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# Multi-Model Cantor Sets

## Introduction

A multi-model Cantor set is a metric space which has the following property. There is a partition of $`C`$ into finitely many clopens $`A_1,A_2,\mathrm{},A_n`$ (called models) so that given any point $`x`$ in $`C`$ and $`ϵ>0`$ there is a neighborhood $`U`$ of $`x`$ with $`diam(U)<ϵ`$ and a metric similarity mapping $`U`$ onto one of the models.

Such a Cantor set is described by a map $`\tau :CC`$ which is a piecewise metric similarity (an expanding map). One may consider the Cantor set as determined by the dynamical system $`\tau `$. The middle third Cantor set is an example of a multi-model Cantor set where one model suffices.

The middle third Cantor set is self-similar. At every scale it contains identical copies of itself. In a sense a multi-model Cantor set has finitely many local pictures which are replicated, at different scales, everywhere. This behaviour is similar to certain fractals, such as Julia Sets, which have a compact family of local geometries, (rather than a finite family).

We associate to $`C=C(\tau )`$ and a constant $`d>0`$, an $`n\times n`$ matrix $`M_d`$ with non-negative entries. Roughly speaking the $`i,j`$ entry of $`M_d`$ is the sum of the $`d`$-powers of the inverse scale factors of the similarities of the clopens (later called clones) of type $`i`$ contained in model $`j`$. This matrix determines the Hausdorff measure and dimension as follows. We use $`_\delta `$ to denote the $`d`$-dimensional Hausdorff measure.

Theorem 1. Suppose $`d>0`$ and $`C`$ is a multi-model Cantor set with matrix $`M_d`$ and $`\lambda _d`$ is the Frobenius eigenvalue for each $`M_d`$. Let $`d`$ be chosen such that $`\lambda _d=1`$. Then the Hausdorff measure of $`C`$ is finite and non-zero in this dimension. Therefore $`d`$ is the Hausdorff dimension of $`C`$. Also, let $`\stackrel{}{v}`$ be the Frobenius eigenvector of $`M_d`$ such that $`\underset{i=1}{\overset{n}{}}v_i=_d(C)`$ then $`v_i=_d(A_i)`$.

This result is given at the end of section 4. Then in section 5 we investigate bilipschitz maps between multi-model Cantor sets. We prove that every bilipschitz map from one multi-model Cantor set to another is measure linear (has constant Radon-Nikodym derivative) on some clopen. This is a generalization of the results of Cooper , Pignataro  and Vu’o’ng ,  to this wider class of Cantor set. We use this in corollary 4 to provide an invariant up to bilipschitz homeomorphism of such Cantor sets. These results are from the author’s Master’s thesis .

## 1 Definitions

We are concerned, in this paper, with the study of Cantor sets with particular metrics. In the following sections we shall show some results about the Hausdorff measure of these Cantor sets. In order to make these results clearer to the reader we include the definitions of similarity map, $`K`$-bilipschitz map, and diameter and state two elementary results concerning Hausdorff dimension.

Definition. A surjective map $`f:XY`$ between metric spaces is a similarity map if there is a constant $`K>0`$ such that for all $`x_1,x_2`$ in $`X`$

$$d_Y(f(x_1),f(x_2))=Kd_X(x_1,x_2).$$

Definition. A map $`f:XY`$ between metric spaces is $`K`$-bilipschitz if there is a constant $`K>0`$ such that for all $`x_1,x_2`$ in $`X`$

$$\frac{1}{K}d_X(x_1,x_2)d_Y(f(x_1),f(x_2))Kd_X(x_1,x_2).$$

Definition. For a set $`U`$ contained in a metric space $`X`$, the diameter of $`U`$ is given by

$$diam(U)=\underset{x,yU}{sup}d_X(x,y).$$

###### Lemma 1.

Suppose $`X`$ is a metric space and $`d>0`$ and the $`d`$-dimensional Hausdorff measure of $`X`$ satisfies $`0<_d(X)<\mathrm{}`$. Then $`d`$ is the Hausdorff dimension of $`X`$.

###### Proof.

This follows directly from the definition. ∎

###### Lemma 2.

Let $`X`$, $`Y`$ be metric spaces. Let $`f:XY`$ be a surjective similarity map with scale factor $`K>0`$, then

$$_\delta (Y)=K^\delta _\delta (X).$$

###### Proof.

This follows directly from the definition. ∎

## 2 The Middle Third Cantor Set

Recall that a topological space $`C`$ is a Cantor set if it is compact, totally disconnected, perfect and non-empty. It is a fact that any two Cantor sets are homeomorphic. The situation becomes more interesting when one puts a metric on a Cantor set and studies bilipschitz homeomorphisms, as shall be seen in section 5.

In this paper we are interested in considering Cantor sets which arise from dynamical systems. We illustrate this by exhibiting a dynamical system which generates the middle third Cantor set. This dynamical system is determined by a clone structure which we shall now describe.

Let $`I=[0,1]`$, $`A_1=[0,\frac{1}{3}]`$ and $`A_2=[\frac{2}{3},1]`$ and define the clone maps $`\tau _i:A_iI`$ by

$$\tau _1=3x\text{and}\tau _2=3x2.$$

Then this clone structure is either denoted as $`(A_1,\tau _1,A_2,\tau _2)`$ or, because the domain $`A_i`$ is implicit in the definition of $`\tau _i`$, it can also be denoted $`(\tau _1,\tau _2)`$.

To construct the middle third Cantor set from the dynamical system we define the map $`\tau =\tau _1\tau _2:A_1A_2I`$ by

$$\tau (x)=\{\begin{array}{cc}3x\hfill & \text{ if }xA_1;\hfill \\ 3x2\hfill & \text{ if }xA_2.\hfill \end{array}$$

Observe that $`\tau `$ maps each of the $`A_i`$ linearly onto $`I`$. Then

$$\tau ^1(I)=A_1A_2=C_1.$$

In general

$$\tau ^n(I)=C_n$$

is a disjoint union of $`2^n`$ intervals, each of length $`3^n`$. The middle third Cantor set is

$$C(\tau )=\underset{n=0}{\overset{\mathrm{}}{}}\tau ^n(I).$$

We must note though that the clone structure is not unique. At each level any clone can be replaced by a finite collection of clones which partition it. Therefore we usually refer to a Cantor set $`C`$, rather than $`C(\tau )`$. In figures 1 and 2 we show two different clone structures for the middle third Cantor set.

Having chosen a clone structure we shall call a clopen a clone if it is the domain of a composition of clone maps in the clone structure. The empty composition is the identity map so the entire Cantor set $`C`$ is also a clone. The level of the Cantor set is defined to be 0. The level of any other clone is defined to be $`n`$ if the smallest clone which properly contains it has level $`n1`$. Hence the middle third Cantor set has two level-1 clones: $`A_1=C[0,\frac{1}{3}]`$ and $`A_2=C[\frac{2}{3},1].`$ Note that we will abuse notation and use $`A_1`$ to represent both the interval $`[0,1/3]`$ and also the subset of the Cantor set contained in $`[0,1/3]`$. A clone $`B`$ is said to be at relative level 1 to a clone $`D`$ if given the level of clone $`D`$ as $`n`$ then the level of clone $`B`$ is $`n+1`$.

The middle third Cantor set is generated by 2 similarity maps, each with a similarity factor of 3. Cantor sets can be generated by two or more maps with various similarity factors. They can also be generated in higher dimensions in Euclidean space ,  or in a general metric space . Below is a pictorial representation of a Cantor set in $`^2`$. This Cantor set is given by a dynamical system; a clone structure.

Figure 3 is a Cantor set in $`^2`$. It has 3 level-1 clones, $`A_1,A_2,A_3`$. Below we describe how each level-1 clone is mapped onto the largest rectangle. Each clone contains a scaled down copy of the entire Cantor set. A clone structure on this Cantor set can be described by three similarity maps. If the origin is considered to be the top left vertex of the rectangle $`A`$, then the map $`\tau _1:A_1A`$ is a stretch by a factor of 2, $`\tau _2:A_2A`$ is a rotation by $`\frac{\pi }{2}`$ radians clockwise, a stretch by a factor of 2 and a translation and $`\tau _3:A_3A`$ is a rotation by $`\pi `$ radians, a stretch by a factor of 4 and a translation.

## 3 Multi-Model Cantor Sets

In section 2 we discussed clone Cantor sets in metric spaces arising from dynamical systems, where each clone can be mapped onto the whole Cantor set by using a similarity clone map. In this section we shall be looking at a new class of examples, called multi-model Cantor sets which also arise from dynamical systems.

In Vu’o’ng’s thesis  and paper , he studied clone Cantor sets which can be determined by collections $`\{\tau _1,\tau _2,\mathrm{},\tau _q\}`$ where the $`A_i`$ are level-1 clones of $`C`$ and the $`\tau _i:A_iC`$ are level-1 clone maps of $`C`$. Vu’o’ng was considering Cantor sets where each clone is mapped onto the unit cube in $`^n`$ by a clone map. In other words he was considering Cantor sets which look the same everywhere. In a sense a multi-model Cantor set has finitely many local pictures which are replicated, at different scales, everywhere.

Definition. Let $`(C,d)`$ be a metric space. Let $`A_1,A_2,\mathrm{},A_n`$ be a partition of $`C`$ by clopens. The $`A_j`$ are called models. Let $`E_1,E_2,\mathrm{},E_m`$ be another partition of $`C`$ by clopens such that each $`E_i`$ is contained in some $`A_j`$. The $`E_i`$ are called level-1 clones. We require that each $`A_j`$ contains at least 2 of the $`E_i`$ hence $`m2n`$. For each $`E_i`$ there is a surjective similarity map $`\tau _i:E_iA_j`$ for some $`j`$. We say that $`(\tau _1,E_1,\tau _2,E_2,\mathrm{},\tau _m,E_m)`$ is a clone structure of a multi-model Cantor set, $`C`$.

As before we define the piecewise metric similarity

$$\tau =\underset{i=1}{\overset{m}{}}\tau _i:\underset{i=1}{\overset{m}{}}E_i\underset{j=1}{\overset{n}{}}A_j.$$

We may construct examples in Euclidean space by using similarities of $`^n`$. For example if $`A`$ is a hypercube in $`^n`$ we obtain a nested set of clopens $`\{C_n\}`$ where

$$C_n=\tau ^n(A).$$

Then the multi-model Cantor set is the intersection

$$C(\tau )=\underset{n=0}{\overset{\mathrm{}}{}}\tau ^n(A).$$

Each model and each clone in a multi-model Cantor set has a type. By definition each model $`A_j`$ is of type $`j`$. Each clone $`E_i`$ is defined to be the same type as the model it is mapped to by $`\tau _i`$. Clones at higher levels are defined to be of the same type as the model they are mapped to by compositions of the similarity maps, $`\tau _i`$.

Each $`\tau _i`$ is a similarity map from a level-1 clone to a model. There is a lot of information we need to convey with the label $`\tau _i`$, such as which model the clone $`E_i`$ is mapped to and which it is contained in. For the sake of clarity we use only one subscript throughout most of this paper. In the next two paragraphs we include an explanation of the rules for compositions of these similarity maps. To do this we introduce three indices for each map which we shall subsequently omit in later sections.

We define $`\tau _i=\tau _{\alpha ,\beta ,r}:E_iA_\beta `$ where $`1\alpha n`$, $`1\beta n`$ and $`1rR_{\alpha ,\beta }`$. Here $`\alpha `$ is the type of model the level-1 clone $`E_i`$ is contained in, $`\beta `$ is the type of the level-1 clone $`E_i`$, and $`R_{\alpha ,\beta }`$ is the number of level-1 clones of type $`\beta `$, contained in model $`\alpha `$.

The compositions of these similarity maps are called clone-model maps. They carry the restriction that if $`\tau _{\alpha ,\beta ,r}`$ is composed with $`\tau _{\gamma ,\delta ,l}`$ to form $`\tau _{\gamma ,\delta ,l}\tau _{\alpha ,\beta ,r}`$ then $`\alpha `$ must be equal to $`\delta `$. For example $`\tau _{1,\mathrm{𝟑},1}\tau _{\mathrm{𝟏},2,2}`$ is not a possible composition, but $`\tau _{2,\mathrm{𝟑},1}\tau _{\mathrm{𝟑},2,2}`$ is. Also, the index in the $`\beta `$ position of the first map and the index in the $`\alpha `$ position on the last map must be the same. For example, $`\tau _{\mathrm{𝟐},3,1}\tau _{3,1,1}\tau _{1,\mathrm{𝟑},1}`$ is not defined but $`\tau _{\mathrm{𝟑},3,1}\tau _{3,1,1}\tau _{1,\mathrm{𝟑},1}`$ is defined.

The domain of each clone-model map is by definition a clone. A level-k clone is the domain of a composition of $`k`$ of the clone-model maps.

Below are three pictorial representations of a single multi-model Cantor set in $`^2`$. This multi-model Cantor set is given by the dynamical system $`\tau =(\tau _1,E_1,\tau _2,E_2,\mathrm{},\tau _8,E_8)`$.

Figure 7 is a multi-model Cantor set in $`^2`$. The models, seen in figure 5, are $`A_1`$ \- a square, $`A_2`$ \- a circle and $`A_3`$ \- a rectangle. The level-1 clones $`E_1,E_2,\mathrm{},E_8`$ are contained in the models. These can be seen more clearly in figure 6.

We can see that the similarity maps from the level-1 clones onto the models are quite simple. If we assume the top left vertex to be the origin then clone $`E_1`$ is mapped onto $`A_1`$ by a stretch factor of 2. Clone $`E_2`$ maps onto $`A_2`$ by a stretch factor of 2 and a translation. Clone $`E_3`$ maps onto model $`A_3`$ by a stretch factor of 2 and a translation. Clone $`E_4`$ maps onto $`A_1`$ by a stretch factor of 4 and a translation. Clone $`E_5`$ maps onto $`A_3`$ by a stretch of factor 4 and a translation. Clone $`E_6`$ maps onto $`A_1`$ by a stretch of factor 2 and a translation. Clone $`E_7`$ maps onto $`A_2`$ by a rotation by $`\pi `$ and a translation and $`E_8`$ maps onto $`A_1`$ by a stretch of factor 2 and a translation.

Definition. Given a multi-model Cantor set $`C=C(\tau )`$ with $`n`$ models, we define for each $`d>0`$ an $`n\times n`$ matrix $`M_d`$ as follows. The $`i,j`$ entry is the sum of the $`d`$-powers of the inverse scale factors of the clone maps of the level-1 clones of type $`i`$, contained in model $`j`$. Recall, $`R_{ij}`$ is the number of type $`i`$ clones contained in model $`j`$. So each entry is of the form $`(M_d)_{i,j}=\underset{r=1}{\overset{R_{ij}}{}}\left((a_{ij})_r\right)^d`$ where $`0<(a_{ij})_r<1`$ is the inverse of the scale factor of the revelant clone map.

Figure 8 gives an example of a multi-model Cantor set and its corresponding matrix. The scale factors of the similarity maps are given on the diagram.

Definition. Given a multi-model Cantor set $`C`$ with $`n`$ models and a finite collection of disjoint clones $`𝒥=\{J_{i,r_i}\}`$, where $`i`$ is the type of clone and $`1r_iR_i`$ where $`R_i`$ is the number of type $`i`$ clones in J. Then given $`d>0`$ we define a vector $`\stackrel{}{v}=(v_1,\mathrm{}v_n)^T`$ by

$$v_i=\underset{r_i=1}{\overset{R_i}{}}(diam(J_{i,r_i}))^d.$$

We say $`\stackrel{}{v}=\stackrel{}{v}(𝒥)`$ is the d-quantity of the collection of clones $`𝒥`$.

Definition. Given a finite collection of disjoint clones $`𝒥`$ and $`k1`$ let $`𝒥^{(k)}`$ be the collection of clones obtained by subdividing, $`k`$ times, each clone in $`𝒥`$. (By subdividing once we mean replacing each clone by the clones contained in it at relative level 1.)

###### Lemma 3.

Given a multi-model Cantor set $`C=C(\tau )`$ and given $`d>0`$ let $`M=M_d`$ be the the multi-model Cantor set matrix defined above. Given a finite collection of clones $`𝒥`$ then

$$\stackrel{}{v}\left(𝒥^{(k)}\right)=M^k\stackrel{}{v}\left(𝒥\right).$$

###### Proof.

First observe that if $`𝒥=𝒥_1𝒥_2`$ and $`𝒥_1𝒥_2=\mathrm{}`$ then $`\stackrel{}{v}\left(𝒥\right)=\stackrel{}{v}\left(𝒥_1\right)+\stackrel{}{v}\left(𝒥_2\right).`$ Thus it suffices to prove the result when $`𝒥`$ is a single clone. The case $`k=1`$ follows from the definition of $`M_d`$ (refer to figure 8). The inductive step follows from the observation that

$$𝒥^{(k+1)}=\left(𝒥^{(k)}\right)^{(1)}$$

and applying the case $`k=1`$ to the collection $`𝒥^{(k)}.`$

###### Corollary 1.

Given a multi-model Cantor set $`C(\tau )`$ with multi-model Cantor set matrix $`M_d`$, then $`(M_d)^k`$ is the multi-model Cantor set matrix for $`C(\tau ^k).`$ (Observe that the Cantor sets $`C(\tau )`$ and $`C(\tau ^k)`$ are identical.)

Definition. A square matrix $`M`$ is irreducible if all its entries are non-negative and there exists some $`k>0`$ such that all entries of $`M^k`$ are positive. (Note this is not the same definition of irreducible used in representation theory; namely that there are no invariant subspaces).

In this paper we study multi-model Cantor sets with irreducible matrices. The geometric significance of irreducibility, by corollary 1, is that a clone of each type is contained at some level within each model. Here are two figures which illustrate this. The first is irreducible, the second is not.

Figure 9 shows a multi-model Cantor set with an irreducible matrix. There are no zeros in the corresponding matrix, $`(M_d)^k`$, for any $`k>0`$.

In figure 10 we see a multi-model Cantor set which does not have an irreducible matrix. The corresponding matrix $`(M_d)^k`$ has zero entries in the $`3rd`$ row of both the $`1st`$ and $`2nd`$ columns, for every $`k>0`$.

## 4 The Hausdorff Measure Of Multi-Model Cantor Sets

In this section we prove theorem 1.

###### Theorem (Frobenius).

An $`n\times n`$ irreducible matrix $`M`$ always has a real positive eigenvalue $`\lambda `$ that is a simple root of the characteristic equation and is larger than the moduli of all the other eigenvalues. To this ‘maximal’ eigenvalue $`\lambda `$ there corresponds an eigenvector with strictly positive coordinates.

Definition. The Frobenius eigenvalue of an irreducible matrix is the eigenvalue of largest modulus. From the Frobenius theorem we see that it is positive, real and has multiplicity 1. A Frobenius eigenvector is a corresponding positive, real eigenvector.

The first step in the proof of theorem 1 is to show that the Frobenius eigenvalue $`\lambda _d`$, of the multi-model Cantor set matrix $`M_d`$, is a strictly decreasing continuous function of $`d`$. From this we shall see that there is a unique $`d>0`$ such that $`\lambda _d=1`$, and that this is the Hausdorff dimension of the Cantor set. We state some easily proved results on matrices without proof.

Definition. The $`L_1`$-norm on $`^n`$ is $`_1:^n`$, given by

$$(v_1,\mathrm{},v_n)_1=\underset{i=1}{\overset{n}{}}|v_i|.$$

###### Lemma 4.

Let $`M`$ be an $`n\times n`$ irreducible matrix with Frobenius eigenvalue $`\lambda `$. Then there exists $`Q>0`$ such that for all $`k`$ and for all vectors $`\stackrel{}{v}`$,

$$M^k\stackrel{}{v}_1Q\lambda ^k\stackrel{}{v}_1.$$

Furthermore when $`\lambda =1`$ there is a strictly positive matrix $`M^{\mathrm{}}`$ such that $`M^k`$ converges to $`M^{\mathrm{}}`$ as $`k`$ tends to $`\mathrm{}`$.

Definition. We put a partial ordering on real matrices. We say matrix $`A`$ is less than matrix $`B`$ if each entry in $`A`$ is less than the corresponding entry in $`B`$. So $`A<B`$ if $`A_{ij}<B_{ij}`$ for all $`i`$ and $`j`$.

###### Lemma 5.

If $`\lambda `$ is an eigenvalue of $`M`$ with eigenvector $`\stackrel{}{v}`$ then $`\lambda ^k`$ is an eigenvalue of $`M^k`$ with eigenvector $`\stackrel{}{v}`$.

Note, if $`\lambda `$ is the Frobenius eigenvalue then it has largest modulus of all eigenvalues for $`M`$ so $`\lambda ^k`$ has largest modulus of all eigenvalues for $`M^k`$. Therefore $`\lambda ^k`$ is the Frobenius eigenvalue for $`M^k`$.

###### Lemma 6.

Suppose $`0<M_1<M_2`$, and $`\lambda _i`$ is the Frobenius eigenvalue for $`M_i`$, then $`\lambda _1<\lambda _2`$.

###### Corollary 2.

Suppose $`M_d`$ is an $`n\times n`$ strictly positive matrix such that each entry is a strictly monotonically decreasing continuous function of $`d`$. Let $`\lambda _d`$ be the Frobenius eigenvalue of $`M_d`$ for each $`d`$. Then as $`d`$ increases, $`\lambda _d`$ decreases.

###### Proof.

Let $`0<d^{}<d`$. Each entry of $`M_d`$ is a strictly monotonically decreasing function of $`d`$ so $`M_d^{}>M_d>0`$. Then by lemma 6 we have $`\lambda _d^{}>\lambda _d`$. ∎

###### Lemma 7.

Suppose $`M_d`$ is an $`n\times n`$ strictly positive matrix where each entry is a strictly monotonically decreasing continuous function of $`d`$, and $`\lambda _d`$ is the Frobenius eigenvalue of $`M_d`$ for each $`d`$. Then $`f:[0,\mathrm{})^+`$ such that $`f(d)=\lambda _d`$ is continuous.

###### Proof.

Let $`g_d(x)`$ be the characteristic polynomial of $`M_d`$. The coefficients of $`g_d(x)`$ are polynomial functions of the entries of $`M_d`$. Since polynomials are continuous and the entries of $`M_d`$ are continuous functions of $`d`$, it follows that the coefficients of $`g_d(x)`$ vary continuously with $`d`$.

Frobenius gives us $`\lambda _d`$ which is a real, positive root of $`g_d(x)`$ with multiplicity 1. Without loss of generality we can assume $`g_d(\lambda _d+ϵ)>0`$ and $`g_d(\lambda _dϵ)<0`$ for some small $`ϵ>0`$. Now consider $`g_d^{}(x)`$ where $`d^{}=d+\delta `$ for some small $`\delta >0`$, then $`g_d^{}(\lambda _d+ϵ)>0`$ and $`g_d^{}(\lambda _dϵ)<0`$ by continuity of coefficients of the characteristic polynomial. Then by the intermediate value theorem $`g_d^{}(x_d^{})=0`$ for some $`\lambda _dϵ<x_d^{}<\lambda _d+ϵ`$.

We have shown that $`g_d^{}(x)`$ has a root $`x_d^{}`$ in the interval $`(\lambda _dϵ,\lambda _d+ϵ)`$. We now complete the proof that $`f(d)=\lambda _d`$ is continuous. We argue by contradiction. If as $`d^{}d`$ we have $`\lambda _d^{}\to ̸\lambda _d`$ then, since $`\lambda _d`$ is monotonic in $`d`$, there is an $`\eta >0`$ and a sequence $`\{d_n\}`$ such that $`d_nd`$ with $`|\lambda _d\lambda _{d_n}|>\eta .`$ Since $`\lambda _{d_n}`$ is the largest root we know that $`\lambda _{d_n}x_{d_n}`$ thus $`\lambda _{d_n}>\lambda _d+\eta `$. For $`n`$ large we have $`d1d_nd+1`$ so by corollary 2 we have $`\lambda _{d+1}\lambda _{d_n}\lambda _{d1}`$. Therefore the $`\lambda _{d_n}`$ are contained in a compact interval and so there exists a convergent subsequence. Re-label the convergent subsequence, then $`\underset{n\mathrm{}}{lim}\lambda _{d_n}=\lambda ^{}\lambda _d+\eta .`$

Claim. The limit $`\lambda ^{}`$ is a root of $`g_d(x)`$.

Proof. The sequence $`d_nd`$ and so $`g_{d_n}(x)g_d(x)`$ because the coefficients of $`g_d(x)`$ are continuous functions of $`d`$. The characteristic equation $`g_{d_n}(x)`$ has a root $`\lambda _{d_n}`$ for all n so

$$g_d(\lambda ^{})=\underset{n\mathrm{}}{lim}g_{d_n}(\lambda _{d_n})=\underset{n\mathrm{}}{lim}(0)=0.$$

This proves the claim. The claim contradicts $`\lambda _d`$ being the largest root of $`g_d(x)`$. The contradiction implies that $`x_d^{}`$ is the largest root of $`g_d^{}(x)`$ and so $`x_d^{}=\lambda _d^{}`$. Therefore $`\lambda _d`$ varies continuously with $`d`$ and hence $`f(d)=\lambda _d`$ is continuous. ∎

In the following lemmas we shall suppose that the irreducible matrix $`M_d`$ is strictly positive. This can be justified as follows. Given $`\tau `$ and an integer $`k>0`$ the multi-model Cantor sets $`C(\tau )`$ and $`C(\tau ^k)`$ are identical. However their clone structures differ. The corresponding multi-model Cantor set matrices are respectively $`M_d`$ and $`(M_d)^k`$ by corollary 1. The hypothesis that $`M_d`$ is irreducible ensures that we may choose $`k`$ sufficiently large so that $`(M_d)^k`$ is strictly positive. Therefore replacing $`\tau `$ by $`\tau ^k`$ justifies the supposition.

###### Lemma 8.

Suppose $`M_d`$ is a multi-model Cantor set matrix and $`\lambda _d`$ is the Frobenius eigenvalue for each $`d`$. Then there is a unique $`d>0`$ such that $`\lambda _d=1`$.

###### Proof.

Recall that the inverse scale factors of clone maps satisfy $`0<(a_{ij})_r<1`$. As $`d`$ approaches $`\mathrm{}`$, we have that $`\left(M_d\right)_{ij}=\underset{r=1}{\overset{R_{ij}}{}}((a_{ij})_r)^d`$ gets close to $`0`$, for all $`i,j`$. This implies $`M_d`$ approaches the zero matrix and so $`\lambda _d`$ tends to $`0`$ by lemma 6.

When $`d=0`$, the sum $`\underset{r=1}{\overset{R_{ij}}{}}((a_{ij})_r)^0=R_{ij}`$ for all $`i,j`$. Thus each of the entries of the matrix $`M_0`$ are at least $`1`$. Let $`\stackrel{}{v}`$ be the eigenvector for $`\lambda _0`$ then

$$\lambda _0\stackrel{}{v}=M_0\stackrel{}{v}\left(\begin{array}{cccc}1& 1& \mathrm{}& 1\\ 1& 1& \mathrm{}& 1\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 1& 1& \mathrm{}& 1\end{array}\right)\stackrel{}{v}=\left(\begin{array}{c}\underset{i=1}{\overset{n}{}}v_i\\ \underset{i=1}{\overset{n}{}}v_i\\ \mathrm{}\\ \underset{i=1}{\overset{n}{}}v_i\end{array}\right).$$

Note, $`\stackrel{}{v}`$ is the Frobenius eigenvector of $`M_0`$ and hence $`v_i>0`$ for all $`i`$, therefore $`\underset{i=1}{\overset{n}{}}v_i>v_j`$, for all $`j`$. This implies $`\lambda _0\stackrel{}{v}>\stackrel{}{v}`$ and hence $`\lambda _0>1`$.

The function $`f(d)=\lambda _d`$ is continuous, so by the intermediate value theorem $`\lambda _d=1`$ for some value of $`d>0`$. The function $`f(d)=\lambda _d`$ is strictly monotonic by lemma 6. Therefore this $`d`$ is unique. ∎

###### Lemma 9.

Suppose $`M`$ is an irreducible non-negative $`n\times n`$ matrix with Frobenius eigenvalue $`1`$. Then there is a $`Q>0`$ such that for all $`p>0`$ and for all vectors $`\stackrel{}{v}`$ in $`^n`$ we have

$$M^p\stackrel{}{v}_1Q\stackrel{}{v}_1.$$

The following gives the Hausdorff measure of every model in a multi-model Cantor set. A clone is a scaled down copy of a model and a clopen is a finite union of clones. Thus the Hausdorff measure of every clopen can be determined from the following result.

###### Theorem 1.

Suppose $`d>0`$ and $`C`$ is a multi-model Cantor set with matrix $`M_d`$ and $`\lambda _d`$ is the Frobenius eigenvalue for each $`M_d`$. Let $`d`$ be chosen such that $`\lambda _d=1`$. Then the Hausdorff measure of $`C`$ is finite and non-zero in this dimension. Therefore $`d`$ is the Hausdorff dimension of $`C`$. Also, let $`\stackrel{}{v}`$ be the Frobenius eigenvector of $`M_d`$ such that $`\underset{i=1}{\overset{n}{}}v_i=_d(C)`$ then $`v_i=_d(A_i)`$.

###### Proof.

By lemma 1, if we show that $`0<_d(C)<\mathrm{}`$ then $`d`$ is the Hausdorff dimension of $`C`$.

To show $`_d(C)<\mathrm{}`$ it suffices to show there is a $`K>0`$ such that for all $`ϵ>0`$ there is an open cover $`𝒰`$ of $`C`$ such that $`diam(U)<ϵ`$ for all $`U`$ in $`𝒰`$ and

$$\underset{U𝒰}{}(diam(U))^d<K.$$

Given $`ϵ>0`$ there is a $`k>0`$ such that the diameter of every level-k clone is less than $`ϵ`$. Let $`𝒰`$ be the set of level-k clones. Then $`𝒰`$ is an open $`ϵ`$-cover of $`C`$. If $`M=M_d`$ and if $`\{A_j\}_{1jn}`$ are the level-0 models then by lemma 3 the $`d`$-quantity of $`𝒰`$ is

$$\stackrel{}{v}(𝒰)=\underset{U𝒰}{}(diam(U))^d=\underset{i,j=1}{\overset{n}{}}(M^k)_{ij}(diam(A_j))^d.$$

Now $`M^k`$ converges to $`M^{\mathrm{}}`$ as $`k\mathrm{}`$ by lemma 4. Hence

$$\underset{k\mathrm{}}{lim}\underset{i,j=1}{\overset{n}{}}(M^k)_{ij}(diam(A_j))^d=\underset{i,j=1}{\overset{n}{}}(M^{\mathrm{}})_{ij}(diam(A_j))^d=K^{}.$$

If we take $`K=K^{}+1`$ then we are done.

To show $`_d(C)>0`$ it suffices to show there is an $`\eta >0`$ such that for every open cover $`𝒰`$ of $`C`$ we have

$$\underset{U𝒰}{}(diam(U))^d>\eta .$$

Given an open set $`U`$, let $`J_U`$ be the smallest clone containing $`U`$. By lemma 12 there is a constant $`\beta =\beta (\tau )`$ depending only on the Cantor set and $`\tau `$ such that $`diam(U)\beta ^1diam(J_U).`$ Hence

$$\underset{U𝒰}{}(diam(U))^d\beta ^d\underset{U𝒰}{}(diam(J_U))^d.$$

Therefore it suffices to show that there is an $`\eta ^{}>0`$ such that for every cover $`𝒰`$ of $`C`$ by clones we have

$$\underset{U𝒰}{}(diam(U))^d>\eta ^{}.$$
(1)
Then $`\eta =\beta ^d\eta ^{}`$ satisfies the above.

Given a cover of $`C`$ by clones, since $`C`$ is compact there is a finite subcover. We may choose the subcover so that no clone in the subcover is contained in any other clone in the subcover. If two clones intersect then one is contained in the other. Hence we may choose a subcover consisting of finitely many disjoint clones. Therefore it suffices to prove inequality (1) for $`𝒰`$ a finite cover of $`C`$ by disjoint clones.

The clones in $`𝒰`$ may be at different levels. Let $`𝒰_k`$ be the cover obtained by subdividing the clones in $`𝒰`$ so that they are all at the same level, $`k`$.

Claim. There is a $`Q>0`$ such that for all $`k`$

$$\underset{U𝒰}{}(diam(U))^d>Q^1\underset{U𝒰_k}{}(diam(U))^d.$$

Given the claim we see that the right hand side is the sum over all level-k clones. We have seen above that as $`k\mathrm{}`$ this sum converges to $`K^{}>0`$. Thus for $`k`$ large we have

$$\underset{U𝒰_k}{}(diam(U))^d>\frac{K^{}}{2}.$$

Thus we have shown that $`\eta ^{}=Q^1(K^{}/2)`$ satisfies (1). It remains to prove the claim.

Proof of claim. It suffices to show this when $`𝒰`$ contains only one clone $`J`$. By lemma 9, there is a $`Q>0`$ such that $`M^k\stackrel{}{v}_1Q\stackrel{}{v}_1`$ for all positive vectors $`\stackrel{}{v}`$ in $`^n`$. Let $`J`$ be a clone of type $`i\{1,\mathrm{},n\}.`$ Then $`\stackrel{}{v}=(diam(J))^d\stackrel{}{e_i}`$ is the $`d`$-quantity of the clone. The clone $`J`$ subdivided $`k`$ times forms the collection of clones $`𝒥^{(k)}`$ with $`d`$-quantity $`\stackrel{}{v}\left(𝒥^{(k)}\right)=M^k\stackrel{}{v}\left(𝒥\right)`$. Then by lemma 9 we have

$$\underset{U𝒥^{(k)}}{}(diam(U))^d=\underset{i=1}{\overset{n}{}}|(M^k\stackrel{}{v})_i|=M^k\stackrel{}{v}_1Q\stackrel{}{v}_1=Q(diam(J))^d.$$

This proves the claim.

This proves that the Hausdorff measure of $`C`$ is finite and non-zero in this dimension. Therefore, by lemma 1, we see that $`d`$ is the Hausdorff dimension.

Let $`\stackrel{}{v}`$ be the vector where $`v_i`$ is the Hausdorff measure of the level-0 model $`A_i`$. The $`i,j`$ entry of the transposed matrix $`(M_d)^T`$ is the sum of the $`d`$-powers of the inverse scale factors of the clone-model maps from the type $`j`$ clones to the type $`i`$ models. Then the $`i`$ entry of $`(M_d)^T\stackrel{}{v}`$ is

$$\underset{j=1}{\overset{n}{}}(M_d)_{ij}^Tv_j.$$

By lemma 2, this is the sum of the Hausdorff $`\delta `$-measures of all the level-1 clones contained in model $`i`$. Hausdorff measure is $`\sigma `$-additive so the Hausdorff $`\delta `$-measure of model $`A_i`$ must equal the measure of the level-1 clones contained in $`A_i`$. Therefore

$$(M_d)^T\stackrel{}{v}=\stackrel{}{v}.$$

This implies $`\stackrel{}{v}`$ is an eigenvector with eigenvalue 1. ∎

## 5 Measure Linearity on Multi-Model Cantor Sets

In this section we shall generalize some results by Cooper  on clone Cantor sets to the case of multi-model Cantor sets. The main result is theorem 2 which states that given a bilipschitz map between multi-model Cantor sets then the map is measure linear on some clone.

Definition. Given a subset $`A`$ of a clone Cantor set $`C`$, the separation of $`A`$ is the minimum distance between $`A`$ and $`CA`$.

$$sep(A)=inf\{d_C(x,y):xA,yCA\}.$$

By convention, $`sep(C)=\mathrm{}`$. The relative separation of $`A`$ is the quotient of the separation of $`A`$ by the diameter of $`A`$:

$$rel(A)=\frac{sep(A)}{diam(A)}.$$

As we discuss concepts related to Cantor sets we will often want to consider clones after “rescaling”. Applying a similarity map with stretch factor $`K`$ to clones increases the diameter of the clones by a factor $`K`$ and also increases the diameter of the gaps between clones by the same factor. Thus the quotient of these values remains constant. Relative separation is therefore an invariant factor under rescaling.

Definition. The minimum separation of C is denoted

$$\alpha (C)=min\{sep(A):A\text{ is a level-1 clone of }C\}.$$

We now generalize some of the results from a paper written by Cooper  on clone Cantor sets. We have made the necessary changes and additions to make these work in the case of the multi-model Cantor set. We have rewritten the statements of the lemmas and the main theorem from this paper and have summarized each. We have outlined the main points of the proofs. The reader should refer to  for further details.

Lemma 11 includes a change of wording to signify that $`\tau `$ is a map from a clone to the level-0 model of the same type. Here we use the definition of clone-model map given in section 3. Lemmas 12, 13 and 14 now involve an extra case where a clopen is not contained in any model and theorem 2 follows from these.

We refer to two quantities, dependent on certain parameters, as being approximately equal if their ratio is bounded above and below by positive constants independent of those parameters.

###### Lemma 10 (Lemma 10.1 from ).

Every clopen in a multi-model Cantor set is a finite union of clones.

###### Lemma 11 (Lemma 10.2 from ).

Given a multi-model Cantor set $`C`$ there is a constant $`\xi (C)>1`$ such that for every clone $`A`$ of $`C`$ with level of $`A1`$ we have

$$\frac{1}{\xi (C)}rel(A)\xi (C).$$

This lemma tells us that the separation of a clone approximates its diameter. The replacement of the clone map by a clone-model map suffices to make the proof from  apply to the multi-model case. We now sketch this.

There are only a finite number of clones contained in the Cantor set of more than a certain diameter. Two points are chosen, of minimal distance apart, one inside clone $`A`$ and the other in $`CA`$. Rescaling by a clone-model map does not change relative separation, so we can assume the two points are contained in different level-1 clones and that the distance between the two points is no less than the minimum separation of $`C`$. This now gives a lower bound on the diameter of $`D`$, the smallest clone which properly contains $`A`$. There are only a finite number of possibilities for $`D`$ due to the lower bound on its diameter. Therefore there are a finite number of options for $`A`$, as $`A`$ is at relative level 1 to $`D`$. Since there are only a finite number of choices for $`A`$ then there are only a finite number of possibilities for $`rel(A)`$. $`\mathrm{}`$

###### Lemma 12 (Lemma 10.3 from ).

Given a multi-model Cantor set C there is a constant $`\beta `$ with the following property. Let B be any subset of C of positive diameter and let D be the smallest clone of C containing B (or choose D=C if there is no such clone). Then

$$diam(B)diam(D)\beta diam(B).$$

This lemma says that the diameter of any subset is approximately the same as the diameter of the smallest clone which contains it.

Given a multi-model Cantor set $`C`$, we note that not every subset of $`C`$ is contained in a clone. However, if $`B`$ is not contained in any clone then $`diam(B)\alpha (C)`$. Taking $`D`$ to be the whole Cantor set then we already have

$$\frac{diam(D)}{diam(B)}\frac{diam(C)}{\alpha (C)}$$

and the result follows as below.

If $`B`$ is contained in a clone then rescale $`D`$ onto the appropriate level-0 model $`A_j`$, using a clone-model map $`\tau `$. After rescaling, $`B`$ must contain points in at least two level-1 clones by choice of $`D`$. Therefore the diameter of $`B`$ must be at least as great as the minimum separation of $`C`$. Now rescaling multiplies the diameter of all clones by the same constant so the ratio of the diameter of $`D`$ to $`B`$ is the same as the ratio of the diameters after rescaling. This is then no greater than the ratio of the diameter of $`A_j`$ to the minimum separation of $`C`$. Therefore

$$\frac{diam(D)}{diam(B)}=\frac{diam(\tau (D))}{diam(\tau (B))}\frac{diam(A_j)}{\alpha (C)}\frac{diam(C)}{\alpha (C)}.$$

So if we let $`\beta =diam(C)(\alpha (C))^1`$ we get the desired result. $`\mathrm{}`$

###### Lemma 13 (Lemma 10.4 in ).

Given $`K>1`$, $`ϵ>0`$ and multi-model Cantor sets C, $`C^{}`$ there is a constant M with the following property. Let f be any K-bilipschitz map of C onto a clopen in $`C^{}`$, and suppose that $`rel(f(C))ϵ`$. Let A be any clone of C. If $`P^{}`$ is the smallest clone of $`C^{}`$ containing f(A) and $`\tau ^{}`$ is the clone map taking $`P^{}`$ onto $`C^{}`$ then there are at most $`M=M(C,C^{},K,ϵ)`$ possibilities for the image $`\tau ^{}(f(A))`$ as a subset of $`C^{}`$. This is also true if $`f(A)`$ is not contained in any clone of $`C^{}`$ with $`\tau ^{}`$ taken to be the identity map.

This lemma says that given a $`K`$-bilipschitz map from $`C`$ to $`C^{}`$ and a clone $`A`$ in $`C`$, up to rescaling in $`C^{}`$, there are only a finite number of possibilities for the image of $`A`$.

The proof given in  does not consider the case where the clopen $`f(A)`$ is not contained in any clone. Suppose the clopen $`f(A)`$ is not contained in any clone. Then there exist points $`x`$ and $`y`$ in $`f(A)`$ such that $`x`$ and $`y`$ are in different models, i.e. level-0 clones. This implies $`diam(f(A))\alpha (C^{})`$. The rest of the proof in  then applies but with $`\tau ^{}`$ replaced by the identity map. We now sketch this proof.

The relative separation is not affected by rescaling. Given a clone $`A`$ in $`C`$, then the diameter of $`f(A)`$ is bounded above by a factor of $`K`$ times the diameter of $`A`$ because $`f`$ is $`K`$-bilipschitz. The separation of $`f(A)`$ is bounded below by a factor of $`K^1`$ times the separation of $`A`$ for the same reason. Hence the relative separation of $`f(A)`$ is bounded below by some positive constant. We then rescale $`f(A)`$ using a clone-model map $`\tau ^{}`$ and find that the diameter of $`\tau ^{}f(A)`$ is bounded below by the minimum separation of models in $`C^{}`$ and as relative separation is unchanged by rescaling we find the separation of $`\tau ^{}f(A)`$ is also bounded below. We then choose $`B`$ to be the biggest clone in $`\tau ^{}f(A)`$ and let $`D`$ be the smallest clone which properly contains $`B`$ (or all of $`C^{}`$). The diameter of $`D`$ is bounded below by the separation of $`\tau ^{}f(A)`$ and so there are only finitely many posibilities for $`D`$. Clone $`B`$ is one level higher than clone $`D`$ and hence there are only finitely many possibilities for $`B`$. The number of maximal clones in $`\tau ^{}f(A)`$ is bounded above because the diameter of each is bounded below. Since there are a finite number of possibilities for the image of each of these clones we have a finite number of possibilities for $`\tau ^{}f(A)`$. $`\mathrm{}`$

###### Lemma 14 (Corollary 10.5 in ).

Given $`K>1`$, $`ϵ>0`$ and multi-model Cantor sets C, $`C^{}`$ there is a finite set S of positive real numbers with the following property. Suppose that f is any K-bilipschitz map of C onto a clopen in $`C^{}`$, and suppose that $`rel(f(C))ϵ`$. If B is any clone of level n in $`C`$ containing a clone D of level n+1 then

$$\frac{_\delta (f(D))}{_\delta (f(B))}S.$$

This may be interpreted as saying that non-linearity, at the level of measure theory, comes in discrete “packets”. A bilipschitz map need not distort the measure of all clones by the same multiplicative factor but, if $`D`$ is a clone contained in $`B`$ of relative level 1, then the ratio of the masses of the images of $`B`$ and $`D`$ can be one of only finitely many possible numbers.

In generalizing the proof to the case of multi-model Cantor sets we need to consider the possibility that $`f(B)`$ is not contained in any clone. By lemma 13 we already know there are a finite number of possibilities for $`f(B)`$. We need to show there are only finitely many possibilities for $`f(D)`$ and the result will follow.

We consider two cases below. If $`f(D)`$ is contained in a clone then case 1 applies. If $`f(D)`$ is not contained in any clone then case 2 applies.

Case 1. Suppose $`f(D)`$ is contained in some clone $`Q^{}`$. We know that

$$\frac{diam(D)}{diam(B)}=\frac{diam(E_i)}{diam(A_j)},$$

where $`A_j`$ is a model and $`E_i`$ is a level-1 clone. Hence this quotient is equal to one of a finite number of possible positive scale factors and so is bounded away from 0. Now $`f(B)`$ is not contained in a model so $`diam(f(B))\alpha (C^{})`$ and hence $`diam(B)K^1\alpha (C^{})`$ as $`f`$ is $`K`$-bilipschitz. We have that $`diam(Q^{})`$ approximates $`diam(f(D))`$ by lemma 12 and so approximates $`diam(D)`$ because $`f`$ is $`K`$-bilipschitz. Hence

$$\frac{diam(Q^{})}{K^1\alpha (C^{})}\text{ approximately}\frac{diam(D)}{diam(B)}$$

and so is bounded away from 0 and thus $`diam(Q^{})`$ is bounded away from 0. There are only a finite number of clones this large so we have only finitely many choices for $`Q^{}`$. We map $`Q^{}`$ onto the appropriate level-0 model $`A_j`$ by a clone-model map $`\varphi `$, (using $`Q^{}=A_j`$ and $`\varphi =`$ identity if level $`Q^{}=0`$). Then $`\varphi (f(D))`$ is one of only finitely many possibilities by lemma 13 and since there are only a finite number of choices for $`\varphi `$ then there are only finitely many possibilities for the clopen $`f(D)`$.

Case 2. Suppose $`f(D)`$ is not contained in any clone. Then by lemma 13 we have only finitely many possibilities for $`f(D)`$.

If $`f(B)`$ is contained in a clone then the rest of the proof for lemma 14 follows from the observation that there are a finite number of possibilities for the rescaled image of clone $`B`$, and the rescaled image of clone $`D`$, where $`D`$ contains $`B`$ at relative level 1. Therefore there are only a finite number of values for

$$\frac{_\delta (\tau ^{}f(D))}{_\delta (\tau ^{}f(B))}.$$

We take $`\tau ^{}`$ to be the identity map if $`f(B)`$ is not contained in any clone.

In either case the map $`\tau ^{}`$ is a similarity map with stretch factor $`L`$ we have, using lemma 2,

$$\frac{_\delta (\tau ^{}f(D))}{_\delta (\tau ^{}f(B))}=\frac{L^\delta _\delta (f(D))}{L^\delta _\delta (f(B))}=\frac{_\delta (f(D))}{_\delta (f(B))}.$$

Thus there are only a finite number of possibilities for this ratio. $`\mathrm{}`$

Definition. Given a $`K`$-bilipschitz map $`f:CC^{}`$, the mass ratio ($`MR`$) of a clone $`A`$ in $`C`$ is defined to be

$$MR(A)=\frac{_\delta f(A)}{_\delta (A)}.$$

Thus if $`f`$ is the identity then $`MR(A)=1`$. The larger this number the “greedier” we consider the clone $`A`$ to be.

###### Corollary 3 (Assertion in ).

With the hypothesis of lemma 14 there is a finite set S of real numbers such that for every pair of clones $`ED`$ in C with $`level(E)=level(D)+1`$ then

$$\frac{MR(E)}{MR(D)}S.$$

Here we see that when a clone $`D`$ and a clone $`E`$ contained within it at relative level 1 are mapped into a multi-model Cantor set with a $`K`$-bilipschitz map then the quotient of the mass ratios of these clones is restricted to some finite set.

Definition. A map $`f(X,\mu _X)(Y,\mu _Y)`$ between metric spaces is measure linear, i.e. has constant Radon-Nikodym derivative, if for some constant $`K`$,

$$\mu _X(f(A))=K\mu _Y(A)$$

for all measurable subsets $`A`$ of $`X`$.

This is a weak generalization of linearity. Linearity refers to metric whereas this concept refers to measure. For Lebesgue measure on the real line, linear and measure linear are the same for continuous functions.

###### Theorem 2 (Theorem 10.6 in ).

Suppose that C, $`C^{}`$ are multi-model Cantor sets and that f is a $`K`$-bilipschitz map of C onto a clopen subset of $`C^{}`$. Then $`C`$ and $`C^{}`$ have the same Hausdorff dimension. Furthermore there is a clopen A in C such that the restriction $`f|_A`$ of f to A is measure linear with respect to Hausdorff measure.

In other words, any $`K`$-bilipschitz map from one multi-model Cantor set to another is measure linear on some clopen.

We sketch the proof from . The map $`f`$ is $`K`$-bilipschitz so the mass ratio function is bounded above. Thus there exists a supremum for the possible mass ratios. Let $`A`$ be a clone contained in $`C`$ with mass ratio within $`ϵ`$ of this supremum. First note that if the mass ratios of all clones contained in $`A`$ were equal, then we would already have a measure linear map on $`A`$. Also if each clone contained in $`A`$ had mass ratio smaller than that of $`A`$ then the union of these clones would also have smaller mass ratio which is a contradiction. So assume there is a clone $`E`$ of minimum level, with mass ratio greater than that of $`A`$. We call this a “greedy” clone. We then, by corollary 3, have only a finite number of possibilities for the quotient of mass ratios of $`E`$ and the smallest clone $`D`$ which contains it.

If the mass ratio of $`D`$ were larger than the mass ratio of $`A`$ we would have chosen this for $`E`$ as it has lower level. On the other hand the mass ratio of $`D`$ cannot be smaller than the mass ratio of $`A`$ else there exists a greedy clone at the same level as $`D`$. Therefore the mass ratio of $`D`$ must be equal to the mass ratio of $`A`$. This implies that the quotient of mass ratios of $`E`$ and $`D`$ must be greater than 1.

Thus $`MR(E)/MR(A)`$ is in a finite set of numbers bigger than 1. This implies that the mass ratio of $`E`$ is larger than the supremum of mass ratios, which is of course a contradiction and so proves that there could not have been a “greedy” clone. Therefore the map must have been measure linear on $`A`$. $`\mathrm{}`$

In , Cooper defines various invariants of clone Cantor sets under bilipschitz maps. We say two sets of real numbers $`A`$ and $`B`$ are similar if there exist non-zero scalars $`\alpha ,\beta `$ such that

$$\alpha AB\text{and}\beta BA.$$

Let $`C`$ be a multi-model Cantor set with Hausdorff measure $`_\delta (C)`$ where $`\delta `$ is the Hausdorff dimension. We define the clopen invariant of an arbitrary subset $`B`$ of $`C`$ as the similarity class of the countable set of real numbers $`\{_\delta (A):A\text{ a clopen in }B\}`$.

###### Lemma 15.

Given a multi-model Cantor set with irreducible matrix and any two clones, $`A`$ and $`B`$, then the clopen invariants of $`A`$ and $`B`$ are equal.

###### Proof.

The clone-model map from A to the model $`A_j`$ shows that $`A`$ has the same clopen invariant as model $`A_j`$. Similarly $`B`$ has the same clopen invariant as $`A_i`$ for some $`i`$. A scaled down copy of $`A_j`$ is contained in $`A_i`$ for all i hence the clopen invariant for the model $`A_j`$ is similar to that for every other model. ∎

We can now define the clopen invariant of a multi-model Cantor set. Let $`C`$ be a multi-model Cantor set with Hausdorff measure $`_\delta (C)`$ where $`\delta `$ is the Hausdorff dimension. We define the clopen invariant of $`C`$ as the similarity class of the countable set of real numbers $`\{_\delta (A):A\text{ a clopen in }A_j\}`$ for some $`j`$. The choice of $`j`$ is irrelevant by lemma 15.

###### Corollary 4 (Corollary 10.7 from ).

If $`C`$, $`C^{}`$ are multi-model Cantor sets and there is a bilipschitz map of $`C`$ onto a clopen in $`C^{}`$, then $`C`$ and $`C^{}`$ have the same clopen invariant.

By theorem 2, there is a clopen, hence a clone $`A`$ in $`C`$ with a measure linear map of $`A`$ onto a clopen in $`C^{}`$. The clone-model map from $`A`$ to $`A_j`$ for some $`j`$ shows that $`A`$ has the same clopen invariant as $`A_j`$ and hence $`C`$ by lemma 15. Let $`\alpha `$ be the Radon-Nikodym derivative of the measure linear map of $`A`$ into $`C^{}`$. The image of a clopen $`B`$ in $`A`$ is a clopen in $`C^{}`$ with $`\alpha `$ times the measure of $`B`$. By the same arguement as above, this clopen invariant is the same as the clopen invariant for $`C^{}`$. Using that the inverse of a bilipschitz map is bilipschitz, we obtain the inverse relationship.

Primary subject: 37D40 Dynamical systems of geometric origin.
Secondary subject: 28A80 Fractals

E. Cockerill
Department of Mathematics
University of California
Santa Barbara, CA 93106
lilith@math.ucsb.edu


format: text

text:
# 1 Introduction

## 1 Introduction

In recent years, the subject of anisotropic flow in ultrarelativistic nuclear collisions attracts an increasing attention of heavy ion community. One of the main reasons for that is the sensitivity of anisotropic flow, and in particular elliptic flow , to the evolution of the system at the very early times .

Anisotropic flow is defined as azimuthal asymmetry in particle distribution with respect to the reaction plane (the plane spanned by the beam direction and the impact parameter). It is called flow for it is a collective phenomena, but it does not necessarily imply hydrodynamic flow. It is convenient to characterize the magnitude of this asymmetry using Fourier decomposition of the azimuthal distributions. Then the first harmonic describes so-called directed flow, and the second harmonic corresponds to elliptic flow; non-zero higher harmonics can be also present in the distribution. The corresponding Fourier coefficients, $`v_n`$ are used to quantify the effect .

The two reasons for anisotropic flow are the original asymmetry in the configuration space (non-central collisions !) and rescatterings. In a case of elliptic flow the initial “ellipticity” of the overlap zone is usually characterized by the quantity $`\epsilon =(y^2x^2)/(y^2+x^2`$, assuming the reaction plane being $`xz`$-plane. With the system expansion the spatial anisotropy decreases. This is the reason for high sensitivity of elliptic flow to the evolution of the system in the very early times , of the order of 2–5 fm/c, independent of the model.

Due to the lack of space we will not discuss in detail all recent developments regarding directed flow. Briefly mention a couple. In  a very interesting qualitative prediction is given: it is shown that the radial flow (isotropic expansion in the transverse plane) and an incomplete baryon stopping should lead to a “wiggle” in the rapidity dependence of baryon directed flow; $`v_1(y)`$ should change it’s sign three times with rapidity! This effect was also observed in a hydro model . Once found it would be a strong evidence for the space-momentum correlations caused by radial flow. In a recent paper  the important question of the role of the momentum conservation in directed flow measurements are discussed. Concrete recommendations for the analysis have been worked out.

Recently, many new results regarding elliptic flow have been obtained in all directions: experimental measurements, improving analysis methods, and theoretical understanding of the underlying physics of the phenomena. I will try to mention the most important results in all three directions, but concentrate mostly on the last two questions. A more complete picture of the recent experimental results can be found in .

## 2 Improving the methods

A significant progress in theoretical description of anisotropic flow demands the accuracy in measurements. Thus the corresponding methods are evolving in the directions of improving both, the statistical uncertainties, and understanding systematics in the measurements. For the first, improving on the statistical errors, we mention extensive use of proper weights (the best would be $`wv_n(y,p_t)`$), which leads to the improvement of the reaction plane resolution by 10%-20% and reduction of the statistical errors, and using the scalar-product approach . In the scalar-product method the flow is given by:

$$v_n(y,p_t)=\frac{𝐐_n𝐮(y,p_t)}{2\sqrt{𝐐_n^a𝐐_n^b}},$$
(1)
where $`𝐮(\mathrm{cos}(n\varphi ),\mathrm{sin}(n\varphi ))`$ is a unit vector associated with a particle of a given rapidity and transverse momentum, and $`𝐐`$ are flow vectors for the “full” event and subevents “a” and “b”:

$$𝐐_n=\underset{i}{}𝐮_i,$$
(2)
where sum is over all particles in an (sub)event. This method (which is also easy to implement and analyze) in addition to the flow angle takes into account the flow effects on the magnitude of the flow vector and as a result gives smaller statistical errors.

In is not possible to determine the reaction plane in the collision directly. Therefore, any measurement of the anisotropy in particle production with respect to the reaction plane is based on the measurements of particle azimuthal correlations among themselves. Those correlations to a different degree (depending on what exactly is analyzed) include the contribution from the correlations that are not related to the orientation of the reaction plane (e.g. resonance decays), and often called non-flow contribution. For a reliable interpretation of the results the non-flow contribution should be estimated or, better, measured.

Fig. 1: STAR . Centrality dependence of the correlation between subevent flow angles.

Fig. 2: Simulations . The results from 2- (triangles), 4- (stars) and 6-particle (crosses) cumulants.

As an example, we discuss the estimate of non-flow contribution in STAR elliptic flow measurements . An important observation for that is on the centrality dependence of the non-flow effects. The azimuthal correlation between two particles can be written as

$$u_{n,1}u_{n,2}^{}e^{in\varphi _1}e^{in\varphi _2}=v_n^2+\delta _n,$$
(3)
where $`n`$ is the harmonic, and the average is taken over all pairs of particles. The $`\delta _n`$ represents the contribution to the pair correlation from non-flow effects. Then, the correlation between two subevent flow angles is

$$\mathrm{cos}(2(\mathrm{\Psi }_2^{(a)}\mathrm{\Psi }_2^{(b)}))M_{sub}(v_2^2+g)M_{\mathrm{sub}}v_2^2+\stackrel{~}{g},$$
(4)
where $`M_{sub}`$ is the multiplicity for a sub-event. Here, we have taken into account that the strength of the non-flow correlations scale in inverse proportion to the multiplicity: $`g1/M_{\mathrm{sub}}`$. What is important is that the non-flow contribution to $`\mathrm{cos}(2(\mathrm{\Psi }_2^{(a)}\mathrm{\Psi }_2^{(b)}))`$ is approximately independent of centrality. The typical shape of $`\mathrm{cos}(2(\mathrm{\Psi }_2^{(a)}\mathrm{\Psi }_2^{(b)}))`$, see, for example, Fig. 1, is peaked at mid-central events due to the fact that for peripheral collisions, $`M_{\mathrm{sub}}`$ is small, and for central events, $`v_2`$ is small. In the estimates  of the systematic errors, the authors set the quantity $`\stackrel{~}{g}=0.05`$. The justification for this value was the observation of similar correlations for the first and higher harmonics (it has been investigated up to the sixth harmonic). One could expect the non-flow contribution to be of similar order of magnitude for all these harmonics, and model simulations support this conclusion. Given the value $`\stackrel{~}{g}=0.05`$, one simply estimates the contribution from non-flow effects to the measurement of $`v_2`$ from the plot of $`\mathrm{cos}(2(\mathrm{\Psi }_2^{(a)}\mathrm{\Psi }_2^{(b)}))`$ using Eq.(4) (see circle-point error-bars in Fig.6). The relative contribution of non-flow effects is largest for very central and very peripheral bins (where, the reaction plane resolution is smallest!).

Anisotropic flow is a genuine multiparticle phenomena (which justifies use of the term collective flow). It means that if one considers many-particle correlations instead of two-particle correlations, the relative contribution of non-flow effects (due to few particle clusters) would decrease. Considering many-particle correlations, one has to subtract the contribution from correlations in the lower-order multiplets and use cumulants instead of simple correlation functions . For example, correlating four particles, one gets

$$u_{n,1}u_{n,2}u_{n,3}^{}u_{n,4}^{}=v_n^4+22v_n^2\delta _n+2\delta _n^2.$$
(5)
In this expression, two factors of “2” in front of the middle term correspond to the two ways of pairing (1,3)(2,4) and (1,4)(2,3) and account for the possibility to have non-flow effects in the first pair and flow correlations in the second pair and vice versa. The factor “2” in front of the last term is due to the two ways of pairing. The pure four-particle non-flow correlation is omitted from this expression (see below on the possible magnitude of such a contribution). If one subtracts from the expression (5) twice the square of the expression (3), one is left with only the flow contributions

$$u_{n,1}u_{n,2}u_{n,3}^{}u_{n,4}^{}u_{n,1}u_{n,2}u_{n,3}^{}u_{n,4}^{}2u_{n,1}u_{n,2}^{}^2=v_n^4,$$
(6)
where the notation $`\mathrm{}`$ is used for the cumulant. A very elegant way of calculating cumulants in flow analysis with the help of the generating function is proposed in . The simulations , see Fig. 2, confirm that using 4-particle cumulants reliably removes non-flow contributions. It also shows that even in the presence of genuine 4-particle correlations (due to clusters decaying into 4-particles, such were introduced into simulations) those correlations are combinatorially suppressed compared to real flow correlations and there is no real need for use of higher order cumulants in flow analysis.

The high precision results available in modern high statistics and large acceptance experiments become sensitive to another effect usually neglected in flow analysis, namely, event-by-event flow fluctuations. The latter can have two different origins: “real” flow fluctuations – fluctuations at fixed impact parameter and fixed multiplicity (see, for example, ), and impact parameter variations among events from the same centrality bin in a case where flow does not fluctuate at fixed impact parameter. Note that these fluctuations affects any kind of analysis, including the “standard” one based on pair correlations. The reason is that any flow measurements are based on correlations between particles, which are sensitive only to certain moments of the distribution in $`v_2`$. In the pair correlation approach with the reaction plane determined from the second harmonic, the correlations are proportional to $`v^2`$. Averaging over events gives $`v^2`$, which in general is not equal to $`v^2`$. The 4-particle cumulant method involves the difference between 4-particle correlations and (twice) the square of the 2-particle correlations. It is usually assumed that this difference comes from non-flow correlations. Note, however, that this difference ($`v^4v^2^20`$) could be due to flow fluctuations. Let us consider an example where the distribution in $`v`$ is flat from $`v=0`$ to $`v=v_{\mathrm{max}}`$. Then, a simple calculation would lead to the ratio of the flow values from the standard 2-particle correlation method and 4-particle cumulants as large as $`v^2^{1/2}/(2v^2^2v^4)^{1/4}=5^{1/4}1.5`$.

## 3 The physics of elliptic flow

Many important developments in this area: better understanding of the transverse momentum dependence of anisotropic flow in low $`p_t`$ region with the help of the “blast wave” model , attempts  to describe $`v_2(p_t)`$ in high $`p_t`$ region accounting for the parton energy loss – “jet quenching”, calculation in a parton cascade model , analysis of the anisotropies in Color Glass Condensate , and detailed analysis of the elliptic flow in the hydro models .

A very interesting development in this field is an attempt to calculate elliptic flow in Color Glass Condensate – classical field approach to describe ultrarelativistic nuclear collisions. One of the important consequences in this approach  is strong event-by-event fluctuations in $`v_2`$. As it has been already discussed, such fluctuations would manifest themselves in the difference of the flow results derived from 2- and 4-particle correlations.

### 3.1 Transverse momentum dependence

I would like to mention here what is usually referred to as “hydro inspired”, “blast wave” or “expanding shell”, models. Such models consider particle production from a thermal source in a form of an expanding shell with the radial expansion velocity having some azimuthal modulation. The case of directed flow was discussed in . That model was used to fit E877 data and gave quite reasonable results . The model was generalized for the elliptic flow case in . Later it was used to fit STAR data and was further generalized for the case of the elliptic shape shell . In this approach:

$$v_2(p_t)=\frac{_0^{2\pi }𝑑\varphi _b\mathrm{cos}(2\varphi _b)I_2(\alpha _t)K_1(\beta _t)(1+2s_2\mathrm{cos}(2\varphi _b))}{_0^{2\pi }𝑑\varphi _bI_0(\alpha _t)K_1(\beta _t)(1+2s_2\mathrm{cos}(2\varphi _b))},$$
(7)
where $`I_0`$, $`I_2`$, and $`K_1`$ are modified Bessel functions, and where $`\alpha _t(\varphi _b)=(p_t/T_f)\mathrm{sinh}(\rho (\varphi _b))`$, and $`\beta _t(\varphi _b)=(m_t/T_f)\mathrm{cosh}(\rho (\varphi _b))`$. The assumptions of this model are boost-invariant longitudinal expansion and freeze-out at constant temperature $`T_f`$ on a thin shell, which expands with a transverse rapidity exhibiting a second harmonic azimuthal modulation, $`\rho (\varphi _b)=\rho _0+\rho _a\mathrm{cos}(2\varphi _b)`$. Here, $`\varphi _b`$ is the azimuthal angle (measured with respect to the reaction plane) of the boost of the source element on the freeze-out hyper-surface , and $`\rho _0`$ and $`\rho _a`$ are the mean transverse expansion rapidity ($`v_0=\mathrm{tanh}(\rho _0)`$) and the amplitude of its azimuthal variation, respectively. In Fig. 3, the fit to the minimum-bias data with $`s_2=0`$ is shown as the dotted lines. The relatively poor fit led the authors to introduce a spatially anisotropic freeze-out hyper-surface, with one extra parameter, $`s_2`$, describing the variation in the azimuthal density of the source elements, $`2s_2\mathrm{cos}(2\varphi _b)`$. This additional parameter leads to a good description of the data, shown as the solid lines in Fig. 1. A positive value of the $`s_2`$ parameter would mean that there are more source elements moving in the direction of the reaction plane. The model predicts a specific dependence of the elliptic flow on the particle mass. This mass-dependent effect is larger for lower temperatures ($`T_f`$) and larger transverse rapidities ($`\rho _0`$).

The behavior of $`v_2(p_t)`$ at large transverse momenta is also very interesting. One of the possibilities is that the anisotropy at such transverse momenta is due to path length dependent nuclear modification of the parton fragmentation function (jet quenching). High $`p_t`$ parton produced in the direction of long axis of the overlapping region exhibits more inelastic (in addition to elastic) collisions than that emitted along the short axis. It results in smaller probability to fragment into high $`p_t`$ hadron. The effect depends on the density of the media and thus the observed anisotropy could serve as a measure on this very density  (and features of the energy loss itself). The transverse momenta, where $`v_2(p_t)`$ saturates could also help in understanding the origin of the particles in the region of 2–5 GeV/c: do they acquire their transverse momentum due to multiple scattering or they come from a fragmentation of even higher $`p_t`$ parton? The preliminary STAR data , Fig. 4, support the idea of flow saturation at high $`p_t`$.

Fig. 3: STAR . $`v_2(p_t)`$ with fits (Eq. 7) including $`s_2`$ parameter (solid lines) and without (dashed lines).

Fig. 4: STAR . $`v_2(p_t)`$ for charged particles.

### 3.2 Hydro and low density limits

The values of elliptic flow measured at RHIC are comparable to that in hydrodynamic models. There was a clear disagreement at lower energies. As it has been mentioned in the introduction, for elliptic flow one needs rescatterings. Denser the matter and more rescattering means higher elliptic flow. The current understanding is that in limit of zero mean free path, the hydro limit, one gets the largest possible values of elliptic flow.

Interesting that the flow values obtained in parton cascade calculations  at different transport opacities could in principle significantly exceed the flow values from hydro calculations. It raises a question about validity of the assumption that the largest values of flow can be reached in hydro model. Two lines shown in Fig, 6 correspond to the results of this model for two values of transport opacity, corresponding to 35 (upper line) and 13 times higher gluon density as given by HIJING model. Note, however, that this opacity was calculating assuming 1 mb gluon transport cross section and assuming the hadronization picture when the number of gluons equals the number of hadrons. If one would, for example, consider a system as a constituent quark gas, one would have to increase the cross section approximately by 3 times and quark density by approximately 2 to 3 times. That would give the opacities very close to that needed to describe the data.

Fig. 5: Preliminary NA49 results  on flow centrality dependence.

Fig. 6: STAR . $`v_2`$ centrality dependence from 2- and 4-particle correlations. Lines are the predictions from a parton cascade model (see text).

In the hydro limit elliptic flow is basically proportional to the original spatial ellipticity of the nuclear overlapping region , $`v_2\epsilon `$. In the opposite limit, usually called the low density limit , elliptic flow depends also on the particle density in the transverse plane: $`v_2\epsilon dN/dy/S`$, where $`S`$ is the area of the overlapping zone. It results in a different centrality dependencies of the elliptic flow in these two limits. The comparison of the results on elliptic flow from this point of view was first done in . In this picture, the transition to the deconfinement would lead to some wiggles in $`v_2/\epsilon `$ dependence, (“kinks”) ).

Fig. 7: PHOBOS results on $`v_2(\eta )`$ overlayed with $`dN/d\eta `$ .

Fig. 8: $`v_2/\epsilon `$ as a function of particle rapidity density for three colliding energies. Hydro limits taken from .

One indication that at RHIC energies flow is still proportional to the particle density can be seen from Fig. 7 (taken from ) which show that $`v_2(\eta )`$ closely follows $`dN_{ch}/d\eta `$. The 3D hydro calculations  also cannot describe the pseudorapidity dependence of elliptic flow, once more indicating that the hydro description could be not correct in spite of the large values of $`v_2`$ measured at RHIC.

Taking the recent (year 1, $`\sqrt{s_{NN}}=130`$ GeV) STAR results on elliptic flow from 4-particle cumulants  (no non-flow effects) and plotting them along preliminary NA49  and E877 results, Fig. 8, also suggests that even at RHIC energies elliptic flow continue to rise with particle density. (Note possible systematic errors in Fig. 8 of the order of 10-20% due to uncertainties in centrality measurements. However, this uncertainty does not alter the general trend). Decisive measurements could be already at full RHIC energies of $`\sqrt{s_{NN}}=200`$ GeV. If $`v_2`$ would continue to rise with particle density (which increases for about 15% in this energy range), it could give difficulties to hydrodynamic interpretation.

Acknowledgments. The author thanks the organizers of the very productive and exciting workshop for the invitation. Numerous discussions with Art Poskanzer are greatly appreciated.


text:
# 1 Introduction

## 1 Introduction

The avoidance of fine tuning has long been the primary motivation for supersymmetry at the TeV scale . This issue is normally formulated in connection with the hierarchy problem: why/how is $`m_Wm_P`$, or equivalently why is $`G_F1/m_W^2G_N=1/m_P^2`$, or equivalently why does the Coulomb potential in an atom dominate over the Newton potential, $`e^2G_Nm_pm_e(m/m_P)^2`$, where $`m_{p,e}`$ are the proton and electron masses? One might think naively that it would be sufficient to set $`m_Wm_P`$ by hand. However, radiative corrections tend to destroy this hierarchy. For example, one-loop diagrams generate

$$\delta m_W^2=𝒪\left(\frac{\alpha }{\pi }\right)\mathrm{\Lambda }^2m_W^2$$
(1)
where $`\mathrm{\Lambda }`$ is a cut-off representing the appearance of new physics, and the inequality in (1) applies if $`\mathrm{\Lambda }10^3`$ TeV, and even more so if $`\mathrm{\Lambda }m_{GUT}10^{16}`$ GeV or $`m_P10^{19}`$ GeV. If the radiative corrections to a physical quantity are much larger than its measured values, obtaining the latter requires strong cancellations, which in general require fine tuning of the bare input parameters. However, the necessary cancellations are natural in supersymmetry, where one has equal numbers of bosons $`B`$ and fermions $`F`$ with equal couplings, so that (1) is replaced by

$$\delta m_W^2=𝒪\left(\frac{\alpha }{\pi }\right)|m_B^2m_F^2|.$$
(2)
The residual radiative correction is naturally small if

$$|m_B^2m_F^2|<1\mathrm{TeV}^2$$
(3)
As we shall see later, cosmology also favours the mass range (3) for the lightest supersymmetric particle (LSP), if it is stable. In this case, the LSP would be an excellent candidate for astrophysical dark matter . In the following the LSP is assumed to be a neutralino $`\chi `$, i.e., a mixture of the $`\stackrel{~}{\gamma },\stackrel{~}{H}`$ and $`\stackrel{~}{Z}`$.

The minimal supersymmetric extension of the Standard Model (MSSM) has the same gauge interactions as the Standard Model, and similar Yukawa couplings. A key difference is the necessity of two Higgs doublets, in order to give masses to all the quarks and leptons, and to cancel triangle anomalies. This duplication is important for phenomenology: it means that there are five physical Higgs bosons, two charged $`H^\pm `$ and three neutral $`h,H,A`$. Their quartic self-interactions are determined by the gauge interactions, solving the vacuum instability problem mentioned above and limiting the possible mass of the lightest neutral Higgs boson. However, the doubling of the Higgs multiplets introduces two new parameters: $`\mathrm{tan}\beta `$, the ratio of Higgs vacuum expectation values and $`\mu `$, a parameter mixing the two Higgs doublets.

The MSSM predicts that there should appear a Higgs boson weighing $`<130`$ GeV. Thus, fans of supersymmetry have been encouraged by the fact that the precision electroweak data favour  a relatively light Higgs boson with $`m_H`$ 115 GeV, just above the exclusion unit provided by direct searches at LEP. They were even more encouraged by the possible sighting during the last days of LEP of a Higgs boson, with a preferred mass of 115.6 GeV . If this were to be confirmed, it would suggest that the Standard Model breaks down at some relatively low energy $`<10^3`$ TeV . Above this scale the effective Higgs potential of the Standard Model becomes unstable as the quartic Higgs self-coupling is driven negative by radiative corrections due to the relatively heavy top quark . This is not necessarily a disaster, and it is possible that the present electroweak vacuum might be metastable, provided that its lifetime is longer than the age of the Universe . However, we would surely feel more secure if such an instability could be avoided by introducing suitable new physics below $`10^3`$ TeV. However, any new physics must be finely tuned, or the potential blows up instead , and this fine tuning also occurs naturally in supersymmetry. However, this argument is logically distinct from the previous hierarchy argument. There supersymmetry was motivated by the control of quadratic divergences, and here by the absence of logarithmic divergences.

Another experimental hint in favour of supersymmetry is provided by the LEP measurements of the gauge couplings, that are in very good agreement with supersymmetric GUTs , again if sparticles weigh $`1`$ TeV. This argument does not provide a strong constraint on the supersymmetry-breaking scale, particularly because there may be important threshold effects near the GUT scale, but it does favour qualitatively models with accessible sparticles.

A crucial ingredient in the MSSM is the soft supersymmetry breaking, in the form of scalar masses $`m_0`$, gaugino masses $`m_{1/2}`$ and trilinear couplings $`A`$ . These are presumed to be inputs from physics at some high-energy scale, e.g., from some supergravity or superstring theory, which then evolve down to lower energy scale according to well-known renormalization-group equations. In the case of the Higgs multiplets, this renormalization can drive the effective mass-squared negative, triggering electroweak symmetry breaking . It is often assumed that the $`m_0`$ are universal at the input scale 111Universality between the squarks and sleptons of different generations is motivated by upper limits on flavour-changing neutral interactions , but universality between the soft masses of the $`L,E^c,Q^c,D^c`$ and $`U^c`$ is not so well motivated., as are the $`m_{1/2}`$ and $`A`$ parameters. In this case the free parameters are

$$m_0,m_{1/2},A\mathrm{and}\mathrm{tan}\beta ,$$
(4)
with $`\mu `$ being determined by the electroweak vacuum conditions, up to a sign. We refer to this scenario as the constrained MSSM (CMSSM).

## 2 Constraints on the MSSM

Important experimental constraints on the MSSM parameter space are provided by direct searches at LEP and the Tevatron collider, as seen in Fig. 1 in the case of the CMSSM. One of these is the limit $`m_{\chi ^\pm }>`$ 103.5 GeV provided by chargino searches at LEP , where the third significant figure depends on other CMSSM parameters. LEP has also provided lower limits on slepton masses, of which the strongest is $`m_{\stackrel{~}{e}}>`$ 99 GeV , again depending only sightly on the other CMSSM parameters, as long as $`m_{\stackrel{~}{e}}m_\chi >`$ 10 GeV. The most important constraints on the $`u,d,s,c,b`$ squarks and gluinos are provided by the Tevatron collider: for equal masses $`m_{\stackrel{~}{q}}=m_{\stackrel{~}{g}}>`$ 300 GeV. In the case of the $`\stackrel{~}{t}`$, LEP provides the most stringent limit when $`m_{\stackrel{~}{t}}m_\chi `$ is small, and the Tevatron for larger $`m_{\stackrel{~}{t}}m_\chi `$ .

Another important constraint is provided by the LEP lower limit on the Higgs mass: $`m_H>`$ 114.1 GeV . This holds in the Standard Model, for the lightest Higgs boson $`h`$ in the general MSSM for $`\mathrm{tan}\beta <8`$, and almost always in the CMSSM for all $`\mathrm{tan}\beta `$, at least as long as CP is conserved 222The lower bound on the lightest MSSM Higgs boson may be relaxed significantly if CP violation feeds into the MSSM Higgs sector .. Since $`m_h`$ is sensitive to sparticle masses, particularly $`m_{\stackrel{~}{t}}`$, via loop corrections:

$$\delta m_h^2\frac{m_t^4}{m_W^2}\mathrm{ln}\left(\frac{m_{\stackrel{~}{t}}^2}{m_t^2}\right)+\mathrm{}$$
(5)
the Higgs limit also imposes important constraints on the CMSSM parameters, principally $`m_{1/2}`$ as seen in Fig. 1. The constraints are evaluated using FeynHiggs , which is estimated to have a residual uncertainty of a couple of GeV in $`m_h`$.

Also shown in Fig. 1 is the constraint imposed by measurements of $`bs\gamma `$ . These agree with the Standard Model, and therefore provide bounds on MSSM particles, such as the chargino and charged Higgs masses, in particular. Typically, the $`bs\gamma `$ constraint is more important for $`\mu <0`$, as seen in Fig. 1a and c, but it is also relevant for $`\mu >0`$, particularly when $`\mathrm{tan}\beta `$ is large as seen in Fig. 1d.

The final experimental constraint we consider is that due to the measurement of the anamolous magnetic moment of the muon. The BNL E821 experiment reported last year a new measurement of $`a_\mu \frac{1}{2}(g_\mu 2)`$ which deviated by 2.6 standard deviations from the best Standard Model prediction available at that time . The largest contribution to the errors in the comparison with theory was thought to be the statistical error of the experiment, which will soon be significantly reduced, as many more data have already been recorded. However, it has recently been realized that the sign of the most important pseudoscalar-meson pole part of the light-by-light scattering contribution  to the Standard Model prediction should be reversed, which reduces the apparent experimental discrepancy to about 1.6 standard deviations. The next-largest error is thought to be that due to strong-interaction uncertainties in the Standard Model prediction, for which recent estimates converge to about 7$`\times 10^{10}`$ .

As many authors have pointed out , a discrepancy between theory and the BNL experiment could well be explained by supersymmetry. As seen in Fig. 1, this is particularly easy if $`\mu >0`$. With the change in sign of the meson-pole contributions to light-by-light scattering, good consistency is also possible for $`\mu <0`$ so long as either $`m_{1/2}`$ or $`m_0`$ are taken sufficiently large. We show in Fig. 1 as medium (pink) shaded the new $`2\sigma `$ allowed region: $`6<\delta a_\mu \times 10^{10}<58`$.

The new regions preferred by the $`g2`$ experimental data shown in Fig. 1 differ considerably from the older ones  which were based on the range $`11<\delta a_\mu \times 10^{10}<75`$. First of all, the older bound completely excluded $`\mu <0`$ at the $`2\sigma `$ level. As one can see this is no longer treu. $`\mu <0`$ is allowed so long as either (or both) $`m_{1/2}`$ and $`m_0`$ are large. Thus for $`\mu <0`$, one is forced into either the $`\chi \stackrel{~}{\tau }`$ coannihilation region or the funnel region produced by the s-channel annihilatn via the heavy Higgses $`H`$ and $`A`$. Second, whereas the older limits produced definite upper bounds on the sparticle masses (which were accept with delight to future collider builders), the new bounds which are consistent with $`a_mu=0`$, allow arbitrarily high sparticle masses. Now only the very low mass corner of the $`m_{1/2}m_0`$ plane is excluded.

Fig. 1 also displays the regions where the supersymmetric relic density $`\rho _\chi =\mathrm{\Omega }_\chi \rho _{critical}`$ falls within the preferred range

$$0.1<\mathrm{\Omega }_\chi h^2<0.3$$
(6)
The upper limit is rigorous, since astrophysics and cosmology tell us that the total matter density $`\mathrm{\Omega }_m<0.4`$, and the Hubble expansion rate $`h1/\sqrt{2}`$ to within about 10 % (in units of 100 km/s/Mpc). On the other hand, the lower limit in (6) is optional, since there could be other important contributions to the overall matter density.

As is seen in Fig. 1, there are generic regions of the CMSSM parameter space where the relic density falls within the preferred range (6). What goes into the calculation of the relic density? It is controlled by the annihilation cross section :

$$\rho _\chi =m_\chi n_\chi ,n_\chi \frac{1}{\sigma _{ann}(\chi \chi \mathrm{})},$$
(7)
where the typical annihilation cross section $`\sigma _{ann}1/m_\chi ^2`$. For this reason, the relic density typically increases with the relic mass, and this combined with the upper bound in (6) then leads to the common expectation that $`m_\chi <`$ O(200) GeV.

However, there are various ways in which the generic upper bound on $`m_\chi `$ can be increased along filaments in the $`(m_{1/2},m_0)`$ plane. For example, if the next-to-lightest sparticle (NLSP) is not much heavier than $`\chi `$: $`\mathrm{\Delta }m/m_\chi <0.1`$, the relic density may be suppressed by coannihilation: $`\sigma (\chi +`$NLSP$`\mathrm{})`$ . In this way, the allowed CMSSM region may acquire a ‘tail’ extending to larger sparticle masses. An example of this possibility is the case where the NLSP is the lighter stau: $`\stackrel{~}{\tau }_1`$ and $`m_{\stackrel{~}{\tau }_1}m_\chi `$, as seen in Figs. 1(a) and (b) and extended to larger $`m_{1/2}`$ in Fig. 2(a) . Another example is coannihilation when the NLSP is the lighter stop : $`\stackrel{~}{t}_1`$ and $`m_{\stackrel{~}{t}_1}m_\chi `$, which may be important in the general MSSM or in the CMSSM when $`A`$ is large, as seen in Fig. 2(b) . In the cases studied, the upper limit on $`m_\chi `$ is not affected by stop coannihilation. Another mechanism for extending the allowed CMSSM region to large $`m_\chi `$ is rapid annihilation via a direct-channel pole when $`m_\chi \frac{1}{2}m_{Higgs,Z}`$ . This may yield a ‘funnel’ extending to large $`m_{1/2}`$ and $`m_0`$ at large $`\mathrm{tan}\beta `$, as seen in panels (c) and (d) of Fig. 1 . Yet another allowed region at large $`m_{1/2}`$ and $`m_0`$ is the ‘focus-point’ region , which is adjacent to the boundary of the region where electroweak symmetry breaking is possible, as seen in Fig. 3.

## 3 Fine Tuning

The filaments extending the preferred CMSSM parameter space are clearly exceptional, in some sense, so it is important to understand the sensitivity of the relic density to input parameters, unknown higher-order effects, etc. One proposal is the relic-density fine-tuning measure

$$\mathrm{\Delta }^\mathrm{\Omega }\sqrt{\underset{i}{}\left(\frac{\mathrm{ln}(\mathrm{\Omega }_\chi h^2)}{\mathrm{ln}a_i}\right)^2}$$
(8)
where the sum runs over the input parameters, which might include (relatively) poorly-known Standard Model quantities such as $`m_t`$ and $`m_b`$, as well as the CMSSM parameters $`m_0,m_{1/2}`$, etc. As seen in Fig. 4, the sensitivity $`\mathrm{\Delta }^\mathrm{\Omega }`$ (8) is relatively small in the ‘bulk’ region at low $`m_{1/2}`$, $`m_0`$, and $`\mathrm{tan}\beta `$. However, it is somewhat higher in the $`\chi \stackrel{~}{\tau }_1`$ coannihilation ‘tail’, and at large $`\mathrm{tan}\beta `$ in general. The sensitivity measure $`\mathrm{\Delta }^\mathrm{\Omega }`$ (8) is particularly high in the rapid-annihilation ‘funnel’ and in the ‘focus-point’ region. This explains why published relic-density calculations may differ in these regions , whereas they agree well when $`\mathrm{\Delta }^\mathrm{\Omega }`$ is small: differences may arise because of small differences in the treatments of the inputs.

It is important to note that the relic-density fine-tuning measure (8) is distinct from the traditional measure of the fine-tuning of the electroweak scale :

$$\mathrm{\Delta }=\sqrt{\underset{i}{}\mathrm{\Delta }_i^2},\mathrm{\Delta }_i\frac{\mathrm{ln}m_W}{\mathrm{ln}a_i}$$
(9)
Sample contours of the electroweak fine-tuning measure are shown (9) are shown in Figs. 5. This electroweak fine tuning is logically different from the cosmological fine tuning, and values of $`\mathrm{\Delta }`$ are not necessarily related to values of $`\mathrm{\Delta }^\mathrm{\Omega }`$, as is apparent when comparing the contours in Figs. 4 and 5. Electroweak fine-tuning is sometimes used as a criterion for restricting the CMSSM parameters. However, the interpretation of $`\mathrm{\Delta }`$ (9) is unclear. How large a value of $`\mathrm{\Delta }`$ is tolerable? Different physicists may well have different pain thresholds. Moreover, correlations between input parameters may reduce its value in specific models.

Note that, the regions allowed by the different constraints can be very different from those in the CMSSM when we relax some of the CMSSM assumptions, e.g. the universality between the input Higgs masses and those of the squarks and sleptons, a subject too broad for complete study in this paper. As an exercise, we display in Fig. 6 the electroweak fine-tuning contours in the Non Universal Higgs Mass model (NUHM), where the soft breaking mass terms for the Higgs are not set to equal to $`m_0`$, but are derived from the electroweak symmetry breaking condition with two additional free parameters $`m_A`$ and $`\mu `$.

## 4 Prospects for Observing Supersymmetry at Accelerators

As an aid to the assessment of the prospects for detecting sparticles at different accelerators, benchmark sets of supersymmetric parameters have often been found useful , since they provide a focus for concentrated discussion. A set of proposed post-LEP benchmark scenarios in the CMSSM  are illustrated schematically in Fig. 7. They take into account the direct searches for sparticles and Higgs bosons, $`bs\gamma `$ and the preferred cosmological density range (6). About a half of the proposed benchmark points are consistent with $`g_\mu 2`$ at the $`2\sigma `$ level, but this was not imposed as an absolute requirement.

The proposed points were chosen not to provide an ‘unbiased’ statistical sampling of the CMSSM parameter space, whatever that means in the absence of a plausible a priori measure, but rather are intended to illustrate the different possibilities that are still allowed by the present constraints  333This study is restricted to $`A=0`$, for which $`\stackrel{~}{t}_1\chi `$ coannihilation is less important, so this effect has not influenced the selection of benchmark points.. Five of the chosen points are in the ‘bulk’ region at small $`m_{1/2}`$ and $`m_0`$, four are spread along the coannihilation ‘tail’ at larger $`m_{1/2}`$ for various values of $`\mathrm{tan}\beta `$, two are in the ‘focus-point’ region at large $`m_0`$, and two are in rapid-annihilation ‘funnels’ at large $`m_{1/2}`$ and $`m_0`$. The proposed points range over the allowed values of $`\mathrm{tan}\beta `$ between 5 and 50. Most of them have $`\mu >0`$, as favoured by $`g_\mu 2`$, but there are two points with $`\mu <0`$. All but one point are consistent with the revised value of $`a_\mu `$.

Various derived quantities in these supersymmetric benchmark scenarios, including the relic density, $`g_\mu 2,bs\gamma `$, electroweak fine-tuning $`\mathrm{\Delta }`$ and the relic-density sensitivity $`\mathrm{\Delta }^\mathrm{\Omega }`$, are given in . These enable the reader to see at a glance which models would be excluded by which refinement of the experimental value of $`g_\mu 2`$. Likewise, if you find some amount of fine-tuning uncomfortably large, then you are free to discard the corresponding models.

The LHC collaborations have analyzed their reach for sparticle detection in both generic studies and specific benchmark scenarios proposed previously . Based on these studies, Fig. 8 displays estimates of how many different sparticles may be seen at the LHC in each of the newly-proposed benchmark scenarios . The lightest Higgs boson is always found, and squarks and gluinos are usually found, though there are some scenarios where no sparticles are found at the LHC. The LHC often misses heavier weakly-interacting sparticles such as charginos, neutralinos, sleptons and the other Higgs bosons.

It was initially thought that the discovery of supersymmetry at the LHC was ‘guaranteed’ if the BNL measurement $`g_\mu 2`$ was within $`2\sigma `$ of the true value, but this is no longer the case with the new sign of the pole contributions to light-by-light scattering. This is the case, in particular, because arbitrarily large values of $`m_{1/2}`$ and $`m_0`$ are now compatible with the data at the $`2\sigma `$ level .

The physics capabilities of linear $`e^+e^{}`$ colliders are amply documented in various design studies . Not only is the lightest MSSM Higgs boson observed, but its major decay modes can be measured with high accuracy. Moreover, if sparticles are light enough to be produced, their masses and other properties can be measured very precisely, enabling models of supersymmetry breaking to be tested .

As seen in Fig. 8, the sparticles visible at an $`e^+e^{}`$ collider largely complement those visible at the LHC . In most of benchmark scenarios proposed, a 1-TeV linear collider would be able to discover and measure precisely several weakly-interacting sparticles that are invisible or difficult to detect at the LHC. However, there are some benchmark scenarios where the linear collider (as well as the LHC) fails to discover supersymmetry. Only a linear collider with a higher centre-of-mass energy appears sure to cover all the allowed CMSSM parameter space, as seen in the lower panels of Fig. 8, which illustrate the physics reach of a higher-energy lepton collider, such as CLIC  or a multi-TeV muon collider .

## 5 Prospects for Other Experiments

### 5.1 Detection of Cold Dark Matter

Fig. 9 shows rates for the elastic spin-independent scattering of supersymmetric relics , including the projected sensitivities for CDMS II  and CRESST  (solid) and GENIUS  (dashed). Also shown are the cross sections calculated in the proposed benchmark scenarios discussed in the previous section, which are considerably below the DAMA  range ($`10^510^6`$ pb), but may be within reach of future projects. Indirect searches for supersymmetric dark matter via the products of annihilations in the galactic halo or inside the Sun also have prospects in some of the benchmark scenarios .

### 5.2 Proton Decay

This could be within reach, with $`\tau (pe^+\pi ^0)`$ via a dimension-six operator possibly $`10^{35}y`$ if $`m_{GUT}10^{16}`$ GeV as expected in a minimal supersymmetric GUT. Such a model also suggests that $`\tau (p\overline{\nu }K^+)<10^{32}y`$ via dimension-five operators , unless measures are taken to suppress them . This provides motivation for a next-generation megaton experiment that could detect proton decay as well as explore new horizons in neutrino physics .

## 6 Conclusions

We have compiled in this short review the various experimental constraints on the MSSM, particularly in its constrained CMSSM version. These have been compared and combined with the cosmological constraint on the relic dark matter density. As we have shown, there is good overall compatibility between these various constraints. To exemplify the possible types of supersymmetric phenomenology compatible with all these constraints, a set of benchmark scenarios have been proposed.

We have discussed the fine-tuning of parameters required for supersymmetry to have escaped detection so far. There are regions of parameter space where the neutralino relic density is rather sensitive to the exact values of the input parameters, and to the details of the calculations based on them. However, there are generic domains of parameter space where supersymmetric dark matter is quite natural. The fine-tuning price of the electroweak supersymmetry-breaking scale has been increased by the experimental constraints due to LEP, in particular, but its significance remains debatable.

As illustrated by these benchmark scenarios, future colliders such as the LHC and a TeV-scale linear $`e^+e^{}`$ collider have good prospects of discovering supersymmetry and making detailed measurements. There are also significant prospects for discovering supersymmetry via searches for cold dark matter particles, and searches for proton decay also have interesting prospects in supersymmetric GUT models.

One may be disappointed that supersymmetry has not already been discovered, but one should not be disheartened. Most of the energy range where supersymmetry is expected to appear has yet to be explored. Future accelerators will be able to complete the search for supersymmetry, but they may be scooped by non-accelerator experiments. In a few years’ time, we expect to be writing about the discovery of supersymmetry, not just constraints on its existence.