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math-ph/0202045

HCIZ integral and 2D Toda lattice hierarchy

P. Zinn-Justin

Laboratoire de Physique Théorique et Modèles Statistiques

Université Paris-Sud, Bâtiment 100

91405 Orsay Cedex, France

The expression of the large $`N`$ Harish Chandra–Itzykson–Zuber (HCIZ) integral in terms of the moments of the two matrices is investigated using an auxiliary unitary two-matrix model, the associated biorthogonal polynomials and integrable hierarchy. We find that the large $`N`$ HCIZ integral is governed by the dispersionless Toda lattice hierarchy and derive its string equation. We use this to obtain various exact results on its expansion in powers of the moments.

02/2002

1. Introduction and definitions

The Harish Chandra–Itzykson–Zuber integral \[1,,2\] plays a key role in matrix models \[2,,3,,4,,5,,6\], in particular in relation to (discretized) two-dimensional quantum gravity. It also displays interesting connections \[7,,8\] with free probability theory \[9,,10\]. It is defined by

$$I_N(\mathrm{A},\mathrm{B})=_{\mathrm{\Omega }U(N)}d\mathrm{\Omega }\mathrm{e}^{N\mathrm{trA}\mathrm{\Omega }\mathrm{B}\mathrm{\Omega }^{}}$$

where $`\mathrm{A}`$ and $`\mathrm{B}`$ are $`N\times N`$ matrices and $`\mathrm{d}\mathrm{\Omega }`$ is the normalized Haar measure on $`U(N)`$. There are many ways to evaluate this integral \[1,,2,,4,,11,,12,,13\]; the result depends only on the eigenvalues $`a_i`$ of $`\mathrm{A}`$ and $`b_i`$ of $`\mathrm{B}`$, and is given by

$$I_N(\mathrm{A},\mathrm{B})=\frac{det(\mathrm{e}^{Na_ib_j})}{\mathrm{\Delta }(a_i)\mathrm{\Delta }(b_j)}$$

Here $`\mathrm{\Delta }()`$ denotes the Vandermonde determinant: $`\mathrm{\Delta }(a_i)=_{i<j}(a_ia_j)`$. In all equations, constants that only depend on $`N`$ will be ignored; they can be restored when required.

For practical applications it is important to look at the large $`N`$ limit of the HCIZ integral: it corresponds to the “planar” limit of matrix models. One considers a sequence of $`N\times N`$ matrices $`\mathrm{A}`$ and $`\mathrm{B}`$, whose spectral distributions converge to some fixed distributions as $`N`$ goes to infinity. It is known (and in fact, proved rigorously ) that the following quantity, the “large $`N`$ free energy”, is well-defined:

$$F[\theta _q,\stackrel{~}{\theta }_q]=\underset{N\mathrm{}}{lim}\frac{\mathrm{log}I_N(\mathrm{A},\mathrm{B})}{N^2}$$

and depends on the spectral distributions of $`\mathrm{A}`$ and $`\mathrm{B}`$ only through their moments:

$$\theta _q=\underset{N\mathrm{}}{lim}\frac{\mathrm{tr}}{N}\mathrm{A}^q\stackrel{~}{\theta }_q=\underset{N\mathrm{}}{lim}\frac{\mathrm{tr}}{N}\mathrm{B}^qq1$$

We also define for future use the generating series of these moments, that is the resolvents of $`\mathrm{A}`$ and $`\mathrm{B}`$:

$$\begin{array}{ccc}\hfill G(a)& \underset{N\mathrm{}}{lim}\frac{\mathrm{tr}}{N}\frac{1}{a\mathrm{A}}=1/a+\underset{q1}{}\theta _q/a^{q+1}\hfill & (1.1a)\hfill \\ \hfill \stackrel{~}{G}(b)& \underset{N\mathrm{}}{lim}\frac{\mathrm{tr}}{N}\frac{1}{b\mathrm{B}}=1/b+\underset{q1}{}\stackrel{~}{\theta }_q/b^{q+1}\hfill & (1.1b)\hfill \end{array}$$

As a function of the $`\theta _q`$ and the $`\stackrel{~}{\theta }_q`$, $`F`$ has a power series expansion around $`0`$. We shall investigate here the determination of the coefficients of this expansion, as well as the more general question of the evolution of $`F`$ as one varies the $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$. We shall see that this evolution is governed by an infinite set of partial differential equations, a particular scaling of the Toda lattice hierarchy.

More precisely, we shall rewrite in section 2 the HCIZ integral as a unitary two-matrix model, then show in section 3 that the latter satisfies the Toda lattice hierarchy; in section 4, we shall take the large $`N`$ limit which relates $`F`$ to the dispersionless Toda lattice hierarchy; finally, we shall apply this technology to the expansion of $`F`$ in section 5. Section 6 is devoted to a summary of results.

2. HCIZ integral as a unitary two-matrix model

We shall first use a trick to rewrite the HCIZ integral as an integral over two matrices. The derivation can be performed either by computing residues in the two-matrix integral, or by character expansion; we choose the latter. We thus start with the following identity, valid for any $`N\times N`$ matrix $`\mathrm{M}`$:

$$\mathrm{e}^{N\mathrm{trM}}=\underset{R0}{}c_Rd_R\chi _R(\mathrm{M})$$

Let us explain the symbols used. $`R`$ stands for an analytic irrep of $`GL(N)`$ with positive highest weights, or the associated Young diagram; more explicitly, it can be described by its “shifted” highest weights $`h_i`$, $`1iN`$ which form a strictly decreasing sequence (they are related to the usual highest weights $`m_i`$ by $`h_i=m_i+Ni`$). $`\chi _R(\mathrm{M})`$ is the character associated to the irrep $`R`$ and the matrix $`\mathrm{M}`$. $`c_R`$ and $`d_R`$ are coefficient of the expansion:

$$c_R=\frac{N^{|R|}}{_{i=1}^Nh_i!}d_R=\mathrm{\Delta }(h_i)$$

where $`|R|=_ih_iN(N1)/2`$ is the number of boxes of $`R`$. These explicit expressions of the coefficients play no role in what follows since the trick we use is quite general.1 One can treat similarly any expression of the form $`\frac{detf(a_i,b_j)}{\mathrm{\Delta }(a_i)\mathrm{\Delta }(b_j)}`$, cf Eq. (1.1). However here we do not use Eq (1.1) – in fact, we prove it along the way.

Applying the identity (2.1) to the definition of the HCIZ integral (1.1) and using orthogonality relations for matrix elements of irreps yields

$$I_N(\mathrm{A},\mathrm{B})=\underset{R0}{}c_R\chi _R(\mathrm{A})\chi _R(\mathrm{B})$$

As a side remark, we note that using Weyl’s formula for characters ($`\chi _R(\mathrm{A})=det(a_i^{h_j})/\mathrm{\Delta }(a_i)`$), recombining the two resulting determinants into one single determinant and performing the summation, one recovers Eq. (1.1).

We now want to compare expression (2.1) with the partition function of a matrix model of two $`N\times N`$ matrices $`\mathrm{U}`$ and $`\mathrm{V}`$:

$$\tau _N[t_q,\stackrel{~}{t}_q]=\mathrm{dUdVe}^{_{q1}t_q\mathrm{trU}^q+_{q1}\stackrel{~}{t}_q\mathrm{trV}^q+\mathrm{trU}^1\mathrm{V}^1}$$

Here the $`t_q`$ are as yet unknown coefficients; they must however satisfy $`sup_q|t_q|^{1/q}<m<\mathrm{}`$ and $`sup_q|\stackrel{~}{t}_q|^{1/q}<\stackrel{~}{m}<\mathrm{}`$; this renders the summation convergent provided that the spectral radii of $`\mathrm{U}`$ and $`\mathrm{V}`$ are less or equal to $`1/m`$, $`1/\stackrel{~}{m}`$. Since the integrand is analytic in $`\mathrm{U}`$ and $`\mathrm{V}`$ the exact contours of integration are irrelevant; for the sake of definiteness, we choose $`\mathrm{U}`$ and $`\mathrm{V}`$ to be unitary up to a multiplicative constant: $`\mathrm{UU}^{}=m^2`$, $`\mathrm{VV}^{}=\stackrel{~}{m}^2`$. The measure of integration is simply the normalized Haar measures for $`m\mathrm{U}`$ and $`\stackrel{~}{m}\mathrm{V}`$. All these details can be safely ignored if one remembers that in the integral (2.1) only the contribution coming from poles at the origin should be picked up.

Note that we have defined (2.1) so that $`N`$ does not appear anywhere explicitly in the action. It is however convenient to rescale the matrices to restore the usual $`N`$ dependence of matrix models:

$$\tau _N[t_q,\stackrel{~}{t}_q]=\mathrm{dUdVe}^{_{q1}t_qN^{q/2}\mathrm{trU}^q+_{q1}\stackrel{~}{t}_qN^{q/2}\mathrm{trV}^q+N\mathrm{trU}^1\mathrm{V}^1}$$

Next we apply one of the forms of the Cauchy identity:

$$\mathrm{e}^{_{q1}t_qN^{q/2}\mathrm{trU}^q}=\underset{R0}{}s_R(t_qN^{q/2})\chi _R(\mathrm{U})$$

where $`s_R`$ is the Schur function associated to the Young diagram $`R`$.

Plugging twice (2.1) as well as the identity (2.1) into (2.1) results in:

$$\tau _N[t_q,\stackrel{~}{t}_q]=\underset{R,R_1,R_20}{}s_{R_1}(t_qN^{q/2})s_{R_2}(\stackrel{~}{t}_qN^{q/2})c_Rd_R\mathrm{dUdV}\chi _{R_1}(\mathrm{U})\chi _{R_2}(\mathrm{V})\chi _R(\mathrm{U}^1\mathrm{V}^1)$$

Again, orthogonality relations imply that

$$\tau _N[t_q,\stackrel{~}{t}_q]=\underset{\genfrac{}{}{0pt}{}{R0}{\mathrm{\#}\mathrm{rows}N}}{}c_Rs_R(t_qN^{q/2})s_R(\stackrel{~}{t}_qN^{q/2})$$

Note that we have written explicitly the constraint that the Young diagram $`R`$ should have no more than $`N`$ rows, since contrary to prior expressions the summand in Eq. (2.1) is not necessarily zero if the number of rows exceeds $`N`$.

Comparing Eqs. (2.1) and (2.1), we see that the two expressions are equal (up to a numerical factor) iff

$$t_qN^{q/2}=\frac{1}{q}\mathrm{trA}^q\stackrel{~}{t}_qN^{q/2}=\frac{1}{q}\mathrm{trB}^q$$

or in terms of the normalized moments introduced before

$$t_q=N^{q/2+1}\frac{\theta _q}{q}\stackrel{~}{t}_q=N^{q/2+1}\frac{\stackrel{~}{\theta }_q}{q}$$

The constraint on the number of rows of $`R`$ is automatically satisfied if the $`t_q`$ are of the form (2.1). However, the expression (2.1) has the advantage that it is defined for arbitrary (independent) $`t_q`$ at finite $`N`$, which is not the case of the original HCIZ integral (where there are only $`N`$ independent $`t_q`$). Also note that the condition of finiteness of $`sup_{q1}|t_q|^{1/q}`$ and $`sup_{q1}|\stackrel{~}{t}_q|^{1/q}`$ is automatically satisfied at finite $`N`$ if $`t_q`$ is of the form (2.1), and remains true as $`N\mathrm{}`$ provided the spectra of $`\mathrm{A}`$ and $`\mathrm{B}`$ remain bounded.

3. Biorthogonal polynomials and Toda lattice hierarchy

We have found in the previous section that calculating the HCIZ integral is equivalent to solving the matrix model given by Eq. (2.1). A convenient way to do so, at least formally, is via biorthogonal polynomials. This is standard material, and is very similar to derivations found in the literature . $`\tau _N`$ will then be identified with a tau function of the 2D Toda lattice hierarchy.

3.1. Setup

We start with the following determinant form of the partition function (2.1), obtained by diagonalizing $`\mathrm{U}`$ and $`\mathrm{V}`$:

$$\tau _N=det\left(\frac{\mathrm{d}u}{2\pi iu}\frac{\mathrm{d}v}{2\pi iv}u^jv^i\mathrm{e}^{_{q1}t_qu^q+_{q1}\stackrel{~}{t}_qv^q+u^1v^1}\right)_{0i,jN1}$$

where once again the contours of integrations are sufficiently small circles around the origin.

This suggests to introduce a non-degenerate bilinear form on the space of polynomials by

$$<q|p>=\frac{\mathrm{d}u}{2\pi iu}\frac{\mathrm{d}v}{2\pi iv}p(u)q(v)\mathrm{e}^{_{q1}t_qu^q+_{q1}\stackrel{~}{t}_qv^q+u^1v^1}$$

so that $`\tau _N=detM_N`$, with $`M_N=(m_{ij})`$, $`0i,jN1`$ and $`m_{ij}=<v^i|u^j>`$.

Next we define normalized biorthogonal polynomials $`q_n(v)`$ and $`p_n(u)`$ with respect to the bilinear form above on $`[v]\times [u]`$, that is $`<q_n|p_m>=\delta _{nm}`$. We write:

$$p_n(u)=\underset{k=0}{\overset{n}{}}p_{kn}u^kq_n(v)=\underset{k=0}{\overset{n}{}}q_{kn}v^k$$

There is an arbitrariness in the normalization which is fixed by assuming $`p_{nn}=q_{nn}h_n^1`$.

Define upper triangular matrices $`P_N=(p_{kn})`$ and $`Q_N=(q_{kn})`$, $`0n,kN1`$; and $`\stackrel{~}{P}_N=Q_{N}^{T}{}_{}{}^{1}`$. Orthonormality of these polynomials is equivalent to writing

$$Q_N^TM_NP_N=1$$

or $`M_N=\stackrel{~}{P}_NP_N^1`$, with $`P_N^1`$ upper triangular and $`\stackrel{~}{P}_N`$ lower triangular. In particular $`\tau _N=detM_N=_{i=0}^{N1}h_i^2`$.

Next, introduce the semi-infinite matrices $`M=M_{\mathrm{}}`$, $`P=P_{\mathrm{}}`$, $`Q=Q_{\mathrm{}}`$, $`\stackrel{~}{P}=\stackrel{~}{P}_{\mathrm{}}`$ and the shift matrix $`Z`$: $`Z_{ij}=\delta _{ij+1}`$. Set

$$U=P^1ZPV=Q^1ZQ$$

$`U`$ (resp. $`V`$) is the matrix of multiplication by $`u`$ (resp. $`v`$) in the basis $`(p_n(u))`$ of $`[u]`$ (resp. $`(q_n(v))`$ of $`[v]`$). Also set $`\stackrel{~}{U}V^T=\stackrel{~}{P}^1Z^T\stackrel{~}{P}`$. By definition of the $`m_{ij}`$, we have

$$\frac{M}{t_q}=MZ^q\frac{M}{\stackrel{~}{t}_q}=Z_{}^{T}{}_{}{}^{q}M$$

We then easily find, using $`M=\stackrel{~}{P}P^1`$,

$$P^1\frac{P}{t_q}+\stackrel{~}{P}^1\frac{\stackrel{~}{P}}{t_q}=U^qP^1\frac{P}{\stackrel{~}{t_q}}+\stackrel{~}{P}^1\frac{\stackrel{~}{P}}{\stackrel{~}{t}_q}=\stackrel{~}{U}^q$$

$`P^1\frac{P}{t_q}`$ is upper triangular, whereas $`\stackrel{~}{P}^1\frac{\stackrel{~}{P}}{t_q}`$ is lower triangular, and they have opposite diagonal elements (and similarly for derivatives with respect to $`\stackrel{~}{t}_q`$); so that if one defines symbols $`(\mathrm{})_+=(\mathrm{})_{>0}+\frac{1}{2}(\mathrm{})_0`$ and $`(\mathrm{})_{}=(\mathrm{})_{<0}+\frac{1}{2}(\mathrm{})_0`$ for lower and upper diagonal parts respectively (it is convenient to include one half of the diagonal part, though this does not make them projections), we have

$$\begin{array}{ccc}\hfill \frac{P}{t_q}=P(U^q)_{}& \frac{P}{\stackrel{~}{t}_q}=P(\stackrel{~}{U}^q)_{}\hfill & (3.1a)\hfill \\ \hfill \frac{\stackrel{~}{P}}{t_q}=\stackrel{~}{P}(U^q)_+& \frac{\stackrel{~}{P}}{\stackrel{~}{t_q}}=\stackrel{~}{P}(\stackrel{~}{U}^q)_+\hfill & (3.1b)\hfill \end{array}$$

and finally

$$\begin{array}{ccc}\hfill \frac{U}{t_q}=[(U^q)_+,U]& \frac{U}{\stackrel{~}{t}_q}=[(\stackrel{~}{U}^q)_{},U]\hfill & (3.2a)\hfill \\ \hfill \frac{\stackrel{~}{U}}{t_q}=[(U^q)_+,\stackrel{~}{U}]& \frac{\stackrel{~}{U}}{\stackrel{~}{t_q}}=[(\stackrel{~}{U}^q)_{},\stackrel{~}{U}]\hfill & (3.2b)\hfill \end{array}$$

Equations $`(3.2)`$ are equivalent to equations of Zakharov–Shabat type

$$\begin{array}{ccc}\hfill \frac{}{t_q}(U^r)_+\frac{}{t_r}(U^q)_++[(U^q)_+,(U^r)_+]& =0\hfill & (3.3a)\hfill \\ \hfill \frac{}{\stackrel{~}{t}_q}(U^r)_++\frac{}{t_r}(\stackrel{~}{U}^q)_{}[(\stackrel{~}{U}^q)_{},(U^r)_+]& =0\hfill & (3.3b)\hfill \\ \hfill \frac{}{\stackrel{~}{t}_q}(\stackrel{~}{U}^r)_{}\frac{}{\stackrel{~}{t}_r}(\stackrel{~}{U}^q)_{}[(\stackrel{~}{U}^q)_{},(\stackrel{~}{U}^r)_{}]& =0\hfill & (3.3c)\hfill \end{array}$$

which ensure compatibility of Eqs. $`(3.1)`$. If we expand $`U`$ and $`\stackrel{~}{U}`$ in the following way:

$$\begin{array}{ccc}\hfill U& =rZ+\underset{k=0}{\overset{\mathrm{}}{}}u_kZ^T^k\hfill & (3.4a)\hfill \\ \hfill \stackrel{~}{U}& =Z^Tr+\underset{k=0}{\overset{\mathrm{}}{}}Z^kv_k\hfill & (3.4b)\hfill \end{array}$$

where $`r=\mathrm{diag}(r_n)`$, the $`u_k=\mathrm{diag}(u_{k;n})`$ and the $`v_k=\mathrm{diag}(v_{k;n})`$ are diagonal matrices, then Eqs. $`(3.3)`$ are the (semi-infinite) Toda lattice hierarchy of differential equations for the coefficients of $`U`$ and $`\stackrel{~}{U}`$.

3.2. Examples

The simplest equation, the usual Toda lattice equation, which is the case $`q=r=1`$ in Eq. $`(3.3b)`$, can be obtained directly from the determinant form (3.1) by applying Jacobi’s determinant identity, which yields $`\tau _{n+1}\tau _{n1}=\tau _n\frac{^2}{t_1\stackrel{~}{t}_1}\tau _n\frac{}{t_1}\tau _n\frac{}{\stackrel{~}{t}_1}\tau _n`$, or

$$\frac{\tau _{n+1}\tau _{n1}}{\tau _n^2}=\frac{^2}{t_1\stackrel{~}{t}_1}\mathrm{log}\tau _n$$

The left hand side is nothing but $`(h_n/h_{n1})^2=r_n^2`$. This implies

$$r_{n+1}^2+r_{n1}^22r_n^2=\frac{^2}{t_1\stackrel{~}{t}_1}\mathrm{log}r_n^2$$

which is the Toda lattice equation in terms of the $`\mathrm{log}r_n^2`$. In the next section we shall see how to use this equation in the large $`N`$ limit.

Another equation one can derive (case $`q=2`$, $`r=3`$ of Eq. $`(3.3a)`$) is the usual Kadomtsev–Petviashvili (KP) equation, which is given in terms of $`\chi =2\frac{^2}{t_1^2}\mathrm{log}\tau _N`$:

$$3\frac{^2\chi }{t_2^2}+\frac{}{t_1}\left(4\frac{\chi }{t_3}+6\chi \frac{\chi }{t_1}+\frac{^3\chi }{t_1^3}\right)=0$$

3.3. String equation

So far we have not used the specific form of the interaction between our two matrices in (2.1). This occurs when one tries to determine the string equation, that is an additional relation which fixes a particular solution of the Toda hierarchy. Here it is very easy to derive the string equation by arguments similar to those used in the standard two-matrix model. We write that

$$0=\frac{\mathrm{d}u}{2\pi iu}\frac{\mathrm{d}v}{2\pi iv}u\frac{\mathrm{d}}{\mathrm{d}u}\left[p_j(u)q_i(v)\mathrm{e}^{_{q1}t_qu^q+_{q1}\stackrel{~}{t}_qv^q+u^1v^1}\right]$$

expand and obtain

$$UD+\underset{q1}{}qt_qU^q\stackrel{~}{U}^1U^1=0$$

where $`D`$ is the derivative with respect to $`u`$ in the basis $`p_n(u)`$, and $`U^1`$ is a particular left inverse of $`U`$ whose matrix elements are defined by Eq. (3.5), and similarly $`\stackrel{~}{U}^1`$ is a particular right inverse of $`\stackrel{~}{U}`$. Using $`[D,U]=1`$ and $`U^1U=1`$, we derive from Eq. (3.5) the string equation:

$$[U^1,\stackrel{~}{U}^1]=1$$

Let us note that Eq. (3.5) is not the usual string equation of the hermitean two-matrix model.

4. Large $`N`$ limit

4.1. Classical/dispersionless limit

Next we want to consider the large $`N`$ limit. As always in matrix models, this identifies with a classical limit for the operators involved, the small parameter being $`\mathrm{}1/N`$. Therefore in this limit, the various operators $`U`$, $`\stackrel{~}{U}`$, $`Z`$ become classical variables $`u`$, $`v`$, $`z`$, up to some rescalings which will be detailed later.

What happens to the Toda equation? The large $`N`$ limit corresponds to the dispersionless limit of the Toda hierarchy \[17,,18\]. In this limit, operators of discrete difference in the index $`n`$ (e.g. Eq. (3.5)) can be replaced with a differential operator $`/\nu `$ with $`\nu n/N`$. Furthermore, the logarithm of the tau-function $`\tau _N`$ is required to be of order $`N^2`$ (cf our Eq. (1.1)), with a smooth $`1/N`$ expansion,2 The assumption of smoothness is less innocent than it seems; it is the equivalent of the “single cut” hypothesis in matrix models (cf a similar remark in  the context of 1D Toda). However in formal power series around $`t_q=\stackrel{~}{t}_q=0`$ this hypothesis is certainly valid. which leads to some simplifications in the differential equations. We shall only write down a few examples of these dispersionless equations; we refer the reader to e.g. \[17,,18,,20\] for a complete and more rigorous description of the dispersionless hierarchy. Let us simply mention that, as mentioned above, we are dealing with a classical limit, that is the commutators become of order $`\mathrm{}1/N`$, and their leading term defines a Poisson bracket. Equations $`(3.2)`$–(3.5) can be rewritten in the large $`N`$ limit, once rescaled, by simply replacing commutators with Poisson brackets. In particular, the string equation (3.5) becomes:

$$\{u^1,v^1\}=1$$

(where now $`u^1`$ and $`v^1`$ are ordinary inverses since in the large $`N`$ limit all operators are invertible). It is worth noting that the same string equation occurs in the interior Dirichlet boundary problem . Also, it is identical to the string equation of  in which the radius has the unphysical value $`R=1`$.

4.2. Scaling. Some examples

In order to give some examples, we need to give some additional details on the particular scaling of the variables that is appropriate for our model. First, we have for our operators $`U`$, $`\stackrel{~}{U}`$, $`Z`$: (cf the rescaling from Eq. (2.1) to Eq. (2.1)):

$$UN^{1/2}u\stackrel{~}{U}N^{1/2}vZz$$

where $`u`$, $`v`$, $`z`$ have a finite limit when $`N\mathrm{}`$ and are related by:

$$\begin{array}{ccc}\hfill u& =rz+\underset{k=0}{\overset{\mathrm{}}{}}u_kz^k\hfill & (4.1a)\hfill \\ \hfill v& =rz^1+\underset{k=0}{\overset{\mathrm{}}{}}v_kz^k\hfill & (4.1b)\hfill \end{array}$$

in terms of appropriately rescaled coefficients (in particular $`r_NrN^{1/2}`$). We have already derived the rescaling of the moments, cf Eq. (2.1).

In what follows, we shall freely change from original to rescaled variables, using the same letters by abuse of notation. In most circumstances this does not cause any confusion.

For example, let us see what happens to the KP equation (3.5). In the large $`N`$ limit, performing all the rescalings one term drops out and we find

$$2\frac{^2\chi }{\theta _2^2}+\frac{}{\theta _1}\left(2\frac{\chi }{\theta _3}+\chi \frac{\chi }{\theta _1}\right)=0$$

which is just the dispersionless KP equation (or Khokhlov–Zabolotskaia equation).

Let now see what happens to the Toda lattice equation (3.5) in the large $`N`$ limit. Here, it is important to notice that an extra ingredient is required if one considers equations in which variations with respect to $`n`$ appear. It is our scaling hypothesis, based on the fact that we consider only the “planar” large $`N`$ limit (first term in the $`1/N`$ expansion) and on the scaling of the $`t_q`$ and $`\stackrel{~}{t}_q`$. Considering Eq. (1.1), we write that:

$$\tau _n=c_n\mathrm{e}^{n^2F[n^{q/21}qt_q,n^{q/21}q\stackrel{~}{t}_q]+O\left(1\right)}$$

The constant $`c_n`$ can be determined by setting $`t_q=\stackrel{~}{t}_q=0`$ in Eq. (3.1); one easily finds $`c_n=(_{i=0}^{n1}i!)^1`$.

More explicitly, if one introduces the dispersionless tau function $`F[\nu ,\theta _q,\stackrel{~}{\theta }_q]=lim_N\mathrm{}(\frac{1}{N^2}\mathrm{log}\tau _n+\frac{1}{2}\nu ^2\mathrm{log}N\frac{3}{4})`$ with $`\nu =n/N`$, then we have the scaling

$$F[\nu ,\theta _q,\stackrel{~}{\theta }_q]=\frac{1}{2}\nu ^2\mathrm{log}\nu +\frac{3}{4}(\nu ^21)+\nu ^2F[\theta _q\nu ^{q/21},\stackrel{~}{\theta }_q\nu ^{q/21}]$$

where our old function $`F[\theta _q,\stackrel{~}{\theta }_q]`$ is recovered by setting $`\nu =1`$.

We now rewrite the Toda equation (3.5):

$$\mathrm{e}^{{\scriptscriptstyle \frac{^2}{\nu ^2}}F}=\frac{^2}{\theta _1\stackrel{~}{\theta }_1}F$$

which is just the dispersionless Toda equation (integrated twice); then apply the scaling (4.2). The final result is the following partial differential equation for $`F`$:

$$\begin{array}{ccc}& \mathrm{exp}(2F+\underset{q1}{}(\frac{q}{2}+1)(\frac{q}{2}2)(\theta _q_qF+\stackrel{~}{\theta }_q\stackrel{~}{}_qF)\hfill & \\ & +\underset{q,r1}{}(\frac{q}{2}+1)(\frac{r}{2}+1)(\theta _q\theta _r_q_rF+2\theta _q\stackrel{~}{\theta }_r_q\stackrel{~}{}_rF+\stackrel{~}{\theta }_q\stackrel{~}{\theta }_r\stackrel{~}{}_q\stackrel{~}{}_rF))=_1\stackrel{~}{}_1F\hfill & (4.2)\hfill \end{array}$$

with $`_q/\theta _q`$ and $`\stackrel{~}{}_q/\stackrel{~}{\theta }_q`$. This is in general a fairly complicated equation.

Application. Assume that all $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$ are zero except $`\theta _1`$ and $`\stackrel{~}{\theta }_1`$. This greatly simplifies Eq. (4.2). Note furthermore that by obvious homogeneity property, $`F`$ only depends on the product $`x\theta _1\stackrel{~}{\theta }_1`$. Rewriting Eq. (4.2) for $`F(x)`$ leads to an ordinary differential equation:

$$\mathrm{e}^{2F+9x^2F^{\prime \prime }}=F^{}+xF^{\prime \prime }$$

with the initial condition $`F(0)=0`$, which can be solved: if $`\xi =x\mathrm{d}F/\mathrm{d}x`$, then $`\xi `$ is the solution of the third degree equation

$$16\xi ^3+8\xi ^2+(136x)\xi +x(27x1)=0$$

that vanishes at $`x=0`$. We have the following expansion:

$$\xi =\underset{n=0}{\overset{\mathrm{}}{}}x^{n+1}\frac{(3n)!\mathrm{\hspace{0.17em}2}^n}{(n+1)!(2n+1)!}$$

Curiously, the number $`\frac{(3n)!2^n}{(n+1)!(2n+1)!}`$ also appears in the context of the enumeration of planar maps;3 The author would like to thank J.-B. Zuber for pointing this out to him. it counts trivalent rooted maps with $`2n`$ nodes . This suggests that a direct combinatorial proof of this result might be possible. As a corollary, the HCIZ integral with $`\theta _1`$, $`\stackrel{~}{\theta }_10`$ is in the universality class of pure 2D quantum gravity: the singularity of $`\xi (x)`$ closest to the origin is of the form $`\xi =(xx_c)^{3/2}+\mathrm{}`$ (with $`x_c=2/27`$, $`\xi _c=1/12`$).

More generally, if one turns on a finite number of $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$, one can show using the formalism developed in this section that $`F`$ can be expressed in terms of the solution of an algebraic equation. This is because the string equation implies that $`a=1/u`$ and $`b=1/v`$ are polynomials in $`z^1`$, $`z`$:

$$a=\underset{q=1}{\overset{\stackrel{~}{\mathrm{}}+1}{}}\alpha _qz^qb=\underset{q=1}{\overset{\mathrm{}+1}{}}\beta _qz^q$$

where $`\mathrm{}=\mathrm{max}\{q|\theta _q0\}`$, $`\stackrel{~}{\mathrm{}}=\mathrm{max}\{q|\stackrel{~}{\theta }_q0\}`$, and as will be shown explicitly in the sections below (cf Eq. (4.18)), the knowledge of $`a`$ and $`b`$ allows to compute derivatives of the free energy.4 Note that since $`a`$, $`b`$ have a rational parameterization, the curve $`(a,b)`$ has genus zero.

For example, if only $`\theta _1`$, $`\theta _2`$, $`\mathrm{}`$, $`\theta _{\mathrm{}}`$, $`\stackrel{~}{\theta }_1`$ are non-zero, by homogeneity one can set $`\stackrel{~}{\theta }_1=1`$; then, $`\chi =2\frac{^2F}{\theta _1^2}2\psi ^4`$, and $`r^2=\frac{^2F}{\theta _1\stackrel{~}{\theta }_1}\psi `$ are given by the degree $`2\mathrm{}+1`$ equation

$$1+\psi +\underset{q=1}{\overset{\mathrm{}}{}}(1)^q\frac{(2q)!}{(q!)^2}\theta _q\psi ^{2q+1}=1+\psi 2\theta _1\psi ^3+6\theta _2\psi ^520\theta _3\psi ^7+\mathrm{}=0$$

with the initial condition $`\psi =1`$ for all $`\theta _q`$ zero. One can check that if $`\mathrm{}3`$, $`\chi =2\psi ^4`$ does satisfy the partial differential equation (4.2).

It is expected that by turning on an arbitrary number of $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$, one should be able to recover the critical behavior (i.e. singularities of $`F`$ and its derivatives) of all $`c<1`$ minimal models coupled to gravity.

4.3. Derivatives of $`F`$ with respect to the $`t_q`$

Our goal is now to express the first few derivatives of $`F`$ with respect to the $`t_q`$ and the $`\stackrel{~}{t}_q`$. Let us define the differential operator

$$(a)=\underset{q1}{}\frac{a^q}{q}\frac{}{t_q}$$

In the bosonic language, this is the positive modes of the full bosonic field $`\varphi (a)=_{q1}\frac{a^q}{q}\frac{}{t_q}+\mathrm{log}a_{q1}t_qa^q`$. One could define similarly $`\stackrel{~}{}(b)`$.

Our first task is to compute $`(a)F`$ (see also \[24,,7\] for a “saddle point” approach to this question). We note that in terms of the matrix model (2.1), $`(a)F=lim_N\mathrm{}\mathrm{tr}\mathrm{log}(1a\mathrm{U})`$, or

$$\frac{\mathrm{d}}{\mathrm{d}a}(a)F=u^2D(u)u$$

where $`D(u)lim_N\mathrm{}\mathrm{tr}\frac{1}{u\mathrm{U}}`$ is the resolvent of $`\mathrm{U}`$, and with the identification $`u1/a`$ (we recall that appropriate scaling as $`N\mathrm{}`$ is implied). Next we use the following standard identity:

$$p_N(u)=h_N^1det(u\mathrm{U})$$

where the average is again over $`N\times N`$ matrices with the measure given by (2.1). This expression of $`p_N(u)`$ can be proved by checking that $`<q_n|p_N>=\delta _{nN}`$ using it. Considering the logarithmic derivative with respect to $`u`$ of Eq. (4.3) in the large $`N`$ limit, we see that $`D(u)`$ is simply the operation of derivative with respect to $`u=1/a`$ in the basis of the $`p_n(u)`$. This operator was already introduced in the discussion of the string equation; Eq. (3.5) becomes, in the large $`N`$ limit,

$$D(u)=u^2(v^1G(u)+u)$$

where we recall that $`G(u)=u+_{q1}qt_qu^{q+1}`$ is the resolvent of the original matrix $`\mathrm{A}`$. Combining Eqs. (4.3) and (4.3) leads to

$$\frac{\mathrm{d}}{\mathrm{d}a}(a)F=b(a)G(a)$$

where $`b=1/v`$, $`a=1/u`$ and $`u`$ and $`v`$ related by Eqs. $`(4.1)`$, i.e. $`b(a)`$ is obtained by composing the series $`b(z)=1/v(z)`$ and the inverse series $`z(a)`$ of $`a(z)`$. Note that $`b(a)G(a)`$ is simply the non-negative part of the Laurent expansion of $`b(a)=\frac{\mathrm{d}}{\mathrm{d}a}\varphi (a)`$ in powers of $`a`$.

Note that to derive the identity (4.3), we had to use the string equation under the form (3.5). In contrast, the second derivative $`(a_1)(a_2)F`$ is “universal” i.e. in our context it means that it is true for any solution of the dispersionless Toda hierarchy regardless of the string equation. Derivation of $`(a_1)(a_2)F`$ requires two identities. We shall prove the first one, which is an expression for $`z`$. We note that since $`Z`$ is the shift operator, one should have in the large $`N`$ limit $`z=P_{n+1}(u)/P_n(u)`$, that is taking the logarithm and using Eq. (4.3),

$$\mathrm{log}z=\mathrm{log}u\mathrm{log}r\underset{q1}{}\frac{u^q}{q}\frac{^2}{\nu t_q}F$$

where it is recalled that the dependence on $`\nu `$ of $`F`$ is given by Eq. (4.2).

The second relation we use the dispersionless limit of the Fay identity , which we shall not prove here and write under the form (see ):

$$(u_1u_2)\mathrm{e}^{_{q,r1}{\scriptscriptstyle \frac{u_1^q}{q}}{\scriptscriptstyle \frac{u_2^r}{r}}{\scriptscriptstyle \frac{^2}{t_qt_r}}F}=u_1\mathrm{e}^{_{q1}u_1^q{\scriptscriptstyle \frac{^2}{\nu t_q}}F}u_2\mathrm{e}^{_{q1}u_2^q{\scriptscriptstyle \frac{^2}{\nu t_q}}F}$$

Combining Eqs. (4.3) and (4.3), using the variables $`a_1=1/u_1`$, $`a_2=1/u_2`$ and the power series inverse $`z(a)`$ of $`a(z)`$ leads to

$$(a_1)(a_2)F=\mathrm{log}\frac{z(a_1)z(a_2)}{1/a_11/a_2}+\mathrm{log}r$$

(cf also a similar formula in ).

One can prove a formula for mixed derivatives: $`(a)\stackrel{~}{}(b)F=\mathrm{log}(1z(b)/z(a))`$, but it will not be needed here.

Formulae for higher numbers of derivatives become more and more complicated, (see in particular “residue formulae” for three derivatives ), and we shall not write them down here.

5. Expansion around $`0`$ of the HCIZ integral

We now come to the main goal of this paper: to apply the equations above to the expansion of the large $`N`$ HCIZ free energy $`F[\theta _q,\stackrel{~}{\theta }_q]`$ in powers of $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$. We shall consider the problem in an asymmetric way: we shall apply the operator $`(a)`$ defined in the previous section to the free energy, that is consider derivatives with respect to the $`\theta _q`$, and then set $`\theta _q=0`$ and see how the result depends on the $`\stackrel{~}{\theta }_q`$. The identities obtained above involve the functions $`b(a)=1/v(a=1/u)`$ and $`z(a)`$; let us see how to compute these functions when all $`t_q`$ are zero.

If we set $`t_q=0`$ in def. (3.1) of the bilinear form, we see that no positive powers of $`u`$ are generated, so that $`m_{ij}=<v^i|u^j>`$ satisfies

$$m_{ij}=\{\begin{array}{cc}0\hfill & j<i\hfill \\ \frac{1}{j!}\stackrel{~}{s}_{ji}\hfill & ji\hfill \end{array}$$

where we have defined $`\stackrel{~}{s}_q`$ by $`\phi (v)\mathrm{exp}\left(_{q1}\stackrel{~}{t}_qv^q\right)=_{q0}\stackrel{~}{s}_qv^q`$; they are Schur functions corresponding to single row Young diagrams.

Let us first use the fact that $`M`$ is upper triangular. Since $`M=\stackrel{~}{P}P^1`$ with $`P`$ upper triangular and $`\stackrel{~}{P}`$ lower triangular, $`\stackrel{~}{P}`$ is diagonal i.e. $`q_n(v)=\sqrt{n!}v^n`$. The normalization $`h_n=(n!)^{1/2}`$ implies that $`r_n=n^{1/2}`$, that is after rescaling $`r=1`$. Finally, we conclude from the definition (3.1) of $`V`$ that all the coefficients $`v_k`$ in its expansion (or of its transpose $`\stackrel{~}{U}`$, Eq. $`(3.4))`$ are zero, or in the large $`N`$ limit

$$v=z^1$$

(note that this is consistent with Eq. (4.3)). We have now reduced the problem to a single function $`b(a)1/v(a)=z(a)`$; its calculation was performed in  using a saddle point method, but it is particularly simple to rederive it in our framework. We start again from Eq. (5.1) and notice that one can easily invert this matrix, which yields the coefficients of $`P=M^1\stackrel{~}{P}`$. If we introduce the $`\stackrel{~}{e}_q`$ defined by $`\phi (v)^1\mathrm{exp}\left(_{q1}\stackrel{~}{t}_qv^q\right)=_{q0}\stackrel{~}{e}_qv^q`$ (they are $`(1)^q`$ times the Schur functions corresponding to one-column Young diagrams), then expansion of the identity $`\phi (v)\phi (v)^1=1`$ leads to

$$p_{ij}=\{\begin{array}{cc}0\hfill & j<i\hfill \\ \frac{i!}{\sqrt{j!}}\stackrel{~}{e}_{ji}\hfill & ji\hfill \end{array}$$

We now define the matrix $`A=(a_{ij})`$ by $`A=P^1Z^TP`$, which according to defs. (3.1) is a left inverse of $`U`$. We have

$$\begin{array}{ccc}\hfill a_{ik}& =\sqrt{\frac{i!}{k!}}\underset{j,ijk1}{}\frac{1}{j!}\stackrel{~}{s}_{ji}(j+1)!\stackrel{~}{e}_{k1j}\hfill & \\ & =\sqrt{\frac{i!}{k!}}\underset{q=0}{\overset{k1i}{}}(q+i+1)\stackrel{~}{s}_q\stackrel{~}{e}_{k1iq}\hfill & (5.1)\hfill \end{array}$$

This time we recognize the expansion of $`\phi ^{}(v)\phi (v)^1=_{n0}v^{n1}_{q=0}^nq\stackrel{~}{s}_q\stackrel{~}{e}_{nq}`$; but we also have $`\phi ^{}(v)\phi (v)^1=_{n1}n\stackrel{~}{t}_nv^{n1}`$, so that

$$a_{ik}=\{\begin{array}{cc}0\hfill & ki+1\hfill \end{array}$$

This is an exact expression at finite $`N`$. In the large $`N`$ limit this can be simply rewritten, performing the appropriate rescalings and remembering that $`z=b`$,

$$a=\frac{1}{b}+\underset{q1}{}\frac{\stackrel{~}{\theta }_q}{b^{q+1}}$$

We recognize the resolvent of the original matrix $`\mathrm{B}`$ (Eq. $`(1.1))`$: $`a(b)=\stackrel{~}{G}(b)`$ (again this is consistent with the “dual” equation of (4.3), $`\frac{\mathrm{d}}{\mathrm{d}b}\stackrel{~}{}(b)F=a(b)\stackrel{~}{G}(b)`$). Finally $`b(a=1/u)`$ is the functional inverse of $`a(b)`$; it is well-known that $`b(a)`$ is nothing but the generating series of free cumulants $`\stackrel{~}{m}_q`$ of $`\mathrm{B}`$  (cf also the expression of connected correlation functions in matrix models, as in Eq. (31) of ):

$$\begin{array}{ccc}\hfill b(a)& =\frac{1}{a}+\underset{q=1}{\overset{\mathrm{}}{}}\stackrel{~}{m}_qa^{q1}\hfill & (5.2a)\hfill \\ \hfill \stackrel{~}{m}_q& =\underset{\genfrac{}{}{0pt}{}{\alpha _1,\mathrm{},\alpha _q0}{_ii\alpha _i=q}}{}\frac{(q+\underset{i}{}\alpha _i2)!}{(q1)!}\underset{i}{}\frac{(\stackrel{~}{\theta }_i)^{\alpha _i}}{\alpha _i!}\hfill & (5.2b)\hfill \end{array}$$

We can now apply the formulae obtained in previous section. We recall that $`(a)_{q1}\frac{a^q}{q}\frac{}{t_q}`$. First we rewrite Eq. (4.3) for $`t_q=0`$:

$$\frac{\mathrm{d}}{\mathrm{d}a}(a)F=b(a)\frac{1}{a}=\underset{q=1}{\overset{\mathrm{}}{}}\stackrel{~}{m}_qa^{q1}$$

This equation can be found in , but it can already be extracted from ; see also  for a combinatorial proof.

The second derivatives are given by Eq. (4.3) with $`z(a)=b(a)`$:

$$\begin{array}{ccc}\hfill (a_1)(a_2)F& =\mathrm{log}\frac{b(a_1)b(a_2)}{1/a_11/a_2}\hfill & \\ & =\mathrm{log}\left(1\underset{q=2}{\overset{\mathrm{}}{}}\stackrel{~}{m}_q\underset{k=1}{\overset{q1}{}}a_1^ka_2^{qk}\right)\hfill & (5.3)\hfill \end{array}$$

Since the expression is in fact known for all $`t_q`$, one can differentiate once more and obtain the expression for the third derivatives at $`t_q=0`$ with little extra work. First one computes the expression of $`b(z)`$ at first order in $`t_q`$ via Eq. $`(3.2b)`$; one obtains after inversion

$$rz=b+\underset{q1}{}t_q\underset{k0}{}c_{qk}b^{k+1}+\mathrm{}t_q0$$

where the coefficients $`c_{qk}`$ are best expressed using their generating function

$$\underset{q1}{}\frac{a^q}{q}c_{qk}=\frac{\mathrm{d}b(a)}{\mathrm{d}a}b(a)^{k2}$$

Secondly one uses Eqs. (4.3) and (4.3) to deduce

$$(a_2)b(a_1)=\frac{}{a_1}\mathrm{log}(z(a_1)z(a_2))$$

Acting with $`(a_3)`$ on Eq. (4.3), setting $`t_q=0`$, using identities (5.4)–(5.4) and performing simple manipulations results in

$$\begin{array}{ccc}\hfill (a_1)(a_2)(a_3)F& =\frac{\mathrm{d}b(a_1)/\mathrm{d}a_1}{(b(a_1)b(a_2))(b(a_1)b(a_3))}+\frac{\mathrm{d}b(a_2)/\mathrm{d}a_2}{(b(a_2)b(a_1))(b(a_2)b(a_3))}\hfill & \\ & +\frac{\mathrm{d}b(a_3)/\mathrm{d}a_3}{(b(a_3)b(a_1))(b(a_3)b(a_2))}+1\hfill & (5.4)\hfill \end{array}$$

One can go to higher derivatives by further differentiation, but most likely, the expressions become more and more cumbersome.

6. Summary of results

In this paper we have investigated the expansion of the large $`N`$ HCIZ integral free energy in terms of powers of the moments of the matrices. We have shown that this free energy is the dispersionless tau function for the dispersionless 2D Toda hierarchy of partial differential equations, so that coefficients of the expansion satisfy an infinite set of non-linear relations. Also, we have seen that the solution of the Toda hierarchy is selected by a non-trivial string equation $`\{u^1,v^1\}=1`$. The following explicit results have been found: $``$ First, one can compute some infinite series of coefficients of the expansion using these differential equations. The example worked out in section 4 is the set of coefficients of the form $`\theta _1^k\stackrel{~}{\theta }_1^k`$; if $`x=\theta _1\stackrel{~}{\theta }_1`$, then $`\xi =x\mathrm{d}F/\mathrm{d}x`$ was found to satisfy the equation $`16\xi ^3+8\xi ^2+(136x)\xi +x(27x1)=0`$, that is

$$F=\theta _1\stackrel{~}{\theta }_1+\frac{1}{2}(\theta _1\stackrel{~}{\theta }_1)^2+\frac{4}{3}(\theta _1\stackrel{~}{\theta }_1)^3+6(\theta _1\stackrel{~}{\theta }_1)^4+\frac{176}{5}(\theta _1\stackrel{~}{\theta }_1)^5+\mathrm{}$$

More generally, one can compute generating series of coefficients involving only a finite number of distinct $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$ as solutions of algebraic equations; a more complicated example was given without proof, cf Eq. (4.3). In principle, this allows to compute any given coefficient required, although it does not give a closed expression for the whole function of the infinite set of $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$.

$``$ Secondly, one can obtain all the coefficients (as functions of the $`\stackrel{~}{\theta }_q`$) of the first few orders of the expansion in products of $`\theta _q`$: we rewrite their generating functions here (Eqs. (5.3), (5.3) and (5.4)):

$$\begin{array}{ccc}\hfill \frac{\mathrm{d}}{\mathrm{d}a}(a)F& =b(a)\frac{1}{a}\hfill & (\mathrm{6.1.1})\hfill \\ \hfill (a_1)(a_2)F& =\mathrm{log}\frac{b(a_1)b(a_2)}{1/a_11/a_2}\hfill & (\mathrm{6.1.2})\hfill \\ \hfill (a_1)(a_2)(a_3)F& =\frac{\mathrm{d}b(a_1)/\mathrm{d}a_1}{(b(a_1)b(a_2))(b(a_1)b(a_3))}+\frac{\mathrm{d}b(a_2)/\mathrm{d}a_2}{(b(a_2)b(a_1))(b(a_2)b(a_3))}\hfill & \\ & +\frac{\mathrm{d}b(a_3)/\mathrm{d}a_3}{(b(a_3)b(a_1))(b(a_3)b(a_2))}+1\hfill & (\mathrm{6.1.3})\hfill \end{array}$$

where in the rescaled variables, $`(a)=_{q1}a^q\frac{}{\theta _q}`$. The expansion is given in terms of the function $`b(a)=1/a+_{q1}\stackrel{~}{m}_qa^{q1}`$. The free cumulants $`\stackrel{~}{m}_q`$ can be reexpanded themselves in powers of the $`\stackrel{~}{\theta }_q`$: $`\stackrel{~}{m}_q=\stackrel{~}{\theta }_q\frac{q}{2!}_{\genfrac{}{}{0pt}{}{i,j1}{i+j=q}}\stackrel{~}{\theta }_i\stackrel{~}{\theta }_j+\frac{q(q+1)}{3!}_{\genfrac{}{}{0pt}{}{i,j,k1}{i+j+k=q}}\stackrel{~}{\theta }_i\stackrel{~}{\theta }_j\stackrel{~}{\theta }_k+\mathrm{}`$, so that we find for example

$$\begin{array}{ccc}\hfill F& =\underset{q1}{}\frac{1}{q}\theta _q\stackrel{~}{\theta }_q\hfill & \\ & \frac{1}{2}\underset{\genfrac{}{}{0pt}{}{q,r_1,r_21}{r_1+r_2=q}}{}\theta _q\stackrel{~}{\theta }_{r_1}\stackrel{~}{\theta }_{r_2}\hfill & \\ & \frac{1}{2}\underset{\genfrac{}{}{0pt}{}{r,q_1,q_21}{q_1+q_2=r}}{}\theta _{q_1}\theta _{q_2}\stackrel{~}{\theta }_r\hfill & \\ & +\frac{1}{4}\underset{\genfrac{}{}{0pt}{}{q_1,q_2,r_1,r_21}{q_1+q_2=r_1+r_2}}{}(q_1+q_2\mathrm{min}(q_1,q_2,r_1,r_2)+1)\theta _{q_1}\theta _{q_2}\stackrel{~}{\theta }_{r_1}\stackrel{~}{\theta }_{r_2}\hfill & \\ & +\frac{1}{6}\underset{\genfrac{}{}{0pt}{}{q,r_1,r_2,r_31}{q=r_1+r_2+r_3}}{}(q+1)\theta _q\stackrel{~}{\theta }_{r_1}\stackrel{~}{\theta }_{r_2}\stackrel{~}{\theta }_{r_3}\hfill & \\ & +\frac{1}{6}\underset{\genfrac{}{}{0pt}{}{r,q_1,q_2,q_31}{r=q_1+q_2+q_3}}{}(r+1)\theta _{q_1}\theta _{q_2}\theta _{q_3}\stackrel{~}{\theta }_r\hfill & \\ & +\mathrm{}\hfill & (6.2)\hfill \end{array}$$

with the appropriate symmetry of interchange of the $`\theta _q`$ and $`\stackrel{~}{\theta }_q`$.

Acknowledgements

The author would like to thank P. Biane, B. Collins, B. Eynard and especially I. Kostov and J.-B. Zuber for discussions.

References

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text:
# A description of entanglement in terms of quantum phase

## I Introduction

The ability to create and manipulate quantum states is a topic of increasing interest, with strong implications in areas of futuristic technology such as quantum computing, quantum cryptography, and quantum communications.

Entanglement, or nonlocal quantum correlations between spacelike separated systems, constitutes the essential resource for most, if not all, the applications in quantum information Nie01 ; Bou00 . In fact, the idea of entanglement has proved to be one of the most fertile and thought-generating properties of quantum mechanics and much work has been devoted to understanding how it can be quantified and manipulated Ben96 ; Ved97a ; Ved97 ; Eis99 ; Vid99 ; Ben00 ; Vid00

It is a general belief nowadays that bipartite pure-state entanglement is almost completely understood Tar01  (although some questions are still open for the mixed state case). This entanglement is usually introduced through quantum states that violate the classical locality requirement (i.e., violate the Clauser-Horne-Shimony-Holt inequality). In fact, the mathematical tool underlying this kind of treatments is the Schmidt bi-orthogonal expansion Per95 ; EkKn95 , since it allows us to write any pure state shared by two parties in a canonical form, where all the information about the nonlocal properties is contained in the Schmidt coefficients. However, in physical terms, entanglement is deeply linked to the superposition principle, which also plays a key role in the puzzling world of quantum interference. Thus, from this perspective, it is hardly surprising that nonlocal correlations can be interpreted in terms of well-defined phase relations between parties San00 , a point that goes almost unnoticed in the vast literature on the subject, in spite of the fact that phase is essential in understanding classical correlation phenomena Man95 .

Perhaps the most spectacular application of entanglement is the quantum computer, which would allow an exponential increase of computational speed for certain problems, once it is realized. The core of quantum computing are the logic gates Ek95  (it is known that any quantum computation can be reduced to a sequence of universal two qubit logic gates and one qubit local operation Vin95 ). The realization of these logic gates in trapped ions Mon95 , cavity QED Tur95 ; Rau99  and NMR Chu98 ; Jon98  have already been possible, showing the practical realization of two equivalent kinds of universal two qubit logic gates: a quantum controlled not gate and a quantum phase gate that differ from each other only by local operations Sol01 . The main problem these systems face is decoherence: it is essential to keep coherence of the qubits themselves and among them.

The moral we wish to extract from the previous discussion is that the concepts of phase and coherence for qubits are ubiquitous in the modern parlance of quantum information. However, the notions of phase for a qubit and of relative phase between qubits is loosely used in the literature, mainly because there is a lack of a clear prescription for dealing with such variables in the quantum world. Even worse, sometimes the concepts employed in this field are misleading. Therefore, a thorough explanation of the techniques needed to characterize the phase of qubit states will be of relevance to workers in the various diverse experimental fields currently under consideration for quantum computing technology. This is the main goal of this paper.

## II Phase for a single qubit

The system we wish to study lives in a two-dimensional Hilbert space spanned by two states, we shall denote by $`|0`$ and $`|1`$. In this Hilbert space, the operators

$`\widehat{S}_+=|10|,\widehat{S}_{}=|01|,`$
$`\widehat{S}_z={\displaystyle \frac{1}{2}}(|11||00|),`$ (1)
together with the identity $`\widehat{I}`$, form a complete set of linearly independent observables. They satisfy the commutation relations

$$[\widehat{S}_z,\widehat{S}_\pm ]=\pm \widehat{S}_\pm ,[\widehat{S}_+,\widehat{S}_{}]=2\widehat{S}_z,$$
(2)
which are distinctive from the su(2) algebra that describes angular momentum in quantum mechanics.

Loosely speaking, a two-state system is called a quantum bit or qubit Schu94 , in direct analogy with the classical bit of information (which consists in two distinguishable states of some system). Unlike the classical bit, a qubit can be in a superposition of the form

$$|\mathrm{\Psi }=\mathrm{sin}(\vartheta /2)|0+e^{i\phi }\mathrm{cos}(\vartheta /2)|1.$$
(3)
This corresponds to a 1/2 angular-momentum system, and we know Cohen90  that for this particular case $`\widehat{𝐒}=\widehat{𝝈}/2`$, $`\widehat{𝝈}`$ being the Pauli matrices. Then it is easy to work out that the mean values $`s_j=\mathrm{\Psi }|\widehat{S}_j|\mathrm{\Psi }`$ are given by

$`s_x`$ $`=`$ $`\mathrm{sin}\vartheta \mathrm{cos}\phi ,`$
$`s_y`$ $`=`$ $`\mathrm{sin}\vartheta \mathrm{sin}\phi ,`$
$`s_z`$ $`=`$ $`\mathrm{cos}\vartheta ,`$ (4)
where $`\widehat{S}_\pm =(\widehat{S}_x\pm i\widehat{S}_y)`$. This would support the naive belief that, when viewed in the Bloch sphere $`s_x^2+s_y^2+s_z^2=1`$, the parameter $`\phi `$ appears as the phase angle associated with the qubit and that it is canonically conjugate to $`s_z`$ Luis00 . Therefore, there is a widespread usage of dealing with this qubit phase $`\phi `$ as a state parameter instead of a quantum variable, as one could expect from the very basic principles of quantum mechanics Per95 .

To gain further insight in this point, let us note that

$$s_{}=\mathrm{\Psi }|\widehat{S}_{}|\mathrm{\Psi }=\mathrm{sin}\vartheta e^{i\phi },$$
(5)
so it is clear that the parameter $`\phi `$ can be obtained through the decomposition of $`s_{}`$ in terms of modulus and phase. Obviously, it is tempting to pursue this simple picture by taking into account that, at the operator level, the equivalent to the decomposition in terms of modulus and phase is a polar decomposition. Thus, it seems appropriate to define the operator counterpart of Eq. (5) by

$$\widehat{S}_{}=\sqrt{\widehat{S}_{}\widehat{S}_+}\widehat{E}.$$
(6)
Here the unitary operator $`\widehat{E}`$ represents the complex exponential of the qubit phase; i.e., $`\widehat{E}=e^{i\widehat{\mathrm{\Phi }}}`$, where $`\widehat{\mathrm{\Phi }}`$ is the Hermitian operator for the phase. The use of the polar decomposition of su(2) was pioneered by Lévy-Leblond Lev73 , and worked out from the mathematical viewpoint in Refs. Vou90  and Ell90 . Its application to the proper description of the atomic-dipole phase in quantum optics was fully developed in Ref. phasJCM .

It is not difficult to work out that the unitary solution of Eq. (6) is

$$\widehat{E}=|01|+e^{i\phi _0}|10|,$$
(7)
where $`\phi _0`$ is some arbitrary phase that corresponds to a matrix element undefined by Eq. (6) and that appears due to the unitarity requirement. The main features of this operator are largely independent of $`\phi _0`$, however for the sake of concreteness we can make a definite choice. For instance, according to Eq. (5), the complex conjugation of the qubit wave function $`|\mathrm{\Psi }`$ should reverse the sign of $`\widehat{\mathrm{\Phi }}`$ OC97 . This leads to the condition $`e^{i\phi _0}=1`$, and therefore

$$\widehat{E}=|01||10|,$$
(8)
whose eigenvectors are

$$|\phi _\pm =\frac{1}{\sqrt{2}}(|0\pm i|1).$$
(9)
It is worth mentioning that these states have been exploited in recent proposals of covariant cloning Bru00 ; Ari01 ; Cer02 .

To any smooth function $`F(\phi )`$ we can associate the operator

$$F(\widehat{\mathrm{\Phi }})=\underset{\pm }{}|\phi _\pm F(\phi _\pm )\phi _\pm |,$$
(10)
where the sum runs over the two possible eigenvalues. The mean value of this operator function can be computed as

$$F(\widehat{\mathrm{\Phi }})=\underset{\pm }{}F(\phi _\pm )P(\phi _\pm ),$$
(11)
where $`P(\phi _\pm )`$ is the probability distribution

$$P(\phi _\pm )=\mathrm{Tr}\left[\widehat{\varrho }|\phi _\pm \phi _\pm |\right],$$
(12)
for any state described by the density matrix $`\widehat{\varrho }`$. Two important remarks seem pertinent. First, note that $`\widehat{E}`$ is proportional to $`\widehat{S}_y`$. Also, because $`\widehat{E}^{}=\widehat{E}`$, we have $`\mathrm{cos}\widehat{\mathrm{\Phi }}=0`$, which is, certainly, a rather pathological behavior. This is caused by the small dimension of the system space as such strong relations no longer hold for dimensions greater than two. In other words, the two-dimensional Hilbert space where the qubit lives is not large enough to distinctly accommodate all different variables.

Second, and perhaps more striking, is that the qubit phase can take only two values, $`\pm \pi /2`$, due also to the dimension of the Hilbert space. While this statement seems rather reasonable when dealing with spin systems, it is scarcely recognized when dealing with qubits. Note the clear distinction between the state parameter $`\phi `$ in Eq. (3) and the outcome of a measurement of the qubit phase: the former is continuous, while the later is discrete and binary. We shall elaborate on this point in next Section.

## III Positive-operator valued measures for qubit phase

Given the singular behavior exhibited by the description of qubit phase in terms of a Hermitian operator, one may think preferable to use a positive-operator valued measure (POVM) taking continuous values in a $`2\pi `$ interval. Additionally, this formalism can include also fuzzy generalizations of the ideal phase description provided by $`|\phi _\pm \phi _\pm |`$, as in Eq. (12). To keep the discussion as self-contained as possible, we briefly recall that a POVM Hel76 ; Sha91  is a set of linear operators $`\widehat{\mathrm{\Delta }}(\phi )`$ furnishing the correct probabilities in any measurement process through the fundamental postulate that

$$P(\phi )=\mathrm{Tr}[\widehat{\varrho }\widehat{\mathrm{\Delta }}(\phi )].$$
(13)
The real valuedness, positiveness, and normalization of $`P(\phi )`$ impose

$$\widehat{\mathrm{\Delta }}^{}(\phi )=\widehat{\mathrm{\Delta }}(\phi ),\widehat{\mathrm{\Delta }}(\phi )0,_{2\pi }𝑑\phi \widehat{\mathrm{\Delta }}(\phi )=\widehat{I},$$
(14)
where the integral extends over any $`2\pi `$ interval of the form $`(\phi _0,\phi _0+2\pi )`$, $`\phi _0`$ being a fiducial or reference phase. Note that, in general, $`\widehat{\mathrm{\Delta }}(\phi )`$ are not orthogonal projectors like in the standard von Neumann measurements described by selfadjoint operators.

In addition to these basic statistical conditions, some other requirements must be imposed to ensure that $`\widehat{\mathrm{\Delta }}(\phi )`$ provides a meaningful description of the phase as a canonically conjugate variable with respect $`\widehat{S}_z`$ (even in the sense of a weak Weyl relation Gra95 ). Then, we require Leo95

$$e^{i\phi ^{}\widehat{S}_z}\widehat{\mathrm{\Delta }}(\phi )e^{i\phi ^{}\widehat{S}_z}=\widehat{\mathrm{\Delta }}(\phi +\phi ^{}),$$
(15)
which reflects nothing but the basic feature that a phase shifter is a phase-distribution shifter.

We must also take into account that a shift in $`\widehat{S}_z`$ should not change the phase distribution. Therefore, we require as well

$$\widehat{E}\widehat{\mathrm{\Delta }}(\phi )\widehat{E}^{}=\widehat{\mathrm{\Delta }}(\phi ),$$
(16)
which, loosely speaking, is the physical translation of the fact that phase should be complementary to the action variable $`\widehat{S}_z`$.

In Ref. phasJCM  it has been shown that for the case of an angle variable the most general POVM fulfilling these two properties is of the form

$$\widehat{\mathrm{\Delta }}_\gamma (\phi )=\frac{1}{2\pi }(\widehat{I}+\gamma e^{i\phi }\widehat{S}_++\gamma e^{i\phi }\widehat{S}_{}),$$
(17)
where $`\gamma 1`$ is a real number (otherwise its argument can be included in the definition of $`\phi `$) whose physical meaning will be elucidated soon. The phase distribution $`P(\phi )`$ induced by this POVM is of the form

$$P(\phi )=\frac{1}{2\pi }(1+ce^{i\phi }+c^{}e^{i\phi }),$$
(18)
with $`c=0|\widehat{\varrho }|1\gamma `$. This is a remarkably simple result that holds for any mixed state of the system.

This form allows us to examine some very general properties of the qubit phase. First, note that the information $`P(\phi )`$ conveys goes beyond what would strictly be the phase. Indeed, since

$`\widehat{S}_x`$ $`=`$ $`{\displaystyle \frac{1}{\gamma }}{\displaystyle _{2\pi }}𝑑\phi \mathrm{cos}\phi P(\phi ),`$
$`\widehat{S}_y`$ $`=`$ $`{\displaystyle \frac{1}{\gamma }}{\displaystyle _{2\pi }}𝑑\phi \mathrm{sin}\phi P(\phi ),`$ (19)
and $`\widehat{S}_x^2=\widehat{S}_y^2=\widehat{I}/4`$, $`P(\phi )`$ contains the complete statistics of $`\widehat{S}_x`$ and $`\widehat{S}_y`$. In fact, it contains the whole statistics of the qubit and not only of its phase.

Suppose now that we have the qubit described in terms of two different POVMs with $`\gamma _1`$ and $`\gamma _2`$, such that $`\gamma _1<\gamma _2`$. If one takes the dispersion $`D`$ as a measure of the phase uncertainty of the state, we have

$$D_j^2=1\left|_{2\pi }𝑑\phi e^{i\phi }P_j(\phi )\right|^2=1|c_j|^2,$$
(20)
and then, $`D_1D_2`$. This shows that $`P_1(\phi )`$ is always broader than $`P_2(\phi )`$ when $`\gamma _1<\gamma _2`$. Moreover, one can also check that

$$\widehat{\mathrm{\Delta }}_{\gamma _1}(\phi )=\frac{1}{2\pi }_{2\pi }𝑑\phi ^{}\left[1+\frac{\gamma _1}{\gamma _2}e^{i(\phi \phi ^{})}+\frac{\gamma _1^{}}{\gamma _2^{}}e^{i(\phi \phi ^{})}\right]\widehat{\mathrm{\Delta }}_{\gamma _2}(\phi ^{}).$$
(21)
Therefore, both POVMs contain the same information about the qubit: if one of them is known, the other one can be directly obtained.

A relevant feature of this approach is that it provides a qubit phase where any value of $`\phi `$ is allowed. However, we wish to emphasize that this continuous range of variation is not effective in the sense that the values of $`P(\phi )`$ at every point $`\phi `$ cannot be independent, and we can find relations between them irrespective of the qubit state. In other words, $`\widehat{\mathrm{\Delta }}(\phi )`$ cannot be linearly independent because the qubit Hilbert space is two dimensional and the algebra of operators acting on that Hilbert space is four dimensional.

This can be stated in a slightly different way: given the general form of $`P(\phi )`$ in Eq. (18), the complex parameter $`c`$ can be determined by the value of $`P(\phi )`$ at two $`\phi `$ points. Nevertheless, more manageable expressions appear if we use three points instead of two, such as $`\phi _r=2\pi r/3`$ ($`r=1,0,1`$). After some calculations we get

$$c=\frac{2\pi }{3}\underset{r=0,\pm 1}{}P(\phi _r)e^{i\phi _r},$$
(22)
which allows us to express $`P(\phi )`$ as

$$P(\phi )=\frac{1}{3}\underset{r,s=0,\pm 1}{}P(\phi _r)e^{is(\phi \phi _r)},$$
(23)
and so the knowledge of the three values $`P(\phi _r)`$ gives $`P(\phi )`$ at any other point $`\phi `$.

This effective discreteness allows us to compute the mean values of any function $`F(\phi )`$ in a way very similar to Eq. (11). Indeed, one has

$$F(\phi )=\frac{2\pi }{3}\underset{r=0,\pm 1}{}\stackrel{~}{F}(\phi _r)P(\phi _r),$$
(24)
where $`\stackrel{~}{F}`$ is related to $`F`$ by

$`{\displaystyle _{2\pi }}𝑑\phi e^{ik\phi }\stackrel{~}{F}(\phi )={\displaystyle _{2\pi }}𝑑\phi e^{ik\phi }F(\phi ),k=0,\pm 1,`$
$`{\displaystyle _{2\pi }}𝑑\phi e^{ik\phi }\stackrel{~}{F}(\phi )=0,|k|=\pm 2,\pm 3,\mathrm{}.`$ (25)
This last equation guarantees that for the function $`e^{ik\phi }`$ we have $`e^{ik\phi }=0`$, as it should be. Moreover, Eqs. (III) imply that

$$_{2\pi }𝑑\phi P(\phi )\stackrel{~}{F}(\phi )=_{2\pi }𝑑\phi P(\phi )F(\phi ),$$
(26)
for any $`P(\phi )`$. We conclude then that discreteness is inevitably at the heart of the qubit phase.

Finally, we shall consider two particular examples of POVMs that are admissible to describe the qubit phase. The first one consists in

$$\widehat{\mathrm{\Delta }}_{\mathrm{SG}}(\phi )=|\phi \phi |,$$
(27)
where

$$|\phi =\frac{1}{\sqrt{2\pi }}(|0+e^{i\phi }|1).$$
(28)
This is a finite-dimensional translation of the POVM generated by the Susskind-Glogower phase states in the Fock space of a harmonic oscillator SG64 ; revphas . One can check that it is of the general form (17) with $`\gamma =1`$. We think that the definition of this POVM is rather reasonable: while the operator $`\widehat{E}`$ selects an orthogonal basis from the set $`|\phi `$, this POVM, on the contrary, does not privilege any $`|\phi `$ and all of them play the same role.

In the case of a single-mode quantum field, a widely used conception of phase is based on examining quasiprobability distributions in phase space Per91 ; Sch01 . Among them, one of the most interesting and studied comes from the $`Q`$ function. A POVM for the field phase can be defined then in terms of radial integration, much in the spirit of the classical conception. The natural translation of this procedure to our qubit problem involves the use of SU(2) coherent states for a 1/2 angular momentum Per86

$$|\vartheta ,\phi =\mathrm{sin}(\vartheta /2)|0+e^{i\phi }\mathrm{cos}(\vartheta /2)|1.$$
(29)
and the $`Q`$-function they define as

$$Q(\vartheta ,\phi )=\frac{1}{2\pi }\mathrm{Tr}[\widehat{\varrho }|\vartheta ,\phi |\vartheta ,\phi |].$$
(30)
This $`Q`$ function can be regarded as a natural probability distribution in the associated qubit phase space, which is the manifold of SU(2). Now, we can define a POVM for $`\phi `$ by a marginal integration over $`\vartheta `$; that is,

$$\widehat{\mathrm{\Delta }}_Q(\phi )=\frac{1}{2\pi }_0^\pi 𝑑\vartheta \mathrm{sin}\vartheta |\vartheta ,\phi \vartheta ,\phi |,$$
(31)
which corresponds to Eq. (17) with $`\gamma =\pi /4.`$

Note that we have focused on the case of a single qubit. The generalization of this formalism to a collection of $`N`$ identical qubits is straightforward: the operators $`\widehat{S}_+`$ and $`\widehat{S}_+`$ constitute then a $`(N+1)`$-dimensional representation of su(2) Per95  and, in consequence, the qubit phase takes $`N+1`$ distinct values. In terms of POVMs, the discreteness is also present but now we need to know the value of $`P(\phi )`$ at $`N+1`$ independent points. In other words, the general form of $`P(\phi )`$ involves only $`N+1`$ different frequencies, and the Fourier series can be inverted from the knowledge of $`P(\phi )`$ in $`N+1`$ points.

## IV Relative phase for two qubits

Let us assume now that we have two such qubits, which we shall label by the subscripts A and B (in the language of quantum information, the first qubit belongs to Alice and the second one belongs to Bob). It seems natural to introduce the exponentials of the phase sum $`\widehat{E}_{(+)}`$ and phase difference $`\widehat{E}_{()}`$ by the unitary operators

$$\widehat{E}_{(+)}=\widehat{E}_\mathrm{A}\widehat{E}_\mathrm{B},\widehat{E}_{()}=\widehat{E}_\mathrm{A}\widehat{E}_\mathrm{B}^{}.$$
(32)
We have used the subscripts $`(+)`$ and $`()`$ for sum and difference to distinguish clearly from the symbols of ladder operators. We also introduce the operators (for simplicity we drop henceforth the subscript $`z`$ from $`\widehat{S}_{(+)}`$ and $`\widehat{S}_{()}`$, since there is no risk of confusion)

$$\widehat{S}_{(+)}=\widehat{S}_{z,\mathrm{A}}+\widehat{S}_{z,\mathrm{B}},\widehat{S}_{()}=\widehat{S}_{z,\mathrm{A}}\widehat{S}_{z,\mathrm{B}},$$
(33)
that satisfy the commutation relations

$`[\widehat{E}_{(+)},\widehat{S}_{(+)}]=\widehat{E}_{(+)},[\widehat{E}_{()},\widehat{S}_{()}]=\widehat{E}_{()},`$
$`[\widehat{E}_{(+)},\widehat{S}_{()}]=0,[\widehat{E}_{()},\widehat{S}_{(+)}]=0.`$ (34)
so $`\widehat{E}_{(+)}`$ ($`\widehat{E}_{()}`$) is canonically conjugate to $`\widehat{S}_{(+)}`$ ($`\widehat{S}_{()}`$). Note also that the vectors $`|\phi _\mathrm{A},\phi _\mathrm{B}=|\phi _\mathrm{A}|\phi _\mathrm{B}`$ are simultaneous eigenvectors of $`\widehat{E}_{(+)}`$ and $`\widehat{E}_{()}`$, with eigenvalues $`e^{i\phi _+}=e^{i(\phi _\mathrm{A}+\phi _\mathrm{B})}`$ and $`e^{i\phi _{}}=e^{i(\phi _\mathrm{A}\phi _\mathrm{B})}`$, respectively.

The previous definition of phase sum and difference seems appropriate because it is in accordance with the algebra of complex numbers. However, due to its periodic character, adding and subtracting phases must be done with some care Bar90 ; PDPD . Since each individual phase is expressed in a $`2\pi `$ range, the eigenvalue spectra of the sum and difference operators have widths of $`4\pi `$, and this is not compatible with the idea that a phase variable (even if it is a phase sum or difference) must be $`2\pi `$ periodic. Thus, we must devise a way to cast the phase sum and difference into the $`2\pi `$ range.

This problem can be traced back to the fact that while $`(\widehat{E}_\mathrm{A},\widehat{E}_\mathrm{B})`$, $`(\widehat{S}_{z,\mathrm{A}},\widehat{S}_{z,\mathrm{B}})`$ or $`(\widehat{S}_{(+)},\widehat{S}_{()})`$, are complete sets of commuting operators, this is not true for $`(\widehat{E}_{(+)},\widehat{E}_{()})`$, since the vectors $`|\phi _\mathrm{A},\phi _\mathrm{B}`$ and $`|\phi _\mathrm{A}+\pi ,\phi _\mathrm{B}+\pi `$ have the same phase sum and difference. In consequence, another commuting operator must be considered to describe the system. In Ref. angle , dealing with the problem of angle sum and difference, it has been proposed using the operator

$$\widehat{V}=e^{2i\pi \widehat{S}_{(+)}},$$
(35)
which commutes with $`\widehat{E}_{(+)}`$ and $`\widehat{E}_{()}`$:

$$[\widehat{E}_{(+)},\widehat{V}]=[\widehat{E}_{()},\widehat{V}]=0.$$
(36)
Therefore, $`(\widehat{E}_{(+)},\widehat{E}_{()},\widehat{V})`$, is a complete set of commuting operators, whose associated basis is

$$|\phi _+,\phi _{},v=\frac{e^{iv\phi _\mathrm{A}}}{2}\left[|\phi _\mathrm{A},\phi _\mathrm{B}+(1)^v|\phi _\mathrm{A}+\pi ,\phi _\mathrm{B}+\pi \right],$$
(37)
with $`v=0,1`$ and

$$\phi _\mathrm{A}=\frac{1}{2}(\phi _++\phi _{}),\phi _\mathrm{B}=\frac{1}{2}(\phi _+\phi _{}).$$
(38)
The complex exponential in the definition (37) has been introduced for convenience, in order to get the same expression $`|\phi _+,\phi _{},v`$ when $`\phi _\mathrm{A}`$ and $`\phi _\mathrm{B}`$ are replaced by $`\phi _\mathrm{A}+\pi `$ and $`\phi _\mathrm{B}+\pi `$. Then, the action of $`\widehat{V}`$ in this basis is

$$\widehat{V}|\phi _+,\phi _{},v=(1)^v|\phi _+,\phi _{},v,$$
(39)
and we have the resolution of the identity

$$\widehat{I}=\underset{v=0,1}{}_{2\pi }_{2\pi }𝑑\phi _+𝑑\phi _{}|\phi _+,\phi _{},v\phi _+,\phi _{},v|.$$
(40)
The proper joint probability distribution $`𝒫`$ (cast into a $`2\pi `$ range) for the phase sum and difference associated with a system state $`\widehat{\varrho }`$ is

$$𝒫(\phi _+,\phi _{})=\underset{v=0,1}{}\phi _+,\phi _{},v|\widehat{\varrho }|\phi _+,\phi _{},v,$$
(41)
which is nothing but the sum of the contributions from each value of $`v`$.

We can express $`𝒫(\phi _+,\phi _{})`$ in terms of the probability distribution for the individual phases $`P(\phi _\mathrm{A},\phi _\mathrm{B})=\phi _\mathrm{A},\phi _\mathrm{B}|\widehat{\varrho }|\phi _\mathrm{A},\phi _\mathrm{B}`$ in the form

$`𝒫(\phi _+,\phi _{})`$ $`=`$ $`{\displaystyle \frac{1}{2}}\{P[(\phi _++\phi _{})/2,(\phi _+\phi _{})/2]`$
$`+`$ $`P[(\phi _++\phi _{})/2+\pi ,(\phi _+\phi _{})/2+\pi ]\}.`$
Another equivalent procedure is to note that we must get the same mean values for any periodic function of the phase sum and difference whether we use the variables $`(\phi _+,\phi _{})`$ or $`(\phi _\mathrm{A},\phi _\mathrm{B})`$, which translates into

$`{\displaystyle _{2\pi }}{\displaystyle _{2\pi }}𝑑\phi _+𝑑\phi _{}e^{ik\phi _+}e^{il\phi _{}}𝒫(\phi _+,\phi _{})`$
$`={\displaystyle _{2\pi }}{\displaystyle _{2\pi }}𝑑\phi _\mathrm{A}𝑑\phi _\mathrm{B}e^{ik(\phi _\mathrm{A}+\phi _\mathrm{B})}e^{il(\phi _\mathrm{A}\phi _\mathrm{B})}P(\phi _\mathrm{A},\phi _\mathrm{B}).`$
Since $`𝒫(\phi _+,\phi _{})`$ and $`P(\phi _\mathrm{A},\phi _\mathrm{B})`$ are $`2\pi `$-periodic functions, these equalities determine $`𝒫(\phi _+,\phi _{})`$ completely, as can be shown by using a simple Fourier analysis angle .

We can now generalize the transformation law (IV) to any POVM. It is clear that the joint probability distribution function $`P(\phi _\mathrm{A},\phi _\mathrm{B})`$ arises from $`\widehat{\mathrm{\Delta }}(\phi _\mathrm{A},\phi _\mathrm{B})`$ defined by

$$\widehat{\mathrm{\Delta }}(\phi _\mathrm{A},\phi _\mathrm{B})=\widehat{\mathrm{\Delta }}_{\gamma _\mathrm{A}}(\phi _\mathrm{A})\widehat{\mathrm{\Delta }}_{\gamma _\mathrm{B}}(\phi _\mathrm{B}),$$
(44)
and then the use of (IV) leads to the following POVM for the phase sum and difference cast into a $`2\pi `$ range

$`\widehat{\mathrm{\Lambda }}(\phi _+,\phi _{})`$ $`=`$ $`{\displaystyle \frac{1}{2}}\{\widehat{\mathrm{\Delta }}[(\phi _++\phi _{})/2,(\phi _+\phi _{})/2]`$
$`+`$ $`\widehat{\mathrm{\Delta }}[(\phi _++\phi _{})/2+\pi ,(\phi _+\phi _{})/2+\pi ]\}.`$
When focusing on the phase difference, the associated POVM is defined by

$$\widehat{\mathrm{\Lambda }}(\phi _{})=_{2\pi }𝑑\phi _+\widehat{\mathrm{\Lambda }}(\phi _+,\phi _{}),$$
(46)
which is equivalent to

$$\mathrm{\Lambda }(\phi _{})=_{2\pi }𝑑\phi ^{}\widehat{\mathrm{\Delta }}_{\gamma _\mathrm{A}}(\phi _{}+\phi ^{})\widehat{\mathrm{\Delta }}_{\gamma _\mathrm{B}}(\phi ^{}).$$
(47)
This equation allows us to provide an alternative approach to the fuzzy description of phase Hel74 . If we consider that the density operator factorizes, $`\widehat{\varrho }_\mathrm{A}\widehat{\varrho }_\mathrm{B}`$, the phase difference can be regarded as a measure of the phase $`\phi _\mathrm{A}`$ relative to a given reference state described by $`\widehat{\varrho }_\mathrm{B}`$.

## V Degree of entanglement for two qubits

Various measures of entanglement have been proposed Jae93 ; Shi95 ; Woo97 ; Run01 ; Abo01 ; Man02  so far, each one having its own merits and emphasizing different aspects of the phenomenon. We stress, however, that a closer examination reveals that much of these seemingly unconnected notions are actually identical Abo01 .

Given the distinguished role assigned in this paper to the relative phase, it seems almost compulsory to discuss a possible measure of entanglement within this framework. For simplicity, we shall restrict our attention to the case of two qubits.

Let us first recall some previous well-established definitions. A bipartite state $`|\mathrm{\Psi }_{\mathrm{A}\times \mathrm{B}}`$ is said to be factorizable if it can be factored into a product $`|\mathrm{\Psi }_{\mathrm{A}\times \mathrm{B}}=|\mathrm{\Psi }_\mathrm{A}|\mathrm{\Psi }_\mathrm{B},`$ where $`|\mathrm{\Psi }_\mathrm{A}_\mathrm{A}`$ and $`|\mathrm{\Psi }_\mathrm{B}_\mathrm{B}`$, and $`_\mathrm{A}`$ and $`_\mathrm{B}`$ are the Hilbert spaces of the individual qubits. An entangled state is one for which this is not possible. A maximally entangled bipartite state $`|\mathrm{\Psi }_{\mathrm{max}}`$ satisfies the conditions

$$\mathrm{Tr}_\mathrm{A}(|\mathrm{\Psi }_{\mathrm{max}}\mathrm{\Psi }_{\mathrm{max}}|)=\frac{1}{2}\widehat{I}_\mathrm{B},\mathrm{Tr}_\mathrm{B}(|\mathrm{\Psi }_{\mathrm{max}}\mathrm{\Psi }_{\mathrm{max}}|)=\frac{1}{2}\widehat{I}_\mathrm{A},$$
(48)
where $`\mathrm{Tr}_\mathrm{A}`$ and $`\mathrm{Tr}_\mathrm{B}`$ stand for tracing over the subspaces $`_\mathrm{A}`$ and $`_\mathrm{B}`$, respectively. Equation (48) implies that each subsystem, when considered alone, is in a maximally mixed state, although the state of the system as a whole is pure.

The general bipartite state of two qubits may be expanded in the $`\{|0,|1\}`$ bases of $`_\mathrm{A}`$ and $`_\mathrm{B}`$ in the usual form

$$|\mathrm{\Psi }_{\mathrm{AB}}=\alpha _1|0_\mathrm{A}0_\mathrm{B}+\alpha _2|0_\mathrm{A}1_\mathrm{B}+\alpha _3|1_\mathrm{A}0_\mathrm{B}+\alpha _4|1_\mathrm{A}1_\mathrm{B},$$
(49)
where $`_j|\alpha _j|^2=1`$. However, for our purposes here it proves more convenient to write this state in terms of a Schmidt decomposition Per95

$$|\mathrm{\Psi }_{\mathrm{AB}}=\kappa _1|x_1,y_1+\kappa _2|x_2,y_2,$$
(50)
where $`\{|x_1,|x_2\}`$ and $`\{|y_1,|y_2\}`$ are orthonormal bases of $`_\mathrm{A}`$ and $`_\mathrm{B}`$, respectively, and $`\kappa _1`$ and $`\kappa _2`$ are real nonnegative coefficients satisfying $`\kappa _1^2+\kappa _2^2=1`$ and $`\kappa _1\kappa _2`$. In particular, we shall choose

$`|x_k`$ $`=`$ $`a_k|0_\mathrm{A}+b_k|1_\mathrm{A},`$
$`|y_k`$ $`=`$ $`\alpha _k|0_\mathrm{B}+\beta _k|1_\mathrm{B},`$ (51)
for $`k=1,2`$; i.e., the corresponding bases are related by general local unitary transformations (obviously, the coefficients must fulfill constraints in order to ensure the orhonormality of the transformed bases).

Let us assume that the phases of this bipartite system are described by a POVM such as (IV). For the general state described in (50) one can easily compute the joint probability distribution $`𝒫(\phi _+,\phi _{})`$ as

$`𝒫(\phi _+,\phi _{})`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle \underset{k,l}{}}\kappa _k\kappa _l[1+\gamma _\mathrm{A}\gamma _\mathrm{B}`$ (52)
$`\times `$ $`(a_k\alpha _kb_l^{}\beta _l^{}e^{i\phi _+}+b_k\beta _ka_l^{}\alpha _l^{}e^{i\phi _+}+a_k\beta _kb_l^{}\alpha _l^{}e^{i\phi _{}}+\alpha _kb_ka_l^{}\beta _l^{}e^{i\phi _{}})].`$
Once obtained this joint probability distribution, we can proceed further by calculating the associated dispersions

$`D^+`$ $`=`$ $`1\left|{\displaystyle _{2\pi }}𝑑\phi _+e^{\pm i\phi _+}𝒫(\phi _+,\phi _{})\right|^2`$
$`=`$ $`1\left({\displaystyle \frac{\gamma _\mathrm{A}\gamma _\mathrm{B}}{4\pi ^2}}\right)^2\left|{\displaystyle \underset{k}{}}\kappa _ka_k\alpha _k\right|^2\left|{\displaystyle \underset{l}{}}\kappa _lb_l\beta _l\right|^2,`$
$`D^{}`$ $`=`$ $`1\left|{\displaystyle _{2\pi }}𝑑\phi _{}e^{\pm i\phi _{}}𝒫(\phi _+,\phi _{})\right|^2`$ (53)
$`=`$ $`1\left({\displaystyle \frac{\gamma _\mathrm{A}\gamma _\mathrm{B}}{4\pi ^2}}\right)^2\left|{\displaystyle \underset{k}{}}\kappa _k\alpha _kb_k\right|^2\left|{\displaystyle \underset{l}{}}\kappa _la_l\beta _l\right|^2.`$
We stress that these are the only relevant phase-related quantities involved in the problem and, in addition, they are accessible to the experiment Jul01 .

We propose to define the degree of entanglement by

$$𝔻=\frac{|D^+D^{}|}{\mathrm{\Gamma }},$$
(54)
where the constant

$$\mathrm{\Gamma }=\left(\frac{\gamma _\mathrm{A}\gamma _\mathrm{B}}{2\pi ^2}\right)^2$$
(55)
has been chosen so as to normalize $`0𝔻1`$. Obviously, for any separable state we have $`\kappa _1=1,\kappa _2=0`$ and then $`𝔻=0`$. On the opposite limit, for the “magic” Bell basis, which is especially germane for displaying correlations between Alice’s and Bob’s qubits Per95 ,

$`|\mathrm{\Psi }^\pm `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(|0_\mathrm{A}1_\mathrm{B}\pm |1_\mathrm{A}0_\mathrm{B}),`$
$`|\mathrm{\Phi }^\pm `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(|0_\mathrm{A}0_\mathrm{B}\pm |1_\mathrm{A}1_\mathrm{B}),`$ (56)
one can immediately check that $`𝔻=1`$.

As a simple, but nontrivial example, let us consider the family of nonmaximally entangled states parametrized by

$$|\mathrm{\Phi }_\epsilon ^\pm =\frac{1}{\sqrt{2}}\{[\epsilon |0_\mathrm{A}+(1\epsilon )|1_\mathrm{A}]/𝒩|0_\mathrm{B}\pm |1_\mathrm{A}1_\mathrm{B}\},$$
(57)
where $`𝒩`$ is a constant ensuring the proper normalization of the state. Note that when $`\epsilon 1`$ these states become the (maximally entangled) Bell states $`|\mathrm{\Phi }^\pm `$, while for $`\epsilon 0`$ they tend to the (separable) states $`|1_\mathrm{A}(|0_\mathrm{B}\pm |1_\mathrm{B})/\sqrt{2}`$. For this family one has

$$𝔻=\frac{\epsilon ^2}{𝒩^2}.$$
(58)
Apart from mathematical subtleties, we think that the appeal of this new measure is that it relies on observable quantities that can be recast in terms of measurements of two-particle visibility Jae93 . It is a general belief Bou00  that the information encoded by these bipartite entangled states only lies in the relative qubit properties and not in the local ones. This is exactly the purpose of the parameter $`𝔻`$: using phase sum and phase difference this property is fully brought out.

## VI Conclusions

In this paper we have investigated a description of the phase for a qubit in terms of a proper polar decomposition of its amplitude, much in the spirit of our previous work on the subject. Perhaps, the most striking consequence of this description is that such a phase can take only two values: $`\pm \pi /2`$.

We have also considered some other generalized descriptions in terms of POVMs. Although these formalisms give different results, they share a lot of properties. In particular, we have shown an effective discreteness even if, in principle, a continuous range of variation is assumed.

We have discussed the subtleties that arise when considering the relative phase for two qubits. We have presented a procedure to cast individual phases to phase sum and phase difference. The relative phase that emerges from this casting procedure is a powerful tool for examining entanglement. In particular, we have proposed a measure of entanglement involving only relative-phase dispersions, which are physically measurable quantities.