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# Beyond Eliashberg superconductivity in MgB2: anharmonicity, two-phonon scattering, and multiple gaps

## Abstract

Density-functional calculations of the phonon spectrum and electron-phonon coupling in MgB2 are presented. The E2g phonons, which involve in-plane B displacements, couple strongly to the $`p_{x,y}`$ electronic bands. The isotropic electron-phonon coupling constant is calculated to be about 0.8. Allowing for different order parameters in different bands, the superconducting $`\lambda `$ in the clean limit is calculated to be significantly larger. The $`E_{2g}`$ phonons are strongly anharmonic, and the non-linear contribution to the coupling between the $`E_{2g}`$ modes and the px,y bands is significant.

The recent discovery of superconductivity near 40 K in MgB2 has generated much interest in the properties of this simple intermetallic compound . A significant B isotope effect strongly suggests phonon-mediated pairing . To explain the large $`T_c`$, an electron-phonon coupling (EPC) constant of $`\lambda 1`$ is needed. Yet estimates of the coupling strength based on the latest measurements of the low-temperature specific heat , combined with the density of states (DOS) from density-functional calculations , yield $`\lambda `$ 0.6-0.7. Further, the measured temperature dependence of the electrical resistivity  is consistent with $`\lambda _{tr}0.6`$. First-principles calculations of the EPC give $`\lambda 0.70.9`$ . Clearly there is a problem in reconciling all these numbers. Another puzzle involves tunneling measurements of the gap. Values of $`2\mathrm{\Delta }/k_BT_c`$ ranging from 1.2 to 4 have been reported. The values below the BCS weak coupling limit of 3.5 have been attributed to surface effects, but the best-quality spectra show a very clean gap with $`2\mathrm{\Delta }/k_BT_c=1.25.`$ Sharvin contact measurements reveal a gap at 4.3 meV ($`2\mathrm{\Delta }/k_BT_c=2.6)`$, and additional structures at $`2\mathrm{\Delta }/k_BT_c=1.5`$ and 3, raising the possibility of multiple gaps. Careful analysis of the temperature and magnetic field dependence of the specific heat suggests anisotropic or multiple gap structure as well . Thus, even if superconductivity in MgB2 is phonon-mediated, it is likely that an analysis beyond the simple isotropic Eliashberg model is needed.

The MgB2 lattice consists of two parallel systems of flat layers. One layer contains B atoms in a honeycomb lattice, the other Mg atoms in a triangular lattice halfway between the B layers. First-principles calculations find that the electronic states near the Fermi level are primarily B in character and the Fermi surface (FS) comprises four sheets: two nearly cylindrical hole sheets about the $`\mathrm{\Gamma }`$-A line arising from quasi-2D $`p_{x,y}`$ B bands, and two tubular networks arising from 3D $`p_z`$ bonding and antibonding bands . The difference in character between the sheets raises the possibility that each has a distinct gap that could be observed in the clean limit. Such interband anisotropy enhances the effective EPC constant relevant to superconductivity and decreases the coupling constant for transport, compared to the average values . This could explain the discrepant values of $`\lambda `$ deduced from different types of experiments.

In this paper, we report first-principles calculations of the EPC in MgB2. The coupling constant is decomposed into contributions from the four different bands crossing the Fermi level, allowing for an analysis of the effects of interband anisotropy on the superconducting $`T_c`$ and gap structure. The strongest coupling arises from the $`E_{2g}`$ phonon modes along the $`\mathrm{\Gamma }`$ to A line, which strongly interact with the quasi-2D electronic states. This phonon mode is calculated to be highly anharmonic, and it also has significant nonlinear contributions to the EPC.

Harmonic phonon frequencies and linear EPC parameters were calculated using the linear-response method within the local density approximation . Norm-conserving pseudopotentials  were used, with a plane-wave cutoff of 50 Ry. We used the experimental crystal structure, with $`a=3.08`$ Å and $`c/a=1.14`$ . The electronic states were sampled on grids of up to $`24^3`$ k-points in the full Brillouin zone, and the dynamical matrix was calculated on a grid of $`8^3`$ phonon wavevectors q .

The calculated phonon density of states $`F(\omega )`$ and Eliashberg function $`\alpha ^2F(\omega )`$ are plotted in Fig. 1. The results are similar to those reported in Refs.  and . All of these calculations give a slightly softer phonon spectrum than what is observed in neutron experiments . While $`F`$ and $`\alpha ^2F`$ are similar in shape in many materials, they are strikingly different in MgB2. In particular, $`\alpha ^2F`$ has a pronounced peak in the range of 60 to 70 meV arising from dispersive optic modes that do not give rise to large structures in $`F`$. Correspondingly, the average phonon frequency $`\omega _{ave}=55.3`$ meV is less than the logarithmically averaged frequency $`\omega _{\mathrm{ln}}=\mathrm{exp}[\lambda ^1\mathrm{ln}\omega \alpha ^2F(\omega )\omega ^1𝑑\omega ]=56.2`$ meV, despite the fact that logarithmic averaging preferentially weights lower frequencies. The isotropic EPC constant, which determines $`T_c`$ in the dirty limit, $`\lambda _{sc}^0=2\omega ^1\alpha ^2F(\omega )𝑑\omega `$ is found to be 0.77, in reasonable agreement with other calculations .

The peak in $`\alpha ^2F`$ between 60 and 70 meV arises from the $`E_{2g}`$ phonon modes with q along the $`\mathrm{\Gamma }`$-A line. This Raman active phonon mode, doubly degenerate at $`\mathrm{\Gamma }`$, involves in-plane, hexagon-distorting displacements of the B atoms. In fact, by symmetry, this is the only mode at $`\mathrm{\Gamma }`$ that has a linear EPC. Going away from the $`\mathrm{\Gamma }`$-A line the EPC drops sharply when the phonon wave vector q becomes larger than the diameter of the 2D Fermi surface; at the same time the frequency increases by roughly 30%. This indicates that the reason why this B-B bond-stretching mode is not the highest-frequency mode at $`\mathrm{\Gamma }`$ is because of softening due to EPC. However, this softening should weaken in the superconducting state, since some of the screening electrons form Cooper pairs and are removed from the Fermi sea. Such hardening of optical phonons below $`T_c`$ was first discussed by Zeyher and Zwicknagl . The overall scale of the relative hardening, $`\mathrm{\Delta }\omega /\omega ,`$ is set by a specific EPC constant, $`\lambda _{ZZ}=2\omega ^1_{𝐤i}|g_{k,k}|^2\delta (ϵ_{𝐤i}),`$where $`g`$ is the EPC matrix element. (The Fermi level is set to zero.) In the BCS limit, $`\mathrm{\Delta }\omega /\omega `$ is a known analytical function of $`\omega `$. We calculate $`\lambda _{ZZ}=0.6`$, for the $`E_{2g}`$ mode. Taking $`\mathrm{\Delta }5`$ meV we predict about a 12% hardening of this mode below $`T_c`$. This shift should be easily observable in Raman or neutron experiments.

Since the 2D FSs are calculated to play an important role in the EPC, we have decomposed the relevant electronic characteristics in terms of the four sheets of the FS. We list in Table I the partial DOS $`N_i=_𝐤\delta (ϵ_{𝐤i})`$, and plasma frequencies $`\omega _{p,i,\alpha \alpha }^2=\frac{8\pi e^2}{V}W_i=\frac{8\pi e^2}{V}_𝐤v_{𝐤i,\alpha }^2\delta (ϵ_{𝐤i})`$, with $`i=1(2)`$ referring to the light(heavy)-hole 2D sheets of the Fermi surface, and $`i=3(4)`$ to the $`p_z`$ bonding (antibonding) sheets. The EPC constant was also decomposed into contributions from scattering of an electron from band $`i`$ to band $`j`$:

$`\lambda _{sc}^0`$ $`=`$ $`{\displaystyle \underset{ij}{}}U_{ij}N_iN_j/N={\displaystyle \underset{i}{}}\lambda _iN_i/N`$
$`U_{ij}N_iN_j`$ $`=`$ $`2{\displaystyle \underset{\mathrm{𝐤𝐪}\nu }{}}\omega _{𝐪\nu }^1|g_{𝐤i,𝐤+𝐪j}^\nu |^2\delta (ϵ_{𝐤i})\delta (ϵ_{𝐤+𝐪j}).`$
Here $`\omega _{𝐪\nu }`$ is the frequency of the corresponding phonon, and $`\lambda _{sc}^0`$ is the standard (Eliashberg) isotropic coupling constant. Allowing for interband anisotropy of the order parameter (clean limit), the effective coupling constant for superconductivity $`\lambda _{sc}^{eff}`$ is given by the maximum eigenvalue of the matrix $`\mathrm{\Lambda }_{ij}=U_{ij}N_i`$, which is always larger than $`\lambda _{sc}^0`$. Assuming the same interaction parameters $`U_{ij}`$ for transport properties, the lowest order variational approximation for the Boltzmann equation corresponds to the transport EPC constant $`\lambda _{tr}^0=_i\lambda _iW_i/W`$. On the other hand, allowing variational freedom for the different sheets of the Fermi surface yields an effective transport coupling constant which is always smaller than $`\lambda _{tr}^0`$. In effect, the different bands provide parallel channels for conduction, so that when “scattering-in” is neglected, $`W/\lambda _{tr}^{eff}=_iW_i/\lambda _i`$ .

The calculated interaction parameters $`U_{ij}`$ are listed in Table II. Due to similarities between the two 2D sheets, and between the two 3D sheets, we have simplified the model to allow for two different order parameters for these two sets of bands. This gives $`U_{AA}=0.47`$ Ry, $`U_{BB}=0.10`$ Ry, and $`U_{AB}=0.08`$ Ry, where $`A`$ and $`B`$ stand for the 2D and 3D bands, respectively. Then $`\lambda _A=1.19`$ and $`\lambda _B=0.45,`$ suggesting de Haas-van Alphen mass renormalizations of $`2.2`$ and $`1.5,`$ for the two sets of bands, and specific heat renormalization of 1.77. The resulting anisotropic effective coupling constant for superconductivity is $`\lambda _{sc}^{eff}=1.01`$. Using the Allen-Dynes approximate formula for $`T_c`$ , we find that to have $`T_c=40`$ K, a Coulomb pseudopotential of $`\mu ^{}0.13`$ is needed. This is more physically plausible than the $`\mu ^{}0.04`$ required when $`\lambda _{sc}^0`$ is used. For transport, interband anisotropy reduces the in-plane coupling constant $`\lambda _{x,y}`$ from 0.70 to 0.57, but has essentially no effect on the out-of-plane $`\lambda _z=0.46`$ (Table III). This is because the anisotropic formula accounts for the fact that the transport is mostly due to the 3D bands in any direction, simply because they couple less with phonons. The measured resistivity  can be fit remarkably well with the Bloch-Grüneisen formula using the calculated isotropic $`\alpha _{tr}^2F`$, with the in-plane and out-of-plane contributions appropriately averaged for polycrystalline samples . However, with band anisotropy, the resistivity is slightly underestimated.

The temperature dependence of the individual gaps $`\mathrm{\Delta }_i`$ in the weak-coupling multigap model is defined by $`\mathrm{\Delta }_i=_jU_{ij}N_j\mathrm{\Delta }_j𝑑E\mathrm{tanh}(\frac{\sqrt{E^2+\mathrm{\Delta }_j^2}}{2T})/\sqrt{E^2+\mathrm{\Delta }_j^2}.`$ As shown in Fig. 2, the larger 2D gap is calculated to be BCS-like, with a slightly enhanced $`2\mathrm{\Delta }/T_c`$, while the 3D gap is about three times smaller in magnitude. Thus, in the clean limit, MgB2 should have two very different order parameters, which in turn should affect thermodynamic properties in the superconducting state. Experiments indicate that the coherence length in MgB2 is close to 50 Å. The mean free path corresponding to the residual resistivity observed in Ref.  is more than 1000 Å, so that $`2\pi \xi /l1/3.`$ This is in the reasonably clean regime, and it is likely that the intrinsic resistivity is even smaller. However, stronger defect scattering should be detrimental to superconductivity: using the Allen-Dynes formula with the same $`\mu ^{}=0.13,`$ we get an isotropic $`T_c=22`$ K. Indeed, irradiation has been found to drastically reduce $`T_c`$. Some of the experimental manifestations of multigap superconductivity would be a reduced and impurity-sensitive specific-heat jump at $`T_c`$, a deviation of the critical-field temperature dependence from the Hohenberg-Werthamer formula, a reduction of the Hebel-Slichter peak in NMR, and a substantial difference between the in-plane and out-of-plane tunneling spectra. In particular, the latter should see only the smaller gap.

Note that $`\lambda `$ $`1`$ is in the intermediate coupling regime. Furthermore, the multigap scenario suggests particular sensitivity to impurity scattering. This means one should really solve the anisotropic Eliashberg equations with impurity scattering, rather than the weak coupling BCS equations we used. Thus we do not make any quantitative thermodynamic and spectroscopic predictions here.

We focus now on the $`E_{2g}`$ phonon modes, which carry the lion share of the EPC. We have examined this mode at $`\mathrm{\Gamma }`$ in detail using frozen-phonon calculations. The calculations were carried out using a general potential LAPW code with the same setup as in Ref. . This mode has substantial anharmonicity. A fit of the total energy for B displacements $`u`$ between $`\pm 0.07`$ a.u. to a fourth-order polynomial ($`E_{tot}=a_nu^n`$) gives $`a_2=0.434`$ Ry/a.u.2, $`a_3=1.868`$ Ry/a.u.3 and $`a_4=14.926`$ Ry/a.u.4. Anharmonicity increases the frequency of this mode by about 15%, which should result in an overall reduction of $`\lambda `$ by $``$10%, and an increase of $`\omega _{\mathrm{ln}}`$ by $``$6%.

More interestingly, the $`E_{2g}`$ modes have a significant nonlinear coupling with electrons. The linear coupling vertex, $`g_1`$, corresponding to scattering by a single phonon, is proportional to matrix elements of $`dV/dQ`$, where $`Q=\sqrt{2M\omega }u,`$ while the second-order coupling, involving exchange of two phonons, is proportional to matrix elements of $`d^2V/dQ^2`$. At $`\mathrm{\Gamma }`$, the Hellman-Feynman theorem allows the calculation of $`g_1`$ via deformation potentials. This is no longer the case for $`g_2`$. One can use $`d^2ϵ_𝐤/dQ^2`$ only as a qualitative estimate of $`d^2V/dQ^2`$. For the cylindrical sheets of the Fermi surface, $`(d^2ϵ_𝐤/dQ^2)^2^{1/2}=26`$ and 20 mRy as compared to $`(dϵ_𝐤/dQ)^2^{1/2}=14`$ and 16 mRy. This suggests that nonlinear pairing via two-phonon exchange is comparable to or even larger than the linear coupling. The reason for this anomalous behavior lies in the specifics of the band structure of the 2D $`p_{x,y}`$ bands. In the nearest-neighbor tight-binding approximation it can be described as

$`ϵ_𝐤^2`$ $`=`$ $`u_𝐤\pm v_𝐤`$
$`4u_𝐤`$ $`=`$ $`(t_\pi ^2+t_\sigma ^2)(6+{\displaystyle \underset{i}{}}\mathrm{cos}G_i)+6t_\pi t_\sigma {\displaystyle \underset{i}{}}\mathrm{cos}G_i`$
$`(4v_𝐤)^2`$ $`=`$ $`4(t_\pi ^2t_\sigma ^2)^2({\displaystyle \underset{i}{}}\mathrm{cos}^2G_i{\displaystyle \underset{ij}{}}\mathrm{cos}G_i\mathrm{cos}G_j)`$
$`+`$ $`3(t_\pi t_\sigma )^4({\displaystyle \underset{i}{}}\mathrm{sin}G_i)^2,`$
where $`G_i=𝐚_i𝐤,`$ and $`𝐚_i`$ are the three smallest lattice vectors. At the $`\mathrm{\Gamma }`$ point $`v_𝐤=0,`$ and there are two doubly degenerate states. The bonding pair forms the 2D Fermi surfaces, and it appears that the main effect of the $`E_{2g}`$ phonons is to lift the degeneracy at $`\mathrm{\Gamma }`$, thereby changing the overall splitting between the two subbands. This effect does not depend on the sign of the ionic displacement (the degeneracy is lifted either way) and thus is nonlinear by definition. This is illustrated in Fig. 3 by the two Fermi surface plots for two opposite $`E_{2g}`$ phonon patterns, both corresponding to $`Q1`$. One can see that while for the 3D sheets the coupling is mostly linear (changes of the Fermi surface are opposite), for the 2D cylinders it is mostly quadratic (changes are the same, cf. the undistorted Fermi surface in Ref.). Nonlinear EPC is also a likely source of anharmonicity: as discussed above, the contribution to the $`E_{2g}`$ phonon self-energy from the EPC with the 2D FSs amounts to as much as 20 meV, as evidenced by the softening of this phonon at $`\mathrm{\Gamma }`$. A sizeable part of this softening probably comes from two-phonon processes. Quartic anharmonicity of the ion-ion interaction arises in the fourth order in the linear interaction constant, but in the second order in the nonlinear one.

In summary, we have presented a first-principles investigation of the electron-phonon coupling in MgB2. Interband anisotropy enhances the coupling constant from its isotropic dirty-limit value of $`\lambda _{sc}^0=0.77`$ to an effective clean-limit value of $`\lambda _{sc}^{eff}=1.01`$ for superconductivity. With $`\omega _{\mathrm{ln}}=56.2`$ meV, this $`\lambda _{sc}^{eff}`$ is arguably consistent with the measured $`T_c`$ of nearly 40 K. In the clean limit, we predict two different superconducting order parameters: a larger one on the 2D FSs and a smaller one (by approximately one third) on the 3D FSs. Since current experiments suggest that MgB2 is indeed in the clean limit, multiple gaps should be observable. There are hints of this in both the tunneling and thermodynamic data.

The $`E_{2g}`$ phonon mode involving in-plane B motion provides the strongest coupling. We predict a hardening of $`12`$% of this mode at the zone center below $`T_c`$. In addition, this mode is highly anharmonic and it may also have significant nonlinear electron-phonon coupling. The former likely reduces the linear EPC, while the latter increases the total EPC. Further work is needed to better elucidate the effect of the anharmonicity and nonlinear coupling on the superconducting properties of this material.

We thank Jim Freericks for helpful discussions. This work was partially supported by the National Science Foundation under Grant DMR-9973225, and by ONR. AYL acknowledges support from the ASEE-US Navy Faculty Sabbatical Program.


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# 1 Introduction

## 1 Introduction

The properties of vortex dynamics in type II superconductors crucially affect the overall system behaviour and have, thus, relevant effects in technological applications . In particular, in the last few years it has been discovered that vortex matter exhibits important, even dominant, history dependent phenomena in magnetic and transport properties, such as memory and hysteresis in magnetisation curves along with irreversibility and aging in I-V characteristics (see  and references therein). These phenomena are markedly out of equilibrium effects and, here, we discuss their features as they emerge from the off equilibrium dynamics of vortex matter (see Ref.s in ).

The above experimental findings have interesting analogies with “memory” and “aging” effects observed in other glass formers, such as polymers, supercooled liquids or random magnets . Interestingly, “glassy” dynamics have important universal structural properties . Off equilibrium features arise when typical experimental probing times get much shorter compared to the system long (often inaccessibly long) intrinsic relaxation time scales. These can become huge at low temperatures or high densities, where a true equilibrium glass phase transition in some cases can be also found. Such glass transitions are called “ideal”  because, as just stated, equilibrium might be hardly approached. In facts, the notion of “glassy phases” has been repeatedly used in relation to new equilibrium phases of vortex matter . We are concerned here, however, with the general properties of off equilibrium dynamics of vortices, not with their equilibrium transitions .

We consider a schematic model  that contains the essential degrees of freedom of a vortex system and is simple enough to allow a complete understanding of its off equilibrium dynamics in the same perspective successfully used for other glassy systems . The model (a coarse grained system of repulsive particles wandering in a pinning landscape in presence of a thermal bath and an external drive) describes several phenomena of vortex physics, ranging from a reentrant phase diagram in the $`(B,T)`$ (field-temperature) plane, to the anomalous “second peak” in magnetisation loops (the “fishtail”), logarithmic creep and “aging” of magnetic relaxation, the finite creep rates for $`T0`$ (without use of “quantum effects”), “memory” and history dependent behaviours in vortex flow and in I-V characteristics, and many others .

We describe here the properties of such a model and depict a unified picture of creep and transport measurements. In particular, the system dynamics can be described by identifying its important time scales and their dependence on temperature, magnetic field and applied electrical current. We also suggest new experiments that will help to clarify the nature of glassy aspects in superconductors.

In the next section we introduce the model  and in the following we systematically compare its behaviours with experiments on magnetic and transport properties. Finally in the conclusions we give an overview of our scenario of off equilibrium phenomena in vortex matter.

## 2 The R.O.M. Model

Vortices in type II superconductors are described by the Ginzburg-Landau equations. The typical high vortex densities and long interaction range imply that the vortex system is strongly interacting. In brief, this makes the theoretical description of its equilibrium and, even worse, dynamical properties highly non trivial .

An appealing and much used approximation for the microscopic vortex dynamics is based on Molecular Dynamics (MD) simulations (see for instance Ref.s in ). However, even this simplified approach is hardly feasible to explore the physics of the long time and space scales, low temperatures and high densities region where glassy features substantially appear . Alternatively it was proposed to use schematic discrete time and space models  to study vortex properties.

More generally, to describe the relevant degrees of freedom of the vortex system one can introduce useful coarse graining methods, successfully applied to deal with many other multiscale problems (such as magnetism or crystals defects, see Ref.s in ). For clarity, let’s consider the simple case of a system of straight parallel vortex lines, corresponding to a magnetic field $`B`$ along the $`z`$-axis, where vortices interact through a two-body potential :

$$A(r)=\frac{\varphi _0^2}{2\pi \lambda ^2}\left[K_0(r/\lambda ^{})K_0(r/\xi ^{})\right],$$
(1)
$`K_0`$ being the MacDonald function, $`\xi `$ and $`\lambda `$ the correlation and penetration lengths ($`\xi ^{}=c\xi /\sqrt{2}`$, $`\lambda ^{}=c\lambda `$, $`c=(1B/B_{c2})^{1/2}`$). A simple application of the above methods in the present case, proposed in , consists in coarse graining the vortex system in the $`xy`$-plane by introducing a square grid of lattice spacing, $`l_0`$, of the order of the London length, $`\lambda `$  (see Fig.1).

By this procedure, the original vortex system is mapped into a lattice model characterised by a classical field, $`n_i`$, representing the number of vortices on the $`i`$-th coarse grained cell (see Fig.1). The presence in superconductors of an upper critical field, $`B_{c2}`$, implies that $`n_i`$ must be an integer number smaller than $`N_{c2}=B_{c2}l_0^2/\varphi _0`$  ($`\varphi _0=hc/2e`$ is the flux quantum). The Hamiltonian of the coarse grained model is :

$$=\frac{1}{2}\underset{ij}{}n_iA_{ij}n_j\frac{1}{2}\underset{i}{}A_{ii}|n_i|\underset{i}{}A_i^pn_i$$
(2)
The first two terms of $``$ describe the repulsion between the vortices and their self energy, and the last the interaction with a random pinning background. For sake of simplicity, since $`l_0\lambda `$, we can consider the simplest version of $``$: we choose $`A_{ii}=A_0=1`$; $`A_{ij}=A_1<A_0`$ if $`i`$ and $`j`$ are nearest neighbours; $`A_{ij}=0`$ otherwise; the random pinning is taken to be delta-distributed $`P(A^p)=(1p)\delta (A^p)+p\delta (A^pA_0^p)`$ (see ). We express all energy scales in units of $`A_0`$ and, in particular, consider the important ratio $`\kappa ^{}=A_1/A_0`$. The existence of two possible orientations of the vortices can be taken into account by giving the particles, $`n_i`$, a “charge” $`s_i=\pm 1`$ . Neighbouring particles with opposite “charge” annihilate. The external applied field controls the overall system “charge density” and thus a chemical potential term $`\mu _is_in_i`$ must be added to the Hamiltonian in Eq.(2) (where $`n_i`$ is replaced by $`s_in_i`$).

A standard mean field replica theory  allows to evaluate the equilibrium phase diagram in the field-temperature plane of the above Hamiltonian, as shown in Fig.2. In absence of disorder it has, at low temperatures, a reentrant order-disorder transition in agreement with predictions  and experiments on vortices in superconductors (see Ref. or, for instance, data on 2H-NbSe2 superconductors from Ref.). For moderate values of the pinning energy ($`A_0^pA_1`$), a second order transition still takes place, which at sufficiently strong pinning is expected to become a “glassy” transition, as is seen in Random Field Ising Models . The extension of the low $`T`$ phase shrinks by increasing $`A_0^p`$ (i.e., the highest critical temperature, $`T_m^{}`$, decreases) and the higher is $`\kappa ^{}`$ the smaller the reentrant region (facts in agreement with experiments, see for instance Ref.s in ). The above phase diagram can help to compare experimental and model temperature/field scales.

We now go beyond mean field theory and discuss the dynamics of the model. First we consider the case where the external current is absent, i.e., there is no Lorentz drive on vortices. The simplest consistent approach to simulate the system relaxation at non-zero temperatures is a Monte Carlo Kawasaki dynamics  on a square lattice of size $`L`$ at a temperature $`T`$ (see ). This is a very standard approach in computer simulations of dynamical processes in complex fluids . In particular, we consider a system periodic in the $`y`$-direction. Its two edges parallel to the $`y`$-axis are in contact with a vortex reservoir, i.e., an external magnetic field, of density $`N_{ext}`$. Particles can enter and leave the system only through the reservoir.

The above model, called ROM (Restricted Occupancy Model), is described in full details in . It is extremely schematic, thus, also fully tractable, and, interestingly, it is able to describe many of the experimental observations on magnetic and transport properties of vortex physics.

## 3 The Magnetisation

The simplest quantity to characterise the vortices system is the magnetisation, which we now consider. In this section we will draw a picture of time dependent magnetic features such as magnetisation loops, their $`2nd`$ peak, “aging” creep, as well as phenomena like the finite creep rate, $`S_a>0`$, found when $`T0`$.

The system is prepared by zero field cooling at a given $`T`$ and then increasing the external field, $`N_{ext}`$, with a constant rate, $`\gamma `$. During the ramp of $`N_{ext}`$ we record the magnetisation

$$M(t)=N_{in}(t)N_{ext}(t).$$
(3)
Here $`N_{in}=_in_i/L^d`$ and the Monte Carlo time, $`t`$, is measured in units of complete Monte Carlo lattice sweeps.

### 3.1 Magnetisation loops

At low temperatures pronounced hysteretic magnetisation loops are seen when $`M`$ is plotted as a function of $`N_{ext}`$ (see Fig. 3). Furthermore, when the parameter $`\kappa ^{}=A_1/A_0`$ ($`\kappa ^{}`$ can be directly related to the Ginzburg-Landau parameter $`\kappa =\lambda /\xi `$ ) is high enough, a definite second peak (“fish-tail”) appears in $`M`$. Very similar magnetisation data are observed in a number of different superconductors from intermediate to high $`\kappa `$ values (see, for instance,  and references therein).

The actual shape of loops depends on the system parameters (and its size). In particular, the sweep rate of the external field, $`\gamma `$, is very important, as shown in Fig.3. As soon as the inverse of the sweep rate is smaller than the system characteristic relaxation time (see below) strong hysteresis effects are present. Although the second peak does depend on dynamics through $`\gamma `$, in the ROM model it is related to a new phase transition: in the $`\gamma 0`$ limit, its location, $`N_{sp}`$, is associated with a sharp jump in $`M_{eq}lim_{\gamma 0}M(\gamma )`$ (see inset of Fig.3). These findings are consistent with experiments (for instance, see Ref.) and to some extents reconcile previously proposed opposite descriptions (“static” v.s. “dynamic”).

### 3.2 History dependent relaxation: “aging” creep

The presence, at low temperature, of sweep rate dependent hysteretic cycles, slowly relaxing magnetisation, and similar effects, indicate that our system, on the observed time scales, is not at equilibrium. We turn, therefore, to the theoretical description of the system dynamics by investigation of two times correlation functions. At the given working value of the applied field, we also record the magnetic correlation function, $`C(t,t_w)`$ (with $`t>t_w`$), which gives richer information than $`M(t)`$ :

$$C(t,t_w)=[M(t)M(t_w)]^2.$$
(4)
At not too low temperatures, for instance at $`T=1.0`$ (a comparison of such a $`T`$ value with experimental scales can be derived from Fig. 2), the system creep is characterised by finite relaxation times and no “aging” is seen: $`C(t,t_w)`$ is a function of $`tt_w`$. At long times, $`C(t,t_w)`$ is well fitted by the so called Kohlrausch-Williams-Watts (KWW) law :

$$C(t,t_w)C_{\mathrm{}}\left\{1e^{[(tt_w)/\tau ]^\beta }\right\}.$$
(5)
Eq.(5) defines the characteristic time scale of magnetic relaxation, $`\tau `$. This is a crucial quantity to be considered when dealing with dynamical aspects of magnetisation. The Kohlrausch-exponent, $`\beta `$, and $`\tau `$ strongly depend on $`T`$ (a fact to be discussed below, see Fig.4) and on the applied field $`N_{ext}`$ . The pre-asymptotic dynamics (i.e., $`tt_w<<\tau `$) is also interesting and characterised by various regimes. In particular, for not too short times, a power law is observed over several decades.

The scenario described for $`T=1.0`$ is found in a broad region at low temperatures. However, around $`T=0.5`$, a steep increase of $`\tau `$ is found (see Fig.4). For instance at $`N_{ext}=10`$, for temperatures below $`T_g0.25`$, the characteristic time gets larger than our recording window and the system definitely loses contact with equilibrium. The crossover temperature, $`T_g(N_{ext})`$ (which may be a function of $`\gamma `$) has a physical meaning similar to the so called phenomenological glass transition point in supercooled liquids. The presence of an underlying “ideal” glass transition point, $`T_c(N_{ext})`$, is often located by some fit of the high $`T`$ data for $`\tau `$ (see inset of Fig.4), such as a Vogel-Tamman-Fulcher (VTF) (or a power) law:

$$\tau =\tau _0\mathrm{exp}\left(\frac{E_0}{TT_c}\right).$$
(6)
Our data in 2D, are consistent with $`T_c=0`$. Interestingly, the VTF behaviour found here is in agreement with results from Molecular Dynamics simulations of more realistic London-Langevin models . In particular, the analogies with “window glasses” have been also outlined in the first of Ref.s . A VTF behaviour has been already experimentally observed in measures on samples resistivity (see ).

Since below $`T_g`$ relaxation times are huge, one might expect that the motion of the particles essentially stops. Instead, as shown below, the off equilibrium dynamics has remarkably rich “aging” properties. In the inset of Fig.5 we show that $`C(t,t_w)`$, at $`T=0.1`$, exhibits strong “aging”: $`C`$ depends on both times $`t`$ and $`t_w`$; in particular, its evolution (see Fig.5) is slower the older is the “age” $`t_w`$ (“stiffening”). In the entire low $`T`$ region ($`T<T_g`$), after a short initial power law behaviour, $`C(t,t_w)`$ can be well fitted by a generalisation of a known interpolation formula, often experimentally used , which now depends on the waiting time, $`t_w`$:

$$C(t,t_w)C_{\mathrm{}}\left\{1\left[1+\frac{\mu T}{U_c}\mathrm{ln}\left(\frac{t+t_0}{t_w+t_0}\right)\right]^{1/\mu }\right\}$$
(7)
Eq.(7) (in agreement with the general scenario of Ref.) implies the presence of scaling properties of purely dynamical origin (see Fig.5): for times large enough (but smaller than the equilibration time), $`C`$ is a universal function of the ratio $`t/t_w`$: $`C(t,t_w)𝒮(t/t_w)`$.

In experiments about vortex creep in superconductors a crossover is usually found from a low $`T`$ region with logarithmic creep to an high $`T`$ region with typically power law or stretched exponential relaxations (see for instance  and Ref.s in ). In particular, aging in magnetic creep has been recently observed in BSCCO samples . We also recall that the above phenomena are intriguingly common to many different systems ranging from polymers, to supercooled liquids , spin glasses , granular media .

### 3.3 Vortex mean square displacement

The microscopic origin of the above features in the system dynamics can be understood by considering the vortex mean square displacement, $`R^2(t)`$ (plotted in Fig.6 for $`N_{ext}=10`$). At high enough $`T`$, $`R^2(t)`$ is linear in $`t`$ (in agreement with experiments and MD simulations, see  and ref.s therein), but at lower temperatures it shows a pronounced bending. Finally, below $`T_g`$, the process becomes strongly subdiffusive:

$$R^2(t)t^\nu $$
(8)
with $`\nu <<1`$. From this point of view, $`T_g`$ is the location of a sort of structural arrest of the system, where particles displacement is dramatically suppressed. Each vortex is caged by other neighbouring vortices for long times. The system dynamics needs large scale “cooperative rearrangements” to relax . Interestingly, a very similar scenario has been recorded in real superconducting samples (see for instance ).

### 3.4 The creep rate, $`S_a`$, for $`T0`$

With the insight on the system dynamics obtained in the previous sections, we can now understand an other intriguing experimental observation  about vortex matter: even at very low temperatures (where activated processes should be absent) magnetic relaxation does take place. This surprising phenomenon, previously interpreted in terms of “quantum tunnelling” of vortices , is also found in the present purely “classical” vortex model. More generally, we show here that a non-zero creep rate for $`T0`$ is to be expected in systems “aging” in their off equilibrium dynamics.

Experiments investigate the temperature dependence of the creep rate, $`S_a`$, (see Fig. 7), where

$$S_a=\left|\frac{\mathrm{ln}(M)}{\mathrm{ln}(t)}\right|$$
(9)
($`S_a`$ is, as usual, averaged in some given temporal window ). When the temperature is extremely low the magnetisation still logarithmically relaxes (see inset Fig.8), and in both experiments and in our simulations, $`S_a`$ approaches a finite plateau, $`S_a(0)>0`$, for $`T0`$. In Fig.7, we plot the creep rate, $`S_a`$, as a function of $`T`$. For comparison we present experimental data in BSCCO (from Ref.) as inset (note that the values of $`S_a`$ in our model and in real samples are very similar). In particular, we find that a linear fit of $`S_a(T)`$ in the low $`T`$ regime is very satisfactory (see Fig.7):

$$S_a(T)=S_a^0+\sigma T$$
(10)
where both $`S_a^0`$ and $`\sigma `$ are functions of the applied field $`N_{ext}`$. In the present model, as much as in experiments , $`S_a(T)`$ is non monotonous in $`T`$: at high $`T`$ it starts decreasing (this is due to the fact that, for a given observation window, at higher $`T`$ the system gets closer to equilibrium, see Fig.4 and ).

By varying the applied field we find a range of values for $`S_a^0`$ very similar to experimental ones  (see Fig.8). In particular, $`S_a^0`$ seems to decrease on average by increasing the field $`N_{ext}`$. The overall behaviour can be roughly interpolated with a power law: $`S_a^0(N_{ext})(N_{ext}/N_0)^x`$, where, for $`\kappa ^{}=0.28`$, $`N_00.01`$ and $`x0.6`$. As shown in Fig.8, the presence of a small exponent, $`x`$, implies that sensible variations in $`S_0^a`$ can be seen only by changing $`N_{ext}`$ of orders of magnitude. Note that in Fig. 8 the dips in the $`S_a(0)`$ versus $`N_{ext}`$ data found at certain values of $`N_{ext}`$ (namely around 3, 13, and 20) are statistically significant. They are located respectively close to the region of the low field order-disorder transition (see Fig.2), the 2nd peak transition and the reentrant high field order-disorder transition.

In the slow off equilibrium relaxation at very low temperatures no activation over barriers occurs and the system simply wanders in its very high dimensional phase space through the few channels where no energy increase is required. We have already shown that at very low $`T`$, the system equilibration time, $`\tau (T)`$, diverges exponentially. In that region, the typical observation time windows, $`t_{obs}`$, are such that $`t_{obs}/\tau 1`$, and the system is in the early stage of its off equilibrium relaxation from its initial state. This is schematically the origin of the flattening of $`S_a`$ at very low $`T`$ . Notice that, in a system observed for an exponentially long time, i.e., for $`t_{obs}/\tau 1`$, the creep rate, $`S_a`$, would indeed go to zero.

Interestingly, our model along with a saturation of the creep rate, $`S(T)`$, also shows a saturation of the dissipation in the limit $`T0`$. We show in Fig.9 the differential resistivity, $`\rho (T)=dV/dI`$, measured for the same value of the model parameters used in the calculation of the creep rate $`S(T)`$ in Fig.7 (the precise definition of $`V`$ and $`I`$ is postponed to the next section where we consider the I-V characteristics). The continuous curve superimposed to $`\rho (T)`$ in Fig.9 corresponds to the linear fit $`\rho (T)=\rho _0+\sigma _\rho T`$. These results clearly show a saturation in $`\rho (T)`$ at low $`T`$ towards a finite value, in a way similar to the one recorded in $`S(T)`$.

The present scenario, where off equilibrium phenomena dominate the anomalous low $`T`$ creep, is supported by the experimental discovery of “aging” in the relaxation . In fact, strong discrepancies are found between “quantum creep theory” predictions  and the observed low $`T`$ relaxation in many compounds . Interestingly, a unified picture begins to emerge of magnetic and transport properties. This will be discussed further in the next section.

## 4 The I-V characteristic

Vortex flow in driven type II superconductors also shows strong memory and history dependent effects. Here, we outline the relations with magnetic properties and propose a scenario for a broad set of these kind of phenomena ranging from “rejuvenation” and “stiffening” of the system response, to “memory” and “irreversibility” in I-V characteristics. In relation to recent experimental results , we discuss in particular the nature of “memory” effects observed in the response of the system to an external drive, i.e., the I-V characteristic. Our model explains the peculiar form of such a “memory” of vortex flow at finite $`T`$ and other “anomalous” properties such as the time dependence of critical currents. The essential step is, again, to identify the relevant time scales in the dynamics.

The system is zero field cooled and prepared by increasing $`N_{ext}`$ at constant rate, $`\gamma `$, up to the working value (here, $`N_{ext}=10`$). Then we monitor the system relaxation after applying a drive, $`I`$ (due to an external current which induce a Lorentz force on vortices), in the $`y`$-direction. As in similar driven lattice gases , the effect of the drive is simulated by introducing a bias in the Metropolis coupling of the system to the thermal bath: a particle can jump to a neighbouring site with a probability min$`\{1,\mathrm{exp}[(\mathrm{\Delta }ϵI)/T]\}`$. Here, $`\mathrm{\Delta }`$ is the change in $``$ after the jump and $`ϵ=\pm 1`$ for a particle trying to hop along or opposite to the direction of the drive and $`ϵ=0`$ if orthogonal jumps occur. A drive $`I`$ generates a voltage $`V`$ :

$$V(t)=v_a(t)$$
(11)
where $`v_a(t)=\overline{v}(t)`$ is an average vortex “velocity” at time $`t`$ . Here, $`v(t)=\frac{1}{L}_iv_i(t)`$ is the instantaneous flow “velocity”, $`v_i(t)=\pm 1`$ if the vortex $`i`$ at time $`t`$ moves along or opposite to the direction of the drive $`I`$ and $`v_i=0`$ otherwise.

### 4.1 Memory effects in driven vortex flow

We analyse a striking manifestation of “memory” observed in experiments where the drive is cyclically changed in the low $`T`$ region . A drive $`I`$ is applied to the system and, after a time $`t_1`$, abruptly changed to a new value $`I_1`$; finally, after waiting a time $`t_2`$, the previous $`I`$ is restored and the system evolves for a further $`t_3`$ (see lower inset of Fig.10). The measured $`V(t)`$ is shown in the main panel of Fig.10 for $`T=0.1`$. A first observation is that after the switch to $`I_1`$ the system seems to abruptly reinitiate its relaxation approximately as if it has always been at $`I_1`$ (see for example the dashed curve in Fig.10), a phenomenon known as “rejuvenation” in thermal cycling of spin-glasses and other glassy systems . The more surprising fact is, however, that for $`I_1`$ small enough (say $`I_1I^{}`$, $`I^{}`$ to be quantitatively defined below) when the value $`I`$ of the drive is restored the voltage relaxation seems to restart from where it was at $`t_1`$, i.e., where it stopped before the switch to $`I_1`$ (see Fig.10). Actually, if one “cuts” the evolution during $`t_2`$ and “glues” together those during $`t_1`$ and $`t_3`$, an almost perfect matching is observed (see upper inset of Fig.10). What is happening during $`t_2`$ is that the system is trapped in some metastable states, but not completely frozen as shown by a small magnetic, as well as voltage, relaxation. These non trivial “memory” effects are experimentally found in vortex matter  and glassy systems . We call them a form of “imperfect memory”, because they tend to disappear when the time spent at $`I_1`$ becomes too long or, equivalently (as explained below) when, for a given $`t_2`$, $`I_1`$ becomes too high, as shown in the upper inset of Fig.10.

### 4.2 History dependent I-V

We now turn to the time dependent properties of the current-voltage characteristic. As in real experiments on vortex matter , we let the system undergo a current step of hight $`I_0`$ for a time $`t_0`$ before starting to record the I-V by ramping $`I`$, as sketched in the inset of Fig.11. Fig.11 shows (for $`T=0.1`$) that the I-V depends on the waiting time $`t_0`$. The system response is “aging”: the longer $`t_0`$ the smaller the response, a phenomenon known as “stiffening” in glass formers . These effects are manifested in the violation of time translation invariance of two times correlation functions, already discussed.

These simulations also reproduce the experimentally found time dependence of the critical current . Usually, one defines an effective critical current, $`I_c^{eff}`$, as the point where $`V`$ becomes larger than a given threshold (say $`V_{thr}=10^5`$ in our case): one then finds that $`I_c^{eff}`$ is $`t_0`$ and $`I_0`$ dependent (like in experiments  $`I_c^{eff}`$ is slowly increasing with $`t_0`$, see Fig.11).

It is interesting to consider another current cycling experiment which outlines the concurrent presence of irreversibility and memory effects (see Fig.12). The I-V is measured by ramping $`I`$ up to some value $`I_{max}`$. Then $`I`$ is ramped back to zero, but at a given value $`I_w`$ the system is let to evolve for a long time $`t_w`$. Finally, $`I`$ is ramped up again (see inset of Fig.12). The resulting irreversible $`V(I)`$ is shown in Fig.12. For $`I>I_w`$ the decreasing branch of the plot (empty circles) slightly deviates from the increasing one (filled circles), showing the appearance of irreversibility. This is even more apparent after $`t_w`$: for $`I<I_w`$ the two paths are clearly different. Interestingly, upon increasing $`I`$ again (filled triangles), $`V(I)`$ doesn’t match the first increasing branch, but the latest, the decreasing one: in this sense there is coexistence of memory and irreversibility. Also very interesting is that by repeating the cycle with a new $`I_w`$ (squares), the system approximately follows the same branches. This non-reversible behaviour is also found in other glassy systems . However, spin glasses, for instance, seem to show the presence of the so called chaos effects . The chaos effect is absent in our system as it is also in other ordinary glass formers . This kind of interplay between irreversibility and memory can be checked experimentally in superconductors and thereby assess the present scenario.

### 4.3 Differential resistivity

In Fig.13, we plot the I-V recorded after ramping $`I`$ at $`T=1`$ (filled squares) and $`T=0.1`$ (open circles). The low $`T`$ I-V has the typical S shaped form experimentally found , but, since we are above $`T_c`$, this is only an effect of short times of observation. The linear continuous functions in Fig.13 are, in fact, the asymptotic I-V, i.e., those recorded after applying a drive $`I`$ and measuring $`V`$ in the long time regime (for $`t=1.510^5`$ in Fig.14). The same analysis applies to the differential resistivity, $`R=dV/dI`$, shown in the inset of Fig.13. Also here one might think to see some characteristic regimes (defined, for instance, by the values $`I_m`$, $`I_p`$ of the inset of Fig.13) in the “short time” $`R(I)`$. They might be the off stationarity, finite temperature rests of crossovers between different plastic channels flow regimes typically found at $`T=0`$, as discussed in  and references therein (see also ). Here, the linear behaviour of the asymptotic I-V indeed shows that the crossovers in the “short time” $`R(I)`$ tend to slowly disappear with time, thus they cannot correspond to transitions among different driven stationary phases . This conclusion holds despite the regular behaviour of $`I_m`$ and $`I_p`$ with $`T`$ also experimentally seen (for instance $`I_p`$ seems to rapidly grow with $`T`$). An intrinsic structure in $`R`$ can possibly be observed at sufficiently lower currents and temperatures .

### 4.4 Voltage relaxation

The natural step to understand the above observations is the identification of the characteristic time scales of the driven dynamics, which in the present model can be well accomplished. This we now discuss. Upon applying a small drive, $`I`$, the system response, $`V`$, relaxes following a pattern with two very different parts: at first a rapidly changing non-linear response is seen, later followed by a very slow decrease towards stationarity (see $`V(t)`$ in Fig.14 for $`T=1`$ and $`I\{1,2,3\}`$). For instance, for $`I=3`$ in a time interval $`\mathrm{\Delta }t210^1`$, $`V`$ leaps from about zero to $`\mathrm{\Delta }V_i210^3`$, corresponding to a rate $`r_i=|\mathrm{\Delta }V_i/\mathrm{\Delta }t|10^2`$. This is to be compared with the rate of the subsequent slow relaxation from, say, $`t=210^1`$ to $`t=10^4`$, $`r_f10^7`$: $`r_i`$ and $`r_f`$ differ of 5 orders of magnitude.

In agreement with experimental findings , the slow relaxation of $`V(t)`$ has a characteristic double step structure, which asymptotically can be well fitted by stretched exponentials : $`V(t)\mathrm{exp}(t/\tau _V)^\beta `$. The above long time fit defines the characteristic asymptotic scale, $`\tau _V`$, of relaxation. The exponent $`\beta `$ and $`\tau _V`$ are a function of $`I`$, $`T`$ and $`N_{ext}`$ (see inset Fig.14): in particular $`\tau _V(I)`$ decreases with $`I`$ and seems to approach a finite plateau for $`I<I^{}`$, with $`I^{}O(1)`$. In this sense, the presence of a drive $`I`$ makes the approach to stationarity faster and has an effect similar to an increase in $`T`$.

The outlined properties of $`\tau _V`$ clearly explain the history dependent effects in the experiments previously considered. For instance, the “imperfect memory”, discussed in Fig.10, is caused by the presence of a long, but finite, scale $`\tau _V`$ in the problem: for a given $`I_1`$ the system seems to be frozen whenever observed on times scales smaller than $`\tau _V(I_1)`$. Thus, if $`t_2`$ is short enough ($`t_2<\tau _V(I_1)`$) the system preserves a strong “memory” of its state at $`t_1`$. The weakening of such a “memory” found for higher currents $`I_1`$ in Fig.10, is also a consequence of the strong decrease of $`\tau _V(I)`$ with $`I`$. The phenomenon of “rejuvenation” (see Fig.10) is, in turn, a consequence of the presence of the extremely fast first part of relaxation found in $`V(t)`$ upon applying a drive and of the above long term memory. The existence of the slow part in the $`V(t)`$ relaxation also affects the “stiffening” of the response in the I-V of Fig.11, which is due to the non-stationarity of the vortex flow on scales smaller that $`\tau _V`$. Actually, in Fig.11, for a given $`I`$ the value of $`V`$ on the different curves corresponds to the system being probed at different stages of its non-stationary evolution. Finally, in brief, the fact that $`\tau _V(I)`$ is smaller at high currents, $`I`$, and larger at small $`I`$ (and $`T`$), is responsible for the surprisingly concomitant effects of irreversibility and memory of Fig.12.

The origin of these time dependent properties of the driven flow, and in turn those of I-V’s, traces back to the concurrent vortex creep and reorganisation of vortex domains. In fact, both with or without an external drive, the system evolves in presence of a Bean like profile (see inset of Fig.2) which in turn relaxes. An important discovery is that the characteristic times scales of voltage and magnetic relaxation are approximately proportional . This outlines that the non-stationary voltage relaxation is structurally related to the reorganisation of vortices during the creep (a fact confirmed by recent experiments ).

## 5 Conclusions

In conclusion, we showed that the replica mean field theory and Monte Carlo simulations of a schematic statistical mechanics lattice model for vortices in type-II superconductors (a system of particles diffusing in a pinning landscape) offer a comprehensive framework of off equilibrium magnetic and transport properties observed in vortex matter. Off equilibrium phenomena in many respect are known to show strong “universalities” . In fact, here we considered either a mean field or a two dimensional version of the ROM model, which, interestingly, reproduces a very broad spectrum of experimental results. Molecular Dynamics simulations of more realistic systems, when existing, seem to confirm the present scenario , and, even if very demanding in the low $`T`$ and high fields region, they can be an essential test for it.

We have seen that the model shows a reentrant phase diagram in the field-temperature plane (B,T), analogous to what observed in vortex matter. More specifically, we discussed the off equilibrium, “aging”, properties of magnetic creep. At low temperatures a crossover point is found, $`T_g(N_{ext})`$, where the system relaxation times become exponentially large. They seem to diverge à la Vogel-Tamman-Fulcher at a lower temperature, $`T_c(N_{ext})`$, where an “ideal” glassy transition point can be located. Magnetic creep changes its structure around $`T_g`$: above $`T_g`$ it shows power laws asymptotically followed by stretched exponential saturation; below $`T_g`$ it is logarithmic. This corresponds to a change in microscopic vortex motion: from diffusive (above $`T_g`$) to strongly subdiffusive . We showed that in the low temperature region the system is very far from equilibrium and its time correlation functions, no longer invariant under time translations, have interesting dynamical scaling properties analogous to those of other “aging” systems. The above “off equilibrium” scenario also explains the surprising experimental discovery of a finite creep rate, $`S_a>0`$, when $`T0`$ (previously interpreted in terms of “quantum tunnelling” of vortices ) in our purely “classical” model.

At not too high temperatures (but still well above $`T_g`$), magnetisation loops are typically found when $`M`$ is plotted as a function of the applied field, including a definite “second peak” when the Ginzburg-Landau parameter is not too low. The “second peak” is associated with a new phase transition in the system. This can be difficult to see in experiments because samples can be significantly out of equilibrium, as shown by the dependences of the loops on the external field sweep rate.

Vortex flow in driven type II superconductors also shows strong memory and history dependent effects. We have shown how creep and transport properties in driven media are related. We proposed a scenario for a broad set of these kind of phenomena ranging from “rejuvenation” and “stiffening” of the system response, “memory” and “irreversibility” in I-V characteristics, to history dependent critical currents.

The emerging unifying scenario of magnetic and transport properties in vortex physics has interesting relations with off equilibrium phenomena in other glass formers and complex fluids such as random magnets and supercooled liquids.

Acknowledgement HJJ is supported by the British EPSRC. MN acknowledges support from INFM-PRA(HOP) and INFM-PCI.


text:
# Limit theorems for the painting of graphs by clusters11footnote 1Preprint

## 1 Introduction

The aim of this paper is to give some results concerning a pretty and natural model for the dependent coloring of vertices of a graph. This model has been recently introduced by Häggström \[Häg00\], who presented the first results, concerning essentially the presence (or absence) of percolation and the quasilocality properties. The model is easily described: choose a graph at random according to bond percolation, and then paint randomly and independently the different clusters, each cluster beeing monochromatic. There are several motivations for the study of such a model, the most relevant being its links with Ising or Potts models. We refer to the examples of the present article and to the introduction of Häggström’s paper for detailed motivations.

In Häggström’s model, the panel was constituted by a finite number of colours, which were chosen according to a measure $`\nu `$ on $``$ with finite support. For our purpose, the natural assumptions will only be the existence of a first or a second moment for $`\nu `$.

Actually, we will study the mean magnetization in large boxes: we will identify the limit

$$M=\begin{array}{c}\\ lim\\ n\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|}\underset{x\mathrm{\Lambda }_n}{}X(x),$$

and determinate its variations: we will prove central limit theorems for quantities such that

$$\frac{1}{(|\mathrm{\Lambda }_n|)^{1/2}}\left((\underset{x\mathrm{\Lambda }_n}{}X(x))|\mathrm{\Lambda }_n|M\right).$$

There are several natural questions: when is $`M`$ deterministic ? What is the influence of the underlying bond percolation ? When is there convergence to a normal law in the Central Limit Theorem ?

These questions can be asked in two different approach. We shall use here the vocabulary usually used in the theory of random media.

* The quenched point of view: limit theorems are formulated once the graph has been (randomly) fixed.
* The annealed point of view: limit theorems are formulated under the randomization of the graph.

Indeed, we will show that the properties of the underlying percolation process roughly influence the behaviour of the colorying model. In the subcritical case, the limit magnetization is deterministic and the Central Limit Theorem admits a Gaussian limit. A contrario, the limit magnetization is not deterministic in the supercritical case and the limit of the Central Limit Theorem is not Gaussian, except in the particular model with exactly two colors which are equally probable. As examples, we will study the case where $`\nu `$ is ”+/-” valued and the case where $`\nu `$ is a Gaussian measure.

## 2 Notations

We will deal here with stochastic processes indexed by $`^d`$. Their definition will be related to some subgraphs of the $`d`$-dimensional cubic lattice $`𝕃^d`$, which is defined by $`𝕃^d=(^d,E_d)`$, where $`E_d=\{\{x,y\}^d;_{i=1}^d|x_iy_i|=1\}`$. In the following, the expression ”subgraph of $`𝕃^d`$” will always be employed for each graph of the form $`G=(^d,E)`$ where $`E`$ is a subset of $`E_d`$. We say that two vertices $`x,y^d`$ are adjacent in $`G`$ if $`\{x,y\}E`$. Two vertices $`x,y^d`$ are said to be connected in $`G`$ if one can find a sequence of vertices containing $`x`$ and $`y`$ such that each element of the sequence is connected in $`G`$ with the next one. A subset $`C`$ of $`^d`$ is said to be connected if each pair of vertices in $`C`$ are connected. The maximal connected sets are called the connected components. They partition $`^d`$. The connected component of $`x`$ and is denoted by $`C(x)`$. Note that the connected components are also called clusters. Conversely, a subset $`D`$ of $`^d`$ is said to be independent if no pair in $`D`$ is constituted by adjacent vertices.

We will consider here subgraphs of $`𝕃^d`$ which are generated by Bernouilli bond percolation on $`𝕃^d`$. Thus, we will denote by $`\mu _p`$ the image mesure of $`(\{0,1\}^{E_d},(\{0,1\}^{E_d}),((1p)\delta _0+p\delta _1)^{E_d})`$ by

$$x(^d,\{eE_d;x_e=1\}),$$

where $`p(0,1)`$.

Let us choose a graph $`G`$ at random under $`\mu _p`$ and recall the definition of some basic objects in percolation theory.

* The probability that $`0`$ belongs to an infinite cluster:
$`\theta (p)=\mu _p(|C(0)|=+\mathrm{}).`$
* The critical probability:
$`p_c=inf\{p(0,1);\theta (p)>0\}`$.
* The mean size of a finite cluster:
$`\chi ^f(p)=_{k=1}^+\mathrm{}k\mu _p(|C(0)|=k).`$
* The number of open clusters per vertex
$`\kappa (p)=_{k=1}^+\mathrm{}k^1\mu _p(|C(0)|=k).`$

The following results will be currently used:

* $`\mu _p`$ is translation-invariant. As it is isomorphic to $`(\{0,1\}^{E_d},(\{0,1\}^{E_d}),((1p)\delta _0+p\delta _1)^{E_d})`$, its tail $`\sigma `$-field is trivial and the ergodic theorem can be employed with full power.
* If $`p(0,p_c)`$, then $`G`$ contains no infinite cluster.
* If $`p(p_c,1)`$, then $`G`$ contains $`\mu _p`$ almost surely one unique infinite cluster.
* If $`pp_c`$, then $`\chi ^f(p)<+\mathrm{}`$.

If $`G`$ is a subgraph of $`𝕃^d`$ and if $`\nu `$ is a probability measure on $``$, we will define the color-probability $`P^{G,\nu }`$ as follows: $`P^{G,\nu }`$ is the only measure on $`(^^d,(^^d))`$ under which the canonical projections $`X_i`$ – defined, as usually by $`X_i(\omega )=\omega _i`$ – satisfy

* For each $`i^d`$, the law of $`X_i`$ is $`\nu `$.
* For each independent set $`S^d`$, the variables $`(X_i)_{iS}`$ are independent.
* For each connected set $`S^d`$, the variables $`(X_i)_{iS}`$ are identical.

The randomized color-measure is defined by

$$P^{p,\nu }=P^{G,\nu }𝑑\mu _p(G).$$

We also note $`\mathrm{\Lambda }_n=\{n,\mathrm{},n\}^d`$.

## 3 Laws of large numbers

### 3.1 Quenched Law of large numbers

###### Theorem 1.

Let $`\nu `$ be a probability measure on $``$ with a first moment. We put $`m=_{}x𝑑\nu (x)`$. Let $`p(0,1)\backslash \{p_c\}`$

For $`\mu _p`$ almost $`G`$, we have the following result :

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|}\underset{x\mathrm{\Lambda }_n}{}X(x)=(1\theta (p))m+\theta (p)ZP^{G,\nu }\text{ almost surely},$$

where $`Z`$ is the value taken by $`X()`$ along the infinite component if it exists, and 0 else.

###### Proof.

The following lemma will be of higher importance in the following.

###### Lemma 1.

For each subgraph $`G`$ of $`𝕃^d`$, let us denote by $`(A_i)_{iI}`$ the partition of $`G`$ in connected component.

Then, if $`pp_c`$, we have for $`\mu _p`$ almost $`G`$, we have

$$\underset{n\mathrm{}}{lim}\frac{1}{|\mathrm{\Lambda }_n|}\underset{iI;|A_i|<+\mathrm{}}{}|A_i\mathrm{\Lambda }_n|^2=\chi ^f(p),$$

where

$$\chi ^f(p)=\underset{k=1}{\overset{+\mathrm{}}{}}kP(C(0)=k).$$

###### Proof.

Let us define $`C^{}(x)`$ by

$$C^{}(x)=\{\begin{array}{cc}C(x)\hfill & \text{ if }|C(x)|<+\mathrm{}\hfill \\ \mathrm{}\hfill & \text{else}\hfill \end{array}$$

and $`C_n^{}(x)=C^{}(x)\mathrm{\Lambda }_n`$.

It is easy to see that

$$\underset{iI;|A_i|<+\mathrm{}}{}|A_i\mathrm{\Lambda }_n|^2=\underset{x\mathrm{\Lambda }_n}{}|C_n^{}(x)|.$$
(1)
We have $`C_n^{}(x)C(x)`$, and the equality holds if and only if $`C^{}(x)\mathrm{\Lambda }_n`$.

The quantity residing in connected components intersecting the boundary of $`\mathrm{\Lambda }_n`$ can be controlled using well-known results about the distribution of the size of finite clusters. In both subcritical case and supercritical case, we can found $`K>0`$ and $`\beta >0`$ such that

$$P(+\mathrm{}>|C(x)|n)\mathrm{exp}(Kn^\beta ).$$

(We can take $`\beta =1`$ when $`p<p_c`$ and $`\beta =(d1)/d`$ if $`p>p_c`$. See for example the reference book of Grimmett \[Gri99\] for a detailed historical bibliography. ) It follows from a standard Borel-Cantelli argument that for $`\mu _p`$ almost $`G`$, there exists a (random) $`N`$ such that

$$nN\underset{x\mathrm{\Lambda }_n}{\mathrm{max}}|C^{}(x)|(\mathrm{ln}n)^{2/\beta }.$$

If follows that for each $`x\mathrm{\Lambda }_{n(\mathrm{ln}n)^{2/\beta }}`$, $`C^{}(x)`$ is completely inside $`\mathrm{\Lambda }_n`$, and therefore $`C^{}(x)=C_n^{}(x).`$ Then,

$`{\displaystyle \underset{x\mathrm{\Lambda }_{n(\mathrm{ln}n)^{2/\beta }}}{}}|C^{}(x)|`$ $``$ $`{\displaystyle \underset{x\mathrm{\Lambda }_n}{}}|C_n^{}(x)|{\displaystyle \underset{x\mathrm{\Lambda }_n}{}}|C^{}(x)|`$
$`{\displaystyle \frac{1}{|\mathrm{\Lambda }_n|}}{\displaystyle \underset{x\mathrm{\Lambda }_{n(\mathrm{ln}n)^{2/\beta }}}{}}|C^{}(x)|`$ $``$ $`{\displaystyle \frac{1}{|\mathrm{\Lambda }_n|}}{\displaystyle \underset{x\mathrm{\Lambda }_n}{}}|C_n^{}(x)|{\displaystyle \frac{1}{|\mathrm{\Lambda }_n|}}{\displaystyle \underset{x\mathrm{\Lambda }_n}{}}|C^{}(x)|`$
By the ergodic theorem, we have $`\mu _p`$ almost surely

$$\underset{n+\mathrm{}}{lim}\frac{1}{|\mathrm{\Lambda }_n|}\underset{x\mathrm{\Lambda }_n}{}|C^{}(x)|=𝔼|C^{}(0)|=\chi ^f(p).$$

Since $`lim_{n+\mathrm{}}\frac{|\mathrm{\Lambda }_{n(\mathrm{ln}n)^{2/\beta }}|}{|\mathrm{\Lambda }_n|}=1`$ , the result follows.

Remark If we forget technical controls, the key point of this proof is the identity (1). It is interesting to note that Grimmett \[Gri99\] used an analogous trick to prove that $`\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}k(n)/|\mathrm{\Lambda }_n|=\kappa (p)`$ almots surely, when $`k(n)`$ is the number of open clusters in $`\mathrm{\Lambda }_n`$.

Let $`(a_i)_{i1}`$ be a sequence such that for each $`x^d`$, there exists exactly one $`a_i`$ connected to $`x`$ in $`G`$. Then

$$\underset{x\mathrm{\Lambda }_n}{}X(x)=\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}|C_n^{}(a_i)|X(a_i)+Z|\mathrm{\Lambda }_nI|,$$
(2)
where $`I`$ is the infinite connected component ($`\mathrm{}`$ if there is none). Since

$$|\mathrm{\Lambda }_nI|=\begin{array}{c}\\ \\ x\mathrm{\Lambda }_n\end{array}11_{|C(x)|=+\mathrm{}},$$

it follows from the ergodic theorem that

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|}|\mathrm{\Lambda }_nI|=𝔼11_{|C(0)|=+\mathrm{}}=\theta (p)$$
(3)
for $`\mu _p`$ almost $`G`$. From now on, we will suppose that $`G`$ is a such a graph, and that, moreover, it is such that the conclusions of lemma 1 hold – $`\mu _p`$ almost all graph is such that.

Now, our goal is to apply a light improvement of the well-known proof of Etemadi \[Ete81\] for the law of large number. Let us state our result.

###### Proposition 1.

Let $`(X_n)_{n1}`$ be a sequence of pairwise independent and identically distributed variables. We suppose that $`X_1`$ is integrable and note $`m=𝔼X_1`$. Let also be $`(\alpha _{i,n})_{i,n_+}`$ be a doubly indexed sequence of non-negative numbers such that

* $$n_+k(n)=|\{i_+;\alpha _{i,n}0\}|<+\mathrm{}.$$
* $$i_+\text{the sequence }(\alpha _{i,n})_{n1}\text{is a non-decreasing converging sequence}.$$
* $$\frac{_{i=1}^+\mathrm{}\alpha _{i,n}^2}{\left(_{i=1}^+\mathrm{}\alpha _{i,n}\right)^2}=O(\frac{1}{k(n)}).$$
* $$A>0,d1k(n)An^d.$$
* $$B>0,e>0\underset{i=1}{\overset{+\mathrm{}}{}}\alpha _{i,n}Bn^e.$$

Then, almost surely

$$\underset{n+\mathrm{}}{lim}\frac{\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}\alpha _{i,n}X_i}{\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}\alpha _{i,n}}=m.$$

###### Proof.

By linearity, it is sufficient to prove the theorem for nonnegative random variables. Assume then that $`X_n0`$. Moreover, we can assume without loss that $`\alpha _{i,n}=0`$ for $`i>k(n)`$. This can be done by permuting columns of the matrix $`(\alpha _{i,n})`$. Let $`d(n)=_{i=1}^+\mathrm{}\alpha _{i,n}.`$ We define $`S_n=_{i=1}^{k(n)}\alpha _{i,n}X_i`$ and $`Q_n=S_n/d_n`$. We also consider the truncated variables $`Y_i=X_i11_{X_ik(i)}`$ and associated sums and quotients: $`S_n^{}=_{i=1}^{k(n)}\alpha _{i,n}Y_i`$ and $`Q_n^{}=S_n^{}/d_n`$.

$`\text{Var }S_n^{}`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{k(n)}{}}}\alpha _{i,n}^2\text{Var }Y_i`$
$``$ $`{\displaystyle \underset{i=1}{\overset{k(n)}{}}}\alpha _{i,n}^2𝔼Y_i^2`$
$``$ $`{\displaystyle \underset{i=1}{\overset{k(n)}{}}}\alpha _{i,n}^2𝔼X_i^211_{X_ik(i)}`$
$``$ $`\left({\displaystyle \underset{i=1}{\overset{k(n)}{}}}\alpha _{i,n}^2\right)𝔼X_1^211_{X_1k(n)}`$
It follows that there exists $`K>0`$ such that

$$n1\text{Var }Q_n^{}K\frac{1}{k(n)}𝔼X_1^211_{X_1k(n)}.$$

Now, fix $`\beta >1`$ and define $`u_n`$ to be the integer which is the closest to $`\beta ^n`$. Then

$$\underset{n=1}{\overset{+\mathrm{}}{}}\text{Var }Q_{u_n}K𝔼X_1^2\underset{n=1}{\overset{+\mathrm{}}{}}\frac{1}{k(u_n)}11_{X_1k(u_n)}$$

But since $`k(u_n)A\beta ^{nd}`$, it is easy to prove that

$$\underset{n=N}{\overset{+\mathrm{}}{}}\frac{1}{k(u_n)}=O(\frac{1}{k(u_n)}).$$

Then, there exists $`C>0`$ such that

$$N1\underset{n=N}{\overset{+\mathrm{}}{}}\frac{1}{k(u_n)}C\frac{1}{k(u_n)}.$$

Now,

$`{\displaystyle \underset{n=1}{\overset{+\mathrm{}}{}}}\text{Var }Q_{u_n}^{}`$ $``$ $`K𝔼X_1^2{\displaystyle \underset{n:k(u_n)X_1}{}}{\displaystyle \frac{1}{k(u_n)}}`$
$``$ $`KC𝔼X_1^2{\displaystyle \frac{1}{k(inf\{n;k(u_n)X_1\})}}`$
$``$ $`KC𝔼X_1^2{\displaystyle \frac{1}{X_1}}=KC𝔼X_1<+\mathrm{}`$
It follows from Chebyshev’s inequality and the first Borel-Cantelli lemma that

$$Q_{u_n}^{}𝔼Q_{u_n}^{}0\text{ a.s.}$$

By monotone convergence,

$$\underset{n+\mathrm{}}{lim}𝔼Y_n=\underset{n+\mathrm{}}{lim}𝔼X_111_{X_1k(n)}=𝔼X_1.$$

Let $`N`$ be such that $`|𝔼Y_k𝔼X_1|\epsilon `$ for $`k>N`$. Then, for $`nN`$

$$|𝔼Q_{u_n}𝔼X_1|\frac{𝔼X_1}{d_n}\left(\underset{i=1}{\overset{N}{}}\underset{k+\mathrm{}}{lim}\alpha _{i,k}\right)+\epsilon .$$

Then, $`\overline{lim}_{n+\mathrm{}}|𝔼Q_n^{}𝔼X_1|\epsilon `$, and since $`\epsilon `$ is arbitrary, $`lim𝔼Q_n^{}=𝔼X_1`$. It follows that

$$Q_{u_n}^{}𝔼X_1\text{ a.s.}$$

Now, we go back to not truncated variables. Since $`A^{}=sup_nn/k(n)<+\mathrm{}`$, we have

$$\underset{n=1}{\overset{+\mathrm{}}{}}P(X_nY_n)=\underset{n=1}{\overset{+\mathrm{}}{}}P(X_n>k(n))=\underset{n=1}{\overset{+\mathrm{}}{}}P(X_1>k(n))\underset{n=1}{\overset{+\mathrm{}}{}}P(X_1>A^{}n)A^{}𝔼X_1<+\mathrm{}$$

It follows that for almost all $`\omega `$, there exists $`n(\omega )`$ such that $`X_k(\omega )=Y_k(\omega )`$ for $`kn(\omega )`$. Then, for $`nn(\omega )`$

$$|Q_n(\omega )Q_n^{}(\omega )|\frac{1}{d_n}\underset{i=1}{\overset{n(\omega )}{}}\left(\underset{k+\mathrm{}}{lim}\alpha _{i,k}\right)X_i(\omega )).$$

It follows that

$$Q_{u_n}𝔼X_1\text{ a.s.}$$

If $`u_nku_{n+1}`$, then since $`(S_n)_{n1}`$ is non-decreasing, we have

$$\frac{d_{u_n}}{d_{u_{n+1}}}Q_{u_n}Q_k\frac{d_{u_{n+1}}}{d_{u_n}}Q_{u_{n+1}}.$$

Since $`\frac{d_{u_{n+1}}}{d_{u_n}}\beta ^e`$, it follows that

$$\frac{1}{\beta ^e}𝔼X_1\underset{¯}{lim}_{k+\mathrm{}}Q_k\overline{lim}_{k+\mathrm{}}Q_k\beta ^e𝔼X_1$$

Since this is true for each $`\beta >1`$, we have proved that

$$\underset{k+\mathrm{}}{lim}Q_k=𝔼X_1\text{ a.s.}$$

Our goal is to apply this result to the sequence $`(\alpha _{i,n})`$ defined by $`\alpha _{i,n}=|C_n^{}(a_i)|`$. Since the sequences $`(C_n^{}(x))_{n1}`$ are non-decreasing, so are the sequences $`(\alpha _{i,n})_{n1}`$. Indeed, we have $`\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\alpha _{i,n}=|C(a_i)|<+\mathrm{}`$. Moreover,

$$\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}\alpha _{i,n}=|\mathrm{\Lambda }_n\backslash I|.$$
(4)
Since the $`\alpha _{i,n}`$’s are natural numbers, it follows that $`k(n)`$ is finite. In fact, $`k(n)`$ is the number of finite components which intersect $`\mathrm{\Lambda }_n`$. Together with the ergodic theorem, (4) gives

$$\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}\alpha _{i,n}(1\theta (p))|\mathrm{\Lambda }_n|(1\theta (p))2^dn^d.$$
(5)
As already mentioned, Grimmett has proved that

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}k(n)/|\mathrm{\Lambda }_n|=\kappa (p).$$
(6)
Then, we have

$$k(n)\kappa (p)2^dn^d$$
(7)
We must now prove that

$$\frac{_{i=1}^+\mathrm{}\alpha _{i,n}^2}{\left(_{i=1}^+\mathrm{}\alpha _{i,n}\right)^2}k(n)$$

is bounded. But

$$\frac{_{i=1}^+\mathrm{}\alpha _{i,n}^2}{\left(_{i=1}^+\mathrm{}\alpha _{i,n}\right)^2}k(n)(1\theta (p))^2\frac{_{i=1}^+\mathrm{}\alpha _{i,n}^2}{|\mathrm{\Lambda }_n|}\frac{k(n)}{|\mathrm{\Lambda }_n|}$$

Using the conclusions of lemma 1 and (6), we get

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{_{i=1}^+\mathrm{}\alpha _{i,n}^2}{\left(_{i=1}^+\mathrm{}\alpha _{i,n}\right)^2}k(n)=\frac{\chi ^f(p)}{(1\theta (p))^2}\kappa (p),$$

which completes the checking of the assumptions. It follows that

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n\backslash I|}\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}|C_n^{}(a_i)|X(a_i)=m\text{ a.s}.$$
(8)
Since $`|\mathrm{\Lambda }_n\backslash I|(1\theta (p))|\mathrm{\Lambda }_n|`$, it comes from (2),(3) and (8) that

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|}\underset{x\mathrm{\Lambda }_n}{}X(x)=(1\theta (p))m+\theta (p)ZP^{G,\nu }\text{ almost surely}.$$

We will now formulate an easy, but important corollary.

###### Corollary 1.

* $`Z`$ is measurable with respect to the tail $`\sigma `$-field

$$𝒯=\begin{array}{c}\\ \\ n1\end{array}_{^d\backslash \mathrm{\Lambda }_n},$$

where $`_S`$ is the $`\sigma `$-field generated by the $`(X_i)_{iS}`$.
* For $`p>p_c`$, $`𝒯`$ is not trivial under $`P^{G,\nu }`$ for $`\mu _p`$ almost every $`G`$ as soon as $`\nu `$ is not a Dirac measure.

###### Proof.

The first point is a consequence of the formula given in theorem 1 and the second point is a consequence of the first one, because $`Z`$ is non constant as soon as $`\nu `$ is not a Dirac measure. ∎

The fact that $`Z`$ is $`𝒯`$-measurable will be important for the formulation of annealed results, because the environment is forgotten once we have randomized under $`\mu _p`$. Indeed, whereas the infinite component can not always be recovered, the value of $`X()`$ along this component can.

### 3.2 Annealed Law of large numbers

In this case, the annealed theorem is an easy consequence of the quenched one.

###### Corollary 2.

Let $`\nu `$ be a probability measure on $``$ with a first moment. We put $`m=_{}x𝑑\nu (x)`$.

Then, for $`p(0,1)\backslash \{p_c\}`$ :

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|}\underset{x\mathrm{\Lambda }_n}{}X(x)=(1\theta (p))m+\theta (p)ZP^{p,\nu }\text{ almost surely},$$

where $`Z`$ is the value taken by $`X()`$ along the infinite component if it exists, and 0 else.

###### Proof.

Let $`C=\{\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|}_{x\mathrm{\Lambda }_n}X(x)=(1\theta (p))m+\theta (p)Z\}`$. We have

$$P^{p,\nu }(C)=P^{G,\nu }(C)𝑑\mu _p(G)=1𝑑\mu _p(G)=1,$$

since $`P^{G,\nu }(C)=1`$ for $`\mu _p`$ almost $`G`$. ∎

Of course, the existence of the annealed limit is not an hard result: since $`P^{p,\nu }`$ is invariant under the translations, the ergodic theorem ensures that

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|}\underset{x\mathrm{\Lambda }_n}{}X(x)=𝔼[X_0|𝒯]\text{ almost surely}.$$
(9)
Indeed, the annealed law of large number could be rephrased in

$$𝔼[X_0|𝒯]=(1\theta (p))m+\theta (p)Z$$
(10)
Here is the annealed result analogous to corollary 1. It can be seen as a consequence of (10).

###### Corollary 3.

For $`p>p_c`$, $`𝒯`$ is not trivial under $`P^{p,\nu }`$ as soon as $`\nu `$ is not a Dirac measure.

### 3.3 Examples

#### 3.3.1 ”+/-” valued spin system

It is the simplest models that we can study: only two values are taken: ”+1” and ”-1”, with probability $`\alpha `$ and $`1\alpha `$. In the terminology of Häggström \[Häg99\], it is denoted as the $`r+s`$-state fractional fuzzy Potts model at inverse temperature $`\frac{1}{2}\mathrm{ln}(1p)`$, with $`r=\alpha `$ and $`s=1\alpha `$. This name refers to the fact that the fuzzy Potts model can be realized using random clusters by an analogous painting procedure. For more details, see Häggström \[Häg99\].

We can also remark that for $`\mu _p`$ almost $`G`$, we have

$$P^{G,(1\alpha )\delta _1+\alpha \delta _{+1}}=\alpha \begin{array}{c}\\ lim\\ \beta +\mathrm{}\end{array}_{G,\beta ,h}^++(1\alpha )\begin{array}{c}\\ lim\\ \beta +\mathrm{}\end{array}_{G,\beta ,h}^{},$$

where $`\begin{array}{c}\\ lim\\ \beta +\mathrm{}\end{array}_{G,\beta ,h}^+`$ (resp. $`\begin{array}{c}\\ lim\\ \beta +\mathrm{}\end{array}_{G,\beta ,h}^{}`$)is the Ising Gibbs measure on $`G`$ at inverse temperature $`\beta `$ with the external field $`h=\frac{1}{2}\mathrm{ln}(\alpha /(1\alpha ))`$ which is maximal (resp. minimal) for the stochastic domination. Thus,

$$P^{p,(1\alpha )\delta _1+\alpha \delta _{+1}}=\begin{array}{c}\\ lim\\ \beta +\mathrm{}\end{array}\alpha _{G,\beta ,h}^++(1\alpha )_{G,\beta ,h}^{}d\mu _p.$$

In this sense, we can say that $`P^{p,(1\alpha )\delta _1+\alpha \delta _{+1}}`$ arises at the zero temperature limit of an Ising model on a randomly diluted lattice. For precise definitions and results relative to Ising ferromagnets on random subgraphs generated by bond percolation, see Georgii \[Geo81\] and also the recent article of Häggström, Schonmann and Steif \[HSS00\].

If we choose $`\nu =(1\alpha )\delta _1+\alpha \delta _1`$ with $`\alpha (0,1)`$, it follows that the magnetization is

$`M=\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}{\displaystyle \frac{1}{|\mathrm{\Lambda }_n|}}{\displaystyle \underset{x\mathrm{\Lambda }_n}{}}X(x)=\{\begin{array}{cc}2\alpha (1\theta (p))+2\theta (p)1\hfill & \text{ with probability }\alpha \hfill \\ 2\alpha (1\theta (p))1\hfill & \text{ with probability }1\alpha \hfill \end{array}`$ (14)
When $`p(0,p_c)`$, the magnetization is deterministic. Moreover, it follows from (14) that the signum of the magnetization is deterministic if and only if

$$\mathrm{max}(\alpha ,1\alpha )(1\theta (p))\frac{1}{2}.$$

Note that if $`\theta (p)\frac{1}{2}`$ the signum of the magnetization can not be deterministic.

Note that in the case $`\alpha =\frac{1}{2}`$, the annealed law of the magnetization has been identified by Häggström (\[Häg00\] Proposition 2.1) using a spin-flip argument.

#### 3.3.2 A quenched Gaussian system

Here we choose $`\nu =𝒩(0,1)`$. For each $`G`$, $`P^{G,\nu }`$ is a Gaussian measure. Here, we have

$`M=\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}{\displaystyle \frac{1}{|\mathrm{\Lambda }_n|}}{\displaystyle \underset{x\mathrm{\Lambda }_n}{}}X(x)=\theta (p)Z.`$ (18)
In other words, $`M`$ is almost surely null when $`p<p_c`$ and $`M𝒩(0,\theta (p)^2)`$ when $`p>p_c`$.

We emphasize that these large numbers theorems are valid both quenched and annealed. This will not more be so simple for Central Limit theorems.

## 4 Central Limit Theorems

### 4.1 Quenched Central Limit Theorem

###### Theorem 2.

Let $`\nu `$ be a probability measure on $``$ with a second moment. We put $`m=_{}x𝑑\nu (x)`$ and $`\sigma ^2=_{}(xm)^2𝑑\nu (x)`$.

For $`\mu _p`$ almost $`G`$, we have the following results:

* *The subcritical case*
If $`p(0,p_c)`$, then

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}\left(\underset{x\mathrm{\Lambda }_n}{}(X(x)m)\right)=𝒩(0,\chi ^f(p)\sigma ^2).$$
* *The supercritical case*
If $`p(p_c,1)`$, then

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}\left(\underset{x\mathrm{\Lambda }_n\backslash I}{}(X(x)m)\right)=𝒩(0,\chi ^f(p)\sigma ^2)$$

where $`I`$ is the infinite component of $`G`$.

For simplicity, we will give the proof in the supercritical case – which contains the proof of the subcritical case.

###### Proof.

$$\underset{x\mathrm{\Lambda }_n\backslash I}{}(X(x)m)=\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}|C_n^{}(a_i)|(X(a_i)m)$$

Then

$$\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}\underset{x\mathrm{\Lambda }_n\backslash I}{}(X(x)m)=\left(\frac{s_n^2}{|\mathrm{\Lambda }_n|}\right)^{1/2}\frac{1}{s_n}\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}|C_n^{}(a_i)|(X(a_i)m),$$

with

$$s_n^2=\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}|C_n^{}(a_i)|^2.$$

By lemma 1, we have for $`\mu ^p`$ almost $`G`$ $`lim_{n+\mathrm{}}\frac{s_n^2}{|\mathrm{\Lambda }_n|}=\chi ^f(p)`$.

Now, we have just to prove

$$\frac{1}{s_n}\begin{array}{c}+\mathrm{}\\ \\ i=1\end{array}|C_n^{}(a_i)|(X(a_i)m)𝒩(0,\sigma ^2).$$
(19)
Therefore, we will prove that for $`\mu ^p`$ almost $`G`$, the sequence $`Y_{n,k}=|C_n^{}(a_i)|(X(a_i)m)`$ satisfies the Lindeberg condition. For each $`\epsilon >0`$, we have

$`{\displaystyle \underset{k=1}{\overset{+\mathrm{}}{}}}{\displaystyle \frac{1}{s_n^2}}{\displaystyle _{|Y_{n,k}|\epsilon s_n}}Y_{n,k}^2𝑑P^{G,\nu }`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{+\mathrm{}}{}}}{\displaystyle \frac{|C_n^{}(a_k)|^2}{s_n^2}}{\displaystyle _{|C_n^{}(a_k)||x|\epsilon s_n}}(xm)^2𝑑\nu (x)`$
$``$ $`{\displaystyle _{|x|\frac{\epsilon }{\eta _n}}}(xm)^2𝑑\nu (x),`$
with $`\eta _n=\frac{sup_{k1}|C_n^{}(a_k)|}{s_n}`$. Then, the Lindeberg condition is fulfilled if $`lim\eta _n=0`$. But we have already seen that $`s_n(\chi ^f(p)|\mathrm{\Lambda }_n|)^{1/2}`$, whereas $`sup_{k1}|C_n^{}(a_k)|=O((\mathrm{ln}n)^{2/\beta })`$. This concludes the proof.

### 4.2 Annealed Central Limit Theorem

###### Theorem 3.

Let $`\nu `$ be a probability measure on $``$ with a second moment. We put $`m=_{}x𝑑\nu (x)`$ and $`\sigma ^2=_{}(xm)^2𝑑\nu (x)`$. Let $`p(p_c,1)`$. We emphasize that $`G`$ is randomized under $`\mu _p`$.

* *The subcritical case*
If $`p(0,p_c)`$, then

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}(\underset{x\mathrm{\Lambda }_n}{}X(x)m|\mathrm{\Lambda }_n|))=\gamma $$

where

$$\gamma =𝒩(0,\chi ^f(p)\sigma ^2)$$
* *The supercritical case*
If $`p(p_c,1)`$, then

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}(\underset{x\mathrm{\Lambda }_n}{}X(x)((1\theta (p))m+\theta (p)Z)|\mathrm{\Lambda }_n|))=\gamma $$

where

$$\gamma \text{ is the image of }𝒩(0,\chi ^f(p)\sigma ^2)\times 𝒩(0,\sigma _p^2)\times \nu \text{ by }(x,y,z)x+y(zm),$$

with

$$\sigma _p^2=\begin{array}{c}\\ \\ k^d\end{array}(P(0I\text{and }kI)\theta (p)^2),$$

where $`I`$ is the infinite component of $`G`$.

In the subcritical case, the Annealed Central Limit Theorem is a simple consequence of the Quenched Central Limit Theorem.

In order to prove this result in the supercritical case, we will need a Central Limit Theorem related to the variations of the size of the intersection of the infinite cluster with large boxes.

###### Proposition 2.

Under $`\mu _p`$, we have

$$\frac{|\mathrm{\Lambda }_nI|\theta (p)|\mathrm{\Lambda }_n|}{|\mathrm{\Lambda }_n|^{1/2}}𝒩(0,\sigma _p^2),$$

where $`I`$ is the infinite component of $`G`$.

###### Proof.

$$|\mathrm{\Lambda }_nI(\omega )|\theta (p)|\mathrm{\Lambda }_n|=\underset{k\mathrm{\Lambda }_n}{}f(T^k\omega ),$$

where $`T^k`$ is the translation operator defined by $`T^k(\omega )=(\omega _{n+k})_{n^d}`$ and $`f=11_{\{|C(0)|=+\mathrm{}\}}\theta (p)`$. Moreover $`f`$ is an increasing function and $`\mu ^p`$ satisfies the FKG inequalities. Then, $`(f(T^k\omega ))_{k^d})`$ is a stationary random field of square integrable satisfying to the FKG inequalities. Therefore, according to Newman \[New80\], the Central Limit Theorem is true if we prove that the quantity

$$\underset{k^d}{}\text{Cov}(f,fT^k)$$

is finite. But $`\text{Cov}(f,fT^k)=\text{Cov}(Y_0,Y_k),`$ with $`Y_k=11_{|C(k)|<+\mathrm{}\}}`$. Now,

$$Y_k=\underset{n=0}{\overset{+\mathrm{}}{}}F_{n,k},\text{with }F_{n,k}=11_{\{|C(k)|=n\}}.$$

Hence

$`\text{Cov}(Y_0,Y_k)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{+\mathrm{}}{}}}{\displaystyle \underset{p=0}{\overset{+\mathrm{}}{}}}\text{Cov}(F_{n,0},F_{p,k})`$
$`=`$ $`{\displaystyle \underset{n=0}{\overset{+\mathrm{}}{}}}\left(\text{Cov}(F_{n,0},F_{n,k})+2{\displaystyle \underset{p=0}{\overset{n1}{}}}\text{Cov}(F_{n,0},F_{p,k})\right)`$
$`=`$ $`{\displaystyle \underset{n>k/21}{\overset{+\mathrm{}}{}}}\left(\text{Cov}(F_{n,0},F_{n,k})+2{\displaystyle \underset{p=0}{\overset{n1}{}}}\text{Cov}(F_{n,0},F_{p,k})\right)`$
$`=`$ $`{\displaystyle \underset{n>k/21}{\overset{+\mathrm{}}{}}}\text{Cov}(F_{n,0},F_{n,k}+2{\displaystyle \underset{p=0}{\overset{n1}{}}}F_{p,k}),`$
because $`F_{n,0}`$ and $`F_{p,k}`$ are independent as soon as $`kp+n+2`$. Since $`F_{n,0}0`$ and $`0F_{n,k}+2_{p=0}^{n1}F_{p,k}2`$, we have

$$|\text{Cov}(F_{n,0},F_{n,k}+2\underset{p=0}{\overset{n1}{}}F_{p,k})|2𝔼F_{n,0}=2P(|C(0)|=n).$$

Then, $`\text{Cov}(Y_0,Y_k)|_{n>k/21}^+\mathrm{}2P(|C(0)|=n)`$ and

$$\underset{k^d}{}\text{Cov}(f,fT^k)2\begin{array}{c}+\mathrm{}\\ \\ n=1\end{array}|\mathrm{\Lambda }_{2(n+1)}|P(|C(0)|=n).$$

Since Kesten and Zhang \[KZ90\] have proved the existence of $`\eta (p)>0`$ such that

$$n_+P(|C(0)|=n)\mathrm{exp}(\eta (p)n^{(d1)/d}),$$

it follows that the series converges. Of course, a so sharp estimate is not necessary for our purpose. Estimates derived from Chayes, Chayes and Newman \[CCN87\], and from Chayes, Chayes, Grimmett, Kesten and Schonmann \[CCG<sup>+</sup>89\] would have been sufficient. ∎

###### Proof.

Rearranging the terms of the sum, we easily obtain

$$(\underset{x\mathrm{\Lambda }_n}{}X(x)((1\theta (p))m+\theta (p)Z)|\mathrm{\Lambda }_n|))=_{x\mathrm{\Lambda }_n\backslash I}(X(x)m)+(Zm)(|I\mathrm{\Lambda }_n||\mathrm{\Lambda }_n|\alpha )$$

We will now put

$$Q_n=\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}(\underset{x\mathrm{\Lambda }_n}{}X(x)((1\theta (p))m+\theta (p)Z)|\mathrm{\Lambda }_n|)),$$

and define

$$t\varphi _n(t)=𝔼\mathrm{exp}(iQ_n)$$

and

$$t\varphi _{n,z}(t)=𝔼\mathrm{exp}(iQ_n)|\{Z=z\}$$

As usually, it means that $`𝔼(\mathrm{exp}(iQ_t)|Z)=\varphi _{n,z}(Z)`$. It is also important to emphasize that the following properties are fulfilled under $`P^{p,\nu }`$:

* $`G`$ is independent from $`Z`$.
* $`(X_k11_{kI})_{k^d}`$ is independent from $`Z`$.

Therefore, we have

$$\varphi _{n,z}(t)=𝔼\mathrm{exp}(\frac{it}{|\mathrm{\Lambda }_n|^{1/2}}\underset{x\mathrm{\Lambda }_n\backslash I}{}(X(x)m)+(zm)(|I\mathrm{\Lambda }_n||\mathrm{\Lambda }_n|\alpha ))$$

Conditioning by $`\sigma (G)`$ and using the fact that $`I`$ is $`\sigma (G)`$-measurable, we get $`\varphi _{n,z}(t)=𝔼f_n(t,.)g_n((zm)t,.)`$, with

$`f_n(t,\omega )`$ $`=`$ $`𝔼\mathrm{exp}({\displaystyle \frac{it}{|\mathrm{\Lambda }_n|^{1/2}}}{\displaystyle \underset{x\mathrm{\Lambda }_n\backslash I}{}}(X(x)m)|\sigma (G)`$
$`=`$ $`{\displaystyle }\mathrm{exp}({\displaystyle \frac{it}{|\mathrm{\Lambda }_n|^{1/2}}}{\displaystyle \underset{x\mathrm{\Lambda }_n\backslash I(\omega )}{}}(X(x)m)dP^{G(\omega ),\nu }`$
and

$`g_n(t,\omega )`$ $`=`$ $`\mathrm{exp}({\displaystyle \frac{it}{|\mathrm{\Lambda }_n|^{1/2}}}(|I(\omega )\mathrm{\Lambda }_n||\mathrm{\Lambda }_n|\alpha ))`$
By theorem 2 we have for each $`t`$ and $`P^{p,\nu }`$ almost $`\omega `$: $`\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}f_n(t,\omega )=\mathrm{exp}(\frac{t^2}{2}\chi ^f(p)\sigma ^2)`$ Then, by dominated convergence

$$\underset{n+\mathrm{}}{lim}𝔼(f_n(t,.)\mathrm{exp}(\frac{t^2}{2}\chi ^f(p)\sigma ^2))g_n((zm)t,.)=0.$$

Then

$`\underset{n+\mathrm{}}{lim}𝔼f_n(t,.)g_n((zm)t,.)`$ $`=`$ $`\underset{n+\mathrm{}}{lim}\mathrm{exp}({\displaystyle \frac{t^2}{2}}\chi ^f(p)\sigma ^2)𝔼g_n((zm)t,.)`$
$`=`$ $`\mathrm{exp}({\displaystyle \frac{t^2}{2}}\chi ^f(p)\sigma ^2)\mathrm{exp}({\displaystyle \frac{t^2}{2}}(zm)^2\sigma _p^2)`$
where the last equality follows from Proposition 2. We have just proved that

$$\begin{array}{c}\\ lim\\ n\mathrm{}\end{array}\varphi _{n,z}(t)=\mathrm{exp}(\frac{t^2}{2}(\chi ^f(p)\sigma ^2+(zm)^2\sigma _p^2)).$$

Since $`\varphi _n(t)=\varphi _{n,z}(t)𝑑\nu (z),`$ we get

$`\begin{array}{c}\\ lim\\ n\mathrm{}\end{array}\varphi _n(t)`$ $`=`$ $`{\displaystyle \mathrm{exp}(\frac{t^2}{2}(\chi ^f(p)\sigma ^2+(zm)^2\sigma _p^2))𝑑\nu (z)}`$
$`=`$ $`{\displaystyle \mathrm{exp}(itx)𝑑\gamma (x)}.`$
By the theorem of Levy , it follows that $`Q_n\gamma .`$

### 4.3 Examples

#### 4.3.1 ”+/-” valued spin system

If we choose $`\nu =(1\alpha )\delta _1+\alpha \delta _1`$ with $`\alpha (0,1)`$, it follows that

* In the subcritical case $`p(0,p_c)`$, then

$$\gamma =\alpha 𝒩(0,4\alpha (1\alpha )\chi ^f(p)).$$
* In the supercritical case $`p(p_c,1)`$, then

$$\gamma =\alpha 𝒩(0,4\alpha (1\alpha )\chi ^f(p)+4(1\alpha )^2\sigma _p^2)+(1\alpha )𝒩(0,4\alpha (1\alpha )\chi ^f(p)+4\alpha ^2\sigma _p^2).$$

Remarks

1. For the ”+/-” valued spin system in the subcritical case, the annealed Central Limit Theorem can be simply proved without using the quenched one: since $`\omega _k𝑑P^{G,\nu }=m`$ for each $`k`$ and each $`G`$, it follows that the covariance of $`X_0`$ and $`X_k`$ under $`P^{p,\nu }`$ is

$`\text{Cov}(X_0,X_k)`$ $`=`$ $`{\displaystyle \left((\omega _0m)(\omega _km)𝑑P^{G,\nu }\right)𝑑\mu _p(G)}`$
$`=`$ $`{\displaystyle \sigma ^211_{\{kC(0)\}}𝑑\mu _p(G)}`$
$`=`$ $`\sigma ^2P(kC(0))`$
Then,

$`\begin{array}{c}\\ \\ k^d\end{array}\text{Cov}(X_0,X_k)`$ $`=`$ $`\begin{array}{c}\\ \\ k^d\end{array}{\displaystyle \sigma ^211_{\{kC(0)\}}𝑑\mu _p(G)}`$
$`=`$ $`\sigma ^2{\displaystyle \begin{array}{c}\\ \\ k^d\end{array}11_{\{kC(0)\}}𝑑\mu _p(G)}`$
$`=`$ $`\sigma ^2{\displaystyle |C(0)|𝑑\mu _p(G)}`$
$`=`$ $`\sigma ^2\chi (p),`$
with $`\chi (p)=𝔼|C(0)|=\chi ^f(p)+\theta (p)(+\mathrm{}).`$ $`\begin{array}{c}\\ \\ k^d\end{array}\text{Cov}(X_0,X_k)`$ is a convergent series when $`p<p_c`$ and a divergent one else.
In the subcritical case, the theorem of Newman \[New80\] ensures that the Central Limit is valid as soon as the translation-invariant measure $`P^{p,\nu }`$ satisfy to the F.K.G. inequalities. Since Häggström and Schramm \[Häg00\] have proved the F.K.G. inequalities for the ”+/-” valued spin system, we get a simple proof for the annealed Central Limit Theorem in this particular case.
2. In the case were $`\alpha =\frac{1}{2}`$, $`\gamma `$ is a Gaussian measure as well in the subcritical case ($`\gamma =𝒩(0,\chi ^f(p))`$) as in the supercritical case ($`\gamma =𝒩(0,\chi ^f(p)+\sigma _p^2)`$). It provides an example where there is a classical Central Limit Theorem whereas the ”susceptibility” $`\begin{array}{c}\\ \\ k^d\end{array}\text{Cov}(X_0,X_k)`$ is infinite.
It is the ”only” case with a Gaussian limit in the supercritical case, as tell the following remark.
3. If $`p(p_c,1)`$, then $`\gamma `$ is Gaussian if and only if there exist $`a,b`$ such that $`\nu =\frac{1}{2}(\delta _a+\delta _b)`$.

###### Proof.

Using the characteristic function, it is easy to see that $`\gamma `$ is Gaussian if and only if $`\gamma ^{}=𝒩(0,(zm)^2\sigma _p^2)(t)𝑑\nu (z)`$ does. Let us define, for $`k_+`$: $`m_k=z^{2k}𝑑\gamma (z)`$ . We have

$`m_k`$ $`=`$ $`{\displaystyle 𝒩(0,(zm)^2\sigma _p^2)(xx^{2k})𝑑\nu (z)}`$
$`=`$ $`{\displaystyle \frac{(2k)!}{k!2^k}(zm)^{2k}𝑑\nu (z)}`$
$`=`$ $`{\displaystyle \frac{(2k)!}{k!2^k}}{\displaystyle (zm)^{2k}𝑑\nu (z)}`$
By definition of $`\gamma ^{}`$, $`\gamma ^{}`$ is a symmetric measure. So if $`\gamma ^{}`$ if Gaussian, it is centered and we have

$$k_+m_k=\frac{(2k)!}{k!2^k}m_1^k.$$

Then, we have

$$k_+(zm)^{2k}𝑑\nu (z)=m_1^k.$$

If we denote by $`\nu ^{}`$ the image of $`\nu `$ by $`z(zm)^2`$, we have

$$k_+__+z^k𝑑\nu ^{}(z)=m_1^k$$

Then, we have

$$\text{supp ess }\nu ^{}=\underset{k+\mathrm{}}{lim}\left(__+z^k𝑑\nu ^{}(z)\right)^{1/k}=m_1=__+z𝑑\nu ^{}(z)$$

It follow that for $`\nu ^{}`$ almost $`z`$, $`z=\text{supp ess }\nu ^{}`$: $`\nu ^{}`$ is a Dirac measure. Therefore, $`\text{supp }\nu \{m\sqrt{m_1},m+\sqrt{m_1}\}`$. Since $`m=z𝑑\nu (z)`$, we necessary have $`\nu (m\sqrt{m_1})=\nu (m+\sqrt{m_1})=\frac{1}{2}`$ and then $`\nu =\frac{1}{2}(\delta _{m\sqrt{m_1}}+\delta _{m+\sqrt{m_1}})`$. ∎

#### 4.3.2 The quenched Gaussian system

In the case $`\nu =𝒩(0,1)`$, theorem 3 takes the following form:

* *The subcritical case*
If $`p(0,p_c)`$, then

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}(\underset{x\mathrm{\Lambda }_n}{}X(x)))=\gamma $$

where

$$\gamma =𝒩(0,\chi ^f(p)\sigma ^2)$$
* *The supercritical case*
If $`p(p_c,1)`$, then

$$\begin{array}{c}\\ lim\\ n+\mathrm{}\end{array}\frac{1}{|\mathrm{\Lambda }_n|^{1/2}}(\underset{x\mathrm{\Lambda }_n}{}X(x)\theta (p)Z|\mathrm{\Lambda }_n|))=\gamma $$

where

$$\gamma \text{ is the image of }𝒩(0,I_^3)\text{ by }(x,y,z)(\chi ^f(p))^{1/2}x+\sigma _pyz,$$

with

$$\sigma _p^2=\begin{array}{c}\\ \\ k^d\end{array}(P(0I\text{and }kI)\theta (p)^2),$$

where $`I`$ is the infinite component of $`G`$.

In this case $`\gamma `$ is a Gaussian measure when $`p<p_c`$ whereas $`\gamma `$ is a Gaussian chaos of order $`2`$ for $`p>p_c`$.