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# Precessing microblazars and unidentified gamma-ray sources

## 1 Introduction

The third and final EGRET catalog (Hartman et al. 1999) lists about 170 gamma-ray sources not yet clearly identified with objects detected at lower energies. Many of these sources concentrate towards the galactic plane and correlate with the spiral arms of the Galaxy, indicating a significant contribution from Population I objects (Romero et al. 1999, Romero 2001). From a purely statistical point of view, at least two different populations can be identified: one of them possibly associated with the Gould belt, a nearby star-forming region at $`600`$ pc, and the other formed by brighter sources found at lower latitudes (Gehrels et al. 2000, Grenier 2000).

Several types of objects have been proposed as possible counterparts of galactic gamma-ray sources, including early-type stars (both isolated and forming binary systems), accreting neutron stars, radio-quiet pulsars, interacting supernova remnants, and black hole candidates (see Romero 2001 and references therein). Very recently, Paredes et al. (2000), Grenier (2001) and Romero (2001) have suggested that microquasars can also be responsible for some unidentified sources. In particular, Paredes et al. (2000) have proposed that the microquasar LS 5039, a massive X-ray binary with persistent non-thermal radio emission, is physically associated with the gamma-ray source 3EG J1824-1514. They suggested that the observed gamma-ray flux is the result of external Compton scattering of UV photons from the high-mass stellar companion.

The fact that there is a significant number of variable gamma-ray sources at low galactic latitudes (e.g. Torres et al. 2001, Romero et al. 2001) along with the steady properties of gamma-ray pulsars and interacting supernova remnants, makes the idea of gamma-ray emitting microquasars particularly attractive. Mirabel & Rodríguez (1999) proposed that microquasars with jets forming a small angle with the line of sight –by analogy with the unified model for AGNs– could appear as microblazars, namely, as sources with highly variable and enhanced nonthermal flux due to Doppler boosting.

In this letter we shall present a model for galactic variable gamma-ray sources based on the idea of precessing microblazars. In our model, the jet precession will be induced by the gravitational torque of the stellar companion, which is in a non-coplanar orbit, on the accretion disk of the primary (usually assumed to be a stellar black hole). Gamma-rays can be produced by external Compton scattering of UV stellar photons of the massive companions by relativistic leptons (electrons and/or positrons) far from the base of the jet. We shall discuss cases where the particles are in the form of a “blob” ejected from the central engine and where the particles are continuously injected in the form of a persistent jet. In the case of high-mass binaries, this mechanism for generation of gamma-rays is more efficient than Compton scattering upon disk photons or self-synchrotron jet emission (Georganopoulos et al. 2001a) and, in combination with the gravitational effects of the stellar companion, can render suitable variable gamma-ray sources. We shall briefly discuss how these sources can be identified in the light of forthcoming satellite experiments like INTEGRAL. Although microblazars have been previously considered in the literature (e.g. Aharonian & Atoyan 1998, Mirabel & Rodríguez 1999, Georganopoulos et al. 2001a), this is the first detailed discussion in terms of unidentified gamma-ray sources.

## 2 Variable gamma-ray emission from microblazars

Let us consider a high-mass binary where accretion onto the compact object (a black hole) results in the production of twin, relativistic $`e^+e^{}`$-pair jets propagating in opposite directions. A sudden variation in the injection rate can result in the formation of a blob (for which we adopt spherical geometry) which propagates down the jet with a bulk Lorentz factor $`\mathrm{\Gamma }`$. We shall follow the general treatment derived by Georganopoulos et al. (2001b) for external Compton scattering in extragalactic blazars, adapting it to microblazars. In the blob frame the relativistic leptons are considered to have an isotropic power-law density distribution $`n^{}(\gamma ^{})=(k/4\pi )\gamma ^pP(\gamma _1,\gamma _2,\gamma ^{})`$, where $`\gamma ^{}`$ is the Lorentz factor of the leptons, k is a constant and $`P(\gamma _1,\gamma _2,\gamma ^{})=1`$ for $`\gamma _1\gamma ^{}\gamma _2`$, and $`0`$ otherwise.

Using the Lorentz invariant $`n/\gamma ^2`$ and the relation $`\gamma =D\gamma ^{}`$ between the Lorentz factor of the electrons/positrons in the lab frame and the blob frame respectively, we get that the electron density in the lab frame is

$`n(\gamma )={\displaystyle \frac{k}{4\pi }}D^{2+p}\gamma ^pP(\gamma _1D,\gamma _2D,\gamma ),`$ (1)
where $`D=\left[\mathrm{\Gamma }\left(1\beta \mathrm{cos}\varphi \right)\right]^1`$ is the usual Doppler factor: $`\beta `$ and $`\varphi `$ are the bulk velocity in units of $`c`$ and the viewing angle, respectively.

The blob is then injected into an isotropic monoenergetic photon field due to the companion star (typically UV photons) and will then produce the inverse Compton upscattering of some of these stellar photons. With respect to the photon field, the lab frame rate of IC interactions per final photon energy is,

$`{\displaystyle \frac{dN_p}{dtdϵ}}={\displaystyle \frac{3\sigma _Tc}{4ϵ_0\gamma ^2}}f(x)`$ (2)
where $`\sigma _T`$ is the Thomson cross section. For the case of Thomson scattering and assuming isotropic scattering in the electron frame (Georganopoulos et al 2001b),

$`f(x)={\displaystyle \frac{2}{3}}(1x)P(1/4\gamma ^2,1,x),x={\displaystyle \frac{ϵ}{4\gamma ^2ϵ_0}}.`$ (3)
The luminosity is then obtained by integrating the scattering rate (2) over the particle energy distribution (that can be deduced using the density distribution given in Eq. (1) and the volume of the blob), and multiplying by the observed photon energy $`ϵm_ec^2`$ and the number density $`n_p=U/ϵ_0m_ec^2`$ (where U is the energy density of the photon field). When $`p`$ is steeper than 1 and $`\gamma _{\mathrm{min}}=(ϵ/4ϵ_0)^{1/2}\gamma _{\mathrm{max}}=\gamma _2D`$, the luminosity reduces to:

$`L_ϵ={\displaystyle \frac{dL}{dϵd\mathrm{\Omega }}}D^{3+p}{\displaystyle \frac{kV\sigma _TcU2^{p1}}{\pi ϵ_0(1+p)(3+p)}}\left({\displaystyle \frac{ϵ}{ϵ_0}}\right)^{(p1)/2}`$ (4)
In the Klein-Nishima regime numerical integrations are required (see Georganopoulos at el. 2001b). The important point is that if $`\gamma _210^3`$ then luminosities of $`10^{3637}`$ erg s-1 can be obtained in the observer’s frame at EGRET’s energy range (100 MeV- 20 GeV).

However, in the case of a single blob, the interaction time with the photon field, and hence the duration of the gamma-ray flare, will be strongly limited by the apparently superluminal speed of the feature. For instance, in the case of an O7 star and a blob with $`\beta =0.98`$ ($`\mathrm{\Gamma }=5`$), the flux will decrease to $`1/e`$ of its original value in $`1`$ s. Gamma-ray production by blobs in microblazars are then transient phenomena difficult to detect on Earth. This is not the case, however, of microblazars with persistent jets.

For a continuous relativistic flow the amplification due to the Doppler factor changes from $`D^{3+p}`$ to $`D^{2+p}`$ in Eq. (4) (Lind & Blandford 1985). In this case the external Compton scattering of stellar photons yields a stable source inasmuch as the flux is not perturbed. We have calculated the spectral energy distribution for a specific model with $`p=2`$, bulk Lorentz factor $`\mathrm{\Gamma }=5`$, viewing angle $`\varphi =10`$ deg, photon field of an O7 star (photon energies $`10`$ eV), and a high-energy cut off of $`\gamma _2=10^3>>\gamma _1`$. The results are shown in Figure 1, where we also show the energy distribution of the stellar photons. We see that luminosities of $`10^{3637}`$ erg -1 can be obtained at $`E>100`$ MeV. Further details can be introduced through a broken particle spectrum in orther to take into account synchrotron cooling, but these refinements are not necessary here.

It is interesting to notice that whereas the gamma-ray emission is amplified by a factor $`D^{2+p}=D^{3+2\alpha }`$, the synchrotron jet emission results amplified only by $`D^{2+\alpha }`$, where $`\alpha =(p1)/2`$ is the synchrotron spectral index (see Dermer 1995). Consequently, “red” microblazars, whose synchrotron spectral energy distribution peaks at IR energies, will not be ultra-luminous X-ray sources (ULXs) since only a small part of the radiated power goes into the X-ray synchrotron tail of their spectra and this emission, in addition, is not so strongly boosted as the inverse Compton gamma-ray emission. Only in case of very low values of $`\gamma _2`$ (say around $`10^2`$) we could get an X-ray source ($`L_X10^{3334}`$ erg s-1) without a much more energetic gamma-ray source.

The companion star in a high-mass microblazar system not only provides a photon field for inverse Compton interactions, but also a gravitational field that can exert a torque onto the accretion disk around the compact object. The effect of this torque, in a non-coplanar system, is to induce a Newtonian precession of the disk. If the jets are coupled to the disk, as it is usually thought, then the precession will be transmitted to them. This situation, which should not be confused with the geodetic precession (a purely General Relativity effect), has been extensively studied in the case of SS433 (Katz 1980) and extragalactic sources like 3C273 (e.g. Romero et al. 2000).

A sketch of the situation is presented in Figure 2. The disk Keplerian angular velocity is $`\omega _\mathrm{d}=(GM/r_\mathrm{d}^3)^{1/2}`$, where $`M`$ is the mass of the compact object and $`r_\mathrm{d}`$ is the radius of the precessing part of the disk. The orbital period is $`T_\mathrm{m}`$ and the orbital radius is given by Kepler’s law: $`r_m^3=(G/4\pi ^2)(m+M)T_\mathrm{m}^2`$, with $`m`$ the mass of the star.

The angular velocity of the tidally induced precession can then be approximated by $`\omega _\mathrm{p}3Gm\mathrm{cos}\theta /4r_\mathrm{m}^3\omega _\mathrm{d}`$ (Katz 1980, Romero et al. 2000), where $`\theta `$ is the half-opening angle of the precession cone. We can now introduce a time-parametrization of the jet’s viewing angle as (see Abraham & Romero 1999):

$`\varphi (t)`$ $`=`$ $`\mathrm{arcsin}[x^2+y^2]^{1/2}`$ (5)
$`x`$ $`=`$ $`(\mathrm{cos}\theta \mathrm{sin}\varphi _0+\mathrm{sin}\theta \mathrm{cos}\varphi _0\mathrm{sin}\omega _pt)\mathrm{cos}\eta _0`$
$`\mathrm{sin}\theta \mathrm{cos}\omega _pt\mathrm{sin}\eta _0`$
$`y`$ $`=`$ $`(\mathrm{cos}\theta \mathrm{sin}\varphi _0+\mathrm{sin}\theta \mathrm{cos}\varphi _0\mathrm{sin}\omega _pt)\mathrm{sin}\eta _0+`$
$`+\mathrm{sin}\theta \mathrm{cos}\omega _pt\mathrm{cos}\eta _0,`$
where all angles are defined in Fig. 2.

In Figure 3 we show the time evolution of the boosting amplification factor of the gamma-ray emission for the case of a continuous jet for two different sets of geometrical parameters (viewing angle of 10 deg and precession half-opening angle of 1 and 10 deg). Time units are normalized to the precession period $`T`$. We see that the flux density can change by a factor of $`\mathrm{6\hspace{0.33em}10}^3`$ in a single period. A very weak, otherwise undetected gamma-ray microblazar, can increase its flux due to the precession and then enter within the sensitivity of an instrument like EGRET, producing a variable unidentified gamma-ray source. The duty cycle (i.e. the fraction of time in which the source is highly variable) in this example is $`0.2T`$, so the source could appear in several EGRET viewing periods. Just to give a feeling of the magnitudes involved, we mention that for a black hole of 4 $`M_{\mathrm{}}`$, an O7Ia stellar companion, an orbital period of 10 days, a half-opening angle of $`10^{}`$ for the precession, and an accretion disk of $`\mathrm{5\hspace{0.33em}10}^{11}`$ cm ($`\mathrm{5\hspace{0.33em}10}^2`$ a.u.), we get a precession period $`T100`$ days. The source could then be detectable $`70`$ days per year. This is consistent with some EGRET observations of highly variable sources (e.g., the case discussed by Punsly et al. 2000).

## 3 Discussion

Taking into account that there exist more than $`130`$ high-mass X-ray binaries detected so far (e.g. Liu et al. 2000) and that this number should be a small fraction of the total number of these objects in the Galaxy, it is not unreasonable to expect the existence of a few tens of microblazars at mid and low galactic latitudes that could be responsible for the variable galactic gamma-ray sources detected by EGRET. Moreover, the recently discovered X-ray transient V4641 Sgr, which seems to harbor a $`9`$ $`M_{\mathrm{}}`$-black hole and displays extreme superluminal velocities, could be a microblazar (Orosz et al 2001). Since the stellar companion is a late B-type star, external Compton gamma-ray production is not expected to be very efficient in this case, but its high-energy emission could fall within GLAST sensitivity. Another interesting candidate, from the theoretical point of view, is the high-mass X-ray binary LS I $`+61^{}303`$, which presents a one-sided jet at milliarsecond scales and evidence for a precessing accretion disk (Massi et al. 2001). The intrinsic jet velocity, however, seems not to be very high: $`0.4c`$, but the source location is consistent with its identification with a highly variable gamma-ray source 3EG J0241+6103 (Tavani et al. 1998, Torres et al. 2001).

Not all microblazars should be confined to the galactic plane. Recent direct measurements of proper velocities in both low- (Mirabel et al. 2001) and high-mass (Ribó et al. 2002) microquasars show that these objects can present very high velocities and then could be ejected from the galactic plane. This is also supported by the discovery of V4641 Sgr at $`b4.8`$ deg (estimated distance: $`7.4d12.3`$ kpc). In the case of microquasars with high-mass companions, which are young objects, we could expect to find them up to distances $`100`$ pc (Ribó et al. 2002) or even more (e.g. V4641 Sgr) from the galactic plane, so they could explain some of the mid-latitude unidentified gamma-ray sources (Grenier 2001). A few low-mass microquasars could have escaped to the galactic halo and consequently might be related to some high-latitude unidentified EGRET detections, if the jets are powerful enough.

Perhaps the best way to identified precessing gamma-ray microblazars is through the detection of the electron-positron annihilation feature in their spectra. This annihilation signature should appear as a broad, blueshifted (by a factor $`D`$) line in the spectrum at a few MeV, exactly within the energy range of IBIS imager of the forthcoming INTEGRAL satellite. Due to the precession of the jet, the Doppler factor will change periodically with time, and hence the position of the annihilation peak should oscillate in energy in the lab frame around a mean value (for a detailed discussion of the phenomenon see Abraham et al. 2001). Chandra X-ray observations of non-thermal radio sources within the EGRET location error boxes (a complete list of these sources is given by Torres et al. 2001) could help to find candidates to new microquasars (through the detection of X-ray disk emission), and then INTEGRAL exposures could be used in an attempt to find the annihilation line. Such a detection would be a remarkable discovery, since it would establish, at a same time, the matter content of the jets in microquasars, and would help to clarify the nature of some variable unidentified high-energy gamma-ray sources.

###### Acknowledgements.

We are very grateful to M. Georganopoulos for insightful discussions and to the referee, M. Massi, for her valuable comments. I.F.M. acknowledges support from grant PIP 0049/98 and Fundación Antorchas. G.E.R. is supported by the research grants PICT 03-04881 (ANPCT) and PIP 0438/98 (CONICET), as well as by Fundación Antorchas. He is very grateful to staff of the Max Planck Institut für Kernphysik at Heidelberg, where part of his research for this project was carried out.


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# 1 Introduction

## 1 Introduction

In a great variety of systems, such as structural glasses, spin glasses, and granular materials, the dynamics at low temperature or high density is so slow that the system falls out of equilibrium . For long, glassy dynamics has been described as a slow motion in a complex energy (or free energy) landscape , with many valleys separated by barriers. Several approaches have been proposed in order to make this heuristic picture more precise. Valleys thus appear under various names (and with various definitions) in different contexts: metastable states, TAP states , pure states , inherent structures , quasi-states . From a dynamical viewpoint these concepts are not equivalent . Metastability is indeed unambiguously defined for mean-field models only, where metastable states have infinite lifetimes, as barrier heights diverge with the system size. For finite-dimensional systems with short-range interactions, barrier heights and valley lifetimes are always finite at finite temperature, so that metastability becomes a matter of time scales .

Once these valleys are appropriately defined, one can estimate their number at fixed energy (or free energy) density $`E`$. This number generically grows exponentially with the system size, as

$$𝒩(N)\mathrm{exp}(NS_{\mathrm{ap}}(E)),$$
(1.1)
where $`S_{\mathrm{ap}}(E)`$ is the configurational entropy or complexity. The subscript ‘ap’ (a priori) refers to the fact that, when counting valleys, each of them appears with the same weight. In this a priori ensemble, valleys are combinatorially equivalent.

In contrast, a key question concerns the dynamical weight of each individual valley. Do all the valleys play a similar role in the dynamics? This question arises for instance when a system is instantaneously quenched into the glassy phase, starting from a disordered configuration. Assuming this initial configuration is chosen at random, does the system sample all the possible valleys with a given final energy $`E`$ with equal statistical weights, i.e., with a uniform or flat measure, or, to the contrary, does the size of the attraction basin of each valley really matter? The same question is also relevant in another situation commonly referred to as tapping . Under tapping a granular material continuously jumps from a blocked configuration to a nearby one. Does the non-equilibrium steady state thus obtained admit a statistical description in terms of a flat ensemble of blocked configurations?

The answer to this question for the first situation (relaxational or aging dynamics) is positive at least in some mean-field models, where valleys are known to be explored with a flat measure . The concept of ergodicity, and the resulting thermodynamical construction, therefore hold, as in equilibrium situations, up to the replacement of configurations by valleys. The configurational temperature $`T_{\mathrm{ap}}`$, defined by

$$\frac{1}{T_{\mathrm{ap}}}=\frac{\mathrm{d}S_{\mathrm{ap}}}{\mathrm{d}E},$$
(1.2)
has a thermodynamical meaning. It also coincides with the effective temperature involved in the generalized fluctuation-dissipation formula in the appropriate temporal regime.

Besides the mean-field geometry, another physical situation where metastable states are unambiguously defined is the zero-temperature limit, where no barrier can be crossed at all. Valleys are just blocked configurations under the chosen dynamics. For instance, for an Ising model with single-spin dynamics, a valley is a configuration where each spin is aligned with its local field, provided the latter is non-zero.

In the context of granular materials, Edwards  proposed to describe the slow compaction dynamics by means of a flat ensemble average over all the blocked configurations of the grains with prescribed density. Extending the range of application of this idea, the so-called Edwards hypothesis consists in assuming that all the valleys with a given energy density are equivalent. This hypothesis has two consequences. First, the value of an observable can be obtained by a flat average over the a priori ensemble, or Edwards ensemble, of all those valleys. Second, the temperature $`T_{\mathrm{ap}}`$ of (1.2), also known as the Edwards temperature, has the usual thermodynamical meaning of a temperature.

The present paper is devoted to the analytical study of the zero-temperature dynamics of simple one-dimensional systems with kinetic constraints. Kinetically constrained models have been the subject of numerous investigations . Here we specialize to Ising chains without frustration nor quenched disorder, namely paramagnetic chains (CIC)  (section 2) and ferromagnetic chains  (sections 3 and 4). The common feature of all these models is the irreversible nature of their zero-temperature dynamics: each spin flips at most once in the whole history of the system.

The central goal of this paper is to obtain exact results on the statistics of the blocked configurations reached by these systems, pursuing the efforts made by the authors of some recent works . Thus doing we are able to critically revisit the questions raised above. In the derivation of these results we will take advantage of the fact that the zero-temperature dynamics of these models can be rephrased in terms of random sequential adsorption (RSA) or cooperative sequential adsorption (CSA) , for which analytical techniques are available in one dimension. A blocked configuration thus appears as a jammed state of the corresponding RSA or CSA model. The Edwards hypothesis is, in this specific context, akin to the question raised long ago  whether RSA configurations are equilibrated or not. Our results confirm that the answer is negative. A more extensive discussion will be given in section 5.

## 2 Constrained Ising chain

### 2.1 Definition of the model

Constrained Ising chains (CIC)  are among the simplest examples of kinetically constrained models . Although they have trivial equilibrium properties, the presence of kinetic constraints leads to slow dynamics at low temperature, and to metastability at zero temperature.

Consider a paramagnetic Ising chain, made of independent spins $`\sigma _n=\pm 1`$, submitted to a positive unit magnetic field. This model has a Hamiltonian

$$=\underset{n}{}\sigma _n,$$
(2.1)
with a unique ordered ground state, where all the spins are up ($`\sigma _n=+1`$).

Kinetic constraints are introduced as follows. Consider single-spin-flip dynamics with rates

$$W(\sigma _n\sigma _n)=\mathrm{min}(1,\mathrm{e}^{2\beta \sigma _n})W_0(\sigma _{n1},\sigma _{n+1}).$$

The first factor in the right side is the Metropolis acceptance rate, ensuring detailed balance with respect to the Hamiltonian $``$ at temperature $`T=1/\beta `$. The second factor imposes a kinetic constraint: the flipping rate of a spin $`\sigma _n`$ depends on its environment, i.e., on the value of its neighbors $`\sigma _{n1}`$ and $`\sigma _{n+1}`$. Let us make the choice

$$W_0(\sigma _{n1},\sigma _{n+1})=a\tau _{n1}+(1a)\tau _{n+1},$$
(2.2)
with the notation

$$\tau _n=\frac{1\sigma _n}{2}.$$

The parameter $`0a1`$ allows to interpolate between known limiting cases. For $`a=1/2`$, the constraint factor is $`(\tau _{n1}+\tau _{n+1})/2`$, i.e., half the number of neighboring down spins. The symmetrically constrained chain (SCIC)  is thus obtained. For $`a=0`$, the constraint factor is $`\tau _{n+1}`$: the spin $`\sigma _n`$ can only flip if its right neighbor is down. The right asymmetrically constrained chain (ACIC)  is thus recovered. Similarly, the left ACIC is obtained for $`a=1`$.

At zero temperature, the dynamics of the CIC simplifies drastically. An initially up spin ($`\sigma _n=+1`$) remains up forever, while a down spin ($`\sigma _n=1`$) can flip at most once, according to stochastic rules depending on its two neighbors:

$$\{\begin{array}{ccc}+& & (\text{rate}1),\\ +++& & (\text{rate}a),\\ +++& & (\text{rate}1a).\end{array}$$
(2.3)
For a finite chain of $`N`$ spins, the dynamics stops after a finite jamming time $`T_N`$, which depends both on the initial configuration and on the history of the chain. The jamming time will be shown to grow as $`T_N\mathrm{ln}N`$, up to finite fluctuations given by extreme-value statistics. The system is thus left after a finite time $`T_N`$ in a jammed or blocked state. This state, which is an attractor for the dynamics, is a spin configuration where each down spin is isolated, i.e., surrounded by two up spins. The blocked configuration thus obtained depends on the parameter $`a`$, on the initial configuration of the chain, and on its whole stochastic history.

The problem may be equivalently described as an irreversible process of particle adsorption. Consider indeed down spins as representing empty sites ($``$), and up spins as representing occupied sites ($``$):

$$\{\begin{array}{c}\sigma =1\tau =1,\\ \sigma =+1\tau =0.\end{array}$$

The zero-temperature dynamics of the CIC thus maps onto a problem of particle adsorption, where individual particles (monomers) are irreversibly deposited according to:

$$\{\begin{array}{ccc}& & (\text{rate}1),\\ & & (\text{rate}a),\\ & & (\text{rate}1a).\end{array}$$

The deposition rate at site $`n`$ depends on the occupation state of both neighboring sites. We are thus facing a cooperative sequential adsorption (CSA) model . The limit (jamming) coverage of this model is related to the mean magnetization per spin $`M(\mathrm{})`$ in the blocked configurations by

$$𝒫_{\mathrm{}}()=1\tau _{\mathrm{}}=\frac{1+M(\mathrm{})}{2}.$$

In the following, we will use the language of spins, magnetization, spin correlations, and so on, leaving the picture of particle deposition for illustrative purposes only.

### 2.2 A priori statistics

We have shown that the attractors of the zero-temperature dynamics of the CIC, for any value of the parameter $`a`$, are the spin configurations where each down spin is isolated, i.e., surrounded by two up spins.

A natural statistical description of these attractors is provided by the a priori ensemble, or Edwards ensemble, as explained in the Introduction, where all the blocked spin configurations are taken with equal weights.

For a finite chain of $`N`$ spins, consider the restricted ensemble of blocked configurations for which exactly $`n`$ spins are down. Their magnetization $`M`$ is such that $`NM=N2n`$, with $`0nN/2`$, hence $`0M1`$. The number of such configurations reads

$$𝒩(N,n)=\left(\genfrac{}{}{0pt}{}{Nn+1}{n}\right).$$
(2.4)
Indeed this is the number of ways of inserting $`n`$ down spins in the $`Nn+1`$ spaces made available by the presence of $`Nn`$ up spins, with at most one down spin per space. This number grows exponentially, according to (1.1), where the a priori entropy reads

$$S_{\mathrm{ap}}(M)=M\mathrm{ln}(2M)+\frac{1+M}{2}\mathrm{ln}(1+M)\frac{1M}{2}\mathrm{ln}(1M).$$
(2.5)
One can also consider the full (or unrestricted) ensemble of all the blocked configurations, irrespective of their magnetization. The number $`𝒩(N)`$ of such configurations can be determined as follows. For a chain of $`N3`$ spins, a configuration either ends with $`(+)`$ (there are $`𝒩(N2)`$ such configurations) or with $`(+)`$ (there are $`𝒩(N1)`$ such configurations). We thus obtain the recursion relation $`𝒩(N)=𝒩(N1)+𝒩(N2)`$, with $`𝒩(1)=2`$, $`𝒩(2)=3`$, hence

$$𝒩(N)=F_{N+2},$$

where $`F_N`$ are the Fibonacci numbers. This expression is also equal to the sum of (2.4) for $`n`$ ranging from $`0`$ to $`N/2`$. It grows as $`𝒩(N)\mathrm{exp}(NS_{\mathrm{ap}}^{})`$, with

$$S_{\mathrm{ap}}^{}=\mathrm{ln}\mathrm{\Phi }=0.481212,$$
(2.6)
where $`\mathrm{\Phi }=(1+\sqrt{5})/2`$ is the golden mean. The result (2.6) is the maximum value of the function $`S_{\mathrm{ap}}(M)`$ (2.5). This maximum is reached for

$$M{}_{}{}^{}=\frac{1}{\sqrt{5}}=0.447214,$$
(2.7)
which is therefore the typical a priori magnetization of a blocked configuration.

The distribution of the number $`n`$ of down spins in the a priori ensemble is given by

$$P_n=\frac{𝒩(N,n)}{𝒩(N)}.$$

For a large sample ($`N1`$), the probability density of the magnetization $`M`$ is therefore given by an exponential estimate of the form

$$f(M)\mathrm{exp}(N\mathrm{\Sigma }_{\mathrm{ap}}(M)),$$
(2.8)
with

$$\mathrm{\Sigma }_{\mathrm{ap}}(M)=S_{\mathrm{ap}}^{}S_{\mathrm{ap}}(M).$$
(2.9)
The result (2.8) has the form of large-deviation estimates in probability theory, which hold e.g. for the arithmetic mean of $`N`$ independent random variables. The large-deviation function (or entropy function) $`\mathrm{\Sigma }_{\mathrm{ap}}(M)`$ will be plotted in Figure 4. It vanishes quadratically near $`M=M^{}`$ as

$$\mathrm{\Sigma }_{\mathrm{ap}}(M)c(MM{}_{}{}^{})^2,c=\frac{5\sqrt{5}}{8}.$$

The bulk of the a priori distribution of $`M`$ is therefore asymptotically a narrow Gaussian around $`M^{}`$, with a scaled variance given by $`NVarM1/(2c)=4\sqrt{5}/25=0.357771`$.

The a priori entropy can alternatively be evaluated by the transfer-matrix method . For a finite chain of $`N`$ spins, we introduce the characteristic function of the magnetization

$$Z_N(\beta )=\underset{𝒞}{}\mathrm{e}^{\beta NM(𝒞)},$$

where the sum runs over all the blocked configurations $`𝒞`$. Note that $`NM(𝒞)`$ is the opposite of the total energy of the configuration, according to the Hamiltonian (2.1), so that $`Z_N(\beta )`$ coincides with the usual partition function of the model, at a fictitious inverse temperature $`\beta `$.

The partition functions $`Z_N^\pm `$ of a finite chain of $`N`$ spins, labeled by the prescribed value $`\sigma _N=\pm 1`$ of the last spin, obey the recursion

$$\left(\begin{array}{c}Z_{N+1}^+\\ Z_{N+1}^{}\end{array}\right)=𝒯\left(\begin{array}{c}Z_N^+\\ Z_N^{}\end{array}\right),$$

where the $`2\times 2`$ transfer matrix

$$𝒯=\left(\begin{array}{cc}\mathrm{e}^\beta & \mathrm{e}^\beta \\ \mathrm{e}^\beta & 0\end{array}\right)$$

has eigenvalues

$$\lambda _\pm (\beta )=\frac{\mathrm{e}^\beta \pm \sqrt{4+\mathrm{e}^{2\beta }}}{2}.$$

The entropy $`S_{\mathrm{ap}}(M)`$ is then given by a Legendre transform. We have indeed

$$Z_N(\beta )\mathrm{e}^{N(S_{\mathrm{ap}}(M)+\beta M)}dM\mathrm{e}^{N\mathrm{ln}\lambda _+(\beta )}.$$

Evaluating the integral by the steepest-descent method yields the ‘thermodynamical’ relationships

$$\mathrm{ln}\lambda _+(\beta )S_{\mathrm{ap}}(M)=\beta M,M=\frac{\mathrm{d}\mathrm{ln}\lambda _+}{\mathrm{d}\beta },\beta =\frac{\mathrm{d}S_{\mathrm{ap}}}{\mathrm{d}M},$$
(2.10)
which yield in the present case

$$M=\frac{\mathrm{e}^\beta }{\sqrt{4+\mathrm{e}^{2\beta }}},\mathrm{e}^\beta =\frac{2M}{\sqrt{1M^2}},$$

and allow to recover (2.5).

The spin correlation function $`C_n=\sigma _0\sigma _n`$ can also be evaluated in the a priori ensemble at fixed magnetization by the transfer-matrix method . We have, for $`n0`$ in the bulk of an infinitely long chain,

$$C_n=\frac{L_+|𝒮𝒯^n𝒮|R_+}{\lambda _+^n}=\left(L_+|𝒮|R_+\right)^2+L_+|𝒮|R_{}L_{}|𝒮|R_+\left(\frac{\lambda _{}}{\lambda _+}\right)^n.$$

In this expression, $`𝒮=\mathrm{diag}(+1,1)`$ is the spin operator, while

$$L_\pm |=\frac{1}{\lambda _\pm ^2+1}\left(\begin{array}{cc}\lambda _\pm & \mathrm{e}^\beta \end{array}\right),|R_\pm =\left(\begin{array}{c}\mathrm{e}^\beta \lambda _\pm \\ 1\end{array}\right)$$

are the left and right eigenvectors of $`𝒯`$ associated with the eigenvalues $`\lambda _\pm `$. We have consistently $`M=L_+|𝒮|R_+`$. After some algebra we obtain the following expression, involving only the magnetization $`M`$ :

$$C_n^{\mathrm{conn}}=C_nM^2=(1M^2)\left(\frac{1M}{1+M}\right)^n.$$
(2.11)
The connected correlation function thus exhibits an exponential decay, modulated by an oscillating sign.

The full ensemble of blocked configurations is obtained by setting $`\beta =0`$ in the above results, which indeed corresponds to taking a flat average over all blocked configurations. This prescription amounts to replacing the magnetization $`M`$ by its typical value $`M^{}`$ (2.7). We thus obtain in particular

$$C_n^{\mathrm{conn}}=C_n\frac{1}{5}=\frac{4}{5}\left(\frac{1}{\mathrm{\Phi }^2}\right)^n.$$
(2.12)
We end up by mentioning that the blocked spin configurations considered so far are the degenerate ground states of the antiferromagnetic Ising chain in a constant magnetic field $`h=2J>0`$ , whose Hamiltonian reads

$$=J\underset{n}{}\sigma _n\sigma _{n+1}2J\underset{n}{}\sigma _n.$$

As a consequence, the above expressions are exact results for the latter model at equilibrium at zero temperature. This is one of the simplest models with a non-zero entropy at zero temperature, given by (2.6).

### 2.3 Dynamics of cluster densities and magnetization

We now turn to the exact analysis of the zero-temperature dynamics of the CIC, starting with the mean cluster densities and magnetization.

We consider an uncorrelated magnetized initial state, given by

$$\{\begin{array}{cccc}\sigma _n(0)=1,& \tau _n(0)=1& ()& \text{with prob.}p,\\ \sigma _n(0)=+1,& \tau _n(0)=0& ()& \text{with prob.}\mathrm{\hspace{0.33em}1}p,\end{array}$$
(2.13)
so that the mean initial magnetization reads $`M(0)=12p`$.

For $`p1/2`$, the initial state (2.13) is the equilibrium state of the Ising chain with Hamiltonian (2.1) at inverse temperature

$$\beta _0=\frac{1}{2}\mathrm{ln}\frac{1p}{p}.$$
(2.14)
In particular, a random (unmagnetized) initial configuration, i.e., $`p=1/2`$, corresponds to infinite temperature, i.e., $`\beta _0=0`$.

It is a common feature of one-dimensional RSA and similar problems  that the densities of certain patterns, including active clusters, obey closed rate equations. Consider clusters of exactly $`\mathrm{}1`$ consecutive down spins. Their density per unit length at time $`t`$ reads

$$p_{\mathrm{}}(t)=(1\tau _0)\tau _1\mathrm{}\tau _{\mathrm{}}(1\tau _{\mathrm{}+1})_t=𝒫_t(\underset{\mathrm{}}{\underset{}{\mathrm{}}}),$$
(2.15)
and the mean magnetization of the chain is given by

$$M(t)=12\underset{\mathrm{}1}{}\mathrm{}p_{\mathrm{}}(t).$$
(2.16)
Because zero-temperature dynamics is fully irreversible, the densities $`p_{\mathrm{}}(t)`$ obey rate equations, which can be derived as follows. Clusters of length $`\mathrm{}=1`$ are inactive. Consider a cluster of length $`\mathrm{}2`$, renumbering its sites as $`n=1,\mathrm{},\mathrm{}`$. The spin $`\sigma _n`$ can flip from down to up, at a rate given by (2.3), thus generating one or two smaller clusters of the following length

$$\{\begin{array}{cccc}n=1& (\text{rate}1a),& \text{one cluster:}& \mathrm{}_1=\mathrm{}1,\\ 2n\mathrm{}1& (\text{rate}1),& \text{two clusters:}& \mathrm{}_1=n1,\mathrm{}_2=\mathrm{}n,\\ n=\mathrm{}& (\text{rate}a),& \text{one cluster:}& \mathrm{}_1=\mathrm{}1.\end{array}$$
(2.17)
Gathering the contributions of all these events, we obtain the rate equations

$$\frac{\mathrm{d}p_{\mathrm{}}(t)}{\mathrm{d}t}=(\mathrm{}1)p_{\mathrm{}}(t)+p_{\mathrm{}+1}(t)+2\underset{k\mathrm{}+2}{}p_k(t)$$
(2.18)
for $`\mathrm{}1`$, irrespective of the value of the asymmetry parameter $`a`$. The initial state (2.13) yields $`p_{\mathrm{}}(0)=(1p)^2p^{\mathrm{}}`$.

A simple way of solving the rate equations (2.18) consists in making the Ansatz

$$p_{\mathrm{}}(t)=a(t)z(t)^{\mathrm{}}$$
(2.19)
for $`\mathrm{}1`$. We obtain successively $`\mathrm{d}z(t)/\mathrm{d}t=z(t)`$, with $`z(0)=p`$, hence

$$z(t)=p\mathrm{e}^t,$$
(2.20)
and $`\mathrm{d}a(t)/\mathrm{d}t=a(t)(1+z(t)^2)/(1z(t))`$, with $`a(0)=(1p)^2`$, hence

$$a(t)=\mathrm{e}^t(1p\mathrm{e}^t)^2\mathrm{exp}(p(\mathrm{e}^t1)),$$

so that finally

$$p_{\mathrm{}}(t)=(1p\mathrm{e}^t)^2\mathrm{exp}(p(\mathrm{e}^t1))p^{\mathrm{}}\mathrm{e}^{(\mathrm{}1)t}.$$
(2.21)
As expected, only inactive clusters of length $`\mathrm{}=1`$ survive in the final states, and their density reads

$$p_1(\mathrm{})=p\mathrm{e}^p.$$

Equation (2.16) yields

$$M(t)=12p\mathrm{exp}(p(\mathrm{e}^t1)),$$
(2.22)
and especially

$$M(\mathrm{})=12p\mathrm{e}^p.$$
(2.23)
The mean final magnetization of the blocked states reached by the dynamics thus depends on the parameter $`p`$ characterizing the initial state. This non-trivial dependence demonstrates that the dynamics is not ergodic. For an initial state close to the ground-state ($`p0`$, i.e., $`M(0)1`$), the behavior $`M(\mathrm{})M(0)+2p^2`$ is easily explained in terms of clusters of two down spins: the density of these clusters scales as $`p^2`$, and only one of the two spins will flip. For a random (unmagnetized) initial configuration ($`p=1/2`$, i.e., $`M(0)=0`$), we have

$$M(\mathrm{})_{p=1/2}=1\mathrm{e}^{1/2}=0.393469.$$
(2.24)
As this number is the final magnetization of a typical initial state, it is natural to compare it to the prediction (2.7) of the a priori ensemble. This comparison will be presented in Table 1. Finally, for the ordered initial state where all spins are down ($`p=1`$, i.e., $`M(0)=1`$), we have the smallest possible value of the final magnetization:

$$M(\mathrm{})_{p=1}=12\mathrm{e}^1=0.264241.$$
(2.25)
Figure 1 shows a plot of the final energy $`E(\mathrm{})=M(\mathrm{})`$ against the initial one, $`E(0)=M(0)`$, for the present model, as well as for the ferromagnetic chain with constrained Glauber and Kawasaki dynamics (see sections 3 and 4).

To close up, we present an analysis of the distribution of the jamming time $`T_N`$ of a large but finite system of $`N`$ spins, a question which does not seem to have been considered in previous works on RSA. Equation (2.21) shows that the late stages of the dynamics are governed by an exponentially small density of surviving clusters made of two down spins, $`p_2(t)\alpha \mathrm{e}^t`$, with $`\alpha =p^2\mathrm{e}^p`$. The dynamics can therefore be effectively described by a collection of $`\alpha N`$ such clusters, each cluster decaying exponentially with unit rate, when a down spin flips. The jamming time $`T_N`$ is the largest of the decay times of those clusters. For a large sample, it is therefore distributed according to extreme-value statistics . Setting

$$T_N=\mathrm{ln}(\alpha N)+X_N,$$
(2.26)
we find that the fluctuation $`X_N`$ remains of order unity, and that it is asymptotically distributed according to the Gumbel law

$$f(X)=\mathrm{exp}(X\mathrm{e}^X).$$
(2.27)
We have checked this prediction by a numerical simulation. Figure 2 shows a histogram of the observed jamming time $`T_N`$ for $`10^6`$ samples of $`N=1000`$ spins, starting with a random initial configuration. The bin size is $`\mathrm{\Delta }T=1/10`$. An excellent agreement is found with the limit law (2.27), with $`p=1/2`$, hence $`\alpha =\mathrm{e}^{1/2}/4=0.151633`$.

### 2.4 Spin correlations

The time-dependent spin correlation function reads

$$C_n(t)=\sigma _0\sigma _n_t=(12\tau _0)(12\tau _n)_t=14c_1(t)+4d_{1,n1,1}(t),$$
(2.28)
where we have introduced the one-cluster function $`c_n(t)`$ and the two-cluster function $`d_{m,k,n}(t)`$, defined as

$`c_n(t)=\tau _1\mathrm{}\tau _n_t=𝒫_t(\underset{n}{\underset{}{\mathrm{}}}),`$ (2.29)
$`d_{m,k,n}(t)=\tau _1\mathrm{}\tau _m\tau _{m+k+1}\mathrm{}\tau _{m+k+n}_t=𝒫_t(\underset{m}{\underset{}{\mathrm{}}}\underset{k}{\underset{}{\mathrm{}}}\underset{n}{\underset{}{\mathrm{}}}).`$ (2.30)
The one-cluster function is the probability that the sites $`1,\mathrm{},n`$ belong to a cluster of at least $`n`$ consecutive down spins. It is therefore directly related to $`p_n(t)`$ defined in (2.15) by

$$p_n(t)=c_n(t)2c_{n+1}(t)+c_{n+2}(t).$$
(2.31)
Equation (2.19) then yields

$$c_n(t)=A(t)z(t)^n,$$
(2.32)
with (2.20) and

$$A(t)=\frac{a(t)}{(1p\mathrm{e}^t)^2}=\mathrm{e}^t\mathrm{exp}(p(\mathrm{e}^t1)).$$
(2.33)
This result can be alternatively recovered by deriving rate equations for the one-cluster function itself. As a consequence of (2.2), each variable $`\tau _2,\mathrm{},\tau _{n1}`$ entering the definition (2.29) can flip from 1 to 0 with rate $`c_n(t)`$ per unit time, while the rate for the first variable $`\tau _1`$ is $`ac_n(t)+(1a)c_{n+1}(t)`$, and the rate for the last variable $`\tau _n`$ is $`ac_{n+1}(t)+(1a)c_n(t)`$. Gathering all the contributions, we obtain the equation

$$\frac{\mathrm{d}c_n(t)}{\mathrm{d}t}=(n1)c_n(t)c_{n+1}(t),$$
(2.34)
whose solution coincides with (2.32), (2.33).

A similar analysis yields the following rate equations for the two-cluster function:

$`{\displaystyle \frac{\mathrm{d}d_{m,k,n}(t)}{\mathrm{d}t}}=(m+n2)d_{m,k,n}(t)`$ (2.35)
$`a(d_{m+1,k,n}(t)+d_{m,k1,n+1}(t))(1a)(d_{m+1,k1,n}(t)+d_{m,k,n+1}(t))`$
for $`m,k,n1`$, with initial conditions $`d_{m,k,n}(0)=p^{m+n}`$, and boundary values $`d_{m,0,n}(t)=c_{m+n}(t)`$. The rate equations (2.35) are solved by the Ansatz

$$d_{m,k,n}(t)=B_k(t)z(t)^{m+n},$$
(2.36)
provided the amplitudes $`B_k(t)`$ obey

$$\frac{\mathrm{d}B_k(t)}{\mathrm{d}t}=(2z(t))B_k(t)z(t)B_{k1}(t)$$
(2.37)
for $`k1`$, irrespective of the value of $`a`$, with the initial condition $`B_k(0)=1`$, and the boundary value $`B_0(t)=A(t)`$ (2.33).

In order to solve (2.37), we introduce the generating series

$$(x,t)=\underset{k1}{}B_k(t)x^k,$$
(2.38)
which obeys the differential equation

$$\frac{\mathrm{d}(x,t)}{\mathrm{d}t}=(2(x+1)z(t))(x,t)xz(t)A(t),$$

considering $`x`$ as a parameter, with initial condition $`(x,0)=x/(1x)`$. This equation can be solved by ‘varying the constant’:

$$(x,t)=\mathrm{e}^{2t}\mathrm{exp}(p(\mathrm{e}^t1))\left[\left(\frac{1}{px}+\frac{1}{1x}\right)\mathrm{exp}(px(\mathrm{e}^t1))\frac{1}{px}\mathrm{e}^t\right].$$
(2.39)
Inserting (2.32) and (2.36) into (2.28), we obtain

$$C_n(t)=14p\mathrm{exp}(p(\mathrm{e}^t1))+4p^2\mathrm{e}^{2t}B_{n1}(t).$$

Finally, expanding (2.39) and using (2.22), we obtain the expression of the connected spin correlation function:

$`C_n^{\mathrm{conn}}(t)=C_n(t)M(t)^2`$
$`=4p\mathrm{exp}(p(\mathrm{e}^t1))\left((1p){\displaystyle \frac{(p(\mathrm{e}^t1))^n}{n!}}p{\displaystyle \underset{mn+1}{}}{\displaystyle \frac{(p(\mathrm{e}^t1))^m}{m!}}\right).`$
As a consequence, in the blocked states, the correlation function reads

$$C_n^{\mathrm{conn}}(\mathrm{})=C_n(\mathrm{})M(\mathrm{})^2=4p\mathrm{e}^p\left((1p)\frac{(p)^n}{n!}p\underset{mn+1}{}\frac{(p)^m}{m!}\right).$$
(2.40)
The first term in the above expressions is the leading one, implying that the connected correlation function has a factorial asymptotic decay of the form $`(p(1\mathrm{e}^t))^n/n!`$, modulated by an oscillating sign, for any value of $`p`$ and any time $`t`$. This super-exponential fall-off is a characteristic feature of irreversible processes such as RSA . This behavior is entirely missed by the a priori approach (2.11), (2.12), where correlations fall off exponentially, as they generically do in equilibrium systems. Figure 3 shows a logarithmic plot of $`(1)^nC_n^{\mathrm{conn}}(\mathrm{})`$ against $`n`$, for a random initial configuration $`(p=1/2)`$, together with both predictions of the a priori approach, i.e., the full ensemble (2.12), and the restricted ensemble (2.11) where the exact magnetization (2.24) is imposed. Both predictions appear as straight lines on the plot. The exact value of $`C_1^{\mathrm{conn}}(\mathrm{})`$ is correctly reproduced in the restricted a priori ensemble.

### 2.5 Distribution of final magnetization and dynamical entropy

We finally determine the full distribution of the number of spin flips and of the final magnetization, for a given finite sample. This problem was tackled long ago by a somewhat similar approach  in the case of dimer deposition, without consideration of the dynamical entropy, though.

#### Single active cluster

We consider first the case of a single active cluster of size $`\mathrm{}2`$, with free boundary conditions, with all spins being initially down. In the language of deposition, this corresponds to an initially empty cluster. We are interested in the distribution of the number $`\nu _{\mathrm{}}`$ of spin flips (i.e., deposited particles) during the history of this cluster, until it reaches a blocked configuration. The final magnetization $`M_{\mathrm{}}`$ of the cluster is such that

$$\mathrm{}M_{\mathrm{}}=\underset{n=1}{\overset{\mathrm{}}{}}\sigma _n(\mathrm{})=2\nu _{\mathrm{}}\mathrm{}.$$

Because of the irreversible character of the dynamics, every spin flip replaces the cluster where it takes place by one or two smaller clusters, according to (2.17). In the generic case, two clusters of lengths $`\mathrm{}_1`$ and $`\mathrm{}_2`$ are generated, and their subsequent histories are independent. We have therefore

$$\nu _{\mathrm{}}=1+\nu _\mathrm{}_1+\nu _\mathrm{}_2,$$
(2.41)
where $`\nu _\mathrm{}_1`$ and $`\nu _\mathrm{}_2`$ are independent random variables, whose distribution is to be determined, while $`\mathrm{}_1=n1`$ and $`\mathrm{}_2=\mathrm{}n`$, with the breaking point $`n`$ being uniform in the range $`2n\mathrm{}1`$. For $`n=1`$ or $`n=\mathrm{}`$, only one cluster is generated, and (2.41) is changed accordingly. Finally, we set $`\nu _0=0`$, which necessarily holds, and $`\nu _1=0`$, which contains the gist of the kinetic constraint in the CIC model. Let

$$\varphi _{\mathrm{}}(\lambda )=\mathrm{e}^{\lambda \nu _{\mathrm{}}}$$
(2.42)
be the characteristic function of the distribution of $`\nu _{\mathrm{}}`$. Equation (2.41) implies

$$(\mathrm{}1)\varphi _{\mathrm{}}(\lambda )=\mathrm{e}^\lambda \underset{k=1}{\overset{\mathrm{}1}{}}\varphi _k(\lambda )\varphi _{\mathrm{}k1}(\lambda )$$

for $`\mathrm{}2`$, with $`\varphi _0(\lambda )=\varphi _1(\lambda )=1`$. These quadratic recursion relations can be solved by introducing the generating series

$$\mathrm{\Phi }(x,\lambda )=\underset{\mathrm{}0}{}\varphi _{\mathrm{}}(\lambda )x^{\mathrm{}},$$
(2.43)
which obeys

$$x\frac{\mathrm{d}\mathrm{\Phi }(x,\lambda )}{\mathrm{d}x}=(\mathrm{\Phi }(x,\lambda )1)(1+x\mathrm{e}^\lambda \mathrm{\Phi }(x,\lambda )),$$
(2.44)
with $`\mathrm{\Phi }(x,\lambda )=1+x+\mathrm{}`$ as $`x0`$.

The quadratic differential equation (2.44) has an obvious solution $`\mathrm{\Phi }(x,\lambda )=1`$. Setting $`\mathrm{\Phi }(x,\lambda )=1+1/u(x,\lambda )`$, we obtain a linear equation

$$x\frac{\mathrm{d}u(x,\lambda )}{\mathrm{d}x}+(1+x\mathrm{e}^\lambda )u(x,\lambda )=x\mathrm{e}^\lambda ,$$

which can be solved by ‘varying the constant’. This yields

$$\mathrm{\Phi }(x,\lambda )=\frac{\mathrm{exp}(x\mathrm{e}^\lambda )+\mathrm{e}^\lambda 1}{(1x\mathrm{e}^\lambda )\mathrm{exp}(x\mathrm{e}^\lambda )+\mathrm{e}^\lambda 1}.$$
(2.45)
This expression formally contains the distribution of the number $`\nu _{\mathrm{}}`$ of spin flips.

First, by expanding (2.45) around $`\lambda =0`$, we obtain generating series for the successive moments of $`\nu _{\mathrm{}}`$. The first of these series,

$$\underset{\mathrm{}0}{}\nu _{\mathrm{}}x^{\mathrm{}}=\frac{x(1\mathrm{e}^x)}{(1x)^2},$$

can be inverted explicitly, yielding

$$\nu _{\mathrm{}}=(1\mathrm{e}^1)\mathrm{}\mathrm{e}^1+(\mathrm{}+1)\underset{m\mathrm{}+2}{}\frac{(1)^m}{m!}.$$
(2.46)
The mean number of spin flips therefore grows linearly with the cluster size $`\mathrm{}`$, with a coefficient $`F_1=1\mathrm{e}^1=0.632120`$, in agreement with (2.25). The constant $`\mathrm{e}^1`$ can be viewed as the contribution of the free ends of the cluster, while the last term falls off factorially, with an oscillating sign, as $`(1)^{\mathrm{}}/(\mathrm{}+1)!`$, just like the connected spin correlation (2.40) for $`p=1`$.

Then, by inverting the generating series (2.43), we obtain the exponential estimate

$$\varphi _{\mathrm{}}(\lambda )\mathrm{e}^{\mathrm{}F(\lambda )},$$
(2.47)
where $`x_c(\lambda )=\mathrm{exp}(F(\lambda ))`$ is the zero of the denominator of (2.45). As a consequence, all the cumulants of $`\nu _{\mathrm{}}`$ grow linearly with the size $`\mathrm{}`$ of the cluster, as

$$\nu _{\mathrm{}}^kF_k\mathrm{},$$

with

$$F(\lambda )=\underset{k1}{}\frac{F_k\lambda ^k}{k!},F_k=\left(\frac{\mathrm{d}^kF}{\mathrm{d}\lambda ^k}\right)_{\lambda =0}.$$

We recover the above result $`\nu _{\mathrm{}}F_1\mathrm{}`$, whereas $`Var\nu _{\mathrm{}}F_2\mathrm{}`$, with $`F_2=3\mathrm{e}^2\mathrm{e}^1=0.038126`$. The bulk of the distribution of $`\nu _{\mathrm{}}`$ is therefore a Gaussian of the form

$$P(\nu _{\mathrm{}})(2\pi F_2\mathrm{})^{1/2}\mathrm{exp}\left(\frac{(\nu _{\mathrm{}}F_1\mathrm{})^2}{2F_2\mathrm{}}\right).$$
(2.48)
In order to investigate the tails of the distribution of $`\nu _{\mathrm{}}`$ for $`\mathrm{}`$ large, we set

$$\xi =\frac{\nu _{\mathrm{}}}{\mathrm{}}=\frac{1+M_{\mathrm{}}}{2}.$$

An inverse Laplace transform of (2.42), using (2.47), yields

$$P(\nu _{\mathrm{}})\frac{\mathrm{d}\lambda }{2\pi \mathrm{i}}\mathrm{e}^{\mathrm{}(F(\lambda )\lambda \xi )}.$$

Evaluating this integral by the saddle-point method, we obtain an exponential estimate similar to (2.8):

$$P(\nu _{\mathrm{}})\mathrm{exp}(\mathrm{}\mathrm{\Sigma }(\xi )),$$
(2.49)
where the functions $`F(\lambda )`$ and $`\mathrm{\Sigma }(\xi )`$ are related to each other by a Legendre transform:

$$F(\lambda )+\mathrm{\Sigma }(\xi )=\lambda \xi ,\lambda =\frac{\mathrm{d}\mathrm{\Sigma }}{\mathrm{d}\xi },\xi =\frac{\mathrm{d}F}{\mathrm{d}\lambda }.$$

The function $`\mathrm{\Sigma }(\xi )`$ is the large-deviation function (or entropy function) of the quantity $`\nu _{\mathrm{}}`$. This is a positive, convex function of $`\xi `$, which vanishes quadratically around $`\xi =F_1`$, as

$$\mathrm{\Sigma }(\xi )\frac{(\xi F_1)^2}{2F_2},$$

in agreement with the Gaussian law (2.48).

Coming back to the language of the magnetization $`M`$, the above functions have the following parametric form, in terms of $`z=x_c(\lambda )\mathrm{e}^\lambda `$:

$$\begin{array}{cc}F=\mathrm{ln}(1(1z)\mathrm{e}^z)\mathrm{ln}z,& \lambda =\mathrm{ln}(1(1z)\mathrm{e}^z),\\ \mathrm{\Sigma }=\mathrm{ln}z\frac{1(1z)\mathrm{e}^z}{z^2\mathrm{e}^z}\mathrm{ln}(1(1z)\mathrm{e}^z),& M=12\frac{1(1z)\mathrm{e}^z}{z^2\mathrm{e}^z}.\end{array}$$
(2.50)
#### Uncorrelated initial state

We now investigate the distribution of the final magnetization $`M_N`$ for a finite chain of $`N`$ spins, with an initial state of the form (2.13). This magnetization is given by

$$NM_N=2\nu +NM_N(0)=2\nu +\underset{n=1}{\overset{N}{}}\sigma _n(0),$$
(2.51)
where $`M_N(0)`$ is the initial magnetization and $`\nu `$ is the number of spin flips during the history of the system. The final magnetization $`M_N`$ is therefore random in two respects, as it depends both on the initial spin configuration and on the numbers of spin flips during the history of each cluster.

We again introduce the characteristic function

$$\psi _N(\lambda )=\mathrm{exp}(\lambda NM_N)=\mathrm{exp}\left(2\lambda \nu +\lambda \underset{n=1}{\overset{N}{}}\sigma _n(0)\right),$$
(2.52)
as well as the generating series

$$\mathrm{\Psi }(x,\lambda )=\underset{N1}{}\psi _N(\lambda )x^N.$$

The brackets in the right-hand side of (2.52) involve:

(i) averaging over stochastic histories with a fixed initial configuration,

(ii) averaging over the distribution (2.13) of initial configurations.

The outcome after (i) is that the right-hand side of (2.52) is a multiplicative cluster quantity of the type investigated in Appendix A, where the contributions of clusters of up and down spins read

$$f_L=\mathrm{e}^{\lambda L},g_L=\mathrm{e}^{\lambda L}\varphi _L(2\lambda ).$$
(2.53)
Step (ii) can now be performed. The generating series corresponding to (2.53) are

$$f(x)=\frac{x\mathrm{e}^\lambda }{1x\mathrm{e}^\lambda },g(x)=\mathrm{\Phi }(x\mathrm{e}^\lambda ,2\lambda )1.$$
(2.54)
Using (2.45) and (A.1), we obtain

$$\mathrm{\Psi }(x,\lambda )=\frac{x\mathrm{e}^\lambda \left(\mathrm{exp}(px\mathrm{e}^\lambda )+(1p)(\mathrm{e}^{2\lambda }1)\right)}{(1x\mathrm{e}^\lambda )\mathrm{exp}(px\mathrm{e}^\lambda )+(1(1p)x\mathrm{e}^\lambda )(\mathrm{e}^{2\lambda }1)}.$$
(2.55)
This expression provides the distribution of the final magnetization, for any system size $`N`$ and any value of the parameter $`p`$ characterizing the initial state.

By expanding (2.55) around $`\lambda =0`$, we obtain generating series for the moments of $`NM_N`$. The first of these series yields an expression similar to (2.46) for $`NM_N`$, with a leading term, linear in $`N`$, in agreement with the expression (2.23) of $`M(\mathrm{})`$, a constant boundary term, and an oscillating, factorially decaying correction. Similarly, we find

$$NVarM4p\mathrm{e}^p((2p^2p+2)\mathrm{e}^p1).$$

For a random initial configuration $`(p=1/2)`$, we have therefore $`NVarM4\mathrm{e}^12\mathrm{e}^{1/2}=0.258456`$.

Table 1 provides a comparison between exact dynamical results for a random initial state ($`p=1/2`$) and prediction of the full a priori ensemble, concerning the main characteristics (mean value and scaled variance) of the final energy of the three models considered in this work.

The tails of the distribution of $`M_N`$ are again described by an exponential estimate of the form (2.8):

$$P(M_N)\mathrm{exp}(N\mathrm{\Sigma }_p(M_N)),$$

where the large-deviation function $`\mathrm{\Sigma }_p(M)`$ reads, in parametric form:

$`\mathrm{\Sigma }_p=\mathrm{ln}z{\displaystyle \frac{(1(1p)z)(1(1p)z(1z)\mathrm{e}^{pz})}{pz^2(2p(1p)z)\mathrm{e}^{pz}}}\mathrm{ln}{\displaystyle \frac{1(1p)z(1z)\mathrm{e}^{pz}}{1(1p)z}},`$
$`M=12{\displaystyle \frac{(1(1p)z)(1(1p)z(1z)\mathrm{e}^{pz})}{pz^2(2p(1p)z)\mathrm{e}^{pz}}}.`$ (2.56)
This function has finite limits

$$\mathrm{\Sigma }_p(0)=\frac{1}{2}\mathrm{ln}\frac{p(2p)}{2},\mathrm{\Sigma }_p(1)=\mathrm{ln}(1p),$$

at the minimum magnetization $`M=0`$, corresponding to $`z=0`$, and at the ground-state magnetization $`M=1`$, corresponding to $`z=1/(1p)`$. Furthermore, the result (2.50) is recovered by setting $`p=1`$ in (2.56), as it should be.

Figure 4 shows a plot of the dynamical entropy, defined as being the large-deviation function $`\mathrm{\Sigma }_p(M)`$ of (2.56) for a random initial configuration, i.e., $`p=1/2`$, against the magnetization $`M`$ of the final state. The endpoint values read $`\mathrm{\Sigma }_{1/2}(0)=\mathrm{ln}(8/3)/2=0.490415`$ and $`\mathrm{\Sigma }_{1/2}(1)=\mathrm{ln}2=0.693147`$. The prediction (2.9) of the a priori approach is plotted for comparison. The functions $`\mathrm{\Sigma }_{1/2}(M)`$ and $`\mathrm{\Sigma }_{\mathrm{ap}}(M)`$ respectively vanish for $`M(\mathrm{})`$ (2.24) and $`M^{}`$ (2.7). These numbers are listed in Table 1, together with the corresponding limit scaled variances.

## 3 Constrained Glauber dynamics

### 3.1 Definition of the model

We now consider a ferromagnetic Ising chain with Glauber dynamics (non-conserved order parameter) in the presence of kinetic constraints. The Hamiltonian of the chain, with unit exchange constant, reads

$$=\underset{n}{}\sigma _n\sigma _{n+1}=\underset{n}{}s_n,$$
(3.1)
where we have introduced the energy (bond) variables $`s_n=\sigma _n\sigma _{n+1}`$.

We consider single spin-flip (Glauber) dynamics, assuming that the flipping rate only depends on the energy difference between the configurations after and before the proposed move, i.e.,

$$W(\sigma _n\sigma _n)=𝒲_\delta ,$$

with

$$\delta =2(\sigma _{n1}+\sigma _{n+1})\sigma _n=2(s_{n1}+s_n)\{4,0,4\}.$$

The requirement that the dynamics obeys detailed balance with respect to the Hamiltonian (3.1) at temperature $`T=1/\beta `$ yields a single condition:

$$\frac{𝒲_4}{𝒲_4}=\mathrm{e}^{4\beta }.$$

Choosing time units such that $`𝒲_4=1`$, we have $`𝒲_4=\mathrm{e}^{4\beta }`$. We restrict ourselves to zero-temperature dynamics, so that $`𝒲_4=0`$. The rate $`𝒲_0`$, corresponding to diffusive rearrangements at constant energy, remains a free parameter. The zero-temperature limits of the Metropolis and heat-bath rules respectively correspond to $`𝒲_0=1`$ and $`𝒲_0=1/2`$. Here we choose

$$𝒲_0=0,$$
(3.2)
so that only spin flips which lower the energy are allowed. The condition (3.2) defines the constrained Glauber dynamics already considered in . The possible spin moves are flips of isolated spins:

$$+,+++++.$$
(3.3)
Each move suppresses two consecutive unsatisfied bonds: $`s_{n1}=s_n=1s_{n1}=s_n=+1`$. The system eventually reaches a blocked state, where there is no isolated spin. Equivalently, each unsatisfied bond (or domain wall) is isolated. Our aim is again to provide a statistical description of the blocked states reached in this way.

We recast the problem in terms of deposition, where empty sites represent unsatisfied bonds, while occupied sites represent satisfied bonds:

$$\{\begin{array}{c}s_n=\sigma _n\sigma _{n+1}=1,\\ s_n=\sigma _n\sigma _{n+1}=+1.\end{array}$$
(3.4)
The moves (3.3) read

$$,$$

so that the dynamics is equivalent to the RSA of dimers, considered long ago .

The blocked states are the spin configurations where unsatisfied bonds are isolated. These blocked configurations are therefore formally equivalent to those of the CIC of section 2, up to the replacement of the spins $`\sigma _n`$ by the energy variables $`s_n`$. The Hamiltonians (2.1) and (3.1) are also equivalent, up to the replacement $`\sigma _ns_n`$. As a consequence, the entropy $`S_{\mathrm{ap}}(E)`$ of the a priori ensemble at fixed energy $`E`$ is still given by (2.5), up to the replacement of $`M`$ by $`E`$.

### 3.2 Dynamics of cluster densities and energy

We again consider an initial state similar to (2.13), with $`\sigma _0(0)=\pm 1`$ at random, while each energy variable is drawn from the binary distribution

$$\{\begin{array}{ccc}s_n(0)=1& ()& \text{with prob.}p,\\ s_n(0)=+1& ()& \text{with prob.}\mathrm{\hspace{0.33em}1}p.\end{array}$$
(3.5)
The parameter $`p`$ is related to the initial energy $`E(0)=1+2p`$, and (2.14) still holds.

The dynamics of the cluster densities and energy can be investigated by the method of section 2.3. The densities $`p_{\mathrm{}}(t)`$ of clusters of exactly $`\mathrm{}`$ consecutive unsatisfied bonds (empty sites) obey linear equations similar to (2.18):

$$\frac{\mathrm{d}p_{\mathrm{}}(t)}{\mathrm{d}t}=(\mathrm{}1)p_{\mathrm{}}(t)+2\underset{k\mathrm{}+2}{}p_k(t)$$

for $`\mathrm{}1`$, with $`p_{\mathrm{}}(0)=(1p)^2p^{\mathrm{}}`$, and the energy reads

$$E(t)=1+2\underset{\mathrm{}1}{}\mathrm{}p_{\mathrm{}}(t).$$
(3.6)
The Ansatz (2.19) again holds, yielding the solution

$$p_{\mathrm{}}(t)=(1p\mathrm{e}^t)^2\mathrm{exp}(2p(\mathrm{e}^t1))p^{\mathrm{}}\mathrm{e}^{(\mathrm{}1)t}$$

and

$$E(t)=1+2p\mathrm{exp}(2p(\mathrm{e}^t1)).$$

Again, only inactive clusters of length $`\mathrm{}=1`$ survive in the blocked states:

$$p_1(\mathrm{})=p\mathrm{e}^{2p},$$

so that

$$E(\mathrm{})=1+2p\mathrm{e}^{2p}.$$
(3.7)
This result  was shown in Figure 1.

For an initial state close to the ferromagnetic ground-state ($`E(0)1`$, i.e., $`p0`$), the behavior $`E(\mathrm{})E(0)4p^2`$ is easily explained in terms of clusters of two unsatisfied bonds. The energy of blocked states then increases monotonically against $`p`$, up to the maximum value

$$E(\mathrm{})_{p=1/2}=1+\mathrm{e}^1=0.632121,$$

corresponding to a random initial configuration ($`p=1/2`$, i.e., $`E(0)=0`$), and then decreases monotonically against $`p`$, down to the value

$$E(\mathrm{})_{p=1}=1+2\mathrm{e}^2=0.729329,$$

corresponding to the antiferromagnetically ordered initial state ($`p=1`$).

### 3.3 Spin and energy correlations

In the present context, it is natural to consider the spin (site) and energy (bond) correlation functions

$$C_n(t)=\sigma _0\sigma _n_t,\mathrm{\Gamma }_n(t)=s_0s_n_t=\sigma _0\sigma _1\sigma _n\sigma _{n+1}_t.$$

The energy correlation function $`\mathrm{\Gamma }_n(t)`$ can be evaluated analytically, using the method of section 2.4. We introduce variables $`\tau _n=(1s_n)/2`$, and consider the one-cluster function $`c_n(t)`$ and the two-cluster function $`d_{m,k,n}(t)`$, defined in (2.29) and (2.30). These functions obey rate equations similar to (2.34) and (2.35):

$`{\displaystyle \frac{\mathrm{d}c_n(t)}{\mathrm{d}t}}=(n1)c_n(t)2c_{n+1}(t),`$
$`{\displaystyle \frac{\mathrm{d}d_{m,k,n}(t)}{\mathrm{d}t}}=(m+n2)d_{m,k,n}(t)`$
$`d_{m+1,k,n}(t)d_{m+1,k1,n}(t)d_{m,k1,n+1}(t)d_{m,k,n+1}(t).`$
After some algebra we are left with the following expression for the connected energy correlation function $`\mathrm{\Gamma }_n^{\mathrm{conn}}(\mathrm{})`$:

$$\mathrm{\Gamma }_n^{\mathrm{conn}}(\mathrm{})=\mathrm{\Gamma }_n(\mathrm{})E(\mathrm{})^2=2p\mathrm{e}^{2p}\left((12p)\frac{(2p)^n}{n!}2p\underset{mn+1}{}\frac{(2p)^m}{m!}\right),$$
(3.8)
which closely resembles (2.40). For $`p1/2`$, the first term is leading, hence $`\mathrm{\Gamma }_n^{\mathrm{conn}}(\mathrm{})(2p)^n/n!`$. For $`p=1/2`$, $`\mathrm{\Gamma }_n^{\mathrm{conn}}(\mathrm{})(1)^n/(n+1)!`$. Figure 5 shows a logarithmic plot of both correlation functions, against $`n`$, for a random initial configuration $`(p=1/2)`$. The circles show $`(1)^n\mathrm{\Gamma }_n^{\mathrm{conn}}(\mathrm{})`$, as given by the analytical result (3.8). The triangles show the full spin correlation function $`C_n(\mathrm{})`$, measured in a numerical simulation. For each sample, starting in a random initial configuration, the constrained dynamics is run until a blocked state is reached. The correlation function $`C_n(\mathrm{})`$ is found to be positive and to decay monotonically to zero as a function of the distance $`n`$. The data shown correspond to a total of $`10^{10}`$ blocked spins. Both correlations are observed to fall off as $`1/(n+1)!`$.

### 3.4 Distribution of final energy and dynamical entropy

We now investigate the distribution of the number of spin flips and of the final energy, using the method of section 2.5.

We consider first the case of a single cluster of size $`\mathrm{}2`$, whose initial configuration is antiferromagnetically ordered, i.e., made of unsatisfied bonds. Let $`\nu _{\mathrm{}}`$ be the number of spin flips during the history of this cluster. Equation (2.41) is replaced by

$$\nu _{\mathrm{}}=2+\nu _\mathrm{}_1+\nu _\mathrm{}_2,$$

where $`\mathrm{}_1=n1`$ and $`\mathrm{}_2=\mathrm{}n1`$, and the breaking point $`n`$ is uniform in the range $`1n\mathrm{}1`$. Hence equation (2.44) for the generating series $`\mathrm{\Phi }(x,\lambda )`$ is replaced by

$$x\frac{\mathrm{d}\mathrm{\Phi }(x,\lambda )}{\mathrm{d}x}=\left(x\mathrm{e}^\lambda \mathrm{\Phi }(x,\lambda )\right)^2+\mathrm{\Phi }(x,\lambda )1.$$
(3.9)
This is a Riccati equation, which can be solved by linearization . Setting

$$\frac{1}{\mathrm{\Phi }(x,\lambda )}=1\frac{x}{u(x,\lambda )}\frac{\mathrm{d}u(x,\lambda )}{\mathrm{d}x}$$

yields

$$\frac{\mathrm{d}^2u(x,\lambda )}{\mathrm{d}x^2}=\mathrm{e}^{2\lambda }u(x,\lambda ),$$

so that a basis of solutions reads $`\mathrm{exp}(\pm x\mathrm{e}^\lambda )`$. We thus obtain the closed-form expression

$$\mathrm{\Phi }(x,\lambda )=\frac{(\mathrm{e}^\lambda +1)\mathrm{exp}(2x\mathrm{e}^\lambda )+\mathrm{e}^\lambda 1}{(\mathrm{e}^\lambda +1)(1x\mathrm{e}^\lambda )\mathrm{exp}(2x\mathrm{e}^\lambda )+(\mathrm{e}^\lambda 1)(1+x\mathrm{e}^\lambda )}.$$

We now consider the final total energy $`NE_N`$ of a finite chain of $`N`$ spins, with the initial state (3.5). Equation (2.51) is replaced by

$$NE_N=NE_N(0)2\nu ,$$

where $`E_N(0)`$ is the initial energy and $`\nu `$ is the number of spin flips. Equations (2.54) and (2.55) are replaced by

$$f(x)=\frac{x\mathrm{e}^\lambda }{1x\mathrm{e}^\lambda },g(x)=\mathrm{\Phi }(x\mathrm{e}^\lambda ,2\lambda )1$$

and

$$\mathrm{\Psi }(x,\lambda )=\frac{x\left((\mathrm{e}^{2\lambda }+1)\mathrm{exp}(2px\mathrm{e}^\lambda )+(2p1)(\mathrm{e}^{2\lambda }1)\right)}{(\mathrm{e}^{2\lambda }+1)(\mathrm{e}^\lambda x)\mathrm{exp}(2px\mathrm{e}^\lambda )+(\mathrm{e}^\lambda +(12p)x)(\mathrm{e}^{2\lambda }1)}.$$

This last expression contains the distribution of the final energy of a system of size $`N`$, as a function of the parameter $`p`$ characterizing the initial state. In particular, the mean energy is found to agree with the expression (3.7) of $`E(\mathrm{})`$, while its scaled variance reads

$$NVarE4p(4p^2p+1)\mathrm{e}^{4p}.$$

For a random initial configuration $`(p=1/2)`$, we have therefore $`NVarE3\mathrm{e}^2=0.406006`$.

The tails of the distribution of $`E_N`$ are again given by an estimate similar to (2.8):

$$P(E_N)\mathrm{exp}(N\mathrm{\Sigma }_p(E_N)),$$

where the large-deviation function $`\mathrm{\Sigma }_p(E)`$ reads, in parametric form:

$`\mathrm{\Sigma }_p=\mathrm{ln}z+{\displaystyle \frac{(1+(2p1)z)^2(z1)^2\mathrm{e}^{4pz}}{4pz^2\mathrm{e}^{2pz}(2(1p)+(2p1)z)}}\mathrm{ln}{\displaystyle \frac{1+(2p1)z+(1z)\mathrm{e}^{2pz}}{1+(2p1)z(1z)\mathrm{e}^{2pz}}},`$
$`E=1+{\displaystyle \frac{(1+(2p1)z)^2(z1)^2\mathrm{e}^{4pz}}{2pz^2\mathrm{e}^{2pz}(2(1p)+(2p1)z)}}.`$ (3.10)
This function has finite limits

$$\mathrm{\Sigma }_p(1)=\mathrm{ln}z_c(p),\mathrm{\Sigma }_p(0)=\frac{1}{2}\mathrm{ln}(p(1p)),$$

at the ground-state energy $`E=1`$, corresponding to $`z=z_c(p)`$, with

$$1+(2p1)z_c+(1z_c)\mathrm{e}^{2pz_c}=0,$$
(3.11)
and at the maximum energy $`E=0`$, corresponding to $`z0`$. Figure 6 shows a plot of the dynamical entropy $`\mathrm{\Sigma }_{1/2}(E)`$, as given by (3.10), against the energy $`E`$ of the final state. The prediction of the a priori approach is plotted for comparison. The endpoint values of the dynamical entropy are $`\mathrm{\Sigma }_{1/2}(1)=\mathrm{ln}z_c(1/2)=0.245660`$ and $`\mathrm{\Sigma }_{1/2}(0)=\mathrm{ln}2=0.693147`$.

## 4 Constrained Kawasaki dynamics

### 4.1 Definition of the model

We finally investigate a ferromagnetic Ising chain with conserved dynamics at zero temperature, in the presence of kinetic constraints.

Consider the ferromagnetic chain with Hamiltonian (3.1), but now with Kawasaki dynamics, where only pairs of opposite spins ($`s_n=\sigma _n\sigma _{n+1}=1`$) may be flipped, so that the magnetization is locally conserved. The flipping rates are again assumed to depend only on the energy difference involved, which now reads

$$\delta =2(\sigma _{n1}\sigma _n+\sigma _{n+1}\sigma _{n+2})=2(s_{n1}+s_{n+1})\{4,0,4\}.$$

We make the choice (3.2), defining thus a model with constrained Kawasaki dynamics, already considered in . The possible spin moves are

$$++++,++++.$$
(4.1)
Each move suppresses two unsatisfied bonds: $`s_{n1}=s_{n+1}=1s_{n1}=s_{n+1}=+1`$. The system eventually reaches a blocked state, where the spin patterns $`++`$ and $`++`$ are absent. Equivalently, there are at most two consecutive unsatisfied bonds.

Considering unsatisfied bonds as empty and satisfied bonds as occupied, as in (3.4), the moves (4.1) read

$$,$$

so that the dynamics is equivalent to the random deposition of hollow trimers, a case of RSA that seems not to have been studied so far.

### 4.2 A priori statistics

We consider the restricted a priori ensemble of blocked configurations with energy $`E`$. The entropy $`S_{\mathrm{ap}}(E)`$ of this ensemble can again be evaluated by means of the transfer-matrix formalism. The partition functions of a finite chain of $`N`$ spins, now labeled by the prescribed values of its last two bonds ($``$ or $``$), obey the recursion

$$\left(\begin{array}{c}Z_{N+1}^{}\\ Z_{N+1}^{}\\ Z_{N+1}^{}\\ Z_{N+1}^{}\end{array}\right)=𝒯\left(\begin{array}{c}Z_N^{}\\ Z_N^{}\\ Z_N^{}\\ Z_N^{}\end{array}\right),$$

where the $`4\times 4`$ transfer matrix

$$𝒯=\left(\begin{array}{cccc}\mathrm{e}^\beta & 0& \mathrm{e}^\beta & 0\\ \mathrm{e}^\beta & 0& \mathrm{e}^\beta & 0\\ 0& \mathrm{e}^\beta & 0& \mathrm{e}^\beta \\ 0& \mathrm{e}^\beta & 0& 0\end{array}\right)$$

has a reducible characteristic polynomial, $`\lambda P_3(\lambda )`$, with $`P_3(\lambda )=\lambda ^3\mathrm{e}^\beta \lambda ^2\lambda \mathrm{e}^\beta `$. Thermodynamic quantities are still given by (2.10) in terms of the largest root $`\lambda _+`$ of $`P_3`$, i.e., in parametric form:

$$z=\mathrm{e}^\beta \lambda _+,\lambda _+^2=\frac{z^2+z+1}{z},\mathrm{e}^{2\beta }=\frac{z^3}{z^2+z+1},$$

hence

$$E=\frac{1z^2}{z^2+2z+3},S_{\mathrm{ap}}=\frac{(z^2+z+1)\mathrm{ln}(z^2+z+1)z(2z+1)\mathrm{ln}z}{z^2+2z+3}.$$
(4.2)
The entropy of the full a priori ensemble of blocked states, irrespective of their energy, is equal to the maximum value of the entropy $`S_{\mathrm{ap}}(E)`$, corresponding to $`\beta =0`$, where we have $`z^3z^2z1=0`$, hence $`z=z_0=1.839287`$ and

$$S_{\mathrm{ap}}^{}=\mathrm{ln}z_0=0.609378,E{}_{}{}^{}=\frac{1z_0^2}{z_0^2+2z_0+3}=0.236840.$$

The difference $`\mathrm{\Sigma }_{\mathrm{ap}}(E)=S_{\mathrm{ap}}^{}S_{\mathrm{ap}}(E)`$, introduced in (2.9), to be plotted in Figure 8, vanishes quadratically as

$$\mathrm{\Sigma }_{\mathrm{ap}}(E)c(EE{}_{}{}^{})^2,c=\frac{(z_0^2+2z_0+3)^2}{8z_0^4(z_0^2+4z_0+1)}=0.947620,$$

so that $`NVarE1/(2c)=0.527638`$.

### 4.3 Dynamics of cluster densities and energy

We again consider an initial state of the form (3.5). The densities $`p_{\mathrm{}}(t)`$ obey linear equations similar to (2.18):

$$\frac{\mathrm{d}p_{\mathrm{}}(t)}{\mathrm{d}t}=(\mathrm{}2)p_{\mathrm{}}(t)+2\underset{k\mathrm{}+3}{}p_k(t)$$

for $`\mathrm{}2`$, with $`p_{\mathrm{}}(0)=(1p)^2p^{\mathrm{}}`$. The Ansatz (2.19) yields the solution

$$p_{\mathrm{}}(t)=(1p\mathrm{e}^t)^2\mathrm{exp}\left(2p(\mathrm{e}^t1)+p^2(\mathrm{e}^{2t}1)\right)p^{\mathrm{}}\mathrm{e}^{(\mathrm{}2)t}.$$
(4.3)
The dynamical equation for $`\mathrm{}=1`$,

$$\frac{\mathrm{d}p_1(t)}{\mathrm{d}t}=p_3(t)+\underset{k4}{}kp_k(t),$$

is special, because any move generates an isolated unsatisfied bond. Using (4.3), we get

$$p_1(t)=p+p^2(p\mathrm{e}^t2)\mathrm{exp}\left(2p(\mathrm{e}^t1)+p^2(\mathrm{e}^{2t}1)\right)2p^2\mathrm{e}^{(1+p)^2}_{1+p\mathrm{e}^t}^{1+p}\mathrm{e}^{y^2}dy.$$
(4.4)
Equation (3.6) then yields

$$E(t)=1+2p4p^2\mathrm{e}^{(1+p)^2}_{1+p\mathrm{e}^t}^{1+p}\mathrm{e}^{y^2}dy.$$

Only inactive clusters of one or two unsatisfied bonds survive in the final states:

$$p_1(\mathrm{})=p2p^2\mathrm{e}^{2pp^2}2p^2\mathrm{e}^{(1+p)^2}_1^{1+p}\mathrm{e}^{y^2}dy,p_2(\mathrm{})=p^2\mathrm{e}^{2pp^2},$$

so that

$$E(\mathrm{})=1+2p4p^2\mathrm{e}^{(1+p)^2}_1^{1+p}\mathrm{e}^{y^2}dy.$$
(4.5)
This result was shown in Figure 1.

For an initial state close to the ferromagnetic ground-state ($`E(0)1`$, i.e., $`p0`$), the behavior $`E(\mathrm{})E(0)4p^3`$ is easily explained in terms of clusters of three unsatisfied bonds. The energy of blocked states then increases monotonically against $`p`$, to the maximum value

$$E(\mathrm{})_{p=1}=14\mathrm{e}^4_1^2\mathrm{e}^{y^2}dy=0.098204,$$

corresponding to the antiferromagnetically ordered initial state ($`p=1`$). For a random initial configuration ($`p=1/2`$), we have

$$E(\mathrm{})_{p=1/2}=\mathrm{e}^{9/4}_1^{3/2}\mathrm{e}^{y^2}dy=0.274087.$$

The last two results are already in .

### 4.4 Spin and energy correlations

The energy correlation function $`\mathrm{\Gamma }_n(\mathrm{})`$ can be evaluated analytically, similarly to sections 2.4 and 3.3. In the present situation final results are, however, less explicit.

We consider the one-cluster function $`c_n(t)`$ and the two-cluster function $`d_{m,k,n}(t)`$, defined in (2.29), (2.30). The rate equations obeyed by these functions, and the way to solve them, are similar to (2.34), (2.35).

The one-cluster function obeys

$`{\displaystyle \frac{\mathrm{d}c_n(t)}{\mathrm{d}t}}=(n2)c_n(t)2c_{n+1}(t)2c_{n+2}(t)(n2),`$
$`{\displaystyle \frac{\mathrm{d}c_1(t)}{\mathrm{d}t}}=2c_3(t),`$
hence

$`c_n(t)=\mathrm{exp}\left(2p(\mathrm{e}^t1)+p^2(\mathrm{e}^{2t}1)\right)p^n\mathrm{e}^{(n2)t}(n2),`$
$`c_1(t)=p2p^2\mathrm{e}^{(1+p)^2}{\displaystyle _{1+p\mathrm{e}^t}^{1+p}}\mathrm{e}^{y^2}dy,`$
so that

$$c_1(\mathrm{})=p2p^2\mathrm{e}^{(1+p)^2}_1^{1+p}\mathrm{e}^{y^2}dy,c_2(\mathrm{})=p^2\mathrm{e}^{2pp^2},$$
(4.6)
in agreement with (2.31), (4.3), and (4.4).

The two-cluster function obeys

$`{\displaystyle \frac{\mathrm{d}d_{m,k,n}(t)}{\mathrm{d}t}}=(m2)d_{\underset{¯}{m},k,n}(t)(n2)d_{m,k,\underset{¯}{n}}(t)`$
$`d_{\underset{¯}{m+1},k,n}(t)d_{\underset{¯}{m+1},k1,n}(t)d_{m,k1,\underset{¯}{n+1}}(t)d_{m,k,\underset{¯}{n+1}}(t)`$ (4.7)
$`d_{\underset{¯}{m+2},k,n}(t)d_{\underset{¯}{m+2},k2,n}(t)d_{m,k2,\underset{¯}{n+2}}(t)d_{m,k,\underset{¯}{n+2}}(t).`$
Besides the conventions of section 2.4, only some of the terms are present in the right-hand side for either $`m`$ or $`n=1`$ or 2, namely those for which the underlined index is greater than 2. Furthermore, for $`k=1`$ the sum $`d_{\underset{¯}{m+2},k2,n}(t)+d_{m,k2,\underset{¯}{n+}2}(t)`$ is replaced by $`c_{m+n+1}(t)`$. As in previous cases, we look for a solution to (4.7) of the form

$`d_{m,k,n}(t)=A_k(t)z(t)^{m+n}(m,n2),`$
$`d_{m,k,1}(t)=B_k(t)z(t)^m(m2),`$
$`d_{1,k,1}(t)=D_k(t),`$
where $`z(t)`$ has been introduced in (2.20). The procedure then consists in introducing generating series $`𝒜(x,t)`$, $`(x,t)`$, $`𝒟(x,t)`$, similar to (2.38), writing differential equations obeyed by these functions, and solving the latter equations. This requires some lengthy and tedious algebra.

The energy correlation function $`\mathrm{\Gamma }_n`$ in the blocked states is still given by (2.28) in terms of $`c_1(\mathrm{})`$ and $`d_{1,n1,1}(\mathrm{})`$, so that the function of most interest is $`𝒟(x,\mathrm{})`$, for which we are left with the expression

$`𝒟(x,\mathrm{})={\displaystyle \frac{p^2}{1x}}p^3(x+2)\mathrm{e}^{(1+p)^2}{\displaystyle _1^{1+p}}\mathrm{e}^{y^2}dy`$
$`{\displaystyle \frac{2p^3}{1x}}\sqrt{2(x^2+1)}\mathrm{exp}\left({\displaystyle \frac{(x+1+p(x^2+1))^2}{2(x^2+1)}}\right){\displaystyle _{b(0)}^{b(1)}}\mathrm{e}^{y^2}dy`$ (4.8)
$`+{\displaystyle \frac{p^3}{x^2}}\sqrt{2(x^2+1)}\mathrm{exp}\left({\displaystyle \frac{(x+1+p(x^2+1))^2}{2(x^2+1)}}\right){\displaystyle _0^1}R(x,u)du{\displaystyle _{b(0)}^{b(u)}}\mathrm{e}^{y^2}dy,`$
with the notations

$`R(x,u)={\displaystyle \frac{x^2+1}{1x}}(1x+px(1x)+2p^2x^2)`$
$`\times \mathrm{exp}\left(p(x+1)(u1)+{\displaystyle \frac{p^2}{2}}(x^2+1)(u^21)\right)`$
$`(1x^2+px(12xx^2)u)`$
$`\times \mathrm{exp}\left(p(1x)(u1)+{\displaystyle \frac{p^2}{2}}(1x^2)(u^21)\right)`$
$`+(x^2+1){\displaystyle _{1+pxu}^{1+px}}\mathrm{e}^{y^2}dy`$
$`\times \mathrm{exp}\left(1+p(x1+(x+1)u)+{\displaystyle \frac{p^2}{2}}\left(x^21+(x^2+1)u^2\right)\right)`$
and

$$b(u)=\frac{x+1+p(x^2+1)u}{\sqrt{2(x^2+1)}}.$$

The function $`𝒟(x,\mathrm{})`$ has a simple pole at $`x=1`$, with residue $`c_1(\mathrm{})^2`$, where $`c_1(\mathrm{})`$ has been evaluated in (4.6), so that the $`d_{1,k,1}(\mathrm{})`$ converge to $`c_1(\mathrm{})^2`$ as the distance $`k`$ becomes infinitely large, as it should. The fall-off of the difference $`d_{1,k,1}(\mathrm{})c_1(\mathrm{})^2`$, and that of the connected correlation function $`\mathrm{\Gamma }^{\mathrm{conn}}(\mathrm{})`$, are related to the behavior of $`𝒟(x,\mathrm{})`$ as $`|x|`$ is large. The result (4.8) leads to the estimate

$$𝒟(x,\mathrm{})\mathrm{exp}(2pxp^2x^2),$$

with exponential accuracy. The results summarized in Appendix B then imply

$$\mathrm{\Gamma }_n^{\mathrm{conn}}(\mathrm{})\frac{p^n}{(n/2)!}\mathrm{cos}\left(\frac{n\pi }{2}\sqrt{2n}\right).$$
(4.9)
The result (4.8) does not however lead to any useful expression for $`\mathrm{\Gamma }_n`$, even for $`n=1`$. Figure 7 shows a logarithmic plot of the spin and energy correlation functions against $`n`$, as measured in a numerical simulation for a random initial condition $`(p=1/2)`$. The data shown correspond to a total of $`510^{10}`$ spins. Both the full spin correlation $`C_n(\mathrm{})`$ and the connected energy correlation $`\mathrm{\Gamma }_n^{\mathrm{conn}}(\mathrm{})=\mathrm{\Gamma }_n(\mathrm{})E(\mathrm{})^2`$ are found to agree with the asymptotic result (4.9). The absolute value of the data follows the predicted fall-off, shown as a dashed line, while the signs roughly follow the predicted pattern $`(++)`$, up to more and more seldom mistakes.

### 4.5 Distribution of final energy and dynamical entropy

We end up with the distribution of the final energy of a finite sample. This analysis will follow the lines of section 2.5 and 3.4, the main difference being that (4.10) will have to be solved numerically.

We consider first the case of a single cluster of size $`\mathrm{}2`$, whose initial configuration is only made of unsatisfied bonds. Let $`\nu _{\mathrm{}}`$ be the number of spin flips of this cluster. Equation (2.41) is replaced by

$$\nu _{\mathrm{}}=2+\nu _\mathrm{}_1+\nu _\mathrm{}_2,$$

where $`\mathrm{}_1=n1`$ and $`\mathrm{}_2=\mathrm{}n2`$, and the breaking point $`n`$ is uniform in the range $`1n\mathrm{}2`$. Hence equation (2.44) for the generating series $`\mathrm{\Phi }(x,\lambda )`$ is replaced by

$$x\frac{\mathrm{d}\mathrm{\Phi }(x,\lambda )}{\mathrm{d}x}=x^3\mathrm{e}^{2\lambda }\mathrm{\Phi }(x,\lambda )^2+2\mathrm{\Phi }(x,\lambda )x2.$$
(4.10)
In contrast with (2.44) and (3.9), we have not been able to solve the Riccati equation (4.10) analytically.

We now consider the final total energy $`NE_N`$ of a finite chain of $`N`$ spins, with the initial state (3.5). The tails of the distribution of $`E_N`$ are again given by an estimate similar to (2.8),

$$P(E_N)\mathrm{exp}(N\mathrm{\Sigma }_p(E_N)),$$

where the large-deviation function $`\mathrm{\Sigma }_p(E)`$ reads, in parametric form,

$$E=\frac{1}{x_c}\frac{\mathrm{d}x_c}{\mathrm{d}\lambda },\mathrm{\Sigma }_p=\mathrm{ln}x_c\frac{\lambda }{x_c}\frac{\mathrm{d}x_c}{\mathrm{d}\lambda },$$
(4.11)
and $`x_c(\lambda )=\mathrm{exp}(F(\lambda ))`$ is the real positive solution of

$$\mathrm{\Phi }(px_c\mathrm{e}^\lambda ,2\lambda )=\frac{\mathrm{e}^\lambda }{(1p)x_c}.$$
(4.12)
The function $`\mathrm{\Sigma }_p(E)`$ can be evaluated analytically in some regimes. Skipping any detail, we mention that the limits

$$\mathrm{\Sigma }_p(1)=\mathrm{ln}(1p),\mathrm{\Sigma }_p(1/3)=\frac{1}{3}\mathrm{ln}(p^2(1p)),$$

at the ground-state energy $`E=1`$ and at the maximum energy $`E=1/3`$ can be determined exactly. Moreover, the solution to (4.10) can be expanded as a power series $`\mathrm{\Phi }(x,\lambda )=1/(1x)+\lambda \mathrm{\Phi }_1(x)+\lambda ^2\mathrm{\Phi }_2(x)+\mathrm{}`$ We thus recover the mean energy $`E(\mathrm{})`$ (4.5), and obtain the following expression for the scaled energy variance:

$`NVarE2p(1p)(14p^2)+4(1p)^2B(p)`$
$`4(1p)^2(34p+4p^3)A(p)2(1p)^3(57p+4p^3)A(p)^2,`$
with

$`A(p)={\displaystyle \frac{2p^2}{(1p)^2}}\mathrm{e}^{(1+p)^2}{\displaystyle _1^{1+p}}\mathrm{e}^{y^2}dy={\displaystyle \frac{2p1E(\mathrm{})}{2(1p)^2}},`$
$`B(p)={\displaystyle \frac{p^2}{(1p)^2}}\mathrm{e}^{(1+p)^2}{\displaystyle _1^{1+p}}\mathrm{e}^{y^2}((y2)A(y1)2)^2dy.`$
Figure 8 shows a plot of the dynamical entropy $`\mathrm{\Sigma }_{1/2}(E)`$ obtained by solving numerically (4.10), (4.11), (4.12). The prediction (4.2) of the a priori approach is shown for comparison. For $`p=1/2`$, we have $`\mathrm{\Sigma }_{1/2}(1)=\mathrm{\Sigma }_{1/2}(1/3)=\mathrm{ln}2=0.693147`$ and $`NVarE0.459839`$.

## 5 Discussion

We have presented a parallel study of the zero-temperature dynamics of three one-dimensional Ising models with kinetic constraints, to which a number of previous studies have already been devoted: paramagnetic CIC models  (section 2), ferromagnetic chain with constrained Glauber dynamics  (section 3), ferromagnetic chain with constrained Kawasaki dynamics  (section 4).

The common characteristic feature of these models is that their zero-temperature dynamics is fully irreversible: each spin can flip at most once during its whole history. As shown in the present work, these stochastic dynamical systems can be mapped onto models of irreversible deposition : CSA of monomers ($``$) for paramagnetic CIC models, RSA of dimers ($``$) for the ferromagnetic chain with constrained Glauber dynamics, RSA of hollow trimers ($``$) for the ferromagnetic chain with constrained Kawasaki dynamics. This exact mapping onto RSA or CSA models allows the analytical determination of many physical quantities. Assuming an uncorrelated initial state with prescribed energy (or magnetization), we have obtained exact results for the three models, and compared them to the predictions of the a priori approach, testing thus the so-called Edwards hypothesis in this particular zero-temperature framework.

We have first shown that the jamming time grows logarithmically with the system size, up to finite fluctuations given by extreme-value statistics. The result (2.26), (2.27), established for the CIC, also holds quantitatively for the ferromagnetic chain with constrained Glauber and Kawasaki dynamics, with respectively $`\alpha =p^2\mathrm{e}^{2p}`$ and $`\alpha =p^3\mathrm{e}^{2pp^2}`$.

There is a complete lack of ergodicity in these irreversible models. The mean final energy indeed bears a non-trivial dependence on the initial condition, as depicted in Figure 1. For a random initial configuration, the comparison of the exact dynamical results for the average and variance of the final energy with the prediction of the a priori (Edwards) approach reveals systematic differences, which have either sign, and an absolute value ranging up to some 20 percent (see Table 1).

The two-point spin (site) and energy (bond) correlation function in the final states has also been evaluated, either by analytical means or by accurate numerical simulations. Connected correlations fall off factorially (see Figures 3, 5, 7), often with an oscillating sign. A super-exponential fall-off of correlations is indeed known to be generically obeyed in RSA models. Such a feature cannot be reproduced by an a priori ensemble, where correlations generically decay exponentially, with a finite correlation length, related to the first two eigenvalues of the transfer matrix.

We have also determined the distribution of the energy of the final states beyond the Gaussian approximation. Such a problem seems to have been tackled only once in the RSA literature . We thus obtain large-deviation estimates for the exponentially small tails of the distribution. The corresponding dynamical entropy depends on the initial energy (or magnetization). The comparison of the result for a random initial configuration $`(p=1/2)`$ with the a priori approach again shows differences at a quantitative level (see Figures 4, 6, 8).

The results obtained so far invalidate the Edwards hypothesis in the present situation of fully irreversible zero-temperature dynamics. There are indeed systematic differences between the exact dynamical expressions and the predictions of the a priori approach, and even qualitative discrepancies, such as the super-exponential fall-off of correlations.

The present work also questions the existence of any simple relationship between the landscape of metastable states and the slow dynamics just above the dynamical phase transition. Indeed, on the one hand, all the results on the zero-temperature dynamics of the CIC are independent of the parameter $`a`$, which interpolates between the ACIC for $`a=0`$ or $`a=1`$ and the SCIC for $`a=1/2`$. On the other hand, these limiting cases are known to have different kinds of slow dynamics in the presence of activated processes, at low temperature. For instance, the relaxation time to equilibrium diverges as $`\tau _{\mathrm{eq}}\mathrm{exp}(2\beta )`$ for the SCIC , and as $`\tau _{\mathrm{eq}}\mathrm{exp}(\beta ^2/(\mathrm{ln}2))`$ for the ACIC .

In spite of its specificity, the present approach may also shed some new light on other quantities and/or other situations of interest. One example is the size distribution of ordered clusters, which has been recently shown to be a useful tool to test the Edwards hypothesis in spin models under tapping . In the present context the exact determination of the density $`f_{\mathrm{}}(\mathrm{})`$ of clusters of $`\mathrm{}`$ occupied sites in the final states would require a lengthy calculation. However its exponential fall off for a large cluster size is related to the ground-state dynamical entropy as $`f_{\mathrm{}}(\mathrm{})\mathrm{exp}(\mathrm{}\mathrm{\Sigma }_p(E=1))`$. We thus obtain the simple estimate $`f_{\mathrm{}}(\mathrm{})(1p)^{\mathrm{}}`$, both for CIC and constrained Kawasaki dynamics, expressing that the long ordered clusters in the final state have to be already present in the initial state, while the result $`f_{\mathrm{}}(\mathrm{})z_c(p)^{\mathrm{}}`$ (see (3.11)) for constrained Glauber dynamics is non-trivial.

Finally, the present situation of a quench from a disordered initial configuration (infinite initial temperature) can be viewed as the relaxation part of a cycle of random tapping with infinitely high intensity. It would also be desirable to extend at least some of our results to the more realistic situation of a finite tapping intensity.

#### Acknowledgements

Interesting discussions with Silvio Franz are gratefully acknowledged.

## Appendix A Averaging a multiplicative cluster function

Consider a finite chain of $`N`$ spins $`\sigma _n=\pm 1`$, numbered $`n=1,\mathrm{},N`$. The chain is naturally partitioned into clusters of parallel spins. Let $`M`$ be the number of clusters, and $`L_1,L_2,\mathrm{},L_M`$ be the lengths of the clusters, with $`L_1+\mathrm{}+L_M=N`$. Assume $`\sigma _1=+1`$. We have $`\sigma _n=+1`$ for $`n=1,\mathrm{},L_1`$, then $`\sigma _n=1`$ for $`n=L_1+1,\mathrm{},L_1+L_2`$, and so on.

A multiplicative cluster function is a quantity of the form

$$q_N=\{\begin{array}{cc}f_{L_1}g_{L_2}f_{L_3}\mathrm{}& \text{if}\sigma _1=+1,\\ g_{L_1}f_{L_2}g_{L_3}\mathrm{}& \text{if}\sigma _1=1,\end{array}$$

where each cluster of $`L`$ up spins brings a factor $`f_L`$, and each cluster of $`L`$ down spins brings a factor $`g_L`$.

Averaging a quantity such as $`q_N`$ over a state of the form (2.13) amounts to summing the contributions of all the partitions of $`N`$ into cluster lengths $`\{L_k,k=1,\mathrm{},M\}`$, with the a priori weight

$$W(\{L_k\})=\{\begin{array}{cc}(1p)^{L_1}p^{L_2}(1p)^{L_3}\mathrm{}& \text{if}\sigma _1=+1,\\ p^{L_1}(1p)^{L_2}p^{L_3}\mathrm{}& \text{if}\sigma _1=1.\end{array}$$

In order to perform this summation, we introduce the generating series

$$f(x)=\underset{L1}{}f_Lx^L,g(x)=\underset{L1}{}g_Lx^L,Q(x)=\underset{N1}{}q_Nx^N.$$

If $`\sigma _1=+1`$, we have

$`Q(x)={\displaystyle \underset{L_1,L_2,L_3,\mathrm{}}{}}f_{L_1}((1p)x)^{L_1}g_{L_2}(px)^{L_2}f_{L_3}((1p)x)^{L_3}\mathrm{}`$
$`=f((1p)x)+f((1p)x)g(px)+f((1p)x)g(px)f((1p)x)+\mathrm{},`$
where the successive terms are the contributions of the partitions of the chain into $`M=1,2,3,\mathrm{}`$ clusters. Adding the contribution of the sector $`\sigma _1=1`$, and summing up the geometrical series, we obtain the result

$$Q(x)=\frac{f((1p)x)+g(px)+2f((1p)x)g(px)}{1f((1p)x)g(px)},$$
(A.1)
which interpolates between $`Q(x)=f(x)`$ at $`p=0`$ and $`Q(x)=g(x)`$ at $`p=1`$.

## Appendix B Expanding $`\mathrm{exp}(axbx^2)`$ as a power series

This appendix is devoted to the power-series expansion

$$\mathrm{exp}(axbx^2)=\underset{n0}{}f_n(a,b)x^n.$$

An identification with the generating series of Hermite polynomials :

$$\underset{n0}{}H_n(z)\frac{x^n}{n!}=\mathrm{exp}(2zxx^2)$$

leads to

$$f_n(a,b)=\frac{b^{n/2}}{n!}H_n\left(\frac{a}{2\sqrt{b}}\right).$$

We are mostly interested in the asymptotic behavior of the coefficients $`f_n(a,b)`$ as $`n`$ gets large, for fixed $`a`$ and $`b`$. The asymptotic expansion of Hermite polynomials  yields

$$f_n(a,b)\frac{b^{n/2}}{(n/2)!}\mathrm{exp}\left(\frac{a^2}{8b}\right)\mathrm{cos}\left(\frac{n\pi }{2}a\sqrt{\frac{n}{2b}}\right).$$
(B.1)
The above estimate becomes exact for any finite $`n`$ in the simple situation where $`a=0`$, where one has straightforwardly

$$f_{2k}(0,b)=\frac{(b)^k}{k!},f_{2k+1}(0,b)=0.$$

For generic values of $`a`$, the signs of the coefficients $`f_n(a,b)`$ are given by the cosine function in (B.1). They oscillate according to the four-periodic pattern $`(++)`$, except for ‘mistakes’ which take place more and more seldomly, for $`nk^2\mu `$, with

$$\mu =\frac{\pi ^2b}{2a^2}.$$

For $`a>0`$, mistakes are isolated $`+`$ or $``$ signs. For $`a<0`$, they consist of three consecutive $`+++`$ or $``$ signs.