text:
# A Good Measure for Bayesian Inference

## 1 The Prior Distribution

Bayes’ theorem  allows one to deduce the distribution $`P(\xi |x)`$ of the parameter $`\xi `$ conditioned by the data $`x`$. The distribution $`p(x|\xi )`$ of the data conditioned by the parameter $`\xi `$ must be given. The theorem reads

$`P(\xi |x)m(x)`$ $`=`$ $`p(x|\xi )\mu (\xi )`$ (1)
$`m(x)`$ $`=`$ $`{\displaystyle 𝑑\xi p(x|\xi )\mu (\xi )}.`$ (2)
See e.g. . Here, $`\mu (\xi )`$ is called the prior and $`P`$ the posterior distribution of $`\xi `$. The posterior can be used to deduce an interval $`I`$ of error: We define it as the smallest interval in which $`\xi `$ is with probability $`𝒦`$. This is called the Bayesian interval $`I=I(𝒦)`$. In order to make it independent of any reparametrisation $`\eta =T(\xi )`$, one has to judge the size $`𝒜`$ of an interval $`I`$ by help of a measure $`\mu (\xi )`$, i.e.

$$𝒜=_I𝑑\xi \mu (\xi ).$$
(3)
We identify this measure with the prior distribution of $`\mu `$.

## 2 Form Invariance

Ideally the conditional distribution $`p(x|\xi )`$ possesses a symmetry called form invariance. This family of distributions then emerges by a mathematical group of transformations $`G_\xi x`$ from one and the same basic distribution $`w`$, i.e.

$$p(x|\xi )dx=w(G_\xi x)dG_\xi x.$$
(4)
It is not required that every acceptable $`p`$ has this symmetry. But the symmetry guarantees an unbiased inference in the sense of section 3. If there is no form invariance, unbiased inference can be achieved only approximately.

The prior distribution is defined as the invariant measure of the group of transformations. Symmetry arguments were first discussed in . They were not generally accepted because not all reasonable distributions possess the symmetry (4). It cannot exist at all if $`x`$ is discrete. Since $`\xi `$ is assumed to be continuous, it can be changed infinitesimally. However, no infinitesimal transformation of a discrete variable is possible. In section 4, we generalize form invariance to this case.

Form invariance is a property of ideal, well behaved distributions. However, its existence is not a prerequisite of statistical inference, see section 6.

The invariant measure can be found from $`p`$ — without analysis of the group — by evaluating the expression

$$\mu (\xi )det\left(𝑑xp(x|\xi )_\xi L_\xi ^TL\right)^{1/2}.$$
(5)
Here, the function $`L`$ is

$$L(\xi )=\mathrm{ln}p(x|\xi )$$
(6)
and $`_\xi L_\xi ^TL`$ means the dyadic product of the vector $`_\xi L`$ of partial derivatives with itself. Eq.(5) is known as Jeffreys’ rule .

One shall see in section 6 that this expression defines $`\mu `$ in any case that is to say in the absence of form invariance, too.

## 3 Invariance of the Entropy of the Posterior Distribution

The posterior distribution $`P(\xi |x)`$ has the same symmetry as the conditional distribution $`p(x|\xi )`$ if form invariance exists. The entropy

$$H(x)=𝑑xP(\xi |x)\mathrm{ln}\frac{P(\xi |x)}{\mu (\xi )}$$
(7)
is then independent of the true value $`\widehat{\xi }`$ of the parameter $`\xi `$ because one has

$$H(x)=H(G_\rho x)$$
(8)
for every transformation $`G_\rho `$ of the symmetry group. This entails that $`H(x)`$ does not depend on $`\widehat{\xi }`$ but only on the number $`N`$ of the data $`x_1\mathrm{}x_N`$. One can say that all values of the parameter $`\xi `$ are equally difficult to measure. In this sense, form invariance guarantees unbiased estimation of $`\xi `$ and by the same token the invariant measure $`\mu `$ is the parametrization of ignorance about $`\xi `$.

## 4 Form Invariance for Discrete $`𝐱`$

If the variable $`x`$ is discrete — e.g. a number of counts — then form invariance cannot exist in the sense of eq.(4) since an infinitesimal shift of $`\xi `$ cannot be compensated by an infinitesimal transformation of $`x`$. One then has to define a vector $`a(\xi )`$ the components of which are labelled by $`x`$. The probability $`p(x|\xi )`$ must be a unique function of $`a_x(\xi )`$. Form invariance then means that

$$a(\xi )=G_\xi a(\xi =0).$$
(9)
Again $`\mu `$ is the invariant measure of the group. The transformation $`G_\xi `$ shall be linear so that it is the linear representation of the symmetry group of form invariance. It is necessarily unitary.

The choice $`a_x(\xi )=p(x|\xi )`$ is precluded because a group of transformations cannot — for all of its elements — map a vector with positive elements onto one with the same property. With the choice

$$a_x(\xi )=\sqrt{p(x|\xi )}$$
(10)
one succeeds. That means: Important discrete distributions — such as the Poisson and the binomial distributions — possess form invariance. Furthermore the property (4) can be recast into a relation corresponding to eq.(9), i.e. it can be written as a linear transformation of the space of functions $`(p(x|\xi ))^{1/2}`$. Hence, (9) is not different from (4); it is a generalization.

Note that (10) is a probability amplitude as it is used in quantum mechanics. However, it is real up to this point. The generalization to complex probability amplitudes is sketched in section 8.

## 5 The Poisson Distribution

Form invariance in the sense of section 4 does not seem to have been treated in the literature on statistics. As an example let us consider the Poisson distribution

$`p(x|\xi )`$ $`=`$ $`{\displaystyle \frac{\lambda ^x}{x!}}\mathrm{exp}(\lambda )`$
$`x`$ $`=`$ $`0,1,2\mathrm{}`$ (11)
With

$$\xi =\lambda ^{1/2}$$
(12)
one obtains the amplitudes

$$a_x(\xi )=\frac{\xi ^x}{\sqrt{x!}}\mathrm{exp}(\xi ^2/2).$$
(13)
The derivative of $`a`$ is found to be

$$\frac{}{\xi }a(\xi )=(A^+A)a(\xi ),$$
(14)
where $`A,A^+`$ are linear operators independent of $`\xi `$. They have the commutator

$$[A,A^+]=1.$$
(15)
Hence, $`A,A^+`$ are destruction and creation operators of numbers of counts or events. Integrating the differential equation (14) one finds

$$a(\xi )=\mathrm{exp}\left(\xi \left(A^+A\right)\right)|0.$$
(16)
Here, the vacuum $`|0`$ is the vector that provides zero counts with probability $`1`$. Equation (16) means that the linear transformation $`G_\xi `$ is

$$G_\xi =\mathrm{exp}\left(\xi \left(A^+A\right)\right).$$
(17)
The measure $`\mu `$ of this group of transformations is

$$\mu (\xi )const.$$
(18)
It can also be obtained by straightforward application of Jeffreys’ rule (5) without analysis of the symmetry group.

This can be generalized to the joint Poisson distribution

$`p(x_1\mathrm{}x_M|\xi _1\mathrm{}\xi _M)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}{\displaystyle \frac{\xi _k^{2x_k}}{x_k!}}\mathrm{exp}(\xi _k^2)`$ (19)
of the numbers $`x_k`$ of counts in a histogram with $`M`$ bins. One finds the amplitude vector

$$a(\xi _1\mathrm{}\xi _M)=\mathrm{exp}\left(\underset{k}{\overset{M}{}}\xi _k(A_k^+A_k)\right)|0$$
(20)
and again the uniform measure $`\mu (\xi )const`$.

As a further generalization, one can introduce destruction and creation operators $`B_\nu ,B_\nu ^+`$ of quasi-events $`\nu =1\mathrm{}n`$ via

$$B_\nu =\underset{k=1}{\overset{M}{}}c_{k\nu }A_k.$$
(21)
If the vectors $`|c_\nu `$ for $`\nu =1\mathrm{}n`$ are orthonormal then

$$[B_\nu ,B_\nu ^{}^+]=\delta _{\nu \nu ^{}},$$
(22)
whence $`B_\nu ,B_\nu ^+`$ are destruction and creation operators. One finds the amplitude vector

$$a(\xi )=\mathrm{exp}\left(\underset{\nu =1}{\overset{n}{}}\xi _\nu \left(B_\nu ^+B_\nu \right)\right)|0$$
(23)
The amplitude $`a_x`$ to find the event $`x`$ is given by

$`a_x(\xi )`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}{\displaystyle \frac{1}{\sqrt{x_k!}}}\left(\mathrm{\Xi }_k\right)^{x_k}\mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle \underset{\nu }{}}\xi _\nu ^2\right).`$
Here, the amplitude

$$\mathrm{\Xi }_k=\underset{\nu =1}{\overset{n}{}}\xi _\nu c_{k\nu }$$
(25)
to find events in the $`k`$-th bin is given by an expansion into the orthogonal system of amplitude vectors $`|c_\nu `$. More precisely: By working with the creation operators $`B_\nu ^+`$, one infers an expansion of the vector $`|\mathrm{\Xi }`$ in terms of the orthogonal system $`|c_\nu `$. The prior distribution of the amplitudes $`\xi _\nu `$ is again uniform,

$$\mu (\xi _1\mathrm{}\xi _\nu )const.$$
(26)
On Summary: The problem of finding the expansion coefficients $`\xi _\nu `$ from the counting rates $`x_k`$ is form invariant and thus guarantees unbiased inference. One should therefore expand probability amplitudes and not probabilities in terms of an orthogonal system if one performs e.g. a Fourier analysis.

## 6 The Prior Probability in the Absence of Form Invariance

Jeffreys’ rule (5) can be rewritten in the form

$$\mu (\xi )det\left(𝑑x_\xi a_\xi ^Ta\right)^{1/2}.$$
(27)
The integral means a summation if $`x`$ is discrete.

In differential geometry , it is shown that (27) is the measure on the surface defined by the parametrisation $`a(\xi )`$. A prerequisite for this measure is the assumption that one has the same uniform measure on each coordinate axis in the space; more precisely, the metric tensor of the space must be proportional to the unit matrix. Since the coordinates $`a_x`$ are probability amplitudes, this is justified by the last result of section 5.

Hence, Jeffreys’ rule provides the prior distribution in any case. In the absence of form invariance, however, one cannot guarantee that all values of the parameter $`\xi `$ are equally difficult to measure, i.e. one cannot guarantee unbiased inference.

## 7 Does a Proposed Distribution Fit an Observed Histogram?

The Poisson distribution (19) yields the posterior

$$P(\xi _1\mathrm{}\xi _M|x_1\mathrm{}x_M)\underset{k=1}{\overset{M}{}}\xi _k^{2x_k}\mathrm{exp}(\xi _k^2)$$
(28)
We want to decide whether — in the light of the data — the proposal $`\tau _k`$ is a reasonable estimate of $`\xi _k`$, $`k=1\mathrm{}M`$. This is equivalent to the question whether $`\tau `$ is in the Bayesian Interval $`I=I(𝒦)`$. The Bayesian interval is bordered by the “contour line” $`\mathrm{\Gamma }(𝒦)`$ which is — in the case at hand — defined as the set of points with the property $`P(\xi |x)=C(𝒦)`$. This means that $`\tau I`$ exactly if

$$P(\tau |x)>C(𝒦)$$
(29)
or that $`\tau `$ is accepted if and only if (29) holds. The number $`C(𝒦)`$ can be calculated.

If the count rates $`x_k`$ are large in every bin $`k`$, the procedure essentially yields the well-known $`\chi ^2`$-criterion.

If, however, $`MN=_kx_k`$, i.e. if the data are sparse, then this leads to the condition

$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=1}{\overset{M}{}}}x_k\left({\displaystyle \frac{N}{x_k}}\tau _k^21\mathrm{ln}{\displaystyle \frac{N\tau _k^2}{x_k}}\right)<`$ (30)
$`\mathrm{ln}\left(1+{\displaystyle \frac{M}{2N}}\right)+N^{1/2}\mathrm{\Phi }^1(𝒦).`$
Here, $`\mathrm{\Phi }^1`$ is the inverse of the probability function. Note that the expression in brackets $`(\mathrm{})`$ on the l.h.s. is $`0`$ if

$$\underset{k}{}\tau _k^2=1.$$
(31)
Hence, the inequality (30) sets an upper limit to a positive expression. This criterion is new. It is needed because the situation $`MN`$ is surely met if $`k`$ is a multidimensional variable i.e. if the observable is multidimensional. See . Any attempt to apply Gaussian arguments is hopeless in this case.

## 8 Does a Proposed Probability Density Fit Observed Data?

Suppose that the data $`x_1\mathrm{}x_N`$ have been observed. Each $`x_k`$ is supposed to follow, say, an exponential distribution

$$p(x|\xi )=\xi ^1\mathrm{exp}(x/\xi ).$$
(32)
They shall all be conditioned by one and the same hypothesis parameter $`\xi `$. If this is true, the posterior $`P(\xi |x_1\mathrm{}x_N)`$ yields the distribution of $`\xi `$ and, hence, the Bayesian interval for $`\xi `$. It is intuitively clear that — at least for large $`N`$ — one can learn from the data not only the best fitting values of $`\xi `$ but one can even decide whether the exponential (32) is justified at all. I.e. one can find out whether the model is satisfactory. How does this work? We do not want to produce a histogram by binning the data. This would reduce the problem to the one solved in section 7 but it would introduce an arbitrary element into the decision: The definition of the bins.

The basic idea is to determine $`\xi `$ from every data point, i.e. $`N`$ times, and to decide whether this result is compatible with $`\xi `$ having the same value everywhere.

One defines the distribution $`q`$ of the $`N`$-dimensional event $`(x_1\mathrm{}x_N)`$ conditioned by the $`N`$-dimensional hypothesis $`(\xi _1\mathrm{}\xi _N)`$ as the product

$$q(x_1\mathrm{}x_N|\xi _1\mathrm{}\xi _N)=\underset{k=1}{\overset{N}{}}p(x_k|\xi _k).$$
(33)
One writes down the posterior distribution $`Q(\xi _1\mathrm{}\xi _N|x_1\mathrm{}x_N)`$ of the $`N`$-dimensional hypothesis $`(\xi _1\mathrm{}\xi _N)`$. One studies its Bayesian interval $`I(𝒦)`$. A proposed hypothesis $`(\tau _1\mathrm{}\tau _N)`$ is acceptable exactly if it is an element of $`I`$. In the case at hand, one determines the best value $`\alpha `$ of the hypothesis $`\xi `$ from the model that assigns one and the same hypothesis to all the data. One then asks whether the $`N`$-dimensional $`\tau `$ with $`\tau _k=\alpha `$ for all $`k`$ is in $`I`$.

The criterion (30) has been derived by help of this argument.

Note, however, that the argument fails, when one wants to know whether the data $`(x_1\mathrm{}x_N)`$ follow the proposed distribution $`t(x)`$. There is no hypothesis $`\xi `$. The family of distributions is not defined from which $`t(x)`$ is taken. Indeed the above argument does not judge the distribution $`p(x|\alpha )`$ all by itself. It actually judges whether the family of distributions, i.e. the whole model $`p(x|\xi )`$, is compatible with the data. The question whether $`t(x)`$ fits the data, is too general to be answered. One must specify which features of the distribution are important — its form in a region, where one finds most events or in a region where there are very few events? The relevant features are expressed by the parametric dependence on $`\xi `$ and the measure derived from it.

## 9 The Logic of Quantum Mechanics

The results of section 5 show that probability amplitudes rather than probabilities can be inferred in an unbiased way from counting events. Alternatives $`\nu ,\nu `$ are defined by two vectors $`|c_\nu `$ and $`|c_\nu `$. Each vector characterizes a distribution over the bins $`k=1\mathrm{}M`$ of a histogram. A decision between $`\nu `$ and $`\nu `$ amounts to assess the amplitudes $`\xi _\nu `$ and $`\xi _\nu `$. They determine the strength with which the distributions $`\nu `$ and $`\nu `$ are present in the data. However, the amplitudes can interfere — the probabilities cannot. The real amplitudes introduced so far can be generalized to complex ones: We arrive at the quantum mechanical way to treat alternatives.

The parameters $`\xi `$ deduced from counting events are then completely analogous with quantum mechanical probability amplitudes. It may be better to turn this statement around and to say: The logic of quantum mechanics is the logic of unbiased inference from random events; it is not a collection of the rules according to which the microworld “exists”.

The generalization of real amplitudes to complex ones is achieved by generalizing the amplitude vector (23) to

$$a(\xi ,\zeta ,\varphi )=\mathrm{exp}\left(i\underset{\nu =1}{\overset{n}{}}D_\nu \right)|0,$$
(34)
where the operator $`D_\nu `$ is

$$D_\nu =\zeta _\nu (B_\nu +B_\nu ^+)+i\xi _\nu (B_\nu B_\nu ^+)+\varphi _\nu .$$
(35)
Here, the three generators do generate a group since one has the commutator

$$[B_\nu B_\nu ^+,B_\nu +B_\nu ^+]=2.$$
(36)
The invariant measure is

$$\mu (\xi ,\zeta ,\varphi )const.$$
(37)
By explicit evaluation of eq.(34) one finds

$`a_x`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}{\displaystyle \frac{1}{\sqrt{x_k!}}}\left({\displaystyle \underset{\nu =1}{\overset{n}{}}}\mathrm{\Xi }_k\right)^{x_k}`$ (38)
$`\mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle \underset{\nu }{}}(\xi _\nu ^2+\zeta _\nu ^22i\varphi _\nu )\right)`$
This is a generalization of expression (LABEL:eq:5.15). It is again a Poisson distribution, but now the amplitude $`\mathrm{\Xi }_k`$ to find events in the k-th bin is

$$\mathrm{\Xi }_k=\underset{\nu =1}{\overset{n}{}}(\xi _\nu +i\zeta _\nu )c_{k\nu }^{}.$$
(39)
This is an expansion of the probability amplitude in terms of the system of mutually orthogonal vectors $`|c_\nu ^{}`$ which may be complex. The expansion coefficients $`\xi _\nu +i\zeta _\nu `$ may be complex, too.

The phase $`_\nu \varphi _\nu `$ that appears in (38) cannot be measured since only the modulus of (38) is accessible.

The Poisson distribution possesses form invariance with respect to the probability amplitudes even if these are complex. Put differently, one should expand the square root of a distribution into a system of orthonormal vectors. They may be complex. The expansion coefficients deduced from the data may also be complex. Inference on the real and imaginary parts of the expansion coefficients is unbiased. The Fourier expansion is an example; however, it must be the square root of the probability distribution that is expanded.

## 10 Alternatives that cannot Interfere

In quantum physics alternatives can interfere. Suppose that a cross section $`\sigma =\sigma (E)`$ is observed as a function of energy $`E`$ — e.g. in neutron scattering by heavy nuclei. Suppose that this excitation function shows a resonance line plus a smooth background. The book  is full of examples. Look e.g at the middle part of page 691. There is a flat background with superimposed resonances. The resonance lines destructively and constructively interfere with the background.

Speaking in the language of section 5, the figure offers a simple alternative $`\nu =1,2`$. The first possibility $`(\nu =1)`$ is that the incoming neutron together with the target forms a compound system which decays after some time. The second possibility $`(\nu =2)`$ is the reaction to occur without delay. The probability amplitudes $`\xi _\nu +i\zeta _\nu `$ for these two possibilities interfere. The interference pattern is visible if the resolution of the detection system is better than the width of the resonance. If the resolution is much worse, the interference pattern disappears and the cross section due to the resonance is added to the cross section due to the background, i.e. one adds the probabilities $`\pi _\nu =\xi _\nu ^2+\zeta _\nu ^2`$ instead of the amplitudes.

The situation of insufficient resolution is the situation of classical physics and classical statistics: Alternatives do not interfere. Their probabilities are added.

The typical situation of classical physics is that the detection system lumps many events together that have distinguishable properties. In our example: It does not well enough discriminate the energies of the scattered particles. The events recorded in classical physics can in principle be differentiated according to more properties than are actually used to distinguish them. The tacit assumption of classical physics was that this were always so.

If objects are observed that allow for a small number of distinctions only, one is lead to the logic of interfering probability amplitudes by the way sketched in sections 5 and 9.

Consider the two slit experiment as a further example. If it is performed with polarized electrons, an impressive interference pattern appears. Use of unpolarized electrons reduces the contrast of the pattern. Had the scattered particles more than two “ways to be”, the contrast of the interference would be reduced up to the point, where the probability of a particle going through the first slit would be added to the probability of the particle going through the second slit. See chapter 1 of .

Suppose that we know that there is interference between the two possibilities in the above neutron scattering experiment. The amplitudes $`\xi _\nu +i\zeta _\nu `$ for the possibilities $`\nu =1,2`$ would be inferred from the data $`x_1\mathrm{}x_k`$ as follows. The distribution of the data is

$$p(x_1\mathrm{}x_N|\xi _1\zeta _1\xi _2\zeta _2)=\underset{k=1}{\overset{M}{}}\frac{\lambda _k^{x_k}}{x_k!}\mathrm{exp}(\lambda _k),$$
(40)
where the expectation value $`\lambda _k`$ in the $`k`$-th bin is a function of $`\xi _\nu ,\zeta _\nu `$, namely

$$\lambda _k=\left|(\xi _1+i\zeta _1)Line(k)+(\xi _2+i\zeta _2)Bg(k)\right|^2.$$
(41)
Here, $`Line(k)`$ is the line shape and $`Bg(k)`$ is the shape of the background. By section 9, this is a form invariant model allowing for unbiased inference.

Suppose on the contrary that there cannot be any interference between the two possibilities in the neutron experiment. The probabilities $`\pi _1`$ and $`\pi _2`$ are inferred via the model $`p(x_1\mathrm{}_N|\pi _1\pi _2)`$ which is again given by eq. (40). But now $`\lambda _k`$ is the incoherent sum

$$\lambda _k=\pi _1|Line(k)|^2+\pi _2|Bg(k)|^2.$$
(42)
The prior distribution for this model must be calculated by help of (5). The model is not form invariant, whence unbiased inference cannot be guaranteed. A closer inspection shows that the model “has a prejudice against” very small values of $`\pi _1`$ or $`\pi _2`$. This means: Small values are harder to establish than large ones.

## 11 Summary

The basis of the foregoing work is twofold: (i) All statements and relations in statistical inference must be invariant under reparametrizations and (ii) to state ignorance about $`\xi `$ means to claim a symmetry.

It is the symmetry of form invariance that guarantees unbiased inference of the hypothesis $`\xi `$, if the invariant measure of the symmetry group is identified with the prior distribution in Bayesian inference. The invariant measure is obtained in a straightforward way — i.e. without analysis of the group — by Jeffreys’ rule. We have shown that even distributions of counted numbers possess form invariance.

A study of the Poisson distribution shows that the basic quantities in statistical inference are probability amplitudes not probabilities. The amplitudes may even be complex. This is not only an analogy to the logic of quantum mechanics. This says that the logic of quantum mechanics is the logic of unbiased inference from counted events.

These considerations do not mean that form invariance is a condition for the possibility of inference. Lack of form invariance precludes unbiased inference; it does not preclude inference. In the absence of form invariance, the prior distribution is defined as the differential geometrical measure on a suitably defined surface: The surface must lie in a space of probability amplitudes. The measure on the surface is again given by Jeffreys’ rule.

As a practically useful result, we have formulated the decision whether a proposed distribution fits an observed histogram. The decision covers the case of sparse data. This case does not allow a Gaussian approximation and, hence, no $`\chi ^2`$-test.


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# New Supernova Limit on Large Extra Dimensions

\[

## Abstract

If large extra dimensions exist in nature, supernova (SN) cores will emit large fluxes of Kaluza-Klein gravitons, producing a cosmic background of these particles with energies and masses up to about 100 MeV. Radiative decays then give rise to a diffuse cosmic $`\gamma `$-ray background with $`E_\gamma 100\mathrm{MeV}`$ which is well in excess of the observations if more than 0.5–1% of the SN energy is emitted into the new channel. This argument complements and tightens the well-known cooling limit from the observed duration of the SN 1987A neutrino burst. For two extra dimensions we derive a conservative bound on their radius of $`R0.9\times 10^4`$ mm, for three extra dimensions it is $`R1.9\times 10^7`$ mm.

\]

1. Introduction.—The Planck scale of about $`10^{19}`$ GeV, relevant for gravitation, is very much larger than the electroweak scale of about 1 TeV of the particle-physics standard model. A radical new approach to solving this notorious hierarchy problem holds that there could be large extra dimensions, the main idea being that the standard-model fields are confined to a 3+1 dimensional brane embedded in a higher dimensional bulk where only gravity is allowed to propagate . This concept immediately puts stringent constraints on the size of the extra dimensions because Newton’s law holds at any scale which has thus far been observed, i.e. down to about 1 mm. Extra dimensions can only appear at a smaller scale.

For simplicity we follow the usual practice and assume that the $`n`$ new dimensions form an $`n`$-torus of the same radius $`R`$ in each direction (see, however, Ref.  for a more general model). The Planck scale of the full higher dimensional space, $`M_{\mathrm{P},n+4}`$, can be related to the normal Planck scale, $`M_{\mathrm{P},4}=1.22\times 10^{19}\mathrm{GeV}`$, by Gauss’ law

$$M_{\mathrm{P},4}^2=R^nM_{\mathrm{P},n+4}^{n+2}.$$
(1)
Therefore, if $`R`$ is large then $`M_{\mathrm{P},n+4}`$ can be much smaller than $`M_{\mathrm{P},4}`$. If this scenario is to solve the hierarchy problem then $`M_{\mathrm{P},n+4}`$ must be close to the electroweak scale, i.e. $`M_{\mathrm{P},n+4}10`$–100 TeV. This requirement already excludes $`n=1`$ because $`M_{\mathrm{P},n+4}100`$ TeV corresponds to $`R10^8`$ cm. However, $`n2`$ remains possible, and particularly for $`n=2`$ there is the intriguing perspective that the extra dimensions could be accessible to experiments probing gravity at scales below 1 mm.

Thus far the most restrictive constraint on $`MM_{\mathrm{P},n+4}`$ arises from the observed duration of the supernova (SN) 1987A neutrino burst . If large extra dimensions exist, then the usual 4D graviton is complemented by a tower of Kaluza-Klein (KK) states, corresponding to the new available phase space in the bulk. These KK gravitons would be emitted from the SN core after collapse, compete with neutrino cooling, and shorten the observable signal. This argument has led to the tight bound $`R0.66\mu `$m ($`M31`$ TeV) for $`n=2`$ and $`R0.8`$ nm ($`M2.75`$ TeV) for $`n=3`$ . Cosmological considerations lead to similar constraints, but the cosmological uncertainties are arguably larger than those connected with the SN bound.

We presently derive a related SN bound which is independent of the low-statistics SN 1987A neutrino signal and which is significantly tighter. The KK gravitons emitted by all core-collapse SNe over the age of the universe produce a cosmological background of these particles. Later they decay into all standard-model particles which are kinematically allowed; for the relatively low-mass modes produced by a SN the only channels are $`\mathrm{KK}2\gamma `$, $`e^+e^{}`$ and $`\nu \overline{\nu }`$. The relevant decay rates are $`\tau _{2\gamma }=\frac{1}{2}\tau _{e^+e^{}}=\tau _{\nu \overline{\nu }}6\times 10^9\mathrm{yr}(m/100\mathrm{MeV})^3`$ . Therefore, over the age of the universe a significant fraction of the produced KK modes has decayed into photons, contributing to the observed diffuse cosmic $`\gamma `$-ray background. We calculate the present-day contribution to the MeV $`\gamma `$-ray background for different numbers and radii of the large extra dimensions. It turns out that the measured cosmic $`\gamma `$-ray background constrains the KK emission from SNe more tightly than the SN 1987A neutrino signal and thus provides the most restrictive limit on large extra dimensions.

A note of caution is due here because our arguments rely on the assumption that KK modes can only decay into standard model particles on one brane. If there are other branes present the KK modes can also decay into standard model particles on these, and the limit is weakened accordingly. The argument also relies on the fact that KK modes cannot decay into other KK modes with smaller bulk momenta. In models where the extra dimensions are toroidally compactified this assumption holds because requiring both energy and momentum conservation leads to zero decay probability. In other spaces which are not translational invariant this argument will in general not be valid.

2. Supernova Rate.—The first ingredient of our calculation is the SN rate in the universe which is usually expressed in terms of the “SN unit” or SNu, corresponding to 1 SN per 100 years per $`10^{10}L_B`$ with $`L_B`$ the solar luminosity in the blue spectral band. Moreover, the average cosmic luminosity density in the blue is  $`h\mathrm{\hspace{0.17em}1.93}_{0.6}^{+0.8}\times 10^8L_B\mathrm{Mpc}^3`$ where as usual $`h`$ is the Hubble constant in units of $`100\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$. Therefore, in good approximation 1 SNu corresponds to a spatial density of $`h\mathrm{\hspace{0.17em}2}\times 10^4\mathrm{yr}^1\mathrm{Mpc}^3`$.

The observed present-day SN rate depends on the morphological type of the host galaxy. Elliptical and S0 galaxies host hardly any core-collapse SNe while in spiral galaxies of type Sbc–Sd the rate is $`h^2(1.8\pm 0.6)\mathrm{SNu}`$ according to  and $`h^2\mathrm{\hspace{0.17em}3.9}\mathrm{SNu}`$ according to . The rate is similar in Sm, Irr and Pec galaxies, but only about half as large in types S0a–S0b. While early-type galaxies (E and S0) are less frequent than spirals, they are brighter in the blue. Assuming spirals contribute at least half the blue luminosity density and in view of the quoted SN rates we adopt a nominal density of

$$R_{\mathrm{SN}}=h^3\mathrm{\hspace{0.17em}2}\times 10^4\mathrm{yr}^1\mathrm{Mpc}^3$$
(2)
for the present-day rate of core-collapse SNe. This value is almost identical to the one adopted in  who apparently used $`h=0.5`$.

In the past, especially during the first 1 Gyr after galaxy formation, the SN rate must have been much larger due to the much larger rate of early star formation. This issue has been broadly discussed in calculations of the cosmic $`\overline{\nu }_e`$ relic flux from SNe that might be detectable in neutrino observatories such as Super-Kamiokande. Equation (2) corresponds to an integrated $`\overline{\nu }_e`$ flux at Earth of about $`2\mathrm{cm}^2\mathrm{s}^1`$, assuming $`h=0.75`$, a cosmic age of 12 Gyr, and the emission of $`2\times 10^{57}\overline{\nu }_e`$ per SN. The larger rates of star formation in the past increase this flux prediction by factors of up to 100. The cosmological “bench-mark case” of Ref.  predicts $`44\mathrm{cm}^2\mathrm{s}^1`$ for the integrated $`\overline{\nu }_e`$ flux at Earth while  find an upper limit of $`54\mathrm{cm}^2\mathrm{s}^1`$, but think that a realistic value is perhaps a factor of ten smaller. This lower estimate agrees closely with  who find an integrated flux of about $`10\mathrm{cm}^2\mathrm{s}^1`$ per neutrino flavor.

In our case of slowly decaying particles, the early SN rate is even more important because the KK gravitons from early SNe have the longest time to decay and thus contribute more to the cosmic $`\gamma `$-ray background. Therefore, with the constant rate Eq. (2) we likely underestimate the contribution to the cosmological $`\gamma `$-ray background by at least a factor of 10, and perhaps by as much as a factor of 100.

3. Emission from SN Core.—The next ingredient of our calculation is the emission of KK gravitons from a hot and dense SN core after collapse. The main process is nucleonic bremsstrahlung $`N+NN+N+\mathrm{KK}`$ which has been discussed in detail in Ref. . Besides the density, temperature and chemical composition of the nuclear medium, the energy-loss rate $`Q`$ into KK states depends on the mass $`m`$ of these particles. The mass of the KK gravitons appears as a consequence of their momentum in the compactified extra dimensions and as such is a discrete parameter, but the mode spacings are so small that we may treat $`m`$ as a continuous parameter characterizing the tower of KK states that can be produced by the medium.

On the basis of Ref.  we have calculated the differential emissivity $`dQ/dE`$ and $`dQ/dm`$ assuming that the nucleons are non-relativistic and non-degenerate. This approximation is only marginally valid in a hot SN core, but it has no serious bearing on our results. A more complete treatment of the nuclear medium is important for the absolute emission rate, but for the moment we are only interested in the spectrum which will not significantly depend on the degree of nucleon degeneracy. In Fig. 1 we show $`dQ/dE`$ and $`dQ/dm`$ for $`n=2`$ and 3. Naturally, most KK states are produced near their kinematic limit; their average speed is about 0.7, i.e. typically they are only mildly relativistic. After integrating over all masses, the average energy of the emitted particles is $`E=4.25T`$ and $`5.42T`$ for $`n=2`$ and 3, respectively, while conversely, after integrating over all energies, the average mass is $`m=2.72T`$ and $`3.89T`$ for $`n=2`$ and 3.

The total number of KK gravitons produced in a SN collapse is $`N_{\mathrm{KK}}=f_{\mathrm{KK}}E_{\mathrm{tot}}/E`$, where $`E_{\mathrm{tot}}`$ is the total SN energy, taken to be $`3\times 10^{53}`$ erg, and $`E`$ is the average energy of the emitted KK modes. The fraction $`f_{\mathrm{KK}}`$ of the total energy emitted in KK modes is the main parameter to be constrained by our new argument.

4. Cosmic Background of Decay Photons.—Finally we turn to calculating the present-day photon number density $`n_\gamma `$ produced by the decay of KK gravitons from all past SNe. Formally, this density can be written as

$$\frac{dn_\gamma }{dϵ}=_0^{t_0}𝑑t\frac{d^2n_\gamma }{dϵdt},$$
(3)
where $`ϵ`$ is the photon energy and $`t_0`$ the age of the universe. In a standard cosmological model this is

$`{\displaystyle \frac{dn_\gamma }{dϵ}}`$ $`=`$ $`{\displaystyle \frac{2}{3}}H_0^1{\displaystyle _0^{\mathrm{}}}𝑑zF(z,\mathrm{\Omega }_\mathrm{M},\mathrm{\Omega }_\mathrm{\Lambda })R_{\mathrm{SN}}N_{\mathrm{KK}}`$ (5)
$`\times {\displaystyle _{2ϵ}^{\mathrm{}}}dm{\displaystyle \frac{dN_\gamma }{dϵ^{}}}{\displaystyle \frac{dN_{\mathrm{KK}}}{dm}}[1e^{t_z/\tau }],`$
where $`ϵ^{}=(1+z)ϵ`$ with $`z`$ the cosmic redshift, $`t_z`$ is the cosmic time corresponding to redshift $`z`$, and $`\tau `$ is the total KK lifetime which depends on the KK mass $`m`$. Notice that for $`\tau t_0`$ this lifetime disappears from this equation because essentially all KK modes will have decayed at the present epoch. The factor $`2/3`$ arises because the radiative decay rate is $`1/3`$ of the total, and because 2 photons are produced per radiative decay.

Further, $`dN_\gamma /dϵ`$ is the normalized photon energy distribution from the decay of KK modes, $`N_{\mathrm{KK}}`$ the total number of KK modes emitted in a given SN, and $`dN_{\mathrm{KK}}/dm`$ their normalized mass spectrum. We will always use the limit of non-relativistic KK particles where $`dN_\gamma /dϵ=\delta (ϵm/2)`$. This simplification is conservative because we calculate $`N_{\mathrm{KK}}`$ on the basis of the average emitted energy $`E`$ while the decay photons take each only half of the mass. On the other hand, we ignore the Lorentz factor for the decay rate. These two simplifications introduce small errors which go in opposite directions.

Finally, $`F(z,\mathrm{\Omega }_\mathrm{M},\mathrm{\Omega }_\mathrm{\Lambda })=[\mathrm{\Omega }_\mathrm{M}(1+z)^5+\mathrm{\Omega }_\mathrm{\Lambda }(1+z)^2]^{1/2}`$ with $`\mathrm{\Omega }_\mathrm{M}`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ being the relative contributions of matter and a cosmological term to the cosmic mass-energy density. We will use the standard values $`\mathrm{\Omega }_\mathrm{M}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and $`H_0=75\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, but our results do not depend much on the choice of background cosmology.

The present-day diffuse flux from the decaying KK modes obtained in this way is shown in Fig. 2 for $`n=2`$ and 3, assuming a SN core temperature of 30 MeV and $`f_{\mathrm{KK}}=1`$, i.e. that all of the energy is emitted as KK gravitons. For comparison we show a fit to the diffuse $`\gamma `$-flux observed by the EGRET instrument, $`j(ϵ)=2.26\times 10^3\mathrm{cm}^2\mathrm{s}^1\mathrm{ster}^1\mathrm{MeV}^1(ϵ/\mathrm{MeV})^{2.07}`$ .

The predicted flux exceeds the observations by about a factor of 100–200 both for $`n=2`$ and 3. Therefore, to avoid a conflict with the data we need to require

$$f_{\mathrm{KK}}0.005\text{}0.01.$$
(6)
This is our main result. The standard SN 1987A cooling limit amounts to the requirement $`f_{\mathrm{KK}}0.5`$  so that our new limit on the energy-loss rate is about two orders of magnitude more restrictive.

This bound is rather insensitive to the assumed temperature of the emitting medium. In Fig. 3 we show the maximum allowed value $`f_{\mathrm{max}}`$ for $`f_{\mathrm{KK}}`$ as a function of $`T`$. In the entire plausible range $`T15`$ MeV the limit hardly depends on $`T`$. The reason is that for a larger temperature the average energy of the emitted KK states increases, leading to a decrease of their total number. In addition, the energy of the decay photons is distributed over a broader range of energies, further decreasing the differential flux. Therefore, the predicted photon flux is lower, but reaches to larger energies. On the other hand, the measured $`\gamma `$-ray flux falls approximately as $`ϵ^2`$, canceling the previous effects. When $`T`$ and thus the typical KK masses become too small, the KK lifetime begins to exceed the age of the universe, decreasing the predicted flux of decay photons.

5. Summary.—We have shown that the decay photons from KK gravitons emitted by all past SNe exceeds the measured diffuse $`\gamma `$-flux unless the fraction of the SN energy released in KK modes is less than about 0.5–1% of the total. This limit is very conservative because we have used the present-day SN rate as representative for the entire cosmic evolution. A more realistic assumption could lead to a photon flux of up to a factor of 10–100 larger than our estimate. Our limit on the fractional SN energy loss is at least two orders of magnitude more restrictive than the usual SN 1987A cooling limit. Of course, this latter argument applies to any invisible energy-loss channel while our new result depends on the relatively fast radiative decay of the KK modes.

Our new argument implies that if the number of extra dimensions $`n`$ is 2 or 3, their radius $`R`$ must be about a factor of 10 smaller than implied by the SN 1987A cooling limit. For $`n=2`$ the SN 1987A limit is $`R0.71\times 10^3`$ mm , so that our limit becomes roughly $`R0.9\times 10^4`$ mm. This translates into a lower bound on the energy scale of $`M84`$ TeV for $`n=2`$. For $`n=3`$ the cooling limit is $`R0.85\times 10^6`$ mm  while our new limit is $`R0.19\times 10^6`$ mm. The energy scale is then bounded by $`M7`$ TeV.

Our new bounds appear to be the most restrictive limits on large extra dimensions, except for limits which invoke potentially more uncertain early-universe arguments. Our argument does not depend on the low counting statistics of the SN 1987A neutrino signal, but shares all uncertainties related to calculating the KK graviton emission from a dense nuclear medium. If the relic neutrinos from all past SNe were to be observed in a neutrino observatory, such a measurement would pin down the cosmic SN rate and would allow us to improve our limit accordingly.

Finally, we stress that the limit we have derived (as well as all other astrophysical and cosmological limits) can be avoided in some models where compactification of the extra dimensions is non-toroidal , or for example in the model of Dvali et al. , where a Ricci term on the brane suppresses the graviton emission rates.

Acknowledgments.—In Munich, this work was partly supported by the Deutsche Forschungsgemeinschaft under grant No. SFB 375. We thank Shmuel Nussinov, Gia Dvali and Sacha Davidson for interesting discussions on the possibility of bulk decays of KK modes.


text:
# Gauge anomalies and the Witten–Seiberg correspondence for N=1 supersymmetric theories on noncommutative spaces

## 1 Introduction

The noncommutative field theories dominate in the modern theoretical physics. Gauge anomalies have been actively studied recently both in the case of the Yang–Mills theory on a noncommutative space , and in SUSY field models . Unfortunately, the results obtained in the SUSY case without imposing the Wess–Zumino gauge are nonpolynomial in fields and can be investigated only within a perturbation theory (they are customarily presented in the form of parametric integrals). This also hinders the direct verification of the consistency condition ; however, if we impose the Wess–Zumino gauge, then these results yield the known expression for the chiral anomaly in the Yang–Mills sector. In the present paper, we calculate the expression for the consistent SUSY chiral anomaly in a noncommutative space using the known expression for the correspondent anomaly in the commutative space  obtained using the Pauli–Villars regularization in the one-loop approximation. Instead of introducing parametric integrals, we use the $`1/m^2`$-expansion, where the regularization parameters $`m`$ have the dimension of mass. The answer is an infinite series in $`e_{}^V1`$ and $`1e_{}^V`$, but admits the verification of the consistency condition. In the bosonic sector, our answer coincides with the standard expression for the chiral anomaly in noncommutative space .

We also consider the Seiberg–Witten map between noncommutative and usual gauge theories (the very term noncommutative means in what follows a theory on a noncommutative space, not just a non-Abelian theory)  and construct its generalization to the SUSY case up to the second order in the noncommutativity parameter $`\mathrm{\Theta }`$. Note that because of the chiral projection operators, the vector component of our answer does not coincide with the original answer by Seiberg and Witten.

A noncommutative superspace is characterized by a Moyal product of functions, which involves only bosonic coordinates :

$$f(x,\theta )g(x,\theta )e^{i_\zeta \mathrm{\Theta }_\eta /2}f(x+\zeta ,\theta )g(x+\eta ,\theta )|_{\eta =\zeta =0}.$$

In what follows, we use some properties of this product: the Leibnitz rule $`(fg)=fg+fg,`$ the cyclicity of the product under the integral sign: $`f_1f_2f_3=f_3f_1f_2`$, the obvious property $`fg=fg`$, and the definition of the noncommutative exponent:

$$e_{}^f=\underset{n=0}{\overset{\mathrm{}}{}}\frac{i^n}{n!}f\mathrm{}f.$$

The notation is by Bagger and Wess , and the integration $``$ implies all the necessary integrations together with the standard trace operation.

## 2 Anomaly

We consider the massless chiral multiplet of fields $`\mathrm{\Phi }(z)=\{\mathrm{\Phi }_k\},\overline{D}\mathrm{\Phi }=0`$, transformed by a irreducible representation of a compact gauge group. The fields $`\mathrm{\Phi }`$ interact with the real vector superfield $`V(x)=\{V_{ik}\}`$ in a way for the action to have the standard form

$$S=d^8z\overline{\mathrm{\Phi }}e_{}^V\mathrm{\Phi }.$$

The generating functional $`e^{i\mathrm{\Gamma }[V]}=D\overline{\mathrm{\Phi }}D\mathrm{\Phi }e^{iS}`$ is formally invariant w.r.t. the gauge transformations

$$e_{}^Ve_{}^{i\overline{\mathrm{\Lambda }}}e_{}^Ve_{}^{i\mathrm{\Lambda }},$$

where $`\mathrm{\Lambda }`$ is the chiral superfield. Breaking this invariance results in the anomaly,

$$\delta _\mathrm{\Lambda }\mathrm{\Gamma }[V]=𝒰_{\overline{\mathrm{\Lambda }}}+𝒰_\mathrm{\Lambda },$$

which by construction must satisfy the Wess–Zumino consistency conditions :

$$\delta _{\overline{M}}𝒰_{\overline{\mathrm{\Lambda }}}\delta _{\overline{\mathrm{\Lambda }}}𝒰_{\overline{M}}=i𝒰_{[\overline{M},\overline{\mathrm{\Lambda }}]_{}},$$
(1)
and the analogous conditions for $`𝒰_\mathrm{\Lambda }`$.

We calculate the anomaly using the following invariant regularization of $`\mathrm{\Gamma }[V]:\mathrm{\Gamma }_{reg}=_{i=0}^{\mathrm{}}c_i\mathrm{\Gamma }_i`$, where

$$e^{i\mathrm{\Gamma }_i}=𝒟\overline{\mathrm{\Phi }}𝒟\mathrm{\Phi }\mathrm{exp}i\overline{\mathrm{\Phi }}(e_{}^V\frac{m_i^2}{^2})\mathrm{\Phi },$$

and the constants $`c_i`$, $`m_i`$ satisfy the relations $`c_i=0,c_im_i^2=0,c_0=1,m_0=0`$ (the regularization is removed in the limit $`m_i\mathrm{}`$). After simple transformations, the generating functional becomes

$$\mathrm{\Gamma }_{reg}[V]=i\underset{i}{}c_i\underset{n=2}{\overset{\mathrm{}}{}}\frac{1}{n}𝑑z_1\mathrm{}𝑑z_nv(z_1)\overline{D}^2D^2G(z_1,z_2)\mathrm{}v(z_n)\overline{D}^2D^2G(z_n,z_1),$$

where $`v=e_{}^V1`$ and the Green’s function

$$\overline{D}^2D^2G(z_1,z_2)=i\mathrm{\Phi }(z_1)\overline{\mathrm{\Phi }}(z_2)=\frac{\overline{D}^2D^2}{16(m^2^2)}\delta (z_1z_2).$$

In the regularized expression, we can use the equations of motion $`D^2(e_{}^Vm^2/^2)\mathrm{\Phi }=0`$ for representing the expression $`𝒰_{\overline{\mathrm{\Lambda }}}`$ in the form convenient for further calculations:

$$𝒰_{\overline{\mathrm{\Lambda }}}=16\underset{i=0}{\overset{\mathrm{}}{}}c_im_i^2\underset{n=1}{\overset{\mathrm{}}{}}𝑑z_0\mathrm{}𝑑z_n\overline{\mathrm{\Lambda }}(z_0)G(z_0,z_1)v(z_1)\overline{D}^2D^2G(z_1,z_2)\mathrm{}v(z_n)\overline{D}^2D^2G(z_n,z_0),$$
(2)
where we have used the identity $`D^2\overline{D}^2D^2=16^2D^2`$. Equation (2) is our starting point for calculating the anomaly. Because $`V`$ is dimensionless and dimension parameters are absent in a (massless) theory, no more than four covariant derivatives enter the anomaly expression. This follows directly from the nonrenormalization theorem, which claims that any perturbative contribution to an effective action can be expressed as a single integral over the superspace. We therefore omit terms with five and more covariant derivatives when calculating the expression for $`𝒰_{\overline{\mathrm{\Lambda }}}`$, because these terms disappear when removing the regularization. We calculate the anomaly dragging all the covariant derivatives in (2), except four covariant derivatives, to the left. We then obtain three cases.

The first case: No derivatives act on $`v`$. Then, using the identical transformations

$$\overline{D}^2D^2\overline{D}^2G_{ij}=\overline{D}^2(16m^2G_{ij}\delta _{ij})$$

we can perform all but one $`\theta `$-integrations and obtain after resumming the expression

$$𝒰_{\overline{\mathrm{\Lambda }}}^{(1)}=\underset{i=0}{\overset{\mathrm{}}{}}c_i\underset{n=1}{\overset{\mathrm{}}{}}m^{2n}\overline{\mathrm{\Lambda }}(x_0,\theta )G(x_0,x_1)w(x_1,\theta )G(x_1,x_2)\mathrm{}w(x_n,\theta )G(x_n,x_0)𝑑\theta 𝑑x_0\mathrm{}𝑑x_n,$$

where

$$w(x,\theta )=\underset{n=1}{\overset{\mathrm{}}{}}(1)^{n+1}v_{}^n=1e_{}^{V(x,\theta )},$$

and $`G(x,y)`$ is the standard scalar propagator $`(m^2^2)^1\delta (xy)`$. In the limit $`m\mathrm{}`$, we obtain

$$\begin{array}{c}𝒰_{\overline{\mathrm{\Lambda }}}^{(1)}=\frac{i}{16\pi ^2}\underset{n=1}{\overset{\mathrm{}}{}}\underset{i=1}{\overset{n}{}}\underset{j=i+1}{\overset{n+1}{}}\frac{(ji)(n+1j+i)}{n(n+1)(n+2)}_\mu ^{(i)}^{\mu (j)}\overline{\mathrm{\Lambda }}^{(n+1)}(x,\theta )w^{(1)}(x,\theta )\mathrm{}w^{(n)}(x,\theta )\hfill \\ \hfill +\frac{i}{16\pi ^2}cm^2\mathrm{ln}m^2\overline{\mathrm{\Lambda }}(x,\theta )w(x,\theta ),\end{array}$$

where $`^{(i)}`$ acts only on the $`i`$th line, while $`\overline{\mathrm{\Lambda }}`$ is the $`(n+1)`$th line. The second term does not contribute in the anomaly because it is proportional to the variation of the local (in the $``$-product sense as well) functional $`e_{}^V`$ and can be exactly compensated either by cancellation or by imposing the additional condition $`_ic_im_i^2\mathrm{ln}m_i^2=0.`$

The second case. Two covariant derivatives act on $`v`$-lines. Using the identity $`\overline{D}^2D^2\overline{D}_{\dot{\alpha }}=4i\overline{D}^2D^\alpha \widehat{}_{\alpha \dot{\alpha }}`$ and performing the analogous transformations we then obtain

$$\begin{array}{c}𝒰_{\overline{\mathrm{\Lambda }}}^{(2)}=\frac{1}{2}\frac{1}{16\pi ^2}\underset{n=2}{\overset{\mathrm{}}{}}\underset{j=2}{\overset{n}{}}\frac{\sigma _{\alpha \dot{\alpha }}^\mu }{(n+1)n(n1)}\left(\underset{i=1}{\overset{j1}{}}(n+1+ij)_\mu ^{(i)}+\underset{i=j+1}{\overset{n+1}{}}(ij)_\mu ^{(i)}\right)\hfill \\ \hfill \overline{\mathrm{\Lambda }}^{(n+1)}w^{(1)}\mathrm{}w^{(j1)}D^\alpha [e_{}^V\overline{D}^{\dot{\alpha }}e_{}^Vw^{(j+1)}\mathrm{}w^{(n)}]\end{array}$$

The third case. All four covariant derivatives act on external lines. We do not write this case separately. Instead, we add all the results obtained and write the eventual answer for the chiral anomaly:

$$\begin{array}{cc}\hfill 𝒰_{\overline{\mathrm{\Lambda }}}=& \frac{i}{16\pi ^2}\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n(n+1)(n+2)}[\underset{i=1}{\overset{n}{}}\underset{j=i+1}{\overset{n+1}{}}(ji)(n+1j+i)^{(i)}^{(j)}\overline{\mathrm{\Lambda }}w_{}^n\hfill \\ & \frac{i}{2}\underset{j=1}{\overset{n}{}}\left(\underset{i=1}{\overset{j}{}}(n+1+ij)_\mu ^{(i)}+\underset{i=j+1}{\overset{n+1}{}}(ij)_\mu ^{(i)}\right)\overline{\mathrm{\Lambda }}w_{}^j\sigma _{\alpha \dot{\alpha }}^\mu D^\alpha [e_{}^V\overline{D}^{\dot{\alpha }}e_{}^Vw_{}^{nj}]\hfill \\ & \frac{1}{16}(n+2)\underset{i=0}{\overset{n1}{}}\overline{\mathrm{\Lambda }}w_{}^{ni}D^2[(\overline{D}^2e_{}^V)e_{}^Vw_{}^i]\hfill \\ & +\frac{1}{4}\underset{i=0}{\overset{n1}{}}\underset{j=0}{\overset{n1i}{}}\overline{\mathrm{\Lambda }}w_{}^{nij}D_\alpha [e_{}^V\overline{D}_{\dot{\alpha }}e_{}^Vw_{}^iD^\alpha (e_{}^V\overline{D}^{\dot{\alpha }}e_{}^Vw_{}^j)]].\hfill \end{array}$$
(3)
We can now verify consistency conditions (1). The calculations are quite cumbersome but straightforward and we only give a short comment. The right-hand side of (1) appear when varying the last variables in each term in (3), while all other terms are mutually cancelled. We now consider the terms that give nonzero contribution. Because $`\delta _{\overline{M}}w=i\overline{M}+iw\overline{M}`$, we find that in each term in (3), the inhomogeneous part of the $`w`$ variation produces a symmetric over $`\overline{\mathrm{\Lambda }}`$ and $`\overline{M}`$ expression, which does not contribute to the commutator. Adding the remaining variations and using the commutation relations for $`D`$ and $`\overline{D}`$, we obtain

$$\delta _{\overline{M}}𝒰_{\overline{\mathrm{\Lambda }}}=i𝒰_{\overline{M}\overline{\mathrm{\Lambda }}}+(\text{symmetric part under}\overline{M}\overline{\mathrm{\Lambda }}),$$

and, therefore,

$$\delta _{\overline{M}}𝒰_{\overline{\mathrm{\Lambda }}}\delta _{\overline{\mathrm{\Lambda }}}𝒰_{\overline{M}}=i𝒰_{[\overline{M},\overline{\mathrm{\Lambda }}]_{}}.$$

We were able to verify the consistency conditions only because we have had the explicit expression for the anomaly. The obtained anomaly expression could be nonminimal because a part of terms can be variations of local (in the $``$-product sense) functionals. However, to simplify drastically expression (3) is difficult because all the terms, except the first one, are there antisymmetric w.r.t. the covariant derivatives and cannot be reduced to the variations of $``$-local functionals.

The comparison of our expression with the answer in  is difficult as well, because the answer there was expressed as a parametric integrals of superfields. We therefore calculate only the bosonic part of the anomaly and show that it coincides with the answer obtained in . Because noncommutative properties of the space do not affect the superfield structure , we can impose the Wess–Zumino gauge in which the vector component of the superfield $`V`$ is $`2\theta \sigma ^\mu \overline{\theta }A_\mu `$, while $`V_{}^30`$, and all the terms of order five and higher in $`V`$ disappear from the anomaly. We introduce the multiplier $`2`$ in order to compare with the standard non-SUSY action $`\overline{\psi }\overline{\sigma }^\mu A_\mu \psi `$. We can now easily calculate all terms that contribute in the topologically nontrivial part of the anomaly:

$`{\displaystyle \frac{i}{48}}\overline{\mathrm{\Lambda }}(4VD\overline{D}VV\overline{D}VDV+V\overline{D}VDV2VDV\overline{D}V+`$
$`+2VDV\overline{D}V+2VDV\overline{D}V)`$
$`{\displaystyle \frac{1}{32}}\overline{\mathrm{\Lambda }}VD^2\overline{D}_{\dot{\alpha }}V\overline{D}^{\dot{\alpha }}V+{\displaystyle \frac{1}{96}}\overline{\mathrm{\Lambda }}V\overline{D}_{\dot{\alpha }}VD^2\overline{D}^{\dot{\alpha }}V{\displaystyle \frac{1}{48}}\overline{\mathrm{\Lambda }}VD_\alpha \overline{D}_{\dot{\alpha }}VD^\alpha \overline{D}^{\dot{\alpha }}V.`$
The direct caclulations using the known properties of the spinor algebra  then give the answer:

$$𝒰=𝒰_{\overline{\mathrm{\Lambda }}}\overline{𝒰}_{\overline{\mathrm{\Lambda }}}=\frac{i}{24\pi ^2}\alpha ϵ^{\lambda \mu \nu \rho }_\lambda (A_\mu _\nu A_\rho +\frac{i}{2}A_\mu A_\nu A_\rho ).$$

## 3 The Seiberg–Witten map

We now turn to constructing the correspondence between superfields on commutative and noncommutative spaces. We exploit the general principle by Seiberg and Witten  that it exists a map from $`V`$ to $`\widehat{V}`$ such that

$$\widehat{V}(V)+\widehat{\delta }_{\widehat{\mathrm{\Lambda }}}\widehat{V}(V)=\widehat{V}(V+\delta _\mathrm{\Lambda }V).$$
(4)
We first consider the Abelian case and find the desired map up to the second order in $`\mathrm{\Theta }`$:

$`\widehat{V}=V+V_1+V_2+\mathrm{},V_n\mathrm{\Theta }^n,`$
$`\widehat{\mathrm{\Lambda }}=\mathrm{\Lambda }+\mathrm{\Lambda }_1+\mathrm{\Lambda }_2+\mathrm{},\mathrm{\Lambda }_n\mathrm{\Theta }^n.`$
Substituting these expressions in (4) and keeping only terms up to the second order in $`\mathrm{\Theta }`$, we obtain the equations

$$\begin{array}{cc}\hfill V_1(V+\delta V)V_1(V)i(\mathrm{\Lambda }_1\overline{\mathrm{\Lambda }}_1)=& \frac{1}{2}\mathrm{\Theta }_{ab}(_aV_b\mathrm{\Lambda }+_aV_b\overline{\mathrm{\Lambda }})\hfill \\ \hfill V_2(V+\delta V)V_2(V)i(\mathrm{\Lambda }_2\overline{\mathrm{\Lambda }}_2)=& \frac{1}{2}\mathrm{\Theta }_{ab}(_aV_b\mathrm{\Lambda }_1+_aV_1_b\mathrm{\Lambda }+_aV_b\overline{\mathrm{\Lambda }}_1+_aV_1_b\overline{\mathrm{\Lambda }})\hfill \\ & \frac{i}{12}\mathrm{\Theta }_{ab}\mathrm{\Theta }_{cd}(_aV_b(_cV_d\mathrm{\Lambda })_aV_b(_cV_d\overline{\mathrm{\Lambda }})).\hfill \end{array}$$
(5)
In order to preserve the chirality of $`\mathrm{\Lambda }`$ we must introduce the chiral and antichiral projection operators $`P=\overline{D}^2D^2/16^2`$ and $`\overline{P}=D^2\overline{D}^2/16^2`$. The first equation in (5) then has a unique solution

$`V_1={\displaystyle \frac{i}{2}}\mathrm{\Theta }_{ab}(1P)_aV(1\overline{P})_bV`$
$`\mathrm{\Lambda }_1={\displaystyle \frac{i}{2}}\mathrm{\Theta }_{ab}_a\mathrm{\Lambda }P_bV.`$
However, because of the projection operators, the obtained expression is nonlocal and in the Yang–Mills sector becomes

$`A_{(1)\mu }=\mathrm{\Theta }_{\alpha \beta }(_\alpha A_\mu B_\beta {\displaystyle \frac{1}{2}}_\mu B_\alpha B_\beta )`$
$`_\mu \lambda _{(1)}={\displaystyle \frac{1}{2}}\mathrm{\Theta }_{\alpha \beta }(_\alpha _\mu \lambda B_\beta ),`$
where $`B_\alpha =P_{\alpha \beta }A_\beta =_\alpha _\beta /^2A_\beta `$ is the longitudinal part of the gauge field $`A_\mu `$. However, it is a simple exercise to verify that this formulas also solve the Seiberg–Witten equations for the Yang–Mills fields

$$\widehat{A}_\mu (A)+\widehat{\delta }_{\widehat{\lambda }}\widehat{A}_\mu (A)=\widehat{A}_\mu (A+\delta _\lambda A).$$

The solution of the second equation in (5) has already the multiparameteric ambiguity and is rather cumbersome; we therefore restrict ourselves to the particular solution

$`V_2={\displaystyle \frac{1}{4}}[.(12P)_aV(1\overline{P})_cV(1P)_b_dV+(12\overline{P})_aV(1P)_cV(1\overline{P})_b_dV`$
$`2.(1P)_aV(1\overline{P})_cV_b_dV+{\displaystyle \frac{2}{3}}_aV_cV_b_dV]\mathrm{\Theta }_{ab}\mathrm{\Theta }_{cd},`$
$`\mathrm{\Lambda }_2={\displaystyle \frac{1}{2}}_a\mathrm{\Lambda }P_cVP_b_dV\mathrm{\Theta }_{ab}\mathrm{\Theta }_{cd}.`$
The ambiguity is due to the existence of nonzero solution for the corresponding equation with the vanishing right-hand side. We can demonstrate the appearance of such an arbitrariness in solutions of the equation (4) to all orders in $`\mathrm{\Theta }`$. Keeping only terms up to the second order in the gauge superfield $`V`$, we obtain the following expressions

$`V_1={\displaystyle \frac{i}{2}}\mathrm{\Theta }_{ab}(1P)V_a(1\overline{P})V_b`$
$`V_2=\mathrm{\Theta }_{ab}\mathrm{\Theta }_{cd}\left(a(1P)V_{ac}(1\overline{P})V_{bd}+bPV_{ac}PV_{bd}+b\overline{P}V_{ac}\overline{P}V_{bd}{\displaystyle \frac{a}{2}}V_{ac}V_{bd}\right)`$
$`V_3={\displaystyle \frac{i}{48}}\mathrm{\Theta }_{ac}\mathrm{\Theta }_{bd}\mathrm{\Theta }_{ef}(1P)V_{ace}(1\overline{P})V_{bdf}`$
and analogously in higher orders. Here $`V_a=_aV`$ and $`a,b`$ are free parameters. This expression shows that the ambiguity does not arise in odd orders, and the even orders can be set to zero by the appropriate choice of the parameters. Summing up the obtained expressions we get the answer:

$$\widehat{V}=V+\frac{1}{2}[(1P)V,(1\overline{P})V]_{}+O(V^3).$$

## 4 Discussion

We show that allowing a nonlocality in the Seiberg-Witten map (this nonlocality necessarily follows from considering $`N=1`$ SUSY gauge theories with an unbroken supersymmetry), we obtain a series of solutions, which do not coincide with the original answer by Seiberg and Witten. This effect has been shown on the example of Abelian gauge fields. The interpretation of such an ambiguity as well as the continuation to a non-Abelian case deserves further investigations.


text:
# A Regularization of Quantum Gravity

## I Introduction

In recent years, substantial progress has been achieved in understanding two-dimensional quantum gravity based on the Liouville theory , see  for a review. Unfortunately it was not possible to extend these results to higher dimensions. In the light of these difficulties we re-examine the results of Polyakov, starting with the path integral of two-dimensional gravity for a fixed topology and with***Following established notation , in the present context $`D`$ denotes the number of matter fields or dimension of the embedding space. D additional matter fields $`X^i`$:

$`Z_D(\mu _0)={\displaystyle }𝒟g𝒟X^i\times `$ (1)
$`\mathrm{exp}\left(\mu _0{\displaystyle d^2x\sqrt{g}}{\displaystyle d^2x\sqrt{g}g^{ab}_aX^i_bX^i}\right).`$ (2)
Following the procedure of Polyakov, we ’fix a gauge’ using coordinates $`x`$ so that $`g_{ab}=e^\varphi h_{ab}`$, where $`h`$ is an external background metric. Using an appropriate regularization, this leads to the well-known path integral

$`Z_D(\mu _s)={\displaystyle }𝒟\varphi (x)\times `$ (3)
$`\mathrm{exp}\left[{\displaystyle \frac{26D}{48\pi }}{\displaystyle d^2x\left(\frac{1}{2}(\varphi )^2+\mu _se^\varphi +R\varphi \right)}\right]`$ (4)
for the Liouville field $`\varphi (x)`$, with $`R`$ being the curvature of the metric $`h`$, which is chosen so that $`R`$ is a constant depending on the topology . The conformal anomaly is present for $`D26`$ where a scalar field appears in the quantum theory although there are no physical degrees of freedom in the classical theory. (There are no field equations for gravity in two dimensions.) The parameter $`\mu _s`$ is not equal to the bare cosmological constant $`\mu _0`$ and the evaluation of the necessary counter-terms reveals

$$\mu _0=\frac{D2}{8\pi ϵ}+\mu _s\left(\frac{26D}{48\pi }\right)$$
(5)
where $`ϵ`$ is the cut-off parameter of the regularization procedure. Usually the path integral (3) is the starting point for further examination. We emphasize only that for $`R<0`$ the interaction term $`R\varphi +\mu _se^\varphi `$ has a true minimum at $`\varphi _0=\mathrm{ln}(R/\mu _s)`$ and using $`\varphi (x)=\varphi _0+\eta (x)`$ one can approximate the vacuum functional by

$`Z_D(\mu _s)={\displaystyle }𝒟\eta \times `$ (6)
$`\mathrm{exp}\left[{\displaystyle \frac{26D}{48\pi }}{\displaystyle d^2x\left(\frac{1}{2}(\eta )^2+(c_0\eta ^2+c_1\eta ^3+\mathrm{})\right)}\right]`$ (7)
with $`c_0=\frac{1}{2}R`$ etc. .

We highlight the fact that for $`D<2`$ relation (5) indicates that the bare cosmological constant $`\mu _0`$ is negative and infinite in the limit $`ϵ0`$. While the path integral (2) seems to be highly divergent for $`\mu _0\mathrm{}`$, the Polyakov procedure transforms it so that the scalar Liouville field results in two dimensions. In this paper we want to understand how this is possible, using the framework of the Regge calculus . Subsequently, we touch briefly on the prospects of generalizing our regularization procedure to higher dimensions. For our investigations of quantum gravity in the Regge regularization we use a simple measure, thus defining a model. Although it is not clear whether this model can be fully equivalent to the Liouville theory in two dimensions, it shares some of its remarkable properties and exhibits a phase transition which appears to define a continuum theory. However, it might be that two dimensional gravity is a poor testing ground for the general case . In higher dimensions the Einstein Hilbert action should dominate the physics of quantum gravity and since, without proper regularization, it is unbounded in the Euclidean sector, its behavior needs to be determined before one can discuss the subtleties of the correct measure.

In the next section we define the model and obtain analytical results including properties of its phase transition. Numerical simulations are subsequently performed in section III. They yield long-range correlations as needed for the continuum limit. Conclusions follow in section IV.

## II The model

For $`D=0`$ we can write the path integral (2) as

$$Z(\mu _0)=Dge^{\mu _0A[g]}$$
(8)
where $`A[g]`$ is the total area of the geometry. The integral (8) is defined only after proper regularization as the following example  illustrates: Consider a smooth geometry of finite total area. Then, assume that a ”spike” of length $`L`$ and circumference $`u`$ grows out of this area. The spike can have arbitrarily large length $`L`$, but, if $`u`$ is sufficiently small, it would not be suppressed by the action of the path integral due to its infinitesimal area $`uL`$. Indeed, the path integral would be dominated by ill-defined geometries, unless we introduce a regularization procedure, which provides for a cutoff to prohibit $`L`$ from becoming arbitrarily large. A proper regularization procedure introduces counter-terms, which prevent degenerate geometries and lead to a well-defined path integral , as we will discuss in the following for a model of pure gravity.

We consider a triangulation of fixed topology (e.g a 2-torus), with $`N_2`$ triangles and $`N_1`$ links. We assume that the triangulation is sufficiently regular and, following the Regge approach, consider the link lengths $`x`$ as the variables of this model. We use a cutoff $`a`$ on the link lengths and the simple local measure $`_ldx_l`$ to obtain the path integral

$$Z(\mu _0,a)=_0^a\underset{l}{}dx_le^{\mu _0A[x]}$$
(9)
where the total area $`A[x]`$ of the geometry is the sum of all triangle areas,

$$A=\underset{t}{}A_t,$$

and the integration range restricts the link lengths to $`0<x<a`$. The above integral is obviously well-defined for all $`\mu _0`$ as long as $`a`$ is finite.

It is not clear whether the partition function (9) can be in the same universality class as (8), i.e. that diffeomorphism invariance will be properly implemented by our simple measure in a continuum limit. It is known, however, that the Regge approach approximates Einstein gravity in the classical limit . We reach the continuum limit formally by increasing the number of links $`N_1`$ and decreasing their lengths, $`a0`$.

To proceed further, we re-write the path integral (9) as

$$Z(\mu _0,a,n)=_0^{\mathrm{}}\underset{l}{}dx_l\mathrm{exp}\left(\mu _0A[x]\underset{l}{}(x_l/a)^n\right)$$
(10)
i.e. replacing the cutoff with a counter-term, which is equivalent in the limit $`n\mathrm{}`$.

Let us qualitatively examine how the Regge lattice might behave for different values of $`\mu _0`$. A positive cosmological constant, $`\mu _0>0`$, tends to suppress large areas, while the counter-term restricts the link lengths. In the limit $`\mu _0+\mathrm{}`$ the expectation value of the total area will tend to $`0`$, but it is not clear whether the link lengths will approach $`0`$ as well. It is possible that their expectation value remains finite and this would result in a ’crumpled’ lattice with collapsed triangles. The numerical simulations presented in the following section suggest that this indeed happens and it is not clear if a reasonable continuum limit can be found for $`\mu _0>0`$. Previous numerical investigations  have been mostly confined to this range of a positive cosmological constant.

On the other hand, if $`\mu _0<0`$, the cosmological term tends to inflate the area of the lattice, while the counter-term limits the link lengths. Therefore, equilateral triangles are preferred and for $`\mu _0\mathrm{}`$ we have to expect a lattice which consists of (almost) equilateral triangles, with small fluctuations around the maximum link length $`a`$; other configurations cannot significantly contribute to the path integral. The situation is thus similar to an inflated balloon, where the pressure of the air is the analogue to the cosmological term, while the role of the rubber molecules is played by the Regge links. If we inflate the balloon enough, the rubber becomes locally flat and elastic. While it is immediately clear that the Regge lattice is locally flat for regular triangulations in two dimensions , if $`\mu _0`$ is sufficiently negative, we must examine in the following whether the lattice fluctuations are able to reproduce a scalar field as in the Liouville theory. To this purpose we consider first the path integral for $`\mu _0<0`$ and $`n>2`$. The special case of $`n=2`$ is then discussed separately.

### A $`n>2`$

If $`n`$ is large but finite and $`\mu _0`$ is sufficiently negative, only lattice configurations with link lengths $`xa`$ contribute significantly to the path integral. Configurations with $`x>>a`$ are suppressed by the term $`(x/a)^n`$, while configurations with $`x<<a`$ cannot contribute significantly due to the area term $`\mu _0A>0`$. We thus replace $`x_l`$ with $`a(1+\xi _l)`$ where the variable $`\xi _l`$ determines the fluctuation of link $`l`$ around the length $`a`$. The path integral becomes

$`Z(\mu _0,a,n)=a^{N_1}{\displaystyle }{\displaystyle \underset{l}{}}d\xi _l\times `$ (11)
$`\mathrm{exp}\left(\mu _0a^2{\displaystyle \underset{t}{}}A_t[1+\xi ]{\displaystyle \underset{l}{}}(1+\xi _l)^n\right)`$ (12)
and only configurations $`\xi 0`$ contribute significantly. Notice that the cut-off $`a`$ appears as a simple, unphysical multiplicator of the bare cosmological constant, which allows us to remove it from the path integral by rescaling $`\mu _0`$.

The area of a single triangle with the links $`a,b,c`$ is of the form

$`A_t[1+\xi ]`$ $`=`$ $`A_0+A_1(\xi _a+\xi _b+\xi _c)A_2(\xi _a^2+\xi _b^2+\xi _a^2)`$ (13)
$``$ $`B_2((\xi _a\xi _b)^2+(\xi _a\xi _c)^2`$ (14)
$`+`$ $`(\xi _b\xi _c)^2)+O(\xi ^3)`$ (15)
with positive constants

$`A_0={\displaystyle \frac{\sqrt{3}}{4}},A_1={\displaystyle \frac{1}{2\sqrt{3}}},A_2={\displaystyle \frac{1}{12\sqrt{3}}}\mathrm{and}B_2={\displaystyle \frac{1}{6\sqrt{3}}}.`$ (16)
The cosmological constant term, i.e. the total area of the geometry, can therefore be expanded as

$`{\displaystyle \underset{t}{}}A_t[1+\xi ]`$ $`=`$ $`A_0N_2+2A_1{\displaystyle \underset{l}{}}\xi _l2A_2{\displaystyle \underset{l}{}}\xi _l^2`$ (17)
$``$ $`B_2{\displaystyle \underset{[mn]}{}}(\xi _m\xi _n)^2+O(\xi ^3)`$ (18)
where the sum over $`[nm]`$ indicates a sum over neighboring links. Correspondingly we expand the regulating link term as

$$\underset{l}{}(1+\xi _l)^n=N_1+n\underset{l}{}\xi _l+\frac{n(n1)}{2}\underset{l}{}\xi _l^2+O(\xi ^3)$$
(19)
and insert both expansions in the path integral. We assume equilibrium of the link lengths around $`a`$ and for consistency we have to set $`\mu _0a^22A_1=n`$, so that the first order term in the action vanishes. This determines the bare cosmological constant as

$$\mu _0=\frac{n}{2a^2A_1}$$
(20)
so that it is negative and tends to $`\mathrm{}`$ for $`a0`$. (Notice the similarity with relation (5).)

The path integral becomes

$$Z(n)=const\underset{l}{}d\xi _l\mathrm{exp}[(\frac{n(n1)}{2}+n\frac{A_2}{A_1})\underset{l}{}\xi _l^2$$

$$n\frac{B_2}{A1}\underset{mn}{}(\xi _m\xi _n)^2+O(\xi ^3)]$$
(21)
where we now understand $`n`$ as a coupling parameter which is not necessarily an integer. While the first term guarantees that $`|\xi |1`$ for large enough $`n`$, the second term can obviously be interpreted as the discretization of the kinetic term of a scalar field $`\xi `$, similarly to the field $`\eta `$ of the path integral (6).

To proceed further, we discretize the variables $`\xi _l`$ using $`ϵ\sigma _l`$ instead, with $`\sigma _l`$ being an integer $`\pm 1,\pm 3,\pm 5,\mathrm{}`$, so that the difference between two neigbouring values of $`\xi `$ equals $`2ϵ`$. The path integral is then replaced by a sum over different configurations $`\sigma _l`$

$`Z(\beta ,ϵ)={\displaystyle \underset{[\sigma ]}{}}\mathrm{exp}(\beta ^2ϵ^2{\displaystyle \underset{l}{}}\sigma _l^2`$ (22)
$`\beta {\displaystyle \frac{B_2}{A1}}{\displaystyle \underset{mn}{}}(\sigma _m\sigma _n)^2+O(ϵ^3))`$ (23)
where we use $`\beta =nϵ^2`$ and assume that $`n`$ is large enough that the coupling of the first term in (21) is essentially $`n^2/2`$.

The limit $`ϵ0`$ leads back to the path integral (21) and, if we adjust $`n`$ such that $`\beta `$ remains finite, the $`\beta ^2ϵ^2`$ term of (23) will suppress all higher values of $`\sigma _l`$. It is then sufficient to perform a summation of all configurations $`\sigma _l=+1,1`$ and the system becomes equivalent to an Ising model. Therefore, in this limit the model exhibits a second order phase transition at a certain critical coupling $`\beta _c`$, which leads us to the equivalence with an interacting scalar field with $`S`$-matrix $`1`$ . Although this field is in a different universality class than the Liouville theory, the associated long-range correlations demonstrate that our ’quantum balloon’ is indeed elastic as we had hoped for. In previous investigations it has been proposed to approximate quantum gravity by Ising models and numerical simulations of such models have been performed . Our calculation demonstrates that these Ising models follow naturally in a certain limit ($`\mu _0\mathrm{},n\mathrm{}`$) of the Regge approach.

The occurance of different universality classes is certainly related to the sensitive dependence of two dimensional quantum gravity on the definition of the measure. The above calculation is supposed to depend on the details of the limit ($`\mu _0\mathrm{},n\mathrm{}`$) and, furthermore, we also do not know the universality classes for general $`n`$. In principle, this could be determined by calculating the critical exponents numerically. So far, we did not investigate this issue in detail. It is expected to be of minor importance in higher dimensions due to the presence and dominance of the Einstein-Hilbert term there.

### B $`n=2`$

Having discussed the case $`n>2`$ and a particular limit $`n\mathrm{}`$, we examine the special case $`n=2`$ in the following. The reason for our interest in this case is that the critical point is found for a finite value of $`\mu _0`$, which allows for easier numerical investigations.

We use the dimensionless variables

$$q_l=(x_l/a)^2$$
(24)
with the measure $`_ldq_l`$ instead of $`_ldx_l`$ for reasons of analytical simplicity. Using the rescaled coupling parameter

$$\mu =\mu _0a^2$$
(25)
the path integral (10) becomes

$$Z(\mu )=_0^{\mathrm{}}\underset{l}{}dq_l\mathrm{exp}\left(\mu A[q]\underset{l}{}q_l\right).$$
(26)
This path integral is well defined as long as $`\mu >\mu _c`$ and the value of the critical coupling $`\mu _c`$ is found from the configuration with all link lengths equal, $`q_l=q`$. The action reduces to $`(\mu (\sqrt{3}/2)N_2N_1)q`$ in this case and the exponent remains finite only if $`\mu >\mu _c=(2/\sqrt{3})(N_1/N_2)`$. In two dimensions we have $`N_1=3N_2/2`$ and

$$\mu _c=\sqrt{3}$$
(27)
is independent of the lattice size. Although the lattice is expected to fluctuate heavily at the critical point, we have nevertheless determined $`\mu _c`$ by assuming that configurations around equilateral triangles dominate the path integral. Unfortunately, we cannot prove this assumption, but it is confirmed by our numerical simulations (see the next section) and it is self-consistent as we show in the following.

We substitute the $`N_1`$ variables $`[q_1,\mathrm{},q_{N_1}]`$ by the $`N_1`$ variables $`[q,\xi _1,\mathrm{},\xi _{N_11}]`$ defined by

$$q_1=q(1+\xi _1),q_2=q(1+\xi _2),\mathrm{}$$
(28)
$$\mathrm{and}q_{N_1}=q(1\underset{l=1}{\overset{N_11}{}}\xi _l),$$
(29)
so that $`_lq_l=N_1q`$. The total area $`A[q]`$ can then be written as

$$A[q]=(\sqrt{3}/2)N_2q\tau [\xi ]$$
(30)
where the function $`\tau `$ depends on the variables $`\xi _l`$ only and varies between $`0`$ and $`1`$. It equals $`1`$ if all triangles are equilateral (maximum area) and it is $`0`$ if all triangles collapse (minimum area). The path integral becomes

$$Z(\mu )=_0^{\mathrm{}}dqq^{N_11}\times $$

$$\underset{l}{}d\xi _l\mathrm{exp}\left(\frac{3}{2}\mu N_2q\tau [\xi ]N_1q\right)$$
(31)
because the functional determinant is a constant, when it is evaluated under the assumption of small fluctuations around equilateral triangles, which allows us to ignore the triangle constraints. Integrating out $`q`$, one arrives at

$$Z(\mu )=\frac{\mathrm{\Gamma }(N_1)}{N_1^{N_1}}\underset{l}{}d\xi _l\frac{1}{(\mathrm{\hspace{0.17em}1}+\frac{\sqrt{3}}{2}\mu \frac{N_2}{N_1}\tau [\xi ])^{N_1}}.$$
(32)
We are interested to determine the expectation value of

$$<\tau >\mathrm{for}\mu \mu _c=\frac{2}{\sqrt{3}}\frac{N_1}{N_2}$$
(33)
and obviously the behavior of the function $`\tau [\xi ]`$ near $`\tau =1`$ is essential in this case. We use the fact that $`\tau `$ has a maximum at $`\xi =0`$ and expand it as

$$\tau [\xi ]=1BN_1^1\underset{l}{}\xi _l^2\underset{[ij]}{}B_{ij}\xi _i\xi _j+O(\xi ^3)$$

with a constant $`B>0`$ and a constant matrix $`B_{ij}`$. In a second step we introduce spherical coordinates $`\xi _i=r\mathrm{sin}\varphi _1\mathrm{sin}\varphi _2\mathrm{}`$ and thus arrive at

$$Z(\mu )=constd\varphi drr^{N_12}\times $$
(34)
$$\frac{J(\varphi )}{(\mathrm{\hspace{0.17em}1}+\frac{\sqrt{3}}{2}\mu \frac{N_2}{N_1}[1Br^2r^2_{[ij]}B_{ij}f_{ij}(\varphi )])^{N_1}}$$

if we neglect terms of order $`O(\xi ^3)`$. The function $`J(\varphi )`$ denotes the Jacobian for the spherical coordinates and $`f_{ij}`$ denotes a matrix of functions which depend on the angles $`\varphi `$ only such that $`\xi _i\xi _j=r^2f_{ij}(\varphi )`$. At $`\mu =\mu _c`$ the path integral becomes

$$Z(\mu )=constd\varphi \frac{J(\varphi )}{(B+_{[ij]}B_{ij}f_{ij}(\varphi ))^{N_1}}\times $$

$$𝑑r\frac{r^{N_12}}{r^{2N_1}}$$
(35)
which we can write as $`const𝑑rr^{(N_1+2)}`$ in order to calculate the expectation value $`<r>`$. Obviously the path integral has a strong singularity at $`r=0`$ and the expectation value of $`r`$ is zero at $`\mu _c`$. This, of course, implies that $`<\tau >=1`$.

In order to determine $`<r>`$ for $`\mu =\mu _c+\delta `$, the first momentum $`𝑑rf(r)r/𝑑rf(r)`$ needs to be calculated for the function

$$f(r)=r^{N_11}/(\delta +B^{}r^2)^{N_1},$$

where $`B^{}`$ equals $`B+_{[ij]}f_{ij}[\varphi ]`$. The function $`f`$ has a maximum at $`r_{\mathrm{max}}=\sqrt{(N_11)\delta /(N_1B^{}+B^{})}`$ and falls off sharply away from it. We conclude that $`<r>const\delta ^{\frac{1}{2}}`$ where the constant depends on the integration of $`B^{}`$ over the spherical angles $`\varphi `$. Therefore,

$$<\tau >1const(\mu \mu _c)^{\frac{1}{2}}$$
(36)
for lattice configurations fluctuating around equilateral triangles, providing for the self-consistency of our initial assumption.

An eventual, non-trivial continuum limit $`\mu \mu _c`$ is quite subtle. The numerical investigations of section III suggest the following picture: At $`\mu _c`$ the path integral is dominated by small fluctuations around equilateral triangles. The link lengths show correlations which for $`\mu \mu _c`$ are consistent with a diverging correlation length (mass to zero). Considering the ratio $`r=\mathrm{min}(x_l)/\mathrm{max}(x_l)`$, one finds that the expectation value $`<r>`$ shows a strong finite size effect, in contrast to $`<\tau >`$ which is essentially independent of $`N_1`$. The continuum limit is then found for $`(N_1\mathrm{},\mu \mu _c)`$, so that $`<\tau >1`$ and $`<r>0`$, which indicates that the triangles are (almost) equilateral yet over large distances the geometry of a typical lattice is non-trivial.

### C Higher dimensions

Let us briefly comment on the situation in higher dimensions. We focus on the physically interesting case of four dimensions and, because of the importance of numerical calculations, on $`n=2`$. We consider the path integral

$$Z(\mu )=Dq\mathrm{exp}\left(\mu V[q]\underset{l}{}q_l^2\right)$$
(37)
with total 4-volume $`V[q]`$ and a regulating counter-term. We use again a simple, local measure for simplicity and we ignore the Einstein-Regge action as well as other possible terms in the action. We introduce variables $`p`$ and $`\xi `$ so that $`pN_1=_lq_l^2`$ and $`q_i=p^{\frac{1}{2}}(1+\xi _i)`$ and we use the function $`\nu [\xi ]`$ as we used $`\tau `$ for two dimensions, so that $`V[q]=_sV_s[q]=p\nu [\xi ]V_0N_4`$ where the constant $`V_0`$ is chosen so that the maximum of $`\nu `$ equals $`1`$. The path integral becomes

$`Z(\mu )={\displaystyle _0^{\mathrm{}}}dpp^{(N_12)/2}\times `$ (38)
$`{\displaystyle \underset{l}{}d\xi _l\mathrm{exp}\left(\mu N_4V_0p\nu [\xi ]N_1p\right)}.`$ (39)
Proceeding along the same lines as for the two-dimensional case, one concludes that $`<\nu >1`$ as $`\mu `$ approaches the critical value $`\mu _c`$. At the critical point lattice configurations with equilateral 4-simplices contribute significantly only, indicating long-range correlations and a non-trivial phase transition as in two dimensions.

Unfortunately, a regular triangulation with equilateral simplices in four dimensions does not provide for a locally flat geometry. Also, the ratio $`N_4/N_1`$ is not constant and some properties of our regularization depend on the details of the triangulation. Clearly, a mechanism is needed which would favor locally flat geometries, independent of the triangulation and we hope that the Einstein-Hilbert action will achieve this. Indeed we can show that our regularization is sensitive to the Einstein-Hilbert action near the critical point, by adding

$$S_{EH}(q)=\underset{t}{}A_t\delta _t$$
(40)
to the action in equation (37). Using the gravitational coupling $`\beta `$ we write

$$\beta S_{EH}(q)=\beta p^{1/2}s(\xi )$$
(41)
where $`s(\xi )`$ is bounded because the deficit angles $`n\pi <\delta _t<2\pi `$ are bounded ($`n`$ depends on the details of the triangulation) for a given triangulation.

One can expand the action for small $`\beta `$ as

$$\mathrm{exp}(\beta p^{1/2}s(\xi ))=1\beta p^{1/2}s(\xi )+O(\beta ^2)$$

and evaluate the path integral equation (39) with this correction. Performing the integration of the variable $`p`$ one finds that the integrand in the remaining path integral is modified by a factor

$$[\mathrm{\hspace{0.17em}1}\beta C(N_1)s(\xi _l)]/[\mathrm{\hspace{0.17em}1}(\mu /\mu _c)\nu (\xi _l)]$$

where $`C(N_1)`$ is a constant, which depends slightly on $`N_1`$. Near the critical point we can set $`\xi =0`$ to approximate $`\beta _c`$ as the gravitational coupling which leads to

$$[\mathrm{\hspace{0.17em}1}\beta _cC(N_1)s(0)]/[\mathrm{\hspace{0.17em}1}(\mu /\mu _c)\nu (0)]=0.$$

Of course, this does not imply that $`Z=0`$ at $`\beta _c`$, rather we have to conclude that our approximation for small $`\beta `$ breaks down. It is now important to see that $`\beta _c0`$ for $`\mu \mu _c`$, which means that our model becomes very sensitive to the Einstein-Hilbert term near the critical point. Numerical simulations could clarify the relevance of this effect and in general the phase structure for the two coupling parameters $`\mu `$ and $`\beta `$. This is left as a project for future investigations.

## III Numerical results

To support the assumptions as well as the results of our analytical calculations in the previous section, we perform numerical simulations of our two dimensional model. We use the path integral (10) for $`n=2`$ on a 2-torus. Our consideration which leads to $`\mu _c=\sqrt{3}`$ of equation (27) is not affected by the change of the measure from the path integral (26) to (10). We have generated data on $`8\times 8`$, $`16\times 16`$ and $`32\times 32`$ lattices at $`\mu =5.0,\mathrm{\hspace{0.17em}2.0},\mathrm{\hspace{0.17em}1.0\hspace{0.17em}0.0}1.01.51.7`$ and $`1.72`$. Each data point relies on at least 1M sweeps and measurements are taken every 10 sweeps to reduce auto-correlation of the data.

In figure 1 the expectation value

$$\tau =2A/x_l^2/(N_2\sqrt{3})(\mathrm{lower}\mathrm{curve})$$

is shown together with

$$2A/(N_2\sqrt{3}x_l^2)(\mathrm{upper}\mathrm{curve})$$

for various values of the cosmological constant. There are almost no finite size effects for these quantities. Within the accuracy of the plot our data from $`8\times 8`$, $`16\times 16`$ and $`32\times 32`$ lattices fall on top of one another. The curve for $`\tau `$ decreases for positive values and tends towards zero for increasing bare cosmological constant ($`\mu \mathrm{}`$), indicating a crumpled lattice consisting of collapsed triangles. The ratio is finite for negative values of the cosmological constant and approaches for $`\mu \mu _c=\sqrt{3}`$ its maximum possible value $`1`$, indicating the dominance of equilateral triangles in a locally flat lattice as predicted by equations (27) and (36). Link length fluctuation are demonstrated by the fact that the curves for $`\tau `$ and $`2A/(N_2\sqrt{3}x_l^2)`$ are quite distinct.

On a single configuration the range of link fluctuations is between $`x_{l,\mathrm{min}}=\mathrm{min}_l(x_l)`$ and $`x_{l,\mathrm{max}}=\mathrm{max}_l(x_l)`$, which define the minimum and maximum link length on the configuration. In figure 2 we plot the average value

$$r=x_{l,\mathrm{min}}/x_{l,\mathrm{max}}$$

for our three lattice sizes. As we assumed, the expectation value of this ratio decreases with increasing lattice size and the results show that even a modest lattice size ($`32\times `$32) is sufficient for substantial variations of the overall geometry near the critical point ($`r<0.1`$ for $`\tau >0.9`$ ).

We are now confident that the assumptions of the previous sections are essentially correct, leading to the picture of a lattice with highly correlated links near the critical point. In the following we check this conclusion, investigating the expected long-range correlations directly. We employ that we know the exact value (27) of $`\mu _c`$ to control the approach to the critical point. To improve the numerical stability we add a $`n=3`$ term $`fx_l^3`$ and investigate the partition function

$`Z(\mu ,f)={\displaystyle _0^{\mathrm{}}}{\displaystyle \underset{l}{}}dx_l\times `$ (42)
$`\mathrm{exp}\left(\mu {\displaystyle \underset{t}{}}A_t[x]{\displaystyle \underset{l}{}}(x_l^2+fx_l^3)\right).`$ (43)
We take $`\mu =\mu _c`$ and are interested to establish critical behavior for $`f0`$. As long as $`f>0`$, the integral (43) is well-defined for all $`\mu `$. However, for $`f=0`$ the lattice has a finite area for $`\mu >\mu _c`$ only, as discussed in subsection II B.

We compute the link-link correlation functions defined by

$$C_l(t)=\frac{\left(x_0x_tx_0x_t\right)}{\left(x_0x_0x_0x_0\right)}$$
(44)
where, using the regular triangulation , two face to face links pointing in the $`\widehat{x}`$ direction and separated by $`t`$ lattice spacings in the $`\widehat{t}`$ direction are correlated. Note that $`t`$ is not necessarily proportional to the geometrical distance between the links, especially for large $`t`$, since we know that the geometry fluctuates according to our measurement of $`r`$.

Figure 3 compares our $`32\times 32`$ and $`64\times 64`$ results and shows indeed a strong correlation of the link lengths for $`f0`$, even for large $`t`$. However, irregular finite size effects are present as well (e.g. for $`f=10^6`$) and a full-scale FSS analysis, which is beyond the scope of this paper, seems necessary to clarify the critical behavior of our system.

For the $`32\times 32`$ lattice we performed also calculation at higher values of $`f`$. The long distance correlations disappear then quickly, as is we show in figure 4 (note the change in ordinate scale between figure 3 and 4).

In order to determine the mass of the ’particle’ associated with the lattice fluctuations, we extracted mass values using so called $`\mathrm{cosh}`$ fits

$$C_l(t)=A\left(e^{mt}+e^{m(Nt)}\right)$$
(45)
from the correlation functions. Figure 5 depicts our results from the $`32\times 32`$ and $`64\times 64`$ lattices in the limit $`f0`$, including also $`f=10^4`$ from our larger $`f`$ values on the $`32\times 32`$ lattice. The mass values agree down to $`f=10^6`$; for $`f=10^7`$ we find then disagreement, which is expected when the small lattice can now longer accommodate the correlation length. Again, we emphasize that our data are currently not sufficient for a complete FSS analysis of the model.

After we have demonstrated numerical results in two dimensions, we are ready to have a peep at higher dimensions. Figure (6) shows very preliminary results of numerical calculations in four dimensions. We performed these calculations without gravitational coupling (i.e. $`\beta =0`$) near $`\mu =\mu _c`$ and include a term $`ϵ_lq_l^3`$ in the partition function (37) for improving convergence.

The figure shows the results with error bars from two independent simulation runs on a $`4\times 4\times 4\times 10`$ lattice, measuring the correlations for the long direction. Each simulation performed 10k sweeps through the lattice and sampled every 10th configuration. Depicted is the correlation function

$$C_q(t)=\frac{\left(q_0q_tq_0q_t\right)}{\left(q_0q_0q_0q_0\right)}$$
(46)
for the links forming the edges of the hypercubes in the lattice. The correlations are of course measured in the long direction. Although the figure suffers from large statistical errors, it exhibits the desired long-range correlations.

## IV Conclusions

We defined a class of models of fluctuating geometries, based on the Regge approach, to illustrate basic properties of the Polyakov path integral in two dimensions. Although we used a simple, local measure we find evidence for the existence of a non-trivial phase transition with long-range correlations and the emergence of a scalar field. We demonstrated the importance of a negative bare cosmological constant, which may open the door to investigations of related systems in higher dimensions. Our calculations indicate that one could expect a non-trivial phase transition with long-range correlations in four dimensions as well and numerical simulations with negative cosmological constant in higher dimensions are the obvious next step to investigate these models further.

###### Acknowledgements.

This work was in part supported by the US Department of Energy under contract DE-FG02-97ER40608. The simulations were done on workstations of the FSU HEP group.