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# Herd Behaviors in the Stock and Foreign Exchange Markets

## I Introduction

There have been considerable interests$`[13]`$ in the microscopic models for the financial markets. The major models which are based on the self-organized phenomena are the herding multiagent model$`[4,5]`$ and the related percolation models$`[6,7]`$, the democracy and dictatorship model$`[8]`$, self-organized dynamical model$`[9]`$, the cut and paste model, the fragmentation and coagulation model$`[10]`$. It has been well-known that one of very important microscopic models is the herding model$`[11,12]`$, in which some degrees of coordination among a group of agents share the same information or the same rumor and make a common decision in order to create and produce the returns. Recently, a theoretical model$`[5]`$ for the herding behavior has been suggested. In this model the probability distribution of returns shows a power-law behavior for varying values smaller than a critical herding parameter value, while an relative increase in the probability of large returns is observed in the region of financial crashes for the herding parameter larger than the critical value. In particular, the distribution of normalized returns has the form of the fat-tailed distributions$`[13]`$ and a crossover toward the Gaussian distribution can be shown in financial markets.

On the other hand, the theoretical models and numerical analyses for the volume of bond futures transacted at Korean futures exchange market were presented in the previous work$`[14]`$. In that work we mainly considered the number of transactions for two different delivery dates and found the decay functions for survival probabilities$`[15,16]`$ in our analyses of bond futures. We also studied the tick dynamical behavior of the bond futures price using the range over standard deviation or the R/S analysis in Korean futures exchange market$`[17]`$. The recent work$`[18]`$ on Norwegian and US stock markets has shown that there exists the notable persistence caused by long-memory in the time series. The numerical analyses based on multifractal Hurst exponent and the height-height correlation function have also been used mainly for the long-run memory effects. It was particularly shown that the form of the probability distribution of the normalized return leads to the Lorentz distribution rather than the Gaussian distribution$`[17]`$.

The purpose of this paper is to study the dynamical herding behavior for the won-dollar exchange rate and the KOSPI(Korean stock price index) in Korean financial markets. In section $`2`$ the financial crashes and the distribution of normalized returns for the tick data of two different delivery dates are analyzed numerically. The results and conclusions are given in the final section.

## II Financial Crashes and Simulations

In our analyses, we introduce the won-dollar exchange rate and the KOSPI in Korean financial markets. In this paper, we only consider two delivery dates: The tick data for the won-dollar exchange rate were taken from April $`1981`$ to December $`2002`$, while we used the tick data of the KOSPI transacted for $`23`$ years from April $`1981`$. We show the time series of the won-dollar exchange rate $`P(t)`$ in Fig.$`1`$, and the price return $`R_\tau (t)`$ is defined as

$$R_\tau (t)=\mathrm{ln}\frac{P(t+\tau )}{P(t)},$$
(1)
where $`\tau `$ denotes the time interval. Our average time $`\tau `$ between ticks is about one day in two types of our tick data, as shown in Fig.$`1`$ and $`2`$.

From now on, in order to describe the averaged distribution of cluster, we let consider three return states composed by $`N`$ agents, i.e., the continuous tick data of the won-dollar exchange rate and the KOSPI. From the states of agent $`l`$ composed of the three states $`\psi _l=\{1,0,1\}`$, the state of clusters is given by

$$s(t)=\underset{l=1}{\overset{N}{}}\psi _l,$$
(2)
where $`\psi _l=0`$ is the waiting state that occurs no transactions or gets no return and $`\psi _l=1`$ ($`\psi _l=1`$) is the selling (buying) states, i.e., the active states of the transaction. Assuming that it belongs to the same cluster between a group of agents sharing the same information and making a common decision, the active states of transaction can be represented by vertices in a network having links of time series.

Since the distribution of returns is directly related to the distribution of clusters, the averaged distribution of cluster $`P(s)`$ scales as a power law

$$P(s)|s|^\alpha $$
(3)
with the scaling exponent $`\alpha `$. Fig.$`3`$ in our model present the log-log plot of the averaged distribution of cluster against the sizes $`|s|`$ of the transacted states from tick data of the KOSPI and the scaling exponents are found to take $`\alpha =7.68`$(the won-dollar exchange rate) and $`5.72`$(the KOSPI), remarkably different from theoretical and numerical results $`[4,5]`$. To find the distribution of the price return $`R`$ for different herding probabilities, the herding parameter of the network of agents can be estimated from $`P(\psi _l=+1,1)=`$$`a=a_++a_{}`$, where $`P(\psi _l=+1)=`$$`a_+`$ and $`P(\psi _l=1)=`$$`a_{}`$ are, respectively, the probability of the selling and buying herd. By introducing $`h\frac{1a}{a}`$ as the the herding parameter that stands for a measure of the herd behaviors, the active herding behavior is observed for $`h>0(a<1)`$, while no herding behavior takes place for $`h=0(a=1)`$ When we perform the simulation of $`P(R)`$, the herding parameter is incorporated into the price return, whose elements are the random numbers generated from the real data in Fig.$`2`$.

The probability distribution of returns $`P(R)`$ for three herding parameters satisfies the power law

$$P(R)R^\beta $$
(4)
with the exponents $`\beta =2.2`$(the won-dollar exchange rate) and $`2.4`$(the KOSPI), as shown in Fig.$`4`$. Here we would suggest that $`h^{}=2.33`$$`(a=0.3)`$ is the so-called critical herding parameter from our data. It is obtained that the financial crashes occur at $`a<0.3`$($`h>2.33`$). Thus the probability of extremely high returns appears to increase in the crash regime, since the states of the transaction exists to decrease for $`h>h^{}`$. Next we calculate the distribution of normalized returns. Since the statistical quantity $`<R>`$ is the value of returns averaged over the time series of $`R`$ and the volatility $`\sigma `$ is defined as $`\sigma =(<R^2><R>^2)^{1/2}`$, the normalized return $`R(t)`$ can be represented in terms of

$$R(t)=(R<R>)/\sigma .$$
(5)
As the time step takes the larger value, the probability distribution of normalized returns is expected to approach to a Gaussian form, viz.

$$P(R(t))=B\mathrm{exp}[bR^2(t)].$$
(6)
In Fig.$`5`$, we show the semi-log plot of the probability distribution of the normalized returns for the herding parameter $`a=0.1`$($`h=9`$), where the time steps are taken as $`\mathrm{\Delta }t=1`$, $`5`$, $`22`$, and $`252`$ for the won-dollar exchange rate. In this case the form of the fat-tailed distribution appears for the time intervals $`\mathrm{\Delta }t=1`$, $`5`$ and $`22`$, and the probability distribution of normalized returns really reduces to a Gaussian form for the time interval larger than $`\mathrm{\Delta }t=252`$. Hence our results from a Gaussian form are as follows: $`B=2.0`$, $`b=0.06`$ for the won-dollar exchange rate, and $`B=1.7`$, $`b=0.04`$ for the KOSPI.

## III Conclusions

In conclusion, we have investigated the dynamical herding behavior for the won-dollar exchange rate and the KOSPI in Korean financial market. Specially, the distribution of the price return scales as a power law $`R^\beta `$ with the exponents $`\beta =2.2`$(the won-dollar exchange rate) and $`2.4`$(the KOSPI). It is in practice obtained that our scaling exponents $`\beta `$ are somewhat larger than the numerical $`1.5`$ $`[5]`$. It would be noted that the returns in the probability existing financial crashes are extremely high, which the active herding behavior occurs with the increasing probability as the herding parameter takes larger value in real financial Markets. We would suggest that the critical value of herding parameter$`[19]`$ is $`h^{}=2.33`$($`a=0.3`$). It is found that the distribution of normalized returns reduces to a Gaussian form, and there arises a crossover toward a Gaussian probability function for the distribution of normalized returns.

In future, our analyses plan to investigate in detail the herd behavior for the yen-dollar exchange rate, and we hope that the dynamical herd behaviors apply extensively to the other tick data in foreign financial market.

###### Acknowledgements.

This work was supported by Grant No.R01-2000-000-00061-0 from the Basic Research Program of the Korea Science and Engineering Foundation. Y. K. acknowledges the support by the Basic Research Program of the Korea Science and Engineering Foundation (Grant No. R01-2001-000-00025-0).


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# S-Link to Gigabit Ethernet Adapter New Frame Segmentation for LHCb Data Acquisition System

## I INTRODUCTION

The Large Hadron Collider beauty experiment for precise measurements of CP violation SLG1  and rare decays (LHCb) SLG2  requires High Speed Interconnect (HSI) Systems in order to transport the large amount of data generated by the detectors connected to the Front-end Motherboards (FEMB) to the storage devices connected to the Read-out Motherboards (ROMB).

In the opposite direction, only a small volume of data generally has to be transferred between those parts for the control and management of the whole system.

The LHCb experiment adopted Gigabit Ethernet (GbE) SLG3  as the link technology from the output of the FEMB electronics boards to the input of the ROMB Sub-Farm Controllers (SFCs), and S-Link SLG4 , as a standard interface between the FEMB and the Data Acquisition (DAQ) system SLG2 .

The Architecture of the LHCb Data Acquisition, based both on full S-link transmission and on the S-Link to Gigabit Ethernet Adapter (SGbEA) System, is depicted in Figure 1. Since the Readout Network already supports the GbE, one S-Link card for the FEMB, based on GbE, was designed and built within the scope of the collaboration with the Atlas LHC experiment SLG5 .

Next, in section I, the technical specification of the LHCb Data Acquisition System is discussed, while section III describes the new frame segmentation mechanism of the SGbEA. Simulation results for SGbEA throughput, using two different operation modes and data packet lengths, are presented in section IV. The Section V deals with the physical implementation of the New Frame Segmentation and Section VI summarizes the main conclusions.

## II SYSTEM ARCHITECTURE

The S-LINK specification defines a simple FIFO-like user interface at both ends of the transmission link which remains independent of the technology used to implement the physical link and which provides the transfer of event data and control words, error detection, optional flow control and test facilities SLG6 . The S-link specification also describes the interfaces between the FEMB and the Link Source Card (LSC) and between the Link Destination Card (LDC) and the ROMB, in either simplex or duplex version.

In the simplex version, since there is no communication path from the LDC to the LSC, the transmission is unidirectional, while, in the duplex version, the return channel between the LDC and the LSC allows the transmission of flow control commands from the ROMB to the FEMB. In both versions a single, high-density, 64-pin connector is used to connect the FEMB to the LSC and the LDC to the ROMB, allowing, per clock cycle, the transport of a 32 bit word at the frequency of 40 MHz, which corresponds to a throughput of 1.28 Gbit/s.

There is more than one solution for the implementation of the Front-End Multiplexers (FEMs) and the Readout Units (RUs). This is because, in the LHCb experiment, the main difference between these modules results from the fact that the RUs have to interface to the Readout Network, and hence must respect the GbE flow control protocol, which is not true for the links between FEMs and RUs SLG2 .

The SGbEA is a possible solution to interconnect FEMs and RUs, as is shown in Figure 1. This module has to implement the Ethernet functionalities of the Physical and Media Access Control (MAC) Layers, and the S-link specifications. The protocol conversion between S-link and GbE can be implemented within a FPGA, together with memories (FIFO, RAM and Registers), as can be seen in Figure 2.

The SGbEA has to generate the Start Of Packet (SOP) and the End Of Packet (EOP) signals for the MAC device and to stop and restart the transmission when receiving watermark flags from the MAC or S-link FIFOs. Optionally, it can process the fragmentation of the S-link Packets on Ethernet frames, as is explained in the next section.

## III NEW FRAME SEGMENTATION

Since within the communication links, between LHCb FEMs and RUs, the data can be transported with two different formats, the SGbEA has to support two operational modes: Short Packet Mode (SPM) and Long Packet Mode (LPM).

In SPM, the length of the packets generated by the FEMB is variable, but always smaller than the maximum length of the Ethernet MAC frames. On the other hand, since the header of the LHCb data format already includes the header of the MAC Frames, no protocol conversion is necessary and the S-link packet is forwarded directly from the S-link FIFO to the MAC FIFO.

In LPM, the FEMB can generate data packets ranging in length from 52 Bytes to 32 Kbytes.

In this operational mode the length of the S-link packet can be higher than the maximum length of the Ethernet MAC frames. For this reason, the header of each S-link packet, which contains a field with its length, has to be memorized in the SGbEA RAM, before calculating the number of fragments into which it must be split in order to be transmitted.

In this mode, the SGbEA inserts, within each fragment header, the Type/length of the frame on the Ethernet header field, together with the number of fragments and the current fragment number of the S-link packet.

Optionally, in both operational modes, the Ethernet Sources and Destination Address can be generated by the FEMB (on a packet-by-packet basis), or can be previously inserted in the SGbEA Registers, by the control system and then transferred to each packet fragment header.

## IV SIMULATION RESULTS

A VHSIC Hardware Description Language (VHDL) model of the SGbEA module was developed for simulation purposes on the VisualHDL platform on a Computer-aided Engineering (CAE) system, together with an S-link packet generator.

Packets with different lengths and data formats were generated by this model at the S-link interface in either Long or Short Packet Mode, in order to be processed by the SGbEA and transmitted over the Gigabit Ethernet.

In both cases the S-link overhead, introduced by the control words used for signaling the beginning and the end of the LHCb data packets, was reduced to a minimum: one word for the start and another one for the end of packet. In another interface, at the Ethernet side, in addition to the MAC overhead, a minimum inter frame gap of 12 bytes was also guaranteed.

### IV.1 Short Packet Mode

Since in SPM there is no frame segmentation, the inclusion of a MAC frame header at the beginning of the packet is the only constraint imposed on the data format.

Figures 3 and 4 report some results for the SGbEA simulation in SPM. The maximum throughput for different packet lengths is present in Figure 3, while Figure 4 shows the relationship between the effective throughput reached with those packets, and Gigabit Ethernet capacity.

As the figures show, due to the overhead of the Ethernet frames, when short packets with a size to the order of tens of bytes are transferred, the throughput is clearly lower than the transmission capacity, both in the S-link and in the GbE interfaces. On the other hand, for longer packets with over a hundred bytes, the transfer rate begins to be limited by the effective GbE capacity.

It is interesting to note that, for 64 byte packets, the reference value for packet length on several interfaces of the LHCb data acquisition system, the throughput is near 1.4 M Packet/s, allowing the use of SGBE on these interfaces with a trigger rate of about 1.1 MHz.

### IV.2 Long Packet Mode

Figures 5 and 6 present simulation results for Frame Segmentation in LPM. The maximum throughput of the system is shown in Figure 5, while Figure 6 shows the relationship between the effective throughput achieved on the transmission of those packets and Gigabit Ethernet capacity.

In this mode, the LHCb data packets presented on the S-link interface are of variable length, as in SPM, but now the packet header has 52 bytes, including the header of the MAC frame.

As was expected, Figure 5 shows that the throughput achieved for packets of a length of less than 64 bytes is lower than that achieved in SPM, but is still higher than 1,2 M Packet/s, which means that the LPM can also be used with these packet lengths on the interfaces with a trigger rate of about 1,1 MHz.

For longer packets, the decrease of the throughput is proportional to the increase of packet length, as the overhead introduced by the fragmentation process becomes negligible. As is depicted in Figure 6, the effective occupancy of the Ethernet payload increases with the length of the packet for short length packets - as was observed in the SPM simulations - and remains constant with longer packets.

## V PHYSICAL IMPLEMENTATION

The Frame Segmentation mechanism for LHCb Data Acquisition System described previously has been implemented within a FPGA on the S-Link to Gigabit Ethernet Adapter board itself, developed at the Argonne National Laboratory for Atlas LHC Experience. This prototyping board was implemented on a small daughter board over a PCI 111PCI, Peripheral Component Interface. Mezzanine Card (PMC), according to the IEEE Common Mezzanine Card standard SLG7 .

A new version of the SGbEA has been specified for implementation in the near future. Since this new board will already be connected to the FEMB, the new Frame Segmentation can be fully tested, at the maximum S-link throughput, without the present constrains of the PCI Bus.

The single port MAC Controller SLG8  could be replaced by a dual port SLG9  that supports the Gigabit Media Independent Interface (GMII) and the Ten-Bit Interfaces (TBI), allowing the Ethernet transmission over copper and/or fiber media. The Physical Layer module could also be implemented with a single dual port transceiver, either for copper or fiber media SLG10 . While one serial port is used in the copper interface, by connecting this port to a magnetic device SLG11 , the other is used in the fiber interface, by connecting this port to the optical module.

## VI CONCLUSIONS

A new Frame Segmentation mechanism, with flow control capabilities, has been implemented over the S-Link to Gigabit Ethernet Adapter for the LHCb Data Acquisition System.

This mechanism is not only able to halt the transmission, in case of overflow, but can also optionally insert the Ethernet Source and Destination Addresses in the MAC frames.

As the simulation results show, this technique permits the transmission of the Short and/or Long Packets onto High Speed Interconnect Systems, which will be used in LHC experiments at CERN.


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# Duality, Quantum Mechanics and (Almost) Complex Manifolds

## 1 Introduction

### 1.1 Notations

Throughout this article, $`𝒞`$ will denote a real $`2n`$–dimensional symplectic manifold (classical phase space), endowed with a symplectic form $`\omega `$ and local Darboux coordinates $`q^l`$, $`p_l`$, $`l=1,\mathrm{},n`$. A complex structure on $`𝒞`$, compatible with the symplectic structure, will be denoted by $`𝒥`$, and an almost complex structure by $`J`$. Upon quantisation there will be a complex, separable Hilbert space $``$ of quantum states. The notations $``$ and $``$ respectively stand for a foliation of $`𝒞`$ and its leaves. Holomorphic line bundles over $`𝒞`$, denoted $`N(𝒞)`$, are classified by the Picard group of $`𝒞`$, denoted $`\mathrm{Pic}(𝒞)`$. The moduli space of complex structures on $`𝒞`$ that are compatible with $`\omega `$ will be $`(𝒞)`$. The group of symplectic diffeomorphisms of $`𝒞`$ with respect to $`\omega `$ (canonical transformations) will be denoted $`\mathrm{Sp}(𝒞,\omega )`$, and the group of biholomorphic diffeomorphisms of $`𝒞`$ with respect to $`𝒥`$ by $`\mathrm{Diff}(𝒞,𝒥)`$  .

### 1.2 Motivation

Duality plays a pivotal role in recent breakthroughs in the quantum theories of fields, strings and branes . Under duality one understands a transformation of a given theory, in a certain regime of the variables and parameters that define it, into a physically equivalent theory with different variables and parameters. Often, what appears to be a highly nontrivial quantum excitation in a given theory turns out to be a simple perturbative correction from the viewpoint of a theory dual to the original one. This suggests that what constitutes a quantum correction may be a matter of convention: the notion of classical vs. quantum is relative to which theory the measurement is made from, and that there is a relativity in the notion of a quantum . As a consequence, that quantum–mechanical coherence is also theory–dependent, or observer–depedent. What one observer calls a coherent state need not be coherent to another observer.

On the other hand, coherent states are quantum–mechanical states that enjoy semiclassical properties . One definition of coherent states uses the Heisenberg inequality $`\mathrm{\Delta }q\mathrm{\Delta }p\mathrm{}/2`$. The latter is saturated precisely by coherent states. Planck’s constant $`\mathrm{}`$ can be interpreted formally as a parameter measuring how far quantum mechanics deviates from classical mechanics .

The standard formulation of quantum mechanics does not allow for the relativity of the concept of a quantum that underlies the notion of duality. The limit $`\mathrm{}0`$ is the semiclassical regime, and the limit $`\mathrm{}\mathrm{}`$ is the strong quantum regime. Under the usual formulation of quantum mechanics, if one observer calls a certain phenomenon semiclassical, then so will it be for all other observers. If one observer calls a certain phenomenon strong quantum, then so will it be for all other observers. Following the suggestion of ref. , the purpose of this article is to expand on previous work  aimed at developing a formalism for quantum–mechanical dualities.

### 1.3 Summary of main results

Our analysis concerns three possibilities for $`𝒞`$: the case when it admits no complex structure (compatible with the symplectic structure), the case when it admits a unique complex structure (compatible with the symplectic structure), and the case of more than one complex structure (compatible with the symplectic structure). In terms of the moduli space of complex structures, these respectively correspond to the cases when $`(𝒞)`$ is empty, when it contains just one point, or more than one point.

Coherent states can always be defined locally, i.e., in the neighbourhood of any point on $`𝒞`$. This is merely a restatement, in physical terms, of Darboux’s theorem for symplectic manifolds. In the presence of a complex structure, coherence becomes a global property on $`𝒞`$. In the absence of a complex structure, however, the best we can do is to combine Darboux coordinates $`q^l`$, $`p_l`$ as $`q^l+\mathrm{i}p_l`$. Technically this only defines an almost complex structure on $`𝒞`$ . Since the combination $`q^l+\mathrm{i}p_l`$ falls short of defining a complex structure, quantities depending on $`q^l+\mathrm{i}p_l`$ on a certain coordinate chart will generally also depend on $`q^l\mathrm{i}p_l`$ when transformed to another coordinate chart. This proves that coherence remains a local property on classical phase space: observers not connected by means of a holomorphic change of coordinates need not, and in general will not, agree on what is a semiclassical effect vs. what is a strong quantum effect.

A complex structure on $`𝒞`$ is equivalent to a set of creation and annihilation operators for the quantum theory. We have shown in ref.  how $`𝒥`$ gives rise to a set of creation and annihilation operators $`A_l^{}`$ and $`A^l`$ on $``$, and conversely. However, there is one more piece of information that enters the quantum theory. One has to specify a vacuum state with respect to which the quanta created and destroyed by $`A_l^{}`$ and $`A^l`$ are measured. Like the creation and annihilation operators, this additional piece of information also has a geometric origin. It is the Picard group $`\mathrm{Pic}(𝒞)`$, which parametrises holomorphic equivalence classes of holomorphic line bundles $`N(𝒞)`$ . Every element of $`\mathrm{Pic}(𝒞)`$ corresponds to a different equivalence class. The identity corresponds to the trivial line bundle, while elements different from the identity correspond to nontrivial line bundles. In ref.  we have proved that the vacuum state $`|0`$ of the quantum theory is the fibrewise generator of such line bundles. (Using the terminology of ref. , in the present article we restrict our attention to a given local trivialisation of the quantum Hilbert–space vector bundle; we also consider the case of a nondegenerate vacuum. These assumptions simplify our analysis without losing generality).

When $`𝒞`$ admits just one complex structure, there is a unique quantum mechanics whose classical limit is $`𝒞`$. Then the notion of quantum–mechanical coherence is the same for all observers, and there is no room for an observer–dependence of the concept of a quantum. We would like to stress the fact that such is the case in all standard applications of quantum mechanics (harmonic oscillator, Coulomb potential, angular momentum). This is important, since whatever the extension is of quantum mechanics that accommodates dualities, it must respect the fact that ordinary quantum mechanics exhibits no dualities at all.

This picture changes when $`(𝒞)`$ has more than one point, i.e., when $`𝒞`$ admits two or more nonbiholomorphic complex structures . Then there is more than one way to define quantum–mechanical creation and annihilation operators. Coherent states being defined as eigenstates of the annihilation operator, there is one different coherent–state quantisation per different complex structure on $`𝒞`$. The lack of analyticity in transforming between nonbiholomorphic complex structures can be recast as the loss of quantum–mechanical coherence under the corresponding transformation. Observers using one complex structure perceive as coherent the same states that observers using a different complex structure do not perceive as such. This is precisely the notion of duality.

## 2 Coherent states on complex phase spaces

The material of this section is well known, but we summarise it here for later use. We begin by observing that M–theory dualities are often tested using BPS spectra . Such states are stable thanks to supersymmetry. In quantum mechanics, the analogues of BPS states are coherent states (which we use here under Weyl’s presentation ). They are also stable under time evolution. Thus coherent states are useful kinematical tools to analyse dualities in quantum mechanics.

Let us assume that $`𝒞`$ admits a unique complex structure $`𝒥`$. Furthermore let $`𝒥`$ be compatible with the symplectic structure $`\omega `$. This means that the real and imaginary parts of the holomorphic coordinates $`z^l`$ for $`𝒥`$ are Darboux coordinates for the symplectic form $`\omega `$:

$$z^l=q^l+\mathrm{i}p_l,l=1,\mathrm{},n.$$
(1)
The set of all $`z^l`$ so defined provides a holomorphic atlas for $`𝒞`$. Upon quantisation, the Darboux coordinates $`q^l`$ and $`p_l`$ become operators $`Q^l`$ and $`P_l`$ on $``$ satisfying the Heisenberg algebra

$$[Q^j,P_k]=\mathrm{i}\delta _k^j.$$
(2)
Define creation and annihilation operators

$$A_l^{}=Q^l\mathrm{i}P_l,A^l=Q^l+\mathrm{i}P_l,l=1,\mathrm{},n.$$
(3)
Quantum excitations are measured with respect to a vacuum state $`|0`$. The latter is defined as that state in $``$ which satisfies

$$A^l|0=0,l=1,\mathrm{},n,$$
(4)
and coherent states $`|z^l`$ are eigenvectors of $`A^l`$, with eigenvalues given in equation (1):

$$A^l|z^l=z^l|z^l,l=1,\mathrm{},n.$$
(5)
How do the vacuum state $`|0`$ and the coherent states $`|z^l`$ transform under a canonical coordinate transformation on $`𝒞`$? Call the new Darboux coordinates $`q^l`$, $`p_l^{}`$. Upon quantisation the corresponding operators $`Q^l`$, $`P_l^{}`$ continue to satisfy the Heisenberg algebra (2). Then the combinations

$$z^l=q^l+\mathrm{i}p_l^{},l=1,\mathrm{},n$$
(6)
continue to provide holomorphic coordinates for $`𝒞`$, and the transformation between the $`z^l`$ and the $`z^l`$ is given by an $`n`$–variable holomorphic function $`f`$,

$$z^{}=f(z),\overline{}f=0.$$
(7)
We can write as above

$$A^l=Q^l+\mathrm{i}P_l^{},l=1,\mathrm{},n,$$
(8)
$$A^l|0=0,l=1,\mathrm{},n,$$
(9)
$$A^l|z^l=z^l|z^l,l=1,\mathrm{},n.$$
(10)
There is no physical difference between equations (3), (4) and (5), on the one hand, and their holomorphic transforms (8), (9) and (10), on the other. Under the transformation (7), the vacuum state $`|0`$ is mapped into itself, and the coherent states $`|z^l`$ are mapped into the coherent states $`|z^l`$. Therefore the notion of coherence is global for all observers on $`𝒞`$, i.e., any two observers will agree on what is a coherent state vs. what is a noncoherent state. A consequence of this fact is the following. Under holomorphic diffeomorphisms of $`𝒞`$, the semiclassical regime of the quantum theory is mapped into the semiclassical regime, and the strong quantum regime is mapped into the strong quantum regime.

Conversely, one can reverse the order of arguments in this section. Start from the assumption that one can define global coherent states $`|z^l`$ and a global vacuum $`|0`$ on the symplectic manifold $`𝒞`$. Globality here does not mean that one can cover all of $`𝒞`$ with just one coordinate chart (which is impossible if $`𝒞`$ is compact). Rather it means that, under all symplectomorphisms of $`𝒞`$, the vacuum is mapped into itself, and coherent states are always mapped into coherent states. Then the coordinates $`z^l`$ defined by the eigenvalue equations (5) provide a local chart for $`𝒞`$. Collecting together the set of all such possible local charts we obtain an atlas for $`𝒞`$. This atlas is holomorphic thanks to the property of globality.

To summarise, the existence of a complex structure $`𝒥`$ is equivalent to the existence of a globally defined vacuum and globally defined coherent states.

## 3 Varying the complex structure

Up to now we have assumed that $`𝒞`$ admits a unique complex structure $`𝒥`$ which is kept fixed throughout. Next we want to study the dependence of the quantum theory on the choice made for $`𝒥`$, in those cases when $`𝒞`$ admits more than one complex structure, compatible with the symplectic structure. Let us first present some examples.

The complex 1–dimensional torus $`T^2`$ is the quotient of the complex plane $`𝐂`$, with coordinate $`z`$, by the action of the group $`𝐙\times 𝐙`$ whose generators are $`1`$ and $`\tau `$, where $`\mathrm{Im}\tau >0`$:

$$zz+1,zz+\tau .$$
(11)
The moduli space $`(T^2)`$ is the quotient of the upper half–plane by the action of $`\mathrm{SL}(2,𝐙)`$ . In geometric quantisation $`T^2`$ is quantised as follows . The Kähler form is

$$\omega =\frac{\mathrm{i}\pi }{\mathrm{Im}\tau }\mathrm{d}z\mathrm{d}\overline{z}.$$
(12)
The quantum line bundle is the theta line bundle of degree 1, i.e., the holomorphic line bundle whose global holomorphic sections are multiples of the Riemann theta function

$$\theta (z,\tau )=\underset{n𝐙}{}\mathrm{exp}\left(\mathrm{i}\pi \tau n^2+2\mathrm{i}\pi nz\right).$$
(13)
This wavefunction generates the Hilbert space $``$. We see that the quantum theory depends explicitly on the complex structure $`\tau `$.

Let us now generalise the previous conclusions following a path–integral approach. The quantum–mechanical transition amplitude from the initial state $`|q_1,t_1`$ to the final state $`|q_2,t_2`$ is given by the phase–space path–integral

$$q_2,t_2|q_1,t_1=\mathrm{D}p\mathrm{D}q\mathrm{exp}\left(\mathrm{i}_{t_1}^{t_2}dt\left(p\dot{q}H(p,q)\right)\right).$$
(14)
When $`H`$ depends quadratically on $`p`$ two simplifications occur. First, we have $`p\dot{q}H=L`$. Second, the integral over the momentum is Gaussian and can be carried out explicitly. This gives, up to normalisation,

$$q_2,t_2|q_1,t_1=\mathrm{D}q\mathrm{exp}\left(\mathrm{i}_{t_1}^{t_2}dtL(\dot{q},q)\right).$$
(15)
In a Hamiltonian approach, amplitudes are computed according to eqn. (14). Then the path integral extends to all configurations of coordinate and momentum that are compatible with a given complex structure on the torus. That is, a given complex structure must be specified first and kept fixed throughout. Complex structures are not integrated over in the Feynman path integral (14). These facts have a counterpart in the Lagrangian approach (15), where one integrates over $`q`$ only.

## 4 Quantum mechanics on complex phase spaces

We are now ready to generalise the previous conclusions to an arbitrary complex phase space $`𝒞`$. The latter carries a symplectic structure compatible with a complex structure. For an introduction to the theory of deformations of complex structures, see ref. .

### 4.1 Creation and annihilation operators: the choice of a complex structure

Upon quantisation, the local Darboux coordinates $`q^l`$ and $`p_l`$ become selfadjoint operators $`Q^l`$ and $`P_l`$ on $``$ satisfying the Heisenberg algebra. One defines the creation and annihilation operators as in eqn. (3). Then coherent states $`|z^l`$ are given as in eqn. (5). While the classical theory made use of coordinates and momenta, the quantum theory naturally combines them into the complex combinations (3). This natural pairing of $`q^l`$ and $`p_l`$ was absent in classical mechanics, where the complex combination $`z^l=q^l+\mathrm{i}p_l`$ was at most a useful artifact, devoid of any physical meaning. In the quantum theory, the choice of a set of creation and annihilation operators is equivalent to the choice of a complex structure on $`𝒞`$.

### 4.2 Nonbiholomorphic complex structures: nonequivalent quantisations

A complex structure is a global choice, modulo biholomorphic diffeomorphisms of $`𝒞`$, of a set of creation and annihilation operators for a quantum mechanics. We will see in section 5.1 that an almost complex structure is a local choice of a set of creation and annihilation operators, that cannot be extended globally over all $`𝒞`$.

Quantum mechanics may be understood as performing an infinite expansion in powers of $`\mathrm{}`$ around a certain classical mechanics. So above, globality means that any two observers on $`𝒞`$ agree, order by order in this expansion, in their respective descriptions of any given quantum phenomenon. In particular, if one observer perceives this phenomenon as semiclassical, then so will the other observer. If one observer perceives it as strong quantum, then so will the other observer. As a consequence, globality implies that any two observers will agree on the notion of coherence. On the contrary, locality means disagreement between different observers of the same given quantum phenomenon, in their respective descriptions as an expansion in powers of $`\mathrm{}`$.

We ask ourselves if it is possible to allow for an observer–dependence of the vacuum state and of the notions of a quantum and of quantum–mechanical coherence, without renouncing the power of complex analysis on $`𝒞`$. We are thus led to considering two or more nonbiholomorphic complex structures $`𝒥^{(\alpha )}`$ labelled by an index $`\alpha `$. The latter runs over a certain moduli space $`(𝒞)`$.

Since $`𝒞`$ is assumed to be a complex manifold, there is at least one point $`\alpha (𝒞)`$. The corresponding complex structure $`𝒥^{(\alpha )}`$ gives rise, in coherent–state quantisation, to a globally–defined vacuum state $`|0(\alpha )`$, plus a family of globally–defined creation and annihilation operators $`A^j(\alpha )`$, $`A_k^{}(\alpha )`$, satisfying

$$A^j(\alpha )|0(\alpha )=0,[A^j(\alpha ),A_k^{}(\alpha )]=\delta _k^j(\alpha ).$$
(16)
Coherent states $`|z^l(\alpha )`$ are eigenvectors of the annihilation operators $`A^l(\alpha )`$, with eigenvalues $`z^l(\alpha )`$ that provide holomorphic coordinates with respect to the complex structure $`𝒥^{(\alpha )}`$:

$$A^l(\alpha )|z^l(\alpha )=z^l(\alpha )|z^l(\alpha ),l=1,\mathrm{},n.$$
(17)
The corresponding quantum mechanics can be entirely expressed in terms of these coherent states. Now, if $`(𝒞)`$ consists of just one point, then eqns. (16), (17) are the end of the story, and there is no possibility for an observer–dependence of the concept of a quantum.

Next assume that there exists a second point $`\beta (𝒞)`$, $`\beta \alpha `$. Eqns. (16), (17) hold with $`\beta `$ replacing $`\alpha `$. Now the complex structures $`𝒥^{(\alpha )}`$ and $`𝒥^{(\beta )}`$ are nonbiholomorphic. There exists no biholomorphic diffeomorphism between the $`z^l(\alpha )`$ and the $`z^l(\beta )`$. We can reexpress this by saying that we have two different quantum–mechanical theories, call them QM$`(\alpha )`$ and QM$`(\beta )`$, both possessing the same classical limit $`𝒞`$. Theory QM$`(\alpha )`$ has the vacuum $`|0(\alpha )`$, the creators $`A_l^{}(\alpha )`$ and the annihilators $`A^l(\alpha )`$. Theory QM$`(\beta )`$ has the vacuum $`|0(\beta )`$, the creators $`A_l^{}(\beta )`$ and the annihilators $`A^l(\beta )`$. Since the transformation from QM$`(\alpha )`$ to QM$`(\beta )`$ is nonholomorphic, it follows that the concept of a quantum depends on the observer. One observer on $`𝒞`$ using theory QM$`(\alpha )`$ observes this phenomenon as a certain expansion in powers of $`\mathrm{}`$, another observer using theory QM$`(\beta )`$ does the same. However, there is at least one order $`𝒪(\mathrm{}^m)`$ in their respective expansions in which the two observers differ—if they did not differ, the transformation between $`z^l(\alpha )`$ and $`z^l(\beta )`$ would be biholomorphic, contrary to assumption.

The latter statement needs some clarification. On first sight there appears to be no link between the lack of analyticity in $`z^l`$, on the one hand, and different power–series expansions in $`\mathrm{}`$, on the other. That there is in fact a link can be seen as follows. Coherent states are quantum–mechanical states with semiclassical properties. They saturate Heisenberg’s inequality $`\mathrm{\Delta }q\mathrm{\Delta }p\mathrm{}/2`$. As such they provide the first nontrivial order in any series expansion in powers of $`\mathrm{}`$; corrections to this correspond to higher–order effects that can be neglected in a semiclassical approximation. The loss of coherence in the transformation between the states $`|z^l(\alpha )`$ and $`|z^l(\beta )`$ means that already at the first nontrivial order the two theories QM$`(\alpha )`$ and QM$`(\beta )`$ disagree.

### 4.3 Dualities on complex phase spaces

A quantum–mechanical duality appears as the possibility of describing one given quantum phenomenon in terms of two or more different series expansions in powers of $`\mathrm{}`$. In this section we will put forward a proposal for accommodating duality transformations in quantum mechanics when classical phase space is a complex manifold.

The jacobian matrix of a symplectic transformation has unit determinant. Under the assumption of compatibility made in eqn. (1), we have that symplectic transformations are holomorphic. However the converse is not true, as holomorphic transformations need not have unit determinant. Compatibility between $`𝒥`$ and $`\omega `$ implies that only holomorphic transformations with unit determinant are symplectic. We can rewrite compatibility as the inclusion

$$\mathrm{Sp}(𝒞,\omega )\mathrm{Diff}(𝒞,𝒥).$$
(18)
Implicitly assumed above is the fact that analyticity refers to a fixed complex structure $`𝒥`$. It is also assumed that the symplectic property refers to a given symplectic structure $`\omega `$. However, assuming the existence of two or more nonbiholomorphic complex structures on $`𝒞`$, say $`𝒥^{(\alpha )}`$ and $`𝒥^{(\beta )}`$, both compatible with $`\omega `$, we have the inclusions

$$\mathrm{Sp}(𝒞,\omega )\mathrm{Diff}(𝒞,𝒥^{(\alpha )}),\mathrm{Sp}(𝒞,\omega )\mathrm{Diff}(𝒞,𝒥^{(\beta )}).$$
(19)
Symplectomorphisms are holomorphic with respect to all compatible complex structures, and dualities arise as follows. Assume embedding $`\mathrm{Sp}(𝒞,\omega )`$ into two different groups of biholomorphic diffeomorphisms of $`𝒞`$ as in eqn. (19). Then, as seen from the complex structure $`𝒥^{(\beta )}`$, dualities are elements of $`\mathrm{Diff}(𝒞,𝒥^{(\alpha )})`$ that do not belong to $`\mathrm{Sp}(𝒞,\omega )`$. Depending on the topology of $`𝒞`$, the above expressions may need some natural modifications. For example, when $`𝒞`$ is compact, only the constant function is everywhere holomorphic. Then biholomorphic diffeomorphisms are to be considered only on an open neighbourhood, instead of over all $`𝒞`$.

In principle, any two points in the moduli space $`(𝒞)`$ determine a duality transformation of the quantum theory. Given $`𝒞`$, an interesting question is to identify what regions of $`(𝒞)`$ are physically accessible.

## 5 Quantum mechanics on almost complex phase spaces

### 5.1 Coherent states

We now relax the conditions imposed on $`𝒞`$. In this section we will assume that $`𝒞`$ carries an almost complex structure $`J`$ compatible with the symplectic structure $`\omega `$.

Specificallly, an almost complex structure is defined as a tensor field $`J`$ of type $`(1,1)`$ such that, at every point of $`𝒞`$, $`J^2=\mathrm{𝟏}`$ . Using Darboux coordinates $`q^l`$, $`p_l`$ on $`𝒞`$ let us form the combinations

$$w^l=q^l+\mathrm{i}p_l,l=1,\mathrm{},n.$$
(20)
Compatibility between $`\omega `$ and $`J`$ means that we can take $`J`$ to be

$$J\left(\frac{}{w^l}\right)=\mathrm{i}\frac{}{w^l},J\left(\frac{}{\overline{w}^l}\right)=\mathrm{i}\frac{}{\overline{w}^l}.$$
(21)
Unless $`𝒞`$ is a complex manifold to begin with, equations (20) and (21) fall short of defining a complex structure $`𝒥`$. The set of all such $`w^l`$ does not provide a holomorphic atlas for $`𝒞`$. There exists at least one canonical coordinate transformation between Darboux coordinates, call them $`(q^l,p_l)`$ and $`(q^l,p_l^{})`$, such that the passage between $`w^l=q^l+\mathrm{i}p_l`$ and $`w^l=q^l+\mathrm{i}p_l^{}`$ is given by a nonholomorphic function $`g`$ in $`n`$ variables,

$$w^{}=g(w,\overline{w}),\overline{}g0.$$
(22)
Mathematically, nonholomorphicity implies the mixing of $`w^l`$ and $`\overline{w}^l`$. Quantum–mechanically, the loss of holomorphicity has deep physical consequences. One would write, in the initial coordinates $`w^l`$, a defining equation for the vacuum state $`|0`$

$$a^l|0=0,l=1,\mathrm{},n,$$
(23)
where $`a^l=Q^l+\mathrm{i}P_l`$ is the corresponding local annihilation operator. However, one is just as well entitled to use the new coordinates $`w^l`$ and write

$$a^l|0^{}=0,l=1,\mathrm{},n,$$
(24)
where we have primed the new vacuum, $`|0^{}`$. Are we allowed to identify the states $`|0`$ and $`|0^{}`$? We could identify them if $`w^l`$ were a holomorphic function of $`w^l`$; such was the case in section 2. However, now we are considering a nonholomorphic transformation, and we cannot remove the prime from the state $`|0^{}`$. This is readily proved. We have

$$a^{}=G(a,a^{}),$$
(25)
with $`G`$ a quantum nonholomorphic function corresponding to the classical nonholomorphic function $`g`$ of equation (22). As $`[a^j,a_k^{}]=\delta _k^j`$, ordering ambiguities will arise in the construction of $`G`$ from $`g`$, that are usually dealt with by normal ordering. Normal ordering would appear to allow us to identify the states $`|0`$ and $`|0^{}`$. However this is not the case, as there are choices of $`g`$ that are left invariant under normal ordering, such as the sum of a holomorphic function plus an antiholomorphic function, $`g(w,\overline{w})=g_1(w)+g_2(\overline{w})`$. Under such a transformation one can see that the state $`|0`$ satisfying eqn. (23) will not satisfy eqn. (24). We conclude that, in the absence of a complex structure on classical phase space, the vacuum depends on the observer. The state $`|0`$ is only defined locally on $`𝒞`$; it cannot be extended globally to all of $`𝒞`$.

Similar conclusions may be expected for the coherent states $`|w^l`$. The latter are defined only locally, as eigenvectors of the local annihilation operator, with eigenvalues given in equation (20):

$$a^l|w^l=w^l|w^l,l=1,\mathrm{},n.$$
(26)
Due to $`[a^j,a_k^{}]=\delta _k^j`$, under the nonholomorphic coordinate transformation (22), the local coherent states $`|w^l`$ are not mapped into the local coherent states satisfying

$$a^l|w^l=w^l|w^l,l=1,\mathrm{},n$$
(27)
in the primed coordinates. No such problems arose for the holomorphic operator equation $`A^{}=F(A)`$ corresponding to the holomorphic coordinate change $`z^{}=f(z)`$ of equation (7), because the commutator $`[A^j,A_k^{}]=\delta _k^j`$ played no role. Thus coherence becomes a local property on classical phase space. In particular, observers not connected by means of a holomorphic change of coordinates need not, and in general will not, agree on what is a semiclassical effect vs. what is a strong quantum effect.

As in section 2, one can reverse the order of arguments. Start from the assumption that, around every point on $`𝒞`$, one can define local coherent states $`|w^l`$ and a local vacuum $`|0`$, that however fall short of being global. This means that there exists at least one symplectomorphism of $`𝒞`$ that does not preserve the globality property. Local coordinates $`w^l`$ around any point are defined by the eigenvalue equations (26). Collecting together the set of all such possible local charts we obtain an atlas for $`𝒞`$. However, unless the local coherent states $`|w^l`$ are actually global, this atlas is nonholomorphic. This defines an almost complex structure $`J`$.

To summarise, the existence of an almost complex structure $`J`$ is equivalent to the existence of a locally–defined vacuum and locally–defined coherent states. When the latter are actually global, then $`J`$ lifts to a complex structure $`𝒥`$, whose associated almost complex structure is $`J`$ itself.

When are local coherent states also global? This question can be recast mathematically as follows: when does an almost complex structure $`J`$ lift to a complex structure $`𝒥`$? The almost complex structure $`J`$ is said integrable when the Lie bracket $`[Z,W]`$ of any two holomorphic vector fields $`Z`$, $`W`$ on $`𝒞`$ is holomorphic. A necessary and sufficient condition for $`J`$ to be integrable is the following. Define the tensor field $`N`$

$$N(Z,W)=[Z,W][JZ,JW]+J[Z,JW]+J[JZ,W].$$
(28)
Now the almost complex structure $`J`$ lifts to a complex structure $`𝒥`$ if and only if the tensor $`N`$ vanishes identically . In the particular case of real dimension 2, every almost complex structure is integrable. We can turn things around and recast the previous theorem in physical terms: when the commutator of any two (infinitesimal) canonical transformations on $`𝒞`$ maps coherent states into coherent states, then $`𝒞`$ admits a complex structure. The latter is the lift of the almost complex structure $`J`$ defined by $`q^l+\mathrm{i}p_l`$ in terms of Darboux coordinates $`q^l`$, $`p_l`$. Conversely, if a canonical transformation on $`𝒞`$ maps coherent states into noncoherent, or viceversa, then $`J`$ does not lift to a complex structure.

### 5.2 Proof of coherence

We have called coherent the states constructed in previous sections. However, we have not verified that they actually satisfy the usual requirements imposed on coherent states . What ensures that the states so constructed are actually coherent is the following argument. Any dynamical system with $`n`$ degrees of freedom that can be transformed into a freely–evolving system can be further mapped into the $`n`$–dimensional harmonic oscillator. The combined transformation is canonical. Moreover it is locally biholomorphic when $`𝒞`$ is a complex manifold. Thus locally on $`𝒞`$, the states $`|z^l`$ of section 2 coincide with the coherent states of the $`n`$–dimensional harmonic oscillator. Mathematically this fact reflects the structure of a complex manifold: locally it is always biholomorphic with (an open subset of) $`𝐂^n`$. Physically this fact reflects the decomposition into the creation and annihilation modes of perturbative quantum mechanics and field theory. In this way, the mathematical problem of patching together different local coordinate charts $`(U_\alpha ,z_\alpha ^l)`$ labelled by an index $`\alpha `$ may be recast in physical terms. It is the patching together of different local expansions into creators $`A_\alpha ^{}`$ and annihilators $`A^\alpha `$, for different values of $`\alpha `$.

In particular, we can write the resolution of unity on $``$ associated with a holomorphic atlas on $`𝒞`$ consisting of charts $`(U_\alpha ,z_\alpha ^l)`$:

$$\underset{\alpha }{}\underset{l=1}{\overset{n}{}}_𝒞d\mu _𝒞|z_\alpha ^lz_\alpha ^l|=\mathrm{𝟏},$$
(29)
where $`\mathrm{d}\mu _𝒞`$ is an appropriate measure (an $`(n,n)`$–differential) on $`𝒞`$.

Analogous arguments are also applicable to the states $`|w^l`$ of section 5.1. Every coordinate chart on $`𝒞`$ is diffeormorphic to (an open subset of) $`𝐑^{2n}`$, so the $`|w^l`$ look locally like the coherent states of the $`n`$–dimensional harmonic oscillator. However, the loss of holomorphicity of $`𝒞`$ alters equation (29) in one important way. We may write as above

$$\underset{\alpha }{}\underset{l=1}{\overset{n}{}}_𝒞d\mu _𝒞|w_\alpha ^lw_\alpha ^l|,$$
(30)
but we can no longer equate this to the identity on $``$. The latter is a complex vector space, while eqn. (30) allows one at most to expand an arbitrary, real–analytic function on $`𝒞`$, since the latter is just a real–analytic manifold. Hence we cannot equate (30) to $`\mathrm{𝟏}_{}`$. We can only equate it to the identity on the real Hilbert space of real–analytic functions on $`𝒞`$. This situation is not new; coherent states without a resolution of unity have been analysed in the literature, where they have been related to the choice of an inadmissible fiducial vector. It is tempting to equate this latter choice with the viewpoint advocated here about the vacuum state.

### 5.3 Dualities on almost complex phase spaces

Let us consider the case when $`𝒞`$ admits a certain foliation $``$ by holomorphic, symplectic leaves $``$ . For simplicity we will make a number of technical assumptions. First, the leaves $``$ have constant real dimension $`2m`$, where $`0<2m<2n`$; $`m`$ is called the rank of the foliation $``$. We will use the notation $`\stackrel{~}{}`$ to denote the $`2(nm)`$–dimensional complement of the $``$ in $`𝒞`$. We will assume maximality of the rank $`m`$, i.e., no holomorphic leaf exists with dimension greater than $`2m`$. Second, we suppose that the restrictions $`\omega _{}`$ and $`\omega _\stackrel{~}{}`$ of the symplectic form $`\omega `$ render the leaves $``$ and their complements $`\stackrel{~}{}`$ symplectic. Third we assume that, on the $``$, the complex structure is compatible with the symplectic structure as in section 2. Fourth, the complement $`\stackrel{~}{}`$ is also assumed to carry an almost complex structure compatible with $`\omega _\stackrel{~}{}`$ as in section 5.1. All these assumptions amount to a decomposition of $`\omega `$ as a sum of two terms,

$$\omega =\omega _{}+\omega _\stackrel{~}{},$$
(31)
where in local Darboux coordinates around a basepoint $`b𝒞`$ we have

$$\omega _{}=\underset{k=1}{\overset{m}{}}\mathrm{d}p_k\mathrm{d}q^k,\omega _\stackrel{~}{}=\underset{j=m+1}{\overset{n}{}}\mathrm{d}p_j\mathrm{d}q^j.$$
(32)
Furthermore the combinations $`z^k=q^k+\mathrm{i}p_k`$, $`k=1,\mathrm{},m`$, are holomorphic coordinates on $``$, while the combinations $`w^j=q^j+\mathrm{i}p_j`$, $`j=m+1,\mathrm{},n`$, are coordinates on $`\stackrel{~}{}`$. In this way a set of coordinates around $`b`$ is

$$z^1,\mathrm{},z^m,w^{m+1},\mathrm{},w^n.$$
(33)
The holomorphic leaf $``$ passing through $`b`$ may be taken to be determined by

$$w^{m+1}=0,\mathrm{},w^n=0,$$
(34)
and spanned by the remaining coordinates $`z^k`$, $`k=1,\mathrm{},m`$.

The construction of the previous sections can be applied as follows. Coherent states $`|z^k;w^j`$ can be defined locally on $`𝒞`$. They cannot be extended globally over all of $`𝒞`$, as the latter is not a complex manifold. However the foliation consists of holomorphic submanifolds. On each one of them there exist global coherent states specified by equations (33), (34), i.e.,

$$|z^k;w^{m+1}=0,\mathrm{},w^n=0.$$
(35)
Physically, this case corresponds to a fixed splitting of the $`n`$ degrees of freedom in such a way that the first $`m`$ of them give rise to global coherent states on the holomorphic leaves. On the latter there is no room for nontrivial dualities. On the contrary, the last $`nm`$ degrees of freedom are only locally holomorphic on $`𝒞`$. Holomorphicity is lost globally on $`𝒞`$, thus allowing for the possibility of nontrivial duality transformations between different holomorphic leaves.

Let us analyse the resolution of unity in terms of the states $`|z^k;w^j`$. With the notations of section 5.2, the expansion

$$\underset{\alpha }{}\underset{k=1}{\overset{m}{}}\underset{j=m+1}{\overset{n}{}}_𝒞d\mu _𝒞|z_\alpha ^k;w_\alpha ^jw_\alpha ^j;z_\alpha ^k|$$
(36)
cannot be equated to the identity, for the same reasons as in section 5.2. However, integrating over the $`w^l`$, the expansion

$$\underset{\alpha }{}\underset{k=1}{\overset{m}{}}_{}d\mu _{}|z_\alpha ^kz_\alpha ^k|$$
(37)
can be equated to the identity. The integral extends over any one leaf of the foliation. On the contrary, integrating over the $`z^k`$ in eqn. (36) would not give a resolution of the identity.

### 5.4 Examples

As explained in section 1.3, all physical systems appearing in standard applications of quantum mechanics admit a unique complex structure compatible with the symplectic structure on their classical phase spaces. The harmonic oscillator, the Coulomb potential, and angular–momentum degrees of freedom, all fall into this category. Specifically, the $`n`$–dimensional harmonic oscillator has $`𝒞=𝐂^n`$, a particle in a Coulomb potential has $`𝒞=T^{}(S^2)\times T^{}(𝐑^+)`$, where $`T^{}(S^2)`$ and $`T^{}(𝐑^+)`$ are the cotangent bundles to the sphere $`S^2`$ and the half axis, repectively, a spherical rotor has $`𝒞=T^{}(S^2)`$, and a spin–$`1/2`$ system (inasmuch as it possesses a classical phase space) has $`𝒞=S^2`$. Therefore we cannot expect to find examples of nontrivial dualities within standard quantum mechanics. In fact this is good news, since we do not wish to modify quantum mechanics as we know it. Rather, our goal is that of complementing it, so it will accommodate dualities once we go beyond its usual applications.

Outside these well–known systems one can find examples of classical phase spaces that meet the criteria of section 5.3. It suffices to take for $`𝒞`$ the Cartesian product of a symplectic but noncomplex space $`𝒞_1`$, times a complex space $`𝒞_2`$. For the latter we can consider any of the above. An example of the former can be found in ref. , where $`𝒞_1`$ is a nontrivial $`U(1)`$–bundle over another $`U(1)`$–bundle over the torus $`T^2`$. The product of this $`𝒞_1`$ with, say, $`𝒞_2=T^{}(S^2)`$ (a spherical rotor) admits a foliation by holomorphic leaves ($`𝒞_2`$), whose complementary leaves ($`𝒞_1`$) are symplectic but nonholomorphic.

Acknowledgements

It is a pleasure to thank J. de Azcárraga, U. Bruzzo and M. Schlichenmaier for encouragement and technical discussions. This work has been partially supported by research grant BFM2002–03681 from Ministerio de Ciencia y Tecnología and EU FEDER funds.


text:
# Mean first passage time for fission potentials having structure

## Abstract

A schematic model of over-damped motion is presented which permits one to calculate the mean first passage time for nuclear fission. Its asymptotic value may exceed considerably the lifetime suggested by Kramers rate formula, which applies only to very special, favorable potentials and temperatures. The additional time obtained in the more general case is seen to allow for a considerable increment in the emission of light particles.

PACS numbers: 24.75.+i, 24.60.Dr, 24.10.Pa, 24.60.-k

Fission experiments are commonly analyzed with the help of statistical codes which are based on simple rate formulas for the processes of fission and emission of light particles. In the early 80’ies an excess of neutrons was observed over that for which the fission rate is simply estimated by the Bohr Wheeler formula $`\mathrm{\Gamma }_\text{f}\mathrm{\Gamma }_{\text{BW}}`$ (see e.g. the review articles  with references to original work). An improvement was seen in replacing $`\mathrm{\Gamma }_{\text{BW}}`$ by the $`\mathrm{\Gamma }_\text{K}`$ of Kramers  in which the fission rate formula gets reduced by friction, the more the larger the dissipation strength. Additional possibilities for enhancing the relative emission probability $`\mathrm{\Gamma }_\text{n}/\mathrm{\Gamma }_\text{f}`$ of light particles like neutrons were attributed to two effects which seem to arise in a time dependent description: (i) Starting the dynamics of fission at some time zero, it takes a finite time for the current across the barrier to reach thestationary value from which Kramers derived his formula. (ii) To this stationary current a finite time lapse $`\tau _{\text{ssc}}`$ may be associated for the motion from the saddle point down to scission. Often feature (i) is interpreted as a delay of fission during which particles may be emitted on top of the number given by $`\mathrm{\Gamma }_\text{n}/\mathrm{\Gamma }_\text{K}`$. Likewise, it is believed that also the neutrons emitted during $`\tau _{\text{ssc}}`$ are not accounted for by this $`\mathrm{\Gamma }_\text{n}/\mathrm{\Gamma }_\text{K}`$.

A review of these features and of their practical applications can be found in . It can be said that interesting consequences have been deduced in this way, both for the value of the dissipation strength as well as for its variation with temperature, see e.g. . More recently, however, the question has been raised as to whether Kramers’ original rate formula itself accounts for realistic situations in fission . For under-damped motion, modification becomes necessary whenever the inertia changes from the minimum to the barrier. Moreover, it has been argued that any temperature dependence of the pre-factor must not only be attributed to friction, but also to the inertia and in particular to the stiffnesses of the potential at its extrema. In  the interpretation of fission decay as a sequence of three subsequent steps (minimum-saddle, motion across saddle, saddle-scission) has been re-examined with the help of the concept of the ”mean first passage time” (MFPT). Restricting to over-damped motion such an analysis can be performed in analytic fashion, simply because for this case an analytic formula for the time $`\tau _{\text{mfpt}}`$ exists. It reads

$$\tau _{\text{mfpt}}(Q_\text{a}Q_{\text{ex}})=\frac{\gamma }{T}_{Q_\text{a}}^{Q_{\text{ex}}}𝑑u\mathrm{exp}\left[\frac{V(u)}{T}\right]_{\mathrm{}}^u𝑑v\mathrm{exp}\left[\frac{V(v)}{T}\right],$$
(1)
and is valid if any coordinate dependence of friction $`\gamma `$ and temperature $`T`$ are discarded, details may be found in . Here, $`Q_\text{a}`$ is meant to represent that minimum of the potential $`V(Q)`$ which is associated to the ”ground state deformation” and $`Q_{\text{ex}}`$ stands for the ”exit point”. In this sense the $`\tau _{\text{mfpt}}(Q_\text{a}Q_{\text{ex}})`$ determines the average time the system spends in the interval from $`Q_\text{a}`$ to $`Q_{\text{ex}}`$. It is calculated for a situation where the system, after starting at $`Q_\text{a}`$ sharp, does not return to this interval once it has crossed the point $`Q_{\text{ex}}`$, which is then referred to as an ”absorbing barrier”. Typical for fission, for $`Q\mathrm{}`$ the $`V(Q)`$ is assumed to rise to plus infinity, and hence acts as a ”reflecting barrier”.

As will be demonstrated again below, the $`\tau _{\text{mfpt}}(Q_\text{a}Q_{\text{ex}})`$ tends to a constant as soon as the exit point is sufficiently far to the right of the potential barrier. This constant, which henceforth shall simply be called $`\tau _{\text{mfpt}}`$, becomes identical to the inverse of Kramers’ rate $`\tau _{\text{mfpt}}=\tau _\text{K}\mathrm{}/\mathrm{\Gamma }_\text{K}`$, whenever the usual conditions are fulfilled which underly Kramers’ derivation. Recalling that we are dealing with over-damped motion, this $`\tau _\text{K}`$ is given by

$$\tau _\text{K}=\frac{2\pi \gamma }{\sqrt{C_\text{a}|C_\text{b}|}}\mathrm{exp}(E_\text{b}/T),$$
(2)
where $`C_\text{a}`$ and $`C_\text{b}`$ are the stiffnesses at the potential minimum and barrier, respectively. In  this fact is proven by applying the saddle point approximation to formula (1). For this it is important to have exactly two saddle points, those corresponding to one minimum and one barrier. Notice that the saddle point approximation requires one to replace the barrier by an inverted oscillator, which indeed was also assumed to hold true by Kramers in his famous work.

As a typical case we show in Fig.1 the results of calculations of $`\tau _{\text{mfpt}}(Q_\text{a}Q_{\text{ex}})/\tau _\text{K}`$ for the same cubic potential as used in . It may be specified by its first derivative to be given by the form

$$V^{}(Q)\left(QQ_\text{a}\right)\left(QQ_\text{b}\right),$$
(3)
with the barrier height $`E_\text{b}=V(Q_\text{b})V(Q_\text{a})`$ to be $`8`$ MeV with the extrema to lie at $`Q_\text{a}0.2`$ and $`Q_\text{b}0.8`$. It is observed that the asymptotic ratio $`\tau _{\text{mfpt}}/\tau _\text{K}`$ becomes close to unity, indeed, if only the parameter temperature over barrier height becomes small enough. However, even for this case of exactly two well pronounced extrema, deviations from unity are clearly visible at larger temperatures.

This situation becomes more dramatic as soon as the potential shows additional structure. This will now be demonstrated using a schematic potential of fifth order in $`Q`$. Again, $`V(Q)`$ will be fixed by its first derivative,

$$V^{}(Q)\left(QQ_\text{a}\right)\left(QQ_\text{b}\right)\left(QQ_\text{c}\right)\left(QQ_\text{d}\right),$$
(4)
with $`E_\text{b}`$, $`Q_\text{a}`$ and $`Q_\text{b}`$ unchanged. The remaining two parameters $`Q_\text{c}`$ and $`Q_\text{d}`$ may be used to specify structure of the potential beyond the barrier. In Figs.2 they have been chosen to be identical to one another, $`Q_\text{c}=Q_\text{d}=Q_\text{s}`$, with their values fixed such that the height $`V_\text{s}`$ of the then existing shoulder takes on the values specified in the figure captions.

In all cases the calculation of $`\tau _{\text{mfpt}}(Q_\text{a}Q_{\text{ex}})`$ was performed up to regions of the exit point $`Q_{\text{ex}}`$ where the stationary value is reached. It is seen that this asymptotic regime is not very far away from the one where the potential is assumed to have additional structure. This is so even for the example shown in the lower right corner of Fig.2. There a potential is taken with a shoulder in a region which lies $`20`$ MeV below the first minimum, or $`2.5E_\text{b}`$ in terms of the barrier height. For heavy nuclei this may thus be said to correspond to the scission region after which the fragments separate. The ratio $`\tau _{\text{mfpt}}(Q_\text{a}Q_{\text{ex}})/\tau _\text{K}`$ shown in the figures is calculated for the $`\tau _\text{K}`$ of (2). Evidently friction drops out but the stiffnesses $`C_\text{a}`$ and $`C_\text{b}`$ from (2) remain. They are taken to be those of the individual potentials for which the $`\tau _{\text{mfpt}}`$ is computed. These results exhibit clearly the mistake one makes if only Kramers’ rate formula is used to estimate the time the system stays together. Rather, the considerable overshoot of $`\tau _{\text{mfpt}}`$ over $`\tau _\text{K}`$ indicates that much more time is available for light particles to be emitted before scission. Suppose we look at neutrons. Whenever, their average width $`\mathrm{\Gamma }_\text{n}`$ may be used to calculate their multiplicity per fission event from $`\mathrm{\Gamma }_\text{n}/\mathrm{\Gamma }_\text{f}`$ the enhancement of this number over that given by $`\mathrm{\Gamma }_\text{n}/\mathrm{\Gamma }_\text{K}`$ is determined by the ratio $`\tau _{\text{mfpt}}/\tau _\text{K}`$, viz

$$\frac{\mathrm{\Gamma }_\text{n}}{\mathrm{\Gamma }_\text{f}}=\frac{\mathrm{\Gamma }_\text{n}}{\mathrm{\Gamma }_\text{K}}\frac{\tau _{\text{mfpt}}}{\tau _\text{K}}.$$
(5)
For the potentials chosen here this enhancement may become quite large.

To get some feeling for absolute values of this extra available time we estimated the pre-factor $`\gamma /\sqrt{C_\text{a}|C_\text{b}|}`$ of (2) following suggestions given in . We simply replaced the geometric mean $`\sqrt{C_\text{a}|C_\text{b}|}`$ by the $`C`$ which there in sect.III.B.5 appears in the relaxation time $`\tau _{\text{coll}}`$ for over-damped collective motion. Rather than use the formulas given in that section we simply take the results shown in Fig.4 (by the dashed line). Between temperatures of one and four MeV this $`\tau _{\text{coll}}`$ shows an almost linear dependence in $`T`$ such that one may write

$$\frac{\gamma }{\sqrt{C_\text{a}|C_\text{b}|}}=\overline{\tau _{\text{coll}}}\frac{3}{4}+\frac{5}{4}T\left(\frac{\mathrm{}}{\text{MeV}}\right).$$
(6)
Putting this estimate into the formula given in (2) for $`\tau _\text{K}(T)`$ one obtains the curve shown in Fig.3. The strong temperature dependence reflects the exponential function $`\mathrm{exp}(E_\text{b}/T)`$. As the estimate (6) seizes to be valid above $`T4`$ MeV the curve should not be taken too seriously above $`T/E_\text{b}0.5`$. For such a $`T`$ the $`\tau _\text{K}`$ is about $`200\mathrm{}/\text{MeV}`$ large. As the $`\tau _{\text{mfpt}}/\tau _\text{K}`$ typically is about $`1.5`$ the additional time increment $`\mathrm{\Delta }\tau _\text{f}=\tau _{\text{mfpt}}\tau _\text{K}`$ takes on the sizable value of roughly $`100\mathrm{}/\text{MeV}`$, and, hence, is at least as large as a typical transient time.

Finally, in Fig.4 we look at the case of the potential having a second minimum and maximum. As was to be expected the effect is even larger than before. We would like to remark, however, that this example should be taken with some caution. Commonly, such a double humped barrier comes about because of shell effects. In the range of temperatures considered here the latter may be considered to be quite weak if not already washed out completely. After all our study is concerned with over-damped motion. According to  (see also ) nuclear collective motion may be expected to become over-damped only above temperatures of about $`T=2`$ MeV.

Our results may be summarized as follows. One of the main issues has been to corroborate features suggested before in , and to some extent already in . In essence they imply the following two issues: (i) For situations for which transport equations like those of Kramers or Smoluchowski (or the corresponding Langevin equations) may be applied to analyze fission experiments, it may be inadequate to simply use Kramers’ famous rate formula. Deviations from that may originate in various reasons, for instance in transport coefficients varying with shape, see . Here, we concentrated on properties of the potential restricting ourselves to over-damped motion and the model case of constant friction. (ii) For this model we have been able to demonstrate that there is considerable room for increasing the time the fissioning system stays together without having to rely on concepts which are meaningful only within a time dependent picture. Whereas results obtained within the latter may depend crucially on initial conditions this is not the case for the MFPT . This $`\tau _{\text{mfpt}}`$ represents the average time it takes for the system to start at the potential minimum and to make its motion all the way out to scission. It includes relaxation processes around the first minimum as well as the sliding down from saddle to scission. The way it is derived  implies a proper incorporation of averages over the statistics which are to be associated with a process underlying fluctuating forces. Whereas for Kramers’ model case the $`\tau _{\text{mfpt}}`$ is nothing else but his inverse rate, this is no longer true for larger temperatures and, in particular, not for potentials of more complicated structure. We have been able to demonstrate that the latter may lead to a considerable prolongation of the time the systems spends before it scissions, allowing in this way for emission of light particles on top of those given by $`\mathrm{\Gamma }_\text{n}/\mathrm{\Gamma }_\text{K}`$. Of course, further work will be necessary to clarify the relevance of this feature with respect to real situations. For such studies not only more realistic potentials have to be used, one should also try to generalize formula (1) to include a coordinate dependent friction coefficient. The ultimate goal should be to be able to use such a formula in a statistical code where one may account for temperatures changing during the process.

Acknowledgements: The authors wish to thank R. Hilton, F.A. Ivanyuk and C. Rummel for useful help. They also wish to acknowledge financial support from the ”Deutsche Forschungsgemeinschaft”. One of us (A.G. Magner) would like to thank the Physik Department of the TUM for the kind hospitality extended to him.


text:
# Direct estimation of functionals of density operators by local operations and classical communication

## Abstract

We present a method of determining important properties of a shared bipartite quantum state, within the “distant labs” paradigm, using *only* local operations and classical communication (LOCC). We apply this procedure to spectrum estimation of shared states, and locally implementable structural physical approximations to incompletely positive maps. This procedure can also be applied to the estimation of channel capacity and measures of entanglement.

LOCC, structural physical approximation, functionals

There are many scenarios in quantum information science where it is necessary to estimate certain properties of a quantum state $`\varrho `$, such as its spectrum, purity or degree of entanglement. Moreover, such estimations are often needed when $`\varrho `$ is a bipartite state $`\varrho _{AB}`$, shared by two distant parties, Alice and Bob, who can perform only local operations and communicate classically (LOCC). The desired properties can be then estimated either by resorting to quantum state tomography Vogel1989  or more directly, e.g. via estimating non-linear functionals of $`\varrho _{AB}`$. The second method has the natural advantage of being more efficient, since we compute directly the desired properties without estimating any superfluous parameters. In fact the direct estimation has been successfully applied to local spectrum estimation direct , entanglement detection direct ; SPA  and the evaluation of one-qubit quantum channel capacities EMOHHK2002 . However, the LOCC version of these techniques was left as an open problem. In this paper we show that the two basic techniques, namely, the estimation of non-linear functionals of quantum states and constructions of Structural Physical Approximations direct ; SPA  admit LOCC implementation. This opens the possibility of the direct estimation of entanglement and some channel capacities using only LOCC.

As a general remark, let us recall that a quantum operation $`\mathrm{\Lambda }`$ can be implemented using LOCC if it can be written as a convex sum

$$\mathrm{\Lambda }=\underset{k}{}p_kA_kB_k,$$
(1)
where $`A_k`$ acts on the subsystem at Alice’s location and $`B_k`$ on the subsystem at Bob’s location, and $`p_k`$ represent the respective probabilities.

Let us start with the estimation of non-linear functionals of $`\varrho _{AB}`$ using quantum interferometry. Consider a typical set-up for single qubit interferometry, conveniently expressed in terms of quantum gates and networks: Hadamard gate, phase-shift gate, Hadamard gate, and measurement in the computational basis $`\{|0,|1\}`$. We modify the interferometer by inserting a controlled-$`U`$ operation between the Hadamard gates, with its control on the qubit and with $`U`$ acting on a quantum state $`\rho `$ (Fig. 1). The controlled-$`U`$ models the interaction between the qubit and an auxiliary system (ancilla), initially in the state $`\rho `$, and it leads to modification of the observed interference pattern, by the factor $`\text{v}e^{i\alpha }=\text{Tr}\left[U\rho \right]`$. The factor v is the new visibility and $`\alpha `$ is the shift of the interference fringes, known as the Pancharatnam phase Pancha56 . The observed modification of the fringes gives us an estimate of the average value of unitary operator $`U`$ in state $`\rho `$ sjoqvist2000 .

Suppose now that $`\rho `$ is the quantum state of two separable subsystems, $`\rho =\varrho _A\varrho _B`$ and that we choose $`U`$ to be the swap operator $`V`$, defined such that $`V|\varphi _A|\psi _B=|\psi _A|\varphi _B`$, $`|\varphi ,|\psi `$. In this case, the modification of the interference pattern will be $`\text{v}=\text{Tr}\left[V(\varrho _A\varrho _B)\right]=\text{Tr}\left[\varrho _A\varrho _B\right]`$, or the overlap between the input states $`\varrho _A`$ and $`\varrho _B`$. If the two inputs states are equal, $`\varrho _A=\varrho _B=\varrho `$, we obtain an estimation of the purity, $`\text{Tr}\left[\varrho ^2\right]`$. The generalization of the swap operation $`V`$ to the shift operation $`V^{(k)}`$ ($`V^{(k)}|\varphi _1|\varphi _2\mathrm{}|\varphi _k=|\varphi _k|\varphi _1\mathrm{}|\varphi _{k1}`$, $`|\varphi _i`$, $`i=1,\mathrm{},k`$), and the choice of $`\rho =\varrho ^k`$ as the input state, allows us to estimate multi-copy observables, $`\text{Tr}[\varrho ^k]`$, of an unknown state $`\varrho `$ EMOHHK2002 ; direct ; SPA .

Let us now extend this method to the LOCC scenario by constructing two local networks, one for Alice and one for Bob, in such a way that the global network is similar to the network with the controlled-shift. Unfortunately, the global shift operation $`V^{(k)}`$ cannot be implemented using only LOCC, since it does not admit decomposition (1). Thus, we will implement it indirectly, using the global network shown in Fig. 2. Alice and Bob share a number of copies of the state $`\varrho _{AB}(^d)`$. They group them respectively into sets of $`k`$ elements, and run the local interferometric network on their respective halves of the state $`\rho _{AB}=\varrho _{AB}^k`$. For each run of the experiment, they record and communicate their result.

The individual interference patterns Alice and Bob record will depend only on their respective reduced density operators. Alice will observe the visibility $`\text{v}_A=\text{Tr}[\varrho _A^k]`$ and Bob will observe the visibility $`\text{v}_B=\text{Tr}[\varrho _B^k]`$. However, if they compare their individual observations, they will be able to extract information about the global density operator $`\varrho _{AB}`$, e.g. about

$$\text{Tr}[\varrho _{AB}^k]=\text{Tr}\left[\varrho _{AB}^k\left(V_A^{(k)}V_B^{(k)}\right)\right].$$
(2)
This is because Alice and Bob can estimate the probabilities $`\text{P}_{ij}`$ that in the measurement Alice’s interfering qubit is found in state $`|i_A`$ and Bob’s in state $`|j_A`$ for $`i,j=0,1`$. These probabilities can be conveniently expressed as

$$\text{P}_{ij}=\frac{1}{4}\text{Tr}\left[\varrho _{AB}^k\left(𝕀+\left(1\right)^iV_A^{\left(k\right)}\right)\left(𝕀+\left(1\right)^jV_B^{\left(k\right)}\right)\right],$$
(3)
hence the formula for the basic non-linear functional of $`\varrho _{AB}`$ reads

$$\text{Tr}[\varrho _{AB}^k]=\text{P}_{00}\text{P}_{01}\text{P}_{10}+\text{P}_{11}.$$
(4)
In fact, the expression above is the expectation value $`\sigma _z\sigma _z`$, measured on Alice’s and Bob’s qubits (the two qubits that undergo interference). Given that we are able to directly estimate $`\text{Tr}[\varrho _{AB}^k]`$ for any integer value of $`k`$, we can estimate the spectrum of $`\varrho _{AB}`$ without resorting to a full state tomography.

We next show how to implement Structural Physical Approximations within the LOCC constraint. Structural Physical Approximations (SPAs) were introduced recently as tools for determining relevant parameters of density operators (see SPA ; direct  for more details). Basically the SPA of a mathematical operation $`\mathrm{\Lambda }`$, denoted as $`\stackrel{~}{\mathrm{\Lambda }}`$, is a physical operation, a process that can be carried out in a laboratory, that emulates the character of $`\mathrm{\Lambda }`$. More precisely, suppose $`\mathrm{\Lambda }:(^d)(^d)`$ is a trace preserving map which does not represent any physical process, for example, an anti-unitary operation such as transposition. Then a convex sum

$$\stackrel{~}{\mathrm{\Lambda }}=\alpha 𝒟+(1\alpha )\mathrm{\Lambda },$$
(5)
where $`𝒟`$ is the depolarizing map which sends any density operator into the maximally mixed state, represents a physical process, i.e. a completely positive map, as long as $`\alpha `$ is sufficiently large. On top of this $`𝒟`$, with its trivial structure, does not mask the structure of $`\mathrm{\Lambda }`$. The Structural Physical Approximation to $`\mathrm{\Lambda }`$ is obtained by selecting, in the expression above, the threshold value $`\alpha =(d^2\lambda )/(d^2\lambda +1)`$, where $`\lambda `$ is the lowest eigenvalue of $`(𝕀\mathrm{\Lambda })P_+^{(d)}`$ and $`P_+^{(d)}`$ is a maximally entangled state of a $`d\times d`$ system 111The threshold value for $`\alpha `$ is obtained from the requirement of complete positivity of $`\stackrel{~}{\mathrm{\Lambda }}`$, which in this case can be reduced to $`\stackrel{~}{\mathrm{\Lambda }}P_+^{(d)}0`$.

Please note that the physical implementation of SPAs is not a trivial problem as the formula (5), which explicitly contains the physically impossible map $`\mathrm{\Lambda }`$, is of little guidance here. Let us also mention in passing that if $`\mathrm{\Lambda }`$ is not trace preserving then $`\stackrel{~}{\mathrm{\Lambda }}`$ may be implementable but only in a probabilistic sense e.g. via a post-selection.

There are many examples of mathematical operations which although important in the formulation of the physical theory do not represent a physical process. For example, mathematical criteria for entanglement involve positive but not completely positive maps Horodeckis1996  and as such they are not directly implementable in a laboratory — they tacitly assume that a precise description of a quantum state of a physical system is given and that such operations are performed on the mathematical description of the state rather than the system itself.

If $`\mathrm{\Lambda }`$ does not represent any physical process then its trivial extension to a bipartite case, $`𝕀\mathrm{\Lambda }`$, does not represent a physical process either. Still, its SPA, $`\stackrel{~}{𝕀\mathrm{\Lambda }}`$, does describe a physical operation, but can it be implemented with LOCC?

The positive answer is obtained by putting $`\stackrel{~}{𝕀\mathrm{\Lambda }}`$ into the tensor product form (1). Let us start by writing it as

$`\stackrel{~}{𝕀\mathrm{\Lambda }}`$ $`=`$ $`\alpha 𝒟𝒟+\left(1\alpha \right)𝕀\mathrm{\Lambda }`$ (6)
$`=`$ $`\left(1\alpha +\beta \right)𝕀\left({\displaystyle \frac{1\alpha }{1\alpha +\beta }}\mathrm{\Lambda }+{\displaystyle \frac{\beta }{1\alpha +\beta }}𝒟\right)`$
$`+`$ $`\left(\alpha \beta \right)\left({\displaystyle \frac{\alpha }{\alpha \beta }}𝒟+{\displaystyle \frac{\beta }{\alpha \beta }}𝕀\right)𝒟`$
$`=`$ $`\left(1\alpha +\beta \right)𝕀\stackrel{~}{\mathrm{\Lambda }}+\left(\alpha \beta \right)\stackrel{~}{\mathrm{\Theta }}𝒟,`$
where

$`\stackrel{~}{\mathrm{\Lambda }}`$ $`=`$ $`{\displaystyle \frac{1\alpha }{1\alpha +\beta }}\mathrm{\Lambda }+{\displaystyle \frac{\beta }{1\alpha +\beta }}𝒟,`$ (7)
$`\stackrel{~}{\mathrm{\Theta }}`$ $`=`$ $`{\displaystyle \frac{\alpha }{\alpha \beta }}𝒟+{\displaystyle \frac{\beta }{\alpha \beta }}(𝕀).`$ (8)
Equation (6) does not represent a convex sum of physically implementable maps for any values of $`\alpha `$ and $`\beta `$ but if we choose

$`\beta (1\alpha )\lambda d^2`$ (9)
$`\alpha \beta d^2,`$ (10)
where $`\lambda `$ is the minimum eigenvalue of $`𝕀\mathrm{\Lambda }(P_+^d)`$, then indeed $`\stackrel{~}{𝕀\mathrm{\Lambda }}`$ is a physical operation in the LOCC form. Note, however, that the map $`\stackrel{~}{\mathrm{\Theta }}`$ is not trace preserving and as such it can be implemented only with a certain probability of success. The minimal parameters $`\alpha `$ and $`\beta `$ that satisfy inequalities Eqs. (9) and(10) are

$`\alpha ={\displaystyle \frac{\lambda d^4}{\lambda d^4+1}},`$ (11)
$`\beta ={\displaystyle \frac{\lambda d^2}{\lambda d^4+1}}.`$ (12)
Hence, the SPA $`\stackrel{~}{𝕀\mathrm{\Lambda }}`$ can be implemented, by Alice and Bob, using only only LOCC.

The SPAs have been employed to test for quantum entanglement direct . Recall that a necessary and sufficient condition for a bi-partite state $`\varrho _{AB}`$ to be separable is $`𝕀\mathrm{\Lambda }(\varrho _{AB})0`$, for all positive maps $`\mathrm{\Lambda }`$ Horodeckis1996 . This condition, when considering the SPA $`\stackrel{~}{𝕀\mathrm{\Lambda }}`$ on $`\varrho _{AB}`$, is equivalent to

$$\left[\stackrel{~}{𝕀\mathrm{\Lambda }}\right]\varrho _{AB}\frac{d^2\lambda }{d^4\lambda +1},$$
(13)
where $`\lambda `$ is the minimal eigenvalue of the state $`\left[(𝕀𝕀)(𝕀\mathrm{\Lambda })\right](P_+^{d^2})`$ direct . Thus, by estimating the spectrum (or the lowest eigenvalue) of the state $`\left[\stackrel{~}{𝕀\mathrm{\Lambda }}\right]\varrho _{AB}`$, we can directly detect quantum entanglement. Moreover, we have already shown that both $`\stackrel{~}{𝕀\mathrm{\Lambda }}`$ and the spectrum estimation of $`\varrho _{AB}`$, via non-linear functionals, can be performed using only LOCC, hence a direct detection of quantum entanglement within the LOCC scenario is also possible.

Let us now comment briefly on other potential applications of the methods presented above. Let a completely positive map $`\mathrm{\Lambda }:(^d)(^d)`$ represent a quantum channel shared by Alice and Bob. An estimation of the channel capacity may involve either a channel tomography or a direct estimation. In the case of tomography Alice prepares a maximally entangled pair of particles in state $`P_+^d`$ and sends one half of the pair to Bob. They now share the state

$$\varrho _\mathrm{\Lambda }=\left[𝕀\mathrm{\Lambda }\right]P_+^d.$$
(14)
From the Jamiołkowski isomorphism Jamiolkowski1972 , this bi-partite state encodes all properties of the channel $`\mathrm{\Lambda }`$, so state tomography on $`\varrho _\mathrm{\Lambda }`$ is effectively channel tomography on $`\mathrm{\Lambda }`$. However, given a bi-partite state $`\varrho _\mathrm{\Lambda }`$, Alice and Bob can also use the LOCC techniques to directly estimate its desired properties. For example, it has been shown that a single qubit channel $`\mathrm{\Lambda }`$ has non-zero channel capacity if and only if the maximal eigenvalue of $`\varrho _\mathrm{\Lambda }`$ is strictly greater than $`\frac{1}{2}`$ (see EMOHHK2002  for details). This can be estimated directly via the spectrum estimation, which in the case of two qubits requires only $`2\times 43=5`$ measurements of the type $`\sigma _z\sigma _z`$ as opposed to the $`15`$ parameters required for the state estimation.

For Bell diagonal states (i.e. two-qubit states, whose eigenvectors are all maximally entangled), the entanglement of formation (or negativity, see below) can be inferred from its spectrum hugepaper . Thus, if Alice and Bob share a Bell entangled state, they can estimate the degree of entanglement of their state through spectrum estimation only. An important subclass of Bell diagonal states are the maximally correlated states, rank two states equivalent (up to $`U_AU_B`$ transformations) to mixtures of two pure states, $`|\psi _+=\frac{1}{\sqrt{2}}(|0|0+|1|1)`$ and $`|\psi _{}=\frac{1}{\sqrt{2}}(|0|0|1|1)`$. The one-way distillable entanglement can be calculated for such states as $`D_{}=\mathrm{log}2S(\varrho )`$, which is a function solely of the spectrum. Thus, instead of estimating the seven parameters required to describe maximally correlated states, we need only estimate five parameters.

The estimation of entanglement measures (see QIC  for review) is known only for special cases, such as the computable measure of entanglement WernerVidal , $`𝒩(\varrho _{AB})\mathrm{log}\varrho _{AB}^{T_B}=\mathrm{log}(_i|\lambda _i|)`$. This measure is valid for any shared bipartite state, with a maximally mixed reduced density operator of at least one sub-system, and it is a function of the spectrum $`\{\lambda _i\}`$ of the partially transposed matrix $`\varrho _{AB}^{T_B}𝕀T(\varrho _{AB})`$, where $`T`$ is the (incompletely positive) transposition map. Thus, we can estimate $`𝒩(\varrho _{AB})`$ using only LOCC, if we choose $`\mathrm{\Lambda }=T`$ and then estimate the spectrum of the resultant state.

Given any quantum channel $`\mathrm{\Lambda }`$, $`𝒩(\varrho _\mathrm{\Lambda })`$ is the upper bound for one-way channel capacity. We obtain, therefore, a necessary condition for non-zero one-way capacity $`Q_{}`$: if $`𝒩(\varrho _\mathrm{\Lambda })=0`$, the two-way channel capacity must *vanish* HolevoWerner  (this can be easily seen using distillation and binding entanglement channel Bechan ). Hence, the positive partial transpose (PPT) test is a strong necessary test of quantum non-zero channel capacity.

To conclude we have demonstrated that both direct spectrum estimations and the structural physical approximations can be implemented in the case of bi-partite states using only local operations and classical communication. This leads to more direct, LOCC type, detections and estimations of quantum entanglement and of some properties of quantum channels. Direct estimations of specific properties have the natural advantage over the state tomography because they avoid estimating superfluous parameters. Still, the exact comparison of the use of physical resources in tomography and direct estimations depends very much on the physical implementations of these techniques. Our objective here is to provide additional tools for quantum information processing rather than comparative studies of these tools.

A.K.E. and L.C.K. acknowledge financial support provided under the AStar Grant No. 012-104-0040. P.H. acknowledges support from the Polish Committee for Scientific Research and the European Commission. C.M.A. is supported by the Fundação para a Ciência e Tecnologia (Portugal) and D.K.L.O would like to acknowledge the support of the Cambridge-MIT Institute Quantum Information Initiative, and EU projects RESQ (IST-2001-37559) and TOPQIP (IST-2001-39215).