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# About the nature of dark matter and dark energy and a model of cosmology that may solve the cosmic coincidence problem

## Abstract

A model of cosmology, that arises from the hypothesis that ordinary matter, dark matter and dark energy are made of the same stuff, is studied. It is argued that this hypothesis is a consequence of considering space and time in the same footing. The model provides a solution to the cosmic coincidence problem predicting, without fine-tuning, values of $`\mathrm{\Omega }_m0.32`$, $`\mathrm{\Omega }_\mathrm{\Lambda }0.68`$ and $`\mathrm{\Omega }_b0.04`$ in agreement with observations. Besides, the model does not suffer from neither the flatness nor the horizon problems, does not appear to spoil the successes of cosmic nucleosynthesis calculations and allows for the formation of galaxies and clusters.

Current astronomical observations give evidence for a spatially flat and accelerating universe. Type Ia supernova observations rie98  convincingly reject the deceleration expected from an Einstein-de Sitter universe and indicate a cosmological constant of the same order of magnitude as the present mass density of the universe, anisotropy observations of the Cosmic Microwave Background radiation (CMB) pointing toward spatial flatness bal00 ; spe03  . Data from these observations fix the fraction of matter energy density to critical density to $`\mathrm{\Omega }_m0.3`$ and the corresponding fraction associated to a cosmological energy to $`\mathrm{\Omega }_\mathrm{\Lambda }0.7`$. At the same time, CMB experiments limit the contribution of baryonic matter to only $`\mathrm{\Omega }_b0.05`$, the rest being what is called dark matter, results that are in good agreement with the standard Big Bang nucleosynthesis.

In the same way that Einstein introduced a cosmological constant and carefully fine-tuned it with the express purpose of contravene the tendency of matter to produce deceleration, and obtain in that way an static universe, now we must contend with fine tuning parameters wei89  such that the present value of the dark energy (or cosmological constant) be of the same order of magnitude as the present mass density of the universe. This is the cosmic coincidence problem note1 .

Alternatives to the cosmological constant has been considered. In one proposal rat88 , the dark energy varies with time and is due to a homogeneous scalar field shifted away from the true minimum of its potential. These models zla98  still need a fine-tuning in order to explain why this quintessence field comes to dominate only recently wei00 . The failure to find a satisfactory model has led to the belief that some sort of anthropic principle must be at work gar00 .

Note that the observed dark matter to baryonic matter ratio is large. Recent measurements of the large-scale distribution of galaxies gives $`\mathrm{\Omega }_m=0.27\pm 0.06`$ ver02 , supporting a large nonluminous matter to ordinary matter ratio. There have been proposed many candidates for dark matter, starting from ordinary material in some nonluminous form, relics of the early universe, weakly interacting massive particles, supersymmetric particles and others tri87 .

It is the purpose of this note to propose a model of cosmology that arises from the hypothesis that ordinary matter, dark matter and dark energy are made of the same stuff. We will see that such a model gives account of the cosmic coincidence problem in a natural way. We consider the space time of real events extended to complex values and allow world lines of particles in some regions of this extended space time identifying them with either dark energy or dark matter. The metric in our restricted space time will be governed by all these contributions to the energy momentum tensor.

We may argue about the physics behind this extension: Notwithstanding the fact that in Einstein’s special theory of relativity, space and time appears to be in the same footing, there is a basic distinction: Lorentz transformations leave invariant the form

$`ds^2=dt^2+dx^2+dy^2+dz^2,`$ (1)
for the interval ds between two events, with a relative minus sign between the time and space coordinates. We take c=1. This relative sign allows the existence of pairs of events with a null interval and hence to be connected by a light signal, giving then a distinct physical meaning to the odd coordinate. The distinction may be hidden if we require, as Minkowski did, that the time coordinate assume only imaginary values. Symmetry is only obtained if we allow all coordinates to assume complex values, but now the invariant group of transformations becomes the Complex Lorentz group. This is a well known extension. It is essential in a rigorous proof of the PCT theorem str64 . In this framework there is no preferred direction.

Let us consider any event as the origin of space and time coordinates of a four dimensional complex space in which the manifold extending along the real components of the space directions and the imaginary component of the time direction is the usual Minkowski space. This manifold contains all the ordinary events. In this complex space there are, however, other manifolds whose points have three real coordinates and one imaginary. There are three of such generalized Minkowski spaces, all of them going through the origin. We may identify each of them by the character and name of its odd coordinate direction. The null cone that passes through the origin intersects each one of these spaces separating the regions in which $`ds^2>0`$ from the ones in which $`ds^2<0`$. Note that we may think of the odd coordinate direction as the axis of the projected cone.

If space and time are in the same footing then we should allow for matter in all these manifolds. Any particle whose world line is in any of these Minkowski spaces should contribute to the energy-momentum tensor of matter at the arbitrary point taken as the origin.

Our basic hypothesis is then that ordinary matter, dark matter and dark energy are made of the same stuff. Particles whose world lines are geodesics inside the null cone in the manifold along the imaginary direction of t note2  would be considered ordinary matter. Particles whose world lines are geodesics inside any of the null cones in the manifolds along the imaginary directions of x, y and z would be considered dark matter. Particles whose world lines are geodesics outside any of the null cones of the four manifolds would be considered dark energy.

Let us consider any of the Minkowski spaces along one of the imaginary space directions, say the imaginary direction of x. Inside the null cone, $`ds^2<0`$. In momentum space this means that the $`mass^2`$ of the corresponding particles are positive. We will associate, by hypothesis, these particles to darkmatter note3 . For example, particles whose geodesics are along the imaginary direction of x would contribute to the energy density and not to the pressure, because these particles will have energy but no momentum. This can be seen using a complex Lorentz transformation, the interchange between the x and t coordinates to connect our frame to the frame in which those particles are at rest.

Let us consider any of regions of these four Minskowski spaces outside the null cone, i.e, where $`ds^2>0`$. In momentum space this means that the $`mass^2`$ of the corresponding particles are negative. In a isotropic model, the total contribution to the energy momentum tensor of such kind of particles from these four spaces should behave like an scalar under Lorentz Transformations. This is consistent with the hypothesis that associates them to dark energy gib02 .

For the construction of a model of cosmology we consider an spatial isotropic and homogeneous universe on our space time manifold. We assume, as usual, the validity of Einstein’s field equations. They are

$`R_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }R=8\pi GT_{\mu \nu },`$ (2)
with the sign conventions of wei72 . The corresponding metric has to have the Robertson-Walker form

$`ds^2=dt^2+a^2(t)\{{\displaystyle \frac{dr^2}{1kr^2}}+r^2d\theta ^2+r^2sin^2\theta d\varphi ^2\},`$ (3)
We assume that matter fills homogeneously all the space so that Einstein’s equations reduce to a pair of second order differential equations on the scale factor a, and by eliminating $`\ddot{a}`$, we obtain Friedmann’s equation

$`\dot{a}^2+k={\displaystyle \frac{8\pi G}{3}}\rho a^2.`$ (4)
In addition the time dependence of $`\varrho `$ is given by the continuity equation,

$`\dot{\rho }=3{\displaystyle \frac{\dot{a}}{a}}(\rho +p).`$ (5)
This also can be written

$`a{\displaystyle \frac{d\rho }{da}}=3(\varrho +p).`$ (6)
As it is well known, we need only an equation of state $`p=p(\varrho )`$ to determine $`\varrho `$ as a function of the scale factor a and then, by using equation (4) to solve for a(t).

We estimate the equation of state in the following way: The total density $`\rho `$ will receive contributions from: i) one share of ordinary matter density $`\rho _o`$ coming from geodesics inside our manifold. ii) Three contributions of darkmatter each one coming from their corresponding manifolds. Each of these portions will be equal to $`\rho _o`$ because the allowed space for geodesics inside the regions where $`ds^2<0`$ for all the manifolds are the same. iii) A portion of dark energy coming from each of the four manifolds. The allowed space for geodesics inside the regions where $`ds^2>0`$ is three times larger than inside the regions where $`ds^2<0`$. Then, each of these portions should be three times bigger than the previous ones. If we represent the dark energy fluid as made of particles of negative $`mass^2`$, $`m^2<0`$, the property that they have a momentum that is invariant under Lorentz Transformations means that these particles should have an energy density equal to $`m/\sqrt{2}`$. This gives an additional factor of $`1/\sqrt{2}`$ to the contributions from dark energy. For a matter-dominated universe we take the ordinary and dark matter contributions to the pressure as zero and the dark matter pressure as $`p_\mathrm{\Lambda }=\rho _\mathrm{\Lambda }`$. In terms of the ordinary matter energy density $`\rho _o`$ we have that the total density $`\rho `$ and total pressure p are

$`\rho =\rho _o+3\rho _o+6\sqrt{2\rho _o},p=6\sqrt{2\rho _o}.`$ (7)
We eliminate $`\rho _o`$ from the above pair of equations to obtain the equation of state

$`p=\omega \rho ,`$ (8)
with $`\omega =(1+\frac{\sqrt{2}}{3})^1.68`$.

The equation (4) for a flat universe, k=0, gives the critical energy density $`\rho _c`$ as $`\rho _c=3H^2/8\pi G`$, where H is the Hubble constant. We define a density parameter $`\mathrm{\Omega }_x`$ as the ratio of matter of type x to the critical energy density $`\rho _c`$. Equation (7) gives the relative proportions of each type of matter. For matter density $`\rho _m`$, that is the sum of ordinary matter and dark matter densities, we obtain the value $`\mathrm{\Omega }_m=1/(1+3/\sqrt{2})0.32`$. For dark energy we obtain $`\mathrm{\Omega }_\mathrm{\Lambda }=1/(1+\sqrt{2/3})0.68`$. These results are in agreement with observations spe03 .

For ordinary matter we obtain $`\mathrm{\Omega }_o=1/(4+6/\sqrt{2})`$. If we take in account that both particles and antiparticles are included as ordinary matter we find that $`\mathrm{\Omega }_b=1/(8+12/\sqrt{2})0.04`$, in agreement with observations kra02 .

Solving equation (6) for $`\rho `$ subjected to the equation of state (8) gives $`\rho a^{3(1+w)}`$ and hence we have that the energy density scales as $`\rho a^{\frac{6}{2+3\sqrt{2}}}`$, the exponent being $`.96`$.

Using equation (4), For the case of a flat universe, we obtain that the scale factor grows as $`at^\alpha `$, with $`\alpha =\frac{2}{3(1+\omega )}`$. $`\omega =(1+\frac{\sqrt{2}}{3})^1`$ this gives $`\alpha =2/3+\sqrt{2}2.08`$. If we fix the origin of time such that the scale factor $`a(t)`$ is zero at that time, $`a(0)=0`$, the present time $`t_0`$ may be identified with the age of the universe. In that case we obtain a simple relation between the Hubble constant $`H_0`$ and the age of the universe $`t_0`$, $`H_0\frac{\dot{a}(t_0)}{a(t_0)}=\alpha /t_02.08/t_0.`$ For the deceleration parameter $`q_0\ddot{a}(t_0)\frac{a(t_0)}{\dot{a}^2(t_0)}`$, we obtain $`q_00.5`$.

Taking $`H_0=13.4Gyr`$ spe03  one gets that the age of the universe is $`t_028Gyr`$. Recent observational evidence suggests that at redshift $`z6`$ is the epoch of reionization bec01 , where starlight dominated for the first time in the history of the universe. Now, the redshift z is given by

$`1+z{\displaystyle \frac{a_0}{a(t)}}=({\displaystyle \frac{t_0}{t}})^\alpha ,`$ (9)
For the elapsed time $`\mathrm{\Delta }t=t_0t`$ since an event at time t, this gives $`\mathrm{\Delta }t=t_0(1(z+1)^{1/\alpha })`$. The elapsed time since the the epoch of reionization is then $`17Gyr`$. This is in agreement with studies of stellar ages using radio-isotopes sch02 .

If we assume that both ordinary matter and dark matter are relativistic, i.e., a radiation-dominated universe, we have the same expression for the density as in the equation (7), but for the pressure p we have instead that $`p=4/3\rho _06\sqrt{2\rho _0}`$. The equation of state is like equation (8) but now $`\omega _r=\frac{3\sqrt{2/3}}{3+\sqrt{2}}0.57`$. The energy density of radiation scales as $`\rho _ra^{3(1+\omega _r)}a^{1.28}`$. A flat universe filled with radiation would grow like $`at^{\alpha _r}`$ with $`\alpha _r=\frac{1}{2}+\frac{3\sqrt{2}}{4}1.56`$. Note that $`\alpha /\alpha _r=4/3`$, the same ratio than in the Einstein-de Sitter universe. If one assumes that all energy is in thermal equilibrium with darkbody radiation, $`\rho =\sigma T^4`$, we can use the scaling behavior $`at^{\alpha _r}`$ for a flat universe filled with radiation to find the dependence of the temperature T on time and the parameter $`\alpha .`$ Equation (4) gives then that the temperature T scales like $`T(\alpha _r/t)^{1/2}`$,

$`T=({\displaystyle \frac{3}{8\pi G\sigma }})^{1/4}({\displaystyle \frac{\alpha _r}{t}})^{1/2},`$ (10)
where $`\sigma `$ is the radiation density constant.

If the universe is flat, ($`\mathrm{\Omega }=1`$), then it will remain so for all time. We may rewrite equation (4) as $`|1\mathrm{\Omega }|=1/\dot{a}^2`$. This shows that in a nearly flat universe $`|1\mathrm{\Omega }|t^{2.16}`$ for a matter-dominated universe or $`t^{1.12}`$ for a radiation-dominated universe. We don’t have to fine-tune the initial conditions in order that the universe looks flat now. In consequence, the model we are considering does not have the flatness problem.

The particle horizon rin56  defined by $`r_{hor}(t_0)_0^{t_0}\frac{dt}{a}`$ gives $`\mathrm{}`$ for a flat universe. This means that the range of causal interactions is infinite. There is no horizon problem wei72 ; mis73  in our model. Note that the satisfactory solution for the flatness and horizon problems that we have found are due to the fact that the model share with inflationary models gut81  the property that the scale factor is accelerating $`\ddot{a}>0`$. The similarities between inflationary models and the present model ends here because in inflationary models there is first an era of inflation pumped by an scalar field followed by a normal era in which the scale factor is decelerating. Here the scale factor keeps accelerating.

It has been argued fre87  that comparable amounts of dark energy and matter in the early history of the universe would spoil the successes of cosmic nucleosynthesis calculations. We will show that this is not the case here. The argument relies in a calculation showing that the ratio $`\eta `$ of the number of baryons to the number of photons exhibits a strong dependence on the temperature if there is a substantial component of dark energy and the observation that the temperature at which nucleosynthesis takes place depends on this ratio fre87 . To be able to do the calculation they assume thermal equilibrium and that dark matter exchanges energy either with radiation or with matter. Here, we need only to require thermal equilibrium. We have that to maintain a Planck distribution, the energy per particle must redshift like the temperature, $`T1/\sqrt{t}a^{3(1+\omega )}`$. Taking in account the scaling behavior of $`\rho _r`$ we find that the photon number density scales as $`n_\gamma a^{\frac{3}{2\alpha _r}}`$. On the other hand, the scaling behavior of the number density of baryons may be written as $`n_b=a^{2/\alpha }`$. Their scaling behavior is, then, the same and in consequence the ratio $`\eta n_b/n_\gamma `$ is independent of the temperature.

It is important to see whether the model allows for the the formation of galaxies and clusters. We may wonder if a density perturbation may grow without limitations. It has been found that a cosmological constant should not be comparable to matter density at the time of galaxy formation wei87 . In the model we are considering, the dark energy is not constant but is decreasing. It is easy to see that in this case the proof does not give any bound. But as long as we take the scaling properties for the matter density already obtained, there is no bound even if for the sake of the argument we take the dark energy $`\rho _\mathrm{\Lambda }`$ as a constant. Let us follow Weinberg wei87  modelling a perturbation as a sphere within which there is a uniform excess density $`\mathrm{\Delta }\rho (t)`$, its evolution been controlled by a Friedmann equation

$`\dot{a}^2+\mathrm{\Delta }k={\displaystyle \frac{8\pi G}{3}}(\rho _m+\mathrm{\Delta }\rho _m+\rho _\mathrm{\Lambda })a^2.`$ (11)
If we take in account that the density scales as $`\rho a^{3(1+\omega )}`$ we have that

$`a^{3(1+\omega )}(\varrho +\mathrm{\Delta }\rho )=const.`$ (12)
The problem is whether the perturbed scale factor $`a(t)`$ increases to a maximum value and then collapse or whether there is no bound. The critical point occurs when the right hand side of equation (11) is equal to $`\mathrm{\Delta }k`$. It is obtained that there is no minimum if $`\omega <1/3`$. This is the case here. The conclusion is, then, that in this model a perturbation can increase without limit.


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# Orbital Effects of In-Plane Magnetic Fields Probed by Mesoscopic Conductance Fluctuations

## Abstract

We use the high sensitivity to magnetic flux of mesoscopic conductance fluctuations in large quantum dots to investigate changes in the two-dimensional electron dispersion caused by an in-plane magnetic field. In particular, changes in effective mass and the breaking of momentum reversal symmetry in the electron dispersion are extracted quantitatively from correlations of conductance fluctuations. New theory is presented, and good agreement between theory and experiment is found.

A simplified view of transport in a planar two-dimensional conductor, as formed for instance by a semiconductor heterostructure, suggests that when only the lowest quantized subband is occupied, an in-plane magnetic field couples only to the electron spin, allowing the influence of an applied magnetic field to be separated into spin and orbital parts. However, the emerging picture of quantum transport in parallel fields Meyer ; Falko ; Zumbuhl  has turned out to be surprisingly rich, indicating that even modest parallel (i.e., in-plane) fields can have significant orbital coupling, break time-reversal symmetry, and generate mesoscopic conductance fluctuations with field-dependent correlations—even without spin-orbit coupling or occupation of higher subbands.

In this Letter, we use the high sensitivity of mesoscopic conductance fluctuations (CF’s) to magnetic flux and time-reversal symmetry (TRS) to examine in detail the orbital effects of an in-plane magnetic field, $`B_{}`$, in a quasiballistic quantum dot formed in a GaAs/AlGaAs 2D electron gas (2DEG). Quantitative comparison of experiment and theory developed here allows the effects of $`B_{}`$ on the electron dispersion in a planar 2DEG, including an anisotropic effective mass and a breaking of TRS (in spatially asymmetric confinement potentials), to be distinguished using various correlation functions of CF’s. Effects of nonplanarity of the 2DEG are also included in the theory, and have distinguishable signatures in the CF correlations. The significance of the present work is to demonstrate experimentally that the effects of an in-plane field go far beyond Zeeman coupling, but cannot be characterized in terms of simple flux threading through the finite thickness of a 2D electron layer. Also, this study shows that phase coherent CF’s can be used as a sensitive quantitative tool, much as one uses a superconducting quantum interference device (SQUID).

Effects of parallel fields on quantum transport have been investigated in 2D systems, including metal films Metals , silicon MOSFET’s SiMOSFET , and GaAs/AlGaAs 2DEG’s 2DEG ; 2DEGaniso , as well as in ballistic focusing geometries Focus . Those results were mostly interpreted in terms of flux threading due to finite thickness in the confined direction, surface roughness, or deformation of the Fermi circle due to the field. Subband depopulation, decoupling of bilayer systems and diamagnetic shifts caused by $`B_{}`$ have also been observed using cyclotron resonance techniques Schlesinger , magnetoresistance measurements MR , and tunneling Choi , as well as optical spectroscopy Reynolds . Related investigations based on quantum-dot weak localization Zumbuhl  were only sensitive to the breaking of TRS by a parallel field. Here, by using the full CF correlations, the effect of $`B_{}`$ on the full electron dispersion is investigated, and the various contributions are distinguished.

Two quantum dots, with areas $`A=8\mu \mathrm{m}^2`$ and $`3\mu \mathrm{m}^2`$, made on the same wafer, were measured and showed similar behavior. Data from the $`8\mu \mathrm{m}^2`$ dot (see Fig. 3, inset) will be presented in detail. The dots are formed by lateral Cr-Au depletion gates defined by electron-beam lithography on the surface of GaAs/AlGaAs heterostructures grown in the  direction. The 2DEG interface is $`900\mathrm{\AA }`$ below the wafer surface, comprising a $`100\mathrm{\AA }`$ GaAs cap layer and a $`800\mathrm{\AA }\mathrm{Al}_{0.34}\mathrm{Ga}_{0.66}\mathrm{As}`$ layer with a $`400\mathrm{\AA }`$ Si doped layer set back $`400\mathrm{\AA }`$ from the 2DEG. An electron density of $`n=2\times 10^{15}\mathrm{m}^2`$ and bulk mobility $`\mu 14\mathrm{m}^2/\mathrm{Vs}`$ (cooled in the dark) gives a transport mean free path $`\mathrm{}_e1\mu \mathrm{m}`$. Note that the $`8\mu \mathrm{m}^2`$ dot contains of order $`10^4`$ electrons.

Measurements were made in a 3He cryostat at $`0.3\mathrm{K}`$ using current bias of $`1\mathrm{nA}`$ at $`338\mathrm{Hz}`$. Shape-distorting gates were used to obtain ensembles of statistically independent conductance measurements MarcusUCF  while the point contacts were actively held at one fully transmitting mode each ($`N=2`$). In order to apply tesla-scale $`B_{}`$ while maintaining sub-gauss control of $`B_{}`$, we mount the sample with the 2DEG aligned to the axis of the primary solenoid (accurate to $`1^{}`$) and use an independent split-coil magnet attached to the cryostat to provide $`B_{}`$ Folk . The Hall effect measured in a separate GaAs Hall bar mounted next to the quantum dot, as well as the location of weak localization minima in transport through the dot itself (visible $`B_{}2T`$) were used to determine the offset in $`B_{}`$ (i.e. the residual sample tilt), which was then corrected by computer control of the two independent magnets.

The raw data consist of measured dot conductance $`g(B_{},B_{},V)`$ as a function of shape-distorting gate voltage $`V`$ (inner loop of multiparameter sweeps), $`B_{}`$, and $`B_{}`$ (outer loop, swept from $`2.5\mathrm{T}`$ to $`+4\mathrm{T}`$ over $`20\mathrm{h}`$), giving 20 independent shape, 15 independent $`B_{}`$ and about 10 independent $`B_{}`$ samples. Conductance fluctuations are found by subtracting the gate-voltage averaged conductance over the measured range: $`\delta g(B_{},B_{},V)=g(B_{},B_{},V)g(B_{},B_{},V)_V`$.

Figure 1 shows 2D slices of conductance fluctuations in the full 3D space of $`B_{}`$, $`B_{}`$, and $`V`$. Note that because gate-voltage-averaged conductance is subtracted from the fluctuations, weak localization effects on $`g`$ are not evident in Fig. 1. A principal result is already evident in Fig. 1: The horizontally elongated features around $`|B_{}|0`$ in Fig. 1(c) show qualitatively that CF’s are less sensitive to $`B_{}`$ in the vicinity of $`|B_{}|0`$, giving a larger correlation field near $`|B_{}|0`$, than at larger parallel fields. This elongation, demonstrating reduced flux sensitivity near $`|B_{}|0`$, is consistent with the $`B_{}`$ dependent effective mass and momentum reversal symmetry breaking terms of our theory. Effects of nonplanarity alone would result in a $`B_{}`$ independent correlation field. A quantitative analysis is presented in Fig. 2.

The 2D slices in Fig. 1 also illustrate the fundamental symmetries of conductance with respect to magnetic fields $`B_{}`$ and $`B_{}`$: when $`B_{}=0`$, conductance is symmetric under inversion of $`B_{}`$, $`g(B_{})=g(B_{})`$ (see Fig. 1(b)); when $`B_{}=0`$, conductance is symmetric under inversion of $`B_{}`$, $`g(B_{})=g(B_{})`$ (see Fig. 1(c)). When both $`B_{}`$ and $`B_{}`$ are nonzero, the symmetry of conductance requires the reversal of both fields, $`g(B_{},B_{})=g(B_{},B_{})`$ (see Fig. 1(a)) Buttiker . The fact that a nonzero $`B_{}`$ breaks the symmetry $`g(B_{})=g(B_{})`$ is a simple qualitative demonstration that $`B_{}`$ breaks TRS Zumbuhl . A quantitative analysis of this effect is presented in Fig. 3.

To quantify the correlations of the various parameters used to generate CF’s — including in particular $`B_{}`$ — we define the normalized correlation functions,

$`C_v(B_{})`$ $`=`$ $`{\displaystyle \frac{\delta g(B_{},V)\delta g(B_{},V+v)}{\delta g^2(B_{})}}`$ (1)
$`C_b_{}(B_{})`$ $`=`$ $`{\displaystyle \frac{\delta g(B_{},B_{})\delta g(B_{},B_{}+b_{})}{\delta g^2(B_{})}}`$ (2)
$`C_b_{}(B_{})`$ $`=`$ $`{\displaystyle \frac{\delta g(B_{})\delta g(B_{}+b_{})}{\sqrt{\delta g^2(B_{})\delta g^2(B_{}+b_{})}}},`$ (3)
where $`\mathrm{}`$ is shorthand for $`\mathrm{}_{V,B_{}}`$, i.e., averaging over both gate voltage and $`B_{}`$, with $`B_{}`$ sufficiently large to fully break TRS throughout the measured range.

Theoretical expressions for the correlation functions in Eqs. 1–3 can be found using the effective 2D Hamiltonian

$$\widehat{\mathrm{H}}_{2D}=\frac{𝐩^2}{2m}p_{}^2\gamma (B_{})+p_{}^3\beta (B_{})+u(𝐫),$$
(4)
for electrons confined to a plane perpendicular to $`\widehat{z}`$ Falko . Here, $`𝐩=i\mathrm{}\frac{e}{c}𝐀_{2D}`$, with $`\mathrm{rot}𝐀_{2D}=B_{}`$, is the 2D momentum operator in the plane, with component $`p_{}=\stackrel{}{p}[\stackrel{}{B}_{}\times \stackrel{}{l}_z]/B_{}`$ perpendicular to $`B_{}`$, and $`u(𝐫)`$ is the impurity and dot confining potential. The middle terms in $`\widehat{\mathrm{H}}_{2D}`$ arise from $`p_{}`$-dependent subband mixing: the $`\gamma (B_{})`$ term lifts rotational symmetry with an anisotropic mass enhancement 2DEGaniso  but does not break TRS; the $`\beta (B_{})`$ arises from the broken spatial inversion symmetry of the heterointerface and breaks TRS in presence of $`B_{}`$.

Extending the analysis of Ref. Falko  to higher temperature yields a correlation between conductance fluctuations at $`B_{}`$ and at $`B_{}+b_{}`$ of the form

$$C_b_{}(B_{})=\left[1+\frac{\tau _d^1(B_{},b_{})}{\tau _{esc}^1}\right]^\alpha ,$$
(5)
in the unitary ensemble, where $`\tau _{esc}^1=N\mathrm{\Delta }/h`$ is the escape rate from the dot, with $`\mathrm{\Delta }=2\pi \mathrm{}^2/m^{}A`$ the mean level spacing of the corresponding closed dot (effective electron mass $`m^{}=0.067m_e`$), $`\tau _d^1`$ is an additional escape rate due to orbital effects of $`B_{}`$, as discussed below. The exponent $`\alpha `$ equals $`1`$ in the high temperature limit $`kT(\mathrm{}\tau _{esc}^1,\mathrm{}\tau _d^1,ϵ_Z)`$, applicable in the present experiment, and $`2`$ in the low temperature limit, where $`ϵ_Z=g\mu _BB`$ is the Zeeman energy, with $`g=0.44`$ for GaAs. The difference between the high and low temperature regimes is caused by the necessity to average the interference contributions coming from electrons at different energies. For parallel fields with $`ϵ_Z3kT`$, appropriate for the present measurements, the deviation of Eq. (5) from the full expression is negligible FJLong .

The additional escape rate $`\tau _d^1`$ due to $`B_{}`$ is given by

$`\tau _d^1(B_{},b_{})`$ $`=`$ $`{\displaystyle \frac{\tau p_F^4}{8\mathrm{}^2}}\left[\gamma (B_{})\gamma (B_{}+b_{})\right]^2`$
$`+`$ $`{\displaystyle \frac{\tau p_F^6}{8\mathrm{}^2}}\left[{\displaystyle \frac{\beta (B_{})\beta (B_{}+b_{})}{2}}\right]^2+{\displaystyle \frac{\zeta ^2p_F^2}{2\tau }}b_{}^2,`$
where $`\tau =\mu m^{}/e`$ is the elastic scattering time in a diffusive dot or the crossing time $`\tau =m^{}L/p_F`$ in a ballistic device, where $`L`$ is the diameter of the device and $`p_F=\mathrm{}(2\pi n)^{1/2}`$ is the Fermi momentum. The $`\zeta `$ term describes effects of nonplanarity, including interface roughness and dopant inhomogeneities, and also breaks TRS.

Writing the functions $`\gamma (x)`$ and $`\beta (x)`$ in Eq. (6) in terms of scale factors $`\stackrel{~}{\gamma }`$ and $`\stackrel{~}{\beta }`$ and normalized functions $`g(x)`$ and $`f(x)`$ as $`\gamma (x)=\stackrel{~}{\gamma }g(x)`$ and $`\beta (x)=\stackrel{~}{\beta }f(x)`$, we find $`g(x)`$ and $`f(x)`$ from self-consistent simulations of the heterostructure SimDetails  and treat $`\stackrel{~}{\gamma }`$ and $`\stackrel{~}{\beta }`$ as fit parameters. Below $``$ 2 T , the normalized functions are well approximated by $`g(x)x^2`$ and $`f(x)x^3`$ (see Fig. 2(b), insets); however, the full functions are used for all comparison of theory and experiment. We note that $`\stackrel{~}{\gamma }`$ and $`\stackrel{~}{\beta }`$ can also be obtained from the heterostructure simulations, giving values in reasonable agreement with those obtained from the fits.

Figure 2(a) shows experimental correlation functions, $`C_b_{}`$, $`C_b_{}`$, and $`C_v`$, for representative parallel fields, as indicated. The corresponding characteristic voltage $`v^c`$ and fields $`b_{}^c`$ and $`b_{}^c`$ are shown in Fig. 2(b) as a function of $`B_{}`$, as obtained from the half width at half maximum (HWHM) values of the correlation functions, indicated by dashed lines in Fig. 2(a). It is evident from Fig. 2(b) that both $`b_{}^c`$ and $`v^c`$ are independent of $`B_{}`$ within the error bars, in agreement with theory and previous experiments Folk . (An alternative procedure, not shown, for extracting these same quantities from the slopes of log-power spectra of CF’s yields similar values for $`v^c`$ and $`b_{}^c`$ that are again independent of $`B_{}`$, within error bars.)

In contrast, the parallel field correlation length, $`b_{}^c`$, shown in Fig. 2(b) decreases substantially from its zero-field value on a field scale of $`1`$ T. Good agreement with theory is found: the solid curve in Fig. 2(b) is the best-fit (described below) theoretical HWHM correlation field for $`C_b_{}(B_{})`$ obtained from Eq. (5). This decrease is due to the $`\gamma `$ and $`\beta `$ terms in Eq. (6) and cannot be accounted for with the $`\zeta `$ term alone.

Symmetries of conductance in parallel and perpendicular fields are investigated in Fig. 3. We define the cross-correlation functions

$$C_{\pm \pm }(B_{})=\frac{\delta g(B_{},B_{})\delta g(\pm B_{},\pm B_{})}{\sqrt{\delta g^2(B_{},B_{})\delta g^2(\pm B_{},\pm B_{})}}.$$
(7)
With this definition, the first (second) subscript index of $`C`$ refers to whether $`B_{}(B_{})`$ is reversed when computing the correlation function. Correlations for total field reversal, $`C_{}`$ (i.e., both $`B_{}`$ and $`B_{}`$ inverted) remain near unity for all parallel fields, as expected from the full Landauer-Büttiker (Onsager) symmetry (see Fig. 3(a)). Deviations from a perfect correlation $`C_{}=1`$ are small, indicating that the confining potential of the dot did not drift significantly over periods of a day. Figure 3(a) also shows conductance fluctuations at ($`B_{}`$,$`B_{}`$) and ($`B_{}`$,$`B_{}`$) ($`C_+`$) become uncorrelated ($`C_+0`$) at parallel fields of a few tesla, indicating the field scale at which $`B_{}`$ breaks TRS. Within error bars, $`C_+`$ is indistinguishable from $`C_+`$, as expected from Landauer-Büttiker symmetry, $`\delta g(B_{},B_{})=\delta g(B_{},B_{})`$. The theoretical cross-correlation using Eq. (5), shown as a solid curve in Fig. 3(a), is in very good agreement with experiment data.

Finally, we discuss the full correlation, $`C_b_{}(B_{})`$, of CF’s at $`B_{}`$ with CF’s at $`B_{}+b_{}`$. Representative curves for $`B_{}=0,\mathrm{\hspace{0.17em}0.6},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1.4}\mathrm{T}`$ are shown in the lower part of Fig. 3 as a function of $`B_{}+b_{}`$, along with best-fit theory curves based on Eq. (5). Besides the perfect correlation at $`b_{}=0`$ ($`C_{b_{}=0}=1`$), there is an “echo” of correlations, both in experiment and theory, that occurs at $`b_{}2B_{}`$. Within the present theory, this field-reversed correlation “echo”, $`C_{2B_{}}`$, is suppressed from unity only to the extent that parallel field breaks TRS. The agreement between theory and experiment, including the unusual asymmetric curves in Fig. 3, is quite good. A single, consistent set of three parameters ($`\stackrel{~}{\gamma }`$, $`\stackrel{~}{\beta }`$, $`\zeta `$) have been obtained from fits of Eq. (5) to $`131`$ curves like those in Fig. 3, ranging over $`2.5\mathrm{T}B_{}4\mathrm{T}`$. We emphasize that all theory curves shown in Fig. 2 and Fig. 3 used this single set of three fit parameters and were not individually fit. The values obtained in this way were $`\stackrel{~}{\gamma }=11\pm 2\times 10^4[m^{}]^1T^2`$, $`\stackrel{~}{\beta }=4\pm 4\times 10^4[m^{}p_F]^1T^3`$, and $`\zeta =44\pm 8\times 10^3[p_F]^1T^1`$, consistent within the error bars with values extracted for the $`3\mu \mathrm{m}^2`$ dot. We note that parameters $`\stackrel{~}{\beta }`$ and $`\zeta `$ obtained from the parallel-field-induced crossover from the orthogonal to the unitary ensemble Zumbuhl  are in good agreement. The self-consistent simulations give theoretical values of $`\stackrel{~}{\gamma }=35\times 10^4[m^{}]^1T^2`$, $`\stackrel{~}{\beta }=3\times 10^4[m^{}p_F]^1T^3`$.

In summary, orbital effects of an in-plane magnetic field $`B_{}`$ were experimentally investigated using the high sensitivity of CF’s to magnetic flux in a large quasiballistic quantum dot. Detailed quantitative comparison of correlations of CF’s induced by $`B_{}`$ with theory developed here reveal the mechanisms of coupling, including an induced anisotropic effective mass, the breaking of time-reversal symmetry due to the heterostructure asymmetry and effects of nonplanarity. In the present experiment, spin-orbit coupling is weak. On the other hand, the combined influence of stronger spin-orbit coupling Zumbuhl  and parallel fields is expected to yield interesting additional features in the correlations and symmetries of CF’s JanhPietSo . These remain to be investigated experimentally.

We thank I. Aleiner, P. Brouwer, J. Folk and D. Goldhaber-Gordon for useful discussions. This work was supported in part by DARPA-QuIST, DARPA-SpinS, ARO-MURI and NSF-NSEC. Work at UCSB was supported by QUEST, an NSF Science and Technology Center. JBM acknowledges partial support from NDSEG, and VIF from the Royal Society end EPSRC.


text:
# Mass, Action and Entropy of Taub-Bolt-dS Spacetimes

## Abstract

We apply a recent proposal for defining conserved mass in asymptotically de Sitter spacetimes to the class of Taub-Bolt-dS spacetimes. We compute the action, entropy and conserved mass of these spacetimes, and find that in certain instances the mass and entropy can exceed that of pure de Sitter spacetime, in violation of recent suggestive conjectures to the contrary.

The search for a holographic dual to de Sitter spacetime has led to a number of suggestive results and conjectures concerning gravitational thermodynamics and its underlying quantum-gravitational description. Intriguing evidence that de Sitter (dS) spacetime has maximal entropy first came from calculations of cosmological black hole pair production  and was recently formulated in terms of the N-bound , which states that any spacetime with positive cosmological constant $`\mathrm{\Lambda }=3\mathrm{}^2`$ has observable entropy $`SS_{\text{dS}}=\pi \mathrm{}^2`$. From this followed the notion that dS spacetime also had maximal mass/energy, expressed in the form of a conjecture  that any asymptotically dS spacetime with mass greater than pure dS has a cosmological singularity.

The physical meaning of a conserved mass/energy outside the cosmological horizon of an asymptotically dS spacetime requires clarification , since asymptotically dS spacetimes do not have spatial infinity the way that their flat or anti de Sitter (AdS) counterparts do. Moreover one cannot define a global timelike Killing vector; rather there is a timelike Killing vector field $`/t`$ inside the dS cosmological horizon that becomes spacelike outside of it. Recently, however, a proposal to extend the Brown-York prescription to asymptotically dS spacetime  yielded suggestive information about the stress tensor and conserved charges of the hypothetical dual Euclidean conformal field theory (CFT) on their spacelike boundaries, providing intriguing evidence for a holographic duality similar to the AdS/CFT correspondence. The specific prescription in ref.  (see also ) introduced counterterms on spatial boundaries at past and future infinity (algorithmically derivable from the Gauss-Codacci equation ) that yielded a finite action for asymptotically dS spacetimes. Carrying out a procedure analogous to that in the AdS case , one obtains a stress tensor on the past/future boundary, and consequently a conserved quantity associated with each Killing vector there.

Interpreting the mass/energy as the charge associated with the extension of $`/t`$ outside the cosmological horizon leads to the above conjecture, where the cosmological singularity is a timelike region of geodesic incompleteness at which scalar Riemann curvature invariants diverge; the negative-mass Schwarzschild de Sitter solution provides a paradigmatic example. This conjecture has been further verified for topological dS solutions and its dilatonic variants  and for Schwarzschild-de Sitter (SdS) black holes up to nine dimensions .

Here we demonstrate that (locally) asymptotically dS spacetimes with NUT charge provide counterexamples to this conjecture under certain circumstances. Such spacetimes do not admit spin structures and so can provide useful information as to the limitations of holographic duality. We find that these spacetimes can have a positive mass whilst respecting the N-bound on entropy. While we treat only the four-dimensional case, our results can be straightforwardly extended to arbitrary (even) dimensions. Extending the notion of entropy to past/future infinity  we also obtain violations of the N-bound in certain instances, though its application to this situation is in need of further clarification.

NUT-charged dS spacetimes are exact solutions to the Einstein equations and have metrics of the form

$$ds^2=V(\tau )(dt+2n\mathrm{cos}\chi d\varphi )^2\frac{d\tau ^2}{V(\tau )}+(\tau ^2+n^2)(d\chi ^2+\mathrm{sin}^2\chi d\varphi ^2)$$
(1)
where

$$V(\tau )=\frac{\tau ^4+\left(6n^2\mathrm{}^2\right)\tau ^2+2m\mathrm{}^2\tau n^2\left(3n^2\mathrm{}^2\right)}{\left(\tau ^2+n^2\right)\mathrm{}^2}$$
(2)
with $`n`$ the nonvanishing NUT charge, which can be regarded as a magnetic type of mass. The coordinate $`t`$ parametrizes a circle fibered over the non-vanishing sphere parametrized by $`(\chi ,\varphi )`$ and must have periodicity$`\left|\frac{8\pi n}{k}\right|`$ to avoid conical singularities, where $`k`$ is a positive integer. The geometry of a constant-$`\tau `$ surface is that of a Hopf fibration of $`S^1`$ over $`S^2`$, and the metric (1) describes the contraction/expansion of (for $`k=1`$) this 3-sphere in spacetime regions where $`V(\tau )>0`$ outside of the past/future cosmological horizons. No closed timelike curves exist in these regions, and the spacetime is asymptotically locally de Sitter, with $`\left|k\right|`$ points identified around the $`S^1`$ fibres.

The spacelike Killing vector $`/t`$ has a fixed point set where $`V(\tau _0)=0`$ whose topology is that of a 2-sphere. Since $`\frac{}{\varphi }`$ is a Killing vector, for any constant $`\varphi `$ -slice near the horizon $`\tau =\tau _0`$ additional conical singularities will be introduced in the $`(t,\tau )`$ Euclidean section unless $`t`$ has period $`4\pi /\left|V^{}\left(\tau _0\right)\right|`$. This period must equal $`\left|\frac{8\pi n}{k}\right|`$, which forces $`\tau _0=\tau ^\pm `$ where

$$\tau ^\pm =\frac{k\mathrm{}^2\pm \sqrt{k^2\mathrm{}^4144n^4+48n^2\mathrm{}^2}}{12n}$$
(3)
yielding two distinct extensions (TB±) to dS spacetime called Taub-bolt-de Sitter space because of the dimensionality of the fixed-point set of $`/t`$. The respective mass parameters are

$$m^\pm =\frac{k^3\mathrm{}^6\pm (288n^424\mathrm{}^2n^2+k^2\mathrm{}^4)\sqrt{k^2\mathrm{}^4144n^4+48n^2\mathrm{}^2}}{864n^3\mathrm{}^2}$$
(4)
where

$$\left|n\right|\frac{1}{6}\mathrm{}\sqrt{6+3\sqrt{4+k^2}}$$
(5)
so that $`\tau ^\pm `$ are both real. Without loss of generality we can take $`n>0`$; results for $`n<0`$ can be obtained by reversing the signs of $`t`$ and $`\varphi `$. Note that TB- does not exist for $`\left|n\right|<n_c=.2658\mathrm{}`$ since $`V^{}(\tau )`$ then develops two additional larger real roots, and the periodicity condition cannot be satisfied.

The spacetime (1) is free of scalar curvature singularities – the invariants $`R_{\mu \nu \rho \lambda }R^{\mu \nu \rho \lambda }`$ and $`\sqrt{g}R_{\mu \nu }^{\alpha \beta }ϵ_{\alpha \beta \rho \lambda }R^{\mu \nu \rho \lambda }`$ are finite everywhere. However NUT-charged spacetimes in general have quasiregular singularities (end points of incomplete and inextendable geodesics at which the Riemann tensor and its derivatives remain finite in all parallelly propagated orthonormal frames) . We interpret the cosmological singularities in the conjecture of ref.  to imply that scalar Riemann curvature invariants will diverge to form timelike regions of geodesic incompleteness whenever the conserved mass of a spacetime becomes positive (i.e. larger than the zero value of pure dS).

To compute the conserved mass, we consider the $`\left(d+1\right)`$ dimensional action that yields the Einstein equations with a positive cosmological constant

$$I=\frac{1}{16\pi }_{}d^{d+1}x\sqrt{g}\left(R2\mathrm{\Lambda }+_M\right)\frac{1}{8\pi }_{^{}}^^+d^dx\sqrt{h^\pm }K^\pm +I_{ct}$$
(6)
where $`^\pm `$ are the future/past boundaries, and $`_{^{}}^^+d^dx`$ indicates an integral over a future boundary minus an integral over a past boundary, with respective induced metrics $`h_{\mu \nu }^\pm `$ and intrinsic/extrinsic curvatures $`K_{\mu \nu }^\pm `$ and $`\widehat{R}\left(h^\pm \right)`$ induced from the bulk spacetime metric $`g_{\mu \nu }`$. $`_M`$ refers to the matter Lagrangian, which we shall not consider here. $`I_{ct}`$ is the counter-term action, calculated to cancel the divergences from the first two terms (given in ) and we set $`G=1`$. The associated boundary stress-energy tensor is obtained by the variation of the action with respect to the boundary metric, the explicit form of which can be found in .

If the boundary geometries have an isometry generated by a Killing vector $`\xi ^{\pm \mu }`$, then it is straightforward to show that $`T_{ab}^\pm \xi ^{\pm b}`$ is divergenceless, from which it follows that there will be a conserved charge $`𝔔^\pm `$ between surfaces of constant $`t`$, whose unit normal is given by $`n^{\pm a}`$. Physically this means that a collection of observers on the hypersurface all observe the same value of $`𝔔`$ provided this surface had an isometry generated by $`\xi ^b`$ (for explicit calculations, see ). If $`/t`$ is itself a Killing vector, then this can be defined as $`𝔔^\pm =𝔐^\pm `$, the conserved mass associated with the future/past surface $`\mathrm{\Sigma }^\pm \left(\tau \right)`$ at any given point $`t`$ on the boundary. This quantity changes with the cosmological time $`\tau `$. Since all asymptotically de Sitter spacetimes must have an asymptotic isometry generated by $`/t`$, there is at least the notion of a conserved total mass $`𝔐^\pm `$ for the spacetime in the limit that $`\mathrm{\Sigma }^\pm `$ are future/past infinity.

We obtain

$$𝔐=m+\frac{105n^430n^2\mathrm{}^2+\mathrm{}^4}{8\mathrm{}^2\tau }+O(\frac{1}{\tau ^2})$$
(7)
for the metric (1) near future infinity, which for $`n=0`$ reduces exactly to the total mass of the $`d=4`$ Schwarzschild-dS black hole . Insertion of (4) yields this value explicitly for TB±. Figure (1) illustrates the behavior of $`𝔐^\pm /\mathrm{}`$ at future infinity, as a function of $`n/\mathrm{}`$ for $`k=1`$ and $`3`$.

While TB- has $`𝔐^{}<0`$ for positive $`n>n_c`$ ($`n_c`$ depends on $`k`$ and by increasing $`k,`$ it reduces to zero), TB+ has $`𝔐^+>𝔐^{\text{dS}}=0`$ and so forms a class of spacetimes that are counterexamples to the conjecture proposed in  , since $`𝔐^+>0`$ and there are no cosmological singularities. The signs of $`𝔐^\pm `$ are reversed for negative $`n`$, in which case TB- violates the conjecture.

The total action (6) of the TB± spacetimes is

$$I^\pm =\frac{\beta _H}{2\mathrm{}^2}(m^\pm \mathrm{}^2+\left(\tau ^\pm \right)^3+3n^2\tau ^\pm )$$
(8)
where $`\beta _H=\left|\frac{4\pi }{V^{}(\tau )}\right|_{\tau =\tau _0}=`$ $`\left|\frac{8\pi n}{k}\right|`$ is the analogue of the Hawking temperature outside of the cosmological horizon. The parameters $`m^\pm `$ and $`\tau ^\pm `$ in (8) are given by (4) and (3).

We turn next to an evaluation of the entropy via the relation $`S=lim_\tau \mathrm{}\left(\beta _H𝔐I\right)`$ , extending the usual definition to asymptotically dS cases . It has been shown for $`\left(d+1\right)`$-dimensional SdS space that $`S`$ is a positive monotonically increasing function of $`𝔐`$, and that in $`(2+1)`$ dimensions is consistent with the Cardy formula ,  providing suggestive evidence in favour of the second law in this context. In the present case we obtain

$$S^\pm =\frac{\beta _H}{2\mathrm{}^2}(m^\pm \mathrm{}^2\left(\tau ^\pm \right)^33n^2\tau ^\pm )$$
(9)
and it is straightforward to show that the first law $`dS^\pm =\beta _Hd𝔐^\pm `$ is satisfied for TB± respectively. Figure 2 shows the behavior of $`𝒮^\pm =S^\pm /\mathrm{}^2`$ as a function of $`n/\mathrm{}`$ for $`k=1,3`$.

For $`k=1`$ the entropy $`𝒮^{}\left(n\right)=𝒮^{}\left(n\right)`$ attains for increasing $`n`$ a positive maximum near $`n=0.116`$, vanishes near $`n=0.175`$, attains a negative local minimum at $`n=0.506`$, increasing again to positive values for $`n>0.590`$ before attaining a global positive maximum at the critical bolt charge $`n_c=\frac{1}{6}\sqrt{6+3\sqrt{5}}0.594`$. For all values of bolt charge the N-bound  on the entropy ( $`𝒮^{}`$ $`\pi `$ ) is satisfied. For the other values of $`k`$, the N-bound on the entropy also is satisfied. So for TB- and $`k=1`$, the N-bound is satisfied everywhere while the mass conjecture holds only for positive bolt charge $`n>n_c.`$

Similar considerations for TB+ imply that for positive bolt charge $`n`$ and any value of $`k,`$ both the N-bound and the mass conjecture are violated. Indeed, the quasi-regular singularity structure of the spacetime is unaltered for any choice of these parameters.

Since the usual relationship between entropy and area does not hold for NUT-charged spacetimes  it is natural to inquire if the horizon area of dS spacetime is maximal. We find that while the (fixed-$`t`$) area of the cosmological horizon of TB- is always less than that of pure dS spacetime, that of TB+ exceeds it for $`n<0.2425`$.

These results suggest some possible limitations to the application of the holographic conjecture to spacetimes with $`\mathrm{\Lambda }>0`$. For example, one implication of the N-bound (and its associated mass conjecture) is that spacetimes with $`\mathrm{\Lambda }>0`$ cannot be described by a quantum gravity theory with an infinite number of degrees of freedom (such as M-theory) . Our results suggest that this obstruction is not necessarily an obstruction in principle, but can be overcome in spacetimes with NUT charge that are locally asymptotically dS. Of course such spacetimes contain causality-violating regions with closed timelike curves, and one might wish to restrict their appearance in the spectrum of states of quantum gravity. The mechanism for so doing remains an unsolved problem.

Acknowledgments

This work was supported by the Natural Sciences and Engineering Research Council of Canada. We are grateful to R. Bousso for helpful correspondence.


text:
# Random walk with shrinking steps

## I INTRODUCTION

This article discusses the properties of random walks in one dimension in which the length of the $`n`$ step changes systematically with $`n`$. That is, at the $`n`$th step, a particle hops either to the right or to the left with equal probability by a distance $`f(n)`$, where $`f(n)`$ is a monotonic but otherwise arbitrary function. The usual nearest-neighbor random walk is recovered when $`f(n)=1`$ for all $`n`$.

Why should we care about random walks with variable step lengths? There are several reasons. First, for the geometric random walk, where $`f(n)=\lambda ^n`$ with $`\lambda <1`$, a variety of beautiful and unanticipated features arise,W ; E ; G ; Kac  as illustrated in Fig. 1. A very surprising feature is that the character of the probability distribution of the walk changes dramatically as $`\lambda `$ is changed by a small amount. Most of our discussion will focus on this intriguing aspect. We will emphasize the case $`\lambda =g(\sqrt{5}1)/2`$, the inverse of the golden ratio, where the probability distribution has a beautiful self-similar appearance. We will show how many important features of this distribution can be obtained by exploiting the self-similarity, as well as the unique numerical properties of $`g`$.

There also are a variety of unexpected applications of random walks with variable step lengths. One example is spectral line broadening in single-molecule spectroscopy.BS  Here the energy of a chromophore in a disordered solid reflects the interactions between the chromophore and the molecules of the host solid. For a dipolar interaction potential and for two-state host molecules with intrinsic energies $`\pm ϵ`$, the energy of the chromophore is proportional to $`_j\pm ϵr_j^3`$, where $`r_j`$ is the separation between the chromophore and the $`j`$th molecule. This energy is equivalent to the displacement of a geometric random walk with $`f(n)=n^3`$.

Another example is the motion of a Brownian particle in a fluid with a linear shear flow, that is, the velocity field is $`v_x(y)=Ay`$. As a Brownian particle makes progressively longer excursions in the $`\pm y`$ directions (proportional to $`t^{1/2}`$), the particle experiences correspondingly larger velocities in the $`x`$-direction (also proportional to $`t^{1/2}`$). This gives rise to an effective random walk process in the longitudinal direction in which the mean length of the $`n`$th step grows linearly with $`n`$, that is, $`f(n)=n`$.BRA

Historically, the geometric random walk has been discussed, mostly in the mathematics literature, starting in the 1930’s.W ; E  Interest in such random walks has recently revived because of connections with dynamical systems.A ; L  Recent reviews of the geometric random walk can be found in Ref. PSS, ; see also Ref. DF,  for a review of more general iterated random maps. In contrast, there appears to be no mention of the geometric random walk in the physics literature, aside from Ref. junk .

Finally, the geometric random walk provides an instructive set of examples that can be analyzed by classical probability theory and statistical physics tools.reif ; weiss  These examples can serve as a useful pedagogical supplement to a student’s introduction to the theory of random walks. As we shall discuss, there are specific values of $`\lambda `$ for which the probability distribution can be calculated by elementary methods, while for other $`\lambda `$ values, there is meager progress toward an exact solution, even though many tantalizing clues exist.

## II Picture Gallery

The displacement of a one-dimensional random walk after $`N+1`$ steps has the form $`x_N=_{n=0}^Nϵ_nf(n)`$, where each $`ϵ_n`$ takes on the values $`\pm 1`$ with equal probability. Consequently, the mean-square displacement $`x_N^2`$ can be expressed as $`_nf(n)^2`$. If this sum is finite, then there is a finite mean-square displacement as $`N\mathrm{}`$. In such a case, the endpoint probability distribution therefore approaches a fixed limit.bazant  Henceforth, we will focus on the case of geometrically shrinking step lengths, that is, $`f(n)=\lambda ^n`$ with $`\lambda <1`$. We denote the endpoint probability distribution after $`N`$ steps by $`P_\lambda (x,N)`$ and limiting form $`lim_N\mathrm{}P_\lambda (x,N)`$ by $`P_\lambda (x)`$. We will show that $`P_\lambda (x)`$ exhibits rich behavior as $`\lambda `$ is varied.

To obtain a qualitative impression of $`P_\lambda (x)`$, a small picture gallery of $`P_\lambda (x)`$ for representative values of $`\lambda >1/2`$ is given in Fig. 1. As we shall discuss, when $`\lambda =1/2`$, $`P_{1/2}(x)=1/4`$ for $`|x|2`$ and $`P_{1/2}(x)=0`$ otherwise. For $`\lambda <1/2`$, the support of the distribution is fractal (see below). As $`\lambda `$ increases from 1/2 to approximately 0.61, $`P_\lambda (x)`$ develops a spiky appearance that changes qualitatively from multiple local maxima to multiple local minima (see Fig. 1). In spite of this singular appearance, it has been proven by SolomyakS  that the cumulative distribution is absolutely continuous for almost all $`\lambda >1/2`$. On the other hand, ErdősE  showed that there is a countably infinite set of $`\lambda `$ values, given by the reciprocal of the Pisot numbers in the range $`(1,2)`$, for which $`P_\lambda (x)`$ is singular. A Pisot number is an algebraic number (a root of a polynomial with integer coefficients) all of whose conjugates (the other roots of the polynomial) are less than one in modulus (more details about Pisot numbers can be found in Ref.pisot ). It is still unknown, however, if these Pisot numbers constitute all of the possible $`\lambda `$ values for which $`P_\lambda (x)`$ is singular. For $`\lambda >0.61`$, $`P_\lambda (x)`$ rapidly smooths out and beyond $`\lambda 0.7`$, there is little visual evidence of spikiness in the distribution at the $`10^3`$ resolution scale of Fig. 1.

There is a simple subset of $`\lambda `$ values for which singular behavior can be expected on intuitive grounds. In particular, consider the situations where $`\lambda `$ satisfies

$$1\underset{n=1}{\overset{N}{}}\lambda ^n=0.$$

This condition can be viewed geometrically as a walk whose first step (of length 1) is to the right and $`N`$ subsequent steps are to the left such that the walker returns exactly to the origin after $`N+1`$ steps. This positional degeneracy, in which points are reached by different walks with the same number of steps, appears to underlie the singularities in $`P_\lambda (x)`$. The roots of Eq. (II) give the solution $`\lambda =g(\sqrt{5}1)/20.618`$, 0.5437, 0.5188, 0.5087, 0.5041 …for $`N=2,3,\mathrm{}`$ As we shall discuss, the largest in this sequence, $`\lambda =g`$ (the inverse of the golden ratio), leads to especially appealing behavior and the distribution $`P_g(x)`$ has a beautiful self-similarity as well as an infinite set of singularities.E ; G ; A ; LP ; SV

## III General Features of the Probability Distribution

For $`\lambda <1/2`$, the support of $`P_\lambda (x)`$, namely the subset of the real line where the distribution is non-zero, is a Cantor set. To understand how this phenomenon arises, suppose that the first step is to the right. The maximum displacement of the subsequent walk is $`\lambda /(1\lambda )`$. Consequently, the endpoint of the random walk necessarily lies within the region $`[1\frac{\lambda }{1\lambda },1+\frac{\lambda }{1\lambda }]`$. Thus the support of $`P_\lambda (x)`$ divides into two non-overlapping regions after one step (see Fig. 2). This same type of bifurcation occurs at each step, but at a progressively finer distance scale so that the support of $`P_\lambda (x)`$ breaks up into a Cantor set.

The evolution of the support of the probability distribution can be determined in a precise way by recasting the geometric random walk into the random map,

$$x^{}=\pm 1+\lambda x,$$
(1)
which describes how the position of a particle changes in a single step. We can see that this map is equivalent to the original random walk process by substituting $`x^{}`$ for $`x`$ on the right-hand side of Eq. (1) and iterating. Therefore the map is equivalent to the random sum $`x=_n^{\mathrm{}}ϵ_n\lambda ^n`$.

Similarly, the equation for the probability distribution at the $`N`$th step satisfies the recursion relationreif ; weiss

$$P_\lambda (x,N)=\frac{1}{2}\left[P_\lambda (\frac{x1}{\lambda },N1)+P_\lambda (\frac{x+1}{\lambda },N1)\right].$$
(2)
Equation (2) states that for a particle to be at $`x`$ at the $`N`$th step, the particle must either have been either at $`(x+1)/\lambda `$ or at $`(x1)/\lambda `$ at the previous step; the particle then hops to $`x`$ with probability 1/2. For any $`\lambda <1`$, the probability distribution necessarily approaches a fixed limit $`P_\lambda (x)`$ for $`N\mathrm{}`$. Consequently, $`P_\lambda (x)`$ remains invariant under the mapping given by Eq. (1) and thus satisfies the invariance condition

$$P_\lambda (x)=\frac{1}{2}\left[P_\lambda \left(\frac{x1}{\lambda }\right)+P_\lambda \left(\frac{x+1}{\lambda }\right)\right].$$
(3)
Because $`P_\lambda (x)`$ can have a singular appearance, it often is more useful to characterize this distribution by the probability measure $`M_\lambda (a,b)`$ defined by

$$M_\lambda (a,b)=_a^b𝑑xP_\lambda (x).$$
(4)
The integral in Eq. (4) smooths out singularities in $`P_\lambda `$ itself, and we shall see that it is more amenable to theoretical analysis. The invariance condition of Eq. (3) can be rewritten in terms of this measure as

$`2M_\lambda (a,b)=M_\lambda ({\displaystyle \frac{a1}{\lambda }},{\displaystyle \frac{b1}{\lambda }})+M_\lambda ({\displaystyle \frac{a+1}{\lambda }},{\displaystyle \frac{b+1}{\lambda }}).`$ (5)
Equation (5) can now be used to determine the support of $`M_\lambda `$. Clearly, the support of $`M_\lambda `$ lies within the interval $`J_\lambda =[x_{\mathrm{max}},x_{\mathrm{max}}]`$, with $`x_{\mathrm{max}}=1/(1\lambda )`$. For $`\lambda <1/2`$, the map (1) transforms the interval $`J_\lambda `$ into the union of the two non-overlapping subintervals (see Fig. 2),

$$[\frac{1}{(1\lambda )},\frac{(12\lambda )}{(1\lambda )}],[\frac{(12\lambda )}{(1\lambda )},\frac{1}{(1\lambda )}].$$
(6)
By restricting the map (1) to these two subintervals, we find that they are transformed into four non-overlapping subintervals after another iteration. If we continue these iterations ad infinitum, we obtain a support for $`M_\lambda `$ that consists of a collection of disjoint sets that ultimately comprise a Cantor set.W

On the other hand, for $`\lambda 1/2`$, the map again transforms $`J_\lambda `$ into the two subintervals given in Eq. (6), but now these subintervals are overlapping. Thus the support of $`P_\lambda `$ fills the entire range $`[x_{\mathrm{max}},x_{\mathrm{max}}]`$.

## IV Exact Distribution for $`\lambda =2^{1/m}`$

In this section, we derive $`P_\lambda `$ by Fourier transform methods for $`\lambda =2^{1/m}`$. We will illustrate that the different values of $`m`$ turn out to be exactly soluble because of a set of fortuitous cancellations in the product form for the Fourier transform of the probability distribution.

For a general random walk process, the probability $`P(x,N)`$ that the endpoint of the walk is at $`x`$ at the $`(N+1)`$ step obeys the fundamental convolution equationreif ; weiss

$$P(x,N)=\underset{x^{}}{}P(xx^{},N1)p_N(x^{}),$$
(7)
where $`p_N(x)`$ is the probability of hopping a distance $`x`$ at the $`N^{\mathrm{th}}`$ step. Equation (7) expresses the fact that to reach $`x`$ after $`(N+1)`$ steps the walk must first reach a neighboring point $`xx^{}`$ after $`N`$ steps and then hop from $`xx^{}`$ to $`x`$ at step $`(N+1)`$. The convolution structure of Eq. (7) cries out for employing Fourier transforms. Thus we introduce

$`p_N(k)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}p_N(x)e^{ikx}𝑑x`$
$`P(k,N)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}P(x,N)e^{ikx}𝑑x,`$ (8)
and substitute these forms into Eq. (7). If the random walk is restricted to integer-valued lattice points, these integrals become discrete sums. The Fourier transform turns the convolution in $`x`$ into a product in $`k`$-space,arfken  and therefore Eq. (7) becomes the recursion relation

$$P(k,N)=P(k,N1)p_N(k).$$
(9)
We now iterate Eq. (9) to obtain the formal solution

$$P(k,N)=P(k,0)\underset{n=0}{\overset{N}{}}p_n(k).$$
(10)
Generally, we consider the situation where the random walk begins at the origin. Thus $`P(x,0)=\delta _{x,0}`$ and correspondingly from the second of Eq. (IV), $`P(k,0)=1`$. To calculate $`P(x,N)`$, we evaluate the product in Eq. (10) and then invert the Fourier transform.reif  To simplify the notation for the examples of this section, we define $`\mathrm{\Pi }_m(x)=P_{2^{1/m}}(x)`$. We explicitly consider the cases $`m=1`$, 2, and 3. From these results, the qualitative behavior for general $`m`$ is then easy to understand.

The single-step probability distribution at the $`n`$th step is

$$p_n(x)=\frac{1}{2}[\delta (x\lambda ^n)+\delta (x+\lambda ^n)],$$

and the corresponding Fourier transform is

$`p_n(k)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}p_n(x)e^{ikx}𝑑x=\mathrm{cos}(k\lambda ^n).`$ (11)
The Fourier transform of the probability distribution after $`N+1`$ steps is the product of the Fourier transforms of the single-step probabilities.reif ; weiss  Thus from Eqs. (10) and (11) we have

$$P_\lambda (k,N)=\underset{n=0}{\overset{N}{}}\mathrm{cos}(k\lambda ^n).$$
(12)
We now apply this exact solution to the illustrative cases of $`\lambda =2^{1/m}`$. For the simplest case of $`\lambda =2^1`$, the step length systematically decreases by a factor of 2. By enumerating all walks of a small number of steps, it is easy to see that the probability distribution is uniformly distributed on a periodic lattice whose spacing shrinks by a factor of two at each step. This is a precursor of the uniform nature of $`\mathrm{\Pi }_1(x)`$ in the $`N\mathrm{}`$ limit. Algebraically, the product in Eq. (12) can be simplified by using the trigonometric half-angle formula to yield

$`\mathrm{\Pi }_1(k,N)`$ $`=`$ $`\mathrm{cos}k\mathrm{cos}(k/2)\mathrm{}\mathrm{cos}(k/2^N)`$ (13)
$`=`$ $`{\displaystyle \frac{\mathrm{sin}(2k)}{2\mathrm{sin}k}}{\displaystyle \frac{\mathrm{sin}k}{2\mathrm{sin}(k/2)}}\mathrm{}{\displaystyle \frac{\mathrm{sin}(k/2^{N1})}{2\mathrm{sin}(k/2^N)}}`$
$`=`$ $`{\displaystyle \frac{\mathrm{sin}(2k)}{2^{N+1}\mathrm{sin}(k/2^N)}}`$
$``$ $`{\displaystyle \frac{\mathrm{sin}(2k)}{2k}}\text{as}N\mathrm{}.`$
Thus the inverse Fourier transform gives an amazingly simple result. The probability distribution is merely a square-wave pulse, with $`\mathrm{\Pi }_1=1/4`$ on the interval $`[2,2]`$ and $`\mathrm{\Pi }_1=0`$ otherwise.

The distribution for $`\lambda =2^{1/2}`$ can be calculated similarly. The successive cancellation of adjacent numerators and denominators as in Eq. (13) still occurs. These cancellations become more apparent by separating the factors that involve $`\mathrm{sin}(k/2^j)`$ and $`\mathrm{sin}(k/2^{j+1/2})`$. Then by following exactly the same steps as those leading to Eq. (13), we obtain the Fourier transform

$$\mathrm{\Pi }_2(k)=\frac{\mathrm{sin}(2k)}{2k}\frac{\mathrm{sin}(\sqrt{2}k)}{\sqrt{2}k}.$$
(14)
This product form has a simple interpretation in real space. If we partition the walk into odd steps $`(1,3,5,\mathrm{})`$ and even steps $`(2,4,6,\mathrm{})`$, then both the odd and even steps are separately geometrical random walks with $`\lambda =2^1`$, but with the initial step length of the odd walk equal to $`1`$ and that of the even walk equal to $`1/\sqrt{2}`$. In real space, the full probability distribution for $`\lambda =2^{1/2}`$ is just the convolutions of the constituent distributions for these odd and even walks. Thus in Fourier space, the full distribution is just the product of the constituent distributions, as given in Eq. (14).

To invert the Fourier transform in Eq. (14) by a direct approach is straightforward but unwieldy, and the details are given in Appendix A. Another approach is to use the fact that the probability distribution is the convolution of two rectangular-shaped distributions – one in the range $`[2,2]`$ for the odd-step walks and the other in $`[\sqrt{2},\sqrt{2}]`$ for the even-step walks. Thus

$$\mathrm{\Pi }_2(x)=_{\mathrm{}}^{\mathrm{}}𝑑x^{}\mathrm{\Pi }_1(x^{})\times \sqrt{2}\mathrm{\Pi }_1\left(\frac{xx^{}}{\sqrt{2}}\right).$$
(15)
Either by this direct approach or by straightforward Fourier inversion as given in the Appendix, the final result is (Fig. 3)

$`\mathrm{\Pi }_2(x)=\{\begin{array}{cc}\frac{1}{4}\hfill & \text{(}|x|<2\sqrt{2}\text{)}\hfill \\ \frac{1}{4}\left(1\frac{|x|}{2+\sqrt{2}}\right)\hfill & (2\sqrt{2}<|x|<2+\sqrt{2})\hfill \\ 0\hfill & (|x|>2+\sqrt{2})\hfill \end{array}`$ (16)
Thus the distribution is continuous, but its first derivative is discontinuous at the four points $`x=\pm 2\pm \sqrt{2}`$.

Continuing this same train of logic, the solution for general $`\lambda =2^{1/m}`$ is

$$\mathrm{\Pi }_m(k)=\frac{_{j=1}^m\mathrm{sin}(2^{j/m}k)}{2^{(m+1)/2}k^m}.$$
(17)
For example, for $`\lambda =2^{1/3}`$, the resulting probability distribution in real space is

$`\mathrm{\Pi }_3(x)=\{\begin{array}{cc}\frac{1}{64}(x_4^2x_3^2x_2^2x_1^2x^2)\hfill & (|x|<x_1)\hfill \\ \frac{1}{64}(x_4^2x_3^2x_2^2x^22xx_1)\hfill & (x_1<|x|<x_2)\hfill \\ \frac{1}{64}(x_4^2x_3^22x(x_1+x_2))\hfill & (x_2<|x|<x_3)\hfill \\ \frac{1}{64}(xx_4)^2\hfill & (x_3<|x|<x_4)\hfill \\ 0\hfill & (|x|>x_4)\hfill \end{array}`$
where

$`x_1`$ $`=`$ $`2+2^{2/3}+2^{1/3}0.08473`$
$`x_2`$ $`=`$ $`+22^{2/3}+2^{1/3}1.6725`$
$`x_3`$ $`=`$ $`+2+2^{2/3}2^{1/3}2.3275`$
$`x_4`$ $`=`$ $`+2+2^{2/3}+2^{1/3}4.8473`$
This distribution contains both linear and quadratic segments such that the first two derivatives of $`\mathrm{\Pi }_3`$ are continuous, but the second derivative is discontinuous at the joining points $`x_j`$, for $`j=1`$, 2, 3, 4 (Fig. 3). Generally, for $`\lambda =2^{1/m}`$, the distribution has continuous derivatives up to order $`m1`$, while the $`m`$th derivative is discontinuous at $`2m`$ points. As $`m\mathrm{}`$, the distribution progressively becomes smoother and ultimately approaches the Gaussian of the nearest-neighbor random walk.

A final note about the Fourier transform method is that it provides a convenient way to calculate the moments,

$$x^{2k}=x^{2k}P_\lambda (x)𝑑x,$$
(19)
for all values of $`\lambda `$.vanK  By expanding $`P_\lambda (k)`$ is a power series for small $`k`$, we have

$`P_\lambda (k)`$ $`=`$ $`{\displaystyle 𝑑xP_\lambda (x)e^{ikx}}`$ (20)
$`=`$ $`{\displaystyle 𝑑xP_\lambda (x)(1+ikxk^2x^2/2!+\mathrm{})}`$
$`=`$ $`1{\displaystyle \frac{k^2x^2}{2!}}+{\displaystyle \frac{k^4x^4}{4!}}+\mathrm{}.`$
That is, the Fourier transform contains all the moments of the distribution. For this reason, the Fourier transform is often termed the moment generating function.

We take the Fourier transform of the probability distribution of the geometric random walk and expand this expression in a power series in $`k`$ to give

$`P_\lambda (k)`$ $`=`$ $`\mathrm{cos}k\mathrm{cos}(\lambda k)\mathrm{cos}(\lambda ^2k)\mathrm{}`$
$`=`$ $`\left[1{\displaystyle \frac{k^2}{2!}}+\mathrm{}\right]\left[1{\displaystyle \frac{(\lambda k)^2}{2!}}+\mathrm{}\right][1{\displaystyle \frac{(\lambda ^2k)^2}{2!}}+\mathrm{}]\mathrm{}`$
$`=`$ $`1{\displaystyle \frac{k^2}{2}}(1+\lambda ^2+\lambda ^4+\mathrm{})+𝒪(k^4).`$
If we equate the two power series (20) and (IV) term by term, we obtain

$`x^2`$ $`=`$ $`{\displaystyle \frac{1}{1\lambda ^2}}`$ (21a)
$`x^4`$ $`=`$ $`{\displaystyle \frac{1}{1\lambda ^4}}\left(1+{\displaystyle \frac{6\lambda ^2}{1\lambda ^2}}\right).`$ (21b)
Moments of any order can be obtained by this approach.

## V Golden walk

Particularly beautiful behavior of $`P_\lambda (x)`$ occurs when $`\lambda =g`$ (see Fig. 1(d)). Unfortunately, a straightforward simulation of the geometric random walk is not a practical way to visualize fine-scale details of this probability distribution accurately because the resolution is necessarily limited by the width of the bin used to store the distribution. We now describe an enumeration approach that is exact up to the number of steps in the walk.

### V.1 Enumeration

It is simple to specify all walks of a given number of steps. Each walk can be represented as a string of binary digits with 0 representing a step to the left and 1 representing a step to the right. Thus we merely need to list all possible binary numbers with a given number of digits $`N`$ to enumerate all $`N`$-step walks. However, we need a method that provides the endpoint location without any loss of accuracy to resolve the fine details of the probability distribution.

The basic problem of determining the endpoint locations may be illustrated by enumerating the first few steps of the walk and representing them as the branches of a tree as shown in Fig. 4. For $`\lambda =g`$, neighboring branches of the tree may rejoin because of the existence of 3-step walks (one step right followed by two steps left or vice versa) that form closed loops. For large $`N`$, the accuracy in the position of a walk is necessarily lost by roundoff errors if we attempt to evaluate the sum for the endpoint location, $`X_N=_n^Nϵ_ng^n`$, directly. Thus the recombination of branches in the tree will eventually be missed, leading to fine-scale inaccuracy in the probability distribution.

However, we may take advantage of the algebra of the golden ratio to reduce the $`N`$th-order polynomial in $`X_N`$ to a first-order polynomial. To this end, we successively use the defining equation $`g^2=1g`$ to reduce all powers of $`g`$ to first order. When we apply this reduction to $`g^n`$, we obtain the remarkably simple formula $`g^n=(1)^n(F_{n1}gF_n)`$, where $`F_n`$ is the $`n`$th Fibonacci number (defined by $`F_n=F_{n1}+F_{n2}`$ for $`n>2`$, with $`F_1=F_2=1`$). For the golden walk, we now use this construction to reduce the location of each endpoint, which is of the form $`_n^Nϵ_ng^n`$, to the much simpler form $`A+Bg`$, where $`A`$ and $`B`$ are integers whose values depend on the walk. By this approach, each endpoint location is obtained with perfect accuracy. The resulting distribution, based on enumerating the exact probability distribution for $`N29`$, is shown in Fig. 5 at various spatial resolutions. At $`N=29`$ this distribution is exact to a resolution of $`10^7`$.

### V.2 Self-Similarity

Perhaps the most striking feature of the endpoint distribution is its self-similarity, as sketched in Fig. 6. Notice, for example, that the portion of the distribution within the zeroth subinterval $`J^0=[g,g]`$ is a microcosm of the complete distribution in the entire interval $`J=[g^2,g^2]`$. In fact, we shall see that the distribution within $`J^0`$ reproduces the full distribution after rescaling the length by a factor $`g^3`$ and the probability by a factor of 3. Similarly, the distribution in the first subinterval $`J^1=[g,1+g^2]`$ reproduces the full distribution after translation to the left by 1, rescaling the length by $`g^4`$, and rescaling the probability by 6. A similar construction applies for general subintervals.

To develop this self-similarity, it is instructive to construct the symmetries of the probability distribution. Obviously, $`P_g(x)`$ is an even function of $`x`$. That is,

$$P_g(x)=P_g(x).$$
(22)
In fact, there is an infinite sequence of higher-order symmetries that arise from the evenness of $`P_g(x)`$ about the endpoints after 1 step, 2 steps, 3 steps, etc.

For example, the first higher-order symmetry is

$$P_g(1+x)=P_g(1x)$$
(23)
for $`|x|<g^2`$. Equation (23) expresses the symmetry of $`P_g(x)`$ about $`x=1`$ for the subset of walks whose first step is to the right. We can ignore walks whose first step is to the left because the rightmost position of such walks is $`1+g+g^2+\mathrm{}=g=1g^2`$. Thus within a distance of $`g^2`$ from $`x=1`$, only walks with the first step to the right contribute to the distribution within this restricted range. The probability distribution must therefore be symmetric about $`x=1`$ within this same range.

Continuing this construction, there are infinitely many symmetries of the form

$$P_g\left(\underset{n=0}{\overset{k}{}}g^n+x\right)=P_g\left(\underset{n=0}{\overset{k}{}}g^nx\right),$$
(24)
with $`k=1,2,\mathrm{}`$ that represent reflection symmetry about the point that is reached when the first $`k`$ steps are all in one direction. The $`k`$th symmetry applies within the range $`|x|<g^{k+1}`$.

We now exploit these symmetries to obtain a simple picture for the measure of the probability distribution, $`M_g`$. We start by decomposing the full support $`J`$ into the contiguous subintervals that span the successive lobes of the distribution, as shown in Fig. 6. We label these subintervals as $`J^0=(g,g)`$, $`J^1=(1g^2,1+g^2)`$, $`J^2=(1+gg^3,1+g+g^3)`$, etc.; there are also mirror image intervals to the left of the origin, $`J^k=J^k`$.

We now use the invariance condition of Eq. (5) to determine the measures of these fundamental intervals $`J^k`$. For $`J^0=(g,g)`$, this invariance condition yields

$`M_g(g,g)`$ $`=`$ $`{\displaystyle \frac{1}{2}}[M_g((2+g),g)+M_g(g,2+g)]`$ (25)
$`=`$ $`{\displaystyle \frac{1}{2}}[1M_g(g,g)],`$
where the second line follows because of left-right symmetry and because the intervals $`((2+g),g)`$, $`(g,2+g)`$, and $`(g,g)`$ comprise the entire support of a normalized distribution. We therefore obtain the remarkably simple result that the measure of the central interval is $`M_g(g,g)=1/3`$. If we apply the same invariance condition to $`J^1`$, we find $`M_g(J^1)=\frac{1}{2}M_g(J^0)`$. By continuing this same reasoning to higher-order intervals $`J^K`$, we find, in general, that the measure of the $`k`$th interval is one-half that of the previous interval (see Fig. 6). Thus we obtain the striking result

$$M_g(J^k)=\frac{1}{32^{|k|}}.$$
(26)
### V.3 Singularities

Another intriguing feature of $`P_g(x)`$ is the existence of a series of deep minima in the distribution. Consider, for example, the most prominent minima at $`x=\pm g`$ (see Fig. 5). The mechanism for these minima is essentially the same reason that $`g`$ is sometimes termed the “most irrational” real number – that is, most difficult to approximate by a rational number.numbers  In fact, there is only a single trajectory of the random walk in which the endpoint of the walk reaches $`g`$, namely, the trajectory that consists of alternating the steps, $`1g+g^2g^3+g^4\mathrm{}`$. If there is any deviation from this alternating pattern, the endpoint of the walk will necessarily be a finite distance away from $`x=g`$. This dearth of trajectories with endpoints close to $`x=g`$ is responsible for the sharp minimum in the probability distribution.

More generally, this same mechanism underlies each of the minima in the distribution, including the singularity as $`xx_{\mathrm{max}}`$. For each local minimum in the distribution, the first $`n`$ steps of the walk must be prescribed for the endpoint to be within a distance of the order of $`g^n`$ to the singularity. However, specifying the first $`n`$ steps means that the probability for such walks can be no greater than $`2^n`$. It is this reduction factor that leads to all the minima in the distribution.

For simplicity, we focus on the extreme point in the following; the argument for all the singularities is similar. If the first $`n`$ steps are to the right, then the maximum distance $`\mathrm{\Delta }`$ between the endpoint of the walk and $`x_{\mathrm{max}}`$ arises if the remaining steps are all to the left. Therefore

$`\mathrm{\Delta }=x_{\mathrm{max}}(1+g+\mathrm{}+g^n)+g^{n+1}+g^{n+2}+\mathrm{}=2g^{n1}.`$
Correspondingly, the total probability to have a random walk whose endpoint is within this range is simply $`2^n`$.

For $`x`$ near $`x_{\mathrm{max}}`$, we make the fundamental assumption that $`P_\lambda (x)(x_{\mathrm{max}}x)^\mu `$. Although this hypothesis appears difficult to justify rigorously for general values of $`\lambda `$, such a power law behavior arises for $`\lambda =2^{1/m}`$, as discussed in Sec. III. We assume that power-law behavior continues to hold for general $`\lambda `$ values. With this assumption, the measure for a random walk to be within the range $`\mathrm{\Delta }=x_{\mathrm{max}}x`$ of $`x_{\mathrm{max}}`$ is $`M(\mathrm{\Delta })\mathrm{\Delta }^{1+\mu }`$. However, because such walks have the first $`n`$ steps to the right, $`M(\mathrm{\Delta })`$ also equals $`2^n`$. If we write $`\mathrm{ln}M=n\mathrm{ln}2`$, $`\mathrm{ln}\mathrm{\Delta }=+(n1)\mathrm{ln}g+\mathrm{ln}2`$, and eliminate $`n`$ from these relations, we obtain $`M(\mathrm{\Delta })\mathrm{\Delta }^{\mathrm{ln}2/\mathrm{ln}(1/g)}`$ or, finally,

$$P_g(\mathrm{\Delta })\mathrm{\Delta }^{1+\mathrm{ln}2/\mathrm{ln}(1/g)}.$$
(27)
This power law also occurs at each of the singular points of the distribution because the underlying mechanism is the same as that for the extreme points.

The same reasoning applies mutatis mutandis near the extreme points for general $`\lambda `$, leading to the asymptotic behavior $`P_\lambda (\mathrm{\Delta })\mathrm{\Delta }^{1+\mathrm{ln}2/\mathrm{ln}(1/\lambda )}`$. In particular, this reason gives, for the tail of $`\mathrm{\Pi }_m`$, the limiting behavior $`\mathrm{\Delta }^{m1}`$, in agreement with the exact calculation in Sec. III.

## VI Discussion

We have outlined a number of appealing properties of random walks with geometrically shrinking steps, in which the length of the $`n`$th step equals $`\lambda ^n`$ with $`\lambda <1`$. A very striking feature is that the probability distribution of this walk depends sensitively on the shrinkage factor $`\lambda `$ and much effort has been devoted to quantifying the probability distribution. We worked out the probability distribution for the special cases $`\lambda =2^{1/m}`$ where a solution is possible by elementary means. We also highlighted the beautiful self-similarity of the probability distribution when $`\lambda =(\sqrt{5}1)/2`$. Here, the unique features of this number facilitate a numerically exact enumeration method and also lead to very simple results for the probability measure.

We close with some suggestions for future work. What is the effect of a bias on the limiting probability distribution of the walk? For example, suppose that steps to the left and right occur independently and with probabilities $`p`$ and $`1p`$ respectively. It has been provenPS98  that the probability distribution is singular for $`\lambda <p^p(1p)^{1p}`$ and is continuous for almost all larger values of $`\lambda `$. This is the analog of the transition at $`\lambda =1/2`$ for the isotropic case. What other mysteries lurk within the anisotropic system?

Are there interesting first-passage characteristics? For example, what is the probability that a walk, whose first step is to the right, never enters the region $`x<0`$ by the $`n`$th step? Such questions are of fundamental importance in the classical theory of random walks,weiss  and it may prove fruitful to extend these considerations to geometric walks. Clearly, for $`\lambda <1`$, this survival probability will approach a non-zero value as the number of steps $`N\mathrm{}`$. How does the survival probability converge to this limiting behavior as a function of the number of steps? Are there qualitative changes in behavior as $`\lambda `$ is varied?

What happens in higher spatial dimensions? This extension was suggested to us by M. Bazant.bazant1  There are two natural alternatives that appear to be unexplored. One natural way to construct the geometric random walk in higher dimensions is to allow the direction of each step to be isotropically distributed, but with the length of the $`n`$th step again equal to $`\lambda ^n`$. Clearly, if $`\lambda 1`$, the probability distribution is concentrated within a spherical shell of radius 1 and thickness of the order of $`\lambda /(1\lambda )`$. As $`\lambda `$ is increased, the probability distribution eventually develops a peak near the origin.bazant  What is the nature of this qualitative change in the probability distribution? Another possibilitybrad  is to require that the steps are always aligned along the coordinate axes. Then for sufficiently small $`\lambda `$ the support of the walk would consist of a disconnected set, while as $`\lambda `$ increases beyond 1/2, a sequence of transitions similar to those found in one dimension may arise.

###### Acknowledgements.

We gratefully acknowledge NSF grants DMR9978902 and DMR0227670 for partial support of this work. We thank Martin Bazant, Bill Bradley, and Jaehyuk Choi for a stimulating discussion and advice on this problem. We also thank Boris Solomyak for helpful comments on the manuscript.

## Appendix A Fourier Inversion of the Probability Distribution for $`\lambda =2^{1/2}`$

For $`\lambda =2^{1/2}`$, we write $`P_\lambda (k)`$ in the form

$`\mathrm{\Pi }_2(k)`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(2k)\mathrm{sin}(\sqrt{2}k)}{2^{3/2}k^2}}`$ (28)
$`=`$ $`{\displaystyle \frac{(e^{2ik}e^{2ik})(e^{\sqrt{2}ik}e^{\sqrt{2}2ik})}{2^{7/2}k^2}}`$
$``$ $`{\displaystyle \frac{[e^{ikx_2}+e^{ikx_2}e^{ikx_1}e^{ikx_1}]}{2^{7/2}k^2}},`$
where $`x_1=2\sqrt{2}`$ and $`x_2=2+\sqrt{2}`$. The inverse Fourier transform is

$$\mathrm{\Pi }_2(x)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\mathrm{\Pi }_2(k)e^{ikx}𝑑k.$$
(29)
To evaluate the integral, we extend it into the complex plane by including a semi-circle at infinity. The outcome of this inverse transform depends on the relation between $`x`$ and $`x_1`$, $`x_2`$.

For $`x>x_2`$, we must close the contour in the lower half-plane for each term, so that the semi-circle contribution is zero. We must also indent the contour around an infinitesimal semi-circle about the origin to avoid the singularity at $`k=0`$. If $`x>x_2`$, the residues associated with each term in the integrand cancel, and we obtain $`\mathrm{\Pi }_2(x)=0`$.

For $`0<x<x_1`$, we must close the contours in the upper half-plane for the first and third terms, and in the lower-half plane for the complementary terms. The contribution of the first integral is proportional to

$`{\displaystyle \frac{e^{ik(x_2x)}}{k^2}𝑑k}=i\pi \text{Res}\left[{\displaystyle \frac{e^{ik(x_2x)}}{k^2}}\right]|_{k=0}=\pi (x_2x).`$
Similarly, the contributions of the remaining three integrals are $`\pi (x_2+x)`$, $`\pi (x_1x)`$,and $`\pi (x_1+x)`$, respectively. As a result, we find, for $`0<x<x_1`$,

$`\mathrm{\Pi }_2(x)={\displaystyle \frac{(x_2x)+(x_2+x)(x_1x)(x_1+x)}{2^{9/2}}}={\displaystyle \frac{1}{4}}.`$
Finally, for $`x_1<x<x_2`$, we must close the contour in the upper half-plane for the first two terms in Eq. (29) and in the lower-half plane for the latter two terms. Evaluating each of the residues, we now obtain, for $`x_1<x<x_2`$

$`\mathrm{\Pi }_2(x)={\displaystyle \frac{1}{4}}\left(1{\displaystyle \frac{x}{x_2}}\right).`$


text:
# SIGNATURES OF PULSAR POLAR-CAP EMISSION AT THE HIGH-ENERGY SPECTRAL CUT-OFF

## INTRODUCTION

The properties of high-energy radiation from pulsars challenge all theoretical models of pulsar magnetospheres and stimulate their development (for recent reviews on the polar cap scenario see Rudak et al., 2002 and Baring, 2003). The aim of this contribution is to address four characteristic features in the gamma-ray radiation induced by rotation as well as by orientational (viewing and inclination) factors. These features are thought to be unique signatures of the polar-cap activity in gamma-ray pulsars.

Due to the limited space we concentrate in this contribution on the issue of the spectral shape at the high-energy cutoff. The other three signatures are discussed in a lesser extent, but the references are given to their elaborate treatment.

## SUPER-EXPONENTIAL SHAPE OF THE HIGH-ENERGY CUTOFF

It is generally accepted that an inherent feature in polar cap models is a very sharp, super-exponential cutoff at the high-energy end of the pulsar spectrum (e.g. de Jager, 2002). Thompson (2001) argues that GLAST will be able to pinpoint such a signature in phase-averaged spectra. One would then have (hopefully) a direct evidence of a one-photon magnetic absorption taking place deep in inner parts of the magnetosphere; alternatively - the cutoff with an exponential shape would speak for outer-gap activity. However, the latter interpretation may well be premature for two reasons: First, the shape of high-energy cutoff in pulsar spectra does depend on viewing geometry (Harding and Zhang, 2001). In off-beam cases (i.e. when the line of sight misses the highest energy gamma-ray beam) the cutoff has a simple exponential shape due to the upper limit in the energy distribution of those particles which emit observable photons (Rudak et al., 2002).

Fortunately, the off-beam cases should be easily identified by virtue of their spectral softness relative to the on-beam pulsars \- their energy spectra peak typically around $`100`$ MeV hardly extending beyond $`1`$ GeV (see Figures 2 to 5 in Woźna et al., 2002). Second, even in the case of on-beam geometry (i.e. when the line of sight penetrates the polar cap) the apparent cutoff in phase-averaged spectrum may well assume a quasi-exponential shape. This is possible for the so called filled-column beam cases (i.e. when emission from the interior of the polar cap is non-negligible). To show this possibility we present two almost identical filled-column beam models, with just two different values for the inclination angle $`\alpha `$ between the spin and the magnetic axis (see Figures 2 and 3). We assumed the source of primary electrons to be uniform over the polar cap, with instant acceleration. For the radiation emitted at different distances from magnetic axis (magnetic colatitudes $`\theta `$) the sharp cutoff occurs at different photon energies often denoted as escape energies $`\epsilon _{\mathrm{esc}}`$. The escape energy $`\epsilon _{\mathrm{esc}}`$ strongly depends on the magnetic colatitude as shown in Figure 1 (see for details Dyks and Rudak, 2002). In the course of pulsar rotation the line of sight samples various magnetic colatitudes, and therefore, the phase-averaged spectrum is composed of many spectra, each with a different position of the cutoff. \[Note, that the depth of the interpulse dip at phase $`0^\mathrm{o}`$ of the pulse profile is much more pronounced in Figure 3b than in Figure 2b. This is because in the former case the line of sight penetrates the regions of smaller magnetic colatitudes - with larger curvature radii of the magnetic field lines and, therefore, with lower level of curvature emission.\] When the range of sampled colatitudes is narrow (cf. Figure 2) the phase averaged spectrum does have a much sharper cutoff than a simple exponential decay. However, for a broader range of sampled colatitudes (cf. Figure 3), the cutoff in the phase-averaged spectrum may look exactly like a simple exponential decay.

We conclude that within the filled-column beam cases the apparent shape of the high-energy cutoff in the phase-averaged spectra depends on the viewing geometry and it may emulate simple exponential shape even for on-beam geometry. To observe sharp super-exponential cutoffs in such cases one would have to turn to phase-resolved spectra. Alternatively, within the hollow-cone beam cases with emission extended over the large range of altitudes (like the slot gap model presented by Muslimov and Harding, 2003) cutoffs in the phase-averaged spectra are expected to be much sharper than simple exponential.

## ROTATION-INDUCED ASYMMETRY IN THE DOUBLE-PEAK LIGHTCURVES

According to the polar cap model, the characteristic double-peak gamma-ray lightcurve forms when the line of sight intersects the polar-cap beam where the highest-energy emission originates: upon entering the beam a leading peak (LP) is produced, followed by a bridge emission due to the inner parts of the beam; when the line of sight exits the beam the trailing peak (TP) forms.

It was shown recently (Dyks and Rudak, 2002) that the rotation results in an asymmetric magnetic absorption rate for the leading and the trailing part of the magnetosphere even in the case when the magnetic field structure and the population of radiating particles are symmetric around the magnetic pole. Rotation of the magnetosphere enhances the magnetic absorption of photons in the leading peak and weakens the absorption of the trailing peak. Therefore, the leading peak in the lightcurve disappears at a lower photon energy than the trailing peak, the effect noticed among the brightest EGRET pulsars by Thompson (2001). Figure 4 shows this effect for the model of the Vela pulsar.

## ROTATION-INDUCED STEP-LIKE SPECTRA

For the nearly-aligned model of Vela, the weaking of the leading peak (cf. Figure 4) can be discerned only when the acceleration of electrons takes place at high altitudes, where local corotation velocity is large (we took $`h=4R_{NS}`$; this seems to be justified by the results of recent work of Muslimov and Harding, 2003). For millisecond pulsars, however, with high inclination angles $`\alpha `$ of the magnetic dipole, the difference between cutoff’s energy for the leading and for the trailing peak becomes huge, and the efect may be noticeable even in the phase-averaged spectrum as a step-like feature close to the high-energy cutoff (see Figure 10 of Dyks and Rudak, 2002). Below the step the spectrum consists of photons from both the leading and the trailing peak, whereas above the step the only photons which contribute to the spectrum come from the trailing peak. At the step, the level of the spectrum drops by a factor of two.

## CHANGE OF THE PEAK SEPARATION

Another interesting consequence of the magnetic absorption of high energy photons is a noticeable change in the separation $`\mathrm{\Delta }^{\mathrm{peak}}`$ between the two peaks in the double-peak gamma-ray lightcurve when the photon energy approaches the high-energy cutoff (see Figure 7 of Dyks and Rudak, 2000). In models with electrons ejected from a rim of the polar cap (hollow cone beam models), the higher energy of escaping photons requires higher emission altitudes to avoid magnetic absorption. Because of the nearly-aligned-case orientation, a slightly larger opening angle of the gamma-ray beam translates into a pronounced increase in the peak separation $`\mathrm{\Delta }^{\mathrm{peak}}`$. If the emission from the interior of the polar cap is included (filled column beam models), the opposite happens: $`\mathrm{\Delta }^{\mathrm{peak}}`$ decreases near the high-energy cutoff in the spectrum (model D in Figure 7 of Dyks and Rudak, 2000). This is because photons of the highest energy which manage to escape unattenuated come in this case from the inner parts of the beam, i.e. closer to the magnetic dipole axis. The change of the peak separation is thus especially useful observational diagnostics: not only does it indicate the polar cap origin of the radiation, but also it discriminates between the hollow cone and the filled column beam cases.

## CONCLUSIONS

The high-energy cutoff range in the pulsar spectrum (above $`5`$ GeV) is potentially a very promising testing ground for the scenario of polar-cap origin of pulsar activity. There are at least four signatures of the polar-cap activity expected within this range for on-beam pulsars: 1) super-exponential shape of the spectral cutoff (for phase-resolved spectra); 2) weakening of the leading peak in the double peak lightcurves; 3) abrupt change in the peak separation in the double peak lightcurves; 4) step-like phase-averaged spectra for highly inclined millisecond pulsars. On the other hand, so called off-beam pulsars should be easily identified by virtue of their spectral softness (with the spectra peaking typically around $`100`$ MeV). The magnitude and the chance for detecting the properties 1) to 4) depends on such factors as the viewing geometry, the details of the polar cap structure and the rotation. Nevertheless, these properties are powerful observational diagnostics in the context of superior-quality data in the HE and VHE domains anticipated in the near future from GLAST and MAGIC; one may expect that at least some of these signatures will be found for a significant number of objects (alternatively: their existence will be rejected) making thus a strong case for the polar-cap scenario of pulsar magnetospheric activity (alternatively: questioning it).

## ACKNOWLEDGEMENTS

We acknowledge financial support from KBN grant PBZ-KBN-054/P03/2001.

e-mail address: bronek@ncac.torun.pl