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# A MORPHOLOGICAL-TYPE DEPENDENCE IN THE 𝜇₀–logℎ PLANE OF SPIRAL GALAXY DISKS

## 1 Introduction

During the closing decade of the 1900s considerable progress was made in the observation and parameterization of intrinsically faint spiral galaxies (van der Hulst et al. (1993); de Blok et al 1995; Sprayberry et al. 1995; Bothun, Impey, & McGaugh 1997; Beijersbergen, de Blok, & van der Hulst 1999). Galaxies with a central disk surface brightness more than one magnitude fainter than the canonical Freeman (1970) value of 21.65 B-mag arcsec-2 were defined to be Low Surface Brightness (LSB) galaxies. Spiral galaxies with a brighter central disk surface brightness have subsequently been labelled High Surface Brightness (HSB) galaxies, and it is these galaxies which typify the Hubble sequence. Although, in reality, this threshold is somewhat arbitrary as observations of many spiral galaxies reveals a smooth continuation in central disk surface brightness values across this boundary. The existence of LSB galaxies – including knowledge of the extreme LSB galaxy ‘Malin 1’ (Bothun et al. 1987, Impey & Bothun 1989) – had of course been known many years earlier (Longmore et al. 1982; Davies et al. 1988), and had been previously predicted, on the grounds of visibility arguments Disney (1976).

In this Letter we combine the data from two LSB galaxy samples with a representative sample of HSB galaxies containing all spiral morphological types. The objective is to explore the tentative suggestion of Graham (2001a) that a morphological type dependence exists in the central disk surface brightness – disk scale-length ($`\mu _0`$$`\mathrm{log}h`$) diagram. Re-analyzing the light-profiles from the diameter-limited sample of 86 spiral galaxies from de Jong & van der Kruit (1994) and de Jong (1996), Graham (2001a) noted that the low surface brightness (high $`\mu _0`$) small disk scale-length corner of the $`\mu _0`$$`\mathrm{log}h`$ diagram was dominated, in fact, only populated, by late-type spiral galaxy disks. To be somewhat more quantitative, the host galaxies of disks with scale-lengths less than 9 kpc and central surface brightnesses fainter than 19.0 K-mag arcsec-2 were all late-type spiral galaxies ($`>`$Sc). To investigate this further, this same galaxy sample is supplemented here with two of the largest samples of LSB galaxies measured with CCDs. The first is a sample of $``$20 ‘disk-dominated’ LSB galaxies from de Blok et al. (1995), and the second is a sample of $``$20 ‘bulge-dominated’ LSB spiral galaxies (Beijersbergen et al. 1999).

The selection criteria for the three data samples are reviewed in Section 2, and the derivation of the light-profile model parameters is also discussed there. All of the galaxies have been modelled by us using the same bulge/disk decomposition algorithm. We additionally provide the first quantitative measurement to the prominence, and/or absence, of the bulges in ‘disk-dominated’ LSB galaxies. The resulting distribution of disks in the $`\mu _0`$$`\mathrm{log}h`$ diagram is presented in Section 3.

## 2 Data

### 2.1 The galaxy sample

The data selection procedure, and method of reduction, are described in detail in the above mentioned papers. We will only comment here on the selection criteria – relevant to concerns about possible biases which might result in an under-estimation of early-type spirals in the low surface brightness (high $`\mu _0`$) small scale-length corner of the $`\mu _0`$$`\mathrm{log}h`$ diagram.

de Jong & van der Kruit (1994) selected ‘undisturbed’ spiral galaxies from the UGC catalog (Nilson 1973) if they had a red minor-axis to major-axis ratio greater than 0.625 (i.e. inclinations less than $``$50o), a red major-axis $``$2.0′, and an absolute galactic latitude greater than 25o. Telescope time and pointing restrictions resulted in a final sample of 83 spiral galaxies with types ranging from Sa to Sm (plus one S0 and two Irregular galaxies). None of their selection criteria are expected to create a morphological-type bias.

Beijersbergen et al. (1999) selected spiral galaxies from the ESO-LV catalog (Lauberts & Valentijn 1989) to have types ranging from Sa-Sm, inclinations less than 50o, and absolute galactic latitudes greater than 15o. They additionally required the diameters of the 26 B-mag arcsec-2 isophote to be greater than 1′and smaller than 3′(chip size limitation), and the surface brightness of the disk at the half-light radii to be fainter than 23.8 B-mag arcsec-2. From the resulting list of some 600 galaxies, a random sample which had central light concentrations was selected. This prescription certainly should not have biased against the selection of early-type spiral galaxies, but on the contrary selected them if they do indeed exist.

de Blok et al. (1995) selected galaxies from the late-type sample of LSB UGC galaxies from van der Hulst et al. (1993) and the lists by Schombert & Bothun (1988) and Schombert et al (1992). Of the 17 galaxies from the de Blok sample for which we have B-band data, 2 originate from the van der Hulst UGC sample. The others are from the Schombert LSB galaxy lists which were constructed from a visual inspection of sky survey plates, and contain no a priori bias against early-type spiral galaxies. de Blok et al. randomly selected a sub-set of galaxies with inclinations less than 60o, central surface brightnesses fainter than 23 B-mag arcsec-2, and having single-dish HI observations available. This last criteria is the only possible bias we can identify (given that some early-type spiral galaxies may be gas-poor) ; however, it is expected to be a small effect for the following reason. The morphological make-up of the LSB galaxy catalogs of Schombert et al. (consisting of objects not in the UGC) turned out to be dominated (85%) by late-type galaxies (another 10% are dwarf ellipticals and some 5% unclassifiable). The reason for this composition is that the prominence of the bulge in early-type spiral galaxies had resulted in their prior detection in the first-generation Palomar sky-survey plates used by Nilson. The second-generation sky-survey plates went about a magnitude deeper, and predominantly resulted in the detection of fainter late-type galaxies. Thus, even if the HI requirement excluded all early-type galaxies in the LSB catalogs, this would only be a 5-10% bias, which would equate to the exclusion of 1 or 2 early-type galaxies from our sample.

To summarize, the total galaxy sample is likely to be biased in favor of the inclusion of early-type LSB galaxies due to the selection criteria used by Beijersbergen et al. (1999).

### 2.2 The light-profile model parameters

The galaxy light-profiles from the three galaxy samples are already published in the respective papers, and we refer the interested reader to these. For the sake of the present analysis, we have applied the same algorithm to every light-profile, simultaneously fitting a seeing-convolved Sérsic (1968) $`r^{1/n}`$ bulge and a seeing-convolved exponential disk (see Graham 2001b for details). This is an improvement over previous comparative work between the HSB and LSB galaxies because it not only avoids biases between different authors fitting techniques, but provides a more reliable approach to separating the bulge light from that of the disk. Additionally, this is the first time a bulge model has been fitted to the ‘disk-dominated’ sample of LSB galaxies. The structural parameters obtained from this decomposition are: the central disk surface brightness ($`\mu _0`$), the disk scale-length ($`h`$), the effective radius of the bulge ($`r_e`$), and the surface brightness of the bulge at this radius ($`\mu _e`$), and lastly, the shape parameter $`n`$ from the $`r^{1/n}`$ bulge model.

After correcting the heliocentric velocity measurements for Virgo-infall using the 220 model of Kraan-Korteweg (1986), the scale-lengths were converted from arcseconds to kpc using a Hubble constant $`H_0`$$`=`$75 km s-1 Mpc-1. Redshifts for ESO-LV 1590200, ESO-LV 0350110, and ESO-LV 0050050 were obtained from the Parkes telescope HIPASS database (Barnes et al. 2000). Redshifts for the other galaxies came from the respective papers. The surface brightnesses were adjusted for a) $`(1+z)^4`$ redshift dimming, b) $`K`$-corrections (using the tables of Poggianti 1997), c) Galactic extinction (Schlegel, Finkbeiner, & Davis 1998; data obtained from NED), and d) inclination corrected. We used the inclination correction 2.5$`C`$$`\mathrm{log}(a/b)`$, where $`a/b`$ is the axis-ratio of the outer disk – assumed to be due to inclination. The value of $`C`$ was taken to be 0.2 for the $`B`$-band and 0.5 for the $`R`$-band (Tully & Verheijen 1997). It is noted that while this correction is necessary for the HSB galaxies, it’s relevance to the LSB galaxies is not as clearly established. Both the HSB and the LSB galaxy samples have inclinations less than 60o, and so the maximum correction is 0.15 mag arcsec-2 ($`B`$-band) and $``$0.4 mag arcsec-2 ($`R`$-band). The average correction for the LSB galaxies turned out to be only 0.06 ($`B`$-band) and 0.15 ($`R`$-band) mag arcsec-2, and cannot be a significant bias or explanation for the distribution of points in the $`\mu _0`$$`\mathrm{log}h`$ diagram (Section 3).

We report that only a couple of the late-type LSB galaxies from de Blok et al. (1995) have bulges with central surface brightness values that are brighter than the disk, and even then, only brighter by a few tenths of magnitude. Most of the late-type LSB galaxies have bulges with central surface brightness values that are fainter than that of the disk; their presence signalled by a central bulge in the light-profile that rises less than $`0.75(=2.5\mathrm{log}(2))`$ mag (and often much less) above the extrapolated disk light-profile. Many of the light-profiles actually show no sign at all of a bulge. In all the late-type LSB galaxies in the sample, the light distribution is overwhelmingly dominated by that of the disk; however, for those LSB galaxies with bulges, we can perform a comparison study with the HSB galaxy sample.

## 3 The $`\mu _0`$$`\mathrm{log}h`$ diagram

Shown in Figure 1 are the central disk surface brightnesses plotted against the associated disk scale-lengths. In general, the disks from early-type spiral galaxies tend to reside, or rather, define, the upper envelope of points in the $`\mu _0`$$`\mathrm{log}h`$ diagram. The disks of late-type spiral galaxies tend to reside, in general, below this envelope. One can also get a feel for the distribution of points by cutting the diagram up further. While we do not wish to suggest anything physical with an arbitrary cut at 22.65 B-mag arcsec-2, it is however somewhat revealing to do so. One can see that the early-type spiral galaxies with central disk surface brightnesses fainter than this value have large disk scale-lengths ($`>`$8-9 kpc) while the LSB late-type spiral galaxies have disk scale-lengths less than this. Yet another way to view the diagram is parallel to lines of constant disk luminosity, which have a slope of 5. One can see that, on average, the brightest early-type spiral galaxies have brighter luminosities than the brightest late-type spirals; a result consistent with the luminosity functions of different spiral galaxy types (Folkes et al. 1999). Furthermore, when one factors in the contribution from the bulge light this trend will be stronger still. The data does however reveal that there is some overlap of galaxy types in the diagram. That is, rather than a strict exclusion of a given population in different parts of the $`\mu _0`$$`\mathrm{log}h`$ diagram. it is more a case of one population dominating over the other. This morphological type separation is actually analogous to the behavior of bulges in the $`\mu _e`$$`\mathrm{log}r_e`$ diagram (Kent 1985; his figure 5b).

Past studies of the $`\mu _0`$$`\mathrm{log}h`$ diagram have either been limited to the upper right of the diagram by the selection-criteria, or have not investigated the morphological-type dependence. Bothun et al. 1997 explored beyond the typical selection-criteria boundaries by including in their Figure 4, in addition to a sample of HSB galaxies, a large sample of LSB galaxies. They revealed a similar distribution of points as seen in Figure 1, but no morphological-type distinction was made (similarly see, Dalcanton, Spergel, & Summers 1998 figure 4; McGaugh 1998 figure 1). In reviewing the literature, however, we have found that combining figure 3 from Tully & Verheijen (1997) (a $`\mu _0`$$`\mathrm{log}h`$ diagram) with their figure 6 (a plot of $`\mu _0`$ vs. galaxy type) should reveal the same morphological-type dependence as observed here, lending support to this result.

The upper boundary in the $`\mu _0`$$`\mathrm{log}h`$ plane represents a real decline to the space-density of galaxies with big (large $`h`$) bright (low $`\mu _0`$) disks – the selection criteria favors their detection. The presence of this boundary has been used in Graham (2001a, see also Graham 2000a,b) to estimate the degree of opacity in inclined early-type spiral galaxy disks; inclined galaxies with transparent disks are shown to reside above this envelope due to the apparent brightening of their disk with inclination. The lower boundary is however artificial – the result of a cut-off imposed by the galaxy selection criteria . The existence of ultra-low LSB, optically invisible galaxies (Disney 1998), is therefore not excluded. The (solid) lines of constant luminosity shown in Figure 1 are lines of constant disk luminosity, and therefore do not include possible contributions from the bulge light to the total galaxy light. One may therefore wonder if the upper envelope may in fact represent a boundary of constant ‘galaxy’ luminosity – perhaps the bright end to the luminosity function. To address this thought, we show in Figure 2 the bulge-to-disk ($`B/D`$) luminosity ratio, as a function of disk scale-length for every galaxy in the upper envelope delineated by the dotted lines in Figure 1. No trend of increasing $`B/D`$ luminosity ratio with decreasing scale-length is evident, and consequently no support is given to the suggestion that the upper boundary is due to a maximum galaxy luminosity.

In Figure 3 we have plotted all the $`B/D`$ luminosity ratios against the bulge shape parameter $`n`$ (the index from the best-fitting $`r^{1/n}`$ bulge profile models). These points have been plotted as a function of galaxy type, and also in a way so as to reveal which galaxy sample they have come from. One can see that for both the HSB and LSB galaxies, the shape of the bulge light-profile is correlated with the nature of the host galaxy in the sense that both the $`B/D`$ luminosity ratio and the galaxy morphological type are correlated with $`n`$, This result is firmly established for the bulges of HSB spiral galaxies (Andredakis, Peletier, & Balcells 1995; Graham 2001b; Mollenhoff & Heidt 2001), but has not been previously shown for the bulges of LSB spiral galaxies. It would appear that no obvious structural distinction can be made between the LSB and HSB spiral galaxies in this diagram.

We wish to thank Renée Kraan-Korteweg for making her Virgo-centric inflow code available. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. The Parkes telescope is part of the Australia Telescope which is funded by the Commonwealth of Australia for operation as a National Facility managed by CSIRO.


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# 1 Introduction

## 1 Introduction

Photoproduction of photons with large transverse momentum, $`p_T\mathrm{\Lambda }_{QCD}`$, in $`ep`$ collisions, $`epe\gamma X`$, is an important test of pQCD. In particular it allows to probe the photonic content of the photon . This process, called also the prompt photon photoproduction or the Deep Inelastic Compton (DIC) scattering, was measured at the HERA collider by the ZEUS  and H1  Collaborations. In this note we compare the potential of the THERA and HERA colliders in measuring the DIC process. The predictions of NLO QCD calculations for the photoproduction of non-isolated prompt photon at HERA and THERA energies are presented.

In the present experimental analyses of the prompt photon production at HERA the hadronic energy detected close to the final photon has been restricted, and therefore one can say that the final photon is isolated. The NLO calculations for the DIC process with isolated photon at the HERA collider  give reasonably good description of the ZEUS data for the $`p_T`$ distribution . For the rapidity distribution the results are in good agreement with data at rapidities $`\eta _\gamma >0.1`$, however they lie below data at rapidities $`\eta _\gamma <0.1`$ (the difference is $``$ 30%) . For comparison with results for non-isolated photon discussed in this paper, we present also our predictions for isolated photon at HERA together with the ZEUS data .

## 2 The NLO cross section

The cross section for the photoproduction in the $`ep`$ collision can be calculated using the equivalent photon approximation :

$`d\sigma ^{ep}={\displaystyle G_{\gamma /e}(y)𝑑\sigma ^{\gamma p}𝑑y},`$ (1)
where $`y=E_\gamma /E_e`$ is (in the laboratory frame) a fraction of the initial electron energy taken by the photon. The (real) photon distribution in the electron we take in the form:

$`G_{\gamma /e}(y)={\displaystyle \frac{\alpha }{2\pi }}\{{\displaystyle \frac{1+(1y)^2}{y}}\mathrm{ln}[{\displaystyle \frac{Q_{max}^2(1y)}{m_e^2y^2}}]{\displaystyle \frac{2}{y}}(1y{\displaystyle \frac{m_e^2y^2}{Q_{max}^2}})\},`$ (2)
with $`m_e`$ being the electron mass, and $`Q_{max}^2`$ = 1 GeV2 (used both for the HERA and THERA collider)

We consider now the production of a large-$`p_T`$ photon in the $`\gamma p\gamma X`$ scattering. The lowest order (Born) contribution to the cross section comes from the Compton process on the quark, $`\gamma q\gamma q`$. In the NLO calculation one takes into account $`\alpha _s`$ corrections to the Born process: the virtual gluon exchange and real gluon emission, together with the subprocess $`\gamma g\gamma q\overline{q}`$. The collinear singularities, which appear in these corrections, are subtracted and shifted into corresponding parton densities or fragmentation function. The remaining corrections, without singularities, constitute the so called K-factor.

The initial photon may interact directly with the parton from the proton (as in the Born process) or may interact as the resolved one via its partons. Analogously, the observed final photon arise directly from hard partonic subprocesses (as in the Born process) or arise from fragmentation processes in which $`q`$ or $`g`$ ’decays’ into $`\gamma `$.

The NLO cross section for the photon production in $`\gamma p`$ collision can therefore be written in the following form 222Note, that in our approach the parton densities in the photon and parton fragmentation into photon are treated as quantities of order $`\alpha _{em}`$ , while e.g. in  they are assumed to be of order $`\alpha _{em}/\alpha _s`$. This leads to different set of subprocesses included in NLO calculations in both approaches.:

$`E_\gamma {\displaystyle \frac{d^3\sigma ^{\gamma p\gamma X}}{d^3p_\gamma }}={\displaystyle \underset{q}{}}{\displaystyle 𝑑xf_{q/p}(x,\overline{Q}^2)E_\gamma \frac{d^3\sigma ^{\gamma q\gamma q}}{d^3p_\gamma }}+{\displaystyle \underset{b}{}}{\displaystyle 𝑑xf_{b/p}(x,\overline{Q}^2)\frac{\alpha _s(\overline{Q}^2)}{2\pi ^2\widehat{s}}K_b}+`$ (3)
$`+{\displaystyle \underset{ab}{}}{\displaystyle 𝑑x_\gamma 𝑑xf_{a/\gamma }(x_\gamma ,\overline{Q}^2)f_{b/p}(x,\overline{Q}^2)E_\gamma \frac{d^3\sigma ^{ab\gamma d}}{d^3p_\gamma }}+`$ (4)
$`+{\displaystyle \underset{bc}{}}{\displaystyle \frac{dz}{z^2}𝑑xf_{b/p}(x,\overline{Q}^2)D_{\gamma /c}(z,\overline{Q}^2)E_\gamma \frac{d^3\sigma ^{\gamma bcd}}{d^3p_\gamma }}+`$ (5)
$`+{\displaystyle \underset{abc}{}}{\displaystyle \frac{dz}{z^2}𝑑x_\gamma 𝑑xf_{a/\gamma }(x_\gamma ,\overline{Q}^2)f_{b/p}(x,\overline{Q}^2)D_{\gamma /c}(z,\overline{Q}^2)E_\gamma \frac{d^3\sigma ^{abcd}}{d^3p_\gamma }}+`$ (6)
$`+{\displaystyle 𝑑xf_{g/p}(x,\overline{Q}^2)E_\gamma \frac{d^3\sigma ^{\gamma g\gamma g}}{d^3p_\gamma }},`$ (7)
where $`x_\gamma `$ ($`x`$) stands for the photon (proton) momentum fraction taken by the $`a`$ ($`b`$)-parton, and $`z`$ is the momentum fraction of the $`c`$-parton fragmenting into photon. The $`f_{a/\gamma }`$, $`f_{b/p}`$ and $`D_{\gamma /c}`$ are the parton densities in the photon, parton densities in the proton and parton fragmentation into photon, respectively.

The first and the second term in eq. (3) correspond to the Born contribution and to the K-factor, respectively. The three terms (4, 5, 6) are due to various resolved photon subprocesses, with resolved initial or/and final photon. The last term (7) stands for the contribution of the box diagram, $`\gamma g\gamma g`$. The box diagram is of NNLO-type (as it is the double resolved photon processes), nevertheless we take it into account in our NLO calculation, because it is known that they give a sizable contributions, see e.g. .

## 3 The results

We present NLO QCD results for the DIC cross section at HERA and THERA energies. For THERA we assume $`E_e`$ = 250 GeV and $`E_p`$ = 920 GeV. For HERA we take $`E_e`$ = 27.5 GeV and $`E_p`$ = 820 GeV 333not 920 GeV used in the ZEUS  and H1  measurements. The GRV NLO parametrizations for the parton distributions in the proton  and photon , and parton fragmentation into photon  are used. The renormalization/factorization scale is assumed equal to the transverse momentum of the final photon, $`\overline{Q}=p_T`$. The calculations are performed for four massless quarks, $`N_f=4`$, and $`\mathrm{\Lambda }_{QCD}`$ = 320 MeV.

In fig. 1 the cross section $`d\sigma /dp_T`$ is presented for $`4p_T20`$ GeV and $`0.7\eta _\gamma 0.9`$. The results strongly depend on $`p_T`$: the cross section decreases by three orders of magnitude when the $`p_T`$ increases from 4 to 20 GeV. The predictions for the THERA collider are larger than for HERA, 3.5 to 5.5 times for $`p_T`$ from 4 to 20 GeV. Note that the isolation and additional cuts applied by the ZEUS group  at HERA reduce the cross section by a factor of 10 (4) at $`p_T=4`$ (20) GeV.

The cross section $`d\sigma /d\eta _\gamma `$ for $`5p_T10`$ GeV is presented in fig. 2. The range of accessible rapidities is extended and the value of the cross section is much higher for the THERA collider in comparison with predictions for HERA. In the central rapidity region, $`1\eta _\gamma 1`$, (where the ZEUS data  are shown) the results obtained for THERA are $``$ 2 - 5.5 times larger than for HERA.

## 4 Summary

We have presented results of NLO calculation for the non-isolated prompt photon photoproduction at the THERA and HERA colliders. The predictions for THERA are a few times larger than for HERA in a wide range of transverse momentum and rapidities. This can allow to perform much more precise measurements than the present ones and e.g. in testing the parton densities in the photon. For a comparison the current data and predictions for isolated photon at HERA are also shown.

Supported in part by Polish State Committee for Scientific Research, grant number 2P03B05119 (2000-2001), and by European Commision 50th framework contract HPRN-CT-2000-00149.


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# Measures of globalization based on cross-correlations of world financial indices.

## Abstract

The cross-correlation matrix of daily returns of stock market indices in a diverse set of $`37`$ countries worldwide was analyzed. Comparison of the spectrum of this matrix with predictions of random matrix theory provides an empirical evidence of strong interactions between individual economies, as manifested by three largest eigenvalues and the corresponding set of stable, non-random eigenvectors. The observed correlation structure is robust with respect to changes in the time horizon of returns ranging from 1 to 10 trading days, and to replacing individual returns with just their signs. This last observation confirms that it is mostly correlations in signs and not absolute values of fluctuations, which are responsible for the observed effect. Correlations between different trading days seem to persist for up to 3 days before decaying to the level of the background noise.

In spite of the tremendous importance that current public opinion places on issues of globalization of the world’s economy, its sources and consequences remain poorly understood. Large downturns and collapses of the economic and financial situation in one country are routinely blamed on recent events in other countries. This point of view is reinforced by sensational newspaper headlines like “Latin American markets catch the asian flu”. The level of globalization of a diverse set of 50 developed countries and key emerging markets worldwide was recently measured and reported in the A.T. Kearney/Foreign Policy Magazine Globalization IndexTM . The factors selected to contribute to this index are extremely diverse and include among other things volumes of inward- and outward-directed foreign investments, the amount of international travel and phone calls, number of servers of the World Wide Web, etc. Among other things globalization is expected to manifest itself in the dynamics of financial indices of stock markets in different countries. Indeed, it is reasonable to expect that a significant coupling of the economy of a given country to the rest of the world (e.g through foreign investments), would make its stock index more susceptible to changes in the world economic climate.

In this work we suggest a simple measure of the level of financial globalization of a given country based on the analysis of cross-correlations between stock market indices in different countries and regions of the world. The main object of our study is the $`N\times N`$ empirical correlation matrix $`C_{ij}`$ of index price fluctuations in a large number of individual countries ($`N=37`$ in our study). The matrix is constructed by applying the formula $`C_{ij}=\frac{1}{T}_{t=1,T}\delta x_i(t)\delta x_j(t)`$ to the set of normalized local currency returns of individual indices, recorded over a period of $`T`$ trading days. A return $`\delta X_i(t)`$ of the stock index $`S_i(t)`$ with the time horizon $`\mathrm{\Delta }t`$ is usually defined as $`\delta X_i(t)=\mathrm{ln}S_i(t+\mathrm{\Delta }t)\mathrm{ln}S_i(t)(S_i(t+\mathrm{\Delta }t)S_i(t))/S_i(t)`$. Different markets are characterized by different volatilities of their stock market indices. In order to be able to detect similarity in the pattern of returns in different countries on needs to exclude volatility effects by using normalized returns $`\mathrm{\Delta }x_i(t)`$. $`\mathrm{\Delta }x_i(t)`$ is constructed by offsetting each $`\delta X_i(t)`$ by its empirical average value $`\delta X_i`$, and normalizing it by its empirical variance (volatility): $`\delta x_i(t)=\frac{\delta X_i(t)\delta X_i}{\sqrt{\delta X_i^2\delta X_i^2}}`$. The matrix $`C_{ij}`$ defined using $`\delta x_i(t)`$ has the property that in the absence of correlations and in the limit $`TN`$ it is just the unity matrix. However in real life the number of trading days $`T`$ in one’s dataset is always finite. As a result an empirically measured matrix $`C_{ij}`$ is always dressed by a substantial amount of noise. It is exactly the task of separating any real correlations present in the signal from this spurious noise, that makes the analysis of real world data highly non-trivial. Mainstream economics literature was mostly devoted to a detailed analysis of these correlations for just a pair of stock indices, e.g. those of New York and Tokyo Stock Exchanges , but even if a large correlation matrix was considered usually little effort was made to reliably separate the signal from the noise. As is common in statistics, the job of looking for correlation patterns among several noisy signals gets much simpler when the number of signals is large. In our data this corresponds to a large number of country indices $`N`$. The spectral analysis of the correlation matrix followed by a comparison of the spectrum with predictions of the Random Matrix Theory is a useful tool which allows one to detect even weak correlations between multiple signals. This method was recently successfully applied towards finding reproducible correlations between price fluctuations of hundreds of stocks traded on the stock exchange of a single country , and two countries . In this work we go one step further and apply the techniques pioneered in  to a large number of stock market indices in a geographically diverse set of countries. An alternative method of analysis of the financial data from the matrix of correlation coefficients by constructing the Minimal Spanning Tree (MST) was described in , and recently applied to cross-correlations of world financial indices in . Authors of this work also found a non-trivial correlation pattern manifested by a strong regional grouping of indices in the MST.

The raw data we had at our disposal consists of the daily open, high, low, and close prices of leading market indices (one per country) in 15 European, 14 Asian, and 8 North and South American countries. We first calculated the daily open-to-close returns of each of these indices. We further selected from our set only those trading days for which we had a valid record for each and every country on our list. All data have gaps in them e.g. due to national holidays, when a particular market was closed. That left us with precisely 226 trading days approximately uniformly distributed between April 28, 1998 and December 20, 2000. Each of these remaining daily returns was normalized in such a way that $`_{t=1}^{226}\delta x_i(t)=0`$, and $`_{t=1}^{226}\delta x_i(t)^2=1`$. The histogram of all 37 eigenvalues of the correlation matrix $`C_{ij}`$, shown in Fig. 1(a), revealed that the majority of eigenvalues are consistent with a null hypothesis of independent identically distributed Gaussian variables $`\delta x_i(t)`$. The prediction for the eigenvalue density

$$\rho _{RMT}(\lambda )=\frac{T}{2\pi \sigma ^2N}\frac{\sqrt{(\lambda \lambda _{})(\lambda _+\lambda )}}{\lambda }$$
(1)
given for this situation by Random Matrix Theory  reasonably agrees with our data below $`\lambda 1.3`$. This formula, derived in the limit of very large $`T`$ and $`N`$, predicts sharp lower and upper cutoffs, $`\lambda _\pm =\sigma ^2(1+(N/T)\pm 2\sqrt{N/T})`$, in the eigenvalue density. This gives a strict quantitative test for deciding whether a particular eigenvalue reflects a real correlation signal present in the data, or is just a spurious noise effect caused by the finite length $`T`$ of the data set. In principle, any eigenvalue significantly above the upper cutoff $`\lambda _+`$ should be treated as signal. The variance $`\sigma `$ of $`\delta x_i(t)`$ can be renormalized from its starting value $`\sigma =1`$ by the presence of correlations in the data. Indeed, we obtain the best fit of the noise-band part of the spectrum for $`\stackrel{~}{\sigma }^2=0.67`$, consistent with the empirically observed correlations. The three largest eigenvalues $`2.2,3.5`$, and $`8.7`$ sufficiently exceed the theoretical upper limit $`\lambda _+=1.97`$ to be attributed to true correlation patterns. Indeed, in a control test we found that the probability that the largest eigenvalue generated by an uncorrelated univariate Gaussian signal of the same dimensions as our data to exceed 2.2 is around 0.05%. This should be contrasted with a typical 5% to 1% confidence level of correlations between a pair of individual indices reported e.g. in . In order to check the reproducibility of largest eigenvalues and their corresponding eigenvectors we divided ours set into two consecutive $`113`$-point subsets and repeated our analysis. The existence of 3 outlier eigenvalues did not change, however their values have slightly changed. The largest eigenvalue was measured to be $`9.9`$ during the first time interval, and $`7.8`$ during the second. As can be concluded from the inset to Fig. 1, and Fig. 2, the corresponding eigenvectors are remarkably stable with overlaps between eigenvectors for the first and the second subintervals being $`0.95`$, $`0.81`$, and $`0.67`$ for the largest, the second, and the third eigenvalues correspondingly. The largest possible overlap, realized when two eigenvectors are identical, is equal to 1. On the other hand, overlaps between eigenvectors from the noise-band between $`\lambda _{}`$ and $`\lambda _+`$ seem to be purely random (see inset to Fig. 1). Similar effects but with larger number of outliers above $`\lambda _+`$ (up to around 25) were observed  for individual stocks traded on US stock exchanges.

Components of the three highest ranking eigenvectors, measured for our data both in its entirety, and when divided in two equal subintervals, are given in Table 1 and plotted in Fig. 2. The first interesting result is that virtually all components of the largest eigenvector are positive, which means that there are no indices which are anti-correlated with others. Since eigenvectors corresponding to different eigenvalues have to be orthogonal to each other, other eigenvectors must contain negative components. The first (largest) eigenvector has strong support in European and American sectors, while its components in the Asian sector are somewhat smaller (yet still positive). The second eigenvector, on the other hand, is largely dominated by Asian stocks while the third one by American stocks.

Another interesting observation is that all three eigenvector components for some of the Asian emerging markets such as China, India, Pakistan, and Taiwan are too small to be detected. That means that in the first approximation these indices are not influenced by the world index dynamics at all. In Europe we saw no such correlation-free countries. However, the eigenvector components of Greece, Portugal, Russia, and Turkey were somewhat smaller than those of other European stock indices. North and South american stock indices have approximately equal components with, perhaps, only Peru and Venezuela somewhat falling behind.

It is interesting to compare our findings to those which were previously obtained for weeekly returns using the Minimal Spanning Tree (MST) technique . In this work it was also observed that indices are strongly grouped by the region with most indices of, say, Asian stock indices forming a separate branch of the MST. The market indices of Turkey, Greece, India, and Pakistan were found to be weakly correlated with the world index in both Ref.  and our study. We believe that the spectral analysis method, used in our work, gives a complimentary picture of reproducible correlations contained in the matrix $`C_{ij}`$ to that of the MST method. One of the strong points about the spectral analysis method is that it gives a clear quantitative criterion for separating the signal from the noise. Also with just a few large eigenvalues and their corresponding eigenvectors the output of the spectral analysis is easier to interpret and compare between, say, different time windows than that of the MST technique.

The leading eigenvector component of a stock market index of a given country can serve as a rough measure of the level of globalization of the financial sector of this country. This point of view is illustrated in Fig. 3 where the largest eigenvalue component is plotted as a function of the rank of the country in the A.T. Kearney/Foreign Policy Magazine Globalization IndexTM . One can see a clear correlation between high globalization rank (1 being the highest and 50 the smallest) and the leading eigenvector component.

We further decided to explore how the outcome of the above eigenvector/eigenvalue analysis dependent on the time horizon $`\mathrm{\Delta }t`$ over which one computes the returns of an index. When instead of daily open-to-close returns we repeated our analysis for one day close-to-close returns the largest eigenvalues have changed from $`2.2,3.5`$, and $`8.7`$ to $`2.1`$, $`3.7`$, and $`11.0`$. A noticeable 25% increase in the largest eigenvalue perhaps acn be attributed to markets having more time to respond to the news. Also, while daily open-to-close returns in Asia, Europe, and Americas have almost no overlap (i.e. time when two markets are simultaneously open), this situation is improved when one considers daily close-to-close fluctuations. As shown in Fig. 4, the largest eigenvalue continued to grow (albeit slowly), as the time horizon of close-to-close returns was changed from one to ten trading days (weekly return usually corresponds to just 5 trading days), reaching the value of $`16.2`$ for the longest time horizon. However, the largest eigenvectors computed for these very different time horizons remained remarkably stable. For example the average overlap between the highest rank eigenvectors computed for these ten different time horizons turned out to be $`0.99`$, i.e. these eigenvectors on average are only $`1\%`$ different from each other! Overlaps were somewhat smaller for lower ranking eigenvectors with average values of $`0.77`$ for the second and $`0.61`$ for the third largest eigenvalues. Still, as can be seen in the inset to Fig. 4, even in the third eigenvector many of the main features are very robust with respect to changes in the time horizon.

In an attempt to establish how relevant are magnitudes (as opposed to signs) of price fluctuations to the observed correlation patterns we have repeated the above analysis using $`\delta X_i(t)=\mathrm{sign}(S_i(t+\mathrm{\Delta }t)S_i(t))`$. The observed eigenvectors for different time horizons had $`0.99`$ average overlap with those computed using $`\delta X_i(t)=\mathrm{ln}S_i(t+\mathrm{\Delta }t)\mathrm{ln}S_i(t)`$. The largest eigenvalue again grew with the time horizon from $`7.4`$ for signs of one day close-to-close returns to $`10.4`$ for signs of 5-day close-to-close returns. Lower rank eigenvectors of the correlation matrix of signs also had substantial overlaps of $`0.93`$ and $`0.86`$ with normal ones. This allows us to conclude that it is signs and not magnitude of returns which are mostly relevant for the observed correlation patterns.

In what was described above we always computed (nearly) synchronous correlations of different market returns on the same day (or the same week for longer time horizons). One has to take into account that due to the time-zone difference daily open-to-close returns computed on the same trading day (say, February 13) are not actually synchronous, with Asian stock markets in the lead, followed by European and later with a small overlap by American markets. However, the significance of this time zone difference for say weekly returns is much less pronounced. To check if the predictability of daily returns is restricted to the same trading day or survives for several days we have investigated the correlations in daily close-to-close returns with all Asian indices shifted by $`S`$ days. The negative values of the shift $`S`$ corresponds to correlations of daily returns of Asian indices $`|S|`$ days after an observed pattern of returns of the European and American stocks, while positive $`S`$ corresponds to Asian indices preceding the rest of the world by $`S`$ days. The simplest way to detect the presence of correlations in this case is by calculating the average correlation coefficient connecting any of the $`14`$ Asian indices with $`15+8=23`$ European and American ones. The size of the sample over which this average is taken is $`14\times 23=322`$. To check for reproducibility of the observed patterns we divided our data set consisting of $`226`$ trading days into three equal length segments and calculated this average for each segment independently. The results are shown in the main panel of Fig. 5. Reproducible correlations seem to survive for up to $`3`$ days on the negative part of the axis, corresponding to the reaction of Asian stocks to changes in European and American indices. At least the sign of the average correlation coefficient was found to be consistently positive in all three of our segments. $`S=1`$ has the largest magnitude of correlations. These (positive) correlations represent the next trading day reaction of Asian stocks to changes in European and American ones. Due to time-zone differences a somewhat smaller (yet still positive) correlation coefficients observed for $`S=0`$ correspond to the opposite effect, i.e the response of European and American stocks to the events in Asia on the day before. On the positive $`S`$ side there seems to be a reproducible negative correlation at $`S=1`$ followed by a noisy signal for larger values of $`S`$. Our results for $`S=0`$ and $`S=1`$ are in agreement with positive correlations between open-to-close returns at Tokyo and New York stock exchanges that were previously reported in the economics literature  as well as in recent econophysics papers . The inset to Fig. 5 show the results of the same analysis for the whole $`226`$-day interval when either Asian, or European and Asian stocks are shifted by $`S`$ days. It is interesting that in this graph which has 3 times better statistics than the main panel of the figure, there seem to be oscillations of correlation coefficients with period of two trading days for negative values of $`S`$ .

Work at Brookhaven National Laboratory was carried out under Contract No. DE-AC02-98CH10886, Division of Material Science, U.S. Department of Energy.


text:
# Perturbation spectrum in inflation with cutoff

## I Introduction

During the inflationary phase of the very early universe (see e.g. LL00  for an overview and references) space-time is assumed to expand in a quasi-exponential fashion. Quantum fluctuations of the inflaton field are continuously redshifted until their wavelength equals the physical horizon distance, whereupon they become “frozen” until they re-enter the Hubble volume during the ensuing radiation or matter dominated epochs. These fluctuations are thought to be responsible for seeding the temperature fluctuations of the cosmic microwave background radiation (CMBR) and the gravitational clustering of matter, whose statistical properties may therefore provide a window into the realm of high-energy physics.

Crucially, in the case of a sufficiently long period of inflation, all of the scales of cosmological interest today correspond to wavelengths below the Planck length early on when the initial conditions are prescribed. Therefore, inspired by similar studies in the context of Hawking radiation U81 ; J91 ; U95 ; BMPe95 ; CJ96 ; BGLe99 ; SS00 , a series of papers MB00 ; N00 ; KG00 ; NP01  has investigated the sensitivity of the predictions of inflationary scenarios with respect to changes of trans-Planckian physics. Those studies encoded transplanckian physics in a simple way as nonlinearities of the dispersion relation of the Fourier mode functions (see also MBP01  for a different application of this ansatz).

Since linearity of the field and hence Gaussianity of the fluctuations remains unchanged, the potential consequences of such modifications are limited to a possible scale dependence of the power spectrum and a possible change in its overall amplitude. It was shown NP01  that under rather general conditions on the dispersion relation no observable effects can be expected, although Ref. MB00  reaches a somewhat different conclusion. However, those studies suffer from fundamental limitations. First of all, with the exception of Ref. KG00  all of the employed dispersion relations were chosen ad hoc so as to provide bounds on the frequency, wavelength or both without reference to an underlying theory. More importantly, the question of mode generation, i.e. how each semiclassical quantum field degree of freedom emerges out of the Planck regime, has not been addressed.

In contrast, Ref. K00  proposes a scenario where the UV cutoff is provided by a modified quantum mechanical commutation relation that limits the experimentally attainable resolution of small spatial distances 111The same approach was taken in the black hole context in Ref. BGLe99 .. This UV cutoff is one of very few types of short-distance structures that appear in the classification presented in K98 , which applies to all quantum gravity theories that effectively represent each dimension by a linear operator. Indeed, corresponding short-distance uncertainty relations of this kind have appeared in various studies of quantum gravity and string theory, see e.g.W96 . In Ref. K00  this short distance cutoff has been implemented into the theory of a minimally coupled scalar field living in an expanding Friedmann-Robertson-Walker (FRW) background and it has been shown how the decoupling degrees of freedom are continuously generated dynamically at the time of their “Planck scale crossing”. Here, we aim to extend the analysis of K00  by estimating the magnitude of any corrections to the standard predictions for the statistical distribution of inflationary perturbations arising from the modified short-distance behavior.

The approach in Ref. K00  which we will follow here utilizes that, as has been shown in K94 , the quantum gravity and stringy uncertainty relation cutoff (see e.g. W96 ) can be modeled by corrections to the commutation relations

$$[𝐱,𝐩]=i(1+\beta 𝐩^2)$$
(1)
and its higher dimensional generalizations. It is easy to check that such correction terms give rise to a lower bound $`\mathrm{\Delta }x_{min}=\sqrt{\beta }`$ for distance measurements. The form of these correction terms is unique to first order in $`\beta `$. Correspondingly, the signature of the first order effects of this type of natural cutoff should be unique when moving up from low energies, see K97 .

Hilbert space representations of relations of the type of Eq. (1) are given by introducing an auxiliary variable $`\rho `$ which is essentially the momentum variable $`p`$ but differs from it at small distances, i.e. at distances close to $`\mathrm{\Delta }x_{min}`$. While this is initially a quantum mechanical structure, it can be implemented into quantum field theory, see Ref. K00 . Within the scalar quantum field theory on an inflationary background as defined in Ref. K00  one finds that, interestingly, those variables, $`\stackrel{~}{k}`$, in which the mode equations decouple, no longer strictly coincide with the comoving momentum variables, $`k`$, although they do of course approximately coincide for small $`k`$, i.e. for large distances. Conversely, this means that the comoving momentum modes now decouple only when they have grown to large proper distances and that the comoving momentum modes do couple initially when they emerge from the cutoff scale. For the quantum theory of the actual mode creation mechanism, see Ref. K00 . Explicitly, one obtains within this framework the following mode equation for the decoupling $`\stackrel{~}{k}`$-modes:

$$\varphi _{\stackrel{~}{k}}^{\prime \prime }+\frac{\nu ^{}}{\nu }\varphi _{\stackrel{~}{k}}^{}+\left(\mu 3\left(\frac{a^{}}{a}\right)^{}9\left(\frac{a^{}}{a}\right)^2\frac{3a^{}\nu ^{}}{a\nu }\right)\varphi _{\stackrel{~}{k}}=0.$$
(2)
Here, $`a`$ is the scale factor of the FRW line element and we defined the functions

$`\mu (\eta ,\stackrel{~}{k})`$ $`:=`$ $`{\displaystyle \frac{a^2\text{plog}(\beta \stackrel{~}{k}^2/a^2)}{\beta \left(1+\text{plog}\left(\beta \stackrel{~}{k}^2/a^2\right)\right)^2}}`$ (3)
$`\nu (\eta ,\stackrel{~}{k})`$ $`:=`$ $`{\displaystyle \frac{e^{\frac{3}{2}\text{plog}\left(\beta \stackrel{~}{k}^2/a^2\right)}}{a^4\left(1+\text{plog}\left(\beta \stackrel{~}{k}^2/a^2\right)\right)}}`$ (4)
that utilize the “product log” plog, which is the inverse of the function $`xxe^x`$. The solutions are automatically defined only from a finite value of $`\eta `$, i.e. every mode possesses its “creation time”. It is the time when, in terms of proper distances, the mode equals the size of the cutoff scale, i.e. it is the conformal time $`\eta _c`$ defined implicitly by

$$a(\eta _c)=\stackrel{~}{k}\sqrt{e\beta }\stackrel{~}{k}\mathrm{\Delta }x_{min}.$$
(5)
At the creation time, the differential equation possesses what is called an irregular singular point. To see this, note that the function plog which enters the differential equation through the functions $`\mu `$ and $`\nu `$ is not analytic at the creation time. Below, we will further discuss possible implications for the choice of initial conditions and therefore for the choice – or possible uniqueness – of the initial vacuum.

All physical observables in our model universe can be expressed in terms of $`\stackrel{~}{k}`$ instead of the usual Fourier variable $`k`$. This argument applies also to the transfer function $`T(t,\stackrel{~}{k})`$ which relates today’s observable perturbations to the horizon crossing amplitude of $`\varphi _{\stackrel{~}{k}}`$, provided that the perturbation amplitudes are measured as a function of $`\stackrel{~}{k}`$. In practice, these measurements are carried out on cosmological scales where $`\stackrel{~}{k}=k`$ to extremely good accuracy, so we do not expect any consequences from the re-labelling of physical observables such as the angular size distribution of CMBR fluctuations. In other words, any statement about the scale dependence and Gaussianity of the horizon crossing amplitudes of $`\varphi _{\stackrel{~}{k}}`$ translate into corresponding statements about CMBR fluctuations, at least to the same extent as in the standard theory. Let us note, however, that this would not be true if the cutoff had different properties for different fields, e.g. if linear metric fluctuations behave differently on small scales than the inflaton field. The following analysis assumes that this is not the case 222At horizon crossing of the mode $`\stackrel{~}{k}`$, i.e. when $`\stackrel{~}{k}aH`$, we also note that $`\stackrel{~}{k}^2`$ and $`k^2`$ differ only by the constant factor $`\sigma ^2\text{plog}(\sigma ^2)`$, independent of $`k`$, where $`\sigma `$ is defined in Eq. (13)..

Eq. (2) is linear in $`\varphi _{\stackrel{~}{k}}`$ so that Gaussianity of the distribution of fluctuations in $`\stackrel{~}{k}`$-space is protected. Consequently, we expect no deviations from Gaussianity owing to the proposed modifications of the short-distance behavior. We can therefore restrict attention to examining possible new effects on the scale dependence and overall amplitude of the power spectrum.

## II Analysis in oscillator variables

It turns out to be very convenient to change from the field variables used in Ref. K00  to slightly new variables defined by:

$$\phi _{\stackrel{~}{k}}\nu ^{1/2}\varphi _{\stackrel{~}{k}}.$$
(6)
Indeed, while the mode equation Eq. (2) in terms of the original field $`\varphi `$ is of the type of a harmonic oscillator with friction, there is no friction term in the mode equation when written in terms of the new variable $`\phi `$:

$$\phi _{\stackrel{~}{k}}^{\prime \prime }+\omega ^2(\eta )\phi _{\stackrel{~}{k}}=0$$
(7)
where $`\omega (\eta )`$ obeys the time dependent, nonlinear dispersion relation

$$\omega ^2(\eta )=\mu 6\left(\frac{a^{}}{a}\right)^2+\left(\frac{\nu ^{}}{2\nu }\right)^2\frac{3(a^{}\nu ^{}+a^{\prime \prime }\nu )}{a\nu }\frac{\nu ^{\prime \prime }}{2\nu }.$$
(8)
The Wronskian condition from Ref. K00  now also simplifies to

$$\phi _{\stackrel{~}{k}}\phi _{\stackrel{~}{k}}^{}{}_{}{}^{}\phi _{\stackrel{~}{k}}^{}\phi _{\stackrel{~}{k}}^{}=i$$
(9)
as usual. Note also that if we denote the standard field mode with a vanishing minimum position uncertainty as $`\chi _{\stackrel{~}{k}}=\phi _{\stackrel{~}{k}}(\beta 0)`$, we obtain the usual equation of motion for the $`\stackrel{~}{k}`$ mode of a free, minimally coupled scalar field in an expanding FRW space-time, where $`\chi `$ is in the conventions of e.g. BD84  333Of course, also $`\stackrel{~}{k}=k`$ for $`\beta 0`$. However, for the reasons explained above we prefer to label everything in terms of $`\stackrel{~}{k}`$ in order to avoid discussing the $`\stackrel{~}{k}k`$-map.:

$$\chi _{\stackrel{~}{k}}^{\prime \prime }+\omega _0^2\chi _{\stackrel{~}{k}}=0$$
(10)
with

$$\omega _0^2=\stackrel{~}{k}^2\frac{a^{\prime \prime }(\eta )}{a(\eta )}.$$
(11)
Again, there is the question of initial conditions for $`\phi _{\stackrel{~}{k}}`$ that determine the vacuum for $`\widehat{\varphi }`$. Ideally, regularity arguments at the irregular singular point of the mode equation, encountered at the creation time $`\eta _c`$ for each mode, should fix the choice. We do not have a definite answer at this point, but asymptotic methods will shed some light on the situation. Some indications of vacuum fixation by regularity arguments are sketched in the Conclusions. Indeed, a solution of the singularity problem is not strictly necessary for the present analysis. It will be shown below that the evolution of $`\phi _{\stackrel{~}{k}}`$ is essentially adiabatic from a certain time $`\eta _i`$ onwards. The state of $`\widehat{\varphi }`$ at $`\eta \eta _i`$ can be determined by consistency arguments to be the adiabatic vacuum (e.g.,BD84 )

$$\phi _{\stackrel{~}{k}}(\eta )=\frac{1}{\sqrt{2\omega (\eta )}}\mathrm{exp}\left(i_{\eta _i}^\eta \omega (\stackrel{~}{\eta })𝑑\stackrel{~}{\eta }\right),$$
(12)
where the normalization follows from Eq. (9). This is because, as argued in Refs. NP01 ; T00 , any small deviation from the adiabatic vacuum close to the Planck scale would likely suppress inflation altogether due to back-reaction of the energy density contained in $`\phi _{\stackrel{~}{k}}`$ on the cosmic expansion. In order to be consistent with the assumptions of Ref. K00  (i.e., negligible back-reaction), any admissible initial condition needs to converge to the adiabatic vacuum as soon as the latter is well defined.

## III Adiabatic analysis

Eq. (7) belongs to the class of harmonic oscillator equations featuring a dispersion relation that is asymptotically linear for small physical wavenumbers but becomes nonlinear at high wavenumbers (small wavelengths). In the context of cosmology, such systems were investigated in Refs. MB00 ; N00 ; NP01 , and in the framework of Hawking radiation many times before (see J00  for references). Unlike in the above references, where the dispersion relation was typically tailored ad hoc to fit some desired shape, Eq. (8) followed directly from a general study of realistic short-distance structures of space-time and may therefore perhaps be considered more fundamental (see also Ref. KG00  for a similar approach).

It is useful to express the separation between the cutoff scale (here parameterized by $`\beta ^{1/2}`$) and the inflationary horizon scale in terms of the dimensionless parameter $`\sigma `$ defined as

$$\sigma \beta ^{1/2}H.$$
(13)
If $`\sqrt{\beta }\mathrm{\Delta }x_{min}`$ is identified with the Planck length, the amplitude of temperature fluctuations of the cosmic microwave background indicates that $`\sigma 10^5`$ at the time when the presently observable scales left the horizon during inflation.

In order to generalize the notion of “horizon crossing” to our non-standard equation of motion, we Taylor-expand Eq. (8) around $`\sigma =0`$ and find that $`\omega (\eta )^2=\omega _0^2+O(\sigma ^2)`$. Correspondingly, the usual definition of horizon crossing in terms of $`\stackrel{~}{k}=aH`$ is valid to within the same accuracy.

We are interested in sources of deviation from the standard (i.e., $`\beta 0`$) result for the scale dependence and overall normalization of the horizon crossing amplitude of $`\varphi _{\stackrel{~}{k}}`$. Following Sec. (II) and recognizing that $`\phi _{\stackrel{~}{k}}=\varphi _{\stackrel{~}{k}}+O(\sigma ^2)`$ at horizon crossing, we need to compare the amplitudes of $`\phi _{\stackrel{~}{k}}`$ and $`\chi _{\stackrel{~}{k}}`$ at the horizon crossing time $`\eta _h`$, which is when $`\stackrel{~}{k}a(\eta _h)H`$ 444Equivalently, we could compare $`\varphi _{\stackrel{~}{k}}`$ and $`a^2\chi _{\stackrel{~}{k}}`$, as $`\nu a^4`$ for $`\beta 0`$..

One possible signature of the cutoff in the spectrum is due to non-adiabatic particle production during the evolution from $`\eta _i`$ to $`\eta _h`$, which may give rise to a modulation of $`\phi _{\stackrel{~}{k}}(\eta _h)`$ around the amplitude predicted for $`\beta 0`$ NP01 . This may, in turn, be reflected by a breaking of scale invariance of the perturbation power spectrum. The relative magnitude of this effect, denoted in Ref. NP01  as $`\beta _k`$, can be shown to be bounded by the maximum of the adiabaticity parameter

$$𝒞(\eta )=\left|\frac{\omega ^{}(\eta )}{\omega ^2(\eta )}\right|.$$
(14)
If $`𝒞1`$, the usual notions of semiclassical quantum field theory in nonstationary space-times apply, with the adiabatic vacuum, Eq.(12), serving as a natural ground state. One finds numerically that $`𝒞1`$ for $`\eta =\eta _i`$ and drops to neglibigle levels afterwards, where

$$\eta _i\eta _c(1+\sigma ^2)$$
(15)
for $`\sigma `$ ranging from $`10^7`$ to $`0.1`$. Perhaps not surprisingly, the beginning of adiabaticity approaches the initial singularity arbitrarily closely if cosmic expansion becomes sufficiently slow. Conversely, any bound on non-adiabatic particle production due to the cutoff derived from inflation is stronger than the equivalent bound from cosmic expansion today. Furthermore, if one defines a natural time scale for the evolution of $`\phi _{\stackrel{~}{k}}`$ at the time $`\eta _i`$ as $`\tau (\eta _i)1/\omega (\eta _i)`$, one can check numerically that $`\eta _i0.75\tau `$. In other words, the “non-adiabatic epoch” following the Planck scale crossing of each mode lasts about as long as the typical evolution time scale of the mode itself. Whatever physics determines this phase remains, for the time being, unknown. However, as argued in Sec. (II), self-consistency demands the solution to converge onto the adiabatic vacuum as soon as it is well defined (i.e., as soon as $`𝒞1`$) NP01 ; T00  and this is the case for all $`\eta \eta _i`$.

Having shown that scale invariance is preserved if $`\sigma `$ is small, we need to consider the overall amplitude of the power spectrum. Taking the adiabatic solution Eq. (12) as a reasonable approximation to the exact functions $`\phi _{\stackrel{~}{k}}(\eta )`$ and $`\chi _{\stackrel{~}{k}}(\eta )`$ on length scales larger than the cutoff but smaller than the horizon scale (where expansion violates adiabaticity), i.e. for times $`\eta _i\eta \eta _h`$, one finds that

$$D(\eta )\frac{\phi _{\stackrel{~}{k}}(\eta )}{\chi _{\stackrel{~}{k}}(\eta )}=\left(\frac{\stackrel{~}{k}}{\omega (\eta )}\right)^{1/2}.$$
(16)
A good estimate for the impact of the nonlinear dispersion relation on the amplitude of the power spectrum is obtained by noting that this expression for $`D(\eta )`$ remains approximately valid until $`\eta _h`$, since cosmic expansion affects both solutions in roughly the same way. It is readily verified in this case that $`D(\eta _h)=1+O(\sigma ^2)`$. Hence, the impact of the cutoff on the perturbation spectrum depends crucially on the separation between the cutoff and the Hubble scale, being negligible if $`\sigma 1`$.

## IV Scaling analysis

The scaling behavior of the perturbation spectrum can also be investigated by studying the scaling behavior of the wave equation Eq. (2). Let us begin by considering the case of an exactly de Sitter type expansion. In this case, we expect that time translation invariance is broken neither by our introduction of a cutoff nor by the background expansion. We therefore expect a scale invariant perturbation spectrum.

Indeed, we first observe that if $`\varphi _{\stackrel{~}{k}}(\eta )`$ is a solution to the $`\stackrel{~}{k}`$ mode equation and $`r`$ is any arbitrary positive number then $`\varphi _{\stackrel{~}{k}}(r\eta )`$ is a solution of the mode equation for the mode $`r\stackrel{~}{k}`$. This is straightforward to verify and it is of course also true for the usual inflationary scenario without a cutoff.

The solutions $`\varphi _{r\stackrel{~}{k}}(\eta )`$ that are obtained in this way by scaling the solution $`\varphi _{\stackrel{~}{k}}(\eta )`$ all obey of course the same initial conditions. We can also conclude that if $`\eta `$ is a special time for the solution $`\varphi _{\stackrel{~}{k}}`$, then, correspondingly, $`\eta /r`$ is a special time for the solution $`\varphi _{r\stackrel{~}{k}}`$. For example, if we denote the creation and the horizon crossing times of the mode $`\varphi _{\stackrel{~}{k}}`$ by $`\eta _c`$ and $`\eta _h`$, then the mode $`\varphi _{r\stackrel{~}{k}}(\eta )`$ possesses the creation and the horizon crossing times $`\eta _c(r\stackrel{~}{k})=\eta _c/r`$ and $`\eta _h(r\stackrel{~}{k})=\eta _h/r`$.

Let us further assume that the solution $`\varphi _{\stackrel{~}{k}}(\eta )`$ is normalized with respect to the Wronskian condition. We also need that all the solutions $`\varphi _{r\stackrel{~}{k}}(\eta )`$ are normalized with respect to the Wronskian condition for the respective $`r\stackrel{~}{k}`$ modes. As is straightforward to verify, the ansatz

$$\varphi _{r\stackrel{~}{k}}(\eta )=N(r)\varphi _{\stackrel{~}{k}}(r\eta )$$
(17)
yields

$$N(r)=r^{3/2}$$
(18)
so that $`\varphi _{r\stackrel{~}{k}}(\eta )=r^{3/2}\varphi _{\stackrel{~}{k}}(r\eta )`$, and therefore:

$$\varphi _{r\stackrel{~}{k}}(\eta /r)=r^{3/2}\varphi _{\stackrel{~}{k}}(\eta )$$
(19)
Choosing for $`\eta `$ the horizon crossing time of the $`\stackrel{~}{k}`$ mode we now obtain how the horizon crossing amplitude scales when scaling the decoupling momentum

$$\varphi _{r\stackrel{~}{k}}(\eta _h(r\stackrel{~}{k}))=r^{3/2}\varphi _{\stackrel{~}{k}}(\eta _h)$$
(20)
which means:

$$\varphi _{r\stackrel{~}{k}}(\text{horizon crossing})r^{3/2}$$
(21)
In order to make contact with the conventions in the literature, let us now recall that, usually, field variables $`\psi (\eta ,k)`$ in comoving momenta $`k`$ are obtained by first scaling from proper position coordinates to comoving position coordinates and then, second, by Fourier transforming to the comoving momentum. In K00 , however, we obtained fields $`\varphi (\eta ,k)`$ over comoving momenta $`k`$ by first Fourier transforming from proper positions to proper momenta and then, second, by scaling to comoving momenta. However, scaling and Fourier transforming do not commute. As a consequence, as is readily verified:

$$\varphi (\eta ,k)=a^3\psi (\eta ,k)$$
(22)
and in the de Sitter case:

$$\varphi (\eta ,k)=\frac{H^3}{\eta ^3}\psi (\eta ,k)$$
(23)
As far as present day observations of cosmological scales are concerned, the distinction between comoving and decoupling momenta does not matter and we therefore obtain from Eq.20:

$$\psi (\eta _h/r,rk)=r^{3/2}\psi (\eta _h,k)$$
(24)
We therefore finally obtain for the fields over comoving momenta as conventionally defined the scaling behavior of the horizon crossing amplitude

$$\psi (\text{horizon crossing},rk)r^{3/2}$$
(25)
which yields indeed the usual scale invariant spectrum:

$$0|\psi ^{}(\text{horizon crossing},rk)\psi (\text{horizon crossing},rk)|0r^3$$
(26)
Indeed, this was to be expected because neither the background de Sitter space, nor our introduction of a cutoff, nor the choices of initial conditions (all solutions being obtained from another by mere scaling) broke time translation invariance.

On the other hand, in the case of a non-de Sitter background, the spectrum is of course not scale invariant. In the presence of our cutoff we will then obtain additional scale invariance breaking effects on the spectrum, because of the new cutoff dependent terms in the wave equation.

## V Conclusions

We investigated the signature of the cutoff in the perturbation spectrum from two perspectives, and in both cases we did not need to solve the mode equation explicitly. The adiabatic treatment in Sec. (III) is based on the fact that in order to be consistent with inflation, each mode needs to be in the adiabatic vacuum shortly after the mode is created, whereas the scaling analysis of Sec. (IV) utilizes that the wave equation scales trivially and that there is also no reason for the (still unknown) initial conditions to break the (almost) time-translation invariance of the background space-time. Both approaches show that the resulting fluctuation power spectrum is indeed scale invariant if the background space-time is de Sitter. The adiabatic analysis, in addition, shows that any corrections of the overall amplitude are at most of order $`\sigma ^2`$, where $`\sigma `$ is the ratio of the horizon scale and the minimum spatial resolution $`\mathrm{\Delta }x_{min}`$ admitted by the commutation relation Eq. (1).

While a detailed analysis in the framework of slow-roll inflation would be desirable, we expect the following first order effect in a more general inflationary space-time. For small $`\sigma `$, the dispersion relation, Eq. (8), can be approximated by

$$\omega ^2=\omega _0^2+B\sigma ^2+O(\sigma ^4),$$
(27)
with

$$B=\frac{3k^4}{a^2H^2}+\frac{5k^2}{2H^2}\left(\frac{a^{\prime \prime }}{a^3}H^2\right).$$
(28)
During inflation, the pressure is roughly equal to the negative energy density, so that the Friedmann equations yield $`a^{\prime \prime }/a^32H^2`$. Therefore, $`B>0`$ which implies that the dispersion relation is superluminal in the region of interest. Owing to the normalization in Eq. 12 (cf. Refs.N00 ; NP01 ), the perturbation amplitude drops more quickly than usual as $`H`$ declines with time, giving rise to additional reddening of the spectrum. Evidently, this effect vanishes as either the slow-roll parameter or $`\sigma `$ go to zero.

The scale $`\mathrm{\Delta }x_{min}`$ at which a natural ultraviolet cutoff sets in could be as small as the $`3+1`$ dimensional Planck scale of $`10^{35}`$ meters, but the natural short distance cutoff scale may well be larger, as could be the case e.g. in string theory and theories of large extra dimensions. Evidently, the signature of the cutoff in the CMBR would increase if the cutoff scale were larger than the Planck length during inflation. On the other hand, both the scale dependence and the amplitude of the power spectrum are very sensitively dependent on the details of the inflaton potential. Only after a concrete model for inflation has been specified one can derive an upper bound on $`\mathrm{\Delta }x_{min}`$ from observations.

In particular, if we assume conventional slow roll inflation with the inflaton coupling fine-tuned such as to obtain the observed amplitude of the CMBR perturbations, then a cutoff $`\mathrm{\Delta }x_{min}`$ at the Planck length suggests $`\sigma 10^5`$. The cutoff induced corrections to the perturbation spectrum would then be neglible, i.e. the conventional scenario with its parameters fine-tuned as usual is observationally consistent with a cutoff $`\mathrm{\Delta }x_{min}`$ at the Planck scale.

On the other hand, we may view $`\mathrm{\Delta }x_{min}`$ simply as a new free parameter in model building. For example, it might be possible to gain some more freedom in choosing the potential – for the prize of having to fine-tune $`\mathrm{\Delta }x_{min}`$.

An interesting technical question remains: We have not shown how or even if the decoupling modes evolve into the adiabatic vacuum from some natural initial conditions at the singularity. Two possibilities can be imagined: either there exists a symmetry or regularity condition that uniquely specifies initial conditions that later evolve into the adiabatic solution. In this case the discussion in Sec. (III) applies.

Or, alternatively, the modes are generally created in a highly excited state as seen from the point of view of a comoving particle detector. This case would be inconsistent NP01 ; T00  with the assumption of slow-roll inflation made at the onset of Ref. K00 , indicating that the combination of short-distance uncertainty of the kind described by Eq. (1) and inflation is not, in general, self-consistent.

We will conclude with some speculative ideas about the first possibility for the initial conditions at the singularity. Starting with the original equation of motion, Eq. (2), expanding the coefficients around $`\eta =\eta _c`$, and shifting the origin of the time coordinate to $`\eta _c`$, one obtains a differential equation of the form

$$\varphi _{\stackrel{~}{k}}^{\prime \prime }\frac{1}{2\eta }\varphi _{\stackrel{~}{k}}^{}+\frac{A}{\eta }\varphi _{\stackrel{~}{k}}=0$$
(29)
which can be solved analytically:

$$\varphi _{\stackrel{~}{k}}(\eta )=C_1F(\eta )+C_2F(\eta )^{},$$
(30)
where

$$F(\eta )=\left(\frac{\sqrt{A}}{2}+iA\sqrt{\eta }\right)\mathrm{exp}(2i\sqrt{A\eta }).$$
(31)
The two constants can be specified in formal analogy with the standard procedure by picking the positive “frequency” branch and normalizing according to the Wronskian condition. The result is regular at $`\eta =0`$. A preliminary analysis appears to indicate that there exists a unique solution for which $`\varphi ^{}\varphi `$ is analytic at creation time and that it corresponds to this solution. If this solution indeed evolves into the later adiabatic vacuum solution then this would be a desirable intrinsic mechanism for fixing the vacuum 555The authors of Ref. Eea01 , which appeared after this work was first posted, use Eqs. (30,31) as the leading term in the initial conditions of a numerical analysis. Setting $`C_2=0`$, they reproduce the same perturbation amplitude as the one predicted by starting in the adiabatic vacuum, providing some support for our conjecture..

###### Acknowledgements.

JCN is would like to thank Renaud Parentani for illuminating discussions.


text:
# Supernova constraints on spatial variations of the vacuum energy density

## I Introduction

The Standard Cosmological Principle (SCP) states that the universe is spatially homogeneous and isotropic on large scales. It is one of the cornerstones of modern cosmology, in the sense that if it were not true, then the standard results for the most basic properties of the universe (such as its geometry, content, or age) would not hold and would have to be re-worked from scratch, quite possibly suffering rather drastic changes. There is some supporting evidence for the SCP on scales very close to the horizon , though it can hardly be called definitive.

However, the theoretical situation is not totally unambiguous either. On one hand, it has been claimed  that the SCP doesn’t follow from the Cosmic Microwave Background Radiation (CMBR) (near) isotropy and the Copernican Principle, as is usually assumed. This is important because in that case it follows that the SCP cannot be assumed to hold based on the presently available observational data. On the other hand, it is known that there are ways  in which the SCP could be evaded that would be difficult, or even impossible, for us to notice at the present time.

A simple example which the present authors have considered in the past  is that of a late-time phase transition producing wall-like defects which separate regions with different values of the cosmological parameters, notably the matter and vacuum energy densities (and hence also the Hubble constant). Since in such models the differences in the cosmological parameter values in the different regions tend to increase with cosmic time after the phase transition that produced them, and since cosmological observations necessarily look back at earlier times, detecting such differences is not as simple as one might expect, and hence constraints on these models turn out to be surprisingly mild.

In addition, cosmological observations in such models will be faced with the same type of limitations as were pointed out in  for the case of quintessence models (see also  for different perspectives). It should be noticed that although the two types of models have rather different motivations, they will be rather similar observationally, since in both cases one is effectively dealing with an equation state of the universe which varies as a function of the redshift. However, an important additional feature which needs to be taken into account in models with different domains is the temperature jump due to the relative velocity of comoving observers on either side of the domain wall. Also, these models will not be isotropic and so, in general, results will vary as a function of the direction on the sky. This means that problems with systematic errors due to supernovae evolution or dust are less severe than in the context of quintessence models.

In this paper we will use the recent measurements of the luminosity redshift relation using supernovae out to $`z1`$ to constrain this type of models. We should emphasise at the outset that we will only be dealing with a very simple ‘toy model’, but we nevertheless believe that it still includes crucial features of more realistic scenarios with a minimum number of parameters.

Supernovae have long been recognised as a crucial step in the cosmological distance ladder, and hence as a useful tool to estimate cosmological parameters via the Hubble diagram. Recent observations of type Ia supernovae by two independent teams  (the Supernovae Cosmology Project and the High-$`z`$ Supernova Search Team) out to redshift $`z1`$ provided, together with CMB data, some fairly strong evidence for a recently started phase of acceleration in the local universe, with the preferred vacuum and matter densities being $`\mathrm{\Omega }_\mathrm{\Lambda }0.7`$ and $`\mathrm{\Omega }_m0.3`$. This conclusion is based on the observed faintness of high-redshift supernovae, relative to their expected brightness in a ‘standard’ decelerating universe. It should be emphasised that these measurements are local and can not be extrapolated all the way to the horizon. Therefore they do not, on their own, imply that we have entered an inflationary phase .

In the following section we introduce our toy model and discuss its possible shortcomings. We then study the evolution of linear perturbations in our model in Sect. III, and derive an expression for the luminosity distance as a function of the red-shift in Sect. IV. Finally, Sect. V contains a thorough discussion of our results, and we conclude in Sect. VI.

## II The model

In a recent article  we have shown that large sub-horizon inhomogeneities may be generated if a network of domain walls permeates the universe, dividing it in domains with slightly different values of the vacuum energy density and other cosmological parameters. The typical size of these regions is determined by the dynamics of the network of domain walls and is expected to be close to the horizon scale. The necessary condition in order for the model to be observationally viable is that the domain walls are formed in a late-time phase transition.

This condition is required for two different (though related) reasons. Firstly, the cosmological parameters will be different in the different domains, and the differences tend to increase with time, so they must not be so big as to make it observationally obvious at the present time. Secondly, the domain walls can themselves be cosmologically important (or even disastrous), and in order to avoid this one requires that their energy scale is sufficiently low so that they do not contribute in a significant manner to the CMB anisotropies.

Here we study a simplified model in which the universe is made up of a spherically symmetric region (domain), which is surrounded by another region with a different vacuum energy density (which we will call $`V_{}`$ and $`V_+`$ respectively). We assume that we live in the centre of the inner region. Moreover, one assumes that the thin region separating the two domains considered (domain wall) does not generate relevant CMB fluctuations. This happens if the potential of the field is small enough at the origin. We also require that the domain walls have no non-trivial dynamics, which is a good approximation if friction is important .

The vacuum density will be parametrised by

$$\mathrm{\Omega }_\mathrm{\Lambda }\frac{\rho _\mathrm{\Lambda }}{\rho _c},$$
(1)
where $`\rho _c`$ is the critical density, and we define $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }`$ as

$$\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }(r)=\frac{\delta \rho _\mathrm{\Lambda }(r)}{\rho _c}=\frac{\rho _\mathrm{\Lambda }(r)V_{}}{\rho _c}.$$
(2)
where $`\rho _\mathrm{\Lambda }(r)`$ is the vacuum energy density at the point in question. Hence, this can have two possible values: $`0`$ if we are inside the inner region, and $`(V_+V_{})/\rho _c`$ in the outer domain.

We emphasise that this is a highly simplified model. In more realistic models, domain walls will have a non-trivial dynamics and the domains will have many different shapes. Furthermore we are also not expected to be exactly at the centre of a given domain. In general, such cases would have to be dealt with numerically. We will analyze some of these effects elsewhere. However, this simplified model still incorporates some of the crucial features of more realistic models with a minimum number of new parameters (the red-shift of the domain wall $`z_{}`$ and the difference between the two vacuum energy densities $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }`$). In the next sections we will show how high-redshift supernovae can be used to constrain combinations of these parameters. We shall also discuss the validity of these results in the context of more realistic models in which a network of domain walls is present.

## III Evolution of cosmological perturbations

In the conformal-Newtonian gauge, the line-element for a flat Friedmann-Robertson-Walker background and scalar metric perturbations can be written as

$$ds^2=a^2(\eta )\left[(1+2\mathrm{\Phi })c^2d\eta ^2(12\mathrm{\Phi })(dr^2+r^2d\theta ^2+r^2\mathrm{sin}^2\theta d\varphi ^2)\right],$$
(3)
assuming that the anisotropic stresses are small. Here, $`\mathrm{\Phi }`$ is the metric perturbation, $`c`$ is the speed of light in vacuum, $`a`$ is the scale factor, $`\eta `$ is the conformal time, and $`r`$, $`\theta `$ and $`\varphi `$ are spatial coordinates.

Given that the vacuum energy becomes dominant only for recent epochs we shall be concerned with the evolution of perturbations only in the matter-dominated era, neglecting the contribution of the radiation component. The evolution of the scale factor $`a`$ is governed by the Friedmann equation***A dot denotes a derivative with respect to conformal time, $`=\dot{a}/a`$, the index ‘0’ means that the quantities are to be evaluated at the present time and we have taken $`a_0=1`$ and $`_0=1`$ (so that the conformal time is measured in units of $`_0^1`$).

$$^2=\mathrm{\Omega }_m^0a^1+\mathrm{\Omega }_\mathrm{\Lambda }^0a^2.$$
(4)
Note that the background matter and vacuum energy densities at an arbitrary epoch can be written as

$$\mathrm{\Omega }_m=\frac{\mathrm{\Omega }_m^0}{\mathrm{\Omega }_m^0+\mathrm{\Omega }_\mathrm{\Lambda }^0a^3}$$
(5)
and $`\mathrm{\Omega }_\mathrm{\Lambda }=1\mathrm{\Omega }_m`$.

The linear evolution equation of the scalar perturbations is given by (see for example )

$$\ddot{\mathrm{\Phi }}+3\dot{\mathrm{\Phi }}+[2\dot{}+^2]\mathrm{\Phi }=4\pi Ga^2\delta p=\frac{3}{2}a^2\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda },$$
(6)
where $`\delta p`$ is the pressure perturbation and

$$2\dot{}=\mathrm{\Omega }_m^0a^1+2\mathrm{\Omega }_\mathrm{\Lambda }^0a^2.$$
(7)
Given that the source term in the outer domain ($`a^2\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }`$) is only important near the present time, we shall assume the following initial conditions for eq. (6):

$$\mathrm{\Phi }(0)=0,\dot{\mathrm{\Phi }}(0)=0,$$
(8)
both in the inner and the outer regions. We note that given that the source term is absent in the inner region, the metric perturbation is always zero there.

The density perturbation, $`\delta `$, in the outer domain is given by

$$\delta \frac{\delta \rho }{\rho _c}=2\frac{\mathrm{\Delta }}{}=\frac{2}{3}^2[^2\mathrm{\Phi }3\dot{\mathrm{\Phi }}3^2\mathrm{\Phi }],$$
(9)
which simplifies to

$$\delta /2=\frac{\mathrm{\Delta }}{}=(^1\dot{\mathrm{\Phi }}+\mathrm{\Phi }),$$
(10)
given that $`^2\mathrm{\Phi }=0`$ except at the domain walls. The relationship between $`\delta `$ and the fractional perturbation in the expansion rate follows directly from the Friedmann equation. It is straightforward to show that if the metric perturbations are small the outer domain behaves as having an effective $`\mathrm{\Omega }_\mathrm{\Lambda }^{\mathrm{eff}}`$ and $`\mathrm{\Omega }_m^{\mathrm{eff}}`$ given by

$$\mathrm{\Omega }_\mathrm{\Lambda }^{\mathrm{eff}}=\left(12\frac{\mathrm{\Delta }}{}\right)\left(\mathrm{\Omega }_\mathrm{\Lambda }+\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }\right)$$
(11)
and similarly $`\mathrm{\Omega }_m^{\mathrm{eff}}=1\mathrm{\Omega }_\mathrm{\Lambda }^{\mathrm{eff}}`$.

## IV The luminosity distance

We can now proceed by evaluating the luminosity distance relation in the presence of spatial variations of the cosmological parameters. Recall that the luminosity distance to a given source is given by:

$$d_L^2=\frac{}{4\pi }$$
(12)
where $``$ is the luminosity of the source and $``$ the measured flux. It follows directly from the perturbed flat FRW metric given in eqn. (3) that, to first order in the metric perturbation, the luminosity distance, $`d_L`$, to an object with comoving coordinate $`r=r_1`$ at a red-shift $`z`$ is given by:

$$d_L(z)(1+z)[1\mathrm{\Phi }(\eta _0,0)]r_1(1+z)[1\mathrm{\Phi }(\eta _0,0)]c_{\eta (z)}^{\eta _0}[1+2\mathrm{\Phi }(\eta ^{},|\eta _0\eta ^{}|𝐧)]𝑑\eta ^{},$$
(13)
where $`\mathrm{\Phi }(\eta ^{},r^{})\mathrm{\Phi }(\eta =\eta ^{},r=r^{})`$, $`\eta _0`$ is the conformal time at the present time, $`𝐧`$ defines an arbitrary direction on the sky and the observer is assumed to be at $`r=0`$.

Analogous corrections will also arise for the Sachs-Wolfe effect. Here, in the presence of the scalar metric perturbations defined by eqn. (6) there is an additional shift in the temperature of the source given by:

$$\frac{\mathrm{\Delta }T}{T}=2_{\eta _e}^{\eta _0}𝑑\eta \dot{\mathrm{\Phi }}(\eta ,|\eta _0\eta |𝐧)+2\mathrm{\Phi }(\eta _0,0)2\mathrm{\Phi }(\eta _e,|\eta _0\eta _e|𝐧).$$
(14)
where $`\eta _e`$ is the conformal time when the light was emitted. Within a given domain $`\mathrm{\Delta }T/T`$ is obviously zero. However, if the source is in the outer domain there will be a temperature jump at the domain wall with

$$\frac{\mathrm{\Delta }T}{T}=2\mathrm{\Phi }_+.$$
(15)
where $`\mathrm{\Phi }_+`$ is the value of $`\mathrm{\Phi }`$ in the outer region at the time when the light crossed the domain wall (here we are assuming that $`\mathrm{\Phi }=0`$ in the inner region). This temperature shift is due to the relative velocity between comoving observers on either side of the domain wall. This implies that for an observer looking across the domain wall the relation between the red-shift, $`z`$, and the scale factor, $`a`$, has to be modified to

$$1+z=\frac{1}{a}2\mathrm{\Phi }_+.$$
(16)
These effects are a distinguishing characteristic of these type of models, and could conceivably help distinguish them from quintessence-type models, for example.

## V Results and discussion

We have verified the accuracy of our formalism by computing the luminosity distance as a function of the red-shift of the source in two distinct ways. In the first approach (case I, dashed line in fig. 1) we assume that the background universe has cosmological parameters $`\mathrm{\Omega }_\mathrm{\Lambda }^0`$, $`\mathrm{\Omega }_m^0`$ and $`_0`$. On top of this we introduce a perturbation in the vacuum energy density parametrised by $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0`$ and calculate $`f(z)=_0d_L(z)/c`$ using eqn. (13). In the alternative approach (case II, solid line in fig. 1) we assume that the cosmological parameters are $`\mathrm{\Omega }_m^{\mathrm{eff}}`$, $`\mathrm{\Omega }_\mathrm{\Lambda }^{\mathrm{eff}}`$ and $`+\mathrm{\Delta }`$ (see eqns. (1011)) with no perturbation.

We have done the calculation for two distinct cosmological scenarios. Model A has $`\mathrm{\Omega }_m^0=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }^0=0`$ and $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0=0.5`$ while model B has $`\mathrm{\Omega }_m^0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }^0=0.7`$ and $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0=0.2`$. We can clearly see that the results obtained in either case are in very good agreement for both models. In fig. 2 we show the dependence of this agreement on the value of $`\mathrm{\Phi }_0\mathrm{\Phi }(\eta _0)`$ for model $`B`$ (here we took $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }>0`$). We see that for $`|\mathrm{\Phi }_0|1`$ the relative agreement between the two methods for calculating the luminosity distance

$$ϵ=\frac{|d_L^I(\mathrm{})d_L^{II}(\mathrm{})|}{d_L^I(\mathrm{})}.$$
(17)
is nearly proportional to $`|\mathrm{\Phi }_0|^2`$, as expected.

Having tested our method for calculating the luminosity distance we applied it in the context of the model described in Sect. II and used type I supernovae in order to constrain the red-shift of the domain wall, $`z_{}`$, and the fluctuation in the values of the cosmological constant in the outer region (parametrized by $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0`$). The high-redshift supernovae dataset of the Supernovae Cosmology Project was fit to the FRW magnitude redshift relation:

$$m_B^{\mathrm{eff}}=_B+5\mathrm{log}D_L(z),$$
(18)
where $`D_L(z)=_0d_L(z)`$, $`_B`$ is the “Hubble-constant-free” $`B`$-band absolute magnitude at maximum of a supernovae with a stretch factor $`s=1`$, and $`m_B^{\mathrm{eff}}`$ is the effective rest-frame $`B`$ magnitude corrected for the width-luminosity relation. We assumed that $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ in the inner region and we took $`_B=3.4`$ neglecting the uncertainty associated with the supernovae absolute magnitude calibration. (We have also checked that this particular choice does not affect our main results.) We have estimated the parameters $`z_{}`$ and $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0`$ using a $`\chi ^2`$ statistical analysis.

Fig. 3 displays our results in the $`z_{}`$ versus $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0`$ plane. Note that for values of $`|\mathrm{\Phi }|\text{ }>1`$ our approach based on linear perturbation theory ceases to be valid. The set of parameters for which this happens is denoted as region I. The region of parameter space that is allowed by the supernovae data (at $`95\%`$ confidence) is denoted as region II, while the observationally excluded region is denoted as region III.

We clearly see that, as expected, if $`z_{}`$ is small only a small value of $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0`$ is allowed. However, as the value of $`z_{}`$ increases, the constraints on the values of $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0`$ are much weaker, and there are essentially no constraints beyond $`z0.7`$. This happens essentially because the importance of the cosmological constant is smaller in the past than at the present time.

We also see that negative values of $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^0`$ are excluded until significantly larger redshifts ($`z0.7`$) than positive ones (for which there are no constraints beyond $`z0.5`$). In fact the best fit model to the supernovae data has $`z_{}0.6`$ and $`\mathrm{\Delta }\mathrm{\Omega }_\mathrm{\Lambda }^00.4`$. This is a significant result—it is an alternative (and perhaps intuitively clearer) way of saying that the high red-shift supernovae data does favour a relatively large positive cosmological constant.

## VI Conclusions

We have used type Ia supernovae data to constrain a simple toy model for spatial variations of the cosmological constant. Specifically, the model assumes that we are at the centre of a spherical region with a given set of cosmological parameters which is enclosed by a light domain wall and surrounded by another region where these parameters are different. This aims to be a very simple mimic model for cosmological models where the cosmological constant has space and/or time variations (such as, eg quintessence models).

We have shown that the presently available supernovae data are only constraining at very low red-shifts. Nevertheless, negative spatial variations (meaning a present-day value of the cosmological constant larger than the one at high red-shift) are much more constrained than positive variations. In fact, our best-fit model turns out to have a significantly larger vacuum energy density in the outer region than in the inner one. This is a clear indication that a positive vacuum energy density is favoured by the high red-shift data. Obviously larger and deeper datasets will significantly improve these constraints.

Finally, we point out again that our analysis used a very simple toy model. While we do believe that the model still captures the crucial physics of the problem being discussed, it is clear that our analysis can be improved by resorting to a numerical simulation of the different domains. On the other hand, a careful discussion of the effects of these spatial variations of cosmological parameters in the CMB is also required. We shall return to these issues very shortly .

###### Acknowledgements.

We thank “Fundação para a Ciência e Tecnologia” (FCT) for financial support, and “Centro de Astrofísica da Universidade do Porto” (CAUP) for the facilities provided. C. M. is funded by FCT under “Programa PRAXIS XXI” (grant no. FMRH/BPD/1600/2000).