text:
# Spontaneous Breaking of Diffeomorphism Invariance in Matrix Theory

## Abstract

We present a matrix action based on the unitary group $`U(N)`$ whose large $`N`$ ground states are conjectured to be in precise correspondence with the weak-strong dual effective field theory limits of M theory preserving sixteen supersymmetries. We identify a finite $`N`$ matrix algebra that corresponds to the spacetime and internal symmetry algebra of the Lorentz invariant field theories obtained in the different large $`N`$ limits. The manifest diffeomorphism invariance of matrix theory is spontaneously broken upon specification of the large $`N`$ ground state. We verify that there exist planar limits which yield the low energy spacetime effective actions of all five supersymmetric string theories in nine spacetime dimensions and with sixteen supercharges.

The consistent perturbative quantization of supersymmetric Yang-Mills theory with chiral matter coupled to supergravity given by either the Type I or Heterotic String Theory is a remarkable achievement . However, in the absence of a nonperturbative framework there remains open the question of an underlying fundamental principle . In previous matrix model proposals  that attempt to address this issue, an implicit assumption made was that the crucial long distance gravitational interaction would arise from off-diagonal $`O(1/N)`$ quantum corrections to the planar matrix action. The success of either matrix model proposal in meeting this consistency check remains in doubt .

Equally serious is the absence of a demonstration of spacetime Lorentz invariance in the large $`N`$ limit of the Banks-Fischler-Shenker-Susskind matrix model . In the Ishibashi-Kawai-Kitazawa-Tsuchiya matrix model  on the other hand, the arguments for making contact with the $`𝒩`$$`=`$$`2`$ supersymmetries of the ten-dimensional IIB string and its Dstring ground states remain shaky . A clear distinction of Ramond sector solitons from the Neveu-Schwarz sector solitons of the supersymmetric gauge theory is lacking. Nevertheless, the intriguing evidence of a dynamical mechanism in the matrix model which preferentially selects ground states with fewer than ten noncompact spacetime dimensions deserves further study .

In this paper, we resolve these issues directly at the classical level by proposing a new action for matrix theory which preserves sixteen supercharges, and is based on both adjoint and vector multiplets of the large $`N`$ group $`U(N)`$. The planar limits of the matrix action correspond to classical ground states of String/M theory. Quantum $`1/N`$ corrections to the planar action are to be directly identified with quantum and nonperturbative corrections to classical string theory, both being absent in the special case of string theories which preserve sixteen supersymmetries. The planar limits of our matrix theory are manifestly Lorentz invariant. They can exhibit local supersymmetry, spacetime chirality, nonabelian gauge symmetry, and any additional higher rank tensor gauge symmetries characteristic of a supersymmetric effective field theory action. We will restrict ourselves in this paper to recovering all five string theories in nine noncompact dimensions as different large $`N`$ limits of matrix theory: IB and heterotic $`O(32)`$, heterotic $`E_8`$$`\times `$$`E_8`$, and the massive IIA and IIB strings , each preserving sixteen supersymmetries, and having a manifestly Lorentz covariant Lagrangian description.

Our proposed action for matrix theory takes the form:

$`𝒮`$ $`=\frac{1}{2}\frac{1}{\kappa ^2}\left(\overline{\psi }_a\mathrm{\Gamma }^{abc}D_b\psi _c4\overline{\lambda }\mathrm{\Gamma }^{ab}D_a\psi _b4\overline{\lambda }\mathrm{\Gamma }^aD_a\lambda \right)`$ (1)
$`+\frac{1}{2}g^2e^\mathrm{\Phi }\overline{\chi }^i\mathrm{\Gamma }^aD_a\chi ^i+\frac{1}{2}g^2e^\mathrm{\Phi }F^{ab}F_{ab}+\frac{1}{2}\frac{1}{\kappa ^2}(`$ (2)
$`4\mathrm{\Omega }^a\mathrm{\Phi }\mathrm{\Omega }_a\mathrm{\Phi }+3e^{2\mathrm{\Phi }}H^{abc}H_{abc})+𝒮_2+𝒮_4.`$ (3)
$`S_2`$ and $`S_4`$ will denote, respectively, two-fermi and four-fermi matrix operators, identified below by requiring invariance of the classical matrix action under the finite $`N`$ symmetry algebra $`𝒢`$. $`𝒢`$ plays the same role at finite $`N`$ as the combined group of spacetime and internal symmetries found in the large $`N`$ limit— a Lorentz invariant, supersymmetric, nonabelian gauge-gravity field theory with up to sixteen conserved supercharges. It should be apparent from Eq. (3) that $`𝒮`$ has many inequivalent large $`N`$ ground states: in addition to taking $`N`$ large, we can hold fixed certain dimensionless combinations of background fields and couplings. The resulting multitude of large $`N`$ ground states is conjectured to be in precise accord with the expected multitude of weak-strong dual effective field theory limits of M theory . This is a natural generalization of the double scaling limit defined for the two-parameter one-matrix model .

The fundamental variables in our nonperturbative framework are, bosonic and fermionic, hermitian matrices living, respectively, in the $`N`$$`\times `$$`N`$ adjoint, and $`N`$-dimensional vector representations of the group $`U(N)`$. The introduction of Grassmann-valued matrices transforming in the $`N`$ and $`\overline{N}`$ fundamental representations of the $`SU(N)`$ subgroup allows us to incorporate a crucial feature absent in previous matrix model proposals chirality. The large $`N`$ limit of our action straightforwardly gives rise to sixteen component spinors which simultaneously satisfy both the Majorana and Weyl conditions of $`d`$$`=`$$`10`$ $`𝒩`$$`=`$$`1`$ SYM-supergravity . A large $`N`$ ground state of our matrix theory corresponds to diagonalized configurations for all $`SU(N)`$ matrices. The dimensionful couplings and fields of the large $`N`$ limit are scaled with respect to the 11d Planck length, or inverse closed string tension, which we will hold fixed: $`l_{11}`$$`=`$$`Nϵ`$$`=`$$`Ne^{{\scriptscriptstyle \frac{2}{3}}\mathrm{\Phi }_0}\alpha ^{1/2}`$, where $`\mathrm{\Phi }_0`$ is the vev of the dilaton scalar in the specified ground state of matrix theory, and $`g_c`$$`=`$$`e^{\mathrm{\Phi }_0}`$ is the closed string coupling. Equivalently, we can define the size of the eleventh dimension, $`R_{11}`$$`=`$$`e^{\mathrm{\Phi }_0}\alpha ^{1/2}`$. Unlike the matrix models in , the appearance of a continuum spacetime manifold in the large $`N`$ limit will be implicit: a noncompact dimension might be evidenced, for example, by observation of the onset of a continuum spectrum of eigenvalues for the scalar Laplacian, $`\mathrm{\Delta }`$$``$$`\mathrm{\Omega }^a\mathrm{\Omega }_a`$, where $`\mathrm{\Delta }`$ is, more generally, at finite $`N`$, a self-adjoint linear operator acting on bosonic hermitian matrices defined on the field of real (complex) numbers.

Notice that spacetime diffeomorphism invariance follows automatically in any nonperturbative matrix formulation for a quantum theory of gravity based on zero-dimensional matrices. It is only in the specification of the ground state, namely, the large $`N`$ limit about which we expand when computing the $`O(1/N)`$ quantum corrections arising from the matrix path integral, that diffeomorphism invariance is spontaneously broken: the norm in the eigenspace of any self-adjoint operator is specified with respect to a fixed background metric. Thus, the perturbative string theories and their low energy effective field theory limits describe long-distance fluctuations of matter-energy in a spacetime continuum with fixed background metric, and in a ground state of matrix theory which spontaneously breaks diffeomorphism invariance. Notice that we have preserved the spirit of Einstein’s classical theory of general relativity : spacetime geometry is replaced by an equivalent matter-energy distribution, together with the classical field equations. But given both the matter-energy distribution and a specific solution to the field equations enables recovery, at least in principle, of a corresponding background metric.

The reader might be tempted, at this juncture, to interpret our action $`𝒮`$ as a classical Hamiltonian. The natural extension to a quantum theory corresponds to quantum mechanics in the Heisenberg representation with an underlying operator algebra contained within our algebra $`𝒢`$. The matrix realization of self-adjoint linear operators given by $`𝒮`$ is perhaps best understood within the representation-independent framework of Dirac’s quantum mechanics, or of noncommutative geometry . ***These remarks were inspired by some beautiful ongoing lectures by I. M. Singer.

To illustrate the basic methodology we will follow, consider the hermitian one-matrix model :

$$𝒮_{}=\mathrm{Tr}\mathrm{\Phi }\mathrm{\Omega }^a\mathrm{\Omega }_a\mathrm{\Phi },\mathrm{\Omega }_a\mathrm{\Phi }_n=\lambda _{na}^{1/2}\mathrm{\Phi }_n$$
(4)
with $`n`$$`=`$$`1,\mathrm{},N`$. We are assuming here that $`\mathrm{\Delta }`$$`=`$$`\mathrm{\Omega }^a\mathrm{\Omega }_a`$ is a self-adjoint linear operator $`\mathrm{\Delta }`$, with orthonormal generalized eigenstates, $`\{\mathrm{\Phi }_n\}`$, and eigenvalues, $`\{\lambda _n\}`$. In the large $`N`$ limit, we make the usual extension to a Hilbert space with continuous eigenfunctions $`\{\varphi (\lambda ;𝐱)\}`$. Note that the dependence on the underlying target space, $`𝐱`$, need not be explicit: we can work in a generalized momentum basis, or with suitable phase space variables. In general, the transition from finite $`N`$ to infinite $`N`$ is not unique. Given the nature of the eigenvalue spectrum of $`\mathrm{\Delta }`$ in the large $`N`$ limit, appropriate low and high momentum regulators may be needed in order to make the integral well-defined. These basic guidelines hold for all of the kinetic terms in our matrix action.

More importantly, unlike the path integral of the one-matrix model where both the action and measure readily localize on the space of eigenmodes , $`𝒮`$ has nontrivial terms coupling two or more matrices. Recall that no symmetry other than $`SU(N)`$ invariance was exploited in the analytic solution of the one-matrix path integral . What happens if the matrix action is characterized by additional symmetry? This requires careful analysis of the invariant measure for the semi-direct product group $`𝒢`$$`\times `$$`SU(N)`$. It may be helpful to keep in mind that the analytic solution in  could have been obtained as follows: carry out the matrix path integration in closed form prior to performing the large $`N`$ expansion, and subsequent term-by-term diagonalization. The Feynman path integral denotes the sum over a complete set of matrix-valued orthonormal eigenstates for some given self-adjoint linear operator. This result is basis independent. In particular, we need not work with the usual position-space eigenfunctions of field theory Lagrangians, choosing instead to work in a generalized momentum basis. Thus, for example, we switch off any interactions to obtain $`\mathrm{tr}_{\{\mathrm{\Phi }_n\}}e^{\mathrm{\Phi }\mathrm{\Delta }\mathrm{\Phi }}`$$``$$`[det\mathrm{\Delta }]^{1/2}`$. Expanding in a basis of free eigenmodes, we can now perform a Feynman diagram expansion invoking perturbation theory in a suitable dimensionless parameter or coupling present in the interaction. The large $`N`$ limit— or some multiple-scaled variation on double scaling , and the computation of $`O(1/N)`$ corrections, are the final steps of this computation giving concrete meaning to the matrix quantum effective action.

The inner product in each eigenspace will be defined by ordinary matrix multiplication. We distinguish left- and right- multiplication within any matrix bilinear. The ordering ambiguity is fixed by recognizing the $`SL(2,C)`$ decomposition of each operator: objects in the $`(n,0)`$, or $`(0,\overline{n})`$, representation are left-multipliers, while the $`(0,n)`$, or $`(\overline{n},0)`$ representations are right-multipliers. Thus, anti-spinors precede spinors and contravariant tensors precede covariant tensors in any bilinear. For example, $`\eta ^{ab}`$$``$$`E^{a\mu }E_\mu ^b`$, $`A^\mu A_\mu `$$`=`$$`A^aE_a^\mu E_{b\mu }A^b`$$`=`$$`A^aA_a`$, with spinors defined by: $`\overline{\psi }_\mu `$$`=`$$`\overline{\psi }_aE_\mu ^a`$, $`\psi _\mu =E_\mu ^a\psi _a`$. Note that spinor and anti-spinor denote, respectively, fermionic Grassmann-valued objects in the $`N`$ and $`\overline{N}`$ representations of $`SU(N)`$.

The fermionic operator $`(\mathrm{\Gamma }^aD_a)_{\alpha \beta }`$ can be expressed as a sum over the independent Lorentz structures in theories with sixteen supercharges:

$`\mathrm{\Omega }_a(\mathrm{\Gamma }^a)_{\alpha \beta }+`$ $`\mathrm{\Omega }_{ab}(\mathrm{\Gamma }^a\mathrm{\Gamma }^b)_{\alpha \beta }+\mathrm{\Omega }_{abc}(\mathrm{\Gamma }^a\mathrm{\Gamma }^{bc})_{\alpha \beta }`$ (5)
$`+`$ $`\mathrm{\Omega }_{abcd}(\mathrm{\Gamma }^a\mathrm{\Gamma }^{bcd})_{\alpha \beta }+\mathrm{\Omega }_{abcde}(\mathrm{\Gamma }^a\mathrm{\Gamma }^{bcde})_{\alpha \beta }`$ (6)
$`\mathrm{\Gamma }^aD_a`$ evolves into the super-covariant derivative in the large $`N`$ limit, coupling to both spin connection and nonabelian vector potential. It could also couple to additional antisymmetric $`p`$-form gauge potentials of the nonperturbative string or field theory ground state . Such couplings represent Dbrane vacuum charges , necessitated by the requirement that the family of matrix theory ground states is also closed under weak-strong coupling duality transformations . For example, in the generic IB ground state, $`\mathrm{\Gamma }^aD_a`$ would evolve to:

$`(\mathrm{𝟏}+`$ $`C_{(0)}(x))_a+A_a^j(x)\tau ^j)\mathrm{\Gamma }^a+(A_{ab}(x)`$ (7)
$`+`$ $`C_{ab}(x))\mathrm{\Gamma }^a\mathrm{\Gamma }^b+\omega _{abc}(x)\mathrm{\Gamma }^a\mathrm{\Gamma }^{bc}+C_{abcd}(x)\mathrm{\Gamma }^a\mathrm{\Gamma }^{bcd}`$ (8)
Low energy anomaly cancellation considerations determine the finite-dimensional Yang-Mills gauge group to be $`O(32)`$ , $`A_{ab}`$ is the Neveu-Schwarz two-form potential which couples to the fundamental string. The Ramond-Ramond gauge potentials, distinguished by dilaton-independent kinetic terms in $`𝒮`$, are denoted $`C_{a_1\mathrm{}a_p}`$, with $`p`$ even, and $`0`$$``$ $`p`$$``$$`10`$. They couple to Dpbranes . Notice that $`C_{(0)}`$ is always non-vanishing corresponding to the presence of Dinstanton charge, and the consequent restriction to IB ground states with a maximum of sixteen conserved supercharges. Notice also that under a $`T_9`$-duality transformation, we map to the generic I ground state, coupling instead to one or more $`p`$$`\pm `$$`1`$-form gauge potentials, with $`p`$ even. This is the massive IIA string with nonvanishing cosmological constant, upto sixteen unbroken supersymmetries, and nine-dimensional nonabelian gauge fields . Finally, it is clear that we can map from, respectively, the IB $`O(32)`$ and I $`E_8`$$`\times `$$`E_8`$ ground states to the corresponding heterotic ground states which are their weak-strong coupling duals, by suitable re-identifications of both operators and couplings in the action .

The five-index antisymmetric tensor in Eq. (6) has been set to zero in the large $`N`$ limit. The necessity for including such a term at finite $`N`$ comes from closure of the matrix Lorentz algebra: a non-vanishing commutator, $`[\mathrm{\Omega }_{abc},𝐋_{de}]`$, results from Lorentz transformation of the 3-index spin-connection. For example, in the absence of the $`C_{(p)}`$ and at finite $`N`$, $`\mathrm{\Gamma }^aD_a`$ acts on the generic sixteen-component, Grassmann-valued, $`N`$-dimensional $`SU(N)`$ multiplet as follows:

$$\mathrm{\Gamma }^aD_a\mathrm{\Psi }=\mathrm{\Gamma }^a\left(\mathrm{\Omega }_a+\frac{1}{2}\mathrm{\Omega }_{abc}\mathrm{\Gamma }^{bc}+\frac{1}{4}\mathrm{\Omega }_{abcde}\mathrm{\Gamma }^{bcde}\right)\mathrm{\Psi }$$
(9)
Upon inclusion of the Ramond-Ramond two-form potential, $`C_{ab}`$, the nontrivial commutator with $`𝐋_{de}`$ implies the further necessity of including both $`C_{[0]}`$ and $`C_{[4]}`$ potentials. Thus, in the finite $`N`$ case, the simultaneous presence of all even rank Ramond-Ramond potentials follows simply from Lorentz invariance. We should note that, in the continuum limit, the zero, two-, and four-form Ramond-Ramond potentials are known to couple through mixed Chern-Simons terms in the presence of worldvolume nonabelian gauge fields .

It is helpful to verify explicit closure of the finite $`N`$ symmetry algebra $`𝒢`$. For simplicity, we set all Ramond-Ramond potentials to zero. Begin with the finite $`N`$ manifestation of continuum Lorentz transformations. We introduce an infinitesimal hermitian matrix, $`\mathrm{L}_{ab}`$, antisymmetric under the interchange of tangent space indices $`a`$,$`b`$. Keeping terms upto linear in $`\mathrm{L}_{ab}`$, it is easy to verify that each term in $`𝒮`$ is invariant under the matrix transformations:

$`\delta \chi ^i=`$ $`\mathrm{\Gamma }^{ab}\mathrm{L}_{ab}\chi ^i,\delta \overline{\chi }^i=\overline{\chi }^i\mathrm{\Gamma }^{ab}\mathrm{L}_{ab}`$ (10)
$`\delta \psi _a=`$ $`\mathrm{\Gamma }^{bd}\mathrm{L}_{bd}\psi _a+\mathrm{L}_a^c\psi _c`$ (11)
$`\delta \overline{\psi }_c=`$ $`\overline{\psi }_c\mathrm{\Gamma }^{ab}\mathrm{L}_{ab}\overline{\psi }_a\mathrm{L}_c^a`$ (12)
$`\delta \lambda =`$ $`\mathrm{\Gamma }^{bd}\mathrm{L}_{bd}\lambda ,\delta \overline{\lambda }=\overline{\lambda }\mathrm{\Gamma }^{ab}\mathrm{L}_{ab}`$ (13)
$`\delta (\mathrm{\Gamma }^aD_a)=`$ $`[\mathrm{\Gamma }^{ab}\mathrm{L}_{ab},\mathrm{\Gamma }^cD_c]`$ (14)
$`\delta (\mathrm{\Gamma }^{ab}D_b)=`$ $`[\mathrm{\Gamma }^{de}\mathrm{L}_{de},\mathrm{\Gamma }^{ab}D_b]+\mathrm{L}_d^a\mathrm{\Gamma }^{db}D_b`$ (15)
$`\delta (\mathrm{\Gamma }^{abc}D_b)=`$ $`[\mathrm{\Gamma }^{de}\mathrm{L}_{de},\mathrm{\Gamma }^{abc}D_b][\mathrm{\Gamma }^{abd}D_b,\mathrm{L}_d^c]`$ (16)
$`\delta (\mathrm{\Omega }_a\mathrm{\Phi })=`$ $`[\mathrm{L}_a^c,\mathrm{\Omega }_c]\mathrm{\Phi }\mathrm{\Omega }_c\mathrm{L}_a^c\mathrm{\Phi },`$ (17)
$`\delta (\mathrm{\Phi }\mathrm{\Omega }^a)=`$ $`\mathrm{\Phi }[\mathrm{\Omega }^c,\mathrm{L}_c^a]+\mathrm{\Phi }\mathrm{L}_c^a\mathrm{\Omega }^c`$ (18)
Likewise, consider a $`d_G`$-plet of infinitesimal real matrices, $`\{\alpha ^j\}`$, each of which takes diagonal $`N`$$`\times `$$`N`$ form. Here, $`d_G`$ is the dimension of the nonabelian gauge group with hermitian generators $`\{\tau _j\}`$. We can verify that every term in $`𝒮`$ is invariant under the Yang-Mills transformations:

$`\delta \chi =`$ $`i\tau ^j\alpha ^j\chi ,\delta (gA_a^j\tau ^j)=[\mathrm{\Omega }_a,\tau ^j\alpha ^j]`$ (19)
$`\delta (\mathrm{\Omega }_a\mathrm{\Phi })=`$ $`i\tau ^j\alpha ^j\mathrm{\Omega }_a\mathrm{\Phi },\delta (\mathrm{\Phi }\widehat{\mathrm{\Omega }}_a)=i\tau ^j\mathrm{\Phi }\widehat{\mathrm{\Omega }}_a\alpha ^j`$ (20)
Finally, we must include in $`𝒮`$ the crucial two-fermion and four-fermion terms required by closure of a supersymmetry algebra . Namely, given infinitesimal 16-component Grassmann-valued parameters, $`\eta _1`$, $`\eta _2`$, each of which transforms as a $`N`$-vector of the unitary group $`SU(N)`$, we must verify that the commutator of two matrix supersymmetry transformations can be expressed as the sum of (i) an infinitesimal tangent space translation with parameter, $`\xi ^a`$$`=`$$`\overline{\eta _1}\mathrm{\Gamma }^a\eta _2`$, (ii) an infinitesimal local Lorentz transformation with parameter $`\mathrm{L}_{bc}`$$`=`$$`\xi ^a\omega _{abc}`$, and (iii) an infinitesimal local gauge transformation with gauge parameter $`\alpha ^i`$$`=`$$`g\xi ^aA_a^i`$ . We infer the following transformation rules:

$`\delta A_\mu ^i`$ $`=\frac{1}{2}\overline{\eta }\mathrm{\Gamma }_\mu \chi ^i,\delta E_\mu ^a=\frac{1}{2}\overline{\eta }\mathrm{\Gamma }^a\psi _\mu ,\delta \mathrm{\Phi }=\overline{\eta }\lambda `$ (21)
$`\delta \chi `$ $`=\frac{1}{2}(\mathrm{\Gamma }^{ab}F_{ab})\eta +\frac{1}{2}\left(\overline{\eta }\chi \overline{\chi }\eta \right)\lambda \frac{1}{2}(\overline{\chi }\mathrm{\Gamma }^a\eta )\mathrm{\Gamma }_a\lambda `$ (22)
$`\delta \psi _\mu `$ $`=D_\mu \eta +\frac{1}{2}\left(\overline{\eta }\psi _\mu \overline{\psi }_\mu \eta \right)\lambda \frac{1}{2}(\overline{\psi }_\mu \mathrm{\Gamma }^a\eta )\mathrm{\Gamma }_a\lambda `$ (23)
$`+{\displaystyle \frac{1}{g^2}}(\overline{\chi }\mathrm{\Gamma }^{abc}\chi )\mathrm{\Gamma }_{abc}\mathrm{\Gamma }_\mu \eta `$ (24)
$`\delta \lambda `$ $`=\frac{1}{4}(\mathrm{\Gamma }^aD_a\mathrm{\Phi })\eta +(H_{abc}\overline{\lambda }\mathrm{\Gamma }_{abc}\lambda `$ (25)
$`+{\displaystyle \frac{1}{g^2}}\mathrm{tr}(\overline{\chi }\mathrm{\Gamma }_{abc}\chi ))\mathrm{\Gamma }^{abc}\eta `$ (26)
The resulting two-fermi and four-fermi terms that must be included in $`𝒮`$ take the manifestly Lorentz and Yang-Mills invariant form:

$`𝒮_2`$ $`=2\overline{\psi }_a\mathrm{\Gamma }^a\psi _b(\mathrm{\Omega }^b\mathrm{\Phi })4\overline{\psi }_a\mathrm{\Gamma }^b\mathrm{\Gamma }^a\lambda (\mathrm{\Omega }_b\mathrm{\Phi })`$ (29)
$`\frac{1}{2^3}H^{def}[\overline{\psi }_a\mathrm{\Gamma }^{[a}\mathrm{\Gamma }_{def}\mathrm{\Gamma }^{b]}\psi _b+4\overline{\psi }_a\mathrm{\Gamma }_{def}^a\lambda 4\overline{\lambda }\mathrm{\Gamma }_{def}\lambda `$
$`+g^2e^\mathrm{\Phi }\overline{\chi }\mathrm{\Gamma }_{def}\chi ]+\frac{1}{4}g^2e^\mathrm{\Phi }\overline{\chi }^i\mathrm{\Gamma }^d\mathrm{\Gamma }^{ab}(\psi _d+\frac{1}{3}\mathrm{\Gamma }_d\lambda )F_{ab}^i,`$
$`𝒮_4`$ $`=\frac{1}{32^6}\overline{\psi }^f\mathrm{\Gamma }^{abc}\psi _f(\overline{\psi }_d\mathrm{\Gamma }^d\mathrm{\Gamma }_{abc}\mathrm{\Gamma }^e\psi _e+2\overline{\psi }^d\mathrm{\Gamma }_{abc}\psi _d`$ (30)
$`4\overline{\lambda }\mathrm{\Gamma }_{abc}\lambda 4\overline{\lambda }\mathrm{\Gamma }_{abc}\mathrm{\Gamma }^d\psi _d)`$ (32)
$`+\frac{1}{32^6}g^2e^\mathrm{\Phi }(\overline{\chi }\mathrm{\Gamma }^{abc}\chi )(\overline{\psi }_d(4\mathrm{\Gamma }_{abc}\mathrm{\Gamma }^d`$
$`+3\mathrm{\Gamma }^d\mathrm{\Gamma }_{abc})\lambda 2\overline{\lambda }\mathrm{\Gamma }_{abc}\lambda 32^3H_{abc})`$ (33)
Our final expression for $`𝒮`$ can be simplified by introducing $`SU(N)`$ vectors, $`\mathrm{\Psi }`$, $`\overline{\mathrm{\Psi }}`$, where $`\overline{\mathrm{\Psi }}`$$``$$`(\overline{\lambda },\overline{\psi }_a,\overline{\chi }^i)`$, $`\mathrm{\Psi }`$$``$$`(\lambda ,\psi _b,\chi ^j)`$. We will assemble the kinetic and two-fermi terms of $`𝒮`$ in a $`(11`$$`+`$$`\mathrm{d}_\mathrm{G})N`$$`\times `$$`(11`$$`+`$$`\mathrm{d}_\mathrm{G})N`$ matrix array denoted $`𝒟`$. The four-fermi terms are likewise reassembled by introducing the matrix arrays $`𝒰`$, $`𝒱`$, of size $`(11+\mathrm{d}_\mathrm{G})N`$$`\times `$$`(11+\mathrm{d}_\mathrm{G})N`$, defined by Eq. (33). This give the remarkably compact result:

$`𝒮`$ $`=\frac{1}{2}\overline{\mathrm{\Psi }}𝒟\mathrm{\Psi }+\frac{1}{4}(\overline{\mathrm{\Psi }}𝒰\mathrm{\Psi })(\overline{\mathrm{\Psi }}𝒱\mathrm{\Psi })+\frac{1}{2}g^2e^\mathrm{\Phi }F^{ab}F_{ab}`$ (34)
$`+\frac{1}{2}\frac{1}{\kappa ^2}(\frac{1}{2}\mathrm{\Phi }\mathrm{\Delta }\mathrm{\Phi }+3e^{2\mathrm{\Phi }}H^{abc}H_{abc})`$ (35)
In principle, $`𝒮`$ belongs to a family of matrix actions whose members can differ by $`O(1/N)`$ corrections, but which share the same infrared fixed point behavior in accordance with the principle of Universality Classes .

Our proposed action for matrix theory was motivated largely by symmetry considerations. In closing, we recall that quantum $`O(1/N)`$ corrections to the planar action can contribute terms of both quantum and nonperturbative origin in the low energy effective field theory. In the special case of string theories with sixteen supercharges, both will be absent. This suggests a useful test of our conjecture by direct computation of the spectrum of massive (BPS) string states using the matrix theory formalism. It is possible that, in these cases, the multiple-scaled variation of the large $`N`$ expansion used in a particular ground state of matrix theory bears a simple and direct relationship to the $`\alpha ^{}`$ expansion of the low energy string effective action in that same vacuum. It may even have an interpretation in terms of suitably weighted sums over worldsheets of different topology . It will be most interesting to clarify the details of this picture.

ACKNOWLEDGMENTS I am grateful to Hikaru Kawai for patient explanations of many aspects of planar reduction and the large $`N`$ limit of matrix theories. This work was begun during a fruitful visit to Kyoto University, Japan. It is funded in part by NSF-PHY-9722394.

NOTE ADDED (July 2005): This is a short introduction to the proposal for nonperturbative String/M theory in hep-th/0201129. The comments in the Note Added to that work apply here as well.


format: text

text:
# Temperature dependence of the upper critical field of an anisotropic singlet superconductivity in a square lattice tight-binding model in parallel magnetic fields

\[

## Abstract

Upper critical field parallel to the conducting layer is studied in anisotropic type-II superconductors on square lattices. We assume enough separation of the adjacent layers, for which the orbital pair-breaking effect is suppressed for exactly aligned parallel magnetic field. In particular, we examine the temperature dependence of the critical field $`H_c(T)`$ of the superconductivity including the Fulde-Ferrell-Larkin-Ovchinnikov (FFLO or LOFF) state, in which the Cooper pairs have non-zero center-of-mass momentum $`𝐪`$. In the system with the cylindrically symmetric Fermi-surface, it is known that $`H_\mathrm{c}(T)`$ of the $`d`$-wave FFLO state exhibits a kink at a low temperature due to a change of the direction of $`𝐪`$ in contrast to observations in organic superconductors. It is shown that the kink disappears when the Fermi-surface is anisotropic to some extent, since the direction of $`𝐪`$ is locked in an optimum direction independent of the temperature.

\]

Recently, upturn of the curve of the upper critical field as a function of the temperature has been observed in organic superconductors when the magnetic field is applied in the directions parallel to the conducting layers . This behavior has often been discussed  in connection with a possibility of the Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) state . It is known by many theoretical calculations  that the parallel critical field exhibits upturn at low temperatures for the FFLO state in some models. However, in $`d`$-wave pairing, the curve of the critical field has a kink above the temperatures at which the upturn occurs when the orbital pair-breaking effect is negligible , althought the kink has not been observed yet. In this paper, we show that the kink is suppressed by anisotropy of the Fermi-surfaces of some extent.

Firstly, we briefly review theories and experiments which are concerned with the present theory. The superconductivity in type II superconductor is suppressed by applied magnetic fields due to both the Lorentz force and Zeeman energy for the singlet pairing. However, the Lorentz force is not effective, when the magnetic field is applied in directions parallel to the conducting layers, since the spatial motion of electron is restricted in the conducting layers. In this situation, the pair-breaking is mainly due to the Zeeman energy, and the upper critical field is known as the Chandrasekhar and Clogston limit (Pauli paramagnetic limit) .

For example, for $`s`$-wave pairing, the critical field at zero temperature $`H_\mathrm{P}^{(0)}`$ is estimated from the zero field transition temperature $`T_\mathrm{c}^{(0)}`$ by a formula $`\mu _0H_\mathrm{P}^{(0)}1.25\times k_\mathrm{B}T_\mathrm{c}^{(0)}`$ in the weak coupling limit, where $`\mu _0`$ is the electron magnetic moment. The critical field is maximum at $`T=0`$ with $`[\mathrm{d}H_\mathrm{P}(T)/\mathrm{d}T]_{T=0}=0`$, and it is upwards convex at low temperature ($`\mathrm{d}^2H_\mathrm{P}(T)/\mathrm{d}T^2<0`$).

Fulde and Ferrell , and independently Larkin and Ovchinnikov  predicted that the critical field can exceed the original Pauli paramagnetic limit by a pairing state with a non-zero center-of-mass momentum $`𝐪`$. This state is called the FFLO or LOFF state, and as a direct consequence of the non-zero center-of-mass momentum, the superconducting order parameter oscillates in space. Larkin and Ovchinnikov found that the order parameter has the spatial structure like $`\mathrm{cos}(𝐪𝐫)`$ near the critical field in three dimensions rather than the structure like $`\mathrm{exp}(\mathrm{i}𝐪𝐫)`$ by calculations of the free energies of the states, although both structures have the same upper critical field within the second order transition.

The critical field of the FFLO state in three dimensions has a similar temperature dependence to the Pauli limit as mentioned above, wherease the value is slightly larger than the Pauli limit. Furthermore, the orbital pair-breaking effect strongly suppresses the FFLO state. The condition for the coexistence of the FFLO state and the vortex state was examined by Gruenberg and Gunther . When the FFLO state coexists with the vortex state, the spatial oscillation of the order parameter due to the FFLO state is along the vortex lines.

On the other hand, in the two dimensions, the critical field as a function of the temperature is downwards convex ($`\mathrm{d}^2H_{\mathrm{c2}}(T)/\mathrm{d}T^2>0`$) at low temperatures . This behavior, which is called upturn, is due to a Fermi-surface effect analogous to nesting effects of spin and charge density waves . In the two dimensions, the Fermi-surfaces of up and down spin electrons touch on lines by a shift by $`𝐪`$ at $`T=0`$. It was found that by a calculation of the free energy that the order parameter has various two dimensional structures at low temperatures and high fields in the two dimensions . The origin of the two dimensional structure is the high critical field, for which a gain in the polarization energy is more important than a loss in the condensation energy.

Temperature dependences similar to the theoretical prediction including the upturn have been observed in the organic superconductors . Hence, the FFLO state has often been discussed as a candidate to explain the critical field, although dimensional crossover effects in triplet and singlet superconductors are also possible mechanisms of the upturn . However, the observation of the lower critical field in $`\kappa `$-$`(\mathrm{BEDT}`$-$`\mathrm{TTF})_2\mathrm{Cu}(\mathrm{NCS})_2`$ , a change in the temperature dependence of upper critical field due to the purity of the samples of $`\lambda `$-$`(\mathrm{BETS})_2\mathrm{GaCl}_4`$ , and that due to tilt angle of the magnetic field in $`\kappa `$-$`(\mathrm{BEDT}`$-$`\mathrm{TTF})_2\mathrm{Cu}[\mathrm{N}(\mathrm{CN})_2]\mathrm{Br}`$  seem to support the FFLO state in these organic superconductors. In the phase diagram of $`\lambda `$-$`(\mathrm{BETS})_2\mathrm{FeCl}_4`$, the lower critical field of the field induced superconductivity shows upturnlike behavior ($`\mathrm{d}^2H_{\mathrm{c2}}(T)/\mathrm{d}T^2<0`$) which is naturally explained by the FFLO state in combination with the Jaccarino and Peter mechanism .

However, when we consider the FFLO state in the organic superconductors and the high-$`T_\mathrm{c}`$ cuprates, we should note that $`d`$-wave pairing is an important candidate of the pairing. The upturn of the critical field occurs also for the $`d`$-wave pairing as studied by Maki and Won  and many other authors . However, in addition to the upturn at low temperatures ($`T\stackrel{<}{}0.06T_\mathrm{c}^{(0)}`$), the upper critical field $`H_\mathrm{c}(T)`$ exhibits a kink at $`T0.06T_\mathrm{c}^{(0)}`$ due to a change in the direction of $`𝐪`$ . When we assume $`d_{x^2y^2}`$-wave pairing, $`𝐪`$ is oriented to one of the crystal axes ($`//x`$-axis or $`//y`$-axis) for lower temperatures, whereas it is oriented to the direction of $`(1,1,0)`$ for higher temperatures ($`0.06T_\mathrm{c}^{(0)}\stackrel{<}{}T\stackrel{<}{}0.56T_\mathrm{c}^{(0)}`$). This behavior does not seem to be consistent with the experimental data of the upper critical fields .

Here, we should add a discussion for the case in which the vortex state coexists with the FFLO state in the presence of the orbital pair-breaking effect. In this case, $`𝐪`$ of the FFLO state is fixed in the direction of the vortex line, and hence the kink does not occur. However, the temperature dependence of the critical field would change completely depending on the direction of the magnetic field within the directions parallel to the layers.

In this paper, we examine the case in which the orbital pair-breaking effect is negligible and $`𝐪`$ is freely oriented to the optimum direction at each temperature and field. The orbital pair-breaking effect is negligible, when separation of adjacent layers is sufficiently large , the layers are sufficiently thin , and the magnetic field is exactly aligned in a direction parallel to the layers . It is shown that anisotropy of the Fermi-surface locks the optimum direction of $`𝐪`$, and thus the kink of $`H_\mathrm{c}(T)`$ disappears. We examine a tight-binding model on the square lattice  as an example of an anisotropic system. By change of the hole concentration, the shape of the Fermi-surface can be controlled between square and circular shapes.

At zero temperature, the hole concentration dependence of the critical field has been examined in the square lattice tight-binding model . At hole concentration per a site $`n_\mathrm{h}0.630`$, (i.e., electron density per a site $`n0.370`$), the nesting is most effective, and the critical field is extraordinarily enhanced near this hole concentration. The Pauli paramagnetic limit $`H_\mathrm{P}^{(0)}`$ was also calculated in this paper, and it was found that the FFLO critical field exceeds $`H_\mathrm{P}^{(0)}`$ at all hole concentrations except in a small region near the half-filling.

In the present theory, we concentrate ourselves on the temperature dependence of the upper critical field. We consider sufficiently weak coupling of the pairing interaction and assume implicite small inter-layer electron hopping, which makes the mean field treatment appropriate.

The gap equation that we examine is

$$\mathrm{\Delta }_𝐪=\frac{V}{N}\underset{𝐤}{}[\gamma _\alpha (𝐤)]^2\frac{1f(E_𝐤)f(E_𝐤)}{2E_𝐤}\mathrm{\Delta }_𝐪,$$
$`(1)`$
where $`f(ϵ)`$ is the Fermi distribution function, $`\gamma _\alpha (𝐤)`$ is a symmetry factor of the gap function, $`E_𝐤\sqrt{ϵ_{𝐤\sigma }^2+[\mathrm{\Delta }_𝐪\gamma _\alpha (𝐤)]^2}`$, $`E_{𝐤\sigma }E_𝐤+\sigma h`$, and $`h\mu _0|𝐇|`$ . By an approximation of the standard weak coupling theory, we obtain

$$\begin{array}{ccc}\multicolumn{3}{c}{\mathrm{log}\frac{T_\mathrm{c}^{(0)}}{T}=_0^{\mathrm{}}dy_\pi ^\pi \frac{\mathrm{d}\theta }{2\pi }\frac{\rho _\alpha (0,\theta )}{N_\alpha (0)}}\\ & & \times \mathrm{sinh}^2\frac{\beta \zeta }{2}\frac{\mathrm{tanh}y}{y(\mathrm{cosh}^2y+\mathrm{sinh}^2\frac{\beta \zeta }{2})},\hfill \end{array}$$
$`(2)`$
where

$$\begin{array}{ccc}\hfill \zeta & & h(\frac{𝐯_\mathrm{F}𝐪}{2h}1),\hfill \\ \hfill \rho _\alpha (ϵ,\theta )& =& \rho (ϵ,\theta )\left[[\gamma _\alpha (𝐤)]^2\right]_{|𝐤|=k_\mathrm{F}(\theta )},\hfill \\ \hfill N_\alpha (ϵ)& =& _\pi ^\pi \frac{\mathrm{d}\theta }{2\pi }\rho _\alpha (ϵ,\theta ),\hfill \end{array}$$
$`(3)`$
and $`𝐯_\mathrm{F}`$ is the Fermi velocity. Here, $`\rho (ϵ,\theta )`$ is the angle dependent density of states which satisfies

$$\frac{1}{N}\underset{𝐤}{}F(ϵ_𝐤)=dϵ_\pi ^\pi \frac{\mathrm{d}\theta }{2\pi }\rho (ϵ,\theta )F(ϵ)$$
$`(4)`$
for any function $`F(ϵ_𝐤)`$, and $`k_\mathrm{F}(\theta )`$ is the magnitude of the Fermi momentum in the direction of $`\theta `$, which is the angle measured from the $`k_x`$-axis. By solving equation eq. (2) with $`𝐪`$ fixed, we obtain a transition temperature $`T(h,𝐪)`$ or a critical field $`h(T,𝐪)`$ for the value of $`𝐪`$. The final result of the transition tempreature is given by

$$T_\mathrm{c}(h)=\underset{𝐪}{\mathrm{max}}(T(h,𝐪))$$
$`(5)`$
As we mentioned above, we use the square lattice tight-binding model

$$ϵ_𝐤=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)\mu $$
$`(6)`$
to express various anisotropic Fermi-surfaces. The cylindrically symmetric Fermi-surface is obtained in the limit of $`\mu 4t`$, whereas a square Fermi-surface is obtained in the limit of $`\mu 0`$. Figure 1 shows the shape of the Fermi-surfaces of $`\mu =0.5t`$, $`1.8t`$ and $`3t`$. In this model, $`\zeta `$ is written as $`\zeta =h(\overline{q}x(\theta ,\phi _𝐪)1)`$ with $`\overline{q}=tq/h`$ and $`x(\theta ,\phi _𝐪)=[\mathrm{cos}\phi _𝐪\mathrm{sin}(k_x)+\mathrm{sin}\phi _𝐪\mathrm{sin}(k_y)]_{|𝐤|=k_\mathrm{F}(\theta )},`$ where $`\phi _𝐪`$ is the angle between $`𝐪`$ and $`k_x`$-axis. We examine $`d_{x^2y^2}`$-wave pairing

$$\gamma _{d_{x^2y^2}}(𝐤)=[\mathrm{cos}k_x\mathrm{cos}k_y]_{|𝐤|=k_\mathrm{F}(\theta )},$$
$`(7)`$
which is more favorable than $`d_{xy}`$-wave pairing, because of the peak in the angle dependent density of state $`\rho (ϵ,\theta )`$ near the saddle points of the electron dispersion relation.

Figure 2 shows the critical field for $`\mu =3t`$, i.e., $`n0.17`$. In the vertical axis, $`h=\mu _0|𝐇|`$ is scaled by $`\mathrm{\Delta }_{d0}2\omega _\mathrm{D}\mathrm{exp}(1/VN_d(0))`$, which is rather different from the zero field BCS gap for anisotropic pairing . As shown in Fig. 1, the Fermi-surface has a nearly cylindrical shape at this value of $`\mu `$. The behavior of the critical field is similar to that for the cylindrically symmetric Fermi-surface, which corresponds to $`\mu 4t`$. The optimum direction of $`𝐪`$ of the FFLO state changes at a temperature $`T0.1T_\mathrm{c}^{(0)}`$, where the kink appears. Weak anisotropy does not change this behavior. It is confirmed by numerical calculations that the other directions $`𝐪`$ than $`\phi _𝐪=0`$ and $`\pi /4`$ give lower critical fields than the highest one.

Figure 3 shows the results for $`\mu =1.8t`$, i.e., $`n0.41`$. As shown in our previous paper , the critical field increases markedly near $`\mu =2t`$ due to an effect of the structure of the Fermi-surface in the present model. Therefore, for $`\mu =1.8t`$, the critical field is very large at $`T=0`$. It is found that the enhancement occurs especially at low temperatures, where $`\phi _𝐪=0`$ is the optimum direction. At rather higher temperatures, $`\phi _𝐪=\pi /4`$ is the optimum direction, which gives critical fields slightly higher than that of $`\phi _𝐪=0`$. As shown in Fig. 4, other directions are optimum near the kink, where the curves of $`\phi _𝐪=0`$ and $`\pi /4`$ cross, although the differences in the magnitudes of the critical fields are very small there. Such behavior does not occur for $`\mu =3t`$ and $`\mu 4t`$.

Figure 5 shows the critical field for $`\mu =0.5t`$, i.e., $`n0.77`$, where the Fermi-surface has a nearly square shape. It is found that the optimum $`𝐪`$ is oriented to the direction of the crystal axis ($`\phi _𝐪=0`$) in a whole temperature region, and thus the kink does not occur.

In conclusion, we have studied the upper critical field of the superconductor on the square lattice in parallel magnetic fields. In particular, we have examined anisotropy effects of Fermi-surface on the temperature dependence of the upper critical field. By changing the hole concentration, we have controlled the shape of the Fermi-surface. The results are summarized as follows: (1) The kink of the critical field as a function of the temperature disappears due to an anisotropy of the Fermi-surface of some extent (Fig. 5); (2) When the anisotropy is weak, the kink remains (Fig. 2); (3) Depending on the shape of the Fermi-surface and the temperature, the optimum $`𝐪`$ is oriented to other directions than the symmetric directions $`\phi _𝐪=0`$ and $`\pi /4`$ (Fig. 4); (4) The critical field increases rapidly especially at low temperatures (Fig. 3) near $`\mu 2t`$, where the nesting is most effective . From the result (1), the absence of the kink in the experimental data which exhibits the upturn at low temperatures does not exclude the possibility of the FFLO state of anisotropic singlet pairing.

When the orbital pair-breaking effect remains to some extent, for example, for large inter-layer coupling, the present result must be taken in another way. In this case, the direction of $`𝐪`$ coincides with the direction of the vortex lines for the coexistence of the vortex state and the FFLO state. Hence, $`\phi _𝐪`$ must be regarded as the direction of the applied magnetic field in Figures 2, 3 and 5. The temperature dependence of the upper critical field changes qualitatively as shown in those figures, by change of the direction of the applied field between $`(1,0,0)`$ and $`(1,1,0)`$ directions, when the vortex state coexists.


text:
# Large-Deviation Functions for Nonlinear Functionals of a Gaussian Stationary Markov Process

## I Introduction

The “persistence” of a continuous stochastic process has been the subject of considerable recent interest among both theoreticians and experimentalists in the field of nonequilibrium processes. Persistence is the probability $`P(t)`$ that a stochastic variable $`x(t)`$ of zero mean does not change sign up to time $`t`$. Systems studied include reaction-diffusion processes, phase-ordering kinetics, fluctuating interfaces and simple diffusion from random initial conditions . Experimental measurements have been carried out on breath figures , liquid crystals , soap froths , and diffusion of Xe gas in one dimension . In “coarsening” systems like these, which do not possess a definite length or time scale, the persistence has a power-law decay, $`P(t)t^\theta `$, at late times, and the persistence exponent $`\theta `$ is in general non-trivial. In such systems, the normalized two-time correlation function, $`C(t_1,t_2)=x(t_1)x(t_2)/[x^2(t_1)x^2(t_2)]^{1/2}`$ has the “scaling” form, $`C(t_1,t_2)=f(t_1/t_2)`$, depending only on the ratio of the two times. In such systems, a simplification is achieved by introducing the logarithmic time-scale $`T=\mathrm{ln}t`$, and the normalized variable $`X(T)=x(t)/x^2(t)^{1/2}`$, since the correlation function of $`X`$ depends only on the time difference $`T_2T_1`$, i.e. the process $`X(T)`$ is stationary. Thus one is led to consider stationary stochastic processes. These processes are, of course, also of interest in their own right. In the new time variable, the persistence decays exponentially, $`P\mathrm{exp}(\theta T)`$.

In this paper we consider the integrated quantity

$$r=\frac{1}{T}_0^T𝑑T^{}V[X(T^{})]$$
(1)
where $`V(X)`$ is an arbitrary function of the stochastic variable $`X(T)`$. Hence $`r`$ is a functional of $`V`$. For the special case $`V(X)=H(X)`$, where $`H(X)`$ is the Heaviside step function, $`r`$ is just the fraction of time for which $`X(T^{})>0`$ in the time interval $`OT^{}T`$. In this case, the probability distribution, $`P(r,T)`$, of $`r`$ for given $`T`$ is just the “residence -time” distribution which, together with the related “sign-time” distribution, where $`V(X)=\mathrm{sgn}(X)`$, has attracted a lot of attention earlier in the mathematics literature and more recently in the statistical physics community. Here we consider a general function $`V(X)`$. We restrict our attention, however, to the class of processes where $`X(T)`$ is a stationary Gaussian Markov process, for which some analytic progress can be made. A case of some interest, which we analyze in detail, is $`V(X)=XH(X)`$. This case is relevant to weather derivatives as we now explain.

It has been estimated that about 1 trillion dollars of the 7 trillion dollar US economy is weather related . For example, weather conditions directly affect agricultural outputs and the demand for energy products and indirectly affect retail businesses . Weather derivatives, first introduced in 1997, are financial instruments which allow hedging (by, for example, energy suppliers) against adverse weather conditions over a period of time. Here “adverse” might mean an unusually warm winter, when low demand for energy would affect the supplier’s profits, as well as an unusually cold one when the supplier is unable to meet the demand. Temperature derivatives, the most common form of weather derivatives, are based on the concepts of “heating degree days” and “cooling degree days”, which are (rough) measures of the cumulative demand for heating and cooling respectively.

Let $`X(T)`$ be the temperature at time $`T`$ in a given city. On a given day, $`n`$, the mean, $`X_n`$, of the highest and lowest temperatures is recorded. The number of cooling degree days ($`CDD`$), over a period of $`N`$ days, is given by $`CDD=_{n=1}^N\mathrm{max}(X_nX_o,0)`$, where $`X_o`$ is a reference, or baseline, temperature, while the number of heating degree days ($`HDD`$) is $`HDD=_{n=1}^N\mathrm{max}(X_oX_n,0)`$. In the present paper we will, for simplicity, use an integral over continuous time rather than a sum, so that the cooling degree days are given by $`CDD=_0^T𝑑T^{}[X(T^{})X_o]H[X(T^{})X_o]`$, where $`H(X)`$ is the Heaviside step function. Thus $`CDD`$ is the integrated temperature excess (over the reference temperature) restricted to those periods where the temperature is above the reference level. It is a crude measure of the amount of cooling (air conditioning) required during the period $`T`$ and also of the energy required to produce this cooling. Note that the power consumption of an air conditioner actually varies, for small temperature differences, as the square of the temperature difference between the room and ambient temperatures, so a better measure of the energy required would be $`_0^T𝑑T^{}[X(T^{})X_o]^2H[X(T^{})X_o]`$, instead of $`CDD`$. In the notation of this paper, $`CDD=rT`$, with $`V(X)=(XX_o)H(XX_o)`$ in Eq. (1). The number of heating degree days ($`HDD`$) is similarly given by $`HDD=_0^T𝑑T^{}[X_oX(T^{})]H[X_oX(T^{})]`$, which is a measure the amount of heating required in the period $`T`$ and of the energy required to produce this heating. Estimating the likelihood of large deviations from the mean in $`CDD`$ or $`HDD`$ is clearly of interest to energy companies.

To make further progress, a realistic statistical model of temperature fluctuations is required. At this stage, however, any realistic model is too intractable to allow analytical progress. To illustrate the general approach we will instead employ a simple, though unrealistic, model in which the temperature, $`X(T)`$, is taken to be a stationary Gaussian Markov process. We will discuss the limitations of this model, and possible improvements, in the Conclusion. As a further simplification, we take the reference temperature $`X_o`$ to be the mean of $`X(T)`$, though this simplification is not essential and can be relaxed.

The outline of the paper is as follows. In section II we introduce the general approach to the problem of computing the distribution, $`P_T(r)`$, of the quantity $`r`$ defined by Eq. (1). Using a path-integral representation, the calculation of $`P_T(r)`$ is mapped onto a problem in quantum mechanics, in which the function $`V(X)`$ appears in the potential energy. In the limit of large $`T`$, only the quantum ground state energy is required. The final result takes the form $`P_T(r)\mathrm{exp}[\theta (r)T]`$, where the function $`\theta (r)`$ is a large-deviation function. For the case of the sign-time distribution, corresponding to $`V(X)=\mathrm{sgn}(X)`$, $`r`$ lies in the range $`1r1`$, and it is clear that $`\theta (1)`$ is just the usual persistence exponent, $`\theta `$, since $`r=1`$ requires $`X(T^{})>0`$ for $`0T^{}T`$. In section III, the method is illustrated on a number of special cases, of which $`V(X)=\alpha X`$ and $`V(X)=\beta X^2/2`$ are studied first as exactly-soluble tutorial illustrations before turning to the CDD problem (in the simple form outlined above) and finally the sign-time distribution. The last two examples can be solved analytically in various regimes, and numerically elsewhere. Section IV concludes with a discussion and summary of the results.

## II GENERAL APPROACH

Consider the general stationary Gaussian Markov process (Ornstein-Uhlenbeck process) $`dx/dt=\mu x+\xi (t)`$, where $`\xi (t)`$ is Gaussian white noise with zero mean, and correlator $`\xi (t)\xi (t^{})=2D\delta (tt^{})`$. After the change of variables $`t=T/\mu `$, $`x=(2D/\mu )^{1/2}X`$, the equation takes the form

$$\frac{dX}{dT}=X+\eta (T),$$
(2)
where $`\eta (T)=0`$ and

$$\eta (T)\eta (T^{})=\delta (TT^{}).$$
(3)
The probability distribution of $`X(T^{})`$ for $`0T^{}T`$ is given by

$$P[X]=N\mathrm{exp}\left\{\frac{1}{2}_0^T𝑑T^{}\left[\dot{X}^2(T^{})+X^2(T^{})\right]\right\},$$
(4)
where $`\dot{X}(T^{})dX/dT^{}`$, and $`N`$ is a normalization constant. Our goal is to calculate the probability distribution of $`r`$, defined by equation (1). In practice it is convenient to look at the distribution $`P_u(u)`$ of the quantity $`u=rT`$. Its Laplace transform is

$$\stackrel{~}{P}_u(s)=\mathrm{exp}(rsT)=Z(s)/Z(0),$$
(5)
where $`Z(s)`$ is given by the path integral

$`Z(s)`$ $`=`$ $`{\displaystyle }DX(T)\mathrm{exp}\{{\displaystyle \frac{1}{2}}{\displaystyle _0^T}dT^{}(\dot{X}^2+X^2`$ (7)
$`+2sV[X])\}.`$
We are interested in the limit $`T\mathrm{}`$. It is convenient to impose periodic boundary conditions, $`X(T)=X(0)`$, since this restriction will not change the results in the large-$`T`$ limit. Furthermore, the exponential in (4) should strictly contain the combination $`(\dot{X}+X)^2`$ instead of $`(\dot{X}^2+X^2)`$. The missing term, $`2X\dot{X}`$, is however a perfect derivative, whose integral vanishes for periodic boundary conditions. Finally, with these boundary conditions the function $`Z(s)`$ is the imaginary-time Feynman path-integral that gives the partition function of a quantum particle with Hamiltonian $`=p^2/2+X^2/2+sV(X)`$ at inverse temperature $`T`$, $`p`$ being the canonical momentum conjugate to $`X`$. For $`T\mathrm{}`$ the ground state dominates to give, in this limit,

$$\mathrm{exp}(rsT)=\mathrm{exp}\{T[E(s)E(0)]\},$$
(8)
where $`E(s)`$ is the ground-state energy for the Schrödinger equation

$$\frac{1}{2}\frac{d^2\psi }{dX^2}+U(X)\psi =E(s)\psi ,$$
(9)
with potential

$$U(X)=X^2/2+sV(X).$$
(10)
For $`s=0`$ the problem reduces to a simple harmonic oscillator, and $`E(0)=1/2`$.

The stochastic process $`x(t)`$ studied above corresponds to the position of a Brownian particle in an external potential $`\mu x^2/2`$. For the case of a pure Brownian motion ($`\mu =0`$), Kac derived a formalism to study the distributions of arbitrary functionals $`V[x]`$ which also used a mapping to the Schrödinger equation. Note, however, that the method presented above for the $`\mu 0`$ case differs in details from the original Kac formalism.

To illustrate the method we discuss two simple examples, before turning to some nontrivial cases, including the CDD problem.

## III SPECIAL CASES

### A $`V(X)=\alpha X`$

For this case we have

$$u=rT=\alpha _0^T𝑑T^{}X(T^{}).$$
(11)
This case is actually trivial since $`u`$, being a sum of zero-mean Gaussian variables, is itself a zero-mean Gaussian variable. All we require, therefore, is the variance, given by

$$u^2=\alpha ^2_0^T𝑑T_1_0^T𝑑T_2X(T_1)X(T_2).$$
(12)
For the Ornstein-Uhlenbeck process (2), with noise correlator (3), one easily finds $`X(T_1)X(T_2)=(1/2)\mathrm{exp}(|T_1T_2|)`$. Inserting this result in (12), and extracting the leading large-$`T`$ behavior, gives $`u^2\alpha ^2T`$, and therefore $`r^2\alpha ^2/T`$. Hence the asymptotic distribution of $`r`$ is given by (neglecting prefactors)

$$P_T(r)\mathrm{exp}(Tr^2/2\alpha ^2),T\mathrm{}.$$
(13)
We now show how the general machinery we have set up in section II recovers this result. The potential $`U(X)`$ in the Schrödinger equation (9) takes the form

$$U(x)=X^2/2+s\alpha X=(X+s\alpha )^2/2s^2\alpha ^2/2.$$
(14)
This is just a harmonic oscillator with a shifted origin, so $`E(s)=1/2s^2\alpha ^2/2`$ and, using (8),

$$\mathrm{exp}(rsT)=\mathrm{exp}(Ts^2\alpha ^2/2)$$
(15)
for large $`T`$. To recover $`P_T(r)`$ we can invert the Laplace transform as follows. Neglecting pre-exponential factors,

$$P_T(r)=T_i\mathrm{}^i\mathrm{}\frac{ds}{2\pi i}\mathrm{exp}[T(rs+s^2\alpha ^2/2)].$$
(16)
This integral can, of course, be evaluated exactly. Here, however, we use the method of steepest descents, which is valid for large $`T`$ and can be readily generalized to the other, less trivial, cases that we will discuss. Writing the integrand in the form $`\mathrm{exp}[Tg(s)]`$, we have $`g(s)=rs+s^2\alpha ^2/2`$. The integral is dominated by the saddle point at $`s=r/\alpha ^2`$, where $`g=r^2/2\alpha ^2`$. The integration contour is deformed to pass over the saddle point, which lies on the real $`s`$ axis. The saddle point is thus a minimum of $`g(s)`$ with respect to variations of $`s`$ along the real axis. The final result, ignoring non-exponential prefactors, is identical to (13).

The structure of (13) is

$$P_T(r)\mathrm{exp}[\theta (r)T],$$
(17)
with

$$\theta (r)=r^2/2\alpha ^2.$$
(18)
We can easily generalize this method to arbitrary $`V(X)`$. The path-integral approach gives the general result (neglecting prefactors)

$$P_T(r)_i\mathrm{}^i\mathrm{}𝑑s\mathrm{exp}[Tg(s)],$$
(19)
where

$$g(s)=rs+E(0)E(s).$$
(20)
Using the steepest-descent method for the integral gives

$$\theta (r)=\underset{s}{\mathrm{max}}\left[E(s)\frac{1}{2}rs\right],$$
(21)
where we have inserted $`E(0)=1/2`$. The next example is a simple application of this idea.

### B $`V(X)=\beta X^2/2`$

This case illustrates the power of the method. The potential energy is now

$$U(X)=(1+\beta s)X^2/2,$$
(22)
so we have a harmonic oscillator again but with a modified frequency, $`\omega =(1+\beta s)^{1/2}`$, giving $`E(s)=(1+\beta s)^{1/2}/2`$. Thus

$`\theta (r)`$ $`=`$ $`\underset{s}{\mathrm{max}}\left[{\displaystyle \frac{1}{2}}(1+\beta s)^{1/2}{\displaystyle \frac{1}{2}}rs\right]`$ (23)
$`=`$ $`\left(\sqrt{{\displaystyle \frac{r}{\beta }}}{\displaystyle \frac{1}{4}}\sqrt{{\displaystyle \frac{\beta }{r}}}\right)^2.`$ (24)
Note that $`\theta (r)`$ now has its minimum at $`r=\beta /4`$, which is just the mean value of $`r`$ \[noting that $`X^2=1/2`$ follows from (2) and (3)\], while large ($`r\mathrm{}`$) and small ($`r0`$) values of $`r`$ are strongly suppressed. An expansion of $`\theta `$ near its minimum value gives a Gaussian distribution $`P_T(r)\mathrm{exp}[4T(r\beta /4)^2/\beta ^2]`$. This agrees with the result expected from the central limit theorem, i.e. $`P_T(r)\mathrm{exp}[(r\mu )^2/2\sigma ^2]`$, with mean $`\mu =\beta /4`$ and variance $`\sigma ^2=\beta ^2/8T`$. For $`T\mathrm{}`$, the distribution becomes very narrow such that, at fixed $`r`$, the central limit theorem fails to give the correct asymptotics. The form (17) thus gives the behavior in the extreme tails of the distribution at large $`T`$. The function $`\theta (r)`$ is a “large-deviation function” which controls the distribution of $`r`$ for large $`T`$.

We note that this special case with $`V(X)=\beta X^2/2`$ was also studied recently by Farago in the context of power fluctuations in the Langevin equation (2) by a somewhat different method. The probability density function of the dissipated power in reference is precisely the distribution $`P_T(r)`$ studied here and the corresponding large-deviation function $`\theta (r)`$ has the same expression as in Eq. (24). However our derivation seems simpler and easily generalizable to other forms of $`V(X)`$ as we show below.

### C $`V(X)=XH(X)`$: “Cooling Degree Days”

In this case the quantity $`rT`$ gives the integrated value of $`X`$ over the interval $`T`$, restricted to those values where $`X>0`$. If $`X`$ is the excess temperature over some baseline value where cooling becomes necessary, $`rT`$ is a crude measure of the total energy consumption required to provide the cooling \[$`V(X)=X^2H(X)`$ would be a better measure, as discussed in the Introduction\]. In the present simple model we have taken the mean temperature equal to the reference temperature (with $`X(T)`$ being the deviation from the mean), though this is not an essential restriction. The Schrödinger equation (9) takes the form

$`\psi ^{\prime \prime }X^2\psi 2sX\psi +2E(s)\psi `$ $`=`$ $`0,X0,`$ (25)
$`\psi ^{\prime \prime }X^2\psi +2E(s)\psi `$ $`=`$ $`0,X0,`$ (26)
where $`\psi ^{\prime \prime }d^2\psi /dX^2`$. The required solutions can be expressed in terms of parabolic cylinder functions, $`\mathrm{D}_p(x)`$, using the standard solutions of the parabolic cylinder equation $`y^{\prime \prime }(x^2/4+a)y=0`$ . Selecting the solutions that satisfy the physical boundary condition $`\psi (\pm \mathrm{})=0`$ gives

$`\psi (X)`$ $`=`$ $`\psi _+(X)=A\mathrm{D}_{p_+}\left(\sqrt{2}(X+s)\right),X0,`$ (27)
$`=`$ $`\psi _{}(X)=B\mathrm{D}_p_{}\left(\sqrt{2}X\right),X0,`$ (28)
where $`A`$, $`B`$ are constants and

$`p_+`$ $`=`$ $`E(s){\displaystyle \frac{1}{2}}+{\displaystyle \frac{s^2}{2}},`$ (29)
$`p_{}`$ $`=`$ $`E(s){\displaystyle \frac{1}{2}}.`$ (30)
The ratio $`A/B`$ and the energy eigenvalues $`E(s)`$ are obtained from matching the wavefunction and its derivative at $`X=0`$, i.e. we require $`\psi _+(0)=\psi _{}(0)`$ and $`\psi _{+}^{}{}_{}{}^{}(0)=\psi _{}^{}{}_{}{}^{}(0)`$. This yields the eigenvalue equation

$$\frac{\mathrm{D}_{p_+}^{}{}_{}{}^{}(\sqrt{2}s)}{\mathrm{D}_{p_+}(\sqrt{2}s)}=\frac{\mathrm{D}_{p_{}}^{}{}_{}{}^{}(0)}{\mathrm{D}_p_{}(0)}.$$
(31)
The determination of $`E(s)`$ from these equations is not possible analytically for general $`s`$. However, in the regimes $`s\mathrm{}`$, and $`s\mathrm{}`$, which determine the small-$`r`$ and large-$`r`$ behavior respectively of $`\theta (r)`$, analytical progress is possible. We consider these in turn.

#### 1 The limit $`r\mathrm{}`$

As we shall see, in this limit it is sufficient to compute $`E(s)`$ in the limit $`s\mathrm{}`$. This can either be done directly from (31), or using the following (simpler) physical argument.

Recall that, for $`V(X)=XH(X)`$, the potential $`U(X)`$ in the Schrödinger equation is

$`U(X)`$ $`=`$ $`X^2/2+sX,X0,`$ (32)
$`=`$ $`X^2/2,X0.`$ (33)
For $`s\mathrm{}`$, the potential has a deep minimum, of depth $`s^2/2`$, located at $`X=s`$. The wavefunction is exponentially small at $`X=0`$, $`\psi (0)\mathrm{exp}(s^2/2)`$, and the change in the potential in the regime $`X<0`$ has an exponentially small effect on the ground state energy. Thus

$$E(s)=s^2/2+1/2+O(e^{s^2}),s\mathrm{}.$$
(34)
The same result can be obtained, after some algebra, directly from (31). Inserting the result in (21) gives $`\theta (r)=\mathrm{max}_s(s^2/2rs)=r^2/2`$. Since the maximum occurs at $`s=r`$, the calculation is self-consistent for $`r\mathrm{}`$. Thus we obtain

$$\theta (r)r^2/2,r\mathrm{}.$$
(35)
This large-$`r`$ result has the same form as equation (18), which gives the general-$`r`$ result for potential $`V(X)=\alpha X`$ (with $`\alpha =1`$ here). This correspondence is not so surprising: For $`r\mathrm{}`$, the dominant processes $`X(T^{})`$, for $`0T^{}T`$, will correspond to large positive $`X`$, so the step function $`H(X)`$ in $`V(X)`$ plays no role in this limit.

#### 2 The limit $`r0`$

We shall see that this limit corresponds to $`s\mathrm{}`$. Again, one can use physical arguments as a short cut. For $`s\mathrm{}`$, one has $`U(X)=X^2/2`$ for $`X<0`$, with essentially a hard wall at $`X=0`$. This gives, to leading order, $`E(s)3/2`$. We need, however, the leading correction to this result. Since the wave function does not penetrate far into the wall, we can neglect the $`X^2`$ term in the potential for $`X>0`$, i.e. write $`U(X)=sX`$. The Schrödinger equation then simplifies to

$`\psi ^{\prime \prime }2sX\psi +2E(s)\psi `$ $`=`$ $`0,X0,`$ (36)
$`\psi ^{\prime \prime }X^2\psi +2E(s)\psi `$ $`=`$ $`0,X0.`$ (37)
The wavefunction for $`X0`$ is again a parabolic cylinder function, while for $`X0`$ it can be expressed as an Airy function:

$`\psi (X)`$ $`=`$ $`A\mathrm{Ai}\left((2s)^{1/3}X\right),X0,`$ (38)
$`=`$ $`B\mathrm{D}_p_{}\left(\sqrt{2}X\right),X0,`$ (39)
where $`A`$, $`B`$ are constants, and $`p_{}=E(s)1/2`$ as before. Matching the wavefunction and its first derivative at $`X=0`$ gives the eigenvalue equation

$$\frac{(2s)^{1/3}\mathrm{Ai}^{}(0)}{\sqrt{2}\mathrm{Ai}(0)}=\frac{\mathrm{D}_{p_{}}^{}{}_{}{}^{}(0)}{\mathrm{D}_p_{}(0)}=\frac{\sqrt{2}\mathrm{\Gamma }\left(\frac{1p_{}}{2}\right)}{\mathrm{\Gamma }\left(\frac{p_{}}{2}\right)},$$
(40)
where $`\mathrm{\Gamma }(x)`$ is the Gamma function. In the limit $`s\mathrm{}`$, the left-hand side of (40) tends to infinity, so the right-hand side (RHS) must also diverge in this limit. The ground state corresponds to the first divergence, where $`p_{}1`$. Therefore we write $`p_{}=1ϵ`$ in (40), and seek the leading behavior as $`ϵ0`$. This gives $`\mathrm{RHS}(2/\pi )^{1/2}/ϵ`$. Inserting this result in (40) gives, to leading order,

$`ϵ`$ $`=`$ $`2^{1/6}\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle \frac{\mathrm{Ai}(0)}{\mathrm{Ai}^{}(0)}}s^{1/3}`$ (41)
$`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle \frac{2^{1/6}}{3^{1/3}}}{\displaystyle \frac{\mathrm{\Gamma }(1/3)}{\mathrm{\Gamma }(2/3)}}s^{1/3}as^{1/3},`$ (42)
the last equation defining the constant $`a`$. Finally we have $`E(s)=p_{}+1/2=3/2ϵ`$. Inserting this in (21) gives, for $`r0`$,

$$\theta (r)=\underset{s}{\mathrm{max}}(1as^{1/3}rs)=1br^{1/4},$$
(43)
where

$$b=4\left(\frac{a}{3}\right)^{3/4}=\frac{4\sqrt{2}}{3\pi ^{3/8}}\left(\frac{\mathrm{\Gamma }(1/3)}{\mathrm{\Gamma }(2/3)}\right)^{3/4}=2.04763\mathrm{}$$
(44)
Note that the value of $`s`$ at which the maximum occurs in (43) is $`s=(a/3r)^{3/4}`$, justifying our use of a large-$`s`$ analysis of $`E(s)`$ for the limit $`r0`$.

That $`\theta (r)1`$ for $`r0`$ is intuitively clear, since $`r=0`$ requires $`X(T)0`$ for all $`T`$. This reduces to the usual persistence probability of the Markov process (2), for which $`\theta =1`$.

#### 3 $`\theta (r)`$ for $`r`$ near $`r`$

Equations (35) and (43) give analytical results for $`\theta (r)`$ in the limits of large and small $`r`$ respectively. For general $`r`$, $`\theta `$ has to be computed numerically. There is, however, one other regime where analytical progress is possible, namely for $`r`$ close to its mean value, where the central limit theorem (CLT) applies.

The mean value is given by

$`r`$ $`=`$ $`V(X)=XH(X)`$ (45)
$`=`$ $`{\displaystyle \frac{1}{2}}(X+|X|).`$ (46)
The Gaussian distribution for $`X`$ gives immediately $`X=0`$ and $`|X|=\sqrt{2/\pi }X^2^{1/2}=1/\sqrt{\pi }`$. Thus

$$r=\frac{1}{2\sqrt{\pi }}.$$
(47)
In a similar way, the variance of $`r`$ can be calculated, by exploiting the Gaussian properties of the process $`X(T)`$. A tedious but straightforward calculation gives, for $`T\mathrm{}`$,

$$\sigma ^2r^2r^2=\frac{1}{2\pi T}\left(\pi +\mathrm{ln}22\right).$$
(48)
The central limit theorem then gives the behavior of $`P_T(r)`$ for $`r`$ near $`r_c`$ as $`P_T(r)=(2\pi \sigma ^2)^{1/2}\mathrm{exp}[(rr)^2/2\sigma ^2]`$. Inserting the explicit expressions for $`r`$ and $`\sigma ^2`$ gives $`P_T(r)\mathrm{exp}[\theta (r)T]`$, with

$$\theta (r)=\left(\frac{\pi }{\pi +\mathrm{ln}22}\right)\left(r\frac{1}{2\sqrt{\pi }}\right)^2,$$
(49)
correct to leading nontrivial order in $`(rr)`$.

The full result for $`\theta (r)`$ can be obtained by numerically solving (31) for the ground state energy $`E(s)`$ for each value of $`r`$, then using (21) to find the corresponding $`\theta (r)`$. The result is displayed in Figure 1, with the asymptotic forms for $`r\mathrm{}`$ and $`r0`$ indicated. Note the very sharp rise to the value unity as $`r0`$, as indicated by Eq. (43).

In terms of the CDD problem, the behavior below the minimum (i.e. for $`r<r`$) determines the probability of an unusually small $`CDD`$ (“cool summer”), while the region above the minimum corresponds to an unusually large $`CDD`$ (“hot summer”). The fact that the function $`\theta (r)`$ initially increases less rapidly to the right of the minimum than to the left indicates that (within this very simple model) summers with a slightly larger than average $`CDD`$ are more probable than those with a slightly smaller than average $`CDD`$. This asymmetry is a consequence of the nonlinear relation between $`CDD`$ and the temperature fluctuations, which are symmetric about the mean in our model. It should be stressed that the integration period $`T`$ has been taken to be large, to justify the steepest descent calculation. In practice this means that $`T`$ (the length of a summer, say) must be large compared to the correlation time of the temperature (a few days, perhaps), which is not totally unreasonable.

### D $`V(X)=\mathrm{sgn}(X)`$: The “Sign-Time Distribution”

The structure of the calculation is similar to that of the preceding subsection. The Schrödinger equation is

$`\psi ^{\prime \prime }X^2\psi 2[sE(s)]\psi `$ $`=`$ $`0,X>0,`$ (50)
$`\psi ^{\prime \prime }X^2\psi +2[s+E(s)]\psi `$ $`=`$ $`0,X<0.`$ (51)
The solutions are parabolic cylinder functions,

$`\psi (X)`$ $`=`$ $`\psi _+(X)=A\mathrm{D}_{p+}(\sqrt{2}X),X0,`$ (52)
$`=`$ $`\psi _{}(X)=B\mathrm{D}_p_{}(\sqrt{2}X),X0.`$ (53)
where now

$$p_\pm =E(s)s1/2.$$
(54)
Matching the wavefunction and its derivative at $`X=0`$ gives the eigenvalue equation

$$\frac{\mathrm{D}_{p_+}^{}{}_{}{}^{}(0)}{\mathrm{D}_{p_+}(0)}=\frac{\mathrm{D}_{p_{}}^{}{}_{}{}^{}(0)}{\mathrm{D}_p_{}(0)},$$
(55)
which, using standard identities relating $`\mathrm{D}_p(0)`$ and $`\mathrm{D}_{p}^{}{}_{}{}^{}(0)`$ to gamma functions , reduces to

$$\frac{\mathrm{\Gamma }\left(\frac{1p_+}{2}\right)}{\mathrm{\Gamma }\left(\frac{p_+}{2}\right)}=\frac{\mathrm{\Gamma }\left(\frac{1p_{}}{2}\right)}{\mathrm{\Gamma }\left(\frac{p_{}}{2}\right)}.$$
(56)
Although this equation cannot be solved analytically for general $`s`$, the limits $`s0`$ and $`s\mathrm{}`$ are tractable. Note that $`E(s)=E(s)`$ by symmetry, so there is no need to consider $`s\mathrm{}`$ separately.

The analysis starts from the potential well, $`U(X)=X^2/2+s\mathrm{sgn}(X)`$. For small $`s`$, the ground state energy $`E(s)`$ is perturbatively close to, but slightly smaller than, $`E(0)=1/2`$. Therefore we write

$$E(s)=1/2\delta (s),$$
(57)
where we anticipate $`\delta (s)=O(s^2)`$ from the symmetry $`E(s)=E(s)`$. Inserting this form in (54), (56) becomes

$$\frac{\mathrm{\Gamma }\left(\frac{1+s+\delta }{2}\right)}{\mathrm{\Gamma }\left(\frac{s+\delta }{2}\right)}=\frac{\mathrm{\Gamma }\left(\frac{1s+\delta }{2}\right)}{\mathrm{\Gamma }\left(\frac{s+\delta }{2}\right)}.$$
(58)
Expanding to fourth order in $`s`$ and second order in $`\delta `$ gives

$$\delta =s^2\mathrm{ln}2cs^4+O(s^6),$$
(59)
where

$$c=\frac{1}{3}(\mathrm{ln}2)^3+\frac{\pi ^2}{12}\mathrm{ln}2\frac{1}{4}\zeta (3)=0.269865\mathrm{},$$
(60)
and $`\zeta (n)`$ is the Riemann zeta function. Inserting this result in (21) gives

$`\theta (r)`$ $`=`$ $`\underset{s}{\mathrm{max}}[rss^2\mathrm{ln}2+cs^4+O(s^6)]`$ (61)
$`=`$ $`{\displaystyle \frac{r^2}{4\mathrm{ln}2}}+c\left({\displaystyle \frac{r}{2\mathrm{ln}2}}\right)^4+O(r^6).`$ (62)
The maximum occurs at $`s=r/2\mathrm{ln}2+O(r^3)`$, so our study at small $`s`$ is self-consistent at small $`r`$.

For $`s\mathrm{}`$, on the other hand, the potential develops a hard wall at the origin, and has a depth of $`s`$ next to the wall. Therefore we write $`E(s)=s+3/2ϵ`$, with $`ϵ`$ small. Putting this form in (54), (56) becomes

$$\frac{\mathrm{\Gamma }[s+ϵ/2]}{\mathrm{\Gamma }[s+(ϵ1)/2]}=\frac{\mathrm{\Gamma }[ϵ/2]}{\mathrm{\Gamma }[(ϵ1)/2]}.$$
(63)
Taking the limits $`s1`$, and $`ϵ1`$ readily leads to

$$ϵ=(\pi s)^{1/2}$$
(64)
to leading order for large $`s`$. Using this in (21) gives

$`\theta (r)`$ $`=`$ $`\underset{s}{\mathrm{max}}[1(1+r)s1/(\pi s)^{1/2}]`$ (65)
$`=`$ $`1{\displaystyle \frac{3}{2}}\left({\displaystyle \frac{2}{\pi }}(1+r)\right)^{1/3}+\mathrm{}`$ (66)
The maximum occurs at $`s=[2\sqrt{\pi }(1+r)]^{2/3}]`$, which tends to infinity as $`r1`$ so the calculation is self-consistent in this limit. The symmetry of the problem under $`rr`$ leads to the more general result

$$\theta (r)=1\frac{3}{2}\left(\frac{2}{\pi }(1|r|)\right)^{1/3}+\mathrm{},r\pm 1.$$
(67)
The function $`\theta (r)`$ is plotted in Figure 2, with only the region $`r0`$ shown explicitly. The limiting behavior for small $`r`$ and $`r`$ close to unity is also shown.

## IV Conclusion

In this paper we have presented a general method for computing the asymptotic behavior of the the probability distribution of the quantity $`r=(1/T)_0^T𝑑T^{}V[X(T^{})]`$, where $`V(X)`$ is an arbitrary function and $`X(T)`$ is an Ornstein-Uhlenbeck stochastic process representing the motion of a Brownian particle in the presence of a stable parabolic potential $`\mu X^2/2`$. The main new result is that for $`\mu >0`$, the distribution of $`r`$, for large window size $`T`$ has the form $`P_T(r)\mathrm{exp}[\theta (r)T]`$, where $`\theta (r)`$ is the large-deviation function. The calculation proceeds via a mapping onto a quantum mechanical problem described by the Schrödinger equation (9) for a particle moving in the potential (10), where $`s`$ is the Laplace variable conjugate to $`rT`$. The inverse Laplace transform can be performed using steepest descents in the limit $`T\mathrm{}`$.

Two non-trivial applications have been presented. The first is a calculation of the large-deviation function $`\theta (r)`$ for the cooling degree days problem, based on a simple model of temperature fluctuations. The model used assumes that the temperature fluctuation $`X(T)`$ is described by the Ornstein-Uhlenbeck process (2), i.e. that $`X(T)`$ is a stationary Gaussian Markov process with time-independent noise strength. This may not be a realistic model for several reasons: (i) A simple Markov process is not thought to be an optimized model of temperature fluctuations, which tend to exhibit stronger autocorrelations than a Markov process. A more plausible statistical model, according to , writes the fluctuation, $`X_n`$, of the mean (average of daily high and low) temperature on day $`n`$ as the linear combination $`X_n=_{m=1}^kw_{nm}X_m+\eta _n`$, where the “memory kernel” $`w_{nm}`$ is a decreasing function of $`nm`$ and $`\eta _n`$ is uncorrelated Gaussian noise. The Markov case corresponds to $`k=1`$. Here $`X_n`$ is the difference between the measured mean temperature on day $`n`$ and its expected value. The latter should contain a 365 day seasonal variation (roughly sinusoidal) (ii) The noise strength should also contain a 365 day seasonal variation: the variance of the temperature fluctuations can be different at different times of the year. (iii) The reference temperature for the calculation of $`CDD`$ and $`HDD`$ should in general be different from the expected temperature. We hope to incorporate some of these features in future studies.

The second non-trivial application is to the “sign-time” distribution. In the context of “sign-time”, we point out that the asymptotic form of the “sign-time” distribution has a markedly different behavior in the Ornstein-Uhlenbeck process (where a Brownian particle moves in a stable parabolic potential $`\mu X^2/2`$) studied here compared to the ordinary Brownian motion ($`\mu =0`$). In the later case, the “sign-time” distribution $`P_T(r)`$ is independent of the window size $`T`$ for all $`T`$ and is given by $`P_T(r)=1/\pi \sqrt{1r^2}`$. In the former case ($`\mu >0`$), on the other hand, the “sign-time” distribution depends explicitly on the window size $`T`$ and $`P_T(r)\mathrm{exp}[\theta (r)T]`$ for large $`T`$ where the large-deviation function $`\theta (r)`$ has been computed exactly in this paper.

We further note that for this “sign-time” problem, the function $`\theta (r)`$ can also be obtained using the “independent interval approximation” (IIA) , which exploits the fact that the intervals between zero crossings are statistically independent for a Markov process. In fact, for renewal type processes where the successive intervals are statistically independent, the “sign-time” distribution has been computed by Godrèche and Luck using the interval size distribution as an input. Their result can be simply extended to calculate the “sign-time’ distribution for the Ornstein-Uhlenbeck process. The IIA also has the virtue that it can be used to obtain approximate results for non-Markov processes. Persistence exponents, for example, are often given rather accurately by the IIA . However, it is not straightforward to adapt this IIA method to general nonlinear functions $`V(X)`$, whereas the path-integral approach and mapping onto quantum mechanics adopted here is readily applicable to any $`V(X)`$.

Here we have only considered Gaussian Markov processes mainly because they are simple and amenable to analytical calculations. Recently the calculations of the asymptotic distributions for the “sign-time” and other related quantities such as “local-time” have been extended to non-Gaussian Markov processes where a Brownian particle moves in an arbitrary stable or unstable potential and moreover exact results have been obtained when the underlying potential is random as in the Sinai model. The extension of these methods and results presented here to non-Markov processes, however, still remains as one of the outstanding challenges for the future.

## V Acknowledgment

SM thanks A. Comtet for useful discussions.


text:
# The complex X-ray spectrum of the supersoft source MR Vel

## 1 Introduction

Supersoft X-ray sources are called such because they emit most of their X-ray flux at energies less than 0.4 keV. First discovered with the Einstein satellite (Long et al. 1981), they were recognized as a class only after the more sensitive observations with ROSAT (Trümper et al. 1991). The suggestion that the X-ray emission of supersoft sources is caused by steady nuclear burning at the surface of white dwarfs with masses near the Chandrasekhar limit (Van den Heuvel et al. 1992, see also Shara et al. 1977, Iben 1982) gained credibility when the nova GQ Mus was found to be a supersoft source (Ögelman et al. 1993).

Van den Heuvel et al. (1992) argued that the high mass-transfer rates ($`\text{ }>\mathrm{\hspace{0.17em}10}^7M_{}\mathrm{yr}^1`$) demanded by theory for steady-state hydrogen burning require donors with masses in the range of 1.4-2.2 $`M_{}`$. However, optical identifications soon showed that the class of supersoft X-ray sources is far from homogeneous, in some cases exclude $`\text{ }>\mathrm{\hspace{0.17em}1.4}M_{}`$ donors, and also cast doubt on the premise that the white dwarfs in these systems accrete steadily at high rates (e.g. the review by Gänsicke et al. 2000).

Black body fits indicated that the X-ray luminosities of supersoft sources – several of which are located in the Magellanic Clouds, and thus have known distances – are in excess of the Eddington limit for a white dwarf (Greiner et al. 1991). Fitting LTE white-dwarf atmosphere model spectra to the X-ray data, Heise et al. (1994) showed that the X-ray luminosities may well be at or below the Eddington limit. NLTE models may give very different luminosities again (Hartmann & Heise 1997). The rather limited spectral resolution of the Einstein and ROSAT X-ray data prevents an accurate determination of the X-ray spectrum and of the interstellar absorption, and this leads to very large uncertainty of the estimated bolometric flux. Accurate determination of the luminosities is important for comparison with the models, and to establish the relation of the supersoft sources with other sources showing very soft spectra at low luminosities, such as the variable source in the globular cluster NGC 5272 whose nature is unknown (Dotani et al. 1999) or V Sge whose X-rays may arise from colliding winds (e.g. Wood & Lockley 2000).

Studies of Cal 87 and MR Vel / RX J0925.7$``$4758, both supersoft sources with significant count rates above 0.4 keV, have shown that an LTE or NLTE white-dwarf atmosphere model does not correctly describe the X-ray spectrum (Hartmann et al. 1999, Ebisawa et al. 2001). In this paper we present the first X-ray spectrum of the supersoft source MR Vel with sufficient resolution to test spectral models in some detail.

## 2 Earlier observations of MR Vel

MR Vel was discovered in the Galactic Plane in the ROSAT All Sky Survey, in a search for supersoft sources. The intrinsic softness of the source combined with strong interstellar absorption cause most of the photons of this source to be detected between 0.5-1.5 keV. A black body fit to the data from a ROSAT PSPC pointing gives a temperature of $`\mathrm{\hspace{0.17em}48}`$ eV, for an interstellar absorption column of $`\mathrm{\hspace{0.17em}1.7\hspace{0.17em}10}^{22}\mathrm{cm}^2`$ (Motch et al. 1994). Observations with the BeppoSAX MECS and the ASCA SIS show excess flux at energies $`\text{ }>\mathrm{\hspace{0.17em}1.2}`$ keV with respect to the flux predicted by black body or stellar atmosphere models. To explain this, a thermal plasma has been suggested as a second component of the spectrum. However, models combining a NLTE white-dwarf atmospheric model with a thermal plasma in collisional ionization equilibrium do not provide acceptable fits to the data, which appear to show absorption edges at 0.87 keV (O VIII), 1.02 keV (unidentified), and 1.36 keV (Ne X), according to Ebisawa et al. (2001).

NLTE atmosphere models give a much lower (unabsorbed) flux for the observations than LTE models, which in turn give lower fluxes than black body fits. Whereas LTE models can give near-Eddington luminosities for MR Vel at a distance of 1 kpc, NLTE models lead to much larger distances or lower luminosities.

Spectral fits to pre-Chandra X-ray data are summarized in Table 1.

A 17th magnitude optical counterpart was identified on the basis of a ROSAT HRI position (Motch et al. 1994) and showed a photometric and spectroscopic period of 4.029 d (Schmidtke et al. 2001). The optical lightcurve is asymmetric and single-peaked, with a full amplitude of about 0.3 mag. A shorter, unexplained period of about 0.25 d also appears to be present in the photometry. The very red optical continuum – presumably of the accretion disk – and the very strong interstellar absorption lines indicate a high interstellar absorption, in agreement with the X-ray results (Motch et al. 1994). Transient satellite lines of the H $`\alpha `$ line indicate a transient double-sided jet, with a velocity of $`\mathrm{\hspace{0.17em}5000}`$ km s-1, and an opening angle between 34 and 80 degrees (Motch 1998). The photometry shows no eclipses, indicating an inclination $`i\text{ }<\mathrm{\hspace{0.17em}65}^{}`$.

The radial velocity curve of the He II 4686 and H $`\alpha `$ lines, with a semi-amplitude of 75 km s-1, with the absence of eclipses lead to a likely donor mass between 1.0 and 1.6 $`M_{}`$ for assumed masses between 0.5 and 1.4 $`M_{}`$ for the white dwarf. The absence of the donor in the visual spectrum indicates a bright disk, which in turn indicates a minimum distance of a kpc.

## 3 Chandra observations and data analysis

MR Vel was observed on 14/15 November 2000, for a net exposure time of 56.5 ks, using the High-Energy Transmission Grating Spectrometer (HETGS) of the Chandra X-ray Observatory (Canizares et al. 2000 and references therein). The high energy grating (HEG) could not be used for analysis because of a low S/N-ratio. The medium energy grating (MEG) is optimized for the range of 1.2-30 Å and provides a spectral resolution of 0.02 Å FWHM. The photons are collected at an array of CCDs, ACIS-S, in the focal plane.

The data were processed with standard Chandra X-ray Center software CIAO-2.1, as follows. Photons are extracted by applying a spatial filter around the spectral image, and negatively and positively dispersed spectra are added. Most background photons are recognized by pulse height analysis, and removed; the higher-order spectra of this faint source do not contain useful information. Flux calibration was done with the 1999-07-22 version of the detector response matrix, part of the Chandra calibration database CALDB 2.3.

The errors in each bin with $`N`$ photons are approximately Poissonian and given by (see Gehrels 1986):

$$\mathrm{\Delta }N=1+\sqrt{N+0.75}$$
(1)
For comparison with model spectra, we use $`\chi ^2`$ fitting and bin the data, until the oversampling of the spectral resolution is less than a factor 3, and until at least 20 counts are present in each energy bin. The resulting spectrum is shown in Fig. 1.

## 4 Model spectra

We compute NLTE model spectra for white dwarf atmospheres, characterized by effective temperature, gravitational acceleration, and elemental abundances, as described in Hartmann et al. (1999), i.e. using the codes TLUSTY (version 195) for the construction of a model atmosphere, and SYNSPEC (version 42) for the computation of the emergent spectrum. These codes were developed and are described by Hubený (1988) and Hubený & Lanz (1995). For the atmosphere model we use 70 depth zones, and a frequency range from $`10^{12}`$ Hz to $`\mathrm{9.6\hspace{0.17em}10}^{17}`$ Hz; convergence is considered to have been achieved when the maximum relative change between subsequent model parameters is less than 0.001. The ions and transitions used in our computations are listed in Table 2; their numbers are limited by computational expense. The atomic data are extracted from the Opacity Project with TOPbase (see Cunto et al. 1993).

Models for thermal plasmas in collisional ionization equilibrium were computed in SPEX, with the code developed and described by Kaastra et al. (1996).

## 5 Results

The observed spectrum shown in Fig. 1 shows the following emission lines (with theoretical wavelengths from Phillips et al. 1999). The lines at $`\lambda `$ 15.014, 15.265, 16.780, 17.055, and 17.100 Å are all due to Fe XVII. The line at $`\lambda `$ 18.973 Å is the O VIII Lyman $`\alpha `$ line. The strong line complex between $`\lambda `$ 14.3-14.6 Å is a blend of Fe XVIII lines, which cannot be identified individually, the strong feature at $`\lambda `$ 14.6-14.7 Å may be a blend of O VIII and Fe XIX lines. The complex of the Ne IX $`\lambda `$ 13.448, 13.553 and 13.700Å triplet, respectively the resonance line (w), the intercombination (x+y) lines, and the forbidden (z) line of the He-like ion; these lines are not recognizable individually, but their presence is clear from the enhanced flux in their wavelength range.

We have fitted the observed spectrum with the models discussed by previous authors, i.e. black body, LTE atmosphere and NLTE atmosphere spectra. Following earlier authors, we also added a thermal plasma in collisional ionization equilibrium to a NLTE atmosphere. In Fig. 1 we show the spectra of the best fit black body and the combination of the atmosphere and the plasma. The model parameters are given in Table 1.

The interstellar absorption edges due to Ne I (at $`\lambda `$ 14.30 Å) and Fe-L (at $`\lambda `$ 17.54 Å) are recognizable in the models and in the data, and confirm that interstellar absorption is appreciable. It is clear that neither model is acceptable. The observed spectrum shows much more structure than a black body; but not the structure expected for a calculated atmospheric spectrum. This is true for a gravitational acceleration of 109 cm s-2 and effective temperatures between 8.00-9.15 105 K.

The combination of a thermal plasma with the NLTE atmosphere indeed adds lines, but the strengths of these are well below those of the observed emission complexes between $`\lambda `$ 14-16 Å. The flux contribution of the plasma is so small that the parameters of the atmospheric model are virtually the same for both models with and without an added thermal plasma. In some calculations we allow an arbitrary global shift in the wavelengths of the lines from the thermal plasma to take into account the current accuracy of the HETG-MEG absolute wavelength calibration; this doesn’t change any of the conclusions. Similarly, varying the abundances of iron or oxygen in the thermal plasma only results in marginal improvement; only some emission lines can be reproduced better this way. Assuming different interstellar absorption densities for the two model components, complicates the analysis further with no better results.

If one tries to enhance the emission line strengths by changing the temperature or the emission measure of the plasma, one always finds very strong lines at wavelengths where none are observed. For example, whenever the strength of the Fe XVII lines at $`\lambda `$ 15.014 and 15.265 Å are enhanced to bring their fluxes to the observed level, the lines from the same ion at $`\lambda `$ 12.124 and 12.264 Å become too strong. It also produces a thermal continuum which is significantly higher between $`\lambda `$ 7-12 Å than the observed flux.

To compare the relative strengths of the identified Fe XVII lines with theoretical predictions, we have fitted them with Gaussian profiles, as printed in Table 3. No thermal plasma in collisonal ionization equilibrium can reproduce the observed relative strengths of the Fe XVII lines, even when we allow a continuous distribution of emission measures as a function of the temperature (the differential emission measure model, see Liedahl et al. 2001). Also the strength of the Fe XVIII lines between $`\lambda `$ 14.3-14.6 Å can’t be explained by such plasma. These results remain true when the abundances are varied from solar, because they affect the relative strenghts of lines from different elements, not those from the same element.

The main problem is the ratio of the 15.014 / 15.265 lines, for which optically thin models predict a value of 3-4 for any density or temperature, while we observe 0.63. The ratio of the 16.780 and 17.055 / 17.100 lines to the 15.265 line is however consistent with an optically thin plasma. Dropping the optically thin assumption, the 15.014 line can be brought into agreement with the 16.780 and 17.055 / 17.100 fluxes for pure Fe XVII column densities of the order of 1019 cm-2, but also in that case the predicted 15.014 / 15.265 ratio still remains similar as in the optically thin case. Thus, also for the optically thick model the 15.265 line is 6 times weaker than observed.

We conclude that none of the earlier models describe the observed X-ray spectrum of MR Vel.

We investigate whether the spectrum shows signatures of a photo-ionized plasma, as listed by Liedahl et al. (2001), viz. a) narrow radiative recombination continua; b) large ratio $`(x+y+z)/w`$ of the He-like triplet; c) the weakness of L-shell iron emission compared to K-shell emission from lighter elements. The strength of the Fe XVII lines and the relative weakness of the Ne IX lines argues against a photo-ionized plasma. The observed spectrum also does not show evidence for narrow recombination continua. The strengths of the individual Ne lines in the spectrum are too small to determine their ratios. We conclude that a simple photo-ionized plasma also doesn’t describe the observations.

## 6 P Cygni profiles indicate a stellar wind

Considering that none of the previously suggested models describes the data, we have another look at the observed spectrum. Fig. 2 gives an expanded view of the five strong, individually identifiable lines and the spectrum around the O VIII Lyman $`\beta `$ line at 16.003 Å. The similarity between the profiles of these lines indicates that the P Cygni structure seen in them is real. One would expect to see a similar structure for the Lyman $`\gamma `$ and $`\delta `$ lines; inspection of the spectra near their wavelengths (15.175 and 14.817 Å, respectively) indeed shows indication of redward emission and blueward absorption. We conclude from the P Cygni profiles that the stronger individually identifiable lines (see Sect. 5) in our spectrum arise in a wind.

The absorption parts of the O VIII Lyman $`\alpha `$ and $`\beta `$ and Fe XVII $`\lambda `$ 17.055 Å lines are saturated; the absorption part of the O VIII Lyman $`\delta `$ line is not saturated. For the remaining lines the situation is ambiguous.

Strong P Cygni lines are present in the spectra of high-mass stars, e.g. Wolf-Rayet stars, and also in the spectra of systems with an accretion disk. The radial velocity curve and the absence of strong stellar lines in the optical spectrum, exclude the presence of a high-mass star in MR Vel (see Sect. 2). Thus, the P Cygni profiles in the X-ray spectrum of MR Vel are more likely related to the presence of an accretion disk.

In cataclysmic variables, the terminal wind velocities are often fairly high, reaching values of 5000 km s-1 (e.g. Woods et al. 1992). The similar velocity of the transient jet seen in the optical has been used by Motch (1998) to argue that the accreting object is a white dwarf. Remarkably, the highest absorption velocities seen in Fig. 2 are rather lower, of the order of 1500 km s-1.

It seems possible that a combination of an atmosphere spectrum with P Cygni profiles from a wind gives a good description of the X-ray spectrum of MR Vel. It is beyond the scope of this article to construct such a model. At this point we repeat our earlier statement that no obvious atmospheric features can be seen in the X-ray spectrum, as shown in Fig. 1.

## 7 Discussion

The observed X-ray spectrum of MR Vel is dominated by emission features, and is not the continuum with absorption features expected on the basis of stellar atmosphere models, nor is it an optically thin spectrum of a thermal plasma in collisional ionization equilibrium, or a photo-ionized plasma. Instead, we suggest that the spectrum is a combination of a stellar atmosphere and a wind.

The bulk of the luminosity of the models fitted by earlier authors lies outside the observed X-ray regimes, at softer energies. As a result the luminosities derived from the same observations range from above the Eddington limit for a black body to less than 0.001 of the Eddington limit for the spectrum of a NLTE atmosphere, as can be observed in Table 1. The uncertain magnitude of the interstellar absorption adds to the uncertainty. This also may be seen in Table 1, by comparing the same model fitted to data of different satellites.

Therefore we cannot predict the bolometric luminosity corresponding to the X-ray spectrum of MR Vel. This remains true for models with a wind. We can only determine the luminosity in the observed range of 8-20 Å at $`\mathrm{\hspace{0.17em}10}^{35}\mathrm{erg}\mathrm{s}^1`$ for an assumed distance of 1 kpc. As a result, we can no longer be certain that MR Vel is as luminous as expected for a white dwarf steadily burning helium at its surface.

One of the other supersoft sources, Cal 83, has been observed with the reflection grating spectrograph of XMM, with a resolution of 0.05 Å in the range of interest for this softer source, 20-38 Å (Paerels et al. 2001). At first glance, the observed spectrum of Cal 83 could consist of either emission features with a width of $``$ 1 Å, or a continuum with many absorption features of comparable width. Paerels et al. prefer the latter interpretation, but cannot match the absorption features with features from an atmosphere dominated by CNO, or from a model with element abundances as appropriate for the LMC, up to Fe. At the moment then, the bolometric flux of Cal 83 also is unknown.

Before definite conclusions can be drawn about the nature of the supersoft sources, more progress is required in the theoretical description of their X-ray spectra. In particular, it seems necessary to develop models that combine atmosphere models with winds. The atmosphere models themselves can be improved with respect to the current models in several ways. More elements and ions can be included in the computation of the atmospheric structure, with a more complete account of the line-blanketing effects. Gradients in temperature and gravitational acceleration, as can be expected for accretion disk spectra, cannot be ruled out. Non-static or outflowing atmospheres may have to be considered. The question arises whether the jet observed in MR Vel and the winds observed in several supersoft sources contribute to their X-ray spectra.

*Acknowledgements*
We thank Herman Marshall at the Chandra Science Center for his support in this observation.

The Laboratory for Space Research Utrecht is supported financially by NWO, the Netherlands Organization for Scientific Research.