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# Abstract

## Abstract

A new exactly solvable alternative to the Calogero three-particle model is proposed. Sharing its confining long-range part, it contains the mere zero-range two-particle barriers. Their penetrability gives rise to a tunneling, tunable via their three independent strengths. Their variability can control the removal of the degeneracy of the energy levels in an innovative, non-perturbative manner.

PACS 21.45.+v 03.65.Ge 02.60.Lj

## 1 Introduction

In nuclear, atomic, molecular and statistical physics, the enormous popularity of the Calogero’s solvable models  reflects a fairly realistic form of their separate two-body interactions. They combine a long-range quadratic attraction with a strong short-range repulsion. In its full generality the model binds an arbitary number $`N`$ of particles moving along a straight line and its exact solvability is a consequence of certain deep symmetries of its partial differential Schrödinger equation .

For the sake of brevity, let us pay attention just to the Calogero’s first nontrivial three-body Hamiltonian

$$H^{(Cal)}=\frac{\mathrm{}}{2m}\left[\frac{^2}{x_{1}^{}{}_{}{}^{2}}+\frac{^2}{x_{2}^{}{}_{}{}^{2}}+\frac{^2}{x_{3}^{}{}_{}{}^{2}}\right]+$$

$$+\frac{1}{8}\omega ^2\left[(x_1x_2)^2+(x_2x_3)^2+(x_3x_1)^2\right]+$$

$$+\left[\frac{g_1}{(x_2x_3)^2}+\frac{g_2}{(x_3x_1)^2}+\frac{g_3}{(x_1x_2)^2}\right].$$
(1)
We may immediately see that from a purist’s point of view, its two-body barriers are not penetrable  and, in this sense, they do not admit any mutual exchange of particles. For this reason we proposed recently a solvable modification of this model where a tunneling has been rendered possible at an expense of a loss of the Hermiticity of the Hamiltonian $`H^{(Cal)}`$ . We employed a complexification based on the shift of the coordinates $`x^{(real)}x^{(complex)}(t)=ti\epsilon (t^2)`$. This replaced the Hermiticity of the Hamiltonian by its mere commutativity with the product of parity $`𝒫`$ and complex conjugation $`𝒯`$ . We have shown that the spectrum remained real in a way attributed to the $`𝒫𝒯`$ symmetry in the related literature .

In the latter innovative few-body implementation of the idea of the $`𝒫𝒯`$ symmetrization, the Calogero’s strongly singular real barriers $`1/x^2`$ with $`x=x_jx_k`$ were all replaced by the complex and $`\epsilon `$dependent expressions

$$\frac{1}{(xi\epsilon )^2}=\frac{1}{x^2+\epsilon ^2}+\frac{2i\epsilon x}{(x^2+\epsilon ^2)^2}+𝒪(\epsilon ^2).$$
(2)
In the present short note we intend to describe and analyze an alternative scheme which would admit a tunneling. In essence, we shall start from the same leading-order formula (2) but succeed in returning to a Hermitian Hamiltonian.

## 2 The new model

### 2.1 Inspiration

Our new proposal has been inspired by formula (2) and by its Hermitization

$$\frac{1}{x^2}\frac{1}{x^2+\epsilon ^2}=\frac{1}{2i\epsilon }\left[\frac{1}{xi\epsilon }\frac{1}{x+i\epsilon }\right]=\frac{\pi }{\epsilon }\stackrel{~}{\delta }_\epsilon (x),\epsilon >0.$$
(3)
The limit $`\epsilon 0`$ would then just reproduce the Calogero’s model, one of the specific and most inspiring features of which lies in its separability in the three-body case. This is based on the re-parametrization of the coordinates $`x_1x_2=\sqrt{2}\rho \mathrm{sin}\varphi `$ with $`\rho (0,\mathrm{})`$ and $`\varphi (0,2\pi )`$ etc (cf. Figure 1). In the units $`2m=\mathrm{}=1`$ and for the equal and non-negative coupling constants $`g_1=g_2=g_3=g0`$ in eq. (1), such a change of variables reduces the Calogero’s partial differential Schrödinger eqution to the mere ordinary Sturm – Liouvillean problem

$$\left(\frac{d^2}{d\varphi ^2}+\frac{9g}{2\mathrm{sin}^23\varphi }\right)\psi (\varphi )=\kappa ^2\psi (\varphi ),\psi (0)=\psi (2\pi )=0.$$
(4)
It solution generates the well known (viz., Laguerre times Jacobi) polynomial wave functions as well as the related equidistant spectrum with a gap, $`E_nn+const`$, $`n=0,2,3,4,\mathrm{}`$.

### 2.2 Main idea

Our attention is attracted by the tilded expression $`\stackrel{~}{\delta }_\epsilon (x)`$ in eq. (3). We shall try to re-read it as an approximate $`\epsilon 0`$ form of the well known Dirac delta function $`\stackrel{~}{\delta }_0(x)=\delta (x)`$. Thus, picking up, say, the first part of the two-body barrier in eq. (1) in its regularized form

$$\frac{g_1}{(x_2x_3)^2+\epsilon ^2}=f_1\stackrel{~}{\delta }_\epsilon (x_2x_3),f_1=\frac{\pi g_1}{\epsilon },\epsilon >0,$$

we may insert the appropriate definition $`x_2x_3=\sqrt{2}\rho \mathrm{sin}(\varphi 4\pi /3)`$ and get, at the very small $`\epsilon 0`$,

$$f_1\stackrel{~}{\delta }_\epsilon (x_2x_3)\frac{G_1}{\rho ^2}\left[\stackrel{~}{\delta }_\epsilon \left(\varphi \frac{\pi }{3}\right)+\stackrel{~}{\delta }_\epsilon \left(\varphi \frac{4\pi }{3}\right)\right],G_1=\frac{f_1\rho }{\sqrt{2}}.$$

In place of (4) it gives

$$\frac{d^2}{d\varphi ^2}\psi (\varphi )+G_1\left[\stackrel{~}{\delta }_\epsilon \left(\varphi \frac{\pi }{3}\right)+\stackrel{~}{\delta }_\epsilon \left(\varphi \frac{4\pi }{3}\right)\right]\psi (\varphi )+$$

$$+G_2\left[\stackrel{~}{\delta }_\epsilon \left(\varphi \frac{2\pi }{3}\right)+\stackrel{~}{\delta }_\epsilon \left(\varphi \frac{5\pi }{3}\right)\right]\psi (\varphi )+$$

$$+G_3\left[\stackrel{~}{\delta }_\epsilon \left(\varphi \pi \right)+\stackrel{~}{\delta }_\epsilon \left(\varphi \right)\right]\psi (\varphi )=\kappa ^2\psi (\varphi ),$$
(5)
i.e., an approximative innovation of the Calogero’s angular Schrödinger equation.

### 2.3 Interpretation

Due to the purely intuitive form of the above “derivation” of eq. (5), one has to be very careful in all questions related to its possible physical as well as mathematical interpretation. At the same time, the use of the delta-function-shaped potentials is quite common in practice  as it makes many systems exactly solvable in the limit $`\epsilon 0`$.

Let us start our further analysis of eq. (5) by picking up some three constants $`G_k>0`$. Then we re-define $`f_k=f_k(\rho )=\sqrt{2}G_k/\rho `$ and $`g_k=\epsilon f_k(\rho )/\pi `$. In the generic case with $`x_ix_j0`$, the limiting transition to $`\epsilon =0`$ makes all the three centrifugal-like forces vanish, $`g_k0`$. Such an observation is compatible with the philosophy of using just the contact barriers in our angular Schrödinger equation.

In the second step we have to re-analyze the role of the overall singularity in the origin $`\rho =0`$. In principle, we might admit and consider many different singularities there . Here we shall simplify our life by the most straightforward postulate that the point $`\rho =0`$ is just “regular” (i.e., “ignored” by our Hamiltonian), and that all our radial wave functions are simply vanishing in the origin. Under such an assumption, the final $`\rho 0`$ form of our new Hamiltonian $`H^{(new)}`$ can be assigned a formal representation

$$H^{(new)}=\frac{\mathrm{}}{2m}\left[\frac{^2}{x_{1}^{}{}_{}{}^{2}}+\frac{^2}{x_{2}^{}{}_{}{}^{2}}+\frac{^2}{x_{3}^{}{}_{}{}^{2}}\right]+$$

$$+\frac{1}{8}\omega ^2\left[(x_1x_2)^2+(x_2x_3)^2+(x_3x_1)^2\right]+$$

$$+\mathrm{\Omega }_1\delta (x_2x_3)+\mathrm{\Omega }_2\delta (x_3x_1)+\mathrm{\Omega }_3\delta (x_1x_2)$$
(6)
where the strength of the two-body contact terms has the three-body character and weakens with the distance of the detached spectator particle,

$$\mathrm{\Omega }_1=\frac{\sqrt{3}G_1}{|x_1x_2|},\mathrm{\Omega }_2=\frac{\sqrt{3}G_2}{|x_2x_3|},\mathrm{\Omega }_3=\frac{\sqrt{3}G_3}{|x_3x_1|}.$$

We may summarize that our Hamiltonian $`H^{(new)}`$ represents a new three-particle model which is exactly solvable.

## 3 Solutions

Our new angular Schrödinger equation

$$\frac{d^2}{d\varphi ^2}\psi _k(\varphi )+G_1\left[\delta \left(\varphi \frac{\pi }{3}\right)+\delta \left(\varphi \frac{4\pi }{3}\right)\right]\psi _k(\varphi )+$$

$$+G_2\left[\delta \left(\varphi \frac{2\pi }{3}\right)+\delta \left(\varphi \frac{5\pi }{3}\right)\right]\psi _k(\varphi )+$$

$$+G_3\left[\delta \left(\varphi \pi \right)+\delta \left(\varphi \right)\right]\psi (\varphi )=\kappa _k^2\psi _k(\varphi )$$
(7)
describes the $`\varphi `$dependent part of the three-body wave function and determines its energies via the Calogero-type formula,

$$E=E_{m,k}=\sqrt{\frac{3}{2}}\omega (2m+1+\kappa _k),m,k=0,1,\mathrm{}.$$
(8)
Within the open subintervals of $`\varphi 𝒟_j=([j1]\pi /3,j\pi /3)`$ we have a free motion

$$\psi (\varphi )=\psi _j(\varphi )=A_j\mathrm{sin}\{\kappa [\varphi (j1)\pi /3]\}+B_j\mathrm{cos}\{\kappa [\varphi (j1)\pi /3]\}.$$

On the boundaries we have to match the separate local wave functions using the standard rules

$$\psi _j\left(\frac{j\pi }{3}\right)=B_{j+1},_\varphi \psi _j\left(\frac{j\pi }{3}\right)=\kappa [A_{j+1}+\beta _j(\kappa )B_{j+1}],j=1,2,\mathrm{},6$$

with $`\beta _j(\kappa )=\beta _{j+3}(\kappa )=G_j/\kappa `$ and $`j=1,2`$ or $`3`$. The first five applications of these rules define all the wave functions $`\psi _j(\varphi )`$ in terms of the initial one, say, $`\psi _1(\varphi )`$. The sixth step becomes a selfconsistent matching which guarantees that the global wave function remains single-valued. In terms of the two auxiliary matrices

$$R=R(\kappa )=\left(\begin{array}{cc}\mathrm{cos}(\kappa \pi /3)& \mathrm{sin}(\kappa \pi /3)\\ \mathrm{sin}(\kappa \pi /3)& \mathrm{cos}(\kappa \pi /3)\end{array}\right),L=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)$$

our matching conditions factorize in the two independent two-dimensional forms

$$(𝒰\pm I)\left(\begin{array}{c}B_1\\ A_1\end{array}\right)=0$$

where $`𝒰=𝒰(\kappa )=(I+\beta _3L)R(I+\beta _2L)R(I+\beta _1L)R`$. The pertaining two alternative two-dimensional secular equations

$$det[𝒰(\kappa ^{(\pm )})\pm I]=0$$
(9)
define all the roots $`\kappa _k^{(\sigma )}0`$ with the sign ambiguity $`\sigma =\pm 1`$ and the angular quantum number $`k=0,1,\mathrm{}`$ in implicit manner.

### 3.1 Toy model with the single barrier

Let us fix $`G_1=G_2=0`$ and vary the strength $`G=G_3`$. With $`\beta =G/\kappa ^{(\sigma )}`$ in the matrix

$$𝒰^{(toy)}(\kappa )=(I+\beta L)\left(\begin{array}{cc}\mathrm{cos}\kappa \pi & \mathrm{sin}\kappa \pi \\ \mathrm{sin}\kappa \pi & \mathrm{cos}\kappa \pi \end{array}\right)$$

our determinantal secular equation reads

$$\mathrm{cos}\kappa \pi +\sigma +\frac{G\mathrm{sin}\kappa \pi }{2\kappa }=0.$$

At $`\sigma =1`$ and any integer shift of $`\kappa ^{()}=2k+\delta `$ with $`k=0,1,\mathrm{}`$, this secular equation gives us two roots $`\delta (a),\delta (b)[0,1)`$. The smaller one is trivial, $`\delta (a)=0`$. The second one is uniquely specified by the implicit formula

$$\mathrm{tan}\frac{\pi \delta (b)}{2}=\frac{G}{4k+2\delta (b)}.$$

Also for $`\sigma =+1`$ and $`\kappa ^{(+)}=2k+1+\delta `$ we get $`\delta (a)=0`$ and the similar relation

$$\mathrm{tan}\frac{\pi \delta (b)}{2}=\frac{G}{4k+2+2\delta (b)}.$$

In the limit $`G0`$ of the vanishing barrier we get the standard square-well solutions with the correct degeneracy $`\delta (b)\delta (a)`$ at every $`k`$.

The sign of the coupling depends on our choice, $`G(\mathrm{},\mathrm{})`$. This provides an interesting counterpart to the Calogero model where the barrier cannot be too attractive . In the limit $`G\mathrm{}`$ of the very strong repulsion, one returns to the Calogero-like case characterized by the impenetrability of the barriers.

### 3.2 Three equal barriers

When we choose $`G_1=G_2=G_3=G`$ and abbreviate $`(I+\beta L)R=(\kappa )`$ with $`\beta =G/\kappa `$, our secular equation (9) may be factorized into the two separate conditions at both the quasi-parities $`\sigma =\pm 1`$,

$$det[(\kappa )+\sigma I]=0,det[^2(\stackrel{~}{\kappa })\sigma (\stackrel{~}{\kappa })+I]=0.$$

The first one parallels our preceding toy model and its solution is immediate,

$$\kappa (a)=3N,\kappa (b)=3N+3\delta (b),N=0,1,\mathrm{}.$$

The implicit definition of the pertaining shifts $`\lambda (b)(0,1)`$ has almost the same form as above,

$$\mathrm{tan}\frac{\pi \delta (b)}{2}=\frac{G}{6N+6\delta (b)}.$$

In the tilded case, the identity $`det(^2\sigma +I)=(\sigma \mathrm{tr})^2`$ holds as long as $`det=1`$. This reduces the second secular condition to the trigonometric equation

$$2\mathrm{cos}\frac{\stackrel{~}{\kappa }\pi }{3}+\frac{G}{\stackrel{~}{\kappa }}\mathrm{sin}\frac{\stackrel{~}{\kappa }\pi }{3}=\sigma .$$

Its solutions must be sought numerically, giving $`\stackrel{~}{\kappa }=1.367840720,2.199769250,\mathrm{}`$ at $`G=1`$ (cf. Figure 2).

## 4 Summary

One of the most striking features of the model of Calogero is the fully impenetrable character of its two-body repulsive barriers. They divide the phase space in the six independent subdomains (cf. Figure 1). In a way, this absolute impenetrability of the barriers is in its effect responsible for the exact solvability of the Calogero’s model.

This role of the Calogero’s $`gx^2`$ barriers is partially weakened when they become attractive, i.e., $`0>g>1/4`$. An extension of the Calogero model to this transition region has been discovered and described by Gangopadhyaya and Sukhatme . In their construction the contact terms also appeared as a formal means of preservation of the solvability. As a consequence, the spectrum only consisted of the two shifted sets of equally spaced energy levels. Such a type of the modified Calogero’s spectrum re-appeared also in our recent non-Hermitian construction .

In the present letter we were able to get rid of the Calogero’s power-law $`𝒪(x^2)`$ barriers completely. Our alternative way of introduction of the contact terms enabled us to treat their couplings as independent parameters. Our key point is that these barriers are “thin”, i.e., partially penetrable. This represents their main phenomenological appeal. At all their finite (and, in fact, both repulsive as well as attractive) couplings $`G_j`$, their free variability might prove appealing in many phenomenological considerations.

In contrast to the Calogero model characterized by the absolute absence of tunneling, all our particles are permitted to jump over one another. In certain applications to few body systems of quark type, this could improve our intuitive insight and build some analogies with the motion in more dimensions. After all, the use of the harmonic two-body forces with an additional, contact “local spike” might also extend the advantages of the exact solvability quite easily beyond the traditional domains in the theoretical nuclear physics.

### Acknowledgement

Work supported by the Czech GA AS, contracts No. A 1048004 and A 1048101.

## Figure captions

### Figure 1. The choice of coordinates for three particles

### Figure 2. Graphical determination of the roots $`\kappa =\sqrt{E}`$ at $`G_1=G_2=G_3=1`$


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# Deterministic Dynamics in the Minority Game

## 1 Introduction

The Minority Game (MG) introduced by Challet and Zhang  offers possibly the simplest paradigm for a complex, dynamical system comprising many competing agents. Models based on the Minority Game concept have a broad range of potential applications, for example financial markets, biological systems, crowding phenomena and routing problems . There have been many studies of the statistical properties of the MG  which treat the game as a quasi-stochastic system.

In this paper we examine the MG from a different perspective by treating it as a primarily *deterministic* system and then exploring the rich dynamics which result. Our desire to look at microscopic dynamical properties, as opposed to global statistics, is motivated by the fact that the physical systems we are interested in modeling are only realized once (e.g. the time-evolution of a financial market). Only limited insight is therefore available from taking configuration averages in such cases. In addition it is of great interest to examine transient effects such as the response of the system to perturbations, and the mechanisms which determine the game’s trajectories in time. We find that we are able to provide a description of the resulting deterministic dynamics via mapping equations, and can hence investigate these important effects. The outline of the paper is as follows: after briefly discussing the MG in the remainder of this section, Sec. 2 examines the MG as a functional map. Section 3 focuses on the effect of the underlying (‘quenched’) disorder arising from unequal population of the strategy-space. Section 4 discusses the dynamics of the game on a de Bruijn graph. Section 5 provides the conclusions.

The most basic formulation of a MG comprises an odd number of agents $`N`$ who at each turn of the game choose between two options ‘0’ and ‘1’ . These options could be used to represent buy/sell, choose road A/road B etc. The aim of the agents is common: to choose the least-subscribed option, the ‘minority’ group. At the end of each turn of the game, the winning decision corresponds to the minority group and is announced to all the agents. The agents have a *memory* of $`m`$ bits, hence they can recall the last $`m`$ winning decisions. The *global information* $`\mu `$ available to each and every agent is therefore a binary word $`m`$ bits long, hence $`\mu `$ belongs to the set $`\{0,1,\mathrm{}P1\}`$ where $`P=2^m`$. In order to make a decision about which option to choose, each agent is allotted $`s`$ *strategies*  at the outset of the game, which cannot be altered during the game. Each strategy $`R`$ maps every possible value of $`\mu `$ to a prediction $`a_R^\mu \{1,1\}`$ where $`1\left(\text{option 0}\right)`$ and $`1\left(\text{option 1}\right)`$. There are $`2^{2^m}`$ different possible binary strategies. However, many of the strategies in this space are similar to one another, i.e. they are separated by a small Hamming distance. It has been shown  that the principle features of the MG are reproduced in a smaller *Reduced Strategy Space* (RSS) of $`2^{m+1}`$ strategies, in which any two strategies are separated by a Hamming distance of 2m or $`2^{m1}`$, i.e. the two strategies are *anti-correlated* or *un-correlated* respectively.

The agents follow the prediction of their historically best-performing strategy. They measure this performance by rewarding strategies with the correct mapping of global information to winning decision, and penalizing those with an incorrect mapping. Strategies are scored in this manner irrespective of whether they are played. As each agent will reward and penalize the same strategy in the same way, there is a common set of strategy scores which are collected together to form the *strategy score vector* $`\underset{¯}{S}`$. The common perception of a strategy’s success or failure will lead to agents deciding to use or avoid the same strategy in groups - this leads to crowd behavior as analyzed in Refs. .

## 2 MG as a functional map

The Minority Game is often introduced heuristically as a set of rules determining the update of the agents’ strategies and the global information. It can however easily be cast into a functional map which reproduces the game when iterated. Moreover, this functional map can be iterated *without* having to keep track of the labels for individual agents. We achieve this by introducing a formalism which groups together agents who hold the same combination of strategies, and hence respond in an identical way to all values of the global information set $`\mu =\{0,1\mathrm{}P1\}`$. This grouping is achieved via the tensor $`\mathrm{\Omega }`$ which is initialized at the outset of the game and quantifies the particular quenched disorder for that game . $`\mathrm{\Omega }`$ is $`s`$-dimensional with rows/columns of length $`2P`$ (in the RSS) such that entry $`\mathrm{\Omega }`$R1,R2,… is the number of agents holding strategies $`\{R1,R2,\mathrm{}\}`$. The entries of $`\mathrm{\Omega }`$ (and also of the strategy score vector $`S`$) are ordered by increasing decimal equivalent. For example, strategies from the RSS for $`m=2`$ are ordered $`\{0000,0011,0101,0110,\mathrm{}\}`$, therefore strategy $`R`$ is anti-correlated to strategy $`2P+1R`$. $`\mathrm{\Omega }`$ is randomly filled with uniform probability such that

$$\underset{R,R^{},\mathrm{}}{}\underset{¯}{\underset{¯}{\mathrm{\Omega }}}_{R,R^{},\mathrm{}}=N$$

It is useful to construct a configuration of this tensor, $`\mathrm{\Psi }`$, which is symmetric in the sense that $`\mathrm{\Psi }`$$`{}_{\{R1,R2,\mathrm{}\}}{}^{}=`$ $`\mathrm{\Psi }`$p{R1,R2,…} where $`p\{R1,R2,\mathrm{}\}`$ is any permutation of strategies $`R1,R2,\mathrm{}`$ . For $`s=2`$ we let $`\mathrm{\Psi }`$$`=\frac{1}{2}\left(\underset{¯}{\underset{¯}{\mathrm{\Omega }}}+\underset{¯}{\underset{¯}{\mathrm{\Omega }}}^\text{T}\right)`$ . Now we proceed to a formula for the attendance $`A`$ of the MG (i.e. the sum of all the agents’ predictions and hence actions):

$$A=\underset{¯}{a}^\mu \underset{¯}{n}=\underset{R=1}{\overset{2P}{}}a_R^\mu n_R$$
(1)
where $`a_R^\mu `$ is the response of strategy $`R`$ to global information $`\mu `$ and $`n_R`$ is the number of agents playing strategy $`R`$. We can define $`n_R`$ in terms of the strategy score vector $`S`$ and $`\mathrm{\Psi }`$ and hence rewrite Eq. 1 to give the following for $`s=2`$:

$`A[\underset{¯}{S},\mu ]`$ $`={\displaystyle \underset{R=1}{\overset{2P}{}}}a_R^\mu {\displaystyle \underset{R^{}=1}{\overset{2P}{}}}\left(1+\mathrm{sgn}\left[S_RS_R^{}\right]\right)\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}`$ (2)
$`+{\displaystyle \underset{RR^{}}{\overset{2P}{}}}a_R^\mu \delta _{S_R,S_R^{}}\left(\mathrm{bin}[2\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}},{\displaystyle \frac{1}{2}}]\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}\right)`$
where $`\mathrm{bin}[n,p]`$ is a sample from a binomial distribution of $`n`$ trials with probability of success $`p`$. Here the constraint $`\mathrm{bin}[2\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}},\frac{1}{2}]+\mathrm{bin}[2\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R^{},R},\frac{1}{2}]=2\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}`$ applies in order to conserve agent number. The second term of this attendance equation (Eq. 2) introduces a stochastic element in the game; it corresponds to the situation where agents may have several top-scoring strategies and must thereby toss a coin to decide which to use. We note that Eq. 2 could be re-written replacing the $`sgn`$ function with a $`\mathrm{tanh}`$. The effect of this would be to make the number of agents playing strategy $`R1`$ (as opposed to their other strategy $`R2`$) vary smoothly as a function of the separation in score of the two strategies, rather than simply playing the best. This modification is similar in concept to that of the Thermal Minority Game (TMG)  wherein agents play their best strategy with a certain probability depending on its score. The difference here would be that, in contrast to the TMG, the system would still be entirely deterministic hence lending itself readily to similar analysis as presented here.

With this formalism, the game can be described concisely by the following coupled mapping equations:

$`\underset{¯}{S}\left[t\right]`$ $`=\underset{¯}{S}\left[t1\right]\underset{¯}{a}^{\mu \left[t1\right]}\chi \left[A[\underset{¯}{S}\left[t1\right],\mu \left[t1\right]]\right]`$ (3)
$`\mu \left[t\right]`$ $`=2\mu \left[t1\right]P\mathrm{H}\left[\mu \left[t1\right]{\displaystyle \frac{P}{2}}\right]+\mathrm{H}\left[A[\underset{¯}{S}\left[t1\right],\mu \left[t1\right]]\right]`$ (4)
where $`\mathrm{H}\left[x\right]`$ is the Heaviside function and $`\chi \left[A\right]`$ is a monotonic, increasing function of the game attendance quantifying the particular choice of reward structure (i.e. payoff). In most of the MG literature $`\chi \left[A\right]=\mathrm{sgn}\left[A\right]`$ or $`\chi \left[A\right]=A`$ . Although the macroscopic statistical properties of the MG are largely unaltered by the choice of $`\chi `$, we later demonstrate that the microscopic dynamics can be affected markedly.

This formulation shows that the MG obeys a one-step, stochastically perturbed deterministic mapping between states $`\{\underset{¯}{S}\left[t\right],\mu \left[t\right]\}`$ and $`\{\underset{¯}{S}\left[t+1\right],\mu \left[t+1\right]\}`$. It is interesting to ask the following question: ‘How important is the stochastic term of Eq. 2 to the resultant dynamics?’. Table 1 shows the frequency with which the outcome ($`\mathrm{sgn}\left[A\right]`$) is changed by the stochastic perturbation to the mapping. We can see that the stochastic term has a small but non-negligible effect on the game. For the strategy reward system $`\chi =\mathrm{sgn}`$, the number of instances of coin-tossing agents affecting the outcome is greater than with the proportional reward system of $`\chi =1`$. This is easily understood in terms of the homogeneity of the score-vector $`\underset{¯}{S}`$; the $`\chi =\mathrm{sgn}`$ scoring system is much more likely to generate tied strategies than the $`\chi =1`$ system which also incorporates the dynamics of the attendance $`A`$. Therefore, in the $`\chi =\mathrm{sgn}`$ scoring system there will be a much higher proportion of coin-tossing agents and thus a greater effect on the game.

The general effect of the stochastic contribution to the MG is to break the pattern of behavior emergent from the deterministic part of the map. It is therefore of great interest to examine further what the dynamics of this deterministic behavior are. To do this we replace the stochastic term of Eq. 2 by its mean. The equation thus becomes ($`A_D[\underset{¯}{S},\mu ]`$ in Ref. ):

$$A[\underset{¯}{S},\mu ]=\underset{R=1}{\overset{2P}{}}a_R^\mu \underset{R^{}=1}{\overset{2P}{}}\left(1+\mathrm{sgn}\left[S_RS_R^{}\right]\right)\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}$$
(5)
Physically this replacement is an averaging process; when $`S_{R1}=S_{R2}`$ we have half the agents who hold $`\{R1,R2\}`$ playing $`R1`$ and the other half playing $`R2`$ . Equations 3,4 & 5 now define a deterministic map which replicates the behavior of the MG between perturbative events caused by the coin-tossing agents - we refer to this system as the ‘Deterministic Minority Game’ (DMG). We will now use this system to investigate the emergence of microscopic and macroscopic dynamics.

## 3 Disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$

The game is conditioned at the start with the initial state $`\{\underset{¯}{S}\left[0\right],\mu \left[0\right]\}`$. It is also given a $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$ tensor for a particular parameter set $`N,m,s`$. The game’s future behavior will be inherited from $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$; games with sparsely and densely filled tensors hence behave in entirely different ways. By assuming each entry of $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$ is an independent binomial sample $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}_{R1,R2}=\mathrm{bin}[N,\frac{1}{\left(2P\right)^s}]`$ we may categorize the disorder in the $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$ tensor by the standard deviation of an element divided by its mean size. For $`s=2`$, this gives

$$\frac{\sigma \left[\underset{¯}{\underset{¯}{\mathrm{\Omega }}}_{R1,R2}\right]}{\mu \left[\underset{¯}{\underset{¯}{\mathrm{\Omega }}}_{R1,R2}\right]}=\sqrt{\frac{\left(2P\right)^21}{N}}$$

which rapidly becomes large as $`m`$ increases. For low $`m`$ and high $`N`$, the game is said to be in an ‘efficient phase’  where all states of the global information set $`\mu `$ are visited equally and hence, on average, there is no drift in the strategies’ scores i.e. $`S_R_t=0`$. In this regime, the disorder in the $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$ tensor is small and thus all elements are approximately of equal magnitude. This in turn implies that the dynamics of the game are dominated by the movement of $`\underset{¯}{S}`$ rather than by the asymmetry of $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$. The attendance of the ($`s=2`$) game here reduces to

$$A[\underset{¯}{S},\mu ]\frac{N}{4P^2}\underset{R=1}{\overset{2P}{}}a_R^\mu \underset{R^{}=1}{\overset{2P}{}}\mathrm{sgn}\left[S_RS_R^{}\right]$$
(6)
The second sum in Eq. 6 corresponds to a quantity $`q_R`$ which is based on the rank of strategy $`R`$; specifically $`q_R=2P+12\rho _R`$ where $`\rho _R`$ is the rank of strategy $`R`$, with $`\rho _R=1`$ being the highest scoring and $`\rho _R=2P`$ being the lowest scoring. Hence Eq. 6 becomes

$$A[\underset{¯}{S},\mu ]\frac{N}{4P^2}\underset{¯}{a}^\mu \underset{¯}{q}.$$
(7)
We now examine the increment in strategy score, $`\delta S`$$`\left[t\right]=\underset{¯}{S}\left[t\right]\underset{¯}{S}\left[t1\right].`$ For simplicity, we here assume the proportional scoring system of $`\chi =1`$. Hence

$$\underset{¯}{\delta S}=\underset{¯}{a}^\mu A[\underset{¯}{S},\mu ]\frac{N}{4P^2}\underset{¯}{a}^\mu \left(\underset{¯}{a}^\mu \underset{¯}{q}\right).$$

If we average over uniformly occurring states of $`\mu `$, we then have for each strategy

$$\delta S_R_\mu \frac{N}{4P^2}\underset{R^{}=1}{\overset{2P}{}}a_R^\mu a_R^{}^\mu _\mu q_R^{}$$

We now use the orthogonality of strategies in the RSS: $`\frac{1}{P}_\mu a_{R1}^\mu a_{R2}^\mu =\{0`$ for $`R1R2,1`$ for $`R1=R2,1`$ for $`R2=\overline{R1}\}`$ . This yields

$$\delta S_R_\mu \frac{N}{2P^2}\left(\rho _R\rho _{\overline{R}}\right)$$
(8)
where $`\overline{R}=2P+1R`$ is the anti-correlated strategy to $`R`$. Equation 8 now shows us explicitly that strategies and their anti-correlated partners attract each other in pairs. The magnitude of the score increment is also of interest; for low $`m`$ and high $`N`$ the attractive force is large, which will cause the strategies to overshoot each other and thus perform a constant cycle of swapping positions. As we increase $`m`$ or decrease $`N`$ the attractive force becomes weaker and so the score cycling adopts a longer time-period; it eventually becomes too weak to overcome the separate force arising from the asymmetry in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$. Hence the system moves away from the strongly mean-reverting behavior in $`\underset{¯}{S}`$.

We can investigate this change of regime further by examining $`\delta S_R_\mu `$ for finite disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$ . Again using the orthogonality of strategies in the RSS, we have

$`\delta S_R_\mu `$ $`=\delta S_R^{bias}+\delta S_R^{restoring}=`$ (9)
$`{\displaystyle \underset{R^{}=1}{\overset{2P}{}}}\left(\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\overline{R},R^{}}\right)`$ (10)
$`{\displaystyle \underset{R^{}=1}{\overset{2P}{}}}\left(\mathrm{sgn}\left[S_RS_R^{}\right]\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}+\mathrm{sgn}\left[S_R+S_R^{}\right]\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\overline{R},R^{}}\right).`$
Equation 9 has two distinct contributions. The first term $`\delta S_R^{bias}`$ arises from disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$ alone and is time-independent, representing a constant bias on the score increment. The second term $`\delta S_R^{restoring}`$ acts as a mean-reverting force on the strategy score; its magnitude depends on how many strategies lie between it and its anti-correlated partner (just as in Eq. 8). Figure 1 illustrates this for a case where $`S_R>0`$; here the net contribution to $`\delta S_R^{restoring}`$ is likely to be negative as there are more contributing elements with a negative sign than with a positive sign. The strategies $`R^{}\left|S_R\right|<S_R^{}<\left|S_R\right|`$ always contribute terms $`\mathrm{sgn}\left[S_R\right]\left(\mathrm{\Psi }_{R,R^{}}+\mathrm{\Psi }_{\overline{R},R^{}}\right)`$ to $`\delta S_R^{restoring}`$ and so will always act as a mean-reverting component. Terms from strategies outside this range will always be divided into equally sized positive and negative groups as shown in Fig. 1. These groups will on average cancel out each other’s effect on the score increment.

We can model the average magnitude of each term in Eq. 9 by using the same binomial representation for the elements of $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$ as before. The mean magnitude of the bias and restoring force terms $`\left|\delta S_R^{bias}\right|_R`$ and $`\left|\delta S_R^{restoring}\right|_{S_R}_R`$ are thus approximately given as follows:

$`\left|\delta S_R^{bias}\right|_R`$ $`\sqrt{{\displaystyle \frac{N}{P\pi }}\left(1{\displaystyle \frac{1}{\left(2P\right)^2}}\right)}`$ (11)
$`\left|\delta S_R^{restoring}\right|_{S_R}_R`$ $`{\displaystyle \frac{N\gamma }{4P^2}}.`$
The term $`\gamma `$ enumerates the average net number of terms in $`\delta S_R^{restoring}`$ that act to mean revert $`S_R`$ i.e. the excess number of terms with sign $`\mathrm{sgn}\left[S_R\right]`$. Averaged over the entire set of strategies, we have $`\gamma =2P`$. Figure 2 shows that our approximate form for the average strategy score bias in Eq. 11 is extremely good over the entire range of $`\alpha =P/N`$ whereas the approximation of the restoring force term becomes progressively worse as $`\alpha `$ is increased. This effect can be explained in terms of the ‘market impact’ of a strategy. The greater the number of agents using a strategy $`n_R`$, the greater its contribution is to the attendance as can be seen from Eq. 1. As $`n_R`$ is increased above $`n_{R^{}R}`$, the greater the probability becomes of the game outcome ($`\mathrm{sgn}\left[A\right]`$) being opposed to $`a_R^\mu `$ and hence strategy $`R`$ being penalized. This effect will arise if the quenched disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$ is such that more agents hold strategy $`R`$ than $`R^{}R`$. As $`\alpha `$ is raised and the quenched disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$ grows, this effect will become increasingly important. Hence it can be seen that $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}`$ and $`\{S_R,S_R^{}\}`$ are not independent as assumed in obtaining Eq. 11, but are instead correlated through the effect of market impact; this correlation becomes more significant as $`\alpha `$ is increased.

The nature of the correlation between $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}`$ and $`\{S_R,S_R^{}\}`$ introduced by market impact is non-trivial in form as can be seen from Fig. 3. We will not discuss the details of an analytic reconstruction of $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\rho ,\rho ^{}}`$ here, but will instead simply note some straightforward constraints on its form. Let us take the approximation that on average the ranking of the strategies $`\{\rho _R\}`$ is given by the ranking of their bias terms $`\{\delta S_R^{bias}\}`$. This will be true *on average* for a system described by Eq. 9. We then use the approximation that $`\delta S_R^{bias}N[0,\sqrt{\frac{N}{2P}\left(1\frac{1}{4P^2}\right)}]`$. Ordering the bias terms resulting from samples drawn from this distribution, gives us that $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\rho ,\rho ^{}}`$ satisfies

$$Erf\left[\frac{\delta S_\rho ^{bias}}{\sqrt{\frac{N}{P}\left(1\frac{1}{4P^2}\right)}}\right]=\frac{P\rho }{P}$$

with $`\delta S_\rho ^{bias}`$ given by $`_{\rho ^{}=1}^{2P}\left(\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\rho ,\rho ^{}}\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\overline{\rho },\rho ^{}}\right)`$ as in Eq. 9. This relation gives us an indication of how the rank of a strategy is affected by its excess population, and is consistent with the form of $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\rho ,\rho ^{}}`$ as shown in Fig. 3. Note that in the absence of market impact we would not be able to write down any equation linking these parameters and Fig. 3 would be flat with no structure.

We have thus shown how market impact is profoundly manifest within the structure of the MG . In particular, Fig. 2 shows clearly that consideration of market impact is necessary in the calculation of the transition point from efficient to inefficient regimes . The game enters the inefficient regime if the magnitude of the bias term to the score increment (arising from disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$) exceeds the magnitude of the restoring force term. We can calculate when on average strategies begin to drift by looking at when $`\left|\delta S_R^{bias}\right|_R=\left|\delta S_R^{restoring}\right|_{S_R}_R`$ in Eq. 11. This occurs near $`\alpha =\alpha _c\frac{\pi }{4}`$. This over-estimation of the transition point (which numerically occurs in the DMG at around $`\alpha _c=0.39`$) could be corrected by taking into account the non-flat structure of $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\rho ,\rho ^{}}`$. We would like to stress here that only on average does there exist a specific point at which the game passes from mean-reverting to biased behavior (efficient to inefficient regime). Because the behavior of the game is dictated by the disorder in $`\mathrm{\Omega }`$ and not just by the specific parameters $`N,m,s`$ alone, a knowledge of $`\alpha `$ is not enough information to classify the game as being in either the efficient or inefficient regime. Therefore it seems arguable as to whether $`\alpha _c`$ is a ‘critical’ value for any particular realization of this system.

Equation 9 can also yield insight into the dynamics in the regime past the transition point. We were able to predict from Eq. 8 that in the efficient regime, pairs of anti-correlated strategies would cycle around each other thus producing an ever changing score rank vector $`\underset{¯}{\rho }`$. In the inefficient regime wherein the strategy scores have appreciable bias, it would be natural to assume that $`\underset{¯}{\rho }`$ would rapidly find a steady state as the strategy scores diverged. This in fact does not happen; for example, consider the outermost pair of strategies in the score-space (i.e. the current best, and its anti-correlated partner the worst) at a point in the game. For these strategies, Eq. 9 is given approximately by

$$\delta S_R_\mu \underset{R^{}=1}{\overset{2P}{}}\left(\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\overline{R},R^{}}\right)\mathrm{sgn}\left[S_R\right]\underset{R^{}=1}{\overset{2P}{}}\left(\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{}}+\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\overline{R},R^{}}\right).$$

Irrespective of the disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$, we have $`\left|\delta S^{bias}\right|\left|\delta S^{restoring}\right|`$. It is thus likely that this strategy pair attract each other until at least one other pair take their place as best/worst. This behavior will lead to a non-stationary $`\underset{¯}{\rho }`$-vector, even in this regime.

The present analysis has described general properties of the game such as the transition in behavior between efficient and inefficient regimes. It has also shown that dynamical processes such as the changing nature of $`\underset{¯}{\rho }`$ can be quantitatively explained purely in terms of the quenched disorder in the strategy population tensor $`\mathrm{\Omega }`$.

## 4 Dynamics in $`\mu `$-space

The previous section was concerned with the behavior of the strategy score vector $`\underset{¯}{S}`$, and often treated the dynamical variable $`\mu `$ as a random process to be averaged over. This however glosses over the subtle and very interesting dynamics of $`\mu `$ itself as dictated by Eq. 4. (References  and  also consider aspects of $`\mu `$ dynamics). To aid in our discussion, we note that Eq. 4 describes a trajectory along the edges of a directed de Bruijn graph $`\mathrm{D}_2\left[m\right]`$. Fig. 4 shows an example of such a graph for $`m=2`$. As explained in the previous section, in the efficient regime $`\underset{¯}{S}`$ is strongly mean reverting. This implies that the set of states of the game $`\{\underset{¯}{S},\mu \}`$ is finite. As the system is Markovian and deterministic, this in turn implies that it must exhibit periodic behavior in this regime as return to a past state would then be followed by the revisiting of the trajectory from that state. In the inefficient regime where the strategy scores are biased, the set of states $`\{\underset{¯}{S},\mu \}`$ is unbounded and we may expect aperiodic behavior of the DMG.

We now examine the structure of the periodic behavior in the efficient regime. One observation from numerical simulations is that the period i.e. return time to any state $`\{\underset{¯}{S},\mu \}`$ is observed over many runs to be $`T=2P`$ for the $`\chi =sgn`$ scoring system whereas for the $`\chi =1`$ system the period is much longer and run-dependent. This periodic behavior seems able to exist up to the point where the occurrence of zero attendance $`A[\underset{¯}{S},\mu ]=0`$ causes stochastic perturbation to $`\mu `$ ; after this point we can no longer treat our system as deterministic. Such periodic behavior must satisfy the conditions $`\left\{\underset{¯}{\mathrm{\Delta }S}_{cycle}=0,\underset{¯}{\mathrm{\Delta }\mu }_{cycle}=0\right\}`$. $`T=2P`$ is in fact the shortest possible period which satisfies these conditions. The two edges leading away from any vertex $`\mu `$ on the de Bruijn graph must necessarily inccur score increments of opposite sign: $`+\underset{¯}{a}^\mu \left|\chi \left[A\right]\right|,\underset{¯}{a}^\mu \left|\chi \left[A\right]\right|`$ corresponding to positive and negative attendance respectively. The vectors $`a`$μ1 and $`a`$μ2≠μ1 are orthogonal; hence the only way that an increment to the score of $`\underset{¯}{a}^{\mu \left[t\right]}\chi \left[A[\underset{¯}{S}\left[t\right],\mu \left[t\right]]\right]`$ can be negated in order to achieve $`\underset{¯}{\mathrm{\Delta }S}_{cycle}=0`$, is to return to that vertex (i.e. $`\mu \left[t^{}\right]=\mu \left[t\right]`$) a particular number of times such that

$$\underset{\left\{t^{}\right\}}{}\chi \left[A[\underset{¯}{S}\left[t^{}\right],\mu \left[t\right]]\right]=0$$
(12)
This condition must be satisfied at all vertices of the graph because the set $`\left\{t^{}\right\}`$ which satisfies Eq. 12 must have a minimum of two entries (each of opposite attendance) thereby leading the game to different, new vertices until all are spanned.

Consider the $`\chi =sgn`$ scoring system. The condition corresponding to Eq. 12 is easily satisfied at each vertex with a set $`\left\{t^{}\right\}`$ of exactly $`2\lambda `$ entries, $`\lambda `$ being an integer. We now have the situation where all edges of the graph are visited equally. The shortest way of doing this is with $`\lambda =1`$; this cycle is known as an ‘Eulerian trail’. This dynamical stable state of the game acts as an attractor; the MG in the efficient phase will rapidly find this state after undergoing a stochastic perturbation. We note that the Time-Horizon Minority Game  exhibits similar behavior for special values of the time horizon $`\tau `$. This trajectory of the DMG along a Eulerian trail corresponds to the occurrence of perfect anti-persistence in the $`[A|\mu ]`$ time series. This anti-persistence has been empirically observed in many studies of the MG .

Now consider the $`\chi =1`$ scoring system. The condition of Eq. 12 is very much harder to achieve over all vertices as the dynamics of $`A`$ are incorporated back into the score vector $`S`$ making the set $`\{\underset{¯}{S},\mu \}`$ very much larger. This explains the very much longer period of this game which, even over very long time windows, can appear aperiodic. The Eulerian trail will still however be an attractor to the dynamics within $`\mu `$-space, since the anti-persistence in $`[A|\mu ]`$ is still strong (in the efficient phase). It is not however perfect as was the case for the DMG using the $`\chi =sgn`$ scoring system.

To quantitatively explain this anti-persistence, we make the following approximation:

$$sgn\left[A\right]sgn\left[\underset{¯}{a}\underset{¯}{S}\right].$$
(13)
This approximation can be understood by referring back to Eq. 7 where $`\underset{¯}{S}`$ now plays the same role as the rank-measure $`\underset{¯}{q}`$. It is valid for the regime where the strategy scores are densely spaced, i.e. for the efficient regime/low disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$. Consider the $`\chi =sgn`$ scoring system wherein the score vector is simply given by $`\underset{¯}{S}\left[t\right]=\underset{¯}{S}\left[0\right]_{j=1}^{t1}sgn\left[A\left[j\right]\right]\underset{¯}{a}^{\mu \left[j\right]}`$. We use the fact that the vectors $`a`$μ1 and $`a`$μ2≠μ1 are orthogonal to transform Eq. 13 to the following form:

$$sgn\left[A\left[t\right]\right]sgn\left[\underset{¯}{a}^\mu \underset{¯}{S}\left[0\right]2P\underset{\left\{t^{}\right\}}{}sgn\left[A\left[t^{}\right]\right]\right]$$
(14)
where we recall that the set of times $`\left\{t^{}\right\}`$ are such that $`\mu \left[t^{}\right]=\mu \left[t\right]=\mu `$ for $`0<t^{}<t`$. This dynamical process occurring over times $`t^{}`$ rather than $`t`$ is zero-reverting. Let us demonstrate this by taking an example. Let $`P=4`$ and the initial strategy score be such that $`\underset{¯}{a}^\mu \underset{¯}{S}\left[0\right]=20`$. The time-series of $`sgn\left[A\left[t\right]\right]`$ thus becomes as shown in Table 2. Hence the game cascades from its initial state, the attendance at a given vertex of the de Bruijn graph ($`[A|\mu ]`$) exhibiting persistent behavior until a point is reached such that $`\left|\underset{¯}{a}^\mu \underset{¯}{S}\left[0\right]2P_{\left\{t^{}\right\}}sgn\left[A\left[t^{}\right]\right]\right|<2P`$. Subsequently the attendance $`[A|\mu ]`$ becomes perfectly *anti*-persistent. When this anti-persistence occurs at each vertex, the game has locked into one of the $`2^{2^m}/2^{m+1}`$ Eulerian trails. The analysis above can be generalized for different scoring systems (such as $`\chi =1`$) where in general it is found that the game exhibits strong but not perfect anti-persistence in $`[A|\mu ]`$ in this regime.

In the analysis above we introduced the effect of the initial condition on the score vector $`\underset{¯}{S}\left[0\right]`$ (see also Ref. ). However, we could just as correctly view $`\underset{¯}{S}\left[0\right]`$ as the current state, left by some other game process such as a shock to the system, a build up from some other game mechanism or a stochastic perturbation. It is therefore interesting to examine how the DMG evolves after a given state $`\{\underset{¯}{S}\left[0\right],\mu \left[0\right]\}`$ is imposed. The ‘initial’ condition $`\underset{¯}{S}\left[0\right]`$ must obey the form $`S_R=S_{\overline{R}}`$; this is to ensure that a priori no strategies are given a bias. It would be unphysical to break this rule; strategy $`R`$ always loses the same number of points as its anti-correlated partner $`\overline{R}`$ gains in any reasonable physical mechanism. We expect that if the elements $`S_R\left[0\right]`$ have magnitude less than $`2P`$ then the system will very quickly lock into the Eulerian trail trajectory and visit all $`\mu `$-states equally. However, if the elements $`\left|S_R\left[0\right]\right|2P`$ then Eq. 14 predicts that there will be persistence in $`[A|\mu ]`$ until the dynamical stable state is found. This persistence in trajectory at each node of the de Bruijn graph will lead to the game visiting only a small subset of the vertices on the graph unlike in the stable-state situation. This reduced cycling effect may lead to a bias in the attendance over a significant period of time, i.e. a ‘crash’ or ‘rally’.

We now demonstrate the recovery of the DMG from a randomly chosen initial score vector $`\underset{¯}{S}\left[0\right]`$. We take a system with low disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$ and $`m=2`$ (such that $`2P=8`$). However we draw $`S_R\left[0\right]`$ from a much wider uniform distribution, spanning $`100\mathrm{}100`$. (Note we maintain $`S_R=S_{\overline{R}}`$ as required). Figure 5 shows the evolution of the game out of this state. The initial condition is soon ‘worked out’ of the system - it rapidly finds the Eulerian cycle $`\mu =0,0,1,3,3,2,1,2,..`$ after only 174 turns. As can also be seen, the game adopts several different types of cycle on its way towards this stable state. The switch between cycle types occurs as each vertex snaps from persistent to anti-persistent behavior.

We have hence discussed and explained the dynamics of the stable state, and how the system enters that state from an initial or perturbed state. This analysis has been for the system in the efficient phase where the quenched disorder of $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$ is low. The inefficient regime will in general show a different set of dynamics. As discussed earlier, the inefficient phase is characterized by score vectors which have an appreciable drift; this is an effect of the disorder in $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}`$. The corresponding unbounded $`\underset{¯}{S}\left[t\right]`$ vector leads to an unbounded set of states for the system $`\{\underset{¯}{S},\mu \}`$. This suggests that the overall dynamics may be aperiodic, i.e. the system never returns to a past state. We can however say something about the nature of the resulting dynamics in $`\mu `$-space. As the score vector diverges the score rank vector $`\underset{¯}{\rho }`$ becomes more well defined (although not completely stationary in time, as mentioned in Sec. 3). This is tantamount to there being a certain degree of persistence in the attendance at a vertex $`[A|\mu ]`$. This will lead to the motion around the de Bruijn graph being limited to a certain sub-space, just as that described above for the recovery from an initial score vector $`\underset{¯}{S}\left[0\right]`$. This difference in the dynamics for the efficient and inefficient regimes leads to the well-documented result that the occurrence of different $`m+1`$ bit words is even in the efficient regime but very uneven in the inefficient regime .

## 5 Conclusion

The results in this paper confirm that the MG can be usefully viewed as a stochastically perturbed deterministic system, and that this deterministic system can be described concisely by coupled mapping equations (Eqs. 3, 4 and 5). We used this system to explore the dynamics of the score vector $`\underset{¯}{S}\left[t\right]`$. We showed that the score increment comprises a bias and restoring-force term, the comparative magnitude of these terms being governed by the disorder in the strategy population tensor $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$. Furthermore, we were able to obtain analytic approximations for the bias and restoring force terms. We showed how the market-impact effect correlated the strategy population to the score vector and how this then affected our approximations.

We also discussed the dynamics of the global information $`\mu \left[t\right]`$ as a trajectory on a de Bruijn graph. We were able to show that in the efficient regime the system would be periodic and that the favored periodic trajectory was that of an Eulerian Trail. Analytically we were able to demonstrate how anti-persistence and persistence arise in the attendance at a vertex $`[A|\mu ]`$, and how this would manifest itself in efficient and inefficient regimes either in response to a perturbed state or an initial condition of $`\underset{¯}{S}\left[0\right]`$.

We are grateful to A. Short and P.M. Hui for useful discussions and comments.

TABLES

| m | $`\chi =\mathrm{sgn}`$ | $`\chi =1`$ |
| --- | --- | --- |
| 2 | $`7.2\pm 4.2`$ | $`0.7\pm 0.6`$ |
| 3 | $`6.3\pm 3.0`$ | $`2.4\pm 0.8`$ |
| 4 | $`9.4\pm 2.1`$ | $`3.4\pm 0.8`$ |

TABLE 1. Percentage of time-steps in which the minority room is changed by the stochastic decision of agents with tied strategies. Percentages are shown for the digital and proportional payoffs. Statistics obtained from 16 numerical runs of the MG with $`N=101`$, $`s=2`$, and over 1000 time-steps.

| $`\underset{¯}{a}^\mu \underset{¯}{S}\left[0\right]2P_{\left\{t^{}\right\}}sgn\left[A\left[t^{}\right]\right]`$ | $`sgn\left[A\left[t\right]\right]`$ |
| --- | --- |
| $`208\times \left(0\right)=20`$ | $`1`$ |
| $`208\times \left(0+1\right)=12`$ | $`1`$ |
| $`208\times \left(0+1+1\right)=4`$ | $`1`$ |
| $`208\times \left(0+1+1+1\right)=4`$ | $`1`$ |
| $`208\times \left(0+1+1+11\right)=4`$ | $`1`$ |
| $`208\times \left(0+1+1+11+1\right)=4`$ | $`1`$ |

TABLE 2. An example of how the game cascades from an initial state (c.f. Eq. 14). Here $`P=4`$ and $`\underset{¯}{a}^\mu \underset{¯}{S}\left[0\right]=20`$. The attendance (right column) exhibits persistent, and then anti-persistent, behavior.

FIGURE CAPTIONS

FIG. 1. Schematic representation of the signs of contributing terms to $`\delta S^{restoring}`$.

FIG. 2. Numerical and approximate analytical magnitude of average score increment terms $`\left|\delta S_R^{bias}\right|_R`$ and $`\left|\delta S_R^{restoring}\right|_{S_R}_R`$

FIG. 3. Contour plot of $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{\rho ,\rho ^{}}`$, i.e. an average of the strategy population tensor re-ordered each turn with strategies running from highest to lowest score (top to bottom and left to right). Black areas indicate low population and white areas indicate high population. The averaging is carried out over 50 runs (different $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$) and 1000 turns within each run. MG game parameters $`\alpha =0.32`$, $`s=2`$.

FIG. 4. De Bruijn graph $`\mathrm{D}_2\left[2\right]`$ corresponding to $`m=2`$. Vertices are labelled with the state $`\mu `$, edges are labelled with the quantity $`\underset{¯}{\delta S}/\left|\chi \left[A\right]\right|`$. The dotted line shows one of the two possible Eulerian trails of this graph.

FIG. 5. An example of the convergence of the DMG onto the Eulerian trail attractor. Top graph shows the dynamics in the global information $`\mu \left[t\right]`$. Bottom graph shows the dynamics in score $`S_R\left[t\right]`$ for $`1R4`$ (out of $`2P=8`$). Game locks into attractor at turn 174. Game parameters $`N=101`$, $`m=2`$, $`s=2`$.


text:
# Efficient magneto-optical trapping of a metastable helium gas

## 1 Introduction

The main goals of this experiment is first to produce a gas of 4He atoms in the metastable $`2^3S_1`$ state with a density as large as possible, and then to bring down the temperature of the gas to ultralow temperatures. This experiment replaces an earlier experiment based on the VSCPT cooling method  which, despite the achievement of ultra low temperatures, could not reach high phase space densities, due to the small number of atoms being cooled. Let us mention that several other groups are involved in experiments with similar goals dealing with trapped ultracold metastable helium atoms . The present experiment, as well as those of references , aim at achieving Bose-Einstein condensation (BEC) by combination of laser cooling, magnetic trapping and subsequent evaporative cooling, following the route successfully taken for BEC of alkali atoms (Rb,Na,Li) since 1995  and atomic hydrogen in 1998 . A metastable helium condensate would be the first one with atoms in an excited state of high internal energy (19.8 eV) and long lifetime (approximately 8000 s). It should be interesting to compare the properties of such a gaseous dilute helium condensate to those of superfluid liquid helium, dominated by interactions between particles. Helium BEC should be capable of forming a helium atom laser as it was the case for alkali BEC. There are many applications of such coherent matter waves. For instance a metastable atom laser  could be a valuable source for lithography . Another application for helium atoms is metrological , since its energy levels can be calculated with a high degree of accuracy. Let us finally mention an interesting property of these metastable helium atoms. They can transfer their high internal energy when they collide with surfaces or molecules. This property can be used for highly efficient detection, almost ”one by one”, with good spatial and temporal resolution , using microchannel plates for example.

It thus appears that the metastable helium atom displays appealing features as a candidate for BEC. According to theoretical predictions , the cross section for elastic collisions between cold metastable atoms should be large, ensuring rapid thermalisation for efficient evaporative cooling in the magnetic trap. Furthermore, Penning collisions which are the main source of inelastic losses in a magneto-optical trap, are expected to have a rate slow enough to allow the formation of BEC in a magnetostatic trap. However, reaching BEC with metastable helium remains uncertain. The predicted value of approximately 10 nm for the scattering length could be inaccurate as it is very sensitive to the details of long range elastic potential between atoms, which is not known to a high accuracy. It should also be mentioned that the rates of the inelastic collisions, which are likely to heat up and empty the trap at low temperatures , have not yet been measured. From an experimental point of view, one first needs to trap a dense cloud of these atoms in an ultra high vacuum. A second step is to construct a strongly confining magnetostatic trap. Thus, we choose to trap the atomic cloud in a quartz cell of small dimension while having the confining magnets external to the cell and close to the vacuum chamber. Section 2 of this article gives details of the discharge source and of the optimal parameters chosen to achieve a high flux of metastable helium atoms. Section 3 shows the laser system consisting in a DBR diode laser coupled with a high power fiber amplifier. Section 4 describes the laser techniques used to increase the brightness of the beam of atoms, to deflect it from the beam of ground state atoms and to slow it down in a spatially varying magnetic field. Section 5 demonstrates the advantages of our particular trapping scheme.

## 2 The source of metastable atoms

### 2.1 Principle

The development of an intense and slow beam of metastable helium atoms requires to solve several problems. First, helium atoms have to be efficiently excited to the metastable state. Secondly, the beam has to be cooled to a low enough temperature to avoid difficulties with the subsequent deceleration, knowing that the small mass of the atom results in a high velocity at room temperature. In a previous experiment , metastable atoms were produced at a moderate rate by electron bombardment and they were cooled down to liquid helium temperature. In the present setup, a different strategy is used: metastable atoms are produced in a gas discharge and cooled to liquid nitrogen temperature, reaching mean velocities of approximately 1000 m/s. It is known that the most efficient way to produce high rates of metastable helium atoms is to start with a pulsed or continuous gas discharge, where atoms are excited to upper states by electronic collisions and then decay to the long-lived metastable state. A fraction between $`10^6`$ and $`10^4`$ of the ground-state atomic flux can be produced in the metastable state with an intense discharge. However, the heat generation in the discharge makes it difficult to obtain both intense and cold atomic beam of metastable helium. Several attempts  have been made to solve this problem. The source developed at ENS results from a design which combines several advantages of the sources developed by the other groups. The setup is compact and robust and gives a reliable large flux of atoms, a significant number of which have velocities below 1000 m/s.
All discharge sources for metastable helium consist basically of a gas reservoir filled with helium gas to a pressure of a few tens of mbar. The discharge occurs between the cathode inside the reservoir through the outlet channel to the anode, placed on the high vacuum side, or directly to the skimmer. The design of Fahey et al.  achieves low gas temperatures by cooling only the nozzle with liquid nitrogen. The source described by Kawanaka  makes use of an elaborate scheme to cool down all of the source and to remove the hot gas by a roughing pump. Similar results have been obtained regarding fluxes reaching up to $`10^{14}`$ atoms per second and steradian  and . Velocities are found to be slightly above 1000 m/s in  and slightly below 1000 m/s in . For the design presented here and shown in fig. 1, the complete source, including the discharge electrodes, is cooled in a simple and efficient way. No additional effort such as removing the hot gas is required. As a result the entire source is very compact. A careful design of the shape of the electrodes and of the gas outlet ensures that the discharge is partially burning into the high vacuum (see fig. 1) rather than inside the reservoir. This provides a high flux of metastable atoms, as they do not hit walls at the place where they are produced. The design is such that a reliable and stable operation mode has been achieved for several weeks of continuous operation.

### 2.2 The source design

The source shown in fig. 1 consists of a cylindrical gas reservoir entirely made of boron nitride, a material which has a sufficiently high heat conductivity as well as a high electrical and chemical resistance. This material was already used by Fahey et al. for the nozzle of their discharge source . The external part of the gas reservoir is covered with vacuum grease for better thermal contact with the copper cylinder cooled by liquid nitrogen, into which it is pressed. A copper flange, held by an electrically isolating support of araldite and tightened by an indium o-ring, closes the reservoir on the backside. The flange serves as the inlet of the helium gas, as well as for the mount of the cathode. The cathode is a stainless steel tip adjustable in position during mounting. The distance between cathode and anode is typically between 2 and 3 mm but it is not found critical.

The particular shape of both electrodes allows them to be centered with respect to each other by mounting them on the reservoir. Particular care was taken to design the gas outlet, a 2 mm long channel of 0.4 mm in diameter drawn in the boron nitride reservoir and located in front of the cathode. The outlet channel diameter is chosen in such a way that a stable discharge and a high flux of metastable atoms are reached, even at low operating discharge currents and for gas loads adapted to the speed of the pumps. It is directly followed by the anode, a 1 mm thick aluminum disc with a hole of 0.4 mm in diameter. A particular feature of the present design is that the anode is cooled to liquid nitrogen temperature. For efficient cooling it is tightly fixed on the copper container. Crucial for reliable operation of the discharge is the cleanliness of the cathode and anode. During operation both parts suffer from impurities of the gas or from the oil vapor of the diffusion pumps. Our design allows easy dismantling of the source to clean the electrodes.
The material, the size, the depth and the alignment are crucial for an efficient excitation of helium atoms. Best performances were obtained with an aluminum anode with a hole of diameter at least as large as that of the outlet channel in the boron nitride reservoir. This ensures that the electrical field lines reach into the source chamber (see fig. 1 b), so that the discharge extends also into the vacuum at the source exit. The cylindrical design and the length (30 mm) of the reservoir have been chosen such that no parasitic discharge can occur competing with the discharge at the source exit when operated in a pressure range of 10 torrs. The source reservoir is filled with gas via a plastic tube, which isolates the source from the vacuum chamber. A throttle valve in front of the gas inlet keeps the pressure high in the gas tube and suppresses parasitic discharge in the tube. To avoid contamination of the source, the helium gas is filtered with charcoal.

### 2.3 Measurement of the atomic flux and velocity

The source has been tested in a vacuum apparatus consisting of two vacuum chambers (see fig. 1), one for the source and one for the beam diagnostic. Both chambers are separated by a skimmer (1 mm diameter) and evacuated by diffusion pumps (pumping speed of approximately 800 l/s) equipped with liquid nitrogen traps. During operation the pressure in the source chamber rises to approximately $`10^4`$ mbar, in the detection chamber to approximately $`10^6`$ mbar. To characterize the atomic beam an in-situ detector was constructed, consisting of a gold mirror and a channeltron (fig. 2). Upon collision with the mirror surface, metastable atoms decay down to the ground state and release one electron out of the surface, with a high efficiency . Assuming that each metastable atom hitting the mirror releases an electron, one gets a lower limit for the atomic flux by measuring the current with a picoammeter.

The metastable beam can also be pulsed with a mechanical chopper, in order to perform time of flight measurements. In this case, the current on the gold mirror is too weak to be detected. The released electrons need to be accelerated towards a channeltron which detects the amplified current. The pulsed signal of the channeltron is then sent to an oscilloscope to record the time of flight distribution. To separate the metastable triplets $`2^3S_1`$ from other species produced by the discharge (UV light, ions, metastable singlet $`2^1S_0`$), the beam is collimated by diaphragms, and deflected by a laser beam tuned to the $`2^3S_12^3P_2`$ transition (see section 3). From the time of flight measurements with and without deflection, it has been observed that the source essentially produces metastable atoms which are in the triplet state. We assume that the singlet state atoms are quenched by the radiation emitted by the discharge.

### 2.4 Choice of discharge current and pressure

The efficiency of the source depends on a large variety of parameters: the gas pressure and temperature, the discharge current, the purity of helium and the geometry of the discharge. All these parameters have to be carefully optimized to obtain the highest maximum flux with moderate heating. The discharge current and the pressure inside of the gas reservoir were separately varied as shown in fig. 3.

For a given pressure, the production rate of metastable atoms increases linearly with the current up to 4 mA (fig. 3 a). For higher currents the rate starts to saturate. With increasing current, the gas temperature rises locally in the discharge region due to resistive heating resulting in a higher atomic velocity (see fig. 3 c). A current of approximately 6 mA was chosen as a compromise between high flux and low velocities. In figure 3 b), there are two regimes for the pressure. At lower pressures, an increase of pressure inside the reservoir results in an increase of the metastable helium flux. At higher pressures, an increase of pressure inside the reservoir leads to a decrease of flux due to quenching of metastable helium atoms by collisions between metastable atoms in the nozzle region and by collisions with the background gas. Eventually, if the pressure is increased passed the background pressure of $`3\times 10^4`$ mbar, the metastable helium beam can be completely quenched. For the vacuum setup described above, the optimum pressure was achieved at approximately $`10^4`$ mbar. After optimization of all parameters of the atomic source, fluxes of triplet metastable atoms of the order of $`2\times 10^{14}`$ atoms/sec/steradian were found, with a mean velocity of 1000 m/s. Using this highly compact source, the measured values compare well with the ones obtained in other experiments .

## 3 The laser system

Earlier experiments on laser cooling and trapping of helium at 1083 nm (transition $`2^3S_12^3P_2`$) were performed using a LNA ring laser, pumped by an argon ion laser . In this experiment, we use an optical amplifier based on Ytterbium doped fiber (IRE-POLUS) and seeded by a diode laser at 1083 nm. This laser source is especially efficient to manipulate metastable helium atoms. Historically, the first Ytterbium fiber amplifier was developed and characterized in a single stage low amplification configuration . Later, a double core prototype of this MOPFA system (Master Oscillation Power Fiber Amplifier) was built by S.V. Chernikov .

The laser system used in the present experiment is shown in figure 4. The seed laser is a single mode DBR laser diode (SDL-6702-H1) emitting at 1083nm and delivering a maximum power of 50mW. The line width of the laser diode is reduced from 3 MHz to 250 kHz by an external cavity using a semireflecting mirror of transmission 80 %, as has already been observed . The laser diode is coupled with the fiber amplifier using bulk optics. Two optical isolators providing a total isolation of 60 dB prevent optical feedback in the DBR diode. In addition, a set of two birefringent plates ($`\lambda `$/2 and $`\lambda `$/4) of adjustable orientation compensates for the birefringence of the amplifier, which slightly varies with temperature changes and mechanical stress. This adjustment provides the proper linear polarization at the output of the amplifier. An additional 30 dB optical isolator is placed at its output because the amplifier is sensitive to feedback from the experiment. The Yb doped fiber amplifier consists of two amplification stages, both pumped by diode arrays operating at 970 nm (V-groove side pumping). The second amplifying stage (called booster) is designed for 600 mW saturated output power. It consists of a double clad fiber (DCF) with an optimized bidirectional side pumping. The angle polished connector (APC) at the output end prevents the amplifier from oscillating. An input power of 1mW is sufficient to saturate the amplifier and achieve performances independent of the input level. The amplifier provides a collimated beam in a TEM00 mode of 0.4 mm waist.
A preliminary study of the frequency noise of the laser source was performed using an autocorrelation setup and heterodyne detection. It was found that the fiber amplifier did not cause additional noise to the frequency spectrum of the injection diode when the diode is frequency narrowed in an external cavity.
The laser diode is locked -240 MHz away from resonance by saturated absorption in a low pressure discharge cell. The fiber-laser light is split up into four independent beams (see fig. 4): the first one is used to collimate and deflect the atomic beam, the second one to slow the beam down, the third one to trap the atoms, and the last one to probe the trap (see sections 4 and 5). Required frequency for each arm is set by acousto-optical modulators used in a double-pass configuration.

## 4 Laser manipulation: collimation, deflection and deceleration

The need for extremely high vacuum in the present experiment requires that the intense ground state helium beam is prevented from reaching the cell. The metastable beam, initially merged with the ground-state beam, has then to be spatially separated and directed towards a different axis than the nozzle-skimmer axis. Radiation pressure forces are used for this purpose . For the collimation and the deflection, a power of 75 mW of laser light is used (beam B1 in the figure 4). This power is evenly split in three : the first one for vertical collimation, the second one for horizontal collimation and the last one for deflection. The effusive beam coming out from the source is highly divergent (0.1 rd) and has a uniform spatial intensity profile. Collimation is thus performed slightly off axis, $`1^{}`$ upwards with respect to the horizontal axis. Two apertures (a diaphragm and a tube) placed off axis selectively blocks the ground state beam while allowing the metastable state beam to be deflected by the laser in order to pass through (see fig. 5). The circular aperture ($`Ø=5`$ mm) and the separating tube ($`Ø=1`$ cm, length 10 cm) are 1.2 m apart from each other. They define the new axis of the experiment starting 5 mm above the nozzle-skimmer one all the way down towards the cell. The separating tube provides differential pumping in the chamber connected to the main slowing magnet and pumped by a turbo molecular pump (1000 l/s). We use a vertically movable Faraday cup ($`Ø=7`$ mm) located 1.15 m downstream from the nozzle to monitor the intensity of the metastable helium beam (detector D1 in figure 5). For the collimation of the atomic beam in the two transverse directions, we use the so-called ”zig-zag” configuration of the laser beam . It uses a resonant beam ($`Ø=8`$ mm) reflecting between two mirrors ($`3\times 15`$ cm) sligthly tilted from being parallel to cross the atomic beam about 10 times. The capture range of the transverse velocity is approximately 20 m/s. The increase in the metastable flux is measured on a picoammeter (Keithley) connected to the Faraday cup 1. Although ”white light” can be used to achieve collimation , we did not use it to prevent the broadening of the laser-source linewidth which has multiple uses in the experiment. To deflect the collimated beam, we used a curved-wavefront laser beam in a ribbon shape at resonance. The optimised radius of curvature is of 5 m. The deflection keeps the beam collimated with nearly a 100$`\%`$ efficiency.

The second Faraday cup D2 ($`Ø=8`$ mm) (see fig. 5), located 2.4 m away form the tube entry, is used to optimize the flux of the collimated-deflected beam. Typical currents measured on D2 are of 20 nA in comparison with 1 nA measured on D1 when the metastable beam is neither collimated nor deflected. This corresponds to a collimated flux of approximately $`2\times 10^{11}`$ atoms/s.

To characterize the velocity of the pure triplet metastable beam, we performed a time of flight measurement. We used a resonant laser beam ($`Ø=1`$ cm) with a light chopper, crossing at right angle with the collimated-deflected metastable beam, and a channeltron mounted besides the Faraday cup (D2). The light beam acting as an atom pusher is hidden for a short time period ($`50\mu `$s) every 10 ms. We recorded the time of flight spectrum and found a peak velocity of 930 m/s and a relative spread (FWHM) of approximately $`30\%`$, which is significantly lower than the uncollimated beam : this shows that the collimation-deflection process acts more efficiently on slow atoms because their interaction time with the laser beams is longer. The metastable helium beam is decelerated by the Zeeman tuning technique . For this purpose, a laser beam with 15 mW of total power is increased to a diameter of approximately 2 cm, with a right circular polarisation and a detuning from resonance of $`\delta _{slo}=240`$ MHz. The laser beam enters the cell and propagates anti-parallel to the atom beam. It is resonant with atoms having longitudinal velocity of 1000 m/s at the entrance of the first Zeeman slower. This first Zeeman slower has a length of 2 m, an inner diameter of 2.2 cm and a field of 540 G. At the end of this first Zeeman slower, the atomic velocity is approximately 240 m/s. The second Zeeman slower is approximately 15 cm long with an enclosed tube of 40 mm inner diameter and creates a field going from 0 to -140 G. The atoms are slowed down to a final velocity of 40 m/s as they exit the second Zeeman slower. A compensating coil minimizes the magnetic field leakage from the second Zeeman slower into the cell region.
Control of the successive decelerations was done by a Doppler sensitive absorption spectroscopy method, using a laser-probe beam crossing the cell with an angle of approximately $`20^{}`$. Time of flight measurements of the unslowed beam was used to calibrate the Doppler detuning with respect to the atom velocity. Velocity measurements are in good agreement with simulations of the slowing process.

## 5 The trapping scheme

### 5.1 The laser beams geometry

In order to optimize the number of trapped atoms in the MOT, we use a far detuned ($`\delta _{mot}/2\pi =45`$ MHz) and high intensity laser (total intensity $`I=50`$ mW/cm2) (beam B3 in fig. 4). This laser detuning minimizes inelastic Penning collisions between atoms in the $`2^3S_1`$ metastable state and atoms in the $`2^3P_2`$ excited state . Our scheme aims at trapping the gas at the center of a quartz cell of high quality commercially available from Hellma (5cm$`\times `$5cm$`\times `$4cm). We use large diameter laser beams ($`Ø=2`$ cm) in order to capture a large number of atoms. The MOT is as close as possible to the slowing magnet end to allow a higher loading rate. The MOT beams are 6 independent laser beams crossing the cell perpendicular to its faces. The two MOT beams along the z direction (see figure 6) are nearly superimposed with the slowing-laser beam and merged with the atomic beam. The $`\sigma _+`$ MOT beam is directed by the mirror M at $`45^{}`$ incidence and the glass viewport placed on the vacuum chamber 1 (see figure 5). It propagates along the z-axis through the vacuum chamber and the Zeeman slowers. The two contrapropagating beams along the z-axis are focused onto the mirror M with an edge separated by 1 cm from the center of the atomic beam. In this geometry, both the $`\sigma _+`$ and the $`\sigma _{}`$ of the MOT beams along the atomic beam axis affect the slowing process. Consequently, several precautions such as the use of a repumper beam are required for optimization of the MOT as explained in the following section.

### 5.2 Optimization of the MOT

On one hand, the $`\sigma _+`$ MOT beam along the z-axis is resonant with the atoms at a given position in the slowing magnet. It can thus be absorbed by the atoms and accelerate them. On the other hand, the $`\sigma _{}`$ MOT beam along the z-axis is likely to depolarize the traveling atoms at another position. These two effects have to be corrected for. The slowing beam detuning from resonance is $`\delta _{slo}/2\pi =240`$ MHz from resonance (beam B2 in fig. 4). During the slowing process, the velocity of the atom decreases according to the following equation (1)

$$\delta _{slo}+kv=\mu _bB/\mathrm{}$$
(1)
where $`B`$ and $`v`$ are the projection along the z-axis of the magnetic field and atom velocity respectively. The atoms are spin polarized in the $`m_J=+1`$ level during the slowing process, cycling between the states $`2^3S_1,g_s=2,m_J=+1`$ and $`2^3P_2,g_p=3/2,m_J=+2`$ (see fig. 7).
The $`\sigma _+`$ MOT beam, parallel to the atomic beam (see fig. 6), can also induce transitions between these magnetic sublevels, if the following resonance condition is fulfilled:

$$\delta _{mot}kv=\mu _bB/\mathrm{}$$
(2)
Eq. (1) and (2) are both satisfied for

$$2kv_+=\delta _{mot}\delta _{slo}$$
(3)
which gives $`v_+=105`$ m/s. So, when the velocity becomes $`v_+`$, which occurs before the end of the slowing process, in the second part of the Zeeman slower, the $`\sigma _+`$ MOT beam accelerates the atoms. The net effect results from the intensity unbalance between the $`\sigma _+`$ MOT beam and the slowing beam. If the intensity of the slowing beam is less than the MOT beam intensity, the $`\sigma _+`$ MOT beam accelerates the atoms so much that the slowing process is stopped. One needs to adjust the intensity of the slowing beam to be higher than the intensity of the MOT beam to prevent this undesirable phenomenon. We typically use 15 mW/cm2 for the slowing beam, which corresponds to 1.5 times the intensity of each of the MOT beams.

In addition, the $`\sigma _{}`$ MOT beam along the z-axis can induce transitions between $`2^3S_1,m_J=+1`$ and $`2^3P_2,m_J=0`$ sublevels, which depolarize the atoms when they decay to the $`2^3S_1,m_J=0`$ and $`m_J=1`$ sublevels (see fig. 7). Once the atoms have decayed, they are no longer resonant with the slowing beam and the slowing process is stopped. This actually happens when the following resonance condition is fulfilled:

$$\delta _{mot}+kv=2\mu _bB/\mathrm{}$$
(4)
Eq. (1) and (4) are both satisfied for

$$3kv_{}=(\delta _{mot}+2\delta _{slo})$$
(5)
which gives $`v_{}=190`$ m/s. This velocity is also reached in the second part of the Zeeman slower.

To avoid this problem, we repump the atoms from the $`m_J=0`$ and $`m_J=1`$ sublevels back to the $`m_J=+1`$ sublevel. Two repumping beams are both $`\sigma _+`$ polarized and resonant with the transitions $`2^3S_1,m_J=12^3P_2,m_J=0`$ and $`2^3S_1,m_J=02^3P_2,m_J=+1`$, at exactly the same magnetic field and the same atomic velocity at which the depumping happens (see fig. 7). One calculates that the required frequencies are detuned by -272.5 MHz and -305 MHz from the atomic resonance at zero magnetic field. To generate the required frequencies, we lock a unique additional DBR laser tuned -289 MHz from resonance. We RF-modulate the diode current at 16 MHz. This generates sidebands into its spectrum. The level of modulation is optimized to get the maximum intensity into the first two lateral sidebands, whose frequencies are the ones required for repumping. The power in the repumping beam is approximately 20 mW. It is checked using the absorption measurement explained earlier that the repumping process brings back nearly the same flux of slow atoms as in the abscence of the MOT beams.

### 5.3 Characterization of the MOT

The atoms are finally confined in a magneto-optical trap. Two cylindrical coils, separated by 5.2 cm along the y-axis (see figure 6), create a magnetic gradient of 40 G/cm along the symmetry axis for a given current of 5A. The repumper beam typically increases the number of trapped atoms by a factor of 3. Losses are dominated by intra MOT Penning collisions . In this regime, the number of trapped atoms goes as the square root of the loading rate. This increase in the number of atoms implies that the loading rate is increased by a factor of $`3^2=9`$. Using the repumper beam, we routinely trap approximately $`10^9`$ atoms, in a volume of 0.1 cm3, at a temperature of approximately 1 mK. The temperature is measured by a time of flight technique . The number of trapped atoms is inferred from the measurement of the absorption in a 1 cm diameter probe laser beam, intense enough to saturate the transition. The size of the MOT is measured by absorption imaging on a CCD Camera.

## 6 Conclusion

In this article, we report on a new experiment aiming at reaching BEC with metastable helium atoms. We demonstrate the efficiency and the robustness of a new discharge source of metastable atoms and of a bright laser setup using a high power fiber amplifier at 1.083 nm for the manipulation of atoms. For the MOT the original trapping scheme requires an additional laser beam used to repump the atoms during the slowing process. The atomic cloud is trapped at the center of a small quartz cell. The present setup has several advantages. First, it gives a good optical access to the atomic cloud. This allows to further trap atoms in a strongly confining magnetic trap placed as close possible to the cell as. Secondly, it allows to reach extremely low pressures inside the small volume of the cell. However, the present setup makes it difficult to use ion detectors or channel plates to detect the metastable atoms. Further developements of the experiment could include such detectors in an appropriate cell. Detection is performed in the present setup by purely optical means. The infrared line or other visible lines for which CCD cameras have a better efficiency can be use for detection. The present experiment allows to routinely trap approximately $`10^9`$ helium atoms in the $`2^3S_1`$ metastable state inside a MOT of 2 mm rms radius.
The setup is currently being modified to add magnetic coils for a magnetostatic trap that will be used in the search for BEC. This Ioffe type trap consists of three asymmetric coils plus two large compensation Helmholtz coils, giving a field configuration similar to the QUIC trap . The gradients are approximately 280 G/cm, the curvature is 200 G/cm2 and the depth of 33 mK for a current of 50 A. Before loading in the QUIC trap, the atoms will be first cooled into a molasse phase, where the field gradient of the MOT is turned off, which should allow to reach lower temperatures (50 to 100 $`\mu `$K). When a large density of ultracold atoms is loaded into the Ioffe trap, it will be possible to check the theoretical predictions of \[13, Venturi99\] on elastic and inelastic collision rates between metastable atoms at very low temperature. The measured collision rates will then indicate whether one can achieve BEC using evaporative cooling, as successfully used with alkali atoms.

Acknowledgments: The authors thank C. Cohen-Tannoudji for very helpful discussions, and for his input in the experiment.

a Permanent address: Laboratoire de Physique des Lasers, UMR 7538 du CNRS, Université Paris Nord, Avenue J.B. Clément, 93430 Villetaneuse, France.

b Permanent address: Institute of Opto-Electronics, Shanxi University, 36 Wucheng Road, Taiyuan, Shanxi 030006, China.

c Permanent address : Dept. of Physics, Univ. of Perugia, Via Pascoli, Perugia, Italy; Lens and INFM, L.go E. Fermi 2, Firenze, Italy

d Present address : Universit$`\ddot{\mathrm{a}}`$t Hannover, Welfengarten 1, D-30167 Hannover, Germany.

e Permanent address : TIFR, Homi Bhabha Road, Mumbai 400005, India.

Unité de Recherche de l’Ecole Normale Supérieure et de l’Université Pierre et Marie Curie, associée au CNRS (UMR 8552).