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# Inference for bounded parameters

## 1 INTRODUCTION

Mandelkern  brings to the statistical community a seemingly simple statistical problem that arises in high energy physics; see for example, , . The statistical model is quite elementary but the related inference problem has substantial scientific presence: as Pekka Sinervo, a coauthor of Abe et al. ,  expresses, “High energy physicists have struggled with Bayesian and frequentist perspectives, with delays of several years in certain experimental programmes hanging in the balance”.

The problem discussed in  can be expressed simply. A variable $`y`$ follows a distribution with mean $`\theta =b+\mu `$, where $`b>0`$ is known, the shape of the distribution is known and the parameter $`\mu 0`$. The goal is to extract the evidence concerning the parameter $`\mu `$, and in particular present the evidence on whether $`\mu `$ is zero or is greater than zero. In the physics setting $`y`$ is often a count and is viewed as the sum of a count of $`y_1`$ background events and a count of $`y_2`$ events from a possible signal. In  and , the signal records the presence of a possible top quark and the data come from the collider detector at Fermilab. The background count $`y_1`$ is modelled as Poisson$`(b)`$ and the count from the possible signal as Poisson$`(\mu )`$. Following Mandelkern  we write $`y\mathrm{Poisson}(b+\mu )`$ and let $`\theta =b+\mu `$ be the Poisson mean with the restriction $`\theta b`$. There are additional aspects: for example the data are obtained as subsets of more complex counts, the background mean count $`b`$ is estimated and so on, but we concentrate on the simpler problem here. We do however illustrate how the general case with $`b`$ estimated from antecedent Poisson counts can be treated within the general theory.

The Poisson case involves a discrete distribution and this introduces some minor complications that that are best treated separately from the essential inference aspects. Accordingly we include a discussion of the continuous case and for simplicity consider the normal distribution for $`y`$ with mean $`\theta =b+\mu `$ and known standard deviation.

Much statistical literature and most of the physics proposals cited by Mandelkern  are concerned with the construction of confidence bands for $`\theta `$ at some prescribed level of confidence. It is our view that this leads to procedures that are essentially decision-theoretic: we “accept” parameter values within the confidence interval and “reject” parameter values outside the interval; a $`1/0`$ presentation. This accept/reject theory evolved from Neyman and Pearson , later generalized as decision theory by Wald . The decision theoretic approach dominated statistical theory until the mid 1950’s, when Savage  promoted the personalistic Bayesian approach and Fisher  recommended an inference approach. Both these approaches make essential use of the likelihood function: the Bayesian approach combines this with prior information, and the inference approach emphasizes the use the likelihood function and the observed significance or $`p`$-value function. The $`p`$-value function is constructed using the model and observed data, as we shall describe in more detail below. One difficulty with the confidence interval approach arises from the presence of the lower bound $`b`$ for the parameter space; if $`y`$ is small then the confidence interval can be partly or completely outside the permissible range $`[b,\mathrm{})`$ for the parameter, making apparent nonsense of an assertion of 95% confidence. Various proposals have been put forward to modify the confidence approach to overcome such difficulties; the most prominent being the unified approach of Feldman and Cousins . These proposals seek an algorithm for placing a $`1/0`$ valuation on possible parameter values, in the framework of a prescribed confidence level. By contrast the $`p`$-value function promoted here provides essential evidence from the data concerning the value of the parameter; for some background see Fraser .

The discussants of Mandelkern  also focus on the confidence interval approach. An exception is Gleser , who suggests the use of the “likelihood function as a measure of evidence about the parameters of the model used to describe the data”; and Mandelkern  in his rejoinder concurs: “it may be most appropriate to, at least in ambiguous cases, give up the notion of characterizing experimental uncertainty with a confidence interval … and to present the likelihood function for this purpose.” But also Abe et al  report the $`p`$-value for the parameter value $`\mu =0`$; the $`p`$-value function extends this to all possible values of the parameter. The approach here recommends the joint presentation of the likelihood function and the $`p`$-value function as the evidence from the data concerning the parameter.

In Section 2 we record some discussion of the unified approach and its variants, and also record various anomalies associated with their use.

In Section 3 we expand on Mandelkern’s comment and discuss what we call an inferential approach. This records the observed likelihood function and the observed $`p`$-value function. We feel that these present the full statistical evidence concerning the parameter, and in turn allow appropriate individual judgments to be made concerning the parameter. An experiment reported in  is analysed using the Poisson model with background, first for known background and then allowing Poisson variation in the background.

## 2 The unified approach and variants

The construction of a confidence interval is often based on the theory of optimal testing, and this can lead to rather anomalous behavior. An optimality criterion typically involves averaging over the sample space, and in many situations there are what Fisher  called ‘recognizable subsets’ of the sample space, subsets that appropriately partition the sample space. In this setting the use of overall optimality can mean that intervals are constructed which effectively trade performance in a single instance for average performance in a series of instances, most of which may have recognizably different features. In extreme cases this can give a confidence interval that is empty or a confidence interval that is the full range for the parameter: in such cases the overt confidence is clearly zero or 100% in contradiction to the prescribed or targetted confidence. For some recent discussions with examples, see Fraser  where the optimality criteria are shown to lead to decisions that are contrary to the available evidence; see also Cox  on the general appropriateness of optimality criteria.

The conventional intervals applied to examples with a bounded parameter space also can lead to anomalous confidence intervals. Thus an optimum confidence interval derived for the unrestricted case may well lap into the inappropriate region $`\theta <b`$, this being the key issue in the Poisson case and mentioned for the continuous case in Mandelkern .

Various proposed modifications to the typical central confidence interval are discussed in Mandelkern . Assume we have a scalar variable $`y`$ with a continuous density $`f(y;\theta )`$ and with a distribution function $`F(y;\theta )`$ that is stochastically increasing in $`\theta `$. Denote by $`y_L(\theta )`$ and $`y_U(\theta )`$ the $`\gamma `$ and 95% + $`\gamma `$ quantiles of $`F(y;\theta )`$; these form a 95% confidence interval. Now let $`\gamma =\gamma (\theta )`$ vary with $`\theta `$ but be restricted to the interval $`(0,5\%)`$. The confidence belt in the $`y\times \theta `$-space is the set union of the acceptance regions $`(y_L(\theta ),y_U(\theta ))\times \{\theta \}`$; and the $`y`$-section of the two dimensional confidence belt is a 95% confidence region and under moderate regularity will have the form $`(\theta _L(y),\theta _U(y))`$. A reasonable objective is to have these sets stay within the acceptable range $`[b,\mathrm{})`$ by some natural-seeming choice of the adjustment function $`\gamma (\theta )`$.

The likelihood ratio is used as one basis for deciding which points are to go into the acceptance interval $`(y_L(\theta ),y_U(\theta ))`$ and thus for determining $`\gamma (\theta )`$. Then to form the acceptance interval the points are ordered from the largest using the ratio

$$R=\frac{L(\theta ;y)}{L(\stackrel{~}{\theta };y)}$$
(1)
where $`L(\theta ;y)=f(y;\theta )`$ and $`\stackrel{~}{\theta }=\stackrel{~}{\theta }(y)`$ is a reference parameter value to be used with $`y`$. The Unified Approach of Feldman & Cousins  takes $`\stackrel{~}{\theta }=\widehat{\theta }(y)`$ to be the maximum likelihood estimate of $`\theta `$ under the restriction $`\theta b`$; for example in the Normal$`(\theta ,1)`$ case, we have $`\widehat{\theta }=\mathrm{max}(b,y)`$. The New Ordering approach of Giunti  takes $`\stackrel{~}{\theta }`$ to be a Bayesian expected value for $`\theta `$. Using a somewhat different starting point Mandelkern & Schultz  obtain likelihood from the distribution of $`\widehat{\theta }(y)`$, which is a marginalisation from the distribution of $`y`$ itself. For the normal case this $`\widehat{\theta }`$ does not depend on $`y`$ for $`y<b`$ and not surprisingly the confidence intervals obtained by this approach are found not to depend on $`y`$ for $`y<b`$; the resulting intervals had been considered earlier by Ciampolillo . The use of these optimizing or ordering criteria can have rather strange effects. For, as noted, the criteria involve shifting the distribution bound to the left for low parameter values so that the $`2.5\%`$ tail probabilities on the left and the right are changed to have less on the left and more on the right; this has the effect for small data values of shifting the confidence intervals to the right, away from the excluded parameter value range. The disturbing result however is that the lower confidence bound is no longer a $`2.5\%`$ bound but something larger and perhaps undefined. And the upper confidence bound is no longer a $`97.5\%`$ bound but something larger and perhaps undefined. Thus the individual bounds of the confidence interval do not have the direct statistical meaning that one would reasonably impute to them; this is particularly serious and disturbing in a context where the lower bound is directly addressing the issue of whether or not $`\mu `$ is equal to zero. These approaches seem to seek a single construction that combines the merits of one-sided and two-sided confidence intervals. In a sense this is treating both $`b`$ and $`\theta `$ as parameters and having the same construction provide conclusions about both of them. The inferential approach of the next section emphasizes the evidence in the data about the single parameter $`\theta `$, with $`b`$ fixed. The extension to the case of estimated background illustrated in Section 4 emphasizes the evidence in the data about $`\theta `$, in the presence of a nuisance parameter.

For the Poisson problem described in the introduction, Roe & Woodroofe  propose the use of certain conditional probabilities as the basis for the confidence belt construction following Feldman & Cousins . Such conditioning had been proposed earlier for upper limits by Zech . Roe and Woodroofe  recommended the use of the conditional distribution of $`y`$ given $`y_1y^0`$, say $`g(y;\mu )=f(y|y_1y^0;\mu )`$ as recorded (4) in Mandelkern . But the variable $`y_1`$ is not an observable variable and hence not ancillary in the usual sense, and the proposed conditioning does not generate a partition of the sample space. This was noted in Woodroofe & Wang  and in Cousins , and a Bayesian approach was proposed in Roe and Woodroofe . Thus the nominal conditional distribution does not satisfy the standard conditions for validity in describing conditional frequencies given observed information. Also not surprisingly, as noted by Mandelkern  and Cousins , there is a related undercoverage which can be severe for the nominal confidence intervals constructed.

## 3 The statistical evidence: the likelihood and $`p`$-value functions

Consider first a sample $`\underset{¯}{y}=(y_1,\mathrm{},y_n)`$ from the Normal $`(\theta ,\sigma _0^2)`$ distribution with $`\sigma _0^2`$ known. The likelihood function is proportional to the density for the sample mean at the observed value $`\overline{y}^0`$, and is examined as a function of the unknown $`\theta `$:

$$L(\theta )=c\varphi (n^{1/2}(\overline{y}^0\theta )/\sigma _0),$$
(2)
where $`\varphi `$ is the standard normal density. The $`p`$-value function is the probability that the sample mean is less than or equal to the observed $`\overline{y}^0`$:

$$p(\theta )=\mathrm{\Phi }(n^{1/2}(\overline{y}^0\theta )/\sigma _0),$$
(3)
where $`\mathrm{\Phi }`$ is the standard normal distribution function. The $`p`$-value function uses the known sampling distribution of $`\overline{y}`$, and records the percentile position of the observed data in the distribution having parameter value $`\theta `$. The more conventional interpretation of the $`p`$-value as “the probability of observing a result as or more extreme, under the model” is obtained as 1 minus the $`p`$-value function when the data is in the right tail of the distribution. Two-tailed $`p`$-values can also be obtained if desired. As a function of $`\overline{y}`$, $`p(\theta )`$ is uniformly distributed on $`(0,1)`$ under the assumed model. This “repeated sampling” property of the $`p`$-value is the analogue of coverage of a confidence interval.

This discussion extends directly to any location model $`f(y\theta )`$ for $`y`$. The likelihood function is

$$L(\theta )=L(\theta ;y_1^0,\mathrm{},y_n^0)=c(\underset{¯}{y}^0)\underset{i=1}{\overset{n}{}}f(y_i^0\theta ).$$
(4)
And the $`p`$-value function, using the sampling distribution of $`\overline{y}`$ conditional on the observed sample configuration $`a^0=(y_1^0\overline{y}^0,\mathrm{},y_n^0\overline{y}^0)`$, is

$$p(\theta )=_{\mathrm{}}^{y^0}f(\overline{y}a^0)𝑑\overline{y};$$
(5)
in the special Gaussian case $`\overline{y}`$ is independent of $`a`$. This raises essentially no new problems beyond the computation of the integral. For this location model it can be shown that the $`p`$-value function is identical to the integral of the likelihood function, so that

$$p(\theta )=_\theta ^{\mathrm{}}L(\nu )𝑑\nu /_{\mathrm{}}^{\mathrm{}}L(\nu )𝑑\nu ;$$
(6)
thus the $`p`$-value function is identical to the posterior survivor function (one minus the posterior distribution function) using the flat prior $`\pi (\theta )d\theta =d\theta `$.

The location form of the model provides a procedure for simplifying the data vector $`(y_1,\mathrm{},y_n)`$ to a scalar summary, $`\overline{y}`$, by conditioning. As the distribution of the sample configuration is free of $`\theta `$, no information is lost by this conditioning. The use of $`\overline{y}`$ as the one-dimensional variable is not essential; the same result is obtained using the maximum likelihood estimate, or in fact any location respecting estimator of $`\theta `$, together with a notational change in the expression for $`a`$. In the methods for more general models this argument is applied using approximate conditioning and reexpression of the parameter to location form.

We now return to the Poisson $`(\theta )`$ with $`\theta =b+\mu `$ where $`b`$ is known and $`\mu 0`$. The Poisson case is simpler, in that the model specifies a one-dimensional variable, $`y`$, and a one-dimensional parameter $`\theta `$, so no dimension reduction is needed. The likelihood function from an observed count $`y^0`$ is

$$L(\theta )=c\theta ^{y^0}e^\theta $$
(7)
where $`\theta =b+\mu `$. This can be plotted as a function of $`\mu `$ for $`\mu `$ in $`(b,\mathrm{})`$: for $`\mu `$ in $`[0,\mathrm{})`$ it describes the probability at the observed data point under the assumed model; for $`\mu `$ in $`[b,0)`$ it serves as a diagnostic concerning $`b`$, suggesting that either the model or the computation of $`b`$ is not correct. The $`p`$-value function at $`y^0`$ is given by the interval

$$p(\theta )=(F^{}(y^0;\theta ),F(y^0;\theta ))$$
(8)
of numerical values, where $`F(y;\theta )`$ is the Poisson$`(\theta )`$ distribution function and $`F^{}(y;\theta )`$ is the probability up to, but not including, $`y`$ and is given by $`F(y1;\theta )`$. We use an interval of $`p`$-values in accord with the discreteness in the problem; a compromise is to plot the so-called mid p-value, which is $`F^{}(y^0;\theta )+(1/2)f(y^0;\theta )`$. In our approach an observed $`y^0`$ leads to a continuum of numerical $`p`$-values for each $`\theta `$ being assessed. This proposal acknowledges the discreteness explicitly and yet does maintain the repeated sampling property of the $`p`$-value function, that it have a uniform distribution on $`(0,1)`$. Other aspects of the discreteness problem are addressed in Brown et al.  and Baker .

As a simple example consider $`b=2`$ with data $`y^0=3`$. The likelihood and $`p`$-value functions are recorded in Figure 1. The likelihood for $`\mu `$ is easily understood, and particularly useful when combining data. The interpretation of a $`p`$-value for given data value is exactly analogous to the percentile score on, for example, a standardized test: it expresses the percentile position of the data point relative to the parameter. For the null condition $`\theta =2`$ or $`\mu =0`$ the $`p`$-value interval for the data $`y^0=3`$ is $`(\mathrm{0.6770.857})`$; a fairly central and broad range.

If $`y^0=0`$, and $`b>0`$, then $`p(\mu )=(0,\mathrm{exp}\{(b+\mu )\})`$. This emphasizes the lack of information in the data about $`\mu `$, and this lack is most striking when $`\mu =0`$ and $`b`$ is very small. For larger $`b`$, the observed value of $`0`$ will be further in the left tail of the $`\mu =0`$ distribution.

In Abe et al.  after preliminary simplification from their Table 1 we have $`b=6.7`$ with $`y^0=27`$. The likelihood function and $`p`$-value functions are plotted in Figure 2. For the null condition $`\theta =6.7`$ or $`\mu =0`$ the data is in the extreme right tail and the upper and lower $`p`$-values are essentially 1. The actual values are $`(13\times 10^8,110^8)`$ thus offering very strong evidence that $`\mu >0`$.

Figure 3 shows the corresponding likelihood and $`p`$-value plot for a Gaussian model, with $`\mu =b+\theta `$, where $`n=1`$, $`\sigma =0.5`$ and $`y=1.8705`$ with $`b`$ taken to be 1.4142.

The Gaussian case is not as far removed from the Poisson as might be thought at first. If $`y`$Poisson$`(\theta )`$, then $`\sqrt{y}`$ is approximately distributed as Gaussian with mean $`\sqrt{\theta }`$ and standard deviation $`1/2`$, at least for large $`\theta `$. For comparison with the first example and Figure 1, the $`p`$-value interval for testing $`\mu =0`$ computed using the normal approximation with continuity correction, i.e. evaluated at $`\sqrt{(y^0\pm 0.5)}`$, is (0.631, 0.819).

It is possible to use recently developed work in likelihood asymptotics in the Poisson model with estimated background. We suppose that the background mean count $`\beta `$ is an unknown parameter estimated by $`b`$. To reflect the precision in this estimate, we write

$$b=y_1/k$$
(9)
where $`y_1`$ follows a Poisson distribution with mean $`k\beta `$ and hence variance $`k\beta `$. A value for the standard error of $`b`$, say $`\sigma _b`$ determines a value for $`k`$ as $`k=b/\sigma _b^2`$. In  the estimated standard error from Table II is 2.1, with $`b=6.7`$. The resulting $`p`$-value function is plotted in Figure 4, where it is compared with the mid $`p`$-value function assuming the background is known. The value of the new $`p`$-value function at $`\mu =0`$ is $`12.6\times 10^5`$.

## 4 Discussion

The $`p`$-value function, evaluated at a particular value $`\theta _0`$, gives the percentile position of the observed data relative to the model with that parameter value $`\theta _0`$. Our view is that the $`p`$-value provides the key scientific evidence in the data relative to the assumed model. In contrast a fixed level confidence approach provides a much more limited statement that the parameter is or is not contained in a given interval. An improvement to the confidence approach would be the reporting of confidence limits at a continuum of confidence levels, which is mathematically close to the $`p`$-value function approach. One can use the $`p`$-value function to construct a confidence interval at level $`1\alpha `$, by finding the parameter values for which the $`p`$-value equals, say, $`1\alpha /2`$ and $`\alpha /2`$. However our definition of the $`p`$-value function is intrinsically one-sided, as seems more appropriate for the physical context of detecting a signal.

It is important to know how the inferential approach promoted here generalizes to more complex models. Most realistic models will have a parameter $`\theta `$ of dimension $`d`$, say. For this setting we might be interested in a scalar component $`\psi (\theta )`$ and could then want the $`p`$-value function for $`\psi `$. If more than one component of $`\theta `$ is of particular interest each could be examined in turn. The essential simplification available for this setting from recently developed likelihood theory is that to a high order of approximation there is a conditional model that behaves like a location model for $`\psi `$ with a related scalar variable that measures this parameter. Approximations to the corresponding observed likelihood function are given in Fraser  and approximations to the $`p`$-value function are given in Fraser, Reid and Wu . These evolved from a closely related approach based on ancillarity due to Barndorff-Nielsen which is summarized in Barndorff-Nielsen and Cox . The approach as described in  requires that $`y`$ follow a continuous distribution in general models. Work in progress with A.C. Davison extends this approach to the discrete setting, and this work was used to derive the results summarized in Figure 4.

The statistical literature summarizing higher order likelihood asymptotics is still fairly specialized, but some review or book length treatments are available in Reid , Severini , Skovgaard  and Barndorff-Nielsen and Cox .

Acknowledgements

The authors wish to thank the referees for many very helpful comments that assisted in the revision of an earlier version. The research was partially supported by the Natural Sciences and Engineering Research Council of Canada.

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# Observation of a parity oscillation in the conductance of atomic wires

thanks: Present address: Departamento de Física Aplicada, Universidad de Alicante, Spain. Electronic address: untiedt@ua.es

## Abstract

Using a scanning tunnel microscope or mechanically controllable break junctions atomic contacts for Au, Pt, and Ir are pulled to form chains of atoms. We have recorded traces of conductance during the pulling process and averaged these for a large number of contacts. An oscillatory evolution of conductance is observed during the formation of the monoatomic chain suggesting a dependence on the numbers of atoms forming the chain being even or odd. This behavior is not only observed for the monovalent metal Au, as was predicted, but is also found for the other chain-forming metals, suggesting it to be a universal feature of atomic wires.

preprint: 7

Wires of one atom thick and several atoms long (chains of atoms) connecting two macroscopic electrodes can be formed when pulling atomic contacts using a scanning tunneling microscope (STM) or mechanically controllable break junctions (MCBJ) Yanson2NAT98 . Chains of atoms have also been formed using a transmission electron microscope (TEM) where the edges of two holes in a thin film meet, just before their coalescence Ohnishi ; Rodrigues ; Takai . Recently it has been shown that the formation of such structures depends on the metal and that for clean environments they can only be formed with Au, Pt and Ir SmitPRL01 ; Bahn .

The atomic chains constitute a unique metallic structure where one-dimensional properties of matter can be tested. Although they have been realized only recently, atomic wires have been text book examples and toy-models for a long time because of their simplicity. Moreover, they are the ultimate limit in the miniaturization of electronics, being the simplest object to be connected into a circuit. This has stimulated numerical simulations of their transport properties well before their experimental observation. Various groups Lang\_Na ; Sim ; Zeng ; Kim ; Havu ; Gutierrez  have found oscillations in the conductance as a function of the number of atoms for calculations of sodium atomic chains, where this metal was selected because it has the simplest electronic structure. Sim et al. Sim , using first-principles calculations and exploiting the Friedel sum rule, found that the conductance for an odd number of atoms is equal to the quantum unit of conductance $`G_0`$ (=$`2e^2/h`$), independent of the geometry of the metallic banks, as long as they are symmetric for the left and right connections. On the other hand, the conductance is generally smaller than $`G_0`$ and sensitive to the lead structure for an even number of atoms. The odd-even behavior follows from a charge neutrality condition imposed for monovalent-atom wires. The parity oscillations survive when including electron-electron interactions Zeng , which can even amplify the oscillations Molina . While most authors predict perfect transmission for chains composed of an odd number of atoms and a transmission smaller than unity for an even number, some groups find the opposite Lang\_Na ; Havu . This anomalous phase shift of the oscillations can likely be attributed the the artificial interface introduced in going from the Na atoms to jellium leads as used by those groups Gutierrez .

Here we present an experimental investigation of the parity effect by measuring the changes of conductance in the process of pulling atomic chains of Au, Pt and Ir. We make a statistical analysis in order to remove the influence of different electrode configurations and thus uncover the effects which are intrinsic to the atomic chain. The experiments were performed using MCBJ and were reproduced for Au with a low-temperature STM. The Au, Pt and Ir wires have a purity of 99.998%, 99,998% and 99.98% respectively. In MCBJ the wires are notched and glued on a substrate that can be bent by use of a piezo element. Once the sample is at 4.2 K inside a cryogenic vacuum the notch is broken by bending the substrate resulting in the separation of the wire into two electrodes with fresh surfaces. The relative displacement of the two resulting electrodes can be controlled with a resolution better than a picometer.

When pulling apart two electrodes in contact, the conductance decreases in a stepwise fashion following the atomic rearrangements in a succession of elastic and plastic stages AgraitPRL95 ; UntiedtPRB97  (Fig. 1). The successive values of conductance are related to the sizes of the contacts between the two electrodes. The last plateau of conductance before rupture is in general due to a single atom contact. The formation of an atomic wire results from further pulling of this one-atom contact, and its length can be estimated from the length of the last conductance plateau Yanson2NAT98 ; SmitPRL01 ; UntiedtPRB02 . A histogram made of those lengths (filled curves in Fig. 2) shows peaks separated by distances equal to the inter-atomic spacing in the chain. These peaks correspond to the lengths of stretching at which the atomic chain breaks, since at that point the strain to incorporate a new atom is higher than the one needed to break the chain Gabino . This implies that a chain of atoms with a length between the position of the $`n^{\mathrm{th}}`$ and $`(n+1)^{\mathrm{th}}`$ peak consists typically of $`n+1`$ atoms.
The valence of the metal determines the number of electronic channels through the chain, and each channel contributes a conductance with a maximum of the quantum unit, $`G_0`$ elke . For gold, a monovalent metal, both the one-atom contact and the chain have a conductance of about $`1G_0`$ with only small deviations from this value (see Fig. 1) suggesting that the single channel has a nearly perfect coupling to the banks. The small changes of conductance during the pulling of the wire shown in the inset in Fig. 1 are suggestive of an odd-even oscillation. The jumps result from changes in the connection between the chain and the banks when new atoms are being pulled into the atomic wire. In order to uncover possible patterns hiding in these changes we have averaged many plateaus of conductance starting from the moment that an atomic contact is formed (defined here as a conductance dropping below 1.2 $`G_0`$) until the wire is broken (conductance dropping below 0.5 $`G_0`$). In the upper panel of Fig. 2 it can be seen that the thus obtained average plateau shows an oscillatory dependence of the conductance with the length of the wire. The amplitude of the oscillation is small and differs slightly between experiments. Fig. 3 shows three further examples of similar measurements for Au out of about a dozen independent experiments. It shows that the period and phase are quite reproducible.

We have repeated the same procedure with the other two metals forming chains of atoms, namely Pt and Ir. These metals have $`s`$ and $`d`$ orbitals giving rise to five channels of conductance. Each of the channels may have different transmissions that can be affected by the details of the contact and therefore the average plateau conductance is expected to show a more complicated behavior. A one-atom Pt contact has a conductance of about 2 $`G_0`$ while for a Pt atomic chain it is slightly smaller, $`1.5G_0`$ Soren  with variations during the pulling process that can be as large as 0.5 $`G_0`$. We observe oscillations similar to those for Au, which we compare to the peak spacing in the length histogram in Fig. 2. The latter is obtained by taking as a starting point of the chain a conductance dropping below 2.4 $`G_0`$, following Ref. SmitPRL01 . Ir shows a similar behavior although somewhat less pronounced and it is more difficult to obtain good length histograms.
The periodicity $`p`$ of the oscillation in the conductance for the three metals is about twice the inter-peak distance $`d`$ of their corresponding plateau-length histogram as is shown in table 1.

This behavior agrees with the expected alternating odd-even evolution of the conductance with the number of atoms. The phase of this evolution also agrees with predictions Sim ; Zeng ; Kim ; Gutierrez  that chains having an odd number of atoms should have a higher conductance than even-numbered chains.
This odd-even behavior is essentially an interference effect and can be easily understood in the frame of a simplified one-dimensional free-electron model. Consider an atomic wire of a length $`L=na`$ connected to two one-dimensional (1D) reservoirs, where $`n`$ is the number of atoms and $`a`$ the interatomic distance. The reservoirs are characterized by a Fermi wave vector $`k_1`$, and $`k_2`$ is the equivalent for the 1D channel inside the chain. The transmission of an electron at the Fermi energy can be obtained from matching of the wave functions and can be written as

$$T=\frac{16\gamma ^2}{(1+\gamma )^4+(1\gamma )^42(1+\gamma )^2(1\gamma )^2\mathrm{cos}(2k_2L)},$$

where $`\gamma =k_2/k_1`$. The connection between wire and reservoirs is represented by a mismatch in Fermi wave vector and interference of partial waves scattering from the two contact points gives rise to the oscillatory term in the denominator. It is essential to note that $`k_2`$ is fixed by charge neutrality inside the wire. An isolated wire of finite length will have a limited set of accessible states $`k_2^i=\frac{\pi }{a}\frac{i}{n}`$ for $`i=1,\mathrm{},n`$, that can couple to the reservoirs when the wire is contacted. The number of electrons will fix the Fermi energy and the corresponding Fermi wave vector, which in the case of a mono-valent metal has a value $`k_2=\frac{\pi }{2a}(n+1)/n`$ After coupling to the reservoirs the Fermi energy may adjust somewhat, but as chain and reservoir are composed of the same metal there will be very little charge transfer. Therefore we obtain $`2k_2L=\pi (n+1)`$ that, when substituted in the expression for $`T`$ above, gives a transmission $`T=1`$ for the case of an odd number of atoms $`n`$, and $`T=4\gamma ^2/(1+\gamma ^2)^2`$ for $`n`$ even. We find that for an odd number of atoms in a chain of a monovalent metal the conductance is $`G_0`$, in agreement with Refs. Sim ; Zeng ; Kim ; Gutierrez . The conductance for the even-numbered chain is smaller than $`1G_0`$ (since $`\gamma <1`$) and is sensitive to the interface geometry, here modelled by $`\gamma `$.
Such oscillatory behavior of the conductance is therefore expected for chains of a monovalent metal such as gold and explains the observed oscillation and its period and phase. In the averaged curves of the experiment (Figs. 2 and 3) the conductance does not quite reach a maximum of $`1G_0`$. This is largely due to the averaging procedure, where for a given length there are contributions from $`n`$ and $`n+1`$-numbered chains and only the relative weight of these varies. In individual traces (Fig. 1) the maxima come much closer to full transmission. Further suppression of the maximum conductance may result from asymmetries in the connections to the leads. The relatively small amplitude of the oscillations is consistent with the fact that the average conductance is close to unity, implying that the contact between the chain and the banks is nearly adiabatic ($`\gamma `$ is close to 1 in our model). The rise above 1 $`G_0`$ for short lengths in Figs. 2 and 3 can be attributed to tunnelling contributions of additional channels.
The fact that similar behavior is also found for Pt and Ir is unexpected. The above arguments restricting the $`k`$ vector in the chains do not apply for multivalent metals and one would expect contributions from several conductance channels. We have performed a further test in order to verify whether the oscillations in the conductance are due to interference in the wave functions. Here we make use of the curvature of the transmission $`T`$ as a function of the applied bias voltage. For odd chains $`T`$ is at a maximum and decreases for increasing bias, while the reverse applies for even chains and the transmission should increase with bias. Therefore, we have measured simultaneously the conductance and its second derivative using two parallel lock-in amplifiers tuned to the first and third harmonic of the applied bias voltage modulation to the contact, and averaged the signals for a large number of chains.

Fig. 4 shows the results for Pt. The maxima (minima) in conductance are found to coincide with the minima (maxima) in the curvature of the conductance $`d^2G/dV^2`$, just as expected from the resonant behavior. Also the increase of the amplitude if $`d^2G/dV^2`$ with the length of the chain agrees with our simple free electron model, which can be understood from the fact that the resonances become more closely spaced. This experiment provides additional evidence for the interpretation of the oscillations for Pt as an odd-even effect. For Au, because of the smaller amplitude of the odd-even features, no convincing $`d^2G/dV^2`$ signals have been obtained.
In addition to the oscillations for Pt and Ir in the mean conductance of the chains the measurements in Figs.2 and 4 show an unexpected slope of about 0.3–0.4 $`G_0`$/nm. For a ballistic wire the conductance as function of length is expected to be constant, apart from the oscillatory behavior discussed above. The fact that this decrease of conductance is found for the multivalent metals and not for Au suggests that partly-open channels may play a major role. Probably the overlaps of the electronic states decrease for increasing numbers of atoms along the chain, which may suggest that only one or two channels survive for long chains. We would welcome numerical simulations to test this effect.
In summary, we have observed a parity oscillation of the conductance as a function of the number of atoms forming an atomic wire. We find this behavior not only for Au, as predicted, but also for the other two metals that form chains, Pt and Ir, suggesting that the effect may be universal for atomic wires, independent of the number of channels. In addition, Pt and Ir show a monotonic decrease of the conductance with length of the wire on top of the oscillations which requires further explanation.
We thank J. C. Cuevas, N. Agraït and S. Vieira for stimulating discussions and M. Polhkamp for assistance in the experiments. This work is part of the research program of the ”Stichting FOM”. G. R. aknowledges suport of the Spanish DGI by the project MAT 2001-1281. C.U. has been supported by the European Union under contract No. HPMF-CT-2000-00724.


text:
# TIMESCALES OF SOFT X-RAY VARIABILITY AND PHYSICAL CONSTRAINTS IN AGNs

## 1 INTRODUCTION

X-ray variability has long been known to be a common property of active galactic nuclei (AGNs). The X-ray variability in the continuum and in the emission lines can give a clue to the central engine in AGNs (Mushotzky et al. 1993). The variance amplitude and the time-scale are two main parameters which characterize the variance. There are many quantities can be used to describe the variability amplitude or the timescale in X-ray variability, such as the flux-doubling time-scale (Barr & Mushotzky 1986), normalized variability amplitude (Green et al. 1993), and the excess variance (Nandra et al. 1997). Some powerful methods are also introduced in the analysis of the X-ray light curves. These include the power density spectrum (PDS), the wavelet method (Otazu et al. 2002 ), and the power density in the time domain (Li 2001).

There has been steady progress on the analysis of X-ray variability since the launch of EXOSAT, RXTE, ROSAT, ASCA, XMM-Newton. For an individual X-ray light curve, PDS analysis is now popular and can offer more information about the X-ray variability. Early attempts to constrain a PDS flattening or “cut off”, which relates to a characteristic time-scale, were made with the EXOSAT data of NGC 5506 (McHardy 1988) and NGC 4151 (Papadakis 1995). These analyses yield evidence for a cutoff time-scale of several weeks. However, the uneven sampling of these data made their reliability uncertain. The situation was significantly improved with the launch of RXTE. Using RXTE data, Edelson & Nandra (1999) obtained an evenly sampled X-ray light curve of NGC 3516 and produced a PDS covering four decades in temporal frequency, finding a cutoff time-scale of about one month. Pounds et al. (2001) also found a cutoff time-scale of about 13 days for a narrow line Seyfert 1 galaxy (Akn 564). Uttley et al. (2002) recently developed a Monte Carlo method to test models for the true power spectrum of intermittently sampled light curves against the observed noisy power spectra of four Seyfert galaxies, which are flat towards lower frequencies. They fit two models for the flattening: a “knee” model and a “high-frequency break” model. They reduced the characteristic frequency for these four AGNs.

The X-ray characteristic time-scale or frequency usually relates to the size of the X-ray emission region, which then can be used to constrain the central engine, e.g. the central black hole masses, accretion rates, and the radiation mechanism.

ROSAT observations of AGNs offer plenty of information about the soft X-ray variability, which is thought to come from the accretion disk around the central black hole in these AGNs. However, PDS analysis is not suitable for analyzing ROSAT pointed data, since there are usually large time gaps between adjacent exposures in ROSAT pointing observations. Thus, time-scale analysis remains necessary in AGN samples. There are obvious exponentially increasing or decreasing patterns in the soft X-ray light curves in some AGNs observed with ROSAT/PSPC in pointing mode. In this paper we use the exponential time-scale (Zhao & Fink 1996) to investigate the soft X-ray variability in AGNs with this kind of pattern. This paper is a continuation of the previous work of Zhao & Fink (1996) .

The standard model of AGNs is an accretion disk with a jet around a central massive black hole. Progress on a reliable estimate about black hole masses can effectively constrain the central engine when combined with the research on the X-ray variability. Several methods have been used to estimate the mass of a black hole in the center of a galaxy. These include stellar dynamical studies (reviewed by Kormendy & Gebhardt 2001) , reverberation mapping methods (Kaspi et al. 2000), analyses of the high frequency tail of the power density spectrum (Czerny et al. 2001), the relation between central black hole masses and the bulge velocity dispersion $`M_{BH}\sigma `$ (Merritt & Ferrarese 2001), and the use of single-epoch rest-frame optical spectrophotometric measurements (Vestergaard 2002).

In next section time-scales and central black hole masses of our sample are presented. We then give the physical constraints on the central engine of 38 AGNs in Section 3. In Section 4 we derive the radii of the gravitational instability in the standard $`\alpha `$ accretion disks of 12 AGNs and compare them with BLRs sizes from the reverberation mapping method. Our results are summarized in Section 5. The cosmological parameters $`H_0=75\mathrm{k}\mathrm{m}\mathrm{s}^1\mathrm{Mpc}^1`$and $`q_0=0.5`$ have been adopted in this work.

## 2 SAMPLE AND TIMESCALES OF VARIABILITY

All sources were observed in ROSAT/PSPC mode over periods varying from days to years. We picked out the AGNs from cross identification of the Veron-Cetty (2001) AGN catalogue with the ROSAT point source catalog. From the ROSAT public archive of PSPC observations, only sources with total X-ray photon counts greater than 1000 were selected to ensure the quality of the X-ray spectra. This yielded more than 200 AGNs. The data were processed for instrument corrections (such as vignetting and dead time effects) and background subtraction using the EXSAS/MIDAS software.

The light curve for each AGN was obtained from original ROSAT observations with a 400 seconds time bin in three energy bands; 0.1-2.4 (total band), 0.1-0.4 (A band), 0.5-2.0 (B band) keV. The estimates of time-scales for all AGNs described below are based on those light curves. From these light curves we can find that there exist obvious exponentially increasing or decreasing patterns. Since X-ray emission is believed to come from the accretion disk around the central black hole in AGNs, these exponential patterns may provide physical insight. We select the AGN light curves with exponential patterns by the following criteria: (1)The count rate increased or decayed continually in the light curves, considering count rate uncertainties of 3 $`\sigma `$, (2)the number of the contiguous data points fitted by the exponential function (Eq. 1) are greater than 4, (3)the magnitude of the count rate variance is greater than $`5\sqrt{(\sigma _1^2+\sigma _2^2)}`$, where $`\sigma _1`$ and $`\sigma _2`$ are the count rate errors of the jumping-off point and end-point, respectively. The soft X-ray luminosity in the 0.1-2.4 keV of each AGN is obtained by averaging the power-law fitting spectra of all the observations.

### 2.1 Exponential Time-scales

We use the exponential time-scale (Zhao & Fink 1996) to characterize the exponential pattern in the light curves in AGNs. The exponential time-scale, $`\mathrm{\Delta }t_e`$, is defined as

$$I(t)=I_0+I_ae^{\pm \frac{t}{\mathrm{\Delta }t_e}}.$$
(1)
where $`I(t)`$ is the count rate at t, $`I_0`$ and $`I_a`$ are constants.

The definition of exponential time-scale is based on instabilities which increase or decrease exponentially. Thus the exponential time-scale is equivalent to a rising or a descending time-scale and $`I_a`$ is the amplitude of variability. $`I_0`$ is an additional constant component, which is equal to the intensity before or after the instability. It is exponentially increasing if the sign of $`I_a`$ is positive while it is exponentially decaying if the sign is negative. For AGNs with some values of $`\mathrm{\Delta }t_e`$, we select $`\mathrm{\Delta }t_e`$ with the smallest error as the time-scale. Taking the Seyfert 1 galaxy NGC 5548 as an example (Fig. 1), there are three obvious exponentially increasing or decreasing patterns in the light curve. Three patterns fitting by Eq. 1 showed similar exponential time-scales. The exponential time-scales are $`(1.04\pm 0.32)\times 10^5`$, $`(6.65\pm 5.35)\times 10^4`$, $`(8.17\pm 0.26)\times 10^4`$ seconds, respectively, which are consistent if taking the errors into account. And $`I_0`$ are $`3.10\pm 0.13`$, $`7.16\pm 0.87`$, $`6.01\pm 0.10`$ photons $`s^1`$, respectively.

We think there is more physical information in the exponential time-scale than in the two-folding time-scale, which only considers the amplitude increased by a factor of two. There are usually large time gaps between adjacent exposures in ROSAT pointed observations. The two-folding time-scale will overestimate the time-scale of ROSAT sources. Using our selection criteria as defined above, we searched for any obvious continually exponentially increasing or decreasing pattern in the light curve of each AGN and then fitted the pattern with the form of Eq. 1, considering the errors of the count rates (Press et al. 1992). The exponential time-scales fir 65 AGNs are listed in column 3 of Table 1, in which there are nine QSOs, 37 Seyfert 1 galaxies, nine NLS1s, one Seyfert 2 galaxies, four BL Lacs and five high optical polarization (HP) objects. The time-scales calculated as rising exponentials are marked with a star. The rest are derived from decaying exponentials.

### 2.2 Estimations of Central Black Hole Masses

The masses of 13 AGNs labelled with “a” in Table 1 are adopted from Nelson (2000). They were estimated from the reverberation mapping methods with a high level of reliability. There is strong correlation between the black hole mass and the host velocity dispersion, namely the $`M_{BH}\sigma `$ relation (Ferrarese et al. 2001). We adopt the $`M_{BH}\sigma `$ relation found by Merritt & Ferrarese (2001), namely,

$$M_{BH}=1.3\times 10^8\text{ }\mathrm{M}_{}(\sigma /200\mathrm{k}\mathrm{m}\mathrm{s}^1)^{4.72}.$$
(2)
We derive masses for seven AGNs with measured host velocity dispersions, which are labelled with “b” in Table 1 (Nelson & Whittle 1995; Falomo et al. 2002). The errors for black hole masses in these seven AGNs are estimated from the error of the bulge velocity dispersion. An empirical relationship between single-epoch rest-frame optical spectrophotometric measurements and the central masses was recently presented (Vestergaard 2002). These methods for estimating AGN masses are all calibrated using masses from the reverberation mapping method. The total number of AGNs with available black hole masses is 37, of which there are 22 Seyfert 1 galaxies, five NLS1s, one Seyfert 2 galaxies, eight Quasars and one BL Lac objects. The central black hole masses of these 37 AGNs are listed in column 5 in Table 1.

## 3 ANALYSIS AND PHYSICAL CONSTRAINTS

### 3.1 Central Black Hole Mass and Mass Limits from the exponential Time-scale

The upper limit on the mass of the central black hole in AGNs derived from the time-scale is defined as (Mushotzky et al. 1993):

$$M(\mathrm{\Delta }t)=2\times 10^4(\frac{\mathrm{\Delta }t}{sec})\text{ }\mathrm{M}_{}.$$
(3)
assuming that the size of the X-ray radiation region is 5 Schwarzschild radii.

We compared this mass limit derived from the exponential time-scales with the above estimated central black hole masses (see Sec. 2.2) in Figure 2. This shows that the exponential time-scale can also provide an effective limit for the mass of a central black hole in an AGN.

### 3.2 Constrains on the Radiation Mechanism in AGNs

Some physical constraints on the relationship of bolometric luminosity and the time-scale were proposed by Fabian (1979; 1992). If the source luminosity is below the Eddington limit, we obtained a limit:

$$L_{bol}\frac{2}{3}\pi \frac{m_pc^4}{\sigma _T}\mathrm{\Delta }t\mathrm{ergs}\mathrm{s}^1,$$
(4)
When the luminosity is produced by matter being transferred into radiation with some efficiency $`\eta 1`$, there is a second limit:

$$L_{bol}\eta \frac{m_pc^4}{\sigma _T}\mathrm{\Delta }t\mathrm{ergs}\mathrm{s}^1,$$
(5)
If the primary spectrum of the source extends to $`\gamma `$-ray energies, electron-positron pair production gives a third limit:

$$L_{bol}20\pi \frac{m_ec^4}{\sigma _T}\mathrm{\Delta }t\mathrm{ergs}\mathrm{s}^1,$$
(6)
Thermal bremsstrahlung radiation supplies more power than Compton process only if:

$$L_{bol}10^{39}T_9^{3/2}\mathrm{\Delta }t\mathrm{ergs}\mathrm{s}^1.$$
(7)
where the temperature of the electrons is $`T_9`$ $`10^9`$K.

The bolometric luminosity is larger than the X-ray luminosity in ROSAT’s energy band. For example, the ratio of the bolometric luminosity of 3C 273 (Padovani & Rafanelli 1988), $`1.7\times 10^{47}\mathrm{ergs}\mathrm{s}^1`$, and the X-ray luminosity in ROSAT’s energy band, $`1.2\times 10^{46}\mathrm{ergs}\mathrm{s}^1`$, is 14. In Figure 3 we show the soft X-ray luminosity in 0.1-2.4 keV versus the exponential time-scale. The lines in Figure 3 are from Eq. 4-7 assuming $`L_{bol}=10L_x`$.

From Figure 3 bremsstrahlung is ruled out as the primary radiation source except in several low luminosity sources because of the observed rapid variability.

The objects whose bolometric luminosity are larger than the Eddington limit are MS 01585+0019 (BL) ,PKS 0548-322 (HP) ,MS 23409-1511 (NLS1), PG 1244+026 (NLS1) . These objects may display relativistic effects.

The efficiency factors, $`\eta `$, of most objects are larger than 0.007, which would not be associated with stellar process (see Fig. 3) . It suggests strongly that most AGNs, at least, have non-thermal and non-stellar processes which are produced by a very efficient central engine.

We also plot $`L_x`$ versus central black hole masses in Figure 4. The solid line shows $`L_x=0.1L_{Edd}`$. and the dash line is $`L_x=10^4L_{Edd}`$. If we assume $`L_{bol}=10L_x`$, we find that the efficiency factor is between 1 to $`10^3`$, which is consistent with the results from $`L_x\mathrm{\Delta }t`$ diagram ( see Fig. 3).

### 3.3 Sizes of the X-ray Radiation Regions

Under unified model schemes, an accretion disk surrounds the central massive black hole in an AGN. There are two instabilities, thermal and viscous, usually occurring in accretion disks. However, the rapid variability in X-rays cannot arise from viscous instability because the viscous time-scale is too long (Mushotzky et al. 1993). The time-scale of thermal instability in accretion disks (Frank et al. 1992) is

$$t_{th}\frac{1}{\alpha \mathrm{\Omega }_k},$$
(8)
where $`\alpha `$ is a parameter in the standard thin accretion disk, $`\mathrm{\Omega }_k=\sqrt{\frac{GM}{R^3}}`$ is the Keplerian angular velocity in the orbit of radius R surrounding a central black hole with the mass of M.

Assuming the exponential time-scale is approximately equal to the thermal time-scale, we can obtained the size of radiation region, $`R_x`$, as

$$\frac{R_x}{R_g}=(\frac{\alpha }{\sqrt{2}}\frac{c\mathrm{\Delta }t_e}{R_g})^{2/3}.$$
(9)
where $`R_g=\frac{2GM}{c^2}`$ is the Schwarzschild radius. $`\alpha =1`$ is adopted.

Taking the above estimated black hole masses and exponential time-scales, we can obtained the ratios of the size of X-ray radiation region to the Schwarzschild radius, which are listed in column 7 of Table 1. $`R_x/R_g`$ distribution is $`<log(R_x/R_g)>=0.97\pm 0.12`$ with a standard deviation of 0.75. We plot $`R_x/R_g`$ versus $`M_{BH}`$ in Figure 5. A simple least square linear regression (Press et al. 1992) gives $`log(R_x/R_g)=4.52\pm 0.92+(0.47\pm 0.12)log(M_{BH}/\text{ }\mathrm{M}_{})`$, with a Pearson correlation coefficient of R=0.54 corresponding to a probability of P$`<`$0.000431 that the correlation is caused by a random factor. The error of $`R_x/R_g`$ is estimated from the errors of the exponential time-scale and the black hole mass. The sizes of radiation regions of all AGNs are larger than the so-called last stable radius $`3R_g`$, if we consider errors of calculated sizes.

### 3.4 Accretion Rates

The accretion rate $`\dot{M}`$ can be derived from the relation, $`L_x\frac{GM_{BH}\dot{M}}{R_x}`$

$$\dot{M}=2L_x(R_x/R_g)/c^2.$$
(10)
where $`L_x`$ is the soft X-ray luminosity in 0.1-2.4 keV band, G is gravitational constant, and $`R_x`$ is the size of the X-ray radiation region. Using $`R_x/R_g`$ and $`L_x`$, accretion rates for 37 AGNs are obtained from Eq. 10, which are listed in column 6 of Table 1. The $`\dot{M}`$ distribution is $`<log(\dot{M})>=1.50\pm 0.23`$ with a standard deviation of 1.42. In Figure 6 we show the accretion rates ($`\dot{M}`$) versus black hole masses ($`M_{BH}`$). The accretion rates of most of AGNs are 100$``$0.01 $`\dot{M}_{Edd}`$, taking $`\dot{M}_{Edd}=0.2\frac{M}{10^8\text{ }\mathrm{M}_{}}(\text{ }\mathrm{M}_{}/yr)`$ .

We plot $`L_x`$ versus $`\dot{M}`$ in Figure 7. $`L_x=\zeta \dot{M}c^2`$, where $`\zeta `$ is the accretion efficiency. The solid line in Figure 7 is $`L_x=0.1\dot{M}c^2`$ and the dash line is $`L_x=0.001\dot{M}c^2`$. Most AGNs are in the range of 0.1$``$0.001 of $`\zeta `$. Combining Eq. 10, we can drive the accretion efficiency $`\zeta =1/(2R_x/R_g)`$. From Figure 5 we find the values of $`R_x/R_g`$ in most AGNs are in the range of 5$``$500, which is consistent with the value of $`\zeta `$ (0.1$``$0.001).

### 3.5 The Compactness Parameter

If the power law spectra observed in AGNs in the X-ray extend to much higher energies, then pairs may be expected to be produced if the optical depth of the $`\gamma `$-ray photons for pair production exceeds unity. The condition is usually stated in terms of the compactness parameter (Done & Fabian 1989),

$$l=\frac{\sigma _T}{m_ec^3}\frac{L_x}{R_x}.$$
(11)
Where $`L_x`$ is the luminosity produced in the region of $`R_x`$, $`m_e`$ is the mass of electron and $`\sigma _T`$ is Thomson cross section. The values of the compactness parameters are listed in column 9 of Table 1. If $`l>20\pi `$, the source has unity optical depth in X-ray for $`\gamma `$-ray absorption at about one Mev and a significant fraction of the source luminosity can then pass through electron-positron pairs. The distribution of the compactness parameter is $`<log(l)>=0.90\pm 0.20`$ with a standard deviation of 1.23. We plot the compactness parameter versus $`R_x/R_g`$ in Figure 8. A simple least square linear regression (Press et al. 1992) gives $`log(l)=(1.70\pm 0.29)+(0.85\pm 0.25)log(R_x/R_g)`$ (excluding PHL 1092) (R=-0.50, P=0.00168 ). Those AGNs with smaller $`R_x/R_g`$ appear to have larger compactness parameter. From Figure 8 we can find that several AGNs have $`l>20\pi `$, while several AGNs have $`l<0.1`$, which is consistent with the results of Done & Fabian (1989).

## 4 THE SIZES OF THE BLR

Broad emission lines are one of the dominant features of spectra of AGNs. Broad Line Regions (BLRs) play a particularly important role in our understanding of AGNs by virtue of their proximity to the central source. With reverberation mapping techniques, the sizes of the BLRs can be obtained through the study of correlated variations of the lines and continuum fluxes (Peterson 1993). The BLR sizes for 17 Seyfert 1 galaxies (Wandel et al. 1999) and for 17 PG quasars (Kaspi et al. 2000) have been recently obtained. In Table 2, we list 12 AGNs with available BLRs sizes and the calculated accretion rates. Here we adopted 3 light days as the error of the BLRs size of NGC3516, which is not given in Ho (1998). Errors of BLRs sizes of other 11 AGNs are from Kaspi et al. (2000).

We assume that the gravitational instability of the standard thin disk at large radius leads to the formation of BLRs (Bian & Zhao 2002). The criterion is $`Q=\frac{\mathrm{\Omega }^2}{\pi G\rho }1`$ (Golreich & Lynden-Bell 1965), where $`\mathrm{\Omega }`$ is the Keplerian angular velocity at R away from the central black hole $`(GM/R^3)^{1/2}`$, $`M`$ is the black hole mass, and $`\rho `$ is the local mass density. We adopted the solutions of $`\rho `$ for the standard thin disk from Shakura & Sunyaev (1973) , $`\rho =3.1\times 10^5\alpha ^{7/10}\dot{M}_{26}^{11/20}M_8^{5/8}R_{14}^{15/8}f^{11/5}\mathrm{g}\mathrm{cm}^3`$, where $`\alpha `$ is the parameter of the standard $`\alpha `$ disk, $`f=(1(R/R_s)^{1/2})^{1/4}`$, $`\dot{M}_{26}=\dot{M}/(10^{26}\mathrm{g}\mathrm{s}^1)`$, $`M_8=M/(10^8\text{ }\mathrm{M}_{})`$, and $`R_{14}=R/(10^{14}cm)`$. $`f=1`$ and $`\alpha =1`$ are adopted in AGNs. We can obtain the sizes of the BLRs if we know the central black hole masses and accretion rates,

$$R_{14}=880\alpha ^{28/45}Q^{8/9}\dot{M}_{26}^{22/45}M_8^{1/3}.$$
(12)
The BLRs sizes of 12 AGNs are obtained from Eq. (12), which are listed in Table 2. The uncertainties of our calculated BLRs sizes are estimated by considering $`1/4Q4`$ ( Golreich & Lynden-Bell 1965 ), errors of the black hole masses and the accretion rates.

Figure 9 shows that the calculated BLRs sizes derived from Eq. 12 are consistent with the sizes from the reverberation mapping method. We have a $`\chi ^2`$ (Press et al. 1992) test of $`logR_{BLR}`$ to show whether our calculated BLRs sizes are consistent with that from reverberation mapping method . $`\chi ^2`$ and probability are 0.933 and 99.996% for 12 AGNs.

## 5 SUMMARY

We use the exponential time-scale to characterize the soft X-ray variabilities of AGNs with obvious exponentially increasing or decreasing patterns in the light curves and obtain time-scales for 65 AGNs. The exponential time-scale is suitable for analyzing X-ray variability, especially for the data with larger time gaps such as ROSAT data. The exponential time-scales can provide good upper limits for the central black hole masses and the sizes of the X-ray radiation region. From the relationship of $`L_x`$ and $`\mathrm{\Delta }t_e`$ we can reject bremsstrahlung as the primary radiation source for most AGNs here. Many AGNs have very efficient engines. There is no explicitly grouped distribution in $`\dot{M}M`$ diagram for different kinds of AGNs. This means that, under the same soft X-ray luminosity, the central mass or radiation region, compared with Schwarzschild radius, varies from one AGN to another.

Using the recent mass estimates of central black holes and the exponential time-scales of AGNs from ROSAT/PSPC pointing data, the sizes of X-ray radiation region, the accretion rate and the compactness parameter of 37 AGNs are obtained. We use the calculated accretion rates to calculate the radius of gravitational instability for 12 AGNs among 37 AGNs, which is consistent with the BLRs sizes from the reverberation mapping method. This provides further evidence for the gravitational instability leading to the formation of BLRs.

We thank Keliang Huang for useful discussions, and the anonymous referee for the valuable comments. We thank Helmut Abt for reading our manuscript. We thank the Chinese Natural Science Foundation for financial support under contract 10273007.


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# References

Quantum field theories on noncommutative spaces have received a surge of interest in recent years, primarily because they can be obtained as limits of string theory with background magnetic fields in which the massive string modes decouple (see  for reviews and exhaustive lists of references). They capture many of the non-local effects possessed by string theory but in a much simpler setting, and have attained a fundamental level of interest as examples of non-local field theories which may be well-defined. Various versions of them have also been proposed as effective field theory descriptions of some planar condensed matter systems in strong magnetic fields, such as quantum Hall models. Because of their embedding into string theory, these models are sometimes believed to be unitary and renormalizable.§§§Disclaimer: Views and opinions mentioned in this letter do not necessarily reflect those of the authors. However, they possess several unusual aspects which continue to challenge the conventional wisdom of quantum field theory, and question the renormalizability and overall consistency of these field theories.

On a canonical noncommutative space, the usual pointwise product of fields is replaced by the star-product

$`\mathrm{\Phi }\mathrm{\Phi }^{}(x)={\displaystyle \frac{\mathrm{d}^Dk\mathrm{d}^Dq}{(2\pi )^D}\stackrel{~}{\mathrm{\Phi }}(k)\stackrel{~}{\mathrm{\Phi }}^{}(q)\mathrm{e}^{\mathrm{i}k_\mu \theta ^{\mu \nu }q_\nu }\mathrm{e}^{\mathrm{i}(k+q)x}},`$ (1)
where the tildes denote Fourier transforms and $`\theta ^{\mu \nu }`$ is a constant antisymmetric matrix. The noncommutativity of space is encoded in the fact that the commutators of coordinates computed with this product are non-vanishing, as $`x^\mu x^\nu =x^\mu x^\nu +\mathrm{i}\theta ^{\mu \nu }`$. In perturbation theory, the phases in (1) produce momentum dependent vertices in Feynman diagrams which affect the interactions of the quantum field theory at energy scales below the scale $`1/\sqrt{|\theta |}`$ set by the dimensionful noncommutativity parameter $`\theta ^{\mu \nu }`$. The most drastic example of this is known as ultraviolet/infrared (UV/IR) mixing. If one uses Fourier expansion of fields in a basis of plane waves $`\mathrm{e}^{\mathrm{i}px}`$, as in (1), then the natural regularization of the quantum field theory is the restriction of momenta $`p`$ to an annulus $`\mathrm{\Lambda }_0<|p|<\mathrm{\Lambda }`$, where $`\mathrm{\Lambda }_0`$ is an IR cutoff and $`\mathrm{\Lambda }`$ a UV cutoff. Removing the cutoffs amounts to taking the limits $`\mathrm{\Lambda }_00`$ and $`\mathrm{\Lambda }\mathrm{}`$. Planar diagrams essentially coincide with those of ordinary quantum field theory, while non-planar graphs are modified by phases containing internal and external line momenta and are generically convergent. The rapid phase oscillations in (1) imply that a high-momentum cutoff $`\mathrm{\Lambda }`$ generates an effective IR cutoff $`\mathrm{\Lambda }_0=1/|\theta |\mathrm{\Lambda }`$. This appears to ruin the usual Wilsonian renormalization procedure which would require a clear separation of high and low momentum scales.

However, the puzzling UV/IR mixing properties may simply be an artifact of perturbation theory which disappears when summed to all orders. This is a non-perturbative issue which is in general difficult to address. In this letter we will formulate a noncommutative scalar field theory which is exactly solvable and obtain its non-perturbative solution explicitly. The model describes charged scalar particles in a background magnetic field with a four-point interaction defined by the star-product . We will circumvent the problems set in by UV/IR mixing by using a basis for the expansion of fields on $`\text{}^D`$ which differs from the more conventional plane wave basis and which will allow us to make sense of the field theory at a fully non-perturbative level. This expansion provides a natural non-perturbative regularization of the quantum field theory, producing both a short-distance and low-momentum cutoff simultaneously. We will show how to extract from this the exact expressions for Green’s functions of the quantum field theory.

The model is defined by the Euclidean action

$`S={\displaystyle \mathrm{d}^2x\left[\mathrm{\Phi }^{}\left(H_B+m^2\right)\mathrm{\Phi }+\frac{g}{2}\mathrm{\Phi }^{}\mathrm{\Phi }\mathrm{\Phi }^{}\mathrm{\Phi }\right]},`$ (2)
where $`\mathrm{\Phi }`$ is a charged scalar field on flat space $`\text{}^2`$ and

$`H_B=\left(\mathrm{i}_\mu Bϵ_{\mu \nu }x^\nu \right)^2`$ (3)
is the Landau Hamiltonian for a charged particle moving in two dimensions under the influence of a constant perpendicularly applied magnetic field $`2B>0`$. For brevity, we will only work in $`D=2`$ dimensions. The noncommutativity parameter is then given by $`\theta ^{\mu \nu }=\theta ϵ^{\mu \nu }`$. Because the commutators of the covariant momentum operators $`\mathrm{i}_\mu Bϵ_{\mu \nu }x^\nu `$ are equal to $`2\mathrm{i}Bϵ_{\mu \nu }`$, we may interpret the field theory (2) as being defined on a noncommutative space whose corresponding momentum space is also given by noncommuting coordinates. However, the ensuing analysis carries through to arbitrary even dimensionality , and remarkably most of our conclusions hold quite generally. This follows from the fact that in any even dimension $`D`$ there is a choice of coordinates which skew-diagonalizes the problem into a product of $`D/2`$ two-dimensional ones, to which the analysis of this letter applies with the appropriate changes. The details will be presented in a separate publication .

We shall find that the UV fixed point of this theory is trivial. The only scaling limit possible is one in which the coupling constant $`g`$ vanishes as the UV cutoff is removed. We shall find that there is no intermediate scale in between the two natural UV and IR cutoffs in this model, consistent with the UV/IR duality found in , and the field theory is not renormalizable because the fields are correlated on the scale of the cutoff. This result is similar in spirit to earlier observations that asymptotically-free noncommutative field theories are trivial , and that generic ones are only well-defined when they contain both a finite UV and IR cutoff . The renormalized propagator as an exact function of external momentum is given in the scaling limit by

$`\stackrel{~}{G}(p)={\displaystyle \frac{\sqrt{(p^2+m^2)^2+4M^4}(p^2+m^2)}{2M^4}},`$ (4)
where $`m`$ is the bare scalar particle mass and $`M`$ is a dynamically generated mass scale. The non-free form of (4) takes into account a non-perturbative resummation of leading power divergences in the scaling limit which are generated by the degeneracies of the Landau levels. Such a renormalization procedure, though formally consistent, is physically meaningless and has little chance to produce an interacting quantum field theory in the scaling limit. The scalar field theory is thereby an example of a noncommutative field theory, with a finite cutoff, which is exactly solvable. The exact propagator at finite cutoff, which is computed below, produces (4) in the scaling limit and has a qualitatively similar but somewhat more complicated form. It exhibits a novel oscillatory behaviour in position space on top of its long-distance exponential decay, which may be attributed to the appearence of an Aharonov-Bohm phase acquired by the charged particles in the magnetic background, similar to those observed numerically in . Slight modifications of the model, such as the inclusion of a background harmonic oscillator potential that lifts the Landau level degeneracy, may produce good scaling limits.

Because of the magnetic field in the action, a natural basis of normal modes is comprised of the orthonormal eigenfunctions $`\varphi _{\mathrm{},n}`$ of the Landau Hamiltonian (3),

$`H_B\varphi _{\mathrm{},n}=4B\left(\mathrm{}\frac{1}{2}\right)\varphi _{\mathrm{},n},`$ (5)
with $`\mathrm{},n`$ positive integers. Some properties of the Landau eigenfunctions $`\varphi _{\mathrm{},n}`$ are briefly described in an appendix at the end of this letter. These wavefunctions form the position space representation of the occupation number states $`|\mathrm{},n`$ of two decoupled harmonic oscillators, and with them we can expand the complex scalar fields of (2) as

$`\mathrm{\Phi }(x)=\sqrt{4\pi \theta }_{\mathrm{},n}A_\mathrm{}n^{}\varphi _{\mathrm{},n}^{}(x)`$ (6)
with $`\varphi _{\mathrm{},n}^{}=\varphi _{n,\mathrm{}}^{}`$ and $`A_\mathrm{}n`$ dimensionless complex numbers.

In this basis, the free part of the action (2) is diagonal, but the four-point star-product interaction term is rather complicated. However, a special simplification occurs when the parameters of the model are related through $`B=1/\theta `$. In this case, the Landau wavefunctions have a remarkably simple behaviour under star-products, $`\varphi _{\mathrm{},n}\varphi _{\mathrm{}^{},n^{}}=\delta _n\mathrm{}^{}\varphi _{\mathrm{},n^{}}/\sqrt{4\pi \theta }`$, which can be derived by an explicit calculation and reflects the fact that the one-particle wavefunctions $`\sqrt{4\pi \theta }\varphi _{\mathrm{},n}`$ form the Wigner representations of the Fock space operators $`|\mathrm{}n|`$. As we show below, the quantum field theory defined by (2) is exactly solvable precisely when the magnetic field and noncommutativity parameter are related in this way, and we shall assume this relation for the remainder of this letter. The action (2) then takes the simple form

$`S=\mathrm{Tr}\left[EA^{}A+2\pi \theta g\left(A^{}A\right)^2\right],`$ (7)
where we have naturally assembled the expansion coefficients of (6) into an infinite complex matrix $`A=(A_\mathrm{}n)`$ and defined $`E_\mathrm{}n=4\pi (4\mathrm{}2+\theta m^2)\delta _\mathrm{}n`$. The noncommutativity of space is now manifested in the noncommutativity of matrix multiplication in (7).

This suggests that we may define the regularized quantum field theory with action (2) by restricting the quantum numbers of the Landau wavefunctions to $`\mathrm{},n=1,\mathrm{},N`$ with $`N<\mathrm{}`$. The path integral is then defined as the $`N\mathrm{}`$ limit of the $`N\times N`$ matrix integral

$`Z_N={\displaystyle \underset{\mathrm{},n=1}{\overset{N}{}}\mathrm{d}A_\mathrm{}n^{}\mathrm{d}A_\mathrm{}n^{}\mathrm{e}^{\mathrm{Tr}\left[EA^{}A+2\pi \theta g\left(A^{}A\right)^2\right]}}.`$ (8)
The finite matrix dimension $`N`$ provides both a short-distance and low-momentum cutoff simultaneously, because in matrix regularizations of noncommutative field theory the UV and IR divergences are not clearly separated and one needs to regulate them both at the same time . There are, however, many different ways to take the large $`N`$ limit of the matrix model with partition function (8), and we need to decide which is the appropriate one that captures the true non-perturbative physics of the original continuum field theory.

The large $`N`$ limit is meaningful only when the entropy from the growth in the number of integration variables is compensated by a large action. In matrix models, an action of order $`N^2`$, typically of the form $`N\mathrm{Tr}(\mathrm{})`$, is necessary to balance quantum fluctuations . Hence we need to require that $`\theta N`$ as $`N\mathrm{}`$ in (8). In other words, we must take the large $`N`$ limit while keeping fixed the ratio

$`\mathrm{\Lambda }^2=N/4\pi \theta ,`$ (9)
which simply defines the $`\theta \mathrm{}`$ limit of the noncommutative field theory. This limit is a generic feature of the matrix regularization of noncommutative field theories . The important feature of the model with a background magnetic field is that the whole action has a nice matrix representation, in contast to other noncommutative field theories, in which the kinetic term has no matrix representation , and to ordinary field theories with background fields, in which the kinetic term is simple in the Landau basis, but the interactions are complicated .

There are two important consequences of this correlated large $`N`$ and large $`\theta `$ limit. First of all, this limit is just the standard ’t Hooft planar limit of the matrix model. Secondly, the natural UV cutoff of the original noncommutative field theory is the energy of the $`N^{\mathrm{th}}`$ Landau level, which is $`2B(2N1)=16\pi \mathrm{\Lambda }^22B`$ and stays finite as $`N`$ goes to infinity. Thus the quantity (9) is the true UV cutoff of the quantum field theory. This will be confirmed below by explicit calculations. Since $`B0`$ as $`N\mathrm{}`$, the spacing between Landau levels also vanishes. Thus taking the limit described above is equivalent to filling the finite energy interval $`[0,16\pi \mathrm{\Lambda }^2]`$ with infinitely many Landau levels and an infinite density of states.

Thus the large $`\theta `$ limit of the model defined by (2) is a quantum field theory with a finite cutoff whose exact solution is given by the ’t Hooft limit of the complex external field matrix model (8). As an example, we will explicitly compute the exact two-point function defined by

$`G(x,y)=\mathrm{\Phi }^{}(x)\mathrm{\Phi }(y)=4\pi \theta {\displaystyle \underset{\mathrm{},n,\mathrm{}^{},n^{}}{}}A_\mathrm{}n^{}A_\mathrm{}^{}n^{}^{}\varphi _{\mathrm{},n}^{}(x)\varphi _{n^{},\mathrm{}^{}}^{}(y).`$ (10)
Both the action and integration measure in the path integral (8) are invariant under unitary transformations $`AUA`$ with $`UU(N)`$. This is just a consequence of the degeneracy of Landau levels. We can make this transformation explicit in the matrix integral and then integrate over the unitary group. We then use the well-known properties of the Haar measure of $`U(N)`$ and the fact that, by $`U(N)`$ invariance, the partition function (8) depends generically only on the $`N`$ eigenvalues $`\lambda _{\mathrm{}}`$ of the external field $`E/N`$ and is symmetric under permutation of them. It follows that the matrix averages appearing in (10) are given as $`A_\mathrm{}n^{}A_\mathrm{}^{}n^{}^{}=\frac{1}{N}\delta _{nn^{}}\delta _{\mathrm{}\mathrm{}^{}}W(\lambda _{\mathrm{}})`$, where

$`W(\lambda _{\mathrm{}})={\displaystyle \frac{1}{N}}{\displaystyle \frac{\mathrm{ln}Z_N}{\lambda _{\mathrm{}}}}`$ (11)
and after differentiation the eigenvalues should be set equal to $`\lambda _{\mathrm{}}=16\pi \frac{\mathrm{}}{N}+\frac{m^2}{\mathrm{\Lambda }^2}`$. In what follows it will prove convenient to shift $`\lambda _{\mathrm{}}\lambda _{\mathrm{}}m^2/\mathrm{\Lambda }^2`$.

The computation of (10) thereby boils down to the calculation of the function (11) and the sum over Landau levels $`_n\varphi _{\mathrm{},n}(x)\varphi _{n,\mathrm{}}(y)`$ in the limit $`N\mathrm{}`$, $`\mathrm{}\mathrm{}`$ with $`\mathrm{}/N`$ fixed. Using known properties of the Landau wavefunctions, the sum can be evaluated in this scaling limit in terms of the Bessel function $`J_0`$ of the first kind of order 0 (see the appendix). In the large $`N`$ limit, we replace sums over Landau levels by integrals in the standard way according to the rule $`\frac{1}{N}_{\mathrm{}}_0^{16\pi }d\lambda /16\pi `$, so that (10) becomes

$`G(x,y)={\displaystyle _0^{16\pi }}{\displaystyle \frac{\mathrm{d}\lambda }{4\pi }}W\left(\lambda +{\displaystyle \frac{m^2}{\mathrm{\Lambda }^2}}\right)J_0\left(\mathrm{\Lambda }\sqrt{\lambda }|xy|\right).`$ (12)
After a change of variables $`\lambda =p^2/\mathrm{\Lambda }^2`$ and by using the angular integral representation of the Bessel function, we can express (12) as a two-dimensional integral

$`G(x,y)={\displaystyle \frac{1}{\mathrm{\Lambda }^2}}{\displaystyle _{|p|<4\sqrt{\pi }\mathrm{\Lambda }}}{\displaystyle \frac{\mathrm{d}^2p}{(2\pi )^2}}W\left({\displaystyle \frac{p^2+m^2}{\mathrm{\Lambda }^2}}\right)\mathrm{e}^{\mathrm{i}p(xy)}.`$ (13)
This result has several remarkable implications. First of all, it demonstrates that the limit of large noncommutativity, in which the underlying space is expected to degenerate and all symmetries to be maximally violated, yields rotationally and translationally invariant Green’s functions. There are remnants of UV/IR mixing in the far IR at $`|xy|\sqrt{\theta }`$, but these distances have been scaled out and all results here are valid at length scales far below the noncommutativity scale. Secondly, we see that the quantity $`4\sqrt{\pi }\mathrm{\Lambda }`$ is a sharp cutoff in the momentum integral (13), showing clearly that (9) is the UV cutoff of the field theory. Finally, the matrix model partition function has the physical interpretation of providing the exact propagator in momentum space through the function (11),

$`\stackrel{~}{G}(p)={\displaystyle \frac{1}{\mathrm{\Lambda }^2}}W\left({\displaystyle \frac{p^2+m^2}{\mathrm{\Lambda }^2}}\right),p^2<16\pi \mathrm{\Lambda }^2.`$ (14)
It is instructive to consider a simple instance of this identification. At zero coupling, the matrix integral (8) can be explicitly evaluated to $`Z_N=\mathrm{e}^{N\mathrm{Tr}\mathrm{ln}E}`$, so that $`W(\lambda )=1/\lambda `$. This recovers the expected free propagator $`\stackrel{~}{G}(p)=(p^2+m^2)^1`$.

It remains to compute (11) in the general case. This can be done rather explicitly, because this function satisfies in the large $`N`$ limit a closed equation, which is the Schwinger-Dyson equation of the matrix model given by

$`{\displaystyle \frac{g}{\mathrm{\Lambda }^2}}\left(W^2(\xi )+{\displaystyle _{m^2/\mathrm{\Lambda }^2}^{16\pi +m^2/\mathrm{\Lambda }^2}}{\displaystyle \frac{\mathrm{d}\lambda }{16\pi }}{\displaystyle \frac{W(\xi )W(\lambda )}{\xi \lambda }}\right)=\xi W(\xi )+1.`$ (15)
The loop equation (15) gives a straightforward way to generate the perturbative expansion to arbitrary orders of the original noncommutative field theory as an iterative solution of (15) in the coupling constant $`g`$. By using (14), the propagator up to one-loop order is easily determined in this way as

$`\stackrel{~}{G}(p)={\displaystyle \frac{1}{p^2+m^2}}{\displaystyle \frac{g}{16\pi }}{\displaystyle \frac{\mathrm{ln}\left(16\pi \mathrm{\Lambda }^2/m^2\right)}{(p^2+m^2)^2}}{\displaystyle \frac{g\mathrm{\Lambda }^2}{(p^2+m^2)^3}}+O\left(g^2\right).`$ (16)
The second term in (16) recovers the usual one-loop logarithmic UV divergence of $`\mathrm{\Phi }^4`$ theory in two dimensions which is generated by the planar (field theoretical) bubble diagram and would lead to the renormalization group running of the mass. The third term is an additional quadratic UV divergence which is the non-planar (field theoretical) contribution. The additional divergences in $`\mathrm{\Lambda }`$ are even worse at higher loop orders. They arise from the summations over degenerate Landau levels, whose degree of divergence grows with the order of perturbation theory and differs from that of usual scalar field theory.

The Schwinger-Dyson equation (15) can be solved by means of the methods developed in  to give

$`W(\lambda )`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^2}{2g}}\left(\lambda \sqrt{\lambda ^2+a\lambda +b}\right)`$ (17)
$`+{\displaystyle \frac{1}{2}}{\displaystyle _{m^2/\mathrm{\Lambda }^2}^{16\pi +m^2/\mathrm{\Lambda }^2}}{\displaystyle \frac{\mathrm{d}\xi }{16\pi }}{\displaystyle \frac{1}{\sqrt{\xi ^2+a\xi +b}}}{\displaystyle \frac{\sqrt{\lambda ^2+a\lambda +b}\sqrt{\xi ^2+a\xi +b}}{\lambda \xi }}.`$
The parameters $`a`$ and $`b`$ are unambiguously determined by substituting (17) into (15), which determines them through the algebraic equations

$`{\displaystyle _{m^2/\mathrm{\Lambda }^2}^{16\pi +m^2/\mathrm{\Lambda }^2}}{\displaystyle \frac{\mathrm{d}\xi }{16\pi }}{\displaystyle \frac{1}{\sqrt{\xi ^2+a\xi +b}}}`$ $`=`$ $`{\displaystyle \frac{a\mathrm{\Lambda }^2}{2g}},`$ (18)
$`{\displaystyle _{m^2/\mathrm{\Lambda }^2}^{16\pi +m^2/\mathrm{\Lambda }^2}}{\displaystyle \frac{\mathrm{d}\xi }{16\pi }}{\displaystyle \frac{\xi }{\sqrt{\xi ^2+a\xi +b}}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^2}{2g}}\left(b{\displaystyle \frac{3}{4}}a^2\right)1.`$ (19)
The solution (17) with these constraints matches the perturbation expansion of (15) and has the correct asymptotic behaviour $`W(\lambda )1/\lambda `$ for $`\lambda \mathrm{}`$. The loop amplitude $`W(\lambda )`$ is an analytic function of $`\lambda `$ on the complex plane with a square-root branch cut. The two branch points are the roots of the polynomial $`\lambda ^2+a\lambda +b`$ and are always complex, as follows from the constraints (18) and (19).

From (13) it follows that the long-distance asymptotics of the propagator are determined by the singularities of $`W(\lambda )`$. Since the two branch points occur at complex $`\lambda `$, the two-point function oscillates on top of its exponential decay. Consequently, for $`|xy|1/\mathrm{\Lambda }`$ we may write $`G(x,y)\mathrm{e}^{|xy|/L}`$, where $`1/L=\mathrm{Im}p_0`$ is determined by the condition that $`z=(p_0^2+m^2)/\mathrm{\Lambda }^2`$ solves the quadratic equation $`z^2+az+b=0`$. Careful inspection of the loop equations shows that the correlation length $`L`$ is always of order of the cutoff scale unless the coupling $`g`$ is very small, $`g1/\mathrm{\Lambda }^2`$, and thus we define

$`g=M^4/\mathrm{\Lambda }^2.`$ (20)
From the constraint equations (18) and (19) we find that $`b=2M^4/\mathrm{\Lambda }^4`$ and $`a=O(M^4/\mathrm{\Lambda }^4)`$ in this scaling limit. As a consequence, the renormalized two-point function, which is the $`\mathrm{\Lambda }\mathrm{}`$ limit of (14), reduces to (4). By examining (16) one may infer that the scaling limit (20) resums the leading power divergences arising in the perturbation series. The explicit form of the propagator (14) at finite cutoff $`\mathrm{\Lambda }`$ is given by (17)–(19).

The power divergences arising in perturbation theory spoil the renormalizability of this field theory, but there can be many ways to get rid of them. For instance, we can replace the Landau Hamiltonian (3) in (2) by the combination $`H_B+\sigma H_B`$, with $`\sigma `$ a small parameter. Physically, this corresponds to the addition of a confining electric potential to the background of the charged scalar fields. This extension lifts the degeneracy of the Landau levels, yet the regulated version of the field theory still reduces to the matrix model (8) with an additional term $`\sigma \mathrm{Tr}EAA^{}`$ in the action. While this term spoils the $`U(N)`$ invariance of the matrix model, the latter still has a regular large $`N`$ limit and is potentially solvable by an extension of the techniques presented in this letter by perturbative expansion in $`\sigma `$. The special case $`\sigma =1`$ corresponds to charged particles in a harmonic oscillator potential alone and is closest to the conventional noncommutative field theories with no background magnetic field.

Acknowledgments: We thank G. Akemann, J. Ambjørn, H. Braden, D. Johnston and V. Kazakov for helpful discussions. E.L. and K.Z. would like to thank the Erwin-Schrödinger Institute in Vienna for hospitality during part of this work. This work was supported in part by the Swedish Science Research Council (VR) and the Göran Gustafssons Foundation. The work of R.J.S. was supported in part by an Advanced Fellowship from the Particle Physics and Astronomy Research Council (U.K.). The work of K.Z. was supported in part by RFBR grant 01–01–00549 and grant 00–15–96557 for the promotion of scientific schools.

Appendix: Here we collect some pertinent properties of Landau eigenfunctions. By introducing two sets of creation and annihilation operators $`a=/\sqrt{B}+\sqrt{B}\overline{z}/2`$, $`a^{}=\overline{}/\sqrt{B}+\sqrt{B}z/2`$ and $`b=\overline{}/\sqrt{B}+\sqrt{B}z/2`$, $`b^{}=/\sqrt{B}+\sqrt{B}\overline{z}/2`$, with $`z=x^1+\mathrm{i}x^2`$ and $`=(_1\mathrm{i}_2)/2`$, the Landau Hamiltonian (3) can be written as $`H_B=4B\left(a^{}a+\frac{1}{2}\right)`$. The eigenfunctions $`\varphi _{\mathrm{},n}(z,\overline{z})`$ of this Hamiltonian are characterized by the occupation numbers associated with the $`a`$ and $`b`$ oscillators and can be conveniently written in terms of the generating function (see , for example)

$$F_{s,t}(z,\overline{z})\underset{\mathrm{},n=1}{\overset{\mathrm{}}{}}\frac{s^\mathrm{}1t^{n1}}{\sqrt{(\mathrm{}1)!(n1)!}}\varphi _{\mathrm{},n}(z,\overline{z})=\sqrt{\frac{B}{\pi }}\mathrm{e}^{B|z|^2/2+\sqrt{B}(sz+t\overline{z})st}.$$
(21)
A straightforward calculation of the star-product with $`\theta =1/B`$ yields the identity $`F_{s,t}F_{s^{},t^{}}=\mathrm{e}^{s^{}t}F_{s,t^{}}/\sqrt{4\pi \theta }`$, from which the formula for the star-product of Landau wavefunctions used in the main text may be easily deduced.

The sum over Landau levels that was encountered in the calculation of the two-point function can be found as follows. To compute $`g_{\mathrm{}}(x,y)=4\pi \theta _n\varphi _{\mathrm{},n}(x)\varphi _{n,\mathrm{}}(y)`$, we introduce the generating function $`g(x,y;r)=_{\mathrm{}}g_{\mathrm{}}(x,y)\frac{r^2\mathrm{}}{\mathrm{}!}`$. This can be calculated as

$`g(x,y;r)`$ $`=`$ $`4\pi \theta {\displaystyle \frac{\mathrm{d}^2u}{\pi }\mathrm{e}^{|u|^2}_0^{2\pi }\frac{\mathrm{d}\phi }{2\pi }F_{r\mathrm{e}^{\mathrm{i}\phi },u}(x)F_{\overline{u},r\mathrm{e}^{\mathrm{i}\phi }}(y)}`$ (22)
$`=`$ $`4\mathrm{e}^{\frac{1}{2\theta }|xy|^2+\frac{\mathrm{i}}{\theta }x\times y+r^2}J_0\left(2r|xy|/\sqrt{\theta }\right),`$
where $`x\times y=ϵ_{\mu \nu }x^\mu y^\nu `$. By extracting the Taylor coefficients of (22) using contour integration, we get in the limit of large $`\mathrm{}`$ and large $`\theta `$ the result $`g_{\mathrm{}}(x,y)=4J_0(2|xy|\sqrt{\mathrm{}/\theta })`$ that was used in the main text.