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# XMM-Newton RGS spectroscopy of LMC X-3

## 1 Introduction

The X-ray properties of accreting black hole candidates (BHCs) lead naturally to classification into different spectral states (e.g. Van der Klis 1994). In their “high/soft” state, their X-ray spectra are dominated below 10 keV by a thermal blackbody-like component with temperature $`1`$ keV. In their “low/hard” state, this thermal component is absent, and BHCs have powerlaw X-ray spectra. An “intermediate” state is also seen, in which the thermal component is weaker. Individual BHCs can exhibit all spectral states, but the fraction of time spent in the different states varies considerably between objects: for example LMC X-1 has only been observed in the high/soft state, while Cyg X-1 spends the majority of its time in the low/hard state.

Of all the persistent BHCs known, LMC X-3 is viewed through the smallest Galactic column density. Until recently LMC X-3 was thought to be permanently in a high/soft state, but observations with the Rossi X-ray Timing Explorer (RXTE) have shown that LMC X-3 changes to a low/hard state during periods of low count rate (Wilms et al. 2001). The existence of state transitions in LMC X-3 has now been confirmed by further RXTE observations (Boyd et al. 2000) and XMM-Newton observations (Wu et al. 2001). Wilms et al. (2001) argue that the long term variability and consequent state changes could be due to an accretion disk wind-driven limit cycle (Shields et al. 1986).

Because of the small column density in the direction of LMC X-3, it is the best persistent BHC in which to study the soft X-ray spectrum at a variety of spectral states. The soft X-ray spectral region is particularly important for understanding the accretion and mass transfer processes, because winds from the accretion disk, or from the companion star will imprint the soft X-ray spectrum with emission and absorption lines and edges. Furthermore, the standard paradigm for the thermal component seen in the high and intermediate states of BHCs (namely that it is the multi-temperature blackbody spectrum of an optically thick, gemoetrically thin, accretion disk) has been poorly tested at soft X-ray energies. This is because almost all instruments on the previous generation of X-ray observatories (i.e. before the launches of Chandra and XMM-Newton) had poor spectral resolution below 2 keV, leading to degeneracies between different spectral shapes and different amounts of absorption in spectral modelling.

In this paper we present soft X-ray spectra of LMC X-3 from the XMM-Newton Reflection Grating Spectrometer (RGS). The spectra, which have a resolution of $``$70 mÅ, cover the full range of observed spectral states in this source.

## 2 Observations and data reduction

Table 1 lists the XMM-Newton observations of LMC X-3 that will be used in this analysis, and in Fig. 1 the observation times are marked on the RXTE All-Sky Monitor lightcurve for LMC X-3 during 2000. LMC X-3 was also observed by XMM-Newton in revolution 0028 on the 2nd February 2000, but we have excluded this observation from the present analysis because we are unable to produce a satisfactory effective area calibration for rev. 0028, in which the source is off-axis. Over the ten months spanned by these observations LMC X-3 varied by more than a factor of 1000 in RGS count rate.

The data were initially processed using the public release XMM-Newton SAS version 5.2. First and second order spectra from both RGS were extracted (except for revolution 0030 in which only RGS1 was operating) and response matrices were generated using the latest version of the SAS task RGSRMFGEN (corresponding to SAS version 5.3.3). To correct for residual artifacts in the effective area calibration (see den Herder 2002), the effective area of each response matrix was then divided by the ratio of a powerlaw + Galactic column fit to the XMM-Newton rev 0084 RGS spectra of the continuum source Mrk 421 (Brinkmann et al. 2001). LMC X-3 was on-axis for all of the observations listed in Table 1, as was Mrk 421 in revolution 0084. The data/model ratio of the Mrk 421 RGS spectrum is shown in Fig. 2; for most of the RGS wavelength range the effective area correction is only a few percent. The statistical errors on effective area correction were added in quadrature to the statistical errors on the data. Finally, for each revolution, spectra and response matrices were resampled and coadded to produce a single spectrum per observation. To improve signal to noise, spectra from the February, March, June and November observations were grouped by a factor of 3, resulting in spectra with $`1000`$ channels $`30`$ mÅ wide, well sampled with respect to the RGS resolution of $`70`$ mÅ FWHM. The flux level of the April spectrum is extremely low, neccessitating very heavy binning before a respectable signal to noise ratio is achieved; we have grouped this spectrum by a factor of 64. The resultant spectra were then analysed using the XSPEC software package version 11.2.0 (Arnaud 1996).

## 3 Results

Fig. 3 shows the flux calibrated spectra from all five observations. The four brightest spectra are shown at full resolution in Figs 4 \- 7. The spectra appear to be continuum dominated without prominent absorption or emission lines; this is particularly clear in the 24th November spectrum, which has the highest signal to noise ratio and shows no significant spectral features except for the interstellar O I edge at 23Å.

### 3.1 X-ray absorption in LMC X-3

The degeneracy between absorption and the intrinsic spectral shape has been a major source of uncertainty in attempts to model relatively low resolution soft X-ray spectra of BHCs (e.g. Haardt et al. 2001). The excellent combination of sensitivity and resolution afforded by the XMM-Newton RGS allows individual absorption edges and lines to be measured more or less independently of the underlying continuum shape, allowing a far more reliable determination of the amount of soft X-ray absorption.

#### 3.1.1 Cold material

Cold material (either interstellar or local to the source) imprints a well known sequence of absorption edges on X-ray spectra. For cosmic abundances, oxygen produces by far the strongest absorption edge in the RGS energy range, at 23 Å, and inspection of Fig. 3 shows that this is consistently the strongest feature observed in the RGS spectra of LMC X-3. We have therefore used the depth of the 23 Å O I K edge to determine the cold absorbing column for each of the spectra. By studying a small spectral region (3Å to either side of the edge) we ensure that our column density determination is essentially independent of the overall continuum shape. The confidence intervals for the position of the edge and its optical depth are shown in Fig. 8 for all the observations excluding the very faint April observation. We have also fit the four observations simultaneously with a single set of edge parameters but with the continuum slope and normalisation allowed to vary independently for each observation. The best fit value for the simultaneous fit is shown as a cross on the confidence intervals in Fig. 8. The edge parameters derived from each of the observations independently are consistent with the best fit edge parameters from the simultaneous fit; there is no significant change in the column density of cold material from one observation to the next. The wavelength of the edge from the simultaneous fit is $`\lambda =22.98_{0.07}^{+0.09}`$Å where the confidence interval is 95%. This is consistent with the wavelength of the edge calculated by Verner et al. (1996) , which is the edge wavelength used in the XSPEC ‘tbabs’ model (Wilms, Allen & McCray 2000). To determine the equivalent H I column density we substituted the ‘tbabs’ model for the edge and performed another simultaneous fit to the four spectra. This results in $`\mathrm{N}_\mathrm{H}=3.8_{0.7}^{+0.8}\times 10^{20}`$ cm-2, which is consistent with the H I column density in the direction of LMC X-3 as determined from radio observations ($`3.2\times 10^{20}`$ cm-2; Nowak et al. 2001).

#### 3.1.2 Ionized material

Although the column density of cold absorbing material is consistent with the interstellar medium of the Galaxy, absorbing material associated with a wind from the accretion disk or the secondary star may be highly ionized by the intense X-ray and ultraviolet radiation. Absorption and emission lines from warm, ionized material have now been detected in the soft X-ray band from a number of AGN and X-ray binaries (e.g. Kaastra et al. 2000, Brandt & Schultz 2000).

There are no obvious emission or absorption lines present in the RGS spectra of LMC X-3 (Figs 4, 5, 6 and 7) and so we have attempted a sensitive search for their presence. The interstellar medium and the Local-Group intergalactic medium have imprinted absorption lines of O I at 23.52Å and O VII at 21.60Å on the spectrum of Mrk 421 (Paerels et al. 2003), which we have used to correct residual artifacts in the effective area calibration. Therefore we performed the absorption line search on spectra which have no effective area correction. First, we calculated the transmission through the interstellar medium as a function of energy using ‘tbabs’ with $`\mathrm{N}_\mathrm{H}=3.8\times 10^{20}`$ cm-2. We then corrected the spectra for interstellar absorption by dividing the effective area of the response matrix by the transmission. We then produced continuum spectra by smoothing our RGS spectra with a sliding box 30 pixels ($`1`$Å) wide. We rejected any points more than 2$`\sigma `$ deviant from the resulting smooth curve (i.e. potential emission/absorption features), and repeated the smoothing. This smoothing/rejection process was iterated several times to ensure that even marginally significant discrete features do not influence its shape. We then performed a grid search for emission and absorption lines where the grid was defined in terms of central wavelength, FWHM and equivalent width. The grid values of central wavelength were chosen to oversample the wavelength bins of the data, FWHM was stepped between 0 and 1000 km s-1, with a stepsize of 200 km s-1 (well sampled at the RGS resolution), and the stepsize of the equivalent width was matched to the statistical uncertainty on the data. At each point in the grid, we formed a model spectrum by adding a gaussian emission/absorption line to the smooth continuum spectrum, and we computed the goodness of fit of this model to the real (unsmoothed) spectrum using the poisson errors on the data points and the $`\chi ^2`$ statistic. The significance of any features, and limits on the equivalent width were determined using $`\mathrm{\Delta }\chi ^2`$. Since we search for lines in either emission or absorption, we expect $`\mathrm{\Delta }\chi ^2`$ to give an approximate measure of the significance of any lines (see Protassov et al. 2002). The grid search was performed using our own software which propogates the model through the response matrix in an identical fashion to XSPEC.

The results of this line search are shown in Fig. 9. There are $``$1000 channels in each spectrum, and therefore we expect $`1`$ spurious feature at the $`3\sigma `$ level in each spectrum. The spectra from the 7th February and 8th March each contain one $`3\sigma `$ significant absorption feature, at 36.18$`\pm 0.08`$Å and 32.61$`\pm 0.05`$Å respectively. These do not correspond to the wavelengths of strong transitions in abundant elements, and are therefore probably spurious. In the spectrum from 9th June, there are three $`3\sigma `$ significant absorption features, at 17.86$`\pm 0.08`$Å, 21.62$`\pm 0.04`$Å and 37.38$`\pm 0.05`$Å, and one $`5\sigma `$ significant feature at 23.51$`\pm 0.03`$Å. The features at 17.86Å and 37.38Ådo not correspond to the wavelengths of any expected absorption line and are again probably spurious. The 21.62Å feature has an equivalent width of 19$`\pm 12`$mÅ and is consistent with the $`1s2p`$ transition in O VII, while the 23.51Å feature is the $`1s2p`$ transition of O I. In the spectrum from 24th November, the most significant feature ($`6\sigma `$) is again the $`1s2p`$ transition in O I. In addition, there are three $`3\sigma `$ and one $`4\sigma `$ significant absorption features in this spectrum. Two of the $`3\sigma `$ features, at 14.94$`\pm 0.04`$Å and 31.30$`\pm 0.06`$Å do not correspond to strong transitions in abundant elements and are therefore probably spurious. The other $`3\sigma `$ line, at $`18.93\pm 0.05`$Å, corresponds to O VIII Ly$`\alpha `$, while the $`4\sigma `$ line is found at $`21.58\pm 0.03`$Å, and corresponds to O VII He-$`\alpha `$. The 18.93Å and 21.58Å have equivalent widths of $`9\pm 4`$mÅ and $`21\pm 12`$mÅ respectively.

The O VII lines detected on the 9th June and 24th November have similar equivalent widths of $``$20mÅ, which implies an O VII column density between 3$`\times 10^{15}`$ cm-2 and 5$`\times 10^{16}`$ cm-2. Intervening material associated with the halo of our Galaxy is likely to make a significant contribution to (and may dominate) this line, because Galactic O VII absorption is seen with a similar equivalent width in the blazars observed during RGS calibration (Paerels et al. 2003). It is notable that if we apply the Mrk 421 effective area correction before performing the line search on LMC X-3, the OVII absorption lines are not detected in any of the spectra. The equivalent width of the O VIII Ly$`\alpha `$ absorption observed on the 24th November implies an O VIII column density of between 4$`\times 10^{15}`$ cm-2 and 1.4$`\times 10^{16}`$ cm-2. This absorption line is seen in two out of three RGS calibration blazars (Paerels et al. 2003) with a similar equivalent width, and so the line in LMC X-3 may or may not arise in the Galactic halo. The observed wavelength is consistent with an outflow from LMC X-3, but is not well enough constrained to rule out a Galactic origin.

We can place very firm upper limits on the column density of an ionized wind by using the 3$`\sigma `$ upper limits on the equivalent widths of $`1s2p`$ absorption lines from O II – O VIII obtained from Fig. 9 and assuming that there is no interstellar component to these lines. The spectra from 9th June and 24th November both have sufficient signal to noise ratios to provide useful limits. These limits are given in Table 2, along with the limits on column density assuming a velocity width $`\sigma >100`$ $`\mathrm{kms}^1`$. The inferred total column density for O II – O VIII is $`<5.2\times 10^{17}\mathrm{cm}^2`$ on the 9th June and $`<2.5\times 10^{17}\mathrm{cm}^2`$ on the 24th November.

### 3.2 Continuum shape

Having established that the soft X-ray spectrum of LMC X-3 is essentially free of discrete emission and absorption features except for the interstellar absorption, we now consider the shape of the continuum. For all the fits performed in this section we include a cold absorbing column fixed at our measured value of $`3.8\times 10^{20}`$ cm-2, and all the results are tabulated in Table 3.

We started by fitting a disk-blackbody model to our spectra. Only the very faint spectrum from 19th April is acceptably fitted by this model, which falls off too rapidly below 10Å to fit the other spectra. At shorter wavelengths, BHC spectra typically require a powerlaw component in addition to (or instead of) a disk blackbody (e.g. Ebisawa et al. 1996). We therefore added a powerlaw to the model, with the photon index constrained to lie within the range of photon indices seen at higher energy in LMC X-3: $`1.5<\mathrm{\Gamma }<4.5`$ (Wilms et al. 2001, Wu et al. 2001). This resulted in statistically acceptable fits to the February, March and April observations, but not to the higher signal to noise June and November spectra. In all cases the best fit photon index converged to the minimum of the acceptable range, indicating that the powerlaw produces too many photons at long wavelength, where the data are already quite well reproduced by the disk-blackbody component. Therefore we substituted the powerlaw component for Compton scattered emission from a hot corona, making use of the THCOMPDS111THCOMPDS was provided by Piotr Życki, and is available from http://www.camk.edu.pl/$``$ptz/relrepr.html model (Życki, Done & Smith 2001). This model upscatters photons to produce a power-law shape; the seed photons for the Compton scattered component were assumed to come from the disk blackbody, and the electron temperature of the scatterer was fixed to 100 keV (the RGS energy range is too limited for the fit to be sensitive to this parameter). This model produced better fits to all the spectra, and all of the fits are acceptable at the 3$`\sigma `$ confidence level; Fig. 10 shows RGS spectra compared to the best fit model components.

## 4 Discussion

In the preliminary analysis of XMM-Newton EPIC and RGS spectra, Wu et al. (2001) argued that mass transfer mainly occurs in LMC X-3 by Roche lobe overflow rather than via a strong stellar wind because the line of sight absorption is small ($`\mathrm{N}_\mathrm{H}<10^{21}`$ cm-2). With the more detailed analysis presented here we can rule out accretion from a stellar wind with much higher confidence.

For a continuous spherical wind leaving a body of mass $`M`$ and radius $`R`$ at the escape velocity, the hydrogen column density $`\mathrm{N}_\mathrm{H}`$ is related to the mass-loss rate by:

$$\frac{dM}{dt}=24.7m_p\sqrt{GMR}\times \mathrm{N}_\mathrm{H}$$
(1)
where $`m_p`$ is the mass of a proton. This expression can be used to obtain a conservative upper limit to the wind mass-loss rate, because if we assumed a $`\beta `$-law velocity profile ($`dr/dt[1R_{}/r]^\beta ,r>1.04R_{}`$), as used to model the line-driven winds from hot stars (Pauldrach, Puls & Kudritzki 1986), instead of a constant velocity wind, the mass-loss rate for a given column density would be lower than that given in equation (1). In Section 3.1.1 we obtained an upper limit of $`1.4\times 10^{20}`$ cm-2 for the hydrogen column density intrinsic to LMC X-3, based on the neutral O edge and assuming Solar metallicity. If we instead assume a metal abundance of 0.4 $`\times `$ Solar as expected in the LMC (Caputo et al. 1999), we find an upper limit of $`\mathrm{N}_\mathrm{H}<3.5\times 10^{20}`$ cm-2. We can also estimate the hydrogen column density associated with O II – O VIII using the limits obtained in Section 3.1.2 from the 24th November spectrum. Assuming 0.4 $`\times `$ Solar abundance, we obtain $`\mathrm{N}_\mathrm{H}<7.4\times 10^{20}`$ cm-2. Summing these two upper limits to obtain the total hydrogen column density associated with O I – O VIII, we find $`\mathrm{N}_\mathrm{H}<1.1\times 10^{21}`$ cm-2. Assuming that the companion star has mass $`M<7M_{\mathrm{}}`$ and radius $`R<5R_{\mathrm{}}`$ (Soria et al. 2001) and substituting into equation (1), we find that $`dM/dt<8\times 10^{17}`$ g s-1. This is insufficient to power the X-ray emission except when LMC X-3 is in its very weakest state (e.g. April 2000).

However, we have so far neglected wind material in which O is completely ionized. When the luminosity of the system is as high as $`10^{38}`$ erg s-1, the ionization parameter ($`\xi =L/nr^2`$) at the base of a homogeneous, constant-velocity wind from the secondary star is $`3\times 10^{25}/\mathrm{N}_\mathrm{H}`$ where $`L`$ is luminosity in erg s-1, $`n`$ is the ion density in cm-3, and $`r`$ is the binary separation, $`10^{12}`$ cm. Thus for mass-loss rates $`<3\times 10^{20}`$ g s-1 we expect $`\xi >100`$ erg cm s-1, implying that the majority of O in the wind is completely ionized (Kallman & McCray 1982), and therefore undetectable by X-ray absorption line spectroscopy. For a wind with a $`\beta `$-law velocity profile the wind is much denser near the base, but at a distance of $`R_{}/4`$ from the stellar photosphere, when the wind has only achieved about a fifth of its terminal velocity (assuming $`\beta 1`$), $`\xi `$ reaches $`10^{25}/\mathrm{N}_\mathrm{H}`$. A stellar wind cannot be driven by line-pressure at such a high ionization state, because the ions that provide most of the acceleration (Abbot 1982) will not be present (McCray & Hatchett 1975). On the other hand, we can rule out a mass-loss rate of $`>3\times 10^{20}`$ g s-1, because the column density would be high enough, (and $`\xi `$ low enough) that absorption lines from O would be very apparent in the RGS spectra. Thus the lack of absorption lines in the RGS spectra implies that a line-driven stellar wind is not the primary source of accretion material for LMC X-3 except, possibly, when it is in a faint state. By comparing the variability properties of LMC X-3 to LMC X-1, Nowak et al. (2001) also conclude that LMC X-3 is not accreting from a stellar wind. Roche lobe overflow is therefore the most likely mode of mass transfer in LMC X-3.

In order to explain the state changes observed in LMC X-3 along with the long term $`100`$ day periodic variability, Wilms et al. (2001) propose that the accretion rate could be controlled by an accretion disk wind-driven limit cycle as discussed by Shields et al. (1986). The optical photometric variability presented by Brocksopp et al. (2001) is also consistent with this hypothesis. In this scenario, the central X-ray source in LMC X-3 drives a Compton heated wind from the accretion disk that is sufficiently strong that it interrupts its flow of fuel. For such an instability to take place, the mass loss in the wind must exceed the accretion rate by a considerable factor (e.g. $`30`$, Shields et al. 1986). At distances from the central source greater than the outer radius of the accretion disk, the Compton heated wind is approximately spherical (Begelman & McKee 1983) and so we can use equation 1 to relate the mass loss rate of an accretion disk wind to the column density. Taking the radius of the accretion disk to be $`10^{12}`$ cm, and the mass of the primary to be $`10M_{\mathrm{}}`$ (Soria et al. 2001), we find that an accretion disk wind capable of driving the long-term variability will have $`\mathrm{N}_\mathrm{H}>3\times 10^{22}`$ cm-2 when the luminosity of the source is $`10^{38}`$ erg s-1. If we assume a wind temperature of $`10^8`$ K (Begelman, McKee & Shields 1983), more than $`99.9\%`$ of O is in the form of O IX, and the column density of O VIII can therefore be $`<10^{16}`$ cm-2, consistent with the upper limits given in Table 2. Thus we cannot rule out that the periodic variability in LMC X-3 is driven by an accretion disk wind. However the column density in any accretion disk wind must be small enough that that it is transparent to scattering: thermal emission from a wind with column density $`>10^{24}`$ cm-2 would dominate the X-ray luminosity of the system, giving rise to prominent K$`\alpha `$ lines from Fe XXV and Fe XXVI. This is not observed in LMC X-3 (Wu et al. 2001). Thus even if there is an accretion disk wind, it imparts no significant features or distortions on the X-ray spectrum of LMC X-3.

The resolution and throughput of the RGS coupled with the lack of X-ray absorption in LMC X-3 provide a clearer picture of the soft X-ray continuum spectral shape than has ever been possible before. Excluding the very faint April spectrum, the spectral fitting performed in Section 3.2 demonstrates that a single disk blackbody is unable to describe the 0.3-2 keV spectral shape even when LMC X-3 is in the high/soft state, mainly because the model falls off too fast at short wavelength. Adding a powerlaw component results in much improved (though for the 24th November still unacceptable) fits. However, the fitted powerlaw slopes consistently bottom out at the hardest allowed values in the fitting ($`\mathrm{\Gamma }=1.5`$) and are considerably harder than the powerlaw slopes found over the 0.3-12 keV energy range with XMM-Newton EPIC (Wu et al. 2001), even when the EPIC and RGS data were obtained simultaneously.

A visual inspection of Fig. 3 offers some insight into the reason for the discrepant powerlaw parameters: longward of 23 Å the spectra have almost the same shape, running approximately straight and parallel as expected from a disk blackbody with a varying inner temperature. However, a powerlaw, even with a photon index as hard as $`\mathrm{\Gamma }=2`$, has a softer spectral shape than a disk blackbody longward of the peak. Thus for a powerlaw with $`\mathrm{\Gamma }>2`$ to make a significant contribution at $`\lambda <10`$Å it would have to make a larger contribution at longer wavelength, and therefore the spectra should deviate significantly from the disk blackbody shape at $`\lambda >23`$Å. Therefore the straight parallel spectra at $`\lambda >23`$Å, and the low best-fit photon indices, imply that the component which is observed to have a powerlaw shape at $`<6`$ Å (i.e. at E $`>2`$ keV) does not continue with the same powerlaw shape through the soft X-ray band.

The powerlaw component is normally assumed to be the Compton upscattered emission from a hot corona (Sunyaev & Titarchuk 1980). The Compton scattered spectrum is expected to deviate from a powerlaw shape close to the energy of the seed photons. Thus the absence of the powerlaw component in the soft X-ray is consistent with the seed photons for the Comptonisation coming from the disk blackbody component. This is predicted by successful models for black hole binary spectral states (e.g. Haardt & Maraschi 1991, Haardt & Maraschi 1993, Chakrabarti & Titarchuk 1995, Haardt et al. 1997), in which the temperature and optical depth of the corona depend on the amount of cooling via Compton scattering off soft X-ray photons from the disk. This result is borne out by the improved fits which are obtained when the powerlaw is exchanged for a Comptonised disk blackbody. However, even with this model, the photon index which describes the Comptonised spectrum towards shorter wavelengths is lower than the photon indices obtained over a larger energy range using EPIC. Furthermore, for the brightest spectra the soft X-ray flux from the Comptonised component dominates the flux directly emerging from the disk. This suggests some further complexity in the spectral shape at the short wavelength end of the spectra (the disk blackbody and Comptonised components have a similar spectral shape at the long wavelength end). One possible explanation could be that in the soft state, the soft component in LMC X-3 falls off slower than a disk blackbody towards short wavelengths due to electon scattering near the surface of the disk. Such a broadening of the soft component spectral shape has been observed in the soft X-ray transients (e.g. GS 2000+25, GRO 1655$``$40) studied by Życki et al. (2001) using Ginga and RXTE spectra. However, the RGS does not extend to short enough wavelengths for a proper investigation of this, which we defer to a future study using the EPIC instruments which cover a wider energy range.

## 5 Conclusions

We have presented XMM-Newton RGS spectra of LMC X-3 covering the full range of spectral states observed in this source (more than 3 orders of magnitude in RGS count rate). The spectra are completely dominated by continuum emission, and are devoid of notable spectral features except for the interstellar O I edge. The depth of the edge is consistent between the different observations, and is consistent with the Galactic interstellar column density of $`3.2\times 10^{20}\mathrm{cm}^2`$ in the direction of LMC X-3. The upper limit to the edge depth implies $`\mathrm{N}_\mathrm{H}<4\times 10^{20}\mathrm{cm}^2`$ associated with neutral O, intrinsic to LMC X-3. Upper limits on the equivalent widths of $`1s2p`$ resonant absorption lines from O II – O VIII imply $`\mathrm{N}_\mathrm{H}<7.4\times 10^{20}\mathrm{cm}^2`$ for gas associated with partially ionized O. This implies that a line-driven stellar wind off the companion star can not supply a significant fraction of the accreting material except during the very low luminosity states. Therefore the majority of accretion in LMC X-3 probably takes place through Roche Lobe overflow.

A multi temperature disk blackbody is a good representation of the soft X-ray spectrum of LMC X-3 longward of the disk blackbody peak. Thus the powerlaw component which dominates at higher energies does not continue through the soft X-ray range with a powerlaw shape. This suggests that the disk blackbody component supplies the seed photons which are Compton upscattered to form the powerlaw at higher energies, as in conventional models for BHC spectral states.

## 6 Acknowledgements

This work is based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA Member States and the USA (NASA). This work makes use of results provided by the ASM/RXTE teams at MIT and at the RXTE SOF and GOF at NASA’s GSFC.


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# CERN-TH/2003-146 Neutrino properties from Yukawa structure.

## 1 Introduction

The origin of the structure observed in quark and lepton masses and mixing angles remains one of the most pressing and interesting questions left unanswered by the Standard Model. The continuing improvement in the measurement of the CKM and MNS matrix elements and the neutrino masses has stimulated a renewed theoretical effort to answer these questions.

In the case of quarks one proposed structure going beyond the Standard Model has proved to be robust, giving a quantitatively accurate prediction for the Cabbibo angle (strictly $`V_{12}^{CKM}`$). It follows from the postulate that the up and down quark mass matrices have a simultaneous “texture” zero in the $`(1,1)`$ position111A texture zero does not imply a matrix element is absolutely zero, but only that it is small enough so that it does not significantly affect the masses and mixing angles. and that the magnitude of the matrix elements are symmetric for the first two generations. The measured masses and mixing angles are consistent with additional texture zeros, although this may require a departure from the symmetric form of the mass matrices. One reason for the interest in texture zeros is that they may indicate the presence of a new family symmetry which require certain matrix elements be anomalously small. Thus identification of texture zeros may be an important step in unravelling the origin of the fermion masses and mixings.

In this paper we extend the analysis of possible texture zeros to the lepton sector for the case that neutrino masses are given by the see-saw mechanism. In analogy with the quark case we consider the predictions resulting from a symmetric form for the magnitudes of the Dirac mass matrix elements together with texture zeros. Of particular interest is the case of simultaneous zeros in the $`(1,1)`$ position. If this proves to be the case it would be a strong indication of a symmetry between the up and the down quarks and the charged lepton and neutrino sectors respectively. For the case that the Majorana mass matrix does not contribute significantly to lepton mixing we obtain predictions for the CHOOZ mixing angle and for the CP violating phases. If the neutrino Majorana mass does contribute significantly to mixing these predictions may be viewed as indicative to the magnitude of these parameters barring what would seem to be an unnatural cancellation between the contribution of the Dirac and Majorana sectors. We also consider the implications further restrictions on the form of the lepton mass matrices. The analysis is done in the context that the mass of one of the Majorana neutrinos is anomalously large . This case includes the possibilities that there is sequential right hand neutrino dominance that offers an attractive way of explaining near bi-maximal neutrino mixing in the case that the quark and neutrino Dirac mass matrices are related,.

The paper is organised as follows. In Section 2 we review a general parameterisation for the effective light neutrino masses for the case of the see-saw mechanism that is useful in studying the implications of texture zeros. We discuss the constraints on this parameterisation coming from texture zeros, from a symmetric form of the magnitudes of the mass matrix elements and from the case that one of the Majorana neutrinos is anomalously large. In Section 4 we apply this parameterisation to derive general constraints on neutrino mixing and CP violation and consider the implications for leptogenesis. Section 5 summarizes the results.

## 2 Parameterisation of the see-saw mechanism

We consider the case of three generations of left-handed $`SU(2)`$ doublet neutrinos, $`\nu _{L,i,}`$ and three generations of right-handed Standard Model singlet neutrinos, $`\nu _{R,i}`$. The Lagrangian responsible for lepton masses has the form

$$L_{Mass}^l=\nu _R^{cT}.Y_\nu ^D.\nu _LH^0+l_R^{cT}Y_l^D.l_L\overline{H}^0\frac{1}{2}\nu _R^{cT}.M_\nu ^M.\nu _R^c$$
(1)
where $`Y_\nu ^D,`$ $`Y_l^D`$ are the matrices of Yukawa couplings which give rise to the neutrino and charged lepton Dirac mass matrices respectively and $`M_\nu ^M`$ is the neutrino Majorana mass matrix. We are interested in studying the implications of simultaneous zeros in $`Y_\nu ^D`$ and $`Y_l^D`$ for observable quantities, masses and mixing angles and CP violating phases. For the case of quarks and charged leptons it is easy to do this because the Yukawa couplings are directly related to the mass matrices. For neutrinos, however, the existence of the Majorana masses complicates the connection between the Dirac Yukawa couplings and the neutrino observables. The light neutrino mass matrix, $`,`$ is given by the see-saw form

$$\text{=}Y_\nu ^{DT}.M_\nu ^{M1}.Y_\nu ^D$$
(2)
Sometimes it is convenient to use an alternative form for the see-saw formula, expressing $`Y_\nu ^D`$ in terms of the neutrino mass eigenvalues, mixing angles and CP violation. In the basis in which the Majorana mass matrix, $`M_\nu ^M,`$ is diagonal the parameterisation has the form

$$Y_\nu ^D=D_\sqrt{M}.R.D_\sqrt{m}.W^{}/H^0$$
(3)
where $`D_\sqrt{M}`$ is the diagonal matrix of the square roots of the eigenvalues of $`M_\nu ^M`$, $`D_\sqrt{m}`$ is the diagonal matrix of the roots of the physical masses, $`m_i,`$ of the light neutrinos, $`W`$ is the neutrino mixing matrix, and $`R`$ is an orthogonal matrix which parameterises the residual freedom in $`Y_\nu ^D`$ once the other parameters are fixed. It is parameterised by 3 complex “mixing” angles222Up to reflections which can be absorbed in the unknown phases discussed below..

$$R=\left(\begin{array}{ccc}\mathrm{sin}\theta _2\mathrm{sin}\theta _3& \mathrm{cos}\theta _1\mathrm{cos}\theta _3+\mathrm{sin}\theta _1\mathrm{cos}\theta _2\mathrm{sin}\theta _3& \mathrm{sin}\theta _1\mathrm{cos}\theta _3\mathrm{cos}\theta _1\mathrm{sin}\theta _3\\ \mathrm{sin}\theta _2\mathrm{cos}\theta _3& \mathrm{cos}\theta _1\mathrm{sin}\theta _3+\mathrm{sin}\theta _1\mathrm{cos}\mathrm{cos}\theta _3& \mathrm{sin}\theta _1\mathrm{sin}\theta _3\mathrm{cos}\mathrm{cos}\theta _3\\ \mathrm{cos}\theta _2& \mathrm{sin}\theta _1\mathrm{sin}\theta _2& \mathrm{cos}\theta _1\mathrm{sin}\theta _2\end{array}\right)$$
(4)
where $`\theta _1,`$ $`\theta _2,`$ $`\theta _3`$ are arbitrary complex angles. These, together with the three Majorana masses, the three light neutrino masses, the three mixing angles and three phases of $`W`$ make up the eighteen real parameters needed to specify $`Y_\nu ^D.`$ With this form it is straightforward to study the implications of a zero in $`Y_\nu ^D`$ for the physical measureables.

In our study of texture zeros we will be interested in simultaneous texture zeros in $`Y_\nu ^D`$ and $`Y_l^D`$. Of course this is basis dependent as a zero in one basis will not in general remain zero after a rotation. In this sense the appearance of simultaneous texture zeros specifies the “texture zero” basis. The idea is that there is some dynamical reason, such as a family symmetry, which generates the texture zero structure. For the case of a family symmetry the “texture zero” basis is just the current quark basis, defined as the one in which the fermion states are eigenstates of the family symmetry group. In the phenomenological analysis of texture zeros this basis choice is taken into account by modifying the parameterisation so that the charged lepton mass matrix is not diagonal. In this case it is the combination $`U_l^{}W`$ that should be identified with the $`MNS`$ matrix, where $`U_l`$ is the unitary matrix needed to diagonalise the charged lepton mass matrix, starting from the texture basis.

It is instructive to determine how many free parameters are left in $`R`$ when $`Y_\nu ^D`$ is constrained in various ways. If any element of $`Y_\nu ^D`$ is zero, there is a reduction of two complex parameters needed to specify $`Y_\nu ^D`$ and a corresponding reduction of the parameters in $`R.`$ For more than $`3`$ texture zeros there will be relations between measureable quantities333We include the Majorana mass eigenvalues amongst our “measureables” and also the mixing angles in $`W`$; of course it is necessary to discuss the lepton sector to relate $`W`$ to $`U_{MNS}`$.. However, depending on the position of the texture zero, there may be predictions for fewer texture zeros.

For the case that $`Y_\nu ^D`$ is symmetric (or hermitian or has off diagonal elements antisymmetric) the number of real parameters needed to specify it are reduced to $`12`$, so in this case $`R`$ is completely determined. This does not lead to any relations between measurable quantities but if, in addition, there is a texture zero there will be such relations (this is the analogue to the GST relation in the quark sector).

For the case one of the Majorana masses, $`M_{\nu ,3}^M,`$ is anomalously heavy the Standard Model singlet component, $`\nu _{R,3},`$does not play a role in determining the two heaviest of the light neutrino eigenstates. Following from eq(2) we see that in this case the couplings $`\left(Y_\nu ^D\right)_{3j},j=\mathrm{1..3}`$ do not contribute to the light masses and mixing angles. There is also a reduction in the number of parameters needed to specify $`R.`$Following from the condition that $`Y_\nu ^DW`$ is finite as $`M_{\nu ,3}^M\mathrm{},`$ we see that in this limit $`R_{3j}\sqrt{1/M_{\nu ,3}^M},`$ $`j=2,3`$ and $`R_{ij}O(1),`$ $`i,j=\mathrm{1..3}`$ . Inserting these constraints in eq(4) we find the form of $`R`$ is given by

$$R=\left(\begin{array}{ccc}\sqrt{1/M_{\nu ,3}^M}& \mathrm{cos}z& \pm \mathrm{sin}z\\ \sqrt{1/M_{\nu ,3}^M}& \mathrm{sin}z& \pm \mathrm{cos}z\\ 1& \sqrt{1/M_{\nu ,3}^M}& \sqrt{1/M_{\nu ,3}^M}\end{array}\right)$$
(5)
where $`z=\theta _3\theta _1.`$ This $`\pm `$ refer to a reflection ambiguity. In practice we can work with the positive sign only and absorb this ambiguity in the unknown phases specified below. The Yukawa couplings $`\left(Y_\nu ^D\right)_{ij},`$ $`i=1,2,`$ $`j=\mathrm{1..3}`$ are thus given in terms of $`z`$ alone in the limit $`M_{\nu ,3}^M\mathrm{}.`$ If we require the $`(1,2)`$ block be symmetric, antisymmetric or hermitian, $`z`$ will be determined and for $`1`$ texture zero there will be relations between measureables. Alternatively more than $`1`$ texture zero will give relations even if the $`(1,2)`$ and $`(2,1)`$ matrix elements are not related.

## 3 The charged lepton mass matrix

The $`MNS`$ matrix is given by $`U_l^{}W`$ and has a contribution coming from the matrix $`U_l`$ which diagonalises the charged lepton mass matrix. The latter has to reproduce the hierarchical structure of lepton masses and this may place constraints on the magnitude of the charged lepton mixing angles. Let us consider the case the lepton mass matrix is symmetric and that, like the quarks, the hierarchy of lepton masses is due to an hierarchical structure in the matrix elements and not due to a cancellation between different contributions. This is what is expected if there is an underlying Grand Unified symmetry relating leptons to quarks. Moreover a cancellation between different contributions to lepton masses seems very difficult to reconcile with an underlying family symmetry as it requires non-trivial relations between different matrix elements which are difficult to arrange even in the context of non-Abelian family symmetry. With this constraint it is easy to limit $`\left(U_l\right)_{23},`$ because $`\left(M_l\right)_{23}^2m_\mu m_\tau `$, giving

$$\left|\left(U_l\right)_{23}\right|\sqrt{\frac{m_\mu }{m_\tau }}.$$
(6)
Similarly one obtains a bound on $`\left(U_l\right)_{12}`$ from the constraint that $`\left(M_l\right)_{12}^2<m_em_\mu `$ which follows from taking the deteminant of the mass matrix. This in turn implies

$$\left|\left(U_l\right)_{12}\right|\sqrt{\frac{m_e}{m_\mu }}$$
(7)
with equality occurring if there is a texture zero in the $`(1,1)`$ position.

The constraint on $`\left(M_l\right)_{12}^2`$ also leads to the constraint $`\left|\left(U_l\right)_{13}\left(U_l\right)_{23}\right|\frac{\sqrt{m_em_\mu }}{m\tau }`$. If $`\left|\left(U_l\right)_{23}\right|=\sqrt{\frac{m_\mu }{m_\tau }},`$ which occurs when there is a texture zero in the $`(2,2)`$ position, we have the bound $`\left|\left(U_l\right)_{13}\right|\sqrt{\frac{m_e}{m_\tau }}.`$ If, however, $`\left|\left(U_l\right)_{23}\right|\sqrt{\frac{m_\mu }{m_\tau }}`$ we have $`\left(M_l\right)_{22}=m_\mu `$ and then from the determinant we have $`\left(M_l\right)_{13}^2m_em_\tau `$ which again gives

$$\left|\left(U_l\right)_{13}\right|\sqrt{\frac{m_e}{m_\tau }}.$$
(8)
In practice the magnitudes of $`\left(U_l\right)_{23}`$ and $`\left(U_l\right)_{13}`$ are so small that they do not affect the mixing coming from the neutrino sector. However $`\left(U_l\right)_{12}`$ close to the upper bound given in eq(6) does give a significant contribution to the CHOOZ angle. Its effect is considered below.

The discussion above relies on a symmetric structure relating the magnitudes of the charged lepton mass matrix elements. If we relax this condition there is no constraint on the magnitude of the matrix elements of $`U_l.`$ In this case the contributions to the MNS matrix coming from the neutrino sector should be considered as an indication of the lower bound on the $`MNS`$ matrix elements, assuming there is no delicate cancellation between the contributions of $`U_l`$ and $`W.`$

We turn now to a determination of the relations that follow for various form of the Yukawa couplings.

## 4 Structure of the MNS matrix

### 4.1  Symmetric Yukawa couplings and a single texture zero in $`Y_\nu ^D`$.

#### 4.1.1 (1,1) texture zero

We first consider in detail how the analysis proceeds for the case the texture zero is in the $`(1,1)`$ position and both $`Y_\nu ^D`$ and $`Y_l^{D\text{ }}`$ are symmetric. In the analogous case in the quark sector a $`(1,1)`$ texture zero leads to the remarkably successful GST relation , so this case is particularly interesting for, if it leads to a phenomenologically realistic prediction, it may indicate a connection betweeen quarks and leptons.

As discussed above we are interested in the case $`M_{1,2}/M_3m_2/m_3`$and the Majorana mass matrix, $`M_\nu ^M`$ is diagonal and real. We include the CP violating phases in $`U_{MNS},`$ i.e.we write it in the form

$$U=V.diag(e^{i\varphi /2},e^{i\varphi ^{}/2},1)$$
(9)
where $`\varphi `$ and $`\varphi ^{}`$ are the CP violating phases and $`V`$ has the form of the CKM matrix. In this case a symmetric structure in the Dirac neutrino mass matrices and a texture zero will lead to a relation between measurable parameters.

Following from eq(3) the condition $`\left(Y_\nu ^D\right)_{11}=0`$ gives444Here and in what follows we do not include the ambiguity due to the square roots as they can be absorbed in the unknown phases.

$$\mathrm{tan}z=\sqrt{\frac{m_2}{m_3}}\frac{W_{12}^{}}{W_{13}^{}}$$
(10)
where $`W`$ is the matrix acting on the left-handed neutrino states needed to diagonalise the Dirac neutrino mass matrix. To express this in terms of $`U_{MNS}`$ we use the constraints of eqs(6,7,8) to determine $`W.`$ There is a residual phase ambiguity because the basis in which the MNS matrix has the standard form can be different from the ”symmetry” basis in which the texture zero appears. This corresponds to the simultaneous redefininition of the phase of the left- and right- handed states such that the Dirac structure is invariant (the change in the Majorana matrix is absorbed in a redefinition of $`\varphi `$ and $`\varphi ^{}`$ in eq(9)). With this we have $`W`$ $`=U_lPU_{MNS}`$ where $`P=diag(e^{i\alpha _1},e^{i\alpha _2},e^{i\alpha _3}).`$

From the symmetric constraint $`\left(Y_\nu ^D\right)_{12}=\left(Y_\nu ^D\right)_{21}`$ one obtains

$$\sqrt{\frac{M_1}{M_2}}=\frac{\mathrm{tan}z\sqrt{m_2}W_{12}^{}+\sqrt{m_3}W_{13}^{}}{\sqrt{m_2}W_{22}^{}+\mathrm{tan}z\sqrt{m_3}W_{23}^{}}.$$

Substituting for $`\mathrm{tan}z`$ leads to the relation

$$W_{13}^2+\frac{m_2}{m_3}W_{12}^2=\sqrt{\frac{M_1}{M_2}}\sqrt{\frac{m_2}{m_3}}W_{31}detW^{}$$
(11)
where $`detW`$=$`e^{i\beta }`$. We choose the phases of the right handed charged leptons such that $`U_l`$ is real in the $`(1,2)`$ block. Then in leading order we have $`W_{ij}e^{i\alpha _i}U_{ij}`$ except for

$$W_{13}e^{i\alpha _1}U_{13}+e^{i\alpha _2}\left(U_l\right)_{12}U_{23}$$
(12)
where we have written $`U_{MNS}=U`$. In eq(12) we have dropped terms involving the roots of ratios of lepton masses relative to unity. Using eq(12) in eq(11) gives

$$U_{13}|U_{13}|e^{i\delta }=e^{i(\alpha _2\alpha _1)}\left(U_l\right)_{12}U_{23}\pm \sqrt{\frac{m_2}{m_3}U_{12}^2\sqrt{\frac{M_1m_2}{M_2m_3}}U_{31}e^{i(\beta +2\alpha _1)}}.$$
(13)
For the case of a $`(1,1)`$ texture zero in $`\left(Y_l^D\right)_{11}`$ we have $`\left(U_l\right)_{12}=\sqrt{\frac{m_e}{m_\mu }}`$. For the case of a texture zero in $`\left(Y_l^D\right)_{12}`$, $`\left(U_l\right)_{12}=0`$. Other possibilities for a lepton texture zero or no texture zero at all give $`\left(U_l\right)_{12}\sqrt{\frac{m_e}{m_\mu }}.`$

The implications of eq(13) for the CHOOZ angle are shown in Fig(1) for the case $`\left(U_l\right)_{12}=0`$ and $`\sqrt{\frac{m_e}{m_\mu }}`$ respectively555This and subsequent plots are made using the best fit points for the masses and mixing angles of .. In these plots we have chosen a random distribution of the unknown phases $`\beta ,\alpha _i.`$ One may see there is a clustering of values within a small range with the CHOOZ angle near the current bound, $`\mathrm{sin}\theta _{13}<0.24`$ at $`3\sigma .`$ This implies that, barring an unnatural cancellation between terms, we expect a large CHOOZ angle, in the range that would make the long baseline neutrino factory searches for CP violation feasible. To quantify this we have determined the range of the CHOOZ angle which includes 95% of the points, giving $`\mathrm{sin}\theta _{13}>0.1`$ over the whole range of $`M_1/M_2.`$

In Fig(2) we plot the distribution for the CP violating phase combination $`\mathrm{sin}(\delta \varphi ^{}/2)`$. This is the CP violating phase relevant to neutrinoless double beta decay. We see that $`\mathrm{sin}(\delta \varphi ^{}/2)`$ clusters near its maximal value. In this case the 95% cutoff implies $`\mathrm{sin}(\delta \varphi ^{}/2)>0.4.`$

Finally we determine the implications of our results for thermal leptogenesis, assuming that the lightest Majorana state dominates. In this case the asymmetry is given by

$`ϵ`$ $``$ $`{\displaystyle \frac{3}{8\pi }}{\displaystyle \frac{M_1}{v^2}}{\displaystyle \frac{\mathrm{Im}(\mathrm{cos}^2z\text{ }m_2^2+\mathrm{sin}^2z\text{ }m_3^2)}{m_2\left|\mathrm{cos}^2z\right|+m_3\left|\mathrm{sin}^2z\right|}}`$
$`=`$ $`{\displaystyle \frac{3}{8\pi }}{\displaystyle \frac{M_1}{v^2}}{\displaystyle \frac{(m_3^2m_2^2)\mathrm{Im}(\mathrm{sin}^2z)}{m_2\left|\mathrm{cos}^2z\right|+m_3\left|\mathrm{sin}^2z\right|}}`$
Since $`|ϵ_{\mathrm{max}}|=\frac{3}{8\pi }\frac{M_1m_3}{H^0^2}`$ $`\text{[13]},`$ we have

$$\frac{ϵ}{|ϵ_{\mathrm{max}}|}\frac{\mathrm{Im}(\mathrm{sin}^2z)}{\left|\mathrm{sin}^2z\right|+\frac{m_2}{m_3}\left|\mathrm{cos}^2z\right|}$$

Note that $`ϵ`$ depends only on $`\mathrm{tan}z`$. The dependence of $`\mathrm{tan}z`$ on low energy phases may be read from eq(10) showing which combination is relevant for leptogenesis. The magnitude of $`ϵ/ϵ_{\mathrm{max}}`$ is plotted in Fig(3). Note that, if we ignore the charged lepton contribution coming from a nontrivial $`U_l`$, a $`(1,1)`$ texture zero with an hierarchical Majorana mass spectrum gives the same value for the CP violating phase in double beta decay as the CP violating phase determining the lepton asymmetry in leptogenesis . This explains the correlation seen between the plots of Figs(3), although note that in Figs(3b) a significant charged lepton contribution has been added.

Whether this asymmetry can lead to the observed baryon asymmetry depends on the subsequent washout. This is characterised by the parameter $`\stackrel{~}{m}_1`$ . It is given by

$$\stackrel{~}{m}_1=m_2\left|\mathrm{cos}^2z\right|+m_3\left|\mathrm{sin}^2z\right|$$

For the case of a (1,1) texture zero the value of $`\stackrel{~}{m}_1`$ is given in Fig(4). In the whole region of parameter space $`\stackrel{~}{m}_1m_2`$ and so the washout will reduce the baryon asymmetry below the observed value unless $`M_1`$ is very large . In the case of SUGRA this implies a reheat temperature above the gravitino abundance bound implying that in this case thermal leptogenesis cannot work. However in other supersymmetry breaking mediation scenarios, such as gauge mediation, the gravitino is much lighter and a heavier $`M_1`$ is consistent with the gravitino bound.

#### 4.1.2 A single texture zero in the (1,2), (1,3), (2,2) or (2,3) positions

It is straightforward to apply the analysis just discussed to the other possible positions for a single texture zero in the Dirac neutrino matrix. The results are presented in Table 1. Note that, unlike the case for a $`(1,1)`$ texture zero, the prediction for $`\mathrm{tan}z`$ is in terms of the measured large $`MNS`$ matrix elements. As a result one obtains a definite prediction for leptogenesis which is also given in the Table. For the case of $`(1,2)`$ and $`(1,3)`$ texture zeros we see that $`\mathrm{tan}z`$ is suppressed by $`\sqrt{\frac{m_2}{m_3}}`$ which leads to a near maximal form for $`\frac{ϵ}{ϵ_{\mathrm{max}}}.`$ The bound on $`\stackrel{~}{m}_1`$ is only mildly stronger than the absolute bound $`\stackrel{~}{m}_1m_2`$, so the washout effects are expected to be less efficient than in the $`(1,1)`$ texture zero case. For the case of the $`(2,2)`$ and $`(2,3)`$ texture zeros $`\mathrm{tan}z`$ is enhanced by $`\sqrt{\frac{m_3}{m_2}}`$ which leads to a $`\frac{m_2}{m_3}`$ suppression in $`\frac{ϵ}{ϵ_{\mathrm{max}}}.`$ The bound on $`\stackrel{~}{m}_1`$ in this case is comparable to the one for a $`(1,1)`$ texture zero but is independent of $`M_1/M_2.`$ As a result baryogenesis through thermal leptogenesis will not proceed in these cases either.

For the case of the $`(1,2)`$ texture zero the prediction for the CHOOZ angle depends only on unknown phases with the distribution is shown in Fig(5). For a (1,3) texture zero the CHOOZ angle also depends on the ratio $`M_1/M_2`$ as in the previous cases. This is plotted in Fig(6). In both cases $`\theta _{13}`$ is predicted to be large, although the $`95\%`$ lower range is smaller than that found for the $`(1,1)`$ texture zero case.

For the case of the $`(2,2)`$ and $`(2,3)`$ texture zeros one obtains a relation between the large elements of the MNS matrix. From this one may extract a relation between the phases and a prediction for $`M_1/M_2.`$ Unfortunately these do not lead to a relation between measureable parameters, although the constraint that $`M_1/M_2m_2/m_3`$ may be of interest in model building.

### 4.2 The case of two texture zeros

For two texture zeros one obtains a prediction even without imposing the symmetric constraint. There are fifteen ways of assigning two texture zeros to the first two rows of the Dirac neutrino mass matrix (the third row plays no role in the case the third Majorana neutrino is anomalously heavy). All but five lead to inconsistent results; below we discuss only the viable choices.

From Table 1 we may readily solve the constraint following from equating the two forms for $`\mathrm{tan}z`$ that follow from $`(1,1)`$ and $`(2,2)`$ texture zeros. This gives the prediction for $`U_{13}`$ given in Table 2. One may see it is identical to the prediction (c.f. Figure 5) obtained for a single texture zero in the $`(1,2)`$ position with the symmetric condition imposed although in this case we have not imposed this condition. If one further imposes the condition that the matrix is symmetrical one also obtains the prediction for $`U_{13}`$ given in eq(13). Equating these results fixes one combination of the phases (which does not lead to new relations between measurable phases) and fixes the ratio $`M_1/M_2m_2/m_3.`$ The prediction for $`\frac{ϵ}{ϵ_{\mathrm{max}}}`$ is as given in Table 1 for the $`(2,2)`$ texture zero case.

The remaining possibilities are given in Table 2. The prediction for the CHOOZ angle is approximately the same for the $`(1,1)`$ and $`(2,3)`$ or the $`(1,3)`$ and $`(2,1)`$ cases and is shown in Figure 7(a). The remaining case with a $`(1,1)`$ and a $`(2,1)`$ texture zero is shown in Figure 7(b).

For the case of $`(1,1)`$ and $`(2,3)`$ texture zeros one again needs $`M_1/M_2m_2/m_3`$ if one requires the Dirac mass matrix be symmetric. For the last two cases there is no solution if one additionally imposes the condition the Dirac mass matrix be symmetric. In all cases the prediction for $`\frac{ϵ}{ϵ_{\mathrm{max}}}`$ is as given in Table 1 for the appropriate texture zero. This follows because the prediction comes from the constraint on $`\mathrm{tan}z`$ only and does not require the symmetric condition.

## 5 Summary and Conclusions

The combination of the see-saw mechanism, an hierarchical structure for the Majorana mass matrix and a combination of texture zeros and/or a symmetrical form for the moduli of the mass matrix elements leads to relations amongst observable properties of neutrinos. In this paper we have determined these predictions in a model independent way.

The case of a $`(1,1)`$ texture zero is of particular interest because, in the quark sector, it leads to a relation in excellent agreement with experiment. In the neutrino case the equivalent $`(1,1)`$ texture zero leads to a prediction for the CHOOZ angle that is close to the present limit and a near maximal CP violating phase relevant to thermal leptogenesis and to $`\nu 0\beta \beta .`$ For the $`(1,1)`$ texture zero, thermal leptogenesis cannot give rise to acceptable baryogenesis while satisfying the gravitino bounds on the reheat temperature. Therefore, an acceptable range of baryogenesis is only possible if the gravitino constraints are relaxed, for example in theories in which the supersymmetry breaking occurs at a lower scale.

In the case that the texture zero appears in the $`(1,2)`$ or $`(1,3)`$ positions the CHOOZ angle is still predicted to be large, encouraging for long baseline CP violation studies. Furthermore, in these cases washout effects after thermal leptogenesis are not too efficient and could allow for adequate baryogenesis. The case of $`(2,2)`$ and $`(2,3)`$ texture zeros does not lead to phenomenologically interesting relations. However there are five viable cases in which two texture zeros can be present. In these cases a large CHOOZ angle is again predicted.

The determination of the parameters involved in the see-saw mechanism is an illdefined problem due to the large number of parameters relative to measureables. The best hope is that the system has a high degree of symmetry, reducing the number of parameters. Our analysis has explored a particularly promising possibility suggested by the structure observed in the quark sector in which the Dirac masses have one (or more) texture zero(s) and the magnitude of the mass matrix elements may be symmetric. In addition we have assumed an hierarchical structure for the Majorana matrix, motivated by the fact this can readily explain the large neutrino mixing angles while having a relation between quark and lepton Dirac masses. Such a structure for the Dirac and Majorana masses can be derived from an underlying family symmetry and, if the resultant predictions for neutrino properties should be confirmed, it would provide strong support for such an underlying symmetry organising the fermion mass matrices.

Acknowledgement

This work was partly supported by the EU network, “Physics Across the Present Energy Frontier” HPRV-CT-2000-00148 and the PPARC rolling grant PPA/G/O/2002/00479.


text:
# A Model for Striped Growth

## I Introduction

Our understanding of the growth of striped patterns after a temperature quench from an isotropic state remains limited . We do not have the simple standard scenario of point defect annihilation observed in systems like the XY model  where there is ordering ending in a homogeneous phase. Instead we have pattern coarsening via a competition between point and line defects constructed from building blocks of dislocations and disclinations. Experiments and numerical simulations for simple models are in agreement that there is scaling in stripe forming systems governed by a characteristic length or growth law, $`L(t)t^x`$, with an exponent $`x1/4`$ to $`1/3`$ . This exponent is smaller than one would expect from the simplest theoretical treatments which give $`x1/2`$. A convincing theoretical understanding of the values of $`x`$ for isotropic pattern forming systems is still lacking. A complication is that there may not be a well defined value for $`x`$, but, as found in numerical treatments, $`x`$ may depend weakly on a control parameter.

When we turn to the defect structures we find lack of agreement between models and experiments. Experimentally the study of stripe formation has taken a substantial step forward with the work of Harrison et al  on carefully prepared two dimensional diblock copolymer systems which order into striped systems appearing to be two dimensional smectics. For quenches into the appropriate temperature range they find ordering which proceeds, in the scaling regime, via the process of the annihilation of a set of disclination quadrapoles. They also find that characteristic growth laws grow in time $`L(t)t^x`$ with exponent $`x=1/4`$.

The Swift-Hohenburg (SH) model (see Eq. (11) below)  represents a simple model for producing stripe pattern growth. In a previous paper  we discussed the distribution of defects (grain boundaries and point defects) which govern the ordering in the SH model in two dimensions. We found  the kinetics dominated by grain boundaries with a small number of free dislocations and a smaller number of free disclinations. Thus the simplest model, the SH model, does not produce the defect structure seen in the experiments.

In this paper we present an alternative model description, the nonlinear phase (NLP) model, for growing stripes. It is motivated as an approximation to SH model. However the model grows stripes via a quite different defect structure compared to the SH model, but shares with it the characteristic feature of grain boundaries. This model could also, as with the SH model, be constructed by appeal to symmetry, simplicity and analyticity.

There appears to be a variety of pathways to equlibrium in these systems. One may need to appeal to more than just symmetry and analyticity to obtain a quantitative description of the ordering process in striped systems.

## II The Nonlinear Phase Model

The nonlinear phase model can be obtained as an approximate phase-field model for the SH model defined by

$`_t\psi =ϵ\psi \left(^2+1\right)^2\psi \psi ^3,`$ (1)
where $`\psi `$ is a real scalar field. We only consider the zero temperature case in this paper, so there is no noise term in the above equation. Assume that the solution of the SH model can be written in the single mode form :

$`\psi (𝐱,t)=\psi _0\mathrm{cos}(\kappa (𝐱,t))`$ (2)
where the amplitude $`\psi _0`$ saturates quickly at the ground state amplitude $`\sqrt{4ϵ/3}`$. Substituting this ansatz into the SH equation, ignoring amplitude fluctuations and higher harmonics, we find that the coefficient of $`\psi _0\mathrm{sin}(\kappa (𝐱,t))`$ satisfies

$`\dot{\kappa }=_j\left[^2Q_j+2(1Q^2)Q_j\right]`$ (3)
where

$`𝐐(𝐱,t)=\kappa (𝐱,t)`$ (4)
is the local wavenumber of the stripes. Eq. (3) can be written as

$$\dot{\kappa }=\frac{\delta }{\delta \kappa },$$
(5)
with

$$[\kappa ]=d^2x\left\{\frac{1}{2}(^2\kappa )^2+\frac{1}{2}\left[(\kappa )^21\right]^2\right\}.$$
(6)
If we take the gradient with respect to $`_i`$, Eq. (3) can be written in the form

$`_tQ_i=_i_j{\displaystyle \frac{\delta _E}{\delta Q_j}}`$ (7)
where the driving free energy is of the standard Ginzburg-Landau form

$`_E[𝐐]`$ $`=`$ $`{\displaystyle d^2x\left[\frac{1}{2}\left(𝐐\right)^2+\frac{1}{2}(Q^21)^2\right]}`$ (8)
$``$ $`{\displaystyle d^2xϵ(𝐱)}.`$ (9)
Except for the fact the $`𝐐`$ is longitudinal and one has an anisotropic diffusion tensor ($`_i_j`$ rather than $`^2\delta _{ij}`$), this would just be the TDGL model for a conserved vector order parameter. The model (nonlinear phase model or NLP model) defined by Eqs. (2), (3) and (4) correspond, as we now show, to a well defined stand alone model for producing striped patterns. While we have roughly derived this model from the SH model, its ordering defect structures are quite different from the SH model.

## III Numerical Results

### A Qualitative Results

Let us begin with a qualitative description of the patterns generated by this model. We put Eq. (3) on a lattice with spacing $`\mathrm{\Delta }r=0.7854`$ and time step $`0.01`$. We use the isotropic form for the Laplacian given by

$`^2\varphi (𝐫,t)^2\varphi _{ij}={\displaystyle \frac{1}{(\mathrm{\Delta }r)^2}}\left[{\displaystyle \frac{2}{3}}{\displaystyle \underset{NN}{}}+{\displaystyle \frac{1}{6}}{\displaystyle \underset{NNN}{}}{\displaystyle \frac{10}{3}}\right]\varphi _{ij}`$ (10)
where $`NN`$ and $`NNN`$ mean the nearest neighbors and next-nearest neighbors respectively. $`\varphi `$ can be the order parameter $`\kappa `$ or the component of $`𝐐`$. $`(i,j)`$ is the lattice-site position. We run these equations on lattice of various sizes using initial conditions where the phase variable $`\kappa (i,j)`$ is chosen to have a value randomly distributed between $`\kappa _0`$ and $`\kappa _0`$ where $`\kappa _0=0.01/\sqrt{2}=0.0070711`$.

In Fig. 1 we plot those points where $`\mathrm{cos}\kappa `$ is positive for a system, which is on a $`512\times 512`$ grid, after an evolution to time $`t=1000`$. The stripe wavenumber $`Q^2`$ orders very rapidly so that by the time $`t=1000`$ we have an interconnected pattern of basically compact objects. These appear to be nucleated objects with radial symmetry.

This is a fairly early time for this system and we see that we have generated a set of local donuts. We have many concentric circles with few direct paths through the system. We clearly have layers but they are strongly bent.

When we reach a time of 5000 we see that most of the donuts have opened and stripes are forming and winding through the system. Clearly we see that the remaining centers of the donuts are serving as cores for large disclinations.

This pattern coarsens as one moves to $`t=15000`$, as shown in Fig.3,

and Fig. 4 where $`t=25000`$. In Fig. 4 one sees a target pattern in the upper left. One expects this to eventually break open.

These patterns can, at later times, be rather completely characterized by their defect structure. The defects can be found by looking for positions where the amplitude $`Q^2`$ is significantly smaller than its ordered value $`Q_0^2=1`$.

In Fig. 5 we plot those points where $`Q^2<0.5`$ for the pattern in Fig. 3. We see that we have a rather complete map of the defect structure seen in the layer pattern. The small amplitude lines (SAL) network defines the pattern.

In Fig. 6 we plot the pattern $`\mathrm{cos}\kappa >0`$ and $`\kappa (𝐱)`$ for a $`64\times 64`$ system at $`t=800`$. Clearly the peaks and anti-peaks correspond to the target centers of the pattern $`\mathrm{cos}\kappa `$, and the edges correspond to the SAL network. We also observe that the peaks and anti-peaks correspond to the $`+1`$ vortices in the $`𝐐`$ field, and on some of the edges there is a $`1`$ vortex of the $`𝐐`$ field, as is shown in Fig. 7. The numbers of $`+1`$ and $`1`$ vortices are equal, while the numbers of the peaks (anti-peaks) and the edges are usually not equal, so not every edge has a $`1`$ vortex on it.

The $`+1`$ vortices are compact but the $`1`$ vortices are not. This can be seen in Fig. 7, where some of the $`1`$ vortices occupy entire edges. So the defects in the system are more like a domain-wall network rather than a set of vortices. The domain walls correspond to the edges in Fig. 6.

### B Quantitative Results

At long times after a quench, phase ordering systems typically enter a scaling regime with a single characteristic length $`L`$. Here we check scaling for the correlation function $`C_\kappa (𝐫,t)=\kappa (𝐱+𝐫,t)\kappa (𝐱)`$. In Fig. 8, we show this correlation function at 8 different times. The data is scaled so that we can see whether it obeys a scaling law. The correlation length can be extracted from $`C_\kappa (r_0,t)/C_\kappa (0,t)=1/2`$ where $`r_0L`$. The result is shown in Fig. 9. Since $`|\kappa |`$constant, we expect that $`\kappa L`$ and $`C_\kappa (0,t)=\kappa ^2L^2`$. Thus we expect the scaling form $`C_\kappa (r,t)=L^2F(r/L)`$. The direct measurement of $`\kappa ^2`$ is shown in Fig. 10. From Fig. 9, we get $`Lt^{0.60}`$. From Fig. 10, we also obtain $`Lt^{0.60}`$.

We measure next the number of defects in the system as a function of time after the quench. In Fig. 11 we plot the density of sites where $`Q^2<0.4`$ in the scaling regime. This curve is well fit by

$`n_v=at^n`$ (11)
with $`a=3.89`$, $`n=0.506`$. Since the total number of the defects is proportional to the area of domain walls, the number density is proportional to $`wL/L^2=wL^1`$, where $`w`$ is the average width of the domain walls. Thus we estimate $`L/w0.5`$.

It will turn out to be necessary to allow the width $`w`$ to be a function of time.

We need an independent method for determining $`L`$ or $`w`$. We do this by employing another method to measure the length of the defect network directly. Basically this is a coarse-graining method. We put the defect network on a lattice with lattice spacing $`8\mathrm{\Delta }r`$ and count the number of sites it occupies. This number reflects the length of the network much better than the previous measurement. Other sizes of the lattice spacing can also be used as long as the grid size is larger than the width of the domain walls and much smaller than their lengths. The length density of the network is shown below and can be fit to $`t^{0.60}`$. Since the length density is proportional to $`L/L^2=L^1`$, we get $`Lt^{0.60}`$, which is consistent with the measurement of the correlation function.

We can then conclude that the average width of the domain walls $`wt^{0.10}`$. In the time regime we study, the width $`w`$ is about $`24`$. We don’t think $`w`$ will increase for ever, it may stop increasing at some later stage. But before that can happen in our system, finite size effect enters.

The growth laws for $`L`$ and $`w`$ can explain the growth exponents of other quantities. We give two examples below: $`Q^2`$ and the energy density $`ϵ`$ in Eq. (8).

The ordering of the field $`𝐐`$ is characterized by the average over all sites of $`𝐐^2(i,j)`$. We obtain the results shown in Fig. 13. It can be seen in the figure that there are two regimes where the data can be fit to a form

$`Q^2={\displaystyle \frac{1}{a+bt^n}}.`$ (12)
In the shorter time regime $`1000t7000`$ the data is fit with with $`a=0.930`$, $`b=3.15`$, and $`n=0.45`$. In the longer time regime $`7500t10000`$ we have the fit $`a=0.950`$, $`b=2.40`$, and $`n=0.511`$. In both fits the exponent $`n`$ is near $`1/2`$. We also see that in both fits the final value of $`Q^2`$ is larger than 1. Clearly more work needs to be done to establish the nature of this cross over. It seems likely that the final asymptotic value of $`Q^2`$ is greater than one due to finite size effects and the freezing of grain boundaries for long times.

In this system, $`Q^2`$ is approximately $`1`$ away from the domain-wall network and small on the domain walls with an average $`c<1`$. Because the average area $`s`$ of the domain walls in one domain is proportional to $`wL`$, and the domain’s area is $`AL^2`$, we have

$$Q^2=\frac{1}{A}\left[(As)1+sc\right]=1(1c)\frac{s}{A},$$
(13)
where $`s/AwL^1`$. So the average of $`Q^2`$ has the form of $`Q^2Q_0^2w/L`$. Thus we can identify $`L/wt^{0.5}`$.

In Fig. 14 we show the path toward equilibration of the effective energy density $`ϵ`$ defined by Eq.(9). This result seems to be in agreement with that for $`Q^2`$. We have a good fit to

$`ϵ=a+bt^n`$ (14)
with $`a=0.0056`$, $`b=2.526`$ and $`n=0.5288`$. Since the energy above the ground state should be proportional to the area of the domain walls, the energy density is proportional to $`wL/L^2=wL^1`$. Again we get $`L/wt^{0.5}`$.

## IV Discussion

In the NLP model we know that there are analytic vortex solutions related to those for the XY model. This would seem to favor coarsening via a set of isolated vortices which pair up and annihilate. Instead we find large $`1`$ vortices forming a domain wall network.

This system does not appear to generate dislocations and, as such, is quite different from the SH model which has a significant density of dislocations. The nonlinear phase model, on a larger scale, is growing targets and disclinations.

The NLP model introduced here helps to deepen our feeling that we do not have a good understanding of the general mechanism of stripe formation. In the SH model and the appropriate experiments the ordering is slow compared with the simple model of point defect annihilation. In this NLP model the ordering is “faster” than the simple model.

In this model we find two characteristic lengths, $`L`$ and $`w`$, which together explain the different exponents we observed. In the SH model, we also observed different exponents . Our guess is that in SH model there are also more than one characteristic length.

In conclusion we see that models with the same symmetries can vary significantly in the defect structures produced during ordering. The search continues for models where one can dial the relative abundance of grain boundaries and free dislocations and disclinations. The ultimate goal is to match the models with a given experimental system.

Acknowledgments: This work was supported by the National Science Foundation under Contract No. DMR-0099324.


text:
# 1 Abstract

## 1 Abstract

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear systems, molecular systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum integrability with respect to eigenergies of quantum systems are defined and calculated. Quantum statistical information functional is defined as negentropy (opposite of entropy or minus entropy). The distribution function for the random matrix ensembles is derived from the maximum entropy principle.

## 2 Introduction

Random Matrix Theory RMT studies quantum Hamiltonian operators $`H`$ which are random matrix variables. Their matrix elements $`H_{ij}`$ are independent random scalar variables . There were studied among others the following Gaussian Random Matrix ensembles GRME: orthogonal GOE, unitary GUE, symplectic GSE, as well as circular ensembles: orthogonal COE, unitary CUE, and symplectic CSE. The choice of ensemble is based on quantum symmetries ascribed to the Hamiltonian $`H`$. The Hamiltonian $`H`$ acts on quantum space $`V`$ of eigenfunctions. It is assumed that $`V`$ is $`N`$-dimensional Hilbert space $`V=𝐅^N`$, where the real, complex, or quaternion field $`𝐅=𝐑,𝐂,𝐇`$, corresponds to GOE, GUE, or GSE, respectively. If the Hamiltonian matrix $`H`$ is hermitean $`H=H^{}`$, then the probability density function of $`H`$ reads:

$`f_{}(H)=𝒞_{H\beta }\mathrm{exp}[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}(H^2)],`$ (1)
$`𝒞_{H\beta }=({\displaystyle \frac{\beta }{2\pi }})^{𝒩_{H\beta }/2},`$
$`𝒩_{H\beta }=N+{\displaystyle \frac{1}{2}}N(N1)\beta ,`$
$`{\displaystyle f_{}(H)𝑑H}=1,`$
$`dH={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{ji}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dH_{ij}^{(\gamma )},`$
$`H_{ij}=(H_{ij}^{(0)},\mathrm{},H_{ij}^{(D1)})𝐅,`$
where the parameter $`\beta `$ assume values $`\beta =1,2,4,`$ for GOE($`N`$), GUE($`N`$), GSE($`N`$), respectively, and $`𝒩_{H\beta }`$ is number of independent matrix elements of hermitean Hamiltonian $`H`$. The Hamiltonian $`H`$ belongs to Lie group of hermitean $`N\times N𝐅`$-matrices, and the matrix Haar’s measure $`dH`$ is invariant under transformations from the unitary group U($`N`$, F). The eigenenergies $`E_i,i=1,\mathrm{},N`$, of $`H`$, are real-valued random variables $`E_i=E_i^{}`$. It was Eugene Wigner who firstly dealt with eigenenergy level repulsion phenomenon studying nuclear spectra . RMT is applicable now in many branches of physics: nuclear physics (slow neutron resonances, highly excited complex nuclei), condensed phase physics (fine metallic particles, random Ising model \[spin glasses\]), quantum chaos (quantum billiards, quantum dots), disordered mesoscopic systems (transport phenomena), quantum chromodynamics, quantum gravity, field theory.

## 3 The Ginibre ensembles

Jean Ginibre considered another example of GRME dropping the assumption of hermiticity of Hamiltonians thus defining generic $`𝐅`$-valued Hamiltonian $`K`$ . Hence, $`K`$ belong to general linear Lie group GL($`N`$, F), and the matrix Haar’s measure $`dK`$ is invariant under transformations form that group. The distribution of $`K`$ is given by:

$`f_𝒦(K)=𝒞_{K\beta }\mathrm{exp}[\beta {\displaystyle \frac{1}{2}}\mathrm{Tr}(K^{}K)],`$ (2)
$`𝒞_{K\beta }=({\displaystyle \frac{\beta }{2\pi }})^{𝒩_{K\beta }/2},`$
$`𝒩_{K\beta }=N^2\beta ,`$
$`{\displaystyle f_𝒦(K)𝑑K}=1,`$
$`dK={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{\gamma =0}{\overset{D1}{}}}dK_{ij}^{(\gamma )},`$
$`K_{ij}=(K_{ij}^{(0)},\mathrm{},K_{ij}^{(D1)})𝐅,`$
where $`\beta =1,2,4`$, stands for real, complex, and quaternion Ginibre ensembles, respectively. Therefore, the eigenenergies $`Z_i`$ of quantum system ascribed to Ginibre ensemble are complex-valued random variables. The eigenenergies $`Z_i,i=1,\mathrm{},N`$, of nonhermitean Hamiltonian $`K`$ are not real-valued random variables $`Z_iZ_i^{}`$. Jean Ginibre postulated the following joint probability density function of random vector of complex eigenvalues $`Z_1,\mathrm{},Z_N`$ for $`N\times N`$ Hamiltonian matrices $`K`$ for $`\beta =2`$ :

$`P(z_1,\mathrm{},z_N)=`$ (3)
$`={\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{1}{\pi j!}}{\displaystyle \underset{i<j}{\overset{N}{}}}|z_iz_j|^2\mathrm{exp}({\displaystyle \underset{j=1}{\overset{N}{}}}|z_j|^2),`$
where $`z_i`$ are complex-valued sample points ($`z_i𝐂`$).

We emphasize here Wigner and Dyson’s electrostatic analogy. A Coulomb gas of $`N`$ unit charges moving on complex plane (Gauss’s plane) C is considered. The vectors of positions of charges are $`z_i`$ and potential energy of the system is:

$$U(z_1,\mathrm{},z_N)=\underset{i<j}{}\mathrm{ln}|z_iz_j|+\frac{1}{2}\underset{i}{}|z_i^2|.$$
(4)
If gas is in thermodynamical equilibrium at temperature $`T=\frac{1}{2k_B}`$ ($`\beta =\frac{1}{k_BT}=2`$, $`k_B`$ is Boltzmann’s constant), then probability density function of vectors of positions is $`P(z_1,\mathrm{},z_N)`$ Eq. (3). Therefore, complex eigenenergies $`Z_i`$ of quantum system are analogous to vectors of positions of charges of Coulomb gas. Moreover, complex-valued spacings $`\mathrm{\Delta }^1Z_i`$ of complex eigenenergies of quantum system:

$$\mathrm{\Delta }^1Z_i=Z_{i+1}Z_i,i=1,\mathrm{},(N1),$$
(5)
are analogous to vectors of relative positions of electric charges. Finally, complex-valued second differences $`\mathrm{\Delta }^2Z_i`$ of complex eigenenergies:

$$\mathrm{\Delta }^2Z_i=Z_{i+2}2Z_{i+1}+Z_i,i=1,\mathrm{},(N2),$$
(6)
are analogous to vectors of relative positions of vectors of relative positions of electric charges.

The eigenenergies $`Z_i=Z(i)`$ can be treated as values of function $`Z`$ of discrete parameter $`i=1,\mathrm{},N`$. The ”Jacobian” of $`Z_i`$ reads:

$$\mathrm{Jac}Z_i=\frac{Z_i}{i}\frac{\mathrm{\Delta }^1Z_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1Z_i.$$
(7)
We readily have, that the spacing is an discrete analog of Jacobian, since the indexing parameter $`i`$ belongs to discrete space of indices $`iI=\{1,\mathrm{},N\}`$. Therefore, the first derivative with respect to $`i`$ reduces to the first differential quotient. The Hessian is a Jacobian applied to Jacobian. We immediately have the formula for discrete ”Hessian” for the eigenenergies $`Z_i`$:

$$\mathrm{Hess}Z_i=\frac{^2Z_i}{i^2}\frac{\mathrm{\Delta }^2Z_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2Z_i.$$
(8)
Thus, the second difference of $`Z`$ is discrete analog of Hessian of $`Z`$. One emphasizes that both ”Jacobian” and ”Hessian” work on discrete index space $`I`$ of indices $`i`$. The spacing is also a discrete analog of energy slope whereas the second difference corresponds to energy curvature with respect to external parameter $`\lambda `$ describing parametric “evolution” of energy levels . The finite differences of order higher than two are discrete analogs of compositions of ”Jacobians” with ”Hessians” of $`Z`$.

The eigenenergies $`E_i,iI`$, of the hermitean Hamiltonian $`H`$ are ordered increasingly real-valued random variables. They are values of discrete function $`E_i=E(i)`$. The first difference of adjacent eigenenergies is:

$$\mathrm{\Delta }^1E_i=E_{i+1}E_i,i=1,\mathrm{},(N1),$$
(9)
are analogous to vectors of relative positions of electric charges of one-dimensional Coulomb gas. It is simply the spacing of two adjacent energies. Real-valued second differences $`\mathrm{\Delta }^2E_i`$ of eigenenergies:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},(N2),$$
(10)
are analogous to vectors of relative positions of vectors of relative positions of charges of one-dimensional Coulomb gas. The $`\mathrm{\Delta }^2Z_i`$ have their real parts $`\mathrm{Re}\mathrm{\Delta }^2Z_i`$, and imaginary parts $`\mathrm{Im}\mathrm{\Delta }^2Z_i`$, as well as radii (moduli) $`|\mathrm{\Delta }^2Z_i|`$, and main arguments (angles) $`\mathrm{Arg}\mathrm{\Delta }^2Z_i`$. $`\mathrm{\Delta }^2Z_i`$ are extensions of real-valued second differences:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},(N2),$$
(11)
of adjacent ordered increasingly real-valued eigenenergies $`E_i`$ of Hamiltonian $`H`$ defined for GOE, GUE, GSE, and Poisson ensemble PE (where Poisson ensemble is composed of uncorrelated randomly distributed eigenenergies) . The Jacobian and Hessian operators of energy function $`E(i)=E_i`$ for these ensembles read:

$$\mathrm{Jac}E_i=\frac{E_i}{i}\frac{\mathrm{\Delta }^1E_i}{\mathrm{\Delta }^1i}=\mathrm{\Delta }^1E_i,$$
(12)
and

$$\mathrm{Hess}E_i=\frac{^2E_i}{i^2}\frac{\mathrm{\Delta }^2E_i}{\mathrm{\Delta }^1i^2}=\mathrm{\Delta }^2E_i.$$
(13)
The treatment of first and second differences of eigenenergies as discrete analogs of Jacobians and Hessians allows one to consider these eigenenergies as a magnitudes with statistical properties studied in discrete space of indices. The labelling index $`i`$ of the eigenenergies is an additional variable of ”motion”, hence the space of indices $`I`$ augments the space of dynamics of random magnitudes.

## 4 The Maximum Entropy Principle

In order to derive the probability distribution in matrix space we apply the maximum entropy principle:

$$\mathrm{max}\{S_\beta (f_𝒳):1=1,_𝒳=U_\beta \},$$
(14)
which yields:

$$\mathrm{max}\{S_\beta (f_𝒳):f_𝒳(X)𝑑X=1,_𝒳(X)f_𝒳(X)𝑑X=U_\beta \},$$
(15)
where $`X=H`$ or $`X=K`$ for Gaussian or Ginibre ensembles, respectively, and $`_𝒳(X)=\frac{1}{2}\mathrm{Tr}(X^{}X)`$. The maximization of entropy $`S_\beta (f_𝒳)=(k_B\mathrm{ln}f_𝒳(X))f_𝒳(X)𝑑X`$ under two additional constraints of normalization of the probability density function, and of equality of its first momentum and intrinsic energy, is equivalent to the minimization of the following functional $`(f_𝒳)`$ with the use of Lagrange multipliers $`\alpha _1,\beta _1`$:

$`\mathrm{min}\{(f_𝒳)\},`$ (16)
$`(f_𝒳)={\displaystyle (k_B\mathrm{ln}f_𝒳(X))f_𝒳(X)𝑑X}+\alpha _1{\displaystyle f_𝒳(X)𝑑X}`$
$`+\beta _1{\displaystyle _𝒳(X)f_𝒳(X)𝑑X}.`$
It follows, that the first variational derivative of $`(f_𝒳)`$ must vanish:

$$\frac{\delta (f_𝒳)}{\delta f_𝒳}=0,$$
(17)
which produces:

$$k_B(\mathrm{ln}f_𝒳(X)+1)+\alpha _1+\beta _1_𝒳(X)=0,$$
(18)
and equivalently:

$`f_𝒳(X)=𝒞_{X\beta }\mathrm{exp}[\beta _𝒳(X)]`$ (19)
$`𝒞_{X\beta }=\mathrm{exp}[(\alpha _1+1)k_B^1],\beta =\beta _1k_B^1.`$
The variational principle of maximum entropy does not force additional condition on functional form of $`_𝒳(X)`$. The quantum statistical information functional $`I_\beta `$ is the opposite of entropy:

$$I_\beta (f_𝒳)=S_\beta (f_𝒳)=(+k_B\mathrm{ln}f_𝒳(X))f_𝒳(X)𝑑X.$$
(20)
Information is negentropy, and entropy is neginformation. The maximum entropy principle is equivalent to minimum information priciple.