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# Continuous phase transition in polydisperse hard-sphere mixture

## I Introduction

Monodisperse colloidal suspensions are rare in nature. Whether these colloidal particles are artificially prepared or not, in the best case the particle-size distribution is a narrow distribution around an average size. It is obvious that such a polydisperse nature will influence the physics and properties of these systems, and one could imagine that by the use of truly asymmetric mixtures it is possible to create systems with a behavior that cannot be described by the simple monodisperse-like approximation.

Conceptually we can distinguish between two types of polydispersity. One of them, which we could refer to as ‘intrinsic polydispersity’, arises from the fact that the particles present in the system are different by construction (in size, charge, or any other feature) and their characteristics are not changed by the interaction with other particles. This kind of systems are like multicomponent mixtures in which, at least in principle, the composition can be externally imposed. The new phenomenology that we can expect from this systems has its origin in fractionations into phases with different compositions  (constrained by particle conservation) and their coupling with other transitions already present in the monodisperse system .

The second kind of polydispersity can be found in self-assembling systems  (surfactants forming micelles, monomers forming chains, vesicles, etc). The aggregates present in these systems can be identified as the particles, each with different size, shape, conformation, etc; the difference with the intrinsically polydisperse systems being that the composition is determined by the chemical equilibrium between the constituents of the aggregates. As a consequence the equilibrium is not constrained by conservation of the number of particles and therefore no fractionation is to be expected. In principle the system can compensate losses of entropy by adjusting its composition. There are, however, other constraints in the system (the number of small constituents, for instance) and these may induce new kinds of transitions characterized by the appearance of one or a few macroscopic aggregates. As such can be cataloged phenomena as the appearance of lamellar and columnar phases in surfactant solutions , emulsification failure in micro-emulsions  or long chain formation in polymer solutions .

A study of polydisperse mixtures of either type is far from trivial. In the case of intrinsic polydispersity there is the experimental problem of how to fabricate colloidal particles according to a given particle-size distribution. Although in simulations this seems to be somewhat better under control, one easily could run into the problem of finite size effects due to an insufficient or inadequate sampling of particle sizes. This is not the case in self-assembling systems, although experimentally, their polydispersity cannot be easily characterized.

Theoretical descriptions of polydisperse systems are mainly based on a small set of moments of the particle-size distribution  and it is assumed that mixtures with the same set of moments show a corresponding behavior. This seems to be a rather successful approach, although it is not obvious that could still be applied to very asymmetric mixtures.

In two previous articles we analyzed the behavior of idealized versions of polydisperse mixtures. The system was assumed to be composed of $`N`$ spherical aggregates which only interact via hard-core repulsion. The chemical equilibrium of the underlying constituents is accounted for by allowing particles to exchange size in such a way that the total volume  (compact aggregates) or surface  (surfactant micellar membranes) of the particles remains fixed at all times and the number of particles is constant.

Under the influence of the applied pressure the particle-size distribution of these systems changes. In the case of the constrained surface, the particle-size distribution changed from an exponentially decaying function in the low density limit to a single peaked distribution in the denser liquid phase. For sufficiently high pressures this system can form a number of different mechanically stable crystals, a monodisperse face-centered-cubic crystal, or a bidisperse $`AB`$ or $`AB_2`$ crystal.

For the system with the constraint on the total volume of the particles, it was found by theory and simulations that at a rather low volume fraction of approximately $`0.26`$ the system could no longer be described by Percus-Yevick type of equation of state, due to the formation of macroscopically large particles. In the present work we will show that this phenomenon is a true phase transition and provide a self-consistent theory for this sort of system. The nature of this transition has recently been studied in ideal systems  and found to be connected to Bose-Einstein condensation, and from this work we can conclude that interaction only changes the details, not the essential features. The connection of the present model with Bose-Einstein condensation was earlier suggested by D. Frenkel .

The remainder of this paper is organized as follows. In Sec. II we will show the results of computer simulations we have performed, and explain some of the details involved. These results are compared with a theory based on the Percus-Yevick equation of state in Sec. III. As we show in Sec. IV the treatment based on the heuristic BMCSL equation of state, leads to a slightly better theoretical description. In Sec. V we finish with a brief discussion on some of the issues raised in this paper.

## II Simulations

The system under consideration here is one formed by $`N`$ spherical particles with different sizes. These particles are only interacting via a hard-core repulsion, and hence temperature is not a relevant parameter. We allow, however, pairs of particles to exchange volume under the constraint that the total volume occupied by all particles remains fixed. As a consequence the system has the freedom to explore different size-distribution functions and relax to the “optimal” one. In the previous work  we found by computer simulations that beyond a relative small pressure or density, some of the particles became macroscopically large. From theoretical arguments an upper bound to the pressure was obtained for fixed volume fraction, above which a single size distribution is unstable. However, simulations indicated a discrepancy with this result.

The formation of macroscopic particles (in simulations of the size of the simulation volume) beyond a critical value  is in fact comparable to Bose-Einstein condensation, or alternatively as a sort of sedimentation. In order to describe and simulate this phenomenon in our system in a correct manner, one has to eliminate the finite size effects that originate from the relative small number (typically of the order 1000) of particles that is being used in computer simulations. This could easily be solved by increasing the number of particles by one or several orders of magnitude, but this is seldom a preferred option. Moreover, in this particular case there exists a much more elegant solution to the problem.

The introduction of huge particles in a sea of smaller ones has two effects. The first is the reduction of the available volume that can be occupied by the smaller ones, and the second is the introduction of a hard wall formed by the big particles. It turns out that it is the second effect that caused the discrepancy between the simulation results and the upper bound of the equation of state . The natural solution is therefore to eliminate this particular effect, which can be done by extracting the big particle(s) out of the simulation box.

We will assume that there is only a single big particle (aggregate) with a volume $`V_00`$, but it can easily be extended to include several aggregates, albeit their number with respect to the simulation is not relevant. The total volume that can be occupied by the $`N`$ particles plus the aggregate, is denoted by $`V_f=V_0+N\frac{\pi }{6}\sigma ^3=N\frac{\pi }{6}\sigma _f^3`$, where $`\sigma ^3`$ is the average diameter cubed of the particles and $`\sigma _f`$ defines a natural length scale. The choice of $`\sigma _f`$ in this formulation is based on the infinite dilute system for which the size of the aggregate is zero. The volume that is accessible to the particles is denoted by $`V`$. But since we have extracted the aggregate out of the system the total thermodynamical volume of the system is given by $`V_T=V+V_0`$.

On this system we have performed Monte Carlo (MC) simulations using the isothermal-isobaric constant ($`NPT`$) ensemble. For a detailed description on Monte Carlo simulations we refer the reader to Ref. ; here we will only list the main features. As positional order will play no role, we will assume the simulation volume $`V`$ to be cubic and we will be using four different types of moves.

The first and simplest move is randomly selecting a particle and displacing it isotropically. The second type of move was introduced before . It selects randomly a pair of particles and attempts to exchange a finite amount of volume, by adding this to one, and subtracting it from the other particle. Hereafter their new volumes are used in order to obtain the appropriate diameters. Obviously, if this process led to a negative volume, the move could not be accepted. Apart from that, both moves are accepted provided that no overlap is caused by these changes. Moreover, the amount of displacements and volume exchanges are drawn homogeneously from an interval, of which the size is continously adjusted in order to obtain an average acceptance per move between 35-50%.

In the third move we allow the simulation box to shrink or expand isotropically, in order for the system to equilibrate with respect to the applied pressure. This is in principle also a standard move in MC simulations using the $`NPT`$ ensemble. However, in this case it is required to modify the acceptance criterion of this move. This is caused by the fact that the thermodynamical volume $`V_T`$ and the volume of the simulation box $`V`$, although related, are not identical.

The weight of any non-overlapping configuration in the $`NPT`$-ensemble is proportional to $`\mathrm{exp}(\beta PV_T)`$, where $`\beta =1/(k_BT)`$ the inverse temperature. In addition to that, there is in MC-simulations a correction factor $`V^N`$ due to the use of scaled coordinates in order to facilitate the volume moves and periodic boundary conditions. As a result the volume move, if no overlaps are produced, is accepted with the probability

$$\text{Min}(1,\mathrm{exp}[\beta P(V_T^{(n)}V_T^{(o)})N\mathrm{log}(V^{(n)}/V^{(o)})]),$$
(1)
where the labels $`n`$ and $`o`$ refer to the new and old configuration respectively.

The fourth type of move is the exchange of volume between a particle and the aggregate. Although this seems to be equivalent to the volume exchange between particles, there is a subtle difference. Provided that no overlap is produced and both volumes remain positive this move is allowed. However, if the aggregate changes its volume, this results in a change of the available volume $`V`$ for the $`N`$ particles, while the thermodynamic volume $`V_T`$ remains fixed. As a result this move needs to be accepted with probability

$$\text{Min}(1,\mathrm{exp}[N\mathrm{log}(V^{(n)}/V^{(o)})]).$$
(2)
We have performed a series of simulations on this system with $`N=1000`$ particles. In each simulation run we used $`10^5`$ sweeps, where in each sweep on average we try $`N`$ particle moves, $`N/2`$ volume exchanges, 1 volume move, and 5 exchanges of volume between the aggregate and one of the normal particles. Average quantities where obtained from a single run after equilibrium was reached. The time required to reach equilibrium strongly depends on the initial configuration. In simulations where an equilibrium configuration of a slightly higher or lower applied pressure is used, usually one run is sufficient. If started from a monodisperse simple cubic lattice, one or several runs are required, depending on the initial choice of the size of the aggregate and volume of the simulation box.

The results of the equation of state are shown in Fig. 1, where the the reduced pressure $`P^{}=\beta P\sigma _f^3`$ is plotted as a function of the volume fraction $`\eta =V_f/V_T`$. The results obtained from expansion and compression runs, as well as started from monodisperse systems, all lead, within the estimated errors, to the same results. Near the volume fraction 0.26, where the critical value was found , a change in slope can be observed.

A natural order parameter for this system is the relative amount of fixed total volume of the particles found in the aggregate $`V_0/V_f`$ and is shown in Fig. 2. Comparison with simulations on systems with less particles and the absence of hysteresis in the equation of state suggests the possibility of a continuous phase transition.

The simulation results below the critical value are consistent with those obtained previously . Above this value the results are different. The presence of the aggregate seems to prevent the formation of other macroscopic particles. Note that the difference is not so much the fact that there is a aggregate, but the way it is treated as an external buffer, thus eliminating the surface effects.

## III Percus-Yevick Theory

In order to describe the system under consideration theoretically, one should realize that the presence of a thermodynamic volume $`V_T`$ as well as an available volume $`V`$ for the particles should carefully be taken into account. The system can be described by a polydisperse system of $`N`$ hard spheres in a volume $`V`$, which is in contact with an external bath, because in addition to the exchange of volume between the particles themselves, this can also be done with this bath or aggregate.

We will describe the polydisperse system within the Percus-Yevick approximation of a polydisperse hard-sphere mixture , from which the equation of state yields

$$\frac{\pi }{6}\beta P=\frac{\xi _0}{1\xi _3}+\frac{3\xi _1\xi _2}{(1\xi _3)^2}+\frac{3\xi _2^3}{(1\xi _3)^3},$$
(3)
where $`\xi _k`$ is the $`k`$th moment of the particle-size distribution function

$$\xi _k=\frac{\pi }{6}\rho 𝑑vW(v)\sigma ^k=\frac{\eta }{1\frac{V_0}{V_f}\eta }\frac{\sigma ^k}{\sigma _f^3}.$$
(4)
Here $`\rho =N/V`$ is the number density defined with respect to the available volume, $`\eta =V_f/V_T`$ the volume fraction, and $`W(v)`$ is the continuous particle-size distribution function, which due to the type of interaction, is a function of the particle volume $`v`$. The Helmholtz free energy functional $`F(N,V_T,T)`$ of this system, however, is a function of the thermodynamic volume $`V_T`$

$$\frac{\beta F}{N}=\mathrm{log}(\rho \mathrm{\Lambda }^3)1+𝑑vW(v)\mathrm{log}W(v)+\frac{\beta F^{ex}}{N},$$
(5)
where the excess free energy per particle is given by

$$\frac{\beta F^{ex}}{N}=\mathrm{log}(1\xi _3)+\frac{3\xi _1\xi _2}{\xi _0(1\xi _3)}+\frac{3\xi _2^3}{2\xi _0(1\xi _3)^2}.$$
(6)
In order to obtain the equilibrium distribution, $`W(v)`$, we need to minimize this free energy functional, taking into account that there are two constraints which need to be satisfied. This is solved by adding the following two terms to the free energy functional

$$_0𝑑vW(v)_3\left(𝑑vW(v)v+\frac{V_0}{N}\right),$$
(7)
where $`_0`$ and $`_3`$ are Lagrange multipliers. The first term is due to the requirement that the particle-size distribution function should be normalized to unity, and the second is that the combined volume of all particles and the aggregate is fixed to be $`V_f`$.

The equilibrium particle-size distribution can now be obtained by minimizing the free energy functional with respect to $`W(v)`$ and the free parameter $`V_0`$. Stationarity with respect to changes in $`W(v)`$ leads to

$`\mathrm{log}(W(v))\mathrm{log}(1\xi _3)+{\displaystyle \frac{3\xi _2}{(1\xi _3)}}\sigma +`$ (8)
$`\left({\displaystyle \frac{3\xi _1}{(1\xi _3)}}+{\displaystyle \frac{9\xi _2^2}{2(1\xi _3)^2}}\right)\sigma ^2+{\displaystyle \frac{\pi }{6}}\beta P\sigma ^3_0_3{\displaystyle \frac{\pi }{6}}\sigma ^3=0,`$ (9)
from which we can immediately derive the functional form of the function $`W(v)`$ that will minimize the free energy

$$W(v)=\mathrm{exp}\left(\underset{i=0}{\overset{3}{}}\alpha _i\sigma ^i\right),$$
(10)
where the coefficients $`\alpha _i`$ are determined by

$$\alpha _1=\frac{3\xi _2}{(1\xi _3)},$$
(11)
$$\alpha _2=\left(\frac{3\xi _1}{(1\xi _3)}+\frac{9\xi _2^2}{2(1\xi _3)^2}\right).$$
(12)
The values of $`\alpha _3`$ and $`\alpha _0`$ are fixed by the constraint on the total combined volume of the particles and the aggregate, and the normalization of the particle size-distribution, respectively. Formally, however, the coefficient $`\alpha _3`$ is given by

$$\alpha _3=\frac{\pi }{6}(\beta P_3).$$
(13)
In addition to these equations we have to minimize with respect to the volume of the aggregate. Note that the $`\xi _i`$ depend on the value of $`V_0`$ through the number density. Therefore we obtain

$$\frac{\beta F}{V_0}=\frac{\beta F}{V_T}_3=\beta P_3=0.$$
(14)
This result does not automatically imply that $`\alpha _3=0`$. The reason is that we have to minimize the free energy with respect to the volume of the aggregate under the additional condition that the aggregate has a non-negative volume. As a consequence this can result in the possibility that the minimum is found for $`V_0=0`$ and the stationarity equation (14) not being satisfied. This leads to a natural splitting of the behavior of this system. For low pressures the volume of the aggregate will be zero, and the particle size-distribution is the exponential of a third order polynomial in the particle diameter. On increasing the pressure the coefficient $`\alpha _3`$, which can only be non-positive in order to allow a proper normalization, goes to zero. In this region the behavior is as explained before . According to the theoretical description in the Percus-Yevick approximation, the coefficient $`\alpha _3`$ becomes zero at volume fraction $`\eta =0.260198`$ pressure $`P^{}=1.343442`$. At this point the value $`V_0=0`$ not only minimizes the free energy, but also satisfies the stationarity equation (14). For pressures larger than this value the stationarity equation can always be satisfied with a positive volume for the aggregate and hence the coefficient $`\alpha _3`$ remains zero.

It turns out that this point is the location of a continuous transition. Beyond this point the system relaxes by transferring volume to the aggregate, and effectively scaling the polydisperse system to a smaller size. If we denote by a script $`c`$ the values of the critical system, this can be shown in the following way. If we replace the coefficients $`\alpha _k`$ in the particle size-distribution by $`q^k\alpha _{ck}`$, where $`q`$ is a positive number, and fix $`\alpha _0`$ by the normalization to unity, it follows directly from the special form (10) of $`W(v)`$ that the moments of the size-distribution are given by $`\sigma ^k=\sigma ^k_c/q^k`$. This results in

$$\alpha _1=q^3\frac{3\eta _c}{(1\eta _c)}\frac{\sigma ^2}{\sigma _f^3},$$
(15)
and provided that $`q`$ is determined by

$$q^3=\frac{\eta }{1\eta }\frac{1\eta _c}{\eta _c}$$
(16)
this is a solution of Eq. (11). Applying this procedure to $`\alpha _2`$ leads to the same expression for $`q`$. Therefore the scaled size-distribution function leads to a minimum free energy, albeit for a different applied pressure.

The pressure equation of state beyond the critical point also becomes fairly simple now. If we rewrite the pressure (3) using the solutions (11) and (12), we obtain

$$\frac{\pi }{6}P^{}=\frac{\xi _0\frac{1}{3}\alpha _1\xi _1\frac{2}{3}\alpha _2\xi _2}{1\xi _3}\sigma _f^3=\frac{2\eta }{1\eta },$$
(17)
where we used that if $`\alpha _3=0`$ the functional form of $`W(v)`$ leads to the identity $`3\sigma ^0+\alpha _1\sigma +2\alpha _2\sigma ^2=0`$. We can also derive a simple expression for the order parameter $`V_0/V_f`$ of the system

$$\frac{V_0}{V_f}=1\frac{\sigma ^3}{\sigma _f^3}=1\frac{P_c^{}}{P^{}}.$$
(18)
The curves of the equation of state and the order parameter are shown in Figs. 1 and 2 respectively, and show a perfect agreement with the simulation results. In Fig. 1 the dotted line represents the equation of state below the transition, i.e. Eq. (3), while the solid line is the one above as given by Eq. (17). The later one is extended to the zero density limit in order to visualize the difference between both branches.

From these results two additional illustrative properties can be derived for the system beyond the point of the transition. Using that the particle size-distribution only changes according to a dimensional scaling or from the order parameter (18), we find that

$$P\sigma ^3=P_c\sigma _f^3.$$
(19)
This simply states that the system becomes scale invariant, with a constant pressure if it is defined in terms of the average particle volume. The other result is that $`\xi _3`$, which can be identified with the local volume fraction of the particles, remains fixed, i.e. $`\xi _3=\eta _c`$. These results can be used in order to determine the point of transition from simulations. This is illustrated in Fig. 3, where $`P^{}\sigma ^3/\sigma _f^3`$ as a function of $`\eta `$, and the applied pressure $`P^{}`$ as a function of $`\xi _3`$ are shown, as measured in our MC-simulations. According to these simulations the transition is found at a volume fraction $`\eta =0.2623\pm 0.0003`$ and pressure $`P^{}=1.360\pm 0.003`$.

The prediction of the particle size-distribution $`W(v)`$ is compared with the simulation results in Fig.4. By plotting $`\text{ln}(W(v)/P^{})`$ as a function of $`P^{}v`$, the distributions above the transition coincide and agree perfectly with the predicted curve from Percus-Yevick. The discrepancy at higher values for $`P^{}v`$ is merely a consequence of an insufficient sampling of the largest particles in the system. For $`P^{}=1.50`$, there is the additional effect that this is close to the transition, where the system tends to probe larger particles.

It turns out that within the Percus-Yevick approximation the system shows a continuous phase transition, which is characterized by the non-zero volume of a aggregate. In fact it shows some similarities to Bose-Einstein condensation, because what actually happens is that the interaction of microscopic particles leads to the formation of a macroscopic aggregate .

## IV BMCSL-theory

It is a well known fact that the Percus-Yevick equation of state in a monodisperse hard sphere system can be improved by combining it with the virial equation of state. This results in the Carnahan-Starling equation of state . A similar approach can be made for polydisperse sphere mixtures, and the resulting heuristic equation of state is due to Boublík, Mansoori, Carnahan, Starling, and Leland (BMCSL)

$$\frac{\pi }{6}\beta P=\frac{\xi _0}{1\xi _3}+\frac{3\xi _1\xi _2^2}{(1\xi _3)^2}+\frac{3\xi _2^3}{(1\xi _3)^3}\frac{\xi _3\xi _2^3}{(1\xi _3)^3}.$$
(20)
A straightforward integration of this equation of state shows that the excess free energy up to a constant is given by

$`{\displaystyle \frac{\beta F^{ex}}{N}}`$ $`=`$ $`\left({\displaystyle \frac{\xi _2^3}{\xi _0\xi _3^2}}1\right)\mathrm{ln}(1\xi _3)`$ (22)
$`+{\displaystyle \frac{3\xi _1\xi _2}{\xi _0(1\xi _3)}}+{\displaystyle \frac{\xi _2^3}{\xi _0\xi _3(1\xi _3)^2}}.`$
The additional constant is independent of the volume, but could in principle depend on the moments of the size-distribution, without changing the equation of state. Such a constant would be relevant for this particular model, since the size-distribution of the system can be changed, and therefore an additional change in free energy can be produced. From general applicability of the free energy functional to different models, however, it can be shown that this contribution necessarily vanishes.

We now can apply the same procedure as was used in the case of the Percus-Yevick approximation. The functional derivative of the free energy with respect to $`W(v)`$ leads to the same functional form (10) as before, but the stationarity equations on the coefficients $`\alpha _i`$ need to be modified

$$\alpha _1=\frac{3\xi _2}{(1\xi _3)},$$
(23)
$$\alpha _2=\frac{3\xi _1}{(1\xi _3)}\frac{3\xi _2^2}{\xi _3(1\xi _3)^2}\frac{3\xi _2^2}{\xi _3^2}\mathrm{log}(1\xi _3),$$
(24)
$`\alpha _3`$ $`=`$ $`{\displaystyle \frac{\pi }{6}}(\beta P_3)`$ (26)
$`+\left({\displaystyle \frac{\xi _2}{\xi _3}}\right)^3\left[2\mathrm{log}(1\xi _3)+{\displaystyle \frac{\xi _3(2\xi _3)}{(1\xi _3)}}\right].`$
The derivative of the free energy with respect to the volume of the aggregate leads again to

$$\frac{\beta F}{V_0}=\frac{\beta F}{V_T}_3=(\beta P_3)=0.$$
(27)
The second term on the right hand side of Eq. (26) is, except in the zero density limit, always positive. As a consequence Eq. (27) can never be satisfied, because such a solution would lead to a positive $`\alpha _3`$ and hence a non-normalizable size-distribution function. The minimum free energy for given volume fraction will therefore not be a solution of all the stationarity equations simultaneously.

Since the stationarity equations (23) - (26) are directly related to the equations for chemical equilibrium between the different particle sizes, they need to be fulfilled. If we fixed the volume of the aggregate $`V_0`$, these equations would be sufficient to obtain the unique distribution function that minimizes the free energy. In Fig. 5 we have plotted the free energy per volume for several fixed values of $`V_0`$ (solid curves). On these curves the stationarity equations are satisfied, hence the value of $`V_0`$ that leads to the minimum free energy corresponds to the equilibrium situation. These curves are bounded by an lower and upper limit of the volume fraction. The lower limit corresponds to the case where $`\alpha _1=\alpha _2=0`$ and the upper limit corresponds to the case where $`\alpha _3=0`$. Outside this interval no self-consistent solution of the stationarity equations can be obtained.

Similar to what we found in the Percus-Yevick approach, we can scale the particle size-distribution function such that we obtain a solution to the stationarity equations for a different volume fraction by replacing $`\alpha _k`$ by $`q^k\alpha _k`$ and fixing the normalization constant. The free energy per volume for several of these scaled solutions is also shown in Fig. 5 as dotted curves. Both sets of curves are similar, but use a different parameter to describe them.

The equilibrium situation of our model is the one that corresponds to the lowest free energy for given volume fraction and will correspond to the envelope of the set of curves in Fig. 5. One can show that we have two regions, which is illustrated by this figure. Below the transition the equilibrium situation corresponds to the curve for which $`V_0=0`$, i.e. without a macroscopic aggregate. Above the transition we will follow the branch of a scaled solution, emerging from the end point of this curve determined by $`\alpha _3=0`$. The transition point is therefore obtained by self-consistently solving the case for $`V_0=\alpha _3=0`$ and leads to a volume fraction $`\eta =0.262611`$ and pressure $`P^{}=1.356275`$.

Actually the same reasoning could have been used for the Percus-Yevick approach. But since for that case all stationarity equations could be solved simultaneously, there was no need to follow this line of argumentation.

The numerical predictions of the transition point for the BMCSL approach are slightly better in agreement with the simulation results than the results from Percus-Yevick. The difference between both predictions is however too small in order for it to be visible in any of the figures. In principle also the size-distribution function can be used to distinguish both theories, however, in order to do so the number of particles should be increased several orders of magnitudes in order to obtain sufficient statistics for the larger particles and to make the difference in the tail of the distribution visible.

## V Discussion

We have demonstrated how to obtain a self-consistent theory for a polydisperse hard sphere system, where particles are able to change their size by exchanging volume. Within the Percus-Yevick approximation this system shows a continuous phase transition, in which the microscopic interactions lead to the formation of a macroscopic aggregate, a behavior similar to Bose-Einstein condensation. The theoretical results have been compared with a new series of computer simulations and show an excellent agreement, because in the new treatment we have eliminated the finite size effect that previously led to discrepancies between theory and simulation.

This peculiar system, which at best can be considered to be an extremely idealized version of spherical micelles, exposes an unusual behavior in the BMCSL-approach. The equilibrium state of the system is one which does not satisfies the stationarity equations but is determined by the boundary conditions on the problem, i.e. a normalizable particle size-distribution. Apart from that the difference between both approximations is minor and in order to determine which one is better, simulations would be required with several orders of magnitude more particles.

## Acknowledgments

R.B. acknowledges the financial support of the EU through the Marie Curie Individual Fellowship Program (contract no. HPMF-CT-1999-00100). J.A.C. acknowledges financial support of Ministerio de Ciencia y Tecnología (Spain) through the project no. BFM2000-0004.


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# Polarization instabilities in a two-photon laser

## Abstract

We describe the operating characteristics of a new type of quantum oscillator that is based on a two-photon stimulated emission process. This two-photon laser consists of spin-polarized and laser-driven 39K atoms placed in a high-finesse transverse-mode-degenerate optical resonator, and produces a beam with a power of $``$0.2 $`\mu `$W at a wavelength of 770 nm. We observe complex dynamical instabilities of the state of polarization of the two-photon laser, which are made possible by the atomic Zeeman degeneracy. We conjecture that the laser could emit polarization-entangled twin beams if this degeneracy is lifted.

The high degree of temporal coherence of laser light arises from a complex interplay between the fundamental light-matter interactions of absorption, spontaneous emission, and stimulated emission. The coherence properties of the generated light, characterized by the temporal coherence function, can be altered significantly and often in a surprising manner when quantum or nonlinear optical effects are paramount. For example, the threshold, stability, and quantum statistical properties of a single-atom maser  or laser  operating in the ‘cavity quantum electrodynamics regime’ are very different from their multi-atom counterparts. The coherence properties of laser light can also be modified by exploiting different types of light-matter interactions. For example, the two-photon laser  is based on the higher-order two-photon stimulated emission process, whereby two incident photons stimulate an excited atom to a lower energy state and four photons are scattered, as shown schematically in Fig. 1(a). This contrasts all other ‘standard’ lasers that are based on the one-photon stimulated emission process whereby one photon stimulates an excited atom to a lower energy state and two photons are scattered.

While replacing the standard one-photon stimulated emission process by a high-order one might be expected to give rise to subtle differences observable only at the quantum level , it has been predicted that there will be dramatic changes in both the microscopic  and macroscopic laser behavior even when many atoms participate in the lasing process . The reason for these differences is that the two-photon stimulated emission rate depends quadratically on the incident photon flux, resulting in an inherently nonlinear light-matter interaction.

As an example, consider the effects of such a nonlinearity on the threshold behavior of the two-photon laser. Briefly, the threshold condition for all lasers is that the round-trip gain must equal the round-trip loss. For one-photon lasers this yields the well known result that lasing will commence when a uniquely defined minimum inversion density (proportional to the gain) is attained via sufficient pumping. The situation is more complicated for the two-photon laser because the unsaturated gain increases with increasing inversion density and with increasing cavity photon number. This results in a threshold condition specified by a uniquely defined minimum inversion density and cavity photon number  so that it cannot turn on unless quantum fluctuations  or an injected field  brings the intracavity light above the critical value. In addition, once the minimum photon number exists in the cavity, the photon number undergoes a run-away process, growing rapidly until the two-photon transition is saturated . Therefore, the two-photon laser operates in the saturated regime (a source of optical nonlinearity) even at the laser threshold, giving rise to the possibility that the laser will display dynamical instabilities.

The primary purpose of this paper is to present experimental observations of degenerate two-photon optical lasing that is based on laser-driven potassium atoms  contained in a very high finesse optical resonator. We verify that the laser displays the expected turn-on behavior and observe that it displays polarization instabilities. Such experiments provide a window into the often conflicting predictions concerning two-photon lasers and will help identify generic two-photon laser properties. In addition, we suggest that this two-photon laser could emit polarization-entangled light states of interest for quantum information applications.

Achieving two-photon lasing is hampered by the smallness of typical two-photon stimulated emission rates and high saturation intensities, and competing nonlinear optical processes often swamp or prevent the occurrence of two-photon lasing. To overcome these difficulties, we follow the general approach  of using laser-driven interactions to generate the two-photon gain, and high-quality laser mirrors (developed for cavity quantum electrodynamics experiments ) for the optical resonator, as described below.

The two-photon gain medium we use in the experiments consists of a dense, collimated, effusive beam of laser-driven 39K atoms that passes through the center of the optical resonator orthogonal to the resonator axis, as shown schematically in Fig. 1(b). We use the $`D_1`$ transition of 39K (6 MHz natural linewidth) whose Zeeman hyperfine structure is displayed in Fig. 2. The atomic states are denoted by $`|\alpha F_\alpha M_\alpha `$, with $`\alpha =g`$ for 4$`{}_{}{}^{2}S_{1/2}^{}`$ and $`\alpha =e`$ for 42P1/2 levels. Quantum numbers $`F`$ and $`M`$ denote the total angular momentum and its projection on the quantization axis $`\widehat{z}`$, defined by a weak magnetic field ($`1`$ Gauss) produced by a small Helmholtz coil set around the cavity. The two-photon stimulated emission rate is enhanced by the smallness of the ground state hyperfine splitting for 39K of $`\mathrm{\Delta }_g/2\pi `$=462 MHz. To create a population inversion for multiphoton transitions starting from the state $`|g22`$, the atoms are continuously optically pumped into this state by two $`\widehat{\sigma }_+`$-polarized fields whose frequencies are set close to $`\omega _{21}`$ and $`\omega _{22}`$ (Bohr frequencies are denoted by $`\omega _{F_eF_g}`$). We note that the homogenous linewidth of the Raman two-photon transition is $``$6 MHz due to lifetime broadening of the states by the optical pumping beams. The maximum atomic number density in the resonator is $`2\times 10^{11}`$ atoms/cm3, the atomic beam diameter is 2.5 mm, and the measured residual Doppler absorption width is 30 MHz.

The two-photon laser resonator is placed in a vacuum chamber and consists of two high-reflectivity ultra-low-loss mirrors of radius of curvature $`R`$=5 cm set close together at a distance of $`L`$ = 1.464 cm in a linear (standing-wave) transverse-mode-degenerate sub-confocal configuration. This configuration suppresses normal one-photon lasing that can arise from spectrally nearby gain features . The laser mirrors are mounted on a super-invar structure to minimize thermal drift of $`L`$, with one mirror attached to a mount actuated by three ‘picomotors’ (New Focus MRA 8302) to permit cavity alignment in vacuum and the other mirror is mounted on a piezoelectric ceramic for fine scanning $`L`$. The mirrors have a transmissivity of $`T`$ = 2$`\times `$10-4 as measured by the manufacturer (Research Electro-Optics). We find that the cavity finesse $`=15,400\pm 150\pi /(T+A)`$ using the ring-down technique, yielding a loss per mirror $`A=(4\pm 2)\times 10^6`$.

We use a short cavity length so that the free spectral range ($`FSR=c/2L`$ =10.24 GHz) is larger than the frequency difference between the two-photon gain feature and all other nearby one-photon gain features, which are within 400 MHz of the two-photon frequency. We set the cavity length precisely to a sub-confocal condition $`L=R[1\pm \mathrm{cos}(\pi /p)]`$ with $`p=4`$ so that the transverse modes group into degenerate clusters, spaced by $`c/2pL`$=2.56 GHz and centered on the longitudinal mode frequencies. Finally, to suppress one-photon lasing on high-order transverse modes (which are no longer frequency degenerate with the lower-order modes due to spherical aberrations ), we accurately position under vacuum 400 $`\mu `$m pinholes in front of each cavity mirror and along the cavity axis using picomotor-actuated translation stages. With the pinholes in place, $``$=15,140, resulting in a longitudinal mode linewidth $`FSR/=`$ 680 kHz. Within the cavity mode volume, we estimate that there are a maximum of 7$`\times `$106 atoms.

Two-photon stimulated emission into the laser cavity mode (frequency $`\omega _l`$) occurs when the optically pumped atoms are illuminated by an intense $`\widehat{\sigma }_{}`$-polarized Raman pump beam of frequency $`\omega _d`$, and $`\omega _l`$ is adjusted to the two-photon transition frequency ($`\omega _d+\mathrm{\Delta }_g/2`$). Photons are added two at a time to the cavity field via stimulated emission when two photons are annihilated from the $`\widehat{\sigma }_{}`$-polarized Raman pump field and the atom undergoes a multi-photon transition from the state $`|g22`$ to any one of the states $`|g1M_g`$, as shown in Fig. 2. Note that such a hyper-Raman transition can be mapped onto the idealized two-photon stimulated emission process shown in Fig. 1(a) by working in a basis in which the multi-level atomic structure is dressed by the Raman pump field. The Raman pump beam has a maximum power of 300 mW and is focused to an elliptical spot size (1/e field radius) of 3 mm along the cavity axis and 250 $`\mu `$m along the atomic beam axis, achieving a maximum intensity of approximately 25 W/cm2. Throughout the experiments, the pump beam frequency is adjusted so that it is tuned to the blue side of the $`\omega _{22}`$ transition by 512 MHz. The mutually orthogonal geometry of our experiment suppresses competing phase-matched processes, ensuring that we are constructing a true two-photon laser and not a parametric oscillator.

Our experimental system is very rich because there are 4 quantum pathways, depicted in Fig. 2, that connect the initial state $`|g22`$ and the final states $`|g1M_g`$, differ only by the state of polarization of the cavity field, and are frequency degenerate at zero magnetic field. The two-photon resonator can support any state of polarization (it is measured to be highly isotropic) hence all pathways of Fig. 2 must be considered.

Experimental evidence for the initiation of two-photon lasing is presented in Fig. 3, obtained using the following procedure. The atomic, optical pumping, and Raman pump beam are turned on and a weak tunable continuous-wave $`\widehat{z}`$-polarized laser beam, produced by an auxiliary laser, is injected into the two-photon laser resonator. The frequency of the injected beam is scanned repeatedly through the cavity resonance while monitoring the power emanating from the cavity, and the cavity frequency is manually adjusted around the vicinity of the expected two-photon transition frequency ($`\omega _l\omega _d+\mathrm{\Delta }_g/2`$). We observe that the emitted power increases when the cavity resonance is set to the two-photon transition frequency and, for sufficiently high injected photon number, two-photon lasing is initiated as indicated by the emitted power remaining high even after the frequency of the injected light has swept through the cavity resonance.

To perform more detailed measurements of the initiation process, we block the auxiliary laser beam, set the cavity frequency to the peak of the observed two-photon transition frequency, momentarily block the Raman pump beam to quell any pre-existing two-photon lasing, and measure the power of the light emitted from the two-photon laser resonator using a avalanche photodiode (Hamamatsu C5460, 20 MHz bandwidth). In this situation, there is essentially no light emitted from the resonator, indicating that quantum fluctuations do not provide a sufficient number of photons in the cavity to satisfy both lasing criteria. In an attempt to force the laser to the ‘on’ state, we typically inject a 1.2 $`\mu `$s-long pulse of light into the resonator, which is gated from the auxiliary laser beam using an acousto-optic modulator. Figure 3(a) shows the case when a below-threshold pulse is injected into the resonator. The dashed vertical lines indicate the duration of the injected pulse and we estimate that $`n_{inj}`$=1.1$`\times `$105 photons are injected into the cavity. For slightly higher trigger pulse powers \[Fig. 3(b), $`n_{inj}`$=2.2$`\times `$105\], the cavity photon number grows substantially and remains high for a few microseconds, but is still insufficient to initiate lasing. The fact that the photon number stays high for a duration much longer than the pulse width indicates that we are very close to satisfying both two-photon laser threshold criteria. For $`n_{inj}=`$3.3$`\times `$105 \[Fig. 3(c)\], the power emitted by the cavity rises to approximately 0.2 $`\mu `$W and remains at this value, corresponding to an average cavity photon number of 2.2$`\times `$106 and an intracavity intensity of 7.3 W/cm2 at the cavity waist. We observe that the power emitted from the cavity remains high for up to a few seconds until the frequency of the Raman pump or the cavity drifts off the two-photon resonance or the Raman pump beam is blocked momentarily. Figure 3(d) shows the power emitted from the resonator on a longer time scale for a larger injected number of photons and during a different experimental run but under essentially identical conditions. The experimental data of Fig. 3 gives convincing evidence that we have indeed observed two-photon lasing.

As mentioned earlier, the degenerate hyperfine structure of 39K opens up the possibility that the laser can operate on different states of polarization. Recall that we trigger the laser to the ‘on’ state using a $`\widehat{z}`$-polarized beam. To gain some understanding of the subsequent state of polarization, we place a linear polarizer oriented in the $`\widehat{z}`$-direction in the beam and before the detector. We find that the two-photon laser displays polarization instabilities even though the total emitted power remains nearly constant on the time scale of the instability. It is seen in Fig. 4(a) that the state of polarization undergoes very regular oscillations of period 0.11 $`\mu `$s, with a 50% depth of modulation. Similar dynamical behavior is observed for all polarizer orientations, suggesting that the state of polarization is elliptical with an ellipticity of 0.5 and a rotating major axis. Additional experiments using multiple detectors to simultaneously record the power emitted in different states of polarization are needed to accurately quantify the laser’s polarization state.

We find that the laser dynamics is quite sensitive to the applied magnetic field: an increase by as little as 0.5 Gauss is sufficient to generate a much more complicated pattern. Figure 4(b) shows the complex, possibly chaotic behavior observed for a magnetic field strength of 2.0 G. An analysis of the data shown in Fig. 4(b) during the interval after which the injected pulse is turned off reveals that the irregular oscillations are characterized by a broad power spectrum and a correlation function that drops to near zero within 100 ns; necessary, but not sufficient conditions for the existence of chaotic oscillations. Determining whether the oscillations are chaotic will require a much longer data set analyzed using nonlinear dynamics methods .

The observation of instabilities in the Raman two-photon laser is surprising. Theoretical models of generic two-photon lasers, based on simplified energy level schemes, predict that the laser should be stable in the so-called ‘good cavity limit’ . Our experiment is carried out in this regime, where the cavity linewidth is narrower than, but comparable to the population and atomic coherence linewidths. We suggest three possible mechanisms that may be responsible for the observed instability. One mechanism arises from the multiple frequency-degenerate final lasing states. As the laser turns on and begins to saturate the pathway shown in Fig. 2(a) (because we inject a $`\widehat{z}`$-polarized trigger field), an $`\widehat{x}`$-polarized field can begin to grow on the unsaturated pathways shown in Fig. 2(b) and (c) (that is enhanced by the existing $`\widehat{z}`$-polarized cavity field). We note the one-photon lasers with a continuously injected signal  or with vector degrees-of-freedom can exhibit instabilities even in the ‘good cavity limit’ .

Another possible mechanism is that the lasing takes place on multiple non-frequency-degenerate transverse modes arising from cavity mirror birefringence, for example. We do not believe that this is likely because: we observe that a linearly polarized laser beam passing through the cavity in the absence of atoms remains linear to within our measurement sensitivity (one part in 105) for various input states of polarization, the transverse profile of the laser beam appears to be a lowest order TEM00 mode as measured by a video camera, and the pinholes placed in the cavity suppress all but the lowest-order transverse modes (we estimate the diffraction loss of the TEM01 mode of the empty cavity due to the pinholes is about a factor of 10 greater than the loss of the TEM00 mode ). Additional high-speed measurements of the spatial-temporal behavior of the beam profile will be needed to completely rule out the presence of transverse-mode instabilities.

Finally, the presence of standing waves may induce the instabilities; it is well known that counterpropagating laser beams in conjunction with a tensor nonlinear optical interaction can give rise to polarization instabilities with a reduced instability threshold . Distinguishing between the first and the third mechanisms and possibly suppressing the instabilities should be possible using a stronger magnetic field to lift the degeneracy of the different quantum pathways.

Lifting the degeneracy between the pathways also has the promise of yielding polarization entanglement. Consider, for simplicity, a single emission event. When the Zeeman levels are degenerate, as in Fig. 2, the superposition of all possible amplitudes gives a photon pair (1,2) in the state $`[\alpha _1|\widehat{z}_1+\beta _1|\widehat{x}_1][\alpha _2|\widehat{z}_2+\beta _2|\widehat{x}_2]`$ with $`|\alpha _i^2|`$ +$`|\beta _i^2|`$=1, where $`|\widehat{\epsilon }_i`$ ($`\epsilon =x,y`$) is the polarization-labeled Fock state of the $`i^{th}`$ photon of the emitted pair. In a strong magnetic field, the $`\widehat{x}\widehat{z}`$ and $`\widehat{z}\widehat{x}`$ pairs become off-resonant and should stop lasing, creating the polarization-entangled state $`\alpha _1\alpha _2|\widehat{z}_1|\widehat{z}_2+\beta _1\beta _2|\widehat{x}_1|\widehat{x}_2`$. Maximal entanglement ($`\alpha _1\alpha _2`$= $`\beta _1\beta _2`$) can be achieved by varying the resonant enhancement of a pathway, e.g. varying the Raman pump’s frequency and power, and the magnetic field.

In conclusion, we have described the design and characteristics of the first Raman two-photon laser. The multilevel nature of the two-photon transition allows interesting effects such as polarization instabilities and possible photon entanglement. This opens up exciting lines of study in nonlinear laser dynamics and quantum optics.

This work is supported by NSF grant PHY-9876988.


text:
# Synchronizing to the Environment: Information Theoretic Constraints on Agent Learning

## I Untangling Environmental Structure from Randomness

We examine ways to untangle the different mechanisms responsible for apparent randomness observed by an intelligent agent. For our purposes here “intelligent agent” simply refers to an observer that (i) actively builds internal models of its environment using available sensory stimuli and (ii) takes action based on these models. In addressing the issue of distinguishing different sources of environmental noise and structure, we analyze those aspects of apparent randomness over which an intelligent agent may exercise control. These choices include the amount of data to collect, as well as the choice of statistic or modeling representation used to quantify the degree of randomness.

One of the central questions addressed in the following is, How does an agent, apprised of the environment’s possible states and behaviors, come to know the state of its environment? We will show that this is related to another question, How does an agent come to accurately estimate how random an environment is? In particular, we investigate how finite-data approximations converge to an asymptotic measure of randomness by introducing several quantities that capture the nature of this convergence. We demonstrate that regularities that are unseen are “converted” to apparent randomness. A more thorough discussion of these results, including proofs of the following propositions and theorems, is found in .

## II Measurement Channel

We adapt Shannon’s conception of a communication channel as follows: We assume that there is an environment (source or process) that produces a sensory data stream (message)—a string of symbols drawn from a finite alphabet ($`𝒜`$). The task for the agent (receiver or observer) is to estimate the probability distribution of sequences and, thereby, estimate how random the environment is. Further, we assume that the agent does not know the environment’s structure; the range of its states and their transition structure—the environment’s internal dynamics—are hidden from the agent. (We will, however, relax this assumption in Sec. V below.) Since the agent does not have direct access to the environment’s internal, hidden states, we picture instead that the agent simply collects blocks of measurements from the data stream and stores the block probabilities in a histogram (the internal model). In this scheme, the agent can estimate, to arbitrary accuracy, the probability of measurement sequences by observing for arbitrary lengths of time.

This measurement channel scenario is illustrated in Fig. 1. In this case, the environment is a three-state deterministic finite automaton. However, the agent does not see the internal states $`\{𝐀,𝐁,𝐂\}`$. Instead, it has access only to the measurement symbols $`\{0,1\}`$ generated on state-to-state transitions by the hidden automaton. In this sense, the measurement channel acts like a communication channel; the channel maps from an internal-state sequence $`\mathrm{}\mathrm{𝐁𝐂𝐁𝐀𝐀𝐂𝐁𝐂}\mathrm{}`$ to a measurement sequence $`\mathrm{}0111010\mathrm{}`$. The environment depicted in Fig. 1 belongs to the class of stochastic process known as hidden Markov models. The transitions from internal state to internal state are Markovian, in that the probability of a given transition depends only upon which state the process is currently in. However, these internal states are not seen by the agent—hence the name hidden Markov model .

## III Entropies: Measuring Randomness

Let $`\mathrm{Pr}(s^L)`$ denote the probability distribution over blocks $`s^L=s_0,s_1,\mathrm{},s_{L1}`$ of $`L`$ consecutive environment observations, $`s_i𝒜`$. Then the total Shannon entropy of these $`L`$ consecutive measurements is defined to be:

$$H(L)\underset{s^L𝒜^L}{}\mathrm{Pr}(s^L)\mathrm{log}_2\mathrm{Pr}(s^L),$$
(1)
where $`L>0`$. The sum is understood to run over all possible blocks of $`L`$ consecutive symbols. The units of $`H(L)`$ are bits. The entropy $`H(L)`$ measures the uncertainty associated with sequences of length $`L`$. (For a more detailed discussion of the Shannon entropy and related information theoretic quantities, see, e.g., Ref. .) Below, we will focus on the behavior of the Shannon entropy curve $`H(L)`$. We shall see that examining how $`H(L)`$ grows with $`L`$ leads to several quantities that capture aspects of the environment’s randomness and structure.

The source entropy rate $`h_\mu `$ is the rate of increase with respect to $`L`$ of the total Shannon entropy in the large-$`L`$ limit:

$$h_\mu \underset{L\mathrm{}}{lim}\frac{H(L)}{L},$$
(2)
where $`\mu `$ denotes the measure over infinite sequences that induces the $`L`$-block joint distribution $`\mathrm{Pr}(s^L)`$; the units are bits/symbol. Alternatively, one can define a finite-$`L`$ approximation to $`h_\mu `$,

$$h_\mu (L)=H(L)H(L1),$$
(3)
and show  that $`h_\mu =lim_L\mathrm{}h_\mu (L)`$. The entropy rate $`h_\mu `$ quantifies the irreducible randomness in observation sequences produced by the environment—the randomness that persists even after statistics over longer and longer blocks of observations are accounted for by the agent.

## IV Excess Entropy: Measuring Memory

Having looked at length-$`L`$ sequences, an agent can estimate the true randomness $`h_\mu `$ by calculating $`h_\mu (L)`$, defined in Eq. (3). With enough sensory data it can get good approximations to $`h_\mu `$ by using long sequences. But what if there is insufficient data to allow this? To answer this we must determine how the estimates $`h_\mu (L)`$ converge to $`h_\mu `$? One measure of convergence is provided by the excess entropy $`𝐄`$:

$$𝐄\underset{L=1}{\overset{\mathrm{}}{}}[h_\mu (L)h_\mu ],$$
(4)
The units of $`𝐄`$ are bits. The excess entropy is not a new quantity; it was first introduced almost two decades ago . For recent reviews see .

$`𝐄`$ measures the convergence of $`h_\mu (L)`$ and plays a role in determining how an agent comes to know how random its environment is. But what exactly does $`𝐄`$ measure? The length-$`L`$ approximation $`h_\mu (L)`$ overestimates the entropy rate $`h_\mu `$ at finite $`L`$ by an amount $`h_\mu (L)h_\mu `$. This difference measures how much more random single measurements appear using the finite $`L`$-block statistics than the statistics of infinite sequences. In other words, this excess randomness tells us how much additional information must be gained from the environment in order to reveal the actual per-symbol uncertainty $`h_\mu `$. Thus, we can think of the difference $`h_\mu (L)h_\mu `$ as the redundancy (per symbol) in length-$`L`$ sequences: that portion of information-carrying capacity in the $`L`$-blocks which is not actually random, but is due instead to correlations. The excess entropy $`𝐄`$, then, is the total amount of this redundancy and, as such, a measure of one type of memory intrinsic to an environment.

The next proposition establishes a geometric interpretation of $`𝐄`$ and an asymptotic form for $`H(L)`$.

###### Proposition 1

The excess entropy is the subextensive part of $`H(L)`$; that is,

$$𝐄=\underset{L\mathrm{}}{lim}[H(L)h_\mu L].$$
(5)
This proposition implies the following asymptotic form for $`H(L)`$:

$$H(L)𝐄+h_\mu L,\mathrm{as}L\mathrm{}.$$
(6)
Thus, we see that $`𝐄`$ is the $`L=0`$ intercept of the linear function Eq. (6) to which $`H(L)`$ asymptotes. This observation, also made in Refs. , is shown graphically in Fig. 2.

Another way to understand excess entropy is through its expression as a type of mutual information.

###### Proposition 2

The excess entropy is the mutual information between the past and the future:

$$𝐄=\underset{L\mathrm{}}{lim}I[s_0s_1\mathrm{}s_{2L1};s_{2L}s_{2L+1}s_{2L1}],$$
(7)
when the limit exists.

Eq. (7) says that $`𝐄`$ measures the amount of historical information stored in the present that is communicated to the future. For a discussion of some of the subtleties associated with this interpretation, however, see Ref. . Prop. 2 also shows that $`𝐄`$ can be interpreted as the cost of amnesia: If an agent suddenly loses track of its environment, so that it cannot be predicted at an error level determined by the entropy rate $`h_\mu `$, then the environment appears more random by a total of $`𝐄`$ bits.

## V Transient Information: A Measure of Synchronization

We now introduce a quantity that answers the question, How does $`H(L)`$ converge to its asymptote $`𝐄+h_\mu L`$? That is, when has an agent made a sufficient number of observations that it can determine the complexity of its environment? The answer to these questions is provided by the transient information $`𝐓`$:

$$𝐓\underset{L=0}{\overset{\mathrm{}}{}}\left[𝐄+h_\mu LH(L)\right].$$
(8)
Note that the units of $`𝐓`$ are bits $`\times `$ symbols. The transient information is a new quantity, recently introduced by us in Ref. .

Thus, for finite-memory ($`𝐄`$ and $`𝐓`$ finite) processes $`H(L)`$ scales as $`𝐄+h_\mu L`$ for large $`L`$. When this scaling form is attained, we say that the agent is synchronized to the environment. In other words, when

$$𝐓(L)𝐄+h_\mu LH(L)=\mathrm{\hspace{0.17em}0},$$
(9)
we say the agent is synchronized at length-$`L`$ sequences. As we will see below, agent-environment synchronization corresponds to the agent being in a condition of knowledge such that it can predict the environmental observations at an error rate commensurate with to the environment’s entropy rate $`h_\mu `$. We refer to $`𝐓`$ as transient since during synchronization the agent’s prediction probabilities change, stabilizing only after it has collected a sufficient number of observations.

To ground this interpretation, we can establish a direct relation between the transient information $`𝐓`$ and the amount of information required for synchronization to block-Markovian environments. Assume that the agent has a correct model $`=\{𝒱,T\}`$ of the environment, where $`𝒱`$ is a set of states and $`T`$ is the rule governing transitions between states. The task for the agent is to make observations and determine the state $`v𝒱`$ of the environment. Once the agent knows with certainty the current state, it is synchronized to the environment, and the average per-symbol uncertainty is exactly $`h_\mu `$. We are interested in describing how difficult it is to synchronize to a directly observed Markov process.

The agent’s knowledge of $`𝒱`$ is given by a distribution over the states $`v𝒱`$. Let $`\mathrm{Pr}(v|s^L,)`$ denote the distribution over $`𝒱`$, given that the particular sequence $`s^L`$ has been observed and the agent has internal model $``$. The entropy of this distribution measures the agent’s average uncertainty in predicting $`v𝒱`$. Averaging this uncertainty over the possible length-$`L`$ sequences, we obtain the average agent-environment uncertainty:

$`(L)`$ (11)
$`{\displaystyle \underset{s^L}{}}\mathrm{Pr}(s^L){\displaystyle \underset{v𝒱}{}}\mathrm{Pr}(v|s^L,)\mathrm{log}_2\mathrm{Pr}(v|s^L,).`$
The quantity $`(L)`$ can be used as a criterion for synchronization. The agent is synchronized to the environment when $`(L)=0`$—that is, when the agent is completely certain about the state $`v𝒱`$ of the mechanism generating the sequence. When the condition in Eq. (9) is met, we see that $`(L)=0`$, and the uncertainty associated with the prediction of the model $``$ is exactly $`h_\mu `$.

However, while the agent is still unsynchronized $`(L)>0`$. We refer to the total average uncertainty experienced by an agent during the synchronization process as the synchronization information $`𝐒`$:

$$𝐒\underset{L=0}{\overset{\mathrm{}}{}}(L).$$
(12)
The synchronization information measures the average total information that must be extracted from observations so that the agent is synchronized.

In the following, we assume that the environment is Markovian of order $`R`$. In contrast to the scenario depicted in Fig. 1, we assume that the Markov model is not hidden, in the sense that internal states are directly observable.

###### Theorem 1

For an order-$`R`$ Markovian environment, the synchronization information $`𝐒`$ is given by:

$$𝐒=𝐓+\frac{1}{2}R(R+1)h_\mu .$$
(13)
Thus, the transient information $`𝐓`$—together with the entropy rate $`h_\mu `$ and the order $`R`$ of the Markov process—measures how difficult it is to synchronize to an environment. If a system has a large $`𝐓`$, then, on average, an agent will be highly uncertain about the internal state of the environment while synchronizing to it. Thus, $`𝐓`$ measures a structural feature of the environment: how difficult it is for an agent to synchronize to it.

## VI Applications and Implications

Using $`h_\mu `$, $`𝐄`$, and $`𝐓`$ one can distinguish various types of entropy convergence and different structural classes of environment. We can now return to the set of questions posed in the introduction: How can we untangle different sources of apparent randomness? In particular, what happens to estimates of the environment’s randomness if we ignore its structure?

Here we show that there are direct and empirically important consequences for ignoring structural properties. Namely, missed regularities are converted to apparent randomness, assumed memory produces false predictability, and assumed synchronization leads to memory underestimates. These result in a range of misleading inferences about both the environment’s randomness and its structure. We consider four different issues:

1. What happens when an agent ignores entropy-rate convergence?
2. What happens when the environment’s apparent memory is ignored?
3. What happens if the agent ignores synchronization?
4. What happens if the agent assumes it is synchronized to the environment, when it is not?

### A Disorder as the Price of Ignorance

The first two questions are closely related and rather straightforward to answer. The preceding sections defined several different quantities—$`h_\mu `$, $`𝐄`$, and $`𝐓`$—that measure randomness, memory, synchronization, and other features of a process. For the most part, these are asymptotic quantities in the sense that they involve the behavior of the function $`H(L)`$ in the $`L\mathrm{}`$ limit. Thus, their exact empirical estimation demands that an infinite number of measurements (for accurate estimates of sequence probabilities) of infinitely long sequences be made. Obviously, other than by analytic means, it is not possible to calculate exactly such quantities. Exact, $`L\mathrm{}`$ results are known for only a few special processes that are analytically tractable.

This leads one to ask, Even when sequence probabilities are accurately known, how well can these various environment properties be estimated at finite $`L`$? What errors are introduced, and are these errors related in any way?

The simplest such question, the first one listed above, arises when one attempts to estimate source randomness $`h_\mu `$ via the approximation $`h_\mu (L)`$. Generally, stopping the estimate at finite $`L`$ gives one a rate $`h_\mu (L)`$ which is larger than the actual rate $`h_\mu `$. That is, the environment appears more random if we ignore correlations between observations separated by more than $`L`$ steps. For a discussion of several methods to improve on the estimator $`h_\mu (L)`$ in the context of dynamical systems, see Ref. .

An agent could also estimate $`h_\mu `$ at finite $`L`$ by using $`h_\mu ^{}(L)=H(L)/L`$, as suggested by Eq. (2). Using this definition to estimate $`h_\mu `$ is tantamount to assuming that $`𝐄=0`$, as illustrated by the dashed line $`h_\mu ^{}L`$ in Fig. 2. Now suppose an agent makes measurements of an environment with entropy rate $`h_\mu `$ and excess entropy $`𝐄>0`$. Then, at a given $`L`$, we can ask what the entropy rate estimate $`h_\mu ^{}(L)=H(L)/L`$ is. As shown in , $`h_\mu ^{}(L)h_\mu (L)h_\mu `$. But how much more random does the environment appear? This is answered in a straightforward way by the following proposition.

###### Proposition 3

When the agent is synchronized to the environment,

$$h_\mu ^{}(L)h_\mu =\frac{𝐄}{L}.$$
(14)
In this way, $`𝐄`$ bits of memory are converted into additional, apparent randomness. The environment appears more random due to the agent’s ignoring one of its structural properties.

Although $`𝐄`$ is an $`L`$-asymptotic quantity, the error $`𝐄/L`$ in the entropy-rate estimate dominates at small $`L`$. Moreover, being restricted to small $`L`$ is typical of experimental situations with limited data or in which drift is present. One cannot reliably estimate the $`L`$-block probabilities $`\mathrm{Pr}(s^L)`$ at large $`L`$ due to the exponential growth in their number or the nonstationarity of block probabilities, respectively.

### B Predictability and Instantaneous Synchronization

Conversely, if one assumes a fixed amount of memory $`𝐄`$, we shall see that this leads to an underestimate of the entropy rate $`h_\mu `$ and the environment appears more predictable than it is. Assuming a fixed excess entropy is not something that one is likely to do in the particular setting here, in which an agent empirically measures entropy density and related quantities from observation sequences. In a more general modeling setting, however, one always runs the risk of using too large a model and, in so doing, “projecting” some particular structure—such as, additional memory capacity—onto the environment. Assuming a fixed, nonzero value for the excess entropy is, in an abstract sense, an example of over-fitting. Given this, we ask, What is the consequence of assuming a fixed value for $`𝐄`$?

Equivalently, what happens if the agent assumes that it is synchronized to the environment at some finite $`L`$, implying that $`H(L)=𝐄+h_\mu L`$ at that $`L`$? The geometric construction for this scenario is given in Fig. 4. In effect the environment is erroneously considered to be a completely observable Markovian process in which $`H(L)`$ converges to its asymptotic form exactly at some finite $`L`$ . If the agent then uses its assumed value for $`𝐄`$, one arrives at the estimator $`\widehat{h_\mu }`$ where

$$\widehat{h_\mu }\frac{H(L)𝐄}{L}h_\mu .$$
(15)
At a given $`L`$ the effect is that the agent considers the environment to have a larger $`𝐄`$ than it actually has at that $`L`$. The line $`𝐄+\widehat{h_\mu }L`$ appears fixed at $`𝐄`$ when that intercept should be lower at the given $`L`$. The result, easily gleaned from Fig. 4, is that the entropy rate $`h_\mu `$ is underestimated as $`\widehat{h_\mu }`$. (The two entropy rates are the slopes of the two straight lines.) In other words, the agent will believe the environment to be more predictable than it actually is.

###### Proposition 4

An agent monitors an environment with excess entropy $`𝐄>0`$. If the agent assumes it is synchronized when it is not, then

$$\widehat{h_\mu }h_\mu .$$
(16)
### C Assumed Synchronization Implies Reduced Apparent Memory

In addition to analyzing the effects on the apparent entropy rate due to assuming synchronization, we can ask a complementary question: What are the effects of assuming synchronization on estimates $`\widehat{𝐄}`$ of the apparent memory? Figure 5 illustrates this situation.

If, at a given $`L`$, we approximate the entropy rate estimate $`h_\mu (L)=H(L)H(L1)`$ by the true entropy $`h_\mu `$, then the offset between the asymptote and $`H(L)`$ is simply $`𝐄+h_\mu LH(L)`$. Thus, looking at Fig. 5, we see that we have a reduced apparent memory $`\widehat{𝐄}𝐄`$ of

$$\widehat{𝐄}=H(L)h_\mu L.$$
(17)
In fact, since the estimated entropy rate is larger than $`h_\mu `$, the reduction in apparent memory is even larger. Thus, assuming synchronization, in the sense that $`h_\mu (L)=h_\mu `$, leads one to underestimate the apparent memory, as measured by the excess entropy $`𝐄`$. And so, the environment appears less structurally complex than it is.

## VII Conclusion

We have reviewed several information theoretic measures of an environment’s randomness and several of its structural properties. We also introduced a new quantity, the transient information $`𝐓`$. One of the central results of this work is contained in Theorem 1, which states that $`𝐓`$ is directly related to the total agent-environment uncertainty experienced while an agent synchronizes to a Markovian environment.

We then considered various trade-offs between finite-$`L`$ estimates of the excess entropy $`𝐄`$ and the entropy rate $`h_\mu `$. In particular, we showed that if an agent does not take one or another into account it will systematically over- or underestimate an environment’s entropy rate $`h_\mu `$. For example, there can be an inadvertent conversion of ignored memory into apparent randomness. The magnitude oa f this effect is proportional to the difference between environment memory and the upper bound on memory that the agent store in its internal model. In a complementary way, one can inadvertently convert assumed memory into false predictability. As a result, an agent must have some method for accounting for an environment’s structural features, even if it’s focus is only on the apparently simple question of how random a process is .

## Acknowledgments

This work was supported at the Santa Fe Institute under the Computation, Dynamics, and Inference Program via SFI’s core grants from the National Science and MacArthur Foundations. Direct support was provided from DARPA contract F30602-00-2-0583.


text:
# Unscrambling New Models for Higher-Energy Physics Plenary talk at the 5th International Linear Collider Workshop (LCWS 2000), Fermilab, October 24-28, 2000.

## The case for new physics

The observed fundamental particles, namely the $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ gauge bosons, the longitudinal degrees of freedom of the $`W^\pm `$ and $`Z^0`$, and three generations of quarks and leptons, may explain in principle all observed physical phenomena. However, there is strong evidence for the existence of new phenomena at higher energy scales than the ones probed so far. The most robust argument is provided by the perturbative violation of unitarity in the $`WW`$ scattering, at a scale of order 1 TeV Lee:1977yc . Therefore, either the $`W`$ and $`Z`$ have strongly coupled self-interactions at the TeV scale, or new fundamental degrees of freedom exist. The scale of these new phenomena is within the reach of future collider experiments, and exploring them is at the heart of high-energy physics.

The standard model accomodates rather well all available data, especially when the Higgs boson is light ewwg . More generally, any model with a decoupling limit Appelquist:1975tg  given by the standard model is viable, at least in that limit. These are models in which all the particles beyond the standard model may be given large electroweak-symmetric masses. I will refer to them as “decoupling models”. In practice, the decoupling may be only partial, so that new particles with electroweak-symmetric masses of order 1 TeV give rise at the electroweak scale to higher-dimensional operators which may change the fit of the standard model to the data. In particular, the Higgs boson mass may be larger in this case, even close to the triviality bound Chivukula:2000px . In what follows I will concentrate on decoupling models, but one should keep in mind that it is not currently possible to rule out all models without a Higgs boson, because the physical quantities relevant for comparing with the data typically cannot be computed when the interactions are non-perturbative.

Even if a standard-model-like Higgs boson will be discovered, and maybe for a while no experimental data will hint at other new physics, there are robust theoretical reasons to expect physics beyond the standard model. First, the Higgs self-coupling increases with the energy and the theory breaks down at some scale. Second, the $`\mathrm{U}(1)_Y`$ gauge coupling is also ill-behaved at high energy. Third, the standard model does not include gravity, while the measured gravitational effects are produced by matter composed of standard model particles. Additional reasons to expect new physics are given by the large number of parameters in the standard model, the large hierarchies between their values, and the rather strange field content of the standard model (for example, the Higgs doublet is the only scalar field, and does not appear to be theoretically motivated.)

It would be highly desirable that a theory which includes both the standard model and gravity explains why the electroweak interactions are so much stronger than the gravitational interactions. Currently, the only possible explanations for this hierarchy between the electroweak and Planck scales require new particles with mass of order 1 TeV. The decoupling models may be classified according to the solution for the hierarchy problem into supersymmetric extensions of the standard model, theories with a composite Higgs doublet, and theories with extra dimensions. Although convenient, this classification is not clear-cut given that there are supersymmetric models in extra dimensions Antoniadis:1990ew ; Dienes:1999vg , models of extra dimensions that generate composite Higgs doublets Dobrescu:1999dg ; Cheng:2000bg ; Arkani-Hamed:2000hv , as well as supersymmetric models of Higgs compositeness Luty:2000fj .

The supersymmetric extensions of the standard model and theories with extra dimensions accessible only to gravity have been covered in other talks at this conference godbole , so here I review only models with composite Higgs doublets and/or standard model fields in extra dimensions. I also discuss their implications for experiments at a linear $`e^+e^{}`$ collider.

## Top quark seesaw-theory

The quarks and leptons are chiral, in the sense that their left- and right-handed components have different $`SU(2)_W\times U(1)_Y`$ charges. New chiral fermions would have large contributions to the electroweak observables and the current data place strong constraints on their number, charges and mass splittings. On the other hand, vector-like fermions, defined as having the same gauge charges for the left- and right-handed components, are much less constrained. This can be seen from the fact that their masses preserve the electroweak symmetry, so that in the limit where their mass $`m_v`$ is much above the electroweak scale $`v246`$ GeV, their contribution to the electroweak observables is suppressed by $`v^2/m_v^2`$ Popovic:2000dx .

If a vector-like fermion has the same $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ charges as a standard model fermion, then it may couple to the Higgs doublet. In the case where this coupling is large, or the number of vector-like fermions is large, the properties of the Higgs field change rapidly at scales above the fermion masses. To see this, consider a vector-like quark $`\chi `$ that has the same charges as the right-handed top quark $`t_R`$. Then the most general renormalizable coupling (up to an $`U(2)`$ global transformation acting on $`t_R,\chi _R`$) of $`\chi `$ to the Higgs doublet $`H`$ may be written as

$$=(\overline{q}_L^3,\overline{\chi }_L)\left(\begin{array}{cc}\hfill 0& \xi _\chi H\hfill \\ \hfill m_{\chi t}& m_{\chi \chi }\hfill \end{array}\right)\left(\begin{array}{c}t_R\\ \chi _R\end{array}\right)+\mathrm{h}.\mathrm{c}.$$
(1)
Here $`q_L^3`$ is the top-bottom left-handed doublet, $`\xi _\chi `$ is a Yukawa coupling constant, while $`m_{\chi t}`$ and $`m_{\chi \chi }`$ are electroweak symmetric masses. The eigenvalues of the mass matrix obtained by replacing the Higgs doublet with its VEV represent the top quark mass, $`m_t`$, and the mass $`m_\chi `$ of the new quark:

$$m_{t,\chi }^2=\frac{1}{2}\left(m_{\chi \chi }^2+m_{\chi t}^2+\xi _\chi ^2\frac{v^2}{2}\right)\left[1\sqrt{12\left(\frac{\xi _\chi vm_{\chi t}}{m_{\chi \chi }^2+m_{\chi t}^2+\xi _\chi ^2v^2/2}\right)^2}\right].$$
(2)
If the Yukawa coupling is large at the scale $`m_\chi `$, then its scale dependence is very strong and it blows up at a scale $`\mathrm{\Lambda }_c`$ not far above $`m_\chi `$. The dominant contribution to this effect is the Higgs wave function renormalization shown in Fig. 1. In fact this would be the only leading contribution if the number of colors $`N_c`$ were very large (rather than $`N_c=3`$), which may be seen as an indication that this phenomenon persists at strong coupling.

The Yukawa coupling that seemingly blows up is a signal for new physics at the scale $`\mathrm{\Lambda }_c`$. The simplest interpretation is that the scalar $`H`$ ceases to be a physical degree of freedom above $`\mathrm{\Lambda }_c`$. A confirmation for this interpretation is given by viewing the one-loop graph in Fig. 1 as a correction to the Higgs kinetic term rather than a change in the Yukawa coupling. Normalizing the coefficient of the Higgs kinetic term to unity at the electroweak scale, one finds that it vanishes at the scale $`\mathrm{\Lambda }_c`$ because the correction is negative and sufficiently large at that scale. Therefore, the Higgs doublet is no longer a propagating field at higher scales. It is then natural to assume that $`H`$ is a composite field, with some constituents bound by a strongly-coupled interaction. Furthermore, the large Yukawa coupling reveals the constituents: $`\chi _R`$ and $`\overline{q}_L^3`$. This implies that the strongly-coupled interaction should not confine, otherwise the top-bottom left-handed doublet would not be present in the effective low-energy theory. $`\mathrm{\Lambda }_c`$ is called the compositeness scale, and may be in the TeV range if the Yukawa coupling is sufficiently large at the electroweak scale ($`\xi _\chi 34`$ based on the large-$`N_c`$ computation.) The exchange of the non-propagating $`H`$ field at the compositeness scale induces a four-quark contact term of the form $`(\overline{q}_L^3\chi _R)(\overline{\chi }_Rq_L^3)/\mathrm{\Lambda }_c^2`$ with a large dimensionless coupling. This interaction represents the dominant effect of the strongly-coupled interaction responsible for binding the Higgs doublet, and is indeed non-confining, being weak at long-distance.

The model of Higgs compositeness described so far is called the top-quark seesaw theory Dobrescu:1998nm ; Chivukula:1999wd , because in the limit $`\xi _\chi v,m_{\chi t}m_{\chi \chi }`$ the top mass is suppressed compared with the electroweak asymmetric fermion mass, $`\xi _\chi v/\sqrt{2}`$, by a seesaw mechanism.

The Higgs self-coupling, $`(\lambda _h/2)(H^{}H)^2`$, is also affected by the large Yukawa coupling. The one-loop RGE for $`\lambda _h`$ is given by

$$\frac{d\lambda _h}{d\mathrm{ln}\mu }=\frac{3}{4\pi ^2}\left(\lambda _h\xi _\chi ^2\xi _\chi ^4+\lambda _h^2\right).$$
(3)
The Higgs boson mass is determined by the self-coupling, $`M_h=\sqrt{\lambda _h}v`$. The case where the Higgs boson is light, $`\lambda _h\xi _\chi ^2`$, implies that $`\lambda _h`$ decreases at higher scales. This situation would be hard to reconcile with the fact that the Higgs self-coupling is given by the strongly-coupled interaction between the Higgs constituents. One may infer that $`\lambda _h`$ is rather large and positive at the electroweak scale, so that the Higgs boson is heavy, with a mass $`M_h`$ estimated to be of order 500 GeV Chivukula:2000px ; private . This Higgs mass prediction has clearly large theoretical uncertainties due to the non-perturbative interactions involved in compositeness, but the large Higgs self-coupling appears to be a rather generic consequence of the strongly-coupled binding interaction. It is possible though that there exist several composite Higgs fields Chivukula:1999wd , in which case the mixing among the various CP-even Higgs bosons may allow the lightest one to have standard-model-like couplings and a mass close to the current LEP II bound Dobrescu:2001gv .

Whether the Higgs boson is as light as $`115`$ GeV, or as heavy as 500 GeV, the top-quark seesaw theory remains viable: in the former case it would be in the decoupling limit $`m_\chi v`$; in the latter case it would require the vector-like quark to have a mass closer to the TeV scale, such that its isospin-violating effects render the electroweak observables in agreement with the current data Chivukula:2000px ; Collins:2000rz .

When the effective theory below the compositeness scale includes an extended Higgs sector, it is possible that a light Higgs boson, with nearly standard couplings to fermions and gauge bosons, has completely non-standard decay modes. This happens whenever a $`CP`$-odd scalar has a mass less than half the Higgs mass and the coupling of the Higgs to a pair of $`CP`$-odd scalars is not suppressed. The Higgs boson decays into a pair of $`CP`$-odd scalars, each of them subsequently decaying into a pair of standard model particles, with model dependent branching ratios Dobrescu:2000jt . A linear $`e^+e^{}`$ collider may prove very useful in disentangling the composite nature of the Higgs boson with non-standard decays, by measuring its width and branching ratios.

The heavy quark constituent of the Higgs has a mass $`m_\chi `$ of a few TeV. Nevertheless, a linear $`e^+e^{}`$ collider operating at $`\sqrt{s}=500`$ GeV, or above, may already see the effects of the mixing between the top and $`\chi `$ Popovic:2001cj . For this it will be necessary to determine the $`Z\overline{t}t`$ coupling at the few percent level.

The interaction responsible for binding the Higgs field, and approximated with a four-quark interaction at the $`\mathrm{\Lambda }_c`$ scale, is provided by a spontaneously broken gauge symmetry, such as topcolor Hill:1991at , or some flavor or family symmetry Burdman:1999vw . Such interactions are non-confining, and also asymptotically free, allowing for a solution to the hierarchy problem. Above the compositeness scale there must be some additional physics that leads to the spontaneous breaking of the gauge symmetry responsible for binding the Higgs. This may involve new gauge dynamics Collins:2000rz , or fundamental scalars and supersymmetry. A linear $`e^+e^{}`$ collider could study these interesting strongly-interacting particles only if it operates at energies above a TeV. Evidently, the CLIC design, with the acceleration provided by a high-intensity beam that allows a center of mass energy of a few TeV, is highly desirable in this context.

Other models of Higgs compositeness have been proposed recently Georgi:2001wt ; He:2000vp ; Aranda:2000vk , and each of them has interesting phenomenological consequence with implications for a linear $`e^+e^{}`$ collider.

## Standard model in extra dimensions

Extra spatial dimensions accessible to standard model particles are constrained by the Tevatron and LEP data to be smaller than of order $`(1\mathrm{TeV})^1`$. The existence of TeV-size extra dimensions is a logical possibility, motivated by various theoretical considerations, such as the generation of hierarchical quark and lepton masses, or the potential for gauge coupling unification at a scale in the TeV range Dienes:1999vg .

### Kaluza-Klein resonances

The immediate consequence of this scenario is the existence of towers of Kaluza-Klein (KK) modes for the particles that propagate in the TeV-size extra dimensions. For example, the gluons would have spin-1 color-octet excitations. Their masses are given by $`\sqrt{j}/R`$ where $`R`$ is the radius of the extra dimensions and $`j`$ is an integer that labels the KK level. The number of states on each level is a function of the number of extra dimensions. For example, with one extra dimension, the only occupied levels have $`j=k^2`$ where $`k`$ is an integer. Both the density of occupied levels and the average number of states ($`D_n`$) on a level increase with the number of extra dimensions.

The $`W,Z`$ and photon would have color-singlet spin-1 excitations with a mass spectrum similar to the KK gluons, slightly perturbed due to the electroweak symmetry breaking. In the often considered case where the quarks and leptons are localized on a three-dimensional domain wall (a 3-brane), the KK excitations of the gauge bosons have the same couplings up to a factor of order one as the corresponding standard model states. Therefore, the $`Z`$ and photon KK states may be produced in the $`s`$ channel in $`e^+e^{}`$ collisions. At the same time, the KK excitations of the electroweak gauge bosons contribute at tree-level to the electroweak observables, and are constrained to lie above $`4`$ TeV in the absence of other compensating effects. If some standard model fermions propagate in extra dimensions, for each of these chiral quarks and leptons there is a tower of vector-like fermions with mass separations of order $`1/R`$. A linear $`e^+e^{}`$ collider with $`\sqrt{s}=0.5`$–1 TeV is unlikely to produce directly any of these KK excitations, but is very sensitive to their presence via virtual effects. With $`\sqrt{s}`$ in the TeV range, however, a linear $`e^+e^{}`$ collider may produce a series of KK resonances, which not only would establish the existence of extra dimensions but also would determine the number of extra dimensions and their structure.

A qualitatively distinct case is that all standard model particles propagate in extra dimensions. These are called universal extra dimensions. The KK number is then conserved at each vertex, so that the KK excitations may be produced only in groups of two or more. Hence, the direct bounds from the Tevatron and LEP are significantly lower. Moreover, the KK states do not contribute at tree level to the electroweak observables. The current mass bounds on the first KK states are as low as 300 GeV for $`\delta =1`$ universal extra dimension, and in the $`400800`$ GeV range for $`\delta =2`$ Appelquist:2000nn . These loose bounds make the universal extra dimensions particularly interesting for collider experiments. At $`\sqrt{s}>600`$ GeV, a linear $`e^+e^{}`$ collider could already pair-produce KK leptons, quarks and gauge bosons. One possibility is that the KK states decay outside the detector, so that the signal would be pairs of highly ionizing tracks. An alternative is that some interactions that do not conserve momentum in the extra dimensions allow the KK states to decay promptly into pairs of standard model particles.

### Composite Higgs from universal extra dimensions

Apart from these phenomenological implications, phenomena due to the extra dimensions shed a new light on the origin of electroweak symmetry breaking. An interesting example is provided by the universal extra dimensions. The KK excitations of the standard model gauge bosons and fermions give rise to a scalar bound state with the quantum numbers of the standard model Higgs doublet Arkani-Hamed:2000hv . The Higgs boson appears as a composite scalar with a combination of KK modes of the top-quark playing the role of constituents. This can be easily understood given that the KK excitations of the gluons and electroweak gauge bosons induce a strong attractive interaction between the left- and right-handed top-quark fields. It is remarkable that out of the many possible bound states involving the quarks and leptons, the most deeply-bound state has the quantum numbers of the Higgs doublet. This state acquires a vacuum expectation value and, thus, breaks the electroweak symmetry. Furthermore, this composite Higgs doublet has a large Yukawa coupling to the top-quark. Hence, electroweak symmetry breaking and the large top mass are direct consequences of the experimentally determined gauge charges of the quarks and leptons.

At a scale in the TeV range, called for convenience the string scale, $`\mathrm{\Lambda }_s`$, the only degrees of freedom are the $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ gauge bosons and the three generations of quarks and leptons, all of them propagating in a higher-dimensional spacetime. (At even higher energy scales, the fundamental degrees of freedom of a theory incorporating quantum gravity are expected to become relevant, such as the winding modes of string theory.) Below the scale $`\mathrm{\Lambda }_s`$, fermion–anti-fermion pairs bind via the $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ interactions. Then, below the scale $`1/R<\mathrm{\Lambda }_s`$ that sets the size of the extra dimensions, the physics is described by an effective four-dimensional theory. This effective theory is the usual standard model, with the possible addition of a few other scalars, such as the heavy states of a two-Higgs-doublet model.

This simple model is consistent with all the experimental data, and is also predictive. The top mass is predicted with an uncertainty of about 20% and is consistent with the experimental value. This and, more importantly, the prediction of the Higgs quantum numbers are unmatched by the standard model or its supersymmetric extensions. However, like the standard model or the MSSM, this model only accommodates without predictions the light quark and lepton masses.

The Higgs mass also is determined theoretically, by solving the RGE for $`x_H\lambda _h/\lambda _t^2`$, where $`\lambda _h`$ is the Higgs boson self-coupling and $`\lambda _t`$ is the top Yukawa coupling ($`\lambda _t1`$ at the electroweak scale). Ignoring the electroweak gauge couplings, the one-loop RGE for $`x_H`$ is given in the case of two universal extra dimensions by

$$\frac{d\mathrm{ln}x_H}{d\mathrm{ln}\mu }=\frac{\lambda _t^2(\mu )N_{\mathrm{KK}}(\mu )}{(4\pi )^2}\left[12x_H+9\frac{24}{x_H}+\frac{64g_3^2(\mu )}{3\lambda _t^2(\mu )}\right].$$
(4)
Due to the strong scale-dependence of the number of KK modes lighter than the scale $`\mu `$, $`N_{\mathrm{KK}}(\mu )`$, the solution of this RGE lies in a narrow interval, being rather insensitive to the value of $`x_H`$ at $`\mathrm{\Lambda }_s`$. The Higgs boson mass is predicted in turn to lie between the $`WW`$ threshold and the electroweak scale Arkani-Hamed:2000hv . The main theoretical uncertainty in this computation comes from the possible existence of other composite scalars, such as the heavy states of a two-Higgs-doublet sector. The mixing between the CP-even states could in principle reduce the mass of the lightest Higgs boson.

Assuming that the effects of heavy scalars may be ignored, the Higgs mass prediction implies that the Higgs boson decays mostly to $`WW`$ and $`ZZ`$. The capability of a linear $`e^+e^{}`$ collider with $`\sqrt{s}=500`$ GeV in this case has been analyzed in Ref. fermi . More striking than the Higgs physics would be the non-standard phenomena discussed above, associated with the KK modes. A linear $`e^+e^{}`$ collider operating at a center of mass energy of a few TeV would probe the new physics at the electroweak, compactification, and string scales.