian distribution. In fact, this phenomenon has already been seen in the left panels of Fig. 10, where the empirical probability of return to the origin is more scattered in the crash periods and after that.

As in the previous section, investigation of the autocorrelation function from both stocks might also be of interest. The corresponding autocorrelation is shown in Fig. 14. Although it is difficult to see how long the KLSE stock maintains its correlation, the IHSG stock index obviously becomes less correlated during and after the crash. This result can be understood by looking back to Fig. 12, i.e. after the crash the returns distribution becomes more random and therefore the index losses its memory.

It might be more interesting if we compare results in this section with currency controls shown in the top panels of Figs. 2 and 3. The government interventions on the exchange rate seem to create non natural economics activities which have a direct influence on the fluctuation of stock indices. Once the currency is under-controlled, the fluctuations tend to significantly deviate from the Gaussian distribution, which can be clearly seen in the IHSG moment before crash (Fig. 12) and the KLSE one after crash (Fig. 13). From the investors point of view this is obvious, a less fluctuating exchange rate reduces the number of variables considered in estimating the future stock price.

## IV Conclusions

We have analyzed the IHSG and KLSE stock index returns using the methods developed for statistical physics. In spite of the limited number of data used in our analysis, we still found that both stock indices show the universal properties previously observed in the leading stocks such as S&P 500 and NYSE, i.e. the scaling properties. The difference is, nevertheless, found in the time scale, the IHSG stock retains its scaling property longer than the KLSE one. As a consequence, the former is more correlated than the latter.

By investigating their statistical properties before, during, and after the financial crash it is found that the scaling behavior of the IHSG index originates from its fluctuation before the crash period. During and after the crash periods the index distributions are closer to Gaussian and do not show a stable process. In the KLSE case, the return distributions in all periods show an unstable process and depart from Gaussian after the crash. One possible explanation to these different behaviors could be the currency control. Besides these differences, both stock indices show some similarities, namely both stocks become more volatile during and after the crash and their return moments become closer to Gaussian during the crash.

###### Acknowledgements.

This work was supported in part by the Quality for Undergraduate Education (QUE) project. The author thanks Dwi Arsono for collecting the IHSG data and to Dr. Chairul Bahri for careful reading of the manuscript and critical comments.