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# Tracing the large scale structure in the Chandra Deep Field South

## 1 Introduction

While the large scale structure of the Universe at $`z<1`$ is usually mapped through galaxy surveys, AGN surveys are a powerful tool to study the clustering of high redshift objects. AGN clustering has been extensively studied and detected at optical wavelengths (Shanks et al., 1987; La Franca et al., 1998; Croom et al., 2001), where objects are mainly selected by means of their strong UV excess and include almost exclusively unobscured-type 1 AGN. An advantage of the X-ray selection, especially in the hard X-rays, resides in the capability of detecting also obscured AGN, which, based on population synthesis models for the X-ray background, are believed to be a factor of 4–10 more abundant than unobscured AGN (Comastri et al., 1995; Gilli et al., 2001).

While angular clustering of X-ray selected AGN was detected by several authors (Vikhlinin & Forman, 1995; Akylas et al., 2000; Giacconi et al., 2001), yet there are no direct measurements of their spatial clustering. Boyle & Mo (1993) studied the AGN at $`z<0.2`$ in the Einstein Medium Sensitivity Survey (EMSS, Stocke et al. 1991), without finding any positive clustering signal. Carrera et al. (1998) considered the AGN in the ROSAT International X-ray Optical Survey (RIXOS, Mason et al. 2000) and in the Deep ROSAT Survey (Boyle et al., 1994), detecting only a weak ($`2\sigma `$) clustering signal on scales $`<60120h_{70}^1`$ Mpc for the RIXOS AGN subsample in the redshift range $`z=0.51.0`$.

The Chandra Msec surveys in the Deep Field South (CDFS, Rosati et al. 2002) and North (CDFN, Brandt et al. 2001) will allow a step forward in the detection of X-ray source structures. A large spectroscopic identification program down to very faint magnitudes ($`R<25.5`$) is underway in the CDFS, which is expected to provide reliable redshift estimates for $`70\%`$ of the X-ray sample. Although $`1020\%`$ of the sources in the deep X-ray surveys are identified as normal/starburst galaxies, still AGN are the dominant population (Giacconi et al., 2001; Barger et al., 2002). In this paper we will consider the redshift distribution of those CDFS sources for which a robust redshift determination is already available ($`38\%`$ of the full sample). This distribution shows two prominent spikes at $`z=0.67`$ and $`z=0.73`$ (see also Hasinger 2002) as well as several other spikes at higher redshift. Narrow spikes are commonly detected in the redshift distribution of optical galaxies observed in deep pencil beam surveys (Le Fevre et al., 1996; Cohen et al., 1999), and are now being observed also among X-ray selected objects. Narrow structures at $`z0.8`$ and $`z1`$, similar to those observed in the CDFS, are indeed observed also in the CDFN (Barger et al., 2002).

In this paper the features in the redshift distribution of X-ray sources in the CDFS are compared with those observed in the K20 survey (Cimatti et al., 2002), which efficiently selects massive galaxies in a broad redshift range and covers part of the CDFS field. In addition, the X-ray and K20 catalogs are cross correlated to search for any enhanced X-ray activity in the two main redshift structures with respect to the field. We note that a concentration of objects at z=0.67 in the CDFS (mostly early type galaxies) was also reported by Croom, Warren & Glazebrook (2001), who selected objects with $`K19.5`$ and $`JK`$ colors redder than the stellar sequence.

The analysis of the spatial clustering of the full X-ray sample and the comparison with the spatial clustering of K20 sources will be presented in a future paper.

Throughout this paper we will use a cosmology with $`H_0=70`$ km s-1 Mpc-1, $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$.

## 2 X-ray sources

The CDFS has been observed for 1Msec with ACIS-I, and represents one of the deepest X-ray surveys to date (Rosati et al., 2002). Limiting fluxes of $`\mathrm{5.5\hspace{0.33em}10}^{17}`$ erg cm-2 s-1 and $`\mathrm{4.5\hspace{0.33em}10}^{16}`$ erg cm-2 s-1 have been reached in the 0.5-2 keV and 2-10 keV band, respectively; 346 sources have been detected in the whole 0.1 deg2 field. The full X-ray catalog and the details of the detection process have been presented by Giacconi et al. (2002). The optical follow-up was primarily performed using the FORS1 camera at the VLT. The combined R band data cover a $`13.6\times 13.6`$ arcmin field to limiting magnitudes between 26 and 26.7. In the CDFS area not covered by FORS mosaics, we used shallower data from the ESO Imaging Survey (EIS, Arnouts et al. 2001). The optical identification process is described in Tozzi et al. (2001) and Giacconi et al. (2001). Optical spectroscopy for most of the X-ray counterparts with R$`<25.5`$ has been obtained with FORS1 during several observational runs at VLT. The analysis of the spectroscopic data is almost completed. The details of the data reduction, as well as the final redshift list, will be presented in Szokoly et al. (in preparation). So far 169 redshifts have been obtained. Quality flags have been assigned to the spectra, according to their reliability. Here we consider only the 121 sources with a quality flag $`Q=2`$ (excluding a few stars), where two or more emission lines have been observed and the redshift determination is unambiguous, plus 10 sources whose redshift is determined from the cross-correlation with K20 sources. The sample includes sources detected either in the soft (0.5-2 keV) or in the hard (2-10 keV) band or both. The $`1\sigma `$ errors on the redshift measurements are typically of the order of $`\mathrm{\Delta }z0.002`$. The redshift distribution is dominated by two large concentrations of sources in the ranges $`0.664z0.685`$ and $`0.725z0.742`$ containing 19 objects each. In the following we will refer to these two structures as sources at $`z=0.67`$ and sources at $`z=0.73`$, respectively. These striking structures can be seen in the upper panel of Figure 1, where we plot the redshift distribution of X-ray sources in redshift bins of $`\mathrm{\Delta }z=0.02`$. Due to the fixed bin width, both structures appear to contain 18 rather than 19 sources. Other possible, less prominent structures (see Section 4) are clearly visible in this plot.

As shown in Figure 2, sources at z=0.67 and z=0.73 are mostly distributed in one half of the field. Since the spectroscopic coverage of the CDFS is rather uniform (Szokoly et al., in preparation), the higher concentration of sources in half of the field is not likely to be an artifact. The structures extend to a scale of $`17`$ arcmin, corresponding to a linear physical size of 7.3 Mpc at $`z0.7`$. This is likely to be a lower limit, since the source angular distribution appears to be limited only by the finite size of the X-ray image. Two extended sources (CDFS 560, 645), identified as two galaxy groups, are present in the structure at z=0.67. Similarly, two extended sources (CDFS 594, 566) belong to the structure at z=0.73: one is identified as a galaxy group, the other is associated with the galaxy cluster in the K20 survey (see next Section and Fig. 2 and 3). The full list of CDFS extended sources is given in Giacconi et al. (2002). Preliminary results on the CDFS extended sources are being obtained from XMM observations: while CDFS 566 is not sufficiently extended to be resolved by XMM, CDFS 594 appears to be a factor of $`4`$ more extended than measured by Chandra (J. Bergeron, priv. comm.).

In addition to the above discussed structures, smaller peaks are also recognized in the X-ray source redshift distribution. To assess the significance of these structures we follow a procedure similar to that adopted by Cohen et al. (1999), who observed features in their galaxy redshift distribution with typical velocity dispersion of $`300`$ km/s. Sources are distributed in $`V=cln(1+z)`$ rather than in redshift, since $`dV`$ corresponds to local velocity variations granted the Hubble expansion. The observed distribution is then smoothed with a Gaussian with $`\sigma _S=300`$ km/s to obtain the “signal” distribution. Since there is no a priori knowledge of the “background” field distribution, we heavily smoothed the observed distribution with a Gaussian with $`\sigma _B=\mathrm{1.5\hspace{0.25em}10}^4`$ km/s and considered this as the background distribution.

We then searched for possible redshift peaks in the signal distribution, computing for each of them a signal-to-noise ratio defined as SNR=$`(SB)/\sqrt{B}`$, where S is the number of sources in a velocity interval of fixed width $`\mathrm{\Delta }V=2000`$ km/s around the center of each peak candidate and B is the number of background sources in the same interval. The value of $`\mathrm{\Delta }V`$ was chosen to optimize the SNR values for peaks populated by 3-5 sources. For more populated peaks the quantity S may underestimate the actual number of sources in each peak. Adopting the thresholds $`S3`$ and $`SNR>3.8`$ we find 7 peaks in the signal distribution. In order to estimate the expected fraction of possibly “spurious” peaks arising from background fluctuations, we simulated 1000 samples of 131 redshifts randomly extracted from the smoothed background distribution and applied our peak detection method to each simulated sample. The result is that, with the adopted thresholds, the average number of spurious peaks due to background fluctuations is 0.47. In only 13 of the simulated samples 3 spurious peaks are detected, while in none of simulated samples 4 or more spurious peaks are detected.

The seven X-ray source peaks detected by our procedure with $`S3`$ and $`SNR>3.8`$ are listed in Table 1, where for each peak we give the average redshift, the number of objects (N) in the peak and the Poissonian probability of observing N sources given the background value in the same velocity intervals where the N sources are found.

We checked our detection method with larger values of the smoothing length for the signal distribution. We verified that, when increasing $`\sigma _S`$, several peaks are lost; as an example, when the signal smoothing is as large as 1500 km/s, corresponding to the velocity dispersion of rich clusters, only the three most significant peaks at z=0.67, 0.73 and 1.62 are detected. Therefore we will consider only the results obtained with $`\sigma _S=300`$ km/s in the following.

## 3 Sources from the K20 survey

Part of the CDFS field has been covered by the K20 survey (see Cimatti et al. 2002 and references therein), which includes all the sources detected in the EIS K-band images to $`Ks<20`$. The K20 field (6.7 by 4.8 arcmin) covers $`1/10`$ of the X-ray field, and is shown as a rectangle in Figure 2: 348 sources with $`Ks<20`$ have been found in this area. Spectroscopic identification of the K20 sources has been performed with FORS1 and FORS2 at the VLT. We will consider here only the 258 galaxies with highest quality spectra and unambiguous redshift determination. The typical error on the redshift estimate is $`\mathrm{\Delta }z=0.002`$. The redshift distribution of the K20 sources in bins of $`\mathrm{\Delta }z=0.02`$ is shown in the lower panel of Figure 1. In strict analogy with the X-ray results, the redshift distribution of the K20 galaxies has two prominent peaks at z=0.67 and z=0.73.

While in the X-rays the two structures at z=0.67 and z=0.73 appear equally populated, in the smaller K20 field sources at 0.73 (47 objects) are a factor of $`2`$ more numerous than sources at 0.67 (24 objects). The redshift ranges defining the two spikes are the same adopted for X-ray sources ($`0.664z0.685`$ and $`0.725z0.742`$). Again, due to the fixed bin size adopted in Fig. 1, only 45 and 22 sources appear in the spikes at z=0.73 and z=0.67, respectively.

Inspection of the distribution on the sky of the K20 sources together with their spectral properties reveals that the two structures are indeed very different. The structure at $`z=0.73`$ appears to be dominated by a standard galaxy cluster, showing a central cD galaxy and significant spectral segregation, with early type objects concentrated around the cD galaxy. Overall, 25 out of 47 sources at $`z=0.73`$ are classified as early type galaxies, 17 are emission line galaxies, 4 have intermediate spectra, and 1 object has been recognized as an AGN. Sixteen out of 19 K20 sources within a circle of radius 1 arcmin ($`440`$ Kpc) around the central cD are early type objects (see Fig. 3). On the contrary, sources at $`z=0.67`$ constitute a loose structure with early and late type galaxies uniformly distributed across the K20 field. For completeness, we note that 11 out of 24 sources at $`z=0.67`$ are classified as early type galaxies, 11 are late type galaxies and 2 have intermediate spectra.

We have searched for other peaks in the K20 redshift distribution using the same procedure described in the previous Section. Adopting the same parameters as in the analysis of the X-ray data for the smoothing lengths ($`\sigma _S=300`$ km/s and $`\sigma _B=\mathrm{1.5\hspace{0.25em}10}^4`$ km/s) and similar values for the thresholds in SNR and S ($`SNR>4.0`$ and $`S4`$) we find 8 peaks. Also in this case the average number of spurious peaks, obtained from 1000 simulated samples, is low (0.11). None of the simulated samples contains 3 or more spurious peaks. The central redshifts, number of sources, and Poissonian probability related to the K20 peaks are quoted in Table 1.

Inspection of Table 1 reveals that, besides the two prominent spikes at z=0.67 and z=0.73, other peaks are in common between the K20 and the X-ray data. The third most populated K20 peak (15 sources at z=1.036) is detected also in the X-rays, being the third populated peak of the X-ray redshift distribution (6 sources). Another two K20 peaks (at $`z`$ 0.077 and 1.220) have a corresponding peak in the X-ray source redshift distribution. Overall, 5 out of 8 peaks in the K20 source redshift distribution have an X-ray peak counterpart. If we restrict our analysis to the more significant K20 peaks with Poissonian probability smaller than $`10^3`$ and $`\mathrm{5\hspace{0.25em}10}^4`$, the fraction with X-ray counterpart is 5/6 and 4/4, respectively. The fact that the less significant K20 peaks do not have a corresponding X-ray peak may be expected since the total number of X-ray sources is much lower (a factor of $`2`$) than that of K20 sources and is spread over a wider redshift range. Only about 30% of the X-ray sources in these peaks is within the area covered by the smaller K20 survey. This means that, in general, the structures seen in the K20 survey are traced on wider scales by the X-ray sources. We note that the high redshift peaks detected in the X-rays are not detected in the K20 observations, whose sensitivity drops dramatically above $`z1.3`$.

## 4 The X-ray source fraction in the redshift structures

### 4.1 Total X-ray sample

Since enhanced nuclear or star forming activity (both marked by X-ray emission) are likely to be produced by galaxy interactions in large scale structures, we searched for any variation in the X-ray to K20 source number ratio inside and outside the two structures at z=0.67 and z=0.73.

First, we simply divided the number of X-ray sources by the number of K20 sources inside and outside the two structures to search for variations with respect to the field. Extended X-ray sources (two in each structure) have been excluded from this analysis. Despite the significant spectroscopic incompleteness in the X-ray sample ($`60\%`$ of the CDFS sources have no secure redshift determination yet), the results of this analysis should not be biased as long as the X-ray spectroscopic incompleteness is “random” with respect to the probability of an X-ray source being inside or outside an overdensity. Since the redshift distributions of the two samples are different, in estimating the number of sources in the “field” we considered only the sources not belonging to the two structures in a redshift range centered at the redshift of the two structures. Unfortunately, given the limited statistics, this range can not be too small. Adopting the redshift range 0.4–1.0, we find that the X-ray to K-band number ratio is $`0.33\pm 0.07`$ in the field (this ratio would be similar, but with a larger uncertainty, if we adopted the narrower redshift range 0.5–0.9), $`0.36\pm 0.10`$ in the higher redshift spike and $`0.71\pm 0.22`$ in the lower redshift spike. Given the relatively large errors, these ratios are all consistent with each other, even if the higher value in the lower redshift spike suggests that X-ray activity may be enhanced in this structure.

We note that most of the X-ray sources are identified as AGN on the basis of their optical and X-ray properties. Whenever the optical classification is uncertain, we considered as AGN those sources satisfying at least one the following conditions: $`L_x>10^{42}`$ erg s-1, where $`L_x`$ is the observed luminosity in the 0.5-10 keV band; $`HR>0`$, where HR is the X-ray hardness ratio; $`f_x/f_r>0.1`$, where $`f_x`$ and $`f_r`$ are the fluxes in the 0.5-10 keV and R band, respectively. Indeed, normal and starburst galaxies typically do not exceed luminosities of $`10^{42}\mathrm{erg}\mathrm{s}^1`$ (e.g. Fabbiano et al. 1992) and have X-ray to optical flux ratios an order of magnitude smaller than those of AGN (Stocke et al., 1991). Also, starburst spectra cannot be as hard as those of heavily obscured AGN: we verified that an average starburst template derived from Dahlem et al. (1998) would always produce $`HR<0`$ in our observations. Overall, 101 out of the 131 X-ray sources in our sample are classified as AGN. Fifteen AGN are found in the $`z=0.67`$ spike and 16 in the $`z=0.73`$ spike, to be compared with the total number of 17 X-ray point-like sources in each spike. As a consequence, the results of the above analysis would be essentially the same if only sources identified as AGN were considered.

### 4.2 X-ray to K20 matched sample

The results presented in the previous Section are based on the comparison of data from two surveys (X-ray and K20) which cover different areas. In order to further check the possible significance of the enhanced X-ray activity among the sources at z=0.67, we have studied in more detail the correlation between the K20 sources and the 49 X-ray sources detected within the K20 field.

First we searched for any K20 counterpart of an X-ray source within a radius of 10 arcsec, choosing as the most likely counterpart candidate the K20 source closer to the X-ray source. Then we computed the RA and DEC offset histograms and fitted them with a Gaussian. The Gaussian width resulted to be $`ϵ_{RA}=0.55`$ arcsec and $`ϵ_{DEC}=0.50`$ arcsec for the RA and DEC histogram respectively. We then corrected the K-band coordinates for the systematic shift with respect to the X-ray coordinates and searched for the K20 counterpart in a circle with radius = 1.77 arcsec (3.4$`ϵ`$, where $`ϵ`$ is the average between $`ϵ_{RA}`$ and $`ϵ_{DEC}`$) around the X-ray source position. We recall that, given a circular Gaussian of width $`ϵ`$, a circle of radius $`3.4ϵ`$ encloses 99.7% of the volume and then corresponds to the 3$`\sigma `$ error box.

The cross correlation produced 30 matches between X-ray and K-band sources (then 19 X-ray sources in the K20 field have no counterpart down to $`K_s<20`$). Given the surface density of K20 and X-ray sources, we estimate that the expected number of spurious chance coincidences among these X-ray and K20 matches is of the order of one.

We note that the positional match has been done using the coordinates of the X-ray source centroids rather than those of the optical counterparts, which are typically separated by $`0.5`$ arcsec from the X-ray centroids. Using the coordinates of the optical counterparts rather than those of the X-ray sources would not affect our results.

Although our adopted match radius might not be appropriate in the case of extended X-ray sources, we note that only two X-ray sources falling in the K20 field are extended. Both of them have K20 counterparts and are examined separately. With our adopted search radius, a unique K20 counterpart is found for the extended source CDFS 566, which coincides with the cD galaxy at the center of the cluster at $`z=0.73`$. The other extended source, CDFS 511, can be associated to any of three K20 sources with redshifts between 0.765 and 1.047, and its identification remains uncertain. For all the 28 point-like X-ray sources with a K20 counterpart, this is unique. Only three out of 30 matches do not have a high quality redshift determination either from the K-band or the X-ray catalog. We verified that for the 20 sources with high quality redshifts both in the X-ray and in the K20 catalog the two measurements are always in excellent agreement, with essentially zero offset and a dispersion of $`\mathrm{\Delta }z=0.003`$. It is interesting to note that a large fraction (8/18) of the sources classified as AGN in the X-ray catalog were not recognized as such in the K20 spectroscopic data alone.

We then estimated the fraction of K-band selected sources detected in the X-rays inside and outside the two structures, excluding extended X-ray sources. Again an excess of X-ray sources in the low redshift spike appears. The fraction of X-ray detected sources in the low redshift spike is $`0.21\pm 0.10`$ (5/24), while it is $`0.08\pm 0.04`$ both in the high redshift spike (4/47) and in the neighboring redshift bins (i.e. in the range $`0.4<z<1.0`$).

Since we are now dealing with a sample free from selection biases, we tried to estimate the significance of the X-ray source overdensity at $`z=0.67`$. Since 25 X-ray to K20 matches are point-like sources with measured redshift, we simulated 10000 samples of 25 sources randomly extracted from the K20 spectroscopic catalog, finding that in only 5.7% of the cases these random samples contain 5 or more sources at z=0.67 (i.e. in the redshift interval 0.664–0.685). We can therefore conclude that the X-ray source enhancement in the low redshift spike is statistically significant at about $`2\sigma `$ level. A similar level of significance is found by restricting this analysis to the 18 matches identified with AGN (4 of which are at z=0.67).

## 5 Discussion

Our results show that in the CDFS several large scale structures of X-ray sources (mostly AGN) are being detected, which appear as narrow spikes in the source redshift distribution. The most prominent structures are detected at z=0.67 and z=0.73, while other peaks appear at higher redshifts.111We note in passing that even removing the two structures at z=0.67 and z=0.73, the X-ray source redshift distribution in the CDFS shows an excess at $`z<1`$ with respect to the predictions of standard synthesis models of the X-ray background (Comastri et al., 1995; Gilli et al., 2001). In the CDFN Barger et al. (2002) found evidence for similar redshift spikes at z=0.843 and 1.017 with at least ten X-ray sources each. Despite several efforts in the past years, before the deep X-ray surveys by Chandra there was no convincing evidence for three-dimensional clustering of X-ray selected AGN. Only a $`2\sigma `$ detection was found by Carrera et al. (1998) in the ROSAT International X-ray Optical Survey (RIXOS, Mason et al. 2000) on scales $`<60120h_{70}^1`$ Mpc. Interestingly, the $`2\sigma `$ signal detected in the RIXOS refers to the subsample of sources in the redshift range 0.5–1.0, where the biggest structures in the Chandra deep fields are also detected, although the lack of clustering signal at $`z<0.5`$ and $`z>1`$ might be due to the small volume sampled and to the falling sensitivity of the RIXOS, respectively.

Significant clustering signal of X-ray selected AGN was found from two dimensional analysis based on the angular correlation function (e.g. Akylas et al. 2000; Vikhlinin & Forman 1995). The clustering length of local X-ray selected AGN was found to be similar to that of local galaxies, supporting the idea that active nuclei are unbiased with respect to normal galaxies. This was also reported by Smith et al. (1995) who found that the amplitude of the low-redshift ($`z<0.3`$) QSO-galaxy angular cross-correlation function is identical to that of the APM galaxy angular correlation function, implying that QSO inhabit environments similar to those of normal galaxies. Brown, Boyle & Webster (2001) showed that in the redshift range $`0.2<z<0.7`$ the spatial cross-correlation of AGN with early type galaxies is much stronger than that between AGN and late type galaxies. We found that 80% of the highly significant peaks seen in the K20 source redshift distribution, in the range $`0.5<z<1.3`$, have a corresponding peak in the X-rays. This supports the idea that at these redshifts AGN and early type galaxies, whose detection rate is higher in K-band than in optically selected samples, are tracing the same underlying structures.

Since the large scale structures at $`z=0.67`$ and $`z=0.73`$ appear as narrow spikes in the source redshift distribution and span the whole Chandra field of view, we verified whether they can be actually considered as “sheets”, i.e. nearly bi-dimensional structures, or filaments of galaxies as predicted by cosmological models of structure formation. The structures at $`z=0.67`$ and $`z=0.73`$ have an observed thickness of $`18.8`$ Mpc and $`13.4`$ Mpc respectively (the redshift range covered by sources at $`z=0.67`$ is slightly larger than that covered by sources at $`z=0.73`$), to be compared with their 7.3 Mpc extension on the plane of the sky. Given the errors on the redshift measurements, the values obtained for the physical thickness of the structures are likely to be upper limits. Furthermore, if these structures do not lay exactly on the plane of the sky, any projection effects would broaden their apparent thickness. We verified that for the broader structure at $`z=0.67`$ sources at higher right ascension tend to have smaller redshifts. This projection effect needs however better statistics to be quantified. We finally note that 7.3 Mpc is likely to be a lower limit to the angular extension of the two structures, which cover almost entirely the Chandra field of view. Given the above uncertainties, an enlarged field and increased source statistics are needed to determine the geometry of the two structures.

We searched for enhanced X-ray activity at $`z=0.67`$ and $`z=0.73`$ by cross-correlating the X-ray and the K20 catalogs and looking at the fraction of K20 sources with X-ray counterparts at different redshifts. Five out of 47 K20 sources at $`z=0.73`$ match an X-ray source: one is the extended source CDFS 566 and is associated to the cD galaxy of the rich cluster seen in the K20 survey; one is classified as a normal galaxy and the remaining three sources are identified as AGN. Five out of 24 K20 sources at $`z=0.67`$ do show X-ray emission: one is classified as a normal galaxy, while the remaining four are classified as AGN. We found a weak ($`2\sigma `$) X-ray source overdensity in the structure at $`0.67`$ with respect to the field and to the other structure at $`z=0.73`$. This overdensity is also observed with the same significance when considering only those X-ray sources identified as AGN. While in the X-rays the two structures are very similar (same number of sources, similar angular extent and redshift thickness), in the K20 survey they appear very different. The K20 sources at $`z=0.73`$ are dominated by a virialized galaxy cluster, with a central cD galaxy and spectral segregation, with early type galaxies clustered in the inner regions. On the contrary the K20 sources at $`z=0.67`$ do not appear to constitute a galaxy cluster, being uniformly distributed across the K20 field. We note incidentally that $`>50\%`$ of the K20 sources classified as early type galaxies lay in the two structures at $`z=0.67`$ and $`z=0.73`$ and that a concentration of early type galaxies at $`0.67`$ in the CDFS was also reported by Croom, Warren & Glazebrook (2001). The difference between the two structures when observed by the K20 survey can be ascribed to the small region covered by the K20 survey, which has sampled a rich cluster at z=0.73 without sampling any cluster at $`z=0.67`$. Since the two structures are very similar in the X-rays, we might speculate that, in a region free from clusters, we would have observed an X-ray source overdensity even at $`z=0.73`$. In principle, this suggests that X-ray activity in the large scale structures is triggered preferentially away from the higher density peaks corresponding to galaxy clusters. However, further work is necessary to increase the source statistics and test this idea.

## 6 Conclusions and future work

Our main results can be summarized as follows:

1) Several large scale structures of X-ray sources (mostly AGN) are being detected in the Chandra Deep Field South, which appear as narrow spikes in the source redshift distribution. The most prominent structures are detected at z=0.67 and z=0.73. In addition, high redshift structures are significantly detected at z=1.04, 1.62 and 2.57. This represents one of the first evidences for spatial clustering of X-ray selected AGN.

2) Similar redshift structures, the most prominent at $`z=0.67`$ and $`z=0.73`$, are observed among the K-band selected galaxies of the K20 survey. About 80% of the most significant peaks in the redshift distribution of K20 sources have a corresponding peak in the X-rays. Since only a fraction of the X-ray sources in these peaks is within the smaller K20 field, we can conclude that, in general, the structures seen in the K20 survey are traced on wider scales by the X-ray sources. We also notice that, since the K20 survey sensitivity drops above $`z1.3`$, high redshift structures are detected only in the X-rays.

3) By cross-correlating the K20 and the X-ray catalog we find a weak evidence ($`2\sigma `$) of enhanced nuclear activity among the K20 sources at $`z=0.67`$ with respect to the field, suggesting a preferential trigger in this structure. Given its low significance, this result has to be confirmed by further observations.

Significant improvements in the understanding of the large scale structures in the CDFS is expected from the on going and planned multiwavelength observations of the field. The XMM deep pointing (500 ksec in a 30 arcmin diameter region; Hasinger et al. 2002) is actually expanding the area covered by X-ray data by a factor of $`2`$. Accurate photometric redshifts for the optically faint X-ray sources are being obtained from FORS optical images and ISAAC near-IR data and will be refined further using data from the Advanced Camera for Survey (ACS) on HST.

We wish to thank the referee for useful comments.


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# Novel surface anisotropy term in the FMR spectra of amorphous microwires

## Abstract

Some recent publications on ferromagnetic resonance in amorphous wires mention presumably new kind of anisotropy, called there circumferential anisotropy, as an explanation of various observed spectral features. In this paper we argue that there is no special reason to speak of the new kind of anisotropy, since the observed spectra can be well described in terms of more traditional uniaxial and surface anisotropies alone.

Our earlier investigations  of FMR in magnetic, amorphous, glass-coated microwires (diameter $`15\mu `$m, few mm long) have shown, that no satisfactory description of the observed resonance lines could be achieved with the usual form of the uniaxial anisotropy energy, given by $`E=K_u\mathrm{sin}^2\theta `$, even if appended with an extra term $`K_4\mathrm{sin}^4\theta `$.

The ferromagnetic wires are amorphous bodies, with no long range chemical ordering, yet they cannot be considered as magnetically isotropic objects. Very high cooling rate ($`10^6`$ K/s) during manufacturing process, together with the presence of a glassy, non-magnetic outer shell are good reasons for considering the wire as consisting of two essential parts: inner, cylindrically shaped inner core and the outer coaxial tubular shell. The interface between the two is probably not very well defined, however it is obvious, that such a system cannot be treated in the same manner as uniform, classical, free-standing ‘infinitely long cylinder’. In this paper we will try nevertheless to apply the classical theory of ferromagnetic resonance in isotropic ellipsoids, assuming that the wire is magnetized uniformly.

The spectra simulations , covering very broad ranges of the searched anisotropy constants, up to $`\pm 10^7`$ erg/cm3, were carried out using methods of interval arithmetic , which is extremely reliable and accurate technique. Neither the number of observed resonances, nor their positions could be reproduced satisfactorily when only two uniaxial anisotropy terms, $`K_u`$ and $`K_4`$, were taken into account. Being unsure what could be the nature of the so called helical and circumferential anisotropies , we decided to study the possible effects of the surface anisotropy on the resonance properties of cylindrically-shaped samples. The assumption that the surface anisotropy is of simple uniaxial type (easy or hard axis normal to the wires’ surface) leads to the contribution to the free energy in the form $`EK_s\mathrm{sin}^2\theta `$, indistinguishable experimentally from the one describing the inner core. The uncontrolled stresses, present at the wire-glass interface, and acting via inverse magnetostrictive effect, due to symmetry reasons cannot be held responsible for the orientation of easy/hard direction other than along the wire.

Consider now two identical spins, treated here as classical vectors, located at the circumference of a circle with radius $`\rho `$, and separated by the distance $`\delta `$ one from another, both tangent to the circle and lying in its plane. The Heisenberg exchange energy of their interaction is $`E=2J\left(𝐒_1𝐒_2\right)`$, with $`J`$ denoting the exchange integral. This energy may be expressed as well as the function of the angle between both spins: $`E=2JS^2\mathrm{cos}\varphi _{12}`$, where $`S=\left|𝐒_1\right|=\left|𝐒_2\right|`$. Given the spacing $`\delta `$ and $`\varphi _{12}\delta /\rho \mathrm{sin}\varphi _{12}`$, we can approximate

$$\mathrm{cos}\varphi _{12}=\sqrt{1\mathrm{sin}^2\varphi _{12}}1\frac{1}{2}\left(\frac{\delta }{\rho }\right)^2$$
(1)
Therefore the difference of energies of this system when both spins are lying on a straight line ($`E_1,\varphi _{12}=0`$) or are located on the circle ($`E_2,\varphi _{12}0`$) is equal to $`\left|E_2E_1\right|=\left|J\right|S^2\left(\frac{\delta }{\rho }\right)^2`$, i.e. it is inversely proportional to the squared radius of the circle. Exactly the same result would be obtained, if the spins were oriented along the radii of the circle. We can identify this difference in energy as arising entirely from the fact, that the surface, where the spins are located, is curved. In other words, the non-vanishing surface anisotropy energy density is a geometric effect, proportional to the squared local curvature of the magnetized surface and to the strength of isotropic exchange interactions. Perhaps this effect should be called exchange anisotropy, since its origin is similar to the one first described in , with magnitude as high as $`7\times 10^6`$ erg/cm3 for $`200`$ Å fine Co particles.

In order to calculate the surface contribution to the total anisotropy one has to integrate proper expression along the elliptical path, with continuously varying curvature, being the edge of the wires’ cross-section by the plane parallel to its magnetization vector. Doing so we obtain $`E_s\left|\mathrm{cos}\theta \right|`$, therefore the anisotropic part of the free energy density should read

$$E=K_u\mathrm{sin}^2\theta +K_4\mathrm{sin}^4\theta +K_s\left|\mathrm{cos}\theta \right|$$
(2)
where $`K_u`$ is an ordinary uniaxial anisotropy term, modified by the presence of the surface, $`K_4`$ is higher order uniaxial anisotropy term, and $`K_s`$ is related to the following factors: intrinsic surface anisotropy, the sample diameter and isotropic exchange interactions.

The unusual form (2) of the free energy density derived in this paper, suggests that the FMR spectrum of a thin, glass coated, amorphous wire can substantially differ from the one observed in massive, free-standing samples. In particular, there may be more than just one resonance line for any given orientation of the external magnetic field. Additionally, the lack of smoothness of the anisotropy energy at $`\theta =\frac{\pi }{2}`$ should be the reason for unusual shape of the resonance absorption. The peak, if any, observed in rather strong external field, oriented nearly perpendicularly to the wire, cannot be adequately described by the standard formalism of small vibrations. The free precession of a magnetization vector around its equilibrium position will be, in this case, strongly disturbed (damped) twice per every revolution. This should lead to substantial increase of the peak’s linewidth. Also, if the external field is not exactly perpendicular to the wire, then the resonance peak should be clearly asymmetric. The overall shape of the resonance line should be sensitive to the magnitude of the exciting field, i.e. to the applied microwave power level. All those effects were indeed observed experimentally .


text:
# A Cosmic Microwave Background Radiation Polarimeter Using Superconducting Bearings

## I Introduction

Superconducting bearings are often considered one of the major uses of bulk high-temperature superconductor (HTS), and considerable development effort of such bearings has occurred since the discovery of HTS . HTS bearings are characterized by very low drag torque. This, together with stiffness and damping against perturbations from equilibrium have led to investigations of their use in flywheel energy systems -, a lunar telescope , sensitive gravimeters , and as a sensitive detector of gas pressure . Here we present a design for a cosmic microwave background (CMB) radiation polarimeter that is based on levitating a rotating half wave plate by means of an HTS bearing.

There is intense scientific and popular interest in uncovering the physical conditions in the universe at epochs as close as possible to the big bang. Tremendous progress in this endeavor has been achieved already through detailed measurements of the cosmic microwave background radiation . The CMB permeates the entire universe and has a black body spectrum with an equivalent temperature of 2.73 K . Information about the spatial anisotropy in the intensity of the CMB, as measured by a number of recent experiments - has revealed that the universe is topologically flat - and has lent strong support to the idea that the universe has undergone a period of exponential growth, an ’inflation’, at about $`10^{34}`$ seconds after the bang . By combining the data from CMB and other astrophysical measurements we can now determine that only 5% of the matter and energy density in the universe is made of ordinary electrons, quarks, neutrinos and photons, and that the rest is split into $`2/3`$ ’vacuum energy’ and $`1/3`$ a new form of ’dark matter’. Aside from their existence, very little is known about either the vacuum energy or the dark matter. CMB measurements have also helped to constrain the age of the universe to within about 10% accuracy and to construct a reliable scenario for its evolution.

The polarization of the CMB radiation field encodes new and valuable information about the early universe and an intense research effort has begun to discover and characterize the polarization signal. Detection of the polarization signal will enhance our confidence in the prevailing cosmological model and will provide more information about the properties of the constituents of the universe . More importantly, the polarization signal seems to be the only direct probe of the inflationary epoch close to the big bang . A detection of such a signal will provide strong supporting evidence for the concept of inflation and will illuminate the physical processes involved.

The polarization anisotropy of the CMB is expected to have two components, the ’scalar’ and ’tensor’ components . The scalar component should have a magnitude of about a few $`\mu \text{K}`$, about a factor of 10 smaller than the 50 $`\mu \text{K}`$ RMS temperature anisotropy. The tensor component, which has its origin in the inflationary epoch, is smaller by at least a factor of 100 compared to the temperature anisotropy. CMB receivers are just now reaching the sensitivity required to detect the scalar component. A high signal-to-noise ratio detection of the CMB polarization will require a combination of high sensitivity and strong rejection of systematic errors. An experimental approach that satisfies both of these requirements is to use bolometric detectors at the focal plane of an optical system that modulates the incoming polarization signal. Bolometers are the most sensitive detectors at the frequency range where the CMB is most intense . Temporal modulation of the incoming signal and subsequent lock-in is a standard and powerful technique to separate small signals from noise. It is also an effective technique to reject systematic errors that appear at a frequency different from the signal modulation frequency.

The best technique currently available for modulating the polarization of the incident radiation is by turning a half wave plate (HWP). When a HWP is placed in the path of the incident light and turned at a rotation frequency $`f`$, the polarization vector of the output radiation rotates at a frequency of $`4f`$. The radiation is then passed through a ’polarization analyzer’, for example a fixed polarizing grid, and is then detected. The signal recorded by the detector is modulated at a frequency of $`4f`$ and standard lock-in techniques can be used to extract its magnitude. Although a rotating HWP has been used with many experiments, over a broad range of wavelengths - the challenge in adapting the technique to CMB polarimetry is coupling the rotation mechanism to bolometric detectors which have high sensitivity to microphonic noise. Standard mechanical rotation mechanisms, such as gears and bearings, have stick-slip friction which induce vibrations. The vibrations deposit mechanical energy in the detectors and cause wires to vibrate thereby inducing excess noise.

We have developed a magnetic bearing for use with polarization experiments that is based on magnetic levitation of a HWP above a high temperature superconductive (HTS) material. The apparatus is designed to fit in a balloon borne bolometric experiment MAXIPOL that will attempt to detect the scalar component of the CMB polarization . The mechanism can be easily adapted to any polarization experiment and particularly for a future NASA satellite mission dedicated for detailed mapping of the tensor component of the CMB polarization. We describe the hardware in Section II, report on initial tests in Section III and summarize in Section IV.

## II Description of Hardware

### II-A Overview and Requirements

MAXIPOL consists of an array of 16 bolometric photometers coupled to a 3 mirror off-axis Gregorian telescope, see Fig. 1. The experiment is optimized for stratospheric balloon borne ($`38`$ km) observations of the CMB. The high altitude significantly reduces photon noise and noise due to atmospheric fluctuations. The bolometers are maintained at a temperature of 0.1 K by means of an adiabatic demagnetization refrigerator . The optical system consists of a 1.3 meter primary mirror and two additional mirrors that are maintained at liquid helium temperature.

Adapting a magnetic bearing system for a cryogenic balloon borne experiment poses a number of requirements on the particular implementation.

* The HWP must be cooled to liquid He temperatures to reduce the optical load on the detectors.
* The HWP must be located at the aperture stop of the optical system to eliminate a potential source of systematic error.
* Characteristic rotation frequencies are $`5`$ Hz, limited by the $`10`$ msec response time of the bolometric detectors.
* It should be possible to accelerate the rotor periodically with minimal friction or electro-magnetic interference.
* The bearing system needs to be locked during periods of very strong accelerations, for example during launch or flight termination, and then released to begin operations. The latching mechanism needs to be remote-controlled.
* The bearing system stiffness must be sufficiently high to operate through a range of tilt angles. Damping should be high to dampen oscillations that may occur during typical observing conditions.
* All bearing properties must be stable over long periods of time.

### II-B The HWP and Magnetic Bearing Mechanism

The HWP and its rotation mechanism are located at the aperture stop of the optical system, which is between the tertiary mirror and the focal surface of the system, see Fig. 2. A polarizing wire grid mounted at the entrance to the photometers transmits only one component of the incident polarization vector.

The HWP consists of a 3.2 mm thick z-cut sapphire disk with a radius of 2.54 cm which is mounted inside a permanent ring-shaped magnet. The magnet and the HWP are the rotor of a magnetic bearing that is levitated above a ring of YBCO HTS material. The sintered NdFeB magnet has an inside radius of 2.54 cm, an outside radius of 3.56 cm, thickness of 1.2 cm, and mass of 0.2 kg. It is polarized in the axial direction and has a remnance of $`11\times 10^3`$ Gauss and an energy product of $`30\times 10^6`$ Gauss-Oersted. The moments of inertia of the HWP and magnet are 83 and 1910 gr$``$cm2, respectively. A HWP holder, made of Delrin and with a gear at its outer circumference, holds the magnet/HWP combination together and is part of the rotor, see Fig. 3.

The magnet is held at an appropriate distance $`d`$ above a ring of HTS material which consists of 12 pieces of melt-textured YBCO . The distance $`d`$ is a free parameter and is typically between 4 to 10 mm. Two clamps, each resembling a plier, hold the rotor in place during the cool-down of the system. A cryogenic stepping motor that drives a shaft and a pair of cams is used to open and close the clamps. The HTS material and the clamps are mounted on a G-10 board.

Rotation of the rotor is achieved by means of a half gear that is driven by a second stepping motor that is mounted outside of the cryostat. During cool-down the half gear and the gear at the outer circumference of the rotor are engaged. Once the system has cooled to 4 K, the clamps are opened and the half gear is turned with a pre-programmed acceleration.

If the need arises to re-rotate the rotor, the half-gear can be stepped slowly until it engages with the rotor, and the process repeats.

The axial spring constant at 77 K was measured to be 256 and 136 N/m for levitation distances of 8.6 and 10.7 mm, respectively. The corresponding resonant frequencies are about 5.5 and 4 Hz, respectively.

We tested all the mechanical components of the HTS bearing at liquid nitrogen, liquid helium and intermediate temperatures. We carried out spin-down measurements between $`3.5`$ and $`0.3`$ Hz to determine the coefficient of friction of the bearing at various temperatures, levitation heights, ambient pressures, and as a function of the magnetic field structure of the magnet. Measurements between 4.2 and 77 K were conducted in a liquid He cryostat (LHC) in which the stator was mounted on a 0.9 cm thick copper cold-plate. The temperature of the HTS was controlled with heating resistors and measured with a calibrated resistance and diode thermometers. The rotation rate was measured with an LED and a photodiode.

## III Tests, Results and Interpretation

Another set of spin-down measurements at 77 K were conducted in a liquid nitrogen cryostat (LNC) with the apparatus described by Hull et al. . This apparatus was designed to minimize energy losses due to eddy currents. The measurements with the LNC are summarized in Table I. In all measurements the rotor consisted of the magnet without the HWP.

We quantify the results of the spin-down measurements in terms of the coefficient of friction (COF)  given by

$$\text{COF}=C\alpha ,$$
(1)
where $`C=2.7\times 10^3`$ sec2 is a rotor specific constant, and $`\alpha `$ is the angular acceleration.

The angular acceleration $`\alpha `$ can be a function of the frequency of rotation $`f`$ and temperature $`T`$ and we parameterize it as ()

$$\alpha (T)=2\pi \frac{df}{dt}=a_0(T)+2\pi a_1(T)f.$$
(2)
The coefficient $`a_0`$ has been interpreted as the contribution of hysteresis to the angular acceleration and $`a_1`$ quantifies the contributions from eddy currents and ambient pressure . If $`a_1`$ is non-zero then $`f`$ should be an exponential function of time.

### III-A COF Vs. Distance at 77 K: Hysteresis Losses

A comparison of lines 1,4,5 in Table I gives a comparison of the COF as a function of distance from the HTS with low ambient pressures, and negligible contribution from eddy currents.

The COF decreases as the distance between the rotor and stator increases. This decrease is correlated well with a decrease in the inhomogeneity of the axial component of the magnetic field as the distance from the magnet increases. We measured the strength of the magnetic field as a function of distance from the surface of the magnet. Measurements were taken at the inner, middle and outer radii of the magnet and every 10 degrees in azimuth. Since in these measurements the major contribution to the coefficient of friction is expected to be hysteresis loss in the HTS, we follow Hull et al  and quantify the inhomogeneity of the field by forming the quantity

$$\mathrm{\Delta }B^3(d)\frac{\underset{i}{}\omega _i\left[\delta B_z^3(\theta ,r_i,d)\right]}{_i\omega _i},$$
(3)
where $`i`$ runs over the inner, middle and outer radii and

$$\delta B_z(\theta ,r_i)=\left|B_{z,\text{max}}(\theta ,r_i,d)B_{z,\text{min}}(\theta ,r_i,d)\right|.$$
(4)
The variables $`\omega _i`$ are weights that are proportional to the ratios of elements of area as a function of radius. Figure 4 shows the quantity $`\mathrm{\Delta }B^3`$ as a function of $`d`$. The reduction in magnetic field inhomogeneity with distance is evident.

By interpolating the data of $`\mathrm{\Delta }B^3`$ vs. height (Fig. 4) we plot in Fig. 5 the COF as a function of $`\mathrm{\Delta }B^3`$. The number of data points is small, nevertheless the data is suggestive of the linear relationship predicted by theory .

In order to reduce hysteresis losses and decrease the coefficient of friction we added shims in various locations on the surface of the magnet that pointed toward the HTS . The shims were made of 25 - 150 $`\mu `$m thick high permeability steel leaf. Measurements of the magnetic field at a distance of 7 mm away from the magnet gave less magnetic field inhomogeneity, as shown in Fig. 4. The COF was measured for a different shimming configuration (for which measurements of $`\mathrm{\Delta }B^3`$ are not available) and gave the lowest COF measured with the LNC, see measurement 9.

### III-B COF Vs. Pressure

Fig. 6 shows the magnitude of the coefficient $`a_1`$ as a function of ambient pressure. The measurement is a compilation of data from two levitation distances. The data show a decrease of $`a_1`$ with ambient pressure and are in broad agreement with those of Weinberger et al. , which suggest that $`a_1`$ becomes negligible at pressures below $`5\times 10^5`$ torr.

### III-C COF Vs. Temperature

We used the LHC to measure the COF at levitation distances of 6 and 7.2 mm for various temperatures between 15 and 80 K and for frequencies between $`0.3`$ and 3.5 Hz. The magnet was released to levitate when the helium cold plate was at $`50`$ K and we have no information about the temperature of the magnet subsequently.

Measurements of the COF as a function of rotation frequency are shown in Figs 7 and 8. At low temperatures ($`15`$ K) the data were consistent with a constant deceleration for most rotation frequencies with perhaps a slight increase in COF at frequencies below 1 Hz. At high temperatures, above about 60 K, the data show an increasing COF with frequency. The data at a levitation distance of 6 mm and 60 K show a transition between a constant COF above 1 Hz to a decreasing COF below 1 Hz.

Fig. 9 shows the COF as a function of temperature at a frequency of 1 Hz. A decrease in the COF by about a factor of $`3`$ is evident for both levitation heights.

Hull et al.  argue that the COF should be inversly proportional to the critical current $`J_c`$ in the HTS. Using data from Zeisberger et al.111The data of Zeisberger et al.  is for 0, 1, and 2 Tesla and shows a weak dependence on magnetic field strength. In our case the magnetic field is $`0.1`$ T and we use the 0 T data.  which give information about the critical current as a function of temperature we plot the COF as a function of $`1/J_c`$ in Fig. 10. Since we don’t have data about the critical current as a function of temperature for our HTS samples, it is premature to conclude that there is a disagreement between the data and the model.

## IV Discussion and Summary

We have presented a working prototype for an HTS bearing for use with polarimeters that employ a HWP. The complete absence of stick-slip friction makes the magnetic bearing suitable for detector systems that are sensitive to microphonic excitation.

Our measurements indicate that with a readily available shimmed magnet and HTS, at the range of gas pressures expected in a liquid He cryostat and with no particular efforts to reduce eddy current losses we can expect a COF of $`3\times 10^6`$ (factor 2 less than the measured COF at 15 K due to shimming), which would give rise to an angular deceleration of about $`1.7\times 10^4`$ Hz/sec. If the rotor is set in motion and then slows down over a frequency range of 20 Hz, suitable for CMB observations between 21 and 1 Hz given the time constant of current bolometeric detectors, the bearing would need to be reset in motion once in 33 hours. Since re-setting the bearing in motion should take only a few minutes, the duty cycle of such a magnetic bearing system is close to 100%. The present design could be implemented in ground based or short duration balloon polarimeters.

A COF of $`3\times 10^6`$ is still two orders of magnitude larger than the smallest COF reported for the 300-400 gr mass category , indicating that a more careful design of the bearing and the cryostat in which it operates can provide uninterrupted rotation for more than 4 months. Even just a factor of 10 improvement in the COF would give a continuous rotation for a month, more than adequate for a long duration balloon mission.

With a slowly decelerating rotor the frequency where the polarization signal appears will also decrease. This could provide a powerful check on systematic errors, but could also complicate the analysis of the data. Rather than let the bearing slow down over a long period of time, it could be driven continuously with an induction or standard brushless motor . If necessary a feed-back loop can be implemented to maintain constant speed. Because of the small COF, minimal power is required to drive such a motor and this approach appears most attractive for a future satellite polarimetry mission.

Despite of the success of our prototype more testing needs to be done to characterize the bearing performance. In particular it is essential to measure bearing oscillations, particularly at low temperatures where hysteretic damping is lower compared to 77 K, and the stability of the bearing parameters, e.g. stiffness, and levitation distance, should be tested over a long period of time.


text:
# Evidence for Instanton-Induced Dynamics, from Lattice QCD

## Abstract

We perform a study of the non-perturbative dynamics of the light-quark sector of QCD, based on some recent results of lattice simulations with chiral fermions. We analyze some correlators that are designed to probe the Dirac structure of the quark-quark interaction at different scales. We show that, in the non-perturbative regime, such an interaction contains very large scalar and pseudo-scalar components. We observe quantitative agreement between lattice QCD results and the predictions of the Instanton Liquid Model (ILM). Moreover, we study how the the quark-quark interaction is modified, when quark loops are suppressed. We observe a dramatic effect related to the loss of unitarity, which is naturally explained in the instanton picture. Such an effect cannot be explained in a Dyson-Schwinger Equations (DSE) approach, if one assumes a vector quark-gluon coupling. Therefore, from the present study it emerges that DSE models with such an ansatz for the vertex function are not consistent with QCD.

The physics of the light-quark sector of QCD is strongly influenced by the non-perturbative structure of the vacuum, and in particular by the spontaneous breaking of chiral symmetry (SCSB). Hence, identifying the microscopic mechanism responsible for such a phenomenon represents a fundamental step toward the comprehension of the strong interaction. Unfortunately, this dynamics resides in the non-perturbative sector of QCD and has not been completely understood from first principles.

The typical energy scale of phenomena related to the breaking of chiral symmetry is $`4\pi f_\pi \text{1.2\hspace{0.17em}GeV}`$ , is considerably larger than the confinement scale, $`\mathrm{\Lambda }_{QCD}1\text{fm}^10.2\text{GeV}`$. From a theoretical perspective, such a separation of scales is crucial, because it justifies attempting model descriptions of the non-perturbative physics of SCSB, without needing to simultaneously take into account the dynamics of quark confinement. The common feature in all these semi-phenomenological approaches is a strong attraction in the flavor-singlet $`O^+`$ channel, leading to a quark condensate. On the other hand, some of the models which have been proposed in the literature rely on drastically different microscopic descriptions of the non-perturbative quark-quark interaction.

Historically, the first attempt to explain the breaking of chiral symmetry predates QCD and was developed in the Nambu-Jona Lasinio model NJL , where a chirally-symmetric effective Lagrangian, characterized by a scalar and pseudo-scalar four-fermion interaction, was postulated. Later on, the same structure was recovered in the context of the ILMshuryakrev . The latter approach has the advantage of being formulated in terms of quark and gluon degrees of freedom and to be motivated from QCD through a semi-classical argument. Moreover, it explains in a very natural way the structure of the spectrum of lowest-lying eigenvalues of the Dirac operator.

An alternate model description of the non-perturbative sector of QCD which encodes the physics of SCSB has been developed in the context of Dyson-Schwinger Equations (DSE). In such an approach, one parametrizes the low-energy behavior of QCD through an ansatz of the infrared structure of the quark-gluon vertex and of the propagators DSE1 . DSE are then solved numerically, in a given truncation scheme.

Although both DSE on the one hand, and the ILM on the other hand, give comparable phenomenology in the light hadron sector, they rely on drastically different microscopic pictures of the non-perturbative interaction, at the 1 GeV scale. Most applications of the DSE developed so far assume a simple vector ansatz111For an example of a DSE model with a more general ansatz for the quark-gluon vertex, see Fischer and Alkoferalkhofer . for the quark-gluon vertex function, $`\mathrm{\Gamma }_\mu \gamma _\mu `$. In other words, the non-perturbative dynamics is mediated by the exchange of one (albeit non-perturbative) gluon at the time.

On the other hand, in the instanton picture, the non-perturbative dynamics is dominated by the ’t Hooft interaction. Through standard bosonization of the ’t Hooft vertex, such an instanton-induced interaction can be thought as being mediated by fields carrying the quantum numbers of scalar and pseudo-scalar bosons.

The goal of this Letter is to identify which one of these two alternate microscopic pictures is closer to QCD. We shall present evidence for the existence of a large scalar and pseudo-scalar component of the non-perturbative quark-quark low-energy interaction. This evidence is built using some recent results from lattice simulations with chiral fermionsdegrand1 . On the one hand, these results agree on a quantitative level with the predictions of the ILM. On the other hand, they rule-out any picture in which the non-perturbative quark-quark interaction is assumed to have a vector structure, like in present DSE models.

Our analysis is based on the study of the flavor Non-Singlet (NS) chirality-flip ratio, introduced in chimix :

$`R^{NS}(\tau ):={\displaystyle \frac{A_{flip}^{NS}(\tau )}{A_{nonflip}^{NS}(\tau )}}={\displaystyle \frac{\mathrm{\Pi }_\pi (\tau )\mathrm{\Pi }_\delta (\tau )}{\mathrm{\Pi }_\pi (\tau )+\mathrm{\Pi }_\delta (\tau )}},`$ (1)
where $`\mathrm{\Pi }_\pi (\tau )`$ and $`\mathrm{\Pi }_\delta (\tau )`$ are pseudo-scalar and scalar NS two-point correlators222Notice that the above correlators are defined in coordinate representation, they are not zero-momentum projections. related to the currents $`J_\pi (\tau ):=\overline{u}(\tau )i\gamma _5d(\tau )`$ and $`J_\delta (\tau ):=\overline{u}(\tau )d(\tau )`$. If the propagation is chosen along the (Euclidean) time direction, $`A_{flip(nonflip)}^{NS}(\tau )`$ represents the probability amplitude for a $`|q\overline{q}`$ pair with iso-spin 1 to be found after a time interval $`\tau `$ in a state in which the chirality of the quark and anti-quark is interchanged (not interchanged). Notice that the ratio $`R^{NS}(\tau )`$ must vanish as $`\tau 0`$ (no chirality flips), and must approach 1 as $`\tau \mathrm{}`$ (infinitely many chirality flips).

In chimix  it was shown that the correlator (1) is a particularly useful theoretical tool for studying the non-perturbative dynamics of the light quark sector of QCD. In fact, $`R^{NS}(\tau )`$ receives no leading perturbative contribution and probes directly the chirality-mixing interaction. A spectral analysis of $`R^{NS}(\tau )`$ indicated that the such an interaction is mediated by topological fields. In particular, it was found that the rate of chirality flips in a quark-antiquark system is proportional to the mass of the $`\eta ^{}`$ meson. Moreover, below we shall see that $`R^{NS}(\tau )`$ is very sensitive to the Dirac structure of the non-perturbative quark-quark interaction.

The NS scalar and pseudo-scalar two-point functions appearing in (1) have been first calculated in the quenched approximation by the MIT group lattice2pt  with Wilson fermions and more recently by one of the authors, using chiral (overlap) fermions degrand1 . The curve for $`R^{NS}(\tau )`$ obtained from the result of latter calculation333We recall that, with overlap fermions, the lattice to continuum renormalization factors of the pseudoscalar and scalar correlators are equal, and drop out in the ratio. are the square points plotted in Fig. 1.

As expected, the lattice data interpolate between 0 and 1. Notice that the curve has a maximum at about 0.7 fm, where the ratio is considerably larger than one. This implies that, after few fractions of a fermi, the quarks are more likely to be found in a configuration in which their chiralities is flipped, than to be found in their initial configuration. Below we shall see that the presence of such a maximum is a signature of a chirality mixing component of the quark-quark effective interaction vertex.

We recall that these lattice results have been obtained in the quenched approximation. It is important to ask what differences should be expected in full QCD. Using general QCD inequalities inequalityQCD , it is immediate to show that $`R^{NS}(\tau )>1`$ if and only if $`\mathrm{\Pi }_\delta (\tau )<0`$. The negativity of such a two-point function represents a severe failure of the quenched approximation which appears only at sufficiently small values of the quark mass. (In the large mass limit, the quenched approximation becomes exact.) It is a reflection of the fact that, in the quenched approximation, the unitarity of the theory is lost.

In terms of chirality flipping amplitudes, we see that the $`\mathrm{\Pi }_\delta (\tau )0`$ constraint implies that quarks must never be more likely to be found in the flipped chirality configuration than that in the original configuration, $`A_{flip}(\tau )A_{nonflip}(\tau )`$. Hence, we can conclude that the fermionic determinant suppresses some chirality flipping events, which are otherwise allowed in the quenched approximation. Indeed, the correlators appearing in (1) have recently been evaluated in full QCD, with Wilson fermions Martinez . It was observed that the condition $`\mathrm{\Pi }_\delta (\tau )>0`$ (or, equivalently, $`R^{NS}(\tau )<1`$) is restored in going from quenched to full QCD. Such a dramatic qualitative difference between quenched and full QCD calculations of (1) can be used to test phenomenological descriptions of the non-perturbative dynamics. Indeed any realistic model must reproduce a dramatic enhancement of the chirality flipping amplitude, when quark loops are suppressed.

Let us now discuss how $`R^{NS}(\tau )`$ looks in the ILM and DSE models mentioned above. In both approaches chiral symmetry is spontaneously broken, albeit through two very different microscopic mechanisms. As a consequence, the quarks acquire dynamically an effective mass, which triggers chirality mixing. Due to such a mass generation process, in both cases $`R^{NS}(\tau )`$ interpolates between 0 and 1. However, one expects crucial qualitative differences between the prediction of the ILM and that of the DSE models444 More generally, we expect differences between the prediction of any model with a vector structure of the vertex on the one hand, and any model with a scalar and pseudo-scalar coupling on the other hand.. Let us first consider the result for $`R^{NS}(\tau )`$ obtained in the Random Instanton Liquid Model555In the following discussion one can regard the RILM as a prototype of a model with a scalar and pseudo-scalar non-local interaction between quasi-zero modes. The strength of the coupling is tuned by the instanton density, while the delocalization of the quark-quark interaction is provided by the instanton size.. In such a version of the ILM quarks are assumed to propagate in a vacuum populated by an ensemble of randomly distributed instanton and anti-instantons with a density of $`\overline{n}=1\text{fm}^4`$ and size $`\overline{\rho }=1/3\text{fm}`$. It can been shown that the RILM accounts for the ’t Hooft interaction to all orders, but neglects quark loops (quenched approximation).

The RILM prediction for $`R^{NS}(\tau )`$ is presented in Fig. 1. The agreement with the lattice results is impressive666The RILM points presented in Fig. 1 have been obtained using a quark mass of about 30 MeV, that is the same as the same bare mass used in one of the author’s lattice simulations.. It is quite remarkable that not only does the RILM curve displays a maximum in $`R^{NS}(\tau )`$, but also its position agrees quantitatively with the lattice results.

The presence of a maximum in $`R^{NS}(\tau )`$, and the subsequent fall-off towards 1 have a very simple explanation in the RILM: if quarks propagate in the vacuum for a time comparable with the typical distance between two neighbor instantons (i.e. two consecutive ’t Hooft interactions), they have a large probability of crossing the field of the closest instanton. If so happens, they must necessarily flip their chirality, due to the scalar and pseudoscalar structure of the ’t Hooft vertex. So, after some time, the quarks are most likely to be found in the configuration in which their chirality is flipped. On the other hand, if one waits for a time much longer than 1 fm, then the quarks will “bump” into many other pseudo-particles, experiencing several more chirality flips. Eventually, either chirality configurations will become equally probable and $`R^{NS}(\tau )`$ will approach 1.

The position of the maximum in $`R^{NS}(\tau )`$ carries information about the interplay between one-body and many-body effects generating chirality mixing. It is interesting to compare the above numerical RILM results with the single-instanton contribution (solid line in Fig. 1), which was derived analytically by one of the authors in chimix . From such a comparison, one can see that one-body effects, i.e. chirality flips induced at the level of a single interaction, dominate the ratio up to Euclidean times of the order of 0.5-0.7 fm. The onset of many-body (many-instanton) effects is governed by the numerical value of the instanton density: the less dilute is the system, the earlier many-instanton effects become important. From the agreement between ILM and lattice data one may argue that the phenomenological value $`\overline{n}1\text{fm}^4`$ is indeed realistic.

The prediction for $`R^{NS}(\tau )`$ would be drastically different in the DSE models and in general in all approaches based on a vector quark-gluon coupling. In this case, the chirality mixing is only due to the dynamical mass generation (i.e. by a genuine many-body effect). In fact, unlike in the ILM, a single quark-antiquark interaction will not interchange the chirality of quarks, because the vector Dirac structure of the quark-gluon vertex is chirality conserving. As a result, even in the quenched approximation, quarks are never more likely to be found in the flipped chirality state than in the initial chirality state, i.e. $`R^{NS}(\tau )<1`$ for all $`\tau `$. On a qualitative level, the DSE prediction for $`R^{NS}(\tau )`$ will be similar to that obtained considering the propagation of a free but massive “constituent” quark and anti-quark pair in the vacuum (dashed line in Fig. 1).

From the above analysis we can conclude that the presence of a maximum in the lattice results for $`R^{NS}(\tau )`$ implies that the non-perturbative quark-quark interaction contains a strong scalar and pseudo-scalar component. In other words, the chirality is mixed already at the level of a single quark-quark interaction, and not only through many-body effects, such as the mass generation induced by SCSB. Therefore, these lattice simulations strongly support the ILM picture against the DSE models.

Additional evidence in this direction comes from comparing quenched and unquenched predictions. In the DSE model, neglecting quark loops only affects the speed of the running of the coupling, but does not generate additional chirality flips. On the contrary, we already mentioned that a dramatic qualitative difference between quenched and unquenched results is expected and observed on the lattice. Such a difference is naturally explained in the ILM777P.F. acknowledges a clarifying discussion with E.Shuryak on this point.. If quark loops are allowed, then instantons and anti-instantons can interact through fermion exchange. Such an interaction generates an attraction between instantons and anti-instantons leading to a screening of the topological charge toposcreening  and providing a realization of the Leutwyler-Smilga Leutwyler:1992yt  relation (topological susceptibility vanishing linearly with quark mass, at small quark mass). As a result of such a screening, quarks crossing the field of an instanton are very likely to find, in the immediate vicinity, an anti-instanton which restores their initial chirality configuration888From this discussion it follows that, in a correlated instanton vacuum, the topological screening length coincides with the typical time interval $`\overline{\tau }`$ between two consecutive chirality flipping interactions. Indeed, in toposcreening  such a screening length was estimated from numerical simulations in the ILM and was found to be $`0.20.3`$ fm, consistent with the value $`\overline{\tau }=1/m_\eta ^{}0.2`$ fm, obtained by one of the authors in chimix  (see Fig. 2).

In Fig. 3 we compare the chirality flipping ratio $`R^{NS}(\tau )`$ obtained from a quenched (RILM) and unquenched (IILM999Interacting Instanton Liquid Model) version of the ILM. We observe that, with the inclusion of the fermionic determinant, the condition $`R^{NS}(\tau )<1`$ is restored. We stress that, although such a restoration must necessarily take place in QCD, it represents a remarkable success of the ILM, which is not a unitary field theory.

In conclusion, we have presented a study of the microscopic structure of the non-perturbative interaction in QCD, based on the analysis of the results of some recent lattice simulations with chiral fermions. We have used these data to test model descriptions of the microscopic quark dynamics. We have found evidence for a large scalar and pseudo-scalar component of the effective quark-quark vertex. We have argued that this result rules out models in which the quarks couple non-perturbatively though a purely vector quark-gluon vertex. On the contrary, we have observed impressive quantitative agreement between lattice and ILM results. In addition, the ILM can also explain how quark loops cause a drastic suppression of quark chirality flips.

###### Acknowledgements.

It a pleasure to thank G. Ripka, T.Schäfer, E. Shuryak, and W. Weise for interesting discussions and for critical reading of the manuscript. T. D. and P. F. would like to thank respectively the Max-Planck-Institute in Munich and Physics Department of the Roma-Tre University for their hospitality while this paper was written. This work was partially supported by the U. S. Department of Energy, with grant DE-FG03-95ER40894.


text:
# References

IMSc/2003/04/05

hep-th/0304152

Asymptotic Density of Open p-brane

States with Zero-modes included

S. Kalyana Rama

Institute of Mathematical Sciences, C. I. T. Campus,

Taramani, CHENNAI 600 113, India.

email: krama@imsc.res.in

ABSTRACT

> We obtain the asymptotic density of open $`p`$-brane states with zero-modes included. The resulting logarithmic correction to the $`p`$-brane entropy has a coefficient $`\frac{p+2}{2p}`$, and is independent of the dimension of the embedding spacetime. Such logarithmic corrections to the entropy, with precisely this coefficient, appear in two other contexts also: a gas of massless particles in $`p`$-dimensional space, and a Schwarzschild black hole in $`(p+2)`$-dimensional anti de Sitter spacetime.

1. The asymptotic density of states $`\rho (N)`$ at level $`N`$, $`N1`$, for $`p`$-branes compactified on $`(S^1)^p\times 𝐑^{Dp}`$ has been be calculated within the semiclassical quantisation scheme . (For various applications of this result see the review article in  and .) The corresponding $`p`$-brane entropy, given by $`\mathrm{ln}\rho (N)`$, then has a logarithmic correction with a particular coefficient $`X`$, which depends on the dimension $`D`$ of the embedding spacetime.

The correct counting of the asymptotic density of states must also include the zero-mode states. They have been included for the open string case ($`p=1`$) in . As a consequence, the logarithmic correction coefficient $`X`$ becomes independent of $`D`$ and is given by $`X=\frac{3}{2}`$. Such logarithmic corrections to the entropy, with precisely this coefficient, $`\frac{3}{2}`$, have appeared in other contexts also: in $`(1+1)`$-dimensional conformal field theories , and in the entropies for $`(2+1)`$ and $`(3+1)`$ dimensional black holes calculated using the spin network formalism .

In this paper, using the results of , we obtain the asymptotic density of states for open $`p`$-branes. We then include the zero-modes following the methods of . We find that the logarithmic correction coefficient $`X`$ becomes independent of the dimension $`D`$ of the embedding spacetime, and is given by $`X=\frac{p+2}{2p}`$.

Logarithmic corrections to entropy also arise for statistical mechanical systems due to statistical fluctuations . Using the results of , we find that logarithmic corrections to the entropy, with precisely the same coefficient as that obtained in the open $`p`$-brane case, namely $`\frac{p+2}{2p}`$, appear in two other contexts also: a gas of massless particles in $`p`$-dimensional space, and a Schwarzschild black hole in $`(p+2)`$-dimensional anti de Sitter spacetime .

This paper is organised as follows. In section 2, we briefly present the results of  and, using them, obtain the asymptotic density of states for open $`p`$-branes. In section 3, we include the zero-modes. In section 4, we show that such logarithmic corrections with precisely the same coeffiecient appear in other contexts also. In section 5, we conclude by mentioning a few issues for further study.

2. The asymptotic density of states $`\rho (N)`$ at level $`N`$, $`N1`$, for $`p`$-branes compactified on $`(S^1)^p\times 𝐑^{Dp}`$ can be calculated within the semiclassical quantisation scheme, and is of the form

$$\rho (N)CN^Be^{AN^\delta }$$
(1)
where $`\delta `$, $`A`$, $`B`$, and $`C`$ are constants. $`\delta `$ was obtained in  and the correct expressions for the remaining constants $`A`$, $`B`$, and $`C`$ in . The corresponding $`p`$-brane entropy $`S(N)`$ is given by

$$S(N)=\mathrm{ln}\rho (N)S_0+X\mathrm{ln}S_0+(const)$$
(2)
where the leading term $`S_0=AN^\delta `$ and $`X=\frac{B}{\delta }`$ is the coefficient of the logarithmic correction to the entropy.

We now present briefly the results of . See  for details. In the semiclassical quantisation, the total number operator $`𝒩`$ can be written in the proper time formalism as

$$𝒩=\underset{i=1}{\overset{d}{}}\underset{𝐧\mathrm{𝟎}}{}\omega _𝐧𝒩_𝐧^i,\omega _𝐧\sqrt{\underset{j=1}{\overset{p}{}}n_j^2},$$
(3)
where $`d=(Dp1)`$, $`𝐧=(n_1,n_2,\mathrm{},n_p)𝐙^p`$, $`\mathrm{𝟎}=(0,0,\mathrm{},0)`$, and $`𝒩_𝐧^i`$ are number operators . For the sake of simplicity, we have set the $`p`$-brane tension to unity and taken all the circles in $`(S^1)^p`$ to be of unit radius.

Let $`\rho (N)`$ be the number of independent eigenstates of the total number operator $`𝒩`$ with eigenvalue $`N`$. Its generating function $`F(z)`$ is given by

$$F(z)=\underset{N=0}{\overset{\mathrm{}}{}}\rho (N)e^{zN}=Tre^{zN}=\underset{𝐧0}{}\left(1e^{z\omega _𝐧}\right)^d.$$
(4)
Inverting the above relation then gives $`\rho (N)`$ in terms of $`F(z)`$:

$$\rho (N)=\frac{1}{2\pi i}𝑑ze^{Nz}F(z)$$
(5)
where the integration contour is a small circle around the origin. Using Meinardus theorem  and the properties of Epstein zeta function, an asymptotic expression for $`F(z)`$ can be obtained in the limit $`Re(z)0`$ which is sufficient to obtain $`\rho (N)`$ in the limit $`N1`$. The asymptotic expression for $`F(z)`$ is of the form

$$F(z)cz^be^{az^p}$$
(6)
where $`a`$, $`b`$, and $`c`$ are constants. The contour integral in (5), and thus $`\rho (N)`$, can then be evaluated by saddle point method. For $`F(z)`$ of the form given in equation (6), the saddle point is located at $`z=z_0=\left(\frac{N}{ap}\right)^{\frac{1}{p+1}}`$ and $`\rho (N)`$, in the limit $`N1`$, is given by

$$\rho (N)\frac{c(ap)^{\frac{2b+1}{2(p+1)}}}{\sqrt{2\pi (p+1)}}N^{\frac{2b+p+2}{2(p+1)}}e^{AN^{\frac{p}{p+1}}},A=\frac{p+1}{p}(ap)^{\frac{1}{p+1}}.$$
(7)
In our case, $`a=\frac{2d\mathrm{\Gamma }(p)\pi ^{\frac{p}{2}}\zeta (p+1)}{\mathrm{\Gamma }(\frac{p}{2})}`$ and $`b=d`$ where $`d=(Dp1)`$ and $`\zeta `$ is the Riemann zeta function; the constant $`c`$ is given explicitly in  and is not required for our purposes. See  for further details.

We now obtain the asymptotic density of states for an open $`p`$-brane using the above results. In this case modes $`𝐧`$ and $`𝐧`$ together contribute to one standing wave (SW) mode of the open $`p`$-brane and, hence, should be counted only once. Thus, the corresponding total number operator is given by

$$𝒩=\underset{i=1}{\overset{d}{}}\underset{\mathrm{SW};𝐧\mathrm{𝟎}}{}\omega _𝐧𝒩_𝐧^i.$$
(8)
The corresponding generating function $`F_o(z)`$ is given by

$$F_o(z)=\underset{N=0}{\overset{\mathrm{}}{}}\rho _o(N)e^{zN}=\underset{\mathrm{SW};𝐧0}{}\left(1e^{z\omega _𝐧}\right)^d=\underset{𝐧0}{}\left(1e^{z\omega _𝐧}\right)^{\frac{d}{2}}$$
(9)
where the last equality follows since $`\omega _𝐧=\omega _𝐧`$ and the product in the last expression includes both $`𝐧`$ and $`𝐧`$. Note that the generating function $`F_o(z)`$ is identical to that in equation (4) with $`d`$ there replaced by $`\frac{d}{2}`$. It therefore follows that the density of states $`\rho _o(N)`$ for an open $`p`$-brane in the limit $`N1`$ is given by (7), but now with $`d`$ replaced by $`\frac{d}{2}`$. Explicitly, in the limit $`N1`$,

$$\rho _o(N)\frac{c(ap)^{\frac{Dp}{2(p+1)}}}{\sqrt{2\pi (p+1)}}N^{\frac{D+1}{2(p+1)}}e^{AN^{\frac{p}{p+1}}},A=\frac{p+1}{p}(ap)^{\frac{1}{p+1}}$$
(10)
where $`a=\frac{(Dp1)\mathrm{\Gamma }(p)\pi ^{\frac{p}{2}}\zeta (p+1)}{\mathrm{\Gamma }(\frac{p}{2})}`$, $`c`$ is as given in  but with $`d=(Dp1)`$ there replaced by $`\frac{d}{2}=\frac{Dp1}{2}`$, and we have used $`b=\frac{d}{2}=\frac{Dp1}{2}`$ in obtaining (10). Note that $`\rho (N)`$ is of the form given in equation (1) with $`\delta =\frac{p}{p+1}`$ and $`B=\frac{D+1}{2(p+1)}`$, and that string theory result  is obtained upon setting $`p=1`$.

3. We now include the zero-modes and obtain the resulting asymptotic density of open $`p`$-brane states. The complete Hamiltonian for a $`p`$-brane in the proper time formalism is given by

$$H=𝐩^2+𝒩$$
(11)
where $`𝐩^2`$ is the transverse momentum square opeartor and $`𝒩`$ is the total number operator given in (8), and they both commute with each other .

The correct counting of the total number of states $`\rho (N)`$ must include the zero-mode states also, namely those corresponding to the transverse momentum. For open strings ($`p=1`$), $`\rho (N)`$ with zero-modes included has been calculated in  in the limit $`N1`$. The resulting $`\rho (N)`$ is still given by equation (1) with $`\delta =\frac{1}{2}`$ as before, but now with $`B=\frac{3}{4}`$ independent of the dimension $`D`$ of the embedding spacetime. See  for further discussions.

The total number of states $`\rho (N)`$ for open $`p`$-branes, with zero-modes included, can be calculated for other values of $`p`$ also in the limit $`N1`$. $`\rho (N)`$ is still given by equation (5), but now the relevent generating function $`F(z)`$, with zero-modes included, is given by

$$F(z)=Tre^{zH}=\left(d^{Dp1}pe^{z𝐩^2}\right)Tre^{zN}=\left(d^{Dp1}pe^{z𝐩^2}\right)F_o(z)$$
(12)
where the second equality follows since the operators $`𝐩^2`$ and $`𝒩`$ commute with each other and $`F_o(z)`$ is the generating function given in equation (9). The momentum integral can be evaluated easily and results in an extra $`z`$-dependent factor given by

$$d^{Dp1}pe^{z𝐩^2}=c_0z^{\frac{Dp1}{2}}$$

where $`c_0`$ is a constant. The contour integral in (5), and thus $`\rho (N)`$, can now be evaluated by saddle point method. The saddle point is at $`z=z_0=\left(\frac{N}{ap}\right)^{\frac{1}{p+1}}`$ as before, and the total number of open $`p`$-brane states $`\rho _o(N)`$, in the limit $`N1`$ and with zero-modes included, is now given by

$$\rho _o(N)\frac{cc_0(ap)^{\frac{1}{2(p+1)}}}{\sqrt{2\pi (p+1)}}N^{\frac{p+2}{2(p+1)}}e^{AN^{\frac{p}{p+1}}}$$
(13)
where the constants $`a`$ and $`c`$ are as in equation (10). Clearly, $`\rho (N)`$ is of the form given in equation (1) with $`\delta =\frac{p}{p+1}`$ as before, but now with $`B=\frac{p+2}{2(p+1)}`$ independent of the dimension $`D`$ of the embedding spacetime.

The open $`p`$-brane entropy $`S(N)`$ with zero-modes included is thus given by

$$S(N)=\mathrm{ln}\rho (N)S_0\frac{p+2}{2p}\mathrm{ln}S_0+(const)$$
(14)
where $`S_0=AN^{\frac{p}{p+1}}`$. The coefficient of the logarithmic correction to the open $`p`$-brane entropy with zero-modes included is now given by $`\frac{p+2}{2p}`$ and is independent of the dimension $`D`$ of the embedding spacetime. Note that without zero-modes included it is given by $`\frac{D+1}{2p}`$, as can be seen from equations (2) and (10), and depends on $`D`$.

4. For open strings ($`p=1`$) with zero-modes included, the coefficient of the logarithmic correction to the entropy given above becomes $`\frac{3}{2}`$, which agrees with the results of . Such logarithmic corrections, with precisely this coefficient, $`\frac{3}{2}`$, have appeared in other contexts also: in $`(1+1)`$-dimensional conformal field theories , and in the entropies for $`(2+1)`$ and $`(3+1)`$ dimensional black holes calculated using the spin network formalism .

Similarly, it turns out that logarithmic corrections, with precisely the coefficient given in equation (14), namely $`\frac{p+2}{2p}`$, also appear in two other contexts. Recently, logarithmic corrections to entropies of statistical mechanical systems, arising due to statistical fluctuations, have been obtained in . One calculates the density of states $`\rho (E)`$ as an inverse Laplace transformation of the partition function in the canonical ensemble. Statistical fluctuations can then be incorporated naturally. Then, $`\rho (E)\mathrm{\Delta }`$ is the number of states with energy in the range $`E\pm \frac{\mathrm{\Delta }}{2}`$ where $`\mathrm{\Delta }`$ depends on the precision with which the system is prepared and, in particular, is independent of $`E`$. The entropy $`S(E)`$ is therefore given by $`S(E)=\mathrm{ln}\rho (E)+(const)`$.

The result of  is that for a system at temperature $`T`$, with specific heat $`𝒞`$ (which must be positive for this formalism to be applicable), one obtains for its entropy

$$S=S_0\frac{1}{2}\mathrm{ln}(𝒞T^2)+(const)$$
(15)
where $`S_0`$ is the leading term. See  for details.

Now, consider a gas of massless particles in $`p`$-dimensional space. Then

$$S_0T^p,ET^{p+1},𝒞T^p.$$

Equation (15), therefore, gives

$$S=S_0\frac{p+2}{2p}\mathrm{ln}S_0+(const).$$
(16)
For a Schwarzschild black hole, the specific heat is negative and, hence, the above formalism is inapplicable . However, a Schwarzschild black hole of sufficiently large mass in a $`d`$-dimensional anti de Sitter spacetime (AdSd) has positive specific heat. Consider an AdSp+2 Schwarzschild black hole of mass $`M`$. For sufficiently large $`M`$, one has

$$S_0r_+^p,E=Mr_+^{p+1},Tr_+,$$

where $`r_+`$ is the horizon. It then follows that $`𝒞r_+^p`$. Equation (15), therefore, gives

$$S=S_0\frac{p+2}{2p}\mathrm{ln}S_0+(const).$$
(17)
See ) for details. For AdS3, see also . From equations (16) and (17), we see that logarithmic corrections to the entropy of a gas of massless particles in $`p`$-dimensional space, and to that of an AdSp+2 Schwarzschild black hole, both have a coefficient $`\frac{p+2}{2p}`$ which is precisely the same as that obtained in the open $`p`$-brane case with zero-modes included.

5. To summarise, we have obtained the asymptotic density of open $`p`$-brane states with zero-modes included. The corresponding open $`p`$-brane entropy has a logarithmic correction, with a coefficient $`\frac{p+2}{2p}`$. Such logarithmic corrections, with precisely the same coefficient, also appear for a $`p`$-dimensional gas and for an AdSp+2 Schwarzschild black hole where the corrections arise due to statistical fluctuations.

The relation of a $`p`$-dimensional gas to AdSp+2 Schwarzschild black hole, for $`p=1,2,3`$, and $`5`$, can be understood in the context of AdS/CFT duality  as that of a boundary conformal field theory at high temperature . In light of the present results, one may explore the relations between quantum/semi classical $`p`$-branes, $`p`$-dimensional gas, and AdSp+2 spacetime in more detail. In particular, it will be interesting to know if the values of $`p`$ are restricted for quantum/semi classical $`p`$-branes, or if a duality exists between $`p`$-dimensional gas and AdSp+2 spacetime for any value of $`p`$.

As mentioned earlier, the coefficient $`X=\frac{3}{2}`$, corresponding to $`p=1`$, also appears for the entropy of a $`(3+1)`$ dimensional black hole calculated using the spin network formalism . In this formalism, one considers punctures, each carrying a spin $`𝐉_{puncture}`$, and counts the number of spin singlet states, namely those states with $`𝐉(total)=0`$. The leading term (and a part of the logarithmic correction) in the entropy corresponds to the number of states with $`J_z(total)=0`$. However, such states include states with $`𝐉(total)0`$ also. A correct counting, that counts states with $`𝐉(total)=0`$ only, then leads to the coefficient $`\frac{3}{2}`$ for the logarithmic correction to the entropy . It will be interesting to find if a similar interpretation exists for the logarithmic correction coefficient $`X=\frac{p+2}{2p}`$ for other values of $`p`$ also.

Acknowledgement: We thank C. Castro for suggesting this problem, pointing out the review article in , and for discussions; R. Kaul for discussions regarding reference ; and K. Kirsten for correspondence.