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# 1 Introduction

## 1 Introduction

Inflation  has become the paradigm for early cosmology, particularly following the recent spectacular CMB data from the WMAP satellite , which strengthen the case made for inflation by earlier data, by measuring an almost scale-free spectrum of Gaussian adiabatic density fluctuations exhibiting power and polarization on super-horizon scales, just as predicted by simple field-theoretical models of inflation. As we review below, the scale of the vacuum energy during inflation was apparently $`10^{16}`$ GeV, comparable to the expected GUT scale, so CMB measurements offer us a direct window on ultra-high-energy physics.

Ever since inflation was proposed, it has been a puzzle how to integrate it with ideas in particle physics. For example, a naive GUT Higgs field would give excessive density perturbations, and no convincing concrete string-theoretical model has yet emerged. In this conceptual vacuum, models based on simple singlet scalar fields have held sway . The simplest of these are chaotic inflation models based on exponential or power-law potentials, of which $`\varphi ^4`$ and $`\varphi ^2`$ are the only renormalizable examples. The WMAP collaboration has made so bold as to claim that such a $`\varphi ^4`$ model is excluded at the 3-$`\sigma `$ level 111This argument applies a fortiori to models with $`\varphi ^{n>4}`$ potentials., a conclusion which would merit further support . Nevertheless, it is clear that a $`\varphi ^2`$ model would be favoured.

We reconsider in this paper the possibility that the inflaton could in fact be related to the other dramatic recent development in fundamental physics, namely the discovery of neutrino masses . The simplest models of neutrino masses invoke heavy singlet neutrinos that give masses to the light neutrinos via the seesaw mechanism . The heavy singlet neutrinos are usually postulated to weigh $`10^{10}`$ to $`10^{15}`$ GeV, embracing the range where the inflaton mass should lie, according to WMAP et al. In supersymmetric models, the heavy singlet neutrinos have scalar partners with similar masses, sneutrinos, whose properties are ideal for playing the inflaton role . In this paper, we discuss the simplest scenario in which the lightest heavy singlet sneutrino drives inflation. This scenario constrains in interesting ways many of the 18 parameters of the minimal seesaw model for generating three non-zero light neutrino masses.

This minimal sneutrino inflationary scenario (i) yields a simple $`\frac{1}{2}m^2\varphi ^2`$ potential with no quartic terms, with (ii) masses $`m`$ lying naturally in the inflationary ballpark. The resulting (iii) spectral index $`n_s`$, (iv) the running of $`n_s`$ and (v) the relative tensor strength $`r`$ are all compatible with the data from WMAP and other experiments . Moreover, fixing $`m2\times 10^{13}`$ GeV as required by the observed density perturbations (vi) is compatible with a low reheating temperature of the Universe that evades the gravitino problem , (vii) realizes leptogenesis  in a calculable and viable way, (viii) constrains neutrino model parameters, and (ix) makes testable predictions for the flavour-violating decays of charged leptons.

The main features of our scenario are the following. First, reheating of the Universe is now due to the neutrino Yukawa couplings, and therefore can be related to light neutrino masses and mixings. Secondly, the lepton asymmetry is created in direct sneutrino-inflaton decays . There is only one parameter describing the efficiency of leptogenesis in this minimal sneutrino inflationary scenario in all leptogenesis regimes - the reheating temperature of the Universe - to which the other relevant parameters can be related. This should be compared with the general thermal leptogenesis case  which has two additional independent parameters, namely the lightest heavy neutrino mass and width. Thirdly, imposing the requirement of successful leptogenesis, we calculate branching ratios for $`\mu e\gamma `$ and $`\tau \mu \gamma `$ , and the CP-violating observables  like the electric dipole moments of the electron and muon . All these leptonic observables, as well as leptogenesis, are related to the measured neutrino masses via a parametrization with a random orthogonal matrix . We show that, in the minimal scenario discussed here, successful leptogenesis implies a prediction for $`\mu e\gamma `$ in a very narrow band within about one order of magnitude of the present experimental bound, whilst $`\tau \mu \gamma `$ might be somewhat further away.

Other sneutrino inflationary scenarios could be considered. For example, the inflaton might be one of the heavier singlet sneutrinos, or two or more sneutrinos might contribute to inflation, or one might play a role as a curvaton . These alternatives certainly merit consideration, though they would in general be less predictive. We find it remarkable that the simplest sneutrino inflationary scenario considered here works as well as it does.

## 2 Chaotic Sneutrino Inflation

We start by reviewing chaotic inflation  with a $`V=\frac{1}{2}m^2\varphi ^2`$ potential - the form expected for a heavy singlet sneutrino - in light of WMAP . Defining $`M_P1/\sqrt{8\pi G_N}2.4\times 10^{18}`$ GeV, the conventional slow-roll inflationary parameters are

$$ϵ\frac{1}{2}M_P^2\left(\frac{V^{}}{V}\right)^2=\frac{2M_P^2}{\varphi _I^2},\eta M_P^2\left(\frac{V^{\prime \prime }}{V}\right)=\frac{2M_P^2}{\varphi _I^2},\xi M_P^4\left(\frac{VV^{\prime \prime \prime }}{V^2}\right)=0,$$
(1)
where $`\varphi _I`$ denotes the a priori unknown inflaton field value during inflation at a typical CMB scale $`k`$. The overall scale of the inflationary potential is normalized by the WMAP data on density fluctuations:

$$\mathrm{\Delta }_R^2=\frac{V}{24\pi ^2M_P^2ϵ}=2.95\times 10^9A:A=0.77\pm 0.07,$$
(2)
yielding

$$V^{\frac{1}{4}}=M_P^4\sqrt{ϵ\times 24\pi ^2\times 2.27\times 10^9}=0.027M_P\times ϵ^{\frac{1}{4}},$$
(3)
corresponding to

$$m^{\frac{1}{2}}\varphi _I=\mathrm{\hspace{0.33em}0.038}\times M_P^{\frac{3}{2}}$$
(4)
in any simple chaotic $`\varphi ^2`$ inflationary model, such as the sneutrino model explore here. The number of e-foldings after the generation of the CMB density fluctuations observed by COBE is estimated to be

$$N_{COBE}=62\mathrm{ln}\left(\frac{10^{16}\mathrm{GeV}}{V_{end}^{1/4}}\right)\frac{1}{3}\mathrm{ln}\left(\frac{V_{end}^{1/4}}{\rho _{RH}}\right),$$
(5)
where $`\rho _{RH}`$ is the energy density of the Universe when it is reheated after inflation. The second term in (5) is negligible in our model, whereas the third term could be as large as $`(8)`$ for a reheating temperature $`T_{RH}`$ as low as $`10^6`$ GeV. Conservatively, we take $`N50`$. In a $`\varphi ^2`$ inflationary model, this implies

$$N=\frac{1}{4}\frac{\varphi _I^2}{M_P^2}\mathrm{\hspace{0.33em}50},$$
(6)
corresponding to

$$\varphi _I^2200\times M_P^2.$$
(7)
Inserting this requirement into the WMAP normalization condition (3), we find the following required mass for any quadratic inflaton:

$$m1.8\times 10^{13}\mathrm{GeV}.$$
(8)
As already mentioned, this is comfortably within the range of heavy singlet (s)neutrino masses usually considered, namely $`m_N10^{10}`$ to $`10^{15}`$ GeV.

Is this simple $`\varphi ^2`$ sneutrino model compatible with the WMAP data? The primary CMB observables are the spectral index

$$n_s=16ϵ+2\eta =1\frac{8M_P^2}{\varphi _I^2}0.96,$$
(9)
the tensor-to scalar ratio

$$r\frac{A_T}{A_S}=16ϵ=\frac{32M_P^2}{\varphi _I^2}0.16,$$
(10)
and the spectral-index running

$$\frac{dn_s}{d\mathrm{ln}k}=\frac{2}{3}\left[\left(n_s1\right)^24\eta ^2\right]+2\xi =\frac{32M_P^4}{\varphi _I^4}8\times 10^4.$$
(11)
The value of $`n_s`$ extracted from WMAP data depends whether, for example, one combines them with other CMB and/or large-scale structure data. However, the $`\varphi ^2`$ sneutrino model value $`n_s0.96`$ appears to be compatible with the data at the 1-$`\sigma `$ level. The $`\varphi ^2`$ sneutrino model value $`r0.16`$ for the relative tensor strength is also compatible with the WMAP data. One of the most interesting features of the WMAP analysis is the possibility that $`dn_s/d\mathrm{ln}k`$ might differ from zero. The $`\varphi ^2`$ sneutrino model value $`dn_s/d\mathrm{ln}k8\times 10^4`$ derived above is negligible compared with the WMAP preferred value and its uncertainties. However, $`dn_s/d\mathrm{ln}k=0`$ appears to be compatible with the WMAP analysis at the 2-$`\sigma `$ level or better, so we do not regard this as a death-knell for the $`\varphi ^2`$ sneutrino model 222In fact, we note that the favoured individual values for $`n_s,r`$ and $`dn_s/d\mathrm{ln}k`$ reported in an independent analysis  all coincide with the $`\varphi ^2`$ sneutrino model values, within the latter’s errors!.

## 3 Reheating and Leptogenesis

Before addressing leptogenesis in this sneutrino model for inflation in all calculational details, we first comment on the reheating temperature $`T_{RH}`$ following the inflationary epoch. Assuming, as usual, that the sneutrino inflaton decays when the the Hubble expansion rate $`Hm`$, and that the expansion rate of the Universe is then dominated effectively by non-relativistic matter until $`H\mathrm{\Gamma }_\varphi `$, where $`\mathrm{\Gamma }_\varphi `$ is the inflaton decay width, we estimate

$$T_{RH}=\left(\frac{90}{\pi ^2g_{}}\right)^{\frac{1}{4}}\sqrt{\mathrm{\Gamma }_\varphi M_P},$$
(12)
where $`g_{}`$ is the number of effective relativistic degrees of freedom in the reheated Universe. In the minimal sneutrino inflation scenario considered here we have $`\varphi \stackrel{~}{N}_1,`$ $`mM_{N_1}`$ and

$`\mathrm{\Gamma }_\varphi \mathrm{\Gamma }_{N_1}={\displaystyle \frac{1}{4\pi }}(Y_\nu Y_\nu ^{})_{11}M_{N_1},`$ (13)
where $`Y_\nu `$ is the neutrino Dirac Yukawa matrix. If the relevant neutrino Yukawa coupling $`(Y_\nu Y_\nu ^{})_{11}1`$, the previous choice $`m=M_{N_1}2\times 10^{13}`$ GeV would yield $`T_{RH}>10^{14}`$ GeV, considerably greater than $`m`$ itself 333Even such a large value of $`(Y_\nu Y_\nu ^{})_{11}`$ would not alter significantly the $`\varphi ^2`$ sneutrino model prediction for $`dn_s/d\mathrm{ln}k`$.. Such a large value of $`T_{RH}`$ would be very problematic for the thermal production of gravitinos . However, it is certainly possible that $`(Y_\nu Y_\nu ^{})_{11}1`$, in which case $`T_{RH}`$ could be much lower, as we discuss in more detail below. Alternatively, one may consider more complicated scenarios, in which three sneutrino species may share the inflaton and/or curvaton roles between them.

We now present more details of reheating and leptogenesis. In general, inflaton decay and the reheating of the Universe are described by the following set of Boltzmann equations

$`{\displaystyle \frac{\text{d}\rho _\varphi }{\text{d}t}}`$ $`=`$ $`3H\rho _\varphi \mathrm{\Gamma }_\varphi \rho _\varphi ,`$
$`{\displaystyle \frac{\text{d}\rho _R}{\text{d}t}}`$ $`=`$ $`4H\rho _R+\mathrm{\Gamma }_\varphi \rho _\varphi ,`$ (14)
$`H`$ $`=`$ $`{\displaystyle \frac{\text{d}R}{R\text{d}t}}=\sqrt{8\pi G_N(\rho _\varphi +\rho _R)/3},`$ (15)
where $`\rho _\varphi `$ is the energy density of the inflaton field, $`\rho _R`$ describes the energy density of the thermalized decay products and essentially defines the temperature via

$`\rho _R={\displaystyle \frac{\pi ^2}{30}}g_{}T^4,`$ (16)
$`H`$ is the Hubble constant and $`G_N`$ is the Newton constant. Thus reheating can be described by two parameters, the reheating temperature (12), which is the highest temperature of thermal plasma immediately after reheating is completed, and the initial energy density of the inflaton field

$`\rho _\varphi {\displaystyle \frac{\pi ^2g_{}T^8}{5T_{RH}^4}},`$ (17)
which determines the maximal plasma temperature in the beginning of the reheating process. In the following we use the parameter

$`z={\displaystyle \frac{M_{N_1}}{T}}`$ (18)
to parametrize temperature.

The set of Boltzmann equations describing the inflaton decay and reheating, the creation and decays of thermal heavy neutrinos and sneutrinos, and the generation of a lepton asymmetry, is given by

$`Z{\displaystyle \frac{\text{d}\rho _\varphi }{\text{d}z}}`$ $`=`$ $`{\displaystyle \frac{3\rho _\varphi }{z}}{\displaystyle \frac{\mathrm{\Gamma }_\varphi \rho _\varphi }{zH}},`$ (19)
$`HZz{\displaystyle \frac{\text{d}Y_{N_1}}{\text{d}z}}`$ $`=`$ $`{\displaystyle \frac{3\mathrm{\Gamma }_\varphi \rho _\varphi }{4\rho _R}}Y_{N_1}{\displaystyle \frac{1}{s}}(remaining)`$ (20)
$`HZz{\displaystyle \frac{\text{d}Y_{\stackrel{~}{N}_+}}{\text{d}z}}`$ $`=`$ $`{\displaystyle \frac{3\mathrm{\Gamma }_\varphi \rho _\varphi }{4\rho _R}}Y_{\stackrel{~}{N}_+}{\displaystyle \frac{1}{s}}(remaining)`$ (21)
$`HZz{\displaystyle \frac{\text{d}Y_{\stackrel{~}{N}_{}}}{\text{d}z}}`$ $`=`$ $`{\displaystyle \frac{3\mathrm{\Gamma }_\varphi \rho _\varphi }{4\rho _R}}Y_{\stackrel{~}{N}_{}}{\displaystyle \frac{1}{s}}(remaining)`$ (22)
$`HZz{\displaystyle \frac{\text{d}Y_{L_f}}{\text{d}z}}`$ $`=`$ $`{\displaystyle \frac{3\mathrm{\Gamma }_\varphi \rho _\varphi }{4\rho _R}}Y_{L_f}+{\displaystyle \frac{\mathrm{\Gamma }_\varphi \rho _\varphi }{2sM_{N_1}}}ϵ_1{\displaystyle \frac{1}{s}}(remaining)`$ (23)
$`HZz{\displaystyle \frac{\text{d}Y_{L_s}}{\text{d}z}}`$ $`=`$ $`{\displaystyle \frac{3\mathrm{\Gamma }_\varphi \rho _\varphi }{4\rho _R}}Y_{L_s}+{\displaystyle \frac{\mathrm{\Gamma }_\varphi \rho _\varphi }{2sM_{N_1}}}ϵ_1{\displaystyle \frac{1}{s}}(remaining)`$ (24)
$`H`$ $`=`$ $`\sqrt{8\pi G_N(\rho _\varphi +\rho _R)/3},`$ (25)
where

$`Z1{\displaystyle \frac{\mathrm{\Gamma }_\varphi \rho _\varphi }{4H\rho _R}},`$ (26)
$`\stackrel{~}{N}_\pm \stackrel{~}{N}_1\pm \stackrel{~}{N}_1^{}`$, and $`Y_{N_1},`$ $`Y_{\stackrel{~}{N}_\pm },`$ $`Y_{L_f},`$ $`Y_{L_s},`$ denote the number-density-to-entropy ratios, $`Y=n/s`$, for the heavy neutrinos, sneutrinos and lepton asymmetries in fermions and scalars, respectively. The terms denoted by $`remaining`$ are the usual ones for thermal leptogenesis, and can be obtained from  by using $`H(M_{N_1})=z^2H`$. We do not write out their lengthy expressions in full here. The first terms on the r.h.s. of (20-24) are the dilution factors of $`Y=n/s`$ due to entropy production in the inflaton $`\varphi \stackrel{~}{N}_1`$ decays described by (19). The second terms on the r.h.s. of (23), (24) describe lepton asymmetry generation in the decays of the coherent inflaton field. Identifying and studying the parameter space in which leptogenesis is predominantly direct is one of the aims of this paper.

We are now ready to study (19-25). First we work out general results on reheating and leptogenesis in the sneutrino inflation scenario, allowing $`M_{N_1}`$ to vary as a free parameter. In this case, the reheating and leptogenesis efficiency is described by two parameters, namely $`M_{N_1}`$ and a parameter describing the decays of the sneutrino inflaton. This can be chosen to be either $`\stackrel{~}{m}_1=(Y_\nu Y_\nu ^{})_{11}v^2\mathrm{sin}^2\beta /M_{N_1}`$ or, more appropriately for this scenario, the reheating temperature of the Universe $`T_{RH}`$ given by (12). For the CP asymmetry in (s)neutrino decays, we take the maximal value for hierarchical light neutrinos, given by :

$`|ϵ_1^{max}(M_{N_1})|={\displaystyle \frac{3}{8\pi }}{\displaystyle \frac{M_{N_1}\sqrt{\mathrm{\Delta }m_{atm}^2}}{v^2\mathrm{sin}^2\beta }}.`$ (27)
This choice allows us to study the minimal values for $`M_{N_1}`$ and $`T_{RH}`$ allowed by leptogenesis. Later, we will focus our attention on exact values of $`ϵ_1`$ .

Solutions to (19-25) are presented in Figs. 1 and 2. We plot in Fig. 1 the parameter space in the $`(M_{N_1},\stackrel{~}{m}_1)`$ plane that leads to successful leptogenesis. This parameter space has three distinctive parts with very different physics.

In the area bounded by the red dashed curve, denoted by A, leptogenesis is entirely thermal. This region has been studied in detail in . Whatever lepton asymmetry is generated initially in the decay of the sneutrino inflaton is washed out by thermal effects, and the observed baryon asymmetry is generated by the out-of-equilibrium decays of thermally created singlet neutrinos and sneutrinos. As seen in Fig. 2, in our scenario this parameter space corresponds to high $`M_{N_1}`$ and high $`T_{RH}`$ values.

The area B below the dashed curve and extending down to the minimum value $`M_{N_1}=4\times 10^6`$ GeV in Fig. 1 is the region of parameter space where there is a delicate cancellation between direct lepton asymmetry production in sneutrino inflaton decays and thermal washout. This region cannot be studied without solving the Boltzmann equations numerically. However, it roughly corresponds to $`T_{RH}M_{N_1}`$ as seen in Fig. 2.

The area denoted by C has $`T_{RH}M_{N_1}`$. Since the maximal CP asymmetry scales with $`M_{N_1},`$ the line presented corresponds to a constant reheating temperature. Notice that in Fig. 1 this line is terminated at $`\stackrel{~}{m}_1=10^7`$. As seen in Fig. 2, it continues linearly to high values of $`M_{N_1}`$. In this area, leptogenesis is entirely given by the decays of cold sneutrino inflatons, a scenario studied previously in . In this case the details of reheating are not important for our analyses. To calculate the lepton asymmetry to entropy density ratio $`Y_L=n_L/s`$ in inflaton decays we need to know the produced entropy density

$`s={\displaystyle \frac{2\pi ^2}{45}}g_{}T_{RH}^3,`$ (28)
and to take into account that inflaton dominates the Universe. In this case one obtains

$`Y_L={\displaystyle \frac{3}{4}}ϵ_1{\displaystyle \frac{T_{RH}}{M_{N_1}}},`$ (29)
where $`ϵ_1`$ is the CP asymmetry in $`\varphi \stackrel{~}{N}_1`$ decays. The observed baryon asymmetry of the Universe gives a lower bound on the reheating temperature $`T_{RH}>10^6`$ GeV.

We consider now the most constrained scenario in which the inflaton is the lightest sneutrino, which requires $`M_{N_3}>M_{N_2}>M_{N_1}2\times 10^{13}`$ GeV. This implies that our problem is completely characterized by only one parameter, either $`\stackrel{~}{m}_1`$ or $`T_{RH}`$. As we see in both Figs. 1 and 2, the line for $`M_{N_1}2\times 10^{13}`$ GeV traverses both the regions A, and C, the former corresponding to high $`T_{RH}`$, as seen in Fig. 2. However, $`T_{RH}`$ may also be low even in the minimal seesaw model, as seen in Fig. 2.

The cosmological gravitino problem suggests that $`T_{RH}<10^8`$ GeV might be the most interesting, which would correspond to very small $`\stackrel{~}{m}_1`$, far away from the thermal region A and deep in the region C where leptogenesis arises from the direct decays of cold sneutrinos. We concentrate on this option here. This limit requires very small Yukawa couplings $`(Y_\nu Y_\nu ^{})_{11}<10^{12}`$, whilst other Yukawa couplings can be $`𝒪(1)`$. This possibility may be made natural, e.g., by postulating a $`Z_2`$ matter parity under which only $`N_1`$ is odd. In this case, the relevant Yukawa couplings $`(Y_\nu )_j^1`$ all vanish, but a Majorana mass for $`N_1`$ is still allowed. A more sophisticated model postulates a $`Z_7`$ discrete family symmetry with charges $`Y_{FN}=(4,0,0)`$ for the $`N_i`$, $`(2,1,1)`$ for the $`\overline{\mathrm{𝟓}}`$ representations of SU(5), and $`(2,1,0)`$ for the $`\mathrm{𝟏}0`$ representations of SU(5). Assuming a gauge-singlet field $`\mathrm{\Phi }`$ with $`Y_{FN}=1`$ and $`\mathrm{\Phi }ϵ`$, we find $`M_i=𝒪(ϵ,1,1)`$ and $`(Y_\nu )_j^1=𝒪(ϵ^6,ϵ^5,ϵ^5)`$, whilst the other Yukawa couplings are $`𝒪(1)`$, $`𝒪(ϵ)`$ or $`𝒪(ϵ^2)`$. If $`ϵ1/17`$, the $`(Y_\nu )_j^1`$ are sufficiently small for our purposes, whilst the quark and lepton mass matrices are of desirable form. Doubtless, one could construct better models with more effort, but this example serves as an existence proof for a low value of $`T_{RH}`$ in our scenario.

## 4 Leptogenesis Predictions for Lepton Flavour Violation

In this Section, we relate the results of the previous section on direct leptogenesis to light neutrino masses, and make predictions on the lepton-flavour-violating (LFV) decays. Thermal leptogenesis in this context has been extensively studied recently . We first calculate neutrino Yukawa couplings using the parametrization in terms of the light and heavy neutrino masses, mixings and the orthogonal parameter matrix given in . This allows us to calculate exactly the baryon asymmetry of the Universe, since we know the CP asymmetry $`ϵ_1`$ and the reheating temperature of the Universe $`T_{RH}.`$ For neutrino parameters yielding successful leptogenesis, we calculate the branching ratios of LFV decays.

There are 18 free parameters in the minimal seesaw model with three non-zero light neutrinos, which we treat as follows. In making Fig. 3, we have taken the values of $`\theta _{12},\theta _{23}`$, $`\mathrm{\Delta }m_{12}^2`$ and $`\mathrm{\Delta }m_{23}^2`$ from neutrino oscillation experiments. We randomly generate the lightest neutrino mass in the range $`0<m_1<0.01`$ eV and values of $`\theta _{13}`$ in the range $`0<\theta _{13}<0.1`$ allowed by the Chooz experiment , as we discuss later in more detail. Motivated by our previous discussion of chaotic sneutrino inflation, we fix the lightest heavy singlet sneutrino mass to be $`M_1=2\times 10^{13}`$ GeV, and choose the following values of the heavier singlet sneutrino masses: $`M_2=10^{14}`$ GeV or $`M_2=5\times 10^{14}`$ GeV, and $`M_3`$ in the range $`5\times 10^{14}`$ to $`5\times 10^{15}`$ GeV, as we also discuss later in more detail. This accounts for nine of the 18 seesaw parameters.

The remaining 9 parameters are all generated randomly. These include the three light-neutrino phases - the Maki-Nakagawa-Sakata oscillation phase and the two Majorana phases. Specification of the neutrino Yukawa coupling matrix requires three more mixing angles and three more CP-violating phases that are relevant to leptogenesis, in principle. The plots in Fig. 3 are made by sampling randomly these nine parameters. We apply one constraint, namely that the generated baryon density falls within the $`3\sigma `$ range required by cosmological measurements, of which the most precise is now that by WMAP: $`7.8\times 10^{11}<Y_B<1.0\times 10^{10}`$ .

Making predictions for LFV decays also requires some hypotheses on the parameters of the MSSM. We assume that the soft supersymmetry-breaking mass parameters $`m_0`$ of the squarks and sleptons are universal, and likewise the gaugino masses $`m_{1/2}`$, and we set the trilinear soft supersymmetry-breaking parameter $`A_0=0`$ at the GUT scale. Motivated by $`g_\mu 2`$, we assume that the higgsino mixing parameter $`\mu >0`$, and choose the representative value $`\mathrm{tan}\beta =10`$. We take into account laboratory and cosmological constraints on the MSSM, including limits on the relic density of cold dark matter. WMAP provides the most stringent bound on the latter, which we assume to be dominated by the lightest neutralino $`\chi `$: $`0.094<\mathrm{\Omega }_\chi h^2<0.129`$. For $`\mathrm{tan}\beta =10`$, the allowed domain of the $`(m_{1/2},m_0)`$ plane is an almost linear strip extending from $`(m_{1/2},m_0)=(300,70)`$ GeV to $`(900,200)`$ GeV . For illustrative purposes, we choose $`(m_{1/2},m_0)=(800,170)`$ GeV and comment later on the variation with $`m_{1/2}`$.

Panel (a) of Fig. 3 presents results on the branching ratio BR for $`\mu e\gamma `$ decay. We see immediately that values of $`T_{RH}`$ anywhere between $`2\times 10^6`$ GeV and $`10^{12}`$ GeV are attainable in principle. The lower bound is due to the lower bound on the CP asymmetry, while the upper bound comes from the gravitino problem. The black points in panel (a) correspond to the choice $`\mathrm{sin}\theta _{13}=0.0`$, $`M_2=10^{14}`$ GeV, and $`5\times 10^{14}`$ GeV $`<M_3<5\times 10^{15}`$ GeV. The red points correspond to $`\mathrm{sin}\theta _{13}=0.0`$, $`M_2=5\times 10^{14}`$ GeV, and $`M_3=5\times 10^{15}`$ GeV, while the green points correspond to $`\mathrm{sin}\theta _{13}=0.1`$, $`M_2=10^{14}`$ GeV, and $`M_3=5\times 10^{14}`$ GeV. We see a very striking narrow, densely populated bands for BR$`(\mu e\gamma )`$, with some outlying points at both larger and smaller values of BR$`(\mu e\gamma )`$. The width of the black band is due to variation of $`M_{N_3}`$ showing that BR$`(\mu e\gamma )`$ is not very sensitive to it. However, BR$`(\mu e\gamma )`$ strongly depends on $`M_{N_2}`$ and $`\mathrm{sin}\theta _{13}`$ as seen by the red and green points, respectively. Since BR$`(\mu e\gamma )`$ scales approximately as $`m_{1/2}^4`$, the lower strip for $`\mathrm{sin}\theta _{13}=0`$ would move up close to the experimental limit if $`m_{1/2}500`$ GeV, and the upper strip for $`\mathrm{sin}\theta _{13}=0.1`$ would be excluded by experiment.

Panel (b) of Fig. 3 presents the corresponding results for BR$`(\tau \mu \gamma )`$ with the same colour code for the parameters. This figure shows that BR$`(\tau \mu \gamma )`$ depends strongly on $`M_{N_3}`$, while the dependence on $`\mathrm{sin}\theta _{13}`$ and on $`M_{N_2}`$ is negligible. The numerical values of BR$`(\tau \mu \gamma )`$ are somewhat below the present experimental upper limit BR$`(\tau \mu \gamma )10^7`$, but we note that the results would all be increased by an order of magnitude if $`m_{1/2}500`$ GeV. In this case, panel (a) of Fig. 3 tells us that the experimental bound on BR$`(\mu e\gamma )`$ would enforce $`\mathrm{sin}\theta _{13}0.1`$, but this would still be compatible with BR$`(\tau \mu \gamma )>10^8`$.

As a result, Fig. 3 strongly suggests that fixing the observed baryon asymmetry of the Universe for the direct sneutrino leptogenesis ($`T_{RH}<2\times 10^{12}`$ GeV $`<M_{N_1}`$) implies a prediction for the LFV decays provided $`M_{N_2}`$ and/or $`M_{N_3}`$ are also fixed. This observation can be understood in the case of hierarchical light and heavy neutrino masses. Consider first $`\mu e\gamma `$ for $`\mathrm{sin}\theta _{13}=0`$. It turns out that the $`N_2`$ couplings dominate in $`(Y_\nu Y_\nu ^{})_{21}`$ which determines BR$`(\mu e\gamma )`$. Also, the $`M_{N_2}`$ term dominates in $`ϵ_1`$ which implies $`Y_B(Y_\nu Y_\nu ^{})_{21}/\sqrt{(Y_\nu Y_\nu ^{})_{11}}`$, because cancellations among the phases are unnatural. In the parametrization with the orthogonal matrix $`R`$, this implies $`Y_BR_{23}/R_{22}`$. If fine tunings are not allowed, the requirement $`T_{RH}<M_{N_1}`$ fixes $`R_{23}/R_{22}`$ and therefore relates $`Y_B`$ to $`\mu e\gamma `$. For more general cases, the behaviour of BR$`(\mu e\gamma )`$ is more complicated and additional contributions occur. However, those new contributions tend to enhance BR$`(\mu e\gamma )`$, as exemplified in Fig. 3 by the green dots.

The behaviour of BR$`(\tau \mu \gamma )`$ is simpler. To leading order in the largest parameters, $`\tau \mu \gamma `$ depends on the $`N_3`$ couplings and mass, leading to $`(Y_\nu Y_\nu ^{})_{32}(Y_\nu )_{33}^2U_{33}U_{23}^{}`$, independently of leptogenesis results.

We have to stress here that such definite predictions for LFV processes can always be avoided by fine tuning the neutrino parameters, as seen by several scattered points in Fig. 3. Points with small BR$`(\mu e\gamma )`$ can be systematically generated using the parametrization of $`Y_\nu `$ by a Hermitian matrix , and the predictions for the LFV decays thereby washed away. However, in this case, the $`M_{N_i}`$ are outputs of the parametrization, and cannot be fixed as required by the present analyses of sneutrino inflation. Therefore the parametrization  is not appropriate for our leptogenesis scenario. Finally, we comment that such fine tunings are impossible in simple models of neutrino masses .

Another possibility for avoiding the LFV predictions is to allow the heavy neutrinos to be partially degenerate in mass, which enhances the CP asymmetries . In supersymmetric models, this possibility was considered in .

In addition to the quantities shown in Fig. 3, we have also examined BR$`(\tau e\gamma )`$, which is always far below the present experimental bound BR$`(\tau e\gamma )10^7`$, and the electron and muon electric dipole moments. We find that $`d_e<10^{33}`$ e cm, in general, putting it beyond the foreseeable experimental reach, and $`|d_\mu /d_e|m_\mu /m_e`$, rendering $`d_\mu `$ also unobservably small.

## 5 Alternative Scenarios and Conclusions

We have considered in this paper the simplest sneutrino inflation scenario, in which the inflaton $`\varphi `$ is identified with the lightest sneutrino, and its decays are directly responsible for leptogenesis. We find it remarkable that this simple scenario is not already ruled out, and have noted the strong constraints it must satisfy enable it to make strong predictions, both for CMB observables and LFV decays. These might soon be found or invalidated. In the latter case the motivation to study more complicated sneutrino inflation scenarios would be increased.

$``$ One possibility is that inflation might have been driven by a different sneutrino, not the lightest one. In this case, the lightest sneutrino could in principle be considerably lighter than the $`2\times 10^{13}`$ GeV required for the inflaton. This would seem to make more plausible a low reheating temperature, as suggested by the gravitino problem. However, this problem is not necessarily a critical issue, as it can already be avoided in the simplest sneutrino inflation scenario, as we have seen. On the other hand, if the lightest sneutrino is not the inflaton, leptogenesis decouples from inflationary reheating, and predictivity is diminished.

$``$ A second possibility is that two or more sneutrinos contribute to inflation. In this case, the model predictions for the CMB observables and the sneutrino mass would in general be changed.

$``$ A related third possibility is that one or more sneutrinos might function as a curvaton, which would also weaken the CMB and sneutrino mass predictions.

For the moment, we do not see the need to adopt any of these more complicated scenarios, but they certainly merit investigation, even ahead of the probable demise of the simplest sneutrino inflation scenario investigated here.

Acknowledgements
We thank G. Giudice, M. Plümacher, M. Postma, A. Riotto and A. Strumia for collaboration and discussions related to this work. T.Y. thanks the members of the theory group in Rome I University for their hospitality. M.R. is partially supported by EU TMR contract No. HPMF-CT-2000-00460 and by ESF grant No. 5135, and T.Y. by Grant-in-Aid for Scientific Research (S) 14102004.


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# 2000-2003 Real Estate Bubble in the UK but not in the USA

## 1 Introduction

While the US economy has generally been contracting in the last two years, real estate has been growing: house prices have been rising at a rate of about 2 per cent a year faster than income gains. Real consumer outlays and spending on residential construction each rose about 3 percent during 2001. Meanwhile, the gross domestic product (GDP) fell about one-half percent, a drop that would have been far worse without a strong real estate sector. While stock market losses have destroyed maybe as much as $US 5 trillion in investor wealth since the market’s peak, there has been an offsetting effect in the real estate market. Home equity has gained about $US 1.7 trillion in the same period, according to the chief economist at the biggest US mortgage firm, Fannie Mae. Since, according to the Federal Reserve, home values have double the impact on consumer spending that stock values have via the “richness effect,” the housing boom has offset almost two-third of the the stock market losses on the economy.

Such offsets have triggered talks about a real estate bubble in the US. Investment weekly Barron’s claimed to spot a “bubble mentality” last April 2002 and analysts are increasingly scrutinizing the possible evidence. A managing director of Pacific Investment Management Co (PIMCO), the largest America bond fund, agrees there is “potential for a bubble in the US residential property market” as a result of the lowest mortgage rates since the 1960s. The statistics released every month continue to confirm that “the housing sector continues to defy all odds,” in the words of the chief economist for the National Association of Realtors, David Lereah. Sales of existing housing have been and are continuing to run at a robust if not enthusiastic pace. Total mortgage debt outstanding has risen sharply during the last decade. While the total was about $US 2.7 trillion in the first quarter of 1990, by the fourth quarter of 1999, it had almost doubled, to $US 5.2 trillion. As a comparison, the total amount of cumulative borrowing by the Federal Treasury, (the national debt), was about $US 5.7 trillion in August 2000. American mortgages are on the path of becoming the single largest class of fixed income securities on the planet. Add to these elements that the demand for mortgage borrowing outstrips aggregate domestic saving (which is currently negative and has reached in the last months the lowest level since record keeping began in 1959). This negative saving rate combined with the continuing rapid growth of mortgage borrowing implies that there must be a reduction in non-mortgage lending or an increase in fund flows from abroad or both . This may lead to an increased instability through globalization, resulting from the behavior of international investors . To make things look even worse, the real estate bubble is part of a general huge credit “bubble” that has developed steadily over the last decades, which includes the various US federal money supply, the personal, municipal, corporate debt and federal debts (estimated by some to add up to as much as several tens of trillion US dollars), which may not only drag down the recovery of the economy but also lead to vulnerability to exogenous crises.

But is there really a real estate bubble? The science of complexity, which studies the emergence of organization in systems as diverse as the human body (biology), the earth (geology) or the cosmos (astrophysics), suggests novel insights in this troubling question. The science of complexity explains the spontaneous occurrence of coherent large-scale collective behavior, such as well-functioning capitalistic markets but also financial crashes and depressions, from the repeated nonlinear interactions between the constituents of economies. This bottom-up mechanism explains the robustness and strength of modern developed economies as well as their vulnerability to endogenous instabilities. The theory of complex systems thus explains the origin of Adam Smith’s invisible hand in society according to which a collection of selfish self-centered individuals coldly maximizing their individual “utility functions” achieve an optimal aggregate social welfare. This theory explains capitalism and free trade. However, it also explains and predicts the occurrence of instabilities and of far-from-optimal equilibria, which are inherent in the bottom-up self-organization .

Recent academic research in the field of complex systems suggest that the economy as well as stock markets self-organize under the competing influences of positive and negative feedback mechanisms ( and references therein). Positive feedbacks, i.e., self-reinforcement, refer for instance to the fact that, conditioned on the observation that the market has recently moved up (respectively down), this makes it more probable to keep it moving up (respectively down), so that a large cumulative move may ensue. “Positive feedback” is the opposite of “negative feedback”, the latter being a concept well-known for instance in population dynamics in the presence of scarce resources. Rational markets and stable economic equilibria derive from the forces of negative feedback. When positive feedback forces dominate, deviations from equilibrium lead to crises. Such instabilities can be seen as intrinsic endogenous progenies of the dynamical organization of the system. Positive feedbacks lead to collective behavior, such as herding in buys during the growth of bubbles and in sells during a crash. This collective behavior does not require the coordination of people to take the same action but results from the convergence of selfish interests together with the impact of interactions between people through the complex network of their acquaintances.

The analysis presented below relies on a general theory of financial crashes and of stock market instabilities developed in a series of works. We refer to Refs.  and references therein for all details of our approach. In a nutshell, we are looking for signatures of a faster-than-exponential growth and its decoration by log-periodic oscillations. The faster-than-exponential (super-exponential, hyperbolic or power law) growth means that the growth rate itself grows, signaling an unsustainable regime. We add the important ingredient that the log-periodic oscillations have been found to be reliable indicators of endogenous bubbles signaling a coming instability or change of regime . Using these criteria, we find no evidence whatsoever of a bubble in the US real estate market. However, the same analysis applied to the UK real estate market shows that these two signatures of an unsustainable bubble are unambiguously present. Since these signatures have been found to be reliable predictors of past crashes in financial markets, they point to the end of the UK real estate bubble possible around the end of the year 2003, with either a crash or a change of regime in the UK housing market. We should however caution that the crash is only one possible scenarios according to the theory coupling rational expectation bubbles with collective herding behavior .

Technically, we fit the house price indices to the following versions of the model. In the first version, the logarithm of the price is given by

$$\mathrm{ln}[p(t)]=A+B(t_ct)^m+C(t_ct)^m\mathrm{cos}\left[\omega \mathrm{log}(t_ct)\varphi \right],$$
(1)
where $`\varphi `$ is a phase constant, $`0<m<1`$ quantifies the acceleration of the price, $`A=\mathrm{log}[p(t_c)]`$ and $`B`$ and $`C`$ are two amplitudes. $`B<0`$ signals an upward acceleration. This first version (1) amounts to assume that the potential correction or crash at the end of the bubble is proportional to the total price . In contrast, the second version assumes that the potential correction or crash at the end of the bubble is proportional to the bubble part of the total price, that is to the total price minus the fundamental price . This gives the following price evolution:

$$p(t)A+B(t_ct)^m+C(t_ct)^m\mathrm{cos}\left[\omega \mathrm{log}(t_ct)\varphi \right].$$
(2)
Finally, we shall use expression (3) given below, which incorporates higher-order harmonics beyond the first-order log-periodic cosine of formula (1). Indeed, the spectral Lomb analyses reported in section 2.3 suggests the presence of a very strong harmonic at the angular log-frequency $`2\omega `$. The possible importance of harmonics was also noticed and used in our recent analysis of many stock markets in the anti-bubble regime that started worldwide during the summer of 2000 . This followed the analyses of log-periodicity in hydrodynamic turbulence data  which have demonstrated the important role of higher harmonics in the detection of log-periodicity. In view of the parsimony and quality of the fit with expression (3), we shall use it for our test of robustness of the estimation of the critical time $`t_c`$.

## 2 Speculative bubble in UK real estate

### 2.1 Data sets

Since 1984, the Halifax house price index has been used extensively by government departments, the media and businesses as an authoritative indicator of house price movements in the United Kingdom. This index is based on the largest sample of housing data and provides the longest unbroken series of any similar UK index. We use this monthly house price index data that are retrieved from the web site of HBOS plc111http://www.hbosplc.com/view/housepriceindex/housepriceindex.asp.. Six data sets are analyzed as listed in Table 1. Each data set is a time series, which starts in December 1992 and ends in April 2003.

### 2.2 Log-periodic pattern

In order to identify the speculative real estate bubble in the UK market, we fit Eq. (1) to the six data sets described in Table 1, following the fitting procedure described in detail in .

Figure 1 shows the best fits of Eq. (1) to the UK house price index for the six data sets. For the sake of presentation, we shift the curves downward by multiples of $`0.15`$: the curve at the top corresponds to the set 1, the curve immediately below translated by 0.15 vertically corresponds to set 2, the following curve translated again by 0.15 vertically corresponds to set 3, and so on. The vertical lines indicate the values of the critical time $`t_c`$ obtained from the fit of Eq. (1) to each of the six data sets. Recall that $`t_c`$ is the expected time for the end of the bubble. It corresponds to the most probable time for a change of regime or a crash to occur . However, a crash could still occur before, albeit with small probability.

The log-periodic power-law signatures are clearly visible to the naked eye. The values of the fitted parameters are listed in Table 2. One observes that the predicted $`t_c`$ are consistent for the six data sets and the values of the angular log-frequencies $`\omega `$ indicate the existence of a fundamental angular log-frequency around $`\omega 5.8`$.

Figure 2 presents the best fits of Eq. (2) to the UK house price index (and not their logarithm as in Figure 1) for the six data sets described in Table 1. We also translate the curves as in Figure 1 in the same way with a vertical shift of 35 downward for each successive curve. Again, the vertical lines indicate the positions of the critical times $`t_c`$ for each data set. The log-periodic power-law signatures are again clearly visible. The values of the fitted parameters are given in Table 3. While the predicted critical times $`t_c`$ are still quite consistent, they exhibit a significantly larger scatter than when using Eq. (1), suggesting that the bubble is better described by a pure speculative component given by Eq. (1). This conclusion is strengthened by the fact that the fits with Eq. (2) give negative exponents $`m`$, corresponding to a divergence of the price (in contrast with the divergence of the change of trend of the price described by the fits with Eq. (1)). Eq. (1) seems thus more consistent with a reasonable price trajectory, exhibiting super-exponential acceleration, but culminating at a finite value with infinite unsustainable slope. This again suggests a very strong component of the bubble component to the price, making the fundamental component undetectable in this analysis.

In contrast, the found angular log-frequencies $`\omega `$ are very robust with respect to the choice of Eq. (1) versus Eq. (2) and retrieve a fundamental value $`\omega 6.8`$. This confirms to us the existence of a very clear speculative signal in these price time series. The consistency of the results across the six different ways of calculating the House price indices also suggests that we are deciphering here a very strong speculative component of the dynamics of house prices, which remain robust whatever the specific nature of the house and the way they are estimated.

### 2.3 Significance of the log-periodic patterns

To assess the significance level of the extracted log-periodic pattern, we complement the parametric analysis of Eq. (1) with non-parametric analyses.

For our first test, we use the first two terms $`A+B(t_ct)^m`$ of the right-hand-side of equation (1) to detrend $`\mathrm{ln}[p(t)]`$, that is, we construct the residual $`\{\mathrm{ln}[p(t)]AB(t_ct)^m\}/(t_ct)^m`$, in the manner introduced in Ref. . A perfect sinusoidal log-periodicity would correspond to this residual being a perfect cosine $`\mathrm{cos}\left[\omega \mathrm{log}(t_ct)+\varphi \right]`$. In order to quantify the log-periodic oscillatory components of the six time series, we calculate the Lomb periodograms (which are similar to a Fourier transform for unevenly spaced data) of the corresponding residues for the six data sets.

Figure 3 gives the Lomb periodograms of the detrended residuals of the six house price indices and their Lomb average as the thickest line. All periodograms present two significant peaks around $`\omega _1=5.9`$ and a value $`\omega _2=13.0`$ close to its harmonics $`2\omega _1`$.

Our second test consists in performing non-parametrically the $`(H,q)`$-analysis of the logarithm of the price as described in Refs. . In a nutshell, the $`(H,q)`$-analysis performs a kind of fractal derivative which is particularly sensitive to the presence of log-periodicity. The index $`q`$ refers to the discrete scaling ratio used in the definition of the fractal $`q`$-derivative. The index $`H`$ is the exponent used to rescale the $`q`$-derivative. Scanning $`q`$ and $`H`$ provides an important test of the robustness of the log-periodic signal. A Lomb periodogram analysis of the $`(H,q)`$-derivative allows one to detect the presence of significant log-periodicity. Figure 4 shows the angular log-frequency $`\omega `$ of the most significant Lomb peak in each Lomb periodogram for each of the scanned $`(H,q)`$ pairs of $`(H,q)`$-derivative  of the logarithm of the price of one of the house price index. The middle and high plateaus show respectively the fundamental log-frequency and its harmonic. The lower level corresponds to the artificial log-frequency corresponding to the most probable noise of a power law signal demonstrated in Ref. .

The analysis of the power law residuals and the $`(H,q)`$-analysis confirm the presence of very significant log-periodicity in the UK house price indices over the last decade.

### 2.4 Parametric fit taking into account the second log-periodic harmonics

Figures 3 and 4 have demonstrated the strong amplitude of a second log-periodic harmonic. Similarly to our previous modelling of the stock markets , we extend (1) into

$$\mathrm{ln}[p(t)]=A+B\tau ^m+C\mathrm{Re}\left(\underset{n=1}{\overset{N}{}}n^{m0.5}\mathrm{e}^{i\psi _n}\tau ^{s_n}\right),$$
(3)
where $`\tau =(t_ct)/T`$ ($`T`$ determines the time units), $`A,B`$ and $`C`$ are three parameters, $`N`$ is the number of log-periodic harmonics kept in the description, and

$$s_n=m+i\frac{2\pi }{\mathrm{ln}\gamma }n.$$
(4)
The operator $`\mathrm{Re}(x)`$ takes the real part of $`x`$. In the second term of the right-hand-side of (3), we have used $`s_{n=0}=m`$ as seen from (4). Note that the case $`N=1`$ recovers Eq. (1). The function (3) is called a Weierstrass-type function .

Since the choice $`\psi _n=0`$ plays an essential role in the modelling of financial time series in the bubble and/or anti-bubble regimes as shown in , we use Eq. (3) with $`\psi _n=0`$ and follow the procedure described in  to fit the six data sets. This choice, which corresponds to have the same phases for all harmonics, has also the advantage of keeping constant the number of degrees of freedom such that the more complex formula (3) has the same number of free parameters as the simplest log-periodic equation (1). By this model (3), we thus gain in relevance while keeping the same parsimony.

Figure 5 shows the best fits of Eq. (3) with $`\psi _n=0`$ and $`N=2`$ to the six UK house price indices described in Table 1. The log-periodic signatures are again clearly visible. The values of the fitted parameters are listed in Table 4. Compared with Table 2, one can see that the present fits give much better goodness-of-fit with smaller r.m.s. errors. Since they have the same number of free parameters, formula (3) should be prefered as a better model than equation (1). The angular log-frequency is found to be very stable and close to the fundamental value around $`6`$ identified in previous fits. This increased stability stems from the fact that expression (3) automatically accounts for higher harmonics up to order $`N`$. This result strengthens the existence and evidence for strong log-periodicity harmonics. The exponents $`m`$ and critical time $`t_c`$ are consistent across the six time series. Taking into account higher-order harmonics $`N>2`$ does not improve the fits significantly due to the coarse monthly sampling rate and the marginal importance of the third-order and four-order log-periodic harmonics shown in Figure 3.

### 2.5 Test of the robustness of the critical time $`t_c`$

The determination of $`t_c`$ is particularly important as it gives the estimated termination time of the speculative bubble as well as the most probable time for a crash, if any. Beyond $`t_c`$, the speculative bubble has to transform into another regime because its path before and up to $`t_c`$ has become unsustainable. We stress that several models of stochastic speculative bubbles indicate that a bubble does not end necessarily with a crash as there is a finite probability for a bubble to end by a transition to another regime such as slow deflation . $`t_c`$ is thus not the time of the crash, it is both the end of the bubble and the time at which the crash is most probable, if it ever occurs. Nevertheless, there is an obvious interest in estimating when the speculative trend of the real estate bubble in the UK will end up.

As an attempt to address this question, we investigate the robustness of the estimated critical time $`t_c`$ obtained from the previous fits. For this, we perform again fits with Eq. (3) of the six time series from December 1992 to a time $`t_{\mathrm{last}}`$ and vary $`t_{\mathrm{last}}`$ to see if $`t_c`$ has remained approximately constant in the past. For each $`t_{\mathrm{last}}`$, we report in Figure 6 the value $`t_c`$ of the best fit with Eq. (3) for each of the 6 time series. Except for time series 2 (all, non seasonally adjusted), all other 5 seasonally adjusted time series are grossly consistent with a critical time $`t_c`$ that could fall anywhere from the present to the end of the year 2003.

Figure 6 conveys two pieces of information. First, the description of the data with the log-periodic formula (3) with two log-frequencies is found approximately stable as a function of time. Second, the precision with which one can pinpoint the specific end of the presently unfolding speculative bubble in the UK house prices is limited. In this vein, the behavior of the critical time $`t_c`$ predicted with time series 2 (all, non seasonally adjusted) is instructive: after a plateau, $`t_c`$ is found to grow systematically with $`t_{\mathrm{last}}`$. This is a property which has been found in past investigations (see Chapter 9 of ) to be due to the fact that the real end of the bubble is beyond the time horizon over which the log-periodic fits provide reliable predictors. When using only the first log-periodic harmonics with expression (1), a monotonous increase of the predicted $`t_c`$’s with $`t_{\mathrm{last}}`$ is found for all 6 time series, which is similar to that found with time series 2 using Eq. (3). Together with the results shown in Figure 6, this confirms the stronger relevance of Eq. (3): the addition of a second log-periodic harmonics seems to extend the time-horizon over which forecasts are stable. This also shows that the true end of the bubble is beyond the time horizon of formula (1).

Finally, we should note the significantly smaller variance of the predicted $`t_c`$ using for $`t_{\mathrm{last}}`$ the last three available data.

## 3 Exponential growth in the USA real estate market

Figure 7 shows the deflated quarterly average sales prices $`p(t)`$ of new houses sold in all the states in the USA and by regions (northeast, midwest, south and west) in the last decade as a function of time $`t`$. The data taken from the U.S. Census Bureau222http://www.census.gov/const/www/newressalesindex.html. are deflated by the consumer price index of the USA available at the Bureau of Labor Statistics333http://www.bls.gov/data/. The linear dependence of $`\mathrm{ln}[p(t)]`$ against $`t`$ in this semi-log plot qualifies clearly an exponential growth

$$p(t)=p(0)\mathrm{e}^{rt},$$
(5)
with a constant growth rate $`r`$. The yearly growth rates found by linearly regressing $`\mathrm{ln}p(t)`$ against time are $`2.3\%`$ (all states), $`2.5\%`$ (northeast), $`1.6\%`$ (midwest), $`1.9\%`$ (south) and $`3.5\%`$ (west). Exactly the same behavior is found (not shown) on non-deflated prices; simply, the growth rates are different ($`4.7\%`$ (all states), $`4.1\%`$ (northeast), $`5.3\%`$ (midwest), $`3.9\%`$ (south) and $`3.9\%`$ (west)).

Using expression (1) to fit these same data sets since December 1992 to December 2002, we find absolutely no significant log-periodicity and no power-law criticality in the investigated price trajectory. According to the proposal  that speculative bubbles are associated with super-exponential growth with significant log-periodicity, the recent house price time series in the US do not qualify as bubbles.

The USA real estate market has been rather segmented because of its size which is not comparable to the UK market where London plays a leading role. It would thus be more rational to compare the UK with California for instance, as the two markets have approximately the same geographical size and level of integration, with Los Angeles and San Francisco leading the Californian market. In Fig. 8, we plot the logarithm of house price indices for California, Los Angeles and San Francisco, respectively. The house price indices are also deflated by the USA consumer price index for inflation. Note that the data for Los Angeles and San Francisco are normalized to 100 in the first quarter of 1995, while that for California is normalized to 100 in the first quarter of 1980. The difference in normalization dates has no impact on appreciation rates obtained for each index. The two vertical lines delimit a super-exponential growth, which ended at the end of 1989, and which paralleled the Japan real estate bubble in the 1980’s and its burst at the end of 1989. The real estate bubble ending in 1990 has been well-documented and it is interesting to find its super-exponential signature so-clearly in this analysis. For the present, while there is undoubtedly a strong growth rate, there is no evidence of a super-exponential growth in the latest six years. Similar conclusions hold for the un-deflated indices.

## 4 Conclusion

Testifying before the Senate Committee on Banking, Housing and Urban Affairs in July 2002, Federal Reserve Board Chairman Alan Greenspan told lawmakers that rising home prices in the USA are a by-product of “low mortgage rates, immigration, and shortages of buildable land in some areas.” As a result, homeowners have more equity they can use to pay off high-cost consumer debt and for other purposes. This leads to a beneficial effect on the US economy rather than suggesting the possibility of a real estate crash.

Based on the science of complexity, our analysis provides a confirmation of this conclusion derived from more standard economic analysis.

The situation is the opposite for the UK market. Our same analysis applied to the UK real estate market shows two unambiguous signatures of an unsustainable bubble, which started years even before the end of the stock market bubble in 2000. These signatures have been found to be reliable predictors of past crashes in financial markets. The analysis points to the end of the bubble around the end of the year 2003, with either a crash or a change of direction in the UK housing market. While there are very strong correlations between stock markets in developed countries at present , no such correlation has yet materialized in real estate markets. Investors should however remain watchful for indications of a possible contagions to the US in the longer term.

To summarize, what we have learned in this paper is that (i) the USA real estate market is in a state compatible with “rational expectation” regime; (ii) the UK real-estate market exhibits an ultimately unsustainable speculative bubble; (iii) The UK house prices will continue going up during the year 2003; and (iv) The Weierstrass-type function (3) outperforms the simple log-periodic power law formula.

Acknowledgments

We acknowledge stimulating discussions with D. Darcet and B. Roehner and a referee for suggestions and thank T. Gilbert for help. This work was supported in part by the James S. Mc Donnell Foundation 21st century scientist award/studying complex system.


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# Untitled Document

Fractional charge in electron clusters: Mani and von Klitzing data of quantum Hall effect- Part II Keshav N. Shrivastava School of Physics, University of Hyderabad,
Hyderabad 500046, India

We have calculated the fractional charge of quasiparticles in a cluster of electrons. The 61 values have been calculated which are exactly the same as the measured values. In a previous eprint we have calculated 85 values which are the same as the measured values. Thus, we have calculated 146 fractional charges which are the same as the experimental values. In the case of 61 values, we are able to determine the spin of the cluster and hence the number of electrons in a cluster. The polarization in a magnetic field is determined. A new zero conductivity state is found which is the same as “superresistivity” previously reported in our book. Anderson and Brinkman, cond-mat/0302129, have noted that frequencies like 5/4$`\mathrm{\Omega }_c`$ do occur. We predict all fractional frequencies correctly and report a new state with a zero-frequency mode.

Corresponding author: keshav@mailaps.org
Fax: +91-40-2301 0145.Phone: 2301 0811.

1. Introduction

Recently, we have calculated 85 fractional charges which are the same as the experimental values reported by Mani and von Klitzing. In all of the 85 values, we have determined the number of electrons and their polarization. In some cases, it is clear that not all electrons are located at one site. The analysis of the data of figures 1-4 of Mani and von Klitzing is given in the previous eprint.

In the present paper, we note the data from figures 5 and 6 of Mani and von Klitzing and calculate these 61 values. All of the 61 calculated values are the same as the measured values. Such a perfect agreement between the calculated and the measured values has never been found in the physics problems. The earlier 85 values and the present 61 values make 146 values for which there is full agreement between the calculated and measured values. It was pointed out by Pan et al that some of the measured values did not come out from their calculations suggesting the inadequacy of their model. Therefore, there is a clear need for alternative theoretical possibilities. In another eprint, we have shown that the values of Pan et al are well predicted by our theory.

2. Description

From the central part of figure 5 of Mani and von Klitzing, we read the following experimental values,

$$6/17,11/31,9/25,4/11,7/19,10/27,11/29,8/21,5/13$$
(1)
$$2/5,7/17,8/19,3/7,4/9,5/11$$
(2)
$$16/39,12/29,13/31,10/23,11/25.$$
(3)
The right-hand-side inset gives the following experimental values,

$$16/37,29/67,23/53,17/39,24/55,25/57,18/41,11/25,4/9$$
(4)
and the left-hand-side of figure 5 has the following,

$$11/27,20/49,16/39,12/29,17/41,18/43,8/19,3/7.$$
(5)
Table 1:The interpretation of fractional charges in terms of $`l`$ and $`s`$. The calculated values are the same as the experimental values.

| S.No. | $`l`$ | $`s`$ | $`\nu _{}`$ | $`n_e`$ |
| --- | --- | --- | --- | --- |
| 1 | 8 | -5/2 | 6/17 | 5 |
| 2 | 15 | -9/2 | 11/31 | 9 |
| 3 | 12 | -7/2 | 9/25 | 7 |
| 4 | 5 | -3/2 | 4/11 | 3 |
| 5 | 9 | -5/2 | 7/19 | 5 |
| 6 | 13 | -7/2 | 10/27 | 7 |
| 7 | 14 | -7/2 | 11/29 | 7 |
| 8 | 10 | -5/2 | 8/21 | 5 |
| 9 | 6 | -3/2 | 5/13 | 3 |
| 10 | 2 | -1/2 | 2/5 | 1 |
| 11 | 8 | -3/2 | 7/17 | 3 |
| 12 | 9 | -3/2 | 8/19 | 3 |
| 13 | 3 | -1/2 | 3/7 | 1 |
| 14 | 4 | -1/2 | 4/9 | 1 |
| 15 | 5 | -1/2 | 5/11 | 1 |
| 16 | 19 | -7/2 | 16/39 | 7 |
| 17 | 14 | -5/2 | 12/29 | 5 |
| 18 | 13 | -5/2 | 13/31 | 5 |
| 19 | 11 | -3/2 | 10/23 | 3 |
| 20 | 12 | -3/2 | 11/25 | 3 |

While writing the book we have found that the fractional effective charge is given by,

$$e_{eff}/e=\frac{l+\frac{1}{2}\pm s}{2l+1}$$
(6)
When we substitute the values of $`l`$ and $`s`$, we obtain the calculated values of the fractional charge. Table 1 shows 20 calculated values for various values of $`l`$ and $`s`$. All of these 20 calculated values are the same as the measured values. Next, we calculate 9 values as given in Table 2. These calculated values are the same as the experimental values of eq.(4). We calculate another set of 8 values given in Table 3. These calculated values are the same as the experimental values of eq.(5). All the calculated values given in Tables 1-3 are thus the same as the experimental values. All of these use negative sign for the spin. Hence, these are polarized in the magnetic field with all particles parallel to the field with no particle with opposite spin. From the spin, we can know the number of electrons. Thus there are electron clusters with number of electrons 1, 3, 5, 7 or 9, in a cluster. All these electron numbers per cluster are odd numbers. For even number of electrons, the denominator becomes even. For odd number of electrons, the denominator is odd.

Table 2: Some of the fractional charges in terms of $`l`$ and $`s`$. The calculated values are the same as the experimental values.

| S.No. | $`l`$ | $`s`$ | $`\nu _{}`$ | $`n_e`$ |
| --- | --- | --- | --- | --- |
| 1 | 18 | -5/2 | 16/37 | 5 |
| 2 | 33 | -9/2 | 29/67 | 9 |
| 3 | 26 | -7/2 | 23/53 | 7 |
| 4 | 19 | -5/2 | 17/39 | 5 |
| 5 | 27 | -7/2 | 24/55 | 7 |
| 6 | 28 | -7/2 | 25/57 | 7 |
| 7 | 20 | -5/2 | 18/41 | 5 |
| 8 | 12 | -3/2 | 11/25 | 3 |
| 9 | 4 | -1/2 | 4/9 | 1 |

Table3: Some more fractional charges in which the calculated values are the same as the experimental values.

| S.No. | $`l`$ | $`s`$ | $`\nu _{}`$ | $`n_e`$ |
| --- | --- | --- | --- | --- |
| 1 | 13 | -5/2 | 11/27 | 5 |
| 2 | 24 | -9/2 | 20/49 | 9 |
| 3 | 19 | -7/2 | 16/39 | 7 |
| 4 | 14 | -5/2 | 12/29 | 5 |
| 5 | 20 | -7/2 | 17/41 | 7 |
| 6 | 21 | -7/2 | 18/43 | 7 |
| 7 | 9 | -3/2 | 8/19 | 3 |
| 8 | 3 | -1/2 | 3/7 | 1 |

Now we take the experimental values from figure 6 of Mani and von Klitzing. These measured values are given below:

$$1/3,2/5,3/7,4/9,4/7,3/5,2/3,1,2,3,4,$$
(7)
$$9/25,4/11,7/19,8/21,5/13,7/17,8/19,11/25$$
(8)
$$11/19,8/13,7/11,5/7,8/11,7/9,4/5,9/11,$$
(9)
$$9/7,4/3,7/5,8/5,5/3,7/3,8/3,11/3.$$
(10)
The calculation of these values is given in Tables 4-7.

Table 4: For $`s`$=$`\pm `$1/2 both the spin polarizations occur. The calculated values of the fractional charges in terms of $`l`$ and $`s`$ are the same as those measured. In the first line $`\nu _{}`$=0 indicates zero-frequency mode which is characteristic of charge-density waves.

| S.No. | $`l`$ | $`s`$ | $`\nu _+`$ | $`\nu _{}`$ |
| --- | --- | --- | --- | --- |
| 1 | 0 | 1/2 | 1 | 0 |
| 2 | 1 | 1/2 | 2/3 | 1/3 |
| 3 | 2 | 1/2 | 3/5 | 2/5 |
| 4 | 3 | 1/2 | 4/7 | 3/7 |
| 5 | 4 | 1/2 | 5/9 | 4/9 |
| 6 | $`\mathrm{}`$ | 1/2 | 1/2 | 1/2 |

Table 5: Several fractional charges calculated for $`l`$ and $`s`$. The calculated values are the same as the measured values.

| S. No. | $`l`$ | $`s`$ | $`\nu _{}`$ |
| --- | --- | --- | --- |
| 1 | 12 | -7/2 | 9/25 |
| 2 | 5 | -3/2 | 4/11 |
| 3 | 9 | -5/2 | 7/19 |
| 4 | 10 | -5/2 | 8/21 |
| 5 | 6 | -3/2 | 5/13 |
| 6 | 8 | -3/2 | 7/17 |
| 7 | 9 | -3/2 | 8/19 |
| 8 | 12 | -3/2 | 11/25 |

Table 4 shows that as long as the spin is $`\pm 1/2`$, both spin polarizations occur except for the small difference due to Boltzmann factor. Table 5 shows that only negative spin occurs due to polarization in the magnetic field. Similarly, Tables 6 and 7 show only the positive spin. In some places large values of spin occur so that electrons must be distributed over several sites so we get the idea of sites and clusters.

We learn from this exercise that there are electron clusters with a small number of electrons per cluster. There are spin polarizations in the field so that in some region all spins are aligned in one direction only. We determine the number of electrons per cluster. \[In ref.1 the fraction 29/49 was left out. It is well predicted by $`l`$=24 and $`s`$=9/2 with positive sign for the spin. Therefore 85 charges are predicted in this reference\].

3. Zero conductance, zero charge or superresistivity.

When the charge of the quasiparticles is zero, the resistivity becomes infinite and hence the conductivity at this point is zero. This is the phenomenon of “superresistivity” as it was called in the book. The quantized resistivity is given by,

$$\rho _{xy}=\frac{h}{ie^2}$$
(11)
When $`i`$=0, $`\rho _{xy}`$=$`\mathrm{}`$. This gives the divergence in the resistivity so that there is “superresistivity”. In an approximate representation,

$$\sigma _{xx}=\rho _{xx}/\rho _{xy}^2.$$
(12)
Table 6: More values of fractional charges in terms of $`l`$ and $`s`$. The calculated values are the same as the experimental values.

| S.No. | $`l`$ | $`s`$ | $`\nu _+`$ |
| --- | --- | --- | --- |
| 1 | 9 | 3/2 | 11/19 |
| 2 | 6 | 1/2 | 8/13 |
| 3 | 5 | 3/2 | 7/11 |
| 4 | 3 | 3/2 | 5/7 |
| 5 | 5 | 5/2 | 8/11 |
| 6 | 4 | 5/2 | 7/9 |
| 7 | 2 | 3/2 | 4/5 |
| 8 | 5 | 7/2 | 9/11 |

Table 7: More fractional charges. There are 61 fractional values in this paper. All of the calculated values are the same as the experimental values.

| S.No. | $`l`$ | $`s`$ | $`\nu _+`$ |
| --- | --- | --- | --- |
| 1 | 3 | 7/2 | 9/7 |
| 2 | 1 | 5/2 | 4/3 |
| 3 | 2 | 9/2 | 7/5 |
| 4 | 2 | 11/2 | 8/5 |
| 5 | 1 | 7/2 | 5/3 |
| 6 | 1 | 11/2 | 7/3 |
| 7 | 1 | 13/2 | 8/3 |
| 8 | 1 | 19/2 | 11/3 |

When $`\rho _{xy}`$=$`\mathrm{}`$, $`\sigma _{xx}`$=0. These are the “zero conductivity” points. The effective charge of the quasiparticles is,

$$i=\frac{l+\frac{1}{2}\pm s}{2l+1}$$
(13)
which is zero for $`l+\frac{1}{2}\pm s`$=0. For $`l`$=0, $`s`$=1/2 for the negative sign, the charge becomes zero. This is because the charge acquires a vector nature due to $`l`$ and $`s`$. The effective charge is zero for $`l`$=0, $`s`$=-1/2; $`l`$ =1, $`s`$= -3/2; $`l`$=2, $`s`$=-5/2; $`l`$=3, $`s`$=-7/2, …, etc. These are the points of infinite $`\rho _{xy}`$ and zero conductivity.

Yang et al have found the points of zero conductivity. In eq.(12) making $`\rho _{xy}`$=$`\mathrm{}`$, $`\sigma _{xx}`$=0 is consistent with the experimental observation of zero conductivity but now $`\rho _{xx}`$ is not known. Let us search for points where $`\rho _{xx}`$ may also be zero. If we use semiquantized values, then by using classical Hall effect, we can write $`\sigma _{xx}`$=$`\rho _{xx}(nec/B)^2`$ which can give $`\rho _{xx}`$=0 points as well as $`\sigma _{xx}`$=0. Therefore, in the semiclassical model both the conductivity as well as the resistivity can show zeros. Recently, several authors have shown interest in this problem\[7-10\]. Anderson and Brinkman have noted that the frequencies of 3/4$`\mathrm{\Omega }_c`$, 7/4$`\mathrm{\Omega }_c`$, 5/4$`\mathrm{\Omega }_c`$ do occur. Our formula (6) works very well and predicts all fractions correctly.

4. Conclusions

There are single electrons which give the fractional charge as given in Table 4. There are clusters of 2, 3, 4, …, 9 electrons. The electrons are not all on one site. They are spin polarized. The vector nature of charge is exhibited when it is described in terms of $`l`$ and $`s`$. There is a state of zero charge and “superresistivity”. Along with ref.1, we have calculated 146 fractional charges in which all of the calculated values are the same as the experimentally measured values. The fractional charge 1/3 occurs in Table 4,in a natural way and when the field is varied, its Kramers conjugate with charge 2/3 is found. It is shown elsewhere that the calculated temperature dependent spin polarization agrees with the experimental data. Similarly, there is a Bose-Einstein condensation at half filled Landau level.

Are there any charge-density waves? Yes, we do have a solution with zero frequency, $`l`$=0, $`s`$=-1/2. Are there any superconducting states? Yes, clusters of three electrons with all spin parallel do not have a Meissner effect but can superflow. At very large values of $`l`$ it is possible to have singlet pairs. For $`l`$=0, $`s`$=1, there are two solutions, one has a charge of 3/2 and the other -1/2, the difference between the two being 2$`e`$, can exhibits triplet type superconductivity but there are clusters so that uniform medium is not available.

5. References

1. K. N. Shrivastava, cond-mat/0303309.
2. R. G. Mani and K. von Klitzing, Z. Phys. B100, 635(1996).
3. W. Pan, H. L. Stormer, D. C. Tsui, L. N. Pfeiffer, K. W. Baldwin and K. W. West, Phys. Rev. Lett. 90, 016801 (2003).
4. K. N. Shrivastava, cond-mat/0302610.
5. K.N. Shrivastava, Introduction to quantum Hall effect,
Nova Science Pub. Inc., N. Y. (2002).
6. C. L. Yang, M. A. Zudov, T. A. Knuuttila, R. R. Du, L. N. Pfeiffer and K. W. West, cond-mat/0303472
7. P. W. Anderson and W. F. Brinkman, cond-mat/0302129.
8. R. G. Mani, J. H. Smet, K. von Klitzing, V. Narayanmurti, W. B. Johnson and V. Umansky, cond-mat/0303034.
9. F. S. Bergeret, B. Huckestein and A. F. Volkov, cond-mat/0303530.
10. A. F. Volkov, cond-mat/0302615.

Note: Ref.5 is available from:
Nova Science Publishers, Inc.,
400 Oser Avenue, Suite 1600,
Hauppauge, N. Y.. 11788-3619,
Tel.(631)-231-7269, Fax: (631)-231-8175,
ISBN 1-59033-419-1 US$`\$69`$.
E-mail: novascience@Earthlink.net


text:
# Wigner Functions in High Energy Physics

## 1 Introduction

High energy physics attempts to determine what are the most basic constituents of matter and how these most elementary forms of matter interact with each other. The method to achieve this goal is to build accelerators at the highest awailable energies. High energy particle physics studies the collisions of elementary particles and attempts to determine the interaction between as few particles as possible. High energy heavy ion physics attempts to create a new medium with the highest currently available volumes and energy densities so that the in-medium interactions of the elementary particles could be determined. These studies can be utilized to learn about the form of matter in the first few microseconds of the early Universe as well as about the behaviour of matter in the center of dense (neutron) stars.

Why are Wigner functions applied in high energy physics? Wigner functions are quantum analogies of the classical phase-space distributions. In conventional field theory, e.g. perturbative QCD, the calculation of the momentum distributions of the observable multi-particle final state can be performed in momentum space only. Usually, a description using Wigner functions can be equivalently rewritten into a calculation in momentum space, too. In some cases, the properties the phase space description becomes important in high energy physics. Currently, such important topics are the search for new states of matter in high energy heavy ion collisions using correlation techniques , and the precise determination of the mass of the W-boson in $`e^+e^{}`$ annihilation at LEP . In the first case, a new state of strongly interacting matter is searched for, where quarks and gluons are deconfined, not bound into the usual hardonic states. Theoretical calculations suggest  that a new phase of matter can be reached if the temperature, or, the energy density can be sufficiently high, ($`T170`$) MeV, at the currently reached finite net baryon densities. The temperature, the energy and the baryon density are local variables, they depend on the phase space evolution of the matter (and of course on the applicability of statistical and thermodynamical concepts in high energy heavy ion collisions). In case of the $`W`$-mass reconstruction in $`e^+e^{}`$ collisions at LEP2, the aim is to decrease the error on the estimate that comes from the invariant mass estimates of 4-jet decays. However, Bose-Einstein symmetrization effects may introduce a non-perturbative “cross-talk” between the jets. Hence pions that come from the decay of the $`W^+`$ may prefer to appear with momenta close to that of another like-charged pion from the decay of the $`W^{}`$, due to the bosonic nature of the pions. Calculations suggested that this modification of the momentum distribution may result is a systematic error as big as 100 MeV in the reconstructed $`W`$ mass, which is the biggest systematic error on this observable and should be reduced to reach the expected level . However, the most recent paper by the L3 collaboration finds no evidence for inter-W Bose-Einstein correlation effect in fully hadronic W decays at LEP2 .

Quantum-statistical correlations are observed in high energy particle physics in all kind of particle reactions ranging from the “most elementary” $`e^+e^{}`$ reactions, see e.g. through hadron-proton reactions, see e.g. , to the “most complex” heavy ion reactions, (see ref.  for a recent summary of the data), essentially in all experimentally accessible energy regions. These quantum-statistical correlations are correlations of intensities of particles, and they are attributed to either the Bose-Einstein statistics of meson pairs, or, to the Fermi-Dirac statistics of the baryons. These statistics are dependent, in turn, on the phase-space densities of particles, so it is not a surprise, that Wigner functions turn out to be fundamental when one attemts to describe the experimentally measured two-, three- or higher order intensity correlations. As this note is very brief and attempts only to create a narrow bridge between the current quantum optical studies and the theory and experiment dealing with quantum statistical correlations and Wigner functions in high energy physics, let us quote some of the more detailed recent reviews in the field .

Thus Wigner functions have a broad application in the theory and experiment of high energy physics, as they provide a natural tool to model these reactions in terms of phase space distritubutions. In particular, they are very popular in describing quantum statistical correlations (Bose-Einstein or Fermi-Dirac correlations) of the emitted particles. Currently, Gaussian models dominate , and the coupling between the coordinate space and the momentum space distributions is frequently modelled with the help of hydrodynamics . State of art results attempt to quantify and to characterize the deviations from Gaussian structure. Shell of fire type of structures have been reconstructed in the transverse coordinate distribution in hadron-proton reactions , and significant non-Gaussian correlation functions were found in $`e^+e^{}`$ and hadron-proton reactions . Till now, non-Gaussian structure of the Wigner-function has been reconstructed in $`h+p`$ reactions only, . The current analysis of correlation data in high energy heavy ion physics is confined to the Gaussian approximation, possible more detailed structures (e.g. binary sources ) have not yet been searched for, in this branch.

The Wigner function formalism has been extended not only to thermal, or, in the quantum statistical sense, chaotic sources, but also to coherent particle emitting sources, for example, the pion laser model . In discussions of in-medium hadron mass modification, two-mode squeezed states of hadrons were studied in terms of Wigner functions, both for bosons  and for fermions . In principle, squeezing appears in these papers due to sudden disintegration of a medium where particles propagate with modified mass, so the situation is very similar to the one considered in quantum optics in ref. . The only essential difference is that the field theoretical formulation results in two-mode squeezed states, hence quanta with opposite momenta and opposite quantum numbers will be correlated. Wigner functions appear in the formalism because the strenght and the width of these back-to-back correlations depends on the phase-space distribution of quanta in the mass-modified medium .

From a broader perspective, it seems that Wigner functions will be indispensable tools in high energy physics as long as effects sensitive to the phase-space evolution of these reactions will be investigated.

This work was partially supported by an by OTKA grants T038406, T034269 and T029158 and by the MTA-OTKA-NSF grant INT0098462.

* E-mail: csorgo@sunserv.kfki.hu
* Dedicated to the memories of Gy. Marx and E. P. Wigner.


text:
# The Twin-Jet of NGC 1052 at Radio, Optical, and X-Ray Frequencies

## 1 Introduction

The nearby111At the distance of NGC 1052 of about $`22.6`$ Mpc, 1 arcsec corresponds to $``$110 pc. Throughout the paper, we use $`H_0=65`$ km s-1 Mpc-1. low-luminosity AGN at the center of NGC 1052 bears a symmetric twin-jet whose parsec-scale properties have been studied in great detail using Very Long Baseline Interferometry (VLBI) observations (e.g., Vermeulen et al. 2003, Kadler et al. 2003). These studies have revealed the presence of a dense circumnuclear absorber covering the inner parsecs of both jets. On larger scales the source shows a radio structure with a very dominant compact core and two lobes of extended emission spanning about 15 arcsec east and west of the core (Wrobel 1984). Based on CHANDRA data Kadler et al. (2002) reported the detection of an associated X-ray jet with the spectral signature of a 0.5 keV thermal plasma. While the diffuse, extended soft X-ray emission tends to anti-correlate with the kiloparsec-scale radio emission of the lobes, two emission knots east and west of the nucleus coincide positionally with features of the radio jet. In the optical regime, Pogge et al. (2000) detected a conical structure associated with the nucleus as well as emission knots east and west of the core in a Hubble Space Telescope H$`\alpha `$ image of NGC 1052.

## 2 Radio-optical morphology

“Structure mapping” Pog02 (Pogge et al. 2002) is an improved method of image contrast enhancement allowing to study the distribution of absorbing and emitting regions in the circumnuclear regions of galaxies. For comparison of the optical and radio structure of NGC 1052 we analyzed archival MERLIN222MERLIN is a National Facility operated by the University of Manchester at Jodrell Bank Observatory on behalf of PPARC. The observation was planned and scheduled by Dr. A. Pedlar. data from an observation at 1.4 GHz on November 22, 1995. The data post-processing was done applying standard methods within difmap. The resulting tapered MERLIN image is shown in Fig. 1 together with a structure map of NGC 1052 based on the same observational data as used by Pogge et al. (2000). Superimposed are contours of the untapered full resolution MERLIN image. Jet and counterjet extend continuously out to $``$1.5 arcsec with a position angle similar to the pc-scale twin-jet. The jet-counterjet structure is aligned with the optical emission cone. The dark band perpendicular to the radio jet might be an artifact of the image processing or might alternatively represent the signature of an obscuring dusty region. The two optical emission knots in the east are located at the edges of two radio sub-components of knot K1. The optical emission knot in the west coincides roughly with a weak ($`1\sigma `$) radio feature while the stronger radio knot $`1.5`$ arcsecond further out (K 2) has no corresponding bright optical counterpart. Both knots, however, coincide positionally with an uncertainty of $``$4 arcsec with X-ray knots in the jet structure (see Kadler et al. 2002). The origin of the optical emission remains unclear since there is no continuum image to subtract from the H$`\alpha `$ filter image of NGC 1052. The morphological similarity of the emission cone in this LINER 1.9 galaxy to the features typically observed in Seyfert 2 galaxies (Falcke et al. 1998), however, suggests an origin in the narrow emission line region. The optical flux density of the two eastern knots of ($`68\pm 1`$) $`\mu `$Jy exceeds the power-law extrapolation from the radio to the X-ray regime by almost three orders of magnitude ruling out synchrotron emission as a possible mechanism.

## 3 X-ray emission from jet-driven shocks

The above data provide circumstantial evidence that shocks are implicated in the production of the jet-associated X-ray emission, produced as a result of the dissipation of some fraction of the jets kinetic power in jet-cloud collisions. Given a 1.4 GHz flux density of 0.15 Jy of both radio lobes, the corresponding radio luminosity is $`L_{1.4}10^{29}`$ erg s-1 Hz-1. Using the expressions given in Bicknell et al. (1998) the kinetic power in both jets is $`2F_E\kappa _{1.4}^1L_{1.4}`$, where $`\kappa _\nu 10^{14}10^{10}`$ Hz-1 is the ratio of monochromatic radio power to kinetic power. Thus the kinetic power per jet is $`F_E510^{41}(\kappa _{1.4}/10^{13})^1`$ erg s-1. The 0.3–8 keV X-ray luminosity associated with the jets is $`L_{X,\mathrm{obs}}1.210^{40}`$ erg s-1, i.e., approximately 2.5% of the estimated jet energy flux. This is expected since shocks driven into dense clouds by a light jet only tap a small fraction of the jet power. The energy flux into the shock is given by $`F_Ef(M_{\mathrm{jet}},\mathrm{\Delta }\theta )(v_{\mathrm{sh}}/v_{\mathrm{jet}})`$, where $`v_{\mathrm{sh}}`$ is the shock velocity and the numerical factor $`f(M_{\mathrm{jet}},\mathrm{\Delta }\theta )`$ depends upon the jet Mach number, $`M_{\mathrm{jet}}`$, and the deflection angle, $`\mathrm{\Delta }\theta `$, but is mainly sensitive to the latter. It is approximately 0.2 for a $`10^{}`$ deflection and 1 for a head-on collision. The immediate post-shock temperature is $`T_{\mathrm{sh}}(3\mu m_p/16k)v_{\mathrm{sh}}^2`$ where $`m_p`$ is the proton mass and $`\mu `$ is the mean molecular weight of the shocked particles, so that 0.5 keV corresponds to a shock velocity, $`v_{\mathrm{sh}}640`$ km s-1. In a radiative shock, approximately half of the energy flux into the shock is radiated in the hot continuum so that the expected X-ray luminosity is $`L_X1.710^{39}f(v_{\mathrm{sh}}/10^3\mathrm{km}\mathrm{s}^1)(v_{\mathrm{jet}}/c)^1(2F_E/10^{42}\mathrm{erg}\mathrm{s}^1)`$ erg s-1. This estimate is compatible to the observed value for a mildly relativistic jet with $`v_{\mathrm{jet}}0.25c`$ (see Vermeulen et al. 2003) if $`f1`$, which would imply the complete disruption of the jet rather than a glancing deflection.