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# DESY 03-001UAB-FT-540CERN-TH/2003-016 The Neutrino Mass Window for Baryogenesis

## 1 Introduction

The explanation of the cosmological baryon asymmetry is a challenge for particle physics and cosmology. In an expanding universe, which leads to departures from thermal equilibrium, $`C`$, $`CP`$ and baryon number violating interactions of quarks and leptons can generate dynamically a baryon asymmetry . The possible realization of these conditions has first been studied in detail in the context of grand unified theories .

The picture of baryogenesis is significantly changed by the fact that already in the standard model of particle physics baryon ($`B`$) and lepton ($`L`$) number are not conserved due to quantum effects . The corresponding non-perturbative $`\mathrm{\Delta }B=3`$ and $`\mathrm{\Delta }L=3`$ processes are strongly suppressed at zero temperature. However, at temperatures above the critical temperature $`T_{EW}`$ of the electroweak transition they are in thermal equilibrium  and only the difference $`BL`$ is effectively conserved.

During the past years data on atmospheric and solar neutrinos have provided strong evidence for neutrino masses and mixings. In the seesaw mechanism  the smallness of these neutrino masses $`m_\nu `$ is explained by the mixing $`m_D`$ of the left-handed neutrinos with heavy Majorana neutrinos of mass $`M`$, which yields the light neutrino mass matrix

$$m_\nu =m_D\frac{1}{M}m_D^T.$$
(1)
Since $`m_D=𝒪(v)`$, where $`v174`$ GeV is the electroweak scale, and $`Mv`$, the neutrino masses $`m_\nu `$ are suppressed compared to quark and charged lepton masses. $`CP`$ violating interactions of the heavy Majorana neutrinos can give rise to a lepton asymmetry and, via the $`\mathrm{\Delta }B=3`$ and $`\mathrm{\Delta }L=3`$ sphaleron processes, to a related baryon asymmetry. This is the simple and elegant leptogenesis mechanism .

Leptogenesis is a non-equilibrium process which takes place at temperatures $`TM_1`$. For a decay width small compared to the Hubble parameter, $`\mathrm{\Gamma }_1(T)<H(T)`$, heavy neutrinos are out of thermal equilibrium, otherwise they are in thermal equilibrium. A rough estimate of the borderline between the two regimes is given by $`\mathrm{\Gamma }_1=H(M_1)`$ (cf. ). This is equivalent to the condition that the effective neutrino mass $`\stackrel{~}{m}_1=(m_D^{}m_D)_{11}/M_1`$ equals the ‘equilibrium neutrino mass’

$$m_{}=\frac{16\pi ^{5/2}}{3\sqrt{5}}g_{}^{1/2}\frac{v^2}{M_{pl}}10^3\text{eV},$$
(2)
where we have used $`M_{pl}=1.2\times 10^{19}`$ GeV and $`g_{}=434/4`$ as effective number of degrees of freedom. For $`\stackrel{~}{m}_1>m_{}`$ ( $`\stackrel{~}{m}_1<m_{}`$) the heavy neutrinos of type $`N_1`$ are in (out of) thermal equilibrium at $`T=M_1`$.

It is very remarkable that the equilibrium neutrino mass $`m_{}`$ is close to the neutrino masses suggested by neutrino oscillations, $`\sqrt{\mathrm{\Delta }m_{\mathrm{sol}}^2}8\times 10^3`$ eV and $`\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}5\times 10^2`$ eV. This suggests that it may be possible to understand the cosmological baryon asymmetry via leptogenesis as a process close to thermal equilibrium. Ideally, $`\mathrm{\Delta }L=1`$ and $`\mathrm{\Delta }L=2`$ processes would be strong enough at temperatures above $`M_1`$ to keep the heavy neutrinos in thermal equilibrium and weak enough to allow the generation of an asymmetry at temperatures below $`M_1`$.

An analysis of solutions of the Boltzmann equations shows that this is indeed the case if light and heavy neutrino masses lie in an appropriate mass range. In general, the final baryon asymmetry is the result of a competition between production processes and washout processes which tend to erase any generated asymmetry. Unless the heavy Majorana neutrinos are partially degenerate, $`M_{2,3}M_1M_1`$, the dominant processes are decays and inverse decays of $`N_1`$ and the usual off-shell $`\mathrm{\Delta }L=1`$ and $`\mathrm{\Delta }L=2`$ scatterings. The final baryon asymmetry then depends on just four parameters  : the mass $`M_1`$ of $`N_1`$, the $`CP`$ asymmetry $`\epsilon _1`$ in $`N_1`$ decays, the effective neutrino mass $`\stackrel{~}{m}_1`$ and, finally, the sum of all neutrino masses squared, $`\overline{m}^2=m_1^2+m_2^2+m_3^2`$, which controls an important class of washout processes. Together with the two mass squared differences $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ and $`\mathrm{\Delta }m_{\mathrm{sol}}^2`$, the sum $`\overline{m}^2`$ determines all neutrino masses. Using an upper bound on the $`CP`$ asymmetry $`\epsilon _1`$ , an upper bound on all light neutrino masses of 0.2 eV has recently been derived .

In this paper we extend the previous analysis in two directions. We derive an improved upper bound on the $`CP`$ asymmetry which leads to a more stringent upper bound on light neutrino masses. In addition, we study in detail the washout of a pre-existing $`BL`$ asymmetry, which yields a lower bound on the effective neutrino mass $`\stackrel{~}{m}_1`$. In this way we obtain a window of neutrino masses for which leptogenesis can explain the observed cosmological baryon asymmetry, independent of initial conditions.

The paper is organized as follows. In Section 2 we derive an improved upper bound on the $`CP`$ asymmetry $`\epsilon _1`$ and illustrate how it can be saturated for specific neutrino mass matrices. Theoretical expectations for the range of neutrino masses are discussed in Section 3. In Section 4 we then derive upper bounds on the light neutrino masses in the cases of normal and inverted hierarchy, and we discuss the stability of these bounds. Section 5 deals with the washout of a large initial $`BL`$ asymmetry, and a summary of our results is given in Section 6.

## 2 Bounds on the CP asymmetry

Given the masses of heavy and light Majorana neutrinos the $`CP`$ asymmetry $`\epsilon _1`$ in the decays of $`N_1`$, the lightest of the heavy neutrinos, satisfies an upper bound . In the following we shall study under which conditions this upper bound is saturated and how it depends on the effective neutrino mass $`\stackrel{~}{m}_1`$ which plays an important role in the thermodynamic process of leptogenesis.

The standard model with right-handed neutrinos is described by the lagrangian,

$$_m=h_{ij}\overline{l}_{Li}\nu _{Rj}\varphi +\frac{1}{2}M_{ij}\overline{\nu }_{Ri}^c\nu _{Rj}+h.c.,$$
(3)
where $`M`$ is the Majorana mass matrix of the right-handed neutrinos, and the Yukawa couplings $`h`$ yield the Dirac neutrino mass matrix $`m_D=hv`$ after spontaneous symmetry breaking, $`v=\varphi `$. We work in the mass eigenstate basis of the right-handed neutrinos where $`M`$ is diagonal with real and positive eigenvalues $`M_1M_2M_3`$. The seesaw mechanism  then yields the light neutrino mass matrix

$$m_\nu =m_D\frac{1}{M}m_D^T,$$
(4)
which can be diagonalized by a unitary matrix $`U^{(\nu )}`$,

$$U^{(\nu )}m_\nu U^{(\nu )}=\left(\begin{array}{ccc}m_1& 0& 0\\ 0& m_2& 0\\ 0& 0& m_3\end{array}\right),$$
(5)
with real and positive eigenvalues satisfying $`m_1m_2m_3`$.

It is convenient to work in a basis where also the light neutrino mass matrix is diagonal. In this basis the Yukawa couplings are

$$\stackrel{~}{h}=U^{(\nu )}h.$$
(6)
As a consequence of the seesaw formula the matrix $`\mathrm{\Omega }`$,

$$\mathrm{\Omega }_{ij}=\frac{v}{\sqrt{m_iM_j}}\stackrel{~}{h}_{ij},$$
(7)
is orthogonal, $`\mathrm{\Omega }\mathrm{\Omega }^T=\mathrm{\Omega }^T\mathrm{\Omega }=I`$ . It is then easy to show that the $`CP`$ asymmetry $`\epsilon _1`$ - is given by (cf., e.g., )

$$\epsilon _1=\frac{3}{16\pi }\frac{M_1}{v^2}\underset{i1}{}\frac{\mathrm{\Delta }m_{i1}^2}{m_i}\frac{\text{Im}\left(\stackrel{~}{h}_{i1}^2\right)}{\left(\stackrel{~}{h}^{}\stackrel{~}{h}\right)_{11}},$$
(8)
where $`\mathrm{\Delta }m_{i1}^2=m_i^2m_1^2`$.

The $`CP`$ asymmetry $`\epsilon _1`$ is bounded by the maximal asymmetry $`\epsilon _1^{max}`$ ,

$$|\epsilon _1|\epsilon _1^{max}=\frac{3}{16\pi }\frac{M_1}{v^2}\frac{(\mathrm{\Delta }m_{atm}^2+\mathrm{\Delta }m_{sol}^2)}{m_3}.$$
(9)
As we will now show, this bound holds for arbitrary values of $`m_2`$, i.e. for normal and for inverted hierarchy, and it is saturated in the limit $`m_10`$.

Consider the normalized Yukawa couplings

$$z_i=\frac{\stackrel{~}{h}_{i1}^2}{(\stackrel{~}{h}^{}\stackrel{~}{h})_{11}}=x_i+iy_i,$$
(10)
with

$$0|z_i|1,\underset{i}{}|z_i|=1.$$
(11)
The orthogonality condition $`(\mathrm{\Omega }^T\mathrm{\Omega })_{11}=1`$ yields the additional constraint

$$\underset{i}{}\frac{\stackrel{~}{m}_1}{m_i}z_i=1.$$
(12)
In the new variables the $`CP`$ asymmetry reads

$$\epsilon _1=\frac{3}{16\pi }\frac{M_1}{v^2}\left(\frac{\mathrm{\Delta }m_{21}^2}{m_2}y_2+\frac{\mathrm{\Delta }m_{31}^2}{m_3}y_3\right).$$
(13)
Since $`m_3>m_2`$, one also has $`\mathrm{\Delta }m_{31}^2/m_3>\mathrm{\Delta }m_{21}^2/m_2`$. This suggests that the maximal $`CP`$ asymmetry is reached for maximal $`y_3`$.

Suppose now that $`1y_3=𝒪(ϵ)`$. Because of Eqs. (11) this implies $`y_2`$, $`y_1`$ and all $`x_i`$ have to vanish in the limit $`ϵ0`$. The orthogonality condition $`(\mathrm{\Omega }^T\mathrm{\Omega })_{11}=1`$ yields

$$\frac{y_1}{m_1}+\frac{y_2}{m_2}+\frac{y_3}{m_3}=0,$$
(14)
$$\frac{\stackrel{~}{m}_1}{m_1}x_1+\frac{\stackrel{~}{m}_1}{m_2}x_2+\frac{\stackrel{~}{m}_1}{m_3}x_3=1.$$
(15)
Since $`m_2>0`$, these conditions are satisfied for maximal $`y_3`$, if $`y_2=x_2=x_3=0`$ and

$$m_1,y_1ϵ,$$
(16)
$$\stackrel{~}{m}_1ϵ^a,x_1ϵ^{1a},0a<1.$$
(17)
Note that in the limit $`ϵ0`$, $`N_1`$ couples only to $`l_3\varphi `$. For $`a>0`$, $`N_1`$ decouples completely, since $`\stackrel{~}{h}_{i1}^2=(\stackrel{~}{h}^{}\stackrel{~}{h})_{11}z_i`$ and $`(\stackrel{~}{h}^{}\stackrel{~}{h})_{11}\stackrel{~}{m}_1`$.

An explicit example, which illustrates this saturation of the $`CP`$ bound, is given by the following orthogonal matrix,

$$\mathrm{\Omega }=\left(\begin{array}{ccc}A& 0& B\\ 0& 1& 0\\ B& 0& A\end{array}\right),$$
(18)
with

$$B^2=i\frac{v^2}{m_3M_1}bϵ^a,A^2=1B^2,b>0.$$
(19)
The corresponding Yukawa couplings squared are

$$\left(\stackrel{~}{h}_{i1}^2\right)=(\frac{m_1M_1}{v^2}i\frac{m_1}{m_3}bϵ^a,0,ibϵ^a).$$
(20)
One obviously has $`x_2=x_3=y_2=0`$, and $`y_31`$, $`x_1,y_10`$ in the limit $`ϵ0`$. The matrix of Yukawa couplings,

$$\stackrel{~}{h}=\left(\begin{array}{ccc}\sqrt{\frac{m_1M_1}{v^2}i\frac{m_1}{m_3}bϵ^a}& 0& \sqrt{i\frac{m_1M_3}{m_3M_1}bϵ^a}\\ 0& \frac{\sqrt{m_2M_2}}{v}& 0\\ \sqrt{ibϵ^a}& 0& \sqrt{\frac{m_3M_3}{v^2}i\frac{M_3}{M_1}bϵ^a}\end{array}\right),$$
(21)
becomes diagonal in the limit $`ϵ0`$ for $`a>0`$. Hence, in this basis, the large neutrino mixings are due to the charged lepton mass matrix.

This example illustrates that $`\stackrel{~}{m}_1`$ can be arbitrary in the limit $`m_10`$. It approaches $`b^2v^2/M_1`$ for $`a=0`$, while it goes to 0 for $`a>0`$. Hence, the maximal $`CP`$ asymmetry (9) can be reached for arbitrary values of $`m_2`$ and $`\stackrel{~}{m}_1`$. For a given $`CP`$ asymmetry, the maximal baryon asymmetry is reached in the limit $`\stackrel{~}{m}_10`$, assuming thermal initial $`N_1`$ abundance. The corresponding, model independent lower bound on the heavy neutrino mass $`M_1`$ was determined in  to be $`M_1>4\times 10^8`$ GeV. If the Yukawa couplings $`\stackrel{~}{h}`$ are restricted, a more stringent lower bound on $`M_1`$ can be derived .

The above discussion can easily be extended to derive the maximal CP asymmetry in the case of arbitrary $`\stackrel{~}{m}_1`$. Since $`m_3>m_2>m_1`$, one again has $`x_3=x_2=y_2=0`$. From Eqs. (14),(15) one then concludes

$$y_1=\frac{m_1}{m_3}y_3,x_1=\frac{m_1}{\stackrel{~}{m}_1}.$$
(22)
Together with the constraint (cf. (11)), $`\sqrt{x_1^2+y_1^2}+|y_3|=1`$, these conditions determine $`|y_3|`$ as function of $`m_1`$, $`m_3`$ and $`\stackrel{~}{m}_1`$. Inserting the result into Eq. (13) yields the improved upper bound

$$\epsilon _1^{max}=\frac{3}{16\pi }\frac{M_1m_3}{v^2}\left[1\frac{m_1}{m_3}\left(1+\frac{m_3^2m_1^2}{\stackrel{~}{m}_1^2}\right)^{1/2}\right].$$
(23)
For $`m_1=0`$ the result coincides with the previous bound (9). For $`0<m_1\stackrel{~}{m}_1`$ the new bound is more stringent. In particular, $`\epsilon _1^{max}=0`$ for $`\stackrel{~}{m}_1=m_1`$. Note that according to Eq. (23) the only model independent restriction on the effective neutrino mass is $`\stackrel{~}{m}_1m_1`$. The improved upper bound on the $`CP`$ asymmetry implies also a bound on the light neutrino masses which is more stringent than the one obtained in . This will be discussed in Section 4.

## 3 Range of neutrino masses

At present we know two mass squared differences for the light neutrinos, which are deduced from the measurements of solar and atmospheric neutrino fluxes. In addition we have information about elements of the mixing matrix $`U`$ in the leptonic charged current. Since $`U`$ could be entirely due to mixings of the charged leptons, this does not constrain the light neutrino mass matrix in a model independent way. The light neutrino masses $`m_1<m_2<m_3`$ can be either quasi-degenerate or hierarchical, with $`m_2m_1m_3m_2`$ (‘normal hierarchy’) or $`m_3m_2m_2m_1`$ (‘inverted hierarchy’). The best information on the absolute neutrino mass scale comes from neutrinoless double $`\beta `$-decay, which yields an upper bound on the light Majorana neutrino masses of about 1 eV .

A crucial quantity for thermal leptogenesis is the effective neutrino mass $`\stackrel{~}{m}_1`$ which is always larger than $`m_1`$ , as one easily sees from the orthogonality of $`\mathrm{\Omega }`$ (cf. (7)),

$`\stackrel{~}{m}_1`$ $`=`$ $`{\displaystyle \frac{v^2}{M_1}}{\displaystyle \underset{i}{}}|\stackrel{~}{h}_{i1}^2|={\displaystyle \underset{i}{}}m_i|\mathrm{\Omega }_{i1}^2|`$ (24)
$``$ $`m_1{\displaystyle \underset{i}{}}|\mathrm{\Omega }_{i1}^2|m_1{\displaystyle \underset{i}{}}\mathrm{Re}(\mathrm{\Omega }_{i1}^2)=m_1.`$
As we saw in the previous Section, the maximal $`CP`$ asymmetry is reached for $`m_1=0`$, such that $`m_2\sqrt{\mathrm{\Delta }m_{\mathrm{sol}}^2}`$ and $`m_3\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}`$.

There is no model independent upper bound on $`\stackrel{~}{m}_1`$. However, if there are no strong cancelations due to phase relations between different matrix elements, one has

$$\stackrel{~}{m}_1m_3\underset{i}{}|\mathrm{\Omega }_{i1}^2|m_3|\underset{i}{}\mathrm{\Omega }_{i1}^2|=m_3.$$
(25)
Hence, the natural range for the effective neutrino mass is $`m_1\stackrel{~}{m}_1m_3`$. In fact, we are not aware of any neutrino mass model where this is not the case.

It is instructive to examine the range of $`\stackrel{~}{m}_1`$ also in the special case $`|\epsilon _1|=\epsilon _1^{\mathrm{max}}`$. As we saw in the previous section this case is realized for $`y_2=x_2=x_3=0`$, corresponding to $`\mathrm{Re}(\mathrm{\Omega }_{21}^2)=\mathrm{Re}(\mathrm{\Omega }_{31}^2)=\mathrm{Im}(\mathrm{\Omega }_{21}^2)=0`$. The orthogonality condition then implies $`\mathrm{Im}(\mathrm{\Omega }_{11}^2)=\mathrm{Im}(\mathrm{\Omega }_{31}^2)`$ and $`\mathrm{Re}(\mathrm{\Omega }_{11}^2)=1`$. Hence, for maximal $`CP`$ asymmetry one has

$$\stackrel{~}{m}_1=m_1\sqrt{1+\mathrm{Im}(\mathrm{\Omega }_{31}^2)^2}+m_3|\mathrm{Im}(\mathrm{\Omega }_{31}^2)|,$$
(26)
showing that the value of $`\stackrel{~}{m}_1`$ is tuned by just one quantity. For $`\mathrm{Im}(\mathrm{\Omega }_{31}^2)=0`$, one has $`\stackrel{~}{m}_1=m_1`$, while the case $`\stackrel{~}{m}_1m_3`$ corresponds to a fine tuned situation in which $`|\mathrm{Im}(\mathrm{\Omega }_{31}^2)|=|\mathrm{Im}(\mathrm{\Omega }_{11}^2)|\mathrm{Re}(\mathrm{\Omega }_{11}^2)=1`$.

If the observed large mixing angles in the leptonic charged current originate from the neutrino mass matrix, which appears natural since their Majorana nature distinguishes neutrinos from quarks, the masses $`m_1`$ and $`\stackrel{~}{m}_1`$ are related to $`m_2`$ and $`m_3`$. The seesaw mechanism together with leptogenesis then also constrains the heavy Majorana neutrino masses.

Large mixing angles are naturally explained if neutrino masses are quasi-degenerate . One then has $`\stackrel{~}{m}_1m_1m_2m_3>0.1`$ eV. However, as shown in  and further strengthened in the following Section, quasi-degenerate neutrinos are strongly disfavored by thermal leptogenesis. A possible exception is the case where also the heavy Majorana neutrinos are partially degenerate. One then gets an enhancement of the $`CP`$ asymmetry which allows one to increase the neutrino masses and still have successful leptogenesis. Models with $`\mathrm{\Delta }M_{21}/M_1=(M_2M_1)/M_1<5\times 10^2`$ and $`\mathrm{\Delta }M_{21}/M_1=5\times 10^7`$ have been considered in refs.  and , respectively. Note, however, that in these examples the light neutrino masses are not quasi-degenerate. We shall pursue this case further in Section 4.3.

The neutrino mass pattern with inverted hierarchy has also received much attention in the literature. There is, however, the well known difficulty of this scenario to fit the large angle MSW solution . We also do not know any model with inverted hierarchy which incorporates successfully leptogenesis, and we shall therefore not pursue this case further.

We are then left with the case of neutrino masses with normal hierarchy. There are many neutrino mass models of this type with successful leptogenesis. The mass hierarchy is usually controlled by a parameter $`ϵ1`$. For the effective neutrino mass one can then have, for instance, $`\stackrel{~}{m}_1m_2`$ (cf. ). A simple and attractive form of the light neutrino mass matrix, which can account for all data, is given by ,

$$m_\nu \left(\begin{array}{ccc}ϵ^2& ϵ& ϵ\\ ϵ& 1& 1\\ ϵ& 1& 1\end{array}\right)\frac{v^2}{M_3},$$
(27)
where coefficients $`𝒪(1)`$ have been omitted. This form could follow from a U(1) family symmetry  or a relation between the hierarchies of Dirac and Majorana neutrino masses . In the second case one has $`m_1,m_2ϵm_3`$ and $`\stackrel{~}{m}_1m_3`$, which is compatible with leptogenesis. The structure of the mass matrix (27) as well as predictions for the coefficients $`𝒪(1)`$ can be obtained in seesaw models where the exchange of two heavy Majorana neutrinos dominates . In all these examples the range of the effective neutrino mass is $`m_1\stackrel{~}{m}_1m_3`$.

Thermal leptogenesis also leads to a lower bound on $`M_1`$, the smallest of the heavy neutrino masses . In the minimal scenario, where the heavy neutrinos are not degenerate, one obtains the lower bound $`M_1>4\times 10^8`$ GeV . It is reached for maximal $`CP`$ asymmetry ($`m_1=0`$), minimal washout ($`\stackrel{~}{m}_10`$), and assuming thermal initial $`N_1`$ abundance. The bound becomes more stringent for restricted patterns of mass matrices . It can be relaxed if the heavy neutrinos are partially degenerate .

## 4 Improved upper bounds on neutrino masses

### 4.1 Maximal asymmetry and CMB constraint

It is useful to recast the maximal $`CP`$ asymmetry (23) in the following way,

$$\epsilon _1^{\mathrm{max}}(M_1,\stackrel{~}{m}_1,\overline{m})=10^6\left(\frac{M_1}{10^{10}\mathrm{GeV}}\right)\frac{m_{\mathrm{atm}}}{m_0}\beta (\stackrel{~}{m}_1,\overline{m}),$$
(28)
where $`m_{\mathrm{atm}}=\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2+\mathrm{\Delta }m_{\mathrm{sol}}^2}`$, $`m_0=(16\pi /3)(v^2/10^{10}\mathrm{GeV})0.051\mathrm{eV}`$, and

$$\beta (\stackrel{~}{m}_1,\overline{m})=\frac{\left(m_3m_1\sqrt{1+\frac{m_{\mathrm{atm}}^2}{\stackrel{~}{m}_1^2}}\right)}{m_{\mathrm{atm}}}1.$$
(29)
The maximal value, $`\beta =1`$, is obtained for $`m_1=0`$. Note, that $`m_{\mathrm{atm}}=m_0`$ for the best fit values extracted from the KamLAND data , $`\mathrm{\Delta }m_{\mathrm{sol}}^2=6.9\times 10^5\mathrm{eV}^2`$, and the SuperKamiokande data , $`\mathrm{\Delta }m_{\mathrm{atm}}^2=2.5\times 10^3\mathrm{eV}^2`$.

We will calculate particle numbers and asymmetries normalized to the number of photons per comoving volume before the onset of leptogenesis at $`t_{}`$ . For zero initial $`BL`$ asymmetry, i.e. $`N_{BL}^\mathrm{i}=0`$, the final $`BL`$ asymmetry produced by leptogenesis is given by

$$N_{BL}^\mathrm{f}=\frac{3}{4}\epsilon _1\kappa _\mathrm{f},$$
(30)
where $`\kappa _\mathrm{f}`$ is the ‘efficiency factor’. In the minimal version of thermal leptogenesis one considers initial temperatures $`T_iM_1`$, where $`M_1`$ is the mass of the lightest heavy neutrino $`N_1`$. In this case $`\kappa _\mathrm{f}1`$, and the maximal value, $`\kappa _\mathrm{f}=1`$, is obtained for thermal initial $`N_1`$ abundance in the limit $`\stackrel{~}{m}_10`$. The heavy neutrinos $`N_1`$ then decay fully out of equilibrium at temperatures well below $`M_1`$, producing a $`BL`$ asymmetry which survives until today since all washout processes are frozen at temperatures $`TM_1`$.

In the case of general initial conditions and arbitrary values of $`\stackrel{~}{m}_1`$, the efficiency factor $`\kappa _\mathrm{f}`$ has to be calculated by solving the Boltzmann equations ,

$`{\displaystyle \frac{dN_{N_1}}{dz}}`$ $`=`$ $`(D+S)(N_{N_1}N_{N_1}^{\mathrm{eq}}),`$ (31)
$`{\displaystyle \frac{dN_{BL}}{dz}}`$ $`=`$ $`\epsilon _1D(N_{N_1}N_{N_1}^{\mathrm{eq}})WN_{BL},`$ (32)
where $`z=M_1/T`$. There are four classes of processes which contribute to the different terms in the equations: decays, inverse decays, $`\mathrm{\Delta }L=1`$ scatterings and processes mediated by heavy neutrinos. The first three all modify the $`N_1`$ abundance. Denoting by $`H`$ the Hubble parameter, $`D=\mathrm{\Gamma }_D/(Hz)`$ accounts for decays and inverse decays, while $`S=\mathrm{\Gamma }_S/(Hz)`$ represents the $`\mathrm{\Delta }L=1`$ scatterings. The decays are also the source term for the generation of the $`BL`$ asymmetry, the first term in Eq. (32), while all the other processes contribute to the total washout term $`W=\mathrm{\Gamma }_W/(Hz)`$ which competes with the decay source term.

We take into account only decays of $`N_1`$, neglecting the decays of the heavier neutrinos $`N_2`$ and $`N_3`$. These decays produce a $`BL`$ asymmetry at temperatures higher than $`M_1`$. As we shall see in Section 5, the washout processes at $`TM_1`$ very efficiently erase any previously generated asymmetry. Even in the case of very small mass differences the decays of $`N_2`$ and $`N_3`$ do not change significantly the bound on the light neutrino masses, which is our main interest. This will be discussed in Section 4.3.

The baryon to photon number ratio at recombination, $`\eta _B`$, is simply related to $`N_{BL}^\mathrm{f}`$ by $`\eta _B=(a/f)N_{BL}^\mathrm{f}`$, where $`a=28/79`$  is the fraction of $`BL`$ asymmetry which is converted into a baryon asymmetry by sphaleron processes, and $`f=N_\gamma ^{\mathrm{rec}}/N_\gamma ^{}=2387/86`$ accounts for the dilution of the asymmetry due to standard photon production from the onset of leptogenesis till recombination. $`\eta _B^{\mathrm{max}}`$, the final baryon asymmetry produced by leptogenesis with maximal $`CP`$ asymmetry, i.e. $`\epsilon _1=\epsilon _1^{\mathrm{max}}`$), is given by

$$\eta _B^{\mathrm{max}}0.96\times 10^2\epsilon _1^{\mathrm{max}}\kappa _\mathrm{f}.$$
(33)
This quantity has to be compared with measurements of the CMB experiments BOOMerANG  and DASI ,

$$\eta _B^{CMB}=(6.0_{0.8}^{+1.1})\times 10^{10}.$$
(34)
The CMB constraint then requires $`\eta _B^{\mathrm{max}}\eta _B^{CMB}`$, and we will adopt for $`\eta _B^{CMB}`$ the $`3\sigma `$ lower limit, $`(\eta _B^{CMB})_{\mathrm{low}}=3.6\times 10^{10}`$.

In  we showed that $`\eta _B^{\mathrm{max}}`$ depends just on the three parameters $`\stackrel{~}{m}_1,M_1`$ and $`\overline{m}`$. Thus, for a given value of $`\overline{m}`$, the CMB constraint determines an allowed region in the $`(\stackrel{~}{m}_1,M_1)`$-plane. It was also shown that there is an upper bound for $`\overline{m}`$ above which no allowed region exists. In , based on the bound (9) for the $`CP`$ asymmetry, $`\overline{m}<0.30\mathrm{eV}`$ was derived as upper bound on the neutrino mass scale. In the following we shall study the allowed regions in the $`(\stackrel{~}{m}_1,M_1)`$-plane for different parameters $`\overline{m}`$ using the improved bound on the $`CP`$ asymmetry (23) and in this way determine a new improved bound on $`\overline{m}`$.

### 4.2 Numerical results

The neutrino masses $`m_1`$ and $`m_3`$ depend in a different way on $`\overline{m}`$ in the cases of normal and inverted hierarchy, respectively. Hence, also the dependence of the function $`\beta `$ on $`\overline{m}`$ is different for these two mass patterns. This leads to different maximal baryon asymmetries $`\eta _B^{\mathrm{max}}`$, and therefore to different upper bounds on $`\overline{m}`$, in the two cases which we now study in turn.

For neutrino masses with normal hierarchy one has

$$m_3^{\mathrm{\hspace{0.17em}2}}m_2^{\mathrm{\hspace{0.17em}2}}=\mathrm{\Delta }m_{\mathrm{atm}}^2,m_2^{\mathrm{\hspace{0.17em}2}}m_1^{\mathrm{\hspace{0.17em}2}}=\mathrm{\Delta }m_{\mathrm{sol}}^2,$$
(35)
and the dependence on $`\overline{m}`$ is given by

$`m_3^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2+2\mathrm{\Delta }m_{\mathrm{atm}}^2+\mathrm{\Delta }m_{\mathrm{sol}}^2\right),`$ (36)
$`m_2^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2\mathrm{\Delta }m_{\mathrm{atm}}^2+\mathrm{\Delta }m_{\mathrm{sol}}^2\right),`$ (37)
$`m_1^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2\mathrm{\Delta }m_{\mathrm{atm}}^22\mathrm{\Delta }m_{\mathrm{sol}}^2\right).`$ (38)
These relations are plotted in Fig. 1. Note that there is a minimal value of $`\overline{m}`$, corresponding to $`m_1=0`$, which is given by $`\overline{m}_{\mathrm{min}}=\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2+2\mathrm{\Delta }m_{\mathrm{sol}}^2}0.051\mathrm{eV}`$.

Fig. 2 shows the lines of constant maximal baryon asymmetry $`\eta _B^{\mathrm{max}}=(\eta _B^{CMB})_{\mathrm{low}}`$ (thick lines) and $`\eta _B^{\mathrm{max}}=10^{10}`$ (thin lines) in the $`(\stackrel{~}{m}_1,M_1)`$-plane for different choices of $`\overline{m}`$ and assuming zero initial $`N_1`$ abundance. The allowed regions (the filled ones) correspond to the constraint $`\eta _B^{\mathrm{max}}(\eta _B^{CMB})_{\mathrm{low}}`$. The largest allowed region is obtained for $`\overline{m}=\overline{m}_{\mathrm{min}}`$, since in this case the $`CP`$ asymmetry is maximal, i.e. $`\beta =1`$ for any value of $`\stackrel{~}{m}_1`$, and the washout is minimal. Note that a different choice for the initial $`N_1`$ abundance would have affected the final baryon asymmetry only for $`\stackrel{~}{m}_1<m_{}`$. The case of an initial thermal abundance has been studied in . When $`\overline{m}`$ increases different effects combine to shrink the allowed region until it completely disappears at some value $`\overline{m}_{\mathrm{max}}`$.

We have determined this value with a numerical uncertainly of $`0.01\mathrm{eV}`$. From Fig. 2 one can see that there is a small allowed region for $`\overline{m}=0.19\mathrm{eV}`$, whereas we found no allowed region for $`\overline{m}=0.20\mathrm{eV}`$. Hence, the value of $`\overline{m}_{\mathrm{max}}`$ is somewhere in between and we can conclude that in the case of normal hierarchy,

$$\overline{m}<0.20\mathrm{eV}.$$
(39)
Using the relations (36)-(38), one can easily translate this bound into upper limits on the individual neutrino masses (cf. Fig. 1),

$$m_1,m_2<0.11\mathrm{eV},m_3<0.12\mathrm{eV}.$$
(40)
The case of an inverted hierarchy of neutrino masses corresponds to

$$m_3^2m_2^2=\mathrm{\Delta }m_{\mathrm{sol}}^2,m_2^2m_1^2=\mathrm{\Delta }m_{\mathrm{atm}}^2,$$
(41)
and the relations between the neutrino masses and $`\overline{m}`$ are

$`m_3^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2+\mathrm{\Delta }m_{\mathrm{atm}}^2+2\mathrm{\Delta }m_{\mathrm{sol}}^2\right),`$ (42)
$`m_2^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2+\mathrm{\Delta }m_{\mathrm{atm}}^2\mathrm{\Delta }m_{\mathrm{sol}}^2\right),`$ (43)
$`m_1^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^22\mathrm{\Delta }m_{\mathrm{atm}}^2\mathrm{\Delta }m_{\mathrm{sol}}^2\right).`$ (44)
We have plotted these relations in Fig. 3.

The minimal value of $`\overline{m}`$, corresponding to $`m_1=0`$, is now $`\overline{m}_{\mathrm{min}}=\sqrt{2\mathrm{\Delta }m_{\mathrm{atm}}^2+\mathrm{\Delta }m_{\mathrm{sol}}^2}0.072\mathrm{eV}`$.

The curves of constant $`\eta _B^{\mathrm{max}}`$ are shown in Fig. 4 for different values of $`\overline{m}`$. The largest allowed region is again obtained for $`\overline{m}=\overline{m}_{\mathrm{min}}`$. One can see that this time there is a tiny allowed region for $`\overline{m}=0.20\mathrm{eV}`$ and no allowed region for $`\overline{m}=0.21\mathrm{eV}`$. Therefore, in the case of inverted hierarchy the upper bound is slightly relaxed,

$$\overline{m}<0.21\mathrm{eV}.$$
(45)
Using the relations (42)-(44) one can again translate the bound on $`\overline{m}`$ into bounds on the individual neutrino masses,

$$m_1<0.11\mathrm{eV},m_2,m_3<0.12\mathrm{eV}.$$
(46)
Let us now discuss the different effects which combine to shrink the allowed region when the absolute neutrino mass scale $`\overline{m}`$ increases, thus yielding the upper bound. The first effect is that away from the hierarchical neutrino case, for $`\overline{m}>\overline{m}_{\mathrm{min}}`$ and $`m_1>0`$, the maximal $`CP`$ asymmetry reduces considerably. This can be seen in terms of the function $`\beta `$ (cf. (29)) which is conveniently expressed in the form

$$\beta =\beta _{\mathrm{max}}(\overline{m})f(\stackrel{~}{m}_1,\overline{m}).$$
(47)
The first factor, $`\beta _{\mathrm{max}}=(m_3m_1)/m_{\mathrm{atm}}=m_{\mathrm{atm}}/(m_3+m_1)`$, is the maximal value of $`\beta `$ for fixed $`\overline{m}`$; $`\beta _{\mathrm{max}}`$ decreases $`1/\overline{m}`$ for $`\overline{m}\overline{m}_{\mathrm{min}}`$ (cf. Fig. 5).

This implies that for increasing $`\overline{m}`$ there is an overall suppression of the maximal baryon asymmetry in the whole $`(\stackrel{~}{m}_1,M_1)`$-plane . In particular the lower limit on $`M_1`$ becomes more stringent.

The factor $`f(\stackrel{~}{m}_1,\overline{m})=1`$, for any value of $`\stackrel{~}{m}_1`$, if $`\overline{m}=\overline{m}_{\mathrm{min}}`$ ($`m_1=0`$). In the case $`\overline{m}>\overline{m}_{\mathrm{min}}`$ ($`m_1>0`$) it vanishes for $`\stackrel{~}{m}_1=m_1`$ and grows monotonically to $`1`$ with increasing $`\stackrel{~}{m}_1`$ (cf. Fig. 6).

Thus for $`m_1>0`$ the function $`f`$ gives a further suppression of the $`CP`$ asymmetry, in addition to the one from $`\beta _{\mathrm{max}}<1`$. This suppression is strong for $`\stackrel{~}{m}_1m_1`$ and disappears for $`\stackrel{~}{m}_1m_1`$. Hence the decrease of the maximal $`CP`$ asymmetry for $`\overline{m}>\overline{m}_{\mathrm{min}}`$ shrinks the allowed region most at small $`\stackrel{~}{m}_1m_1`$ and at small $`M_1`$. Note that the difference between the allowed regions for normal and inverted hierarchy is accounted for by the different values of $`\beta `$ for a given value of $`\overline{m}`$. In the case of inverted hierarchy $`\beta `$ is larger for any value of $`\stackrel{~}{m}_1`$ and $`\overline{m}\overline{m}_{\mathrm{min}}^{\mathrm{inv}}`$ (cf. Figs. 5,6). The effect is maximal for $`\overline{m}=\overline{m}_{\mathrm{min}}^{\mathrm{inv}}`$ where $`\beta ^{\mathrm{inv}}=1`$ while $`\beta ^{\mathrm{nor}}0.6`$. For larger values of $`\overline{m}\overline{m}_{\mathrm{min}}^{\mathrm{inv}}`$, and also $`\stackrel{~}{m}_1m_1^{\mathrm{nor}}`$, the ratio $`\beta ^{\mathrm{inv}}/\beta ^{\mathrm{nor}}`$ becomes very close to $`1`$. This situation is realized when $`\overline{m}`$ approaches its upper bound. This explains why the upper bound on $`\overline{m}`$ is only slightly relaxed in the case of inverted hierarchy.

The second effect, which shrinks the allowed region when $`\overline{m}`$ increases, is the enhancement of washout processes. In  we showed how the total washout rate can be written as the sum of two terms, $`(W\mathrm{\Delta }W)\stackrel{~}{m}_1`$ and $`\mathrm{\Delta }WM_1\overline{m}^2`$. The first term is responsible for the reduction of the allowed region at large $`\stackrel{~}{m}_1`$. The second term leads to the boundary at large $`M_1`$. The combined effect shrinks the allowed region with increasing $`\overline{m}`$ at large $`M_1`$ and at large $`\stackrel{~}{m}_1`$.

One can see how this second effect reduces the allowed region, independent of the maximal $`CP`$ asymmetry decrease, by comparing the two largest allowed regions for normal and inverted hierarchy; they correspond to the two different values of $`\overline{m}_{\mathrm{min}}`$ (cf. Fig. 2 and Fig. 4). Since $`\beta =1`$ in both cases, the entire difference is due to the different washout effects. They are larger in the case of inverted hierarchy because $`\overline{m}_{\mathrm{min}}`$ is about $`\sqrt{2}`$ higher than in the normal hierarchy case. One can see how, for a fixed value of $`\stackrel{~}{m}_1`$, the maximal value of $`M_1`$ is approximately halved in the inverted hierarchy case. Correspondingly, the maximal allowed value of $`\stackrel{~}{m}_1`$ is lower for inverted hierarchy than for normal hierarchy.

In summary, within the theoretical uncertainties, leptogenesis cannot distinguish between normal and inverted hierarchical neutrino mass patterns. However, our new analysis confirms and strengthens the results of  that quasi-degenerate neutrino masses are strongly disfavored by leptogenesis, by putting the stringent upper bound of 0.12 eV on all neutrino masses.

### 4.3 Stability of the bound

The numerical results can be very well reproduced analytically . This procedure is not only able to yield the correct value of $`\overline{m}_{\mathrm{max}}`$ but also reveals some general features which in the numerical analysis may appear accidental.

For $`\overline{m}=\overline{m}_{\mathrm{max}}`$, at the peak value of maximal asymmetry, such that $`\eta _B^{\mathrm{max}}=\eta _B^{CMB}`$, one has

$`\stackrel{~}{m}_1|_{\mathrm{max}}`$ $`=`$ $`\overline{m}_{\mathrm{max}}+𝒪\left({\displaystyle \frac{m_{\mathrm{atm}}^2}{\overline{m}_{\mathrm{max}}^2}}\right),`$ (48)
$`M_1|_{\mathrm{max}}`$ $``$ $`1.6\times 10^{13}\mathrm{GeV}\left({\displaystyle \frac{0.2\mathrm{eV}}{\overline{m}_{\mathrm{max}}}}\right)^2.`$ (49)
The value of $`\overline{m}_{\mathrm{max}}`$ is slightly different for normal and inverted hierarchy, respectively,

$`(\overline{m}_{\mathrm{max}}^{\mathrm{nor}})^2`$ $`=`$ $`(\overline{m}_{\mathrm{max}}^0)^2{\displaystyle \frac{1}{8}}m_{\mathrm{atm}}^2+𝒪(m_{\mathrm{atm}}^4/\overline{m}_{\mathrm{max}}^4),`$ (50)
$`(\overline{m}_{\mathrm{max}}^{\mathrm{inv}})^2`$ $`=`$ $`(\overline{m}_{\mathrm{max}}^0)^2+{\displaystyle \frac{7}{8}}m_{\mathrm{atm}}^2+𝒪(m_{\mathrm{atm}}^4/\overline{m}_{\mathrm{max}}^4),`$ (51)
where $`\overline{m}_{\mathrm{max}}^0`$ is the zero-th order approximation. This implies

$$(\overline{m}_{\mathrm{max}}^{\mathrm{inv}})^2(\overline{m}_{\mathrm{max}}^{\mathrm{nor}})^2=m_{\mathrm{atm}}^2+𝒪(m_{\mathrm{atm}}^4/\overline{m}_{\mathrm{max}}^4).$$
(52)
Besides gaining more insight into the numerical results, the analytic procedure also allows to find the dependence of the bound on the involved physical parameters and to study in this way its stability.

Consider first the dependence on the experimental quantities $`\eta _B^{CMB}`$, $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ and $`\mathrm{\Delta }m_{\mathrm{sol}}^2`$. Since $`\mathrm{\Delta }m_{\mathrm{sol}}^2\mathrm{\Delta }m_{\mathrm{atm}}^2`$, the dependence on $`\mathrm{\Delta }m_{\mathrm{sol}}^2`$ is so small that it can be neglected, yielding $`m_{\mathrm{atm}}\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}`$. The analytic procedure shows that $`\overline{m}_{\mathrm{max}}(m_{\mathrm{atm}}^2/\eta _B^{CMB})^{1/4}`$. From the numerical result, found for $`\eta _B^{CMB}=3.6\times 10^{10}`$ and $`m_{\mathrm{atm}}=m_00.051\mathrm{eV}`$, and one then obtains in general

$$\overline{m}_{\mathrm{max}}^00.175\mathrm{eV}\left(\frac{6\times 10^{10}}{\eta _B^{CMB}}\right)^{\frac{1}{4}}\left(\frac{m_{\mathrm{atm}}}{m_0}\right)^{\frac{1}{2}}.$$
(53)
Using Eq. (53) one immediately gets the central value of $`\overline{m}_{\mathrm{max}}`$. Note also that for $`\eta _B^{CMB}=10^{10}`$ and $`m_{\mathrm{atm}}=m_0`$, one has $`\overline{m}_{\mathrm{max}}^00.275\mathrm{eV}`$. This is confirmed by the numerical results. We still find iso-lines $`\eta _B^{CMB}=10^{10}`$ for $`\overline{m}=0.27\mathrm{eV}`$, whereas this is not the case anymore for $`\overline{m}=0.28\mathrm{eV}`$. From Eq. (53) one obtains as estimate for the relative error,

$$\delta \overline{m}_{\mathrm{max}}=\frac{1}{4}\left(\delta \eta _B^{CMB}+\delta m_{\mathrm{atm}}^2\right).$$
(54)
According to Eq. (34) the $`1\sigma `$ standard error on $`\eta _B^{CMB}`$ is about $`15\%`$ while $`\delta m_{\mathrm{atm}}^225\%`$ . We thus obtain $`\delta \overline{m}_{\mathrm{max}}10\%`$, which corresponds to the absolute error $`\mathrm{\Delta }\overline{m}_{\mathrm{max}}0.02\mathrm{eV}`$. In the coming years the errors on $`\eta _B^{CMB}`$ and $`m_{\mathrm{atm}}^2`$ will be greatly reduced by the satellite experiments MAP  and Planck , and by the long baseline experiments Minos  and CNGS , respectively, and consequently the error on $`\overline{m}_{\mathrm{max}}`$ will be considerably reduced.

Another important question concerns the enhancement of the maximal $`CP`$ asymmetry when $`\mathrm{\Delta }M_{21}=M_2M_1`$, where $`M_1`$ and $`M_2`$ are the masses of the heavy neutrinos $`N_1`$ and $`N_2`$, becomes comparable to or smaller than $`M_1`$ itself. As long as the mass splitting is larger than the decay widths, the enhancement is given by ,

$$\xi (x)=\frac{2}{3}x\left[(1+x)\mathrm{ln}\left(\frac{1+x}{x}\right)\frac{2x}{1x}\right],$$
(55)
where $`x=(M_2/M_1)^2`$. Note, that $`\xi `$ approaches 1 for $`x1`$. The value of $`\overline{m}_{\mathrm{max}}`$ increases like $`\xi ^{1/4}`$ , and it is therefore easy to see how the bound on $`\overline{m}`$ gets relaxed for small values of the mass difference $`\mathrm{\Delta }M_{21}`$.

In Fig. 7 we have plotted the enhancement $`\xi 1`$ and the central value of $`\overline{m}_{\mathrm{max}}`$, together with its $`1\sigma `$ limits, as function of $`\mathrm{\Delta }M_{21}/M_1`$.

For $`\mathrm{\Delta }M_{21}/M_11`$ the bounds (39),(45) are recovered. Only for values $`\mathrm{\Delta }M_{21}/M_10.1`$ the bound gets relaxed in an appreciable way. An increase of $`\overline{m}_{\mathrm{max}}`$ by a factor $`3`$, allowing quasi-degenerate neutrino masses of 0.4 eV, which could be detected with the KATRIN experiment , requires degeneracies $`\mathrm{\Delta }M_{21}/M_1,\mathrm{\Delta }M_{31}/M_110^3`$.

In the regime $`\mathrm{\Delta }M_{21}M_1`$ also decays of $`N_2`$ have to be taken into account. As we shall see in the next section, for larger mass splittings an asymmetry generated in $`N_2`$ decays would be washed out before $`TM_1`$, and it is then sufficient to consider only $`N_1`$ decays. However, even for $`\mathrm{\Delta }M_{21}/M_10.1`$, it is easy to see that the effect of such an additional asymmetry on the bound is small compared to the effect of the $`CP`$ asymmetry enhancement described above. The largest effect would be obtained for $`\epsilon _2^{\mathrm{max}}=\epsilon _1^{\mathrm{max}}`$ and $`\stackrel{~}{m}_2\stackrel{~}{m}_1`$, corresponding to a doubled heavy neutrino abundance without any washout enhancement. In this extreme case the bound is relaxed at most by a factor $`2^{1/4}1.2`$. Even for three degenerate neutrinos, with both $`\mathrm{\Delta }M_{21}/M_11`$ and $`\mathrm{\Delta }M_{31}/M_11`$, the effect could relax the bound not more than by a factor $`3^{1/4}1.3`$. Hence, the $`CP`$ enhancement represents the dominant effect and we can conclude that the bound on $`\overline{m}`$ can only be evaded in case of an extreme degeneracy among the heavy Majorana neutrinos.

A further important issue is the effect of supersymmetry on the bound. In this case the maximal $`CP`$ asymmetry is about twice as large which could relax the bound by a factor $`2^{1/4}1.2`$. However, washout processes are also considerably enhanced . This effect goes into the opposite direction and is actually stronger, so that one can expect a slightly more stringent bound on $`\overline{m}`$. A detailed calculation will be presented in .

We conclude that the leptogenesis upper bound on neutrino masses is very stable. The essential reason is that, at $`\overline{m}=\overline{m}_{\mathrm{max}}`$, the peak value $`\eta _B^{\mathrm{max}}1/\overline{m}_{\mathrm{max}}^4`$. Hence, any variation of the final asymmetry results into change of $`\overline{m}_{\mathrm{max}}`$ which is almost one order of magnitude smaller. The same argument applies also to the theoretical uncertainties. Although the various corrections to the Boltzmann equations still remain to be calculated, we do not expect a relaxation of $`\overline{m}_{\mathrm{max}}`$ by more than $`20\%`$. In fact, we expect that the corrections will go in the direction of lowering the prediction on the final asymmetry, which will make the bound on $`\overline{m}`$ more stringent.

For particular patterns of neutrino mass matrices stronger bounds on the light neutrino masses can be obtained. For instance, one can study how the upper bound changes if $`M_1`$ is required to be smaller than some cut-off value $`M_1^{}`$. For $`M_1^{}>M_1|_{\mathrm{max}}10^{13}\mathrm{GeV}`$ (cf. (49)) the bound does not change. For smaller values of $`M_1`$ the bound becomes more stringent. For example, from Figs. 2 and 4 one can see that the cut-off $`M_1<5\times 10^{12}\mathrm{GeV}`$ leads to the bound $`\overline{m}<0.15\mathrm{eV}`$, which corresponds to $`m_1<0.08\mathrm{eV}`$. For a restricted mass pattern, and neglecting $`\mathrm{\Delta }WM_1\overline{m}^2`$ washout terms, less stringent bounds have been found in  for the same cut-off value of $`M_1`$.

## 5 Dependence on initial conditions

A very important question for leptogenesis, and baryogenesis in general, is the dependence on initial conditions. This includes the dependence on the initial abundance of heavy Majorana neutrinos, which has been studied in detail in , and also the effect of an initial asymmetry which may have been generated by some other mechanism. In the following we shall study the efficiency of the washout of a large initial asymmetry by heavy Majorana neutrinos.

For simplicity, we neglect the small asymmetry generated through the $`CP`$ violating interactions of the heavy neutrinos, i.e. we set $`\epsilon _1=0`$. The kinetic equation (32) for the asymmetry then becomes

$$\frac{dN_{BL}}{dz}=WN_{BL},$$
(56)
where $`N_{BL}`$ is the number of lepton doublets per comoving volume. The final $`BL`$ asymmetry is then given by

$$N_{BL}^\mathrm{f}=\omega (z_\mathrm{i})N_{BL}^\mathrm{i},$$
(57)
with the washout factor

$$\omega (z_\mathrm{i})=e^{_{z_\mathrm{i}}^{\mathrm{}}𝑑zW(z)}.$$
(58)
In Eq. (56) $`W(z)=\mathrm{\Gamma }_W(z)/H(z)z`$ is the rescaled washout rate, where $`H(z)`$ is the temperature-dependent Hubble parameter. $`\mathrm{\Gamma }_W`$ receives contributions from inverse decays ($`\mathrm{\Gamma }_{ID}`$), $`\mathrm{\Delta }L=1`$ processes ($`\mathrm{\Gamma }_{\varphi ,t}`$, $`\mathrm{\Gamma }_{\varphi ,s}`$) and $`\mathrm{\Delta }L=2`$ processes ($`\mathrm{\Gamma }_N`$, $`\mathrm{\Gamma }_{N,t}`$) (cf. ),

$$\mathrm{\Gamma }_W=\frac{1}{2}\mathrm{\Gamma }_{ID}+2\left(\mathrm{\Gamma }_N^{(l)}+\mathrm{\Gamma }_{N,t}^{(l)}\right)+2\mathrm{\Gamma }_{\varphi ,t}^{(l)}+\frac{n_{N_1}}{n_{N_1}^{\mathrm{eq}}}\mathrm{\Gamma }_{\varphi ,s}^{(l)}.$$
(59)
The inverse decay rate is given by

$$\mathrm{\Gamma }_{ID}=\frac{n_{N_1}^{\mathrm{eq}}}{n_l^{\mathrm{eq}}}\mathrm{\Gamma }_D,\mathrm{\Gamma }_D=\frac{1}{8\pi }\left(h^{}h\right)_{11}M_1\frac{K_1(z)}{K_2(z)},$$
(60)
where $`n_{N_1}^{\mathrm{eq}}`$ and $`n_l^{\mathrm{eq}}`$ are the equilibrium number densities of heavy neutrinos and lepton doublets, respectively, and $`K_{1,2}(z)`$ are modified Bessel functions of the third kind. The quantities $`\mathrm{\Gamma }_i^{(X)}`$ are thermally averaged reaction rates per particle $`X`$. They are related by $`\mathrm{\Gamma }_i^{(X)}=\gamma _i/n_X^{\mathrm{eq}}`$ to the reaction densities $`\gamma _i`$ . Our calculations are based on the reduced cross sections given in ref. .

It is very instructive to consider analytical approximations to the various washout contributions. Both, the inverse decay rate and the resonance part of $`\mathrm{\Gamma }_N^{(l)}`$ (cf. ) are proportional to $`K_1(z)`$,

$$\mathrm{\Gamma }_W^{(1)}=\frac{1}{2}\mathrm{\Gamma }_{ID}+2\mathrm{\Gamma }_{N,res}^{(l)}=\frac{1}{16\pi \zeta (3)}\left(h^{}h\right)_{11}M_1z^2K_1(z).$$
(61)
The integral in Eq. (56) can be analytically performed. The corresponding washout factor can be written in the form

$`\omega ^{(1)}(z_\mathrm{i})=\mathrm{exp}\left\{{\displaystyle \frac{1}{2\zeta (3)}}{\displaystyle \frac{\stackrel{~}{m}_1}{m_{}}}\left({\displaystyle \frac{3\pi }{2}}+z_i^3K_2(z_i){\displaystyle \frac{3\pi }{2}}z_i\left(K_2(z_i)L_1(z_i)+L_2(z_i)K_1(z_i)\right)\right)\right\},`$ (62)
where $`m_{}`$ is the equilibrium mass (2), and $`L_{1,2}(z)`$ are modified Struve functions . Rather accurate approximations are, for small and large values of $`z_\mathrm{i}`$ respectively,

$$\omega ^{(1)}(z_\mathrm{i})=\{\begin{array}{cc}\mathrm{exp}\left\{\frac{1}{2\zeta (3)}\frac{\stackrel{~}{m}_1}{m_{}}\left(\frac{3\pi }{2}\frac{1}{3}z_i^3+𝒪(z_i^5)\right)\right\},z_\mathrm{i}<1\hfill & \\ \mathrm{exp}\left\{\frac{1}{2\zeta (3)}\frac{\stackrel{~}{m}_1}{m_{}}\sqrt{\frac{\pi }{2z_i}}e^{z_i}\left(z_i^3+\frac{23}{8}z_i^2+\frac{537}{128}z_i+\frac{2253}{1024}+𝒪(\frac{1}{z_i})\right)\right\},z_i>1.\hfill & \end{array}$$
(63)
The non-resonant contribution of $`N_1`$ exchange to the washout is proportional to $`\overline{m}^2`$,

$`\mathrm{\Gamma }_W^{(2)}`$ $`=`$ $`2\left(\mathrm{\Gamma }_{N,nonres}^{(l)}+\mathrm{\Gamma }_{N,t}^{(l)}\right)`$ (64)
$`=`$ $`{\displaystyle \frac{1}{\pi ^3\zeta (3)}}{\displaystyle \frac{M_1^3\overline{m}^2}{v^4}}{\displaystyle \frac{1}{z^3}},`$
which yields the washout factor

$$\omega ^{(2)}(z_\mathrm{i})=\mathrm{exp}\left\{\frac{8}{\pi ^2\zeta (3)}\frac{M_1\overline{m}^2}{m_{}v^2}\frac{1}{z_i}\right\}.$$
(65)
Finally, we have to consider $`N_1`$-top scatterings. The rate is dominated by t-channel Higgs exchange if the infrared divergence is cut off by a Higgs mass $`m_\varphi 1`$ TeV $`T`$. In terms of the reduced cross section one has (cf. ),

$$\mathrm{\Gamma }_{\varphi ,t}^{(l)}=\frac{M_1z^2}{96\pi ^2\zeta (3)}_1^{\mathrm{}}𝑑x\sqrt{x}\widehat{\sigma }_{\varphi ,t}(x)K_1(z\sqrt{x}).$$
(66)
For small and large values of $`z_\mathrm{i}`$, respectively, analytic expressions are given by

$$\omega ^{(3)}(z_\mathrm{i})=\{\begin{array}{cc}\mathrm{exp}\left\{\frac{\alpha _u}{2\zeta (3)}\frac{\stackrel{~}{m}_1}{m_{}}\left(\mathrm{ln}(4a_\varphi )1\right)\right\},z_\mathrm{i}<1\hfill & \\ \mathrm{exp}\left\{\frac{\alpha _u}{2\zeta (3)}\frac{\stackrel{~}{m}_1}{m_{}}\sqrt{\frac{2z_i}{\pi }}e^{z_i}\left(\mathrm{ln}\left(\frac{a_\varphi }{z_i^2}\right)\left(\frac{11}{8}+z_i\right)+\frac{5}{8}z_i\right)\right\},z_i>1,\hfill & \end{array}$$
(67)
where $`\alpha _u=g_t^2/(4\pi )`$ and $`a_\varphi =M_1^2/m_\varphi ^2`$.

The total washout factor

$$\omega (z_\mathrm{i})=\frac{N_{BL}^\mathrm{f}}{N_{BL}^\mathrm{i}}=\omega ^{(1)}(z_\mathrm{i})\omega ^{(2)}(z_\mathrm{i})\omega ^{(3)}(z_\mathrm{i})$$
(68)
depends exponentially on the parameters $`\stackrel{~}{m}_1`$ ($`\omega ^{(1)}`$,$`\omega ^{(3)}`$) and $`M_1\overline{m}^2`$ ($`\omega ^{(2)}`$). For not too large $`M_1`$ and not too small $`z_\mathrm{i}`$ (cf. Figs. (8)-(10)), $`\omega ^{(2)}1`$ whereas $`\omega ^{(1)}`$ reaches a plateau for $`z_\mathrm{i}1`$ at

$$\omega ^{(1)}(z_\mathrm{i})\mathrm{exp}\left(\frac{3\pi }{4\zeta (3)}\frac{\stackrel{~}{m}_1}{m_{}}\right).$$
(69)
At smaller values of $`z_\mathrm{i}`$, and correspondingly higher temperatures $`T_\mathrm{i}`$, eventually $`\omega ^{(2)}`$ decreases rapidly. When $`T_\mathrm{i}`$ reaches $`M_2`$, the mass of $`N_2`$, a new plateau will be reached. The larger $`M_1`$, the larger the value of $`z_\mathrm{i}`$ where the decrease of $`\omega ^{(2)}`$ sets in. This behaviour is clearly visible in Figs. (8)-(10). At very large $`M_1`$, the decrease of $`\omega ^{(2)}`$ is effective already at large values of $`z_\mathrm{i}`$ (cf. Fig. (11)).

The factor $`\omega ^{(3)}`$ is very sensitive to the value of $`a_\varphi `$, i.e. the choice of the infrared cutoff $`m_\varphi `$. For $`m_\varphi =1`$ TeV, $`\omega ^{(3)}`$ significantly improves the washout of $`\omega ^{(1)}\omega ^{(2)}`$, but it does not change the qualitative picture. This is illustrated by Fig. (12) where the cases with and without $`N_1`$-top scatterings are compared. On the other hand, for $`m_\varphi M_1`$, $`\omega ^{(3)}`$ is always negligible compared to $`\omega ^{(1)}`$. The issue of the correct choice of the infrared cutoff is theoretically not yet settled. There is a corresponding, though less important uncertainty in the generation of the baryon asymmetry for small values of $`\stackrel{~}{m}_1`$ . The washout factors $`\omega ^{(1)}\omega ^{(2)}`$ shown in Figs. (8)-(11) can be regarded as conservative upper bounds on the full washout factors $`\omega =\omega ^{(1)}\omega ^{(2)}\omega ^{(3)}`$.

It is remarkable that the washout of an initial asymmetry at $`z_\mathrm{i}1`$, i.e. $`T_\mathrm{i}M_1`$, becomes very efficient for $`\stackrel{~}{m}_1m_{}10^3`$ eV. Since the efficiency increases exponentially with increasing $`\stackrel{~}{m}_1`$, already at $`\stackrel{~}{m}_1=5\times 10^3`$ eV one has $`\omega (z_\mathrm{i}=1)<10^4`$. Hence, for neutrino masses of order or larger than $`\sqrt{\mathrm{\Delta }m_{\mathrm{sol}}^2}`$, $`\mathrm{\Delta }L=1`$ processes are very likely to erase any previously generated baryon asymmetry to a level below the asymmetry produced by leptogenesis. As shown in , for these values of $`\stackrel{~}{m}_1`$ the final asymmetry is also independent of the initial $`N_1`$ abundance. Hence, a complete independence of initial conditions is achieved.

## 6 Summary

We have extended our previous work on the minimal version of thermal leptogenesis where interactions of $`N_1`$, the lightest of the heavy Majorana neutrinos, are the dominant source of the baryon asymmetry. Based on the seesaw mechanism, we have derived an improved upper bound on the $`CP`$ asymmetry $`\epsilon _1`$, which depends on $`M_1`$, the mass of $`N_1`$, the light neutrino masses $`m_1`$ and $`m_3`$, and the effective neutrino mass $`\stackrel{~}{m}_1`$. Given the two mass splittings $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ and $`\mathrm{\Delta }m_{\mathrm{sol}}^2`$, the neutrino masses $`m_1`$ and $`m_3`$ can depend on the absolute neutrino mass scale $`\overline{m}`$ in two ways, corresponding to normal and inverted mass hierarchy, respectively.

From the numerical solution of the Boltzmann equations we have obtained an upper bound on all light neutrino masses of 0.12 eV, which holds for normal as well as inverted neutrino mass hierarchy. This is about a factor of two below the recent upper bound of $`0.23`$ eV obtained by MAP . The leptogenesis bound is remarkably stable with respect to changes of $`\eta _B^{CMB}`$, $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$, the effect of supersymmetry, and theoretical uncertainties of $`\eta _B^{\mathrm{max}}`$. Quasi-degenerate neutrinos are only allowed if the $`CP`$ asymmetry is strongly enhanced by a degeneracy of the heavy Majorana neutrinos. For instance, in order to relax the upper bound to 0.4 eV, degeneracies $`\mathrm{\Delta }M_{21}/M_1,\mathrm{\Delta }M_{31}/M_110^3`$ are required.

We have also studied the washout of a large, pre-existing $`BL`$ asymmetry. It is very interesting that a washout by several orders of magnitude takes place at temperatures $`T`$ close to $`M_1`$, if the effective neutrino mass $`\stackrel{~}{m}_1`$ is larger than the equilibrium mass $`m_{}10^3`$ eV. All memory of the initial conditions is then erased.

We conclude that for neutrino masses in the range from $`10^3`$ eV to 0.1 eV leptogenesis naturally explains the observed baryon asymmetry, independent of possible other pre-existing asymmetries. It is very remarkable that the data on solar and atmospheric neutrinos indicate neutrino masses precisely in this range.

Acknowledgments
P.D.B. was supported by the EU Fifth Framework network “Supersymmetry and the Early Universe” (HPRN-CT-2000-00152).


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# Subspace preserving completely positive maps

## 1 Introduction

Completely positive maps (CPMs) and trace preserving completely positive maps  have important use as models of operations on quantum systems. In this article a special type of CPMs, the *subspace preserving* CPMs, are defined and investigated. To some extent the material presented here should be regarded as a toolbox, to be used in future investigations, like in  where *subspace local* trace preserving CPMs are introduced, and in  where the concept of *gluings* of CPMs is developed. Nevertheless, trace preserving SP CPMs do have a simple conceptual interpretation.

Imagine some kind of box with impenetrable walls. It is assumed that if a particle is put into such a box, it stays there; it neither ‘leaks out’ from the box, nor is it annihilated. Suppose we have two such boxes and one *single* particle. This particle can be put in an arbitrary state in this box-pair. It may be localized in one of the boxes, in a superposition, or any mixture of localized or delocalized states. The question is: given the restriction that the boxes are impenetrable to the particle, what kind of operations can we, in principle, perform on the state of this particle? Put differently, if the only restriction on the evolution is that there should be no transfer of the particle between the boxes, what kind of evolution is allowed, else allowing any type of interaction with environment or between the boxes? We search for the family of trace preserving CPMs which obey the restriction of no ‘particle transfer’ between the two boxes.

The Hilbert space of the two-box system can be decomposed into an orthogonal sum of two subspaces. One of these subspaces represents the set of pure states localized in one of the boxes, the other subspace represents the pure states localized in the other box. If $`P_1`$ is the projector onto the subspace of localized pure states of box $`1`$, and if $`\mathrm{\Phi }`$ is the trace preserving CPM of the two-box system, then the condition that the particle stays in box $`1`$ when put there, can be formulated as $`\mathrm{Tr}(P_1\mathrm{\Phi }(\rho ))=\mathrm{Tr}(P_1\rho )`$, where $`\rho `$ denotes the initial density operator. This can be interpreted as conservation of probability; it is the same probability to find the particle in box $`1`$, after the operation has been performed, as it was before. This definition, or rather a wider definition which includes more general types of situations, is used to derive some equivalent characterizations of these types of CPMs and also to derive an explicit expression for all such CPMs. In the above example, the SP channels can be characterized as those which preserve certain 2-valued observables, which is related to .

The proofs presented here are all made under the limiting assumption that all involved Hilbert spaces are finite-dimensional. This assumption is made primarily to avoid mathematical technicalities. Much of the material is likely to have analogies in case of separable  Hilbert spaces, with some technical modifications. This is not treated here however.

The structure of this article is the following. In section 2 the concept of subspace preserving CPMs is introduced and some equivalent characterizations of this class of CPMs are proved. In section 3 a special type of matrix representation of CPMs is described. In section 4 the matrix representation of the previous section is applied to SP CPMs. Expressions which makes it possible generate all SP CPMs, are deduced. In section 5 we turn to the special case of SP CPMs with identical source and target spaces, and moreover identical decompositions of the source and target spaces, to show a unitary representation for these CPMs. In section 6 a summary is presented.

## 2 Subspace preserving CPMs

We begin by establish some notation, terminology, and basic concepts used throughout this article. $``$ denotes a finite-dimensional complex Hilbert space. $``$ with various subscripts denotes the same. The set of linear operators on $``$ is denoted $`()`$. Moreover, $`(_S,_T)`$ denotes the set of linear operators from $`_S`$ to $`_T`$. For two Hermitian operators $`A,B()`$ we let $`BA`$ denote $`\psi |BA|\psi 0`$ for all $`|\psi `$.

Given a linear map $`\varphi :(_S)(_T)`$, we say that $`_S`$ is the *source-space* of $`\varphi `$ and that $`_T`$ is the *target space* of $`\varphi `$ (or just *source* and *target* for short). The source and target space should not be confused with the domain and the range of $`\varphi `$. The domain of $`\varphi `$ is $`(_S)`$ and the range is a subspace of $`(_T)`$. In this investigation we are concerned with special linear maps $`\varphi `$, the *completely positive maps* (CPM) . It has been shown  that if the source and target space of a linear map $`\varphi `$ are separable, then $`\varphi `$ is a CPM if and only if there exists a sequence (finite or countable) of operators $`\{V_k\}_k(_S,_T)`$, such that $`\varphi (Q)=_kV_kQV_k^{}`$ for all $`Q(_S)`$ and fulfilling the condition $`_kV_k^{}V_ka\widehat{1}`$, where $`0a<+\mathrm{}`$. We say that $`\{V_k\}_k`$ is a *Kraus representation* of $`\varphi `$. The Kraus representation $`\{V_k\}_k`$ potentially contains an infinite number of elements (also in the finite-dimensional case) so that we strictly speaking have to define what type of convergence we are considering in the sum $`_kV_kQV_k^{}`$. However, since the involved spaces are assumed to be finite-dimensional, this is not such an involved question. Moreover, if the target and sources are finite dimensional, it is always possible to find finite Kraus representations (as will be seen).

A CPM is called *trace preserving* if $`\mathrm{Tr}(\mathrm{\Phi }(Q))=\mathrm{Tr}(Q)`$ for every trace class operator $`Q`$. Since the present analysis is restricted to finite-dimensional Hilbert spaces, the set of trace class operators coincide with the set of linear operators. To emphasize that a CPM is trace preserving, we denote it with a Greek capital letter, while Greek small letters denote general CPMs. The word ‘channel’ is here used as synonymous with trace preserving CPM.

In the following, when discussing CPMs, $`_S`$ denotes the source space and $`_T`$ the target space of the CPM in question, unless otherwise stated. These spaces are assumed to be finite-dimensional. Moreover, the source and target spaces are decomposed into orthogonal sums of subspaces as:

$$_S=_{s1}_{s2},_T=_{t1}_{t2},$$
(1)
where $`_{s1}`$, $`_{s2}`$, $`_{t1}`$, and $`_{t2}`$ are assumed to be at least one-dimensional. Furthermore $`P_{s1}`$ denotes the projection operator onto $`_{s1}`$, $`P_{s2}`$ the projection operator onto $`_{s2}`$, and similarly for $`P_{t1}`$ and $`P_{t2}`$.

Now we are in position to define subspace preserving CPMs. The word ‘preserving’ refers to preservation of probability weight on selected subspaces. Strictly speaking this terminology is a misnomer for CPMs which are not trace preserving.

###### Definition 1

Let $`\varphi `$ be a CPM with source space $`_S`$ and target space $`_T`$. If $`\varphi `$ fulfills both the conditions

$$\mathrm{Tr}(P_{t1}\varphi (|\psi \psi |))=0,|\psi _{s2},\mathrm{Tr}(P_{t2}\varphi (|\psi \psi |))=0,|\psi _{s1},$$
(2)
then $`\varphi `$ is *subspace preserving* (SP) from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$.

In proposition 4 it is shown that in case of trace preserving CPMs, this definition is equivalent to a characterization in line with the discussion in the introduction.

In this definition “$`|\psi \psi |`$” and “$`|\psi _{sj}`$” can be replaced with “$`Q`$” and “$`Q(_{sj})`$”, or with “$`\rho `$” and “for all density operators $`\rho `$ on $`_{sj}`$”. This because of linearity of $`\varphi `$ and the fact that any element $`Q`$ in $`(_{sj})`$ can be written as a (complex) linear combination of four density operators on $`_{sj}`$, which in turn can be written as a sum of outer products of elements in $`_{sj}`$.

###### Lemma 1

Let $`\varphi `$ be a CPM. If $`\mathrm{Tr}(P_{ti}\varphi (|\psi \psi |))=0`$ for all $`|\psi _{sj}`$ and if $`\{V_k\}_k`$ is any Kraus representation of $`\varphi `$, then $`P_{ti}V_kP_{sj}=0,k`$.

proof. Let $`|\psi _{sj}`$ be arbitrary. Let $`|\chi _{ti}`$ be an arbitrary normalized vector. By $`|\chi \chi |P_{ti}`$ and by the positivity of $`\varphi (|\psi \psi |)`$ follows

$$0\chi |\varphi (|\psi \psi |)|\chi \mathrm{Tr}(P_{ti}\varphi (|\psi \psi |))=0.$$
(3)
Let $`\{V_k\}_k`$ be an arbitrary Kraus representation of $`\varphi `$. From (3) one obtains $`_k|\chi |V_k|\psi |^2=0`$, from which it follows that $`\chi |V_k|\psi =0,k`$. Since this is true for arbitrary $`|\psi _{sj}`$ and arbitrary normalized $`|\chi _{ti}`$ it follows that $`P_{ti}V_kP_{sj}=0`$. □

###### Proposition 1

Let $`\varphi `$ be a CPM. If $`\varphi `$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$ then for every Kraus representation $`\{V_k\}_k`$ of $`\varphi `$, there exists operators $`V_{1,k}`$ and $`V_{2,k}`$, such that

$$V_k=V_{1,k}+V_{2,k},P_{t1}V_{1,k}P_{s1}=V_{1,k},P_{t2}V_{2,k}P_{s2}=V_{2,k},k.$$
(4)
Conversely if $`\varphi `$ has a Kraus representation on the form (4), then $`\varphi `$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$.

proof. Let $`\{V_k\}_k`$ be any Kraus representation of $`\varphi `$. If $`\varphi `$ is assumed to be SP $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$, then by combining lemma 1 with the two conditions (2) it is found that $`P_{t2}V_kP_{s1}=0`$ and $`P_{t1}V_kP_{s2}=0`$. Define $`V_{1,k}`$ and $`V_{2,k}`$ by $`V_{1,k}=P_{t1}V_kP_{s1}`$ and $`V_{2,k}=P_{t2}V_kP_{s2}`$. These fulfill the conditions stated in the proposition.

The second statement follows since $`\varphi `$, written on Kraus representation with $`\{V_{1,k}+V_{2,k}\}_k`$, fulfills the conditions (2). □

An *arbitrary* CPM $`\varphi `$ with source $`_S`$ and target $`_T`$, can be written

$$\varphi (Q)=\underset{i=1,2}{}\underset{j=1,2}{}\underset{k=1,2}{}\underset{l=1,2}{}P_{ti}\varphi (P_{sk}QP_{sl})P_{tj},Q(_S).$$
(5)
This should be compared with the fourth statement of the following proposition, which gives an analogous expression in case $`\varphi `$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$.

###### Proposition 2

Let $`\varphi `$ be a CPM with source $`_S`$ and target $`_T`$. The following are equivalent

1. $`\varphi `$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$.
2. $`P_{ti}\varphi (Q)P_{tj}=\varphi (P_{si}QP_{sj})i=1,2j=1,2,Q(_S)`$.
3. $`P_{ti}\varphi (P_{sk}QP_{sl})P_{tj}=\delta _{ik}\delta _{lj}P_{ti}\varphi (P_{si}QP_{sj})P_{tj}i,j,k,l=1,2,Q(_S)`$.
4. $`\varphi (Q)=_{i=1,2}_{j=1,2}P_{ti}\varphi (P_{si}QP_{sj})P_{tj},Q(_S)`$.

proof. (1) $``$ (2): From the existence of a Kraus representation $`\{V_{1,k}+V_{2,k}\}_k`$ given by proposition 1, follows (2) , since $`P_{ti}\varphi (Q)P_{tj}=_kV_{i,k}QV_{j,k}^{}=\varphi (P_{si}QP_{sj})`$.

(2) $``$ (3): By (2) follows $`P_{ti}\varphi (P_{sk}QP_{sl})P_{tj}=\varphi (P_{si}P_{sk}QP_{sl}P_{sj})`$, from which (3) follows.

(3) $``$ (4): By inserting the condition (3) into equation (5), (4) follows.

(4) $``$ (1): Assuming $`\varphi `$ fulfills the condition of (4) then $`\varphi `$ fulfills conditions (2) and hence, $`\varphi `$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$. □

###### Proposition 3

If a CPM $`\varphi _a`$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$ and if a CPM $`\varphi _b`$ is SP from $`(_{t1},_{t2})`$ to $`(_{r1},_{r2})`$ then $`\varphi _b\varphi _a`$ is SP from $`(_{s1},_{s2})`$ to $`(_{r1},_{r2})`$.

The spaces $`_{r1}`$ and $`_{r2}`$ are assumed to be finite-dimensional, at least one-dimensional and being orthogonal complements of each other.

proof. Using proposition 2 follows

$$P_{ri}\varphi _b\varphi _a(Q)P_{rj}=\varphi _b(P_{ti}\varphi _a(Q)P_{tj})=\varphi _b(\varphi _a(P_{si}QP_{sj})),Q(_S).$$
(6)
Hence, by proposition 2, $`\varphi _b\varphi _a`$ is SP. □

###### Proposition 4

Let $`\mathrm{\Phi }`$ be a trace preserving CPM. The following are equivalent

1. $`\mathrm{\Phi }`$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$.
2. $`\mathrm{Tr}(P_{t1}\varphi (Q))=\mathrm{Tr}(P_{s1}Q),Q(_S)`$.
3. $`\mathrm{Tr}(P_{t2}\varphi (Q))=\mathrm{Tr}(P_{s2}Q),Q(_S)`$.

proof. (2) $``$ (3): Using the fact that $`P_{s1}+P_{s2}=\widehat{1}_S`$ and similarly for the target space, one can write

$$\mathrm{Tr}(\mathrm{\Phi }(Q))\mathrm{Tr}(Q)=\mathrm{Tr}(P_{t1}\mathrm{\Phi }(Q))\mathrm{Tr}(P_{s1}Q)+\mathrm{Tr}(P_{t2}\mathrm{\Phi }(Q))\mathrm{Tr}(P_{s2}Q).$$

Since $`\mathrm{\Phi }`$ is trace preserving, it follows that $`\mathrm{Tr}(P_{t1}\mathrm{\Phi }(Q))\mathrm{Tr}(P_{s1}Q)=\mathrm{Tr}(P_{t2}\mathrm{\Phi }(Q))+\mathrm{Tr}(P_{s2}Q)`$, from which the equivalence of (2) and (3) is obtained.

(2) $``$ (1): With $`Q=|\psi \psi |`$, $`|\psi _{s2}`$ into (2), the first of the conditions (2) is seen to hold. We know (2) $``$ (3). Hence, with $`|\psi _{s1}`$ into (3), the second of the conditions (2) is seen to hold. Hence, $`\mathrm{\Phi }`$ is SP.

(1) $``$ (2): From proposition 2 it follows that $`P_{t1}\mathrm{\Phi }(Q)P_{t1}=\mathrm{\Phi }(P_{s1}QP_{s1})`$. Hence, $`\mathrm{Tr}(P_{t1}\mathrm{\Phi }(Q))=\mathrm{Tr}(P_{t1}\mathrm{\Phi }(Q)P_{t1})=\mathrm{Tr}(\mathrm{\Phi }(P_{s1}QP_{s1}))=\mathrm{Tr}(P_{s1}Q)`$, where the last equality follows from $`\mathrm{\Phi }`$ being trace preserving. □

## 3 Matrix representation of CPMs

In this section some material is presented which will be useful in the analysis of SP and SL CPMs, as well as for the gluing concept. We here discuss a type of matrix representation of CPMs, where CPMs are represented by positive semi-definite matrices. One can construct many different types of matrix representations, and the choice is a matter of convenience, depending on the application. The type used here has appeared before in the literature (for examples see ). Another form can be found in . In order to establish the properties of the representation used here, we state and prove the following proposition.

###### Proposition 5

Let $`\{V_m\}_{m=1}^M(_S,_T)`$ with $`M=dim(_S)dim(_T)`$ be a basis of $`(_S,_T)`$. Let the elements of the set $`\{\varphi _{m,m^{}}\}_{m,m^{}=1}^M`$ be defined as

$$\varphi _{mm^{}}(Q)=V_mQV_m^{}^{},Q(_S).$$
(7)
The set $`\{\varphi _{mm^{}}\}_{m,m^{}=1}^M`$ forms a basis of $`((_S),(_T))`$ and hence the equation

$$\varphi (Q)=\underset{m,m^{}=1}{\overset{M}{}}F_{m,m^{}}V_mQV_m^{}^{},Q(_S),$$
(8)
defines a linear bijection between the set of complex $`M\times M`$ matrices $`F=[F_{m,m^{}}]_{m,m^{}}`$ and $`((_S),(_T))`$.

Moreover, equation (8) defines a bijection between the set of all positive semi-definite matrices $`F`$ and the set of all CPMs with source space $`_S`$ and target space $`_T`$.

In this type of representation we regard $`\varphi `$ as a vector in $`((_S),(_T))`$, and represent it via a basis in this space. This basis we construct using an arbitrary basis of $`(_S,_T)`$. This representation may be compared with more ‘classical’ matrix representations of linear maps. In such a representation we would use a basis of $`(_S)`$ and a basis of $`(_T)`$ to represent linear maps from $`(_S)`$ to $`(_T)`$ as matrices.

proof. Most of the proposition follows immediately if it can be shown that $`\{\varphi _{mm^{}}\}_{mm^{}}`$ is a basis of $`((_S),(_T))`$. Clearly each $`\varphi _{mm^{}}`$ belongs to this set. The set $`\{\varphi _{mm^{}}\}_{mm^{}}`$ contains $`M^2`$ elements, hence it suffices to show that it is linearly independent (since $`dim(((_S),(_T)))=M^2`$.) Define $`\alpha =_{mm^{}}C_{mm^{}}\varphi _{mm^{}}`$, for some arbitrary complex numbers $`C_{mm^{}}`$. It has to be shown that $`\alpha =0`$ implies $`C_{mm^{}}=0`$ for all $`m,m^{}`$. Let $`|\psi ,|\chi _S`$, $`|\eta _T`$ all be arbitrary. The condition $`\alpha =0`$ implies $`\alpha (|\psi \chi |)|\eta =0`$. This can be rewritten (by inserting the definition of $`\varphi _{mm^{}}`$ and rearrange) as $`_m(_m^{}C_{mm^{}}\chi |V_m^{}^{}|\eta )V_m|\psi =0`$. Since $`|\psi `$ is arbitrary, it follows that $`_m(_m^{}C_{mm^{}}\chi |V_m^{}^{}|\eta )V_m=0`$. Since $`\{V_m\}_m`$ is a linearly independent set, the last equation implies $`_m^{}C_{mm^{}}\chi |V_m^{}^{}|\eta =0`$, for each $`m`$. Since $`|\chi `$ and $`|\eta `$ are arbitrary, it further follows that $`_m^{}C_{mm^{}}V_m^{}^{}=0,m`$. If $`\{V_m\}_m`$ is a linearly independent set, then so is $`\{V_m^{}\}_m`$ and hence, $`C_{mm^{}}=0,m,m^{}`$. Hence, $`\{\varphi _{mm^{}}\}_{mm^{}}`$ is a basis of $`((_S),(_T))`$. From $`\{\varphi _{mm^{}}\}_{mm^{}}`$ being a basis it follows that the complex numbers $`F_{mm^{}}`$ in (8) are the expansion coefficients of $`\varphi `$ with respect to this basis. Hence, the bijectivity stated in the proposition follows.

It remains to show the bijectivity between the set of positive semi-definite matrices F and the set of CPMs. Assuming $`F`$ is positive semi-definite, there exists some unitary matrix $`U`$, such that $`U^{}DU=F`$, where $`D`$ is a diagonal matrix $`D=[d_m\delta _{m,m^{}}]_{m,m^{}}`$ with $`d_m0`$. Define $`\{W_n\}_n`$ by $`W_n=\sqrt{d_n}_mU_{n,m}^{}V_m`$ for $`n`$ for which $`d_n0`$. (For this proof $`d_n0`$ is not needed, but will be useful in a later proof.) One can check that $`\{W_n\}_n`$ so defined is a Kraus representation of $`\varphi `$. Since any element in $`((_S),(_T))`$ which has a Kraus representation, is a CPM , it follows that $`\varphi `$ is a CPM.

It remains to show that for any CPM $`\varphi `$ in $`((_S),(_T))`$, the corresponding matrix $`F`$ is positive semi-definite. Let $`\{|s_n\}_{n=1}^N`$ be an arbitrary orthonormal basis of $`_S`$. Let $`|\psi =_n|s_n|s_n`$. (Hence, $`|\psi `$ is an element of $`_S_S`$.) Let $`I_N`$ denote the identity CPM with source and target $`_S`$. Since $`\varphi `$ is a CPM it follows, by definition , that $`\varphi I_N`$ maps positive semi-definite operators to positive semi-definite operators. Let $`A(_S,_T)`$ be arbitrary. Clearly $`(A^{}\widehat{1}_S)[\varphi I_N](Q)(A\widehat{1}_S)`$ is a positive semi-definite operator for any positive semi-definite $`Q`$. One may verify that $`\psi |(A^{}\widehat{1}_S)[\varphi I_N](|\psi \psi |)(A\widehat{1}_S)|\psi =_{mm^{}}F_{mm^{}}\mathrm{Tr}(A^{}V_m)\mathrm{Tr}(V_m^{}^{}A)`$ and hence

$$\underset{mm^{}}{}F_{mm^{}}\mathrm{Tr}(A^{}V_m)\mathrm{Tr}(V_m^{}^{}A)0,A(_S,_T).$$
(9)
Since $`\{V_m\}_{m=1}^M`$ is a linearly independent set, it follows that the matrix $`F`$ has to be positive semi-definite. To see this, one can use that $`(A,B)=\mathrm{Tr}(A^{}B)`$ is an inner product (the Hilbert-Schmidt inner product ) on $`(_S,_T)`$. With respect to this inner product we may form a Gram-matrix  with elements $`G_{mm^{}}=\mathrm{Tr}(V_m^{}V_m^{})`$. Since $`\{V_m\}_{m=1}^M`$ is a linearly independent set, this matrix is positive definite  and hence invertible. Hence, if $`c=(c_m)_{m=1}^M`$ is arbitrary, we may construct $`A=_{m=1}^Mc_mV_m`$. By inserting this into equation (9) one finds that $`c^{}GFG^{}c0`$ for any $`c^M`$. Hence, $`GFG^{}0`$. Since $`G`$ is invertible it follows that $`F0`$, which shows the proposition. □

###### Proposition 6

To every CPM $`\varphi `$ there exists a linearly independent Kraus representation. The number of elements $`K(\varphi )`$ in a linearly independent Kraus representation only depends on the CPM and not on the choice of linearly independent Kraus representation. The number $`K(\varphi )`$, to be called the Kraus number, have the following properties:

1. $`K(\varphi )dim(_S)dim(_T)`$.
2. $`K(\varphi )`$ is the minimal number of operators needed in any Kraus representation of $`\varphi `$.
3. $`K(\varphi )`$ is the number of non-zero eigenvalues, counted with multiplicity of the matrix $`F`$ given by proposition 5, for any choice of basis of $`(_S,_T)`$.

proof. First it has to be proved that for every CPM it is possible to find a *linearly independent* Kraus representation. Actually we have already constructed such a set in the proof of proposition 5. The set $`\{W_n\}_n`$, defined in that proof, is such a set. To see why this is the case one can note how $`\{W_n\}_n`$ was constructed. By assumption $`\{V_m\}_{m=1}^M`$ forms a basis. Hence, the set $`\{\stackrel{~}{W}_n\}_{n=1}^M`$ defined by $`\stackrel{~}{W}_n=_{m=1}^MU_{n,m}^{}V_m`$ for the unitary matrix $`U`$, must also be a basis and hence linearly independent. Since the elements $`W_n`$ were defined as $`W_n=\sqrt{d_n}\stackrel{~}{W}_n`$, for the *non-zero* $`d_n`$, it follows that $`\{W_n\}_n`$ must also be a linearly independent set. Hence, there exists a linearly independent Kraus representation.

The number of elements in $`\{W_n\}_m`$ is equal to the number of non-zero eigenvalues $`d_n`$ (counted with multiplicity) of the matrix $`F`$. Moreover, there cannot be more than $`dim(_S)dim(_T)`$ non-zero eigenvalues.

Consider the same CPM $`\varphi `$, but represented with respect to some other choice of basis $`\{\stackrel{~}{V}_m\}_{m=1}^M`$ of $`(_S,_T)`$. As with any change of basis, the new basis and the original are related via an invertible matrix $`A`$ as $`V_m=_m^{}\stackrel{~}{V}_m^{}A_{m^{}m}`$. When inserting this into (8), one finds that the new matrix $`\stackrel{~}{F}`$ is related to the old as $`\stackrel{~}{F}=AFA^{}`$. Since $`A`$ is invertible, the number of non-zero eigenvalues of $`F`$ and $`\stackrel{~}{F}`$ are the same. The eigenvalues per se may change, but not the number of non-zero eigenvalues. This follows from “Sylvester’s law of inertia” , since $`F`$ and $`\stackrel{~}{F}`$ are *congruent* ($`\stackrel{~}{F}=AFA^{}`$ for some non-singular $`A`$) and Hermitian . Hence, the number of non-zero eigenvalues of the matrix $`F`$ is independent of the choice of basis. From this follows directly that the number of operators in a linearly independent Kraus representation is independent of the choice of linearly independent representation. Hence, it is possible to define $`K(\varphi )`$ as the number of operators in a linearly independent Kraus representation. It also follows that if a Kraus representation has $`K(\varphi )`$ elements, it has to be a linearly independent Kraus representation. Moreover, there cannot be any Kraus representation with less than $`K(\varphi )`$ elements. □

One may wonder about the nature of the set of all linearly independent Kraus representations of a CPM.

###### Proposition 7

Let $`\varphi `$ be a CPM with Kraus number $`K=K(\varphi )`$. Let $`\{V_k\}_{k=1}^K`$ be an arbitrary but fixed linearly independent Kraus representation of $`\varphi `$. Let $`\{V_k^{}\}_{k=1}^K`$ be defined by

$$V_k^{}=\underset{k^{}=1}{\overset{K}{}}U_{kk^{}}V_k^{},k=1,\mathrm{},K.$$
(10)
Equation (10) defines a bijection between the set of all linearly independent Kraus representations of $`\varphi `$ and the set of unitary $`K\times K`$ matrices $`U=[U_{kk^{}}]_{k,k^{}=1}^K`$.

Note that in this proposition, two linearly independent Kraus representations $`\{V_k\}_{k=1}^K`$ and $`\{V_k^{}\}_{k=1}^K`$ are regarded as ‘equal’, if and only if $`V_k=V_k^{}`$ for all $`k=1,\mathrm{},K`$. Hence, two linearly independent Kraus representations differing only in the ordering of its elements are regarded as ‘different’ in this proposition.

proof. It is a well known result ,  that any two Kraus representations of the same CPM can be connected via a unitary matrix (where a possibly smaller set of Kraus operators is padded with zero operators, such that the two sets have the same number of elements), and moreover that any unitary matrix $`U`$ creates a new Kraus representation. By combining these facts with proposition 6 it follows that every unitary $`K\times K`$ matrix $`U`$ gives a linearly independent Kraus representation via (10) and moreover that every linearly independent Kraus representation can be reached in this manner. Hence, (10) is surjective from the set of unitary $`K\times K`$ matrices $`U`$ to the set of linearly independent Kraus representations. Hence, it remains to show that the mapping is injective. Suppose $`U`$ and $`U^{}`$ both give the same linearly independent Kraus representation. Then $`_{k=1}^KU_{k^{},k}V_k=_{k=1}^KU_{k^{},k}^{}V_k`$ for all $`k^{}=1,\mathrm{},K`$. Since $`\{V_k\}_{k=1}^K`$ is a linearly independent set, it follows that $`U_{k^{},k}=U_{k^{},k}^{}`$ for all $`k,k^{}`$. Hence, no two distinct unitary matrices are mapped to the same linearly independent Kraus representation. Hence, the mapping is injective. □

We conclude this section by proving that it is always possible to find a linearly independent Kraus representation based on an operator set which is orthonormal with respect to the Hilbert-Schmidt inner product $`(A,B)=\mathrm{Tr}(A^{}B)`$ .

###### Proposition 8

Let $`\varphi `$ be a CPM with Kraus number $`K=K(\varphi )`$. There exists a linearly independent Kraus representation on the form $`\{\sqrt{r_n}Y_n\}_{n=1}^K`$ where each $`r_n`$ is a positive real number $`r_n>0`$ and where the set $`\{Y_n\}_{n=1}^K`$ is orthonormal with respect to the Hilbert-Schmidt inner product.

proof. Let $`\{V_m\}_m`$ be a linearly independent Kraus representation of $`\varphi `$. Form the Gram-Matrix $`R=[R_{m,m^{}}]_{m,m^{}}`$, with elements $`R_{m,m^{}}=\mathrm{Tr}(V_m^{}V_m^{})`$. Since $`\{V_m\}_{m=1}^M`$ is a linearly independent set, the Gram matrix is positive definite . Hence, there exists a unitary $`M\times M`$ matrix $`U`$ and numbers $`r_n>0`$, such that $`_{m,m^{}}U_{m,n}^{}R_{m,m^{}}U_{m^{}n^{}}=r_n\delta _{n,n^{}}`$. Let $`\{\stackrel{~}{Y}_n\}_{n=1}^N`$ be the linearly independent Kraus representation defined by $`\stackrel{~}{Y}_n=_mV_mU_{m,n}`$. By construction $`\mathrm{Tr}(\stackrel{~}{Y}_n^{}\stackrel{~}{Y}_n^{})=r_n\delta _{nn^{}}`$. Since $`r_n>0`$ one may define $`Y_n=\frac{1}{\sqrt{r_n}}\stackrel{~}{Y}_n`$. The set $`\{\sqrt{r}_nY_n\}_{n=1}^N`$ so defined, fulfills the statements of the proposition. □

## 4 Matrix representation of SP CPMs

Here the matrix representation presented in the previous section is applied to the case of SP CPMs.

###### Proposition 9

Let $`\{V_k\}_k`$ be a basis of $`(_{s1},_{t1})`$ and let $`\{W_l\}_l`$ be a basis of $`(_{s2},_{t2})`$. A CPM $`\varphi `$ is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$ if and only if it can be written

$`\varphi (Q)=`$ $`{\displaystyle \underset{k,k^{}}{}}F_{k,k^{}}V_kQV_k^{}^{}+{\displaystyle \underset{k,l^{}}{}}F_{k,l^{}}V_kQW_l^{}^{}`$ (11)
$`+{\displaystyle \underset{l,k^{}}{}}F_{l,k^{}}W_lQV_k^{}^{}+{\displaystyle \underset{l,l^{}}{}}F_{l,l^{}}W_lQW_l^{}^{},Q(_S),`$
where the matrix $`F`$ is defined by

$$F=\left[\begin{array}{cc}\left[F_{k,k^{}}\right]_{kk^{}}& \left[F_{k,l^{}}\right]_{kl^{}}\\ \left[F_{l,k^{}}\right]_{lk^{}}& \left[F_{l,l^{}}\right]_{ll^{}}\end{array}\right],$$
(12)
is positive semi-definite. Moreover, (11) defines a bijection between the set of such positive semi-definite matrices $`F`$ and the set of CPMs that are SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$.

proof. We begin with the “if” part of the proposition. The set $`\{V_k\}_k\{W_l\}_l`$ is *not* a basis of $`(_S,_T)`$. In order to use proposition 5 we have to complete it with a basis of $`(_{s1},_{t2})`$: $`\{Y_n^{12}\}_n`$, and a basis of $`(_{s2},_{t1})`$: $`\{Y_m^{21}\}_m`$. The set $`B=\{V_k\}_k\{W_ql\}_l\{Y_n^{12}\}_n\{Y_m^{21}\}_m`$ forms a basis of $`(_S,_T)`$. The matrix (12) is a sub-matrix of the matrix $`F`$ given by proposition 5, with respect to the basis $`B`$. Moreover, (12) forms the only non-zero part of the matrix. Hence, the matrix $`F`$ of proposition 5 is positive semi-definite if and only if the sub-matrix (12) is. Hence, $`\varphi `$ defined by (11), is a CPM if and only if (12) is positive semi-definite. By inserting $`\varphi `$ as defined by (11), into the conditions (2), it follows that $`\varphi `$ is an SP CPM.

For the “only if” part, assume $`\varphi `$ is any CPM which is SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$. Let $`F`$ be the matrix (given by proposition 5) which represents $`\varphi `$ with respect to the basis $`B`$: $`\varphi (Q)=_{ss^{}}F_{ss^{}}X_sQX_s^{}^{}`$, where each $`X_s`$ is an element of type $`V`$, $`W`$, $`Y^{12}`$ or $`Y^{21}`$. Using proposition 2 one can show that $`F_{ss^{}}=0`$ if $`X_s`$ or $`X_s^{}`$ is an element of type $`Y^{12}`$ or $`Y^{21}`$. Hence, if $`\varphi `$ is an SP CPM, then the only (potentially) non-zero part of the sum $`_{ss^{}}F_{ss^{}}X_sQX_s^{}^{}`$ is (11), where the sub-matrix (12) consists of those elements $`F_{ss^{}}`$ for which $`X_s`$ and $`X_s^{}`$ are both of the type $`V`$ or $`W`$. Hence, we have shown that (11) defines a surjective map from the set of positive semi-definite matrices (12) to the set of SP CPMs. That this map is also injective follows from the bijectivity stated in proposition 5. □

###### Corollary 1

If $`\varphi `$ is SP CPM from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$ then

$$K(\varphi )dim(_{s1})dim(_{t1})+dim(_{s2})dim(_{t2}).$$

proof. The corollary follows directly from the characterization of the Kraus number $`K(\varphi )`$ as the number of non-zero eigenvalues of the representation matrix $`F`$ of proposition 5. By proposition 9 only the sub-matrix (12) is non-zero. Since this sub-matrix is a $`[dim(_{s1})dim(_{t1})+dim(_{s2})dim(_{t2})]\times [dim(_{s1})dim(_{t1})+dim(_{s2})dim(_{t2})]`$ matrix, the corollary follows. □

For the rest of this section we develop means to rewrite proposition 9. This is done by characterizing positive semi-definite matrices in terms of sub-matrices.

###### Lemma 2

If $`D`$ is a complex positive semi-definite $`N\times N`$ matrix, then

$$|a^{}Db|^2a^{}Dab^{}Db,a,b^N.$$

Note that $`a`$ and $`b`$ are regarded as being column vectors.

proof. Consider the $`2\times 2`$ matrix $`F`$

$$F=\left[\begin{array}{cc}a^{}Da& a^{}Db\\ b^{}Da& b^{}Db\end{array}\right].$$

Let $`c^2`$ be arbitrary. ($`c`$ is regarded as a column vector with elements $`c_1`$ and $`c_2`$.) $`c^{}Fc=(c_1^{}a^{}+c_2^{}b^{})D(c_1a+c_2b)0`$, where the last inequality follows since $`D`$ is positive semi-definite. Since $`c`$ is arbitrary it follows that $`F`$ is positive semi-definite. By the fact that the determinant of a positive semi-definite matrix is non-negative, the statement of the lemma follows, since $`det(F)=a^{}Dab^{}Db|a^{}Db|^2`$. □

###### Lemma 3

Let $`A`$ and $`B`$ be $`N\times N`$ and $`M\times M`$ positive semi-definite matrices, respectively. Let $`C`$ be a complex $`N\times M`$ matrix and let $`F`$ be the $`(N+M)\times (N+M)`$ matrix

$$F=\left[\begin{array}{cc}A& C\\ C^{}& B\end{array}\right].$$

Then $`F`$ is positive semi-definite if and only if

$$P_{A,0}C=0,CP_{B,0}=0,ACB^{}C^{},$$
(13)
where $`B^{}`$ denotes the Moore-Penrose pseudo inverse of $`B`$. $`P_{A,0}`$ denotes the orthogonal projector onto the zero eigenspace of $`A`$ and analogously for $`P_{B,0}`$. In (13), the condition $`ACB^{}C^{}`$ can be replaced with the condition $`BC^{}A^{}C`$.

A comment on the Moore-Penrose pseudo inverse (MP-inverse) , ,  is perhaps suitable here. If a matrix is invertible, its MP-inverse reduces to the ordinary inverse. If a (finite) square matrix $`B`$ is Hermitian, and if its *non-zero* eigenvalues are $`\lambda _k`$, with corresponding orthonormal eigenvectors $`b_k`$, such that $`B=_k\lambda _kb_kb_k^{}`$ (regard $`b_k`$ as column vectors) then $`B^{}=_k\lambda _k^1b_kb_k^{}`$. The operator $`BB^{}=B^{}B`$ is the projector onto the range of $`B`$. Moreover, $`P_{A,0}=I_NAA^{}`$ and $`P_{B,0}=I_MBB^{}`$. In the following the MP-inverse will be used without further comments.

proof. Throughout this proof, elements of $`^N`$, $`^M`$, $`^{N+M}`$ are all regarded as column vectors. We begin by proving that if $`F`$ is positive semi-definite then $`P_{A,0}C=0`$, $`CP_{B,0}=0`$ and $`ACB^{}C^{}`$. For any $`q_A`$ in the zero eigenspace of $`A`$, it follows by lemma 2 applied to the matrix $`F`$, that $`q_A^{}Cq_B=0`$ for every $`q_B^M`$. From this follows $`P_{A,0}C=0`$. Similarly one can derive $`CP_{B,0}=0`$. Let $`q^{N+M}`$ be arbitrary and let $`q_A`$ denote the projection of $`q`$ onto the first $`N`$ components of $`q`$ and let $`q_B`$ denote the projection of $`q`$ onto the rest of the $`M`$ components ($`q=q_Aq_B`$). Then

$$q^{}Fq=q_A^{}Aq_A+q_A^{}Cq_B+q_B^{}C^{}q_A+q_B^{}Bq_B.$$
(14)
Let $`q`$ be such that $`q_B=B^{}C^{}q_A`$ and $`q_A^N`$ being arbitrary. By inserting this $`q`$ into (14) one finds $`q^{}Fq=q_A^{}(ACB^{}C^{})q_A`$. Since $`F`$ is assumed to be positive semi-definite, it follows that $`q_A^{}(ACB^{}C^{})q_A0`$. Since $`q_A`$ is arbitrary one obtains $`ACB^{}C^{}0`$. By an analogous reasoning it can be shown that $`BC^{}A^{}C`$. (Let $`q_B^M`$ be arbitrary and $`q_A=A^{}Cq_B`$).

Next we have to prove that if $`P_{A,0}C=0`$, $`CP_{B,0}=0`$ and $`ACB^{}C^{}`$, then $`F`$ is positive semi-definite. Let $`q^{N+M}`$ be arbitrary and let $`q=q_Aq_B`$. From $`ACB^{}C^{}`$ follows that $`q_A^{}Aq_Aq_A^{}CB^{}C^{}q_A`$. By inserting the last expression into equation (14) one obtains

$`q^{}Fq`$ $``$ $`q_A^{}CB^{}C^{}q_A+q_A^{}Cq_B+q_B^{}C^{}q_A+q_B^{}Bq_B`$ (15)
$`=`$ $`q_A^{}C\sqrt{B}^{}\sqrt{B}^{}C^{}q_A+q_A^{}C\sqrt{B}^{}\sqrt{B}q_B`$
$`+q_B^{}\sqrt{B}\sqrt{B}^{}C^{}q_A+q_B^{}\sqrt{B}\sqrt{B}q_B.`$
In the last equality above, it has been used that $`\sqrt{B}^{}\sqrt{B}=\sqrt{B}\sqrt{B}^{}`$ is the projector onto the range of $`B`$. Hence, $`C=C\sqrt{B}^{}\sqrt{B}`$, since $`CP_{B,0}=0`$. Let $`q_D=\sqrt{B}^{}C^{}q_A`$ and $`q_E=\sqrt{B}q_B`$. By inserting the last expression into (15), one obtains $`q^{}Fqq_D^{}q_D+q_D^{}q_E+q_E^{}q_D+q_E^{}q_E=q_D+q_E^20`$. Since $`q`$ is arbitrary, it follows that $`F`$ is positive semi-definite. A similar derivation can be done for $`BC^{}A^{}C`$. □

Now we are in position to state the reformulation of proposition 9 by which we end this section. One may wonder why this reformulation is useful. Loosely speaking, proposition 9 is to prefer when we ‘search’ the whole set of SP CPMs (with respect to some choice of source and target decomposition) without any additional assumptions. Proposition 10 is more useful when considering, not the whole set of SP CPMs, but subsets for which the sub-matrices $`A`$ and $`B`$ are fixed. Proposition 10 is particularly useful if $`A`$ and $`B`$ can be chosen to have a simple form, like for example identity matrices. (Indeed such conditions, or similar, do occur .) Hence, depending on the specific problem at hand, one of propositions 9 or 10 may be the preferable tool.

By combination of proposition 9 and lemma 3 the following is obtained.

###### Proposition 10

Let $`\{V_k\}_{k=1}^K`$ be a basis of $`(_{s1},_{t1})`$, $`K=dim_{s1}dim_{t1}`$, and let $`\{W_l\}_{l=1}^L`$ be a basis of $`(_{s2},_{t2})`$, $`L=dim_{s2}dim_{t2}`$. Then $`\varphi `$ defined by

$$\varphi (Q)=\underset{kk^{}}{}A_{k,k^{}}V_kQV_k^{}^{}+\underset{ll^{}}{}B_{l,l^{}}W_lQW_l^{}^{}+\underset{kl}{}C_{kl}V_kQW_l^{}+\underset{kl}{}C_{kl}^{}W_lQV_k^{},$$
(16)
for all $`Q(_S)`$, is an SP CPM from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$, if and only if the matrices $`A=[A_{k,k^{}}]_{k,k^{}}`$, $`B=[B_{l,l^{}}]_{l,l^{}}`$ and $`C=[C_{k,l}]_{k,l}`$ fulfill the relations

$$A0,B0$$
(17)
$$P_{A,0}C=0,CP_{B,0}=0,ACB^{}C^{},$$
(18)
with $`P_{A,0}`$ and $`P_{B,0}`$ defined as in lemma 3.

Moreover, (16) defines a bijection between the set of all CPMs which are SP from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$, and the set of all triples of matrices $`(A,B,C)`$ fulfilling the conditions (17) and (18).

## 5 Unitary representation of a subclass of the SP channels

In this section a special case of SP channels is considered, the case of identical source and target spaces and moreover with the orthogonal decomposition of the target and source space being equal. ($`_T=_S`$, $`_{t1}=_{s1}`$, $`_{t2}=_{s2}`$.) The ‘two-box system’ described in the introduction is one example of such a system. To have a more comfortable terminology; if a CPM $`\varphi `$ is SP from $`(_{s1},_{s2})`$ to $`(_{s1},_{s2})`$, then we say that $`\varphi `$ is SP *on* $`(_{s1},_{s2})`$.

The representation presented here is of the form of a unitary evolution of the system and an ancillary system. Given a channel with identical source and target spaces there always exists a representation in terms of a unitary evolution on the system and an ancilla system . As such, the representation presented here is nothing new. The important aspect is rather the special *form* of this unitary representation. The meaning of this form of representation perhaps become a bit more clear in . In  a unitary representation, for a class of channels called local subspace preserving channels, is developed. These form a subset of the set of SP channels. One may compare the unitary representation for local subspace preserving channels, with the representation presented in proposition 11. This comparison suggests that the local subspace preserving channels consists precisely of the locally acting SP channels, in the sense of . For more details the reader is referred to  and .

###### Proposition 11

Let $`\mathrm{\Phi }`$ be a trace preserving CPM. $`\mathrm{\Phi }`$ is SP on $`(_{s1},_{s2})`$ if and only if there exists an ancilla space $`_a`$, a normalized state $`|a_a`$, and operators $`V_1`$ and $`V_2`$ on $`_S_a`$, such that

$$V_1V_1^{}=V_1^{}V_1=P_{s1}\widehat{1}_a,V_2V_2^{}=V_2^{}V_2=P_{s2}\widehat{1}_a,$$
(19)
$$\mathrm{\Phi }(Q)=\mathrm{Tr}_a(UQ|aa|U^{}),Q(_S),$$
(20)
where $`U`$ is the unitary operator $`U=V_1+V_2`$.

proof. First it has to be shown that $`U`$ is a unitary operator. The conditions (19) imply

$$(P_{s1}\widehat{1}_a)V_1(P_{s1}\widehat{1}_a)=V_1,(P_{s2}\widehat{1}_a)V_2(P_{s2}\widehat{1}_a)=V_2.$$
(21)
This can be shown by using a singular value decomposition  of $`V_1`$. $`V_1=_kr_k|\psi _k\eta _k|`$, where $`\{|\psi _k\}_k`$ and $`\{|\eta _k\}_k`$ both form orthonormal sets of vectors, and $`r_k>0`$. By inserting this decomposition into (19), it follows that $`|\psi _k,|\eta _k_{s1}_a`$. Hence, $`V_1`$ fulfills (21). An analogous reasoning holds for $`V_2`$. Using (21) and (19) the unitarity of $`U`$ follows.

To prove the “if” part we first note that $`\mathrm{\Phi }`$ is trace preserving by the form of equation (20). Moreover,

$`\mathrm{Tr}(P_{s1}\mathrm{\Phi }(Q))`$ $`=\mathrm{Tr}\left((P_{s1}\widehat{1}_a)UQ|aa|U^{}\right)`$ (22)
$`=\mathrm{Tr}(V_1Q|aa|V_1^{})=\mathrm{Tr}(P_{s1}Q).`$
According to proposition 4 this implies that $`\mathrm{\Phi }`$ is SP on $`(_{s1},_{s2})`$.

Now we turn to the proof of the “only if” part of the proposition. By proposition 1 there exists a Kraus representation of $`\mathrm{\Phi }`$ on the form $`\{V_{1,k}+V_{2,k}\}_k`$ where

$$P_{s1}V_{1,k}P_{s1}=V_{1,k},P_{s2}V_{2,k}P_{s2}=V_{2,k}.$$
(23)
Since $`\mathrm{\Phi }`$ is trace preserving, it follows that $`_k(V_{1,k}+V_{2,k})^{}(V_{1,k}+V_{2,k})=_kV_{1,k}^{}V_{1,k}+_kV_{2,k}^{}V_{2,k}=\widehat{1}`$, which together with (23) imply

$$\underset{k}{}V_{1,k}^{}V_{1,k}=P_{s1},\underset{k}{}V_{2,k}^{}V_{2,k}=P_{s1}.$$
(24)
From proposition 6 it follows that $`\{V_{1,k}+V_{2,k}\}_k`$ can be chosen such that it has finitely many elements. Let this number be $`K`$. Let $`\{|a_0\}\{|a_k\}_{k=1}^K`$ be an orthonormal basis of an ancilla space $`_a`$. (If $`K`$ is the number of Kraus operators, the ancilla space is of dimension $`K+1`$.) For $`i=1,2`$ define the following operators:

$`V_i=`$ $`P_{si}\widehat{1}_aP_{si}|a_0a_0|{\displaystyle \underset{kk^{}}{}}V_{i,k}V_{i,k^{}}^{}|a_ka_k^{}|`$ (25)
$`+{\displaystyle \underset{k}{}}V_{i,k}|a_ka_0|+{\displaystyle \underset{k}{}}V_{i,k}^{}|a_0a_k|.`$
Using equations (24) one may verify that $`V_1`$ and $`V_2`$ fulfill conditions (19). Moreover, one can check, using $`V_{1,k}V_{1,k^{}}^{}+V_{2,k}V_{2,k^{}}^{}=(V_{1,k}+V_{2,k})(V_{1,k^{}}+V_{2,k^{}})^{}`$, that

$`U=`$ $`V_1+V_2=\widehat{1}\widehat{1}_a\widehat{1}|a_0a_0|`$ (26)
$`{\displaystyle \underset{kk^{}}{}}(V_{1,k}+V_{2,k})(V_{1,k^{}}+V_{2,k^{}})^{}|a_ka_k^{}|`$
$`+{\displaystyle \underset{k}{}}(V_{1,k}+V_{2,k})|a_ka_0|+{\displaystyle \underset{k}{}}(V_{1,k}+V_{2,k})^{}|a_0a_k|`$
and that

$$\mathrm{Tr}_a(UQ|a_0a_0|U^{})=\underset{k}{}(V_{1,k}+V_{2,k})Q(V_{1,k}+V_{2,k})^{}=\mathrm{\Phi }(Q),$$

which proves the proposition. □

## 6 Summary

A special family of completely positive maps (CPMs), named *subspace preserving* (SP), is introduced. In case of trace preserving CPMs (channels) these can be characterized as those which preserve probability weight on chosen subspaces. More specifically, let $`\mathrm{\Phi }`$ be a trace reserving CPM which maps density operators on the finite-dimensional Hilbert space $`_S`$ to density operators on the finite-dimensional Hilbert space $`_T`$. (We say that $`_S`$ is the *source space* of $`\mathrm{\Phi }`$, and $`_T`$ the *target space* of $`\mathrm{\Phi }`$). Let $`P_{s1}`$ be the projection operator onto some, at least one-dimensional, subspace $`_{s1}`$ of $`_S`$ and let $`P_{t1}`$ be the projection operator onto some, at least one-dimensional, subspace $`_{t1}`$ of $`_T`$. The channel $`\mathrm{\Phi }`$ is said to be subspace preserving from $`(_{s1},_{s2})`$ to $`(_{t1},_{t2})`$ if $`\mathrm{Tr}(P_{t1}\mathrm{\Phi }(\rho ))=\mathrm{Tr}(P_{s1}\rho )`$ for all density operators $`\rho `$ on $`_S`$. In the actual analysis a more general definition is used which covers also the case of not trace preserving CPMs.

Under the limiting assumption of finite-dimensional source and target spaces, several equivalent characterizations of these types of channels are deduced. Moreover, an expression which makes it possible to generate all CPMs which are SP with respect to some orthogonal decompositions of source and target spaces, is proved (proposition 9 and 10). In the special case of identical source and target spaces $`_T=_S`$ and moreover identical orthogonal decomposition of the source and target $`_{t1}=_{s1}`$, $`_{t2}=_{s2}`$, a representation in terms of a special form of joint unitary evolution with an ancilla system, is deduced. As a part of the analysis, the concepts of linearly independent Kraus representations and the *Kraus number* of CPMs are introduced. This investigation is the first in a family of articles investigating properties of channels with respect to orthogonal decompositions of source and target spaces. The subsequent members in this family is  and , where some of the material presented here is used.

I thank Erik Sjöqvist for many valuable comments and discussions on the manuscript. I also thank Marie Ericsson for discussions which started the train of thoughts leading to this investigation. Finally I thank Osvaldo Goscinski for reading and commenting the text.

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