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# Probabilistic properties of nonextensive thermodynamic

## 1 Introduction

The purpose of this work is to discuss the thermodynamic relations problem in Tsallis thermostatistics recently presented in Ref. . It has been pointed out that $`q`$-thermostatics could be understood in terms of $`q`$-deformations. The Tsallis’ entropy proposed by Constantino Tsallis ten years ago  has found many applications in various domains of physics , as the turbulence in electron plasmas, phonon-electron thermalization in ion bombarded solids and flux of solar neutrinos. There are also applications to the mechanisms of anomalous diffusion . When systems involve long-range interactions, statistical mechanics presents serious difficulties due to non-markovianity of stochastic processes. Non-extensive thermodynamics may correctly cover some of the known anomalies. The canonical ensemble of non-extensive thermodynamics for quantum mechanical systems with finite number of degrees of freedom has been studied in Ref. . It has been shown that most of thermodynamic relations are preserved , if introducing the entropic index $`q`$, we replace the usual means by $`q`$-expectations. However, invariant relations involve Bolzman-Gibbs constant in the canonical ensemble and are related to Tsallis constant in the grand canonical ensemble. The canonical distribution in non-extensive thermodynamic is given by optimal Lagrange multipliers and is discussed in Ref. . Parameter differentiation of fractional powers of operators has been developed in Ref. . Nonextensive statistical mechanics and thermodynamics, as a new stream in the research of the foundations of statistical mechanics, is presented in a recent publication .

## 2 Tsallis Entropy

The Tsallis’ entropy is defined by the formula

$$S_q=k\rho \mathrm{ln}_q(\rho ^1)𝑑\lambda $$
(1)
where $`\rho `$ is the distribution of probability, $`\lambda `$ is the Lebesgue measure on the phase space and $`k`$ is a constant, called the Tsallis constant. In this expression the usual logarithmic function is replaced by the $`q`$-logarithmic function

$$\mathrm{ln}_q(x)=\frac{x^{1q}1}{1q}$$
(2)
which is the inverse function of the $`q`$-exponential function

$$e_q(x)=(1+(1q)x)^{1/(1q)}$$
(3)
defined if $`(1+(1q)x)>0`$ and which is prolonged by continuity with $`e_q(x)=0`$ otherwise. When $`q1`$, the $`q`$-exponential and the $`q`$-logarithmic functions converge to the ordinary exponential and logarithmic functions. The entropy of Tsallis reduces to the Bolzmann-Gibbs formula in the extensive limit. The pseudo-additivity of the $`q`$-logarithmic function

$$\mathrm{ln}_q(xy)=\mathrm{ln}_q(x)+\mathrm{ln}_q(y)+(1q)\mathrm{ln}_q(x)\mathrm{ln}_q(y)$$
(4)
leads to the nonextensivity of the Tsallis entropy. For two independent subsystems $`A`$ and $`B`$ of a total system, in thermal contact with each other, it has been shown that

$$S_q(\rho _A\rho _B)=S_q(\rho _A)+S_q(\rho _B)+(1q)kS_q(\rho _A)S_q(\rho _B)$$
(5)
The following property of the q-logarithmic function

$$\mathrm{ln}_q(\frac{1}{x})=x^{q1}\mathrm{ln}_q(x)$$
(6)
gives the usual definition of the Tsallis entropy

$$S_q=k\rho ^q\mathrm{ln}_q(\rho )𝑑\lambda $$
(7)
which is also defined by the equivalent formula

$$S_q=\frac{k}{q1}\left(1\rho ^q𝑑\lambda \right)$$
(8)
If we define the unnormalized $`q`$-expectation of an observable $`A`$ by

$$A_q=A\rho ^q𝑑\lambda $$
(9)
and let $`c_q`$ be the constant

$$c_q=\rho ^q𝑑\lambda $$
(10)
the $`q`$-expectation (normalised) could be defined by

$$A_q=\frac{A_q}{c_q}=\frac{1}{c_q}A\rho ^q𝑑\lambda $$
(11)
The problem posed by unnormalized expectation is studied in Ref. .Introducing the $`q`$-Gibbs measure (Ref. ) in the canonical ensemble

$$\rho =\frac{e_q(\beta H)}{Z_q}$$
(12)
where $`H`$ is the Hamitonian of the system and $`\beta `$ the Lagrange multiplier ($`1/kT`$). The expression of the density of probability has been discussed in Ref. .It is shown in Ref.  that, for a canonical distribution of a system in contact with heat bath, the entropic index $`q`$ is related to the particle number $`N`$ and characterizes the bath. The Tsallis constant $`k`$ is choosen as

$$\beta =\frac{Z_q^{1q}}{c_qk_BT}$$
(13)
where $`k_B`$ is the Boltzamm-Gibbs constant. The $`q`$-partition function $`Z_q`$ is given by the normalisation of the probability density

$$Z_q=e_q(\beta H)𝑑\lambda $$
(14)
The measure $`\mu `$ defined relatively to the Lebesgue measure by $`d\mu =(\rho ^q/c_q)d\lambda `$ is a measure of probability. In the extensive limit $`q1`$, the $`q`$-Gibbs measure converges to the ordinary Boltzmann-Gibbs density. The substitution of the $`q`$-additivity Eq. (4) in the Tsallis entropy Eq. (1) gives

$$S_q=k(\beta H+\mathrm{ln}_q(Z_q^1)(1q)\beta H\mathrm{ln}_q(Z_q^1))\rho ^q𝑑\lambda $$
(15)
and using Eq. (6)

$$S_q=k(\beta H+(1(1q)\beta H)Z_q^{q1}\mathrm{ln}_q(Z_q))\rho ^q𝑑\lambda $$
(16)
we find that the Tsallis entropy

$$S_q=k(\beta H\rho ^q+\mathrm{ln}_q(Z_q)\rho )𝑑\lambda $$
(17)
leads to the following formula

$$S_q=k\beta H_q+k\mathrm{ln}_q(Z_q)$$

Introducing the $`q`$-internal energy

$$U_q=H_q$$
(18)
and the $`q`$-free energy

$$F_q=\frac{1}{\beta }\mathrm{ln}_q(Z_q)$$
(19)
one finds

$$F_q=c_qU_qTS_q$$
(20)
This relation is the $`q`$-generalisation of the ordinary equation of $`S=U/T+kln(Z).`$

## 3 Mathematical Formalism

In this section, we introduce five important relations for the nonextensive mathematical formalism. The generalised internal energy $`U_q`$ defined as the $`q`$-expectation of the Hamitonian is given by

$$U_q=\frac{1}{c_q}\frac{\mathrm{ln}_q(Z_q)}{\beta }$$
(21)
The proof of this equation is easy to compute.

$`{\displaystyle \frac{\mathrm{ln}_q(Z_q)}{\beta }}`$ $`=`$ $`{\displaystyle \frac{\mathrm{ln}_q(Z_q)}{Z_q}}{\displaystyle \frac{Z_q}{\beta }}={\displaystyle \frac{1}{Z_q^q}}{\displaystyle \frac{Z_q}{\beta }}`$ (22)
$`=`$ $`{\displaystyle \frac{1}{Z_q^q}}{\displaystyle \frac{}{\beta }}{\displaystyle e_q(\beta H)𝑑\lambda }`$ (23)
Using the following expression of the derivative of the $`q`$-exponential function with respect to $`\beta `$

$$\frac{e_q(\beta H)}{\beta }=He_q^q(\beta H)$$
(24)
leads to

$`{\displaystyle \frac{\mathrm{ln}_q(Z_q)}{\beta }}`$ $`=`$ $`{\displaystyle H\frac{e_q^q(\beta H)}{Z_q^q}𝑑\lambda }`$ (25)
$`=`$ $`{\displaystyle H\rho ^q𝑑\lambda }=H_q=c_qU_q`$ (26)
Defining the $`q`$-movariance of two operators $`A`$ and $`B`$ by

$$Mov_q(A,B)=AB_{2q1}A_qB_q$$
(27)
the equation (Eq. 28) gives the $`q`$-movariance of $`A`$ and $`H`$ in function of the derivative of the $`q`$-mean of $`A`$

$$\frac{A_q}{\beta }\frac{A}{\beta }_q=qZ_q^{q1}Mov_q(A,H)$$
(28)
The movariance converges to the usual covariance in the extensive limit $`q1`$. Proof of the equation (Eq. 28) is

$`{\displaystyle \frac{A_q}{\beta }}`$ $`=`$ $`{\displaystyle \frac{A}{\beta }\rho ^q𝑑\lambda }+{\displaystyle A\frac{\rho ^q}{\rho }\frac{\rho }{\beta }𝑑\lambda }`$ (29)
$`=`$ $`{\displaystyle \frac{A}{\beta }}_q+q{\displaystyle A\rho ^{q1}\frac{}{\beta }\left(\frac{e_q(\beta H)}{Z_q}\right)𝑑\lambda }`$ (30)
The derivative of the probability density with respect to the Lagrange multiplier is computed as

$`{\displaystyle \frac{\rho }{\beta }}`$ $`=`$ $`{\displaystyle \frac{1}{Z_q}}{\displaystyle \frac{e_q(\beta H)}{\beta }}{\displaystyle \frac{e_q(\beta H)}{Z_q^2}}{\displaystyle \frac{Z_q}{\beta }}`$ (31)
$`=`$ $`{\displaystyle \frac{H}{Z_q}}e_q^q(\beta H)+{\displaystyle \frac{e_q(\beta H)}{Z_q^2}}{\displaystyle He_q^q(\beta H)𝑑\lambda }`$ (32)
Substituing the previous equation in Eq. (29) and using that $`Z_q`$ is a constant leads to

$`\mathrm{\Delta }_{q,\beta }A`$ $`=`$ $`{\displaystyle \frac{A_q}{\beta }}{\displaystyle \frac{A}{\beta }}_q`$ (34)
$`=`$ $`qZ_q^{q1}{\displaystyle AH\rho ^{2q1}𝑑\lambda }+\mathrm{}`$
$`+qZ_q^{q1}{\displaystyle A\rho ^q\left(H\rho ^q𝑑\lambda \right)𝑑\lambda }`$
$`=`$ $`qZ_q^{q1}(AH_{2q1}A_qH_q)`$ (35)
$`=`$ $`qZ_q^{q1}Mov_q(A,H)`$ (36)
If the operator $`A`$ does not depend explicitly of $`\beta ,`$ we find that the $`q`$-movariance is proportionnal to the derivative of the $`q`$-expectation of $`A`$ with respect to $`\beta .`$ We define the $`q`$-mariance by

$$Mar_q(A)=A^2_{2q1}A_q^2$$
(37)
This function converges to the usual variance when $`q`$ tends to $`1`$. Using the equation of the generalised energy Eq. (21), we see that the $`q`$-mariance of the hamiltonian is given by

$$Mar_q(H)=\frac{1}{qZ_q^{q1}}\frac{^2\mathrm{ln}_q(Z_q)}{\beta ^2}$$
(38)
Applying Cauchy-Schwarz inequality

$$\left(fg𝑑\lambda \right)^2\left(f^2𝑑\lambda \right)\left(g^2𝑑\lambda \right)$$
(39)
with $`f=A\rho ^{q1/2}Z_q^{q1}`$ and $`g=\rho ^{1/2}`$ proves that $`Mar_q(A)`$ is always positive. In the extensive limit when $`q`$ tends to $`1`$, the variance of the hamitonian $`Var(H)=^2\mathrm{ln}(Z)/\beta ^2`$ is positive. Thus the internal energy as a function of the Lagrange multiplier $`\beta `$ is a convex function.

We suppose now that the Hamiltonian $`H`$ and the probability density function $`\rho `$ depend on a parameter $`\alpha `$ distinct of $`\beta `$.

$$\frac{\mathrm{ln}_q(Z_q)}{\alpha }=\beta \frac{H}{\alpha }_q$$
(40)
Remark that this equation is also valid for $`\alpha `$ equal$`\beta `$ (by Eq. (21)). Proof of this equation is easy to compute.

$$\frac{\mathrm{ln}_q(Z_q)}{\alpha }=\frac{1}{Z_q^q}\frac{Z_q}{\alpha }=\frac{1}{Z_q^q}\frac{}{\alpha }e_q(\beta H)𝑑\lambda $$
(41)
Using the expression of the derivative of the $`q`$-exponential function with respect to $`\alpha `$

$$\frac{e_q(\beta H)}{\alpha }=\beta \frac{H}{\alpha }e_q^q(\beta H)$$
(42)
leads to

$$\frac{\mathrm{ln}_q(Z_q)}{\beta }=\beta \frac{H}{\alpha }\rho ^q𝑑\lambda =\beta \frac{H}{\alpha }_q$$
(43)
The next fundamental equation gives the expression of the movariance of an observable and the derivation of the hamiltonian with respect to a given parameter

$$\frac{A_q}{\alpha }\frac{A}{\alpha }_q=q\beta Z_q^{q1}Mov_q(A,\frac{H}{\alpha })$$
(44)
The proof of this equation is

$`{\displaystyle \frac{A_q}{\alpha }}`$ $`=`$ $`{\displaystyle \frac{A}{\alpha }\rho ^q𝑑\lambda }+{\displaystyle A\frac{\rho ^q}{\rho }\frac{\rho }{\alpha }𝑑\lambda }`$ (45)
$`=`$ $`{\displaystyle \frac{A}{\beta }}_q+q{\displaystyle A\rho ^{q1}\frac{}{\alpha }\left(\frac{e_q(\beta H)}{Z_q}\right)𝑑\lambda }`$ (46)
The derivative of the partition function with respect to the parameter is given by

$$\frac{Z_q}{\alpha }=\beta \frac{H}{\alpha }e_q^q(\beta H)𝑑\lambda $$
(47)
Let $`\mathrm{\Delta }_{q,\alpha }A`$ be the quantity

$$\mathrm{\Delta }_{q,\alpha }A=\frac{A_q}{\alpha }\frac{A}{\alpha }_q$$
(48)
Substituing Eq. (42) and (47) in the previous equation and using that $`Z_q`$ is a constant, we get

$`\mathrm{\Delta }_{q,\alpha }A`$ $`=`$ $`q{\displaystyle A\rho ^{q1}\frac{}{\alpha }\left(\frac{e_q(\beta H)}{Z_q}\right)𝑑\lambda }`$ (49)
$`=`$ $`qZ_q^{q1}\beta {\displaystyle A\frac{H}{\alpha }\rho ^{2q1}𝑑\lambda }+\mathrm{}`$ (51)
$`+qZ_q^{q1}\beta {\displaystyle A\rho ^q\left(\frac{H}{\alpha }\rho ^q𝑑\lambda \right)𝑑\lambda }`$
$`=`$ $`qZ_q^{q1}\left(A{\displaystyle \frac{H}{\alpha }}_{2q1}A_q{\displaystyle \frac{H}{\alpha }}_q\right)`$ (52)
$`=`$ $`qZ_q^{q1}Mov_q(A,{\displaystyle \frac{H}{\alpha }})`$ (53)
The following equation characterizes the derivation of the Tsallis entropy with respect to the $`\alpha `$ parameter

$`{\displaystyle \frac{S_q}{\alpha }}`$ $`=`$ $`k\beta \left({\displaystyle \frac{H_q}{\alpha }}{\displaystyle \frac{H}{\alpha }}_q\right)`$ (54)
$`=`$ $`qk\beta ^2Z_q^{q1}Mov_q(H,{\displaystyle \frac{H}{\alpha }})`$ (55)
In the extensive limit when $`q`$ tends to $`1`$, this equation shows that the derivation of the usual entropy is proportional to the variance of the hamiltonian

$$\frac{S}{\alpha }=\frac{1}{T}Var(H)=\frac{1}{T}\left(\frac{H}{V}\frac{H}{V}\right)$$
(56)
If the parameter $`\alpha `$ is the volume $`V`$ and the pressure defined by $`P=H/V,`$ this equation is the usual thermodynamic relation $`TdS=dU+PdV`$. If we define the $`q`$-pressure by

$$P_q=\frac{H}{V}_q=\frac{1}{\beta c_q}\frac{\mathrm{ln}_q(Z_q)}{V}$$
(57)
and write the derivative of the Tsallis’s entropy with respect to the volume

$`{\displaystyle \frac{S_q}{V}}`$ $`=`$ $`k\beta c_q\left({\displaystyle \frac{H_q}{V}}{\displaystyle \frac{H}{V}}_q\right)`$ (58)
$`=`$ $`k\beta c_q\left({\displaystyle \frac{U_q}{V}}+P_q\right)`$ (59)
leads to the ordinary equation

$$dU_q=c_qTdS_qP_qdV$$
(60)
Define the following q-quantities

$$\frac{Q_q}{V}=\frac{H_q}{V}\frac{H}{V}_q$$
(61)
$$\frac{W_q}{V}=P_q=\frac{H}{V}_q$$
(62)
leads to the usual equation in the q-world

$$dU_q=dQ_q+dW_q=dQ_qP_qdV$$
(63)
Derivating Eq. (8) with respect to parameter $`\alpha `$

$$\frac{S_q}{\alpha }=\frac{k}{1q}\frac{c_q}{\alpha }$$
(64)
Substituing the following equation

$$c_q=1+\frac{1q}{k}S_q$$
(65)
and taking $`A=1`$ in Eq. (44) leads to the differential equation fillows by the Tsallis entropy.

$`{\displaystyle \frac{S_q}{\alpha }}q\beta Z_q^{q1}{\displaystyle \frac{H_q}{\alpha }}S_q`$ (66)
$`=`$ $`{\displaystyle \frac{q}{q1}}k\beta Z_q^{q1}\left({\displaystyle \frac{H_{2q1}}{\alpha }}{\displaystyle \frac{H_q}{\alpha }}\right)`$ (67)
## 4 Ideal Gas

The classical ideal gas in D-dimensional space has been exhaustively discussed in Ref. . Correlations were analyzed in Ref. . We summarize some results in the case $`0<q<1`$ and show by straightforward calculation how the partition function is computed. The hamiltonian is

$$H=\underset{i=1}{\stackrel{N}{}}\frac{p_i^2}{2m}$$
(68)
where $`m`$ is the particle mass, $`N`$ the particle number and $`p_i`$ the momentum of the ith particle. The partition function is given by

$$Z_q=_\mathrm{\Omega }(1a(p_1^2+\mathrm{}+p_N^2))^{\frac{1}{1q}}\frac{d^Dp_id^Dr_i}{N!h^{DN}}$$
(69)
where $`a`$ is the positive constant $`a=(1q)\beta /2m`$ and $`\mathrm{\Omega }`$ is domain of integration such that $`1a(p_1^2+\mathrm{}+p_N^2)>0.`$

$$Z_q=\frac{V^N}{N!h^{DN}}_\mathrm{\Omega }(1a(p_1^2+\mathrm{}+p_N^2))^{\frac{1}{1q}}d^Dp_i$$
(70)
and

$$Z_q=\frac{V^N}{N!h^{DN}}\frac{2\pi ^{DN/2}}{\mathrm{\Gamma }(DN/2)}_0^{1/\sqrt{a}}(1ar^2)^{\frac{1}{1q}}r^{\frac{DN}{2}1}𝑑r$$
(71)
Let $`x`$ be $`ar^2.`$ Using the fact that the beta distribution is a density of probability for two parameters $`u`$ and $`v`$ greatest or equal 1, that is

$$\frac{\mathrm{\Gamma }(u+v)}{\mathrm{\Gamma }(u)\mathrm{\Gamma }(v)}_0^1x^{u1}(1x)^{v1}𝑑x=1$$
(72)
After a simple calculation, we find the following expression of the $`q`$-partition function

$$Z_q=\frac{V^N}{N!}\left(\frac{2\pi m}{(1q)\beta h^2}\right)^{DN/2}\frac{\mathrm{\Gamma }(\frac{2q}{1q})}{\mathrm{\Gamma }(\frac{2q}{1q}+\frac{DN}{2})}$$
(73)
The same calculation for the constant $`c_q`$ leads to

$$c_q=Z_q^{1q}\frac{\mathrm{\Gamma }(\frac{1}{1q})}{\mathrm{\Gamma }(\frac{1}{1q}+\frac{DN}{2})}\frac{\mathrm{\Gamma }(\frac{2q}{1q}+\frac{DN}{2})}{\mathrm{\Gamma }(\frac{2q}{1q})}$$
(74)
Using the following property of the gamma function

$$\mathrm{\Gamma }(z+1)=z\mathrm{\Gamma }(z)$$
(75)
we find

$$c_q=Z_q^{1q}(1+(1q)\frac{DN}{2})$$
(76)
The generalised energy given by Eq. (21) is computed in the same way

$$U_q=\frac{DN}{2\beta }\frac{Z_q^{1q}}{c_q}$$
(77)
Using the expression of the Lagrange mutiplier given by Eq. (29), we obtain the following expression of the internal energy which is independant of the entropic index.

$$U_q=\frac{DN}{2}k_BT$$
(78)
The Tsallis and Boltzmann-Gibbs constants are related to the equation

$$k=c_qZ_q^{q1}k_B=\left(1(1q)\frac{DN}{2}\right)k_B$$
(79)
The equation of state

$$P_q=\frac{1}{\beta c_qZ_q^q}\frac{Z_q}{V}=\frac{N}{V}\frac{Z_q^{1q}}{\beta c_q}$$
(80)
leads to the usual expression

$$P_qV=Nk_BT$$
(81)
In the extensive limit when $`q`$ tends to $`1`$, we recover the equation of ideal gas. Remark that if we replace the hamiltonian by the same expression minus the generalized energy, the results are unchanged . The $`q`$-mariance of the hamitonian

$$Marq(H)=\frac{1}{q}k_BTU_q$$
(82)
converges in the extensive limit to the variance of the hamiltonian $`DNk_B^2T^2/2`$. Simple calculations give the movariance of the $`q`$-pressure

$$Mov_q(H,P_q)=\frac{1q}{q}\frac{DN}{2\beta }P_qc_qZ_q^{1q}$$
(83)
and

$$Mov_q(H,\frac{H}{V})=\frac{Nk}{qVk_B\beta ^2}Z_q^{22q}$$
(84)
and the ratio

$$\frac{Mov_q(H,P_q)}{Mov_q(H,\frac{H}{V})}=(q1)\frac{k}{k_B}\frac{DN}{2}$$
(85)
## 5 Quantum Free Particle

In this section, a free particle confined in a 3-dimensional box is considered. Denoting $`L_1`$, $`L_2`$, $`L_3`$ the sides of the box, it is well known that the energy eigenvalues are given by

$$E=\frac{h^2}{8m}\left(\frac{n_1^2}{L_1^2}+\frac{n_2^2}{L_2^2}+\frac{n_3^2}{L_3^2}\right)$$
(86)
where the quantum numbers are non-negative integers $`n_i=0,1,2`$, …The partition function is given by

$$Z_q=\underset{n_1,n_2,n_3}{}e_q(\beta E)=\underset{n_1,n_2,n_3}{}(1(1q)E)^{\frac{1}{1q}}$$
(87)
Let $`\lambda _T`$ be the translation temperature

$$\lambda _T=\frac{h^2}{8mkL^2}$$
(88)
where $`LL_i`$ is the length of a side. For sufficiently large $`T\lambda _T`$, the sum over $`n_i`$ can be replaced by an integral

$$Z_q=\frac{1}{8}\left(1(1q)\beta E\right)^{\frac{1}{1q}}1_\mathrm{\Omega }(n_i)𝑑n_1𝑑n_2𝑑n_3$$
(89)
where $`\mathrm{\Omega }=\{1(1q)\beta E>0\}`$ and $`1_A(x)=1`$ if $`xA`$ and 0 otherwise. For a volume $`V=L_1L_2L_3`$ and a parameter $`b=\beta (1q)h^2/8m`$ the change of variables

$$Z_q=\frac{V}{8}\frac{2\pi ^{3/2}}{\mathrm{\Gamma }(3/2)}_0^{1/\sqrt{b}}(1br^2)^{\frac{1}{1q}}r^2𝑑r$$
(90)
could be written as a beta integral

$$Z_q=\frac{V}{8}\frac{\pi ^{3/2}}{b^{3/2}\mathrm{\Gamma }(3/2)}_0^1(1x)^{\frac{1}{1q}}x^{\frac{1}{2}}𝑑r$$
(91)
thus

$$Z_q=V\left(\frac{2\pi }{\beta (1q)h^2}\right)^{3/2}\frac{\mathrm{\Gamma }(\frac{2q}{1q})}{\mathrm{\Gamma }(\frac{2q}{1q}+\frac{3}{2})}$$
(92)
this is the classical formula with $`N=1`$ and $`D=3`$.

## 6 Fermions and Bosons Distributions

Thermodynamics on quantum groups and thermodynamics of boson and fermion systems with fractal distributions have been studied recently . In the grand canonical ensemble, the grand partition function is the sum under the states $`j`$

$$\mathrm{\Theta }_q=\underset{j}{}(1\beta (1q)(E_j\mu ))^{\frac{1}{1q}}$$
(93)
where $`\mu `$ is the chemical potential. The density of states in the phase space is given by

$$D(E)=\frac{}{E}\frac{d^3rd^3p}{h^3}=\frac{2\pi V}{h^3}(2m)^{3/2}\sqrt{E}$$
(94)
In the thermodynamic limit, the sum is replaced by a continous integration, thus the average is defined by

$$A_q=\underset{j}{}A_jp_j^q_0^{\mathrm{}}AD(E)f^q(E)dE$$
(95)
where $`f`$ is the function

$$f(E)=\frac{1}{\left(1\beta (1q)(E\mu )\right)^{\frac{1}{q1}}}1_\mathrm{\Omega }$$
(96)
The change of variable $`E=x^2/\beta (q1)`$ gives

$$A_q=\frac{4\pi V}{h^3}\left(\frac{2mkT}{q1}\right)^{3/2}_0^{\mathrm{}}A^qx^2f(x)𝑑x$$
(97)
The average total number of particles

$$\overline{N}=\underset{j}{}\frac{1}{\left(1\beta (1q)(E_j\mu )\right)^{\frac{1}{q1}}}$$
(98)
in the thermodynamic limit

$$\overline{N}_0^{\mathrm{}}D(E)f(E)𝑑E$$
(99)
is calculated by

$$\overline{N}=K_a^{\mathrm{}}\frac{x^2}{\left(1+x^2\beta (q1)\mu \right)^{\frac{1}{1q}}}𝑑x$$
(100)
where $`a^2=1+\beta (q1)\mu `$ and

$$K=\frac{4\pi V}{h^3}\left(\frac{2mkT}{q1}\right)^{3/2}$$
(101)
This integral could be computed as a beta integral if $`1q7/5`$

$$\overline{N}=\frac{4\pi V}{3(q1)h^3}\left(\frac{2mkT}{q1}\right)^{3/2}a^{2u}\frac{\mathrm{\Gamma }(u)\mathrm{\Gamma }(v)}{\mathrm{\Gamma }(u+v)}$$
(102)
where $`u=(53q)/2(q1)`$ and $`v=1/(1q)`$. Same calculation could be done for the generalised energy in the thermodynamic limit

$$U_q=\frac{2\pi V}{h^3}_0^{\mathrm{}}(2mE)^{3/2}f^q(E)𝑑E$$
(103)
after simple manipulation

$$U_q=\frac{4\pi V}{2\beta (q1)h^3}\left(\frac{2mkT}{q1}\right)^{3/2}a^{2u}\frac{\mathrm{\Gamma }(u)\mathrm{\Gamma }(v)}{\mathrm{\Gamma }(u+v)}$$
(104)
The average energy per particle

$$U_q=\frac{3}{2}\overline{N}kT$$
(105)
It is worth noting that the generalized energy is in this equation related to the Tsallis constant (and not to the Boltzmann-Gibbs constant).

## 7 Conclusions

In this paper, we studied the probabilistic properties within the framework of Tsallis thermodynamics. It has been shown that movariance and mariance are suitable functions for generalized covariance and variance in the non-extensive thermodynamic context. The invariance of thermodynamic relations is established if the Tsallis constant depend on the entropic parameter. However, in the canonical ensemble, as illustrated on the ideal gas, the equation of state as the same form as the ordinary equation in the non-extensive formalism with the Bolzmann-Gibbs constant. In the grand canonical ensemble, the dependance of the $`q`$-average internal energy is related to the Tsallis constant. In both cases, we recover the usual equations in the extensive limit.

## Acknowledgements

I would like to thank Professor Tsallis for making valuable suggestions to improve this paper and A.K. Rajagopal for fruitful conversations and perceptive comments.


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# Diagonal static spin correlation in the low temperature orthorhombic Pccn phase of La1.55Nd0.4Sr0.05CuO4

## I Introduction

The relationship between the microscopic magnetism and superconductivity is one of the central issues in the field of high-$`T_C`$ superconductivity. In particular, La2-x(Sr,Ba)xCuO4 (LSCO, LBCO) and related compounds have received intensive attention because of their rich magnetic and transport properties. In addition, these materials have a simple layered structure with single CuO2 planes composed of square Cu2+ lattices ; this facilitates the application of theoretical models. It is well known that superconducting LSCO samples exhibit dynamic incommensurate (IC) magnetic correlations modulated along the direction parallel to the Cu-O-Cu bonds in the low-temperature orthorhombic (LTO1, $`Bmab`$) structure.  After the discovery of this IC nature, a systematic neutron-scattering study on the superconducting LSCO compounds  revealed a linear relation between the hole concentration $`x`$ and the incommensurability parameter $`\delta `$ (Ref. 6) in the under-doped region $`(0.06x0.12)`$, suggesting a strong correlation between the superconductivity and the dynamic IC modulation.

On the other hand, several investigations have been performed at the specific hole concentration $`x1/8`$ where for many co-dopants the superconductivity is dramatically suppressed. This so-called 1/8 anomaly was originally discovered in the LBCO system  and found to be associated with a structural transition to the low-temperature tetragonal (LTT, $`P4_2/ncm`$) phase.  A similar, but much smaller, suppression of $`T_C`$, as well as an enhancement of the static magnetic correlations, has been reported in the LSCO system, in which there is no transition to the LTT phase.  An important clue relevant to the 1/8 anomaly was the observation in the La1.48Nd0.4Sr0.12CuO4 compound of very clear elastic magnetic peaks at the parallel IC positions around $`(\pi ,\pi )`$ by neutron-scattering.  (The substituted Nd3+ ions induce the LTT structure as well as the 1/8 anomaly.  Note that Nd3+ ions introduce no holes into the system.) On the basis of the stripe model  it was suggested that charge stripes along the Cu-O-Cu bond, which result in parallel IC peaks, might be pinned by the corrugation of the CuO2 plane caused by the coherent tilt of the CuO6 octahedra which is perpendicular to the stripes in the LTT structure. Thence, the elastic IC correlations are enhanced and the superconductivity is more suppressed than in the LTO1 structure of LSCO.

Recently Wakimoto et al.  discovered the so-called “diagonal” IC peaks in insulating La1.95Sr0.05CuO4, which shows the LTO1 structure. The IC peak positions are shown in Fig. 1(a). In this case, the IC modulation is parallel to the orthorhombic $`b`$-axis, which is the same as the coherent tilting direction of the CuO6 octahedra, and at 45 to the Cu-O bonds. Assuming that the magnetic peaks are associated with charge stripe order, the charge stripes would run parallel to the orthorhombic $`a`$-axis. Thus, similar to the case of La2-x-yNdySrxCuO4 (LNSCO), the stripes may be pinned by the corrugation of the CuO2 planes in the LTO1 phase; one might then speculate that the pinning is responsible for the insulating behavior below $`100`$ K. Subsequent experiments by Matsuda et al.  and by Fujita et al.  have shown that this diagonal one-dimensional (1D) spin density wave state in LSCO extends across the entire spin-glass region $`0.02\stackrel{<}{}x\stackrel{<}{}0.06`$.

These facts naturally suggest the importance of research on the relation among the three factors: crystal structure, IC magnetic correlations and the superconductivity. Therefore, it is important to investigate how the magnetic and transport properties change when the corrugation of the CuO2 plane is changed in La1.95Sr0.05CuO4. With the above as motivation, we performed neutron-scattering experiments and resistivity measurements on La1.55Nd0.4Sr0.05CuO4 whose corrugation pattern of the CuO2 planes should be different from that of Nd-free La1.95Sr0.05CuO4. Specifically, La1.55Nd0.4Sr0.05CuO4 shows the low-temperature orthorhombic (LTO2, $`Pccn`$) structure in which the CuO6 octahedral tilt direction is slightly rotated from the orthorhombic $`b`$ axis.

The format of this paper is as follows. The sample preparation, details of the experimental procedure and the basic characterizations are described in Sec.II. The results of elastic neutron-scattering experiments are described in Sec.III. We discuss the relation between the structure and magnetic IC modulation in Sec.IV.

## II Sample preparation and experimental details

Single crystals of La1.55Nd0.4Sr0.05CuO4 were grown by the travelling-solvent floating-zone method. (Two crystals were prepared in the same manner as described below. Most of the data presented here are obtained from one of them, and the other one reproduced the magnetic and transport properties. Therefore, we do not distinguish two crystals in this paper.) Dried powders of La2O3, Nd2O3, SrCO3 and CuO of 99.99 % purity were mixed and baked in air at 950C and 1000C for 24 hours with grinding between each baking. The powder sample so-obtained was confirmed to be a single 2-1-4 phase by X-ray powder diffraction. Feed rods were shaped in rubber tubing pressed by a hydro-static press, and baked in air at 1100C for 12 hours. Solvents with the composition of La1.55Nd0.4Sr0.05CuO4 : CuO = 30 : 70 in molar ratio were chosen based on the phase diagram for the pure La2CuO4 compound.  The growth was performed in a four-ellipsoidal-mirror type image furnace in an oxygen atmosphere. The pelletized solvent was placed between the feed rod (attached to the upper shaft) and a seed crystal (on the lower shaft), and was melted at the focal point. A crystal was grown by moving the ellipsoidal-mirrors upward. During the high temperature operation of growth, there is vaporization of a small amount of CuO from the molten zone which causes a change in the solvent composition. To avoid this, extra CuO of $`1`$ mol% was added into the feed rods to compensate for the loss of CuO vaporizing from the molten zone during the growth. Since the concentration of Nd and Sr in the crystallized part in the beginning of the growth is possibly different from the nominal one, we continued the growth for more than 100 hours with a growth speed of 0.8 mm/hour to achieve the equilibrium condition; this technique produces a crystal with the nominal composition.

Since we realized that Nd-free LSCO crystals in the lightly doped region, $`0.03x0.05`$, tend to absorb excess oxygen in the melt-grown process in an oxygen atmosphere,  the as-grown crystal was annealed in an Ar atmosphere at 850 C for 12 hours to purge any excess oxygen. After the treatment, the sample exhibits a spin-glass behavior below $`5`$ K in the magnetic susceptibility measured along an arbitrary direction. The spin-glass transition at $`5`$ K is consistent with that observed in Nd-free La1.95Sr0.05CuO4

We also performed resistivity measurements. The measurements were carried out by the standard dc four-probe method. Electrodes were attached on the crystal surface with gold-paste. To achieve good contact between the crystal and the electrodes, the crystal with pasted electrodes was annealed at 900 C in oxygen for an hour. Such short time annealing should not affect the oxygen content significantly. Figure 2 shows the temperature dependence of the in-plane resistivity together with that of Nd-free La1.95Sr0.05CuO4. The resistivity shows insulating behavior at low temperature, and there is no superconducting transition. There is a small anomaly at the structural transition temperature, $`T_s`$, from the LTO1 to the LTO2 phase at $`60`$ K, consistent with that found by neutron-scattering (see Sec. III-A).

Neutron scattering experiments were performed at the triple-axis spectrometer SPINS installed at the cold neutron guide at the NIST research reactor. The horizontal collimator sequence 32-40-S-40-open and an incident neutron energy $`E_i`$=5 meV were utilized. Pyrolytic graphite (002) was used as both monochromator and analyzer. Contamination from higher-order neutrons was eliminated partially with a single Be filter, and completely with two Be filters. We confirmed that there is no significant multiple scattering around $`(\pi ,\pi )`$ with this incident energy in elastic scattering measurements.  A crystal 40 mm in length for the neutron-scattering experiments was cut from the end part of the grown crystal. The sample was mounted in either the $`(HK0)`$ or $`(0KL)`$ scattering plane in a pumped-helium cryostat. The lattice parameters were $`a=5.349`$ Å, $`b=5.355`$ Å and $`c=13.012`$ Å at $`1.5`$ K.

Figure 1(b) shows the scattering geometry in the (HK0) scattering plane of the present LNSCO crystal. The squares indicate the apparent nuclear Bragg peak positions determined by neutrons with a half wave length ($`\lambda /2`$), while the circles indicate the IC elastic magnetic peak positions. Properly, there is no nuclear or magnetic peak at the orthorhombic (100) or (010) positions. The $`\lambda /2`$ measurement is used to determine precisely the orientation of the IC peaks with respect to the reciprocal lattice (and possible twin domains).

The orthorhombic structure typically has two or more twin domains, as shown in Fig. 1(a), which indicates the nuclear and magnetic peak geometry in the Nd-free $`x=0.05`$ crystal containing two twin-domains.  However, in the present crystal, one of the domains is so dominant that one can treat it as effectively a single domain crystal. Indeed, only a single pair of the diagonal type IC peaks is clearly observed around the $`(010)`$ position (see Sec. III and IV).

Since the orthorhombic crystallographic axes in both the LTO1 and LTO2 structures are defined by the diagonals of the distorted squares of the CuO2 lattice, the orthorhombic $`a^{}`$ and $`b^{}`$ axes in reciprocal space are defined as shown in Fig. 1. Throughout the present paper, indices based on the orthorhombic $`Bmab`$ or $`Pccn`$ crystallographic notation are utilized. Since clear IC magnetic peaks are observed only around $`(010)`$, we utilized the $`(0KL)`$ scattering plane to measure the $`L`$ dependence of the IC peak intensity so that the high-intensity peaks lie in the scattering plane.

## III Experimental results

### A Structural transition to the LTO2 phase

Although one twin domain is dominant in the present crystal, there are some other minor twin domains whose volume is estimated to be less than 1/4 of that of the dominant domain. Therefore, we were able to observe the orthorhombic splitting between the (200) peak of the dominant domain and the (020) peak in a minor domain. Figure 3(a) shows the temperature dependence of the splitting. On cooling, the orthorhombicity decreases by about 30 $`\%`$ between 65 K and 40 K. The intensity of the $`(110)`$ peak, which is a superlattice peak of the $`Pccn`$ structure but not of the $`Bmab`$ structure, appears and increases in a complementary manner as shown in Fig. 3(b). These facts demonstrate that the system indeed exhibits a structural transition from the $`Bmab`$ LTO1 phase to the $`Pccn`$ LTO2 phase. The transition temperature of $`65`$ K agrees well with that expected from the phase diagram previously reported by Crawford et al.  This transition temperature is also in reasonable agreement with that determined from the resistivity measurement.

In the LTO1 structure above 65 K, the CuO6 octahedra tilt along the orthorhombic $`b`$-axis. In the LTO2 structure, the octahedra tilt along a direction rotated within the plane away from the $`b`$-axis. From the change of the orthorhombic splitting in Fig. 3, the shift of the tilt direction from the $`b`$-axis is estimated to be $`15`$ degrees.

### B Magnetic cross section

Contour plots of the elastic neutron-scattering intensity around $`(010)`$ and $`(100)`$ are shown in Figs. 4(a) and 4(b), respectively. Since the crystal has a single dominant twin domain, the 1D nature of the IC modulation along the orthorhombic $`b`$-axis is clearly observable in Fig. 4(a); it is consistent with, but more obvious than, that first reported for the Nd-free $`x=0.05`$ sample.  An important difference from the Nd-free $`x=0.05`$ compound is that clear magnetic peaks appear only around the $`(010)`$ position; for the Nd-free sample, the intensity is strongest for the peaks split about (100). (The two cases are schematically summarized in Fig. 1.) A similar change of the magnetic peak position from (100) to (010) has been previously reported in Sr-free La2-yNdyCuO4 This feature is discussed in Sec.IV in terms of the spin orientation.

To analyze the IC peaks in detail, we made scans through the peak positions in the vicinity of $`(010)`$ with higher statistics, achieved by optimizing the vertical focusing of the incident neutron beam. Figures 5(a) and 5(b) show the peak profiles along the trajectories $`\alpha `$ and $`\beta `$ indicated by arrows in Fig. 5(d). The incommensurate peaks are observed at the $`(0,1\pm ϵ,0)`$ positions. (The IC peak intensity in unit time is different from that in Fig. 4 due to the change in the vertical focusing of the incident beam; however, the vertical focusing does not affect the intrinsic characteristic values, such as the width, positions and temperature dependence of the IC peaks.)

The solid lines in Fig. 5 are fitted curves corresponding to a two-dimensional Lorentzian function convoluted with the instrumental resolution. The intrinsic peak half widths along the $`a^{}`$ and $`b^{}`$ directions are $`\kappa _a=0.053`$ Å-1 and $`\kappa _b=0.039`$ Å-1, respectively. The incommensurability parameter is $`ϵ=0.055(\pm 0.004)`$, which is slightly lower than that for Nd-free $`x=0.05`$, where $`ϵ=0.064`$ Although in the contour plot of Fig. 4(b) the peak at $`(0,1ϵ,0)`$ seems to be split additionally along the $`a^{}`$-axis, the profile in Fig. 5(b) with higher statistics shows a single peak centered at $`h=0`$.

The temperature dependence of the IC peak at (0, 0.94, 0) is shown in Fig. 5(c). This measurement was done without optimizing the vertical focusing. The intensity gradually increases with decreasing temperature below $`5`$ K and rapidly increases below $`3`$ K. From previous experience with Nd-substituted samples,  we expect that this additional increase of intensity below $`3`$ K is caused by an additional ordering of the Nd3+ spins.

The $`L`$ dependences of the intensity at the IC position $`(0,0.94,L)`$ at 1.5 K and 3 K are shown in Figs. 6(a) and 6(b), respectively. For both results, the intensity at 30 K was subtracted as background so that the intensities shown are purely magnetic. We fit the data with a model introduced previously in a study of the Nd-substituted $`x=0.12`$ compound.  The model has the form:

$$I|F|^2\frac{1t^2}{1+t^22t\mathrm{cos}\varphi }.$$
(1)
This function consists of the magnetic structure factor $`F`$ and an oscillating function with line width determined by $`t=\mathrm{exp}(c/\xi )`$, where $`\xi `$ is a correlation length. In the analysis of the Nd-substituted $`x=0.12`$ results, an oscillation period of $`L=1`$ was utilized. This was an appropriate choice in that case because of the assumed rotation of the stripe orientation by 90 from one CuO2 plane to the nearest neighbor plane, which gives rise to correlations between the next nearest neighbor planes. However, in the present system with $`x=0.05`$ the IC modulation is only along the orthorhombic $`b`$-axis, that is, a 90 rotation of the stripe orientation is not likely. Thus, we utilized the oscillation function with a period of $`L=2`$; that is, $`\varphi =\pi L`$.

The structure factor is described as

$$|F|^2=p_{\mathrm{Cu},}^2f_{\mathrm{Cu}}^2+[p_{\mathrm{Cu},}f_{\mathrm{Cu}}+yp_{\mathrm{Nd}}f_{\mathrm{Nd}}\mathrm{cos}(2\pi Lz_{\mathrm{Nd}})]^2.$$
(2)
In this equation, $`f_{\mathrm{Cu}}`$ and $`f_{\mathrm{Nd}}`$ are Q-dependent magnetic form factors for the Cu2+ and Nd3+ spins which are taken from the literature.  $`z_{Nd}`$ is the distance between Nd and the nearest Cu in units of $`c`$, which has been determined to be 0.36 by a neutron powder diffraction study.  $`p`$ is the spin component perpendicular to the scattering vector Q, which relates to the ordered magnetic moment $`\mu `$ by $`𝐩=\stackrel{}{\mu }\widehat{𝐐}(\widehat{𝐐}\stackrel{}{\mu })`$. The indices $``$ and $``$ represent in-plane and out-of-plane components of the Cu2+ spin, respectively.

In this model the Nd3+ spins are assumed to be parallel to the $`c`$-axis which is expected to be the easy axis of the Nd3+ spins based on the magnetic susceptibility measurements for La1.3Nd0.6Sr0.1CuO4 Therefore, the first term of Eq. (2) describes the contribution of the in-plane component of the Cu2+ spins while the second term describes contributions of the out-of-plane components of both the Cu2+ and Nd3+ spins. We assumed the spin direction of $`𝐩_{}`$ to be random because the system shows the features of a spin-glass. The fitting results are shown by the solid lines in Figs. 6(a) and 6(b), which agree with the experimental results.

In order to check the consistency of this function, we also fit the $`L`$ dependence of the IC peak intensity for the Nd-free $`x=0.05`$ compound reported in Ref. 18 with the function presented above without the Nd3+ spin contribution. Since the out-of-plane component of the Cu2+ spins $`p_{\mathrm{Cu},}`$ is assumed to be driven by the interaction with the Nd3+ spins in the present model, we fit the data with $`p_{\mathrm{Cu},}`$ fixed at zero. The fitted curve is shown in Fig. 6(c) by the solid line. For comparison, we also fit the data with $`p_{\mathrm{Cu},}`$ as a fitting variable, as shown by the dashed line.

The parameters obtained by the fitting illustrated in Fig. 6 are summarized in Table 1. The values listed in the bottom row are obtained by fitting the Nd-free data with a $`p_{\mathrm{Cu},}`$ component. In the Nd-substituted sample, the out-of-plane component of the Cu2+ spins is larger than that in the Nd-free sample even if we assume the Nd-free sample also has an out-of-plane component. This indicates that the the out-of-plane component of the Cu2+ spins is induced by the correlation with the Nd3+ spins parallel to the $`c`$-axis. For the Nd-substituted sample, the ratio $`\mu _{\mathrm{Nd}}/\mu _{\mathrm{Cu}}`$ increases with decreasing temperature, consistent with the rapid increase of the IC intensity below 3 K in Fig. 5(c).

## IV Discussion

The present paper reports the IC magnetic order observed by neutron-scattering experiments for the La1.55Nd0.4Sr0.05CuO4 compound. One of the important results is that the same type of 1D IC spin modulation as that reported for the Nd-free $`x=0.05`$ compound  is clearly observed in the almost single twin-domain sample of Nd-substituted $`x=0.05`$. This demonstrates that the 1D IC modulation along the orthorhombic $`b`$-axis is common in the lightly Sr-doped spin-glass systems with both LTO1 and LTO2 structure.

A major difference from the Nd-free sample is that the clear IC peaks appear around the $`(010)`$ position in the present LTO2 compound, while a more intense pair of peaks appears around $`(100)`$ in the Nd-free $`x=0.05`$. A similar change of the magnetic peak position from $`(100)`$ to $`(010)`$ has been reported by powder neutron-scattering for La1.8Nd0.2CuO4 the magnetic commensurate peak at $`(100)`$ in the LTO1 phase shifts to $`(010)`$ below the LTO1-LTO2 transition temperature. Such a change of the magnetic peak position can be explained simply by a rotation of the spin direction that causes a change of the antiferromagnetic propagation vector from the $`\widehat{a}`$ to the $`\widehat{b}`$ direction. This change is schematically drawn in Fig. 7. The square represents the CuO2 square lattice. The arrows at the corners are spins of the Cu2+ ions on the same CuO2 plane while the arrows at the center are spins on the nearest neighbor plane.

The spin structure shown by the dashed arrows has the propagation vector along $`\widehat{a}`$ and gives a magnetic peak at $`(100)`$ . On the other hand, the structure shown by the solid arrows has the propagation vector along $`\widehat{b}`$ and accordingly gives the peak at $`(010)`$ . The latter spin orientation, with the modulation along the $`b`$-axis, is consistent with the strong IC peak intensity around $`(010)`$ as observed in the present LTO2 compound. The change between the two magnetic structures is realized by the opposite rotation of the spin directions in neighboring planes; that is, the spins on one plane rotate clockwise uniformly while those in the nearest-neighbor plane rotate counter-clockwise. Such an alternative rotation across the LTO1-LTO2 transition temperature has also been identified in a neutron-scattering study of La1.65Nd0.35CuO4 by comparing the peak intensity at $`L=0`$ and $`L=1`$

Another difference between Nd-substituted and Nd-free samples can be seen in the IC peak width. From fitting with the same two-dimensional Lorentzian function convoluted with the instrumental resolution, the intrinsic widths for the present crystal are determined to be $`\kappa _a=0.053`$ Å-1 and $`\kappa _b=0.039`$ Å-1, which are slightly larger than those for the Nd-free $`x=0.05`$ sample, $`\kappa _a0.04`$ Å-1 and $`\kappa _b0.03`$ Å-1.  In order to check whether this larger width is intrinsic to the LTO2 structure, a more systematic comparison between the LTO2 and LTO1 phases is required.

Finally, we discuss the stripe model. Among the theoretical explanations for the IC feature, the 1D modulation observed in the present study is most easily understood in terms of the stripe model . Based on the stripe model, an IC peak profile can be described by the same function as Eq. (1). In this particular case, $`\varphi =2\pi nk`$, $`t=(1)^{n+1}\mathrm{exp}(nb/\xi )`$ where $`n`$ is the stripe spacing in the orthorhombic lattice unit, and $`F`$ is the magnetic structure factor for a single antiferromagnetic region between nearest charge stripes.  This function gives the oscillation modified by the antiferromagnetic structure factor.

In the present system, the charge stripes are parallel to the orthorhombic $`a`$-axis and have the spacing $`nb`$ as schematically shown in the upper panel of Fig. 8. (This figure corresponds to the spacing $`n=7`$.) Therefore, the magnetic structure factor $`F`$ can be described approximately as a function of $`k`$:

$$F1+2\underset{j=1}{\overset{n1}{}}(1)^j\mathrm{cos}(\pi jk).$$
(3)
The actual fitted curve using Eqs. (1) and (3) with fixed $`n=7`$ is indicated by the solid line in Fig. 8. The only fitting parameter, $`\xi `$, is $`31`$ Å. (The stripe spacing $`n=7`$ is smaller than the expected value $`n=8`$ from the incommensurability $`ϵ0.06`$ reciprocal lattice unit (r.l.u.). However, in the fitting with $`n=8`$, the damping by the magnetic structure factor is stronger than that for $`n=7`$ and results in poorer agreement with the data.) Figure 8 demonstrates that this model gives a reasonable description of the experimental data. As noted in section III, in the comparison of the incommensurability parameter $`ϵ`$ determined by the Lorentzian function fit, the Nd-substituted sample has the incommensurability, $`ϵ=0.055`$, which is slightly smaller than that for Nd-free sample, $`ϵ=0.064`$. However, in the fitting using the stripe function, the fit with the fixed parameter $`n=7`$ also agrees reasonably with the experimental data for Nd-free $`x=0.05`$ with the fitting variable $`\xi 47`$ Å. Thus the stripe structure can explain the IC peaks also in the lightly hole doped region with a stripe spacing of $`7b`$ for the $`x=0.05`$ compounds.

As a future experiment, it would be interesting to see whether an in-plane anisotropy of the conductivity, associated with the 1D magnetic modulation, can be observed in an untwinned crystal with $`x0.05`$, where a unique orientation of the IC modulation has been observed.

## V Acknowledgement

We thank Y. Endoh, K. Hirota, and G. Shirane for invaluable discussions. The work at Brookhaven National Laboratory was carried out under Contract No. DE-AC02-98CH10886, Division of Materials Sciences, U. S. Department of Energy. The work at MIT was supported by the NSF under Grant No. DMR0071256 and by the MRSEC Program of the National Science Foundation under Award No. DMR98-08941. The work at the University of Tokyo was financially supported by Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture of Japan. The work at SPINS in National Institute of Standards and Technology is based upon activities supported by the National Science Foundation under Agreement No. DMR-9986442. Work at the University of Toronto is part of the Canadian Institute for Advanced Research and is supported by the Natural Science and Engineering Research Council of Canada.

$``$ Also at Massachusetts Institute of Technology, Cambridge, MA 02139.

$``$ Present address: Department of Physics, University of Toronto, Toronto, Ontario, Canada M5S 1A7.


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# A Torsion-Free Milnor-Moore Theorem

## 1. Introduction

Let $`\mathrm{\Omega }X`$ be the Moore loop space on a pointed, simply-connected topological space $`X`$. A theorem of Milnor and Moore  states that $`H_{}(\mathrm{\Omega }X;𝐐)`$ is the universal enveloping algebra of its sub-Lie algebra of primitive elements. Halperin  established the same result working over any subring $`R𝐐`$ containing $`1/2`$, provided $`X`$ is a finite CW complex, $`H_{}(\mathrm{\Omega }X;R)`$ is torsion-free, and the least non-invertible prime in $`R`$ is sufficiently large. For a graded $`R`$-module $`M`$ of finite type, set $`FM=M/\mathrm{Torsion}M`$. Let $`\mathrm{𝐂𝐖}_q^n`$ be the full subcategory of pointed topological spaces consisting of all finite, $`q`$-connected ($`q1`$), $`n`$-dimensional CW complexes. Suppose $`X\mathrm{𝐂𝐖}_q^n`$, and let $`P`$ be the sub-Lie algebra of primitive elements of the Hopf algebra $`FH_{}(\mathrm{\Omega }X;R)`$. Denote by $`\rho (R)`$ the least non-invertible prime in $`R`$. The aim of this paper is to prove the following generalisation of Halperin’s result.

###### Theorem A.

With the hypotheses and notation above, if $`\rho (R)n/q`$, then the inclusion $`PFH_{}(\mathrm{\Omega }X;R)`$ extends to an isomorphism of Hopf algebras $`UP\stackrel{}{}FH_{}(\mathrm{\Omega }X;R)`$.

Theorem A should not be surprising. Popescu  proved it for two-cones $`X`$ with $`dimX<\rho (R)`$. The present author showed that if $`X\mathrm{𝐂𝐖}_q^n`$ and $`pn/q`$, then $`FH_{}(\mathrm{\Omega }X)𝐅_pUL`$ for some graded Lie algebra $`L`$ , and indeed the proof of Theorem A consists of a careful $`p`$-local lift of this isomorphism.

Let $`X\mathrm{𝐂𝐖}_q^n`$. Anick has constructed a differential Lie algebra $`L_X`$ and a chain algebra quasi-isomorphism $`\theta _X:UL_XC_{}(\mathrm{\Omega }X;R)`$ that commutes with the respective diagonals up to chain algebra homotopy . It follows that $`FH(\theta _X):FH(UL_X)FH_{}(\mathrm{\Omega }X;R)`$ is an isomorphism of Hopf algebras. Theorem A then follows immediately from the following algebraic result, to be proved in Section 3.

###### Theorem B.

Let $`L`$ be a connected, $`R`$-free differential Lie algebra of finite type. The inclusion $`PFH(UL)`$ of the sub-Lie algebra of primitive elements of the Hopf algebra $`FH(UL)`$ extends to an isomorphism $`UPFH(UL)`$ of Hopf algebras.

Our tool for spotting universal enveloping algebras is a differential, torsion-free André-Sjödin theorem. In our context, a differential $`\mathrm{\Gamma }`$-Hopf algebra is a differential Hopf algebra which, as an algebra, is an algebra with divided powers.

###### Theorem C (c.f. ).

Let $`(A,d)`$ be a $`R`$-free, commutative differential Hopf algebra of finite type. Then $`(A,d)^{\mathrm{}}U(L,)`$ for some differential Lie algebra $`(L,)`$ if and only if $`(A,d)`$ is a differential $`\mathrm{\Gamma }`$-Hopf algebra.

The proof of Theorem C is deferred to Section 5, but we will take the result as fact throughout the rest of the paper.

Let $`\phi :\pi _{}(\mathrm{\Omega }X)H_{}(\mathrm{\Omega }X)`$ be the Hurewicz homomorphism. A theorem of Cartan and Serre (see ) asserts that $`\phi 𝐐`$ is an isomorphism onto the subspace of primitives. Along with the Milnor-Moore theorem, this gives the stunning result that $`U(\pi _{}(\mathrm{\Omega }X)𝐐)H_{}(\mathrm{\Omega }X;𝐐)`$. The analogous torsion-free result over $`R𝐐`$ does not hold, in general; see Example 6. Instead we have the following theorem.

###### Theorem D.

With the same hypotheses as in Theorem A, the induced morphism $`F\phi :F\pi _{}(\mathrm{\Omega }X)RFH_{}(\mathrm{\Omega }X;R)`$ maps injectively into $`P`$, and $`P/\mathrm{im}F\phi `$ is torsion.

A finite, simply-connected complex $`X`$ is called *elliptic* if $`\pi _{}(X)𝐐`$ is a finite-dimensional vector space: $`_{m=1}^{\mathrm{}}dim\pi _m(X)𝐐<\mathrm{}`$. If $`X`$ is elliptic, then for sufficiently large primes $`p`$, $`H_{}(\mathrm{\Omega }X_{(p)})`$ is torsion-free and finitely generated as an algebra . Unfortunately, the notion of “sufficiently large” has not been made precise. As a corollary to Theorems A and D, we obtain the following result along the same lines.

###### Corollary 1.

If $`X\mathrm{𝐂𝐖}_q^n`$ is elliptic, then $`FH_{}(\mathrm{\Omega }X;R)`$ is finitely generated as an algebra, provided $`\rho (R)n/q`$.

###### Proof.

For $`m1`$, $`dim(\pi _m(\mathrm{\Omega }X)𝐐)=\mathrm{rank}(F\pi _m(\mathrm{\Omega }X)R)`$. As $`X`$ is rationally elliptic, the total rank of $`F\pi _{}(\mathrm{\Omega }X)R`$ is finite. By Theorem D, the rank of $`PFH_{}(\mathrm{\Omega }X;R)`$ is also finite, and $`P`$ generates $`FH_{}(\mathrm{\Omega }X;R)`$ by Theorem A. ∎

The torsion module $`P/\mathrm{im}F\phi `$ is an obstruction to the existence of a homotopy product decomposition of $`\mathrm{\Omega }X`$, localised at $`p`$, into the product of certain ‘atomic’ spaces. Let $`𝒞`$ be the collection of pointed spaces $`\{S^{2m1},\mathrm{\Omega }S^{2m+1}\}_{m1}\{U^1\}\{T^{2m+1}\{p^r\}\}_{m2,r1}\{S^{2m+1}\{p^r\}\}_{m1,r1}`$. Here $`S^{2m+1}\{p^r\}`$ is the homotopy-theoretic fibre of the degree $`p^r`$ self-map on $`S^{2m+1}`$, and the spaces $`U^1`$, $`T^{2m+1}\{p^r\}`$ are defined in . Denote by $`𝒞`$ the collection of spaces having the weak homotopy type of a finite-type product of spaces in $`𝒞`$.

###### Theorem 2.

If $`X\mathrm{𝐂𝐖}_q^n`$, $`pn/q`$, and $`\mathrm{\Omega }X_{(p)}𝒞`$, then $`P/\mathrm{im}F\phi `$ vanishes.

###### Proof.

Let $`\phi ^{(r)}:E_\pi ^r(\mathrm{\Omega }X)E^r(\mathrm{\Omega }X)`$ be the morphism of Bockstein spectral sequences induced by the Hurewicz morphism . By \[3, Theorem 9\], if $`\mathrm{\Omega }X_{(p)}𝒞`$, then $`E^{\mathrm{}}(\mathrm{\Omega }X)`$ is generated as an algebra by $`\mathrm{im}\phi ^{(\mathrm{})}`$. But $`E^{\mathrm{}}(\mathrm{\Omega }X)FH_{}(\mathrm{\Omega }X)𝐅_pU(P𝐅_p)`$, so $`P𝐅_p\phi ^{(\mathrm{})}`$. We may identify $`\phi ^{(\mathrm{})}=F\phi 𝐅_p`$, so $`p(P/\mathrm{im}F\phi )=P/\mathrm{im}F\phi `$. The result follows by Nakayama’s Lemma. ∎

The author would like to thank Steve Halperin for suggesting the problem, and Ran Levi for many helpful discussions. Don Stanley spotted a small but critical error in an early draft of the paper, and Peter Bubenik’s careful proof-reading helped to make many of the arguments presented here much clearer.

## 2. Review

### 2.1. Notation and Conventions

*The ground ring $`R`$ will always be a principal ideal domain containing $`1/2`$*. Algebraic objects are graded by the integers and are of finite type. Algebras are augmented to the ground ring; the augmentation ideal is denoted $`I()`$. Topological spaces are pointed and simply-connected.

The dual of a module $`M`$ is denoted by $`M^{\mathrm{}}`$. Evaluation of $`fM^{\mathrm{}}`$ at $`xM`$ is denoted $`f,x`$. Set $`\mathrm{Torsion}M=\{xM|rx=0\mathrm{for}\mathrm{some}rR\}`$. The *free part* of $`M`$ is the quotient module $`FM=M/\mathrm{Torsion}M`$. If $`\phi :MN`$ is a linear map, then $`\phi (\mathrm{Torsion}M)\mathrm{Torsion}N`$, so $`\phi `$ factors to define a linear map $`F\phi :FMFN`$. Let $`A`$ be a differential Hopf algebra and let $`\kappa :H(A)H(A)H(AA)`$ be the Künneth homomorphism. Then $`F\kappa `$ is an isomorphism, and so $`FH(A)`$ is a Hopf algebra.

A *Lie algebra* \[7, Section 2\] is a non-negatively graded module $`L=L_0`$ along with a linear morphism $`[,]:LLL`$ called the Lie bracket, that satisfies graded anti-symmetry, the graded Jacobi identity, and $`[x,[x,x]]=0`$ if $`\mathrm{deg}x`$ is odd. Since $`\mathrm{Torsion}L`$ is a Lie ideal, $`FL`$ is a Lie algebra. In fact, if $`R=𝐙_{(3)}`$, and $`L`$ is a torsion-free module with a bilinear bracket satisfying anti-symmetry and the Jacobi identity, then the last condition is automatically satisfied and so $`L`$ is a Lie algebra. In particular if $`X`$ is a space, then $`F\pi _{}(\mathrm{\Omega }X)𝐙_{(3)}`$ is a Lie algebra even though $`\pi _{}(\mathrm{\Omega }X)𝐙_{(3)}`$ may not be (the canonical example is $`\pi _{}(\mathrm{\Omega }S^{2n})`$ ). If $`A`$ is an algebra, then the commutator bracket $`[a,a^{}]=aa^{}(1)^{\mathrm{deg}a\mathrm{deg}a^{}}a^{}a`$ makes $`A`$ into a Lie algebra. A Lie algebra is called *connected* if it is concentrated in strictly positive degrees. A *differential Lie algebra* is a chain complex $`(L,)`$, where $`L`$ is a Lie algebra and the differential $``$ satisfies the Leibniz condition $`[x,y]=[x,y]+(1)^{\mathrm{deg}x}[x,y]`$. The homology of a differential Lie algebra is a Lie algebra. The *universal enveloping algebra* of a Lie algebra $`L`$ is an associative algebra $`UL`$ along with a Lie algebra morphism $`\iota :LUL`$ such that, if $`A`$ is an algebra and $`f:LA`$ is a Lie algebra morphism, then there exists a unique algebra morphism $`F:ULA`$ such that $`F\iota =f`$. It follows that the universal enveloping algebra of a Lie algebra is unique up to canonical algebra isomorphism. The Lie algebra morphism $`LULUL`$ defined by $`xx1+1x`$ extends to define a diagonal $`\mathrm{\Delta }:ULULUL`$ that provides $`UL`$ with a natural cocommutative Hopf algebra structure. If $`L`$ is a differential Lie algebra, then the differential extends to a derivation on $`UL`$ making it a differential Hopf algebra.

A $`\mathrm{\Gamma }`$-*algebra* is a connected, non-negatively graded commutative algebra $`A=A^0`$, along with a system of *divided powers* $`\gamma ^k:A^{2n}A^{2nk}`$ for $`k0`$, $`n1`$, that satisfy a list of axioms . We will need explicitly the following axiom:

$`\gamma ^j(a)\gamma ^k(a)=\left({\displaystyle \genfrac{}{}{0pt}{}{j+k}{j}}\right)\gamma ^{j+k}(a);`$ $`aA^{2n},j,k,n1.`$
By induction it follows that $`a^k=k!\gamma ^k(a)`$ for $`aA^{2n}`$ and $`k,n1`$. Henceforth we assume that all $`\mathrm{\Gamma }`$-algebras are augmented. A $`\mathrm{\Gamma }`$-*morphism* is an algebra morphism $`\phi :AB`$, where $`A`$ and $`B`$ are $`\mathrm{\Gamma }`$-algebras and $`\phi (\gamma ^k(a))=\gamma ^k(\phi (a))`$ for all $`aIA^{\mathrm{even}}`$ and $`k0`$. A $`\mathrm{\Gamma }`$-*derivation* $`\theta `$ on a $`\mathrm{\Gamma }`$-algebra $`A`$ is an algebra derivation that satisfies the additional condition $`\theta \gamma ^k(a)=\theta (a)\gamma ^{k1}(a)`$ for $`aIA^{\mathrm{even}}`$. A *differential $`\mathrm{\Gamma }`$-algebra* is a cochain algebra $`(A,d)`$, where $`A`$ is a $`\mathrm{\Gamma }`$-algebra and $`d`$ is a $`\mathrm{\Gamma }`$-derivation. A $`\mathrm{\Gamma }`$-*Hopf algebra* is simultaneously a $`\mathrm{\Gamma }`$-algebra and a Hopf algebra, such that the diagonal map is a $`\mathrm{\Gamma }`$-morphism. A *differential $`\mathrm{\Gamma }`$-Hopf algebra* is a differential Hopf algebra $`(A,d)`$ where $`A`$ is a $`\mathrm{\Gamma }`$-Hopf algebra and $`d`$ is a $`\mathrm{\Gamma }`$-derivation.

### 2.2. The Bockstein spectral sequence

We review the relevant details of the Bockstein spectral sequence associated to the short exact coefficient sequence $`0𝐙_{(p)}\stackrel{\times p}{}𝐙_{(p)}𝐅_p0`$. The standard reference is Browder ; for the particulars of the Bockstein spectral sequence of the universal enveloping algebra of a differential Lie algebra, see .

For a $`𝐙_{(p)}`$-free chain complex $`C`$, the Bockstein spectral sequence is a spectral sequence of chain complexes over $`𝐅_p`$. If $`H(C)`$ is finite type, then the spectral sequence converges, $`H(C;𝐅_p)FH(C)𝐅_p`$.

Let $`(L,)`$ be a connected, $`𝐙_{(p)}`$-free differential Lie algebra. Then by Theorem C, $`(UL)^{\mathrm{}}`$ is a differential $`\mathrm{\Gamma }`$-Hopf algebra. For brevity, set $`G=(UL)^{\mathrm{}}`$, and let $`\{(E_r,\beta _r)\}`$ be the Bockstein spectral sequence modulo $`p`$ for $`G`$. For $`r1`$, let $`\rho _r:H(G)E_r`$ be the usual morphism \[6, Section 1\]. Each $`\rho _r`$ is an algebra morphism. For each $`r1`$ there is an injective differential $`\mathrm{\Gamma }`$-morphism $`m_{r+1}:(E_{r+1},0)\stackrel{}{}(E_r,\beta _r)`$ that induces an isomorphism in homology, and is used to identify $`E_{r+1}H(E_r)`$ as a $`\mathrm{\Gamma }`$-Hopf algebra. It follows that for $`\zeta H(G)`$,

(1)
$$m_{r+1}\rho _{r+1}(\zeta )=\rho _r(\zeta )+\beta _r(y_r)$$

for some $`y_rE_r`$. For $`1rs`$, define injective $`\mathrm{\Gamma }`$-morphisms $`\sigma _{rs}:E_sE_r`$ by $`\sigma _{rr}=1_r:E_rE_r`$ for $`r1`$ and $`\sigma _{rs}=m_s\mathrm{}m_{r+1}`$ for $`1r<s`$. The sequence $`\{E_r\}`$ then forms an inverse system, and $`E_{\mathrm{}}=\underset{}{\mathrm{lim}}E_r`$. Using this characterisation, one can show that $`E_{\mathrm{}}`$ is a $`\mathrm{\Gamma }`$-Hopf algebra; in particular, by , $`E_{\mathrm{}}\mathrm{\Gamma }(V_{\mathrm{}})`$ as a $`\mathrm{\Gamma }`$-algebra. The map $`\sigma _{\mathrm{}}=\underset{}{\mathrm{lim}}\sigma _{1r}`$ is an injective $`\mathrm{\Gamma }`$-morphism. Finally, $`\rho _{\mathrm{}}=\underset{}{\mathrm{lim}}\rho _r:H(G)E_{\mathrm{}}`$ is a surjective algebra morphism, and $`\mathrm{ker}\rho =\mathrm{Torsion}(H(G))+pH(G)`$.

## 3. Homology of $`UL`$ modulo torsion

In this section we prove the main algebraic result of the paper, Theorem B from the introduction, and discuss some properties of the morphism $`FH(L)FH(UL)`$ induced by the canonical inclusion $`LUL`$. Since $`UL`$ is a differential Hopf algebra, $`FH(UL)`$ is a Hopf algebra.

###### Proof of Theorem B.

Let $`PFH(UL)`$ be the submodule of primitive elements. The inclusion extends to a Hopf algebra morphism $`\beta :UPFH(UL)`$. Recall that $`\beta `$ is an isomorphism if and only if $`\beta _𝔭:(UP)_𝔭FH(UL)_𝔭`$ is an isomorphism for all prime ideals $`𝔭`$ in $`R`$ . Furthermore, each prime ideal $`𝔭`$ in $`R`$ is of the form $`pR`$ for some prime $`p\rho (R)`$, and $`R_𝔭𝐙_{(p)}`$. Therefore, without loss of generality, we may assume that $`L`$ is a differential Lie algebra over $`𝐙_{(p)}`$, $`p\rho (R)`$.

To begin, we construct a subalgebra $`A`$ of $`H[(UL)^{\mathrm{}}]`$ such that $`A𝐅_pE_{\mathrm{}}`$. Recall (Section 2.2) that $`E_{\mathrm{}}\mathrm{\Gamma }(V_{\mathrm{}})`$. Let $`\{v_i\}`$ be a basis of $`V_{\mathrm{}}`$. Since $`\rho _{\mathrm{}}`$ is surjective, each $`v_i=\rho _{\mathrm{}}(\zeta _i)`$ for some $`\zeta _iH(G)`$. Let $`n=\mathrm{deg}v_i`$. There exists $`N>0`$ such that $`\beta _r(E_r^n)=0`$ whenever $`rN`$. It follows from (1) that $`\sigma _{\mathrm{}}(v_i)=\rho _1(\zeta _i+_{r=1}^N\xi _r)`$ where $`\xi _rH(G)`$ has order $`p^r`$. Let $`z_iG`$ be a cycle whose homology class is $`\zeta _i+_{r=1}^N\xi _r`$. Let $`V`$ be the free $`𝐙_{(p)}`$-module on the basis $`\{v_i\}`$. Define a linear map $`\sigma :VG`$ by $`\sigma (v_i)=z_i`$. Then $`\sigma `$ extends to a differential $`\mathrm{\Gamma }`$-morphism $`A=(\mathrm{\Gamma }(V),0)\stackrel{𝜎}{}G`$, and $`\sigma 𝐅_p=\sigma _{\mathrm{}}`$. Since $`\sigma _{\mathrm{}}`$ is injective and $`\mathrm{\Gamma }(V)`$, $`G`$ are $`𝐙_{(p)}`$-free as modules, $`\sigma `$ is injective.

Let $`\pi :AE_{\mathrm{}}`$ be reduction mod $`p`$. Passing to homology, it is a routine exercise to verify that $`\rho _1\sigma _{}=\sigma _{\mathrm{}}\pi `$ and $`\rho _{\mathrm{}}\sigma _{}=\pi `$. Suppose $`\sigma _{}(a)=0`$ for some $`aA`$. Then $`\pi (a)=\rho _{\mathrm{}}\sigma _{}(a)=0`$, so $`a=pa^{}`$ for some $`a^{}A`$. Thus $`p\sigma _{}(a^{})=0`$, so $`\sigma _{}(a^{})`$ is a torsion element of $`H(G)`$. It follows that $`\rho _{\mathrm{}}\sigma _{}(a^{})=0`$, whence $`\pi (a^{})=0`$. So $`a^{}=pa^{\prime \prime }`$ for some $`a^{\prime \prime }A`$, which is again sent to a torsion element of $`H(G)`$ by $`\sigma _{}`$. Repeat the argument; eventually the process ends since $`A`$ has no infinitely $`p`$-divisible elements. Therefore $`a=0`$ and so $`\sigma _{}`$ is injective.

Let $`T`$ be the torsion ideal of $`H(G)`$. Since $`T\mathrm{ker}\rho _{\mathrm{}}`$, the morphism $`\rho _{\mathrm{}}`$ factors to define $`\overline{\rho }_{\mathrm{}}:FH(G)E_{\mathrm{}}`$. Let $`\widehat{\sigma }_{}`$ be the composite $`A\stackrel{\sigma _{}}{}H(G)FH(G)`$. One verifies that $`\overline{\rho }_{\mathrm{}}\widehat{\sigma }_{}=\pi `$. From the definitions, $`\widehat{\sigma }_{}𝐅_p`$ is the identity on $`E_{\mathrm{}}`$. Thus $`FH(G)/\mathrm{im}\widehat{\sigma }_{}=p(FH(G)/\mathrm{im}\widehat{\sigma }_{})`$. Since $`FH(G)/\mathrm{im}\widehat{\sigma }_{}`$ is degree-wise finitely generated, Nakayama’s Lemma states that $`FH(G)/\mathrm{im}\widehat{\sigma }_{}=0`$. Therefore $`\widehat{\sigma }_{}`$ is surjective and hence an isomorphism of algebras.

By Theorem C, $`G`$ is a differential $`\mathrm{\Gamma }`$-Hopf algebra. We claim that the diagonal $`\psi `$ in $`G`$ induces a $`\mathrm{\Gamma }`$-Hopf algebra structure on $`A`$. Indeed, since $`\sigma `$ is a $`\mathrm{\Gamma }`$-morphism, $`\sigma _{}(\gamma ^k(a))=[\gamma ^k(\sigma (a))]`$. A $`\mathrm{\Gamma }`$-morphism $`\chi :AAA`$ is defined by $`(\widehat{\sigma }_{}^1\widehat{\sigma }_{}^1)FH(\psi )\widehat{\sigma }_{}`$. Since $`\psi `$ is a $`\mathrm{\Gamma }`$-morphism, so too is $`\chi `$. Furthermore, $`\chi `$ inherits coassociativity and the counit from $`\psi `$, and so $`\chi `$ provides $`A`$ with a $`\mathrm{\Gamma }`$-Hopf algebra structure.

By definition, $`\chi `$ commutes with $`\sigma `$ “up to torsion”. That is, given $`aA`$, there exist $`\mathrm{\Phi },\mathrm{\Psi }G`$, and $`r0`$ such that

(2)
$$(\sigma \sigma )\chi (a)=\psi \sigma (a)+\mathrm{\Phi }$$

and $`d\mathrm{\Psi }=p^r\mathrm{\Phi }`$.

We now define a pairing

(3)
$$AFH(UL)\stackrel{,}{}𝐙_{(p)}$$

that exhibits $`FH(UL)`$ as the Hopf algebra dual of the $`\mathrm{\Gamma }`$-Hopf algebra $`A`$. By Theorem C, the proof will then be complete. Use $`\sigma `$ to identify $`(A,0)`$ as a differential $`\mathrm{\Gamma }`$-subalgebra of $`G`$ to obtain a pairing $`A\mathrm{ker}\stackrel{,}{}𝐙_{(p)}`$, where $``$ is the differential on $`UL`$. Let $`T=\{xUL|p^rx\mathrm{im}\mathrm{for}\mathrm{some}r0\}`$. Since the differential in $`A`$ vanishes, $`A,\mathrm{im}=0`$. Furthermore, $`𝐙_{(p)}`$ is a domain, hence $`A,T=0`$. Therefore $`,`$ factors to define (3).

Observe that (3) is non-singular. Indeed, as a chain map, $`\sigma :(A,0)G`$ splits, and $`\sigma `$ induces an isomorphism $`AFH(G)`$. It follows that $`G=ABC`$, where $`d:BC`$ and $`H(G)=A(C/dB)`$. Dually, $`UL=A^{\mathrm{}}B^{\mathrm{}}C^{\mathrm{}}`$, and $`H(UL)=A^{\mathrm{}}(B^{\mathrm{}}/C^{\mathrm{}})`$, where $`B^{\mathrm{}}/C^{\mathrm{}}`$ is the torsion submodule. Therefore $`FH(UL)A^{\mathrm{}}`$ as a module, and one can check that the duality is provided by (3).

Since $`\sigma `$ is an algebra morphism, $`aa^{},\mathrm{\Delta }x=aa^{},x`$ for $`xUL`$ and $`a,a^{}A`$. Pass to (3) to see that the multiplication in $`A`$ is dual to the diagonal $`FH(\mathrm{\Delta })`$.

Suppose that $`x,yUL`$ are cycles, and $`aA`$. Using (2), we see that $`a,xy=\psi (a),xy=\chi (a),xy+\mathrm{\Phi },xy`$, where $`p^r\mathrm{\Phi }=d\mathrm{\Psi }`$ for some $`\mathrm{\Psi }ULUL`$. Since $`p^r\mathrm{\Phi }`$ is a boundary, $`x`$ and $`y`$ are cycles, and $`𝐙_{(p)}`$ is an integral domain, it follows that $`\mathrm{\Phi }(xy)=0`$. Pass to (3) to conclude that $`\chi `$ is dual to the multiplication in $`FH(UL)`$. ∎

###### Proposition 3.

The natural map $`\iota :LUL`$ induces an injection of Lie algebras $`F\iota _{}:FH(L)P`$, with $`P/\mathrm{im}F\iota _{}`$ torsion.

###### Proof.

Let $`\overline{\mathrm{\Delta }}`$ be the reduced diagonal on $`UL`$, and let $`\kappa :H(UL)H(UL)H(ULUL)`$ be the Künneth morphism. Recall that $`F\kappa `$ is an isomorphism. Since $`\overline{\mathrm{\Delta }}\iota =0`$, $`(F\kappa )^1F\overline{\mathrm{\Delta }}_{}F\iota _{}=0`$, and so $`\mathrm{im}F\iota _{}P`$. Observe that $`FH(L)𝐐=H(L𝐐)`$ and $`FH(UL)𝐐=H(U(L𝐐))=UH(L𝐐)`$. Furthermore, $`F\iota _{}𝐐`$ is the canonical inclusion $`H(L𝐐)UH(L𝐐)`$. As $`FH(L)`$ and $`FH(UL)`$ are torsion-free, the result now follows. ∎

###### Example 4.

Define a differential Lie algebra $`L`$ as follows. As a chain complex, $`L`$ is the free $`𝐙_{(3)}`$-module on the graded basis $`\{x_1,y_2,x_3,x_5\}`$, with subscript indicating degree; the only non-zero differential is $`dy_2=3x_1`$. The bracket is defined by $`[y_2,x_1]=x_3`$, $`[y_2,x_3]=x_5`$, and all others vanishing. Let $`S`$ denote the abelian Lie algebra on the graded set $`S`$. Then $`FH(L)=[x_3],[x_5]`$.

By computing the Bockstein spectral sequence for $`UL`$, one finds that $`FH(UL)=Uz_3,z_5`$, where $`z_3`$ and $`z_5`$ are represented in $`UL`$ by $`x_3`$ and $`x_1y_2^2+y_2x_3`$, respectively. Let $`\iota :LUL`$ be the canonical injection. Clearly $`F\iota _{}[x_3]=z_3`$; however, $`dy_2^3=6x_5+9(x_1y_2^2+y_2x_3)`$ in $`UL`$, and so $`F\iota _{}[x_5]=(3/2)z_5`$. Therefore, $`P/\mathrm{im}F\iota _{}𝐙/3𝐙`$, with generator represented by $`z_5`$.

## 4. The Hurewicz homomorphism

In this section we prove Theorem D. Suppose $`X\mathrm{𝐂𝐖}_q^n`$. As usual, set $`P=P(FH_{}(\mathrm{\Omega }X;R))`$.

We will need the following lemma. Let $`QH_{}(\mathrm{\Omega }X;𝐐)`$ be the sub Lie algebra of primitive elements. The inclusion extends to an isomorphism of Hopf algebras $`\beta :UQH_{}(\mathrm{\Omega }X;𝐐)`$ .

###### Lemma 5.

$`P𝐐Q`$.

###### Proof.

By universal coefficients, the natural Hopf algebra morphism $`\mu :H_{}(\mathrm{\Omega }X;R)𝐐H_{}(\mathrm{\Omega }X;𝐐)`$, defined by $`\mu ([z]x)=[zx]`$ for $`x𝐐`$ and cycles $`zC_{}(\mathrm{\Omega }X;R)`$, is an isomorphism. Let $`r:H_{}(\mathrm{\Omega }X;R)FH_{}(\mathrm{\Omega }X;R)`$ be the quotient morphism. Since $`r𝐐:H_{}(\mathrm{\Omega }X;R)𝐐[FH_{}(\mathrm{\Omega }X;R)]𝐐`$ is an isomorphism, we get an isomorphism of Hopf algebras $`\overline{\mu }:[FH_{}(\mathrm{\Omega }X;R)]𝐐\stackrel{}{}H_{}(\mathrm{\Omega }X;𝐐)`$ defined by $`\overline{\mu }=\mu (r𝐐)^1`$. By Theorem A and the mapping property of universal enveloping algebras, $`\alpha 𝐐:U(P𝐐)\stackrel{}{}[FH_{}(\mathrm{\Omega }X;R)]𝐐`$. It follows that $`\beta ^1\overline{\mu }(\alpha 𝐐)`$ restricts to an isomorphism of Lie algebras $`P𝐐\stackrel{}{}Q`$. ∎

###### Proof of Theorem D.

Let $`\phi :\pi _{}(\mathrm{\Omega }X)H_{}(\mathrm{\Omega }X)`$ be the Hurewicz homomorphism. The inclusion $`R𝐐`$ induces the commutative diagram

in which the right arrow is a Hopf algebra morphism, and the other arrows preserve brackets. The kernels of the vertical arrows are precisely the respective torsion submodules. Therefore the diagram

commutes. The left vertical arrow, $`F\phi R`$, and $`\phi 𝐐`$ are Lie algebra morphisms. The remaining arrows are Hopf algebra morphisms. The vertical arrows are injections, $`\phi 𝐐`$ is an isomorphism onto $`P𝐐`$ by Lemma 5, and the right vertical arrow is of the form $`U\{PP𝐐\}`$. It follows that $`F\phi R:F\pi _{}(X)RP`$ is an injection and that $`P/\mathrm{im}F\phi R`$ is torsion. ∎

###### Example 6.

For this example, all spaces are localised at a fixed prime $`p`$. Let $`\alpha :S^{2p}S^3`$ be a representative of the generator of $`\pi _{2p}(S^3)𝐙/p𝐙`$. Set $`K=S^4_{\mathrm{\Sigma }\alpha }e^{2p+2}`$. The map $`\mathrm{\Sigma }\alpha p:S^{2p+1}S^4`$ is null-homotopic, and so we get a map $`f:S^{2p+2}K`$ making the diagram

commute up to homotopy, where the rows are cofibration sequences. From the associated long exact sequence in homology, we deduce that in degree $`2p+2`$, $`f_{}`$ is multiplication by $`p`$.

By the Bott-Samelson theorem, $`H_{}(\mathrm{\Omega }K)T(e_3,e_{2p+1})`$ and $`P=PH_{}(\mathrm{\Omega }K)=L(e_3,e_{2p+1})`$. Let $`\phi :\pi _{}(\mathrm{\Omega }K)H_{}(\mathrm{\Omega }K)`$ be the Hurewicz map. Then $`\phi (f^{\mathrm{}})=pe_{2p+1}`$, where $`f^{\mathrm{}}:S^{2p+1}\mathrm{\Omega }K`$ is the adjoint of $`f`$. Since $`\phi (f^{\mathrm{}})0`$ and $`H_{}(\mathrm{\Omega }K)`$ is torsion-free, $`f^{\mathrm{}}`$ is not a torsion element. It follows that $`pe_{2p+1}\mathrm{im}F\phi `$.

If $`e_{2p+1}\mathrm{im}F\phi `$, then $`e_{2p+1}\mathrm{im}\phi `$. By Baues \[5, Lemma V.3.10\], $`\mathrm{\Omega }K`$ would be homotopy-equivalent to the product of odd-dimensional spheres and loops on the same. But $`K`$ is a retract of $`\mathrm{\Sigma }^2𝐂P^p`$, and so $`H^{}(\mathrm{\Omega }K;𝐅_p)`$ has a non-vanishing $`𝒫^1`$. Therefore $`e_{2p+1}\mathrm{im}F\phi `$, and so $`P/\mathrm{im}F\phi 𝐙/p𝐙`$.

## 5. A torsion-free André-Sjödin theorem

This section is devoted to the proof of Theorem C. Let $`A`$ be an $`R`$-free $`\mathrm{\Gamma }`$-algebra. The module $`\mathrm{Hom}(A,A)`$ is an algebra under composition, and hence is a Lie algebra with the commutator bracket. The submodule $`\mathrm{Der}A`$ of all $`\mathrm{\Gamma }`$-derivations on $`A`$ is a sub-Lie algebra of $`\mathrm{Hom}(A,A)`$.

We will need a construction of Gulliksen and Levin . Suppose $`A`$ is an $`R`$-free $`\mathrm{\Gamma }`$-Hopf algebra, with diagonal $`\mathrm{\Delta }`$. Given $`fA^{\mathrm{}}`$, define $`\nu (f)`$ to be the composite

$$A\stackrel{\Delta }{}AA\stackrel{1f}{}AR=A.$$

Define $`DA=IAIA+_{k2}\gamma ^k(IA^{\mathrm{even}})`$. Set $`\stackrel{~}{P}(A^{\mathrm{}})=\{fA^{\mathrm{}}|f(DA)=0\}`$. The primitives of $`A^{\mathrm{}}`$ may be identified as $`P(A^{\mathrm{}})=\{fA^{\mathrm{}}|f(IAIA)=0\}`$ .

###### Lemma 7.

 With the notation and hypotheses above,

(a) $`\nu :A^{\mathrm{}}\mathrm{Hom}(A,A)`$ is an algebra morphism;

(b) $`\nu (f)|_{A^{\mathrm{deg}f}}=f`$;

(c) $`\nu (f)\mathrm{Der}A`$ if and only if $`f\stackrel{~}{P}(A^{\mathrm{}})`$;

(d) $`\stackrel{~}{P}(A^{\mathrm{}})`$ is a sub-Lie algebra of $`A^{\mathrm{}}`$ and $`\nu :\stackrel{~}{P}(A^{\mathrm{}})\mathrm{Der}A`$ is a Lie monomorphism.

###### Proposition 8.

Let $`A`$ be a $`𝐙_{(p)}`$-free $`\mathrm{\Gamma }`$-Hopf algebra over $`𝐙_{(p)}`$.

(a) There is a submodule $`XA`$ whose inclusion extends to an isomorphism of $`\mathrm{\Gamma }`$-algebras $`\mathrm{\Gamma }(X)\stackrel{}{}A`$.

(b) The inclusion $`P(A^{\mathrm{}})A^{\mathrm{}}`$ extends to an isomorphism of Hopf algebras $`UP(A^{\mathrm{}})\stackrel{}{}A^{\mathrm{}}`$.

###### Proof.

(a) Set $`\overline{A}=A𝐅_p`$. Then $`\overline{A}`$ is a $`\mathrm{\Gamma }`$-Hopf algebra over $`𝐅_p`$. Let $`\sigma :\overline{A}/D\overline{A}\overline{A}`$ be a splitting of the quotient map. By Sjödin , $`\sigma `$ extends to an isomorphism of $`\mathrm{\Gamma }`$-algebras $`\mathrm{\Gamma }(\overline{A}/D\overline{A})\stackrel{}{}\overline{A}`$. Let $`\{\overline{x}_i\}`$ be a basis of $`\mathrm{im}\sigma \overline{A}`$ indexed over the positive integers. Choose a set of representatives $`\{x_i\}`$ in $`A`$, and let $`X`$ be the linear span. The inclusion $`XA`$ extends to a $`\mathrm{\Gamma }`$-morphism $`\phi :\mathrm{\Gamma }(X)A`$. The reduction mod $`p`$, $`\phi 𝐅_p:\mathrm{\Gamma }(\mathrm{im}\sigma )\overline{A}`$, is an isomorphism. In particular, $`\phi 𝐅_p`$ is surjective, so by Nakayama’s Lemma, $`A/\mathrm{im}\phi =0`$. It follows that $`\phi `$ is surjective. Since $`A`$ and $`\mathrm{\Gamma }(X)`$ are $`𝐙_{(p)}`$-free and finite type, and $`\phi 𝐅_p`$ is injective, $`\phi `$ is itself injective and therefore an isomorphism.

(b) To begin, we claim that $`P(A^{\mathrm{}})=\stackrel{~}{P}(A^{\mathrm{}})`$. From the definitions, $`\stackrel{~}{P}(A^{\mathrm{}})P(A^{\mathrm{}})`$. It suffices to show that if $`fP(A^{\mathrm{}})`$, then $`f(\gamma ^k(a))=0`$ for all $`k2`$ and $`aIA^{\mathrm{even}}`$. Since $`a^k=k!\gamma ^k(a)`$ and $`f(IAIA)=0`$, $`0=f(a^k)=k!f(\gamma ^k(a))`$. As $`𝐙_{(p)}`$ is a domain, the claim follows.

To show that the canonical algebra morphism $`UP(A^{\mathrm{}})A^{\mathrm{}}`$ is surjective, we use an argument of Sjödin. As a module, $`IAXDA`$. For $`i1`$, define $`f_iA^{\mathrm{}}`$ by $`f_i(𝐙_{(p)}DA)=0`$ and $`f_i(x_j)=\delta _{ij}`$. By definition, each $`f_iP(A^{\mathrm{}})`$. Let $`𝒜`$ be the set of finite sequences of non-negative integers $`r=(r_i)`$ such that $`r_i=0`$ or $`1`$ if $`\mathrm{deg}x_i`$ is odd, and the last term in $`r`$ is non-zero. Define $`n(r)`$ to be the length of $`r`$ (so $`r_{n(r)}0`$). Order $`𝒜`$ by setting $`r>r^{}`$ if $`n(r)>n(r^{})`$ or $`n(r)=n(r^{})`$ and $`r_{n(r)}>r_{n(r^{})}`$. Set $`f^r=f_1^{r_1}\mathrm{}f_n^{r_n}`$ and $`\gamma ^r(x)=\gamma ^{r_n}(x_n)\mathrm{}\gamma ^{r_1}(x_1)`$ where $`n=n(r)`$. Since $`\nu `$ is an algebra morphism, $`\nu (f^r)=\nu (f_1)^{r_1}\mathrm{}\nu (f_n)^{r_n}`$ (exponents with respect to composition). As $`f_iP(A^{\mathrm{}})=\stackrel{~}{P}(A^{\mathrm{}})`$, $`\nu (f_i)`$ is a $`\mathrm{\Gamma }`$-derivation; that is, $`\nu (f_i)(\gamma ^k(x_i))=\nu (f_i)(x_i)\gamma ^{k1}(x_i)`$. It follows that $`\nu (f^r)(\gamma ^r(x))=1`$, and $`\nu (f^r)(\gamma ^r^{}(x))=0`$ if $`r>r^{}`$. By Lemma 7(b), $`f^r(\gamma ^r(x))=1`$, while $`f^r(\gamma ^r^{}(x))=0`$ if $`r>r^{}`$ and $`\mathrm{deg}f^r=\mathrm{deg}\gamma ^r^{}(x)`$. If $`r>r^{}`$ and $`\mathrm{deg}f^r\mathrm{deg}\gamma ^r^{}(x)`$, then of course $`f^r(\gamma ^r^{}(x))=0`$ for degree reasons. The set $`\{\gamma ^r(x)\}_{r𝒜}`$ forms an additive basis for $`A`$. The above formulae for the $`f^r`$ imply that $`\{f^r\}_{r𝒜}`$ is a basis for $`A^{\mathrm{}}`$. In particular, the set $`\{f_i\}`$ generates $`A^{\mathrm{}}`$ as an algebra, and so $`UP(A^{\mathrm{}})A^{\mathrm{}}`$ is surjective.

Let $`\chi _V`$ denote the Euler-Poincaré series of the non-negatively graded $`𝐅_p`$-space $`V`$. We extend the definition to a non-negatively graded, free $`𝐙_{(p)}`$-module $`M`$: $`\chi _M=_{n0}(\mathrm{rank}M_n)t^n`$. Note that $`\chi _M=\chi _{M𝐅_p}`$. Since $`UP(A^{\mathrm{}})A^{\mathrm{}}`$ is surjective, $`\chi _{UP(A^{\mathrm{}})}\chi _A^{\mathrm{}}`$. If $`fP(A^{\mathrm{}})`$, then $`(f𝐅_p)(D\overline{A})=0`$, so $`P(A^{\mathrm{}})𝐅_p\stackrel{~}{P}(\overline{A}^{\mathrm{}})`$ and the natural morphism $`U(P(A^{\mathrm{}})𝐅_p)U\stackrel{~}{P}(\overline{A}^{\mathrm{}})=\overline{A}^{\mathrm{}}`$ is an injection. It follows that $`\chi _{UP(A^{\mathrm{}})}\chi _A^{\mathrm{}}`$, so in fact the Euler-Poincaré series are equal. Therefore $`UP(A^{\mathrm{}})A^{\mathrm{}}`$ is an isomorphism. ∎

Before finally proving Theorem C, we state a Lemma.

###### Lemma 9.

Let $`R`$ be a characteristic-zero principal ideal domain. Let $`A`$ and $`B`$ be $`R`$-free $`\mathrm{\Gamma }`$-algebras.

(1) If $`\phi :AB`$ is an algebra morphism, then it is a $`\mathrm{\Gamma }`$-morphism.

(2) If $`\theta :AB`$ is a derivation, then it is a $`\mathrm{\Gamma }`$-derivation.

In particular, if $`A`$ is a $`\mathrm{\Gamma }`$-algebra and a differential Hopf algebra, then $`A`$ is a differential $`\mathrm{\Gamma }`$-Hopf algebra.

###### Proof.

Straightforward. ∎

###### Proof of Theorem C.

Suppose $`A`$ is a differential $`\mathrm{\Gamma }`$-Hopf algebra. As usual, denote by $`P(A^{\mathrm{}})`$ the sub-Lie algebra of primitive elements. The natural Hopf algebra morphism $`UP(A^{\mathrm{}})A^{\mathrm{}}`$ is an isomorphism if and only if $`UP(A^{\mathrm{}})_𝔭A_𝔭^{\mathrm{}}`$ is an isomorphism for every prime ideal $`𝔭`$ of $`R`$, and that each prime ideal $`𝔭`$ is of the form $`pR`$ for some prime $`p\rho (R)`$. Furthermore, observe that $`P(A^{\mathrm{}})_{(p)}=P(A_{(p)}^{\mathrm{}}`$. Therefore, without loss of generality we may assume that $`R=𝐙_{(p)}`$ for some odd prime $`p`$. By Proposition 8, $`A^{\mathrm{}}UP(A^{\mathrm{}})`$ as a Hopf algebra. Since the differential in $`A^{\mathrm{}}`$ is a Hopf derivation, it preserves $`P(A^{\mathrm{}})`$. Thus $`P(A^{\mathrm{}})`$ forms a differential Lie algebra, establishing the ‘if’ assertion.

Conversely, suppose $`(A,d)^{\mathrm{}}U(L,)`$. By Lemma 9, it suffices to show that $`A^{\mathrm{}}`$ is a $`\mathrm{\Gamma }`$-algebra. In , Halperin constructed a chain isomorphism $`\gamma _L:UL(\mathrm{\Gamma }(L^{\mathrm{}}),\overline{D})^{\mathrm{}}`$, where $`\overline{D}`$ is a $`\mathrm{\Gamma }`$-derivation. By construction, $`\gamma _L`$ factors as

$$UL\stackrel{U\sigma }{}U𝒟\stackrel{𝜃}{}(\mathrm{\Gamma }(L^{\mathrm{}}),\overline{D})^{\mathrm{}}$$

for some differential Lie morphism $`\sigma :L𝒟`$. By the proof of \[11, Proposition 4.2\], $`\theta `$ is a coalgebra morphism. Since $`U\sigma `$ is also a coalgebra morphism, $`\gamma _L`$ is an isomorphism of chain coalgebras. Dualising provides $`A(UL)^{\mathrm{}}`$ with the required $`\mathrm{\Gamma }`$-algebra structure. ∎