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# Lognormal property of weak lensing fields

## 1 Introduction

Cosmic shear, coherent distortions in galaxy images caused by the gravitational field of the intervening large-scale structure, has now been recognized as a powerful cosmological tool (see Mellier 1999 and Bartelmann & Schneider 2001 for reviews). Since the signal of cosmic shear reflects the gravitational potential of the total mass distribution, the cosmic shear can be a direct probe of the dark matter distribution as well as a way to measure the cosmological parameters. Recently, measurements of the cosmic shear have been independently performed by several groups (Van Waerbeke et al. 2000a; Wittman et al. 2000; Bacon, Refregier & Ellis 2000; Kaiser, Wilson & Luppino 2000; Maoli et al. 2001; Rhodes et al. 2001; van Waerbeke et al. 2001a). The estimated shear variance from the different observational data set quantitatively reconciles with each other, which is in good agreement with theoretical predictions based on the cluster normalized cold dark matter (CDM) model of structure formation. Ongoing and future wide-field surveys using high-resolution CCD camera will promise to dramatically improve the signal-to-noise ratio of the weak lensing signals. Hence, a detail understanding of the weak lensing statistics will be necessary to extract all the cosmological information present in the data.

Of course, simplest but useful statistical measure of the weak lensing field is popular two-point statistics (Blandford et al. 1991; Miralda-Escude 1991; Kaiser 1992), however, a more clear discriminator is needed to break the degeneracy in constraining the cosmological parameters. In this respect, the non-Gaussian features of weak lensing field can be very sensitive to the density of universe and the higher-order statistics such as the skewness of local convergence field are expected to constrain the density parameter $`\mathrm{\Omega }_0`$ and even to the cosmological constant $`\lambda _0`$ (Bernardeau, Van Waerbeke & Mellier 1997; Jain & Seljak 1997; Van Waerbeke et al. 2001b). On the other hand, topological analysis using the Minkowski functionals of the convergence field has been proposed by Sato, Takada, Jing & Futamase (2001) in order to extract the non-Gaussian features (see also Matsubara & Jain 2001). Unfortunately, their methodology heavily relies on the validity of the perturbation theory of structure formation and cannot be applied to the weak lensing field at small angular scales $`\theta \stackrel{<}{}4`$’, where the underlying three-dimensional mass distribution is in the highly nonlinear regime. While the non-Gaussian signature of weak lensing fields becomes easily measurable on small scales, the non-Gaussian signal primarily reflects the nonlinear growth of the density fields, which strongly depends on the dark matter clustering properties. It is therefore desirable to investigate the statistical properties of three-dimensional mass density and explore the relation between mass distribution and weak lensing field.

Very recently, Kayo, Taruya & Suto (2001) performed a detailed analysis of the one- and two-point statistics of the three-dimensional mass distribution using the high-resolution N-body simulations. They found that the lognormal models of one- and two-point probability distribution functions (PDF) can provide an excellent approximation to the nonlinear mass distribution with Gaussian initial condition, irrespective of the shape of the initial power spectrum. The lognormal distribution has been long known as an empirical prescription characterizing the dark matter distribution and/or the observed galaxies (e.g., Hamilton 1985; Bouchet et al. 1993; Coles & Jones 1991; Kofman et al. 1994), however, there exists no rigorous explanation for its physical origin. Nevertheless, the lognormal model is now widely utilized in the astrophysical context such as analytical modeling of dark halo biasing and Ly-$`\alpha `$ forest (e.g., Mo & White 1996; Taruya & Suto 2000; Bi & Davidsen 1997). In this regard, the result of Kayo et al. (2001) is interesting and can be useful in quantifying the dark matter distribution. Furthermore, their results indicate that the lognormal distribution can also describe the weak lensing field, since the weak lensing effect primarily reflects the clustering property of dark matter distributions. Then, crucial but fundamental questions arise as follows. How does the lognormal property emerge in the weak lensing field ? Can the lognormal model provide an approximate and reliable prescription for the weak lensing statistics ?

In this paper, we quantitatively investigate those issues using the ray-tracing simulations. We first consider how the statistical feature of three-dimensional mass distribution is related to that of the local convergence, i.e, the two-dimensional projected density field. Assuming that the convergence field is well-approximated by the lognormal distribution, we derive analytic formulae for the one-point PDF and the Minkowski functionals. We then perform quantitative comparisons between the lognormal models and the results of ray-tracing simulations. Furthermore, we discuss the consistency of the lognormal model with the higher-order statistics on which the previous works have mainly focused.

The plan of paper is as follows. In section 2, we briefly describe the basic definitions of weak lenses. Then, we discuss the statistical relations between mass density field and convergence field in section 3. The analytic expressions for the one-point PDF and the Minkowski functionals are presented. In section 4, the detailed comparison between the lognormal predictions and the ray-tracing simulations is described. The consistency between lognormal model and previous study is discussed in section 5. Finally, section 6 is devoted to conclusions and discussion.

## 2 Preliminaries

Inhomogeneous mass distribution of the large-scale structure deflects the light ray trajectory emitted from an angular direction $`𝜽`$ in the source plane by a small angle $`\delta 𝜽`$ in the image plane. The differences between the deflection angles of light rays emitted from a galaxy thus induce a distortion of the galaxy image characterized by the following symmetric matrix:

$$\mathrm{\Phi }_{i,j}\frac{\delta \theta _i}{\theta _j}=2_0^{\chi _s}d\chi \frac{r(\chi )r(\chi _s\chi )}{r(\chi _s)}_i_j\varphi (\chi ),(i,j=1,2),$$
(1)
where $`_i`$ represents a derivative with respect to $`\theta _i`$, and $`\varphi `$ is the gravitational potential of the three-dimensional mass density field. The variable $`\chi _s`$ means the quantity $`\chi `$ at the source redshift, and the quantities $`\chi `$ and $`r(\chi )`$ respectively denote the comoving parts of the radial and the angular-diameter distance:

$$\chi (z)=_0^z\frac{cdz^{}}{H(z^{})};H(z)=H_0\sqrt{\mathrm{\Omega }_0(1+z)^3+(1\mathrm{\Omega }_0\lambda _0)(1+z)^2+\lambda _0},$$
(2)
and

$$r(\chi )=\{\begin{array}{cc}\mathrm{sin}(\sqrt{K}\chi )/\sqrt{K}\hfill & \hfill (K>0)\\ \chi \hfill & \hfill (K=0)\\ \mathrm{sinh}(\sqrt{K}\chi )/\sqrt{K}\hfill & \hfill (K<0)\end{array}$$
(3)
with the quantity $`K`$ being the spatial curvature of the universe, $`K=(H_0/c)^2(\mathrm{\Omega }_0+\lambda _01)`$. The matrix $`\mathrm{\Phi }_{i,j}`$ is usually decomposed into the trace part, i.e, the convergence field $`\kappa _\theta `$ and the tidal shear components $`𝜸_\theta `$ defined by

$`\kappa _\theta `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\mathrm{\Phi }_{1,1}+\mathrm{\Phi }_{2,2}\right),`$ (4)
$`𝜸_\theta `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\mathrm{\Phi }_{1,1}\mathrm{\Phi }_{2,2}\right)i\mathrm{\Phi }_{1,2}.`$ (5)
The shear field $`𝜸_\theta `$ can be directly estimated from the observed ellipticity of the galaxy images. The convergence field $`\kappa _\theta `$ can be then reconstructed from the shear map from the relations (4) and (5) (e.g., Kaiser & Squires 1993). Since we are interested in the statistical properties of the weak lensing fields, one can safely employ the Born approximation, where the quantity $`_i_j\varphi (\chi )`$ are computed along the unperturbed photon trajectory (Blandford et al. 1991; Miralda-Escude 1991; Kaiser 1992). From equations (1) and (4), the convergence field along a line-of-sight is simply expressed as a weighted projection of the mass density fluctuation field $`\delta `$ (e.g, Mellier 1999; Bartelmann & Schneider 2001 for reviews):

$$\kappa _\theta (𝜽)=_0^{\chi _s}𝑑\chi w(\chi ,\chi _s)\delta [r(\chi )𝜽,\chi ],$$
(6)
where the weight function $`w(\chi ,\chi _s)`$ is

$$w(\chi ,\chi _s)=\frac{3}{2}\left(\frac{H_0}{c}\right)^2(1+z)\mathrm{\Omega }_0\frac{r(\chi )r(\chi _s\chi )}{r(\chi _s)}.$$
(7)
Note that, even in the weak lensing limit, the density fluctuation $`\delta `$ is not small but can become much larger than unity.

In statistical analysis of weak lensing fields, the smoothing filter is practically used in order to reduce the noise due to the intrinsic ellipticity of galaxies. Throughout this paper, we adopt the top-hat smoothing function. The variance of the local convergence can then be expressed as

$$\kappa ^2=_0^{\chi _s}𝑑\chi \left[w(\chi ,\chi _s)\right]^2\frac{d^2𝐤_{}}{(2\pi )^2}P_{\mathrm{mass}}(k_{})\widehat{W}_{\mathrm{TH}}^2\left(k_{}r(\chi )\theta _{\mathrm{TH}}\right),$$
(8)
where $`P_{\mathrm{mass}}(k)`$ is the three-dimensional power spectrum of the mass distribution and the function $`\widehat{W}_{\mathrm{TH}}(x)`$ represents the Fourier transform of the top-hat smoothing kernel:

$$\widehat{W}_{\mathrm{TH}}(x)=2\frac{J_1(x)}{x}.$$
(9)
Note that equation (8) is derived by employing the Limber’s equation (Kaiser 1992). Similarly, variance of the gradient field, $`(\kappa )^2`$, can be expressed as

$$(\kappa )^2=_0^{\chi _s}𝑑\chi \left[w(\chi ,\chi _s)\right]^2r^2(\chi )\frac{d^2𝐤_{}}{(2\pi )^2}k_{}^2P_{\mathrm{mass}}(k_{})\widehat{W}_{\mathrm{TH}}^2\left(k_{}r(\chi )\theta _{\mathrm{TH}}\right).$$
(10)
Equations (8) and (10) are valid on relevant angular scales we are interested in, where the small-angle approximation holds with good accuracy (Hu 2001).

## 3 Lognormal model prescription

### 3.1 One-point PDF

The expression (6) gives a simple interpretation that the statistical feature of $`\kappa `$ is closely related to that of the underlying density field $`\delta `$. To show this more explicitly, we consider the one-point PDF, which can be constructed from a full set of the moments. Let us write down the PDF of the mass density field $`\delta `$:

$$P(\delta )d\delta =_{\mathrm{}}^+\mathrm{}\frac{dx}{2\pi \sigma ^2}e^{ix(\delta /\sigma )+\phi _\delta (x)/\sigma ^2}𝑑\delta ,$$
(11)
where $`\sigma `$ denotes the root-mean-square (RMS) of $`\delta `$, $`\sigma =\delta ^2^{1/2}`$ and $`\phi _\delta (x)`$ means cumulant generating function:

$$\phi _\delta (x)=\underset{n=2}{\overset{\mathrm{}}{}}\frac{S_{n,\delta }}{n!}(ix)^n;S_{n,\delta }\frac{\delta ^n_\mathrm{c}}{\delta ^2^{n1}}.$$
(12)
Similarly, the one-point PDF of the local convergence is written as

$$P(\widehat{\kappa })d\widehat{\kappa }=_{\mathrm{}}^+\mathrm{}\frac{dx}{2\pi \widehat{\kappa }^2}e^{ix(\widehat{\kappa }/\widehat{\kappa }^2^{1/2})+\phi _{\widehat{\kappa }}(x)/\widehat{\kappa }^2}𝑑\widehat{\kappa },$$
(13)
with the cumulant generating function for $`\widehat{\kappa }`$, $`\phi _{\widehat{\kappa }}(x)`$. Here we have introduced the normalized convergence field, $`\widehat{\kappa }\kappa /|\kappa _{\mathrm{min}}|`$ so as to satisfy the range of the definition being $`1<\widehat{\kappa }<+\mathrm{}`$. The quantity $`\kappa _{\mathrm{min}}`$ denotes the minimum value of the convergence field. Note that the actual value of $`\kappa _{\mathrm{min}}`$ in the universe should, in principle, depend on the nature of dark matter between the source galaxies and observer (Metcalf & Silk 1999; Seljak & Holtz 1999). If the dark matter is composed of a compact object such as the primordial black holes, $`\kappa _{\mathrm{min}}`$ might correspond to the convergence evaluated along an empty beam (see eq.). On the other hand, when the dark matter is composed of a smooth microscopic component as is suggested by the standard CDM scenarios, $`\kappa _{\mathrm{min}}`$ becomes larger than the empty-beam value for relevant smoothing scales (see also Jain, Seljak & White 1999). As will be discussed later in section 4.2, $`\kappa _{\mathrm{min}}`$ is an important quantity in controlling the lognormal model and is sensitive to the cosmological model.

Even though we have the simple relation (6) between $`\delta `$ and $`\kappa `$, the relation between the cumulant generating functions of $`\phi _\delta `$ and $`\phi _{\widehat{\kappa }}`$ is practically intractable without recourse to some assumptions or approximations. Under the hierarchical ansatz for the higher order moments of $`\delta `$, i.e., $`S_{n,\delta }=\text{const.}`$, Munshi & Jain (2000) and Valageas (2000) showed that the relation between $`\phi _\delta `$ and $`\phi _{\widehat{\kappa }}`$ is greatly reduced and is expressed in a compact form:

$$\phi _{\widehat{\kappa }}(x)=_0^{\chi _s}𝑑\chi \frac{\widehat{\kappa }^2}{I_\kappa (\theta )}\phi _\delta \left(\frac{w(\chi ,\chi _s)}{|\kappa _{\mathrm{min}}|}\frac{I_\kappa (\theta )}{\widehat{\kappa }^2}x\right),$$
(14)
where the quantity $`I_\kappa `$ is defined by

$$I_\kappa (\theta )=\frac{d^2𝐤_{}}{(2\pi )^2}P_{\mathrm{mass}}(k_{})\widehat{W}_{\mathrm{TH}}^2\left(k_{}r(\chi )\theta \right).$$
(15)
This is valid as long as the small-angle approximation holds. As also proposed by those authors, since the factor $`wI_\kappa /(|\kappa _{\mathrm{min}}|\widehat{\kappa }^2)`$ in equation (14) has typical values of order unity, one might use a simple approximation

$$\phi _{\widehat{\kappa }}(x)\phi _\delta (x).$$
(16)
It is easy to check that this approximation holds for the limit of $`z_\mathrm{s}0`$, where the both quantities $`wI_\kappa /(|\kappa _{\mathrm{min}}|\widehat{\kappa }^2)`$ and $`𝑑\chi \widehat{\kappa }^2/I_\kappa (\theta )`$ approach unity.

Once equation (16) is given, PDF of the convergence field, $`P(\kappa )`$, can be directly calculated from the one-point PDF of the three-dimensional mass density field $`P(\delta )`$, irrespective of the projection effect (see eq.):

$$P(\kappa )d\kappa =P\left(\delta \frac{\kappa }{|\kappa _{\mathrm{min}}|};\sigma \frac{\kappa ^2^{1/2}}{|\kappa _{\mathrm{min}}|}\right)\frac{d\kappa }{|\kappa _{\mathrm{min}}|}$$
(17)
Now, let us recall the empirical fact that the PDF of local density $`P(\delta )`$ is approximately described by the lognormal distribution:

$$P_{\mathrm{ln}}(\delta )d\delta =\frac{1}{\sqrt{2\pi \mathrm{ln}(1+\sigma ^2)}}\mathrm{exp}\left\{\frac{[\mathrm{ln}(1+\delta )\sqrt{1+\sigma ^2}]^2}{2\mathrm{ln}(1+\sigma ^2)}\right\}\frac{d\delta }{1+\delta }.$$
(18)
Substituting (18) into (17), one finally obtains

$$P_{\mathrm{ln}}(\kappa )d\kappa =\frac{1}{\sqrt{2\pi }\sigma _{\mathrm{ln}}}\mathrm{exp}\left\{\frac{[\mathrm{ln}(1+\kappa /|\kappa _{\mathrm{min}}|)+\sigma _{\mathrm{ln}}^2/2]^2}{2\sigma _{\mathrm{ln}}^2}\right\}\frac{d\kappa }{\kappa +|\kappa _{\mathrm{min}}|},$$
(19)
where the quantity $`\sigma _{\mathrm{ln}}`$ is defined by

$$\sigma _{\mathrm{ln}}^2\mathrm{ln}\left(1+\frac{\kappa ^2}{|\kappa _{\mathrm{min}}|^2}\right).$$
(20)
Before discussing the application and validity of equation (19), two important remarks should be mentioned. First, recall that the lognormal distribution violates the assumption of hierarchical ansatz used in the derivation of equation (14). The resultant expression (19) is thus inconsistent, however, the violation of the hierarchical assumption is fortunately weak on nonlinear scales of interest here (e.g., Kayo et al. 2001). We therefore expect that, as long as we restrict ourselves to the range of applicability, the expression (19) can provide a reasonable approximation and capture an important aspect of the non-Gaussianity in the weak lensing field. Secondly, notice that the result (19) heavily relies on the validity of the approximation (16). One might suspect that the approximation breaks down for a case with the high source redshift such as $`z_\mathrm{s}\stackrel{>}{}1`$, where the lensing projection becomes more important, and this will be discussed below. Of course, one can directly evaluate the convergence PDF $`P(\kappa )`$ from equations (13) and (14) assuming the lognormal PDF of $`\delta `$, although this treatment is not useful in practice. Instead, in this paper we a priori assumes the simple analytic prediction (19), whereby we can further derive the useful analytic formulae for the Minkowski functionals and obtain a more physical interpretation of the results. We will then carefully check our model by comparing the predictions with the numerical simulation results.

### 3.2 Minkowski functionals

Expression (17) implies that the projection effect is primarily unimportant and is eliminated by rescaling the quantities $`\delta \kappa /|\kappa _{\mathrm{min}}|`$. That is, the statistical feature of $`\kappa `$ directly reflects that of three-dimensional density $`\delta `$. If this is the case, one can further develop a prediction of the weak lensing field based on the lognormal ansatz. To investigate this issue, the other informative statistics such as the higher-order correlation and the isodensity statistics should be examined.

Among these statistics, it is known that Minkowski functionals can be useful and give a morphological description to the contour map of the weak lensing field (e.g, Schmalzing & Buchert 1997). In a two-dimensional case, Minkowski functionals are characterized by the three statistical quantities: the area fraction, $`v_0`$, circumference per unit length, $`v_1`$ and Euler characteristics per unit area, $`v_2`$. The third functional is equivalent to the famous genus statistics often used in the cosmological context (Gott, Melott & Dickinson 1986). These quantities are evaluated for each isocontour as a function of level threshold, $`\nu \kappa /\kappa ^2`$.

The explicit expression of Minkowski functional $`v_0(\nu )`$ is given by

$$v_0(\nu )=\mathrm{\Theta }\left(\kappa \nu \kappa ^2^{1/2}\right),$$
(21)
where $`\mathrm{\Theta }`$ denotes the Heaviside step function. The Minkowski functionals $`v_1(\nu )`$ and $`v_2(\nu )`$ provide an additional information on the convergence field, since the definitions include higher derivative terms such as $`_i\kappa `$ and $`_i_j\kappa `$. According to Matsubara (2000), Minkowski functionals $`v_1`$ and $`v_2`$ in the two-dimension map can be related to the level-crossing and the genus statistics defined in the two-dimensional surface, $`N_1`$ and $`G_2`$ (see also Schmalzing & Buchert 1997):

$`v_1(\nu )`$ $`=`$ $`{\displaystyle \frac{\pi }{8}}N_1(\nu )={\displaystyle \frac{\pi }{8}}\delta _D\left(\kappa \kappa ^2^{1/2}\nu \right)|_1\kappa |,`$ (22)
$`v_2(\nu )`$ $`=`$ $`G_2(\nu )=\delta _D\left(\kappa \kappa ^2^{1/2}\nu \right)\delta _D(_1\kappa )|_2\kappa |_1_1\kappa .`$ (23)
Assuming that the convergence field is approximately described by the lognormal distribution, the analytic expressions for Minkowski functionals can be derived in a straightforward manner. Since the area fraction represents the cumulative probability above the threshold $`\nu `$, substituting (19) into the definition (21) yields

$$v_{0,\mathrm{ln}}(\nu )=_{\nu \kappa ^2^{1/2}}^+\mathrm{}𝑑\kappa P_{\mathrm{ln}}(\kappa )=\frac{1}{2}\text{erfc}\left\{\frac{y(\nu )}{\sqrt{2}}\right\}$$
(24)
with the function $`y(\nu )`$ given by

$$y(\nu )\frac{\sigma _{\mathrm{ln}}}{2}+\frac{\mathrm{ln}(1+\nu \kappa ^2^{1/2}/|\kappa _{\mathrm{min}}|)}{\sigma _{\mathrm{ln}}}.$$
(25)
As for the Minkowski functionals $`v_1`$ and $`v_2`$, the analytic expressions for the lognormal distribution can be obtained from the local transformation of Gaussian formulae, $`N_1(\nu )`$ and $`G_2(\nu )`$. The details of the derivation are described by Taruya & Yamamoto (2001) (see also Matsubara & Yokoyama 1996). The final results become

$`v_{1,\mathrm{ln}}(\nu )`$ $`=`$ $`{\displaystyle \frac{1}{8\sqrt{2}}}{\displaystyle \frac{1}{\sqrt{|\kappa _{\mathrm{min}}|^2+\kappa ^2}}}{\displaystyle \frac{(\kappa )^2^{1/2}}{\sigma _{\mathrm{ln}}}}e^{y^2(\nu )/2},`$ (26)
$`v_{2,\mathrm{ln}}(\nu )`$ $`=`$ $`{\displaystyle \frac{1}{2(2\pi )^{3/2}}}{\displaystyle \frac{1}{|\kappa _{\mathrm{min}}|^2+\kappa ^2}}{\displaystyle \frac{(\kappa )^2}{\sigma _{\mathrm{ln}}^2}}y(\nu )e^{y^2(\nu )/2}.`$ (27)
Note that in the limit $`\kappa ^2^{1/2}/|\kappa _{\mathrm{min}}|1`$, the above predictions recover the Gaussian formulae:

$`v_{0,\mathrm{G}}(\nu )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\text{erfc}\left({\displaystyle \frac{\nu }{2}}\right),`$ (28)
$`v_{1,\mathrm{G}}(\nu )`$ $`=`$ $`{\displaystyle \frac{1}{8\sqrt{2}}}\left({\displaystyle \frac{(\kappa )^2}{\kappa ^2}}\right)^{1/2}e^{\nu ^2/2},`$ (29)
$`v_{2,\mathrm{G}}(\nu )`$ $`=`$ $`{\displaystyle \frac{1}{2(2\pi )^{3/2}}}{\displaystyle \frac{(\kappa )^2}{\kappa ^2}}\nu e^{\nu ^2/2}.`$ (30)
Apart from the PDF $`P(\kappa )`$ and the area fraction $`v_0`$, there exists no clear reason that the extension of lognormal model to the Minkowski functionals $`v_1`$ and $`v_2`$ still provides a good approximation in the real universe. At present, the predictions (26) and (27) are just regarded as an extrapolation from the one-point PDF $`P(\kappa )`$ and should be checked by numerical simulations.

## 4 Comparison with ray-tracing simulations

In this section, we quantitatively examine the validity of lognormal model by comparing its predictions with the simulation results. A brief description of ray-tracing simulation is presented in section 4.1. In section 4.2, the model parameters in the lognormal formulae are checked in details using the simulation data. Some important numerical effects are also discussed. Then, section 4.3 describes our main results, i.e, the comparisons of one-point PDF and Minkowski functionals between the lognormal predictions and the simulation data.

### 4.1 Ray-tracing simulations

In order to investigate the lognormal property of convergence fields, we use a series of ray-tracing simulations in three cold dark matter models (SCDM, LCDM, OCDM for Standard, Lambda, Open CDM models, respectively). The cosmological parameters used here are summarized in Table 1.

To perform a ray-tracing simulation, a light-cone data set is first generated by particle-mesh (PM) N-body code. The PM code uses $`256^2\times 512`$ particles and is performed in a periodic rectangular box of size $`(L,L,2L)`$ with the force mesh $`256^2\times 512`$. The initial conditions are generated according to the transfer functions of Bond & Efstathiou (1984). Then the light-cone of the particles is extracted from each simulation during the run (Hamana, Colombi & Suto 2001). The final set of light-cone data are created so as to cover a field of view of $`5\times 5`$ square degrees and the box sizes of each output are chosen so as to match to the convergence of the light ray bundle. As a result, the angular resolution of ray-tracing simulation, which is basically limited by the spatial resolution of PM N-body code, becomes almost constant, $`\theta _{\mathrm{res}}1.5`$’ from the observer at $`z=0`$ (Hamana & Mellier 2001).

Once the light-cone data is obtained, ray-tracing simulations are next performed using the multiple lens-plane algorithm (e.g., Schneider, Ehlers & Falco 1992; Jain, Seljak & White 2000; Hamana, Martel & Futamase 2000). In our calculation, the interval between lens planes are fixed to comoving length, $`80h^1`$Mpc. The $`512^2`$ light rays are then traced backward from the observer’s point to the source plane. The initial ray directions are set on $`512^2`$ grids and the two-dimensional deflection potential are calculated by solving ray-bundle equations keeping the same grids in each lens plane. We obtained $`40`$ realizations by randomly shifting the simulation boxes.

After constructing the weak lensing map in the image plane at $`z=0`$, the smoothed convergence field are finally computed on $`512^2`$ grids by convolving the top-hat smoothing kernel. All the statistical quantities such as one-point PDF and Minkowski functionals are evaluated from the data. In a subsequent analysis, we use the convergence data set fixing the source redshifts to $`z_\mathrm{s}=1`$ and $`2`$.

### 4.2 On the lognormal model parameters

Since the lognormal predictions presented in previous section heavily rely on the three parameters, $`\kappa _{\mathrm{min}}`$, $`\kappa ^2`$ and $`(\kappa )^2`$, we first check them in some details using the ray-tracing simulations.

Figure 1 shows the minimum value of the convergence, $`\kappa _{\mathrm{min}}`$ against the smoothing angle. The error-bars indicate the $`1`$-$`\sigma `$ errors around each mean, where the mean value $`\kappa _{\mathrm{min}}`$ is obtained from $`40`$ realization data. As stated in section 3.1, the convergence $`\kappa `$ evaluated along an empty beam is theoretically considered as a possibility of $`\kappa _{\mathrm{min}}`$ and expressed from equation (6) as

$$\kappa _{\mathrm{empty}}=_0^{\chi _s}𝑑\chi w(\chi ,\chi _s),$$
(31)
which implies that the light ray propagates through empty space with $`\delta =1`$ everywhere along the line of sight. In figure 1, thick lines represent the theoretical prediction (31) for each model. Clearly, these predictions give much smaller values than the simulation results in both $`z_\mathrm{s}=1.0`$ and $`2.0`$ cases. In addition to the systematic cosmological model dependences, the scale-dependence of $`\kappa _{\mathrm{min}}`$ also appears.

These results mean that none of the light rays becomes completely empty beam (see also Jain, Seljak & White 1999). Nevertheless, one cannot exclude the possibility that some or even the majority of lines of sights become empty at scales smaller than the mean separation angle between particles of N-body simulations. In this sense, the minimum value $`\kappa _{\mathrm{min}}`$ could be affected by the finite sampling from a limiting survey size of the convergence map. Based on this consideration, we propose the following intuitive way to explain the behaviors of $`\kappa _{\mathrm{min}}`$ shown in figure 1. Assuming that the original PDF of infinitesimal light rays obeys the lognormal model with the minimum value $`\kappa _{\mathrm{empty}}`$, one can roughly estimate $`\kappa _{\mathrm{min}}`$ from the condition that the expectation number of independent sampling area for $`\kappa _{\mathrm{empty}}\kappa \kappa _{\mathrm{min}}`$ becomes unity in the field-of-view $`5^{}\times 5^{}`$. The details of estimation is described in Appendix A. For a given angular scale $`\theta _{\mathrm{TH}}`$ and cosmological model, the quantity $`\kappa _{\mathrm{min}}`$ is evaluated by solving the equation (A2) with the prior PDF (A1). The thin lines in figure 1 depict the estimation based on this prescription, which reasonably agrees with simulations. This result is interesting in the sense that we could analytically predict $`\kappa _{\mathrm{min}}`$ and the resultant minimum value is sensitive to the cosmological parameters, especially $`\mathrm{\Omega }_0`$. The practical possibility will be again discussed in the final section.

Next, turn to focus on the variances of the convergence and its gradient fields. In figure 2, the measured amplitudes, $`\kappa ^2^{1/2}`$ and $`(\kappa )^2^{1/2}`$, are plotted in linear- and log-scale and are compared with linear (short-dashed) and nonlinear (solid) predictions. For the RMS of the convergence $`\kappa ^2^{1/2}`$, the nonlinear prediction based on the Peacock & Dodds (1996) formula faithfully reproduces the simulation result over the smoothing angles, $`\theta \stackrel{>}{}\theta _{\mathrm{res}}1.5`$’. On the other hand, in the case of $`(\kappa )^2`$, nonlinear predictions systematically deviate from simulations. The discrepancy remains even at larger smoothing angles, $`\theta 10`$’ and causes $`3040\%`$ error.

While the theoretical predictions based on the expressions (8) and (10) were computed assuming that the mass power spectrum $`P_{\mathrm{mass}}(k)`$ are continuous and has infinite resolution, the simulation data is practically affected by the finite resolution. In our case, the limitation of PM force mesh could be attributed to the finite resolution or the cutoff of Fourier modes, which becomes influential even on larger smoothing angles, $`\theta \stackrel{>}{}\theta _{\mathrm{res}}`$. In fact, compared to $`\kappa ^2`$, dominant contribution to the quantity $`(\kappa )^2`$ comes from the short-wavelength modes of three-dimensional density fluctuations, sensitively depending on the choice of the smoothing filter. To show the significance of this effect, nonlinear prediction is modified according to the finite resolution of PM code (see Appendix B). Shortly, the Fourier-integrals in the expressions of (8) and (10) are discretized so as to mimic the PM N-body resolution as follows (Eqs.\[B1\]\[B2\] in Appendix B):

$`{\displaystyle _0^{\mathrm{}}}𝑑k_{}\mathrm{\Delta }^2(k_{})W_{\mathrm{TH}}^2(k_{}r\theta ){\displaystyle \underset{n=1}{\overset{N_{\mathrm{max}}}{}}}\mathrm{\Delta }k_{}\mathrm{\Delta }^2(k_{,n})W_{\mathrm{TH}}^2(k_{,n}r\theta ),`$
$`\mathrm{\Delta }^2(k_{})\{\begin{array}{cc}(k_{}/2\pi )P_{\mathrm{mass}}(k_{})& \text{for}\kappa ^2,\hfill \\ & \\ (k_{}^3/2\pi )P_{\mathrm{mass}}(k_{})& \text{for}(\kappa )^2.\hfill \end{array},`$ (35)
where $`n`$-th Fourier mode $`k_{,n}`$ is given by $`k_{,n}=\mathrm{\Delta }k_{}\times n`$ and the interval $`\mathrm{\Delta }k_{}`$ is set to $`\mathrm{\Delta }k_{}=2\pi /L_{\mathrm{box}}(z)`$.

The long-dashed lines in figure 2 show the results including the finite-resolution effect. In each panel, the number of Fourier modes, $`N_{\mathrm{max}}`$ is chosen as $`90`$ (see discussion in Appendix B). It is apparent that the prediction of $`(\kappa )^2^{1/2}`$ systematically reduces its power all over the scales and it almost reconciles with the simulation result, although the result of $`\kappa ^2^{1/2}`$ remains unchanged. We have also examined various cases by changing the maximum number to $`64\stackrel{<}{}N_{\mathrm{max}}\stackrel{<}{}128`$, but obtained qualitatively similar behavior. Note that the incorrect prediction of $`(\kappa )^2`$ leads to a systematic error in predicting the amplitude of the Minkowski functionals $`v_1`$ and $`v_2`$ from their definitions (26) and (27), while it does not alter the non-Gaussian shapes of those functionals with respect to the level threshold.

Keeping up the above remarks in mind, in what follows, to make a comparison with the lognormal models transparent, we use the parameters $`\kappa ^2`$, $`(\kappa )^2`$ and $`\kappa _{\mathrm{min}}`$ directly estimated from the simulations when plotting the lognormal predictions (19), (24), (26) and (27).

### 4.3 Results

#### 4.3.1 One-point PDF

As a quick view of the validity of lognormal model, we first deal with the one-point PDF, $`P(\kappa )`$. Figures 3 and 4 show the one-point PDFs of the local convergence in various CDM models with the smoothing angles, $`\theta =2`$’, $`4`$’ and $`8`$’. Here, the PDF data is constructed by binning the data with $`\mathrm{\Delta }\kappa =0.01`$. The source redshifts are fixed to $`z_\mathrm{s}=1.0`$ in figure 3 and $`z_\mathrm{s}=2.0`$ in figure 4. Clearly, the functional form of the one-point PDF becomes broader as increasing the source redshift $`z_\mathrm{s}`$. On small angular scales, the PDF significantly deviates from the Gaussian PDF denoted by dashed lines. Although local convergences on larger smoothing scales tend to approach the Gaussian form, they still exhibit a non-Gaussian tail.

In figures 3 and 4, solid lines represent the lognormal predictions (19), whose parameters $`\kappa _{\mathrm{min}}`$ and $`\kappa ^2`$ are directly estimated from simulations. The agreement between the lognormal model and the simulation results is generally good. In particular, at lower source redshift $`z_\mathrm{s}=1.0`$, the lognormal PDF accurately describes the non-Gaussian tails in the high-convergence region up to $`\kappa \stackrel{<}{}10\kappa ^2^{1/2}`$. In the case of higher source redshift $`z_\mathrm{s}=2.0`$, the discrepancy becomes evident at larger smoothing scale. The lognormal PDF over-predicts in the high-convergence region, and under-predicts in the low-convergence region. This discrepancy might be ascribed to the projection effect of gravitational lensing (see eq.), since the lognormal PDF is obtained based on the approximation (17), which cannot be validated as increasing the source redshift $`z_\mathrm{s}`$. Nevertheless, even in that case, a better agreement between lognormal model and simulations was found at small angular scales. These features are also seen in figure 5, where the differences between simulated PDF and lognormal PDF normalized by the simulated PDF, $`[P_{\mathrm{sim}}(\kappa )P_{\mathrm{ln}}(\kappa )]/P_{\mathrm{sim}}(\kappa )`$ are plotted as a function of level threshold $`\nu =\kappa /\kappa ^2^{1/2}`$, in the case of LCDM model.

Accurate lognormal-fit in the low-$`z_\mathrm{s}`$ case is amazing and is regarded as a considerable success. As a closer look at the non-Gaussian tails, however, lognormal PDF slightly under-predicts the simulations at low-density region, $`\kappa <0`$ (see Fig.3 and upper-panel of Fig.5). Furthermore, at $`\theta =2`$’, the simulation results generally tend to deviate from lognormal PDF in the highly non-Gaussian tails $`\kappa \stackrel{>}{}10\kappa ^2^{1/2}`$, although the prediction still remains consistent within the 1-$`\sigma `$ error. In particular, in the case of the OCDM model, the discrepancy becomes apparent even at $`\kappa \stackrel{>}{}8\kappa ^2^{1/2}`$. The systematic deviation seen in non-Gaussian tails might be ascribed to the presence of virialized objects. Notice that the angular scale $`\theta =2^{}`$ corresponds to the effective smoothing scale $`R0.5h^1\text{Mpc}`$ at mean redshift $`z0.5`$. This indicates that high-$`\kappa `$ value is attained by the light-ray propagating through the high-density region in the very massive halos with $`M\stackrel{>}{}10^{14}h^1M_{}`$. Indeed, highly non-Gaussian tails of convergence PDF sensitively depends on the detailed structure of non-linear objects, as pointed out by Kruse & Schneider (2000). They construct an analytic model of one-point PDF based on the universal profile of dark matter halos and the Press-Schechter theory for halo abundance. Since the virialized halos induce the highly non-Gaussian tails of the local convergence, their treatment would be helpful to describe the non-Gaussian tails of PDF. In contrast, due to the lack of physical bases, no reliable prediction is expected from the empirical lognormal model.

Another reason for discrepancy might be the choice of the parameter, $`\kappa _{\mathrm{min}}`$. Strictly speaking, minimum value of $`\kappa `$ seen in the simulated PDF represents a rare event for the whole data sets, which are not rigorously equivalent to the averaged value of 40 realization data shown in figure 1. We have also examined the lognormal-fit adopting the minimum value of the PDF data for $`\kappa _{\mathrm{min}}`$. The thin-lines in figure 5 show the results in LCDM case adopting the actual minimum value $`\kappa `$ of each PDF data. The results seem somehow improved at small angle $`\theta =2`$$`4`$’ in high-$`z_\mathrm{s}`$ cases, but we rather recognize the fact that lognormal-fit to the high-density region is sensitive to the choice of $`\kappa _{\mathrm{min}}`$.

Except for these details, lognormal model of one-point PDF remains a fairly accurate model of the convergence field, at least, up to $`\kappa 5\kappa ^2^{1/2}`$ and is indeed applicable even at small angular scales such as $`2`$$`\stackrel{<}{}\theta \stackrel{<}{}4`$’, irrespective of the assumption, (16) or (17).

#### 4.3.2 Minkowski functionals

Having recognized the successful lognormal-fit to the one-point PDF, we next investigate the lognormal model of Minkowski functionals. For this purpose, we restrict our analysis to the source redshift $`z_\mathrm{s}=1.0`$. Here, the Minkowski functionals for a simulated convergence map are calculated by the method developed by Winitzki & Kosowsky (1997).

Figure 6 shows the results in various CDM models fixing the smoothing angle $`\theta =2.0`$’. The Minkowski functionals are plotted against the level threshold $`\nu =\kappa /\kappa ^2^{1/2}`$ with the interval, $`\mathrm{\Delta }\nu =0.5`$, so that data in each bin is approximately regarded as statistically independent. The solid lines depict the lognormal predictions (24), (26) and (27).

Similar to the one-point PDF, a significant non-Gaussian signature is detected from the asymmetric shape of the Minkowski functionals, especially from the Euler characteristic $`v_2`$. In marked contrast with the Gaussian predictions, the lognormal predictions remarkably reproduce the simulation results, not only the shape dependences but also the amplitudes. The agreement between lognormal prediction and simulations still remains accurate over the rather wider range, $`4<\nu <4`$, where the discrepancy seen in the one-point PDF of the OCDM model is not observed. Since the prediction has no adjustable parameter and only uses the information from an output data, this agreement is successful.

Figure 7 depicts the results with various smoothing angles fixing the cosmology to LCDM model. For illustrative purpose, the amplitudes of $`v_1`$ and $`v_2`$ at the smoothing angle $`\theta =4`$’ and $`8`$’ are artificially changed by multiplying the factors as indicated in each panel, in order to make the non-Gaussianity manifest. The Minkowski functionals tend to approach the Gaussian prediction as increasing the smoothing angle, consistent with the behaviors of one-point PDF. The results in other cosmological models are also similar and the agreement between lognormal models and simulations is satisfactory.

To manifest the accuracy of the lognormal-fit in contrast to the other existing analytical models, let us now consider the perturbation predictions. Employing the Edgeworth expansion, the perturbative expressions for Minkowski functional are derived analytically (Matsubara 2000; Sato et al. 2001):

$`v_0(\nu )`$ $``$ $`v_{0,\mathrm{G}}(\nu )+\kappa ^2^{1/2}{\displaystyle \frac{1}{6\sqrt{2\pi }}}e^{\nu ^2/2}S_3^{(0)}H_2(\nu ),`$ (36)
$`v_1(\nu )`$ $``$ $`v_{1,\mathrm{G}}(\nu )\left[1+\kappa ^2^{1/2}\left\{{\displaystyle \frac{S_3^{(0)}}{6}}H_3(\nu )+{\displaystyle \frac{S_3^{(1)}}{3}}H_1(\nu )\right\}\right],`$ (37)
$`v_2(\nu )`$ $``$ $`v_{2,\mathrm{G}}(\nu )\left[1+{\displaystyle \frac{\kappa ^2^{1/2}}{H_0(\nu )}}\left\{{\displaystyle \frac{S_3^{(0)}}{6}}H_4(\nu )+{\displaystyle \frac{2S_3^{(1)}}{3}}H_2(\nu )+{\displaystyle \frac{S_3^{(2)}}{3}}\right\}\right].`$ (38)
Notice that in the case of the three-dimensional density field, the above expansion is valid up to the RMS of $`\delta `$, $`\sigma \stackrel{<}{}0.3`$ (Matsubara & Yokoyama 1996; Matsubara & Suto 1996), which can be translated into the condition, $`\kappa ^2^{1/2}\stackrel{<}{}0.3|\kappa _{\mathrm{min}}|`$. Here, the function $`H_n(\nu )`$ denotes $`n`$-th order Hermite polynomial, $`H_n(x)(1)^ne^{x^2/2}(d/dx)^ne^{x^2/2}`$, and the quantities $`S_3^{(i)}`$ represent the skewness parameters defined as

$`S_3^{(0)}`$ $`=`$ $`{\displaystyle \frac{\kappa ^3}{\kappa ^2^2}},`$ (39)
$`S_3^{(1)}`$ $`=`$ $`{\displaystyle \frac{3}{4}}{\displaystyle \frac{\kappa ^2^2\kappa }{\kappa ^2(\kappa )^2}},`$ (40)
$`S_3^{(2)}`$ $`=`$ $`3{\displaystyle \frac{(\kappa \kappa )^2\kappa }{(\kappa )^2^2}}.`$ (41)
Equations (36)-(38) imply that, in the weakly nonlinear regime, the non-Gaussian features on the Minkowski functionals can be completely described by the above parameters, which can be evaluated by the second-order perturbation theory of structure formation (e.g., Bernardeau et al. 1997). It is worth noting that in the case of the lognormal model, all the skewness parameters, $`S_3^{(\alpha )}`$ are equal to $`3`$ (Hikage, Taruya & Suto 2001).

Figure 8 plots the perturbation results in LCDM model. The source redshift is fixed to $`z_\mathrm{s}=1.0`$. The solid lines represent the results in which the skewness parameters are evaluated using the second-order perturbation theory (perturb 1), while the dashed lines depict the results using those estimated from simulations (perturb 2). In both cases, the variances $`\kappa ^2`$ and $`(\kappa )^2`$ in the expressions (36)-(38) are estimated from simulations. Also, in figure 9, the comparison between various model predictions is summarized, introducing the fractional error, defined by

$$\text{Err}[v_i(\nu )]\frac{v_i^{\left(\mathrm{sim}\right)}(\nu )v_i^{\left(\mathrm{model}\right)}(\nu )}{v_{i,\mathrm{max}}^{\left(\mathrm{sim}\right)}},$$
(42)
with the quantity $`v_{i,\mathrm{max}}^{\left(\mathrm{sim}\right)}`$ being the maximum value of $`v_i(\nu )`$ among the mean values of the simulation for each Minkowski functional: $`v_{0,\mathrm{max}}^{\left(\mathrm{sim}\right)}=1.0`$, $`v_{1,\mathrm{max}}^{\left(\mathrm{sim}\right)}=0.040`$ and $`v_{2,\mathrm{max}}^{\left(\mathrm{sim}\right)}=0.0042`$ at angular scale $`\theta =2^{}`$, for instance. As a reference, the 1-$`\sigma `$ error of simulation results is plotted as error-bars around zero mean in each panel.

At the large smoothing angle $`\theta =8`$’, both of the perturbation results tend to reconcile with each other and fit to the simulation results well within the 1-$`\sigma `$ error. As the smoothing angle decreases, however, the perturbation results cease to fit the simulations, because the RMS of local convergence reach $`\kappa ^2^{1/2}\stackrel{>}{}0.4|\kappa _{\mathrm{min}}|`$ and the Edgeworth expansion breaks down. Furthermore, the second-order perturbations under-predict the skewness parameters, compared with those estimated from simulations, which lead to the different predictions (compare perturb 1 with perturb 2 in left- and middle-panels in Figs.8, 9). In particular, the circumference $`v_1`$ shows a peculiar behavior, $`v_1<0`$, which is not allowed by definition. Notice that even in these cases, the fractional error $`\text{Err}[v_i(\nu )]`$ in the lognormal prediction still remains smaller, although the systematic deviations in every model are not so large.

From these discussions, we conclude that the empirical lognormal models can provide a good approximation for the Minkowski functionals, compared to the current existing models.

## 5 Consistency with higher-order moments

Since the skewness of the local convergence has been proposed as a simple statistical estimator of non-Gaussian signature to determine the cosmological parameters, various authors have investigated the usefulness of this quantity using ray-tracing simulations. These analyses have revealed that the skewness at small-angle $`\theta \stackrel{<}{}10`$’ exhibits the significant influence of nonlinear clustering and a more reliable theoretical model beyond the perturbation theory is needed. According to these facts, non-perturbative predictions based on the “hyper-extended perturbation theory”(Scoccimarro & Frieman 1999) or non-linear fitting formula of bi-spectrum(Scoccimarro & Couchman 2001) are examined (Hui, 1998; Van Waerbeke et al. 2001b).

In general, the one-point PDF as well as the Minkowski functionals characterizes a family of higher-order statistics. Hence, as a consistency check of the lognormal prediction, it seems natural to analyze the higher-order moments of local convergence. From an empirical lognormal PDF (19), the skewness and the kurtosis of the local convergence defined by $`S_{3,\kappa }\kappa ^3/\kappa ^2^2`$ and $`S_{4,\kappa }(\kappa ^43\kappa ^2^2)/\kappa ^2^3`$ are respectively given by

$$S_{3,\kappa }=\frac{1}{|\kappa _{\mathrm{min}}|}\left(3+\frac{\kappa ^2}{|\kappa _{\mathrm{min}}|^2}\right),$$
(43)
$$S_{4,\kappa }=\frac{1}{|\kappa _{\mathrm{min}}|^2}\left\{16+15\frac{\kappa ^2}{|\kappa _{\mathrm{min}}|^2}+6\left(\frac{\kappa ^2}{|\kappa _{\mathrm{min}}|^2}\right)^2+\left(\frac{\kappa ^2}{|\kappa _{\mathrm{min}}|^2}\right)^3\right\}.$$
(44)
Figure 10 shows the direct measurement of $`S_{3,\kappa }`$ and $`S_{4,\kappa }`$ fixing the source redshift to $`z_\mathrm{s}=1.0`$. The error-bars indicates 1-$`\sigma `$ error estimated from the 40 realization data. The lognormal predictions (43) and (44) are depicted as solid lines.

In practice, the convergence field $`\kappa `$ in numerical simulation does not extend the entire range between $`\kappa _{\mathrm{min}}`$ and $`+\mathrm{}`$, but is limited as $`\kappa _{\mathrm{min}}<\kappa <\kappa _{\mathrm{max}}`$, due to the finite sampling effect from a limited size of simulation data (see Kayo et al. 2001 in the case of three-dimensional density field $`\delta `$). Thus, the $`n`$-th order moments of $`\kappa `$ given by

$$\kappa ^n=_{\kappa _{\mathrm{min}}}^{\kappa _{\mathrm{max}}}𝑑\kappa P_{\mathrm{ln}}(\kappa )\kappa ^n$$
(45)
may provide a better description in evaluating the skewness $`S_{3,\kappa }`$ and the kurtosis $`S_{4,\kappa }`$.

The dashed lines in figure 10 show the lognormal prediction based on the equation (45), where the cutoff parameter $`\kappa _{\mathrm{max}}`$ is adopted as the averaged maximum value from each realization data. In contrast to the accurate fit seen in the one-point PDF, the lognormal-fit of skewness and kurtosis seems very poor. The prediction without cutoff $`\kappa _{\mathrm{max}}`$ tends to over-predict as increasing smoothing angle, which shows opposite behavior compared to the simulations. As for the lognormal model based on (45), while the predictions reduce their amplitudes and broadly agree with simulations in the case of $`S_{4,\kappa }`$, they still exhibit some systematic discrepancies in $`S_{3,\kappa }`$. We have also examined the lognormal-fit adopting the minimum and maximum values of PDF data itself, but the result is not improved drastically.

At first glance, these discrepancies seem to contradict with the results in one-point PDF, however, a closer look at one-point PDF reveals that the lognormal PDFs slightly under-predict the simulation results at the low-density region. This tiny discrepancy may be ascribed to the overestimation of skewness. In other words, the skewness as well as kurtosis is very sensitive to the rare events, i.e, high- and low-convergence parts of the non-Gaussian tails. This sensitivity is clearly shown in the OCDM model. The simulated PDF at smoothing angle $`\theta =2`$’ exhibits a highly non-Gaussian tails and it overshoots the lognormal prediction (see upper-right panel in Fig.3). The resultant skewness and kurtosis yield values larger than those of lognormal prediction. On the other hand, in SCDM and LCDM models, lognormal PDFs accurately fit to the highly non-Gaussian tails and thereby the predictions of skewness and kurtosis becomes relatively consistent with simulations, at least on the small scales, $`2`$$`\theta 4`$’.

Therefore, the lognormal model of convergence does not provide an accurate prediction for the statistics sensitive to the rare events. This disagreement simply reflects the fact that the empirical lognormal model does not correctly describe projected structure of dark matter halos. On the other hand, a sophisticated non-perturbative model based on the hyper-extended perturbation theory or fitting formula of bi-spectrum is constructed so as to reproduce the N-body results of higher-order moments, which can provide an accurate prediction for the convergence skewness (Hui, 1998; Van Waerbeke et al. 2001b). Hence, for the prediction of higher-order moments, the non-perturbative model is more useful and reliable than the lognormal model. In contrast, the lognormal model fairly describes non-Gaussianity around the peak of the PDFs over the broad range, $`\kappa \stackrel{<}{}5\kappa ^2^{1/2}`$, which cannot be described by such a non-perturbative model. Thus, at least as a complementary approach, the lognormal model is useful beyond the perturbative theory, and applicable in characterizing the one-point PDF and the Minkowski functionals.

## 6 Conclusion and Discussion

In the present paper, we have quantitatively investigated the extent to which the lognormal model fairly describes the statistics of weak lensing fields on linear and nonlinear scales using the ray-tracing simulations. The validity of lognormal model has been checked in details by comparing the lognormal predictions of the one-point PDF and the Minkowski functionals of convergence field with their simulation results.

The convergence field seen in the one-point PDF and the Minkowski functionals displays the non-Gaussian feature and significantly deviates from the Gaussian predictions. We have shown that the analytic formulae for lognormal models are useful and accurately describe the simulation results on both small and large smoothing angular scales in the case of the low-$`z_\mathrm{s}`$ data, while the perturbative prediction by Edgeworth expansion fails to reproduce the simulation results on small scales because of the nonlinearity of the underlying three-dimensional density field. The detailed comparison revealed that the lognormal model does not provide an accurate prediction for the statistics sensitive to the rare events such as the skewness and kurtosis of the convergence. We therefore conclude that, as long as we are concerned with the appropriate range of the convergence, $`\kappa \stackrel{<}{}5\kappa ^2^{1/2}`$, the lognormal model empirically but quantitatively gives a useful approximation characterizing the non-Gaussianity features on the convergence field.

The results obtained here will lead to an important improvement for the estimation of cosmological parameters using the Minkowski functionals (Sato, Takada, Jing & Futamase 2001). Although the original methodology has been proposed with the use of the Edgeworth formulae, (36)-(38), a more reliable estimation of cosmological parameters will be possible using the lognormal models. In the light of this, a reliable theoretical prediction for the model parameters of the lognormal formulae $`\kappa _{\mathrm{min}}`$, $`\kappa ^2`$ and $`(\kappa )^2`$ should be further explored. As shown in figures 1 and 2, the simulation results reveal that $`\kappa _{\mathrm{min}}`$ is very sensitive to the density parameter $`\mathrm{\Omega }_0`$, while the $`\kappa ^2`$ and $`(\kappa )^2`$ depend on $`\mathrm{\Omega }_0`$ and $`\sigma _8`$. Such predictions will offer a new opportunity to determine the cosmological parameters, independently of the method using the higher-order moment, $`S_{3,\kappa }`$. In particular, if we do not focus on the overall normalization of the Minkowski functionals $`v_1`$ and $`v_2`$ controlled by the $`\kappa ^2`$ and $`(\kappa )^2`$, the non-Gaussian features on those functionals are primarily controlled by $`\kappa _{\mathrm{min}}`$, and, for example, the intuitive way to predict $`\kappa _{\mathrm{min}}`$ discussed in Appendix A could be used in constraining $`\mathrm{\Omega }_0`$. Of course, for proper comparison with observation, there are other systematic effects we have to take into account. One is the redshift distribution of source galaxies. Another important effect is the contamination by the intrinsic source ellipticity. This not only reduces the signal-to-noise ratio, but also systematically affects the non-Gaussianity of the weak lensing signal (Jain, Seljak & White 2000). These effects should be correctly incorporated into the lognormal predictions. These issues are now in progress, and will be presented elsewhere.

The statistics of cosmic shear directly reflect the statistical feature of mass distribution and using this fact, one might even discriminate the nature of dark matter. Furthermore, the weak lensing statistics have a potential to reveal the nonlinear and stochastic properties of galaxy biasing. In any cases, we expect that the lognormal property of the weak lensing field is helpful and plays an important role in extracting the various cosmological information.

We thank J.Sato for providing us the code to calculate the Minkowski functionals from the ray tracing simulation data. We also thank Y.Suto for careful reading of the manuscript and critical comments, C.Hikage for invaluable discussion, T.Buchert and M.Bartelmann for useful comments. I.K is supported by Takenaka-Ikueikai Fellowship. T.H. and M.T acknowledge supports from Japan Society for Promotion of Science (JSPS) Research Fellowships.

## Appendix A Influence of finite sampling on estimation of $`\kappa _{\mathrm{min}}`$

Minimum value of the convergence, $`\kappa _{\mathrm{min}}`$ is theoretically expected to be equal to $`\kappa _{\mathrm{empty}}`$ (eq.). In practice, however, the minimum value estimated from the simulation data can be systematically larger than those obtained from the empty beam, due to the finite sampling from the limiting survey area.

To see the influence of the finite sampling effect, let us roughly estimate the minimum value, $`\kappa _{\mathrm{min}}`$. Assuming that the prior one-point PDF, $`P^{\left(\mathrm{prior}\right)}(\kappa )`$ is approximately described by the lognormal PDF, in which the minimum value is characterized by $`\kappa _{\mathrm{empty}}`$ instead of the actual value $`\kappa _{\mathrm{min}}`$:

$$P^{(\mathrm{prior})}(\kappa )=\frac{1}{\sqrt{2\pi }\sigma _{\mathrm{ln}}}\mathrm{exp}\left\{\frac{[\mathrm{ln}(1+\kappa /|\kappa _{\mathrm{empty}}|)+\sigma _{\mathrm{ln}}^2/2]^2}{2\sigma _{\mathrm{ln}}^2}\right\}\frac{d\kappa }{\kappa +|\kappa _{\mathrm{empty}}|},$$
(A1)
with the quantity $`\sigma _{\mathrm{ln}}^2`$ being $`\mathrm{ln}\left(1+\kappa ^2/|\kappa _{\mathrm{empty}}|^2\right)`$. Then the probability that the observed minimum value $`\kappa _{\mathrm{min}}`$ systematically deviates from $`\kappa _{\mathrm{empty}}`$ is given by

$$_{|\kappa _{\mathrm{empty}}|}^{|\kappa _{\mathrm{min}}|}𝑑\kappa P^{\left(\mathrm{prior}\right)}(\kappa )=\frac{\pi \theta _{\mathrm{TH}}^2}{\theta _{\mathrm{field}}^2},$$
(A2)
where $`\theta _{\mathrm{TH}}`$ is the top-hat smoothing angle, $`\theta _{\mathrm{field}}`$ is field-of-view angle. The right hand side of equation (A2) represents the lower limit of probability determined from the expectation number of independent sampling area. The minimum value $`\kappa _{\mathrm{min}}`$ is obtained by solving equation (A2).

Based on the equation (A2), the resultant values of $`\kappa _{\mathrm{min}}`$ are summarized in figure 1 (thin-lines). Here, the field-of-view angle $`\theta _{\mathrm{field}}`$ is fixed to $`5^{}`$ and the parameters in the prior lognormal PDF, $`\kappa ^2`$ and $`\kappa _{\mathrm{empty}}`$ are computed according to the theoretical predictions (8) and (31), respectively.

## Appendix B Effect of finite resolution and variances $`\kappa ^2`$ and $`(\kappa )^2`$

Statistical analysis based on the N-body simulation with PM algorithm should be carefully treated if we deal with the statistics on small scales. In our ray-tracing simulation, the box size of each simulation, $`L_{\mathrm{box}}(z)`$, are determined so as to satisfy the resolution angle $`\theta _{\mathrm{res}}1.5`$’, i.e, $`L_{\mathrm{box}}(z)r(\chi (z))\theta _{\mathrm{res}}`$. The mesh of the PM algorithm is fixed to $`252^2\times 512`$ in each simulation box. Among these parameters, the number of mesh severely restricts the Fourier modes of mass fluctuations, which could affect the evaluation of $`\kappa ^2`$ and $`(\kappa )^2`$, depending on the choice of smoothing filter.

In order to investigate the significance of finite mesh-size, the theoretical predictions (8) and (10) are modified according to the PM N-body code. Since the influence of finite mesh-size mainly affects the high-frequency part of the fluctuations, the Fourier-integrals in the expressions (8) and (10) are modified to

$$_0^{\mathrm{}}𝑑k_{}\mathrm{\Delta }^2(k_{})W_{\mathrm{TH}}^2(k_{}r\theta )\underset{n=1}{\overset{N_{\mathrm{max}}}{}}\mathrm{\Delta }k_{}\mathrm{\Delta }^2(k_{,n})W_{\mathrm{TH}}^2(k_{,n}r\theta ),$$
(B1)
where

$$\mathrm{\Delta }^2(k_{})\{\begin{array}{cc}(k_{}/2\pi )P_{\mathrm{mass}}(k_{})& \text{for}\kappa ^2,\hfill \\ & \\ (k_{}^3/2\pi )P_{\mathrm{mass}}(k_{})& \text{for}(\kappa )^2.\hfill \end{array}$$
(B2)
The $`n`$-th Fourier mode $`k_{,n}`$ is given by $`k_{,n}=\mathrm{\Delta }k_{}\times n`$ and the interval $`\mathrm{\Delta }k_{}`$ is set to $`\mathrm{\Delta }k_{}=2\pi /L_{\mathrm{box}}(z)`$.

In the above modification, the number of Fourier modes, $`N_{\mathrm{max}}`$ might be crucial in evaluating the quantity sensitive to the high frequency mode, which is related to the number of mesh, $`N_{\mathrm{mesh}}=256`$. Recall that the Nyquist frequency restricts the high-frequency mode to $`k_{\mathrm{Nyq}}=(\mathrm{\Delta }k_{}/2)N_{\mathrm{mesh}}`$, which implies $`N_{\mathrm{max}}=N_{\mathrm{mesh}}/2`$. Further, the number of independent Fourier mode is reduced by the factor $`1/2`$ in evaluating the power spectrum. Thus, the high-frequency cutoff is roughly given by $`k_{\mathrm{cut}}\sqrt{2}\times \mathrm{\Delta }k_{}(N_{\mathrm{mesh}}/4)`$, which yields

$$N_{\mathrm{max}}=\frac{N_{\mathrm{mesh}}}{2\sqrt{2}}90.$$
(B3)
The long-dashed lines in figure 2 represent the results taking into account the finite mesh-size. Here, the nonlinear mass power spectrum $`P_{\mathrm{mass}}(k)`$ by Peacock & Dodds (1996) is used in evaluating the discretized Fourier-integral (B1). We also examined the various cases by changing the maximum number, $`64<N_{\mathrm{max}}<128`$, but obtained qualitatively similar behavior: the prediction $`(\kappa )^2`$ systematically reduces its power all over the scales, while the amplitude of $`\kappa ^2`$ almost remains unchanged. Further, similar modification to the $`z`$-integral has been made so as to match the number of multiple lens-plane, however, this does not affect the final results.


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# References

HWM–02–3

EMPG–02–03

hep–th/02020039

February 2002

Duality in scalar field theory
on noncommutative phase spaces

Edwin Langmanna and Richard J. Szabob

a Department of Physics – Mathematical Physics, Royal Institute of Technology
Stockholm Center for Physics, Astronomy and Biotechnology
S-10691 Stockholm, Sweden
langmann@theophys.kth.se

b Department of Mathematics, Heriot-Watt University
Riccarton, Edinburgh EH14 4AS, Scotland
R.J.Szabo@ma.hw.ac.uk

## Abstract

We describe a novel duality symmetry of $`\mathrm{\Phi }_{2n}^4`$-theory defined on noncommutative Euclidean space and with noncommuting momentum coordinates. This duality acts on the fields by Fourier transformation and scaling. It is an extension, to interactions defined with a star-product, of that which arises in quantum field theories of non-interacting scalar particles coupled to a constant background electromagnetic field. The dual models are in general of the same original form but with transformed coupling parameters, while in certain special cases all parameters are essentially unchanged. Using a particular regularization we show, to all orders of perturbation theory, that this duality also persists at the quantum level. We also point out various other properties of this class of noncommutative field theories.

1. Introduction. Conventional particle and condensed matter models are often based upon quantum field theories with local interactions. Recently, however, a novel class of non-local field theories has come to the center of attention. These models can be obtained from the standard local ones by defining the contact interactions, which in the standard cases are given by local products of the fields, using the non-local Groenewold-Moyal star-products. The remarkable properties of these models have been under extensive investigation in a variety of different contexts (see  for reviews and fairly exhaustive lists of references). One reason for this interest is that these models have a natural interpretation in terms of fields living on a noncommutative spacetime $`\text{}^{2n}`$ in which the coordinates $`x=(x^1,x^2,\mathrm{},x^{2n})=(x^\mu )`$ obey the (star-) commutation relations

$$x^\mu x^\nu x^\nu x^\mu =2i\theta ^{\mu \nu },$$
(1)
where $`\theta =(\theta ^{\mu \nu })`$ is a constant $`2n\times 2n`$ skew-symmetric real matrix. These models also naturally emerge as low-energy effective field theories in string theory with constant background electromagnetic fields .

A simple example of such a class of models is provided by noncommutative $`\mathrm{\Phi }_{2n}^4`$-theories, i.e. bosons on $`\text{}^{2n}`$ with a quartic interaction in which the local products of the fields are replaced by star-products. The generalization of field theories to ones defined on noncommutative spacetimes naturally suggests the generalization which allows for noncommutative momentum spaces as well. This modification may also be motivated by the observation  that such extensions lead, in the case of noncommutative Yang-Mills theory, to actions which are explicitly invariant under Morita duality transformations and they allow one to interpolate between commutative and noncommutative descriptions of the same theory. For scalar field theories it is achieved by coupling the (complex) bosons to an external, constant magnetic field defined by another skew-symmetric $`2n\times 2n`$ matrix $`B=(B_{\mu \nu })`$. Similar models have emerged as effective descriptions of some planar condensed matter systems in strong magnetic fields , such as quantum Hall models. A similar relativistic scalar field theory has been studied in , and its one-particle sector, i.e. the noncommutative Landau problem, in . A further natural generalization allows for an arbitrary flat metric $`G=(G_{\mu \nu })`$ on $`\text{}^{2n}`$ determined by a constant, positive-definite symmetric matrix. In this paper we will show that this class of quantum field theories has a remarkable duality property under Fourier transformation, and we make various other related observations. We will always assume that the matrices $`B`$ and $`\theta `$ are invertible.

Before stating this duality property of the noncommutative scalar field theory, we recall a well-known toy version of it which occurs in the quantum mechanical harmonic oscillator. Consider the differential operator

$$H=\frac{^2}{y^2}+\omega ^2y^2H(y;\omega ),$$
(2)
where $`\omega >0`$ and $`y`$ is a coordinate on the real line. Clearly, under Fourier transformation in $`y`$ it becomes

$$\widehat{H}(p;\omega )=\omega ^2\frac{^2}{p^2}+p^2=\frac{^2}{(p/\omega )^2}+\omega ^2(p/\omega )^2,$$
(3)
where $`p`$ is the corresponding momentum space coordinate, or equivalently,

$$\widehat{H}(p;\omega )=\omega ^2H(p;\omega ^1)=H(\omega ^1p;\omega ).$$
(4)
This fact can be used to explain the special property of the harmonic oscillator ground state wavefunction that its Fourier transform equals itself, up to a rescaling. This is also the simplest example of a strong-weak coupling duality in a quantum theory.

In a similar manner, we will find that the quantum field theories of charged bosons on noncommutative spacetime and with noncommutative momentum space, parametrized by the matrices $`G`$, $`B`$ and $`\theta `$ as described above, and a coupling constant $`g`$, preserve their form under Fourier transformation.111To avoid confusion we point out that, after introducing the magnetic field and the star-product in the action of this model, all field theory computations are done in terms of standard (commutative) position and Fourier variables, and what we mean here is standard Fourier transformation. The noncommutative spaces alluded to above merely provide a useful interpretation of these models. More specifically, Fourier transformation and a rescaling of the fields amounts to changing the parameters of the field theory as222Our conventions for $`B`$, $`\theta `$ and $`g`$ are defined in Section 2.

$`G`$ $``$ $`G,`$
$`B`$ $``$ $`B,`$
$`\theta `$ $``$ $`B^1\theta ^1B^1,`$
$`g`$ $``$ $`\left|det(B\theta )\right|^{1/2}g.`$ (5)
This property remains true even if one adds a mass term for the scalar fields and allows for both types of quartic star-interaction terms which are possible for charged bosons . Then the mass and the relative weights of these interactions are invariant under this transformation. We interpret Fourier transformation followed by this specific rescaling of the fields (for details see Proposition 1 below) as a ‘duality’ transformation of the field theory. It maps the model to one of the same form but with some transformed ‘coupling parameters’ (the parameters characterizing the interaction). Note that the free part of the action, parametrized by the metric, the magnetic field, and the mass, are unchanged by this transformation, and it is consistent to restrict to the case of a trivial metric $`G=I`$ (the identity matrix). This duality can be regarded as a generalization of the second equality in the harmonic oscillator identity (4). There is also an analog of the first equality which we will discuss in Section 4 (see ()). It is interesting to note that there are two special points in parameter space at $`\theta B=\pm I`$ where the coupling parameters are invariant up to a change in sign of $`\theta `$. For each coupling constant $`g`$, the duality maps the field theory with $`\theta (B)=+B^1`$ to that with $`\theta (B)=B^1`$ and thus identifies the two special points. As we will discuss, these ‘self-dual’ models have remarkable special properties. The significance of the points $`\theta B=\pm I`$ has been noted in different contexts in .

We will prove this duality first at the level of the classical action by straightforward calculation. For the free part, this property is in fact proven by a simple extension of the argument above demonstrating the duality of the harmonic oscillator. The remarkable feature of the duality is that the interaction given by the star-product also possesses this property. We will then argue that this duality carries over to the full quantum field theory. All Green’s functions of this model have the property that Fourier transformation is the same as performing the replacements of parameters in (S0.Ex1), replacing the spacetime coordinates $`x`$ by rescaled Fourier variables $`B^1k`$, and multiplying by $`|det(B)|^{N/2}`$, where $`N`$ is the number of external legs of the given Green’s function. In particular, the ‘self-dual’ models define correlation functions which are invariant under Fourier transformation and rescaling. The crucial point in this extension to the full quantum field theory is the existence of a regularization which is preserved by the duality transformation.

In the next section we give precise definitions of the field theories that we consider in this paper and the proof of the duality at the level of the classical action. In Section 3 we extend the proof to the full quantum field theory. In Section 4 we summarize our results and point out some further interesting properties of these models. Some technical details of the proofs are deferred to two appendices at the end of the paper.

2. The classical action. We consider the field theory of a charged, massive scalar field $`\mathrm{\Phi }`$ in Euclidean even-dimensional spacetime $`\text{}^{2n}`$ defined by the classical action $`S=S_0+g^2S_{\mathrm{int}}`$. The free part of the action is given by

$`S_0={\displaystyle d^{2n}x\sqrt{det(G)}\left[\left(G^1\right)^{\mu \nu }(P_\mu \mathrm{\Phi })^{}(x)(P_\nu \mathrm{\Phi })(x)+m^2\mathrm{\Phi }^{}(x)\mathrm{\Phi }(x)\right]},`$ (6)
where $`m`$ is the mass parameter, and

$`(P_\mu \mathrm{\Phi })(x)\left(i_\mu B_{\mu \nu }x^\nu \right)\mathrm{\Phi }(x)`$ (7)
with $`_\mu =/x^\mu `$. The interaction part is

$$S_{\mathrm{int}}=d^{2n}x\sqrt{det(G)}\left[\alpha (\mathrm{\Phi }^{}\mathrm{\Phi }\mathrm{\Phi }^{}\mathrm{\Phi })(x)+\beta (\mathrm{\Phi }^{}\mathrm{\Phi }^{}\mathrm{\Phi }\mathrm{\Phi })(x)\right],$$
(8)
where

$$(f_1f_2)(x)=f_1(x)\mathrm{exp}\left(i\stackrel{}{}_\mu \theta ^{\mu \nu }\stackrel{}{}_\nu \right)f_2(x)$$
(9)
is the Groenewold-Moyal star-product. Note that we differ by factors of 2 from the usual conventions for $`B`$ and $`\theta `$, in order to simplify some of the formulas which follow. The action $`S_0`$ describes scalar bosons of mass $`m`$ coupled to a constant external electromagnetic field $`F_{\mu \nu }=2B_{\mu \nu }`$. Since $`[P_\mu ,P_\nu ]=2iB_{\mu \nu }`$, one can also interpret $`B`$ as a parameter which produces noncommuting momentum space coordinates. In the action $`S_{\mathrm{int}}`$ we have included the two inequivalent, noncommutative quartic interactions of a complex scalar field  which we weight by the real parameters $`\alpha `$ and $`\beta `$.

We will now give a precise formulation of the duality in the classical field theory.

Proposition 1 (Classical duality): The action333We assume here that $`\mathrm{\Phi }`$ is a Schwartz test function on $`\text{}^{2n}`$ for simplicity. In the notation we explicitly indicate only the parameters $`B`$, $`g`$ and $`\theta `$ which are affected by or are involved in the duality transformations and suppress the dependence on $`G`$, $`\alpha `$, $`\beta `$ and $`m`$ which remain unchanged. The notation $`S[\mathrm{\Phi };\mathrm{}]`$ is short-hand for $`S[\mathrm{\Phi },\mathrm{\Phi }^{};\mathrm{}]`$.

$$S=S_0+g^2S_{\mathrm{int}}S[\mathrm{\Phi };B,g,\theta ]$$
(10)
defined above obeys

$$S[\mathrm{\Phi };B,g,\theta ]=S[\stackrel{~}{\mathrm{\Phi }};B,\stackrel{~}{g},\stackrel{~}{\theta }],$$
(11)
where

$$\stackrel{~}{\mathrm{\Phi }}(x)=\sqrt{\left|det(B)\right|}\widehat{\mathrm{\Phi }}(Bx)$$
(12)
and

$$\widehat{\mathrm{\Phi }}(k)=(2\pi )^n_{\text{}^{2n}}d^{2n}x\mathrm{e}^{ikx}\mathrm{\Phi }(x),kx=k_\mu x^\mu $$
(13)
is the Fourier transform of $`\mathrm{\Phi }(x)`$. The transformed coupling parameters are

$$\stackrel{~}{\theta }=B^1\theta ^1B^1,\stackrel{~}{g}=\left|det(B\theta )\right|^{1/2}g.$$
(14)
Moreover, the transformation $`(\mathrm{\Phi };B,g,\theta )(\stackrel{~}{\mathrm{\Phi }};B,\stackrel{~}{g},\stackrel{~}{\theta })`$ is a duality of the field theory, i.e. it generates a cyclic group of order two.

We will first establish the duality symmetry of $`S_0`$ with $`m=0`$. We use the Parseval relation to rewrite $`S_0`$ in momentum space, i.e. in terms of the Fourier transform $`\widehat{\mathrm{\Phi }}`$ of $`\mathrm{\Phi }`$. We have

$$\widehat{(P_\mu \mathrm{\Phi })}(k)=\left(k_\mu iB_{\mu \nu }\widehat{}^\nu \right)\widehat{\mathrm{\Phi }}(k)=\left(i\stackrel{~}{}_\mu +B_{\mu \nu }\stackrel{~}{k}^\nu \right)\widehat{\mathrm{\Phi }}(k),$$
(15)
where $`\widehat{}^\mu =/k_\mu `$, $`\stackrel{~}{k}^\mu =(B^1)^{\mu \nu }k_\nu `$, and $`\stackrel{~}{}_\mu =/\stackrel{~}{k}^\mu `$. Thus the change of variables $`k\stackrel{~}{k}`$ yields

$`S_0=|det(B)|{\displaystyle }d^{2n}\stackrel{~}{k}\sqrt{det(G)}\left(G^1\right)^{\mu \nu }\left(\stackrel{~}{P}_\mu \widehat{\mathrm{\Phi }}\right)^{}\left(B\stackrel{~}{k}\right)\left(\stackrel{~}{P}_\nu \widehat{\mathrm{\Phi }}\right)\left(B\stackrel{~}{k}\right),`$ (16)
where

$`\stackrel{~}{P}_\mu =i\stackrel{~}{}_\mu B_{\mu \nu }\stackrel{~}{k}^\nu .`$ (17)
Changing the name of the integration variable to $`\stackrel{~}{k}=x`$, this action has same form as $`S_0`$ in (6) except that $`\mathrm{\Phi }(x)`$ is replaced by the field $`\stackrel{~}{\mathrm{\Phi }}(x)`$ defined in (12). This proves that $`S_0[\mathrm{\Phi };B]=S_0[\stackrel{~}{\mathrm{\Phi }};B]`$ for $`m=0`$. The proof of invariance of the mass term

$$m^2d^{2n}x\sqrt{det(G)}\mathrm{\Phi }^{}(x)\mathrm{\Phi }(x)m^2\sqrt{det(G)}\mathrm{\Phi },\mathrm{\Phi }$$
(18)
is similar but simpler. Using the Parseval relation and performing the transformation $`kx=B^1k`$ as above one finds $`\mathrm{\Phi },\mathrm{\Phi }=\stackrel{~}{\mathrm{\Phi }},\stackrel{~}{\mathrm{\Phi }}`$, as claimed.

We now turn to the proof the duality property of the action $`S_{\mathrm{int}}`$. The crucial step is the behaviour of $`S_{\mathrm{int}}`$ under Fourier transformation of the fields,

$$S_{\mathrm{int}}[\mathrm{\Phi };G,\theta ]=\left|det(\theta )\right|^1S_{\mathrm{int}}[\widehat{\mathrm{\Phi }};G,\theta ^1],$$
(19)
i.e. Fourier transformation yields an action of the same form (8) but with the Groenewold-Moyal product in momentum space defined as

$$\left(\widehat{f}_1\widehat{}\widehat{f}_2\right)(k)=\widehat{f}_1(k)\mathrm{exp}\left(i\stackrel{}{\widehat{}^\mu }\left(\theta ^1\right)_{\mu \nu }\stackrel{}{\widehat{}^\nu }\right)\widehat{f}_2(k).$$
(20)
We first note that this readily implies the duality properties stated in Section 1. Inserting $`\widehat{\mathrm{\Phi }}(k)=|det(B)|^{1/2}\stackrel{~}{\mathrm{\Phi }}(B^1k)`$ and changing variables to $`x=B^1k`$ gives

$$S_{\mathrm{int}}[\widehat{\mathrm{\Phi }};G,\theta ^1]=\left|det(B)\right|^1S_{\mathrm{int}}[\stackrel{~}{\mathrm{\Phi }};G,B^1\theta ^1B^1],$$
(21)
where we have inserted $`\widehat{}^\mu =(B^1)^{\mu \nu }_\nu =_\nu (B^1)^{\nu \mu }`$ into (20). This yields

$$S_{\mathrm{int}}[\mathrm{\Phi };\theta ]=\left|det(\theta B)\right|^1S_{\mathrm{int}}[\stackrel{~}{\mathrm{\Phi }};B^1\theta ^1B^1],$$
(22)
implying the third and fourth transformation rules in (S0.Ex1).

We now prove (19). For this, we write $`S_{\mathrm{int}}=\sqrt{det(G)}(\alpha S_\alpha +\beta S_\beta )`$ and first treat the action $`S_\alpha `$. This interaction term has a simple form in momentum space,

$$S_\alpha =\underset{a=1}{\overset{4}{}}\frac{d^{2n}k_a}{(2\pi )^n}\widehat{\mathrm{\Phi }}^{}(k_1)\widehat{\mathrm{\Phi }}(k_2)\widehat{\mathrm{\Phi }}^{}(k_3)\widehat{\mathrm{\Phi }}(k_4)\widehat{V}(k_1,k_2,k_3,k_4),$$
(23)
with vertex function

$`\widehat{V}(k_1,k_2,k_3,k_4)`$ $`=`$ $`{\displaystyle d^{2n}x\left(\mathrm{e}^{ik_1x}\mathrm{e}^{ik_2x}\right)\left(\mathrm{e}^{ik_3x}\mathrm{e}^{ik_4x}\right)}`$ (24)
$`=`$ $`(2\pi )^{2n}\delta ^{2n}(k_1k_2+k_3k_4)\mathrm{e}^{i\theta ^{\mu \nu }\left[(k_1)_\mu (k_2)_\nu +(k_3)_\mu (k_4)_\nu \right]}.`$
In a similar manner we can write the interaction term in position space,

$$S_\alpha =\underset{a=1}{\overset{4}{}}\frac{d^{2n}x_a}{(2\pi )^n}\mathrm{\Phi }^{}(x_1)\mathrm{\Phi }(x_2)\mathrm{\Phi }^{}(x_3)\mathrm{\Phi }(x_4)V(x_1,x_2,x_3,x_4),$$
(25)
and compute the position space vertex function by inverse Fourier transformation,

$$V(x_1,x_2,x_3,x_4)=\underset{a=1}{\overset{4}{}}\frac{d^{2n}k_a}{(2\pi )^n}\mathrm{e}^{i(k_1x_1k_2x_2+k_3x_3k_4x_4)}\widehat{V}(k_1,k_2,k_3,k_4).$$
(26)
To appreciate the result of this integration, it is useful to recall that in the conventional case ($`\theta =0`$) the interaction vertices in position and momentum space are very different. The former one is fully local, $`V(x_1,x_2,x_3,x_4)\delta ^{2n}(x_1x_2+x_3x_4)\delta ^{2n}(x_1x_2)\delta ^{2n}(x_2x_3)`$, while the latter one is non-local, $`\widehat{V}(k_1,k_2,k_3,k_4)\delta ^{2n}(k_1k_2+k_3k_4)`$.444A somewhat more drastic example of this occurs in the chiral $`p`$-form field theories studied in , in which duality maps a local model in configuration space to a non-local one in momentum space. However, for non-singular $`\theta `$, both vertex functions have the same non-local form. Using the representation $`(2\pi )^{2n}\delta ^{2n}(k_1k_2+k_3k_4)=d^{2n}t\mathrm{e}^{it(k_1k_2+k_3k_4)}`$, the resulting momentum integrals in (26) are all Gaussian, and a straightforward computation yields (for details see Appendix A)

$$V(x_1,x_2,x_3,x_4)=\frac{(2\pi )^{2n}}{\left|det(\theta )\right|}\delta ^{2n}(x_1x_2+x_3x_4)\mathrm{e}^{i(\theta ^1)_{\mu \nu }\left[(x_1)^\mu (x_2)^\nu +(x_3)^\mu (x_4)^\nu \right]},$$
(27)
which, up to the factor $`|det(\theta )|^1`$, has the same form as the momentum space vertex function (24) but with the matrix $`\theta `$ replaced by its inverse. This implies that $`S_\alpha [\mathrm{\Phi };\theta ]=|det(\theta )|^1S_\alpha [\widehat{\mathrm{\Phi }};\theta ^1]`$.

To see that the same property is true of the interaction term $`S_\beta `$, we note that it can be written as

$`S_\beta `$ $`=`$ $`{\displaystyle \underset{a=1}{\overset{4}{}}}{\displaystyle \frac{d^{2n}k_a}{(2\pi )^n}\widehat{\mathrm{\Phi }}^{}(k_1)\widehat{\mathrm{\Phi }}^{}(k_2)\widehat{\mathrm{\Phi }}(k_3)\widehat{\mathrm{\Phi }}(k_4)\widehat{V}(k_1,k_2,k_3,k_4)}`$ (28)
$`=`$ $`{\displaystyle \underset{a=1}{\overset{4}{}}}{\displaystyle \frac{d^{2n}x_a}{(2\pi )^n}\mathrm{\Phi }^{}(x_1)\mathrm{\Phi }^{}(x_2)\mathrm{\Phi }(x_3)\mathrm{\Phi }(x_4)V(x_1,x_2,x_3,x_4)},`$
with the same vertex functions $`V`$ and $`\widehat{V}`$ as above. The sign changes allowing us to use the results in (24), (26) and (27) all work out since $`k_1x_1+k_2(x_2)k_3(x_3)k_4x_4=k_1x_1k_2x_2+k_3x_3k_4x_4`$. This proves (19). It is also evident that the transformation defined in Proposition 1 is equal to its inverse, which thereby completes the proof of Proposition 1.

3. Quantization. We will now show that this duality property holds true at the full quantum level as well. Formally, the quantum field theory is defined by the functional integral

$$Z[J]=𝒟\mathrm{\Phi }𝒟\mathrm{\Phi }^{}\mathrm{e}^{S[\mathrm{\Phi };B,g,\theta ]+\mathrm{\Phi },J+J,\mathrm{\Phi }},$$
(29)
where $`\mathrm{\Phi },J=d^{2n}x\mathrm{\Phi }^{}(x)J(x)`$ and similarly for $`J,\mathrm{\Phi }`$. Of course, a proper definition requires a specification of ultraviolet and infrared regularizations, which will be described below. Here the external source fields $`J(x)`$ and $`J^{}(x)`$ are regarded as independent functions. The generating functional of all connected Green’s functions is then given by

$$𝒢(J)=\mathrm{ln}\frac{Z[J]}{Z[0]}𝒢(J;B,g,\theta ).$$
(30)
The path integral measure $`𝒟\mathrm{\Phi }𝒟\mathrm{\Phi }^{}`$ is defined so that for $`g=0`$, $`𝒢(J)=J,CJ`$, where $`C`$ is the propagator of the quantum field theory which is given in position space by the free two-point correlation function

$$C(x,y)=x|\left(P^2+m^2\right)^1|y.$$
(31)
Since the functional integration measure is invariant under the transformation $`\mathrm{\Phi }\stackrel{~}{\mathrm{\Phi }}`$, and

$$\mathrm{\Phi },J=d^{2n}k\widehat{\mathrm{\Phi }}^{}(k)\widehat{J}(k)=\left|det(B)\right|^1d^{2n}k\stackrel{~}{\mathrm{\Phi }}^{}\left(B^1k\right)\stackrel{~}{J}\left(B^1k\right)=\stackrel{~}{\mathrm{\Phi }},\stackrel{~}{J}$$
(32)
along with the analogous property for $`J,\mathrm{\Phi }`$, the change of variables $`\mathrm{\Phi }\stackrel{~}{\mathrm{\Phi }}`$ in the path integral and the duality property of the action (Proposition 1) formally yield the identity

$$𝒢(J;B,g,\theta )=𝒢(\stackrel{~}{J};B,\stackrel{~}{g},\stackrel{~}{\theta }).$$
(33)
This implies that any connected Green’s function with $`N`$ external legs,

$$𝒢_{n,Nn}(x_1,\mathrm{},x_N)=\underset{c=1}{\overset{n}{}}\frac{\delta }{\delta J(x_c)}\underset{c=n+1}{\overset{N}{}}\frac{\delta }{\delta J^{}(x_c)}𝒢(J)|_{J=J^{}=0},$$
(34)
obeys the identity

$$\widehat{𝒢}_{n,Nn}(k_1,\mathrm{},k_N;B,g,\theta )=\left|det(B)\right|^{N/2}𝒢_{n,Nn}(B^1k_1,\mathrm{},B^1k_N;B,\stackrel{~}{g},\stackrel{~}{\theta })$$
(35)
where $`\widehat{𝒢}_{n,Nn}`$ is the Fourier transform of $`𝒢_{n,Nn}`$,

$$\widehat{𝒢}_{n,Nn}(k_1,\mathrm{},k_N)=\underset{c=1}{\overset{n}{}}\frac{d^{2n}x_c}{(2\pi )^n}\mathrm{e}^{ik_cx_c}\underset{c=n+1}{\overset{N}{}}\frac{d^{2n}x_c}{(2\pi )^n}\mathrm{e}^{ik_cx_c}𝒢_{n,Nn}(x_1,\mathrm{},x_N).$$
(36)
The relation (35) is particularly interesting for $`B\theta =\pm I`$, since then $`\stackrel{~}{g}=g`$ and $`\stackrel{~}{\theta }=\theta `$. In this case, Fourier transformation leaves all correlation functions invariant up to rescaling and sign change of $`\theta `$.

To substantiate this argument we now show that there is a natural regularization of the quantum field theory which cures all possible divergences and which is also invariant under the duality transformation. With this regularization included, all formal manipulations above are put on solid ground, and they prove the stated conclusions for the regulated Green’s functions. The duality invariant regularization amounts to replacing the propagator (31) by the following regulated one

$$C_\mathrm{\Lambda }(x,y)=x|\left(P^2+m^2\right)^1\mathrm{f}\left(\mathrm{\Lambda }^2\left[P^2+Q^2\right]\right)|y,$$
(37)
where

$$\frac{1}{2}\left(P^2+Q^2\right)\frac{1}{2}\left(G^1\right)^{\mu \nu }\left(P_\mu P_\nu +Q_\mu Q_\nu \right)=_\mu ^\mu +(Bx)_\mu (Bx)^\mu $$
(38)
with $`P_\mu =i_\mu B_{\mu \nu }x^\nu `$ (as in (7)) and $`Q_\mu =i_\mu +B_{\mu \nu }x^\nu `$. The cut-off function $`\mathrm{f}(s)`$ is defined for real positive $`s`$ such that $`\mathrm{f}(0)=1`$ (so that $`C_\mathrm{\Lambda }C`$ as $`\mathrm{\Lambda }\mathrm{}`$) and such that it decays sufficiently fast as $`s\mathrm{}`$. For definiteness, we will assume that $`\mathrm{f}(s)`$ is smooth, monotonically decreasing, and such that $`\mathrm{f}(s)=1`$ for $`0s1`$ and $`\mathrm{f}(s)=0`$ for $`s2`$. Heuristically, we would expect that this modification is enough to regulate all potential ultraviolet and infrared divergences of the theory. The term $`_\mu ^\mu `$ in the argument of $`\mathrm{f}`$ cuts off the high momentum modes, while the term $`(Bx)_\mu (Bx)^\mu `$ should regulate all long-distance divergences. In Appendix B we present the formal arguments which substantiate this reasoning. Here we only show that this regularization is indeed invariant under the duality transformation.

In Section 2 we showed that, under Fourier transformation, the differential operator $`P_\mu `$ becomes $`\widehat{P}_\mu =k_\mu iB_{\mu \nu }\widehat{}^\nu `$, and under the change of variables $`kx=B^1k`$ this transforms back to $`P_\mu `$. Similarly, the duality transformation maps $`Q_\mu Q_\mu `$. Thus

$$\mathrm{f}\left(\mathrm{\Lambda }^2\left[P^2+Q^2\right]\right)\mathrm{f}\left(\mathrm{\Lambda }^2\left[P^2+Q^2\right]\right)$$
(39)
under the duality for arbitrary cut-off functions $`\mathrm{f}`$. This proves invariance of the regularization procedure.

The results of this section can be summarized as follows.

Proposition 2 (Quantum duality): The regularization defined above is invariant under the duality transformation given in Proposition 1. Moreover, with this regularization and for Euclidean spacetime metric $`G=I`$, all Feynman diagrams of the quantum field theory defined by (10) can be represented as finite sums and are thus convergent. The corresponding regulated generating functional $`𝒢_\mathrm{\Lambda }`$ of all connected Green’s functions is therefore well-defined, and it possesses the duality symmetry

$$𝒢_\mathrm{\Lambda }(J;B,g,\theta )=𝒢_\mathrm{\Lambda }(\stackrel{~}{J};B,\stackrel{~}{g},\stackrel{~}{\theta }),$$
(40)
where $`\stackrel{~}{J}(x)=\sqrt{|det(B)|}\widehat{J}(Bx)`$ and $`\widehat{J}`$ is the Fourier transform of $`J`$.

4. Summary and discussion. We have considered a class of interacting scalar quantum field theories in which the positions and momenta are noncommuting coordinates. We showed that these models are invariant under Fourier transformation, rescaling, and some specific changes of the coupling parameters. These transformations generate the action of a group of order two on the coupling parameter space and thereby define a duality of the quantum field theory. This duality property was first shown on the level of classical actions (Proposition 1) and then extended to the full quantum level (Proposition 2). The quantum result was proven in perturbation theory, for the special case of a trivial metric $`G=I`$, and only in the regulated quantum field theory (with finite cut-offs). We conjecture that this result extends to the cases with more general Euclidean metrics $`G`$ on $`\text{}^{2n}`$ and also beyond perturbation theory. Along the way we have also made use of an interesting technical aspect of these models, the fact that it is convenient to perform the corresponding quantum field theoretic computations in ‘Landau space’ (rather than in position or momentum space), i.e. by expanding in the basis of Landau wavefunctions $`\varphi _𝐧`$ as described in Appendix B. This results in somewhat unusual expressions for the Feynman diagrams. Similar techniques have also been applied in .

It would be interesting to study in detail what happens to this duality property as the cut-off $`\mathrm{\Lambda }\mathrm{}`$ is removed. The results presented here can shed interesting light on the nature of divergences in noncommutative quantum field theory, such as UV/IR mixing . In particular, the duality symmetry shows explicitly the well-known result that the correlation functions of the model do not have a continuous $`\theta 0`$ limit. As discussed in section 3, the regularization parameter $`\mathrm{\Lambda }`$ can be regarded at the same time as both an ultraviolet and an infrared cut-off. However, one can generalize the regularization procedure by changing the argument of the cut-off function $`\mathrm{f}`$ in (37) from $`\mathrm{\Lambda }^2[^2+(Bx)^2]`$ to $`\mathrm{\Lambda }_{\mathrm{UV}}^2^2+\mathrm{\Lambda }_{\mathrm{IR}}^2(Bx)^2`$, i.e. use different parameters $`\mathrm{\Lambda }_{\mathrm{UV}}`$ and $`\mathrm{\Lambda }_{\mathrm{IR}}`$ to cut-off high momenta and long wavelengths, respectively. In conventional quantum field theories one would interpret divergences which arise in the limit $`\mathrm{\Lambda }_{\mathrm{UV}}\mathrm{}`$ as ultraviolet divergences and those for $`\mathrm{\Lambda }_{\mathrm{IR}}\mathrm{}`$ as infrared divergences. However, in the present noncommutative quantum field theory such a distinction between divergences appears to be somewhat artificial. The duality transformation exchanges the parameters $`\mathrm{\Lambda }_{\mathrm{UV}}`$ and $`\mathrm{\Lambda }_{\mathrm{IR}}`$ but otherwise leads to a model of the same kind, i.e. ultraviolet divergences turn into infrared divergences and vice versa. We expect that a more physical interpretation of the divergences arises if one works consistently in position space. We believe that this duality effect should also have some bearing on the issue of renormalizability of this class of quantum field theories.

We conclude by pointing out a few further interesting aspects of these models:

* There is in fact a much larger group of symmetry transformations associated with this class of noncommutative field theories. All linear coordinate transformations $`xLx`$, with $`L`$ an invertible $`2n\times 2n`$ real-valued matrix, map the field theory to one of the same kind but with altered coupling parameters. In particular, the class of models with $`G=I`$ are left invariant by orthogonal transformations $`LO(2n,\text{})`$, but of course both $`\theta `$ and $`B`$ change under these transformations.
* For the class of models we have discussed, the special points $`B\theta =\pm I`$ are essentially but not quite self-dual since the duality transformation changes the sign of $`\theta `$. There are, however, simple variants of these quantum field theories which are completely self-dual. Consider two flavours of scalar fields $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ and the total action $`S^{}[\mathrm{\Phi }_1,\mathrm{\Phi }_2;B,g,\theta ]=S[\mathrm{\Phi }_1;B,g,\theta ]+S[\mathrm{\Phi }_2;B,g,\theta ]`$, with $`S`$ defined as in Section 2. Proposition 1 then implies that, if the duality transformation also involves an exchange $`\mathrm{\Phi }_1\mathrm{\Phi }_2`$ of the two scalar fields, the theory is fully self-dual for $`B\theta =\pm I`$. These models in fact become more interesting when one adds duality invariant terms which couple the two scalars, for example a ‘mixed’ mass term proportional to $`\mathrm{\Phi }_1,\mathrm{\Phi }_2+\mathrm{\Phi }_1^{},\mathrm{\Phi }_2^{}`$ or mixed interactions.
* It is easy to see that Fourier transformation alone, without rescaling the arguments of the fields, is also a duality transformation of the present class of models. It acts on the parameters of the field theory as

$`B`$ $``$ $`B^1,`$
$`G`$ $``$ $`B^1GB^1,`$
$`\theta `$ $``$ $`\theta ^1,`$
$`g`$ $``$ $`\left|det(B\theta )\right|^{1/2}g,`$ (41)
and now also affects the free part of the action. This duality can be regarded as a generalization of the first equality in the harmonic oscillator identity (4). Note that in this transformation, the roles of covariant and contravariant tensors on $`\text{}^{2n}`$ are interchanged, in contrast to the previous duality transformation. This is a simple consequence of Fourier transformation which maps $`x^\mu k_\mu `$, and it is reminescent of what occurs in standard T-duality transformations. In fact, at the special points where $`B=\pm \theta ^1`$, the transformations () are precisely those obtained from the zero rank limit of the usual gauge Morita duality relations between noncommutative Yang-Mills theories on $`2n`$-dimensional tori . This remarkable coincidence can be understood by interpreting the noncommutative $`\mathrm{\Phi }_{2n}^4`$-theory as a discrete $`\text{}_2`$ noncommutative gauge theory , and it is another sign of the inherently stringy nature of noncommutative quantum field theories .
* In the special cases $`\theta B=\pm I`$ and $`G=I`$ the interaction vertices $`v(𝐧_1,𝐧_2,𝐧_3,𝐧_4)`$ defined in Appendix B simplify considerably, and the resulting model has a natural interpretation as a matrix model. Based on preliminary results  we conjecture that these models are exactly solvable in $`2n=2`$ dimensions. Moreover, the noncommutative soliton equations derived from this model, including the free part of the action, at $`\theta B=\pm I`$ are straightforward to solve, and the resulting soliton profiles are the same as those which arise when the kinetic energy term is neglected .

Acknowledgments

We thank C.-S. Chu, J. Gracia-Bondía, G. Landi, U. Lindström, F. Lizzi, M. Salmhofer and K. Zarembo for helpful discussions and correspondence. This work was supported in part by the Swedish Science Research Council (VR) and the Göran Gustafssons Foundation. The work of R.J.S. was supported in part by an Advanced Fellowship from the Particle Physics and Astronomy Research Council (U.K.).

Appendix A. To compute the vertex function $`V`$ defined by (26) and (24), it is convenient to introduce variables in $`\text{}^{8n}`$ defined by

$$K=(k_1,k_2,k_3,k_4),X=(x_1,x_2,x_3,x_4).$$
(42)
They allow us to write $`V(X)=(2\pi )^{4n}d^{8n}K\widehat{V}(K)\mathrm{e}^{iKX}`$, where

$$\widehat{V}(K)=(2\pi )^{2n}\delta ^{2n}(k_1k_2+k_3k_4)\mathrm{e}^{\frac{1}{2}K𝖠_\theta K}$$
(43)
and $`𝖠_\theta `$ is the skew-symmetric $`8n\times 8n`$ matrix

$$𝖠_\theta =\left(\begin{array}{cccc}\hfill 0& \hfill i\theta & \hfill 0& \hfill 0\\ \hfill i\theta & \hfill 0& \hfill 0& \hfill 0\\ \hfill 0& \hfill 0& \hfill 0& \hfill i\theta \\ \hfill 0& \hfill 0& \hfill i\theta & \hfill 0\end{array}\right).$$
(44)
Inserting $`(2\pi )^{2n}\delta ^{2n}(k_1k_2+k_3k_4)=d^{2n}t\mathrm{e}^{iKT}`$ with $`T=(t,t,t,t)\text{}^{8n}`$ and interchanging the order of integrations gives the Gaussian integral

$$V(X)=d^{2n}t\frac{d^{8n}K}{(2\pi )^{4n}}\mathrm{e}^{iK(T+X)\frac{1}{2}K𝖠_\theta K}=det(\theta )^2d^{2n}t\mathrm{e}^{\frac{1}{2}(T+X)𝖠_{\theta ^1}(T+X)},$$
(45)
where we have used $`(𝖠_\theta )^1=𝖠_{\theta ^1}`$ and $`det(𝖠_\theta )=det(\theta )^4`$. Now $`T𝖠_{\theta ^1}T=0`$ and $`X𝖠_{\theta ^1}T=T𝖠_{\theta ^1}X=i(x_1x_2+x_3x_4)\theta ^1t`$, and so the $`t`$-integral in (45) yields

$`V(X)=det(\theta )^1(2\pi )^{2n}\delta ^{2n}(x_1x_2+x_3x_4)\mathrm{e}^{\frac{1}{2}X𝖠_{\theta ^1}X},`$ (46)
where one factor of $`det(\theta )^1`$ has been eliminated by the change of variables $`t\theta ^1t`$. From (43), and the fact that the change of sign in the exponential in (46) is exactly compensated by the different definitions of the vectors $`K`$ and $`X`$ in (42), it follows that the expression (46) is identical to (27).

Appendix B. In this appendix we will prove that all Feynman diagrams computed in the regulated quantum field theory, as defined in Section 3, are given by finite sums. For simplicity we assume $`G=I`$. We believe that the extension of the argument to general constant Euclidean metrics $`G`$ is straightforward.

In the coordinate system where $`B`$ has the Jordan normal form

$$\left(B_{\mu \nu }\right)=\left(\begin{array}{ccccc}0& B_1& & & \\ B_1& 0& & & \\ & & \mathrm{}& & \\ & & & 0& B_n\\ & & & B_n& 0\end{array}\right),B_j>0$$
(47)
we have

$$P^2P_\mu P^\mu =H_{12}+H_{34}+\mathrm{}+H_{2n1,2n},$$
(48)
where, for each $`j=1,\mathrm{},n`$, $`H_{2j1,2j}`$ depends only on the spacetime coordinates $`x_{2j1}`$ and $`x_{2j}`$. It is identical to the Landau Hamiltonian, i.e. the quantum mechanical Hamiltonian describing the motion of a particle in the two-dimensional $`(x_{2j1},x_{2j})`$-plane with an applied, constant perpendicular magnetic field $`B_j`$. This Hamiltonian has well-known eigenfunctions $`\varphi _{m_j,\mathrm{}_j}`$ which are labelled by non-negative integers $`m_j`$ and $`\mathrm{}_j`$, and obey $`H_{2j1,2j}\varphi _{m_j,\mathrm{}_j}=B_j(m_j+\frac{1}{2})\varphi _{m_j,\mathrm{}_j}`$. The eigenfunctions of the operator $`P_\mu P^\mu `$ are therefore given by

$$\varphi _𝐧(x)=\underset{j=1}{\overset{n}{}}\varphi _{m_j,\mathrm{}_j}(x_{2j1},x_{2j}),𝐧(𝐦,𝐥)=(m_1,\mathrm{},m_n,\mathrm{}_1,\mathrm{},\mathrm{}_n),$$
(49)
with $`P^2\varphi _𝐧=E(𝐧)\varphi _𝐧`$. One can check that they are also eigenfunctions of the operator $`Q^2`$, $`Q^2\varphi _𝐧=F(𝐧)\varphi _𝐧`$. The eigenvalues are given by

$$E(𝐧)=\underset{j=1}{\overset{n}{}}B_j\left(m_j+\frac{1}{2}\right),F(𝐧)=\underset{j=1}{\overset{n}{}}B_j\left(\mathrm{}_j+\frac{1}{2}\right),$$
(50)
and they each depend on only half of the quantum numbers $`𝐧=(𝐦,𝐥)`$. This is just a generalization of the well-known degeneracy of the energy eigenstates of the Landau problem. Note that complex conjugation of $`\varphi _𝐧`$ amounts to interchanging $`𝐦`$ and $`𝐥`$.

This basis allows one to diagonalize the free part of the action and is therefore convenient for computing all Green’s functions of the model, i.e. all fields can be labelled by a $`2n`$-vector of non-negative integers $`𝐧`$. By expanding the scalar fields in this orthonormal basis,

$$\mathrm{\Phi }(x)=\underset{𝐧}{}\varphi _𝐧^{}(x)A(𝐧),\mathrm{\Phi }^{}(x)=\underset{𝐧}{}\varphi _𝐧(x)A^{}(𝐧),$$
(51)
the free part of the action can be written as

$$S_0=\underset{𝐧}{}\left[E(𝐧)+m^2\right]A^{}(𝐧)A(𝐧).$$
(52)
The expansion of the interaction part of the action gives

$$S_{\mathrm{int}}=\underset{𝐧_1,𝐧_2,𝐧_3,𝐧_4}{}v(𝐧_1,𝐧_2,𝐧_3,𝐧_4)A^{}(𝐧_1)A(𝐧_2)A^{}(𝐧_3)A(𝐧_4),$$
(53)
where the interaction vertices $`v(𝐧_1,𝐧_2,𝐧_3,𝐧_4)`$ can be evaluated by straightforward calculation from the position space vertex functions $`V(x_1,x_2,x_3,x_4)`$ given in Section 2. The only property of these vertices that we shall need for the present argument is that they are all well-defined.

From (53) we see that the propagator in this representation is diagonal and given by $`c(𝐧)=[E(𝐧)+m^2]^1`$. Moreover, the duality-symmetric regularization amounts to replacing it by

$$c_\mathrm{\Lambda }(𝐧)=\frac{1}{E(𝐧)+m^2}\mathrm{f}\left(\mathrm{\Lambda }^2\left[E(𝐧)+F(𝐧)\right]\right).$$
(54)
In this representation, all Feynman diagrams of the quantum field theory are of the schematic form $`_{𝐧_1^{},\mathrm{},𝐧_K^{}}_kc_\mathrm{\Lambda }(𝐧_k^{})(\mathrm{})`$, with $`(\mathrm{})`$ a product of interaction vertices $`v`$, which depend on the summation variables $`𝐧_k^{}`$, and propagators $`c`$, which depend on the labels $`𝐧_k`$ of external legs that are not summed over. With the assumed properties of the cut-off function $`\mathrm{f}`$ stated in Section 3, the propagator $`c_\mathrm{\Lambda }(𝐧)`$ is nonzero only if $`E(𝐧)+F(𝐧)=_jB_j(m_j+\mathrm{}_j+1)<2\mathrm{\Lambda }^2`$, which at finite $`\mathrm{\Lambda }`$ is true for only a finite number of distinct $`𝐧`$’s. Thus all Feynman diagrams are represented by finite sums. Note that these sums give the Green’s functions $`𝒢_{n,Nn}(𝐧_1,\mathrm{},𝐧_N)`$ in the basis $`\varphi _𝐧`$. From $`𝒢_{n,Nn}(𝐧_1,\mathrm{},𝐧_N)`$ one can compute the corresponding position space Green’s function by multiplying it with the functions $`\varphi _{𝐧_k}(x_k)`$, $`k=1,\mathrm{},n`$, and $`\varphi _{𝐧_k}^{}(x_k)`$, $`k=n+1,\mathrm{},N`$, and summing over all $`𝐧_k`$. As above, one finds that these sums are all finite and are thus well-defined, which completes the argument.


text:
# Hierarchical Random Telegraph Signals in Nano-junctions with Coulomb Correlations

## ACKNOWLEDGMENTS

We thank B. Altshuler, J.-Ph. Ansermet, P.A. Lee, Ph. Nozières, T.M. Rice, A. Tsvelik and X.-G. Wen for discussions. The support of the Swiss National Fonds is gratefully acknowledged.