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# On Spin-Glass Complexity

## Abstract

We study the quenched complexity in spin-glass mean-field models satisfying the Becchi-Rouet-Stora-Tyutin supersymmetry. The outcome of such study, consistent with recent numerical results, allows, in principle, to conjecture the absence of any supersymmetric contribution to the complexity in the Sherrington-Kirkpatrick model. The same analysis can be applied to any model with a Full Replica Symmetry Breaking phase, e.g. the Ising $`p`$-spin model below the Gardner temperature. The existence of different solutions, breaking the supersymmetry, is also discussed.

Mean field spin glass models can display different kinds of frozen phase according to the choice of the interaction between their constituent elements. Such a phase can be either Full Replica Symmetry Breaking (FRSB), i.e. described by means of an order parameter that is a function of the replica-group index $`x`$: the overlap $`q(x)`$, or One step Replica Symmetry Breaking (1RSB), in which only two groups of replicas are necessary for a proper representation of the properties of the system and the overlap consequently takes only two values. The prototype of the first kind is the Sherrington-Kirkpatrick (SK) model SKPRL75 , whereas for the second kind we will mainly discuss the Ising $`p`$-spin model, displaying discontinuous overlap at the paramagnet/spin-glass transition at temperature $`T_s`$ and, moreover, a second 1RSB/FRSB transition deep in the frozen phase, at the Gardner temperature $`T_G`$ Gard .

Decreasing the temperature from the paramagnetic phase, both the SK and the $`p`$-spin models undergo a transition to a phase where a dynamic aging regime sets up. Below the transition temperature the infinite system never equilibrates: dynamical two-time quantities such as correlation and response function are not time translational invariant and do not satisfy the fluctuation-dissipation theorem. However, the nature of the aging regime is quite different in the two models. Furthermore, in the SK model such transition coincides with the static transition, taking place at temperature $`T_s`$, and, at finite temperature, the large time values of one-time intensive quantities, e.g. the energy, tend to their equilibrium value. In $`p`$-spin models, instead, the temperature at which the aging regime arises, called $`T_d`$, is above $`T_s`$ and the dynamical energy never converges to its equilibrium value, remaining above some threshold $`E_{\mathrm{th}}`$. It is largely believed that the dynamical features of these systems are connected to the presence of a high number of metastable states, the logarithm of which, divided by the size of the system, is called Configurational Entropy or Complexity.

In this letter we present a quenched FRSB computation of the complexity of the SK model based on the Becchi-Rouet-Stora-Tyutin supersymmetry (BRST-susy). While in 1RSB models the complexity saddle point is supersymmetric and finite, in the SK model our computation shows that a SUSY solution would be compatible only with a subextensive number of metastable states. It is reasonable to think that some of the differences between the dynamics of the two classes of models amount to this difference in behavior of the complexity.

We will now concentrate on the complexity of the SK model, later discussing what insight we can gain from the study of the Ising $`p`$-spin model. The SK model consists of $`N`$ Ising spins connected to each other by random variables $`J_{ik}`$ of variance $`1/N`$. The states of the system are usually identified with a proper subset of solutions of the Thouless-Anderson-Palmer (TAP) TAP  equations, the computation attempts to count these solutions. The TAP equations are mean-field equations for the single-site magnetizations $`\{m_i\}`$:

$$m_i=\mathrm{tanh}\left[\beta \left(\underset{k=1}{\overset{N}{}}J_{ik}m_km_i(1q)\right)\right]$$
(1)
Where $`q=_im_i^2/N`$. They can be obtained extremizing the following TAP free energy function $`F(\{m_i\})`$ with respect to the $`\{m_i\}`$:

$`\beta F(\{m\})=\beta {\displaystyle \underset{i<j}{}}J_{ij}m_im_j{\displaystyle \frac{N\beta ^2}{4}}\left(1q\right)^2`$ (2)
$`+{\displaystyle \underset{i}{}}\left\{{\displaystyle \frac{1+m_i}{2}}\mathrm{ln}{\displaystyle \frac{1+m_i}{2}}+{\displaystyle \frac{1m_i}{2}}\mathrm{ln}{\displaystyle \frac{1m_i}{2}}\right\}`$
Not all TAP solutions can be identified with physical states. An important condition is that they must be minima of the TAP free energy. Furthermore, in order to yield the correct magnetic susceptibility of a state in zero external field, i.e. $`\chi =\beta (1q)`$, the solutions must satisfy the Plefka criterion $`x_p1\beta ^2(1m_i^2)^2/N0`$ Ple1 .

This criterion is encountered also in the replica computation of the equilibrium free energy as the central stability condition of the saddle point with respect to fluctuation of the order parameter $`Q_{ab}`$, indeed it corresponds to the condition of positivity of the replicon eigenvalue. Equivalently it can be recovered in the context of the cavity method as the condition of positivity of the spin-glass susceptibility $`\chi _{SG}=_{ij}\chi _{ij}^2/N`$ MPV .

We would like to compute the minima of the TAP free energy functional satisfying the Plefka criterion. Unfortunately the only expression one can handle is:

$$\rho _s(f)=_1^1\underset{i=1}{\overset{N}{}}dm_i\delta \left(_iF\right)\mathrm{det}(_i_jF)\delta \left(FNf\right)$$
(3)
Strictly speaking this corresponds to count all the solutions of the TAP equations of a given free energy $`f`$ weighted with the sign of the determinant of the Hessian. Therefore the assumption that this expression corresponds to the number of physical states must be justified somehow a posteriori. Through standard manipulations we can express $`\rho _s`$ as an integral over fermionic, $`\{\psi _i,\overline{\psi }_i\}`$, and bosonic, $`\{m_i,x_i\}`$, variables of the exponential of the following action K91 ; CGPM :

$$𝒮=x_i_{m_i}F(\{m\})+\overline{\psi }_i\psi _j_i_jF(\{m\})+u(F(\{m\})Nf)$$
(4)
The variable $`u`$ is given by the $`\delta `$-function over the free energy. This action posses the BRST-susy CGPM , indeed it is invariant under the transformation $`\delta m_i=ϵ\psi _i;\delta x_i=ϵu\psi _i;\delta \overline{\psi }_i=ϵx_i;\delta \psi _i=0`$. We can perform annealed or quenched averages yielding respectively $`\mathrm{ln}\overline{\rho _s}`$ and $`\overline{\mathrm{ln}\rho _s}`$; the quenched are the physical ones, i.e. those describing the properties of a typical system. They can be computed through the replica method, considering $`n`$ copies of the system and taking the limit $`n0`$. Eventually one obtains an integral of the exponential of a ’macroscopic’ action $`𝒮_{\mathrm{macro}}`$ depending on four bosonic and four fermionic (in case replicated) variables (see e.g. K91 ). If the complexity is extensive the integral may be evaluated by steepest descent, solving saddle-point equations for the macroscopic action. Furthermore, the fermionic part always gives a subextensive contribution and can be neglected, yielding the well known expression obtained more than twenty years ago by Bray and Moore (BM) BMan ; BMque ; CGPM ; noian .

The problem of finding a solution to the saddle-point equations obtained in order to extremize the macroscopic action is highly non trivial. The annealed case, widely studied in the literature BMan ; CGPM ; noian , tells us that there are different solutions to these equations and we face the problem of selecting, if any, the correct one. In particular, there is a BRST-susy solution and a BRST-susy-breaking solution. The selection problem has been recently considered by the authors noian  and it has been shown that all solutions currently known for the annealed case present some problems. In the quenched case it has been shown BMY  that the complexity curve $`\mathrm{\Sigma }(f)`$, if it exists, vanishes at the equilibrium free energy. In noian  it has been pointed out that such point of the complexity curve is described by a BRST-susy saddle point.

The fermionic, subextensive part, usually neglected in the computation of the complexity by means of the saddle point approximation, is actually very important: taking it into account one sees that the macroscopic action too is invariant under a proper macroscopic BRST-susy transformation between its eight (eventually replicated) variables K91  and this causes the prefactor of the exponential of the BM saddle point to be zero at all orders in an expansion in $`1/N`$.

We have studied the quenched complexity satisfying the BRST-susy. In BMan  the existence of a replicated BRST-susy-breaking solution is hypothesized, with a complexity which goes to zero at the equilibrium free energy. This solution, however, has not been exhibited up to now. We will come back to this point below.

Considering a BRST-susy saddle point, considerably simplifies the computation of $`e^{𝒮_{\mathrm{macro}}}`$. Indeed, as already discussed in CGPM ; noian , one recovers the computation scheme proposed in MPRL95 ; PP . We, thus, consider the replicated expression of the variational free energy used to compute the equilibrium free energy, which depends on the $`n\times n`$ matrix $`Q_{ab}`$. In the limit $`n0`$, $`Q_{ab}`$ is parametrized by means of the Parisi Ansatz in terms of the function $`q(x)`$ defined in the interval $`[0,1]`$. We impose by hand a break point of $`q(x)`$ at $`x=m<x_{\mathrm{static}}`$ (where $`x_{\mathrm{static}}`$ is the break point of the Parisi solution) and then we extremize the free energy with respect to $`q(x)`$ obtaining the function $`F(\beta ,m)`$. The complexity $`\mathrm{\Sigma }(\beta ,f)`$ at a given free energy $`f`$ is obtained through the following equations:

$$\mathrm{\Sigma }(\beta ,f)=\beta m^2\frac{F}{m},f=\frac{(mF(\beta ,m))}{m}$$
(5)
with

$$F(\beta ,m)=\text{ext}\frac{\beta }{4}\left[12q(1)+_0^1q^2(x)𝑑x\right]f(0,0)$$
(6)
The function $`f(x,y)`$ satisfies the Parisi differential equation $`_xf=\dot{q}/2[_y^2f+x\left(_yf\right)^2]`$ with initial condition:

$$f(m^{},y)=\frac{1}{\beta m}\mathrm{ln}𝑑p_{\mathrm{\Delta }q}(z)\mathrm{cosh}^m(\beta y+\beta z)𝑑z+\frac{\mathrm{ln}2}{\beta }$$
(7)
where $`dp_{\mathrm{\Delta }q}(z)`$ is a Gaussian measure over $`z`$ with zero mean and variance $`\mathrm{\Delta }q`$ which accounts for a possible discontinuity at $`x=m`$. We have computed $`q(x)`$ as a function of $`m`$ and the resulting complexity both by numerical integration and by an exact series expansion in powers of the reduced temperature through the techniques of Techn . We find that setting $`m`$ smaller than the static break point $`x_{\mathrm{static}}`$ the function $`q(x)`$ which extremizes the free energy develops a discontinuity at $`x=m`$. In general, $`q(x)`$ is a continuous monotonous function for $`x<m`$, at some $`x_0<m`$ it develops a plateau such that $`q(x)=q(x_0)`$ for $`x_0xm`$: in particular $`q(m^{})=q(x_0)`$; it displays, then, a positive discontinuity $`\mathrm{\Delta }q`$ at $`x=m`$, while it is constant for $`x>m`$.

At some $`m=m_{\mathrm{max}}`$, corresponding to a threshold free energy $`f_{\mathrm{th}}`$, $`\mathrm{\Sigma }(\beta ,m)`$ takes its maximal value (see figure 1). We can identify $`\mathrm{\Sigma }(f_{\mathrm{th}})`$ with the total complexity.

Our most important result is that this solution must be rejected on physical ground. In figure 1 the BRST-susy quenched complexity is plotted versus $`f`$ together with the BRST annealed complexity CGPM ; noian . Convexity implies that $`\mathrm{ln}\overline{\rho _s}\overline{\mathrm{ln}\rho _s}`$. The total complexities, in the annealed and quenched case, can be identified with those of the states with higher complexity, i.e. $`\mathrm{\Sigma }_{\mathrm{tot}}=\mathrm{\Sigma }(f_{\mathrm{th}})`$ and, thus, the previous convexity condition is violated. Moreover, convexity implies that at any $`f`$ the annealed complexity must be greater then the quenched one, but $`f_{\mathrm{th}}`$ is greater in the quenched case, therefore there is a region where the annealed complexity is zero while the quenched one is finite thus violating this condition.

Most importantly, we have checked (details elsewhere CLPR3 ) that the solution does not satisfy the Plefka criterion, i.e. the replicon eigenvalue is negative as soon as $`m<x_{\mathrm{static}}`$. This means that, provided it actually describes some TAP solutions, they have no physical meaning. As discussed in noian  the violation of the Plefka criterion leads also to a mathematical inconsistency with some assumptions implicit in the solution (i.e. the condition $`B=0`$, see noian ). A direct computation shows that this result can be extended to generic mean-field models with a continuous FRSB $`q(x)`$.

Since the solution is unphysical for any $`f>f_{\mathrm{eq}}`$, we obtain that BRST-susy in the SK model implies zero complexity. In order to account for a finite complexity one has to look for another solution (see discussion at the end of the letter). In the BRST-susy case the number of states is subextensive and the states have all the same free energy per spin, equal to the equilibrium value. Furthermore all the states verify $`x_p=0`$. We notice that all these properties are in complete agreement with both old and recent numerical findings Ple2 ; BMless  , not implying any supersymmetry. In Ple2  the minima of the TAP free energy with $`x_p0`$ (i.e. those that can be physically identified with states of the system) are studied by means of some modified TAP equations Ple2  which allow to separate this set from the non-physical solutions, in BMless  the original equations are employed. In both cases turns out that all these minima satisfy $`x_p=0`$, as $`N\mathrm{}`$, in disagreement with the prediction of the BRST-susy-breaking solution BMY ; noian . We also mention that a zero complexity in the SK model was also obtained in the dynamical reformulation of Parisi solution performed in Ref. vMCJPA01 .

The Ising $`p`$-spin model Gard  is useful to understand the different behavior of the complexity in 1RSB and FRSB models. This system undergoes a first phase transition from a paramagnetic to a 1RSB phase at a temperature $`T_s`$ and a second, continuous, phase transition from the 1RSB phase to a FRSB phase at $`T_G<T_s`$. The replicon eigenvalue of the 1RSB solution is positive in the 1RSB phase but goes to zero at $`T_G`$. At $`T<T_G`$ the replicon is negative on the 1RSB solution while it is strictly zero on the FRSB solution. At temperatures $`T_G<T<T_s`$ we can compute the quenched complexity using the standard recipe of MPRL95  using a 1RSB order parameter. The result, see e.g. figure 2, is a quenched complexity which is zero at the equilibrium free energy and reaches a maximum value at some $`f_{\mathrm{max}}`$. However, as noted in RM , the replicon eigenvalue, which is positive at $`f=f_0`$, goes to zero at some $`f_G<f_{\mathrm{max}}`$ and is negative at free energies $`f>f_G`$ where the solution must be rejected, see figure 2. Thus we identify $`f_G`$ as the free energy threshold at that temperature if we stick to the SUSY solution. It turns out that $`lim_{TT_G}f_G(T)=f_0(T_G)`$. Therefore, approaching $`T_G`$ from above, the range $`[f_0,f_G]`$ where the complexity is finite shrinks to zero. Equivalently, the total complexity goes to zero at $`T_G`$: $`lim_{TT_G}\mathrm{\Sigma }(T)=lim_{TT_G}\mathrm{\Sigma }(f_G(T))=\mathrm{\Sigma }(f_{\mathrm{eq}}(T_G))=0`$. Therefore, at the transition from a 1RSB equilibrium phase to a FRSB equilibrium phase the complexity vanishes and remains zero in the whole FRSB phase.

We now discuss the possible existence of other quenched solutions, such as the one hypothesized in BMY . BRST-susy-breaking solutions certainly exist in the annealed case while they are not known in the quenched case. However, as discussed in Refs. K91 ; noian  they would need some justification in order to be used. Taking into account corrections to the saddle point it turns out that the expansion in powers of $`1/N`$ of the prefactor of the leading exponential contribution is zero at all orders. This result has been obtained by Kurchan K91  for the total complexity of the naive TAP equations exploiting the BRST-susy of the macroscopic action referred above; we have extended this result to the SK model at a generic value of $`u`$ (the variable conjugated to the free energy), i.e. at any value of the free energy. Clearly a zero or exponentially small prefactor will dramatically change the saddle point prediction. Furthermore, according to BMan  the quenched BRST-susy-breaking solution should coincide with the annealed BRST-susy-breaking solution at free energies greater than some $`f_c`$ and it has been shown noian  that this solution does not compare well with the numerical data of Ple2 ; BMless . In particular, it predicts a finite value of $`x_p`$ which is out of the error bars of the numerical prediction, which instead hints a zero value. Discrepancy are also found in the support of the complexity Ple2 . We also mention that in the Ising $`p`$-spin model at $`T_G<T<T_s`$ a BRST-susy-breaking solution similar to the annealed one of the SK model can be found Rieger . This solution, however, yields a complexity vanishing at a free energy different from the equilibrium one at a given temperature and violating Plefka’s criterion for low free energies (see CLPR3  for details). On the contrary, the BRST-susy solution of the Ising $`p`$-spin model vanishes at exactly the equilibrium 1RSB free energy (Fig. 2).

Quite recently it has been shown that the TAP solutions counted by the BM complexity, besides a strictly positive spectrum display an isolated eigenvalue going to zero for $`N\mathrm{}`$ABM . This property solves the apparent violation of the Morse theorem CGPM . In general, this result shows a substantial difference between the BRST-susy and BRST-susy-breaking solution: only the first one describes TAP solutions with a strictly positive spectrum. Therefore, together with our results, this leads to the conclusion that, while in 1RSB systems a BRST-susy complexity counts an extensive number of states with strictly positive eigenvalues, in FRSB systems the BRST-susy solution is unphysical and the BRST-susy-breaking solution proposed by BM counts an extensive number of configurations with a flat direction out, as $`N\mathrm{}`$.

Regarding the possible existence of quenched BRST-susy solutions other than the one we considered, they would violate Plefka criterion too, yielding a negative replicon eigenvalue. Indeed, a direct computation (details elsewhere CLPR3 ) shows that in FRSB models the violation of the criterion is caused by the discontinuity at $`x=m`$, while a continuous function marginally satisfies it. On the other hand, if $`q(x)`$ is continuous at $`x=m`$, it holds $`(F(m,\beta ))/m=0`$ and we will not be able to apply the recipe of Eq. 5. The discontinuity at $`x=m`$ is therefore unavoidable in order to have a non trivial complexity but, at the same time, it causes instability.

Looking at the Ising $`p`$-spin model we recall that in RM  the existence of states with free energy higher than $`f_G`$ has been hypothesized: since the 1RSB solution is unstable, the complexity of these states should be described by a FRSB solution, much as the equilibrium free energy at $`T<T_G`$. It is not known whether such a solution actually exists but it can be proved that violation of marginal stability will occur in the $`p`$-spin model as well: $`q(x)`$ should be discontinuous at $`x=m`$ but at the same time the presence of a FRSB region on the left of the discontinuity will force the replicon to be negative. The problem of the existence of a complexity of the clusters RM  in the $`p`$-spin model remains, instead, open.


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# Approximation probabilities, the law of quasistable markets, and phase transitions from the “condensed” state

## Abstract

For common people, in contrast to brokers, bankers, and those who play on rising and falling prices of stocks, the stock market law is based on the simple fact that the depositors aim for financial profit at any given concrete stage. The common depositor cannot cause any significant variations in prices. This concept suggests an analogy with the quasistable physics, i.e., thermodynamics, in the situation in which the temperature varies slowly along with the external conditions. Therefore, in the quasistable market, we can see phase transitions similar to those in the situation of the Bose-condesate in thermodynamics. We stress the positive role of information for common depositors and the possibility of changing bonds of large denomination into bonds of small denomination.

We consider a discrete set of random variables taking values $`x_1,\mathrm{},x_n`$ with probabilities $`p_1,\mathrm{},p_n`$.

Suppose that a number $`M`$ is given. This number will be called the (mean) number of tests. We set $`P_i=Mp_i`$, so that $`P_i=M`$.

The concept stated below is developed from an analysis of the quasistable market discussed with V. N. Baturin and S. G. Lebedev, and from an analysis of the market approximation theory developed by B. S. Kashin.

First, as was already noted by the author in his previos works , people distinguish the money bonds they have in circulation only by the nomial cost of bonds, but not by their number sign. In other words, although the bonds are, in principle, different (in number signs), in the market and financial problems, it is possible to assume that they are indistinguishable and hence subject to the Bose–Einstein statistics. Thus, from the very beginning, we start from a concept other than that from which the standard theory of probabilities originates.

We are concerned with a stock holder, i.e., with a common person who does not play on rising price and does not risk, but is looking for a direct financial income. We study a quasistatistical market, i.e., a market that varies slowly and is stationary on some time interval.

Example 1.

The depositor has two possibilities: 1) to deposit the money in a single $`(G_1=1)`$ pyramid (say, the “MMM” bank); 2) to deposit the money in one $`G_2>1`$ of the common banks with the same bankrate. The depositor has $`K`$ 1000-rouble bonds. Obviously, the number of possible deposit versions is equal to

$$C_{G+K+1}^K=\frac{(G+K1)!}{(G1)!K!}.$$

The total number of versions is

$$\underset{k_1+k_2=K}{}\frac{(G_1+k_11)!(G_2+k_21)!}{(G_11)!(k_1)!(G_21)!k_2!}=\underset{k_2=1}{\overset{K}{}}\frac{(G_2+k_21)!}{(G_21)!k_2!}.$$
(1)
We assign the value $`x_1`$ to the pyramid and the value $`x_2`$ to banks.

We assume that the average income is $`_{i=1}^2x_ik_i`$, which, in particular, means that $`x_2x_1`$, since the income obtained from the pyramid is much larger than that obtained in a bank. Moreover, precisely as in card games, the price of a chip can vary, since, in our situation, it is independent of the bond denomination (it can be a 1000-rouble bond or, e.g., a $100-bond). We denote the denomination of a chip by the letter $`\beta `$, i.e., the gain is equal to $`\beta _{i=1}^2x_ik_i`$. The important parameter $`\beta `$ varies slowly and independently of a common depositor.

We also have the variables $`G_1`$ and $`G_2`$ corresponding to $`x_1`$ and $`x_2`$, which can also be treated as frequency probabilities.

Hence, according to the standard theory of probabilities, to the values $`x_1`$ and $`x_2`$ there correspond the probabilities $`\frac{G_1}{G_1+G_2}`$, $`\frac{G_2}{G_1+G_2}`$ and the probabilities $`\frac{k_1}{K}`$, $`\frac{k_2}{K}`$.

If $`k_1`$, $`k_2`$, $`G_1`$, $`G_2`$ are large, then we can use the Stirling formula and rewrite (1) in terms of these two probabilities (see ).

In our example, we have $`G_1=1`$. Moreover, we can have our money not only in 1000-rouble bonds, but in any possible bonds and coins (with accuracy up to a 1 copeck coin). Hence we shall use the approximation formula for the “number” of versions, where we replace the factorials by $`\mathrm{\Gamma }`$-functions. Moreover, it is more convenient to consider $`\mathrm{ln}`$ of the number of versions (the entropy $`S`$). In this case, the entropy can be expressed via the sum or, more generally, via the Stieltjes integral.

So there are three measures corresponding to the values $`x_1`$ and $`x_2`$.

The depositor aim is to obtain the maximal income $`R=\beta _{i=1}^2x_ik_i`$. Hence if there are neither additional taxes nor some additional information, the depositor will invest all the money in the pyramid, i.e.,

$$\underset{k_1+k_2=K}{\mathrm{max}}(\beta x_ik_i)=\beta x_1k.$$

If the depositor has some additional information (the entropy $`S`$) that also takes into account the initial frequency probabilities $`G_1`$ and $`G_2`$, then, in the author’s oppinion, the following main law of the market takes place, and this is the law the depositor usually obeys in the quasistatistical stock market:

$$R=\underset{k_1+k_2=K}{\mathrm{max}}\{\beta \underset{i=1}{\overset{2}{}}x_ik_iS(k_1,k_2)\}.$$

This means that the depositor obtains an additional income from the information $`S`$.

Definition. The expression

$$S_M=\frac{1}{M}\underset{i}{}ln\mathrm{\Gamma }(P_i)$$

will be called the symbol of entropy. As $`M\mathrm{}andP_i\mathrm{}`$, it follows from the asymptotics of the $`\mathrm{\Gamma }`$-function that $`S_Mp_i\mathrm{ln}p_i`$ as $`M\mathrm{}`$, i.e., $`S_M`$ tends to the usual Shannon entropy.

In a more general form, this entropy looks as follows.

We set

$$S_M(Q,P)=\frac{1}{M}_\mathrm{\Omega }\mathrm{ln}\mathrm{\Gamma }(\frac{dQ}{dP})𝑑P.$$

If $`\frac{dQ}{dP}\mathrm{}`$ as $`M\mathrm{}`$, then we have the limit

$$\underset{M\mathrm{}}{lim}S_M(Q;P)=H(P,Q)$$

where $`H(P,Q)`$ is the relative entropy or the Kullback–Leibler information.

The quasistable market law formulated above is similar to one of the laws in thermodynamics. The latter has not been formulated clearly as a law, but it is constantly used in solving different physical problems. More precisely, the energy to which this principle leads was called by N. N. Bogoliubov an “energetically efficient state.”

Recall that energy states or energy levels in quantum mechanics are eigenvalues of some self-adjoint operator called the energy operator. For simplicity, we assume that this operator is a finite-dimensional matrix.

Any eigenvalue is characterized by two characterstics: one is an internal characteristic, i.e., its multiplicity, the other is an external characteristic. If an eigenvalue presents energy levels, then this external characteristic is equal to the number of particles at the energy level (or on the Bohr orbit of an atom). To the measure $`dP`$, there corresponds the internal characteristic i.e., the dimension of the subspace corresponding to this particular level which is divided by the dimension of the entire space. To the measure $`dQ`$, there corresponds the number of particles staying at this level. Here $`_\mathrm{\Omega }𝑑Q=M`$ is the number of all particles.

An energetically efficient state is a state in which all particles are at the lower level. If the Pauli principle stating that more than two particles cannot be at the same level is taken into account, then the particles must occupy all lower levels.

Thus a similar “efficiency” principle also takes place in the quasistable stock market, but “with a converse accuracy”. If the largest value $`x_n`$ of the random variable corresponds to the most profitable stocks, then the buyer will buy all of them. But if each bank has only one stock, then all possible largest values $`x_i`$ will be bought at a rapid pace.

Example 2.

We consider the most trivial game: $`M`$ persons play the “heads and tails” game with a bank. There are two states $`\pm 1`$: “heads” means a gain, and “tails” means a loss. Suppose that the players have the right to turn over the coin after it falls out. Then all the players who got “tails” change it for “heads” and get in the highest place in the Bernoulli sequence, although the initial probabilities are the same for each player and the probability that all the players get “heads” is very small.

We have considered the simplest examples of laws of the energetical and the finanicial efficiency.

We have seen that, in addition to the probability measures $`P`$ and $`Q`$, we must introduce one more measure $`\mu P`$ such that $`_\mathrm{\Omega }𝑑\mu =K`$.

In the previous papers , we introduced relative entropies corresponding to the Bose- and Fermi-statistics. They can be generalized to the case in which the numbers of tests are, respectively, equal to $`M`$ and $`K`$ as follows:

$$S_{M,K}^B=_\mathrm{\Omega }\frac{1}{M+K}\mathrm{ln}\frac{1}{M}\mathrm{\Gamma }(\frac{dQ}{dP}+\frac{d\mu }{dP})\frac{1}{M}\mathrm{ln}\mathrm{\Gamma }(\frac{dQ}{dP}+1)\frac{1}{K}\mathrm{\Gamma }(\frac{d\mu }{dP})$$

for the Bose-statistics (averaging over the set of stocks close in denomination) and

$$S_{M,K}^F=\frac{1}{K}\mathrm{ln}(\frac{d\mu }{dP}+1)\frac{1}{M}\mathrm{ln}\mathrm{\Gamma }(\frac{dQ}{dP}+1)\frac{1}{K+M}\mathrm{ln}\mathrm{\Gamma }(\frac{d\mu }{dP}\frac{dQ}{dP}+1)$$

for the Fermi-statistics (if the “rule of queue” takes place).

So the most trivial law of the stock market in the simplest case says that, independently of the initial probabilities $`P`$, one must invest all money in the affair that is most profitable at this particular moment. If there are $`N`$ bonds

$$\mathrm{max}(P_ix_i)=Nx_n,$$
(2)
then all $`N`$ bonds must be deposited in stocks corresponding to the value $`x_n`$ of random variables.

A similar problem is known in thermodynamics, where the minimum of free energy is considered. The free energy has the form of the expression under the symbol $`\mathrm{max}`$, where $`x_i`$ are energy levels and $`P_i`$ is the number of particles at the level $`x_i`$. This law is less transparent, but more customary. It is universally recognized by physicists and confirmed by numerous experiments.

The formulas given below are also new in thermodynamics, but we present them for the market (i.e., we consider $`\mathrm{max}`$, but not $`\mathrm{min}`$). It follows from the above that these formulas can be trivially written in the language of thermodynamics.

The solution of the equation

$$\mathrm{max}(\beta P_ix_iS_M)$$

for $`P_i`$ can be found from the implicit equation

$$\beta x_i=_0^1\frac{1z^{P_i}}{1z}𝑑z,$$

which follows from the well-known formula for the logarithmic derivative of the $`\mathrm{\Gamma }`$-function. Under the condition that $`P_i=M`$, for large $`P_i`$, this distribution coincides with the Gibbs distribution. We note that the physicists define the Gibbs distribution for integer $`P_i`$, but in the final formula, they obtain noninteger $`P_i`$.

In the case of a market, the distribution for Bose-statistics follows from the equation

$$\beta x_i=_0^1\frac{z^{G_i+P_i1}z^{P_i}}{1z}𝑑z,$$

and for the Fermi-statistics $`P_i`$, it follows from the equation

$$\beta x_i=_0^1\frac{z^{G_iP_i}z^{P_i}}{1z}𝑑z.$$

In the thermodynamical case, in these formulas, $`G_i`$ is the multiplicity of the energy level of a single particle $`x_i`$, and $`\beta =1/\mathrm{\Theta }`$, where $`\mathrm{\Theta }`$ is the inverse temperature. If $`P_i1`$ and $`G_i1`$, then the solutions of these equations in the boson case have the form

$$P_i\frac{G_i}{e^{\beta x_i}1},$$

and in the fermion case, they have the form

$$P_i\frac{G_i}{e^{\beta x_i}+1}.$$

In the thermodynamical case, the distributions are determined from the minimum of the expression

$$F=x_iP_i\mathrm{\Theta }S,$$

which is called the free energy. Here $`S`$ is the entropy. In the boson case, the entropy has the form

$$S=\mathrm{ln}\left(\frac{\mathrm{\Gamma }(G_i+P_i)}{\mathrm{\Gamma }(G_i)\mathrm{\Gamma }(P_i+1)}\right),$$

and in the fermion case, it has the form

$$S=\mathrm{ln}\left(\frac{\mathrm{\Gamma }(G_i+1)}{\mathrm{\Gamma }(G_iP_i+1)\mathrm{\Gamma }(P_i+1)}\right).$$

We shall consider the following financial model. A depositor has some money, say, $`N`$, which he can put either in the “MMM” bank or in $`G`$ equal “strong” banks. We assume that the “MMM” bank gives the income $`\beta \lambda _1`$ per unit deposit, while “strong” banks give the income $`\beta \lambda _2`$ per unit deposit, where $`\lambda _2<\lambda _1`$ and $`\beta `$ is a positive parameter describing variations in the bankrate. Further, we assume that the deposit to “strong” banks is equal to $`k`$, and the deposit to the “MMM” bank is, respectively, equal to $`Nk`$. Then the income received by the depositor is equal to

$$E(k,\beta )=\beta \lambda _1N\beta (\lambda _1\lambda _2)k.$$
(3)
Obviously, if there are no additional sources of income, it is more profitable to put all the money in the “MMM” bank. Deposits to “strong” banks can be done in many ways. We assume that this is related to some additional infromation obtained by the depositor. We also assume that any additional information gives some additional income equal to the logarithm of the information amount. Next, we consider the case in which the information amount is determined by means of the Boltzmann statistics formula, but here, in view of Example 1, we consider the case in which the information amount is determined by the Bose–Einstein statistics:

$$𝒢(k)=\frac{\mathrm{\Gamma }(k+G)}{\mathrm{\Gamma }(k+1)\mathrm{\Gamma }(G)},$$
(4)
where $`\mathrm{\Gamma }(x)`$ is the Euler gamma function. In this case, the income given by “strong” banks for the deposit $`k`$ is equal to

$$F(k,\beta )=E(k)+\mathrm{ln}(𝒢(k))=\beta \lambda _1N\beta (\lambda _1\lambda _2)k+\mathrm{ln}\left(\frac{\mathrm{\Gamma }(k+G)}{\mathrm{\Gamma }(k+1)\mathrm{\Gamma }(G)}\right).$$
(5)
Now we study the problem of how to obtain the maximal income. Obviously, for this, it is necessary to find the maximum of function (5) on the interval $`k[0,N]`$.

There exists a critical value $`\beta _c`$ of the parameter $`\beta `$. If $`\beta <\beta _c`$, then function (5) attains its maximum at $`k=N`$. This means that if all banks give low incomes, then it is most profitable to deposit to “strong” banks. The critical value is given by the formula

$$\beta _c=\frac{\mathrm{\Psi }(G+N)\mathrm{\Psi }(N+1)}{\lambda _1\lambda _2},$$
(6)
where $`\mathrm{\Psi }(x)=\mathrm{\Gamma }^{}(x)/\mathrm{\Gamma }(x)`$ is the derivative of the logarithm of the gamma function. There exists one more critical value $`\beta _0>\beta _c`$ of the parameter $`\beta `$ such that, for $`\beta >\beta _0`$, function (5) has maximum at $`k=0`$. This means that, for high incomes, it is most profitable to give all the money to the “MMM” bank. This critical value is given by the formula

$$\beta _0=\frac{\mathrm{\Psi }(G)\mathrm{\Psi }(1)}{\lambda _1\lambda _2}.$$
(7)
If the parameter $`\beta `$ lies in the interval $`[\beta _c,\beta _0]`$, then the maximum point of function (5), $`k(\beta )`$, is determined by the equation

$$\mathrm{\Psi }(G+k(\beta ))\mathrm{\Psi }(k(\beta )+1)=\beta (\lambda _1\lambda _2).$$
(8)
By the properties of the function $`\mathrm{\Psi }(x)`$, it is easy to see that the solution $`k(\beta )`$ is unique and is a decreasing function of $`\beta `$.

We consider expressions (6) and (8) in the limit as $`N\mathrm{}`$. We also assume that $`G`$ depends on $`N`$ so that the condition

$$\underset{N\mathrm{}}{lim}\frac{G}{N}=g>0$$
(9)
is satisfied. We also take into account that the logarithmic derivative of the gamma function satisfies the relation

$$\mathrm{\Psi }(G+k)\mathrm{\Psi }(k+1)=_0^1𝑑t\frac{t^kt^{G+k1}}{1t}.$$
(10)
Starting from (10), we see that (6) implies

$$\underset{N\mathrm{}}{lim}\beta _c=\frac{\mathrm{ln}(1+g)}{\lambda _1\lambda _2}.$$
(11)
It also follows from (8) that in the limit as $`N\mathrm{}`$, under the condition (9), the function $`k(\beta )`$, where $`\beta _c<\beta `$, has the form

$$k(\beta )=N\frac{g}{\mathrm{exp}(\beta (\lambda _1\lambda _2))1}+\text{O}(1).$$
(12)
In this limit case, we consider the values $`\beta (m)`$ for which the deposit of $`m=O(N^\delta )`$, $`\delta <1`$, to the “MMM” bank gives the largest income. Substituting $`k(\beta )=Nm`$ into (8), we obtain the expression

$$\beta (m)=\frac{\mathrm{\Psi }(G+Nm)\mathrm{\Psi }(Nm+1)}{\lambda _1\lambda _2}.$$
(13)
In the limit as $`N\mathrm{}`$ and under condition (9), this expression takes the form

$$\beta (m)=\frac{\mathrm{ln}(1+g)}{\lambda _1\lambda _2}+\text{O}(\frac{m}{N}).$$
(14)
Obviously, formula (14) implies that if the information amout is given by the boson formula (4), then $`\beta (m)`$ are close to $`\beta _c`$.

We show what is typical of the case in which the expression for the information amount has the Boltzmann form (i.e., we distinguish the bonds with different numbers or the money is deposited by different persons). Namely,

$$𝒢(k)=\frac{\mathrm{\Gamma }(N+1)G^k}{\mathrm{\Gamma }(k+1)\mathrm{\Gamma }(Nk+1)}.$$
(15)
The income received in “strong” banks $`k`$ takes the form

$$F(k,\beta )=\beta \lambda _1N\beta (\lambda _1\lambda _2)k+\mathrm{ln}\left(\frac{\mathrm{\Gamma }(N+1)G^k}{\mathrm{\Gamma }(k+1)\mathrm{\Gamma }(Nk+1)}\right).$$
(16)
As above, we consider the problem of obtaining the maximal income. The value of the parameter $`\beta `$ for which the income is maximal, provided that the deposit to the “MMM” bank is equal to $`m`$, is given by the formula

$$\beta (m)=\frac{\mathrm{ln}(G)+\mathrm{\Psi }(m+1)\mathrm{\Psi }(Nm+1)}{\lambda _1\lambda _2}.$$
(17)
It follows from (17) that, in the Boltzmann case, there also exists a critical value $`\beta _0`$ such that, for $`\beta _0\beta `$, function (16) attains its maximum at $`k=0`$:

$$\beta _0=\frac{\mathrm{ln}(G)+\mathrm{\Psi }(N+1)\mathrm{\Psi }(1)}{\lambda _1\lambda _2}.$$
(18)
Next, since the right-hand side of (17) is a decreasing function of the variable $`m`$, it is obvious that the critical value $`\beta _c`$, for which it is not profitable to have a deposit in the “MMM” bank, exists only if the following condition is satisfied:

$$\mathrm{ln}(G)+\mathrm{\Psi }(1)\mathrm{\Psi }(N+1)>0.$$
(19)
If this inequality holds, then $`\beta _c`$ has the form

$$\beta _c=\frac{\mathrm{ln}(G)+\mathrm{\Psi }(1)\mathrm{\Psi }(N+1)}{\lambda _1\lambda _2}.$$
(20)
But if inequality (19) does not hold, then, to obtain the maximal income, with decreasing income given by the banks, the deposit to the “MMM” bank must be decreased, but not precisely to zero. As $`\beta 0`$, the quantity $`m(\beta )`$ tends to $`m_0`$, which is determined by the equation

$$\mathrm{ln}(G)+\mathrm{\Psi }(m_0+1)\mathrm{\Psi }(Nm_0+1)=0.$$
(21)
We consider the limit as $`N\mathrm{}`$, assuming that condition (9) is satisfied. We have the following asymptotic relation:

$$\mathrm{\Psi }(N+1)\mathrm{\Psi }(1)=\mathrm{ln}(N)+C+\text{0}(1),$$
(22)
where $`C`$ is the Euler constant. Therefore, inequality (19) has the following limit form:

$$g>e^C.$$
(23)
For the critical value of the parameter $`\beta _c`$, provided that condition (23) is satisfied, we have

$$\underset{N\mathrm{}}{lim}\beta _c=\frac{\mathrm{ln}(g)C}{\lambda _1\lambda _2}.$$
(24)
Moreover, obviously, if (23) holds, then, for $`\beta `$ at which it is profitable to have the deposit $`m=\text{O}(1)`$ in the “MMM” bank, we obtain the following asymptotics from (17):

$$\beta (m)=\frac{\mathrm{ln}(g)+\mathrm{\Psi }(m+1)}{\lambda _1\lambda _2}+\text{o}(1).$$
(25)
In deriving this formula, we took into account that $`\mathrm{\Psi }(1)=C`$. It follows from (25) that if the information amount is given by the Boltzmann formula (15), then, in contrast to the Bose case, $`\beta (m)`$ essentially depends on $`m`$.

If inequality (23) does not hold, then it follows from (21) that

$$\underset{N\mathrm{}}{lim}m_0=\stackrel{~}{m}_0=\text{O}(1)$$
(26)
where $`\stackrel{~}{m}_0`$ is a solution of the equation

$$\mathrm{ln}(g)+\mathrm{\Psi }(\stackrel{~}{m}_0+1)=0.$$
(27)
It follows from (26) that, although for a small income it is not profitable to take away the total deposit from the “MMM” bank, however, the deposit $`\text{O}(1)`$ in this bank must be small as compared with the total sum $`N`$.

If now we consider a depositor to the pyramid and to banks, i.e., we assume that the bonds of the same denomination, but with different numbers, are “identical”, then the phase transition, related to the disappearance of condensate, means the following for this depositor. If $`\beta `$ (the price) decreases, then, starting from some $`\beta _0`$ for $`\beta <\beta _0`$, the stocks cease to be sold and bought, although it seems that it were more profitable to sell them at any price, and thus somebody could speculate in selling the stocks so that their price come to zero. Nevertheless, in practice, this paradoxical fact is observed and is described in the literature.


text:
# Genuine collective flow from Lee-Yang zeroes

## Acknowledgments

R. S. B. acknowledges the hospitality of the SPhT, CEA, Saclay; J.-Y. O. acknowledges the hospitality of the Department of Theoretical Physics, TIFR, Mumbai. Both acknowledge the financial support from CEFIPRA, New Delhi, under its project no. 2104-02.


text:
# Spin Dependent Transport in Magnetic Nanostructures

## 1 Introduction

Discovery in 1988 of the so-called giant magnetoresistance (GMR) effect in magnetic multilayers  raised the curtain for an intensive new research effort on magnetic materials and magnetic thin films which profited enormously from the application of microfabrication techniques . Semiconductor devices have been the main actors on the electronics stage during the latter half of twentieth century. The size of such devices has been getting steadily smaller following the impressive progress in microfabrication techniques. In addition, the physics of such small semiconductor devices, i.e., mesoscopic physics, has emerged as a subject of study in its own right. It is also relevant to remember the considerable quantity of new physics which has emerged since the discovery of high temperature superconductors in 1986. In this latter field, one of the main concerns is the behavior of spin and charge and their interactions. On the other hand, to date in semiconductor devices only the movement of charge has found application with spin being usually considered as an irrelevant degree of freedom. The discovery of GMR signaled a starting point for the physics and application of the interaction between spin and charge and shed light to the spin polarized tunneling  which was studied in advance of GMR. Here, I would like to review the new physics of spin dependent transport in magnetic nanostructures. Special attention is paid on the spin accumulation and spin current caused by spin injection into non-magnetic metals and semiconductors and superconductors. Examining the spin-charge separation in superconductors , a variety of phenomena induced in nano-superconductor/ferromanget devices are proposed.

## 2 Spin Accumulation

Let us consider a double tunnel junction device shown in Fig. 1 (a), where two ferromagnetic electrodes and a non-magnetic island are separated by two tunnel barriers. In the device, the magnetic moments of two ferromagnetic electrodes are taken to be antiparallel and the electric current is introduced from the left electrode. In Fig. 1(b), the schematic electronic structure is presented. Here, electrons with up spin mainly come into the central island from the left electrode, whereas electrons with down spin mainly go out from the island to the right. As a result, the spin imbalance occurs in the island with size smaller than the spin diffusion length ($`\lambda _s`$), when electrons pass through it within the time less than the spin relaxation time ($`\tau _s`$). Since the magnetization is given by the difference between the numbers of electrons with up and down spins times the Bohr magneton ($`\mu _B`$), the island is magnetized by the electric current. This is called spin accumulation. Spin accumulation causes the tunnel magnetoresistance (TMR) . In a double tunnel junction device with two equivalent ferromagnetic electrodes, the spin polarization being $`P`$, and two equal tunnel barriers, the TMR is given by

$`TMR=P^2/(1P^2),`$ (1)
which is a half of that in the usual ferromagnetic tunnel junctions, i.e., $`TMR=2P^2/(1P^2)`$ . Therefore, the spin accumulation may be examined by using TMR. Recently, the TMR due to the spin accumulation has been studied in GaMnAs/GaAs/GaMnAs double tunnel junction devices .

When the central island in Fig. 1 (a) becomes superconducting, the competition between spin accumulation and superconductivity occurs as depicted in Fig. 1 (c). In the superconducting state, there appears the superconducting gap ($`\mathrm{\Delta }`$), which competes with the spin accumulation. In Fig. 2 (a), the theoretical results of the shift of the Fermi level ($`\delta \mu _s`$) due to spin accumulation and $`\mathrm{\Delta }`$ are presented as functions of bias voltage ($`V`$) in the double tunnel junction device where the magnetic moments in the electrodes are antiparallel. When the bias voltage becomes of the order of the gap, $`eV/2\mathrm{\Delta }/P`$, the superconductivity is suppressed . In Fig. 2 (b), the tunnel conductances, $`G_{AP}`$ and $`G_P`$, are shown in the device with antiparallel and parallel magnetic moments, respectively. For the antiparallel magnetic moments, the superconductivity is suppressed at $`V=V_c`$ and the conductance jumps. The TMR in the device is given in Fig. 2 (c), where the dashed line shows the value given by Eq. (1). We note that the TMR oscillates as a function of $`V`$ since $`\mathrm{\Delta }`$ depends on spin accumulation . The suppression of the superconducting gap by spin accumulation may be observed by the superconducting critical current, $`J_c`$, following the relation, $`J_c\mathrm{\Delta }^3`$ .

In Fig. 3, $`J_c`$ normalized by that at zero temperature, $`J_{c0}`$, is plotted as a function of the injected current, $`I_{inj}`$, at $`T/T_c=0.9`$, the temperature ($`T`$) being normalized by the critical temperature ($`T_c`$). Here, the spin polarization of one of the ferromagnetic electrodes is taken to be $`P_1=0.8`$ and that of the other one is chosen to be the values, $`P_2=0`$, 0.4 and 0.8. The tunnel resistance of the both tunnel barriers is equal and is taken to be $`R_\mathrm{T}`$. For the tunnel device with the same ferromagnetic electrodes ($`P_1=P_2`$), the superconductivity is strongly suppressed for the antiparallel magnetic moments, whereas it is not for the parallel moments as seen in Fig. 3 (a). On the other hand, for the device with different ferromagnets ($`P_1P_2`$), the superconductivity is suppressed even for the parallel moments since spins coming into and going out from the island is not equal (Fig. 3 (b)). When one of the electrodes is non-magnetic, $`P_2`$ is equal to zero (Fig. 3 (c)). The experimental result obtained in Nd1-xSrxMnO3/YBa2Cu3O7/Au devices  and theoretical ones are shown by circles and solid lines, respectively, in Fig. 3 (c), where Nd1-xSrxMnO3 is a ferromagnetic electrode and YBa2Cu3O7 is a high temperature superconductor with $`T_c=89`$ K. As noted above, the shift of the Fermi level ($`\delta \mu _s`$) due to spin accumulation competes with the superconductivity, which disappears at $`V_c2\mathrm{\Delta }/eP`$. It is also known that the superconductivity is suppressed by an applied magnetic field (Pauli paramagnetic effect). In this case, the critical field is given by $`H_c2\mathrm{\Delta }/\mu _B`$. By comparing these two effects, we find that the bias voltage of 0.1V corresponds to the magnetic fields of the order of $`10^2`$ T for superconductivity. It is very hard to suppress the high temperature superconductivity by an applied magnetic field, since it is too large to access it in the usual experimental conditions. On the other hand, the bias voltage of the order of 0.1V may be obtained easily. This fact suggests potentials for application of spin accumulation in various fields.

## 3 Spin Injection Devices

Johnson and Silsbee in 1985  and Johnson in 1993  have proposed a three-terminal device shown in Fig. 4 (a), which consists of a non-magnetic metal (P) and two ferromagnets (F1 and F2). Let us consider that both F1 and F2 are half-metallic, for simplicity. Then, electrons with up spin are injected from F1 into P as seen in Fig. 4 (b). As a result, the Fermi level with up spin in P is different from that with down spin. Therefore, the voltage ($`V_2`$) depends on whether the magnetic moment of F2 is paralle or antiparallel to that of F1 . Recently, well-defined three-terminal devices were prepared by using the microfabrication technique . Here, it is important that the size of the devices is smaller than the spin diffusion length ($`\lambda _s`$), which is less than 1 $`\mu `$m in the usual non-magnetic metals. Since the signal in such spin injection devices is obtained as the voltage induced by the electric current, a low-carrier material in the nonmagnetic part will provide an opportunity for obtaining the larger signal. Therefore, semiconductors such as GaAs with long spin diffusion length may be good candidates in the devices . We note that superconductors are low-carrier systems for spin, since spin is carried by quasi-particles whereas charge is by Cooper pairs. Thus, the large spin injection signal is also expected in the devices with superconductors .

## 4 Anomalous Hall Effect

Anomalous Hall effect in a ferromagnet is caused by spin polarized current scattered by the spin-orbit interaction at impurities . In other words, spin current shifts to charge current perpendicular to the applied bias voltage by the scattering . Let us consider a double tunnel junction device in Fig. 5, where two electrodes are made of the same ferromagnet with magnetic moments perpendicular to the film plane ($`z`$-direction). The current ($`I_{inj}`$) is injected from the left electrode to the non-magnetic central one ($`x`$-direction). In this case, the charge and spin currents, respectively, are expressed as

$$I_{charge}=I_{}+I_{},$$
(2)
$$I_{spin}=I_{}I_{}=PI_{inj},$$
(3)
where $`I_{}`$ and $`I_{}`$ are the current with spin up and down, respectively, and $`P`$ is the spin polarization in the ferromagnetic electrodes. The Hall current is induced perpendicular to the injected current ($`y`$-direction) and the Hall voltage is given by

$`V_H\stackrel{}{𝑧}\times \stackrel{}{𝐼}_{spin}=\stackrel{}{𝑧}\times P\stackrel{}{𝐼}_{inj}.`$ (4)
It is interesting to see the Hall voltage in the superconducting state. As mentioned in the previous section, the charge current is carried by Cooper pairs and is not affected by impurities. Since impurity scattering occurs only for quasi-particles which carry spin current, the Hall effect in superconductors proves that the anomalous Hall effect is due to spin current but not charge .

## 5 Conclusion

Recent progress in microfabrication techniques has brought spin-electronics devices of the order of or smaller than the spin diffusion length ($`\lambda _s`$) , which provide a variety of spin dependent phenomena due to spin accumulation and spin current. The phenomena also depend on the geometry of the devices. Spin dependent transport in magnetic nanostructures is based on the physics of the interaction between spin and charge. In this sense, the spin-charge separation of electrons is a starting point for the physics of spin-electronics.

Achnowledgements:

I would like to thank S. Takahashi, H. Imamura, T. Yamashita and J. Martinek for continuous collaboration in this field. This work has been supported by a Grant-in-Aid for Scientific Research from MEXT and CREST.


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# Early star formation traced by the highest redshift quasars

## 1 Introduction

The iron abundance relative to $`\alpha `$-elements has been regarded as a clock indicator of the star formation history (e.g. Hamann & Ferland, 1999). Indeed most of the iron in local galaxies is thought to be produced by type Ia SNe, while $`\alpha `$-elements are predominantly produced by type II SNe. The difference between the progenitor masses of SNIa and SNII (hence in their life times) translates into an enrichment delay between the Fe and $`\alpha `$-elements, which was generally thought to be about 1 Gyr (Wheeler, Sneden, & Truran, 1989). However, more recent studies have shown that SNIa are also enhanced in young stellar systems (e.g. Mannucci et al., 2003). In particular the SNIa progenitors may be as massive as 8 M (Greggio & Renzini, 1983), which have a lifetime of $`3\times 10^7`$yr. As a consequence the maximum of iron enrichment may occur on relatively short timescales depending on the star formation history and on the initial mass function (Matteucci & Recchi, 2001).

The prominent emission lines observed in quasars allow us to investigate the metallicity of galactic nuclei at large cosmological distances (Hamann & Ferland, 1999). The main iron feature in quasar spectra is the UV bump at 2200–3090Å, which is the blend of several thousand FeII (and some FeIII) lines. The ratio of the FeII (UV) bump to the MgII $`\lambda `$2798 doublet is sensitive to the Fe/$`\alpha `$ abundance ratio, but is also sensitive to other physical properties of the emitting region such as microturbulence, density, and ionization parameter (Verner et al., 2003). As a consequence it is not simple to quantitatively derive the Fe/$`\alpha `$ ratio from the FeII(UV)/MgII ratio alone. The FeII(UV)/MgII ratio can be used as a relative indicator of Fe/$`\alpha `$ among quasars, under the assumption that the physical properties of the emitting regions are the same.

At z$`>`$3 the UV iron bump is shifted in the infrared. Several authors have measured the FeII/MgII ratio in high redshift quasars by means of near-IR spectroscopy (Aoki, Murayama, & Denda, 2002; Dietrich et al., 2002, 2003; Freudling, Corbin, & Korista, 2003; Iwamuro et al., 2002; Thompson, Hill, & Elston, 1999). Yet, the main difficulty in several of these studies (with the exception of Dietrich et al., 2002, 2003) is that most infrared instruments can only cover a fraction of the near-IR spectrum in a single observation, and the broad FeII pseudo continuum can well cover the entire observed spectral range, making it very difficult to recover the true underlying continuum.

In this letter the results of the analysis of near-IR spectra of 22 high redshift quasars will be presented. These spectra were obtained with an instrumental setup that can cover the full near-IR spectrum from 0.8$`\mu `$m to 2.4$`\mu `$m in one shot (and with very high throughput), therefore allowing a good estimate of the continuum underlying the FeII bump. Our observations provide a relatively large sample of FeII/MgII measurements over a wide redshift range and obtained with the same technique and fitting method. Therefore these data allow for a reliable investigation of the redshift dependence of the FeII/MgII ratio. Throughout the paper we adopt $`\mathrm{H}_0=70\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`\mathrm{\Omega }_\mathrm{M}=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$.

## 2 Observations

The observations were obtained with the Near Infrared Camera Spectrograph (NICS) at the Italian Telescopio Nazionale Galileo, a 3.56 m telescope. Among the various imaging and spectroscopic observing modes (Baffa et al., 2001), NICS offers a unique, high sensitivity, low resolution observing mode, which uses an Amici prism as a dispersing element (Oliva, 2003). In this mode it is possible to obtain the spectrum from 0.8$`\mu `$m to 2.4$`\mu `$m in one shot. The throughput of the Amici prism is nearly two times higher than other more commonly used dispersers. The spectral resolution with a 0′′.75 slit, as it was in our case, is 75 (i.e. 4000 km s-1) and nearly constant over the whole wavelength range. This observing mode is appropriate to study the near-infrared continuum of faint sources, and to detect broad ($`5000`$ km s-1) emission lines in faint quasars as well as pseudo-continua such as the FeII bump which require a careful subtraction of the underlying continuum. Observations were performed in three observing runs: 2002 November 7-9; 2003 February 25-29; and 2003 May 23-26. Typical integration times ranged from $``$20 minutes, for bright objects, to $``$2 hours for faint objects. We include also the data of SDSSJ1044-0125 obtained previously at the same instrument and already published in Maiolino et al. (2001). Several quasars were observed more than once on different nights to check for any instrumental or observational artifacts in the individual spectra. Wavelength calibration was performed by using an argon lamp and the deep telluric absorption features. The telluric absorption was then removed by dividing the quasar spectrum by a reference star spectrum (FV-GV) observed at similar airmass. The intrinsic features and slope of the reference star were then removed by multiplying the corrected quasar spectrum by a spectrum of the same stellar type from the library by Pickles (1998), smoothed to our resolution. Absolute flux calibration was obtained by using the photometry on the acquisition image or through photometry reported in the literature.

In total 22 quasars were observed. These were selected among the brightest (observable during each run) in each of the following redshift ranges: 3.0-3.6, 4.3-5.1, 5.8-6.4, which ensure that the MgII and a good fraction of the FeII are observed outside the deepest atmospheric absorption regions (with the only exception of SDSS1044-0125 at z$`=`$5.78 whose MgII is in a bad atmospheric band, but which could be used to derive the average quasars spectrum, see next section).

## 3 Data analysis and fitting technique

In Fig.1 we show the resulting spectrum of the highest redshift quasar SDSSJ114816.64+525150.3, at z=6.40 (Fan et al., 2003)111The best redshift fitting the observed wavelength of MgII in our spectrum is 6.40, in agreement with the redshift obtained by Willott, McLure, & Jarvis (2003) and Barth et al. (2003)., along with the identification of the major spectral features. Some blue-shift is observed for the CIV line. This shift may be due to an imperfect correction of the atmospheric absorption dip which occurs at the same wavelength; however, Barth et al. (2003) also find the same effect, suggesting that the shift may be real. The spectrum of the highest redshift quasar shows a prominent FeII bump. All the other spectra and the detailed analysis of their spectral features will be presented in a forthcoming paper. Here we focus on the analysis of the UV iron complex and of the MgII $`\lambda `$2798Å blend. The continuum fitting we performed was similar to the method adopted by Dietrich et al. (2002, 2003) and Wills, Netzer, & Wills (1985), i.e. we included both a powerlaw and a Balmer continuum. The continuum was fitted in the spectral regions free of emission features, and away from regions of very bad atmospheric transmission. In Fig.1 we show the power-law ($`\mathrm{F}_\lambda \lambda ^\alpha `$, $`\alpha =1.9`$) plus Balmer-continuum fit to the spectrum of SDSSJ114816.64+525150.3. Note that in the highest redshift quasars (z$`>`$5.8) there is a flattening in the continuum blueward of CIV, that is also observed in the optical spectra of quasars at 3$`<`$z$`<`$5 (Francis et al., 1991; Vanden Berk et al., 2001), possibly as a consequence of intervening metal absorption lines. At variance with other authors, who prefer to fit the powerlaw by sampling the continuum redward of 3100Å and the continuum between CIV and Ly$`\alpha `$ (but leaving positive continuum residuals between CIV and FeII), we prefer to fit separately the continuum on either side of CIV with two different power-laws. This also ensures that the continuum fit of the quasars at z$`>`$5.8 is consistent with the continuum fit of the lower redshift quasars.

In Fig.2 we show the averages of the quasars residual spectra after continuum subtraction (and normalized to the continuum flux near the MgII line) and grouped in the three main redshift ranges discussed above. In each spectrum the regions of strong atmospheric absorption were discarded, but the spread in redshift allows to cover continuously the whole spectral region around FeII and MgII. Beneath each average spectrum we show the number of quasar spectra which populate each spectral region. While both the low redshift and the high redshift average spectra clearly show a prominent FeII bump, the average of the intermediate redshift quasars is characterized by a significantly lower intensity of the FeII bump (middle panel). This might be partly due to the region at $`\lambda <2500`$Å being poorly populated since severe atmospheric absorption separating the J and H bands affects several quasars in this spectral region at these redshifts. However, the FeII emission close to MgII is not affected by this problem. Therefore we believe that the weakness of FeII in the average spectrum of intermediate redshift quasars is real.

The MgII line and the residuals in the region around the FeII bump (2200–3090Å rest frame) were fitted, for each object, by using the Vestergaard & Wilkes (2001) iron template, smoothed to the velocity dispersion of MgII, and a broad gaussian at the wavelength of the MgII line. These fitting components for the case of SDSSJ114816.64+525150.3 are shown in Fig.1. The FeII flux was integrated between the rest-frame wavelengths 2200 and 3090Å. In Table 1 we report the FeII/MgII ratio for all quasars observed by us. We also list the rest-frame luminosity $`\lambda `$Lλ at 1450Å (note that thanks to our wide spectral coverage we can measure this quantity directly in several quasars, or by performing only a minor extrapolation).

We note that the continuum and Fe fitting techniques, as well as the instrumental setup, have often been different among previous works on this subject. As a consequence, a comparison of the results between these different studies may be subject to strong uncertainties (although some authors attempt to correct as much as possible for these systemic differences, e.g. Dietrich et al., 2003). Within this context we emphasize that our survey provides uniform and homogeneous FeII/MgII measurements for a set of 22 quasars spanning a wide redshift range (3.0–6.4) obtained with the same instrumental setup (which covers the entire near-IR in one spectrum), same spectral resolution (constant over the whole spectral range) and same fitting technique. Therefore they represent a self-consistent sample which is well suited to study the trend of FeII/MgII with redshift.

Some of the quasars observed by us were also observed by other authors and deserve some comparison, even with the caveats discussed above. BR 2237-0607 and BR 0019-1522 were observed by Dietrich et al. (2003) who find higher FeII/MgII ratios than us, but the inconsistency is not large when errors are taken into account. BR 2237-0607 was also observed by Iwamuro et al. (2002), who obtain a ratio consistent with ours. SDSSJ103027.10+052455.0 was observed with HST/NICMOS by Freudling, Corbin, & Korista (2003) and they derived a much lower value for the FeII/MgII ratio ($`2.1\pm 1.1`$) than found by us ($`8.64\pm 2.47`$). However, Freudling et al. did not measure MgII directly in this object, but instead estimated the MgII flux from the measured CIII\] flux and an assumed CIII\]/MgII ratio similar to the average of other quasars. Also, they did not sample the continuum redward of the FeII bump. SDSSJ114816.64+525150.3 was observed by Barth et al. (2003), who found a lower FeII/MgII value ($`4.7\pm 0.4`$) than ours, though marginally consistent with errors ($`1.5\sigma `$). Their spectral coverage does not extend enough to sample the continuum outside the iron bump, this might have led them to overestimate the underlying continuum.

In Fig.3 we show the average of the FeII/MgII ratios within the three redshift ranges discussed above. In the same figure we also plot the FeII/MgII ratio obtained by Dietrich et al. (2003) from composite optical spectra of quasars at lower redshift matching nearly the same luminosity range as the objects in our sample. No trend of the FeII/MgII with luminosity was found within the luminosity range of our sample, which spans about 1.5 orders of magnitude.

## 4 Discussion

Some evidence for iron super-solar abundance was found by Wills, Netzer, & Wills (1985) in low to intermediate redshift quasars. In our spectra we detect iron emission also in all high redshift quasars. The ratio of FeII/MgII is nearly constant over the redshift range zero to 6.4. The analysis of the high redshift quasars indicate a possible increase in the FeII/MgII ratio at redshifts $`\mathrm{z}6`$. If the FeII/MgII flux ratio is tracing the Fe/$`\alpha `$ abundance ratio, this result would imply that the iron abundance is nearly constant or even slightly increasing from redshift zero to 6.4, i.e. when the age of the universe was about 800 Myr. While this finding is difficult to reconcile with the scenarios expecting a delay of 1 Gyr or more for the iron enrichment, models of rapid and strong star formation at high redshift offer a plausible explanation. Indeed, Matteucci & Recchi (2001) have shown that models of early formation of ellipticals, with very efficient star formation and lasting $``$0.4 Gyr, imply a peak of SNIa production (hence of iron enrichment) already at 0.3 Gyr after the onset of star formation. They have also shown that in the case of an instantaneous burst the SNIa production peaks at only 50 Myr after the burst. As a consequence, our results can be explained with two possible scenarios:

1. A major episode of star formation in these highest-z quasar hosts occurred at z $``$ 9, to allow the estimated 0.3 Gyr required for SNIa to enrich the ISM within the context of models for star formation in elliptical hosts. The assumption that high redshift quasars are hosted in young elliptical galaxies may be reasonable, based on the studies of quasar hosts at lower redshift (Kukula et al., 2001; Dunlop et al., 2003). Nonetheless, it is also important to keep in mind that there is no direct observational evidence that these highest-z quasars reside in ”normally” evolving elliptical galaxies.
2. An “instantaneous” burst of star formation occurred as late as z $``$ 7, and SNIa had enough time to enrich the ISM within $``$ 50 Myr of the burst. The ideal case of a single instantaneous burst is not likely to represent the scenario of spheroids and galaxies formation in general, for which a star formation extended in time is more plausible. However, a single instantaneous burst may have occurred in the nuclear region of these quasars, causing a rapid iron enrichment limited mostly to the central region.

It is interesting to note that the first scenario (early formation of ellipticals) implies a redshift for the first major episode of star formation (z$``$9) which is consistent with the redshift of the re-ionization (at z$`20\pm 10`$) inferred from the recent Wilkinson Microwave Anisotropy Probe (WMAP) results (Bennett et al., 2003). While the second scenario would be more consistent with the secondary re-ionization (at z$``$6) proposed by Cen (2003) and Wyithe & Loeb (2003).

We also find a population of quasars at z$``$4.3–5.1 with low iron emission (Table 1). These objects are responsible for the apparently lower FeII bump in the average spectrum of the quasars in this redshift bin (Fig.2). Other quasars with such low Fe emission in this redshift range were also found by Dietrich et al. (2003) and by Iwamuro et al. (2002) (see also Fiore et al. 2003). Statistically we cannot make any strong statement on the fraction of quasars with low FeII. However, they could represent a population of quasars hosted in stellar systems which evolved more slowly than the quasars with higher Fe emission.

An alternative explanation for the FeII/MgII trends discussed above is that the physical conditions of the Broad Line Region in high redshift quasars are significantly different than in quasars at lower redshift. In this case the observed FeII/MgII ratio at high redshift would reflect the combined effects of abundance variations and variations of other physical parameters such as density, ionization parameter, and microturbulence. Disentangling these effects requires our observations to be complemented with the detection of the optical iron bump (Verner et al., 2003), which is shifted beyond the K-band at z$`>`$5. Observations sensitive enough to detect the optical iron bump at these redshifts will probably have to await the James Webb Space Telescope (JWST).

We thank the referee M. Dietrich for helpful comments. Part of this work was developed during the Guillermo Haro Workshop in 2003. RM acknowledges partial financial support from the Italian Space Agency (ASI). YJ and RM acknowledge support from CONACyT grant J32178-E.


text:
# References

Effects of the Cosmological Constant as the Origin of the Cosmic-Ray Paradox

Zhe Chang111changz@mail.ihep.ac.cn and Shao-Xia Chen222ruxanna@mail.ihep.ac.cn

Institute of High Energy Physics, Chinese Academy of Sciences

P.O.Box 918(4), 100039 Beijing, China
Cheng-Bo Guan333guancb@ustc.edu.cn

ICTS, University of Science and Technology of China
230026 Hefei, China

## Abstract

We show that a tiny but non-zero positive cosmological constant, which has been strongly suggested by the recent astronomical observations on supernovae and CMBR, may change notably the behaviors of the ultrahigh energy cosmic ray interacting with soft photons. The threshold anomaly of the ultrahigh energy cosmic ray disappears naturally after the effects of the cosmological constant are taken into account.

PACS numbers: 98.70.Sa, 95.85.Pw, 03.30.+p, 98.80.Es.

Recently there is great interest in the study of the ultrahigh energy cosmic ray (UHECR) and the TeV-photon paradoxes. Hundreds of events with energies above $`10^{19}`$eV and about 20 events above $`10^{20}`$eV have been observed -. All these observed events exceed the Greisen-Zatsepin-Kuzmin (GZK)  threshold. In principle, the photopion production process by the cosmic microwave background radiation (CMBR) should decrease the energies of these protons to the level which is below the corresponding threshold. The second paradox  comes from the detected 20TeV photons from the Mrk 501 (a BL Lac object at a distance of 150Mpc). Similar to the case of UHECR, due to interaction with the IR background photons, the 20TeV photons should have disappeared before arriving at the ground-based detectors. The two puzzles have a common feature that both of them can be considered to be some threshold anomalies: energy of an expected threshold is reached but the threshold is not observed. There are yet numerous published suggestions - for possible solution of the UHECR and the TeV-$`\gamma `$ paradoxes. In particular, authors - have suggested that Planck scale physics and the violation of the Lorentz invariance can be the origin of these anomalies. Along this way, noncommutative geometry  and doubly special relativity approaches - for the cosmic-ray paradox have been set up and many interesting results have been obtained. However, all of these investigations are far beyond the standard cosmology theory and the standard model of particle physics.

The most important progress made in cosmology in recent years is that the astronomical observations on supernovae  and CMBR  show that about two third of the whole energy in the universe is contributed by a small positive cosmological constant. An asymptotic de Sitter (dS) spacetime is promised naturally. The physics in an asymptotic dS spacetime has been discussed extensively -.

In this Letter, starting from solving equations of motion for a free particle in the dS sapcetime, we try to give a reasonable solution to the cosmic ray paradox by taking the effects of the cosmological constant into account.

The dS spacetime can be described as a submanifold of a five dimensional pseudo-Euclidean space

$$(\xi ^0)^2(\xi ^1)^2(\xi ^2)^2(\xi ^3)^2(\xi ^5)^2=\frac{1}{\lambda },$$
(1)
$$ds^2=(d\xi ^0)^2(d\xi ^1)^2(d\xi ^2)^2(d\xi ^3)^2(d\xi ^5)^2,$$
(2)
where $`\lambda `$ is the curvature of the dS spacetime. This realization of dS spacetime is invariant obviously under the action of the dS group $`SO(4,1)`$.

It is convenient to study the kinematics in dS spacetime by introducing the Beltrami coordinates $`x^i`$,

$$x^i\frac{\xi ^i}{\sqrt{\lambda }\xi ^5},(i=0,1,2,3).$$
(3)
In the Beltrami coordinate system, the dS spacetime can be rewritten into the form

$$\sigma \sigma (x,x)=1\lambda \eta _{ij}x^ix^j>0,$$
(4)
$$ds^2=\left(\frac{\eta _{ij}}{\sigma }+\frac{\lambda \eta _{ir}\eta _{js}x^rx^s}{\sigma ^2}\right)dx^idx^j,$$
(5)
where $`\eta _{ij}=\mathrm{diag}(1,1,1,1)`$. It is easy to check that Eqs. (4) and (5) are invariant under transformations of the $`SO(4,1)`$

$$\begin{array}{c}x^i\stackrel{~}{x}^i=\sigma (a,a)^{\frac{1}{2}}\sigma (a,x)^1(x^ja^j)D_j^i,\hfill \\ D_j^i=L_j^i+\lambda \left(\sigma (a,a)+\sigma (a,a)^{\frac{1}{2}}\right)^1\eta _{kl}a^la^iL_j^k,\hfill \\ L(L_j^i)SO(3,1),\hfill \\ \sigma (a,a)>0.\hfill \end{array}$$
(6)
We notice that there is a subgroup $`SO(4)`$ of the de Sitter one $`SO(4,1)`$, which consists of spatial transformations among $`x^\alpha `$ ($`\alpha =1,2,3`$). It is not difficult to show that $`\xi ^0`$ $`(\sigma (x,x)^{1/2}x^0)`$ is invariant under the spatial transformations. Thus, we can say that two spacelike events are simultaneous if they satisfy

$$\sigma (x,x)^{\frac{1}{2}}x^0=\xi ^0=\mathrm{constant}.$$
(7)
Therefore, it is convenient to discuss physics of the dS spacetime in the coordinate $`(\xi ^0,x^\alpha )`$. In this coordinate, the metric can be rewritten into the form

$$ds^2=\frac{d\xi ^0d\xi ^0}{1+\lambda \xi ^0\xi ^0}(1+\lambda \xi ^0\xi ^0)\left[\frac{d\rho ^2}{(1+\lambda \rho ^2)^2}+\frac{\rho ^2}{1+\lambda \rho ^2}d\mathrm{\Omega }^2\right],$$
(8)
where $`\rho ^2\mathrm{\Sigma }x^\alpha x^\alpha `$ and $`d\mathrm{\Omega }^2`$ denotes the metric on the sphere $`S^2`$.
If a proper time $`\tau `$ is introduced as

$$\tau \frac{1}{\sqrt{\lambda }}\mathrm{sinh}^1(\sqrt{\lambda }\xi ^0),$$
(9)
one can get a Robertson-Walker-like metric

$$ds^2=d\tau ^2\mathrm{cosh}^2(\sqrt{\lambda }\tau )\left[\frac{d\rho ^2}{(1+\lambda \rho ^2)^2}+\frac{\rho ^2}{1+\lambda \rho ^2}d\mathrm{\Omega }^2\right].$$
(10)
The Casimir operator of the de Sitter group can be used to express the one-particle states

$$\left(\frac{1}{\sqrt{g}}_i\left(\sqrt{g}g^{ij}_j\right)+m_0^2\right)\mathrm{\Phi }(\xi ^0,x^\alpha )=0,$$
(11)
where $`\mathrm{\Phi }(\xi ^0,x^\alpha )`$ denotes a scalar field or a component of vector field for a particle with given spin $`s`$.

Making use of the diagonal metric $`(\text{8})`$, we can rewrite the de Sitter invariant operator in the following form

$`{\displaystyle \frac{1}{\sqrt{g}}}_i\left(\sqrt{g}g^{ij}_j\right)`$ $`=`$ $`\left(1+\lambda \xi ^0\xi ^0\right)_{\xi ^0}^2+4\lambda \xi ^0_{\xi ^0}`$
$`\left(1+\lambda \xi ^0\xi ^0\right)^1\left[\left(1+\lambda \rho ^2\right)^2_\rho ^2+2\rho ^1\left(1+\lambda \rho ^2\right)^2_\rho \right]`$
$`+\left(1+\lambda \xi ^0\xi ^0\right)^1\left(1+\lambda \rho ^2\right)\rho ^2\left[_𝐮^2+s(s+1)\right],`$
where $`_𝐮^2`$ denotes the Laplace operator on $`S^2`$.

To solve the equation of motion, we write the field $`\mathrm{\Phi }(\xi ^0,x^\alpha )`$ into the form

$$\mathrm{\Phi }(\xi ^0,\rho ,𝐮)=T(\xi ^0)U(\rho )Y_{lm}(𝐮).$$

This form of the field transforms the equation of motion into

$`\left[(1+\lambda \xi ^0\xi ^0)^2_{\xi ^0}^2+4\lambda \xi ^0(1+\lambda \xi ^0\xi ^0)_{\xi ^0}+m_0^2(1+\lambda \xi ^0\xi ^0)+(\epsilon ^2m_0^2)\right]T(\xi ^0)=0,`$
$`\left[_\rho ^2+{\displaystyle \frac{2}{\rho }}_\rho \left[{\displaystyle \frac{m_0^2\epsilon ^2}{(1+\lambda \rho ^2)^2}}+{\displaystyle \frac{l(l+1)+s(s+1)}{\rho ^2(1+\lambda \rho ^2)}}\right]\right]U(\rho )=0,`$
$`\left[_𝐮^2+l(l+1)\right]Y_{lm}(𝐮)=0,`$ (13)
where $`Y_{lm}(𝐮)`$ is the spherical harmonic function and $`\epsilon `$ is a constant.

Solutions of timelike part of the field are of the forms

$$T(\xi ^0)\left(1+\lambda \xi ^0\xi ^0\right)^{1/2}\{\begin{array}{c}P_\nu ^\mu (i\sqrt{\lambda }\xi ^0),\hfill \\ \\ Q_\nu ^\mu (i\sqrt{\lambda }\xi ^0),\hfill \end{array}$$
(14)
where $`\mu ,\nu `$ satisfy

$$\begin{array}{c}\nu (\nu +1)=2\lambda ^1m_0^2,\hfill \\ \mu ^2=1+\lambda ^1(\epsilon ^2m_0^2).\hfill \end{array}$$

For the radial equation of the field, we can write the solutions as the form

$$U(\rho )\rho ^l(1+\lambda \rho ^2)^{k/2}F(\frac{1}{2}(l+s+k+1),\frac{1}{2}(l+s+k),l+s+\frac{3}{2};\lambda \rho ^2),$$
(15)
where $`k`$ denotes the radial quantum number

$$k^22k\lambda ^1(\epsilon ^2m_0^2)=0.$$

To be normalizable, the hypergeometric function in the radial part of the field has to break off, leading to the quantum condition

$$\frac{l+s+k}{2}=n,(n𝐍).$$
(16)
Then, we get the dispersion relation for a free particle in the dS spacetime

$$E^2=m_0^2+\epsilon ^2+\lambda (2n+l+s)(2n+l+s+2).$$
(17)
The dispersion relation (17) combined with the conservation laws forms a powerful and elegant means of treating the kinematics in the collision and decay processes in the spacetime with a positive cosmological constant.

We first consider the head-on collision between a soft photon of energy $`ϵ`$, momentum $`𝐪`$ and a high energy particle of energy $`E_1`$, momentum $`𝐩_1`$, which leads to the production of two particles with energies $`E_2`$, $`E_3`$ and momenta $`𝐩_2`$, $`𝐩_3`$, respectively. From the laws of conservation of energy and momentum, we have

$$E_1+ϵ=E_2+E_3,$$
(18)
$$p_1q=p_2+p_3.$$
(19)
In the C. M. frame, $`m_2`$ and $`m_3`$ are at rest at threshold, so that they have the same velocity in the lab frame. It’s easy to give the following relation

$$\frac{p_2}{p_3}=\frac{m_2}{m_3}.$$
(20)
For the process of the UHECR interacting with the CMBR photons,

$$p+\gamma p+\pi ,$$

we obtain the threshold

$$E_{\mathrm{th},\lambda }^{\mathrm{UHECR}}\frac{(m_N+m_\pi )^2m_N^2+\lambda ^{}\left(1+\frac{m_N}{m_\pi }+\frac{m_\pi }{m_N}\right)}{2\left(ϵ+\sqrt{ϵ^2\lambda ^{}}\right)},$$
(21)
where $`\lambda ^{}=\lambda (2n+l+s)(2n+l+s+2)`$, and we have used the dispersion relation (17) and popular approximated relations for relativistic particles

$$ϵ^2=q^2+\lambda ^{}=q^2+\lambda (2n+l+s)(2n+l+s+2),$$
(22)
$$E_i=\sqrt{m_i^2+p_i^2+\lambda _i^{}}p_i+\frac{m_i^2}{2p_i}+\frac{\lambda _i^{}}{2p_i},(i=1,2,3).$$
(23)
It should be noticed that the $`\lambda `$ dependent term in the expression of the threshold (21) can not be omitted in spite of the tiny value of the observed cosmological constant $`\lambda (10^{85}\mathrm{GeV}^2)`$. The reason is that the angular momentum, which appears in the dispersion relation of a free particle in dS spacetime, is a cosmological quantity. The distance between the particle and the coordinate origin is at the level of $`\frac{1}{\sqrt{\lambda }}`$.

In FIG.1, we give a plot of the dependence of the threshold $`E_{\mathrm{th},\lambda }^{\mathrm{UHECR}}`$ on the value of the curvature ($`\lambda `$) of the dS spacetime.

FIG.1 The cosmological constant ($`3\lambda `$) dependence of the threshold $`E_{\mathrm{th},\lambda }^{\mathrm{UHECR}}`$ in the interaction process between the UHECR protons and the CMBR photons $`(10^3\mathrm{eV})`$.

From FIG.1, we know clearly that a tiny but non-zero positive cosmological constant increases the threshold sharply in the photopion production process of the CMBR photons with the ultrahigh energy cosmic ray. For the observed cosmological constant, if the CMBR takes the quantum number $`(2n+l)`$ to be about $`10^{30}`$, the energies of all the observed UHECR events are below the theoretical threshold and the threshold anomaly disappears.

In the interaction process between the TeV-$`\gamma `$ ray and the IR background photons,

$$\gamma +\gamma e^++e^{},$$

we have similar dispersion relations as

$$ϵ^2=q^2+\lambda ^{}=q^2+\lambda (2n+l+s)(2n+l+s+2),$$
(24)
$$E_i=\sqrt{m_i^2+p_i^2+\lambda _i^{}}p_i+\frac{m_i^2}{2p_i}+\frac{\lambda _i^{}}{2p_i},(m_1=0).$$
(25)
The threshold we obtained is of the form

$$E_{\mathrm{th},\lambda }^\gamma \frac{2m_e^2+3\lambda ^{}}{ϵ+\sqrt{ϵ^2\lambda ^{}}}.$$
(26)
We present a plot of the curvature ($`\lambda `$) dependence of the threshold $`E_{\mathrm{th},\lambda }^\gamma `$ in FIG.2.

FIG.2 The cosmological constant ($`3\lambda `$) dependence of the threshold $`E_{\mathrm{th},\lambda }^\gamma `$ in the process of the TeV-$`\gamma `$ interacting with IR background photons $`(10^2\mathrm{eV})`$.

From FIG.2, one can see that the threshold $`E_{\mathrm{th},\lambda }^\gamma `$ is also very sensitive to the varying of the cosmological constant if the IR background also has a quantum number $`(2n+l)`$ about $`10^{31}`$. Similar to UHECR, we now have a new theoretical threshold of $`40\mathrm{T}\mathrm{e}\mathrm{V}`$ for this process and the threshold anomaly doesn’t confuse us any more.

In this Letter, we have investigated kinematics in the de Sitter spacetime and obtained a deformed dispersion relation for free particles. In particular, the CMBR and IR background interacting with extremely high energy cosmic rays have been presented in the framework. We noticed that the familiar GZK cutoff might be deviated from if the effects of the cosmological constant were taken into account. Therefore, the cosmological constant may be the origin of the threshold anomaly of the cosmic ray. Of course, the origin of the UHECR is one of the outstanding puzzles of modern astrophysics. Today’s understanding of the phenomena responsible for the production of UHECR is still limited. Furthermore, it is well-known that to solve the so-called flatness problem, the horizon problem and magnetic monopoles in the standard big-bang theory, we should introduce the inflation models. In fact, recent observations of WMAP show strong evidence for inflation. After all of these factors have been dealt with carefully, a more reliable scenario of the threshold anomaly of the cosmic ray can be obtained.

Acknowledgements

The work was supported in part by the Natural Science Foundation of China. One of us (C.B.G.) is supported by grants through the ICTS (USTC) from the Chinese Academy of Sciences.