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# Gaussian Fields and Random Packing

## 1  Introduction

The following prototype random packing model is known as the basic Random Sequential Adsorption Model (RSA) for hard spheres on a continuum surface. Open balls $`B_{1,n},B_{2,n}\mathrm{},`$ of unit radius arrive sequentially and uniformly at random in the $`d`$-dimensional cube $`Q_n`$ having volume $`n`$ and centered at the origin. Let the first ball $`B_{1,n}`$ be packed, and recursively for $`i=2,3,\mathrm{}`$, let the $`i`$-th ball $`B_{i,n}`$ be packed iff $`B_{i,n}`$ does not overlap any ball in $`B_{1,n},\mathrm{},B_{i1,n}`$ which has already been packed. If not packed, the $`i`$-th ball is discarded. Given a positive integer $`k`$, let $`N(\{B_{1,n},\mathrm{},B_{k,n}\})`$ be the number of balls packed out of the first $`k`$ arrivals. $`N_{n,d}(k):=N(\{B_{1,n},\mathrm{},B_{k,n}\})`$ are called random packing numbers.

Lattice packing is defined analogously to continuum packing, save for the obvious constraint that centers of incoming balls are constrained to lie on a lattice.

There is a vast literature involving versions of the RSA model on continuum and lattice substrates. There is a plethora of experimental results and a notable dearth of mathematically rigorous results, particularly in more than one dimension. For surveys of the extensive literature, see Evans , Senger et al. , Bartelt and Privman , Adamczyk et al. , Talbot et al.  and .

In addition to their fundamental role in adsorption modelling, sequential packing models arise in the study of hard core interactions in physical and materials science, spatial growth models in crystallography and biology (Evans , sect. III, Garcia-Ruiz et al. ), and in the study of polymer reactions . In modelling communication protocols (Coffman et al. ), RSA is called on-line packing.

Consider input of size $`𝒫(\tau n)`$, that is the deposition intensity is a Poisson random variable with parameter $`\tau `$. Deposition intensity in the continuum is the average number of particles arriving per unit volume, whereas in the lattice it is the average number of arriving particles per lattice point. In , the authors show that for both continuum and lattice packing, the Poisson packing numbers $`N_{n,d}(𝒫(\tau n))`$ satisfy a thermodynamic limit as well as a central limit theorem.

###### Theorem 1.1

(LLN and CLT for packing numbers ) For all $`\tau (0,\mathrm{})`$ and all $`d1`$ there are positive constants $`\alpha _{d,\tau }`$ and $`\eta _{d,\tau }`$ such that

$$\frac{N_{n,d}(𝒫(\tau n))}{n}\alpha _{d,\tau }c.m.c.c.$$
(1.1)
while

$$\frac{N_{n,d}(𝒫(\tau n))EN_{n,d}(𝒫(\tau n))}{n^{1/2}}\stackrel{𝒟}{}𝒩(0,\eta _{d,\tau }^2)$$
(1.2)
and

$$n^1\mathrm{Var}N_{n,d}(𝒫[\tau n])\eta _{d,\tau }^2.$$
(1.3)
Here c.m.c.c. denotes convergence of means and complete convergence, $`\alpha _{d,\tau }`$ is called the coverage function, and $`𝒩(0,\sigma ^2)`$ denotes a normal random variable with mean zero and variance $`\sigma ^2`$. The limits (1.1-1.3) also hold if the Poisson packing numbers $`N_{n,d}(𝒫(\tau n))`$ are replaced by the finite input packing numbers $`N_{n,d}([\tau n])`$ .

Our goal here is to investigate the large $`n`$ distribution of packed balls on the d-dimensional substrate $`Q_n`$. Even in dimension $`d=1`$ little is known about the distribution of the point process on $``$ induced by the packed balls. Our main result is that the basic RSA packing process on $`Q_n^d`$ induces a point measure which, when suitably rescaled, converges to that of a Gaussian field on $`^d`$ in the thermodynamic limit. The CLT given by (1.2) of Theorem 1.1 is a by-product. Our main result also holds for variants of the basic packing process.

The packing process is defined on the infinite substrate $`^d`$ in a natural way. In this context, we represent the centers of the incoming balls, together with their arrival times, as a point set in $`^d\times ^+`$. Points of $`^d\times ^+`$ are generically denoted by $`w:=(x,t_x)`$, where $`x^d,t_x^+`$. Given a locally finite point set $`𝒳^d\times ^+`$, we let $`\alpha (𝒳)`$ denote the subset of $`𝒳`$ which is accepted in the packing process. We let $`\pi (𝒳)^d`$ denote the projection of $`\alpha (𝒳)`$ onto $`^d`$. $`\pi (𝒳)`$ is the point process on the substrate $`^d`$ formed by the accepted balls.

Let $`𝒫_\tau `$ denote a rate one homogeneous Poisson point process on $`^d\times [0,\tau ]`$. In the lattice setting, $`𝒬`$ denotes a collection of rate one homogeneous Poisson point processes on $``$ indexed by the lattice points $`^d`$ and embedded in a natural way into $`^d\times ^+`$. $`𝒫_\tau `$ and $`𝒬`$ henceforth represent the input for the continuum and lattice packing processes, respectively. The processes $`\pi (𝒫_\tau )`$ and $`\pi (𝒬)`$ are thinned Poisson point processes; we will be interested in their spatial distribution.

For any set $`A^d`$, let $`𝒫_{\tau ,A}`$ be the restriction of $`𝒫_\tau `$ to $`A\times [0,\tau ]`$ and let $`𝒬_A`$ denote the restriction of $`𝒬`$ to $`A`$.

For any Borel set $`B^d`$ define the random fields

$$\nu _\tau (B):=\underset{x\pi (𝒫_\tau )}{}\delta _x(B)$$

and

$$\nu _{\tau ,A}(B):=\underset{x\pi (𝒫_{\tau ,A})}{}\delta _x(B);$$

that is, $`\nu _\tau `$ is the random field on subsets of $`^d`$ induced by the packing process on $`^d`$ whereas $`\nu _{\tau ,A}`$ is the random field on subsets of $`A`$ induced by the packing process on $`A`$. Since $`sup_B\nu _\tau (B)=\mathrm{}`$ and $`sup_B\nu _{\tau ,A}(B)\text{volume}(A)`$, we call $`\nu _\tau `$ and $`\nu _{\tau ,A}`$ the infinite volume and finite volume packing measures, respectively. Edge effects show that in general these two random fields do not coincide on subsets of $`A`$.

We similarly define random fields induced by the lattice packing process as follows. For any Borel set $`B^d`$ define

$$\mu (B):=\underset{x\pi (𝒬)}{}\delta _x(B)$$

and

$$\mu _A(B):=\underset{x\pi (𝒬_A)}{}\delta _x(B).$$

Consider the rescaled infinite volume continuum packing measures

$$\nu _{\tau ,\lambda }(B):=\frac{\nu _\tau (\lambda B)E\nu _\tau (\lambda B)}{\sqrt{\lambda ^d}}$$
(1.4)
and the rescaled finite volume continuum packing measures

$$\nu _{\tau ,A,\lambda }(B):=\frac{\nu _{\tau ,\lambda A}(\lambda B)E\nu _{\tau ,\lambda A}(\lambda B)}{\sqrt{\lambda ^d}}.$$
(1.5)
The rescaled centered lattice packing measures $`\mu _\lambda `$ and $`\mu _{A,\lambda }`$ are defined analogously. All packing measures $`\mu `$ (or $`\nu `$) considered here are spatially homogeneous in the sense that the vectors $`\nu (B_1),\mathrm{},\nu (B_k)`$ and $`\nu (B_1+x),\mathrm{},\nu (B_k+x)`$ have the same distribution for any $`x^d`$ and any Borel subsets $`B_1,\mathrm{},B_k`$.

In what follows all random measures are defined on the Borel subsets of $`^d`$. Recall that a sequence of random fields $`\mu _n,n1,`$ converges in distribution to $`\mu `$ if and only if all finite dimensional distributions $`\mu _n(B_1),\mathrm{},\mu _n(B_k)`$ converge to $`\mu (B_1),\mathrm{},\mu (B_k)`$, where $`B_1,\mathrm{},B_k`$ are Borel subsets of $`^d`$. The following are our main results.

###### Theorem 1.2

(Infinite volume packing measures converge to a Gaussian field)

(i) (Poisson input continuum packing) For all $`\tau <\mathrm{}`$, $`\nu _{\tau ,\lambda }`$ converges in distribution as $`\lambda \mathrm{}`$ to a generalized Gaussian random field with covariance kernel $`K_{\nu ,\tau }`$ concentrated on the diagonal, that is

$$K_{\nu ,\tau }(x,y):=C_{\nu ,\tau }\delta (xy),$$

where $`C_{\nu ,\tau }`$ is a constant depending on $`\tau `$.

(ii)(infinite input lattice packing) $`\mu _\lambda `$ converges in distribution as $`\lambda \mathrm{}`$ to a generalized Gaussian random field with covariance kernel $`K_\mu `$ concentrated on the diagonal, that is

$$K_\mu (x,y):=C_\mu \delta (xy),$$

where $`C_\mu `$ is a constant.

The next theorem clearly extends Theorem 1.1. To obtain Theorem 1.1 we simply let $`A`$ be the unit cube centered at the origin of $`^d`$.

###### Theorem 1.3

(Finite volume packing measures converge to a Gaussian field) Let $`A^d`$ have piecewise smooth boundary. Then:

(i) (Poisson input continuum packing) For all $`\tau <\mathrm{}`$, $`\nu _{\tau ,A,\lambda }`$ converges in distribution as $`\lambda \mathrm{}`$ to a generalized Gaussian random field with covariance kernel $`K_{\nu ,\tau }`$.

(ii)(infinite input lattice packing) $`\mu _{A,\lambda }`$ converges in distribution as $`\lambda \mathrm{}`$ to a generalized Gaussian random field with covariance kernel $`K_\mu `$.

Remarks. (i) We will see in the sequel that

$$C_{\nu ,\tau }:=_V[r_2(0,x)r_1(0)r_1(x)]𝑑x+r_1(0),$$

where $`r_1`$ and $`r_2`$ are the one and two point correlation functions for the spatial point process of packed points on $`^d`$. There is a similar expression for $`C_\mu `$. Neither $`K_{\nu ,\tau }`$ nor $`K_\mu `$ depend on the set $`A`$.

(ii) By definition of weak convergence, Theorem 1.2 tells us that for any Borel sets $`B_1,\mathrm{},B_m`$ in $`^d`$ the $`m`$-vector with entries given by the $`\nu _{\tau ,\lambda }`$ measure of $`B_1,\mathrm{},B_m`$ tends to a Gaussian limit with covariance matrix $`C_{\nu ,\tau }\text{volume}(B_iB_j)`$. Theorem 1.3 makes an analogous statement for the $`m`$-vector with entries given by the $`\nu _{\tau ,A,\lambda }`$ measure of $`B_1,\mathrm{},B_m`$.

(iii) Proving convergence to a Gaussian field for infinite input continuum packing remains an open problem. In dimension $`d=1`$, Dvoretzky and Robbins  showed that the number of packed balls asymptotically converges to a normal random variable. Theorem 1.3(ii) adds to results of Penrose , who shows that the number of packed balls in the lattice setting satisfies a central limit theorem.

Acknowledgements. The authors are grateful for conversations with Y. Suhov, whose questions helped inspire the investigations in this paper.

## 2 Related Models

There are a multitude of variants of the basic RSA packing model . The approach taken here shows that the spatial distribution of packed balls (particles) for many of these variants converges to a Gaussian field. We discuss these variants below. Formal details may be found in .

### 2.1 Random shapes and types

The basic RSA model assumes that the incoming particle is a ball of unit radius. However, this assumption may be relaxed to allow random shapes and random sets in $`^d`$, a widely considered model . More generally, arriving particles may have a random type or spin, not necessarily representing shape or size. In one dimension such a model is considered by Itoh and Shepp . Instead of considering the point process defined by the point set of accepted particles, we may consider the point process consisting of only those accepted particles of a particular kind or type. Theorems 1.2 and 1.3 hold for the measures induced by such point processes.

### 2.2 Time dependent models

The basic RSA packing model can be generalized to include the case in which a packed ball remains in place for a random period of time at the end of which it is removed, i.e., desorbs. This is a dynamic model, which among other things, describes the reversible deposition of particles on substrates . Assuming that the spatial locations and arrival times of particles are given by a space-time Poisson process of unit intensity on $`^d\times [0,\tau ]`$, the contribution of a particle to the point process of adsorbed points is determined not only by whether it is accepted or not, but also by whether, if accepted, it desorbs by time $`\tau `$. The point measures given by the process of adsorbed points are defined analogously to (1.4, 1.5) and in the large $`\lambda `$ limit satisfy the Gaussian structure results of Theorems 1.2 and 1.3.

We can also extend the basic packing model to a generalized version of the classical birth-growth model on $`^d`$ in which cells are formed at random locations $`x_i^d`$ at times $`t_i,i=1,2,\mathrm{}`$ according to a unit intensity homogeneous space-time Poisson point process. When a new cell is formed, its center $`x_i`$ is called its “seed”. Once a seed is born, the cell around it initially takes the form of a ball of possibly random radius. If the initial radii of cells are zero a.s., then the model is referred to as the Johnson-Mehl model (see Stoyan and Stoyan ). The ball immediately generates a cell by growing radially in all directions with a constant speed. Whenever one cell touches another, it stops growing in that direction. New seeds, and the cells around them, form only in the uncovered space in $`^d`$. The point measures given by the process of seeds are defined analogously to (1.4, 1.5) and in the large $`\lambda `$ limit satisfy the Gaussian structure results of Theorems 1.2 and 1.3. This adds to results of Chiu and Quine , who only study the restriction to a large window of the infinite stationary birth-growth model on $`^d`$. Furthermore, as in Penrose and Yukich  (Theorem 2.1(b)), they consider only the number of seeds generated and not their spatial distribution.

### 2.3 Ballistic Deposition Models

The standard random particle deposition model considers random size i.i.d. $`(d+1)`$-dimensional balls (“particles”) which rain down sequentially at random onto a $`d`$ dimensional substrate of volume $`n`$, and centered around the origin.

When a particle arrives on the existing agglomeration of deposited balls, the particle may slip and roll over existing particles, undergoing displacements, stopping when it reaches a position of lower height (the surface relaxation (SR) model ). If a particle reaches the surface $`^d`$, it is irreversibly fixed on it; otherwise, the particle is removed from the system and the next sequenced particle is considered. The rolling process does not displace already deposited particles; there is no updating of existing particles. For $`d=1`$, the model dates back to Solomon . Senger et al.  describe the many experimental results.

The accepted particles all lie on the substrate and are represented by points in $`^d`$. The position of an accepted particle is a translate of the original location in $`^d`$ above which it originally comes in. The point process of accepted particles defines a point measure on $`^d`$. The rescaled measures are defined analogously to (1.4) and (1.5). The methods described below may be easily modified to show that in the large $`\lambda `$ limit, these measures converge to a Gaussian random field. This thus generalizes the results of  (Theorem 2.2(b)), which only considers the distribution of the number of accepted particles in the substrate.

## 3 Auxiliary Results

Throughout we let $`W:=V\times ^+`$, where $`V:=^d`$. Recall that points of $`W`$ are generically denoted by $`w:=(x,t_x)`$, where $`xV,t_x^+.`$ The spatial location of the incoming balls, together with their arrival times, are represented by points in $`W`$. The interaction range of arriving balls is just the common diameter of the balls, that is to say equals two. Throughout, $`||||`$ denotes the Euclidean norm on $`^d`$.

### 3.1 Exponential Decay

Let $`𝒳W`$ be a locally finite point process. Following  we make $`𝒳`$ into the vertex set of an oriented graph by including an edge from $`w_1:=(x_1,t_{x_1})`$ to $`w_2:=(x_2,t_{x_2})`$ whenever $`x_1x_22`$ and $`t_{x_1}t_{x_2}`$. Given $`w𝒳`$, let $`A_{\mathrm{out}}(w,𝒳)`$ be the set of points (forward cone) in $`𝒳`$ that can be reached from $`w`$ by a directed path in this graph (along with $`w`$ itself). Let $`A_{\mathrm{in}}(w,𝒳)`$ be the set of points (backward cone) in $`𝒳`$ from which the point $`w`$ can be reached by a directed path in this graph (along with $`w`$ itself). Finally, consider the “causal cone”

$$A_{\mathrm{out},\mathrm{in}}(w,𝒳):=A_{\mathrm{out}}(w,𝒳)A_{\mathrm{in}}(w,𝒳).$$

The next result justifies describing the sets $`A_{\mathrm{out},\mathrm{in}}(w,𝒫_\tau )`$ and $`A_{\mathrm{out},\mathrm{in}}(w,𝒬)`$ as “cones”.

###### Lemma 3.1

Fix $`\tau `$ and let $`𝒳`$ be either $`𝒫_\tau `$ or $`𝒬`$. There exist positive constants $`\gamma :=\gamma (\tau )`$, $`\beta :=\beta (\tau ),`$ and $`\rho :=\rho (\tau )`$, such that the causal cone associated with $`w:=(x,t_x)𝒳`$ belongs to the set

$$C_R(w):=\{(y,t_y):xy\beta |t_xt_y|+R\}$$

with probability at least $`1\rho \mathrm{exp}(\gamma R)`$.

Proof. For the case that $`𝒳`$ is the finite input set $`𝒫_\tau `$, this result is just Lemma 4.2 of . For the case that $`𝒳`$ is $`𝒬`$, we will use an “invasion percolation” argument similar to that in . The following argument actually also holds if $`𝒳`$ is the infinite continuum input $`𝒫`$. First, we discretize the space $`V`$ by tiling it by lattice cubes of sufficiently large size so that no ball can intersect non-adjacent cubes. More precisely, we choose a full rank lattice $`LV`$ (a sublattice of $`^d`$ in the lattice case) with the elementary cube $`C`$, $`V=_{𝕚L}C_𝕚`$, where $`C_𝕚:=C+𝕚`$ and the size of the cube $`C`$ is chosen as to satisfy $`C+B2C`$ (a further restriction in the lattice case is that the boundary of $`C`$ does not contain any point with integer coordinates, to avoid ambiguity).

For each cube $`C_𝕚,𝕚L,`$ consider the arrival times of the points whose centers belong to this cube; they form a family $`P(𝕚),𝕚L,`$ of independent Poisson point processes.

Now, fix a point $`w=(x,t_x)`$ and assume, without loss of generality, that $`x`$ belongs to the cube centered at the origin. Let us restrict attention to the forward cone and, to simplify notation, assume that $`t_x=0`$, i.e, $`w=(x,0)`$. Call a path $`\pi :=\pi _0,\pi _1,\mathrm{},\pi _p`$ (of length $`p:=|\pi |`$) a collection of points in $`L`$, such that for any two consecutive points $`\pi _k`$ and $`\pi _{k+1}`$, the cubes $`C_{\pi _k}`$ and $`C_{\pi _{k+1}}`$ share at least one vertex. For a path $`\pi `$ of length $`p`$, call the increasing sequence of arrival times $`0=t_0<\mathrm{}<t_p`$ admissible if $`t_kP(\pi _k)`$ for all $`0kp`$. Note that any path $`\pi `$ admits many admissible sequences. Given a path $`\pi `$ of length $`p`$, let $`T(\pi )`$ be the infimum of the terminal values $`t_p`$.

The relations above imply that if the forward cone of $`(x,0)`$ does not belong to $`C_R(w)`$, then for some $`𝕚`$ there exists a path $`\pi `$ from $`\mathrm{𝟎}`$ to $`𝕚`$ such that $`|𝕚|>\beta T(\pi )+R`$, that is,

$$T(\pi )<(|𝕚|R)/\beta .$$

The probability that such a path exists is majorized by the sum over all possible paths $`\pi `$, starting at the origin, of the probability

$$P[T(\pi )<(|\pi _{|\pi |}|R)/\beta ]P[T(\pi )<(k|\pi |R)/\beta ]$$

(we use here the obvious fact that the distance between the last point of a path of length $`p`$ and the origin is at most $`kp`$, where $`k`$ is a constant depending only on the lattice $`L`$ and the dimension $`d`$).

The last piece we need before starting calculations is the fact that for a path $`\pi `$ of length $`p`$, $`T(\pi )`$ is simply the sum of $`p`$ i.i.d. exponential variables $`Y`$. Choose $`\theta `$ large enough so that $`E\mathrm{exp}(\theta Y)3^{(d+2)}`$ and choose $`\beta `$ large enough so that $`e^{\theta k/\beta }3`$. Let $`a:=(kpR)/\beta `$. Then

$$P(\pi ):=P[T(\pi )<a]e^{\theta a}(E[e^{\theta Y}])^p.$$

By definition of $`a`$ and the choice of $`\theta `$ and $`\beta `$ we have that the above is bounded by

$$e^{\theta kp/\beta }3^{p(d+2)}3^{p(d+1)}.$$

Since the number of paths starting at $`\mathrm{𝟎}`$ of length $`p`$ is bounded by $`3^{dp}`$, the probability that the forward cone of $`(x,0)`$ does not belong to $`C_R(w)`$ is bounded above by the sum of the terms $`P(\pi )`$ over all possible paths $`\pi `$ starting at $`\mathrm{𝟎}`$ and of length at least $`R/k`$. This probability is thus bounded by

$$\underset{pR/k}{}3^{dp}P[T(\pi )<a]\underset{pR/k}{}3^{dp}3^{p(d+1)},$$

which gives the desired exponential decay in $`R`$.

Since the case of the backward cone may be handled by using a “time-reversal”, this completes the proof of Lemma 3.1.

Let $`𝒳W`$ be a point set. In keeping with the terminology of statistical mechanics, we write $`\sigma (w,𝒳)=1`$, if the ball centered at $`w`$ is accepted with respect to $`𝒳`$ and $`0`$ otherwise. A trivial but useful observation is that if $`A_{\mathrm{in}}(x,𝒳_1)=A_{\mathrm{in}}(x,𝒳_2)`$, then $`\sigma (x,𝒳_1)=\sigma (x,𝒳_2)`$.

### 3.2 Correlation Functions

To establish convergence of random point measures to a Gaussian field, one may employ the method of moments , which depends heavily on the use of correlation functions.

Let $`𝒫`$ denote $`𝒫_\tau `$ or $`𝒬`$. Recall that $`\alpha (𝒫)`$ is the subset of $`𝒫`$ which is accepted in the packing process. Let $`1_B(\alpha (𝒫))=1`$ if $`\alpha (𝒫)B`$ is non-empty, and let $`1_B(\alpha (𝒫))=0`$ otherwise. Given $`w_1,\mathrm{},w_kW`$, the $`k`$-point correlation functions  of the point process $`\alpha (𝒫)`$ of accepted points are defined as

$$r_k(w_1,\mathrm{},w_k):=\underset{\epsilon _10,\mathrm{},\epsilon _k0}{lim}\frac{E_𝒫1_{(w_1+\epsilon _1\mathrm{\Omega })}\alpha (𝒫)\mathrm{}1_{(w_k+\epsilon _k\mathrm{\Omega })}\alpha (𝒫)}{\epsilon _1^{d+1}\mathrm{}\epsilon _k^{d+1}\omega ^k},$$
(3.1)
where $`w_iw_j,1ijk`$, $`\mathrm{\Omega }`$ is the ball in $`W`$ of unit radius and $`\omega `$ is its volume. To obtain the definition in the lattice case one replaces the unit balls by the intervals $`\{O\}\times [1/2,1/2]`$.

To clarify the nature and existence of these correlation functions we introduce for $`w_1,\mathrm{},w_kW`$ the functions

$$\overline{r}_k(w_1,\mathrm{},w_k):=E_𝒫\left[\underset{i=1}{\overset{k}{}}\sigma (w_i,𝒫)\right].$$

The functions $`\overline{r}_k`$ are the probabilities that all points $`\{w_1,\mathrm{},w_k\}`$ are packed with respect to an independent sample from $`𝒫`$. We notice here that this probability is always positive (unless the balls centered at the points $`x_1,\mathrm{},x_k`$ themselves intersect), regardless of the heights $`t_{x_i}`$ of the points.

We want to show that $`\overline{r}_k`$ are continuous in the arguments $`w_i:=(x_i,t_{x_i}),1ik`$. We will show the continuity of $`\overline{r}_k`$ in the setting of the continuum $`𝒫=𝒫_\tau `$; continuity in the lattice setting follows from the arguments below and is easier since it only involves showing continuity in the time coordinate.

Since

$$|\overline{r}_k(w_1,\mathrm{},w_k)\overline{r}_k(w_1^{},\mathrm{},w_k^{})|$$

is bounded by

$$\underset{i=1}{\overset{k1}{}}|\overline{r}_k(w_1^{},\mathrm{},w_{i1}^{},w_i,\mathrm{},w_k)\overline{r}_k(w_1^{},\mathrm{},w_i^{},w_{i+1},\mathrm{},w_k)|,$$
(3.2)
it will suffice to show that $`\overline{r}_k`$ is continuous in each of its $`k`$ arguments. We will show

$$|\overline{r}_k(w_1,\mathrm{},w_k)\overline{r}_k(w_1^{},\mathrm{},w_k)|C|w_1w_1^{}|.$$

The other summands in (3.2) are bounded similarly. For all $`xV`$, let $`B(x)`$ denote the ball in $`V`$ of unit radius centered at $`x`$. $`B(w),wW,`$ is defined similarly. Without loss of generality, assume that $`|x_1x_1^{}|<1`$, so that $`B(x_1)`$ and $`B(x_2)`$ overlap.

Consider the event $`_{i=1}^k\sigma (w_i,𝒫)\sigma (w_1^{},𝒫)_{i=2}^k\sigma (w_i,𝒫)`$. If this event occurs, then either the ball $`B(x_1)`$ is packed and $`B(x_1^{})`$ is not packed or vice versa. This means that the oriented graphs on $`𝒫\{w_1,\mathrm{},w_k\}`$ and $`𝒫\{w_1^{},\mathrm{},w_k\}`$ are different. The only way that this can happen is if $`𝒫`$ satisfies at least one of the following two conditions (assume without loss of generality that $`t_{x_1}t_{x_1^{}}`$): (a) the cylinder set

$$[B(x_1)\mathrm{\Delta }B(x_1^{})]\times [0,t_{x_1^{}}]$$

intersects at least one ball $`B(w),w𝒫,`$ whereas the cylinder set

$$[B(x_1)B(x_1^{})]\times [0,t_{x_1}]$$

does not intersect any ball $`B(w),w𝒫`$, or (b) the strip

$$[B(x_1)B(x_1^{})]\times [t_{x_1},t_{x_1^{}}]$$

intersects at least one ball $`B(w),w𝒫`$.

Condition (a) implies that

(i) the cylinder centered at $`(x_1+x_1^{})/2`$ with radius $`2|x_1x_1^{}|/2`$ and height $`t_{x_1}`$ does not contain any point from $`𝒫`$, whereas

(ii) the cylinder centered at $`(x_1+x_1^{})/2`$ with radius $`2+|x_1x_1^{}|/2`$ and height $`t_{x_1^{}}`$ contains a point from $`𝒫`$.

Conditions (i) and (ii) imply that there is a set having volume of order $`|x_1x_1^{}|`$ and containing at least one point from $`𝒫`$. Similarly, condition (b) implies that there is a set having volume of order $`|t_{x_1}t_{x_1^{}}|`$ and containing at least one point from $`𝒫`$. The probability that a subset of $`W`$ of small volume contains at least one point from $`𝒫`$ is of the order of the volume. It follows that the events (a) and (b) have probability of order $`|x_1x_1^{}|+|t_{x_1}t_{x_1^{}}|`$, showing that the functions $`\overline{r}_k`$ are continuous.

Rewrite the correlation functions $`r_k`$ as

$$\underset{\epsilon _1,\mathrm{},\epsilon _k0}{lim}E_𝒫\left[\underset{i=1}{\overset{k}{}}1_{w_i+\epsilon _i\mathrm{\Omega }}(\alpha (𝒫))|\underset{i=1}{\overset{k}{}}1_{w_i+\epsilon _i\mathrm{\Omega }}(𝒫)\right]\times \frac{E_𝒫\left[_{i=1}^k1_{w_i+\epsilon _i\mathrm{\Omega }}(𝒫)\right]}{_{i=1}^k\epsilon _i^{d+1}\omega ^k}.$$

We discard the event that any of the small balls $`\{w_i+\epsilon _i\mathrm{\Omega }\}_{i=1}^k`$ contains more than one point of $`𝒫`$ as an event of lower order magnitude. The first factor in the product is just $`\overline{r}_k`$ averaged over the possible positions of these solitary points in the small balls $`w_i+\epsilon _i\mathrm{\Omega }`$. Continuity of $`\overline{r}_k`$ implies that, up to negligible terms, one can replace this factor by the value of $`\overline{r}_k`$ at $`(w_1,\mathrm{},w_k)`$. The second factor in the product tends, obviously, to

$$\underset{i=1}{\overset{k}{}}h(w_i),$$

where $`h(w)=h(t)`$ is just the density of the underlying Poisson point process $`𝒫`$ with respect to the volume form on $`W`$ (in our situation, $`h(t)`$ is simply the indicator function of the interval $`[0,\tau ]`$).

Summarizing, given $`w_1,\mathrm{},w_kW`$, the correlation functions are given by the following explicit formula

$$r_k(w_1,\mathrm{},w_k)=\overline{r}_k(w_1,\mathrm{},w_k)\underset{i=1}{\overset{k}{}}h(w_i).$$
(3.3)
If $`\alpha (𝒫_\tau )(B)`$ represents the number of points in the set $`B^d\times ^+`$ which get packed then its moments are expressed in terms of the one and two point correlation functions via

$$E[\alpha (𝒫_\tau )(B)]=_Br_1(w)𝑑w$$
(3.4)
and

$$E[\alpha ^2(𝒫_\tau )(B)]=_{B\times B}r_2(w_1,w_2)𝑑w_1𝑑w_2+_Br_1(w_1)𝑑w_1.$$

Also, we have (section 14.4 of Stoyan and Stoyan )

$$\text{Var}[\alpha (𝒫_\tau )(B)]=_{B\times B}r_2(w_1,w_2)r_1(w_1)r_2(w_2)dw_1dw_2+_Br_1(w_1)𝑑w_1.$$
(3.5)
The following is a key definition.

###### Definition 3.1

A family of functions $`\{r_j:V^j\}_{j=1}^{\mathrm{}}`$ exponentially clusters if for some positive constants $`A_{k,l},C_{k,l}`$ one has uniformly

$$|r_{k+l}(w_1,\mathrm{},w_k,w_1^{},\mathrm{},w_l^{})r_k(w_1,\mathrm{},w_k)r_l(w_1^{},\mathrm{},w_l^{})|A_{k,l}\mathrm{exp}(C_{k,l}d(w,w^{})),$$

where $`d(w,w^{})`$ is the distance between the sets $`\{w_1,\mathrm{},w_k\}`$ and $`\{w_1^{},\mathrm{},w_l^{}\}`$, that is the minimum of the pairwise distances $`|w_iw_j^{}|`$.

Exponential clustering is also known as weak exponential decrease of correlations , or simply exponential decay of correlations.

Let $`\nu `$ be a spatially homogeneous point process on $`^d`$. Then $`\nu `$ defines a spatially homogeneous point process $`\nu _L`$ on the lattice $`^d`$ via

$$\nu _L:=\underset{x^d}{}\nu (Q_x)\delta _x,$$

where $`Q_x`$ is the unit cube centered at $`x`$. Thus $`\nu _L`$ are probability measures on $`^^d`$. Exponential clustering of the correlation functions of $`\nu `$ implies the exponential clustering of the correlation functions for $`\nu _L`$. By following the methods of Malyshev , who restricts attention to probability measures on $`\{1,1\}^^d`$, one can show that the normalized lattice measures

$$\nu _{L,\lambda }(B):=\frac{\nu _L(\lambda B)E\nu _L(\lambda B)}{\sqrt{\lambda ^d}}$$

converge in distribution to a generalized Gaussian field  on the Borel sets of $`^d`$ (see Iagolnitzer and Souillard , especially p. 576). The lattice measures $`\nu _{L,\lambda }`$ approximate the normalized continuum measures

$$\nu _\lambda (B):=\frac{\nu (\lambda B)E\nu (\lambda B)}{\sqrt{\lambda ^d}}$$

in that the mean and variance of $`|\nu (\lambda B)\nu _L(\lambda B)|`$ are of order $`\lambda ^{d1}`$ (see Proposition 4.1 below). Thus the continuum measures $`\nu _\lambda `$ also converge in distribution to a generalized Gaussian field. (An alternative approach involves working directly with the cumulants and proving that exponential clustering implies exponential decay of cumulants, automatically yielding the CLT we are seeking; see , ).

Combining with the expression for the variance (3.5), we obtain the following result, the continuum analog of Malyshev’s CLT  for Gibbsian random fields.

###### Theorem 3.1

(Gaussian CLT) Let $`\nu `$ be a spatially homogeneous point process such that its correlation functions exponentially cluster. Consider the rescaled centered measures

$$\nu _\lambda (B):=\frac{\nu (\lambda B)E\nu (\lambda B)}{\sqrt{\lambda ^d}}.$$

Then, as $`\lambda \mathrm{}`$, $`\nu _\lambda `$ converges in distribution to a generalized Gaussian random field with covariance kernel

$$K(x,y):=C\delta (xy),$$

where

$$C:=_Vr_2(0,x)r_1(0)r_1(x)dx+r_1(0).$$

In other words, for any Borel sets $`B_1,\mathrm{},B_m`$, as $`\lambda \mathrm{}`$, the vector $`\nu _\lambda (B_1),\mathrm{},\nu _\lambda (B_m)`$ tends to a Gaussian limit with the covariance matrix $`C(\text{vol}(B_iB_j)),1i,jm`$.

### 3.3  Process of packed points

Recall that $`𝒫`$ denotes either $`𝒫_\tau `$ or $`𝒬`$. To show Theorems 1.2 and 1.3, we will show that the correlation functions $`r_k,k1,`$ of the point process $`\alpha (𝒫)`$ cluster exponentially. This will imply that the correlation functions $`r_k^\pi `$ of the point process $`\pi (𝒫)`$ cluster exponentially, which, by Theorem 3.1, gives the desired result.

To show exponential clustering of the $`r_k,k1,`$ we first establish that $`\alpha (𝒫)`$ is localized near $`V`$. This localization is of course obvious in the off-lattice case, as the $`t`$-support of the process is the bounded interval $`[0,\tau ]`$. We cannot remove this cut-off as the current way of proof needs a rather rapid decay of the correlation functions with $`t`$ which is lacking in the off-lattice case. Indeed, we have some basic estimates on bounds for the correlation functions. For example, the decay of $`r_1`$ is polynomial: in dimension $`d=1`$ it follows directly from the Rényi formula that $`r_1(x,t)t^2`$ and in higher dimensions $`r_1`$ can be also shown to be at least of order $`t^{\frac{1}{d}1}`$. The next lemma shows that the correlation functions decay exponentially in $`t`$ in the finite input off-lattice case as well as in the infinite input lattice setting.

###### Proposition 3.1

The correlation functions $`r_k,k1,`$ of the point process $`\alpha (𝒫)`$ decay exponentially with $`t`$’s, i.e. for any $`k`$ there exists positive constants $`A_k`$ and $`C_k`$ such that for $`w_1,\mathrm{},w_kW`$ we have

$$r_k(w_1,\mathrm{},w_k)A_k\mathrm{exp}(C_k\underset{i}{\mathrm{max}}(t_i)).$$

Proof. Let $`w_i=(x_i,t_i),1ik`$. Consider first the correlation functions for $`\alpha (𝒫_\tau )`$. Proposition 3.1 is clearly satisfied as in this case the left hand side of the inequality vanishes for $`\text{max}_{ik}t_i\tau `$.

Now consider the correlation functions for $`\alpha (𝒬)`$, that is the correlation functions for the point process of accepted points on the lattice. Notice that, obviously,

$$\overline{r}_k(w_1,\mathrm{},w_k)\overline{r}_1(w_i)$$

for any $`1ik`$. Further, $`\overline{r}_1(w_1)`$ is just the probability that the point $`w_1=(x,t)`$ is packed with respect to $`𝒬`$. However, this implies that all points $`w_s=(x,st),0<s<1,`$ can be packed with respect to $`𝒬`$, and therefore, that none of the points $`w_s,s<1,`$ are present in the sample $`𝒬`$. This has probability $`\mathrm{exp}(at)`$, where $`a>0`$ is the intensity measure of the interval $`\{(x,s),0s1\}`$. Thus $`r_1=\overline{r}_1`$ decays exponentially with $`t`$ and Proposition 3.1 is proved in the lattice setting.

###### Proposition 3.2

Let $`E_{k,l}:=E_{k,l}(w_1,\mathrm{},w_k,w_1^{},\mathrm{},w_l^{};𝒫)`$ be the event that the backward cones of any pair of points $`w_i`$ and $`w_j^{}`$ with respect to $`𝒫`$ do not intersect. Then

$$|r_{k+l}(w_1,\mathrm{},w_k,w_1^{},\mathrm{},w_l^{})r_k(w_1,\mathrm{},w_k)r_l(w_1^{},\mathrm{},w_l^{})|C_{k,l}(P[E_{k,l}^c])^{1/2}.$$
(3.6)
Proof. Define for any event $`E`$ measurable with respect to the sigma algebra generated by $`𝒫`$

$$\overline{r}_k^E(w_1,\mathrm{},w_k):=E_𝒫\left[\underset{i=1}{\overset{k}{}}\sigma (w_i,𝒫)1_E\right].$$

It suffices to show that (3.6) holds with $`r_k`$ replaced by $`\overline{r}_k`$. Now $`|\overline{r}_k\overline{r}_k^E|`$ equals

$$E_𝒫\left[\underset{i=1}{\overset{k}{}}\sigma (w_i,𝒫)1_{E^c}\right]A_k(P[E^c])^{1/2},$$
(3.7)
by Cauchy-Schwarz and the boundedness of $`\overline{r}_k`$.

Observe that by the definition of $`E_{k,l}`$, the random variables

$$\underset{i=1}{\overset{k}{}}\sigma (w_i,𝒫)1_{E_{k,l}}\text{and}\underset{j=1}{\overset{l}{}}\sigma (w_j^{},𝒫)1_{E_{k,l}}$$

are independent.

Hence the difference $`\overline{r}_{k+l}^{E_{k,l}}(w_1,\mathrm{},w_k,w_1^{},\mathrm{},w_l^{})\overline{r}_k^{E_{k,l}}(w_1,\mathrm{},w_k)\overline{r}_l^{E_{k,l}}(w_1^{},\mathrm{},w_l^{})`$ vanishes and using the estimate (3.7) we obtain (3.6).

The clustering of the correlation functions is captured in

###### Proposition 3.3

The correlation functions $`r_k,k1,`$ of the point process $`\alpha (𝒫)`$ cluster exponentially.

Proof. We fix $`\tau `$ and use Lemma 3.1 describing the localization of causal cones. Let $`𝒫=𝒫_\tau `$; the proof for $`𝒫=𝒬`$ is exactly the same. The constants $`\gamma ,\rho ,`$ and $`\beta `$ are as in Lemma 3.1. Let $`w_i:=(x_i,t_i),1ik`$. Let $`w_j^{}:=(x_j^{},t_j^{}),1jl`$.

Consider two sets $`\{w_1,\mathrm{},w_k\}`$ and $`\{w_1^{},\mathrm{},w_l^{}\}`$ at distance $`d`$. That is $`d:=\mathrm{min}|w_iw_j^{}|`$. We distinguish two cases.

(a) All times $`t_1,\mathrm{},t_k,t_1^{},\mathrm{},t_l^{}`$ are less than $`\frac{d}{4\beta }`$. In this case with probability at least $`1(k\rho )\mathrm{exp}(\gamma d/4)`$, the causal cone for each point $`w_i,1ik,`$ belongs to the set $`C_{d/4}(w_i)`$ which is a subset of the cylinder of radius $`d/2`$ centered at $`x_i`$. The same is valid for $`w_j^{},1jl`$. Let $`𝔼`$ denote the event for which this is true. As corresponding cylinders for points from different tuples do not intersect, we conclude that $`𝔼`$ implies $`E_{k,l}`$, where $`E_{k,l}`$ is defined as in Proposition 3.2. Now apply Proposition 3.2.

(b) If at least one of the times (say, $`t_1`$) is larger than $`\frac{d}{4\beta }`$, then by Proposition 3.1, both $`r_{k+l}(w_1,\mathrm{}w_k,w_1^{},\mathrm{},w_l^{})`$ and $`r_k(w_1,\mathrm{},w_k)`$ decay exponentially in $`t_1`$ and therefore decay exponentially in $`d`$ as well. This finishes the proof.

We want to show the Gaussian structure for the process $`\pi (𝒫)`$ by applying Theorem 3.1. $`\pi (𝒫)`$ is a translationally invariant discrete (meaning that the distance between any two points is uniformly bounded from below) point process.

To this end, we have to check that the correlation functions cluster exponentially. This is easy, given Propositions 3.1 and 3.3. Indeed, given $`x_1,\mathrm{},x_kV`$, the correlation functions for $`\pi (𝒫)`$ are given as

$$r_k^\pi (x_1,\mathrm{},x_k):=_{t_1,\mathrm{},t_k0}r_k((x_1,t_1),\mathrm{},(x_k,t_k))𝑑t_1\mathrm{}𝑑t_k.$$

To prove the clustering inequality for a $`k`$-tuple $`x_1,\mathrm{},x_k`$ and an $`l`$-tuple $`x_1^{},\mathrm{},x_l^{}`$ at a distance $`d`$ we split the integration domain $`(^+)^k\times (^+)^l`$ into two subdomains, namely $`[0,d]^{k+l}`$ and its complement. Since all $`t_i,1ik,`$ and $`t_j^{},1jk,`$ are less than $`d`$ in the first domain, we apply Proposition 3.3, using the fact that the $`W`$-distance between $`w_i`$ and $`w_j^{}`$ is at least $`d`$ and the polynomial bound $`d^{k+l}`$ on the volume of the integration domain. This gives a bound which is exponentially decaying with $`d`$.

In the second subdomain we apply Proposition 3.1, resulting in the estimate from above of this second part as

$$_d^{\mathrm{}}A_{V,k,l}\mathrm{exp}(C_{V,k,l}s)𝑑\text{vol}(\{\mathrm{max}(t_1,\mathrm{},t_k,t_1^{},\mathrm{},t_l^{})s\}),$$

where $`A_{V,k,l}:=A_k+A_l+A_{k+l}`$ and $`C_{V,k,l}:=\mathrm{min}(C_k,C_l,C_{k+l})`$. This is obviously exponentially decaying with $`d`$ and thus the correlation functions $`r_k^\pi `$ cluster exponentially.

Now applying Theorem 3.1 we obtain the Gaussian CLT for the rescaled measures $`\nu _{\tau ,\lambda }`$. This completes the proof of Theorem 1.2.

## 4 Proof of Theorem 1.3

We now deduce Theorem 1.3 from Theorem 1.2. We have already noted that because of edge effects, the rescaled point measures $`\nu _{\tau ,\lambda }`$ and $`\nu _{\tau ,A,\lambda }`$ are in general not equal. However, one can estimate the difference between the point measures $`\nu _{\tau ,\lambda }`$ and $`\nu _{\tau ,A,\lambda }`$. We will do this by using the exponentially clustering of the two-point correlation function to upper bound the variance of the difference.

More specifically, for an open set $`A^d,`$ let $`\pi (𝒫)_A:=\pi (𝒫)A`$ and define the point measure $`\pi _{\lambda A}^+:=_{x\pi (𝒫_{\lambda A})\pi (𝒫)_{\lambda A}}\delta _x`$. $`\pi _{\lambda A}^+`$ is the difference between the packing process on $`\lambda A`$ and the infinite packing process restricted to $`\lambda A`$. Similarly define $`\pi _{\lambda A}^{}:=_{x\pi (𝒫)_{\lambda A}\pi (𝒫_{\lambda A})}\delta _x`$.

We want to estimate the variance of the number of points defining the supports of the point measures $`\pi _{\lambda A}^+`$ and $`\pi _{\lambda A}^{}`$. If we could show that this variance is of order $`o(\lambda ^d),\lambda \mathrm{}`$, then it would follow that the random measures $`\pi (𝒫_{\lambda A})`$, after centering and rescaling by $`\sqrt{\lambda ^d},`$ have asymptotically the same distribution as the centered and rescaled random measures $`\pi (𝒫)_{\lambda A}`$, that is, have a generalized Gaussian distribution.

To prove these variance bounds, we again resort to representation of the moments as integrals of polynomials of the correlation functions. In our case we will need just the expressions (3.4, 3.5) for the first two moments.

For all $`k`$ we let $`r_k^\pm `$ denote the correlation functions for $`\pi _{\lambda A}^\pm `$. Observe the following:

(a) The correlation function $`r_1^{}(w):=P[w\pi (𝒫_{\lambda A})|w𝒫_{\lambda A}]`$ decays exponentially with time $`t`$ for the same reasons that $`r_1`$ does.

(b) The correlation functions $`r_k^\pm `$ cluster exponentially. The proof goes along the lines of the proof of Proposition 3.3, and in fact involves conditioning on the same event.

In other words, Propositions 3.1 and 3.3, together with the constants there, are valid for the point processes $`\pi _{\lambda A}^\pm `$.

The crucial property is the next one, which ensures that the point processes $`\pi _{\lambda A}^\pm `$ have support which localizes near the boundary of $`\lambda A`$.

(c) The causal cone $`A_{\mathrm{out},\mathrm{in}}(w,𝒫_{\lambda A})`$ of any point $`w`$ with respect to the process $`𝒫_{\lambda A}`$ is a subset of $`A_{\mathrm{out},\mathrm{in}}(w,𝒫_{\lambda A})`$ with respect to $`𝒫`$ and coincides with it if $`A_{\mathrm{out},\mathrm{in}}(w,𝒫)`$ does not intersect the boundary $`(\lambda A)`$.

Therefore, the correlation functions $`r_1^\pm `$ of the processes $`\pi _{\lambda A}^\pm `$ decay exponentially with the distance of $`V`$-projection to $`(\lambda A)`$:

$$r_1^\pm (w)A_{}\mathrm{exp}\{C_{}d(x,(\lambda A))\},w:=(x,t)$$

for some positive constants $`A_{},C_{}`$.

Together these properties imply

###### Proposition 4.1

Assume that the set $`A`$ is piecewise smooth. Then the variance and the mean of the number of points in either of the processes $`\pi _{\lambda A}^\pm `$ is of order $`O(\lambda ^{d1})`$.

Proof.  Start with the mean, which by (3.4), is given by

$$_Wr_1^\pm (w)𝑑w.$$

By properties (a) and (c) above, the correlation function $`r_1^\pm `$ decays exponentially (say, as $`D\mathrm{exp}(Cd)`$) with the distance $`d`$ from $`(\lambda A)V\times \{0\}W`$. Hence the integral in question is bounded above by

$$D_0^{\mathrm{}}\mathrm{exp}(Cs)𝑑B_\lambda (s),$$

where $`B_\lambda (s):=\text{vol}(\{x^d:d(x,(\lambda A))s\})`$ and where $`\{x^d:d(x,(\lambda A))s\}`$ is the $`s`$-neighborhood around the set $`\lambda A`$. Since the leading term for the volume of the $`s`$-neighborhood around $`\lambda A`$ has the form $`s\lambda ^{d1}C_A`$, were $`C_A`$ is a constant depending on the set $`A`$, the above integral has leading term in $`\lambda `$ which is polynomial of degree $`(d1)`$.

To estimate the variance, we just add the clustering condition and use the variance formula (3.5) to obtain

$$\text{var}(\pi _{\lambda A}^+)=_{W\times W}[r_2^+(w_1,w_2)r_1^+(w_1)r_1^+(w_2)]𝑑w_1𝑑w_2+_Wr_1^+(w)𝑑w,$$

where $`r_1^+`$ and $`r_2^+`$ are the correlation functions for the process $`\pi _{\lambda A}^+`$ (an analogous formula is also valid for $`\text{var}(\pi _{\lambda A}^{})`$).

The second summand is just the mean, and the integrand in the first integral decays in $`W\times W`$ exponentially with the distance from $`(\lambda A)W\times W`$. Once again applying the integral estimates as above, we obtain $`\text{var}(\pi _{\lambda A}^+)=O(\lambda ^{d1}).`$

## 5 Gaussian Fields and Total Edge Length Functionals

The above methods extend existing central limit theorems involving functionals of Euclidean point sets, including those in computational geometry, Euclidean combinatorial optimization, and Boolean models. Existing central limit theorems ( and references therein) show asymptotic normality of functionals such as total edge length, total number of components, and total number of vertices of a specified degree.

These functionals are canonically associated with point measures on $`^d`$. Given a graph $`G`$ on a locally finite point set $`𝒳`$, we associate to the total edge length functional the point measure defined by giving each vertex $`x𝒳`$ a weight equal to one half the length of the edges in $`G`$ incident to $`x`$.

For example, given $`𝒳`$ a point set, let $`\nu _𝒳:=\nu _{NN(𝒳)}`$ be the point measure associated with the total edge length of the nearest neighbors graph on $`𝒳`$. Thus, if $`G(𝒳)`$ is the nearest neighbors graph on $`𝒳`$ and if $`𝔼(x;G(𝒳))`$ denotes the edges incident to $`x,`$ then $`\nu _{NN(𝒳)}`$ is defined as

$$\nu _{NN(𝒳)}(B):=\underset{xB𝒳}{}\frac{1}{2}\underset{e𝔼(x;G(𝒳))}{}|e|,$$

where $`|e|`$ denotes the length of the edge $`eG`$. Point measures associated with the total edge length of the Voronoi tessellation, minimal spanning tree, and sphere of influence functionals, are defined analogously.

Let $`\nu _{NN}:=\nu _{NN,𝒫}`$ (respectively, $`\nu _{NN,A}:=\nu _{NN,A,𝒫}`$) denote the random measures associated with the nearest neighbors graph on the Poisson point process $`𝒫`$ (respectively, $`𝒫A`$). Analogously to the rescaled packing measures (1.4) and (1.5), define the rescaled (infinite volume) measures:

$$\nu _{NN,\lambda }(B):=\frac{\nu _{NN}(\lambda B)E\nu _{NN}(\lambda B)}{\sqrt{\lambda ^d}}$$
(5.1)
and the rescaled (finite volume) measures

$$\nu _{NN,A,\lambda }(B):=\frac{\nu _{NN,\lambda A}(\lambda B)E\nu _{NN,\lambda A}(\lambda B)}{\sqrt{\lambda ^d}}.$$
(5.2)
Consider now the correlation functions for the point measure $`\nu _{NN(𝒳)}`$. Define the correlation functions of the point measures $`\nu _{NN}`$ by:

$$r_k(w_1,\mathrm{},w_k):=\underset{\epsilon _10,\mathrm{},\epsilon _k0}{lim}\frac{E_𝒫\nu _{NN}(w_1+\epsilon _1\mathrm{\Omega })\mathrm{}\nu _{NN}(w_k+\epsilon _k\mathrm{\Omega }))}{\epsilon _1^{d+1}\mathrm{}\epsilon _k^{d+1}\omega ^k},$$

In contrast to the packing measures, the point measures $`\nu _{NN}`$ do not evolve with time $`\tau `$. Instead of considering their localization properties via causal cones in $`^d\times [0,\tau ]`$, we only need to consider their localization properties in $`^d`$. This is accomplished by considering the notion of stabilizing measures . Given a point measure $`\nu `$, write $`\nu _𝒳`$ when $`\nu `$ has support $`𝒳`$ on $`^d`$. Say that $`\nu `$ is stabilizing exponentially fast if there is a ball $`B_R:=B_R(0)`$, centered at the origin, with an exponentially decaying radius $`R`$, that is, $`P[R>t]\mathrm{exp}(Ct)`$, such that the difference measures defined by

$$\nu _{𝒫B_R𝒜\mathrm{𝟎}}()\nu _{𝒫B_R𝒜}()$$

are invariant for all finite $`𝒜^dB_R(0).`$ In other words, changes in the environment outside $`B_R(0)`$ do not change the values of the point measure $`\nu `$ inside $`B_R(0)`$.

By straightforward modifications to the proof of Proposition 3.3, it follows that if point measures stabilize exponentially fast, then their correlation functions will cluster exponentially, and therefore, the rescaled point measures converge to a Gaussian field.

Now we may show  that the point measure $`\nu _{NN}`$ stabilizes exponentially fast. We thus have the following convergence result. An analogous convergence result holds for the rescaled finite volume measures (5.2).

###### Theorem 5.1

(Infinite volume nearest neighbor measures converge to a Gaussian field) The measures $`\nu _{NN,\lambda }`$ converge in distribution as $`\lambda \mathrm{}`$ to a generalized Gaussian random field with covariance kernel $`K`$ concentrated on the diagonal, that is

$$K(x,y):=C\delta (xy),$$

where $`C`$ is a constant.

Moreover, if we consider Voronoi tessellations, sphere of influence graphs, or minimal spanning tree graphs on Poisson point sets, then the canonically associated point measures associated with the total edge length functional are exponentially stabilizing  and they thus converge to a generalized Gaussian random field.


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hep-th/0202210 HUTP-02/A001

Spacelike Branes

Michael Gutperle and Andrew Strominger

Jefferson Physical Laboratory

Harvard University

Cambridge, MA 02138

Abstract

Scalar field theories with appropriate potentials in Minkowski space can have time-dependent classical solutions containing topological defects which correspond to S-branes - $`i.e.`$ branes all of whose tangential dimensions are spacelike. It is argued that such S-branes arise in string theory as time-dependent solutions of the worldvolume tachyon field of an unstable D-brane or D-brane-anti-D-brane pair. Using the known coupling of the spacetime RR fields to the worldvolume tachyon it is shown that these S-branes carry a charge, defined as the integral of a RR field strength over a sphere (containing a time as well as spatial dimensions) surrounding the S-brane. This same charge is carried by SD-branes, $`i.e.`$ Dirichlet branes arising from open string worldsheet conformal field theories with a Dirichlet boundary condition on the timelike dimension. The corresponding SD-brane boundary state is constructed. Supergravity solutions carrying the same charges are also found for a few cases.

1. Introduction

In this paper it is argued that string theory - as well as many field theories - contain time dependent solutions corresponding to spacelike branes or S-branes. These are topological defects which are localized on a spacelike hypersurface and hence exist only for a moment in time. It is further suggested that some of these defects are related to spacelike versions of the familiar D-branes  (or SD-branes), in which the time coordinate obeys a Dirichlet boundary condition. The main piece of evidence for this proposed relation is that they carry the same type of RR charge. However, as discussed herein, a detailed analysis indicates possible subtleties in the relationship. Similar arguments suggest the existence of branes on null hypersurfaces or N-branes.

Interest in such configurations arises from several related viewpoints. Over the past several decades an astonishing and rich variety of phenomena have been discovered in string theory which have altered our fundamental notion of space. Virtually all of these phenomena concern static geometries. In general relativity, space and time are on the same footing, so we should expect equally surprising phenomena in the time-dependent context. In order to find these phenomena we should study time-dependent string backgrounds. Flat spacetimes with a Dirichlet boundary condition in the time direction (an SD-brane) or null direction (ND-brane) are some of the simplest imaginable time dependent conformal field theories.

One of the concepts one hopes to generalize from a spatial to a temporal context is holography. In the AdS/CFT correspondence \[2--4\], the D-brane field theory holographically reconstructs a spatial dimension. By analogy, SD-branes should holographically reconstruct a time dimension. Such a temporal reconstruction was argued to be a key ingredient of a proposed dS/CFT correspondence \[5--7\] (see also \[8,,9\]). Indeed the present work was in large part motivated in an attempt to understand how string theory might produce the Euclidean field theories required for a dS/CFT correspondence. S-branes might also be relevant for the resolution of the spacelike singularities inside black holes.

The basic idea - illustrated by a specific example - is as follows. Type IIA string theory contains an unstable D3-brane with a tachyon field whose potential resembles a double well. Sen  has argued the the stable D2-brane is the tachyonic kink solution of the unstable D3 worldvolume field theory. Now consider initial data at time $`t=0`$ for the D3 with the tachyon field perched at the unstable minimum and given a small constant positive velocity. As time evolves into the future, the tachyon will roll off the top, emit closed string radiation, and eventually settle in to the positive minimum. Evolving into the past from $`t=0`$, one finds the time reversed picture with the tachyon approaching the negative minimum at $`t=\mathrm{}`$. The full picture consists of finely tuned incoming radiation which conspires to excite the tachyon field to the top of the potential barrier. The tachyon then rolls down the other side and dissipates its energy back in to radiation. The result is a timelike kink in the tachyon field which is an S2-brane.1 We adopt conventions such that an Sp-brane has p+1 spatial dimensions and no time dimensions. A similar discussion involving initial data on null hypersurfaces leads to N-branes (see ).

Using the known couplings of the open string tachyon to the RR fields, one concludes that this configuration carries the same kind of charge2 This charge is measured by an integral of the RR 6-form over the $`S^6`$ surrounding the brane. This $`S^6`$ has both timelike and spacelike dimensions. It is perhaps an abuse of terminology to refer to such an integral as a charge because it is not time independent, but we nevertheless find it convenient.  as that carried by a spacelike D2-brane. In analogy with Sen’s identification of the spacelike kink as an ordinary D2-brane, this motivates the identification of the timelike kink as an SD2-brane.

This construction has obvious generalizations to other (co)dimensions, as well as to branes as vortices in brane-antibrane pairs, etc. Furthermore in analogy to the description of branes within branes as instantons , S-branes within branes can be described as decaying sphaleron type configurations. In fact in line with the discussion of  this might be related to the tachyon soliton description of branes.

In analogy with AdS/CFT, one anticipates that the worldvolume field theory on a stack of $`N`$ S-branes is holographically dual to the supergravity solution sourced by the S-branes. As a small step in investigating such a possible connection, we find two examples of such spacetime solutions.

This paper is organized as follows. In section 2.1 a real scalar field in four spacetime dimensions with a double well potential is considered, and argued to have a timelike kink which corresponds to an S2-brane. Section 2.2 considers a complex scalar with a Mexican hat potential and describes the S1-brane solution. In 2.3 three-form and two-form field strengths are coupled to S1-brane and S0-brane solutions, and the corresponding charges and gauge field configurations are discussed. In section 2.4 the R-symmetry group of Lorentz transformations which leave the S-brane location fixed is discussed. This is argued to be broken, possibly down to spatial rotations, at scales of order the brane thickness. Section 3.1 embeds this discussion in string theory using the fact that the worldvolume tachyon in an unstable D-brane (D-brane-anti-D-brane pair) has a double well (Mexican hat) potential. In section 3.2 the discussion is generalized to S-branes within branes. Time dependent D3-brane worldvolume configurations are described (following ) which have a nonzero value of $`\mathrm{tr}FF`$ which is localized in time. These carry RR charge corresponding to an SD(-1)-brane. Section 3.3 briefly mentions the generalization to NS charges. In section 4 a description of these S-branes as Dirichlet branes is considered. In section 4.1 the boundary state for a D-brane with Dirichlet boundary conditions on a timelike coordinate is constructed. Unlike the usual case, the SD-brane boundary state has an on-shell component. This represents the initial close strings which converge and create the SD-brane and the outgoing closed strings which represent its decay products. The corresponding classical closed string field configuration is found to have singularities along the past and future light cones of the brane. These arise (as for ordinary branes) because in the leading order description the closed strings are squeezed into a zero-width region along the brane. The RR charge associated to a sphere surrounding the S-brane is computed from the boundary state. In section 4.2 the problem of how the incoming closed strings in the boundary state “know” to make an SD-brane is discussed. We also present a puzzle concerning the brane energy density, for which the soliton and D-brane pictures do not obviously agree, and which indicates subtleties in the relationship between the two. The worldvolume theory of the SD-brane is also briefly discussed. Section 5 contains a preliminary discussion of the classical (super)gravity solutions, which might eventually provide holographic duals of the Euclidean theories on the S-brane worldvolumes. As a warm up in section 5.1 we describe the S0-brane in D=4 Einstein-Maxwell gravity. In 5.2 we then find a solution corresponding to the SM5-brane in D=11. These have singularities along the light cones. In section 6 we discuss the issue of the singularities and how they might potentially be resolved. Finally section 7 concludes with a brief summary.

This work was in part inspired by the works of Hull \[8,,9\], who proposed a so-called type II\* string theory as the timelike T-dual of type II string theory. He further argued that the II\* theory contains BPS, spacelike D-branes holographically dual to de Sitter space. The situation where all coordinates obey Dirichlet boundary conditions (the SD(-1)-brane) was discussed in the past in order to introduce hard scattering behavior into string amplitudes \[15--17\] and define off-shell string amplitudes \[18,,19\].

Very recent interesting and possibly related work on time-dependent string backgrounds includes \[20,,21\].

2. S-branes in D=4 Scalar Field Theory

2.1. An S2-brane Domain Wall

We start with a simple example of a scalar field with the double well potential

$$V(\varphi )=(\varphi ^2a^2)^2,$$

with vacua at $`\varphi =\varphi _\pm =\pm a`$. We further weakly couple the scalar field to some form of massless radiation. This theory has ordinary 2-brane domain wall solutions which interpolate between the two vacua.

S2-brane solutions can also be constructed as follows. Impose the initial data at $`t=0`$

$$\varphi (\stackrel{}{x},0)=0,\dot{\varphi }(\stackrel{}{x},0)=v,$$

where $`v`$ is a small positive constant. This corresponds to a scalar field about to fall off the local maximum at the origin. As the system evolves forward in time, the scalar field will dissipate energy into radiation, oscillating about and decaying towards the $`\varphi _+`$ vacuum.3 Strictly speaking in this case the full scalar plus radiation cannot fully settle down into its ground state because the S-brane fills space and there is no asymptotic region for the radiation to dissipate into. We shall not dwell upon this feature because it does not occur in the higher codimension branes discussed below which are our real interest. On the other hand, since the initial conditions are invariant under $`\varphi \varphi `$ together with $`tt`$, evolving the system into the past leads to a similar configuration asymptoting to the $`\varphi _{}`$ vacuum.

The full evolution of the system can be described as follows. At $`t=\mathrm{}`$, the scalar field is near $`\varphi =\varphi _{}`$. Finely tuned radiation conspires to excite the scalar field and push it to the top of barrier. It then falls over the other side, dissipating its energy into more radiation and decaying towards the $`\varphi _+`$ vacuum. Because $`\varphi \pm a`$ for $`t\pm \mathrm{}`$ (rather than $`x\pm \mathrm{}`$), this is a spacelike (rather than timelike) 2-brane.

One could also choose to specify initial data corresponding to $`\varphi `$ perched at its maximum along the null hypersurface $`t=x`$ (together with vacuum initial data at $`t+x\mathrm{},t>x`$). This leads to an N2-brane.

2.2. An S1-brane Vortex

Now consider a complex scalar with the Mexican hat potential

$$V(\varphi )=(\varphi ^{}\varphi a^2)^2.$$

This has the usual global cosmic string (timelike 1-brane) solutions. S1-brane solutions arise from $`𝚎.𝚐.`$ the initial data

$$\varphi (x,y,z,0)=a\mathrm{tanh}z,\dot{\varphi }(x,y,z,0)=ive^{z^2}.$$

In the far future, after dissipating energy into radiation, the scalar will settle down into a configuration with $`|\varphi |=a`$, but with $`\varphi =a`$ at $`z=\mathrm{}`$ interpolating to $`\varphi =a`$ at $`z=\mathrm{}`$ clockwise in the upper half plane. The symmetry of (2.1) under $`tt,\varphi \varphi ^{}`$ then implies that in the far past, the configuration originated in the vacuum with $`\varphi =a`$ at $`z=\mathrm{}`$ interpolating $`\varphi =a`$ at $`z=\mathrm{}`$ counterclockwise in the lower half plane. The scalar field makes one full circle about the origin as the asymptotic circle in the $`(z,t)`$ plane is traversed.

This configuration can be described as finely tuned radiation which comes in from $`z=\pm \mathrm{}`$, and then is fully absorbed by the scalar field. This excites the scalar field to the top of the bump. It subsequently rolls down the other side of the bump, emitting radiation as it goes.

This construction, as well as that of the previous subsection, have obvious generalizations to both higher spacetime dimension and higher codimension.

2.3. Charged S-branes

We wish to consider the possibility of adding adding axion charge to the 1-brane, associated to the three-form field strength $`H=dB`$. This is accomplished via the coupling

$$gBdj,$$

where $`g`$ is a coupling constant and $`j`$ is the Klein-Gordon one form

$$j=\frac{i}{4\pi a^2}(\varphi ^{}_\mu \varphi \varphi _\mu \varphi ^{})dx^\mu .$$

For the timelike 1-brane, this gives an axion field strength which falls of like $`\frac{1}{r}`$ away from the string. The axion charge is defined by the integral of $`H`$ over a spatial contour encircling the string.

The case of a spacelike 1-brane following from (2.1) is less familiar. On distances large compared to the thickness of the brane, the axion field has a source term given by

$$dH=g\delta ^2(t^+,t^{})dt^{}dt^+,$$

where $`t^\pm =t\pm z`$. This equation is solved by

$$H=dxdyd\psi (t^+,t^{}),$$

where $`\psi `$ obeys the two-dimensional wave equation with source

$$2_+_{}\psi =g\delta ^2(t^+,t^{}).$$

In terms of advanced and retarded Green functions, a time symmetric solution is

$$\psi (t^+,t^{})=\frac{g}{4}\left(G_{\mathrm{adv}}(t^+,t^{};0,0)+G_{\mathrm{ret}}(t^+,t^{};0,0)\right).$$

Explicitly

$$\begin{array}{cc}\hfill G_{\mathrm{ret}}(t^+,t^{};0,0)& =\mathrm{\Theta }(t^+)\mathrm{\Theta }(t^{}),\hfill \\ \hfill G_{\mathrm{adv}}(t^+,t^{};0,0)& =\mathrm{\Theta }(t^+)\mathrm{\Theta }(t^{}),\hfill \\ \hfill \psi (t^+,t^{})& =\frac{g}{4}\mathrm{\Theta }(t^+t^{}),\hfill \end{array}$$

$`H`$ has support on the light cone of the S1-brane

$$H=\frac{g}{4}dxdy\left(dt^+\delta (t^+)ϵ(t^{})+dt^{}\delta (t^{})ϵ(t^+)\right).$$

It is easy to see that the integral of $`H`$ around a contour encircling the origin in the $`(t^+,t^{})`$ plane gives a nonzero charge. Of course homogeneous solutions of (2.1) (such as $`G_{\mathrm{adv}}G_{\mathrm{ret}}`$) may also be added to (2.1).

This construction can also be generalized to other (co)dimensions. For example, the S2-brane of section 2.1 can be coupled to a 4-form field strength $`F=dC^{(3)}`$ via the interaction

$$𝑑\varphi C^{(3)}.$$

However the nature of the field strength around the brane depends qualitatively on whether the codimension is even or odd. For example consider an S0-brane in D=4 which has codimension three. This can be coupled to a Maxwell field, which obeys

$$dF=0,d^{}F=dz\delta (t)\delta (x)\delta (y),$$

corresponding to an S0-brane extended in the z-direction. These equations have the solution

$$F=\mathrm{Re}\left(dzd\frac{1}{\sqrt{t^2x^2y^2iϵ}}\right).$$

$`F`$ is real and supported inside the past and future light cones of the brane. Note that this differs from (2.1) which is supported only on the light cone. In general odd (even) codimension solutions will be supported in (on) the light cone.

An interesting physical realization of a charged S-brane can be given as follows.4 We are grateful to N. Toumbas for this example. An electric current in a wire is purely spatial: there is no $`j_0`$ component because the charge density vanishes. However if the current persists indefinitely it is not localized in time and so does not correspond to an S-brane. To get time localization the current flow should stop and start. To arrange this, consider initial data at $`t=0`$ with no electromagnetic fields, and the electrons in the wire all moving uniformly to the right. The electrons will subsequently decelerate, and eventually come to rest, due to resistance in the wire and electromagnetic radiation produced by their motion. Evolving backward in time from $`t=0`$, one arrives at an initial state of incoming radiation with no current in the wire. The full picture is roughly that finely tuned incoming radiation momentarily excites a current in the wire, which decays to outgoing radiation. The charge measured by the integral of $`F`$ over the $`S^2`$ is given by the number of electrons which cross any three-dimensional ball whose boundary is the $`S^2`$.

2.4. R-symmetry

In the last subsection, massless field solutions were constructed on scales large compared to the S-brane thickness by solving a wave equation with with delta function support on the brane. These solutions are invariant under the transverse Lorentz transformations which leave the location of the brane fixed. For an Sp-brane in D spacetime dimensions, this is an $`SO(Dp2,1)`$ ”R-symmetry”.

However on shorter scales, the exact solutions do not have this R-symmetry,5 Codimension one branes are an exception as the symmetry is trivial. as can be seen directly from the scalar field initial data presented in section 2.2. Anything which is localized to a nonzero finite width region in both space and time can not have a Lorentzian symmetry (that would require localization along the light cone), and there is no Lorentz invariant regularization of the light cone singularity.6 We are grateful to L. Motl for discussions on this point. The best exact symmetry one can hope for is $`SO(Dp2)`$ spatial rotations.

It is conceivable that this might be describable as spontaneous R-symmetry breaking in an S-brane field theory.

3. S-branes in String Theory

In this section we argue that spacelike p-branes appear in string theory.

3.1. S-branes as Tachyon Solitons

Let us start with an unstable D3-brane in IIA string theory. This has a worldvolume tachyon $`T`$ with a potential roughly of the form (2.1). A static unstable D3-brane corresponds to the tachyon perched at the top of the potential. The theory at the bottom of the potential is presumed to correspond to the closed string vacuum and have no propagating open string modes. The decay proceeds when the tachyon slips off the top of the hill. The tachyon is coupled to closed string modes and as it rolls off of the hill its energy is radiated off to infinity in outgoing closed string modes.

As argued by Sen , the stable D2-brane is a tachyon kink solution which interpolates between the two vacua ($`T_\pm =\pm a`$ in (2.1)) on a spacelike trajectory. This has nonzero RR charge due to a threebrane worldvolume coupling

$$𝑑TC_{RR}^{(3)},$$

as in (2.1). The S2-brane can then be constructed as a timelike rather than spacelike kink. Impose initial data at $`t=0`$, exactly as in (2.1) with $`T=0`$ and $`\dot{T}>0`$. The tachyon will roll off the hill towards the $`T_+`$ vacuum. As it rolls the energy will be radiated off to infinity in closed string modes and $`T`$ will approach $`T_+`$ in the infinite future. Evolving to the past one has a time-reversed configuration in which $`TT_{}`$ in the infinite past. This results in an S2-brane which carries RR charge due to the coupling (3.1).

Sen also proposed an alternate description of the D2-brane as a vortex in the D4-(anti-D4) system. This system contains a complex tachyon with a Mexican hat potential. The RR field couples to the vortex number via the coupling $`C_{RR}^{(3)}dj`$ where $`j=\mathrm{Im}T^{}dT`$, the five dimensional analog of (2.1). Hence the spacelike vortex solutions of section 2.2 become S2-branes carrying RR charge. A similar construction on null initial surfaces gives N2-branes.

It is interesting to ask how “thick” the S-branes are in the time direction. This corresponds to the decay time $`t_{decay}`$ of the brane-antibrane pair or the unstable brane. Naively one might guess that $`t_{decay}\frac{1}{g_s}`$ in string units because the decay proceeds via closed strings which couple with strength $`g_s`$.

We suspect that in fact this is not the case and that rather $`t_{decay}𝒪(1)`$. The reason is that the open string theory is strongly coupled at the bottom of the potential. There are no perturbative open string oscillations whatever about the minimum - it is the closed string vacuum. So it is hard to see how $`T`$ can pass the minimum, let alone undergo many oscillations before settling into vacuum. Rather we suppose that $`T`$ reaches the minimum in a time of order the string time, at which point all excitations can be described as some kind of closed string mode.

One might also imagine that the S-brane can be made arbitrarily thick by making $`v`$ very small. However in this case quantum fluctuations become important and push $`T`$ off of the top in a time of order one in string units .

3.2. S-branes within Branes as Evanescent Sphalerons

Ordinary branes within branes can often be described in terms of smooth gauge field configurations. For example a 0-brane in a pair of 4-branes can be described as an SU(2) gauge instanton. There is a coupling $`C_{RR}^{(1)}\mathrm{tr}FF`$, which implies that the configuration carries the RR charge appropriate to a $`D0`$-brane.

We wish to argue that S-branes within branes can have a similar description. While the relevant solutions are more complicated than the tachyon kinks of the previous subsection, the discussion is not plagued by the uncertainties in the tachyon effective Lagrangian. In particular we consider the S(-1)-brane as an event in the D3-brane. What we need is a Lorentzian configuration with a nonzero integral of $`\mathrm{tr}FF`$ over some localized spacetime region. We can’t take $`F=F`$, since that has no real solutions in Minkowski space. Let us take the D3-branes to be slightly separated so that the gauge symmetry is spontaneously broken. Then it is known that there are noncontractible loops in the three-dimensional configuration space which begin and end at the vacuum . However the initial and final vacua have different winding numbers and correspondingly the sequence of configurations has a nonzero value of $`\mathrm{tr}FF`$. This path passes through a saddle point where the energy takes it maximum value. This saddle point is a static but unstable solution of the equations of motion known as a sphaleron .

Now let us specify initial data at $`t=0`$ for a Lorentzian solution corresponding to sphaleron with a small initial velocity pushing it toward the higher winding vacuum. As time evolves to the future, the sphaleron slides down the hill, energy is radiated off the brane into closed string modes, and the gauge field settles into its vacuum state. Going backwards in time, the system approaches the lower-winding vacuum. Altogether the spacetime configuration traverses the noncontractible loop in the configuration space and has integral value of $`\mathrm{tr}FF`$.7 A cogent discussion of this type of configuration is given in . Our system is however a bit simpler in that the leakage of energy off of the brane allows the gauge field to fully approach the vacuum asymptotically. The worldvolume coupling $`C_{RR}^{(0)}\mathrm{tr}FF`$ then implies that this Lorentzian configuration carries the same RR charge as a Euclidean D-instanton.

When the branes are coincident the gauge symmetry is not broken and such configurations still exist. However it appears that their energy can be made arbitrarily small by spreading them over a large region of space.

We wish to emphasize that these configurations are in no sense the analytic continuation of the usual SU(2) instanton solutions. These latter have complex values of the fields and are not admissible as real solutions in Minkowski space.

The $`g_s0`$ limit of these configurations is rather different than that of the tachyon kink S-branes. At $`g_s=0`$ the Yang-Mills-Higgs theory on the D-brane completely decouples from the closed string sector. One then has scattering configurations with nonzero $`\mathrm{tr}FF`$ of the type discussed  which will source the RR charge. The question of exactly where the RR charge is localized is then rather subtle although likely largely answered in the work of . We will not try to address it herein.

3.3. NS S-branes

Duality relates all types of branes and hence suggests that branes carrying NS charge can also be spacelike. In fact the type I /heterotic 5-brane can be described as an instanton in $`SO(32)`$ or $`E8`$. As such its spacelike configuration might be described by the evanescent sphalerons of the preceding subsection. However here, because there is no extra region for the energy to leak off into, we encounter the subtleties described in .

4. Spacelike D-branes

In the previous section time-dependent solutions of string theory corresponding to spacelike branes were described. They are spacelike counterparts of Sen’s solitonic description of the usual D-branes and in particular carry the same RR charges. It is natural to suppose that in string perturbation theory they can be described by an SD-brane - $`i.e.`$ a conformal field theory in which the timelike worldsheet coordinate $`X^0`$, as well as $`8p`$ spacelike coordinates, obey Dirichlet boundary conditions. In the null case one takes $`X^+`$ to obey Dirichlet boundary conditions, but we defer this case to later consideration.8 Interestingly, ND-branes can have on-shell propagating open strings on their worldvolumes.

4.1. The Boundary State

The SD-brane acts as a source for massless and massive closed string fields. As is the case for timelike D-branes, these fields can be succinctly described at leading order in $`g_s`$ with the use of a boundary state. The spacelike case will turn out to differ only in a few signs from the timelike case. We refer the reader to , whose conventions we follow, for details of the latter. The bosonic part of a boundary state which imposes the boundary conditions of a spacelike $`p`$ brane is given by imposing Dirichlet boundary condition $`X^a=y^a`$ on the first $`9p`$ coordinates $`X^a,a=0,1,\mathrm{},8p`$ and Neumann boundary conditions on the last $`p+1`$ coordinates $`X^i,i=9p,\mathrm{},9`$.

$$\begin{array}{cc}\hfill (\alpha _n^\mu +O_\nu ^\mu \overline{\alpha }_n^\nu )B,\eta & =0,\mu =0,1,\mathrm{},9\hfill \\ \hfill (\psi _r^\mu i\eta O_\nu ^\mu \overline{\psi }_r^\nu )B,\eta & =0,\mu =0,1,\mathrm{},9\hfill \\ \hfill (q^ay^a)B,\eta & =0,a=0,1,\mathrm{},8p\hfill \\ \hfill p^iB,\eta & =0,i=9p,\mathrm{},9\hfill \end{array}$$

where $`O^{\mu \nu }=diag(\eta ^{ab},\delta ^{ij})`$ and $`\eta =\pm 1`$. The solution of these equations is given by

$$B,\eta =N_p\mathrm{exp}\left(\underset{n}{}\frac{1}{n}O_{\mu \nu }\alpha _n^\mu \overline{\alpha }_n^\nu +i\eta \underset{r}{}O_{\mu \nu }\psi _r^\nu \overline{\psi }_r^\nu \right)d^{p+1}ke^{ik_ay^a}0,\eta ,$$

Here we did not display the ghost part of the boundary state which is the same as for the standard timelike branes, and both the ground state and oscillator moding differ between R-R and NS-NS sectors. The zero mode part in the NS-NS and R-R sector are given by

$$\begin{array}{cc}\hfill 0,\eta _{NS}& =ik^a,k^i=0,\hfill \\ \hfill 0,\eta _R& =\left(C\mathrm{\Gamma }^{9p\mathrm{}9}\frac{1+i\eta \mathrm{\Gamma }^{11}}{1+i\eta }\right)_{\alpha \beta }\alpha \overline{\beta },k^a,k^i=0.\hfill \end{array}$$

We assume that the normalization $`N_p`$ is the same as in the timelike case, namely

$$N_p=2^{2p}\pi ^{\frac{7}{2}p}\alpha _{}^{}{}_{}{}^{\frac{3p}{2}}.$$

The D-brane boundary states are then given by the GSO projection invariant combinations $`B,\eta =+1_{NS}B,\eta =1_{NS}`$ and $`B,\eta =+1_R+B,\eta =1_R`$ for the NS-NS and R-R sector respectively.

A state in the first quantized Hilbert space of a string can be interpreted as a classical string field configuration describing massive and massless closed string fields in spacetime. A solution $`|\mathrm{\Phi }>`$ of the linearized equation is given in terms of the boundary state via the relation

$$|\mathrm{\Phi }>=\frac{1}{L_0+\overline{L}_0a}|B>,$$

where $`a=1,0`$ in the NS-NS and R-R sector respectively. (4.1) is ambiguous because the states can be on shell and the denominator vanish. This is the expected ambiguity corresponding to the freedom to add homogeneous solutions of the equations of motion. For the closed string fields the overlap of the boundary state (4.1) can be related to the corresponding supergravity solution. For example the NS-NS dilaton, in the normalization of  obeys

$$_a^a\varphi (x)=\varphi (x)B(y)=\frac{3p}{\sqrt{2}}N_p\delta ^{p+1}(xy).$$

The (p+1)-form R-R potential is of special interest. In the gauge $`dC_{p+1}=0`$ it obeys

$$_a^aC_{9p\mathrm{}9}(x)=4N_p\delta ^{p+1}(xy).$$

Hence for the spacelike branes the small fluctuations around flat space will be solutions of the wave equation with a delta function source in the directions transverse to the worldvolume. The equations (4.1) and (4.1) have the same numerical coefficients as their timelike D-brane counterparts. For a time symmetric solution we use the advanced plus retarded propagator, as in section 2.3. This will be supported within the past and future light cones of the brane. We note that the fields diverge not just at a point in the transverse space (the location of the brane) as in the case of timelike branes but instead along the lightcone in transverse space. This divergence will be further discussed in sections 4.2 and 6.

The charge of the brane can be defined by an integral of the RR field strength or its dual $`F_{p+2}=dC_{p+1}`$ over an 8-p sphere surrounding the brane. This 8-p sphere has both timelike and spacelike components. Evaluating this charge with Gauss’s law and using (4.1), we find

$$_{S^{8p}}F_{p+2}=4N_p.$$

This is numerically the same result obtained for the charges of ordinary branes defined by integrals over spatial spheres. It also agrees with the charges found in the solitonic description of the branes. This result is the main reason for expecting the solitonic and Dirichlet S-branes represent the same basic object.

4.2. Discussion

Schematically, the linearized closed string field configuration is of the form

$$\mathrm{\Phi }G_{\mathrm{adv}}+G_{\mathrm{ret}},$$

and has a delta function source on the S-brane worldvolume. Consider the alternate configuration

$$\stackrel{~}{\mathrm{\Phi }}G_{\mathrm{adv}}G_{\mathrm{ret}}.$$

This obeys the linearized field equations $`without`$ a delta function source anywhere. Furthermore $`\stackrel{~}{\mathrm{\Phi }}`$ agrees $`exactly`$ with $`\mathrm{\Phi }`$ in the past of the brane.

This raises an important question: how do the incoming closed strings know whether or not to make an S-brane? A possible answer to this question can be found in the tachyon soliton description of the S-brane. This crucially involved the open string tachyon field. However this field cannot be seen in any order in perturbation theory about the closed string vacuum which sits at the minimum of the tachyon potential. The open strings are hidden non-perturbative degrees of freedom in the closed string vacuum. Therefore we would not have expected to see them in a perturbative description of the incoming state as an excitation of the closed string vacuum. In order to distinguish those incoming state which do and do not form S-branes, we need a much finer description than that supplied by the boundary state.

A second issue concerns the R-symmetry . The boundary state is invariant under the $`SO(8p,1)`$ Lorentz transformations transverse to the branes. As discussed in section 2.4, this cannot be an exact symmetry on scales of order the brane thickness, which we expect to be $`\sqrt{\alpha ^{}}`$ times a power of the string coupling. Hence higher corrections should not preserve this symmetry.

This observation is related to brane energy.9 We are grateful to G. Horowitz and E. Verlinde for discussions on this topic. The stress energy density of the brane itself has nonzero components

$$T_{ij}\frac{1}{g_s}\delta _{ij}\underset{a=0}{\overset{p}{}}\delta (x^aq^a).$$

This form is largely required by the R-symmetry of the leading order description. It is easy to check that it is conserved. (4.1) gives a positive energy density in any Lorentz frame but does not obey the dominant energy condition. (4.1) seems to be in contradiction with the tachyon picture, which suggests a nonzero $`T_{00}`$ of order $`\frac{1}{g_s}`$. However there is an additional contribution to the energy from the closed strings in the boundary state. This gives an energy density which diverges on the light cone. The origin of this divergence is that the boundary state tries to confine strings to a point. A similar divergence in the Coulomb-like energy occurs for ordinary timelike D-branes, and is resolved by higher corrections. In principle the discrepancy in $`T_{00}`$ in the tachyon soliton and the D-brane description of S-branes could also be resolved by higher corrections which impart a finite width to the brane. Hence the resolution of this singularity should be seen at the same time as the breaking of the R-symmetry. We have not understood how this would work in detail.

We expect that the worldvolume theory will be a kind of Euclideanization of the usual D-brane theory, including a minus sign in the kinetic term for the field corresponding to fluctuations in the $`X^0`$ directions. The $`R`$-symmetry (which should be a symmetry of the action) will be the group of transverse rotations which is $`SO(9p1,1)`$ rather than $`SO(10p1)`$.

5. Spacetime Solutions

In this section we discuss several solutions of the supergravity equations corresponding to S-branes with odd codimension. In principle these might provide holographic duals of the SD-brane field theories. The basic idea pursued here is simply to consider a general ansatz with $`ISO(p+1)\times SO(Dp2,1)`$ symmetry. Of course, to to account for spontaneously broken R-symmetry, a less restrictive ansatze is appropriate. (AdS/CFT examples with spontaneously broken R-symmetry are described in .) We hope to give a more complete discussion of the solutions and their properties in future work.

As there is no supersymmetry the solutions are considerably more complex than their timelike partners.10 We note that naive analytic continuation of the familiar timelike p-brane solutions leads to a complex field strength. The even codimension case is qualitatively different because at linear order the massless fields are supported on (rather than in) the S-brane light cone.

5.1. An S0-brane in D=4

In this subsection we consider a simple solution of D=4 Einstein-Maxwell gravity corresponding to a charged S0-brane. This could be relevant to a string compactification with suppressed scalar moduli. The Einstein-Maxwell action is

$$d^4x\sqrt{g}\left(RF^2\right).$$

In the absence of gravity, the solution corresponding to a charged S0-brane was given in (2.1), and has an $`SO(2,1)\times R`$ symmetry. It is natural therefore, when including the gravitational back reaction, to impose this symmetry. We accordingly consider the ansatz

$$ds^2=\frac{d\tau ^2}{\lambda ^2}+\lambda ^2dz^2+R^2dH_2^2,$$

$$F=Qϵ_2,$$

where $`R`$ and $`\lambda `$ are functions of $`\tau `$ only and $`dH_2^2`$ ($`ϵ_2`$) is the line (volume) element on the unit H2 with curvature

$$R_{ab}=g_{ab},$$

for $`a,b=0,1`$. It is easy to check that (5.1) obeys the Maxwell equations $`dF=dF=0`$ as well as

$$F^2=\frac{2Q^2}{R^4}.$$

It remains to determine $`R`$ and $`\lambda `$ from the Einstein equations. One finds

$$\begin{array}{cc}\hfill R_{ab}& =\frac{g_{ab}}{R^2}\left((RR^{}\lambda ^2)^{}1\right)\hfill \\ & =\frac{1}{2}g_{ab}F^2,\hfill \\ \hfill R_{zz}& =\frac{g_{zz}}{R^2}(R^2\lambda \lambda ^{})^{}\hfill \\ & =\frac{1}{2}g_{zz}F^2,\hfill \\ \hfill R_{\tau \tau }& =\frac{g_{\tau \tau }}{R^2}\left(R^2(\lambda \lambda ^{})^{}+2R\lambda (\lambda R^{})^{}\right)\hfill \\ & =\frac{1}{2}g_{\tau \tau }F^2,\hfill \end{array}$$

where  denotes differentiation with respect to $`\tau `$. Equating the two expressions for $`F^2`$ gives

$$(R^2\lambda ^2)^{\prime \prime }=2.$$

Integrating twice gives

$$R^2=\frac{\tau ^2\tau _0^2}{\lambda ^2}.$$

$`\tau _0^2`$ is a (possibly negative) integration constant and we have suppressed the second integration constant corresponding to shifts of $`\tau `$. Substituting (5.1) and (5.1) into the second equation of (5.1) yields

$$\left((\tau ^2\tau _0^2)(\mathrm{ln}\lambda ^2)^{}\right)^{}=\frac{2Q^2\lambda ^2}{\tau ^2\tau _0^2}.$$

Defining the new variable $`t`$ by

$$\tau =\tau _0\mathrm{coth}\tau _0t,$$

so that

$$(\tau ^2\tau _0^2)_\tau =_t.$$

Then (5.1) becomes simply

$$_t^2\mathrm{ln}\lambda ^2=2Q^2\lambda ^2.$$

The solution is

$$\lambda ^2=\frac{\alpha ^2}{Q^2}\mathrm{sech}^2\alpha t,$$

where $`\alpha `$ is an integration constant. The third equation of (5.1) then requires $`\alpha =\tau _0`$, and hence

$$\lambda ^2=\frac{\tau _0^2}{Q^2}\frac{\tau ^2\tau _0^2}{\tau ^2},R^2=\frac{Q^2\tau ^2}{\tau _0^2}$$

The line element is

$$ds^2=\frac{Q^2}{\tau _0^2}\frac{\tau ^2}{\tau ^2\tau _0^2}d\tau ^2+\frac{\tau _0^2}{Q^2}\frac{\tau ^2\tau _0^2}{\tau ^2}dz^2+\frac{Q^2\tau ^2}{\tau _0^2}dH_2^2.$$

The asymptotic region with $`R\mathrm{}`$ is at $`\tau \pm \mathrm{}`$ and the metric behaves as

$$ds^2\frac{Q^2}{\tau _0^2}d\tau ^2+\frac{\tau _0^2}{Q^2}dz^2+\frac{Q^2\tau ^2}{\tau _0^2}dH_2^2,$$

and is asymptotically locally flat. Near the brane at $`\tau \tau _0`$ one has, defining $`t^2=\tau ^2\tau _0^2`$

$$ds^2\frac{Q^2}{\tau _0^2}dt^2+\frac{\tau _0t^2}{Q^2}dz^2+2Q^2dH_2^2.$$

5.2. An S5-brane in D=11

The bosonic action of eleven dimensional supergravity is given by (dropping the WZ term which will not be important in the following).

$$S=d^{11}x\sqrt{g}\left(R\frac{1}{24!}F^2\right)$$

The equation of motion is given by

$$R_{\mu \nu }=\frac{1}{23!}F_{\mu \lambda \rho \sigma }F_\nu ^{\lambda \rho \sigma }\frac{1}{64!}g_{\mu \nu }F^2.$$

An ansatz 11 Similar solutions were obtained in . which simplifies the equations of motion is

$$ds^2=e^{4f+8g}dt^2+e^{2f}dx_6^2+e^{2g4f}dH_4^2,$$

where $`dH_4`$ is the metric on a hyperbolic space with negative curvature, and

$$F=h(t)dtdx_1\mathrm{}dx_6.$$

Solving $`dF=0`$ leads to

$$h(t)=e^{12f}q.$$

With this ansatz (5.1) becomes

$$\begin{array}{cc}\hfill f^{\prime \prime }+\frac{q^2}{6}e^{12f}& =0,\hfill \\ \hfill g^{\prime \prime }3e^{6g}& =0,\hfill \\ \hfill 18f^{}f^{}+12g^{}g^{}+2f^{\prime \prime }4g^{\prime \prime }\frac{q^2}{6}e^{12f}& =0.\hfill \end{array}$$

It is easy to see that the system of equations (5.1) is equivalent to the following two first oder equations.

$$g^{}g^{}e^{6g}=c,f^{}f^{}+\frac{q^2}{36}e^{12f}=\frac{2c}{3},$$

where $`c`$ is a positive integration constant. The solutions of (5.1) are easily obtained by integration

$$\begin{array}{cc}\hfill f(t)& =\frac{1}{12}\mathrm{ln}\left(\frac{c}{\mathrm{cosh}^2\left(2\sqrt{6c}(tt_0)\right)}\right)\frac{1}{12}\mathrm{ln}(q^2/24),\hfill \\ \hfill g(t)& =\frac{1}{6}\mathrm{ln}\left(\frac{c}{\mathrm{sinh}^2\left(3\sqrt{c}(tt_1)\right)}\right).\hfill \end{array}$$

The integration constant $`c`$ can be eliminated by rescaling $`tt/\sqrt{c}`$ and $`x_ix_i/c^{\frac{1}{12}}`$. Furthermore we are free to set $`t_1=0`$ by a shift. This leaves one constant $`t_0`$. The metric takes the form

$$\begin{array}{cc}\hfill ds^2& =\left(\frac{q^2}{24}\right)^{\frac{1}{3}}\frac{\left(\mathrm{cosh}\sqrt{24}(tt_0)\right)^{\frac{2}{3}}}{\left(\mathrm{sinh}3t\right)^{\frac{8}{3}}}\left(dt^2+(\mathrm{sinh}3t)^2dH_4^2\right)\hfill \\ & +\left(\frac{q^2}{24}\right)^{\frac{1}{6}}\frac{1}{\left(\mathrm{cosh}\sqrt{24}(tt_0)\right)^{\frac{1}{3}}}dx_6^2.\hfill \end{array}$$

The asymptotic region is at $`t0`$ where the radius of the $`H_4`$ diverges. Defining $`u=t^{1/3}`$, near $`t=0,u=\mathrm{}`$ the metric becomes

$$\begin{array}{cc}\hfill ds_{t0}^2& \left(\frac{q^2}{216}\right)^{\frac{1}{3}}(\mathrm{cosh}\sqrt{24}t_0)\left(du^2+u^2dH_4^2\right)+\left(\frac{q^2}{24}\right)^{\frac{1}{6}}\frac{1}{(\mathrm{cosh}\sqrt{24}t_0)^{\frac{1}{3}}}dx_6^2\hfill \\ & ,\hfill \end{array}$$

which is locally flat space in Rindler coordinates. The Ricci scalar behaves as

$$R=8\left(\frac{3}{q^2}\right)^{\frac{1}{3}}\left(\frac{\mathrm{sinh}(3t)}{\mathrm{cosh}(2\sqrt{6}(tt_0))}\right)^{\frac{8}{3}}.$$

The large $`t`$, near-brane behavior is given by

$$\begin{array}{cc}\hfill ds^2& \left(\frac{q^2}{24}\right)^{\frac{1}{3}}\mathrm{exp}\left((8+4\sqrt{\frac{2}{3}})t4\sqrt{\frac{2}{3}}t_0\right)dt^2+\left(\frac{q^2}{24}\right)^{\frac{1}{6}}\mathrm{exp}\left(2\sqrt{\frac{2}{3}}(tt_0)\right)dx_6^2\hfill \\ & +\left(\frac{q^2}{24}\right)^{\frac{1}{3}}\mathrm{exp}\left((4\sqrt{\frac{2}{3}}2)t4\sqrt{\frac{2}{3}}t_0\right)dH_4^2+𝒪(1).\hfill \end{array}$$

Even though the Ricci scalar tends to zero in this region the geometry is singular because for example the coefficient of $`dx_6^2`$ vanishes.

6. Singularities

Singularities have been encountered in several related places in our discussion. In constructing the profile of the linearized massless fields sourced by an S-brane, one finds singularities along the light cone of the brane. This divides the spacetime into three regions: the interior of the future brane lightcone, the interior of the past brane lightcone, and the spacelike separated region. Related singularities arose in construction of the full supergravity solutions in section 5.

We envision four possible fates of these singularities in the full theory:

(i) The singularity is smoothed out by stringy effects which are nonperturbative in $`\alpha ^{}`$. This is the case for the Coulomb-like singularities of ordinary D-branes. It is suggested by the tachyon soliton picture, in which the source for the various closed string fields are spread out over a region of size of order $`\sqrt{\alpha }^{}`$. As discussed in 2.4 and 4.2 this resolution should be accompanied by breaking of the Lorentzian R-symmetry.

(ii) The singularity is smoothed out by stringy effects which are nonperturbative in $`g_s`$.

(iii) The maximal extension of the future and past lightcone regions are geodesically complete but do not include one another or the spacelike region. Something like this occurs for example for the ordinary D3 solutions. It also occurs for Hull’s SD3-solutions of the II\* theory, for which the near brane region is dS5.

(iv) The singularities are intrinsically “bad” and the S-brane configurations herein should not be considered as fully consistent solutions of string theory.

7. Summary

We have shown that ordinary field theories contain time-dependent topological solutions corresponding to S-branes, or branes with only spatial dimensions. S-branes can carry charges measured by flux integrals over spheres with both space and time dimensions. It follows from Sen’s description of the tachyon action of unstable D-branes that such objects exist in string theory. Furthermore they carry the charges expected of an S-Dirichlet brane, which has a Dirichlet boundary condition in a timelike direction. Light cone singularities are encountered in both the perturbative string and supergravity descriptions of S-branes, which are analogs of the short-distance singularities of ordinary D-branes. The resolutions of these singularities must be understood before the proper role of S-branes in string theory can be determined.

Acknowledgments. It is a pleasure to thank G. Horowitz, S. Minwalla, L. Motl, J. Polchinski, N. Seiberg, S. Shenker, N. Toumbas, C. Vafa and E. Verlinde for useful discussions. This work was supported in part by DOE grant DE-FG02-91ER40655.

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