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# A New Source of Reaction - Diffusion Coupling in Confined Systems due to Temperature Inhomogeneity

## Abstract

Diffusion is often accompanied by a reaction or sorption which can induce temperature inhomogeneities. Monte Carlo simulations of Lennard-Jones atoms in zeolite NaCaA are reported with a hot zone presumed to be created by a reaction. Our simulations show that localised hot regions can alter both the kinetic and transport properties. Further, enhancement of the diffusion constant is greater for larger barrier height, a surprising result of considerable significance to many chemical and biological processes. We find an unanticipated coupling between reaction and diffusion due to the presence of hot zone in addition to that which normally exists via concentration.

preprint: PRL/LF8490

Diffusion within porous materials or confined geometry is still poorly understoodfaraday ; klafter  despite increased attention in recent timesbates ; krishna . Life sciences has a number of instances which relate to diffusion within confined regions - for example, ion diffusion across membranes and approach of a substrate towards an active site of an enzyme lehnin . Hydrocarbon separation and catalysis within zeolites provide instances of processes in chemistry karger . Problems involving fluid flow and excitonic transport through porous medium are examples from physical sciencesklafter . The richness of the subject partly arises from the geometry of confined systems ( the fractal nature of the pores, for instance). Further, while non-uniformity of concentration has been dealt with in great detail, that of temperature has received little attention. In particular, when temperature is inhomogeneous, the very definition of diffusion as being an activated process needs a generalization. Such non-uniformity in temperature arises routinely in biological, chemical and physical systems for variety of reasons. Here, we discuss issues relating to the possible sources of such hot spots and their influence on transport properties in the context of zeolites.

Zeolites are porous solids with pore sizes comparable to molecular dimensionsbarrer . Due to its rich and diverse catalytic as well as molecular sieve propertiesthomas1  it has attracted much attention. The existence of specific catalytic and physisorption sites coupled with their poor thermal conductivity could lead to local hot regionsthomas1 . (Typically in 10ps, the hot region decays less than a few percent). This may affect both kinetic and diffusion properties. Such a situation can arise in many biosystems as well. For instance, plasma membrane protein-encoding m-RNA IST2 is shown to have high asymmetry in concentration between the mother cell and the budref6 . One possible way of maintaining such an asymmetry against the concentration gradient is through localized hot or cold regions. In spite of the importance of such reaction induced hot spot and its influence on the diffusion of the species, this problem has not been addressed so far.

Here, we study the effect of inhomogeneous temperature presumed to be created by a ‘reaction’, on the equilibration rate and self diffusion coefficient of guest molecules in zeolites. Monte Carlo simulations on simple argon atoms in zeolite A are reported here. Our results show that self diffusion coefficient $`D`$ is increased substantially due to the presence of a hot zone. More significantly, at a conceptual level our analysis shows that local changes in temperature resulting from reactions can induce additional coupling between reaction and diffusion.

Landauerland75 , in a seminal paper, addressed the effect of a nonuniform temperature bath on the relative occupation of competing local energy minima. For the case of a bistable potential $`U(x)`$ (the curve ABCD in Fig. 1), he showed that the presence of a localized heating in a region (say BC) lying between the lower energy minimum A and the potential barrier maximum C can raise the relative population of the higher energy minimum D over that given by the Boltzmann factor $`exp(\mathrm{\Delta }E/k_BT)`$. This has come to be known as the ‘blowtorch’ effect land75 . Since this effect is rather counter intuitive, following Landauer, we convey the basic idea. Consider the motion of an overdamped particle in this potential (curve ABCD in Fig. 1) subject to a uniform temperature $`T_0`$ along the coordinate. Then, the probability of finding a particle at $`x`$ is $`P(x)exp(U(x)/k_BT_0)`$. Then the probability at A is higher than that at D. If the temperature in BC is raised to $`T_b`$, then $`P(x)exp(U(x)/k_BT_b)`$ in $`BC`$, which is much smaller than $`P(x)`$ with $`T=T_0`$ and hence $`log(P(x))`$ is flat in BC. Since $`logP(x)`$ can be considered as ‘potential’ $`U(x)/k_BT`$, raising the temperature to $`T_b`$ in $`BC`$ is equivalent to modifying the ‘potential’ to flatter curve $`BC^{}`$ (Fig. 1). Since $`P(x)`$ is unaffected in other regions, the curve outside $`BC`$ will be the same excepting that the curve $`CD`$ would start at $`C^{}`$ and end at $`D^{}`$ such that $`U(x_C)U(x_D)=U(x_C^{})U(x_D^{})`$. Thus, the point $`D`$ is brought down relative to $`A`$. Consequently, $`P(x_D)`$ is higher than at the lower minimum $`x_A`$.

A decade later an appropriate diffusion equation for a nonuniform temperature profile was derived by van Kampen vkamp , followed by additional work from Landauer himselfland1 . Recently, Bekele et al.Bekele  have shown that the escape rate is enhanced due to the presence of a hot zone. This implies that the rate of surmounting the barrier in zeolite will be increased by the presence of a hot zone and a consequent increase in diffusion constant.

The physical system we simulate consists of NaCaA zeolite with large ($``$ 11.5Å dia) cages (the supercages) interconnected by shared narrow 8-ring windows ($``$ 4.5Å dia). The potential energy landscape has a maximum near the 8-ring window and a minimum located deep within the supercage. A species arriving at a heterogeneous reaction site, assumed to be located between the window and the center of the cage, (Fig. 2) releases a heat $`q`$ creating a local hot zone. Consequently, the molecule surmounts the barrier more easily. Other molecules behind it also cross the barrier with relative ease due to the hot zone. Here, we mimic the reaction by its principal effect - the presence of a hot zone - by introducing it in between the potential maximum and minimum. In case of physisorption we assume that the heat released due to sorption is taken up by another diffusing particle. The effect arising out of the occupied volume of the adsorbent is ignored as it is negligible (for methane-NaY, this is typically 2% of the cage volume).

We consider Lennard-Jones particles confined to $`2\times 2\times 1`$ unit cells of NaCaA zeolite. There are 23 cages in each unit cell and $`4\times 4\times 2`$ cages in the x, y and z-directions. The potential along the z-direction is a symmetric double well(Fig. 2). Since the rate determining step is the passage through the 8-ring window, the distance of the particle from this plane may be considered as the diffusion coordinate. Due to lack of appropriate techniques for including non-uniformity in temperature (that is, in maintaining steady state excess temperature in a localised region) within the existing molecular dynamics algorithms, we use Metropolis Monte Carlo algorithm in the canonical ensemble where the total energy is

$$\mathrm{\Phi }=\underset{g}{}\underset{z}{}\varphi _{gz}+\frac{1}{2}\underset{g}{}\underset{g}{}\varphi _{gg}$$
(1)
and $`\varphi _{ab}=4ϵ_{ab}[(\sigma _{ab}/r)^{12}(\sigma _{ab}/r)^6];a,b=g,h`$ is the Lennard-Jones potential. Thus, the particle diffuses on the potential energy landscape of the zeolite. The potential parameters for the guest-guest and guest-host interactions are $`\sigma _{gg}`$ = 2.73 Å and $`ϵ_{gg}`$ = 0.9977 kJ/mol. $`\sigma _{OO}`$ = 2.5447 Å, $`\sigma _{NaNa}`$ = 3.3694 Å, $`\sigma _{CaCa}`$ = 3.35 Å, $`ϵ_{OO}`$ = $`l`$\*1.28991 kJ/mol, $`ϵ_{NaNa}`$ = $`l`$\*0.03924 kJ/mol and $`ϵ_{CaCa}`$ = $`l`$\*9.5451 kJ/mol du  where $`l=2,4`$. The cross terms are obtained from Lorentz-Berthelot combination rule. The cut-off distance was 12 Å.

Two different sets of simulations A and B are carried out. In set A, for the calculation of the escape rate, we impose periodic boundary conditions(PBC) along the x- and y-directions and a repulsive potential ($`1/r^{12}`$) at both ends along z-direction which enables a comparison with earlier workBekele . In set B, for the calculation of $`D`$ in three dimensions, PBC along the all the three directions is essential. We investigate the influence of degree of hotness defined by $`s=(T_bT_0)/T_0`$ and the barrier height $`U_a`$ ($`lϵ`$) on the equilibration rate and $`D`$. Here, $`T_0`$ and $`T_b`$ are the background and blow torch temperatures respectively. $`T_0`$ is kept at 300 K, and $`T_b`$ is varied.

Initially, all the 64 guest particles, at a concentration of 2 atoms/supercage are uniformly distributed in the four left cages located along the $`z`$ direction (see Fig. 1). It is well known that transport properties are determined by the time scales associated with the approach to the steady state. These are obtained by allowing the system to evolve towards the steady state in the presence of the hot zone. Let $`n_l`$ and $`n_r`$ be respectively the total number of particles in the cages to the left and the right of saddle point along the z-direction. Then, the decay rate is obtained by plotting the fraction of particles in the left cages as a function of time. A typical plot of $`ln(n_l/(n_l+n_r))vs.t`$ is shown in Fig. 3. The slope then gives the equilibration rate. The curve shown in Fig. 3 will reach a plateau at much longer time scale.

We consider the influence of the hot zone on the rate of approach to the steady state as a function of $`s`$ when the hot zone of width $`w=2`$ Å is placed at a distance $`d=1.2775`$ Å from the window. Instead of the escape rate, we use the enhancement factor $`f_b`$, which is the ratio of the escape rates from the left cage with and without the hot zone. A plot of $`f_b`$, as a function of $`s`$, for two values of $`l`$ is shown in Fig. 4. The tendency to approach saturation is seen for both values of $`U_a`$ ($`lϵ`$), even though, it is less pronounced for the higher value ($`l=4`$). More importantly, $`f_b`$ is a sensitive function of the barrier heightBekele (Fig. 4). Thus, the enhancement in $`f_b`$ is greater when $`U_a`$ is larger which implies larger enhancement in $`D`$ for systems with higher energy barriers.

The significance of these results becomes apparent on examining a real system such as methane in faujasite. The energy at the physisorption site for methane in NaY zeolite (with Si/Al = 3.0) is -18 kJ/mol, the energy difference between a free methane and a physisorbed methane. However, the energy released is significantly lower( $``$ -6 kJ/mol) when it is already within the zeolitenature . This can raise the temperature in the vicinity of the site.

We now consider the influence of a hot zone on diffusion through set B simulations for which the starting configuration is the final configuration of set A. We have studied the influence of $`s`$, and the barrier height. The ratio of the diffusion constant, $`D_h`$ with the hot spot to that without, $`D_0`$ is enhanced in each case(Table 1). We note that since all other conditions of the simulation are identical in the two situations, $`D_h/D_0`$ is independent of the basic length and time scales and also the details of the simulation such as the particle displacement(similarly for set A.) Note that the larger the barrier height greater is the enhancement in $`D`$, a result that has considerable implication. These results are better understood on the basis of simple arguments to estimate $`D_h/D_0`$.

In the Kramers picture, the slowest time scale determining the approach to the steady state is identified with the escape rate. To estimate this, consider a one dimensional symmetric double well potential with PBC. The rate equation for the number of particles to the left ($`n_l`$) and right ($`n_r`$) of the potential maximum, is $`\dot{n}_l=w_{lr}n_l+w_{rl}n_r,`$ where $`w_{lr}`$ and $`w_{rl}`$ are the escape rates from the left to the right well and vice versa respectively. These are also the very time scales that determine the steady state through detailed balance condition: $`\dot{n}_l=0`$ or $`w_{lr}n_l=w_{rl}n_r`$. In the absence of hot spot, we have $`w_{lr}=w_{rl}`$. Then the mean escape rate from a well is $`w_0=(w_{lr}+w_{rl})/2`$. Then the diffusion constant in one dimension, $`D_0=a^2w_0/2`$, where $`a`$ is the distance between the two minima. On introduction of a hot zone in the left well, $`w_{lr}`$ has been shown to increase considerably, while $`w_{rl}`$ increases only marginally Bekele , and to a good approximation $`w_{rl}w_0`$. The mean escape rate is $`w_h=(w_{lr}+w_{rl})/2`$. Using this with $`w_{lr}=w_{rl}n_r/n_l`$, we get $`D_h=a^2w_h/2D_0(1+n_r/n_l)/2`$. Since, $`n_r/n_l>1`$ in the presence of a hot zone, it is evident that $`D`$ is enhanced. Note that this refers to a nonequilibrium inhomogeneous situation as $`n_r/n_l`$ refers to the steady state which can only be obtained numerically. Table 1, shows the values of $`D_h/D_0`$ obtained from the mean square displacement through MC simulations for three sets of parameter values along with $`D_h/D_0`$ estimated from the above expression using the steady state values of $`n_r/n_l`$ from MC simulations. (Note $`n_r`$ and $`n_l`$ refers to the total number of particles to the left and right of the potential maxima between the two cages in the z-direction.) Note that the estimated values are close to MC values.

To facilitate comparison of these results with real systems, we have estimated the likely increase in temperature when hydrocarbons and other guest species are sorbed within zeolites such as NaX. We have listed in Table 2 isosteric heat of sorption ($`\mathrm{\Delta }H_{ads}`$) of some linear alkanes, Xe and water within faujasites. We have also listed the mean heat capacities ($`C_m`$) of the guest-zeolite systems barrer . From these data, the maximum increase in $`\mathrm{\Delta }T`$ can be estimated from $`\mathrm{\Delta }T=T_bT_0=\mathrm{\Delta }H_{ads}/C_m`$ which is in the range 820 K to 2028 K (Table 2). Thus, the parameter $`s`$ varies from 1.7 to 6.7 for which $`f_b`$ can be as large as 3 for $`s6`$ and $`l=2`$. Since $`f_b`$ is determined by the very rate constants that lead to steady state, it also implies that the diffusion constant in the inhomogeneous medium can increase by a factor of two, even for moderate values of $`s`$ as can be seen from Table 1.

An interplay of reaction and diffusion is known to give rise to complex dynamics which can manifest in different wayspearson1 . The product profile in a reaction is controlled by the diffusion rate of the product species formed rather than the reaction rate as is the case with the formation of p-xylene in ZSM-5thomas1 . Due to low diffusivity of ortho and meta isomers, they are not observed as products even though they are formed. The coupling between reaction and diffusion in such systems is via the concentration of the reactant and product species demo . In contrast, in the present situation, the enhancement in $`D`$ is a direct consequence of inhomogeneous temperature. This study demonstrates that such a coupling between reaction and diffusion can arise not just due to concentration, but also due to the increase in local temperature, a fact that could not have been anticipated. These results also show how diffusion is increased in the presence of physisorption or chemisorption which are usually exothermic. $`D`$ may decrease if the reaction is endothermic.

The present analysis can provide an insight into a well known experimental observation where a warm adsorption front is seen to move rapidly during the adsorption of a gas into an evacuated zeolitebasma . As the initial molecules arrive at a physisorption site, heat is released which aids the molecules at the front to cross over the energy barrier and propel the gas forward. Zeolites are crystalline solids, and hence the active sites are located in a periodic manner. Thus, as the front moves further into the zeolite, hot zones are created successively providing a periodic driving force for diffusion which is in addition to that arising from the concentration gradient. This explains the rapid movement of the front.

Thus, influence of a reaction induced hot zone can affect diffusion in ways which will be important both from fundamental as well as industrial perspective. Though our results are obtained in the context of zeolites, it is evident that they are of significance to many biological processes where concentration gradients are frequently accompanied by difference in temperature. These results also have implication to the separation of isotopesyamakawa , the petrochemical industries, fast ion conducting battery materials, etc. We believe that in the foreseeable future, local inhomogeneities in temperature will be exploited in a number of ways to bring forth novel processes.

Acknowledgments  : AVAK & SY thank IUC, Indore for the award of Project Assistanship and financial support from DST, New Delhi ( project no. SP/S1/H-12/99).


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# 1 Introduction

## 1 Introduction

In this paper we study the process $`e^+e^{}W^+W^{}`$ in the presence of low-scale gravity with extra spatial dimensions. In such a large extra-dimensions scenario gravity is allowed to propagate in $`D=4+n`$ dimensions, while SM particles confine to a sub-space of 4-dimensions. This idea was proposed by Arkani-Hamed, Dimopoulos and Dvali , and the phenomenological consequences at colliders have been looked at in various processes in detail by many authors . The main idea is to have a universally fundamental-scale, $`M_S`$, of TeV range where all interactions including gravity are comparable in strength. This is contrary to the traditional belief that gravity becomes comparable in stregth to the other interactions only at Planck mass, $`M_P10^{19}`$ GeV. This lowering of the scale is possible if we consider $`n`$ spatial dimensions in addition to the usual 3+1 space-time manifold. These additional dimensions are compactified to a radius $`R`$. Relation between the two mass scales, the size of the extra dimensions and the number of extra dimensions is obtained by demanding that for distances larger than $`R`$ gravitational potential behaves like the Newtonian $`1/r`$. Thus we get the relation

$$M_P^2=8\pi R^nM_S^{n+2}.$$

With an $`M_S`$ TeV, $`n=1`$ requires $`R`$ to be of the order of $`10^{11}`$ meters. This is ruled out, since Newtonian gravity is tested to be correct up to about millimeter level. $`n=2`$ or larger is allowed by this criterion. Thus gravity can propagate in $`4+n`$ dimensions as long as the extra $`n`$ dimensions are smaller than 1 mm. Since Standard Model (SM) interactions are tested up to sub-fermi level, we require to confine these particles to a 4 dimensional sub-space.222Alternative scenarios with SM particles allowed to move in the bulk are discussed in the literature. There is also the scenario proposed by Randall and Sundrum with non-factorizable metric. We will not consider any of these cases here. Massless gravitons propagating in the bulk is seen from the 4 dimensional sub-manifold as massive Kaluza-Klein (KK) modes with spin-0, spin-1 and spin-2. Mass spectrum can be treated to be continuous owing to the fact that mass splitting is of the order of $`1/R`$, which is about $`10^4`$eV in the case of $`n=2`$, and of the order of MeV in the case of $`n=6`$. These KK modes couple to matter and gauge particles through the energy-momentum tensor and its trace. The new interactions influence collider experiments in two ways. One through the production of real KK modes, and two through the exchange of virtual KK modes in various processes. For a review on the effects of this idea in linear colliders like TESLA, see .

In the following we will consider the process $`e^+e^{}W^+W^{}`$ to study the effect of low-scale gravity at the proposed linear colliders to run at 500 GeV and above. Earlier studies of this process  have discussed possible limits on $`M_S`$ obtainable measuring, mainly, deviation of the total cross section from its SM value. We will discuss, in addition to the total cross section, other observables like the forward-backward asymmetry and polarisation fraction of the $`W`$’s. In a linear collider it is possible to use polarised beams. We will discuss the benifits of beam polarisation in the present case.

In section 2 we discuss the process and give the expressions for matrix elements. Section 3 describes different observables that are relevant at a high energy linear collider. Conclusions will be given in section 4.

## 2 The process

The process $`e^+e^{}W^+W^{}`$ has the standard interactions with the exchange of photon and $`Z`$-boson in the $`s`$-channel and a $`t`$-channel with $`\nu `$ exchange. In the case of large extra dimensions, there are additional $`s`$-channels with spin-2 KK excitations of bulk gravitons. Spin-1 modes do not couple to the SM particles, and spin-0 contributions are proportional to the mass of the fermion invovled. We treat electron as massless, and so neglect spin-0 exchange contribution.

The Feynman diagrams of different channels are given in Fig. 1.

Relevant Feynman rules are derived by Han, Lykken and Zhang , and also by Guidice, et al  in a linearised-gravity aproximation. There is an infinite tower of massive KK excitations all having a universal coupling to the SM particles. Han, Lykken and Zhang  have derived the propagator factor after integrating over the spectrum, cutting it at the scale $`M_S`$. Following them we get KK exchange contribution to the matrix element given by

$`_G`$ $`=2\pi C_4`$ $`\{[2(k_1.q_2k_1.q_1)(ϵ_1.ϵ_2)+2(k_1.ϵ_1)(q_1.ϵ_2)2(k_1.ϵ_2)(q_2.ϵ_1)](\overline{v}/q_1u)`$ (1)
$`+[2(k_1.q_2)(q_1.ϵ_2)+s(k_1.ϵ_2)](\overline{v}/ϵ_1u)`$
$`+[2(k_1.q_1)(q_2.ϵ_1)+s(k_1.ϵ_1)](\overline{v}/ϵ_2u)\}`$
Here $`k_1`$ is the momentum of initial $`e^{}`$, and $`u`$ and $`v`$ are the spinors corresponding to $`e^{}`$ and $`e^+`$. $`q_1`$ and $`q_2`$ are the momenta, and $`ϵ_1`$ and $`ϵ_2`$ the polarisation vectors of $`W^{}`$ and $`W^+`$ respectively. $`\sqrt{s}`$ is the centre of masss energy of the collider, and $`C_4`$ is the factor corresponding to KK propagators after integrating over all the modes.

The propagator factor in the limit of $`M_S^2s`$ is given by

$`C_4`$ $`=`$ $`{\displaystyle \frac{\mathrm{log}(M_S^2/s)}{M_S^4}}(n=2)`$ (2)
$`=`$ $`{\displaystyle \frac{2}{(n2)M_S^4}}(n>2)`$
Here $`n`$ is the number of large extra dimensions. In the case of high energy colliders expected to operate at energies of 500 GeV through 1-2 TeV, $`M_S^2s`$ may not be a good approximation. In that case, nonresonant part of the propagator factors, neglecting the narrow width of each KK mode, as given by  are,

$`C_4`$ $`=`$ $`\left({\displaystyle \frac{s}{M_S^2}}\right)^{n/21}{\displaystyle \frac{2I_n}{M_S^4}}`$ (3)
$`I_n`$ $`=`$ $`\{\begin{array}{c}_{k=1}^{n/21}\frac{1}{2k}\left(\frac{M_S}{\sqrt{s}}\right)^{2k}\frac{1}{2}\mathrm{log}\left(\frac{M_S^2}{s}1\right)(\mathrm{even}n)\hfill \\ _{k=1}^{(n1)/2}\frac{1}{2k1}\left(\frac{M_S}{\sqrt{s}}\right)^{2k1}+\frac{1}{2}\mathrm{log}\left(\frac{M_S+\sqrt{s}}{M_S\sqrt{s}}\right)(\mathrm{odd}n)\hfill \end{array}`$ (6)
Apart from these non-resonant contributions, there is also a resonant contribution to the propagator factor, which adds an imaginary part to the matrix element . In the case of $`e^+e^{}W^+W^{}`$, since the SM matrix elements are real, there is no contribution from this part in the interference term. Purely gravity mediated contribution will be of order $`s^4/M_S^8`$, and is negligible unless $`\sqrt{s}`$ is very close to $`M_S`$.

Explicit expressions for different helicity amplitudes are given in . We consider full propagator factor including its dependence on the number of extra dimensions, as given above. Thus to compare with the expressions given in  the factor $`\lambda \frac{4}{M_S^4}`$ should be replaced by $`2\pi C_4`$.

In the next section we discuss various observables that could be used at a high energy linear collider.

## 3 Observables

Possible limits on $`M_S`$ that could be obtained at future linear colliders (LC) from considering the deviation of total cross section from the SM expectation were obtained in earlier studies . Limits obtained depend on the aproximations used to obtain KK-propagator factor. Our main aim in this report is to identify possible signatures which characterize the spin-2 nature of the graviton exchange. The angular distribution of the $`W`$’s and the forward-backward asymmetry, as we will see, are good candidates in this respect.

### 3.1 Unpolarised $`W`$’s

We first consider typical limit on $`M_S`$ that one could obtain at an LC. In Table 1 we give limits on $`M_S`$ that would correspond to a 2% deviation in the SM cross section at LC with c.m. energies of 500 GeV and 800 GeV. We assume 100% efficiency, and have not considered any experimental cuts. More realisitic considerations will change the limits somewhat. Large beam polarisations can be achieved in linear colliders. Using a right-polarised electron beam switches off the $`\nu `$ exchange contribution, and hence improves the sensitivity to graviton exchange contribution. At a 500 GeV collider, while using unpolarised beams or left-polarised electron beam with unpolarised positron beam could reach $`M_S`$ values from about 1.3 TeV (for $`n=2`$) up to about 1.8 TeV (for $`n=6`$), right-polarised electron beam with unpolarised positron beam could reach up to about 2.7 TeV.

Next we consider angular distribution of the $`W`$’s. Fig.2 shows angular distributions of $`W`$’s for a typical value of $`M_S=2`$ TeV. In the SM case there is a forward-backward asymmetry when unpolarised or left-polarised electron beam is considered. This is due to the $`\nu `$ exchange contribution. With right-handed electron polarisation there is no $`\nu `$ exchange contirbution and hence the SM distribution is symmetric. When graviton exchange contribution is included, the intereference of $`J=2`$ and $`J=1`$ gives rise to an asymmetric distribution even when the electron beam is right-polarised. This was also noticed by the authors of . In the following we quantify this forward-backward asymmetry.

The forward-backward asymmetry as a function of $`M_S`$ is plotted in Fig. 3. With $`M_S=2.5`$ TeV and $`n=2`$ asymmetry can be as large as 8% at 500 GeV. The asymmetry tends to vanish as $`\sqrt{s}`$ aproaches $`M_S`$. This is because, then the purely gravity mediated contribution dominates over the interference of the SM and gravity mediated contribution. With $`n=2`$ maximum asymmetry is around 15 % corresponding to $`M_S`$ value of 1.7 (2.7) TeV at $`\sqrt{s}=500`$ (800) GeV. For the asymmetry to be at the level of 5% or more, $`M_S`$ values should be less than 2.8 (1.8) TeV for $`n=2`$ (6) at a 500 GeV LC, and 4.5 (2.9) TeV at an 800 GeV LC.

### 3.2 Polarised $`W`$’s

We now consider production of polarised $`W`$’s. $`W`$ polarisation can be measured by studying its decay distributions. We study the polarisation fractions, $`f_{0,\pm }`$ of the $`W`$’s produced. They enter in the expression for angular distribution of the secondary lepton in the rest frame of the $`W`$ in the following way.

$$\frac{1}{\sigma }\frac{d\sigma }{d\mathrm{cos}\theta ^{}}=\frac{3}{4}f_0\mathrm{sin}^2\theta ^{}+\frac{3}{8}f_+(1\mathrm{cos}\theta ^{})^2+\frac{3}{8}f_{}(1+\mathrm{cos}\theta ^{})^2,$$
(7)
Here $`\theta ^{}`$ is the polar angle of the lepton in the rest frame of the $`W`$ with $`z`$ axis along the boost direction. $`f_0`$ gives the fractional cross section of the longitudinal $`W^{}`$, while $`f_\pm `$ give that of the right-/left-circularly polarised $`W^{}`$’s. LEP2 has been able to measure the longitudinal fraction, $`f_0`$ with an accuracy of 5% .

Table 2 gives different polarisation fractions without and with contribution due the graviton-KK exchange at an LC with right-handed electron beam.

Although the cross section with right-handed electron polarisation is only about 57.1 (18.7) fb at $`\sqrt{s}=500`$ (800) GeV, a collider with luminosity of the order of 100 fb-1 will produce several thousand events. This would allow a determination of $`f_0`$ with an error of 1-2 %, sufficient to probe the effects of grativon exchange indicated in Table 2.

## 4 Conclusion

We have considered the process $`e^+e^{}W^+W^{}`$ to study the effect of a typical low energy gravity model suggested by Arkani-Hamed, Dimopoulos and Dvali . In such a model, in addition to the usual SM contribution, there is a contribution due to the spin-2 KK exchange in the $`s`$-channel. Earlier studies have obtained limits on the mass scale $`M_S`$, at which gravity becomes comparable in strength to the other interactions, in $`4+n`$ dimensions . These limits are obtained considering deviation of the total cross section from its SM value. In this paper we have considered observables which help distinguish the spin-2 nature of the interaction. A forward-backward asymmetry in the case of right-polarised electron beam is one significant observable in this regard. We have quantified the asymmetry, and considered reach of $`M_S`$ by looking at this asymmetry at a linear collider running at $`\sqrt{s}=`$ 500 GeV and 800 GeV. We also looked at the polarisation fractions of the $`W`$’s produced. Here again, we reach the conclusion that right-polarised electron beam is advantageous. Our analysis shows that an $`M_S`$ of about 2.5 TeV could produce detectable effects at a linear collider running at 500 GeV centre of mass energy. This is improved to about 4 TeV for a centre of mass energy of 800 GeV. The effects are qualitatively different from other new physics scenarios, e.g., strong $`WW`$ interactions  or extra gauge boson models , since these affect the $`J=1`$ partial waves, while graviton exchange is specifically a $`J=2`$ phenomenon.

Acknowledgement

I would like to thank Prof. L.M.Sehgal for suggesting this problem, and for many discussions. I also wish to thank the Humboldt Foundation for a Post-doctoral Fellowship, and the Institute of Theoretical Physics E, RWTH Aachen for the hospitality provided during this work.


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# 1 Plot of G(z,θ) for τ=1. Notice the characteristic log-normal tapering of the ridge as a function of z, and the nearly Gaussian distribution in θ around θ=0.

Products of Random Matrices
A. D. Jackson and B. Lautrup
The Niels Bohr Institute

Copenhagen, Denmark

P. Johansen
The Institute of Computer Science

University of Copenhagen, Denmark

and

M. Nielsen
The IT-university of Copenhagen, Denmark

## Abstract

We derive analytic expressions for infinite products of random $`2\times 2`$ matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the norm of the matrix and a parameter characterizing its skewness. The distribution may have importance as an uncommitted prior in statistical image analysis.

1. Introduction:  Considerable effort has been invested over the last half century in determining the spectral properties of ensembles of matrices with randomly chosen elements and in discovering the remarkably broad applicability of these results to systems of physical interest. In spite of a similarly rich set of potential applications (e.g. in the statistical theory of Markov processes and in various chaotic dynamical systems in classical physics), the properties of products of random matrices have received considerably less attention. See ref.  for a survey of products of random matrices in statistics and ref.  for a review of physics applications.

The purpose of the present manuscript is to consider in some detail the limit for $`N\mathrm{}`$ of the ensemble of matrices

$`Y=\left(1+\sqrt{{\displaystyle \frac{\tau }{N}}}X_1\right)\left(1+\sqrt{{\displaystyle \frac{\tau }{N}}}X_2\right)\mathrm{}\left(1+\sqrt{{\displaystyle \frac{\tau }{N}}}X_N\right)`$ (1)
where $`\tau >0`$ is a real parameter and the $`X_n`$ are real $`d\times d`$ matrices with all elements drawn at random on a distribution of zero mean and unit variance. If this distribution has compact support, the probability that the matrix $`Y`$ should become non-positive definite vanishes for $`N\mathrm{}`$. In one dimension, $`d=1`$, it is well-known from the law of large numbers that $`\mathrm{log}Y`$ has a Gaussian distribution, but because of the non-commutativity of matrix products, the distribution is much more complicated for $`d2`$.

In this paper we derive some general properties for the limiting distribution $`𝒫(Y)`$ and determine it explicitly for $`d=2`$. In section 1 we establish a compact diffusion equation for the distribution valid for any $`d`$. In section 1 we derive a simple expression for any average over the distribution, and we show that the determinant $`\mathrm{det}\left[Y\right]`$ has a log-normal distribution. Sections 1 and 1 will be devoted to the determination of the explicit form of $`𝒫`$ for $`d=2`$. We shall first write the diffusion equation using an appropriate parameterization of $`Y`$. The resulting partial differential equation will then be solved subject to the boundary condition that $`𝒫(Y)`$ supports only the identity matrix in the limit of $`\tau 0`$. This explicit solution will require new integrals involving Jacobi functions. The derivation of these integrals will be given in the Appendix.

2. The diffusion equation:  The normalized probability distribution is (for given $`N`$ and variable $`\tau `$)

$`𝒫_N(Y,\tau )=\delta \left[Y{\displaystyle \underset{n=1}{\overset{N}{}}}\left(1+\sqrt{{\displaystyle \frac{\tau }{N}}}X_n\right)\right]_{X_1,\mathrm{},X_N}`$ (2)
where the integrand is a product of $`\delta `$-functions for each matrix element of $`Y`$ and the average runs over all the random matrices. Pealing off the $`N`$th factor in the product and using only that the $`X_n`$ are statistically independent, we derive the following exact recursion relation

$`𝒫_N(Y,\tau )=\mathrm{det}\left[1+\sqrt{{\displaystyle \frac{\tau }{N}}}X\right]^d𝒫_{N1}[Y\left(1+\sqrt{{\displaystyle \frac{\tau }{N}}}X\right)^1,\tau {\displaystyle \frac{N1}{N}}]_X`$ (3)
where the average is over the $`N`$th random matrix, here renamed $`X`$. The determinantal prefactor of $`𝒫_{N1}`$ is the Jacobi determinant arising from the general matrix rule

$`\delta [YZM]={\displaystyle \frac{\delta [YM^1Z]}{\mathrm{det}\left[\frac{(ZM)}{Z}\right]}}`$ (4)
with $`M=1+\sqrt{\tau /N}X`$. Since

$`{\displaystyle \frac{(ZM)_{ij}}{Z_k\mathrm{}}}=\delta _{ik}M_\mathrm{}j,`$ (5)
the Jacobian is block diagonal with $`d`$ identical blocks, and the prefactor follows.

The recursion relation (3) is of the Markovian type with the initial distribution $`𝒫_0(Y,\tau )=\delta [Y1]`$. It converges for $`N\mathrm{}`$ under very general conditions (which we shall not discuss here) towards a limiting distribution $`𝒫(y,\tau )=lim_N\mathrm{}𝒫_N(y,\tau )`$. Expanding the recursion relation to $`𝒪\left(1/N\right)`$ and using the fact that all the matrix elements of $`X`$ are statistically independent with zero mean and unit variance,

$`X_{ij}_X=0`$ $`X_{ij}X_{kl}_X=\delta _{ik}\delta _{jl},`$ (6)
we obtain to leading order

$`𝒫_N`$ $`=𝒫_{N1}+{\displaystyle \frac{\tau }{N}}({\displaystyle \frac{𝒫_{N1}}{\tau }}+{\displaystyle \frac{1}{2}}d^2(d+1)𝒫_{N1}`$
$`+(d+1)Y_{ij}{\displaystyle \frac{𝒫_{N1}}{Y_{ij}}}+{\displaystyle \frac{1}{2}}Y_{ik}Y_{jk}{\displaystyle \frac{^2𝒫_{N1}}{Y_i\mathrm{}Y_j\mathrm{}}})`$
with implicit summation over all repeated indices. The assumed convergence towards a limiting distribution requires the expression in the parenthesis to vanish in the limit, so that

$`{\displaystyle \frac{𝒫}{\tau }}={\displaystyle \frac{1}{2}}d^2(d+1)𝒫+(d+1)Y_{ij}{\displaystyle \frac{𝒫}{Y_{ij}}}+{\displaystyle \frac{1}{2}}Y_{ik}Y_{jk}{\displaystyle \frac{^2𝒫}{Y_i\mathrm{}Y_j\mathrm{}}}.`$ (7)
This is a diffusion equation of the Fokker-Planck type with $`\tau `$ playing the role of time. It must be solved subject to the initial condition that $`𝒫(y,0)=\delta [Y1]`$.

Both the diffusion equation and the initial condition are invariant with respect to an orthogonal transformation $`YM^{}YM`$, where $`M`$ is an orthogonal matrix satisfying $`M^{}M=1`$. Since the number of free parameters in an orthogonal transformation is $`\frac{1}{2}d(d1)`$, the number of “dynamic” variables in the distribution is $`d^2\frac{1}{2}d(d1)=\frac{1}{2}d(d+1)`$. Since the distribution only has support for $`\mathrm{det}\left[Y\right]>0`$, this number consists of $`d`$ independent eigenvalues and $`\frac{1}{2}d(d1)`$ rotation angles in a singular value decomposition.

For $`d=1`$ the solution to (7) which approaches $`\delta [Y1]`$ for $`\tau 0`$ is

$`𝒫_{d=1}(Y)={\displaystyle \frac{1}{Y\sqrt{2\pi \tau }}}\mathrm{exp}\left[{\displaystyle \frac{(\mathrm{log}Y+\tau /2)^2}{2\tau }}\right].`$ (8)
As expected, it is a log-normal distribution.

3. Averages:  Remarkably, equation (7) may be written in the much simper form

$`{\displaystyle \frac{𝒫}{\tau }}={\displaystyle \frac{1}{2}}{\displaystyle \frac{^2(Y_{ik}Y_{jk}𝒫)}{Y_i\mathrm{}Y_j\mathrm{}}}`$ (9)
without any explicit reference to $`d`$. Defining the average of a function $`f(Y)`$ by

$`f={\displaystyle f(Y)𝒫(Y)𝑑Y}`$ (10)
with $`dY=_{ij}dY_{ij}`$, we obtain from (9)

$`{\displaystyle \frac{f}{\tau }}={\displaystyle \frac{1}{2}}Y_{ik}Y_{jk}{\displaystyle \frac{^2f}{Y_i\mathrm{}Y_j\mathrm{}}}.`$ (11)
This equation permits in principle the determination of the moment of any product of matrix elements. The first two are found to be

$`Y_{ij}`$ $`=\delta _{ij}`$ (12)
$`Y_{ij}Y_{kl}`$ $`=e^{\tau d}\delta _{ik}\delta _{jl}`$ (13)
The exponential growth of the averages with “time” $`\tau `$ is a consequence of the multiplicative nature of the problem.

The determinant $`D=\mathrm{det}\left[Y\right]`$ is, according to the definition of the product (1), an infinite product of random real numbers that converge towards unity, and $`\mathrm{log}D`$ must have a Gaussian distribution according to the law of large numbers. Its mean and variance are, however, different from those of the one-dimensional distribution (8). The distribution of the determinant is also an average

$`F(D)=\delta \left(D\mathrm{det}\left[Y\right]\right).`$ (14)
Using the fact that

$`{\displaystyle \frac{\mathrm{det}\left[Y\right]}{Y_{ij}}}=\mathrm{det}\left[Y\right]Y_{ji}^1,`$ (15)
we obtain the following equation for $`F`$

$`{\displaystyle \frac{F}{\tau }}={\displaystyle \frac{1}{2}}d{\displaystyle \frac{^2(D^2F)}{D^2}}=d\left(F+2D{\displaystyle \frac{F}{D}}+{\displaystyle \frac{1}{2}}D^2{\displaystyle \frac{^2F}{D^2}}\right).`$ (16)
Apart from the factor $`d`$ in front, this is identical to the diffusion equation (9) in one dimension. Consequently the determinant has a log-normal distribution

$`F(D)={\displaystyle \frac{1}{D\sqrt{2\pi \tau d}}}\mathrm{exp}\left[{\displaystyle \frac{(\mathrm{log}D+\tau d/2)^2}{2\tau d}}\right],`$ (17)
which is obtained from (8) by replacing $`\tau `$ by $`\tau d`$. The distribution has support only for positive values of $`D`$. It can be shown in general (and we shall demonstrate it explicitly for $`d=2`$ below) that the distribution of the determinant factorizes in $`𝒫`$.

4. The case $`d=2`$ The first non-trivial case is $`d=2`$ where the general matrix is first parameterized using a quaternion or 4-vector notation

$`Y=\left(\begin{array}{cc}Y_0+Y_3& Y_1Y_2\\ Y_1+Y_2& Y_0Y_3\end{array}\right).`$ (18)
In this representation the determinant becomes a metric with two “space” and two “time” dimensions

$`D=Y_0^2Y_1^2+Y_2^2Y_3^2.`$ (19)
The structure of this expression and the positivity of $`D`$ suggest the following parameterization in terms of one imaginary and two real angles

$`Y_0`$ $`=\sqrt{D}\mathrm{cosh}\psi \mathrm{cos}\theta `$ (20a)
$`Y_1`$ $`=\sqrt{D}\mathrm{sinh}\psi \mathrm{cos}\varphi `$ (20b)
$`Y_2`$ $`=\sqrt{D}\mathrm{cosh}\psi \mathrm{sin}\theta `$ (20c)
$`Y_3`$ $`=\sqrt{D}\mathrm{sinh}\psi \mathrm{sin}\varphi .`$ (20d)
The Jacobi determinant of the transformation from $`\{Y_0,Y_1,Y_2,Y_3\}`$ to $`\{D,\psi ,\theta ,\varphi \}`$ is simply

$`JD\mathrm{sinh}\psi \mathrm{cosh}\psi .`$ (21)
Orthogonal $`2\times 2`$ matrices are generated by the matrix $`\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$, which is associated with $`Y_2`$. Thus, an orthogonal transformation rotates the angle $`\varphi `$, and $`𝒫(Y,\tau )`$ must be independent of $`\varphi `$ as indicated above.

In these variables the diffusion equation (7) simplifies to

$`{\displaystyle \frac{𝒫}{\tau }}`$ $`=6𝒫+6D{\displaystyle \frac{𝒫}{D}}+D^2{\displaystyle \frac{^2𝒫}{D^2}}`$
$`+{\displaystyle \frac{1}{4}}(1+\mathrm{tanh}^2\psi ){\displaystyle \frac{^2𝒫}{\theta ^2}}+{\displaystyle \frac{1}{4}}(\mathrm{tanh}\psi +\mathrm{coth}\psi ){\displaystyle \frac{𝒫}{\psi }}+{\displaystyle \frac{1}{4}}{\displaystyle \frac{^2𝒫}{\psi ^2}}.`$ (22)
Taking into account the factor of $`D`$ in the Jacobi determinant, we replace the original distribution $`𝒫`$ with the product of the determinant distribution $`F(D)`$ given in (17) and an as yet unknown function of $`\psi `$ and $`\theta `$,

$`𝒫={\displaystyle \frac{1}{D}}F(D)G(\psi ,\theta ),`$ (23)
and find that $`G`$ satisfies the diffusion equation

$`{\displaystyle \frac{G}{\tau }}={\displaystyle \frac{1}{4}}(1+\mathrm{tanh}^2\psi ){\displaystyle \frac{^2G}{\theta ^2}}+{\displaystyle \frac{1}{4}}(\mathrm{tanh}\psi +\mathrm{coth}\psi ){\displaystyle \frac{G}{\psi }}+{\displaystyle \frac{1}{4}}{\displaystyle \frac{^2G}{\psi ^2}}.`$ (24)
The corresponding normalization integral is found from the Jacobi determinant,

$`{\displaystyle _0^{2\pi }}𝑑\theta {\displaystyle _0^{\mathrm{}}}𝑑\psi \mathrm{\hspace{0.17em}2}\mathrm{sinh}2\psi G(\psi ,\theta )=1.`$ (25)
This normalization integrals (25) suggests that it is more convenient to employ still another variable

$`z=\mathrm{cosh}2\psi ={\displaystyle \frac{Y_0^2+Y_1^2+Y_2^2+Y_3^2}{Y_0^2Y_1^2+Y_2^2Y_3^2}}.`$ (26)
With this variable the normalization integral takes the form

$`{\displaystyle _0^{2\pi }}𝑑\theta {\displaystyle _1^{\mathrm{}}}𝑑zG(z,\theta )=1,`$ (27)
and the diffusion equation (24) becomes

$`{\displaystyle \frac{G}{\tau }}={\displaystyle \frac{1}{4}}{\displaystyle \frac{2z}{z+1}}{\displaystyle \frac{^2G}{\theta ^2}}+2z{\displaystyle \frac{G}{z}}+(z^21){\displaystyle \frac{^2G}{z^2}}.`$ (28)
This equation must be solved with the boundary condition that $`𝒫(Y)`$ in the limit $`\tau 0`$ reduces to a product of delta functions which select only the identity matrix. This evidently requires $`Y_01`$ and $`Y_{1,2,3}0`$ and, consequently, $`D1`$, $`z1`$, and $`\theta 0`$. Since $`F(D)\delta (D1)`$, the initial condition takes the form

$`G(z,\theta )\delta (z1)\delta (\theta )(\tau 0).`$ (29)
The limiting distribution should be approached from above (i.e. from $`z>1`$).

The form of the diffusion equation (28) reveals that $`G`$ may naturally be expanded in a Fourier series

$`G(z,\theta )={\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}G_n(z)\mathrm{e}^{in\theta }`$ (30)
with coefficients that obey

$`{\displaystyle \frac{G_n}{\tau }}={\displaystyle \frac{1}{4}}n^2{\displaystyle \frac{2z}{z+1}}G_n+2z{\displaystyle \frac{G_n}{z}}+(z^21){\displaystyle \frac{^2G_n}{z^2}}.`$ (31)
For the special case $`n=0`$, we recognize Legendre’s differential operator on the right. The normalization condition only affects $`G_0`$ and becomes

$`{\displaystyle _0^{\mathrm{}}}𝑑zG_0(z)=1.`$ (32)
The initial condition (29) implies that

$`G_n(z)\delta (z1)(\tau 0)`$ (33)
for all $`n`$.

5. Explicit solution:  All that remains is to determine the angular functions $`G_n(z)`$. One relatively simple way is to use Sturm-Liouville theory, and we now outline the main steps in this procedure.

The differential operator (“Hamiltonian”) appearing on the right hand side of eqn. (31) may be written

$`={\displaystyle \frac{}{z}}(z^21){\displaystyle \frac{}{z}}{\displaystyle \frac{n^2}{4}}{\displaystyle \frac{2z}{z+1}},`$ (34)
which shows that it is Hermitean. Let the spectral variable (which denumerates the eigenvalues and may be both discrete and continuous) be denoted $`r`$, and let $`g_n^{(r)}(z)`$ be the eigenfunction corresponding to the eigenvalue $`\lambda _n^{(r)}`$,

$`g_n^{(r)}(z)=\lambda _n^{(r)}g_n^{(r)}(z).`$ (35)
The Hermiticity of $``$ guarantees that the eigenvalues are real and that the eigenfunctions are both orthogonal and complete on the interval $`1z<\mathrm{}`$,

$`{\displaystyle _1^{\mathrm{}}}𝑑zg_n^{(r)}(z)g_n^{(r^{})}(z)`$ $`={\displaystyle \frac{\delta _{r,r^{}}}{\mu _n^{(r)}}}`$ (36)
$`{\displaystyle \underset{r}{}}\mu _n^{(r)}g_n^{(r)}(z)g_n^{(r)}(z^{})`$ $`=\delta (zz^{})`$ (37)
with a suitable measure, $`\mu _n^{(r)}`$.

The solution of the diffusion equation (31) with initial condition (33) takes the form

$`G_n(z,\tau )={\displaystyle \underset{r}{}}\mu _n^{(r)}g_n^{(r)}(1)g_n^{(r)}(z)\mathrm{exp}\left(\lambda _n^{(r)}\tau \right).`$ (38)
In view of the completeness (37), these functions indeed satisfy the initial conditions at $`\tau =0`$. The appearance of $`g_n^{(r)}(1)`$ in this expression requires the eigenfunctions to be regular at $`z=1`$.

We now present the complete solution of the eigenvalue problem. (Further details are given in the Appendix.) The eigenvalue spectrum contains discrete values (for $`n2`$) as well as a continuum

$`\lambda _n^{(r)}=\{\begin{array}{cc}\frac{1}{2}n^2\frac{1}{4}+\left(\frac{n+1}{2}k\right)^2\hfill & k=1,2,\mathrm{},\frac{n}{2},(n2)\hfill \\ \frac{1}{2}n^2\frac{1}{4}t^2\hfill & 0t<\mathrm{}.\hfill \end{array}`$ (39)
The properly normalized discrete eigenfunctions are Jacobi polynomials

$`g_n^{(k)}=\sqrt{{\displaystyle \frac{n+1}{2}}k}\left({\displaystyle \frac{1+z}{2}}\right)^{n/2}P_k^{(0,n)}(z),`$ (40)
while the eigenfunctions in the continuum are Jacobi functions of complex index

$`g_n^{(t)}=\left({\displaystyle \frac{1+z}{2}}\right)^{n/2}P_{(n+1)/2+it}^{(0,n)}(z)`$ (41)
with the measure obtained from the integral (36) as

$`\mu _n^{(t)}=\{\begin{array}{cc}t\mathrm{tanh}\pi t\hfill & n\text{ even}\hfill \\ t\mathrm{coth}\pi t\hfill & n\text{ odd}.\hfill \end{array}`$ (42)
The special case $`n=0`$ was stated without proof by Mehler in 1881 . The general case is proven in the Appendix.

Since $`g_n^{(t)}(1)=1`$, the final solution becomes a simple superposition of the discrete and continuous contributions

$`G_n=G_n^{\mathrm{disc}}+G_n^{\mathrm{cont}}`$ (43)
where the discrete contribution (for $`n2`$) is

$`G_n^{\mathrm{disc}}(z,\tau )=\left({\displaystyle \frac{1+z}{2}}\right)^{n/2}{\displaystyle \underset{k=1}{\overset{n/2}{}}}\left({\displaystyle \frac{n+1}{2}}k\right)P_k^{(0,n)}(z)\mathrm{e}^{\left(n^2/2+1/4((n+1)/2k)^2\right)\tau }.`$ (44)
The continuous contribution is

$`G_n^{\mathrm{cont}}(z,\tau )=\left({\displaystyle \frac{1+z}{2}}\right)^{n/2}{\displaystyle _0^{\mathrm{}}}𝑑t\mu _n(t)P_{(n+1)/2+it}^{(0,n)}(z)\mathrm{e}^{(n^2/2+1/4+t^2)\tau }`$ (45)
with $`\mu _n(t)`$ given by (42). Thus, we arrive at the final result. The probability for drawing a given $`2\times 2`$ matrix $`Y`$ is

$`𝒫(Y,\tau )={\displaystyle \frac{F(D)}{2\pi D}}\left(G_0(z,\tau )+2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}G_n(z,\tau )\mathrm{cos}n\theta \right)`$ (46)
with $`F(D)`$ given by eqn. (17) and $`G_n(z,\tau )`$ given by eqns. (4345). As noted previously, the $`G_n(z,\tau )`$ are independent of the sign of $`n`$ so that $`𝒫`$ is manifestly real. In fig. 1 the function $`G(z,\theta )`$ (the expression in parenthesis) is plotted for $`\tau =1`$.

6. Conclusions:  We have analytically derived the distribution of an infinite product of random $`2\times 2`$ matrices. In statistical image analysis, it may be used as an uncommitted prior for morphing and warping , with desirable properties not shared by the usual priors based on elastic membranes. The distribution of such matrices may be evaluated numerically at a moderate cost in computer time and converges reasonably fast because of the strong exponential damping.

7. Appendix:  The Jacobi functions are related to the hypergeometric functions,

$`P_{n/21/2+it}^{(0,n)}(z)={}_{2}{}^{}F_{1}^{}({\displaystyle \frac{n+1}{2}}it,{\displaystyle \frac{n+1}{2}}+it;1;{\displaystyle \frac{1z}{2}})`$ (47)
with $`t`$ real, and obey the orthogonality relation

$`{\displaystyle _1^{\mathrm{}}}\left({\displaystyle \frac{1+z}{2}}\right)^n𝑑zP_{n/21/2+it}^{(0,n)}(z)P_{n/21/2+it^{}}^{(0,n)}(z)={\displaystyle \frac{\delta (tt^{})}{\mu _n(t)}}`$ (48)
In order to find $`\mu _n(t)`$ for arbitrary $`n`$, it is helpful to consider the asymptotic form of these functions by using the standard relation for hypergeometric functions

$`F(a,b;c;z)`$ $`=`$ $`(1z)^a{\displaystyle \frac{\mathrm{\Gamma }(c)\mathrm{\Gamma }(ba)}{\mathrm{\Gamma }(b)\mathrm{\Gamma }(ca)}}F(a,cb;ab+1;{\displaystyle \frac{1}{1z}})+`$
$`(1z)^b{\displaystyle \frac{\mathrm{\Gamma }(c)\mathrm{\Gamma }(ab)}{\mathrm{\Gamma }(a)\mathrm{\Gamma }(cb)}}F(b,ca;ba+1;{\displaystyle \frac{1}{1z}}).`$ (49)
This form allows us to see that

$`P_{n/21/2+it^{}}^{(0,n)}(z)2\left|A(t)\right|z^{n/21/2}\mathrm{cos}(\varphi _t+t\mathrm{ln}z)`$ (50)
as $`z\mathrm{}`$. Here,

$`A(t)={\displaystyle \frac{\mathrm{\Gamma }(2it)}{\mathrm{\Gamma }(n/2+1/2+it)\mathrm{\Gamma }(n/2+1/2+it)}}\mathrm{\hspace{0.17em}2}^{n/2+1/2it},`$ (51)
and $`\varphi _t`$ is the phase of $`A(t)`$. Using this asymptotic form, we can perform the integral in eqn. (48) by using the variable $`u=\mathrm{log}z`$, adding a convergence factor of $`\mathrm{exp}(\mu u)`$, and finally taking the limit $`\mu 0`$. The result is simply

$`\left|A(t)\right|^2\left[{\displaystyle \frac{2\mu }{\mu ^2+(tt^{})^2}}\right]2^n.`$ (52)
The factor in brackets is a familiar representation of $`2\pi \delta (tt^{})`$ in the limit $`\mu 0`$. Standard relations for the gamma function immediately yield eqn. (36). This confirms the results of Mehler  for the special case $`n=0`$. The extension to $`n>0`$ would appear to be new.


text:
# 1 Introduction

## 1 Introduction

Recent progress in cosmological deep survey has clarified progressively the origin and distribution of matter and evolution of Galaxies in the Universe. The origin of the light elements among them has been a topic of broad interest for its significance in constraining the dark matter component in the Universe and also in seeking for the cosmological model which best fits the recent data of cosmic microwave background (CMB) fluctuations. This paper is concerned with neutrinos during Big-Bang nucleosynthesis (BBN). In particular, we consider new insights into the possible role which degenerate neutrinos may have played in the early Universe. There have been many important contributions toward constrainig neutrino physics. Hence, a discussion of neutrinos and BBN is even essential in particle physics as well as cosmology.

There is no observational reason to insist that the universal lepton number is zero. It is possible, for example, for the individual lepton numbers to be large compared to the baryon number of the Universe, while the net total lepton number is small $`LB`$. It has been proposed recently  that models based upon the Affleck-Dine scenario of baryogenesis might generate naturally lepton number asymmetry which is seven to ten orders of magnitude larger than the baryon number asymmetry. Neutrinos with large lepton asymmetry and masses $`0.07\text{ eV}`$ might even explain the existence of cosmic rays with energies in excess of the Greisen-Zatsepin-Kuzmin cutoff . It is, therefore, important for both particle physics and cosmology to carefully scrutinize the limits which cosmology places on the allowed range of both the lepton and baryon asymmetries.

## 2 Primordial Nucleosynthesis

CMB power spectrum is expected to provide a precise value of the universal baryon-mass density parameter $`\mathrm{\Omega }_b`$ along with the other cosmological parameters. It is therefore a critical test if the Big-Bang nucleosynthesis can predict a consistent $`\mathrm{\Omega }_b`$-value.

There is a potential difficulty in the determination of $`\mathrm{\Omega }_b`$ from primordial nucleosynthesis, which has been imposed by recent detections of a low deuterium abundance, 2.9$`\times `$10-5 $``$ D/H $``$4.0$`\times `$10-5, in Lyman-$`\alpha `$ clouds along the line of sight to high red-shift quasars . Primordial abundance of 7Li is constrained from the observed ”Spite plateau”, 0.91$`\times `$10-10 $``$ 7Li/H$``$1.91$`\times `$10-10 , and the 4He abundance by mass, 0.226$`Y_p`$0.247 , from the observations in the HII regions. In order to satisfy these abundance constraints by a single $`\mathrm{\Omega }_b`$ value, one has to assume an appreciable depletion in the observed abundance of 7Li, which is still controversial both theoretically and observationally.

It depends on how accurately the nuclear reaction rates for the production of 7Li are known. 7Li abundance is strongly subject to large error bars associated with the measured cross sections for 4He(3H,$`\gamma `$)7Li at $`\eta \begin{array}{c}<\hfill \\ \hfill \end{array}`$ 2$`\times 10^{10}`$ and 4He(3He,$`\gamma `$)7Be at 3$`\times 10^{10}\begin{array}{c}<\hfill \\ \hfill \end{array}\eta `$. We studied these two reactions in quantum mechanics very carefully and concluded that the proper 2$`\sigma `$ error bars could be 1/4$``$1/3 of the previous ones. This improvement owes mostly to, first, the new precise measurement  of the cross sections for 4He(3H,$`\gamma `$)7Li and, second, the systematic theoretical studies  of both reaction dynamics and quantum nuclear structures of 7Li and 7Be, whose validity is critically tested by electromagnetic form factors measured by high-energy electron scattering experiments. When our recommended error estimate is applied to the determination of $`\mathrm{\Omega }_b`$, we lose $`\mathrm{\Omega }_b`$ value to explain both D/H and 7Li/H simultaneously.

In order to better estimate the $`\mathrm{\Omega }_b`$-value, we propose a new method to determine the primordial 7Li by the use of isotopic abundance ratio 7Li/6Li in the interstellar medium which exhibits the minimum effects of the stellar processes including depletion effect. Details are reported elsewhere .

## 3 Neutrino Decoupling in Lepton Asymmetric Cosmology

Although lepton asymmetric BBN has been studied in many papers  (and references therein), there are several differences in the present work: For one , we have included finite temperature corrections to the mass of the electron and photon . Another is that we have calculated the neutrino annihilation rate in the cosmic comoving frame, in which the Møller velocity instead of the relative velocity is to be used for the integration of the collision term in the Boltzmann equations .

Neutrinos and anti-neutrinos drop out of thermal equilibrium with the background thermal plasma when the weak reaction rate becomes slower than the universal expansion rate. If the neutrinos decouple early, they are not heated as the particle degrees of freedom change. Hence, the ratio of the neutrino to photon temperatures, $`T_\nu /T_\gamma `$, is reduced. The biggest drop in temperature occurs for a neutrino degeneracy parameter $`\xi _\nu =\mu _\nu /T_\nu 10`$, where $`\mu _\nu `$ is the neutrino chemical potential. This corresponds to a decoupling temperature above the cosmic QCD phase transition.

Non-zero lepton numbers affect nucleosynthesis in two ways. First, neutrino degeneracy increases the expansion rate. This increases the 4He production. Secondly, the equilibrium n/p ratio is affected by the electron neutrino chemical potential, $`\mathrm{n}/\mathrm{p}=\mathrm{exp}\{(\mathrm{\Delta }M/T_{np})\xi _{\nu _e}\}`$, where $`\mathrm{\Delta }M`$ is the neutron-proton mass difference and $`T_{np}`$ is the freeze-out temperature for the relevant weak reactions. This effect either increases or decreases 4He production, depending upon the sign of $`\xi _{\nu _e}`$.

A third effect emphasized in this paper is that $`T_\nu /T_\gamma `$ can be reduced if the neutrinos decouple early. This lower temperature reduces the energy density of neutrinos during BBN, and slows the expansion of the Universe. This decreases 4He production.

Figure 1 highlights the main result of this study , where we take $`\xi _{\nu _\mu }=\xi _{\nu _\tau }`$. For low $`\mathrm{\Omega }_\mathrm{b}`$$`h_{50}^2`$ models, only the usual low values for $`\xi _{\nu _e}`$ and $`\xi _{\nu _{\mu ,\tau }}`$ are allowed. Between $`\mathrm{\Omega }_\mathrm{b}h_{50}^2`$ 0.188 and 0.3, however, more than one allowed region emerges. For $`\mathrm{\Omega }_\mathrm{b}h_{50}^2\begin{array}{c}>\hfill \\ \hfill \end{array}0.4`$ only the large degeneracy solution is allowed. Neutrino degeneracy can even allow baryonic densities up to $`\mathrm{\Omega }_\mathrm{b}h_{50}^2=1`$.

## 4 Constraint from Cosmic Microwave Background

Several recent works  have shown that neutrino degeneracy can dramatically alter the power spectrum of the CMB. However, only small degeneracy parameters with the standard relic neutrino temperatures have been utilized. Here, we have calculated the CMB power spectrum to investigate effects

of a diminished relic neutrino temperature.

The solid line on Figure 2 shows a $`\mathrm{\Omega }_\mathrm{\Lambda }=0.4`$ model for $`n=0.78`$ which is a power law ”tilt” of primordial fluctuation. This fit is marginally consistent with the data at a level of $`5.2\sigma `$. The dotted line in Figure 2 shows the matter dominated $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$ best fit model with $`n=0.83`$ which is consistent with the data at the level of $`3\sigma `$. The main differences in the fits between the large degeneracy models and our adopted benchmark model are that the first peak is shifted to slightly higher $`l`$ value and the second peak is suppressed. One can clearly see that the suppression of the second acoustic peak is consistent with our derived neutrino-degenerate models. In particular, the MAXIMA-1 results are in very good agreement with the predictions of our neutrino-degenerate cosmological models . It is clear that these new data sets substantially improve the goodness of fit for the neutrino-degenerate models . Moreover, both data sets seem to require an increase in the baryonic contribution to the closure density as allowed in our neutrino-degenerate models.

## 5 Cosmic Age

There are several important implications of the neutrino degenerate Universe models. One of them is on the cosmic age problem. Recent baloon experiments of detecting the CMB anisotropy has exhibited that the flat cosmology is more likely. Combining this with the result from high-redshift supernova search, one may deduce a finite cosmological constant $`\mathrm{\Omega }_\mathrm{\Lambda }0.6`$, leading to a cosmic age $``$ 15 Gy. If this were the case, a potential difficulty that the cosmic age is likely to be shorter than the age of the Milky Way might be resolved. However, CMB anisotropy data provide with more details of sesveral cosmological parameters which may not necessarily accept this simplified interpretation.

In our neutrino degenerate Universe models with $`\mathrm{\Omega }=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.4`$, and $`\mathrm{\Omega }_bh_{50}^2=0.1`$, neutrino mass for $`\nu _{\mu ,\tau }`$ is constrained $`m_\nu `$ 0.3 eV as far as $`\mathrm{\Omega }_\nu 0.5`$ . Even should the mass be 0.3 eV, our conclusion on the primordial nucleosynthesis does not change at all. Therefore, we assumed massless neutrino. With this possible choice of the parameters in cosmology and particle physics, we can estimate the cosmic expansion age $`1213`$ Gy. Cosmic age problem seems still remained. Further careful studies of the age problem and also the nature of cosmological constant  are highly desirable.


text:
# Shot-noise statistics in diffusive conductors

## 1 Introduction

The electrical current across a conductor results from a flow of charge carriers. Their discreetness is responsible for current fluctuations $`\delta i`$ -called shot noise- characterized by a noise power $`S_I=2\overline{\delta i(t)\delta i(O)}𝑑t`$ proportional to the mean current $`I`$. For example, a current I of uncorrelated charge e will exhibit a full shot noise $`S_I=2.e.I`$. For a recent review on shot noise and for general references, see Blanter2000 .

In diffusive conductors shorter that the electron-phonon mean free length, an universal shot noise power $`S_I=(2.e.I)/3`$ has been predicted Beenakker92 ; deJong92 ; Nazarov94 ; Altshuler ; Blanter97 ; Nagaev ; deJong95 ; Sukhorukov  and validated experimentally Liefrink ; Steinbach ; Schoelkopf ; Henny .

This $`1/3`$ reduction over the full shot noise focused a lot of attention because it has been derived in two different frameworks: quantum mechanics (scattering matrix theory Beenakker92 ; deJong92 ; Nazarov94  and Green function technique Altshuler ; Blanter97 ) and semi-classical mechanics (Boltzmann-Langevin approach including Pauli’s exclusion principle Nagaev ; deJong95 ; Sukhorukov ). While Landauer saw a numerical coincidence between these results Landauer , de Jong and Beenakker deJongPHYSA96  minimized the role of phase coherence, which entails that an exclusion principle is the only irreducible concept behind the two treatments.

To be more complete, we should also mention the studies of the shot noise reduction in non-degenerate diffusive conductors: Gonzales ; Beenakker99 ; Schomerus .

The shot noise power can be seen as the statistical variance of the measurable current fluctuations. (by measurable current, we mean: current averaged over a time scale much larger than the electron-electron correlation time, which is always the case in electrical set-ups, even for very highpass systems.) In addition to the variance, the shot noise should also be characterized by all the higher moments of current fluctuations. In this paper, we will focus on the information beyond shot noise power, in the perspective of testing the merits of classical versus quantum mechanics in the noise reduction process.

The first significant result beyond the shot noise power was derived by Levitov and Lesovik Levitov . Starting from the description of a charge-counting operator, they derived the full statistics of transmitted charges through a point contact, or in other words the probability that Q charges are transmitted through a lumped scatterer during a given measurement duration $`\mathrm{\Delta }`$ that is large compared to the electronic correlation times. Note that in this large $`\mathrm{\Delta }`$ limit, $`Q/\mathrm{\Delta }`$ become what we called a measurable current. Two years later, Lee et al. Lee  combined this result with the bimodal distribution of the transmission eigenvalues predicted by the random matrix theory for a phase coherent diffusive conductor Dorokhov . In the large $`\mathrm{\Delta }`$ limit, they obtained the statistics $`P_q(Q)`$ for the transmitted charges $`Q`$ by this fully quantum derivation.

In this paper, we will show that the full statistics of transmitted charge through a diffusive conductor is a semi-classical quantity. To do so, we show that the prediction of Lee et al. can be recovered in a semi-classical model which accounts for an exclusion principle but not for phase coherence. This result generalizes to diffusive conductors an earlier derivation for double-barrier junctions deJongPRB96 .

## 2 The model

A minimal modeling of out-of-equilibrium semi-classical mesoscopic conductor consists in a 1D open system with a flow and a back-flow of charges of opposite velocities. This degenerate model can be easily adapted to a one dimensional chain: each site being associated with a back-scattering probability and a Pauli exclusion rule. Such degenerate systems are often considered in the theoretical physics literature as ”simple exclusion process” or traffic models. Indeed some of the analytical results on shot noise power mentioned previously have been derived with such models deJong95 ; Liu . In order to strictly overlap with these previous studies, we stick with the exact sequence of dynamic rules considered by Liu, Eastman and Yamamoto Liu .

The model consists in a chain of N sites. Each site is either empty, occupied by a right or a left-moving charge or by two charges propagating in opposite directions. During each time step, all charges are shifted to the next site, according to their direction. After this, each charge is likely to back-scatter with a probability $`r`$, provided that the resulting state is empty. The system is maintained out of equilibrium by dissymmetrical boundary conditions: charges are injected at each time step at one end of the chain while both ends act as perfect absorber for charges incoming from the chain.

For the model parameters considered in this paper, over $`10^8`$ samples are sometimes required for the statistics to converge up to the desired accuracy. In practice, the numerical simulation could still be performed on a desktop computer thanks to a code which core is restricted to low level-processor-instructions. Basically, each configuration of the chain occupation can be coded by the binary representation of two integers, one for each charge direction. Each time step is a combination of a register shift (right or left), a bit increment to account for the charge injection at the boundary, and a bit-to-bit comparison of the two integers to check for the scattering which are compatible with the Pauli exclusion principle. The effectiveness of scattering is set by precomputed series of random bits, refreshed when necessary. A special attention was dedicated to the validation of the random numbers algorithm. In addition to this direct simulation, two semi-analytical methods provided a cross validation of the results up to N=6 sites. For longer chains, those methods were either too CPU-time or memory consuming.

## 3 Results

The dots on Figure 1 present the probability distribution of the transmitted charges $`Q_\mathrm{\Delta }`$ for typical parameters of the semi-classical model (measurement duration: $`\mathrm{\Delta }=18000`$ time units buffer , site’s back-scattering probability: $`r=50\%`$). For comparison, the distribution $`Q_q`$ predicted by Lee et al. quantum model is plotted for the same average transmission (thin line) Lee .

The central limit theorem states that both these distributions converge to a gaussian distribution when $`\mathrm{\Delta }\mathrm{}`$. In this large $`\mathrm{\Delta }`$ limit and within finite size corrections, it has been demonstrated that the distributions variances of both models -i.e. the shot noise power- become equal deJong95 ; Lee . More precisely, in the large $`\mathrm{\Delta }`$ limit, de Jong and Beenakker showed that when the number of sites $`N`$ increases, the Fano factor $`(Q_\mathrm{\Delta }Q_\mathrm{\Delta })^2/Q_\mathrm{\Delta }`$ converges to $`(Q_qQ_q)^2/Q_q=1/3`$.

Beyond the gaussian approximation, the non-gaussian contribution of both distributions is also plotted on figure 1 (right scale). The central finding of this work is the excellent agreement between the semi-classical (open circles) and the quantum models (thick line) which strongly suggests that a semi-classical picture fully accounts for the whole statistics of transmitted charges in a diffusive conductor.

## 4 Finite size effects: the signature of correlations

The remaining of this paper will focus on the finite size effects associated with the three parameters of the model: the chain length or number of sites $`N`$, the measurement duration $`\mathrm{\Delta }`$ and the back-scattering probability $`r`$ on each site.

The third cumulant $`(Q_\mathrm{\Delta }Q_\mathrm{\Delta })^3`$ provides a useful measure of the deviation from the gaussian distribution and it can be directly compared with the quantum model prediction $`(Q_qQ_q)^3=1/15.Q_q`$ Lee . In this last relation, the linear scaling with $`Q_q`$ is simply a consequence of the fact that for large measurement duration ($`\mathrm{\Delta }=\mathrm{}`$ in this model), $`Q_q`$ is the sum of almost uncorrelated random variables which effective number scales linearly with $`\mathrm{\Delta }`$. One of the motivation for considering cumulants is precisely that they behave linearly with respect to the addition of independent variables. Therefore, the physics of the short time scales electron correlations is captured by the numerical prefactor $`1/15`$. In the following, it will be useful to call the ratio of the third cumulant by the average transmission the third Fano factor $`F_3`$, in reference to the usual Fano factor $`F`$.

Figure 2 presents the semiclassical third Fano factor $`F_3=(Q_\mathrm{\Delta }Q_\mathrm{\Delta })^3/Q_\mathrm{\Delta }`$ versus the measurement duration $`\mathrm{\Delta }`$ for different combinations of $`N`$ and $`r`$ (solid lines). After a transient regime, the signal settles to a constant level. The transient regime duration defines a correlation time $`\tau `$. Beyond this regime, for $`\mathrm{\Delta }>>\tau `$, the random variable $`Q_\mathrm{\Delta }`$ scales like $`\mathrm{\Delta }/\tau `$ as expected and the third Fano factor tends towards a constant value. Note that the measurement duration $`\mathrm{\Delta }=18000`$ used in figure 1 -to compare $`Q_\mathrm{\Delta }`$ and $`Q_q`$\- is validated by a plot similar to figure 2 for $`r=50\%`$.

The simulations show that $`\tau `$ increases when the chain length is increased as one would expect for a similar model without exclusion principle. In this latter case, we shall show that $`\tau `$ is of the order of the scattering time through the chain. Let us compare further the model with and without exclusion principle. On figure 2, $`F_3`$ versus $`\mathrm{\Delta }`$ is plotted for this second model for the same back-scattering probability and chain lengths (dashed lines). The transient regimes are significantly larger in this second model. In the $`\mathrm{\Delta }=0`$ limit, $`F_3=1`$ as expected from a Poisson distribution while for large $`\mathrm{\Delta }`$, $`F_3`$ converges to $`(1G).(12G)`$ where $`G=Q_\mathrm{\Delta }/\mathrm{\Delta }`$ is the conductivity. More extensive calculations confirmed this large $`\mathrm{\Delta }`$ limit, which correspond to a binomial distribution.

This result can be understood with the basic sketch of figure 3. To begin with, the main feature of the model in the absence of exclusion principle is that electrons emitted at different times are completely uncorrelated. The probability distribution of the transmitted charge is therefore completely determined by the probability distribution for a single particle to leave the system on the right, as a function of the time spent inside it. Let us denote by $`\tau `$ the width of this distribution. The left picture on figure 3 illustrates what happens as $`\mathrm{\Delta }\tau `$. Most detected particles have been emitted in region 2. For them, the measurement window covers the whole span of likely values for their lifetime in the system, before leaving on the right. Region 1 corresponds to particles emitted early, so they have to spend more time than on average in the system in order to contribute to the signal. Symmetrically, region 3 corresponds to particles spending a shorter time than on average in the system. Region 1 and 3 have a width of order $`\tau `$, whereas region 2 lasts for a time equivalent to $`\mathrm{\Delta }`$ as $`\mathrm{\Delta }\tau `$. All the particles emitted in region 2 contribute independently to the signal with the same probability $`P_{\mathrm{}}`$, so the measured charge follows a binomial distribution:

$$𝒫(Q_\mathrm{\Delta })\frac{\mathrm{\Delta }!}{Q_\mathrm{\Delta }!(\mathrm{\Delta }Q_\mathrm{\Delta })!}.(P_{\mathrm{}})^{Q_\mathrm{\Delta }}.(1P_{\mathrm{}})^{\mathrm{\Delta }Q_\mathrm{\Delta }}$$

The right picture on figure 3 illustrates the opposite situation, when $`\mathrm{\Delta }\tau `$. First, we expect anticorrelations between charges measured in the time intervals $`[t,t+\mathrm{\Delta }]`$ and $`[t^{},t^{}+\mathrm{\Delta }]`$ if $`\mathrm{\Delta }<tt^{}\tau `$, simply because both measurements involve particles which have been emitted in a same time interval of width proportional to $`\tau `$, and the same particle cannot be detected twice. As $`\mathrm{\Delta }\tau `$, the probability for each particle to contribute to the signal becomes very small, so we get a Poisson distribution. The cross-over from this Poisson distribution to the binomial one occurs for $`\mathrm{\Delta }\tau `$, and is precisely due to the correlations between the small time intervals $`[t,t+\mathrm{\Delta }]`$ and $`[t^{},t^{}+\mathrm{\Delta }]`$ when $`\mathrm{\Delta }<tt^{}\tau `$. The main value of this overly simple model is to illustrate the role of the correlation time $`\tau `$. It also emphasizes the need to give an accurate modelling of the injection process. The binomial law for $`\mathrm{\Delta }\tau `$ is strongly connected to the fact that the particles are injected periodically in the system. If the injection process is instead taken to follow a Poisson distribution, the scale $`\tau `$ doesn’t appear and the transmitted charge obeys a Poisson distribution, for all values of $`\mathrm{\Delta }`$. These two features (role of $`\tau `$ and importance of the injection mechanism) are of course expected to be found in more complex and more realistic models, such as the model simulated here, although full analytical treatments are not easily available. Let us now return to the case with the exclusion principle.

Figure 4 presents the Fano factor $`F`$ and the third Fano $`F_3`$ factor versus the conductance $`G=Q_\mathrm{\Delta }/\mathrm{\Delta }`$ for various numbers of sites N. This plot completes a similar one published in Liu  for the Fano factor. The continuous lines are the factors $`F=(1G)`$ and $`F_3=(1G).(12G)`$ for a point scatterer predicted by the coherent scattering formalism Lee . The agreement with the data in the $`G1`$ limit can be understood easily: for $`N.r<1`$, the mean free path becomes longer than the chain and the whole system can be considered as a lumped (or point) scatterer. On contrary, in the low conductivity limit, each charge undergoes many collisions in the chain and a diffusive-like behavior is expected. It is known that as the chain length increases, the data for the Fano factor converge to a plateau at $`1/3`$ deJong95 ; Lee . Figure 4 shows that the same type of asymptotic plateau emerges for the third Fano factor data. A plateau at $`F_3=1/15`$, plotted in figure 4, is compatible with the data.

Another point of view on these data supports the conjecture of an asymptotic plateau at $`1/15`$. Figure 5 presents the third Fano $`F_3`$ factor versus the number of sites $`N`$ for various back-scattering probabilities $`r`$. The residual discrepancy between the $`1/15`$ limit and the $`N=10`$ data appears as a finite size effect on $`N`$. The inset shows the difference between the third Fano factor and $`1/15`$ as a function of the number of sites N for $`r=80\%`$. It is interesting to note that the convergence is compatible with a power law with a $`(1)`$ exponent, which may be related to long range correlations between charge carriers induced by the exclusion principle.

## 5 Perspective for experiments

To the knowledge of the authors, experiments on the statistics of the transmitted charge have never been extended beyond the shot noise power. This may not be surprising since such experiments are difficult for a fundamental reason: the physical phenomena revealed by higher cumulants are related to the correlation time scale $`\tau `$ while the experimental probes (amperemetre, …) always have a time constant $`\mathrm{\Delta }`$ such that $`\mathrm{\Delta }\tau `$. As we recalled earlier, in this limit the statistics of transmitted charges are very close to a gaussian and a large number $`n`$ of statistical samples are required to discern the non-gaussian contributions, such as the third Fano factor $`F_3`$. In the following, we show that under specific experimental conditions, these contributions remain measurable.

We shall first consider the experimental analog of the cumulants $`(Q_\mathrm{\Delta }Q_\mathrm{\Delta })^2`$ and $`(Q_\mathrm{\Delta }Q_\mathrm{\Delta })^3`$ from which $`F`$ and $`F_3`$ are derived. A central point is the relation between the number of transmitted charges $`Q_\mathrm{\Delta }`$ and the currents $`i`$ measured by the amperemetre ; our analysis differs from a previous one on this point Levitov2001 . The dynamical response of the amperemetre is characterized by a cut-off frequency $`f_B`$ or the corresponding time scale $`\mathrm{\Delta }=1/f_B`$ which can be seen as the duration of the charge counting from which each current output is inferred. Consequently, the relation between $`Q_\mathrm{\Delta }`$ and each current output $`i`$ should then be:

$$Q_\mathrm{\Delta }\mathrm{\Delta }.ii/f_B$$

At this point, two comments are necessary. Firstly, $`f_B`$ should be understood as the effective frequency at the amperemetre output, which is set by the whole set-up, including filters, cables,…Secondly, in practice, the measurement chain is rarely a low pass but rather a bandpass, in order to filter out the low frequency noise or as a consequence of the typical specifications of RF elements. In the following, $`f_B`$ should be understood as the measurement bandwidth rather than the cut-off frequency. Note that we are implicitly assuming that the shot noise is white, which is reasonable for the experimental conditions considered below.

Using the previous equation, the Fano factors $`F`$ and $`F_3`$ can be written as :

$`\overline{(i\overline{i})^3}`$ $`=`$ $`F_3.\overline{i}.(e.f_B)^2`$
where the overline denotes the average over the bandwidth $`f_B`$. The experimental uncertainty on $`F_3`$ is mostly due to the uncertainty on $`\overline{(i\overline{i})^3}`$, which results itself from undesirable current noises $`i_N`$ in the circuit (such as amplifier noise and thermal noises) and from the finiteness of the number of statistical samples $`n`$. Assuming that $`i`$ and $`i_N`$ are independent and quasi-gaussian, the resulting signal to noise $`S/N`$ of $`\overline{(i\overline{i})^3}`$ and $`F_3`$ is indeed:

$`S/N`$ $`=`$ $`\overline{(i\overline{i})^3}/\sqrt{var((i+i_N)^3)}`$
$`=`$ $`\overline{(i\overline{i})^3}/\sqrt{6.(\overline{(i\overline{i})^2}+\overline{i_N^2})^3/n}`$
where we used the relation between the variance $`var`$ of the statistical estimate of the third cumulant of a gaussian and its second cumulant. To a reasonable approximation for our purpose, $`\overline{(i\overline{i})^2}`$ is the sum of the shot noise $`2F.e.\overline{i}`$ and the thermal noise $`4k.T/R`$ across the conductor of resistance $`R`$:

$$\overline{(i\overline{i})^2}(2F.e.\overline{i}+4k.T/R).f_B/2$$

If $`S_N`$ is the noise power density of $`i_N`$, we also have:

$$\overline{i_N^2}=S_N.f_B/2$$

The four last equations can be combined to give $`n`$ as a function of the other parameters including $`S/N`$ and $`\overline{i}`$. If the amperemetre output is sampled at a rate $`f_s`$ (oversampling being excluded) and if we set $`S/N=10`$, the duration $`T`$ of the experiment will be:

$$T=\frac{n}{f_s}75.\frac{(2F.e.\overline{i}+4k.T/R+S_N)^3}{f_s.f_B.\overline{i}^2.e^4.F_3^2}$$

For $`f_B=f_s=1GHz`$, $`S_N=10^{24}A^2/Hz`$, $`T=4K`$, $`R=50\mathrm{\Omega }`$ and $`\overline{i}=101000\mu A`$, we find an experiment duration $`T<1min`$, comfortable for an experimentalist.

The typical RF frequencies that we find for $`f_B`$ has consequences on the procedure for processing the amperemetre output amperemetre . A calibrated analogic device can certainly perform the $`ii^3`$ function but even if a fully analog signal processing is feasible analog , we believe that a numerical acquisition is preferable here. Given the typical parameters $`f_s`$ and $`T`$, real time storing of all the data is not possible with present technologies but a histogram of the measured current is enough for a post-processing of the cumulants and real time histograms can be acquired at frequencies up to several GHz. This signal processing procedure would also allow to extract more information than just $`F_3`$. In particular, figure 1 shows that the deviation from the gaussian has a $``$ shape which is nearly orthogonal to the gaussian and not efficiently sensed by the $`ii^3`$ projection function of the third cumulant. Since this $``$ function is known theoretically, it could be used as a projection vector for the experimental histograms. It is clear that such a processing would significantly increases the $`S/N`$ ratio.

## 6 Concluding remarks

The main result of this work is the perfect quantitative agreement between the classical model (with an exclusion principle in phase space) and the full quantum treatment of reference Lee  for the complete probability distribution of transmitted charge through a 1D diffusive conductor, during a measurement time $`\mathrm{\Delta }`$. Such an equivalence has already been discussed by many researchers in the last decade, either at the level of the second moment of this distribution (the noise power) Nagaev ; deJong95 ; Sukhorukov  or for the special case of a double-barrier system deJongPRB96 . However, our impression is that a first principle understanding of why this should be true is still lacking. Indeed, an advantage of the direct numerical simulation we have performed is to yield to the complete stationary out of equilibrium probability distribution on the configuration space of our system, which is the analogue of the Sinai-Ruelle-Bowen measure for continuous dynamical systems Dorfman . This information goes in principle much beyond the one contained in the Boltzmann stationary distribution or even the more refined Boltzmann-Langevin approach to the fluctuations in the single particle distribution around its stationary value. The latter formalism has proved very effective for the computation of noise reduction factors in various models Nagaev ; deJong95 ; Sukhorukov . But it relies on a key assumption on the fluctuations of the density current in single particle phase-space, namely it is a Poissonian random process with local correlations in space and time. Although this is a very reasonable assumption, as argued in Kogan , a rigorous derivation of this behavior requires in principle the exact knowledge of two particle correlations from the stationary distribution in configuration space. This goes far beyond the knowledge of the Boltzmann distribution. A natural question arising from the present work is to compare these two particle correlations obtained in the numerical simulation with the assumption made in Kogan . We hope to get a clear answer on this important point in the near future. In fact, the strong similarity between our model and the simple exclusion process considered in Eyink  suggests that the stationary distribution in configuration space is a very complex object. Recently, Derrida et al have uncovered some fascinating properties of the rare large fluctuations of such distributions, which exhibit a strongly non-local character Derrida . It would be very interesting to analyze the stationary distributions obtained here along these lines, although it may be impossible to derive exacts analytical expressions as for the simple exclusion model.

Finally, it would be very useful to generalize the Boltzmann-Langevin approach of Nagaev ; deJong95 ; Sukhorukov  to the computation of the complete distribution of the transmitted charge. At this point, we may object that a full quantum-mechanical derivation is already available Lee . however, this derivation is involving a quenched averaging over the possible impurity configurations. For a given mesoscopic sample, this may be justified by an ergodic hypothesis, so that averaging the transmission matrix over a finite energy window $`e.V`$ becomes equivalent to impurity averaging. But this may break down for very small systems. Furthermore, semi-classical models are very flexible, since they have been extended to treat interaction effects and inelastic processes Gonzales ; Beenakker99 ; Nagaev95 ; Kozub . Again, we believe a detailed analysis of the stationary distribution in configuration space is required to make further progress.

We want to thank O. Verzelen, T. Jolicoeur, G. Bastard and R. Ferreira for sharing their computing resources. We are also grateful to N. Regnault for some programmer tricks, to H. Willaime and P. Tabeling for technical support with the preliminary experiment mention in amperemetre  and to H. Bouchiat, S. Guéron and B. Reulet for their feed-back.