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# Geometric and probabilistic aspects of boson lattice models

## 1. Introduction

Statistical Physics is the study of macroscopic properties of systems with a large number of microsopic particles. Its relevance stems from the law of large numbers, allowing the state of a system to be specified by the values of a few ‘macroscopic variables’, although the number of microscopic degrees of freedom is enormous. From a probability theory point of view, the Ising model of classical spins is an example of identically distributed, but not independent, random variables; when couplings are small (high temperature, random variables close to independent), magnetization is zero; for large couplings however (strong dependence, or low temperature), the law of large numbers takes a subtler form, with two typical values for the magnetization. This behavior is a manifestation of a phase transition. Connections between statistical physics and probability theory, such as the relation between the physical entropy and the rate function of large deviations, are discussed in detail by Pfister in his excellent lectures \[Pfi\].

While the original motivation for the Ising model resides in quantum mechanics, it is considered as a classical model, because energy and observables are functions on the space of configurations — in quantum systems, these are operators on the vector space spanned by the configurations. There are several reasons for devoting some attention to quantum systems.

* They are closer to the physical reality, and usually of more interest to physicists than classical ones.
* They have richer properties; new types of phases such as superfluidity or superconductivity may show up that are intrisically quantum phenomena.
* They pose a number of mathematically interesting questions.

There are three classes of quantum lattice systems. The first class consists of spin systems, such as the quantum Heisenberg model, where each site of the lattice hosts a spin that interacts with nearest neighbors. In the second class are fermionic systems, an example of which is the Hubbard model, where the energy of the quantum particles is provided by a discrete Laplacian (‘hopping matrix’) for the kinetic part, while the potential part is given by an operator that is a function of the position operators; particles are indistinguishable, so that a permutation of the particles results in the same quantum state, up to a sign for odd permutations. The last class consists in bosonic systems that describe particles hopping on a lattice and interacting among themselves, but a permutation does not alter their wavefunction. There are also other models that have spins and particles, particles with spins, or both kinds of particles.

This review is focussed on bosonic systems. Their great advantage over fermionic ones is that they involve only positive numbers, hence natural links with probability theory. They also have extremely interesting behavior with various phase transitions, including the Bose-Einstein condensation (hereafter denoted BEC), that should be one of the mechanisms leading to superfluidity and superconductivity.

Section 2 introduces the general formalism and defines equilibrium states. This leads to the notion of phase transitions, and of symmetry breaking. These ideas are then illustrated in a simple boson model with Lennard-Jones potential; its low temperature phase diagram is analyzed and shown to display various phase transitions (Section 3). This can be proven by showing the equivalence of this model with a ‘contour model’ that fits the framework of the Pirogov-Sinai theory (Section 4). These techniques, however useful, do not allow discussing the occurrence of BEC. We briefly review the main questions in Section 5, and state the best result so far — the occurrence of ‘off-diagonal long-range order’ in the hard-core boson lattice model \[DLS, KLS\], see Theorem 5.1. We conclude by discussing an approach to the BEC that is both geometric and probabilistic, and that involves ‘cycles’ formed by bosonic trajectories in the Feynman-Kac representation. When the temperature decreases, the probability of observing an infinite cycle should vary from 0 to a positive number, and this transition should be related to BEC. These ideas are described in Section 6.

## 2. Mathematical structure

### 2.1. Microscopic description

The physical picture is that of a group of bosons on a lattice, with the kinetic energy described by a discrete Laplacian, and interacting with a two-body potential.

Let $`\mathrm{\Lambda }^d`$ be a finite volume. The space $`^\mathrm{\Lambda }`$ of ‘wave functions’ on $`\mathrm{\Lambda }`$ is a Hilbert space, and a normalized vector describes the state of a quantum particle. For $`\mathrm{\Psi }_{n=1}^N^\mathrm{\Lambda }`$ we define the symmetrization operator $`S_N`$

$$S_N\mathrm{\Psi }(x_1,\mathrm{},x_N)=\frac{1}{N!}\underset{\pi }{}\mathrm{\Psi }(x_{\pi (x)},\mathrm{},x_{\pi (N)}),$$

where the sum is over all permutations of $`N`$ elements. Then $`S_N(_{n=1}^N^\mathrm{\Lambda })`$ is the Hilbert space for $`N`$ bosonic particles, and the Fock space that describes a variable number of particles is $`_\mathrm{\Lambda }=_{N=0}^{\mathrm{}}S_N(^N^\mathrm{\Lambda })`$. There is a natural inner product on this space that makes it into a Hilbert space.

This formalism is the natural one from a physical point of view, but it is more practical to consider another Hilbert space that is isomorphic to the Fock space above. Thus we start again, this time in the appropriate setting. Standard references are Israel \[Isr\] and Simon \[Sim\].

We consider a Hilbert space $`_0`$; either $`_0^{\mathrm{}}`$ (more precisely $`_0\mathrm{}^2()`$), or $`_0^N`$ for systems with a ‘hard-core condition’, i.e. a prescription that sets a maximal number $`N`$ of bosons at a given site. Then we define local Hilbert spaces $`\{_x\}_{x^d}`$ with each $`_x_0`$, and for $`\mathrm{\Lambda }^d`$ we set $`_\mathrm{\Lambda }=_{x\mathrm{\Lambda }}_x`$.

A natural basis for $`_0`$ is $`\{|n_0\}_{n_0}`$; for $`_\mathrm{\Lambda }`$, an element of this basis is

$$|n=_{x\mathrm{\Lambda }}|n_x,$$
(2.1)
where $`n^\mathrm{\Lambda }`$. This represents a state where the site $`x`$ has $`n_x`$ bosons. The main operators are the creation operator of a boson at site $`x`$, noted $`c_x^{}`$, its adjoint the annihilation operator $`c_x`$, and the operator number of particles at $`x`$, $`\widehat{n}_x=c_x^{}c_x`$. Their actions on the above basis are

$`c_x^{}|n`$ $`=\sqrt{n_x+1}|n+\delta _x,`$
$`c_x|n`$ $`=\sqrt{n_x}|n\delta _x,`$ (2.2)
$`\widehat{n}_x|n`$ $`=n_x|n.`$
Here, we denoted $`|n+\delta _x`$ the vector that is equal to $`_{y\mathrm{\Lambda }}|n_y+\delta _{xy}`$. Considering a system with hard-core bosons, we demand that $`c_x^{}|n=0`$ if $`n_x=N`$. Notice that the operators $`\widehat{n}_x`$ are diagonal in this basis. Without hard-cores, creation and annihilation operators satisfy the commutation relations

$$[c_x,c_y^{}]=\delta _{xy}.$$
(2.3)
With a hard-core, the relation is

$$[c_x,c_y^{}]=\delta _{xy}\left\{1(N+1)\underset{n:n_x=N}{}|nn|\right\}.$$
(2.4)
In order to avoid extra technicalities associated with unbounded operators, we restrict our interest to models with a hard-core condition.

The energy of the particles is given by an ‘interaction’, that is, a collection of operators $`H=(H_A)_{A^d}`$ with $`H_A:_A_A`$. We commit an abuse of notation and still denote $`H_A`$ the operator $`H_A1\mathrm{l}_{\mathrm{\Lambda }A}`$. We define operations $`(H+H^{})_A=H_A+H_A^{}`$ and $`(\lambda H)_A=\lambda H_A`$, and introduce the norm

$$H_r=\underset{x}{sup}\underset{Ax}{}H_A\mathrm{e}^{rA}$$
(2.5)
for some positive number $`r`$, where $`A`$ is the cardinality of the smallest connected set that contains $`A`$. An interaction is periodic iff there exists a subgroup $`\mathrm{\Lambda }^{}^d`$ of dimension $`d`$, such that $`H_{\tau _xA}=H_A`$ for all $`x\mathrm{\Lambda }^{}`$. Here, $`\tau _x`$ is the translation operator. The space of periodic interactions with finite norm (2.5) is a Banach space and we denote it $``$.

### 2.2. Free energy and equilibrium states

The free energy111Some authors prefer to define the pressure instead, that is equal to $`\beta `$ times the free energy. In thermodynamics, the pressure is the potential depending on temperature, volume, and chemical potential. It would be physically more appropriate for the discussion of boson models below. The free energy is however more convenient for low temperature studies, since $`lim_\beta \mathrm{}f(H)`$ exists in typical situations. for an interaction $`H`$ and at inverse temperature $`\beta `$ is

$$f(H)=\frac{1}{\beta }\underset{\mathrm{\Lambda }^d}{lim}\frac{1}{|\mathrm{\Lambda }|}\mathrm{log}\mathrm{Tr}\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A},$$
(2.6)
where the limit is taken over a sequence $`(\mathrm{\Lambda }_n)`$ of volumes such that $`lim_n\frac{|_r\mathrm{\Lambda }|}{|\mathrm{\Lambda }|}=0`$ for all $`r`$; here, $`_r\mathrm{\Lambda }=\{x\mathrm{\Lambda }:\mathrm{dist}(x,\mathrm{\Lambda }^\mathrm{c})\mathrm{}r\}`$ is an enlarged boundary of $`\mathrm{\Lambda }`$. It is well-known that the limit (2.6) is independent of the way the limit is performed, and that it is a concave function of the interactions.

An equilibrium state $`\rho _H`$ for the interaction $`H`$ is a linear, normalized, positive functional on the space of interactions, that is tangent to the free energy at $`H`$, i.e. for all $`K`$,

$$\rho _H(K)+f(H)\mathrm{}f(H+K).$$
(2.7)
To motivate this definition, let us consider the free energy at finite volume $`f_\mathrm{\Lambda }(H)`$, given by (2.6) without taking the limit. The corresponding finite-volume state would be

$$\rho _H^\mathrm{\Lambda }(K)=\frac{\mathrm{d}}{\mathrm{d}\lambda }f_\mathrm{\Lambda }(H+\lambda K)|_{\lambda =0}=\frac{\mathrm{Tr}(\frac{1}{|\mathrm{\Lambda }|}_{A\mathrm{\Lambda }}K_A)\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}}{\mathrm{Tr}\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}}.$$

The definition (2.7) is therefore more general, and allows to define states directly with the free energy in the limit of infinite volumes. The set of tangent functionals at a given $`H`$ is convex; extremal points are the ‘pure states’. Existence of more than one tangent functionals implies a first-order phase transition.

A popular definition of equilibrium states in quantum lattice systems involves ‘KMS states’. They are actually equivalent to tangent functionals, see e.g. \[Isr, Sim\].

One could restrict our interest to operators that are diagonal with respect to the basis (2.1) above. In this case, one would consider the configuration space $`^\mathrm{\Lambda }`$ and the interactions would be collections of functions on this space. As a result, we have a classical system, whose free energy is still given by (2.6). States can also be defined as tangent functionals to the free energy.

Hamiltonians (or interactions, in our case) may possess symmetries: for instance, a translation by a vector of the lattice often does not affect the energy, nor does a rotation or a reflection. In quantum statistical physics, one says that $`U:`$, $`HH^{}=U(H)`$ is a symmetry if for all volumes $`\mathrm{\Lambda }`$ that appear in the limit in (2.6) there exists a unitary operator $`U_\mathrm{\Lambda }`$ in $`_\mathrm{\Lambda }`$ such that

$$U_\mathrm{\Lambda }\underset{A\mathrm{\Lambda }}{}H_AU_\mathrm{\Lambda }^1=\underset{A\mathrm{\Lambda }}{}H_A^{}.$$
(2.8)
Clearly, one has $`f(H^{})=f(H)`$.

Let us illustrate this notion on two examples that will be relevant in the sequel. The first one is the translation by one site in the direction 1; it is defined by $`H_A^{}=H_{Ae_1}`$, where $`Ae_1=\{x:(x(1)+1,x(2),\mathrm{},x(d))A\}`$. Let us assume that the boxes $`\mathrm{\Lambda }`$ are rectangles with periodic boundary conditions, and $`1\mathrm{}x(1)\mathrm{}L`$. Then one can choose $`U_\mathrm{\Lambda }`$ to be $`U_\mathrm{\Lambda }|n_\mathrm{\Lambda }=|n_\mathrm{\Lambda }^{}`$, where $`n_x^{}=n_{(x(1)1,x(2),\mathrm{},x(d))}`$ if $`x(1)1`$, $`n_x^{}=n_{(L,x(2),\mathrm{},x(d))}`$ if $`x(1)=1`$.

The second example is relevant for the Bose-Einstein condensation and is called a ‘global gauge symmetry’; $`U_\mathrm{\Lambda }`$ takes the form $`U_\mathrm{\Lambda }=\mathrm{e}^{\mathrm{i}\alpha _{x\mathrm{\Lambda }}\widehat{n}_x}`$, $`\alpha [0,2\pi )`$. Hamiltonians describing real particles always conserve the total number of particles, and hence possess the global gauge symmetry. It can be broken however, yielding states where the number of particles fluctuates more than usual.222Large deviations of the number of particles in a finite volume are studied in \[LLS\] in the ideal Bose gas, outside the condensation regime. They are indirectly affected by BEC, if the deviated phase is a condensate. We discuss this in Section 5.

## 3. Example: Hopping particles with two-body interactions

In this section we introduce a simple lattice model and study it by means of geometric methods. One obtains that the free energy display angles corresponding to first-order phase transitions, see Fig. 2 below. Let us mention that the existence of a first-order phase transition in a quantum system in the continuum has been recently established for the (quantum) Widom-Rowlinson model \[CP, Iof\].

### 3.1. The model

The particles have kinetic and potential energy, so that the Hamiltonian is

$$H=T+V.$$
(3.1)
The kinetic energy $`T`$ of particles on a lattice is described by a discrete Laplacian that can be written using the creation and annihilation operators in the following way: $`T=(T_A)`$, with

$$T_A=\{\begin{array}{cc}t(c_x^{}c_y+c_y^{}c_x)\hfill & \text{if }A=\{x,y\}\text{ with }|xy|=1\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
(3.2)
We consider here two-body interactions given by a function $`U()`$ that depends on the Euclidean distance between two particles.

$$V_A=\{\begin{array}{cc}U(|xy|)\widehat{n}_x\widehat{n}_y\hfill & \text{if }A=\{x,y\}\text{ and }xy\hfill \\ \frac{1}{2}U(0)\widehat{n}_x(\widehat{n}_x1)\hfill & \text{if }A=\{x\}\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
(3.3)
The on-site operator $`\frac{1}{2}\widehat{n}_x(\widehat{n}_x1)`$ is the number of pairs of particles at site $`x`$, and the energy is naturally proportional to it. The model with only on-site interactions was introduced in \[FWGF\] and is usually called the Bose-Hubbard model.

In order for the Hamiltonian $`H=T+V`$ to have finite norm (2.5), the interaction $`U`$ must have exponential decay for large distances. The density of the system is controlled by a term involving a chemical potential, $`\mu N`$, where $`N`$ is the ‘interaction’ that corresponds to the number of particles; $`N_{\{x\}}=\widehat{n}_x`$ and $`N_A=0`$ if $`|A|\mathrm{}\mathrm{\hspace{0.33em}2}`$.

Let us now discuss in more details the case of a Lennard-Jones type of potential; the graph of the corresponding $`U`$ is depicted in Fig. 1. We suppose that $`U(0)=+\mathrm{}`$, corresponding to a hard-core condition that prevents multiple occupancy of the sites. We also suppose that the tail

$$u_r=\underset{|y|\mathrm{}\mathrm{\hspace{0.33em}2}}{}|U(|y|)|\mathrm{e}^{r|y|}$$
(3.4)
does not play an important role; only important values of the potential are $`U(1)`$ and $`U(\sqrt{2})`$. The results below are valid for $`u_r\mathrm{}u_0`$, the values of $`u_0`$ and $`r`$ depending on $`U(1)`$ and $`U(\sqrt{2})`$.

We start with an analysis of the ground states of the ‘classical model’ with configuration space $`\{0,1\}^\mathrm{\Lambda }`$ and a Hamiltonian given as a sum over squares $`S`$ of four nearest-neighbor sites:

$$H_\mathrm{\Lambda }^{\text{cl}}(n)=\underset{S\mathrm{\Lambda }}{}[\frac{U(1)}{2(d1)}\underset{\begin{array}{c}\{x,y\}S\\ |xy|=1\end{array}}{}n_xn_y+U(\sqrt{2})\underset{\begin{array}{c}\{x,y\}S\\ |xy|=\sqrt{2}\end{array}}{}n_xn_y]\frac{1}{4}\underset{xS}{}[\mu n_x+h(1)^xn_x].$$
(3.5)
We added a staggered interaction $`h(1)^xn_x`$, with $`(1)^x(1)^{x_1}`$. This interaction has no physical relevance, but is mathematically useful to uncover the occurrence of phases of the chessboard type that breaks the symmetry of translation invariance. One is of course interested in what happens when $`h=0`$.

Four configurations are important, namely $`(\begin{array}{cc}0& 0\\ 0& 0\end{array})`$, $`(\begin{array}{cc}1& 0\\ 0& 1\end{array})`$, $`(\begin{array}{cc}0& 1\\ 1& 0\end{array})`$,and $`(\begin{array}{cc}1& 1\\ 1& 1\end{array})`$; respective energies are

$`e^{\mu ,h}(\begin{array}{cc}0& 0\\ 0& 0\end{array})`$ $`=0`$
$`e^{\mu ,h}(\begin{array}{cc}1& 0\\ 0& 1\end{array})`$ $`=U(\sqrt{2})\frac{\mu }{2}\frac{h}{2}`$
$`e^{\mu ,h}(\begin{array}{cc}0& 1\\ 1& 0\end{array})`$ $`=U(\sqrt{2})\frac{\mu }{2}+\frac{h}{2}`$ (3.6)
$`e^{\mu ,h}(\begin{array}{cc}1& 1\\ 1& 1\end{array})`$ $`=2U(1)+2U(\sqrt{2})\mu .`$
We make the further assumptions on the potential that $`U(1)>0`$, ensuring a chessboard phase to be present, and $`U(\sqrt{2})<0`$, so that no phases with quarter density show up — they are more difficult to study, since the classical model has an infinite number of ground states. In many cases one expects that this degeneracy will be lifted as a result of ‘quantum fluctuations’, that is, the effect of a small kinetic energy $`T`$. A general theory of such effects combined with the Pirogov-Sinai theory can be found in \[DFFR, KU\]. Notice that $`U(1)>U(\sqrt{2})`$, meaning that at low temperature, the chessboard phase overcomes the phase with alternate rows or columns of 1’s and 0’s. Energies (3.1) provide the zero-temperature phase diagram and allow guesses for the low temperature situation.

### 3.2. The phase diagram

The situation at high temperature ($`\beta `$ small) is that of bosons with weak interactions and no phase transitions may occur. The natural condition for high temperature is that $`\beta H_r`$ is small; one can however prove slightly more by not requesting that $`U(0)`$ be small. So we define (compare with (2.5))

$$H_r^{}=\underset{x}{sup}\underset{\begin{array}{c}Ax\\ |A|\mathrm{}\mathrm{\hspace{0.33em}2}\end{array}}{}H_A\mathrm{e}^{rA}.$$
(3.7)
###### Theorem 3.1.

There exists $`r<\mathrm{}`$ such that if $`\beta H_r^{}<1`$, there is a unique tangent functional at $`H`$, and the free energy is real analytic in a neighborhood of $`H`$.

This theorem is proven in Section 4.4 using high temperature expansions. We shall see below that there may be more than one tangent functionals at low temperature, corresponding to equilibrium states that are not translation invariant. This implies that a transition with symmetry breaking takes place when the temperature decreases. Presumably it is second order, like in the Ising model, but there are no rigorous results to support this.

The limit $`\beta \mathrm{}`$ is easily analyzed and is depicted in Fig. 2.

The graph of the function $`e^{\mu ,h}`$ is a kind of roof with four flat parts. There are angles between each flat part, so that first derivatives have discontinuities there. The two questions that should be asked are:

* Does this picture survive when adding the tail of the potential, and the kinetic energy (hopping matrix)?
* Does this picture survive at non-zero temperatures?

The answer to both questions is yes and is provided by the quantum Pirogov-Sinai theory. It can be viewed as a considerable extension of the Peierls argument for the Ising model. It was proposed by Pirogov and Sinai for classical lattice models \[PS, Sin\], and extended to quantum models in \[BKU, DFF, DFFR, KU, FRU\]. These ideas are discussed for this model in the next section. One is then led to the phase diagram of Fig. 3.

Multiple phases and occurrences of first order phase transitions are proven when $`\beta `$ is large and $`t`$ small, i.e. at low temperature and close to the classical limit of vanishing hoppings. It is expected that BEC and superfluidity are present in dimension $`d\mathrm{}\mathrm{\hspace{0.33em}3}`$, when the temperature is low and with sufficient hoppings \[FWGF\]. Actually, the situation $`U(0)=\mathrm{}`$ and $`U(a)=0`$ for $`a\mathrm{}\mathrm{\hspace{0.33em}1}`$ corresponds to the hard-core boson model, when BEC is proven at low temperature \[DLS, KLS\]; see Section 5.

The proof of existence of phase transitions were obtained in \[BKU, DFF\]; it was realized in \[FRU\] that tangent functionals naturally fit in the context of the Pirogov-Sinai theory.

The zero-temperature energy takes the form (see Fig. 2)

$$e^{\mu ,h}=\underset{(\begin{array}{cc}& \\ & \end{array})}{\mathrm{min}}e^{\mu ,h}(\begin{array}{cc}& \\ & \end{array})$$
(3.8)
where the minimum is taken over the four configurations $`(\begin{array}{cc}0& 0\\ 0& 0\end{array})`$, $`(\begin{array}{cc}1& 0\\ 0& 1\end{array})`$, $`(\begin{array}{cc}0& 1\\ 1& 0\end{array})`$, and $`(\begin{array}{cc}1& 1\\ 1& 1\end{array})`$. There are angles at the intersections between different energies. It is not clear whether they subsist at finite temperature however — an example where angles disappear is the one-dimensional Ising model. The main result of the Pirogov-Sinai theory, in this model, is the claim that there exist four $`C^1`$ functions that are close to the energies (3.1), and that play the same role: the free energy is given by the minimum of these four functions, and hence has angles at their intersections.

###### Theorem 3.2 (Free energy at low temperature).

Assume $`d\mathrm{}\mathrm{\hspace{0.33em}2}`$. Let $`U(0)\mathrm{}`$, $`U(1)>0`$ and $`U(\sqrt{2})<0`$. There exist $`\beta _0,r<\mathrm{}`$ such that if $`\beta \mathrm{}\beta _0`$ and $`t+u_r\mathrm{}\mathrm{\hspace{0.33em}1}`$, there are real functions $`f_{(\begin{array}{cc}0& 0\\ 0& 0\end{array})}^{\mu ,h}`$, $`f_{(\begin{array}{cc}1& 0\\ 0& 1\end{array})}^{\mu ,h}`$, $`f_{(\begin{array}{cc}0& 1\\ 1& 0\end{array})}^{\mu ,h}`$, $`f_{(\begin{array}{cc}1& 1\\ 1& 1\end{array})}^{\mu ,h}`$ such that

* $$\underset{\begin{array}{c}\beta \mathrm{}\\ T,u_r0\end{array}}{lim}f_{(\begin{array}{cc}& \\ & \end{array})}^{\mu ,h}=e^{\mu ,h}(\begin{array}{cc}& \\ & \end{array})\text{and}\underset{\begin{array}{c}\beta \mathrm{}\\ T,u_r0\end{array}}{lim}\frac{}{\mu ,h}f_{(\begin{array}{cc}& \\ & \end{array})}^{\mu ,h}=\frac{}{\mu ,h}e^{\mu ,h}(\begin{array}{cc}& \\ & \end{array})$$

uniformly in $`\mu ,h`$. Limits are taken in any order. The limit $`u_r0`$ means that $`U(a)0`$ for all $`a\mathrm{}\mathrm{\hspace{0.33em}2}`$.
* The free energy (2.6) is given by

$$f^{\mu ,h}=\underset{(\begin{array}{cc}& \\ & \end{array})}{\mathrm{min}}f_{(\begin{array}{cc}& \\ & \end{array})}^{\mu ,h}.$$
* The functions are $`C^1`$ in $`\mu ,h`$ with uniformly bounded derivatives. Furthermore, $`f_{(\begin{array}{cc}& \\ & \end{array})}^{\mu ,h}`$ is real analytic in $`\mu ,h`$ when $`f_{(\begin{array}{cc}& \\ & \end{array})}^{\mu ,h}`$ is the unique minimum.

The phase diagram is therefore governed by these four functions; clearly, it is symmetric under the transformation $`hh`$. Let $`\mu _1`$ be the coexistence point of $`(\begin{array}{cc}0& 0\\ 0& 0\end{array})`$ and the chessboards, i.e.

$$f_{(\begin{array}{cc}0& 0\\ 0& 0\end{array})}^{\mu _1,0}=f_{(\begin{array}{cc}0& 1\\ 1& 0\end{array})}^{\mu _1,0},$$
(3.9)
and $`\mu _2`$ be the coexistence between the chessboard and $`(\begin{array}{cc}1& 1\\ 1& 1\end{array})`$. There are exactly two extremal tangent functionals for $`\mu _1<\mu <\mu _2`$ and $`h=0`$. Exactly three for $`\mu =\mu _1`$ and $`h=0`$, as well as for $`\mu =\mu _2`$ and $`h=0`$. There is a unique tangent functional everywhere else.

Among the consequences are various first-order phase transitions. For instance,

$$\frac{}{h}f^{\mu ,h}|_{h=0}\frac{}{h}f^{\mu ,h}|_{h=0+}$$
(3.10)
for $`\mu _1<\mu <\mu _2`$; also, if $`h=0`$,

$$\frac{}{\mu }f^{\mu ,0}|_{\mu =\mu _1}\frac{}{\mu }f^{\mu ,0}|_{\mu =\mu _1+},$$
(3.11)
and similarly at $`\mu _2`$.

Construction of the functions (‘metastable free energies’ in the Pirogov-Sinai terminology) is done in two steps. First, using a space-time representation of the model, one defines an equivalent contour model. This step is explained in the next section; it gives the opportunity to make the link with a stochastic process of classical particles jumping on the lattice. The second step is to get an expression for the metastable free energies starting from a contour model, and this is achieved using the standard Pirogov-Sinai theory \[PS, Sin\]. This is only outlined here. Ideas are described e.g. in \[Kot\]; we also mention \[Uel\] for a self-contained review which includes precise statements on tangent functionals.

### 3.3. Incompressibility

The space-time contour representation actually allows us to obtain more. The total number of particles is conserved, and as a consequence the ground state of the quantum model has same density as that of the model without hoppings, and hence the compressibility is zero. The following observations were made in \[BKU2\].

Since a state is a linear functional on the space of interactions, we have to understand what is the density of the systems. We consider the interaction $`N`$:

$$N_A=\{\begin{array}{cc}\widehat{n}_x\hfill & \text{if }A=\{x\}\hfill \\ 0\hfill & \text{ otherwise;}\hfill \end{array}$$
(3.12)
if $`\rho `$ denotes a state, than the corresponding density is $`\rho (N)`$. It is a function of the chemical potential $`\mu `$. One defines the compressibility $`\kappa _\text{T}`$,

$$\kappa _\text{T}=\frac{}{\mu }\rho (N)$$
(3.13)
where the derivative is with constant temperature (i.e. $`\beta `$). The theorem below claims incompressibility of the ground state, and also that the low temperature states are close to incompressible. It holds in all dimensions.

###### Theorem 3.3.

Let $`U(0)\mathrm{}`$, $`U(1)>0`$ and $`U(\sqrt{2})<0`$. There exist $`\beta _0,r<\mathrm{}`$ such that if $`\beta \mathrm{}\beta _0`$ and $`t+u_r\mathrm{}\mathrm{\hspace{0.33em}1}`$, one has

$`|\rho (N)\rho _0(N)|\mathrm{}C\mathrm{e}^{\beta r^{}};`$
$`|\kappa _\mathrm{T}|\mathrm{}C\mathrm{e}^{\beta r^{}}`$
for some $`C<\mathrm{}`$, $`r^{}>0`$.

## 4. The space-time representation and the equivalent contour model

### 4.1. Equivalence with a stochastic system

We start with the finite-volume expression for the free energy,

$$f_\mathrm{\Lambda }^{\mu ,h}=\frac{1}{\beta |\mathrm{\Lambda }|}\mathrm{log}\mathrm{Tr}\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A},$$
(4.1)
with $`H=T+V\mu N`$. Notice that the last two interactions are diagonal with respect to the basis (2.1).

One can give various probabilistic interpretations for (4.1), see e.g. \[Tóth\]. A natural one is a continous-time Markov chain where the collection of random variables $`\{n(t)\}_{t\mathrm{}\mathrm{\hspace{0.33em}0}}`$ take values in $`\{0,\mathrm{},N\}^\mathrm{\Lambda }`$. Let us introduce the set of ‘neighbors’ of a configuration $`n`$:

$$𝒩(n)=\{n^{}:x,y\text{ with }|xy|=1\text{ and }n_x^{}=n_z\delta _{zx}+\delta _{zy}\text{ for all }z\mathrm{\Lambda }\}.$$
(4.2)
The generator of this random process is

$$G_{nn^{}}=\{\begin{array}{cc}1\hfill & \text{if }n^{}𝒩(n)\hfill \\ |𝒩(n)|\hfill & \text{if }n^{}=n\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
(4.3)
The partition function $`Z_\mathrm{\Lambda }=\mathrm{Tr}\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}`$ is the expectation

$$Z_\mathrm{\Lambda }=𝔼_{[0,\beta ]}\left(\chi [n(0)=n(\beta )]\mathrm{exp}\left\{_0^\beta d\tau \left[\underset{x,y\mathrm{\Lambda }}{}U(|xy|)n_x(\tau )n_y(\tau )\mu \underset{x\mathrm{\Lambda }}{}n_x(\tau )\right]\right\}\right).$$
(4.4)
Another representation that is more appealing for the physical intuition involves continuous-time simple random walks. It was explicited in \[CS\] and used to obtain a bound on the free energy of the Heisenberg model \[CS2, Tóth\]. Let $`\{x_j(t)\}_{t\mathrm{}\mathrm{\hspace{0.33em}0}}`$, $`1\mathrm{}j\mathrm{}N`$, be random walks with generator

$$L_{xy}=\{\begin{array}{cc}1\hfill & \text{if }|xy|=1\hfill \\ 2d\hfill & \text{if }x=y\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
(4.5)
Then the partition function takes the form

$$\begin{array}{c}Z_\mathrm{\Lambda }=\underset{N\mathrm{}\mathrm{\hspace{0.33em}0}}{\overset{\mathrm{}}{}}\frac{\mathrm{e}^{\beta \mu N}}{N!}\underset{x_1,\mathrm{},x_N\mathrm{\Lambda }}{}\underset{\pi S_N}{}𝔼(\chi [x_i(\beta )=x_{\pi (i)},1\mathrm{}i\mathrm{}N]\hfill \\ \hfill \mathrm{exp}\{_0^\beta \mathrm{d}\tau \underset{i<j}{}U(|x_i(\tau )x_j(\tau )|)\}|x_i(0)=x_i,1\mathrm{}i\mathrm{}N).\end{array}$$
(4.6)
Here particles have to start and end in $`\mathrm{\Lambda }`$, but they are meanwhile free to move outside. One could impose more stringent boundary conditions, by defining a generator $`L_{xy}^\mathrm{\Lambda }`$ that does not allow particles to leave or enter $`\mathrm{\Lambda }`$, or by adding an infinite potential outside of $`\mathrm{\Lambda }`$. It is however useless, as the free energies corresponding to these various partition functions have the same thermodynamic limit.

Notice the sum over permutations in (4.6); this suggests to consider probability on sets of permutations, for instance the probability that the permutation has infinite cycles. We discuss this in Section 6, where (4.6) is heuristically important.

Let us mention another example of close ties between quantum systems and probability theory: Aizenman and Nachtergaele showed the equivalence of a quantum spin chain with a stochastic process, which is itself equivalent to a two-dimensional Potts model \[AN\]. Using results established for the latter, the authors can draw new conclusions on the former.

### 4.2. Equivalence with a contour model

A way to derive these stochastic representations is by using Duhamel formula: if $`𝑨`$ and $`𝑩`$ are two matrices, then

$`\mathrm{e}^{𝑨+𝑩}`$ $`=\mathrm{e}^𝑨+{\displaystyle _0^1}d\tau \mathrm{e}^{\tau 𝑨}𝑩\mathrm{e}^{(1\tau )(𝑨+𝑩)}`$
$`=\mathrm{e}^𝑨+{\displaystyle \underset{m\mathrm{}\mathrm{\hspace{0.33em}1}}{}}{\displaystyle _{0<\tau _1<\mathrm{}<\tau _m<1}}d\tau _1\mathrm{}d\tau _m\mathrm{e}^{\tau _1𝑨}𝑩\mathrm{e}^{(\tau _2\tau _1)𝑨}𝑩\mathrm{}𝑩\mathrm{e}^{(1\tau _m)𝑨}.`$ (4.7)
Here we set $`𝑨=_{A\mathrm{\Lambda }}(V_A\mu N_AhP_A)`$, with $`P`$ denoting the staggered interaction, and $`𝑩=_{A\mathrm{\Lambda }}T_A`$. Taking the trace, and introducing $`1\mathrm{l}=_n|nn|`$ on the right of each operator $`𝑩`$, we get the following expression:

$$\begin{array}{c}Z_\mathrm{\Lambda }=\underset{m\mathrm{}\mathrm{\hspace{0.33em}0}}{}(1)^m\underset{A_1,\mathrm{},A_m}{}\underset{n_1,\mathrm{},n_m}{}_{0<\tau _1<\mathrm{}<\tau _m<\beta }d\tau _1\mathrm{}d\tau _m\mathrm{e}^{\tau _1H_\mathrm{\Lambda }(n_1)}n_1|T_{A_1}|n_2\hfill \\ \hfill \mathrm{e}^{(\tau _2\tau _1)H_\mathrm{\Lambda }(n_2)}n_2|T_{A_2}|n_3\mathrm{}n_m|T_{A_m}|n_1\mathrm{e}^{(\beta \tau _m)H_\mathrm{\Lambda }(n_1)},\end{array}$$
(4.8)
where we introduced $`H_\mathrm{\Lambda }(n)=_{A\mathrm{\Lambda }}n|H_A|n`$. One recognizes (4.4) and (4.6). Indeed, the sum over $`\{A_i\}`$ is actually over pairs of nearest-neighbors; $`n_1|T_{\{x,y\}}|n_2`$ is zero unless $`n_2`$ is a ‘neighbor’ of $`n_1`$, i.e. it is the same as $`n_1`$ up to one particle that moved from $`x`$ to $`y`$, or from $`y`$ to $`x`$. Finally, $`\{\mathrm{e}^{(\tau _j\tau _{j1})H_\mathrm{\Lambda }(n_j)}\}`$ is represented in (4.4) and (4.6) by the exponential.

To each choice of $`m`$, $`\{A_j\}`$, $`\{n_j\}`$, $`\{\tau _j\}`$, corresponds a space-time picture illustrated in Fig. 4. We write $`𝒏(\tau )`$ the configuration at time $`\tau `$, that is, $`𝒏(\tau )=n_j`$ if $`\tau _{j1}\mathrm{}\tau <\tau _j`$.

The goal is to extract some information on the analytic properties of the free energy, that is, the logarithm of the partition function. A technique that was proposed in 1975 for the study of extensions of the Ising model is the Pirogov-Sinai theory \[PS, Sin\], which was later extended to quantum systems in \[BKU, DFF, DFFR, KU, FRU\]. The strategy is to map the quantum system onto a ‘contour model’. The latter is a model where the states are not configurations or vectors of a Hilbert space, but sets of mutually disjoint contours; the statistical weight $`\mathrm{e}^{\beta H}`$ is replaced by a product of individual weights for each contour.

Let us describe in details the setting of a contour model.

A contour $`𝒜`$ is a pair $`(A,\alpha )`$, where $`A^\nu `$ is a connected set and is the support of $`𝒜`$. In order to define $`\alpha `$, let us introduce the closed unit cell $`C(x)^\nu `$ centered at $`x`$; the boundary $`B(A)`$ of $`A^\nu `$ is

$$B(A)=\{C(x)C(y):xA,yA\}.$$
(4.9)
The boundary $`B(A)`$ decomposes into connected components; each connected component $`b`$ is given a label $`\alpha _b\{1,\mathrm{},p\}`$, and $`\alpha =(\alpha _b)`$.

Let $`\mathrm{\Lambda }^\nu `$ finite, with periodic boundary conditions. A set of contours $`\{𝒜_1,\mathrm{},𝒜_k\}`$ is admissible iff

* $`A_i\mathrm{\Lambda }`$ for all $`i`$, and $`\mathrm{dist}(A_i,A_j)\mathrm{}\mathrm{\hspace{0.33em}1}`$ if $`ij`$.
* Labels $`\alpha _j`$ are matching in the following sense. Let $`W=\mathrm{\Lambda }_{j=1}^kA_j`$; then each connected component of $`W`$ must have same label on its boundaries.

For $`j\{1,\mathrm{},p\}`$, let $`W_j`$ be the union of all connected components of $`W`$ with labels $`j`$ on their boundaries.

The partition function of a contour model has the form

$$Z_\mathrm{\Lambda }=\underset{\{𝒜_1,\mathrm{},𝒜_k\}}{}\underset{j=1}{\overset{k}{}}w(𝒜_j)\underset{i=1}{\overset{p}{}}\mathrm{e}^{\beta e_i|W_i|},$$
(4.10)
where the sum is over admissible sets of contours in $`\mathrm{\Lambda }`$.

The weight $`w(𝒜)`$ of a contour $`𝒜`$ is a complex function of the temperature and of the parameters of the phase diagram (here $`\mu `$ and $`h`$) that is real anlaytic in all these parameters. Furthermore, we need that

$$|w(𝒜)|\mathrm{}\mathrm{e}^{\beta e_0|A|}\mathrm{e}^{r|A|}$$
(4.11)
for a large enough constant $`r`$ (depending on $`d`$ and $`p`$). This typically holds when $`\beta `$ is large. We also need that partial derivatives of the weights with respect to $`\mu `$ and $`h`$ satisfy the same bounds.

Many classical lattice models have such a representation. The usual way to define a contour model is to attribute a set of contours to each configuration. One is given a finite set of periodic configurations (‘low energy configurations’, or ‘reference configurations’), and one defines ‘excited sites’ as those sites whose neighborhood does not agree with any of the reference configurations. The set of excited sites decompose into connected components, that are supports of the contours. Outside the contours the configuration agrees with one of the reference configurations, and the labels indicate which one.

The labels are important because the weight of a contour typically depends on which configuration lies outside. If we want this weight to depend on the contour only, we need to provide the information contained in the labels.

We are looking for a similar approach here with the space-time representation. On the one hand, we expect the phase diagram to display four phases: a phase with very low density, corresponding to $`(\begin{array}{cc}0& 0\\ 0& 0\end{array})`$; two chessboard phases, $`(\begin{array}{cc}1& 0\\ 0& 1\end{array})`$ and $`(\begin{array}{cc}0& 1\\ 1& 0\end{array})`$; and a phase with density close to 1, $`(\begin{array}{cc}1& 1\\ 1& 1\end{array})`$. These are our reference configurations. On the other hand, we suppose here that particles have small hoppings, so that jumps are typically rare in Fig. 4.

In order to get contours that have supports on a lattice, we discretize the continuous direction. Let $`\stackrel{~}{\beta }`$ such that $`\beta =M\stackrel{~}{\beta }`$ with $`M`$ an integer. We consider the lattice $`𝚲=\mathrm{\Lambda }\times \{1,\mathrm{},M\}`$. A site $`𝒙=(x,s)𝚲`$ is ‘in the state $`(\begin{array}{cc}0& 0\\ 0& 0\end{array})`$’ if for all $`y`$ with $`|yx|\mathrm{}\mathrm{\hspace{0.33em}1}`$, and all $`(s1)\stackrel{~}{\beta }<\tau <s\stackrel{~}{\beta }`$, we have $`𝒏_y(\tau )=0`$. We make similar definitions for the other three reference configurations.

Cells that are not in such a state are excited. Connected components of the set of excited cells are the supports of the contours, and labels take values in $`\{(\begin{array}{cc}0& 0\\ 0& 0\end{array}),(\begin{array}{cc}1& 0\\ 0& 1\end{array}),(\begin{array}{cc}0& 1\\ 1& 0\end{array}),(\begin{array}{cc}1& 1\\ 1& 1\end{array})\}`$ and contain information on which configuration touches the support. This is illustrated in Fig. 5.

Summing first over contour configurations, then integrating over compatible space-time configurations, we can rewrite (4.8) as

$$Z_\mathrm{\Lambda }=\underset{\{𝒜_1,\mathrm{},𝒜_k\}}{}\underset{i=1}{\overset{k}{}}w(𝒜_i)\underset{i=1}{\overset{4}{}}\mathrm{e}^{\stackrel{~}{\beta }e_i|W_i|}.$$
(4.12)
The expression for the weight $`w(𝒜)`$ is complicated, but the exponential bound (4.11) is not too hard to obtain. It will require $`\stackrel{~}{\beta }\mathrm{\Delta }`$ to be large, and $`\stackrel{~}{\beta }t`$ to be small. Theorem 3.2 is then a result of the Pirogov-Sinai theory, see for instance \[Uel\].

### 4.3. Consequences of the contour representation

A few words need to be added in view of Theorem 3.3. The density is

$$\rho =\underset{\mathrm{\Lambda }^d}{lim}\frac{\mathrm{Tr}\left(\frac{1}{|\mathrm{\Lambda }|}_{x\mathrm{\Lambda }}\widehat{n}_x\right)\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}}{Z_\mathrm{\Lambda }}.$$
(4.13)
This expression for the density agrees with that in terms of derivative of the free energy, provided the latter is differentiable. Indeed, let $`f(\mu )`$ be the infinite volume free energy as a function of the chemical potential. It is concave, and if it is differentiable at $`\mu `$ we have

$$\rho =\frac{\mathrm{d}f(\mu )}{\mathrm{d}\mu }=\underset{\mathrm{\Lambda }^d}{lim}\frac{\mathrm{d}f_\mathrm{\Lambda }(\mu )}{\mathrm{d}\mu }.$$
(4.14)
The space-time expansion of (4.13) was studied in \[BKU2\]. Due to the conservation of the total number of particles, differences between the density of the quantum model (with hoppings) and the classical one (without hoppings) lead to contours that wind around the torus $`\mathrm{\Lambda }\times [0,\beta ]_{\text{per}}`$. Hence their length is at least $`\beta `$, and no such contours survive when taking the limit $`\beta \mathrm{}`$. As a consequence, the density of the quantum model is locked to the classical one.

This clearly implies that the compressibility vanishes at zero temperature. To obtain the low temperature bounds requires some more work, that also goes through an expansion involving winding contours \[BKU2\].

### 4.4. Proof of Theorem 3.1

We conclude this section by proving that there is a unique equilibrium state at high temperature, as stated in Theorem 3.1. It strongly relies on ideas discussed above, with many simplifications. We show the equivalence between the quantum model and a polymer model — this is a contour model without labels (i.e. $`p=1`$). Once we have obtained this equivalence, the results follow from cluster expansions \[KP, Dob, BZ\].

Using the Duhamel formula (4.7), we get

$$\begin{array}{c}\mathrm{Tr}\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}=\mathrm{Tr}\mathrm{e}^{\beta _{x\mathrm{\Lambda }}H_{\{x\}}}+\underset{m\mathrm{}\mathrm{\hspace{0.33em}1}}{}(1)^m\underset{\begin{array}{c}A_1,\mathrm{},A_m\\ |A_j|\mathrm{}\mathrm{\hspace{0.33em}2}\end{array}}{}_{0<\tau _1<\mathrm{}<\tau _m<\beta }d\tau _1\mathrm{}d\tau _m\hfill \\ \hfill \mathrm{Tr}\mathrm{e}^{\tau _1_xH_{\{x\}}}H_{A_1}\mathrm{e}^{(\tau _2\tau _1)_xH_{\{x\}}}\mathrm{}\mathrm{e}^{(\beta \tau _m)_xH_{\{x\}}}.\end{array}$$
(4.15)
Let $`F_x^{(0)}`$ be defined by

$$\mathrm{e}^{\beta F_x^{(0)}}=\mathrm{Tr}\mathrm{e}^{\beta H_{\{x\}}},$$
(4.16)
with the trace taken in the single-site Hilbert space $`_x`$. We also set $`F_A^{(0)}=_{xA}F_x^{(0)}`$. We define polymers as connected components of the set $`_{j=1}^mA_j`$, and the weight of a polymer $`A`$ to be

$$\begin{array}{c}w(A)=\mathrm{e}^{\beta F_A^{(0)}}\underset{m\mathrm{}\mathrm{\hspace{0.33em}1}}{}(1)^m\underset{\begin{array}{c}A_1,\mathrm{},A_m\\ |A_j|\mathrm{}\mathrm{\hspace{0.33em}2},_jA_j=A\end{array}}{}_{0<\tau _1<\mathrm{}<\tau _m<\beta }d\tau _1\mathrm{}d\tau _m\hfill \\ \hfill \mathrm{Tr}\mathrm{e}^{\tau _1_{xA}H_{\{x\}}}H_{A_1}\mathrm{e}^{(\tau _2\tau _1)_xH_{\{x\}}}\mathrm{}\mathrm{e}^{(\beta \tau _m)_{xA}H_{\{x\}}}.\end{array}$$
(4.17)
Then

$$\mathrm{Tr}\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}=\mathrm{e}^{\beta F_\mathrm{\Lambda }^{(0)}}\underset{\{A_1,\mathrm{},A_k\}}{}\underset{j=1}{\overset{k}{}}w(A_j).$$
(4.18)
This is the partition function of a polymer model.

We need a bound on the weight of the polymers. Since the dimension of the Hilbert space $`_A`$ is $`(N+1)^{|A|}`$, we can estimate the last line of (4.17) by

$$\mathrm{Tr}\mathrm{}(N+1)^{|A|}\underset{xA}{}\mathrm{e}^{\beta H_{\{x\}}}\underset{j=1}{\overset{m}{}}H_{A_j}.$$
(4.19)
Furthermore,

$$\mathrm{e}^{\beta H_{\{x\}}}\mathrm{}\mathrm{e}^{\beta F_x^{(0)}},$$
(4.20)
so we obtain

$`|w(A)|`$ $`\mathrm{}(N+1)^{|A|}\mathrm{e}^{r|A|}{\displaystyle \underset{m\mathrm{}\mathrm{\hspace{0.33em}1}}{}}{\displaystyle \frac{1}{m!}}\left({\displaystyle \underset{\begin{array}{c}A^{}A\\ |A^{}|\mathrm{}\mathrm{\hspace{0.33em}2}\end{array}}{}}H_A^{}\mathrm{e}^{r|A^{}|}\right)^m`$
$`\mathrm{}\mathrm{e}^{|A|\mathrm{log}(N+1)}\mathrm{e}^{r|A|}\mathrm{e}^{|A|H_r^{}}.`$ (4.21)
This satisfies the assumptions of the cluster expansions when $`H_r^{}\mathrm{}\mathrm{\hspace{0.33em}1}`$ and $`r\mathrm{log}(N+1)1`$ is large enough (depending on $`d`$ only). One then obtains an exact expression for the infinite-volume free energy: in the translation invariant case ($`F_x=F_y`$ and $`w(A+x)=w(A)`$), the mean free energy is given by

$$f=F_0^{(0)}\frac{1}{\beta }\underset{(A_1,\mathrm{},A_k)}{}\phi ^\text{T}(A_1,\mathrm{},A_k)\underset{j=1}{\overset{k}{}}w(A_j),$$
(4.22)
with the sum over clusters, that is, $`k`$-tuples $`(A_1,\mathrm{},A_k)`$, $`k\mathrm{}\mathrm{\hspace{0.33em}1}`$, such that their union $`_{j=1}^kA_j`$ is connected. The combinatoric factor $`\phi ^\text{T}(A_1,\mathrm{},A_k)`$ has an expression involving the graph of $`k`$ vertices with an edge between $`i`$ and $`j`$ whenever $`A_iA_j`$ is connected. The results on cluster expansions include bounds ensuring the convergence of the sum (4.22); see e.g. \[KP, Dob, BZ\] for detailed results and proofs.

By averaging over a cell whose dimensions are given by the periods of the interactions, one obtains a similar expression in the case of periodicity rather than translation invariance.

If $`H_r^{}<1`$, then $`H+\lambda P_r^{}<1`$ for all perturbation $`P`$, and $`\lambda `$ in a neighborhood of 0, and one can perform the above expansions. As a result, we obtain a free energy $`f(\lambda )`$ that is given by a convergent sum of clusters, with weights that are analytic in $`\lambda `$. Therefore $`f(\lambda )`$ is real analytic, and there is a unique tangent functional at $`H`$.

## 5. A discussion of the Bose-Einstein condensation

### 5.1. The origins

The story started in 1924 when Bose sent a paper to Einstein, that was previously rejected by Philosophical Magazine. Einstein translated it into German and recommended its publication in Zeitschrift für Physik; he wrote articles shortly afterwards in Sitzungsberichte der Preussische Akademie der Wissenschaften (1924–25). The ‘Bose-Einstein statistics’ for quantum particles (in particular photons) was uncovered, and a curious phase transition was proposed, where the ground state of the one-particle Hamiltonian is macroscopically occupied. This is the Bose-Einstein condensation for the ideal boson gas (that is, without interactions).

For some time it was not clear whether such a transition was really occurring in the nature; but London proposed in 1938 that superfluidity in Helium was a consequence of a Bose-Einstein condensation, an idea that is largely accepted nowadays.

Is there a condensation for interacting systems as well, and what does it mean? These questions were addressed by Feynman \[Fey\]; he proposed the idea that the transition corresponds to positive probability for the occurrence of infinite cycles in the space-time representation — this will be discussed in greater details in the next section. Feynman’s conclusion is that weakly interacting systems behave like non-interacting ones, albeit with a larger effective mass, and still display condensation.

Direct experimental evidence of BEC has been observed only recently \[AEMWC\].

### 5.2. General ideas

A system of $`N`$ bosons in the continuum is described by the Hamiltonian

$$H=\frac{\mathrm{}^2}{2m}\underset{j=1}{\overset{N}{}}\mathrm{\Delta }_j+\underset{i<j}{}U(|x_ix_j|).$$
(5.1)
Here, $`\mathrm{\Delta }_j`$ is the Laplace operator $`_{\alpha =1}^d\frac{^2}{x_{j,\alpha }^2}`$ and $`x_j`$ is the position of the $`j`$-th particle. The low temperatures should be described by the Bogolubov theory, see e.g. \[Lieb, ZB\] for an introduction and partial justifications. The Bogolubov theory relies on the assumption that most of the particles are in the ground state of the Laplace operator (that is, the Hamiltonian for the ideal gas), which is false in presence of interactions. Still, many predictions are correct; in particular, it gives a value for the ground state energy per particle $`e_0`$ at low density,

$$e_0=\frac{2\pi \mathrm{}^2\rho a}{m}\left(1+o(\rho a^3)\right),$$
(5.2)
where $`\rho `$ is the density and $`a`$ is the scattering length of the potential $`U`$. This formula has been rigorously established by Lieb and Yngvason \[LY\]. This and other results are reviewed in \[Lieb2\].

Further developments led to the concept of off-diagonal long-range order due to Penrose and Onsager \[PO\]. Take e.g. the lattice model of Section 3. One considers the following order parameter:

$$c_x^{}c_y=\underset{\mathrm{\Lambda }^d}{lim}\frac{\mathrm{Tr}c_x^{}c_y\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}}{\mathrm{Tr}\mathrm{e}^{\beta _{A\mathrm{\Lambda }}H_A}}$$
(5.3)
where $`H=T+V\mu N`$, and the traces are in the Hilbert space $`_{x\mathrm{\Lambda }}_x`$. Here, it is natural to set periodic boundary conditions for $`\mathrm{\Lambda }`$. The question is:

> Does $`lim_{|xy|\mathrm{}}c_x^{}c_y`$ differ from 0?

The equilibrium state at high temperature is unique and clustering, see Theorem 3.1, and hence BEC must be searched at low temperatures.

### 5.3. The hard-core boson lattice model

There is one rigorous result concerning the existence of condensation in a reasonable model of interacting bosons. This is a lattice model where bosons interact with hard-core repulsion, i.e. the Hamiltonian (3.1) with $`U(0)\mathrm{}`$ and $`U(a)0`$ if $`a\mathrm{}\mathrm{\hspace{0.33em}1}`$. The theorem below is due to Dyson, Lieb and Simon \[DLS\], and Kennedy, Lieb and Shastry \[KLS\]. It is stated for 3 or more dimensions and at low temperature, but it also holds for the ground state of the 2-dimensional model \[KLS\].

###### Theorem 5.1.

Take $`d\mathrm{}\mathrm{\hspace{0.33em}3}`$, $`H=T+V`$ with $`U(0)\mathrm{}`$, $`U(a)0`$ for $`a>0`$. Then there is $`\beta _0<\mathrm{}`$ such that for $`\beta >\beta _0`$,

$$\underset{|xy|\mathrm{}}{lim}c_x^{}c_y0.$$

This theorem implies the existence of a phase transition in the sense that the state $``$ is not clustering. It is established using ‘reflection positivity’, introduced in \[FSS\] for proving spontaneous magnetization in the classical Heisenberg model; its difficult extension to quantum systems was done in \[DLS\]. The claims of \[DLS, KLS\] that are relevant here deal with spontaneous magnetization in the spin $`\frac{1}{2}`$ $`x`$-$`y`$ model. Let us discuss analogies between spins and hard-core boson systems. For the latter, we take $`_0^2`$ and define self-adjoint operators $`\{S_x^{(1)},S_x^{(2)},S_x^{(3)}\}_{x^d}`$, that commute if they are located on different sites, and satisfy $`[S_x^{(1)},S_x^{(2)}]=\mathrm{i}S_x^{(3)}`$ (and permutations of (1,2,3)) at a same site. (These matrices are called Pauli matrices.) The $`x`$-$`y`$ model has interaction $`S_x^{(1)}S_y^{(1)}S_x^{(2)}S_y^{(2)}`$ on nearest-neighbor sites $`x,y`$, and zero otherwise.

The correspondence to boson models is done by setting

$`c_x^{}=S_x^{(1)}+\mathrm{i}S_x^{(2)}`$
$`c_x=S_x^{(1)}\mathrm{i}S_x^{(2)}`$ (5.4)
$`n_x=S_x^{(3)}+\frac{1}{2}`$
In the case of hard-cores (with $`N=1`$) the commutation relations are $`[c_x^\mathrm{\#},c_y^\mathrm{\#}]=0`$ if $`xy`$, and $`\{c_x,c_x^{}\}=1`$, where $`\{,\}`$ denotes the anticommutator. It is easy to check that these also follow from the commutation relations of spin operators, and from definitions above. The $`x`$-$`y`$ model is equivalent to $`H^{}`$,

$$H_A^{}=\{\begin{array}{cc}\frac{1}{2}[c_x^{}c_y+c_y^{}c_x]\hfill & \text{if }A=\{x,y\},|xy|=1\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
(5.5)
Off-diagonal long-range order is then equivalent to spontaneous magnetization in the 1-2 plane.

### 5.4. BEC & symmetry breaking

The Bose-Einstein condensation is related to a symmetry breaking, namely ‘global gauge invariance’. Let us note that the Hamiltonian (3.1) conserves the total number of particles, i.e.

$$[\underset{A\mathrm{\Lambda }}{}H_A,\underset{x\mathrm{\Lambda }}{}\widehat{n}_x]=0.$$
(5.6)
Therefore one can define the unitary operator $`U_\mathrm{\Lambda }=\mathrm{e}^{\mathrm{i}\alpha _{x\mathrm{\Lambda }}\widehat{n}_x}`$, which is a symmetry of the Hamiltonian. Its action on creation and annihilation operators is

$`U_\mathrm{\Lambda }c_x^{}U_\mathrm{\Lambda }^1=\mathrm{e}^{\mathrm{i}\alpha }c_x^{}`$
$`U_\mathrm{\Lambda }c_xU_\mathrm{\Lambda }^1=\mathrm{e}^{\mathrm{i}\alpha }c_x^{}.`$ (5.7)
This is easily seen from the action of all these operators on elements of the basis (2.1).

To study the properties of the free energies as a function of the interactions, one has to proceed similarly as in Section 3. Recall that we added a non translation-invariant (and non-physical) interaction $`hP`$ and looked at a phase diagram where $`h`$ is a parameter. This is similar here. First, we need an interaction that does not conserve the total number of particles. The simplest choice with self-adjoint operators is $`Q=(Q_A)`$, with

$$Q_A=\{\begin{array}{cc}\mathrm{e}^{\mathrm{i}\alpha }c_x^{}+\mathrm{e}^{\mathrm{i}\alpha }c_x\hfill & \text{if }A=\{x\}\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$
(5.8)
Supposedly, there is a unique tangent functional to the free energy at $`H+hQ`$ for all $`h0`$, but there should be an infinite number of extremal states at $`H`$, if the temperature is low enough; each of these extremal states is indexed by $`\alpha [0,2\pi )`$. Since there is a unique equilibrium state at high temperature (Theorem 3.1), we face here the breakdown of a continuous symmetry. It should occur at low temperature and if the dimension of the lattice is greater or equal to 3.

There is no rigorous result to support this discussion, besides the weaker — but important! — statement of Theorem 5.1 in the case of the hard-core boson gas.

## 6. Infinite cycles: context and conjectures

### 6.1. Heuristics

In the last section of this brief review, we discuss an approach to the BEC initiated by Feynman 50 years ago \[Fey\], that focusses on the occurrence of infinite cycles in the space-time representation. Its appeal to probabilists should be evident — it looks at first sight like a percolation phenomenon. However, the one-dimensional nature of cycles makes them harder to study than clusters. Still, some progress should be possible.

The partition function for the Hamiltonian (5.1) can be expanded via Feynman-Kac; setting $`\mathrm{}^2/2m=1`$, the partition function is given by

$$\begin{array}{c}Z_V=\underset{N\mathrm{}\mathrm{\hspace{0.33em}0}}{}\frac{\mathrm{e}^{\beta \mu N}}{N!}_Vdx_1\mathrm{}dx_N\underset{\pi S_N}{}\left(\underset{i=1}{\overset{N}{}}_{\begin{array}{c}𝒙_i(0)=x_i\\ 𝒙_i(\beta )=x_{\pi (i)}\end{array}}dW_{[0,\beta ]}(𝒙_i)\right)\hfill \\ \hfill \mathrm{exp}\left\{_0^\beta d\tau \underset{i<j}{}U(|𝒙_i(\tau )𝒙_j(\tau )|)\right\}.\end{array}$$
(6.1)
Here, integrals are over Brownian paths starting at $`x_i`$ and ending at $`x_{\pi (i)}`$. See \[Gin\] for an introduction to functional integration. This expression is very similar to (4.6) for lattice systems and is illustrated in Fig. 6.

The space-time is periodic in the vertical direction, so it is topologically equivalent to a cylinder. Bosons wind around the cylinder, forming cycles (see Fig. 6). Feynman’s idea is to consider the length of these cycles, and to look at the probability of occurrence of infinite ones. He identifies the onset of a positive probability to a Bose-Einstein condensation. In his paper \[Fey\] he argues that interactions only slow down the diffusion of bosons, without forbidding infinite cycles, and he concludes that BEC should also occur in interacting systems.

Cycles were studied in \[Sütő\], where it is proved in particular that, in the case of the ideal gas (that is, non-interacting particles), infinite cycles do occur below the transition temperature for BEC. The converse statement, namely absence of infinite cycles in absence of BEC, is not proven yet, although it is doubtlessly true.

However, the equivalence between BEC and occurrence of infinite cycles is not obvious. Consider e.g. the model discussed in Section 3. Our results imply absence of BEC at low temperature and with small $`T`$; on the other hand, even though they have restricted motions, bosons can interchange with neighbors, and infinite cycles seem likely for low enough temperature, if the dimension is greater or equal to 3 — this has something to do with probabilities of recurrence of random walks. A lattice model can be viewed as a continuum model where the particles have condensed (in the usual sense) and are displaying long-range order. The following conjecture is compatible with these considerations:

> Conjecture.
>
> * Occurrence of BEC implies positive probability of infinite cycles.
> * Positive probability of infinite cycles, and absence of long-range order, imply occurrence of BEC.

In the hope of shedding some light on this discussion, we introduce a simple lattice model of cycles, state some (rather obvious) properties and propose some conjectures.

### 6.2. A simple lattice cycles model

The expression (6.1) for the partition function starts by an integration over all initial positions of the particles; let us suppose that they are located on the sites of the lattice $`^d`$ — assuming that density fluctuations do not play an important role in the onset of BEC, this assumption is a mild one at low temperature. Furthermore, we replace the integral over Brownian paths by an effective weight

$$\underset{x\mathrm{\Lambda }}{}\mathrm{e}^{\xi (x,\pi (x))}$$

(with $`\mathrm{\Lambda }^d`$ finite). A natural choice for $`\xi (x,y)`$ is $`|xy|^2/\beta `$, with $`||`$ the Euclidian distance, and $`\beta `$ the inverse temperature. Indeed, the Brownian paths for a time interval $`[0,\beta ]`$ diffuse like $`\sqrt{\beta }`$. Other choices are possible, for instance $`|xy|^\gamma /\beta `$ with $`\gamma >2`$ to account for large interactions. One could also simplify the problem and consider

$$\xi (x,y)=\{\begin{array}{cc}0\hfill & \text{if }x=y\hfill \\ 1/\beta \hfill & \text{if }|xy|=1\hfill \\ \mathrm{}\hfill & \text{otherwise.}\hfill \end{array}$$
(6.2)
In any case, we restrict the choice of $`\xi `$ to one that satisfies

$$\underset{x}{}\mathrm{e}^{\xi (0,x)}<\mathrm{},$$
(6.3)
ensuring that particles do not jump to infinity in one step.

Let us describe carefully these cycles models.

The lattice is $`^d`$, and we denote by $`𝔹`$ the set of bijections $`^d^d`$. Given $`x,y^d`$, let $`B_{xy}=\{\pi 𝔹:\pi (x)=y\}`$; then we define $`^{}`$ to be the algebra made out of all such sets and their complements.

Next we set $`𝔹(\mathrm{\Lambda })=\{\pi 𝔹:\pi (x)=x\text{ for all }x\mathrm{\Lambda }\}`$ the set of permutations that are trivial out of $`\mathrm{\Lambda }`$. Since $`^{}`$ is countable, there exists a sequence of boxes $`𝚲=(\mathrm{\Lambda }_n)_{n\mathrm{}\mathrm{\hspace{0.33em}0}}`$ such that for all $`B^{}`$ the following limit exists:

$$\underset{\mathrm{\Lambda }𝚲}{lim}\frac{1}{Z(\mathrm{\Lambda })}\underset{\pi 𝔹(\mathrm{\Lambda })}{}𝕀\left[\pi B\right]\underset{x\mathrm{\Lambda }}{}\mathrm{e}^{\xi (x,\pi (x))}P(B).$$
(6.4)
The normalization $`Z(\mathrm{\Lambda })`$ is

$$Z(\mathrm{\Lambda })=\underset{\pi 𝔹(\mathrm{\Lambda })}{}\underset{x\mathrm{\Lambda }}{}\mathrm{e}^{\xi (x,\pi (x))}.$$
(6.5)
The probability (6.4) extends to the smallest $`\sigma `$-algebra generated by $`^{}`$, that we denote $``$.

A cycle is a sequence $`c=(x_1,\mathrm{},x_{|c|})`$ of different sites; we identify $`(x_2,\mathrm{},x_{|c|},x_1)=(x_1,\mathrm{},x_{|c|})`$. The set of permutations $`B_c=\{\pi 𝔹:\pi (x_j)=x_{j+1},1\mathrm{}j\mathrm{}n\}`$ (with $`x_{|c|+1}x_1`$) is an element of $``$, and the set of cycles is countable. Therefore, the set

$$B_{\mathrm{}}=𝔹\underset{c0}{}B_c$$
(6.6)
is also in the $`\sigma `$-algebra $``$. It represents the event ‘the origin belongs to an infinite cycle’, and is the central object of our attention.

### 6.3. Few results and important conjectures

There are no infinite cycles at high temperature; the condition of the following theorem is easy to check for small $`\beta `$.

###### Theorem 6.1.

If

$$\underset{c0}{}\underset{j=1}{\overset{|c|}{}}\mathrm{e}^{\xi (x_j,x_{j+1})}<\mathrm{},$$

then $`P(B_{\mathrm{}})=0`$.

###### Proof.

Let $`B_{>n}`$ be the set of permutations where the origin belongs to a cycle of length greater than $`n`$. One has

$$B_{>1}B_{>2}\mathrm{}\text{and}B_{\mathrm{}}=\underset{n}{}B_{>n}.$$
(6.7)
Then $`P(B_{\mathrm{}})=lim_nP(B_{>n})`$. Since

$$B_{>n}=\underset{x0}{}\underset{\begin{array}{c}w:0x\\ |w|=n\end{array}}{}B_w,$$
(6.8)
with $`w=(0,x_1,\mathrm{},x_{n1},x)`$ a self-avoiding walk from 0 to $`x`$, and $`B_w=_{j=1}^nB_{x_{j1},x_j}`$, one can write

$`P(B_{>n})`$ $`={\displaystyle \underset{x0}{}}{\displaystyle \underset{\begin{array}{c}w:0x\\ |w|=n\end{array}}{}}\underset{\mathrm{\Lambda }𝚲}{lim}P_\mathrm{\Lambda }(B_w)`$
$`\mathrm{}\underset{\mathrm{\Lambda }𝚲}{lim}{\displaystyle \underset{x0}{}}{\displaystyle \underset{\begin{array}{c}w:0x\\ |w|=n\end{array}}{}}P_\mathrm{\Lambda }(B_w)`$
$`=\underset{\mathrm{\Lambda }𝚲}{lim}{\displaystyle \underset{\begin{array}{c}c0\\ |c|>n\end{array}}{}}{\displaystyle \underset{j=1}{\overset{|c|}{}}}\mathrm{e}^{\xi (x_{j1},x_j)}{\displaystyle \frac{Z(\mathrm{\Lambda }c)}{Z(\mathrm{\Lambda })}}`$
$`\mathrm{}{\displaystyle \underset{\begin{array}{c}c0\\ |c|>n\end{array}}{}}{\displaystyle \underset{j=1}{\overset{|c|}{}}}\mathrm{e}^{\xi (x_{j1},x_j)}.`$
The first inequality is Fatou’s lemma. The last term goes to 0 as $`n\mathrm{}`$ since the sum over all cycles containing the origin converges. ∎

The typical picture at high temperature is that of Fig. 7 $`(a)`$. Most cycles involve a unique site and have length 1. When the temperature decreases, cycles lengths should increase, as depicted in Fig. 7 $`(b)`$.

The cycles model resemble that of multiple random walks interacting via exclusions. Assume for a moment that $`\xi `$ is given by (6.2) with $`\beta =\mathrm{}`$, that is, cycles have nearest-neighbor jumps. One can generate a configuration of cycles by starting at the origin and doing two self-avoiding random walks in different directions. When they eventually met, we close this cycle and start another pair of walks from a free site, that have to avoid the first one. One repeats the procedure until all the sites have been considered. This actually does not give the same probability distribution on the configurations of cycles, but one can expect similar behavior. There is a natural question in this process: Is there a chance that after $`n`$ steps the two legs have not crossed? If the non-crossing probability remains finite when $`n`$ goes to infinity, there are infinite cycles. It is actually known that the random walk is recurrent in dimension 2 and transcient in dimension 3 and higher. Considerably extrapolating this argument, one obtains an illustration on the fact that BEC occurs only in dimensions greater or equal to 3. This also suggests the natural conjecture that infinite cycles do occur in this model at low temperature and $`d\mathrm{}\mathrm{\hspace{0.33em}3}`$.

### Acknowlegments

I am grateful to R. Moessner and Y. Velenik for a critical reading of the manuscript.


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# I Introduction

## I Introduction

In the next few years many gravitational antennas will be collecting data, as the new interferometric detectors (GEO, LIGO, TAMA, VIRGO)  will join the resonant detectors (ALLEGRO, AURIGA, EXPLORER, NAUTILUS, NIOBE)  already in operation, covering a frequency band from $`10`$ Hz up to $`1`$KHz. Through the cross-correlation of these antennas it will be possible to search for a stochastic background of primordial gravitational radiation , . The detection of a relic background of gravitational waves would allow us to reconstruct the very early stages of cosmological evolution  and even an upper limit would be significant, since there are predictions of very high relic backgrounds  in principle detectable already by second generation interferometers  (see however ).

A generic prediction of unified theories (such as supergravity and superstring theories) is the existence of a gravitational multiplet which includes, beside the usual spin-2 graviton, scalar components. In a cosmological context, as well as the production of a primordial background of gravitational waves, it is therefore worth investigating the possible production of a relic background of scalar waves (for instance, dilatons ). In particular, if the mass of the scalar field is small enough ($`m<100`$ MeV), such a background would be present even today, and it could be accessible to direct experimental observation. It seems thus appropriate to estimate the sensitivity of gravitational antennas also to scalar waves.

A relic background of scalar particles can interact with a gravitational antenna in two ways: either indirectly, through the geodesic coupling of the detector to the induced background of scalar metric fluctuations, or even directly , through the effective scalar charge of the detector (such a direct coupling cannot be absorbed into the metric interactions, in an appropriate frame, if the scalar charge is non-universal). Up to now, the sensitivity to scalar waves has been mainly studied using the indirect coupling of the antennas to the scalar part of metric fluctuations, and considering massless scalar fields (see for instance ). Under those assumptions, the only difference with respect to the case of standard gravitational radiation is represented by the polarisation tensor of the scalar wave .

However, if the detector response tensor is characterised by a symmetric $`3\times 3`$ trace-free tensor (such as the differential mode of an interferometer), the sensitivity to a scalar wave of momentum $`p`$ and energy $`E`$ generated by a massive scalar field is suppressed by a factor  $`(p/E)^4`$ with respect to the sensitivity to an ordinary gravitational wave***This factor coincides with the suppression factor for the cross section of a resonant bar to longitudinal massive scalar modes .. This suppression is ineffective only for modes which are ultrarelativistic in the sensitivity band of the detector, $`mE=(p^2+m^2)^{1/2}p`$; this condition, however, occurs when the frequency corresponding to the mass of the scalar field is much smaller than the typical frequency of the detector, i.e. when $`mE_01010^3`$ Hz. The scalar field would be then associated to long-range interactions, and its coupling to the mass of the detector should be highly suppressed (with respect to the standard gravitational coupling), in order to agree with the existing tests of the equivalence principle and of macroscopic gravitational interactions . Hence, as far as interferometric antennas are concerned, the possible detection of a background of (massive or massless) scalar waves would seem to be strongly unfavoured with respect to the detection of a graviton background (in the literature, indeed, the possible detection of scalar waves is usually demanded to future resonant detectors of spherical type ).

Nevertheless, it is important to notice that, when the mass of the scalar field corresponds to a frequency which is in the detector sensitivity band, it is possible to obtain a resonant response also from the non-relativistic part of the scalar waves spectrum . On the other hand, unlike a relativistic background of massless particles (like gravitons), the non-relativistic part of a relic background is not constrained by the nucleosynthesis bound, and could saturate the critical energy density required to close the Universe. As suggested in in , if the non-relativistic branch of the spectrum is peaked at $`pm`$, the polarisation suppression factor and the weakness of the scalar coupling could be compensated by the high relic density, and such a background of scalar waves could be a potential source for interferometric detectors.

The aim of this paper is to discuss the possible detection of a relic stochastic background of massive scalar particles with the two LIGO interferometers (including the enhanced and advanced configurations). The paper is organised as follows. In Section II we recall the general expression for the optimised signal-to-noise ratio (SNR), obtained by cross-correlating two detectors, with respect to a stochastic background of massive scalar waves. In Section III we apply this result to the case of the differential mode of an interferometer, taking into account both the geodesic coupling to the scalar part of the metric fluctuations, and the direct coupling to the scalar field. In Section IV we discuss some examples, and we show in particular that a relic background of non-relativistic scalar particles, whose energy density provides a significant fraction of the critical energy density, can induce a non-negligible signal in the cross-correlation of the LIGO interferometers (in the enhanced and advanced configurations), if the frequency corresponding to the mass of the scalar field is in the sensitivity band of the detectors. The main results of this paper are finally summarised in Section V.

## II Signal-to-noise ratio

We will consider a stochastic background of massive scalar particles, described in terms of a scalar field $`\varphi (\stackrel{}{x},t)`$, and characterised by a dimensionless spectrum $`\mathrm{\Omega }(p)`$,

$$\mathrm{\Omega }(p)=\frac{1}{\rho _c}\frac{d\rho }{d\mathrm{ln}p},\rho _c=\frac{3H_0M_P^2}{8\pi },$$
(1)
where $`p`$ is the momentum, $`\rho `$ is the scalar field energy density, $`\rho _c`$ is the critical energy density, $`H_0`$ the present value of the Hubble parameter, and $`M_P`$ the Planck mass. We shall assume that the scalar field is coupled to the mass of the detector with gravitational strength (or weaker), and that the spectrum extends in momentum space from $`p_0`$ to $`p_1`$. The low frequency cut-off $`p_0`$ may be zero (for growing spectra), or the present Hubble scale (for decreasing spectra), while $`p_1`$ is an high-frequency cut-off which depends on the details of the production mechanism.

Our starting point is the expansion of the scalar field in the momentum space,

$$\varphi (t,\stackrel{}{x})=_0^{\mathrm{}}𝑑pd^2\widehat{n}\left\{e^{2\pi i[E(p)tp\widehat{n}\stackrel{}{x}]}\varphi (p,\widehat{n})+\text{h.c.}\right\},$$
(2)
where $`\widehat{n}`$ is a unit vector specifying the propagation direction, $`\stackrel{}{p}=\widehat{n}p`$ is the momentum vector, and the energy $`E(p)`$ of each mode is

$$E(p)=\sqrt{p^2+(m/2\pi )^2}$$
(3)
(we are adopting “unconventional” units $`h=1`$, so that the proper frequency is simply $`f=E`$). The background of scalar waves is assumed to be isotropic, stationary and Gaussian  and satisfies the following stochastic conditions

$`\varphi (p,\widehat{n})=0,`$ (4)
$`\varphi (p,\widehat{n})\varphi ^{}(p^{},\widehat{n}^{})=\delta (pp^{})\delta ^2(\widehat{n}\widehat{n}^{})\mathrm{\Phi }(p),`$ (5)
where, using the explicit definition of $`\mathrm{\Omega }(p)`$,

$$\mathrm{\Phi }(p)=\frac{3H_0^2\mathrm{\Omega }(p)}{8\pi ^3pE^2(p)}.$$
(6)
The scalar background induces on the output of the gravitational detector a strain $`h_\varphi (t)`$, proportional to the value of the scalar field $`\varphi (t,\stackrel{}{x}_D)`$ at the detector position ,

$$h_\varphi (t)=_0^{\mathrm{}}𝑑pd^2\widehat{n},F_\varphi (\widehat{n})\left\{e^{2\pi i[E(p)tp\widehat{n}\stackrel{}{x}_D]}\varphi (p,\widehat{n})+\text{h.c.}\right\},$$
(7)
where $`\stackrel{}{x}_D`$ is the position of the detector centre of mass, and $`F_\varphi `$ is the antenna pattern. In particular,

$$F_\varphi (\widehat{n})=qe_{ab}D^{ab}$$
(8)
where $`e_{ab}`$ is the polarisation tensor of the scalar wave, $`D_{ab}`$ is the detector response tensor, and $`q`$ is the effective coupling strength of the scalar field to the detector. The explicit form of $`F_\varphi `$ will be discussed in the next section.

The optimal strategy to detect a stochastic background requires the cross-correlation between the output of (at least) two detectors , with uncorrelated noises $`n_i(t),i=1,2`$. Given the two outputs over a total observation time $`T`$,

$$s_i(t)=h_\varphi ^i(t)+n_i(t),i=1,2,$$
(9)
one constructs a ‘signal’ $`S`$,

$$S=_{T/2}^{T/2}𝑑t𝑑t^{}s_1(t)s_2(t^{})Q(tt^{}),$$
(10)
where $`Q(tt^{})`$ is a suitable filter function, usually chosen to optimise the signal-to-noise ratio:

$$SNR=S/\mathrm{\Delta }S,$$
(11)
where $`\mathrm{\Delta }S^2=S^2S^2`$ is the variance of $`S`$. In our case, we can compute the mean value $`S`$ by using the expansion (7) in momentum space, the statistical independence of the two noises (i.e. $`n_1(t)n_2(t^{})=0`$), and the fact that the noise and the strain are uncorrelated (i.e. $`n_i(t)h_\varphi ^i(t^{})=0`$). By assuming that the observation $`T`$ is much larger than the typical intervals $`tt^{}`$ for which $`Q0`$, we obtain

$$S=\frac{H_0^2}{5\pi ^2}T\text{Re}\left\{_0^{\mathrm{}}𝑑p\frac{\stackrel{~}{Q}(E(p))\mathrm{\Omega }(p)\gamma (p)}{pE^2(p)}\right\},$$
(12)
where

$$\stackrel{~}{Q}(E(p))=_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{2\pi i(E(p)\tau }Q(\tau ),$$
(13)
and

$$\gamma (p)=\frac{15}{4\pi }d^2\widehat{n}e^{2\pi ip\widehat{n}(\stackrel{}{x}_{D1}\stackrel{}{x}_{D2})}F_\varphi ^1(\widehat{n})F_\varphi ^2(\widehat{n})$$
(14)
is the so-called overlap reduction function , which depends on the relative orientation and location of the two detectors. In (14) the normalisation constant has been chosen so that – in the massless case – one obtains $`\gamma (p)=1`$ for two coincident and coaligned interferometers.

Switching to the frequency domain ($`E=f,dp/df=f/p`$), the mean value of $`S`$ can be written as

$$S=\frac{H_0^2}{5\pi ^2}T\text{Re}\left\{_0^{\mathrm{}}𝑑f\frac{\theta (f\stackrel{~}{m})\stackrel{~}{Q}(f)\mathrm{\Omega }(\sqrt{f^2\stackrel{~}{m}^2})\gamma (\sqrt{f^2\stackrel{~}{m}^2})}{(f^2\stackrel{~}{m}^2)f}\right\},$$
(15)
where $`\stackrel{~}{m}=m/2\pi `$, and $`\theta `$ is the Heaviside step function. To compute the variance we will assume that for each detector the noise is much larger in magnitude than the strain induced by the scalar wave (i.e. $`n_i(t)h_\varphi ^i(t)`$). One obtains

$$\mathrm{\Delta }S^2<S^2>\frac{T}{2}_0^{\mathrm{}}𝑑fP_1(|f|)P_2(|f|)|\stackrel{~}{Q}(f)|^2,$$
(16)
where $`P_i(|f|)`$ is the one-sided noise power spectral density of the $`i`$-th detector, defined by

$$n_i(t)n_j(t^{})=\frac{\delta _{ij}}{2}_{\mathrm{}}^{\mathrm{}}𝑑fe^{2\pi if(tt^{})}P_i(|f|).$$
(17)
Introducing the following positive semi-definite inner product in the frequency domain,

$$(a,b)\text{Re}\left\{_0^{\mathrm{}}a(f)b(f)P_1(f)P_2(f)\right\},$$
(18)
the signal-to noise ratio can be written as

$$(SNR)^2=2T\left(\frac{H_0^2}{5\pi ^2}\right)^2\left[\frac{(\stackrel{~}{Q},A)^2}{(\stackrel{~}{Q},\stackrel{~}{Q})}\right],$$
(19)
where

$$A=\frac{\theta (f\stackrel{~}{m})\mathrm{\Omega }(\sqrt{f^2\stackrel{~}{m}^2})\gamma (\sqrt{f^2\stackrel{~}{m}^2})}{(f^2\stackrel{~}{m}^2)fP_1(|f|)P_2(|f|)}.$$
(20)
The above ratio is maximal if $`\stackrel{~}{Q}`$ and $`A`$ are proportional, i.e. $`\stackrel{~}{Q}=\lambda A`$. With this optimal choice the SNR reads

$$SNR=\left(\frac{H_0^2}{5\pi ^2}\right)\sqrt{2T},$$
(21)
where

$$=_0^{\mathrm{}}𝑑p\frac{\mathrm{\Omega }^2(p)\gamma ^2(p)}{P_1(\sqrt{p^2+\stackrel{~}{m}^2})P_2(\sqrt{p^2+\stackrel{~}{m}^2})(p^2+\stackrel{~}{m}^2)^{3/2}p^3}.$$
(22)
For $`\gamma (p)=(df/dp)\stackrel{~}{\gamma }(f)`$ our result reduces to expression for the SNR already deduced in  (modulo a different normalisation of the overlap function). The scalar nature of the background is encoded into $`\gamma (p)`$, and will be discussed in the next Section.

## III Antenna patterns and overlap reduction function

Given the spectrum, and the noise power spectral densities of the two detectors, the computation of the signal-to-noise ratio requires now the explicit expression of the overlap reduction function $`\gamma (p)`$ for a pair of gravitational antennas. As already pointed out in the Introduction, we shall restrict our analysis to interferometric detectors. We will also consider the interaction of the scalar waves with the differential mode of the interferometer (see e.g. ), which is described by the following symmetric, trace-free tensor:

$$D_{ab}=\frac{1}{2}(\widehat{u}_a\widehat{u}_b\widehat{v}_a\widehat{v}_b),a,b=1,2,3,$$
(23)
where $`\widehat{u}_a,\widehat{v}_a`$ are two unit vectors pointing in the directions of the arms of the interferometer. We will therefore neglect the interaction with the common mode, which is expected to be much more noisy. Note that in this paper we are not interested in distinguishing a scalar signal from a tensor one, but only in estimating the level of the signal eventually induced by a background of scalar waves.

The computation of $`\gamma (p)`$ requires knowledge of the antenna pattern (8), which describes the induced strain and takes into account both the polarisation of the wave and the geometrical configuration of the detector (parametrised by $`D_{ab}`$). As far as the strain induced by a scalar wave is concerned, there are two possible contributions : one corresponds to the direct interaction of the detector with the scalar field, while the other is due to the indirect interaction with the scalar component of the metric fluctuations induced by the scalar field itself.

Indeed, in a general scalar-tensor theory in which the matter fields are non-universally and non-minimally coupled to the scalar field (for instance, gravi-dilaton interactions in a superstring theory context ), the macroscopic bodies are characterised by a composition-dependent scalar charge (which cannot be eliminated by an appropriate choice of the frame, like the Jordan frame of conventional Brans-Dicke models), and their motion in a scalar-tensor background is in general non-geodesic . Taking into account also the direct coupling of a test mass to the gradients of the scalar background field, it follows that the standard equation of geodesic deviation (which is the main equation for deriving the response of a gravitational detector) is generalised as follows :

$$\frac{D^2\xi ^\mu }{D\tau ^2}+R_{\alpha \beta \nu }^\mu u^\beta u^\nu \xi ^\alpha +q\xi ^\alpha _\alpha ^\mu \varphi =0.$$
(24)
Here $`\xi ^\mu `$ is the spacelike vector connecting two nearby (non-geodesic) trajectories, and $`q`$ is the scalar charge per unit of gravitational mass, representing the relative strength of scalar interaction with respect to ordinary tensor-type interactions .

The small, non-relativistic oscillations of a test mass, mechanically equivalent to the detector, are thus described by the equation:

$$\ddot{\xi }^a=\xi ^b\left(R_{b00}^a+q_b^a\varphi \right).$$
(25)
The two contributions to the strain come from the gradients of the scalar field $`\varphi `$, and from the gradients of the scalar component $`\psi `$ of the metric fluctuations (induced by $`\varphi `$), covariantly represented by the Riemann tensor. The two fields $`\varphi `$ and $`\psi `$ are in principle different, but not independent, being related by a set of coupled differential equations (which are model-dependent). The antenna pattern $`F_\psi (\widehat{n})`$, associated to the (indirect) Riemannian part of the strain, has been computed in  for both massless and massive scalar fields. We shall see that, for a traceless detector response tensor, the function $`F_\psi (\widehat{n})`$ is also proportional to the antenna pattern $`F_\varphi (\widehat{n})`$ associated to the direct, non-geodesic part of the strain.

Introducing the transverse and longitudinal projectors with respect to the direction of propagation of the scalar wave,

$$T_{ab}=(\delta _{ab}\widehat{n}_a\widehat{n}_b),L_{ab}=\widehat{n}_a\widehat{n}_b,$$
(26)
the indirect, Riemannian contribution to the scalar pattern function becomes :

$$F_\psi (\widehat{n})=D^{ab}e_{ab}(\psi )=D^{ab}\left(T_{ab}+\frac{\stackrel{~}{m}^2}{E^2}L_{ab}\right).$$
(27)
Using eq. (25) and the mode expansion for the scalar field, the antenna pattern for the direct, non-geodesic coupling is:

$$F_\varphi (\widehat{n})=qD^{ab}e_{ab}(\varphi )=qD^{ab}\frac{p^2}{E^2}L_{ab}.$$
(28)
Since $`T_{ab}=\delta _{ab}L_{ab}`$, and Tr $`D=0`$, it follows that

$$F_\varphi (\widehat{n})=qF_\psi (\widehat{n})=q\frac{p^2}{E^2}F_\psi ^0(\widehat{n}),$$
(29)
where $`F_\psi ^0`$ is the antenna pattern corresponding to a massless scalar wave. The overlap reduction function of two interferometers, directly interacting through a charge $`q_i`$ with a scalar field, can thus be written as

$$\gamma (p)=q_1q_2\left(\frac{p}{E}\right)^4\gamma _0(p),$$
(30)
where $`\gamma _0(p)`$ is the overlap reduction function for the geodesic interaction with a massless scalar field . Using Eq. (22) and (30), the signal-to-noise ratio is finally given by:

$$SNR=q_1q_2\left(\frac{H_0^2}{5\pi ^2}\right)\left[2T_0^{\mathrm{}}𝑑p\frac{p^5\mathrm{\Omega }^2(p)\gamma _0^2(p)}{P_1(\sqrt{p^2+\stackrel{~}{m}^2})P_2(\sqrt{p^2+\stackrel{~}{m}^2})(p^2+\stackrel{~}{m}^2)^{11/2}}\right]^{1/2}.$$
(31)
Note that this expression, with $`q_i=1`$, is also valid to estimate the signal indirectly induced in the interferometers by the scalar metric fluctuations through their usual coupling to the Riemann tensor, provided $`\mathrm{\Omega }(p)`$ refers to the associated spectrum of scalar metric fluctuations. In the following we shall therefore use eq. (31) setting $`q_1=q_2=1`$ if the dominant signal comes indirectly from the stochastic background of scalar metric fluctuations $`\mathrm{\Omega }_\psi (p)`$ induced by the scalar field, and setting instead $`q_i<1`$ (according to the experimental constraints) if the dominant signal is directly due to the stochastic background $`\mathrm{\Omega }_\varphi (p)`$ of massive scalar waves.

## IV Examples

We will now apply the results of the previous sections to estimate the signal induced by a stochastic background due to a massive scalar field on the two LIGO interferometers; we will consider the two detectors operating in the initial (I), enhanced (II) and advanced (III) configurations . In particular, for the noise spectral density we will use the following analytical fits:

* LIGO I :

$`P(f)={\displaystyle \frac{3}{2}}P_0\left[\left({\displaystyle \frac{f}{f_0}}\right)^4+2+2\left({\displaystyle \frac{f}{f_0}}\right)^2\right],`$ (32)
$`P_0=10^{46}\text{Hz}^1,f_s=40\text{Hz},f_0=200\text{Hz}.`$ (33)
* LIGO II :

$`P(f)={\displaystyle \frac{P_0}{11}}\left[\left({\displaystyle \frac{f}{f_0}}\right)^{9/2}+{\displaystyle \frac{9}{2}}\left(1+\left({\displaystyle \frac{f}{f_0}}\right)^2\right)\right],`$ (34)
$`P_0=7.9\times 10^{48}\text{Hz}^1,f_s=25\text{Hz},f_0=110\text{Hz}.`$ (35)
* LIGO III :

$`P(f)={\displaystyle \frac{P_0}{5}}\left[\left({\displaystyle \frac{f}{f_0}}\right)^4+2+2\left({\displaystyle \frac{f}{f_0}}\right)^2\right],`$ (36)
(37)
$`P_0=2.3\times 10^{48}\text{Hz}^1,f_s=12\text{Hz},f_0=75\text{Hz}.`$ (38)

In the above equations, $`f_s`$ is a seismic cut-off below which the noise spectral density is treated as infinity. We shall also assume that the non-relativistic modes in the spectrum are the dominant ones, and their energy density almost saturates the critical energy density, namely

$$_0^md\mathrm{ln}p\mathrm{\Omega }^{\mathrm{non}\mathrm{rel}}(p)1.$$
(39)
We shall analyse, in particular, two examples of spectra.

### A Minimal dilaton background

The first example is a stochastic background of massive relativistic dilatons, produced according to some models of early cosmological evolution based upon string theory . To illustrate the difficulty in detecting such a background, we will consider here the dilaton spectrum obtained in the context of a “minimal” pre-big bang scenario and we shall assume that the dilaton mass is enough small so that the produced dilatons have not yet decayed into radiation with a rate $`\mathrm{\Gamma }m^3/M_P^2`$. This implies $`\mathrm{\Gamma }<H_0`$, i.e $`m<100`$ MeV.

Even if the mass is negligible at the beginning of the radiation era, the proper momentum $`p=k/a(t)`$ is red-shifted with respect to the rest mass because of the cosmological expansion, and all the modes in the dilaton spectrum tend to become non-relativistic. As a consequence, the present dilaton spectrum has in general at least three branches, corresponding to: i) relativistic modes, with $`p>m`$; ii) non-relativistic modes with $`p_m<p<m`$, which became non-relativistic inside the horizon; iii) non-relativistic modes with $`p<p_m`$, which became non-relativistic outside the horizon. The separation scale $`p_m`$ corresponds to a mode that became non-relativistic, $`pm`$, just at the time of horizon crossing, $`pH`$, and is given by  $`p_m=p_1(m/H_1)^{1/2}`$, where $`H_1`$ is the Hubble scale at the transition between the inflationary phase and the radiation phase, and $`p_1H_1a_1/a(H_1/M_P)^{1/2}10^{11}`$ Hz is the high frequency cut-off of the spectrum.

The complete dilaton spectrum, at the present time $`t_0`$, can thus be parametrised as follows :

$$\mathrm{\Omega }(p)\{\begin{array}{ccc}& & \left(\frac{H_1}{M_p}\right)^2\mathrm{\Omega }_\gamma (t)\left(\frac{p}{p_1}\right)^\delta ,m<p<p_1,\hfill \\ & & \left(\frac{H_1}{M_p}\right)^2\left(\frac{m^2}{H_1H_{\mathrm{eq}}}\right)^{1/2}\left(\frac{p}{p_1}\right)^{\delta 1},p_m<p<m,\hfill \\ & & \left(\frac{H_1}{M_p}\right)^2\left(\frac{m}{H_{\mathrm{eq}}}\right)^{1/2}\left(\frac{p}{p_1}\right)^\delta ,p<p_m,\hfill \end{array}$$
(40)
where $`\mathrm{\Omega }_\gamma 10^4`$ is the present photon energy density (in critical units), $`H_{\mathrm{eq}}10^{55}M_P`$ is the Hubble scale at the epoch of matter-radiation equilibrium, and $`\delta 0`$ is a slope parameter, depending on the kinematics of the pre-big-bang phase  ($`\delta =3`$ for the low energy dilaton-driven phase, while $`\delta <3`$ for modes crossing the horizon during the high curvature phase).

Let us recall now that if the dilaton is strongly coupled to macroscopic matter with a composition-dependent charge $`q>1`$, as suggested by loop corrections to the string effective action , then the mass has to be large enough, $`m>10^4`$ eV $`10^{11}`$ Hz, to be compatible with known phenomenological bounds . In that case, the mass is too far from the sensitivity range of a typical interferometric antenna, and no signal is detectable, since the spectral noises $`P_i`$ are dominated by the mass, and tend to infinity.

To discuss a possible detection, let us thus consider the alternative possibility of (almost) universal string loop corrections discussed in , which is compatible with very light (but weakly coupled) dilatons, and let us assume the most favourable situation in which: i) the frequency corresponding to the dilaton mass lies within the sensitivity band of the interferometers; ii) $`\delta <1`$, and its value is enough small so that the spectrum is dominated by the non-relativistic branch; iii) the spectrum saturates the critical density bound. In such a case, using the explicit form (40), it is easy to show that the main contribution to the integral (39) comes from the low frequency band $`p<p_m`$, and that the mass and the spectral index are related through the following equation:

$$(H_1/M_P)^2(m/H_{\mathrm{eq}})^{1/2}(m/H_1)^{\delta /2}=\delta .$$
(41)
With such a small mass, however, the dilatonic interaction is long-range and the direct coupling to matter is strongly suppressed ($`q1`$ according to ): the SNR turns out to be negligible, as shown by an explicit computation. Let’s therefore make the further assumption that the dilaton background induces scalar metric fluctuations with a spectrum which has the same amplitude and the same frequency distribution as the dilaton spectrum (40) (this is indeed what happens for relativistic dilatons, at the tree-level, thanks to the gravi-dilaton mixing of the string effective action ). Such a background of scalar metric fluctuations would be gravitational coupled to the detectors with $`q=1`$.

We have computed the signal-to-noise ratio (31) obtained by cross-correlating the two LIGO detectors with $`q_1=q_2=1`$, using the background (40) with $`H_1`$ fixed around the string scale $`M_SH_1=10^1M_P`$, and the slope $`\delta `$ determined by the condition (41). We have assumed $`T=10^7`$sec, and the overlap function $`\gamma _0(p)`$ has been computed using the coordinates of the two LIGO sites (see e.g. ).

The results of this computation are summarised in Fig. 1, where the SNR is plotted as a function of the dilaton mass. The scalar signal would be detectable at a good confidence level by LIGO III, for a dilaton mass in the range $`20300`$ Hz. Unfortunately, however, such values of $`m`$ compatible with detection would imply for the metric fluctuation spectrum a maximum intensity $`\mathrm{\Omega }1`$ around a peak scale $`p_m10^{10}10^9`$ Hz. It follows from eq. (40) that $`\mathrm{\Omega }>10^2`$ at $`10^8`$ Hz, in sharp contradiction with the bound on metric fluctuations obtained from pulsar-timing data  (which requires $`\mathrm{\Omega }<10^8`$ at $`10^8`$ Hz). Imposing the pulsar-timing constraint on the induced spectrum of scalar metric fluctuations it turns out that the signal is not detectable.

### B Non-relativistic scalar dark matter

The difficulties in detecting the minimal dilaton background discussed in the previous section are mainly due to the fact that the spectrum (40) is characterised by a peak located at a scale $`p=p_m`$, much lower than the mass scale $`p=m`$. However, if the peak of the spectrum is not too far from the mass scale, the signal could be detected even through the direct interaction of the scalar background with the interferometers, with an effective coupling compatible with the existing phenomenological bounds.

To illustrate this possibility we shall therefore consider a stochastic background of scalar massive particles whose energy density represents a significant fraction of the critical energy density. We will assume that the spectrum is dominated by non-relativistic modes, with a peak for $`pm`$. For the sake of simplicity we use the following single-power law for the spectrum:

$$\mathrm{\Omega }(p)=\delta \mathrm{\Omega }_s\left(\frac{p}{m}\right)^\delta ,pm,\delta 0,$$
(42)
where the parameter $`\mathrm{\Omega }_s`$ is the total energy density (in units of the critical energy density) of the spectrum, integrated over all modes. Since we are interested in a mass for the scalar field corresponding to a frequency in the range $`1010^3`$ Hz, we shall assume that the scalar charge $`q`$ is consequently suppressed: taking into account all existing phenomenological bounds , it turns out that in this frequency range the allowed coupling can be parametrised as

$$\mathrm{log}q^2<7+\mathrm{log}(m/10\mathrm{Hz}),10\mathrm{Hz}<m<1\mathrm{kHz}$$
(43)
for universal scalar interactions, and

$$\mathrm{log}q^2<8+\mathrm{log}(m/10\mathrm{Hz}),10\mathrm{Hz}<m<1\mathrm{kHz}$$
(44)
for composition-dependent interactions.

We have computed the signal-to-noise ratio, obtained by cross-correlating the two LIGO detectors, for the spectrum (42) assuming a nearly critical energy density ($`\mathrm{\Omega }_s=1`$) and the maximal value of $`q`$ allowed by the bound (43). Fig. 2 shows the contour plots of the SNR for $`T=10^7`$sec, as a function of $`\mathrm{log}_{10}(m)`$ and of the spectral index $`\delta `$, for the initial (I), enhanced (II) and advanced (III) LIGO configurations. We have considered the case $`\delta 3`$, typical of string cosmology models . Already with the enhanced LIGO configuration, the signal produced by this class of backgrounds may have a significant signal-to-noise ratio in the relevant mass range. Similar results can be obtained with a composition dependent scalar charge, provided the values of SNR are rescaled by a factor $`10^1`$, according to eq. (44).

Fig 3 shows the values of $`q^2\mathrm{\Omega }_s`$ corresponding to SNR=1 for the enhanced and advanced LIGO configurations, as a function of the scalar mass, using the spectrum (42) with $`\delta =1`$ (which is a typical value for the slope of the tensor perturbations spectrum predicted in quintessential inflation models ). The interesting result is that, in the absence of any signal, an upper limit on $`q^2\mathrm{\Omega }_s`$ would imply an indirect bound on the scalar charge stronger than the direct bounds existing at present , provided the expected energy density of the scalar background corresponds to a non-negligible fraction of critical energy density.

## V Conclusions

In this paper we have discussed the possible detection of a relic background of massive, non-relativistic scalar particles, through the cross-correlation of two interferometric gravitational antennas.

Using previous results , we have computed the signal-to-noise ratio for a stochastic background of massive scalar waves, taking into account both the scalar and gravitational charge of the detector, i.e. including in the differential mode of the interferometer both the direct coupling to the scalar field spectrum and the coupling to the induced spectrum of scalar metric fluctuations.

We have computed the signal-to-noise ratio obtained by cross-correlating the two LIGO interferometers in the initial, enhanced and advanced configurations, for two particular examples: relic dilatons produced in the context of string cosmology models, and a generic scalar component of dark matter.

If the total energy density of the scalar background is dominated by non-relativistic modes and amounts to a significant fraction of the critical energy density, we have found that the induced signal is certainly non-negligible for the LIGO enhanced and advanced configurations, provided both the mass and the peak of the spectrum lie within the sensitivity band of the detectors, i.e. from $`10`$ Hz to $`1`$ k Hz. These results hold even if the direct coupling to the detector is strongly suppressed, according the existing bounds on long range scalar interactions.

It is worth pointing out that the differential mode of an interferometer is particularly unfavoured for the detection of non-relativistic scalar waves: since the detector response tensor is traceless, the corresponding pattern function, for non-relativistic modes, is suppressed by a factor $`(p/E)^2(p/m)^21`$. This is the reason why, to obtain a detectable signal, we have restricted our discussion to spectra peaked around $`p=m`$. However, for different detectors (for instance, resonant spheres) the detector response tensor with respect a scalar wave is not traceless, and the suppression factor is absent. It would be interesting to investigate the detectability of a more general class of stochastic backgrounds of massive scalar particles (i.e. where the peak and the mass are not in the same frequency range) through resonant spherical detectors.

The main conclusion of our work, confirming the results of previous studies, is that a stochastic background of light but non-relativistic scalar particles, which provides a significant fraction of critical energy density, could induce a non-negligible signal in future enhanced interferometric detectors (in competition with the signal of a possible stochastic background of gravitational waves), provided the frequency corresponding to the mass of the scalar field lies within the detector sensitivity band. We believe that this possibility should be taken into account in the data analysis development of second-generation interferometric detectors.

###### Acknowledgements.

It is a pleasure to thank Bruce Allen, Bruce Bassett, Danilo Babusci, Francesco Fucito, Massimo Giovannini, Michele Maggiore and Gabriele Veneziano for helpful comments and/or discussions. We also thank B. Sathyaprakash for having provided an analytical fit of the power spectral density for the noise of the initial LIGO configuration.