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# The Relationship between Stellar and Halo Masses of Disk Galaxies at 𝑧=0.2-1.2

## 1. Introduction

It is now widely held that most galaxies are embedded in dark matter halos. These halos form from fluctuations of largely non-baryonic mass in the early universe and initially also contain baryons in the form of a hot gaseous phase. This gas later cools, leading to star formation. The history of this star formation, and the resulting build up of stellar mass, is now being traced out (e.g., Madau et al. 1998), yet the physical details of mass assembly remain a major observational challenge. The fraction of gas mass converted into stars is regulated by poorly understood processes such as feedback, cooling, and star formation (e.g., van den Bosch 2002). Theoretical methods, such as those in semi-analytic simulations (e.g., Abadi et al. 2003), predict when galaxies form their stellar mass. It is however preferable to directly measure this evolution through observations. Perhaps the most suitable galaxy type for performing this experiment is disk galaxies where the dark halo and galaxy appear intimately tied, and virial and stellar masses are in principle directly measurable.

Early work on this problem has concentrated on the Tully-Fisher (TF) relationship, which traces the tight correlation between the luminosities and rotational velocities of disk galaxies (Verheijen 2001). Out to redshifts of $`z1`$ there appears to be only a slight evolution in this relationship, such that disks are at most $``$ 0.5 magnitudes brighter at a given rotational velocity in comparison to those at $`z1`$ (Vogt et al. 1996, 1997; Ziegler et al. 2002; Bohm et al. 2003). The fact that the TF relationship does not evolve strongly with time may mask some interesting trends, as the luminosity and rotational velocities of disks can be affected by more than just stellar and dynamical masses. As such, we have begun a study to directly determine the relationship and evolution between the stellar and virial masses of a sample of disk galaxies out to $`z1.2`$. We use these data to address several issues including: do massive disks form their virial mass all at once, or does material accrete onto a disk over time? Is baryonic material slowly being converted into stars in disks at $`z<1`$, or is most stellar mass in place by then? Our major conclusion is that we do not find significant evolution in the relationship between stellar and virial masses with redshift.

## 2. Data and Analysis

The sample used in this paper consists of 83 disk galaxies at redshifts from $`z0.2`$ to $`z1.2`$, with an average redshift of $`z0.7`$. These galaxies were taken from the Groth Strip Field Survey (Vogt et al. 1996, 1997, 2004 in prep). These galaxies were typically selected morphologically based on the appearance of a discernible disk in Hubble Space Telescope (HST) F814W (I814) images, and in all cases with an apparent magnitude upper limit (I814 = 22.5) for which spectroscopy can be acquired (Vogt et al. 1997). We also took deep Keck or UKIRT K-band imaging for each of these systems. Our sample is therefore composed of several different data sets which as a group, or individually, are not homogeneous or complete in any sense. There are three main data products used in this analysis: HST imaging for measuring scale-lengths and optical photometry, K-band imaging, and spectroscopy for measuring Vmax values.

The spectroscopy was acquired with Keck LRIS by observing each disk along its major axis, which was determined using HST images (see e.g., Vogt et al. 1997). The rotation curve for most systems is sampled through the \[OII\] line, which is visible in the observed optical for galaxies up to $`z1`$. Once these raw rotation curves are constructed they are fit to a model that assumes some maximum velocity at one and a half times the scale length (Rd) (Vogt et al. 1996). At radii larger than 1.5$`\times `$ Rd, the velocity curve in this model remains at the maximum. This model rotation curve grows linearly from zero velocity at the center of the galaxy to Vmax at 1.5$`\times `$ Rd (Vogt et al. 1996). The observed profile is then fit to various forms of these models, taking into account the seeing, slit width, and misalignment with the major axis, until a best fit solution is found from which the maximum velocity, Vmax, is retrieved. We use these Vmax values to compute our virial masses (§3).

## 3. Virial and Stellar Masses

Simulations have shown that neither the K-band light nor the velocity (or velocity squared), are necessarily good traces of the total masses of disk galaxies (e.g., van den Bosch 2002). Using a series of models, van den Bosch (2002) showed through simulations that the quantity RdVmax2/G gives, on average, a good representation of virial mass to within 50%. The best fitting empirical formula, found by van den Bosch (2002), is:

$$M_{\mathrm{vir}}=2.54\times 10^{10}M_{}\left(\frac{R_\mathrm{d}}{\mathrm{kpc}}\right)\left(\frac{V_{\mathrm{max}}}{100\mathrm{km}\mathrm{s}^1}\right)^2,$$
(1)
where Rd is the scale length fit and $`V_{\mathrm{max}}`$ is the maximum retrieved velocity of the rotation curves. The zero point of the relationship between RdVmax2/G and virial masses is found to be independent of the amount of feedback and pre-enrichment (van den Bosch 2000). By using this formula we are making the assumption that the maximum rotation velocities derived from the LRIS spectra represent the largest observable velocity of each galaxy.

Stellar masses are based on analysis of our HST and K-band photometry. We use this photometry, in typically three bands, the K-band and the two HST bands, to construct spectral energy distributions (SEDs). We then fit these SEDs to template spectra normalized by the near infrared K-band light in a procedure described in Brinchmann & Ellis (2000). The basic fitting procedure consists of comparing model SEDs through a $`\chi ^2`$ minimization to the best fit spectral template from Bruzual & Charlot (2003) models constructed from exponentially declining star formation rates, Salpeter IMFs, and solar metallicity stellar populations. From this, the stellar M/L ratio is determined, and using the K-band flux, a stellar mass is derived. Typical uncertainties in this method are a factor of two (Brinchmann & Ellis 2000).

## 4. Results

### 4.1. B-band and K-band Tully-Fisher Relationships

The TF relationship has been studied in disk galaxies out to redshifts $`z>0.5`$ by e.g., Vogt et al. (1996, 1997, 2004), Ziegler et al. (2002) and Bohm et al. (2003). These investigations have found between 0.4 and 1 magnitude of luminosity evolution in disks at $`z>0.5`$ compared to those at $`z0`$. This luminosity evolution is derived by assuming that the slope of the TF relationship at high redshift is the same as it is at $`z0`$.

After fitting the TF using using a least-squares method, we find a modest luminosity evolution for our $`z<0.7`$ disks in comparison to the Verheijen (2001) nearby disk sample (Figure 1). By holding the $`z0`$ slope constant for the B-band TF relations, we find a brightening in the zero point of $`0.7\pm 1.0`$ magnitudes in the B-band for disks at $`z<0.7`$. At $`z>0.7`$ we find that the zero point is fainter, by $`0.1\pm 1.1`$. Neither or these zero point changes are statistically significant, similar to the results of Vogt et al. (1997). The B-band Tully-Fisher relationship is however degenerate such that we cannot seperate luminosity evolution from stellar mass growth. We find the same lack of evolution in the K-band Tully-Fisher, with a brightening of 0.5$`\pm 1.2`$ magnitudes for systems at $`z<0.7`$, and a fading of 0.1$`\pm `$1.1 magnitudes for systems at $`z>0.7`$. The scatter in the Tully-Fisher relationship also does not appear to change significantly between the B-band or K-band.

### 4.2. The Stellar Mass Tully-Fisher Relationship

By comparing the mass of a dark halo with respect to the stellar mass of its disk, we can directly measure how these two components evolve with redshift. This comparison is to first order independent of effects from dust, star formation histories, and galaxy sizes and thus offers more physical insight than the Tully-Fisher relation. The classical TF relationship between the luminosity of a disk and its maximum velocity scales such that $`L\alpha V^{3.5}`$. This coupling becomes even steeper when we consider the relationship between stellar mass and velocity in nearby disks, $`MV^{4.5}`$, in the so-called stellar mass Tully-Fisher relationship (Bell & de Jong 2001). Ideally we would want to measure the gas content of high redshift disks to determine their total baryonic mass content. We can however use our computed stellar masses to investigate evolution of stellar mass with virial mass (Bell & de Jong 2001).

We investigate evolution in the stellar-mass TF by determining the relationship between Vmax and M in the two redshift bins separated by $`z=0.7`$ (Figure 2). Each panel shows a solid line which is the relationship between Vmax and M at $`z0`$ as measured by Bell & de Jong (2001). Just as for the B-band and K-band TF relationships there is no significant evolution in the stellar mass TF relationship zero point at either redshift range. After fitting M with Vmax we find essentially the same zero point as the relationship at $`z0`$. We also find that the scatter in the stellar mass Tully-Fisher relation appears to be nearly the same as in the K-band Tully-Fisher.

### 4.3. Direct Comparison of Stellar and Dark Masses

We can go beyond the stellar mass Tully-Fisher relationship by directly comparing the stellar mass of a halo to its virial mass. Figure 3 shows this relationship. The fitted relation between the virial and stellar mass does not change significantly between low and high redshifts. There is also no obvious trend in the scatter from this relationship at either high or low redshift, although the most depleted systems in stellar mass tend to have high virial masses, although we cannot yet say if this is a significant effect or just the result of small number statistics, or underestimated errors. Semi-analytic model predictions for the ratio of stellar and virial masses is also shown in Figure 3.

## 5. Summary

We demonstrate with ground based and HST data that it is possible to derive virial masses from long-slit spectroscopy and high resolution imaging, and stellar masses from broad-band optical and near infrared photometry. Based on an analysis of 83 disk galaxies with both stellar and viral mass estimates, we are able to trace the evolution of the stellar and dark mass components of disks out to when they are morphologically identifiable, at $`z1`$, until today. We find the following:

I. Massive disk galaxies exist out to $`z1`$ with virial and stellar masses as high as 1012 M$`_{}`$, roughly as large as the most massive disks in the nearby universe. At least some disk galaxies are extremely mature even at $`z1`$, and appear to be forming at $`z>1.5`$ (Conselice et al. 2003).

II. Similar to other studies, we find no significant evolution in the rest-frame B-band or K-band Tully-Fisher relation out to $`z1.2`$. Both relations also contain a similar amount of scatter.

III. The stellar mass Tully-Fisher relation out to $`z1.2`$ is largely consistent with that found for nearby disks. We also find no significant evolution in our sample after comparing systems at redshifts greater than and less than $`z=0.7`$.

IV. We find that the comparison between stellar and virial masses remains relatively similar from $`z0`$ to $`z1.2`$, with no significant change in slope or zero point.

All of these results suggest that at least the brightest disks, which are morphologically identifiable as disks, are well formed by $`z1.2`$. This implies that the major epoch of disk formation, and the establishment of both stellar and halo masses, occurs well before this time.

## References

Abadi, M.G., Navarro, J.F., Steinmetz, M., & Eke, V.R. 2003, ApJ, 591, 499

Bell, E.F., & de Jong, R.S. 2001, ApJ, 550, 212

Benson, A.J., et al. 2002, MNRAS, 333, 156

Bohm, A., et al. 2003, astro-ph/0309263

Brinchmann, J., & Ellis, R.S. 2000, ApJ, 536, 77L

Bruzual, G., & Charlot, S. 2003, MNRAS, 344, 1000

Conselice, C.J. et al., ApJ, in press, astro-ph/0309039

Madau, P., Pozzetti, L., & Dickinson, M. 1998, ApJ, 498, 106

van den Bosch, F.C. 2002, MNRAS, 332, 456

Verheijen, M.A.W. 2001, ApJ, 563, 694

Vogt, N.P., et al. 1996, ApJ, 465, 15L

Vogt, N.P., et al. 1997, ApJ, 479, 121L

Ziegler, B.L., et al. 2002, ApJ, 564, 69L


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# A New Way to Compute the Thurston-Bennequin Number

## 1. introduction

A contact structure $`\xi `$ on $`^3`$ is an oriented positively nowhere integrable tangent plane distribution, i.e., $`\xi `$ is oriented as a $`2`$-plane distribution, and there is a $`1`$-form $`\alpha `$ on $`^3`$ such that $`\xi =\mathrm{ker}\alpha `$, $`d\alpha |_\xi >0`$, and $`\alpha d\alpha >0`$. Such a $`1`$-form is called a contact form for $`\xi `$. A knot in $`^3`$ is said to be Legendrian in $`(^3,\xi )`$ if it is tangent to $`\xi `$ everywhere. $`\xi `$ is said to be overtwisted if there is an embedded disk $`D`$ in $`^3`$ such that $`D`$ is Legendrian, but $`D`$ is transversal to $`\xi `$ along $`D`$. A contact structure that is not overtwisted is called tight. In , Y. Eliashberg proved that any tight contact structure on $`^3`$ is isotopic to the standard contact strcture $`\xi _0`$ given by the contact form $`\alpha _0=dzydx`$, where $`(x,y,z)`$ are the standard Cartesian coordinates of $`^3`$.

There are two ”classical” invariants of Legendrian knots in a contact $`^3`$, the Thurston-Bennequin number $`tb`$ and the Maslov index $`\mu `$. We call the framing of a Legendrian knot given by the contact planes its contact framing. The Thurston-Bennequin number is defined to be the index of the contact framing of a Legendrian knot relative to its Seifert framing. And the Maslov index is the obstruction of extending the unit tangent vector of a Legendrian knot to a non-vanishing section of the contact plane bundle over its Seifert surface. See, e.g.,  for more about these invariants. In $`(^3,\xi _0)`$, there are two methods to calculate these invariants. First, one can project a Legendrian knot $`L`$ onto the $`xy`$-plane, and get an immersed knot diagram, which we call the Legendrian projection. Then the Thurston-Bennequin number is the writhe of the diagram, and the Maslov index is the degree of the Gauss map of the diagram. Second, one can project $`L`$ onto the $`xz`$-plane, and get a knot diagram with cusps but no vertical tangents, which we call the front projection. Then the Thurston-Bennequin number is the writhe of the diagram minus half of the number of cusps, and the Maslov index is half of the number of cusps tranversing downward minus half of the number of cusps tranversing upward. See Figure 1 for an example.

In this paper, we consider the contact structure $`\xi _1`$ given by $`\alpha _1=dz+r^2d\phi `$, where $`(z,r,\phi )`$ are the standard cylindrical coordinates of $`^3`$. It is isotopic to the standard contact structure (see, e.g., ). We first define some easy to calculate knot invaraints in $`^2\times S^1`$, and then use these to compute $`tb`$ and $`\mu `$ for Legendrian knots in $`(^3,\xi _1)`$ disjoint from the $`z`$-axis. (This is the generic situation since any Legendrian knot can be make disjoint from the $`z`$-axis by small Legendrian isotopy.)

## 2. Definitions of Invariants

The $`2`$-dimensional hyperbolic space $`^2`$ is defined to be the upper half plane $`\{(x,y)^2|y>0\}`$ equipped with the metric $`ds^2=\frac{dx^2+dy^2}{y^2}`$. $`ST^2`$ is the unit tangent bundle of $`^2`$, i.e., the $`S^1`$-bundle over $`^2`$ formed by tangent vectors of length $`1`$. There is a natural orientation preserving diffeomorphism $`\mathrm{\Phi }:^2\times S^1ST^2`$ given by

(1)
$$\mathrm{\Phi }(x,y,\theta )=y(\mathrm{cos}\theta \frac{}{x}+\mathrm{sin}\theta \frac{}{y})|_{(x,y)}.$$

Let $`_0^3`$ be $`^3`$ with the $`z`$-axis removed. Then there is a natural orientation preserving diffeomorphism $`\mathrm{\Psi }:^2\times S^1_0^3`$ given by

(2)
$$\{\begin{array}{cc}z=x,\hfill & \\ r=y^{\frac{1}{2}},\hfill & \\ \phi =\theta .\hfill & \end{array}$$

In the rest of this paper, we will always identify these three manifolds by the diffeomorphisms $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$.

An embedding of $`S^1`$ into $`^2\times S^1`$ is a called knot. The standard orientation of $`S^1`$ induces an orientation on every knot. Unless otherwise specified, all knots in this paper are oriented this way. Since $`H_1(^2\times S^1)H_1(S^1)`$, and the homology class of a $`S^1`$-fiber is a generator of $`H_1(^2\times S^1)`$, we have that, for any knot $`K`$ in $`H_1(^2\times S^1)`$, there is a unique integer $`h(K)`$ satisfying $`[K]=h(K)[\{\text{pt}\}\times S^1]H_1(^2\times S^1)`$.

###### Definition 2.1.

$`h(K)`$ is called the homology of the knot $`K`$.

A knot in $`^2\times S^1`$ is said to be generic if it is nowhere tangent to the $`S^1`$-fibers. Two generic knots are said to be generically isotopic if they are isotopic through generic knots. Let $`Pr:^2\times S^1^2`$ be the projection onto the first factor. For any generic knot $`K`$, $`Pr(K)`$ is an immersed curve in $`^2`$.

For an immersed curve $`L`$ in $`^2`$, the canonical lifting of $`L`$ to $`^2\times S^1`$ is defined to be $`\stackrel{~}{L}=\frac{dL}{ds}ST^2=^2\times S^1`$, where $`ds`$ is the arc length element of $`L`$.

###### Definition 2.2.

For a generic knot $`K`$ in $`^2\times S^1`$, define the rotation number of $`K`$ to be $`r(K)=h(\stackrel{~}{Pr(K)})`$, where $`\stackrel{~}{Pr(K)}`$ is the canonical lifting of $`Pr(K)`$.

Let $`V`$ be the tangent vector field on $`^2\times S^1`$ formed by the unit tangent vectors of the $`S^1`$-fibers. For any generic knot $`K`$, $`V`$ gives $`K`$ a framing. We call this framing the canonical framing for $`K`$. Also, as a knot in $`_0^3^3`$, $`K`$ has a Seifert surface in $`^3`$. This surface gives $`K`$ a framing, called the Seifert framing for $`K`$. Note that the Seifert framing is well defined, i.e., it is independent of the choice of the Seifert surface.

###### Definition 2.3.

The self linking number $`\beta (K)`$ of a generic knot $`K`$ is defined to be the index of the canonical framing with respect to the Seifert framing.

Equivalently, $`\beta (K)`$ can be defined to be the intersection number of $`K^{}`$ and $`\mathrm{\Sigma }_0^3`$, where $`K^{}`$ is the knot given by pushing $`K`$ slightly in the direction of $`V`$, and $`\mathrm{\Sigma }`$ is a Seifert surface of $`K`$ in $`^3`$.

Let $`K`$ be a generic knot, and $`d`$ a transversal double point of $`Pr(K)`$. Let $`d^+,d^{}K`$ be the two pre-images of $`d`$. The $`\pm `$ signs here are assigned in such a way that $`\{Pr_{}(\frac{dK}{ds}|_{d^+}),Pr_{}(\frac{dK}{ds}|_d^{})\}`$ is an oriented basis for $`T_d^2`$. Note that $`d^+`$ and $`d^{}`$ are on the same $`S^1`$-fiber. Denote this fiber by $`f_d`$. Let $`f_d^+`$ be the part of $`f_d`$ starting from $`d^+`$ and ending in $`d^{}`$, and $`f_d^{}`$ the part of $`f_d`$ starting from $`d^{}`$ and ending in $`d^+`$. Cutting $`K`$ open at $`d^+`$ and $`d^{}`$, we get two embedded open oriented curves $`C_d^+`$ and $`C_d^{}`$ in $`^2\times S^1`$, where $`C_d^+`$ is the one starting from $`d^{}`$ ending in $`d^+`$, and $`C_d^{}`$ is the one starting from $`d^+`$ ending in $`d^{}`$. Let $`K_d^+`$ be the knot formed by $`C_d^+f_d^+`$, and $`K_d^{}`$ the knot formed by $`C_d^{}f_d^{}`$. Define the weight $`w_d`$ of $`d`$ to be $`w_d=h(K_d^+)h(K_d^{})`$.

We can always isotope a generic knot slightly (hence, generically) so that the only singularities of the projection on $`^2`$ of the perturbed generic knot are transversal double points.

###### Definition 2.4.

Let $`K`$ be a generic knot, and $`K^{}`$ a generic knot generically isotopic to $`K`$ such that the only singularities of $`Pr(K^{})`$ are transversal double points. The winding number $`w(K)`$ of $`K`$ is defined to be sum of the weights of all the transversal double points of $`Pr(K^{})`$.

We need demonstrate that the winding number is well defined and is invariant under generic isotopy. To do this, we only need show that, if two generic knots are generically isotopic, and the only singularities of their projections on $`^2`$ are transversal double points, then the sums of the weights of all the transversal double points of the two knots are equal. The proof of this fact is straightforward. Note that, if two such knots are generically isotopic, we can change one of them to the other by a series of local moves corresponding to second type and third type Reidemeister moves of its projection. There is a natural correspondence between the transversal double points of two projections differed by a third type Reidemeister move. One easily checks that the weights of corresponding double points are the same. It is also easy to check that, in a second type Reidemeister move, the sum of the weights of the two transversal double points to be created or to be cancelled is always $`0`$. Thus, the winding number is indeed well defined and invariant under generic isotopy.

## 3. Relating $`h`$, $`r`$, $`\beta `$ and $`w`$

###### Theorem 3.1.

Let $`K`$ be a generic knot in $`^2\times S^1`$. Then

$$\beta (K)=w(K)+r(K)h(K).$$

To prove Theorem 3.1, we need use the universal first order invariant $`I`$ defined by Chernov in . We now briefly introduce the definition of this invariant in our settings. For more details, see .

Choose a base point $`x_0`$ in $`^2\times S^1`$, and let $``$ be the group $`\pi _1(^2\times S^1,x_0)\pi _1(^2\times S^1,x_0)`$ modulo the actions of $`\pi _1(^2\times S^1,x_0)`$ via conjugation on both summands, and the action of $`_2`$ by permuting the two summands. There is a natural isomorphism from $`\pi _1(^2\times S^1,x_0)`$ to $``$ by mapping the fiber thought $`x_0`$ to $`1`$. So we can identify $``$ with the set of unordered pairs of integers. Denote such a pair by $`[a,b]`$. Then, $`=\{[a,b]|a,b\}`$. We denote by $`[]`$ the free $``$-module generated by $``$.

Now, let $`K`$ be a generic knot such that the only singularities of its projection on $`^2`$ are transversal double points. We equip $`K`$ with the canonical framing. Then the $`I`$ invariant of the framed knot $`K`$ is defined by

$`I(K)`$ $`=`$ $`r(K)([h(K)+1,1][h(K)1,1])`$
$`+{\displaystyle \underset{d}{}}2([h(K_d^+),h(K_d^{})1][h(K_d^+)1,h(K_d^{})]),`$
where the sum is taken over all transversal double points of $`Pr(K)`$. The invariant $`I`$ assigns an element of $`[]`$ to every framed knot in $`^2\times S^1`$, and is invariant under isotopy of framed knots.

Now let $`m:[]`$ be the $``$-linear mapping such that $`m([a,b])=ab`$ for $`[a,b]`$. Then a simple calculation reveals the following.

###### Proposition 3.2.

Let $`K`$ be a generic knot in $`^2\times S^1`$ equipped with the canonical framing. Then $`m(I(K))+2w(K)+2r(K)h(K)=0`$.

With Proposition 3.2 in hand, it’s clear that Theorem 3.1 is a direct consequence of Proposition 3.3 below.

###### Proposition 3.3.

Let $`K`$ be a generic knot in $`^2\times S^1`$ equipped with the canonical framing. Then $`m(I(K))+2\beta (K)=0`$.

###### Proof.

Note that $`\beta (K)`$ is indeed an invariant of framed knots, i.e., if two generic knots equipped with the canonical framing are isotopic as framed knots, then the value of their $`\beta `$-invariants are the equal. So, $`m(I(K))+2\beta (K)`$ is also an invariant of framed knots. Let $`K_s`$ be a framed singular knot in $`^2\times S^1`$, whose only singularity is a transversal self-intersection of two strands. Up to isotopy, there are two ways to resolve this singularity. Let the two strands intersecting at the singularity be $`L_1`$ and $`L_2`$. As in , we denote by $`K_s^+`$ the resolution of $`K_s`$ such that the tangent vector of $`L_1`$, the tangent vector of $`L_2`$, and the vector from $`L_2`$ to $`L_1`$ form a position basis for $`^2\times S^1`$, and denote by $`K_s^{}`$ the other resolution of $`K_s`$. Then, $`\beta (K_s^+)\beta (K_s^{})=2`$, and, according to Theorem 1.2.5(2) of , $`m(I(K_s^+))m(I(K_s^{}))=4`$. This shows that, if two framed knots $`K_1`$ and $`K_2`$ are differed by a crossing of two transversal strands, then $`m(I(K_1))+2\beta (K_1)=m(I(K_2))+2\beta (K_2)`$. Since any homotopy between two framed knots, after a possible slight perturbation, can be decomposed into a sequence of isotopies and crossings of transversal strands, $`m(I(K))+2\beta (K)`$ is indeed a homotopic invariant of framed knots. Note that any framed knot of homology $`n`$ is homotopic to one of the two knots depicted in Figure 3 equipped with canonical framing. A straightforward calculation shows that $`m(I(K))+2\beta (K)=0`$ for both of these knots. Thus, $`m(I(K))+2\beta (K)=0`$ for all framed knots in $`^2\times S^1`$. ∎

## 4. Computing $`tb`$ and $`\mu `$

Since the standard hyperbolic metric on $`^2`$ has curvature $`1<0`$, its Levi-Citita connection form is a positive contact form on $`ST^2`$. Under the identification $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$, the corresponding contact structures on $`^2\times S^1`$ and $`_0^3`$ are defined by $`\frac{dx}{y}+d\theta `$, and $`\frac{dz}{r^2}+d\phi `$, respectively. Note that the latter is the restriction of $`\xi _1`$ on $`_0^3`$.

Clearly, every Legendrian knot in $`^2\times S^1`$ is generic. So, every invariant in this paper induces an invariant of Legendrian knots in $`^2\times S^1`$. The Thurston-Bennequin number $`tb`$ and the Maslov index $`\mu `$ in $`(^3,\xi _1)`$ restrict to invariants of Legendrian knots in $`^2\times S^1`$. Their relations with the invariants defined in Section 2 are described in Theorem 4.1.

###### Theorem 4.1.

Let $`L`$ be a Legendrian knot in $`(_0^3,\xi _1|_{_0^3})`$. Then,

1. $`tb(L)=\beta (L)=w(L)+r(L)h(L)`$,
2. $`\mu (L)=r(L)+h(L)`$.

###### Proof.

Note that $`V`$ is transverse to the contact plane field. So, by definition, $`tb(L)=\beta (L)`$. The rest of part (1) is just Theorem 3.1.

Let $`\pi :^3^2=\{(z,r,\phi )|z=0\}`$ be the natural projection. Then $`\mu (L)`$ equals the degree of the Gauss map of $`\pi L`$. Define the map $`G:^3^3`$ by $`G(z,r,\phi )=(z,r^2,\phi )`$. Then $`\pi L`$ and $`\pi GL`$ are homotopic through immersed curves in $`^2`$. So their Gauss maps have the same degree.

Let $`(u,v,z)`$ be the standard rectangular coordinates of $`^3`$, i.e., $`(u,v,z)=(r\mathrm{cos}\phi ,r\mathrm{sin}\phi ,z)`$. Then the map $`\pi G\mathrm{\Psi }:^2\times S^1^2`$ is given by

$$\{\begin{array}{cc}u=y\mathrm{cos}\theta ,\hfill & \\ v=y\mathrm{sin}\theta .\hfill & \end{array}$$

Let $`t`$ be a regular parameter of $`S^1`$. We calculate the degree $`d`$ of the Gauss map of $`\pi GL`$. First, we have

$$d=\frac{1}{2\pi }_{S^1}\frac{u^{}v^{\prime \prime }u^{\prime \prime }v^{}}{(u^{})^2+(v^{})^2}𝑑t.$$

Then we substitute $`(u,v)`$ by $`(y,\theta )`$, and apply the relation $`x^{}+y\theta ^{}=0`$. This gives

$`d`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{S^1}}\theta ^{}𝑑t+{\displaystyle \frac{1}{2\pi }}{\displaystyle _{S^1}}{\displaystyle \frac{yy^{\prime \prime }\theta ^{}+(y^{})^2\theta ^{}+yy^{}\theta ^{\prime \prime }}{(y^{})^2+y^2(\theta ^{})^2}}𝑑t`$
$`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{S^1}}\theta ^{}𝑑t+{\displaystyle \frac{1}{2\pi }}{\displaystyle _{S^1}}{\displaystyle \frac{x^{}y^{\prime \prime }y^{}x^{\prime \prime }}{(x^{})^2+(y^{})^2}}𝑑t.`$
But

$$\mu (L)=d,$$

$$h(L)=\frac{1}{2\pi }_{S^1}\theta ^{}𝑑t,$$

and

$$r(L)=\frac{1}{2\pi }_{S^1}\frac{x^{}y^{\prime \prime }y^{}x^{\prime \prime }}{(x^{})^2+(y^{})^2}𝑑t.$$

This proves part (2). ∎


text:
# Power law for the calm-time interval of price changes

## 1 Introduction

Certain stylized facts of financial time series are well known to be true, for example fat-tailed distribution of log returns , the power-law distribution of log returns \[2-9\], volatility clustering  which is described as on-off intermittency in the literature on nonlinear dynamics, and multi fractality of volatility \[12-16\].

Several researchers have recently investigated the statistical properties of waiting times of high-frequency financial data \[17-24\], and Scalas et al. \[17-21\] in particular have applied the theory of continuous time random walk (CTRW) to financial data. They also found that the waiting-time survival probability for high-frequency data of the 30 DJIA stocks is non-exponential .

In the present study we further examined the statistical properties of the waiting-time of stock price changes. A question of current interest in financial markets is: what are the statistical properties of the time intervals between two successive price changes? Specifically, how long after one large price fluctuation will the next large price fluctuation occur? To answer these questions, we investigated the distribution of the calm-time interval, that is, the time interval between two successive price changes above a fixed threshold . We quantitatively analyzed a database covering securities of companies listed in the Tokyo Stock Exchange (TSE), as well as the Nikkei 225 index. The database covering securities of companies listed in the TSE provides daily data on closing prices and covers the 27-year period between January 4, 1975 and December 28, 2001. For the purposes of this study, we selected the 800 companies among all the companies listed that had an unbroken series of daily closing prices for the entire 27-year period. Each time series had approximately 7000 data points corresponding to the number of trading days in the 27-year period. We report here that the calm-time interval distributions of price changes are well approximated by a power-law function. Furthermore, we show that the power-law exponent decreases monotonically with respect to the threshold.

## 2 The calm-time interval distribution of price changes

We first analyzed the selected database of stock prices. We formed 800 time series of $`p_j(t)`$, which denotes the closing price of company $`j`$. We defined price change $`S_j(t)`$ as \[an\] increment of the price $`S_j(t)=p_j(t)p_j(t1)`$ where $`p(t)`$ is the closing price on trading day $`t`$. We normalized price changes as follows:

$$s_j(t)=\frac{[S_j(t)\overline{S_j}]}{V_j};\overline{S_j}=\frac{1}{T}\underset{t=1}{\overset{T}{}}S_j(t),j=1,\mathrm{},800.$$
(1)
where $`V_j`$ is the standard deviation of company $`j`$ and $`\overline{S_j}(t)`$ is a time average. We obtained approximately 7000 normalized price changes $`s_j(t)`$ per company for the 27-year period. Using these normalized values, we first measured the calm-time intervals by introducing a threshold $`\theta `$ of the absolute value of normalized price changes, $`|s_j(t)|`$. A calm-time interval $`\tau _j`$ is defined as the time interval from a day on which the absolute value of the normalized price change is above the threshold to the next day that it again exceeds the threshold. We counted the number of calm-time intervals greater than one day, and then calculated the complementary cumulative distribution function of the calm-time intervals of the normalized price changes, $`P(|\tau _j|\tau )`$.

In the present study, we focused on the statistical properties of the calm-time intervals of price changes rather than those of the calm-time intervals of log returns. Although we did investigate the statistical properties of the calm-time intervals of log returns, we were unable to obtain clearly empirical results on them, while we were able to obtain empirical results on price changes.

Tomen Corporation, a large Japanese business company based in Osaka, serves as a typical example of the 800 large companies we analyzed. Figure 1 illustrates the calm-time interval of price changes for Tomen Corp. The vertical axis shows the absolute value of the price change $`|s_j|`$ and the horizontal axis indicates the date. The arrows on the figure indicate the calm-time intervals, $`\tau _{tomen}`$. In this case we established a threshold of $`\theta =0.7`$. Figure 2 presents the log-log plots of the complementary cumulative distribution of the calm-time intervals of price changes with the fixed threshold $`\theta =0.7`$. The dots represent the observed distribution, while the solid lines represent the power-law distribution, which are expressed by

$$P(\tau _{tomen}\tau )\frac{1}{\tau ^\alpha }.$$
(2)
A linear regression fit in the region from one to one hundred standard deviations yields $`\alpha =1.13\pm 0.02`$, $`R^2=0.99`$.

In order to confirm the robustness of the above analysis, we repeated the analysis for each time series of price changes for each of the 800 companies. For all companies, the asymptotic behavior of the functional form of the distribution was consistent with power laws. Figure 3, which shows the log-log plot of the complementary cumulative distributions of the calm-time intervals with a threshold of $`\theta =0.7`$ for 10 companies randomly selected from the 800 companies, demonstrates that the calm-time intervals of the price changes obey a power-law decay. The power-law exponent $`\alpha `$ is distributed in the range from 1 to 2111The estimates of the power-law exponent $`\alpha `$ were found to be sensitive to the bounds of the regression used for fitting. Thus we used a coefficient of determination of $`R^2`$ of the linear regression line as a standard to determine the appropriate values of the power-law exponent $`\alpha `$. We chose the results of the regression fit where the coefficient of determination was greater than $`0.98`$.. Under the threshold $`\theta =0.7`$, the estimates of the power-law exponent $`\alpha `$ were within the stable L$`\stackrel{´}{e}`$vy domain, $`0<\alpha 2`$ for all but $`4`$ of the $`800`$ companies. Figure 4 shows the histogram of the power-law exponent $`\alpha `$ obtained from regression fits to the individual complementary cumulative distribution for all $`800`$ companies. Fifty-seven percent of all the estimates of $`\alpha `$ were between $`1.3`$ and $`1.5`$.

We next analyzed the price series data of price series for the Nikkei 225 index in the period from January 4, 1975 to December 28, 2001. The Nikkei 225 index is the Dow-Jones average of 225 industrial stocks listed in the Tokyo Stock Exchange. Figure 5 presents the log-log plots of the complementary cumulative distribution function of the calm-time intervals for the Nikkei 225 index for the threshold $`\theta =0.25`$. The dots represent the observed complementary cumulative distribution, and the solid line shows the power-law function, which is well expressed by $`P(\tau _{nikkei}\tau )\tau ^\alpha `$. The regression fit in the region $`1\tau 90`$ yields $`\alpha =1.13\pm 0.02`$, $`R^2=0.992`$.

### 2.1 Dependency of the power-law exponent on the threshold

Finally, we investigated the dependency of the power-law exponent $`\alpha `$ on the threshold, $`\theta `$. Figure 6 shows the plots of the complementary cumulative distribution functions of the calm-time intervals for Tomen Corp. under $`\theta `$ ranging from $`0.1`$ to $`0.9`$, and Figure 7 shows the plot of the complementary cumulative distribution of calm-time intervals for the Nikkei 225 index under $`\theta `$ ranging from $`0.15`$ to $`0.3`$. Table 1 shows the threshold $`\tau `$ and the corresponding power-law exponent $`\alpha `$. Note that in both cases the power-law exponent $`\alpha `$ decreases monotonically with respect to the threshold $`\theta `$. Our extensive examinations using price data for 800 companies provide strong evidence that this tendency is robust.

## 3 Conclusion

In conclusion, we have discovered a power-law scaling for calm-time intervals between large fluctuations in daily stock prices. Our results show that the power law of the calm-time intervals is very robust. The power law statistics shown here are not only an interesting theoretical finding but are presumably also a practical tool for measuring the risk of security investments. Our empirical results constitute conditions that models of financial markets would have to satisfy. In future research, we plan to model the power laws of calm-time intervals of lower-frequency financial data. Theoretical study will also be left for future work.

## 4 Acknowledgements

The author would like to thank Enrico Scalas for his helpful comments and suggestions. Financial support from the Japan Society for the Promotion of Science under Grant-in-Aid No. 06632 is gratefully acknowledged. The authors take full responsibility for all remaining errors.


text:
# What is the Origin of the Baldwin Effect in the BLR and the NLR?

## 1. Introduction

The inverse correlation of emission line equivalent width (EW) with luminosity, discovered by Baldwin (1977) for C IV, was intensively explored over the past 20 years (see a comprehensive review by Osmer & Shields 1999; and more recent studies by Green et al. 2001; Croom et al. 2002; Dietrich et al. 2002; Richards et al. 2002; and Shang et al. 2003). The physical origin for this effect is not clearly established, but plausible explanations include changes with luminosity of the ionizing continuum shape, of the broad line region (BLR) covering factor, of the mean BLR ionization level, or possibly inclination effects. Recent studies established that reasonably accurate estimates of the black hole mass ($`M_{\mathrm{BH}}`$) can be obtained in AGN based on the continuum luminosity and H$`\beta `$ FWHM (e.g. Laor 1998). This opens up the possibility to explore whether the Baldwin effect is related to $`M_{\mathrm{BH}}`$, and $`L/L_{\mathrm{Edd}}`$. We address this question in this paper, together with a related side question on whether the C IV FWHM can be used instead of the H$`\beta `$ FWHM as a comparably accurate measure of $`M_{\mathrm{BH}}`$.

The narrow forbidden lines in AGN show a larger range in EW compared to the broad lines, and they also show a Baldwin effect. For example, the \[O III\]$`\lambda 5007`$ EW ranges from $`>150`$ Å to undetectable ($`<0.5`$ Å) in the Boroson & Green (1992) sample, while the C IV EW ranges from $`5`$ Å, to $`300`$ Å in the same sample (see below). What physical parameter controls the \[O III\] EW? Is it mostly density or is it the covering factor of the illuminated narrow line region (NLR) gas? If it is controlled by covering factor variations, then the \[O III\] $`\lambda 4363`$/\[O III\] $`\lambda 5007`$ ratio should be independent of the \[O III\] $`\lambda 5007`$ EW. However, if it is controlled by density variations in the NLR, then the \[O III\] $`\lambda 4363`$/\[O III\] $`\lambda 5007`$ ratio should increase with decreasing \[O III\] $`\lambda 5007`$ EW. We explore these two possibilities below.

## 2. The C IV EW

To explore the relation of the Baldwin effect with $`M_{\mathrm{BH}}`$ and $`L/L_{\mathrm{Edd}}`$ one needs high quality spectra of both the H$`\beta `$ and the C IV regions. We use the Boroson & Green (1992) optical spectra of a complete and well defined sample of 87 $`z0.5`$ AGN from the BQS sample. This data set provides us with uniform and systematic estimates of $`M_{\mathrm{BH}}`$, and $`L/L_{\mathrm{Edd}}`$. Archival UV spectra are available for 85 of the objects (47 HST, 38 IUE), of which 81 have sufficient S/N to measure the C IV EW, which we measured by fitting each spectrum with 3 gaussian components in the range of $`1470`$ Å to $`1620`$ Å. The H$`\beta `$ FWHM and $`L_{\mathrm{bol}}`$ were used for estimating $`M_{\mathrm{BH}}`$ and $`L/L_{\mathrm{Edd}}`$ for each object (e.g. Laor 1998).

The relations of the C IV EW with $`L_{\mathrm{bol}}`$ and $`L/L_{\mathrm{Edd}}`$, together with the corresponding Spearman rank-order correlation coefficients, are plotted in Fig. 1. The C IV EW has a significantly tighter relation with $`L/L_{\mathrm{Edd}}`$ than with $`L_{\mathrm{bol}}`$ (Rs increases from $`0.154`$ to $`0.592`$). The correlation with $`M_{\mathrm{BH}}`$ is low (Rs=0.222, Pr=0.047). We try to further reduce the scatter by including a third parameter describing the optical emission from Boroson & Green. The parameter which most significantly improves the correlation with $`L/L_{\mathrm{Edd}}`$ is the \[OIII\] EW (Fig. 2, left panel), which yields Rs=-0.733. Other parameters which produce a comparably significant improvement are $`\alpha _{\mathrm{ox}}`$ and the FeII/H$`\beta `$ flux ratio.

Recent studies have used the C IV FWHM, instead of the H$`\beta `$ FWHM, to estimate $`M_{\mathrm{BH}}`$ and $`L/L_{\mathrm{Edd}}`$ (Vestergaard 2002; Warner et al. 2003). Since the H$`\beta `$ FWHM and C IV FWHM are rather poorly correlated, it is not clear whether the C IV FWHM is a useful substitute to the H$`\beta `$ FWHM (when using $`L_{\mathrm{bol}}`$ to estimate the size of the C IV emitting region). We repeated the correlation analysis above using the C IV FWHM for a revised $`L/L_{\mathrm{Edd}}`$ estimate (Fig. 2, right panel). The revised $`L/L_{\mathrm{Edd}}`$ yields a low correlation (Rs=-0.192), i.e. no significant improvement over the correlation of the C IV EW with $`L_{\mathrm{bol}}`$. This suggests that the C IV FWHM does not provide an $`M_{\mathrm{BH}}`$ estimate of comparable accuracy to the estimate based on the H$`\beta `$ FWHM.

## 3. The \[O III\] EW

To determine whether the near absence of narrow line emission, in particular of the \[O III\]$`\lambda 5007`$ line, is due to NLR densities above critical, or to a low NLR covering factor, we measure the amount of \[O III\] $`\lambda 4363`$ emission from the same gas which emits the O III\]$`\lambda 5007`$ line. The critical density of \[O III\] $`\lambda 4363`$ is $`3\times 10^7`$ cm-3 while the critical density of \[O III\]$`\lambda 5007`$ is $`7\times 10^5`$ cm-3. Thus, the \[O III\] $`\lambda 4363`$/\[O III\]$`\lambda 5007`$ flux ratio should increase with increasing density in the above range. If the NLR is suppressed by a low covering factor then both \[O III\] lines should vary together.

We measure the \[O III\] $`\lambda 4363`$ flux using the \[O III\]$`\lambda 5007`$ profile as a template for the 72 objects where the 4363 Å region was observed and where \[O III\]$`\lambda 5007`$ is measureable. Thus, we measure the \[O III\] $`\lambda 4363`$ line from gas which has the same velocity distribution as that of the \[O III\]$`\lambda 5007`$ emitting gas. The measurements are plotted in Figure 3 (left panel) together with the theoretical curves of the \[O III\] $`\lambda 5007`$ EW vs. the \[O III\] $`\lambda 4363`$ EW as a function of density as calculated using CLOUDY (assuming $`\mathrm{log}U=2`$ and $`\mathrm{\Sigma }=10^{23}`$ cm-2 which optimizes the \[O III\] emissivity). These calculations allow us to infer the density and relative covering factor of each object (Fig.3, right panel). Both the density and covering factor appear to have a significant effect on the large range in \[O III\]$`\lambda 5007`$ EW.

Note that the absence of objects at low density and low covering factor is due to the \[O III\] $`\lambda 4363`$ detection limit, while the lack of object at $`n>10^6`$ cm-3 most likely results from the range of NLR densities coupled with the \[O III\]$`\lambda 5007`$ line emissivity drop above the critical density.

## 4. Conclusions

We find the following: 1. The C IV EW correlation with luminosity (the Baldwin relation) appears to be driven mostly by the significantly stronger correlation of the C IV EW with $`L/L_{\mathrm{Edd}}`$. The C IV EW is also related to the \[O III\] EW, $`\alpha _{\mathrm{ox}}`$, and the Fe II/H$`\beta `$ flux ratio. 2. Using the C IV FWHM instead of the H$`\beta `$ FWHM to estimate $`L/L_{\mathrm{Edd}}`$ yields only a weak correlation of $`L/L_{\mathrm{Edd}}`$ with the C IV EW. This suggests that the C IV FWHM provides a significantly less accurate measure of $`L/L_{\mathrm{Edd}}`$, compared to the H$`\beta `$ FWHM. 3. Both the density and the covering factor appear to contribute significantly to the large range in the \[O III\]$`\lambda 5007`$ EW in AGN.

## References

Baldwin, J. A. 1977, ApJ, 214, 679

Boroson, A. T., & Green, R. F. 1992, ApJS, 80, 109

Croom, S. M. et al. 2002, MNRAS, 337, 275

Dietrich, M. et al. 2002, ApJ, 581, 912

Green, P. J., Forster, K., & Kuraszkiewicz, J. 2001, ApJ, 556, 727

Laor, A. 1998, ApJ, 505, L83

Osmer, P. S. & Shields, J. C. 1999, ASP Conf. Ser. 162: Quasars and Cosmology, 235

Richards, G. T. et al. 2002, AJ, 124, 1

Shang, Z., Wills, B. J., Robinson, E. L., Wills, D., Laor, A., Xie, B., & Yuan, J. 2003, ApJ, 586, 52

Vestergaard, M. 2002, ApJ, 571, 733

Warner, C., Hamann, F., & Dietrich, M. 2003, ApJ, in press


text:
# The hadronic potential at short distance

## 1 Introduction: Highlights of a discussion

In the aftermath of recent conference contributions Pau03a , I had to survive serious discussions whose highlights should be interesting for a larger audience. In a way, the arguments of a fictitious anonymous represent the state of the art public opinion of the high energy physics community. I let play him the role of the devils advocate. Here are some of his points:

1. QCD interactions at short distances are scale invariant – up to the logarithmic asymptotic freedom corrections predicted from the running coupling. This near conformal scaling of QCD is well tested in quark-quark scattering and other jet physics measurements at colliders.
2. Certainly $`\mathrm{\Lambda }_{QCD}`$ sets the scale of the hadronic parameters. It is relevant to QCD interactions at large distances.
3. Evidence is accumulating that the running coupling – as defined from the Landau gauge gluon propagator or observables – is well regulated at small $`Q^2`$. Some relevant papers are vonSmekal:1997is ; Howe:2002rb ; Mattingly:1994 ; Brodsky:2002nb .
4. It might be worthwhile to look at the Fourier transform of $`\alpha _s(Q^2)/Q^2`$ where $`\alpha _s(Q^2)`$ is the Shirkov form, as given for example in the paper Baldicchi:2002 .
5. Pauli uses a cut-off $`\lambda `$ to motivate a modification of the short distance $`r0`$ QCD interaction. — Let us compare the Yukawa $`1/(Q^2+\lambda ^2)`$ and Coulomb $`1/Q^2`$ interactions. They are identical at large $`Q^2`$. — Their respective Fourier transforms potentials are the $`\mathrm{e}^{\lambda r}/r`$ and $`1/r`$. They are identical at short distances $`r0`$!

Here is a summary of my points:

1. Relating large momentum transfers to short distances is often only a figure of speech. The relation between a scattering amplitude $`T(Q^2)`$ and an interaction $`V(r)`$ is a highly non-trivial matter.
2. Colliders measure the scattering amplitude $`\alpha _s(Q^2)/Q^2`$ at large $`Q^2`$. The interaction is the Fourier transform of $`\alpha _s(Q^2)/Q^2`$, all $`Q^2`$ are needed, and not only the large ones.
3. We should be more careful about our terms of speaking, and specify by operational prescriptions what we mean by ‘interaction’ and/or ‘potential’.
4. The $`q\overline{q}`$ potential at short distance simply cannot go like $`\alpha _s/r`$, whatever the numerical value of the strong coupling ‘constant’ $`\alpha _s`$ is.
5. The literature has too many $`\mathrm{\Lambda }`$’s! The same mathematical symbol refers to completely different physics.

In this short note, I will work out to some detail why and to which extent I will arrive at conclusions different from the public opinion.

I use this opportunity as the port of entry for presenting novel insights on the nature of the gauge field interaction at short distance. In Pau03b  I will present a possible solution to the problem of the non perturbative renormalization in a gauge theory. In Pau03c , the technical details of the fine and hyperfine interaction on the light cone will be discussed. In Pau03d  and Pau03e  I will calculate the ground state masses and mass spectra of all flavor off diagonal pseudo scalar and pseudo vector mesons, analytically, for a linear and for a quadratic potential.

## 2 Taking Fourier transforms

Collider physics is consistent with asymptotic freedom,

$`\alpha _s(Q^2)={\displaystyle \frac{4\pi }{\beta _0\mathrm{ln}(Q^2/\mathrm{\Lambda }_{QCD}^2)}},`$ (1)
at sufficiently large $`Q^2`$, with the famous $`\beta _0=11n_c2n_f`$. What is its Fourier transform?

Let us be specific. Consider

$`V(r)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle d^3q\frac{\alpha _c(q^2)}{q^2}\mathrm{e}^{i\stackrel{}{q}\stackrel{}{r}}},`$ (2)
where $`\alpha _c(q^2)=\frac{4}{3}\alpha _s(q^2)`$ given by Eq.(1) with the Feynman four momentum transfer $`Q^2`$ substituted by the three momentum transfer $`q^2=(\stackrel{}{k}\stackrel{}{k}^{})^2`$. Integrating over the angles gives

$`V(r)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑qq^2{\displaystyle \frac{\alpha _c(q^2)}{q^2}}{\displaystyle _1^{+1}}d(\mathrm{cos}\theta )\mathrm{e}^{iqr\mathrm{cos}\theta }`$ (3)
$`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑q\alpha _c(q^2){\displaystyle \frac{\mathrm{sin}qr}{qr}}.`$
But this integral does not exist!

The problem is as absent for short distances $`r0`$, as long as $`\alpha _c(q^2)`$ is integrable. The available ‘effective’ $`\alpha _c(q^2)`$ in vonSmekal:1997is ; Howe:2002rb ; Mattingly:1994 ; Brodsky:2002nb  may or may not allow for $`_0𝑑q\alpha _c(q^2)`$.

The problem resides at the upper limit. A Fourier transform of a function is defined only if its limes superior exists, that is, it exists only if

$`{\displaystyle ^{\mathrm{}}}{\displaystyle \frac{dq}{q}}\alpha _c(q^2)`$
is a well defined expression. But Eq.(3) it not well defined. It diverges at the upper limit, since:

$`{\displaystyle \frac{dq}{q\mathrm{ln}q}}=\mathrm{ln}\mathrm{ln}q.`$ (4)
Knowing that asymptotic freedom is too weak a regulator, I have not even attempted in the past, to carry out point 4 of the advocate. Baldicchi and Prosperi Baldicchi:2002  also know about the problem, but they veil it by inserting a linear potential as a regulator, by hand and out of desperation.

One concludes that the integral, Eq.(2), *must be regulated*. What are possible alternatives?

Cutting-off at the upper limit à la $`^{q_0}𝑑q`$ makes not much sense sense. A sharp cut-off with the step function $`R(q)=\mathrm{\Theta }(q^2\lambda ^2)`$ generates uncontrollable oscillations. A soft regulator function, as for example

$`R(q)={\displaystyle \frac{\lambda ^2}{\lambda ^2+q^2}},`$ (5)
satisfies however all important requirements, among them $`R(q)1`$ for $`\lambda \mathrm{}`$ and no extra physical dimensions. It is dimensionless.

In consequence one replaces Eq.(2) by

$`V(r)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle d^3q\frac{\alpha _c(q^2)}{q^2}R(q)\mathrm{e}^{i\stackrel{}{q}\stackrel{}{r}}},`$ (6)
and Eq.(3) by

$`V(r)`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑q\alpha _c(q^2)R(q){\displaystyle \frac{\mathrm{sin}qr}{qr}}.`$ (7)
One faces now a well defined mathematical problem.

But one faces another problem: The integrand behaves like:

$`{\displaystyle \frac{4\pi }{\beta _0\mathrm{ln}(q^2/\mathrm{\Lambda }_{QCD}^2)}}{\displaystyle \frac{\lambda ^2}{\lambda ^2+q^2}}{\displaystyle \frac{\mathrm{sin}qr}{qr}}.`$
The large q behavior is dominated completely by the regulator and the rapid oscillations of the sine function. As compared to them, the logarithm is hyper slowly varying. A mathematician would treat the problem by replacing the slowly varying term by a constant $`\alpha _c^{}`$ and take it out of the integral. (He would call this step the saddle point approximation.) He thus would get

$`V(r)`$ $`=`$ $`{\displaystyle \frac{2\alpha _c^{}}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑qR(q){\displaystyle \frac{\mathrm{sin}qr}{qr}}`$ (8)
$`=`$ $`\alpha _c^{}\left[{\displaystyle \frac{\mathrm{e}^{\lambda r}}{r}}{\displaystyle \frac{1}{r}}\right].`$ (9)
Here are the Coulomb’s and Yukawas which the advocate refers to in his point 5. He is right, of course, in stating that they are identical at short distances $`r0`$.

The notion ‘identical’ is misleading: The leading singularities cancel, but still $`V(r0)`$ is non-zero. The systematic expansion for short distances rather gives

$`V(r)`$ $`=`$ $`a+br,`$ (10)
plus possible higher terms to which I shall come below.

The numerical values of $`a`$ and $`b`$ are less important for the argument. But for completeness, here they are:

$`a`$ $`=`$ $`\alpha _c^{}\lambda ,`$ (11)
$`b`$ $`=`$ $`\alpha _c^{}\lambda ^2/2.`$ (12)
The considerations, which lead to Eq.(10), also highlight another aspect. The only piece of non ambiguous experimental information is the coupling constant at very high momentum transfer: The ‘running’ constant at the $`Z`$ mass $`M_Z91.2\text{ GeV}`$. Its experimental value is $`\alpha _s(M_Z)0.118`$. The coupling constant $`\alpha _s^{}=\alpha _s(q_0)`$ can thus be taken at comparatively large values of $`q_0`$. The argument of $`\alpha _s^{}=\alpha _s(Q=0)`$ in Pau03a  is false, since $`\alpha _s^{}=\alpha _s(q_0)`$, but the preliminary value

$`\alpha _s^{}=0.1695,`$ (13)
taken from Pau03a , is a useful first guess subject to later re adjustment. The numerical value of $`\alpha _s^{}`$ is comparatively small, much smaller in any case than the often quoted value $`\alpha _s^{}=0.7`$. Setting the scale, like in Pau03a ,

$`\lambda =200\text{ MeV},`$ (14)
determines all parameters.

The above argument shows that the asymptotic scale $`\mathrm{\Lambda }_{QCD}`$ in Eq.(1) is conceptually different from the regularization scale $`\lambda `$ in Eq.(5). It is $`\lambda `$, not $`\mathrm{\Lambda }_{QCD}`$, which sets the scale of the problem – contrary to point 2 of the advocate. The confusion arises since both scales are often quoted with the same numerical value of about $`200\text{ MeV}`$, corresponding to a length scale of about $`1\text{ fm}`$.

## 3 The generalized regulator function

It should be emphasized that the limit $`\lambda \mathrm{}`$ may not be taken in Eq.(9): For $`\lambda \mathrm{}`$, one is back to the undefined problem of Eq.(3).

The same conclusion will also be reached with the renormalization group equations Pau03b . The renormalization group equations Pau03b  require also that the regulator function has well defined derivatives with respect to $`\lambda `$. This excludes the step function of the sharp cut-off from the class of admitted regulator functions. The theta function is a distribution with only ill defined derivatives. Having understood these essentials, one can phrase things in a very simple way.

Do the above statements imply that the ‘soft’ regulator in Eq.(5) is the only one admitted? — Of course not.

In fact, one has a large class of ‘generalized regulator functions’ Pau03a :

$`R(q)=\left[1+{\displaystyle \underset{n=1}{\overset{N}{}}}(1)^ns_n\lambda ^n{\displaystyle \frac{^n}{\lambda ^n}}\right]{\displaystyle \frac{\lambda ^2}{\lambda ^2+q^2}}.`$ (15)
The partials $`\lambda ^n^n/\lambda ^n`$ are dimensionless and independent of a change in $`\lambda `$. The arbitrarily many coefficients $`s_1,\mathrm{},s_N`$ are renormalization group invariants and, as such, subject to be determined by experiment.

The generalized regulator yields immediately the generalized Coulomb potential

$`V(r)`$ $`=`$ $`{\displaystyle \frac{\alpha _c}{r}}\left[1+{\displaystyle \underset{n=1}{\overset{N}{}}}(1)^ns_n\lambda ^n{\displaystyle \frac{^n}{\lambda ^n}}\right]\left(1\mathrm{e}^{\lambda r}\right)`$ (16)
$`=`$ $`{\displaystyle \frac{\alpha _c}{r}}\left[1+\mathrm{e}^{\lambda r}{\displaystyle \underset{n=0}{\overset{N}{}}}s_n(r\lambda )^n\right],`$
with $`s_01`$. This result illustrates an other important point: The power series in front of the exponential are nothing but a spelled out version of Laguerre polynomials. Laguerre polynomials are a complete set of functions. Eq.(16) is thus potentially able to reproduce an arbitrary function of $`r`$. The description in terms of a generating function, as in Eqs.(15) or (16), is therefore *complete*.

The large number of parameter in Eq.(16) can be controlled by the following construction: The coefficients $`s_n`$ in Eq.(16) are expressed in terms of only three parameters $`a`$, $`b`$, and $`c`$, by

$`s_n={\displaystyle \frac{1}{n!}}+{\displaystyle \frac{a}{(n1)!}}+{\displaystyle \frac{b}{(n2)!}}+{\displaystyle \frac{c}{(n3)!}}.`$ (17)
The first few coefficients are then explicitly

$`\begin{array}{cccccccccccc}\hfill s_0& =& \hfill 1& ,& & & & & & & & \\ \hfill s_1& =& \hfill 1& +& \hfill a& ,& & & & & & \\ \hfill s_2& =& \hfill \frac{1}{2}& +& \hfill a& +& \hfill b& ,& & & & \\ \hfill s_3& =& \hfill \frac{1}{6}& +& \hfill \frac{a}{2}& +& \hfill b& +& \hfill c& ,& & \\ \hfill s_4& =& \hfill \frac{1}{24}& +& \hfill \frac{a}{6}& +& \hfill \frac{b}{2}& +& \hfill c& .& & \end{array}`$ (23)
As a consequence, the dimensionless Coulomb potential depends on $`r`$ only through the dimensionless combination $`y=\lambda r`$:

$`W_N(y;a,b,c)={\displaystyle \frac{V(r)}{\alpha _c\lambda }}={\displaystyle \frac{1}{y}}\left(1+\mathrm{e}^y{\displaystyle \underset{n=0}{\overset{N}{}}}s_ny^n\right).`$ (24)
In the near zone, it is a quadratic function of $`y`$,

$`W_N(y;a,b,c)=a+by+cy^2,`$ (25)
independent of the value of $`N`$. The remainder starts at most with power $`y^{N+1}`$. A value of $`a=c=0`$ and $`b=1`$ should yield a linear set of functions $`W_N(y;0,1,0)y`$ in the near zone. As shown in Fig. 1 with the original Mathematica plot, this happens to be true for surprisingly large values of $`y`$, i.e. not only for $`y1`$. The value of $`N`$ essentially controls the height of a barrier. Similarly, $`W_N(y;0,0,1)=y^2`$ generates a set of functions which are strictly quadratic in the near zone. Again, $`N`$ controls the height of a barrier.

The physical picture which develops is illustrated in Fig. 3. In the far zone, for sufficiently large $`r`$, the potential energy coincides with the conventional Coulomb potential $`\frac{\alpha _c}{r}`$. Since the potential is attractive, it can host bound states which are probably those realized in weak binding. In the near zone, for sufficiently small $`r`$, the potential behaves like a *power series* $`c_0+c_1r+c_2r^2`$ which potentially can host the bound states of strong coupling, provided the actual parameter values allow for that. In the intermediate zone, the actual potential must interpolate between these two extremes, since Eq.(16) is an analytic function of $`r`$. Most likely this is done by developing a *barrier of finite height*, depending on the actual parameter values. The onset of the near and intermediate regimes must occur for relative distances of the quarks, which are comparable to the Compton wave length associated with their reduced mass. If the distance is smaller, one expects deviations from the classical regime by elementary considerations on quantum mechanics, indeed.

## 4 Conclusions and remaining mysteries

Once the arguments in Sec. 2 are accepted for Quantum Chromodynamics (QCD), one must accept them also for Quantum Electrodynamics (QED). The integral in Eq.(3) for QED diverges even stronger than for QCD. I thus arrive at the incredible conclusion that the potential energy between a muon and an electron is linear (or quadratic!) for sufficiently short distance.

Do I want to overthrow everything? — As a matter of fact: no! The scales are such that the hadronic length scale $`R_H=\mathrm{}/\lambda c1\text{ fm}`$ is very much smaller than the Bohr scale $`R_B=\mathrm{}/m_ec1/\alpha 386137\text{ fm}`$. The electron simply ‘does not see’ the details at short distance except for a small perturbation. We know that from the hydrogen atom where the finite size of the proton gives only a small finite size correction.

The second important conclusion is that linear (or quadratic!) confinement can not go on forever. Confinement must be short distance phenomenon, in sharp contrast to the teleological or theological beliefs of the community. The hadronic potential allows for continuous spectra.

The only mystery remaining is that Lattice Gauge Theories and their representatives insist on a singularity at short distance,

$`V(r)`$ $`=`$ $`{\displaystyle \frac{\alpha _c^{}}{r}}+bra+br,`$ (26)
although inherently to the method, Lattice Gauge Theory can not carry out calculations *at the singularity* $`r=0`$. The value of the constant $`a`$ can take arbitrarily large values, but it must be finite, by definition. I have insufficient working knowledge to comment any further on these questions.

“Subtle is the Lord, but nasty is he not.”

###### Acknowledgements.

Acknowledgement. I thank my good friend and light cone mentor Stan Brodsky for an intense discussion by e-mail which popped up in early October 2003 and went over 10 rounds. I thank as well my friend Bogdan Povh for his continuous support over the years, and the encouragement to switch from nuclear physics to the light cone. I beg pardon to quote myself so often. I hate it that many authors refer to all their own papers ever written. But here, I have to do it by technical reasons. Sometimes it takes courage to be provincial, as Bogdan would say.


text:
# Signatures of spin-charge separation in double–quantum-wire tunneling

## I Introduction

One-dimensional (1D) electronic systems are a very fertile ground for studying the physics of interacting many-body systems. Gapless electron gases in one dimension possess universal low-energy properties which can be mapped onto the exact solution of the Luttinger model.Voit (1994) Such 1D systems are collectively termed as Luttinger liquids (LL’s). Despite a number of remarkable predictions for electronic and thermodynamic properties of LL’s,Voit (1994) some made more than twenty years ago, direct experimental verification for many of them has remained a challenge. This mostly owes to the high quality of quasi-1D systems necessary to bridge the gap between the usual Landau Fermi-liquid (FL) physics in three spatial dimensions and the LL physics in one dimension.

An important prediction of LL theory is that the low-energy elementary excitations of a one-dimensional metal are not electronic quasiparticles, as in the Landau FL theory of three-dimensional Fermi systems, but rather are separate spin and charge excitations that propagate at different velocities. An electron entering an LL will split into spin and charge excitations, and the electron propagator will have singularities corresponding to both velocities, in contrast to the case of a Landau FL where there is a simple pole at a single Fermi velocity. In this paper, we discuss evidence for spin-charge separation in tunneling between two parallel quantum wires at a cleaved edge of a double–quantum-well heterostructure. We use two approaches: one based on mapping out the elementary-excitation dispersions by measuring the conductance $`G`$ as a function of the magnetic field $`B`$ applied perpendicular to the plane connecting the wires and the voltage bias $`V`$, and the other focusing on the conductance oscillation pattern, in the $`(V,B)`$ plane, arising due to the finite length of the tunnel junction.

## II Experimental Method

The two parallel 1D wires are fabricated by cleaved-edge overgrowth (CEO), see Fig. 1. Initially, a GaAs/AlGaAs heterostructure with two closely situated parallel quantum wells is grown. The upper quantum well is 20 nm wide, the lower one is 30 nm wide and they are separated by a 6 nm AlGaAs barrier about 300 meV high. We use a modulation doping sequence that renders only the upper quantum well occupied by a two-dimensional electron gas (2DEG) with a density $`n2\times 10^{11}\text{cm}^2`$ and mobility $`\mu 3\times 10^6\text{cm}^2\text{V}^1\text{s}^1`$. After cleaving the sample in the molecular beam epitaxy growth chamber and growing a second modulation doping sequence on the cleaved edge, two parallel quantum wires are formed in the quantum wells along the whole side of the sample. Both wires are tightly confined on three sides by atomically smooth planes and on the fourth side by the triangular potential formed at the cleaved edge.

Spanning across the sample are several tungsten top gates of width 2 $`\mu \text{m}`$ that lie 2 $`\mu \text{m}`$ from each other (two of these are depicted in Fig. 1). The differential conductance $`G`$ of the wires is measured through indium contacts to the 2DEG straddling the top gates. While monitoring $`G`$ with standard lock-in techniques (we use an excitation of $`10`$ $`\mu \text{V}`$ at $`14`$ Hz) at $`T=0.25`$ K, we decrease the density of the electrons under a gate by decreasing the voltage on it ($`V_g`$). At $`V_g=V_{\text{2D}}`$, the 2DEG depletes and $`G`$ drops sharply, because the electrons have to scatter into the wires in order to pass under the gate. For $`V_{\text{2D}}>V_g>V_U`$ the conductance drops stepwise each time a mode in the upper wire is depleted.Yacoby et al. (1996) In this voltage range, the contribution of the lower wire to $`G`$ is negligible because it is separated from the upper quantum well by a tunnel barrier. When $`V_g=V_U`$, the upper wire depletes and only the lower wire can carry electrons under the gate. This last conduction channel finally depletes at $`V_L`$ and $`G`$ is suppressed to zero.

The measurements are performed in the configuration depicted in Fig. 1. The source is the 2DEG between two gates, $`g_1`$ and $`g_2`$ in Fig. 1, the voltages on which are $`V_1<V_L`$ and $`V_L<V_2<V_U`$, respectively. The upper wire between these gates is at electrochemical equilibrium with the source 2DEG. This side of the circuit is separated by the tunnel junction we wish to study from the drain. The drain is the 2DEG to the right of $`g_2`$ (the semi-infinite 2DEG in Fig. 1) and it is in equilibrium with the right, semi-infinite, upper wire and with the whole semi-infinite lower wire in Fig. 1. Thus, any voltage difference ($`V`$) induced between the source and the drain drops on the narrow tunnel junction between the gates. In addition, we can shift the momentum of the tunneling electrons with a magnetic field $`B`$ perpendicular to the plane defined by the wires. This configuration therefore gives us control over both the energy and the momentum of the tunneling electrons.

## III Dispersions of Elementary Excitations

The conductance for a spacing of 2 $`\mu \text{m}`$ between gates $`g_1`$ and $`g_2`$ is shown in Fig. 2. The measured bright and dark curves in the plot can be interpreted as spectral peaks tracing out the dispersions of the elementary excitations in the wires.Auslaender et al. (2002) In the case of noninteracting electrons, the curves are expected to map out parabolas defining the continua of electron-hole excitations across the tunnel barrier for various pairs of 1D modes, one in the UW and the other in the LW. At small voltages, electron repulsion is predicted to split the curves into branches with slopes corresponding to different charge- and spin-excitation velocities, crossing at a point with $`V=0`$ and magnetic field necessary to compensate for the Fermi wave-vector mismatch between the 1D modes (in the following referred to as the “crossing point”).Carpentier et al. (2002); Zülicke and Governale (2002)

The 1D modes in the upper quantum well are coupled to the 2DEG via elastic scattering which ensures an Ohmic contact between the 2D well states and the states confined to the cleaved edge.de Picciotto et al. (2000) (This scattering is however weak on the scale of the junction length, not affecting the finite-size quantum-interference effects in tunneling.Tserkovnyak et al. (2003)) In addition to tunneling between the 1D states of the wires, there is a direct electron transfer from the 2DEG to the lower wire, when the extended states have an appreciable weight on the edge. Each of the quasi-1D wires carries several 1D modes. In our theoretical analysis, we will only consider the transition between the lowest 1D bands of the wires (i.e., the bands with the largest Fermi momentum), $`|u_1|l_1`$, which has a strong signal, as seen in Fig. 2, given by a family of curves crossing at the lowest magnetic field. Since other 1D modes have Fermi velocities smaller than $`|u_1`$ and $`|l_1`$ by at least 40 %,Auslaender et al. (2002) we can disregard their coupling to the lowest bands,Matveev and Glazman (1993) keeping in mind, however, that the effective electron-electron interaction is affected by screening due to the nearby 2DEG and other 1D modes. Both the spin-orbit interaction and Zeeman splitting are negligible in comparison to the Fermi energy, so that the electron states are nearly spin degenerate in our heterostructure. In our theoretical discussion we therefore consider tunneling between two coupled spinful modes having some effective intrawire and interwire interaction. To this end, we use Luttinger-liquid formalism,Voit (1994) assuming sufficiently low temperature and voltage bias. It is important in our analysis that the measured densities of $`|u_1`$ in the UW and $`|l_1`$ in the LW happen to match to within several per cent,Auslaender et al. (2002) so that the electronic excitations in the double-wire system are collective across the tunnel barrier as well as within each wire.

The geometry for our theoretical description is shown in Fig. 3. The potential well $`U(x)`$ is felt by electrons in the upper quantum wire, which are confined to a region of finite length by potential gates at both ends (see the source region in Fig. 1). One of these gates ($`g_1`$) causes the electrons in the lower wire to be reflected at one end, but the other ($`g_2`$) allows them to pass freely under it. The effective tunneling region is determined by the length of the upper wire, which is approximately the region $`|x|<L/2`$ in Fig. 3. The magnetic field, $`B`$, gives a momentum boost $`\mathrm{}q_B=eBd`$ along the x-axis to the electrons tunneling from the upper to the lower wire. The current (for electrons with a given spin)

$$I=e|\lambda |^2_{\mathrm{}}^{\mathrm{}}𝑑x𝑑x^{}_{\mathrm{}}^{\mathrm{}}𝑑te^{iq_B(xx^{})}e^{ieVt/\mathrm{}}C(x,x^{};t),$$
(1)
is determined to lowest order in perturbation theory by the two-point Green functionCarpentier et al. (2002)

$`C(x,x^{};t)`$ $`=`$ $`[\mathrm{\Psi }_l^{}\mathrm{\Psi }_u(x,t),\mathrm{\Psi }_u^{}\mathrm{\Psi }_l(x^{},0)]`$ (2)
$`=`$ $`G_u^>(x,t;x^{},0)G_l^<(x^{},0;x,t)G_u^<(x,t;x^{},0)G_l^>(x^{},0;x,t).`$
The last equality in Eq. (2) is valid when the interwire electron-electron interactions vanish. Although it might not be a good approximation for our closely-spaced wires, for pedagogical reasons we will discuss this limit first. One-particle correlators are defined by the usual expressions: $`G^>(x,t;x^{},t^{})=i\mathrm{\Psi }(x,t)\mathrm{\Psi }^{}(x^{},t^{})`$ and $`G^<(x,t;x^{},t^{})=i\mathrm{\Psi }^{}(x^{},t^{})\mathrm{\Psi }(x,t)`$. For $`V>0`$ ($`V<0`$), only the $`G_u^>G_l^<`$ ($`G_u^<G_l^>`$) term in Eq. (2) contributes to the current (1).

In the LL picture, we can distinguish between the left- and right-moving electronic excitations in a given 1D mode.Voit (1994) In long wires, each chirality contributes terms proportional to $`e^{\pm ik_F(xx^{})}`$ to the one-particle Green functions (away from the boundaries), where $`k_F=(\pi /2)n`$ and $`n`$ is the electron density in the mode. If the magnetic field is small enough, $`q_Bk_F`$, the edge-state chirality of the electrons cannot be changed during a tunneling event, and the total current is thus a sum of the right-moving and left-moving contributions. It is sufficient to calculate the tunneling rate of the right movers only, since it equals to that of the left movers under the magnetic-field reversal, $`BB`$ (so that the total conductance is an even function of $`B`$). The corresponding zero-temperature one-particle Green functions for a gapless translation- and spin–rotation-invariant 1D gas of interacting electrons has a universal form

$`G^{>,<}(x,t;x^{},0)`$ $`=`$ $`{\displaystyle \frac{\pm \psi (x)\psi ^{}(x^{})}{2\pi \sqrt{(zv_st\pm i0^+)(zv_ct\pm i0^+)}}}\left[{\displaystyle \frac{r_c}{\sqrt{z^2(v_ctir_c)^2}}}\right]^\alpha ,`$ (3)
where $`v_c=v_F/K`$ is the charge-excitation velocity, which is enhanced with respect to the Fermi velocity $`v_F`$ by electron repulsion, $`v_s`$ is the spin-excitation velocity, which is close to $`v_F`$ for vanishing backscattering rate and is determined by the exchange interaction of neighboring electrons for strong repulsion with a sizable backscattering, and $`\alpha =(K+K^12)/4`$ is a nonuniversal exponent. $`K<1`$ is the compressibility normalized to that of the free-electron gas at the same density, $`z=xx^{}`$, and $`r_c`$ is a short-distance cutoff. $`\psi (x)=e^{ik_Fx}`$ is the noninteracting-electron wave function for an infinite wire at the Fermi level. Using Eq. (3) to calculate the two-particle Green function (2) and then performing the integration in Eq. (1), one shows that the interactions do not shift the position of the crossing point at $`V=0`$ and $`q_B=\mathrm{\Delta }k_F`$, the mismatch in the Fermi wave vectors of the wires, but are manifested by multiple peaks in the tunneling conductance $`G(V,B)`$, which intersect at the crossing point with slopes determined by different spin and charge velocities.Carpentier et al. (2002); Zülicke and Governale (2002)

It turns out that in a symmetric double-wire structure, the interwire electron-electron interactions, do not change the two-point correlation function (2) apart from renormalizing the parameters entering Eq. (3).Zülicke and Governale (2002) The reason for this is that a tunneling event from the UW to the LW at a low magnetic field creates a long-lived exciton across the tunnel-barrier with the electron in the lower and hole in the upper wire, moving in the same direction. The exciton propagates freely, as an acoustic plasmon in a single wire but with the velocity $`v_c`$ reduced by the electron-hole attraction (corresponding to a larger normalized compressibility $`K`$).Tserkovnyak et al. (2003) Similarly, $`v_s`$ entering Eq. (3) should be thought of as the antisymmetric spin velocity of coupled antiferromagnetic Heisenberg chains, again reducing to $`v_F`$ in the case of vanishing backscattering. For a symmetric double-wire structure, one therefore expects two velocities to be present at low magnetic-field and bias data: the antisymmetric spin- and charge-excitation velocities. The situation is more complicated at high magnetic fields capable of flipping the electron cleaved-edge chirality: A tunneled particle moves in the direction opposite to the hole left behind, decaying into a combination of symmetric and antisymmetric excitations across the tunnel barrier, even in the case of a perfectly symmetric double wire.Carpentier et al. (2002) We will not discuss this regime here.

One can see a family of measured curves crossing at $`V=0`$ and $`B0.1`$ T in Fig. 2, which constitute the signal from the $`|u_1|l_1`$ tunneling. We also draw in Fig. 2 as black solid lines the expected parabolic dispersions for noninteracting electrons at the same electron densities as $`|u_1`$ and $`|l_1`$; the white solid lines are generated in a similar way but after rescaling the GaAs band-structure mass, and correspondingly the low-voltage slopes, by a factor of $`0.7`$. Remarkably, for positive voltages, we can fit the three visible experimental curves, $`a`$, $`b`$, and $`c`$, by such parabolas crossing at $`V=0`$ with two different slopes. Such a fitting is a naive extrapolation of LL spectrum at small voltages, where the excitation dispersions can be linearized and the two visible low-voltage slopes can be associated with elementary 1D excitations. Understanding the high-voltage regime, where the dispersions acquire a curvature, requires going beyond LL theory, and for that matter beyond the scope of this paper. For negative voltages, fewer $`G(V,B)`$ peaks are visible after we subtract a large background signal due to the direct 2DEG-1D tunneling; in particular, only one curve, $`d`$, is visible for the $`|u_1|l_1`$ tunneling, which cannot be fitted by our naive procedure at $`V<10`$ mV. It is important to point out that the observed curves $`a`$, $`b`$, and $`c`$ in Fig. 2 rule out the noninteracting-electron picture for tunneling between two 1D modes with different Fermi velocities: If the LW had the higher Fermi velocity, we would expect to see dispersions $`e`$ and $`a`$ in Fig. 2, and if the UW had the higher velocity, we would see only $`b`$ and $`c`$, but not three curves.

The curve $`c`$ slope is given by the Fermi velocity of the noninteracting electron gas, corresponding to the value of the electron density measured in Ref. Auslaender et al., 2002. The slope of $`a`$ has the velocity enhanced by a factor of $`1.4`$. Identifying the faster velocity with the charge mode and the slower with the spin mode, we arrive at the following LL parameters characterizing the system: $`K0.7`$ and $`v_sv_F`$. This value of $`K`$ indicates that the electron-electron interaction energy in the cleaved-edge quantum wires is comparable to the Fermi energy, resulting in a sizable effect on the correlation and thermodynamic properties. The closeness of the spin velocity $`v_s`$ to the noninteracting Fermi velocity implies a small backscattering rate due to electron repulsion, as expected in our wide quantum wires.Carpentier et al. (2002)

## IV Finite-Size Effects

The momentum of the electrons tunneling through a window of finite length $`L`$ is only conserved within an uncertainty of order $`2\pi /L`$, resulting in conductance oscillations away from the main dispersion peaks. We show in this section that another spectacular manifestation of spin-charge separation at small voltages can be tracked down in such oscillations, as those forming checkerboard-like patterns near the crossing points of various dispersion curves in Fig. 2a. We zoom into these oscillations in Fig. 4a. In order to understand them in detail, we now generalize our analysis to take into account the finite length of the upper wire.

Assuming that the electron density in each wire varies slowly on the length scale of $`k_F^1`$ (except for unimportant regions very close to the boundaries), we use the WKB wave function

$$\psi (x)=\frac{e^{ik_Fx}e^{is(x)}}{\sqrt{k(x)}},$$
(4)
where $`k(x)=k_F[1U(x)/E_F]^{1/2}`$ and $`s(x)=_0^x𝑑x^{}[k_Fk(x^{})]`$, for right-moving electrons in the UW in Eq. (3). $`U(x)`$ is the potential formed by the top gates defining the finite length of the UW, see Fig. 3. The right movers in the LW are taken to be propagatory, as in the infinite wire, assuming its left boundary is formed by the gate $`g_1`$ in the region where the UW is already depleted and assuming the gate $`g_2`$ potential in the LW is well screened. Additional assumptions required for using the WKB wave function (4) in the correlator of a finite interacting wire are discussed in Ref. Tserkovnyak et al., 2003.

Substituting Green functions (3) into integral (1), we obtain for the tunneling current at $`V>0`$

$$I_{\mathrm{}}^{\mathrm{}}𝑑x𝑑x^{}e^{i(q_Bk_F)(xx^{})}\psi _u(x)\psi _u^{}(x^{})h(xx^{}),$$
(5)
where

$$h(z)=_{\mathrm{}}^{\mathrm{}}𝑑t\frac{e^{ieVt/\mathrm{}}}{(zv_st+i0^+)(zv_ct+i0^+)}\left[\frac{r_c^2}{z^2(v_ctir_c)^2}\right]^\alpha .$$
(6)
Here we have taken the two wires to have the same electron density and strength of the interactions. For not very strong interactions, $`\alpha 1`$, the last term in Eq. (6) can be disregarded, away from the regime of the zero-bias anomaly.Tserkovnyak et al. (2003) The integrand in Eq. (6) then has two simple poles yielding

$$h(z)2\pi i\frac{e^{ieVz/(\mathrm{}v_s)}e^{ieVz/(\mathrm{}v_c)}}{(v_cv_s)(z+i0^+)}.$$
(7)
Combining this with Eq. (5), we finally find the differential conductance $`G=I/V`$:

$$G(V,B)\frac{1}{v_cv_s}\left[\frac{1}{v_s}|M(\kappa _s)|^2\frac{1}{v_c}|M(\kappa _c)|^2\right],$$
(8)
where $`\kappa _{s,c}=q_B+\mathrm{\Delta }k_F+eV/(\mathrm{}v_{s,c})`$ (now including a small mismatch $`\mathrm{\Delta }k_F=k_{Fu}k_{Fl}`$ in the Fermi wave vectors of the UW and LW, respectively) and

$$M(\kappa )=𝑑x\frac{e^{i\kappa x}e^{is(x)}}{\sqrt{k(x)}}$$
(9)
$`s(x)`$ and $`k(x)`$ being the same as in Eq. (4). $`M(\kappa )`$ can be found analytically using the stationary-phase approximation (SPA): $`M(\kappa )`$ is evaluated near positions $`x^\pm `$ ($`x^+>x^{}`$) where $`k(x^\pm )=k_F\kappa `$ and the integrand in Eq. (9) has a stationary phase. In the case of a symmetric potential, $`U(x)=U(x)`$ (so that, in particular, $`x^{}=x^+`$), the SPA gives

$$M(\kappa )\frac{\mathrm{\Theta }(\kappa )}{\sqrt{U(x^+)x}}\mathrm{cos}\left[\kappa x^+s(x^+)\pi /4\right],$$
(10)
where $`\mathrm{\Theta }(\kappa )`$ is the Heaviside step function. The SPA approximation (10) can be shown to diverge for small values of $`\kappa `$, where we have to resort to a numerical calculation of the integral in Eq. (9).Tserkovnyak et al. (2002) The form of Eq. (10) shows that (1) the conductance is asymmetric in $`\kappa `$, vanishing for $`\kappa <0`$ (in the SPA approximation), (2) it oscillates in magnetic field (and similarly in voltage) with period $`\mathrm{\Delta }q_B=2\pi /x^+`$, assuming $`x^+`$ to be a slow-varying function of $`\kappa `$ and that (3) it is a superposition of two oscillating patterns in the $`(V,B)`$ plane, the first (second) being constant-valued along line $`\kappa _s=\mathrm{const}`$ ($`\kappa _c=\mathrm{const}`$) and oscillating perpendicular to it, resulting in a moiré structure of $`G(V,B)`$. \[Note that the conductance in Eq. (8) so far only includes the right-movers’ contribution. In order to get the total conductance, one has to add the piece which is mirror symmetric to Eq. (8) around $`B=0`$.\] If the two velocities $`v_s`$ and $`v_c`$ are not very different, there are two voltage scales characterizing the conductance oscillation pattern:

$$\mathrm{\Delta }V=\frac{2\pi \mathrm{}v_cv_s}{ex^+(v_c+v_s)}\mathrm{and}\mathrm{\Delta }V_{\text{mod}}=\frac{\pi \mathrm{}v_cv_s}{ex^+(v_cv_s)}.$$
(11)
$`\mathrm{\Delta }V`$ is the period of the “fast” oscillations, which would be present even in the absence of spin-charge separation, and $`\mathrm{\Delta }V_{\text{mod}}`$ is the distance between consecutive minima in the oscillation power due to the moiré amplitude modulation in the voltage direction. The ratio between these two scales

$$\frac{\mathrm{\Delta }V_{\text{mod}}}{\mathrm{\Delta }V}=\frac{1}{2}\frac{v_c+v_s}{v_cv_s}=\frac{1}{2}\frac{1+v_s/v_c}{1v_s/v_c}$$
(12)
can be used to experimentally extract the ratio between the two velocities. We find

$$v_s/v_c=0.67\pm 0.07,$$
(13)
which is independent of the UW length $`L`$, while both $`\mathrm{\Delta }V`$ and $`\mathrm{\Delta }V_{\text{mod}}`$ scale roughly as $`1/L`$. This value is in agreement with the one found in Sec. III.

Finally, we compare the interference pattern predicted by our theory, Eq. (8), with the experiment, Fig. 4(a). $`G(V,B)`$ calculated using a smooth confining potential given by $`U(x)=E_F\mathrm{exp}[(L/2|x|)/10]`$ at the boundaries of the upper wire is shown in Fig. 5. Many pronounced features observed experimentally–the asymmetry of the side lobes, a slow fall-off of the oscillation amplitude and period away from the principal peaks, an interference modulation along the $`V`$-axis, $`\pi `$ phase shifts at the oscillation suppression stripes running parallel to the field axis–are reproduced by the theory. There is however one experimental finding which is not captured by the presented theory: In addition to the periodic modulation of the oscillations, there is an appreciable fall-off in amplitude in the voltage direction, as can be seen in Fig. 4(b). This dephasing can be due to the dispersion curvature which becomes appreciable with increasing voltage bias. Its discussion, however, requires going beyond the linearized LL theory, which we do not attempt here.

## V Summary

The two approaches to study the size of spin-charge separation, one by mapping out the dispersions, which are independent of the tunnel-junction length, and the other based on the finite-size conductance oscillations, the frequency of which scales linearly with the junction length, are found to be in excellent agreement, giving the LL parameter $`K=v_F/v_c0.7`$ for the antisymmetric (i.e., excitonic) collective charge excitations in the lowest modes of the double-wire structure, and $`v_sv_F`$ for the antisymmetric spin velocity. Additional, complimentary information about the electron-electron interactions can be extracted by measuring the tunneling density-of-states exponent $`\alpha `$ in the regime of very small voltage bias and temperature, where the tunneling rate is suppressed as a power law (the so-called LL zero-bias anomaly).Tserkovnyak et al. (2003) We do not discuss this in the present paper.

###### Acknowledgements.

This work was supported in part by the US-Israel BSF, NSF Grant DMR 02-33773, and by a research grant from the Fusfeld Research Fund. YT is supported by the Harvard Society of Fellows and OMA by a grant from the Israeli Ministry of Science.