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# The Atiyah–Hitchin bracket and the open Toda lattice

## 1 Introduction.

The Toda lattice is a mechanical system of $`N`$–particles connected by elastic strings. The Hamiltonian of the system is

$$H=\underset{k=0}{\overset{N1}{}}\frac{p_k^2}{2}+\underset{k=0}{\overset{N2}{}}e^{q_kq_{k+1}}.$$

Introducing the classical Poisson bracket

$$\{f,g\}=\underset{k=0}{\overset{N1}{}}\frac{f}{q_k}\frac{g}{p_k}\frac{f}{p_k}\frac{g}{q_k},$$

we write the equations of motion as

$`q_k^{}`$ $`=`$ $`\{q_k,H\}=p_k,`$
$`p_k^{}`$ $`=`$ $`\{p_k,H\}=e^{q_kq_{k+1}}+e^{q_{k1}q_k},k=1,\mathrm{},N1.`$
We put $`q_1=\mathrm{},q_N=\mathrm{}`$ in all formulae. Following  introduce the new variables

$$c_k=e^{q_kq_{k+1}/2},v_k=p_k.$$

In these variables

$$H=\underset{k=0}{\overset{N1}{}}\frac{v_k^2}{2}+\underset{k=0}{\overset{N2}{}}c_k^2,$$

and

$$\{c_k,v_k\}=c_k/2,\{c_k,v_{k+1}\}=c_k/2.$$
(1.1)
The equations of motion take the form

$`v_k^{}`$ $`=`$ $`\{v_k,H\}=c_k^2c_{k1}^2,`$
$`c_k^{}`$ $`=`$ $`\{c_k,H\}=c_k(v_{k+1}v_k)/2.`$
These equations are compatibility conditions for the Lax equation $`L^{}=[A,L]`$, where

$$L=\left[\begin{array}{ccccc}v_0& c_0& 0& \mathrm{}& 0\\ c_0& v_1& c_1& \mathrm{}& 0\\ & & & & \\ 0& \mathrm{}& c_{N3}& v_{N2}& c_{N2}\\ 0& \mathrm{}& 0& c_{N2}& v_{N1}\end{array}\right]$$

and

$$2A=\left[\begin{array}{ccccc}0& c_0& 0& \mathrm{}& 0\\ c_0& 0& c_1& \mathrm{}& 0\\ & & & & \\ 0& \mathrm{}& c_{N3}& 0& c_{N2}\\ 0& \mathrm{}& 0& c_{N2}& 0\end{array}\right].$$

The Lax formula implies that the spectrum $`\lambda _0<\mathrm{}<\lambda _{N1}`$ of $`L`$ remain fixed. It is known since the work of Stiltjies, , that the rational function $`w(\lambda )=(R(\lambda )\delta (0),\delta (0))`$ where $`R(\lambda )=(L\lambda I)^1`$ is the resolvent, plays the key role in reconstruction of the matrix $`L`$ from its spectral data. It was encountered later in the spectral theory of the Sturm-Liouwille operator, , and received the name of Weyl function. Simply by expanding it in the continued fraction

$$w(\lambda )=\frac{1}{\lambda v_0{\displaystyle \frac{c_0^2}{\lambda v_1{\displaystyle \frac{c_1^2}{\lambda v_2\mathrm{}{\displaystyle \frac{c_{N2}^2}{\lambda v_{N1}}}}}}}}$$

one can read the entries of $`L`$. This fact is central to Moser’s solution of the nonperiodic Toda, . At the same time Stiltjies method appears to be a computational trick and does not provide a conceptual explanation why the function $`w(\lambda )`$ actually determines $`L`$.

An attempt to solve an inverse spectral problem for the finite Jacobi matrix using algebraic–geometrical approach was made at the beginning of eighties by McKean, . It was realized that the corresponding spectral curve is a singular reducible Riemann surface.

The recent interest in the spectral curves of finite Toda lattice stems from various sources. One is the work of Seiberg and Witten,  on sypersymmetric Yang–Mills theories. The smooth hyperelliptic spectral curves of the periodic Toda appear in the pure gauge $`N=2`$ SUSY Yang–Mills models in $`4`$ dimensions . The physically interesting limit of the theory which corresponds to transition from the smooth hyperelliptic curve to the singular one of  was considered in . Another source of interest is the Camassa–Holm equation, . Is is known, see , that the dynamics of, so–called peakons solutions, is isomorphic to an isospectral flow on the space of finite Jacobi matrices.

A solution of nonperiodic Toda within algebraic–geometrical approach was obtained recently in . The poles of $`w(\lambda )`$ determine the curve and the zeros specify the divisor of the Baker–Akhiezer function. This information uniqly specifies the BA function and therefore the matrix $`L`$. Whence that fact that $`w(\lambda )`$ determines the matrix can be considered as a consequence of the Riemann–Roch theorem which guarantees uniqness of the BA function. Using BA functions we obtained in  the explicit formulae for the solution, the symplectic structure and two systems of canonical coordinates for it.

The present paper combines ideas developed in  with algebraic–geometrical approach of . It can be divided in two parts. In the first part of the paper (sections 2–5) we establish relations between the standard objects of spectral theory and algebraic-geometrical constructions. We show how the BA function can be constructed from the orthogonal polynomial of the first kind and suitably normalized Weyl solution. The rational functions which map the upper half–plane into itself are defined by the formula

$$w(\lambda )=\frac{\rho _0}{\lambda _0\lambda }+\mathrm{}+\frac{\rho _{N1}}{\lambda _{N1}\lambda },\rho _k>0.$$
(1.2)
They are parametrized by $`2N`$ parameters $`\rho `$’s and $`\lambda `$’s. The rational functions corresponding to the Weyl functions of finite Jacobi matrices are specified by the condition $`\rho _k=1`$.

We consider different reperentations of the Weyl functions. The first one, the ratio of two monic polynomials,

$$w(\lambda )=\frac{q(\lambda )}{p(\lambda )}$$

leads to the standard Abel map. Another, the exponential representation, which employs Krein’s spectral shift function $`\xi (z)`$

$$w(\lambda )=\frac{1}{\lambda _0\lambda }\mathrm{exp}\mathrm{\Xi }(\lambda ),\mathrm{\Xi }(\lambda )=\frac{\xi (z)}{z\lambda }𝑑z$$

produces the Abel map in Baker’s form.

In the second part (sections 6–9) we study the Atiyah—Hitchin bracket on rational functions and its relation to the Hamiltonian formalism for the Toda lattice. As it was recently discovered by Faybusovich and Gehtman,  the AH bracket on rational functions can be written as

$$\{w(\lambda ),w(\mu )\}=\frac{(w(\lambda )w(\mu ))^2}{\lambda \mu }$$
(1.3)
The bracket LABEL:lps corresponds to the restriction of LABEL:lpsah on the $`2N1`$ dimensional submanifold corresponding to Weyl functions of $`N\times N`$ Jacobi matrices. We show that the restricted bracket has two systems of canonical coordinates on symplectic leafs of the foliation defined by level sets of the Casimir $`\lambda _k`$. The existence of these two canonical coordinate systems is a consequence of invariance of the AH bracket under the group of linear–fractional transformations

$$ww^{}=\frac{aw+b}{cw+d}.$$

The first system of canonical coordinates is associated with $`N`$ poles of $`w(\lambda ):\lambda _0<\mathrm{}<\lambda _{N1}`$. The half of variables is $`N1`$ points of the spectrum $`\lambda _1,\mathrm{},\lambda _{N1}`$. Another half are the functions of $`q(\lambda )`$ at these points

$$\theta _k=\mathrm{log}\frac{(1)^kq(\lambda _k)}{q(\lambda _0)},k=1,\mathrm{},N1.$$

This system is called action–angles coordinates. The verification of canonical relations is obtained by computing residues. The associated Hamiltonias are

$$H_j=\frac{1}{j}\lambda _n^j,j=1,\mathrm{},N.$$

They produce the standard Toda flows which preserve the spectrum.

The second system is coming from $`N1`$ finite roots $`\gamma _1<\mathrm{}<\gamma _{N1}`$ of the equation

$$w(\gamma )=\frac{\rho _0}{\lambda _0\gamma }+\mathrm{}+\frac{\rho _{N1}}{\lambda _{N1}\gamma }=0.$$

The adjoint $`N1`$ variables are

$$\pi _k=\mathrm{log}(1)^{N+k}p(\gamma _k),k=1,\mathrm{},N1.$$

These are the divisor–quasimomentum coordinates. The Hamiltonians of this system are

$$T_j=\frac{1}{j}\gamma _n^j,j=1,\mathrm{},N1.$$

These Hamiltonians produce the flows transversal to the isospectral manifolds. These flows preserve the divisor.

Now we will explain the origins of the divisor–quasimomentum coordinate system. Jacobi,  lecture 26, introduced his famous elliptic coordinates as finite roots $`\gamma _0<\gamma _1<\mathrm{}<\gamma _{N1}`$ of the equation

$$w(\gamma )=\frac{\rho _0}{\lambda _0\gamma }+\mathrm{}+\frac{\rho _{N1}}{\lambda _{N1}\gamma }=1.$$

These $`N`$ roots are considered to be the functions of $`N`$ independent $`\rho `$’s while $`\lambda `$’s remain fixed. In the case of finite Jacobi matrices this choice of parameters $`\gamma `$ is bad. Due to the constraint $`\rho _k=1`$ they are functionaly dependent. The same is true for any other constant instead of $`1`$. Only for the special value $`0`$ the equation $`w(\gamma )=0`$ has one ”unmovable” root $`\gamma _0=\mathrm{}`$ and all other $`N1`$ finite roots are functionaly independent. Whence the divisor can be considered as a variant of the Jacobi elliptic coordinates.

The transformation $`w(\lambda )w^{}(\lambda )=1/w(\lambda )`$ defines the dual Weyl function $`w^{}`$. The roots of the equations $`w(\gamma )=0`$ become poles of the function $`w^{}(\lambda )`$. The invariance of the AH structure allows to establish canonical character of the divisor–quasimomentum coordinates again by computing residues.

We would like to conclude the introduction with the following remark. The tradional study of the integrable dynamics is a part of Hamiltonian mechanics with its’ standard objects like Poisson and symplectic manifolds, vector fields, differential forms, etc. We demonstrate in this paper that the integrable dynamics on the space of Jacobi matrices or equivalently Weyl functions can be reformulated and studied purely in terms of complex analysis.

Organization of the paper. In section 2 we review standard constructions of spectral theory of three–diagonal Jacobi matrices. In section 3 we introduce the spectral shift function and establish the trace formulae. In section 4 we consider the reducible Riemann surface and show how the Baker-Akhiezer function can be constructed using the orthogonal polynomial of the first kind and suitably normalized Weyl solution. In section 5 we consider representation of the Weyl function as a ratio of two polynomials and exponential representation. We demonstrate how using these representations one can construct the Abel map in the ordinary form and in the Baker form, correspondingly. We also describe the range of the map and show its’ one–to–one character. This section completes the description of the spectral theory and its’ relation to algeraic geometry. In section 6 we introduce the Atiyah–Hitchin Poisson bracket and describe some of its’ elementary properties. In the next, 7-th section we construct canonical variables for the AH bracket. We also construct the Dirac restriction of the AH bracket on the submanifod of Weyl functions. We introduce two systems of canonical coordinates for the restricted bracket in section 8. We also linearize the flow in terms of spectral shift function. The last 9 section describes the isospectral and transversal flows.

Acknoledgements. The author thank H. Braden, H. McKean, S. Natanzon and I. Krichever for stimulating discussions.

## 2 The Direct Spectral Problem.

Most of the material of this section can be found in  and presented here in order to set notations. Consider a finite Jacobi matrix

$$L=\left[\begin{array}{ccccc}v_0& c_0& 0& \mathrm{}& 0\\ c_0& v_1& c_1& \mathrm{}& 0\\ & & & & \\ 0& \mathrm{}& c_{N3}& v_{N2}& c_{N2}\\ 0& \mathrm{}& 0& c_{N2}& v_{N1}\end{array}\right].$$

It acts as a selfadjoint operator in the complex $`l^2[0,N1]`$ with standard orthonormal basis $`\delta (k)=\underset{k\text{-th place}}{\underset{}{(\mathrm{},1,\mathrm{})}},k=0,\mathrm{},N1`$. The operator $`L`$ has simple spectrum $`\lambda _0<\mathrm{}<\lambda _{N1}`$ corresponding to normalized eigenvectors $`e(\lambda _k)=(e_0(\lambda _k),\mathrm{},e_{N1}(\lambda _k)),k=0,\mathrm{},N1`$. Let $`E(\lambda )=\underset{\lambda _k<\lambda }{}e(\lambda _k)e(\lambda _k)`$ be an orthogonal spectral measure of $`L`$. Thus

$$L=\lambda 𝑑E(z)$$
(2.1)
and

$$R(\lambda )=(L\lambda I)^1=\frac{dE(z)}{z\lambda }.$$
(2.2)
For any two vectors $`u,v`$ the Parseval identity holds

$$(u,v)=\underset{k}{}(u,e(\lambda _k))(v,e(\lambda _k))$$
(2.3)
We associate with $`L`$ the eigenvalue problem

$`v_0y_0+c_0y_1`$ $`=`$ $`\lambda y_0,`$ (2.4)
$`c_0y_0+v_1y_1+c_1y_2`$ $`=`$ $`\lambda y_1,`$ (2.5)
$`c_{n1}y_{n1}+v_ny_n+c_ny_{n+1}`$ $`=`$ $`\lambda y_n,n=2,\mathrm{},N2;`$
$`c_{N2}y_{N2}+v_{N1}y_{N1}+c_{N1}y_N`$ $`=`$ $`\lambda y_{N1}.`$ (2.6)
The coefficient $`c_{N1}`$ is defined by the formula $`c_{N1}=_{k=0}^{N2}c_k^1`$. For the system LABEL:zer-LABEL:la we introduce the solution

$$P(\lambda ):P_1(\lambda )=0,P_0(\lambda )=1,\mathrm{},P_N(\lambda );$$

and for the system LABEL:fe-LABEL:la

$$Q(\lambda ):Q_0(\lambda )=0,Q_1(\lambda )=\frac{1}{c_0},\mathrm{},Q_N(\lambda ).$$

Let $`L_{[k,p]}`$ be the truncated matrix

$$L_{[k,p]}=\left[\begin{array}{ccccc}v_k& c_k& \mathrm{}& 0& \\ c_k& v_{k+1}& \mathrm{}& 0& \\ \mathrm{}& \mathrm{}& \mathrm{}& c_{p1}& \\ \mathrm{}& \mathrm{}& c_{p1}& v_p& \end{array}\right].$$
(2.7)
Then for $`n=1,2,\mathrm{},N1`$

$$P_n(\lambda )=(1)^n\frac{det(L_{[0,n1]}\lambda I)}{\underset{k=0}{\overset{n1}{}}c_k},$$
(2.8)
and

$$Q_n(\lambda )=(1)^{n+1}\frac{det(L_{[1,n1]}\lambda I)}{\underset{k=0}{\overset{n1}{}}c_k}.$$
(2.9)
Now we will use the solutions $`P`$ and $`Q`$ to give the formula LABEL:par more concrete form.

For $`P(\lambda )=(P_0(\lambda ),\mathrm{},P_{N1}(\lambda ))`$ from LABEL:pi we have

$$e(\lambda _k)=P(\lambda _k)\sqrt{\rho _k},\rho _k=\frac{1}{\underset{n=0}{\overset{N1}{}}P_n^2(\lambda _k)}.$$
(2.10)
Thus LABEL:par takes the form

$$(u,v)=\stackrel{~}{u}(\lambda )\stackrel{~}{v}(\lambda )𝑑\sigma (\lambda )$$
(2.11)
where

$$\stackrel{~}{u}(\lambda )=(u,P(\lambda )),\stackrel{~}{v}(\lambda )=(v,P(\lambda )),d\sigma (\lambda )=\delta (\lambda \lambda _k)\rho _k.$$

Moreover, using LABEL:kl we have

$$(e(\lambda _k),\delta (0))=\sqrt{\rho _k}>0,\underset{k=0}{\overset{N1}{}}\rho _k=1.$$
(2.12)
This implies, in particular, that $`\delta (0)`$ is a cyclic vector for $`L`$.

For the Weyl function defined as

$$w(\lambda )=\frac{Q_N(\lambda )}{P_N(\lambda )}$$

formulae LABEL:pi-LABEL:qu imply

$$w(\lambda )=\frac{(1)^{N+1}det(L_{[1,N1]}\lambda I)}{(1)^Ndet(L\lambda I)}=\frac{(1)^{N+1}\underset{s=1}{\overset{N1}{}}(\gamma _s\lambda )}{(1)^N\underset{n=0}{\overset{N1}{}}(\lambda _n\lambda )},$$
(2.13)
where the roots $`\lambda `$ and $`\gamma `$ interlace

$$\lambda _0<\gamma _1<\lambda _1<\mathrm{}<\lambda _{N2}<\gamma _{N1}<\lambda _{N1}$$
(2.14)
due to the Sturm theorem.

By construction $`Q_N+wP_N=0`$ for all $`\lambda `$. Formulae LABEL:zer-LABEL:la produce $`(L\lambda I)(Q+wP)=\delta (0)`$ and $`Q+wP=R(\lambda )\delta (0)`$. The formula LABEL:res implies

$$w(\lambda )=(R(\lambda )\delta (0),\delta (0))=\frac{(\delta (0),dE(z)\delta (0))}{z\lambda }=\frac{d\sigma (z)}{z\lambda }.$$
(2.15)
From LABEL:op for the moments of the measure $`d\sigma `$ we have

$$s_k=(L^k\delta (0),\delta (0))=\lambda ^k𝑑\sigma (\lambda ).$$
(2.16)
Using LABEL:pith,

$$w(\lambda )=\underset{n=0}{\overset{\mathrm{}}{}}s_n\lambda ^{(n+1)},\text{where}s_0=1.$$
(2.17)
We conclude this section with derivation of trace formulae. To simplify notations we assume that $`\lambda _0=0`$. Then, LABEL:we becomes

$$w(\lambda )=\frac{1}{\lambda }\underset{k=1}{\overset{N1}{}}\left(\frac{\gamma _k\lambda }{\lambda _k\lambda }\right).$$
(2.18)
After simple algebra,

$$\frac{\gamma _k\lambda }{\lambda _k\lambda }=1+\underset{p=1}{\overset{\mathrm{}}{}}\frac{\lambda _k^{p1}(\lambda _k\gamma _k)}{\lambda ^p}=\underset{p=0}{\overset{\mathrm{}}{}}\mathrm{\Delta }_k^p\lambda ^p,\text{where}\mathrm{\Delta }_k^0=1.$$

Fathermore,

$$w(\lambda )=\underset{n=0}{\overset{\mathrm{}}{}}\left[\underset{p_1+\mathrm{}+p_{N1}=n}{}\underset{k=1}{\overset{N1}{}}\mathrm{\Delta }_k^{p_k}\right]\lambda ^{(n+1)}.$$

Comparing it with LABEL:as we obtain the trace formulae

$$s_n=\underset{p_1+\mathrm{}+p_{N1}=n}{}\underset{k=1}{\overset{N1}{}}\mathrm{\Delta }_k^{p_k}.$$
(2.19)
The first few are listed below

$`s_1`$ $`=`$ $`{\displaystyle \underset{k}{}}\mathrm{\Delta }_k^1,`$
$`s_2`$ $`=`$ $`{\displaystyle \underset{k}{}}\mathrm{\Delta }_k^2+{\displaystyle \underset{k_1k_2}{}}\mathrm{\Delta }_{k_1}^1\mathrm{\Delta }_{k_2}^1,`$
$`s_3`$ $`=`$ $`{\displaystyle \underset{k}{}}\mathrm{\Delta }_k^3+2{\displaystyle \underset{k_1k_2}{}}\mathrm{\Delta }_{k_1}^2\mathrm{\Delta }_{k_2}^1+{\displaystyle \underset{k_1k_2k_3}{}}\mathrm{\Delta }_{k_1}^1\mathrm{\Delta }_{k_2}^1\mathrm{\Delta }_{k_3}^1,etc.`$
To derive the standard trace formulae, , from the resolvent expansion

$$R(\lambda )=(L\lambda I)^1=\frac{I}{\lambda }\frac{L}{\lambda ^2}\frac{L^2}{\lambda ^3}\mathrm{};$$

we obtain

$`w(\lambda )`$ $`=`$ $`{\displaystyle \frac{(I\delta (0),\delta (0))}{\lambda }}{\displaystyle \frac{(L\delta (0),\delta (0))}{\lambda ^2}}{\displaystyle \frac{(L^2\delta (0),\delta (0))}{\lambda ^3}}\mathrm{}`$ (2.20)
$`=`$ $`{\displaystyle \frac{1}{\lambda }}{\displaystyle \frac{v_0}{\lambda ^2}}{\displaystyle \frac{v_0^2+c_0^2}{\lambda ^3}}\mathrm{}.`$
Matching the coefficients in LABEL:as and LABEL:re,

$`v_0`$ $`=`$ $`{\displaystyle \underset{k}{}}\mathrm{\Delta }_k^1,`$
$`c_0^2`$ $`=`$ $`{\displaystyle \underset{k}{}}\mathrm{\Delta }_k^2{\displaystyle \underset{k}{}}\left(\mathrm{\Delta }_k^1\right)^2,etc.`$
## 3 The trace formulae via Krein spectral shift.

We assume $`\lambda _0=0`$, then LABEL:we becomes

$`w(\lambda )={\displaystyle \frac{1}{\lambda }}{\displaystyle \frac{det(L_{[1,N1]}\lambda I)}{det(L|\text{Ker}L^{}\lambda I)}},`$ (3.1)
where $`L|\text{Ker}L^{}`$ ia a restriction of $`L`$ on the orthogonal compliment to $`\text{Ker}L`$. By elementary transformations the ratio of two determinants can be put in the form

$`w(\lambda )`$ $`=`$ $`{\displaystyle \frac{1}{\lambda }}{\displaystyle \underset{s=1}{\overset{N1}{}}}\left({\displaystyle \frac{\gamma _s\lambda }{\lambda _s\lambda }}\right)={\displaystyle \frac{1}{\lambda }}\mathrm{exp}{\displaystyle \underset{s=1}{\overset{N1}{}}}{\displaystyle _{\lambda _s}^{\gamma _s}}{\displaystyle \frac{dz}{z\lambda }}`$ (3.2)
$`=`$ $`{\displaystyle \frac{1}{\lambda }}\mathrm{exp}\mathrm{\Xi }(\lambda )={\displaystyle \frac{1}{\lambda }}\mathrm{exp}{\displaystyle \frac{\xi (z)}{z\lambda }𝑑z},`$
where111$`n_L(z)`$ is a counting function $`n_L(z)=\mathrm{\#}\{\text{eigenvalues of}Lz\}`$.

$$\xi (z)=n_{L|\mathrm{Ker}\mathrm{L}^{}}(z)n_{L_{[1,N1]}}(z)$$

is the Krein spectral shift function, . This exponential representation of the Weyl function has much wider range of applicability then the formula LABEL:rld, which requires separate existence of determinants in the numerator and denominator. It can be obtained, for example, for infinite unbounded matrices under very mild condition on closeness of $`L_{[1,\mathrm{}]}`$ and $`L|\text{Ker}L^{}`$.

One can obtain trace formulae in terms of $`f_k=z^k\xi (z)𝑑z`$ entering into the asymptotic expansion

$$\mathrm{\Xi }(\lambda )=\underset{n=0}{\overset{\mathrm{}}{}}f_n\lambda ^{(n+1)}.$$

Expanding the exponent in LABEL:kss and matching the coefficients with LABEL:as

$`s_1`$ $`=`$ $`f_0,`$
$`s_2`$ $`=`$ $`{\displaystyle \frac{f_0^2}{2}}f_1,`$
$`s_3`$ $`=`$ $`f_0f_1f_2{\displaystyle \frac{f_0^3}{6}},etc.`$
Evidently, these formulae can be put in the form LABEL:Hoh using representation of $`\xi (z)`$ as a difference of two counting functions.

## 4 The Spectral Curve. The Baker-Akhiezer Function.

The function $`w(\lambda )`$ determines the matrix $`L`$ or in another words the functions $`w(\lambda )=w(\lambda ,L)`$ are coordinates on the space $``$ of all $`N\times N`$ Jacobi matrices. The ”index” $`\lambda `$ which labels the ”coordinates” takes the values in $`𝐂^1\backslash \mathrm{spec}\mathrm{L}`$. This statement goes back to Stieltjes, . There are two standard ways to recover $`L`$ from $`w`$. The first is to expand $`w(\lambda )`$ into continuous fraction, from which one can read the coefficients of $`L`$. The second is to construct polynomials orthogonal with respect to the spectral measure recovered from $`w(\lambda )`$. A three term recurrent relation for these polynomials is, in fact, the matrix $`L`$. Recently, the classical inversion problem, received a new, algebro-geometrical solution, . The main novel part of  is, so–called, Baker-Akhiezer function for a reducible curve. This construction is described below.

We start with the standard Weyl solution $`Q+wP`$ and note that $`\frac{Q+wP}{w}`$ is a solution of LABEL:fe-LABEL:la which is equal to $`1`$ at $`n=0`$ and vanishes at $`n=N`$ for all $`\lambda `$. The vector $`P`$ is also a solution of LABEL:fe-LABEL:la which is equal to $`1`$ for $`n=0`$ and all values of $`\lambda `$ and vanishes at $`n=N`$ for $`\lambda =\lambda _k`$. Thus we have a ”gluing” condition:

$$P(\lambda _k)=\frac{Q+wP}{w}(\lambda _k).$$
(4.1)
In other words, at the points of the spectrum the function $`w(\lambda )`$ conjugates two solutions $`P`$ and $`Q+wP`$ which vanish at the left ($`n=1`$) or right ($`n=N`$) correspondingly.

The singular algebraic curve $`\mathrm{\Gamma }`$ (Figure 1) is obtained by gluing at the points of the spectrum two copies of the complex plane.

Define Baker-Akhiezer function on $`\mathrm{\Gamma }`$ by the formula, $`\lambda =\lambda (ϵ)`$:

$$\psi (ϵ)=\{\begin{array}{cc}\hfill P(\lambda ):& \text{if}ϵ\mathrm{\Gamma }_+;\hfill \\ \hfill Q+wP/w(\lambda ):& \text{if}ϵ\mathrm{\Gamma }_{}.\hfill \end{array}$$

The function $`\psi `$ is continuous on $`\mathrm{\Gamma }`$ due to the gluing condition LABEL:glue. The BA function has the only simple poles at the points of the divisor $`(\gamma _1,),\mathrm{},(\gamma _{N1},)`$. At two infinities the BA function has poles of prescribed order. These data determine the BA function and therefore the operator $`L`$. Thus, the uniqueness statement can be viewed as a consequence of the Riemann-Roch theorem. This remark completes the description of the direct spectral problem. The inverse problem can be solved using an explicit formula for the time–dependent BA function (for details see ).

## 5 The Abel map and the Jacobian.

Let $`Rat_N`$ be a set of all rational functions wich map the upper half–plane into itself, vanish at infinity and have $`N`$ poles. Any function $`w(\lambda )`$ from $`Rat_N`$ has the form

$$w(\lambda )=\underset{k=0}{\overset{N1}{}}\frac{\rho _k}{\lambda _k\lambda }$$
(5.1)
with real poles at $`\lambda _0<\mathrm{}<\lambda _{N1}`$ and $`\rho _k>0`$. For $`\lambda `$ real below/above spectrum the function $`w(\lambda )`$ is positive/negative. Furthermore,

$$w^{}(\lambda )=\frac{\rho _k}{(\lambda _k\lambda )^2}>0.$$

and $`w(\lambda )`$ continuously changes from minus infinity to plus infinity, when $`\lambda `$ runs between two consecutive poles. Thus the function $`w(\lambda )`$ has exactly $`N1`$ zeros $`\gamma `$’s which interlace $`\lambda `$’s as in the formula LABEL:int.

Furthermore, any function from $`Rat_N`$ can be represented as a ratio of two polynomials

$$w(\lambda )=\frac{q(\lambda )}{p(\lambda )}=\frac{q_0(1)^{N+1}\underset{s=1}{\overset{N1}{}}(\gamma _s\lambda )}{(1)^N\underset{n=0}{\overset{N1}{}}(\lambda _n\lambda )}=\frac{q_0\lambda ^{N1}+q_1\lambda ^{N2}+\mathrm{}+q_{N1}}{\lambda ^N+p_0\lambda ^{N1}+\mathrm{}+p_{N1}}.$$
(5.2)
The polynomials are defined up to a multiple factor. In the formula LABEL:det it is chosen such that the leading coefficient of the denominator is $`1`$, similar to LABEL:we. Evidently, the polynomial $`q(\lambda )`$ can be determined from its’ values $`q(\lambda _0),\mathrm{},q(\lambda _{N1})`$ which are free parameters.

Now we turn to the submanifold $`Rat_N^{}`$ with $`\rho _k=1`$. These are the functions from $`Rat_N`$ which are Weyl functions of finite Jacobi matrices. The values $`q(\lambda _0),\mathrm{},q(\lambda _{N1})`$ are not independent anymore. Indeed, from the identity

$$\frac{q(\lambda )}{p(\lambda )}=\frac{\rho _n}{\lambda _n\lambda }$$

and condition $`p(\lambda _n)=0`$ we obtain $`q(\lambda _k)=p^{}(\lambda _k)\rho _k.`$ Therefore,

$$\underset{n=0}{\overset{N1}{}}\frac{q(\lambda _n)}{p^{}(\lambda _n)}=1.$$

Due to the relation $`q_0=\rho _k`$, an another way to say that $`w(\lambda )Rat_N^{}`$ is that the polynomial $`q(\lambda )`$ in LABEL:det is a monic polynomial.

For a function $`w(\lambda )Rat_N^{}`$ we define angle variables by the formula

$$\theta _k=\mathrm{log}\frac{(1)^kq(\lambda _k)}{q(\lambda _0)}k=1,\mathrm{},N1.$$
(5.3)
The are exactly $`k`$ roots of $`q(\lambda )`$ between $`\lambda _0`$ and $`\lambda _k`$ and it changes sign $`k`$ times when $`\lambda `$ varies from $`\lambda _0`$ to $`\lambda _k`$. Whence variables $`\theta `$’s are always real.

To clarify geometrical meaning of the variables $`\theta `$’s we introduce (Figure 2) a standard homology basis on the curve $`\mathrm{\Gamma }`$ corresponding to some Jacobi matrix.

We define differentials $`\omega _k`$ by the formula

$$\omega _k=\left[\frac{1}{z\lambda _k}\frac{1}{z\lambda _0}\right]dz,k=1,\mathrm{},N1.$$

Evidently, the normalization condition holds

$$_{a_p}\omega _k=2\pi i\delta _k^p,k,p=1,\mathrm{},N1;$$

while $`b`$–periods of $`\omega `$’s are real and infinite. For the variables $`\theta `$, we have

$`\theta _k`$ $`=`$ $`\pi ik+\mathrm{log}q(\lambda _k)\mathrm{log}q(\lambda _0)`$
$`=`$ $`\pi ik+{\displaystyle \underset{s=1}{\overset{N1}{}}}{\displaystyle \underset{\mathrm{}_{}}{\overset{\gamma _s}{}}}\left[{\displaystyle \frac{1}{z\lambda _k}}{\displaystyle \frac{1}{z\lambda _0}}\right]𝑑z`$
$`=`$ $`\pi ik+{\displaystyle \underset{s=1}{\overset{N1}{}}}{\displaystyle \underset{\mathrm{}_{}}{\overset{\gamma _s}{}}}\omega _k.`$
Therefore, $`\theta `$’s are the values of the Abel map from the divisor $`\gamma _1,\mathrm{}<\gamma _{N1}`$ into $`R^{N1}`$, the noncompact real part of the Jacobian. It will be shown that this map is onto.

Fix some matrix $`L_0`$. All matrices with the same spectrum $`\lambda _0<\mathrm{}<\lambda _{N1}`$ as $`L_0`$ constitute a spectral class of $`L_0`$, which we denote by $`𝒮(L_0)`$. The spectral class $`𝒮(L_0)`$ is in $`1:\mathrm{\hspace{0.17em}1}`$ correspondence with Weyl functions from $`Rat_N^{}`$.

$$w(\lambda )=\underset{n=0}{\overset{N1}{}}\frac{\rho _n}{\lambda _n\lambda },\rho _n=1.$$

###### Theorem 1

(i) The variables $`\gamma _1,\mathrm{},\gamma _{N1}`$ are coordinates on $`𝒮(L_0)`$. Any sequence of $`\gamma `$’s which occupies open segments $`\lambda _{k1}<\gamma _k<\lambda _k,k=1,\mathrm{},N1`$ corresponds to some matrix from $`𝒮(L_0)`$.

(ii) The variables $`\theta _1,\mathrm{},\theta _{N1}`$ are coordinates on $`𝒮(L_0)`$. Any sequence of $`\theta `$’s from $`R^{N1}`$ corresponds to some matrix from $`𝒮(L_0)`$.

Proof. (i) The variables $`\gamma `$’s determine the roots of $`q(\lambda )`$ and therefore the function $`w(\lambda )`$. Whence, $`\gamma `$’s are coordinates.

To prove that $`\gamma `$’s are free pick any sequence of $`\gamma `$’s and form $`q(\lambda )`$. Then, by Lagrange interpolation

$$\frac{q(\lambda )}{p(\lambda )}=\underset{n=0}{\overset{N1}{}}\frac{q(\lambda _n)}{p^{}(\lambda _n)}\frac{1}{\lambda _n\lambda }.$$

It is easy to check all $`\rho _n=q(\lambda _n)/p^{}(\lambda _n)`$ are strictly positive. It remains to prove that $`\rho _n=1`$. Indeed, the formula

$$q(\lambda )=\underset{n=0}{\overset{N1}{}}\frac{q(\lambda _n)}{p^{}(\lambda _n)}\frac{p(\lambda )}{\lambda \lambda _n}$$

implies

$$1=\underset{\lambda \mathrm{}}{lim}\frac{q(\lambda )}{\lambda ^{N1}}=\underset{\lambda \mathrm{}}{lim}\frac{q(\lambda _n)}{p^{}(\lambda _n)}\frac{p(\lambda )}{\lambda ^{N1}(\lambda \lambda _n)}=\frac{q(\lambda _n)}{p^{}(\lambda _n)}$$

We are done.

(ii) From the definition of $`\theta `$’s for any $`k=1,\mathrm{},N1`$:

$$e^{\theta _k}=(1)^k\frac{q(\lambda _k)}{q(\lambda _0)}.$$

Using $`q(\lambda _k)=p^{}(\lambda _k)\rho _k`$ we have

$$\rho _k=\rho _0e^{\theta _k}(1)^k\frac{p^{}(\lambda _0)}{p^{}(\lambda _k)}.$$

It is easy to check that all $`\rho _k>0`$. There exists just one $`\rho _0`$ such that $`\rho _n=1`$. This implies that $`\theta `$’s are coordinates and they are free. The Theorem is proved.

The fact that the isospectral set $`𝒮(L_0)`$ is a diffeomorphic to $`R^{N1}`$ was already noted by Moser, . Tomei,  then showed that $`𝒮(L_0)`$ can be compactified and it becomes a convex polyhedron. The symplectic interpretation of this result as a version of the Atiyah–Guillemin–Sternberg convexity theorem was given by Bloch, Flaschka and Ratiu .

Now for a function $`w(\lambda )Rat_N^{}`$ with $`\lambda _0=0`$ we consider another, exponential representation LABEL:kss:

$$w(\lambda )=\frac{1}{\lambda }\mathrm{exp}\mathrm{\Xi }(\lambda ),$$

and define another set of angles by the formula

$$\theta _k^{}=\underset{\lambda \lambda _k}{lim}\left[\mathrm{\Xi }(\lambda )\mathrm{\Xi }(0)+\mathrm{log}\frac{\lambda _k\lambda }{\lambda _k}\right]+\pi ik=1,\mathrm{},N1.$$
(5.5)
This formula can be put in the form

$$\theta _k^{}=\underset{s=1,sk}{\overset{N1}{}}\underset{\lambda _s}{\overset{\gamma _s}{}}\omega _k+\underset{\mathrm{}_{}}{\overset{\gamma _k}{}}\omega _k+\pi i.$$

Whence, $`\theta _k^{}`$ correspond to the Abel sum in the Baker form. The regularization is necessary, because the term $`_{\lambda _k}^{\gamma _k}\omega _k`$ diverges logarithmicaly on singular curve $`\mathrm{\Gamma }`$. Fathermore, we have simple relation

$$\theta _k=\theta _k^{}+\pi i(k1)+\mathrm{log}\underset{s=1,sk}{\overset{N1}{}}\frac{\lambda _s\lambda _k}{\lambda _s}.$$
(5.6)
The angles $`\theta `$ and $`\theta ^{}`$ differ by the real quantity which depend on the curve only. Evidently the variables $`\theta ^{}`$ are coordinates on $`S(L_0)`$ and their range is $`R^{N1}`$.

## 6 The Poisson Bracket on Weyl Functions.

Following  we consider functions $`w(\lambda )`$ with the properties i. analytic in the half–planes $`\mathrm{}z>0`$ and $`\mathrm{}z<0`$. ii. $`w(\overline{z})=\overline{w(z)}`$, if $`\mathrm{}z0`$ iii. $`\mathrm{}w(z)>0,`$ if $`\mathrm{}z>0`$. All such function are called $`R`$–functions. They play central role in the theory of resolvent of selfadjoint operators. The Weyl function of a Jacobi matrix is an $`R`$–function.

Atiyah and Hitchin  introduced a Poisson structure on the space of rational functions. In the recent paper  Faybusovich and Gehtman wrote Atiyah-Hitchin and higher Poisson structures on rational functions in compact invariant form. They defined the Atiyah-Hitchin bracket by the formula

$$\{w(\lambda ),w(\mu )\}=\frac{(w(\lambda )w(\mu ))^2}{\lambda \mu }.$$
(6.1)
Here we discuss some of its’ remarkable properties, .

We think about $`w(\lambda )`$ as an element of some commutative complex algebra which depends holomorphicaly on the parameter $`\lambda `$. Evidently, LABEL:ps is skew–symmetric with respect to $`\lambda `$ and $`\mu `$. It is natural require linearity of the bracket

$$\{aw(\lambda )+bw(\lambda ),w(\nu )\}=a\{w(\lambda ),w(\nu )\}+b\{w(\lambda ),w(\nu )\},$$
(6.2)
where $`a`$ and $`b`$ are constants. The symbol $`w(\lambda )`$ for $`\lambda `$ inside the contour $`C`$ is given by the Cauchy formula

$$w(\lambda )=\frac{1}{2\pi i}\underset{C}{}\frac{w(\zeta )}{\zeta \lambda }𝑑\zeta .$$

Whence due to LABEL:lin the values of the bracket in different points are related

$$\{w(\lambda ),w(\mu )\}=\frac{1}{2\pi i}\underset{C}{}\frac{\{w(\zeta ),w(\mu )\}}{\zeta \lambda }𝑑\zeta .$$

It can be verified that the bracket LABEL:ps satisfies this compatibility condition.

Also it is naturally to require for the bracket the Leibnitz rule

$$\{w(\lambda )w(\mu ),w(\nu )\}=w(\lambda )\{w(\mu ),w(\nu )\}+w(\mu )\{w(\lambda ),w(\nu )\}.$$
(6.3)
It can be verified in a long but simple calculation that LABEL:linLABEL:leib imply the Jacobi identity

$$\{w(\lambda ),\{w(\mu ),w(\nu )\}\}+\{w(\mu ),\{w(\nu ),w(\lambda )\}\}+\{w(\nu ),\{w(\lambda ),w(\mu )\}\}=0.$$

The particular useful to us is an invariance of LABEL:ps under the group of linear–fractional transformations

$$ww^{}=\frac{aw+b}{cw+d},$$
(6.4)
where $`a,b,c,d`$ are constants. This property will be used in the construction of the second system of canonical coordinates.

In our study of finite Jacobi matrices we need a small subclass $`Rat_NR`$. These are the functions given by the formula LABEL:repr. All such functions have asymptotic expansion at infinity

$$w(\lambda )=\frac{s_0}{\lambda }\frac{s_1}{\lambda ^2}\mathrm{}.$$

We consider submanifold $`Rat_N^{}`$ with $`s_0=1`$, or equivalently, $`\rho _k=1`$. We will demonstrate that the Dirac restriction of the bracket LABEL:ps to this submanifold takes the form

$$\{w(\lambda ),w(\mu )\}^{}=(w(\lambda )w(\mu ))\left(\frac{w(\lambda )w(\mu )}{\lambda \mu }w(\lambda )w(\mu )\right).$$
(6.5)
The linear Poisson structure on the phase space $``$ is defined by the formulae

$$\{c_k,v_k\}=c_k/2,\{c_k,v_{k+1}\}=c_k/2,$$
(6.6)
and all other brackets vanish. Whence, the linear bracket LABEL:lp corresponds to the restriction LABEL:rps of the AH structure on the submanifold $`Rat_N^{}`$.

The formula LABEL:rps can be used to define the Poisson structure LABEL:lp. For example, substituting LABEL:re into LABEL:rps, after simple algebra we obtain

$$\frac{2c_0\{v_0,c_0\}}{\lambda ^2\mu ^2}\times \left(\frac{1}{\mu }\frac{1}{\lambda }\right)+\mathrm{}=\frac{c_0^2}{\lambda ^2\mu ^2}\times \left(\frac{1}{\mu }\frac{1}{\lambda }\right)+\mathrm{}.$$

From this one can read the first identity: $`\{c_0,v_0\}=c_0/2`$.

A construction of canonical coordinates for the bracket LABEL:ps or LABEL:rps will be given in terms of various representations for $`Rat_N`$ and $`Rat_N^{}`$.

## 7 Canonical coordinates on $`Rat_N`$. The Dirac reduction.

We start with the construction of the first system of canonical coordinate on $`Rat_N`$ for the bracket LABEL:ps. The next Theorem shows that the parameters

$$\lambda _0,\mathrm{},\lambda _{N1};\rho _0,\mathrm{},\rho _{N1}$$

in the formula LABEL:repr are ”almost” canonically paired.

###### Theorem 2

The bracket LABEL:ps in $`\lambda \rho `$ coordinates has the form

$`\{\rho _k,\rho _n\}`$ $`=`$ $`{\displaystyle \frac{2\rho _k\rho _n}{\lambda _n\lambda _k}}(1\delta _k^n),`$ (7.1)
$`\{\rho _k,\lambda _n\}`$ $`=`$ $`\rho _k\delta _k^n,`$ (7.2)
$`\{\lambda _k,\lambda _n\}`$ $`=`$ $`0.`$ (7.3)
Proof. We represent $`\rho `$’s and $`\lambda `$’s as contour integrals

$$\rho _k=\frac{1}{2\pi i}_{O_k}w(\zeta )𝑑\zeta $$

$$\rho _k\lambda _k=\frac{1}{2\pi i}_{O_k}\zeta w(\zeta )𝑑\zeta $$

In both formulae the contour $`O_k`$ surrounding $`\lambda _k`$ is traversed counterclockwise. Therefore, for $`kn`$

$`\{\rho _k,\rho _n\}`$ $`=`$ $`\{{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_k}}w(\zeta )𝑑\zeta ,{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_n}}w(\eta )𝑑\eta \}={\displaystyle \frac{1}{(2\pi i)^2}}{\displaystyle _{O_k}}{\displaystyle _{O_n}}\{w(\zeta ),w(\eta )\}𝑑\zeta 𝑑\eta `$
$`=`$ $`{\displaystyle \frac{1}{(2\pi i)^2}}{\displaystyle _{O_k}}{\displaystyle _{O_n}}{\displaystyle \frac{(w(\zeta )w(\eta ))^2}{\zeta \eta }}𝑑\zeta 𝑑\eta `$
$`=`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_k}}𝑑\zeta w^2(\zeta )\left[{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_n}}𝑑\eta {\displaystyle \frac{1}{\zeta \eta }}\right]`$
$``$ $`{\displaystyle \frac{2}{(2\pi i)^2}}{\displaystyle _{O_k}}{\displaystyle _{O_n}}{\displaystyle \frac{w(\zeta )w(\eta )}{\zeta \eta }}𝑑\zeta 𝑑\eta `$
$`+`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_n}}𝑑\eta w^2(\eta )\left[{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_k}}𝑑\zeta {\displaystyle \frac{1}{\zeta \eta }}\right].`$
The two terms with square brackets vanish and for LABEL:cross we obtain

$$\frac{2}{2\pi i}𝑑\zeta w(\zeta )\left[\frac{1}{2\pi i}𝑑\eta \frac{w(\eta )}{\zeta \eta }\right].$$
(7.5)
For $`\zeta `$ in the exterior of the contour $`O_p`$ we have

$$\frac{1}{2\pi i}_{O_p}𝑑\eta \frac{w(\eta )}{\zeta \eta }=\frac{\rho _p}{\lambda _p\zeta }.$$

Applying this formula twice to LABEL:cro we obtain LABEL:rr. If $`k=n`$ then similar arguments show that the bracket LABEL:rr vanishes.

To prove LABEL:rl we compute for $`kn`$

$$\{\lambda _k\rho _k,\rho _n\}=\frac{2\lambda _k\rho _k\rho _n}{\lambda _n\lambda _k}.$$

From another side,

$$\{\lambda _k\rho _k,\rho _n\}=\lambda _k\{\rho _k,\rho _n\}+\rho _k\{\lambda _k,\rho _n\}.$$

This together with LABEL:rr imply that the bracket $`\{\lambda _k,\rho _n\}`$ vanish. For $`k=n`$ we have
$`\{\lambda _k\rho _k,\rho _k\}=\rho _k^2`$ and $`\{\rho _k,\lambda _k\}=\rho _k`$. The formula LABEL:rl is proved.

To prove LABEL:ll for $`kn`$ we compute

$$\{\lambda _k\rho _k,\lambda _n\rho _n\}=\frac{2\lambda _k\rho _k\lambda _n\rho _n}{\lambda _n\lambda _k}.$$

From another side,

$$\{\lambda _k\rho _k,\lambda _n\rho _n\}=\rho _k\rho _n\{\lambda _k,\lambda _n\}+\rho _k\lambda _n\{\lambda _k,\rho _n\}+\rho _n\lambda _k\{\rho _k,\lambda _n\}+\lambda _k\lambda _n\{\rho _k,\rho _n\}.$$

This together with formulae LABEL:rr-LABEL:ll imply that the bracket $`\{\lambda _k,\lambda _n\}`$ vanishes. For $`k=n`$ arguments are the same. The proof is finished.

Therefore, for the bracket LABEL:ps on $`Rat_N`$ canonical coordinates are associated with poles of $`w(\lambda )`$:

$$\lambda _0,\mathrm{},\lambda _{N1},q(\lambda _0),\mathrm{},q(\lambda _{N1}).$$

Indeed, from the identity

$$\frac{q(\lambda )}{p(\lambda )}=\frac{\rho _n}{\lambda _n\lambda }$$

and condition $`p(\lambda _n)=0`$ we obtain $`q(\lambda _k)=p^{}(\lambda _k)\rho _k.`$ Furthermore, using LABEL:rl-LABEL:ll

$$\{q(\lambda _k),\lambda _n\}=\{p^{}(\lambda _k)\rho _k,\lambda _n\}=p^{}(\lambda _k)\rho _k\delta _k^n=q(\lambda _k)\delta _k^n.$$

All other brackets vanish:

$$\{q(\lambda _k),q(\lambda _n)\}=\{\lambda _k,\lambda _n\}=0.$$

In this coordinate form the Poisson structure on $`Rat_N`$ was introduced in . These identities imply

$$\{q(\lambda ),q(\mu )\}=\{p(\lambda ),p(\mu )\}=0$$

and

$$\{q(\lambda ),p(\mu )\}=\frac{q(\lambda )p(\mu )q(\mu )p(\lambda )}{\lambda \mu }.$$

The last expression is called a Bezoutian, see . This form of the bracket easily leads to LABEL:ps.

The second set of canonical coordinates on $`Rat_N`$ is associated with zeros of $`w(\lambda )`$:

$$\gamma _1,\mathrm{}\gamma _{N1};p(\gamma _1),\mathrm{},p(\gamma _{N1});q_0,p_0.$$

To prove this, we introduce the new ”dual” function $`w^{}(\lambda )`$ as an inverse of the function LABEL:det

$$w^{}(\lambda )=\frac{1}{w(\lambda )}=\frac{p(\lambda )}{q(\lambda )}.$$

Due to LABEL:lintr the bracket for the dual function is given by the formula LABEL:ps. The new meromorphic function maps the upper half-plane into itself and has the expansion

$$w^{}(\lambda )=\frac{\lambda }{q_0}+c+\underset{s=1}{\overset{N1}{}}\frac{\rho _s^{}}{\gamma _s\lambda },$$

where,

$$c=\frac{p_0q_0q_1}{q_0^2}=\frac{p_0}{q_0}+\frac{\gamma _s}{q_0},\rho _s^{}>0.$$

###### Theorem 3

The following identities hold

$`\{\rho _k^{},\rho _n^{}\}`$ $`=`$ $`{\displaystyle \frac{2\rho _k^{}\rho _n^{}}{\gamma _n\gamma _k}}(1\delta _k^n),`$ (7.6)
$`\{\rho _k^{},\gamma _n\}`$ $`=`$ $`\rho _k^{}\delta _k^n,`$ (7.7)
$`\{\gamma _k,\gamma _s\}`$ $`=`$ $`0,`$ (7.8)
$`\{q_0,\rho _k^{}\}`$ $`=`$ $`\{q_0,\gamma _s\}=0,`$ (7.9)
$`\{\rho _k^{},p_0\}`$ $`=`$ $`\rho _k^{}`$ (7.10)
$`\{p_0,\gamma _s\}`$ $`=`$ $`0,`$ (7.11)
$`\{p_0,q_0\}`$ $`=`$ $`q_0.`$ (7.12)
Proof. The identities LABEL:rrrLABEL:gg using integral representation

$$\rho _k^{}=\frac{1}{2\pi i}_{O_k}w^{}(\zeta )𝑑\zeta $$

$$\rho _k^{}\gamma _k=\frac{1}{2\pi i}_{O_k}\zeta w^{}(\zeta )𝑑\zeta $$

can be proved exactly the same way as identities LABEL:rrLABEL:ll of Theorem 2.

Let us compute the first bracket LABEL:ccc

$`\{q_0,\rho _k^{}\}`$ $`=`$ $`\{\underset{\lambda \mathrm{}}{lim}{\displaystyle \frac{\lambda }{w^{}(\lambda )}},{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_k}}w^{}(\zeta )𝑑\zeta \}`$
$`=`$ $`\underset{\lambda \mathrm{}}{lim}{\displaystyle \frac{\lambda }{2\pi iw^{}(\lambda )^2}}{\displaystyle _{O_k}}{\displaystyle \frac{(w^{}(\lambda )w^{}(\zeta ))^2}{\lambda \zeta }}𝑑\zeta .`$
Expanding the square and computing each term separately we see that the bracket vanishes. The proof of the second identity LABEL:ccc is exactly the same.

To prove LABEL:wro we note

$$\{c,\rho _k^{}\}=\frac{\{p_0,\rho _k^{}\}}{q_0}\frac{\rho _k^{}}{q_0}.$$

From another hand

$`\{c,\rho _k^{}\}`$ $`=`$ $`\{\underset{\lambda \mathrm{}}{lim}w^{}(\lambda ){\displaystyle \frac{\lambda }{q_0}},{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_k}}w^{}(\zeta )𝑑\zeta \}`$
$`=`$ $`\underset{\lambda \mathrm{}}{lim}{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{O_k}}{\displaystyle \frac{(w^{}(\lambda )w^{}(\zeta ))^2}{\lambda \zeta }}𝑑\zeta `$
$`=`$ $`{\displaystyle \frac{2\rho _k^{}}{q_0}}.`$
Comparing it with the previous formula we obtain LABEL:wro. The proof of the formula LABEL:zzz is similar.

To prove the last formula LABEL:pop we compute

$`{\displaystyle \frac{\{p_0,q_0\}}{q_0}}`$ $`=`$ $`\{c,q_0\}=\{\underset{\lambda \mathrm{}}{lim}w^{}(\lambda ){\displaystyle \frac{\lambda }{q_0}},q_0\}`$
$`=`$ $`\underset{\lambda \mathrm{}}{lim}\{w^{}(\lambda ),\underset{\mu \mathrm{}}{lim}{\displaystyle \frac{\mu }{w^{}(\mu )}}\}=\underset{\lambda \mathrm{}}{lim}\underset{\mu \mathrm{}}{lim}{\displaystyle \frac{\mu }{w^{}(\mu )^2}}{\displaystyle \frac{(w^{}(\lambda )w^{}(\mu ))^2}{\lambda \mu }}=1.`$
This implies the result. The proof is finished.

From LABEL:rg using the formula $`p(\gamma _s)=\rho _s^{}q^{}(\gamma _s)`$ we obtain

$$\{p(\gamma _n),\gamma _k\}=p(\gamma _n)\delta _n^k.$$

From LABEL:rrr, LABEL:rg and LABEL:ccc

$$\{p(\gamma _n),p(\gamma _k)\}=0.$$

From LABEL:ccc

$$\{p(\gamma _n),q_0\}=0.$$

From LABEL:wro and LABEL:pop

$$\{p(\gamma _n),p_0\}=0.$$

These identities together with identities of Theorem 3 provide a proof of our statement.

This coordinate system is usefull in construction of the Dirac restriction, , of the AH bracket LABEL:ps on the submanifold $`MRat_N`$ determined by the conditions

$$\mathrm{\Phi }_1=p_0=c_1,\mathrm{\Phi }_2=\mathrm{log}q_0=c_2$$

where $`c_1`$ and $`c_2`$ are some real constants.

Consider a more general problem. The submanifold $`M`$ of dimension $`2Nm`$ is determined by the conditions

$$\mathrm{\Phi }_1=c_1,\mathrm{\Phi }_2=c_2,\mathrm{},\mathrm{\Phi }_m=c_m,$$

where $`\mathrm{\Phi }`$’s are some functions on the phase space and $`c`$’s are real constants. The bracket $`\{,\}`$ is modified

$$\{F_1,F_2\}^{}=\{F_1,F_2\}+\underset{k=1}{\overset{m}{}}\sigma _k\{F_1,\mathrm{\Phi }_k\}$$

whith $`\sigma `$’s chosen such that

$$\mathrm{\Phi }_k^{}=\{\mathrm{\Phi }_k,F_2\}+\underset{s=1}{\overset{m}{}}\sigma _s\{\mathrm{\Phi }_k,\mathrm{\Phi }_s\}=0.$$

for all $`k=1,\mathrm{},m`$. Geometricaly, this condition means that the vector fields produced in the bracket $`\{,\}^{}`$ are tangent to $`M`$. If the matrix $`\{\mathrm{\Phi }_k,\mathrm{\Phi }_s\}`$ has an inverse $`C_{ks}`$, then the last system can be solved for $`\sigma `$’s and

$$\{F_1,F_2\}^{}=\{F_1,F_2\}+\underset{k,s=1}{\overset{m}{}}\{F_1,\mathrm{\Phi }_k\}C_{ks}\{F_2,\mathrm{\Phi }_s\}.$$

Implementing this procedure for our choice of functionals $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ we obtain

$$\sigma _1=\{\mathrm{log}q_0,F_2\},\sigma _2=\{p_0,F_2\}$$

and

$$\{F_1,F_2\}^{}=\{F_1,F_2\}+\{\mathrm{log}q_0,F_2\}\{F_1,p_0\}\{p_0,F_2\}\{F_1,\mathrm{log}q_0\}.$$

One can easily verify

$$\{q(\lambda ),q(\mu )\}^{}=\{p(\lambda ),p(\mu )\}^{}=0.$$

Using $`\{p_0,q(\lambda )\}=q(\lambda )`$ and $`\{p(\mu ),q_0\}=q(\mu )`$ we obtain

$$\{q(\lambda ),p(\mu )\}^{}=\frac{q(\lambda )p(\mu )q(\mu )p(\lambda )}{\lambda \mu }+\frac{q(\mu )q(\lambda )}{q_0}.$$

Finaly, we have

$$\{w(\lambda ),w(\mu )\}^{}=(w(\lambda )w(\mu ))\left(\frac{w(\lambda )w(\mu )}{\lambda \mu }\frac{w(\lambda )w(\mu )}{q_0}\right).$$

This becomes LABEL:rps for a particular choice $`\mathrm{\Phi }_2=\mathrm{log}q_0=0`$.

## 8 The canonical coordinates on $`Rat_N^{}`$.

Now we turn to the submanifold $`Rat_N^{}`$ with $`q_0=\rho _k=1`$ and the Poisson bracket LABEL:rps. Here the situation is a little more subtle. In all formulae we omit the prime near the bracket $`\{,\}^{}`$.

###### Theorem 4

The bracket LABEL:rps in $`\lambda \rho `$ coordinates has the form

$`\{\rho _k,\rho _n\}`$ $`=`$ $`\left[{\displaystyle \frac{2\rho _k\rho _n}{\lambda _n\lambda _k}}2\rho _k\rho _n\left({\displaystyle \underset{sk}{}}{\displaystyle \frac{\rho _s}{\lambda _s\lambda _k}}{\displaystyle \underset{sn}{}}{\displaystyle \frac{\rho _s}{\lambda _s\lambda _n}}\right)\right](1\delta _k^n),`$ (8.1)
$`\{\rho _k,\lambda _n\}`$ $`=`$ $`\rho _k\rho _n+\rho _k\delta _k^n,`$ (8.2)
$`\{\lambda _k,\lambda _n\}`$ $`=`$ $`0.`$ (8.3)
Proof is similar to the proof of Theorem 2 and therefore is omitted.

The Theorem implies,

$$\{q(\lambda _k),\lambda _n\}=q(\lambda _k)\rho _n+q(\lambda _k)\delta _k^n.$$
(8.4)
Thus, we have the first system of canonical coordinates, so–called, the action-angle variables

$$\lambda _1,\mathrm{},\lambda _{N1};\theta _1,\mathrm{},\theta _{N1}$$
(8.5)
where $`\theta `$’s defined by LABEL:angl are real and canonically paired with $`\lambda `$’s. Indeed, LABEL:bcr implies

$$\{\theta _k,\lambda _n\}=(\delta _k^n\delta _0^n).$$

The formulae LABEL:drr and LABEL:bcr produce

$$\{\mathrm{log}q(\lambda _k),\mathrm{log}q(\lambda _n)\}=\underset{sk}{}\frac{\rho _s+\rho _k}{\lambda _k\lambda _s}\underset{sn}{}\frac{\rho _s+\rho _n}{\lambda _n\lambda _s}.$$
(8.6)
This identity implies the commutativity of the angles: $`\{\theta _k,\theta _n\}=0`$.

Using the Theorem it can be checked easily that $`p_0=\lambda _k`$ is a Casimir of the bracket LABEL:rps.

Evidently, for the restricted bracket LABEL:rps the canonical relations established in Theorem 3 survive. We have the second set of canonical variables on $`Rat_N^{}`$

$$\gamma _1,\mathrm{},\gamma _{N1},\pi _1,\mathrm{},\pi _{N1};\pi _k=\mathrm{log}(1)^{N+k}p(\gamma _k).$$
(8.7)
These divisor-quasimomentum coordinates were introduced in . The denominator $`p(\lambda )=(1)^N(\lambda _n\lambda )`$ satisfies

$$(1)^{N+k}p(\gamma _k)>0,k=1,\mathrm{},N1.$$

Whence $`\pi `$’s are real and canonicaly paired with $`\gamma ^{}s`$:

$$\{\pi _n,\gamma _k\}=\delta _n^k.$$

All other brackets vanish.

In the rest of this section we show that the variables LABEL:angn associated with representation of $`w(\lambda )Rat_N^{}`$ in the exponential form LABEL:kss

$$w(\lambda )=\frac{1}{\lambda }e^{\mathrm{\Xi }(\lambda )}$$

can be moved by corresponding $`\lambda `$’s:

$$\{\theta _k^{},\lambda _n\}=\delta _n^k,k,n=1,\mathrm{},N1.$$

Though it follows from the previous discussion of the action-angle variables and the formula LABEL:rel we will give an independent proof of this fact. It is important to notice that we can not expect commutativity of the variables $`\theta _n^{}`$.

The multivalued function $`\mathrm{\Xi }(\lambda )`$ has the form $`\mathrm{\Xi }(\lambda )=_{s=1}^{N1}\mathrm{log}(\gamma _s\lambda )\mathrm{log}(\lambda _s\lambda )`$ and defined up to an integer multiple of $`2\pi i`$. The bracket $`\{,\mathrm{\Xi }(\lambda )\}`$ is single valued since additive constant vanishes. The Poisson bracket LABEL:rps in terms of the function $`\mathrm{\Xi }(\lambda )`$ has the form

$$\{\mathrm{\Xi }(\lambda ),\mathrm{\Xi }(\mu )\}=\frac{4\mathrm{sinh}^2\left(\mathrm{\Xi }(\lambda )\mathrm{\Xi }(\mu )\mathrm{log}\lambda +\mathrm{log}\mu /2\right)}{\lambda \mu }+\frac{1}{\lambda }e^{\mathrm{\Xi }(\lambda )}\frac{1}{\mu }e^{\mathrm{\Xi }(\mu )}$$

or

$$\{\mathrm{\Xi }(\lambda ),\mathrm{\Xi }(\mu )\}=\frac{1}{w(\lambda )w(\mu )}\frac{\left(w(\lambda )w(\mu )\right)^2}{\lambda \mu }w(\lambda )+w(\mu )$$
(8.8)
which is more convinient for calculations. The pole $`\lambda _k`$ can be represented as a contour integral

$$\lambda _k=\frac{1}{2\pi i}\underset{O_k}{}\zeta 𝑑\mathrm{\Xi }(\zeta )=\lambda _k^{}+\frac{1}{2\pi i}\underset{O_k}{}\mathrm{\Xi }(\zeta )𝑑\zeta ,$$

where $`\lambda _k^{}`$ is an arbitrary fixed point on the contour $`O_k`$ surrounding $`\lambda _k`$. As a simple example we prove commutativity of $`\lambda `$’s

$$\{\lambda _k,\lambda _n\}=\frac{1}{(2\pi i)^2}\underset{O_k}{}\underset{O_n}{}\{\mathrm{\Xi }(\zeta ),\mathrm{\Xi }(\eta )\}𝑑\zeta 𝑑\eta $$

From the formula LABEL:rpsx one can easily see that the double integral vanishes.

Now for the angles $`\theta _n^{}`$ we have

$$\{\theta _k^{},\lambda _n\}=\underset{\lambda \lambda _k}{lim}\left[\{\mathrm{\Xi }(\lambda ),\lambda _n\}\{\mathrm{\Xi }(0),\lambda _n\}+\{\mathrm{log}\lambda _k\lambda /\lambda _k,\lambda _n\}\right]$$

The last term vanishes. The first two terms are more complicated

$`\{\mathrm{\Xi }(\lambda ),\lambda _n\}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle \underset{O_n}{}}\{\mathrm{\Xi }(\lambda ),\mathrm{\Xi }(\zeta )\}𝑑\zeta `$ (8.9)
$`=`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle \underset{O_n}{}}{\displaystyle \frac{w(\lambda )}{w(\zeta )}}{\displaystyle \frac{d\zeta }{\lambda \zeta }}`$
$``$ $`{\displaystyle \frac{2}{2\pi i}}{\displaystyle \underset{O_n}{}}{\displaystyle \frac{d\zeta }{\lambda \zeta }}`$ (8.10)
$`+`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle \underset{O_n}{}}{\displaystyle \frac{w(\zeta )}{w(\lambda )}}{\displaystyle \frac{d\zeta }{\lambda \zeta }}`$ (8.11)
$``$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle \underset{O_n}{}}[w(\lambda )w(\zeta )]𝑑\zeta .`$ (8.12)
If $`\lambda \lambda _k,kn,`$ or $`\lambda \lambda _0=0`$, the terms LABEL:one-LABEL:three vanish. The term LABEL:four is equal to $`\rho _n`$. Therefore,

$$\underset{\lambda \lambda _k}{lim}\{\mathrm{\Xi }(\lambda ),\lambda _n\}=\rho _n,kn;\{\mathrm{\Xi }(0),\lambda _n\}=\rho _n.$$

This implies $`\{\theta _k^{},\lambda _n\}=0,kn`$.

Furthermore, if $`\lambda \lambda _n`$, then the term LABEL:one becomes $`1`$, the term LABEL:two becomes 2 and LABEL:three vanishes. The term LABEL:four is $`\rho _n`$. Therefore,

$$\underset{\lambda \lambda _n}{lim}\{\mathrm{\Xi }(\lambda ),\lambda _n\}=1\rho _n$$

Thus $`\{\theta _n^{},\lambda _n\}=1`$.

## 9 Tangent and Transversal Flows.

Using the poles of $`w(\lambda )`$ we define Hamiltonians $`H_j=\frac{1}{j}\lambda _n^j,j=1,\mathrm{},N`$. The flows produced by them in the bracket LABEL:rps are tangent to the isospectral manifold: $`\{\lambda _k,H_j\}=0.`$ Due to Theorem 4 the standard, , Toda flows have the form

$$\rho _k^{}=\{\rho _k,H_j\}=\left(\lambda _k^{j1}\lambda _n^{j1}\rho _n\right)\rho _k,k=0,\mathrm{},N1.$$

Toda flows commute $`\{H_j,H_k\}=0`$ and linearized in the variables LABEL:naa:

$$\theta _k^{}=\{\theta _k,H_j\}=(\lambda _k^{j1}\lambda _0^{j1}),k=1,\mathrm{},N1.$$

Similarly, from zeros of $`w(\lambda )`$ we define another set of Hamiltonias $`T_j=\frac{1}{j}\gamma _n^j,j=1,\mathrm{},N1`$. By Theorem 3 the flows produced by these Hamiltonians do not affect $`\gamma `$’s. Therefore, we call these commuting flows transversal. They are linearized in the variables LABEL:ndq

$$\pi _k^{}=\{\pi _k,T_j\}=\gamma _k^{j1},k=1,\mathrm{},N1.$$

This is an example of the situation similar to the one considered in physics, . Given two systems of canonical coordinates and two families of commuting Hamiltonians. Each family depends only on the half of coordinates of the corresponding canonical system. Hamiltonians of both families produce coordinate system for the Poisson manifold.

It is routine exercise to derive the equations of motion for $`\gamma `$’s under $`H`$ flows and for $`\lambda `$’s under $`T`$ flows. Then the inverse spectral problem can be solved using trace formulae of section 2. We do not dwell on this.


format: text

text:
# 1 The two contraction patterns for the fermionic operators determining the three-point point functions ⟨J_{EM}ΔΔ̄⟩ in eq. (): (a) – the flavor-connected contraction, eq. (); (b) – the flavor-disconnected contraction, eq. (). The quark loop in (b) includes a sum of contributions from all the light flavors.

## Acknowledgments

The research of one of us (M.K.) was supported in part by a grant from the United States-Israel Binational Science Foundation (BSF), Jerusalem, Israel. Both M.K. and S.N. were supported in part by the Basic Research Foundation administered by the Israel Academy of Sciences and Humanities. We would like to thank John Ellis for useful comments on the manuscript.


text:
# The abundance and clustering of dark haloes in the standard ΛCDM cosmogony

## 1 INTRODUCTION

Over the last 20 years the Cold Dark Matter (CDM) cosmogony set out by Peebles (1982), Blumenthal et al. (1984) and Davis et al. (1985) has become the standard model for structure formation in the Universe. It assumes the cosmic mass budget to be dominated by an as yet unidentified, weakly interacting massive particle, whose gravitational effects build structure from an initially Gaussian distribution of adiabatic fluctuations. All structure originated as quantum zero-point fluctuations during an early period of inflationary expansion (see Guth 1997 for a review). CDM models are specified by a small set of parameters. These are the fractions of the current critical density in CDM ($`\mathrm{\Omega }_{\mathrm{CDM},0}`$), in baryons ($`\mathrm{\Omega }_{\mathrm{B},0}`$), and in the cosmological constant ($`\mathrm{\Omega }_{\mathrm{\Lambda },0}`$), the current expansion rate, specified by Hubble’s constant $`H_0=100h\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, and the power spectrum of the initial density fluctuations. Over the wavenumber range of interest, the latter can be approximated by a power-law $`P_i(k)=Ak^n`$ with $`n`$ near unity. Conventionally, the amplitude of the power spectrum is quoted in terms of $`\sigma _8`$, the rms (extrapolated) linear mass fluctuation at $`z=0`$ in a sphere of radius $`8h^1\mathrm{Mpc}`$.

These parameters are heavily constrained by observation and a “concordance” model, the standard $`\mathrm{\Lambda }`$CDM model, has now emerged, with $`\mathrm{\Omega }_0\mathrm{\Omega }_{\mathrm{CDM},0}+\mathrm{\Omega }_{\mathrm{B},0}+\mathrm{\Omega }_{\mathrm{\Lambda },0}=1`$, $`\mathrm{\Omega }_{\mathrm{\Lambda },0}0.7`$, $`h0.7`$, $`\mathrm{\Omega }_{\mathrm{B},0}0.02h^2`$, $`n1`$, and $`\sigma _80.9`$. The evidence that the Universe is flat ($`\mathrm{\Omega }_0=1`$) comes primarily from recent measurements of the angular power spectrum of fluctuations in the temperature of the Cosmic Microwave Background (de Bernardis et al. 2002). The non-zero value for the cosmological constant comes from combining this result with the distance-luminosity relation of type Ia supernovae (Perlmutter et al. 1999). The value of Hubble’s constant is taken from the HST programme to measure galaxy distances using Cepheids (Freedman et al. 2001). The baryon density is derived by comparing cosmic nucleosynthesis calculations to the measured deuterium abundance in the intergalactic medium (O’Meara et al. 2001; Olive, Steigman & Walker 2000 and references therein). Finally, the values of $`n`$ and $`\sigma _8`$ are based on COBE observations of the CMB temperature fluctuations on large scales (Bennett et al. 1996). The predictions with this set of model parameters are consistent with a broad range of other observations, most notably with the number density of rich clusters of galaxies (White, Efstathiou & Frenk, 1993; Viana & Liddle 1999; Reiprich & Börhinger 2002), with the shear field produced by weak gravitational lensing (e.g. Van Waerbeke et al. 2001), with the clustering of galaxies and clusters on large scales (Mo, Jing & White 1996; Jing, Mo & Boerner 1998; Benson et al. 2000; Peacock et al. 2001; Schuecker et al. 2001; Efstathiou et al. 2002), and with structure in the high redshift intergalactic medium as measured using Ly$`\alpha `$ forest absorption in quasar spectra (Croft et al. 1999). We note that full consensus on a “concordance” model is still lacking. For example, most determinations of Hubble’s constant from time-delay measurements in gravitational lensed quasars give values of $`h`$ lower than $`0.7`$ (Kochanek 2002, but compare Hjorth et al 2002); some recent estimates of $`\sigma _8`$ from cluster abundance are significantly lower than $`0.9`$ (e.g. Seljak 2001; Viana, Nichol & Liddle 2002); and the results of Croft et al. (1999) in fact favour $`\mathrm{\Omega }_{\mathrm{CDM},0}`$ values rather higher than $`0.3`$.

In the CDM cosmogony, a key concept in the build-up of structure is the formation of dark matter haloes. These are quasi-equilibrium systems of dark matter particles, formed through non-linear gravitational collapse. In hierarchical scenarios like CDM, most mass at any given time is bound within dark haloes; galaxies and other luminous objects are assumed to form by cooling and condensation of the baryons within haloes (White & Rees 1978). Thus understanding evolution of the abundance and clustering of dark haloes is an important first step towards understanding how visible populations of objects form and cluster. Because the growth of haloes is purely gravitational, it is a relatively simple process. Accurate analytic formulae are now available for many properties of the halo distribution. In this paper, we assemble these formulae and use them to produce plots which give considerable insight into the growth of nonlinear structure in the standard $`\mathrm{\Lambda }`$CDM model. While none of the formulae plotted are original to this work, we believe our diagrams are useful because they highlight several under-appreciated properties of the standard paradigm which have substantial impact on its predictions for high redshift evolution.

## 2 The key formulae

Following common practice, we define the characteristic properties of a dark halo within a sphere of radius $`r_{200}`$ chosen so that the mean enclosed density is 200 times the mean cosmic value $`\overline{\rho }`$. (Note that other authors often use $`r_{200}`$ to denote the radius within which the mean density is 200 times the critical value.) With this definition, the mass and circular velocity of the halo are related to $`r_{200}`$ by

$$r_{200}=\left[\frac{GM}{100\mathrm{\Omega }_\mathrm{m}(z)H^2(z)}\right]^{1/3},\text{and}V_c=\left(\frac{GM}{r_{200}}\right)^{1/2},$$
(1)
where $`H(z)`$ is Hubble’s constant at redshift $`z`$, and $`\mathrm{\Omega }_\mathrm{m}(z)=\mathrm{\Omega }_{\mathrm{CDM}}(z)+\mathrm{\Omega }_\mathrm{B}(z)`$ is the corresponding density parameter of non-relativistic matter. These quantities are related to their present-day values by

$$H(z)=H_0E(z)\text{and}\mathrm{\Omega }_\mathrm{m}(z)=\frac{\mathrm{\Omega }_{\mathrm{m},0}(1+z)^3}{E^2(z)},$$
(2)
where

$$E(z)=\left[\mathrm{\Omega }_{\mathrm{\Lambda },0}+(1\mathrm{\Omega }_0)(1+z)^2+\mathrm{\Omega }_{\mathrm{m},0}(1+z)^3\right]^{\frac{1}{2}}.$$
(3)
We define the characteristic or ‘virial’ temperature of the halo to be

$$T=\frac{\mu V_c^2}{2k}=3.6\times 10^5\left[\frac{V_c}{100\mathrm{k}\mathrm{m}\mathrm{s}^1}\right]^2\mathrm{K},$$
(4)
where $`\mu 0.6m_\mathrm{p}`$ (with $`m_\mathrm{p}`$ being the proton mass) is the mean molecular weight. Notice that even in equilibrium the actual temperature of gas within the halo will differ from this virial temperature by a factor of order unity which depends on the halo’s detailed internal structure. For a given mass we also use the current mean density of the Universe $`\overline{\rho }_0`$ to define a radius

$$R(M)\left(\frac{3M}{4\pi \overline{\rho }_0}\right)^{1/3},$$
(5)
which is the Lagrangian radius of the halo at the present time. Note that $`M`$ and $`R`$ are equivalent for a given cosmology.

In a Gaussian density field, the statistical properties of dark matter haloes of mass $`M`$ depend on redshift and on

$$\sigma ^2(R)=\frac{1}{2\pi ^2}_0^{\mathrm{}}k^3P(k)\stackrel{~}{W}^2(kR)\frac{\mathrm{d}k}{k},$$
(6)
where $`\stackrel{~}{W}(x)=3(\mathrm{sin}kRkR\mathrm{cos}kR)/(kR)^3`$ is the Fourier transform of a spherical top-hat filter with radius $`R`$, and $`P(k)`$ is the power spectrum of density fluctuations extrapolated to $`z=0`$ according to linear theory. Assuming $`\mathrm{\Omega }_{\mathrm{B},0}\mathrm{\Omega }_{\mathrm{CDM},0}`$, the CDM power spectrum can be approximated by

$$P(k)kT^2(k),$$
(7)
where we assume $`n=1`$ and $`T(k)`$, the transfer function representing differential growth since early times, is

$$T(k)=\frac{\mathrm{ln}(1+2.34q)}{2.34q}\left[1+3.89q+(16.1q)^2+(5.46q)^3+(6.71q)^4\right]^{1/4},$$
(8)
with $`q=k/[(\mathrm{\Omega }_{\mathrm{CDM},0}+\mathrm{\Omega }_{\mathrm{B},0})h^2\mathrm{Mpc}^1]`$ (Bardeen et al. 1986).

According to the argument first given by Press & Schechter (1974, hereafter PS), the abundance of haloes as a function of mass and redshift, expressed as the number of haloes per unit comoving volume at redshift $`z`$ with mass in the interval $`(M,M+dM)`$, may be written as

$$n(M,z)\mathrm{d}M=\sqrt{\frac{2}{\pi }}\frac{\overline{\rho }_0}{M}\frac{\mathrm{d}\nu }{\mathrm{d}M}\mathrm{exp}\left(\frac{\nu ^2}{2}\right)\mathrm{d}M.$$
(9)
Here $`\nu \delta _c/[D(z)\sigma (M)]`$, where $`\delta _c1.69`$ is a constant (we adopt $`\delta _c=1.69`$ throughout our discussion), and the growth factor for linear fluctuations can, following Carroll, Press & Turner (1992) be taken as $`D(z)=g(z)/[g(0)(1+z)]`$ with

$$g(z)\frac{5}{2}\mathrm{\Omega }_\mathrm{m}\left[\mathrm{\Omega }_\mathrm{m}^{4/7}\mathrm{\Omega }_\mathrm{\Lambda }+(1+\mathrm{\Omega }_\mathrm{m}/2)(1+\mathrm{\Omega }_\mathrm{\Lambda }/70)\right]^1,$$
(10)
and

$$\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\mathrm{m}(z),\mathrm{\Omega }_\mathrm{\Lambda }\mathrm{\Omega }_\mathrm{\Lambda }(z)=\frac{\mathrm{\Omega }_{\mathrm{\Lambda },0}}{E^2(z)}.$$
(11)
Press & Schechter derived the above mass function from the Ansatz that the fraction $`F`$ of all cosmic mass which at redshift $`z`$ is in haloes with masses exceeding $`M`$ is twice the fraction of randomly placed spheres of radius $`R(M)`$ which have linear overdensity at that time exceeding $`\delta _c`$, the value at which a spherical perturbation collapses. Since the linear fluctuation distribution is gaussian this hypothesis implies

$$F(>M,z)=\mathrm{erfc}\left(\frac{\nu }{\sqrt{2}}\right),$$
(12)
and equation (9) then follows by differentiation. Let us define a characteristic halo mass at each redshift, $`M_{}(z)`$, by $`\nu =1`$ \[i.e. by $`\sigma (M_{})=\delta _c/D(z)`$\]. Such haloes may be called $`1\sigma `$ haloes. In general, haloes with $`\nu =N`$ may be called $`\mathrm{N}\sigma `$ haloes. According to equation (12), the mass fractions in haloes more massive than the $`1\sigma `$, $`2\sigma `$ and $`3\sigma `$ levels are

$$F_{1\sigma }0.32,F_{2\sigma }0.046,F_{3\sigma }0.0027.$$
(13)
Numerical simulations show that although the scaling properties implied by the PS argument hold remarkably well for a wide variety of hierarchical cosmogonies, substantially better fits to simulated mass functions are obtained if the error function in equation (12) is replaced by a function of slightly different shape. Sheth & Tormen (1999) suggested the following modification of equation (9)

$$n(M,z)\mathrm{d}M=A\left(1+\frac{1}{\nu ^{2q}}\right)\sqrt{\frac{2}{\pi }}\frac{\overline{\rho }}{M}\frac{\mathrm{d}\nu ^{}}{\mathrm{d}M}\mathrm{exp}\left(\frac{\nu ^2}{2}\right)\mathrm{d}M,$$
(14)
where $`\nu ^{}=\sqrt{a}\nu `$, $`a=0.707`$, $`A0.322`$ and $`q=0.3`$. \[See Sheth, Mo & Tormen (2001) and Sheth & Tormen (2002) for a justification of this formula in terms of an ellipsoidal model for perturbation collapse.\] The fraction of all matter in haloes with mass exceeding $`M`$ can be obtained by integrating equation (14). To good approximation,

$$F(>M,z)0.4(1+\frac{0.4}{\nu ^{0.4}})\mathrm{erfc}\left(\frac{0.85\nu }{\sqrt{2}}\right)$$
(15)
in the range $`0.1<\nu <10`$. In this case,

$$F_{1\sigma }0.22,F_{2\sigma }0.047,F_{3\sigma }0.0055.$$
(16)
In a detailed comparison with a wide range of simulations, Jenkins et al. (2001) confirmed that this model is indeed a good fit provided haloes are defined at the same density contrast relative to the mean in all cosmologies. This is the reason behind our choice of definition for $`r_{200}`$ in equation (1).

Starting from an extension of the PS formalism due to Bond et al. (1991), Mo & White (1996) developed an analytic model for the spatial clustering of dark matter haloes which they tested extensively against large N-body simulations. They proved that at large separations the cross-correlation between haloes and mass is simply a constant $`b`$ times the autocorrelation of the mass. At any given redshift, this bias factor for haloes of mass $`M`$ can be written as

$$b(M,z)=1+\frac{\nu ^2(M,z)1}{\delta _c}.$$
(17)
\[Cole & Kaiser (1989) had derived this asymptotic formula earlier from a different but closely related argument based on the “peak-background split”.\] At large separation the halo-halo autocorrelation and the halo-mass cross-correlation are then just: $`\xi _{\mathrm{hh}}(r,z)=b^2(M,z)\xi _{\mathrm{mm}}(r,z)`$, $`\xi _{\mathrm{hm}}(r,z)=b(M,z)\xi _{\mathrm{mm}}(r,z)`$, where $`\xi _{\mathrm{mm}}(r,z)`$ is the autocorrelation of the mass at redshift $`z`$. For this same population of redshift $`z`$ haloes, a second bias factor defined in Mo & White (1996) is

$$b_0(M,z)=1+\frac{D(z)}{\delta _c}\left[\nu ^2(M,z)1\right].$$
(18)
This relates the autocorrelation of the $`z=0`$ descendants of the haloes (and their cross-correlation with mass) to the mass autocorrelation at $`z=0`$: $`\xi _{\mathrm{dd}}(r,0)=b_0^2(M,z)\xi _{\mathrm{mm}}(r,0)`$, $`\xi _{\mathrm{dm}}(r,0)=b_0(M,z)\xi _{\mathrm{mm}}(r,0)`$.

As first shown by Jing (1998), the original Mo & White formulae suffer from similar inaccuracies to the original PS mass function, and indeed the two discrepancies are closely related. More precise formulae can be obtained from the ellipsoidal collapse model:

$$b=1+\frac{1}{\delta _c}\left[\nu ^2+b\nu ^{2(1c)}\frac{\nu ^{2c}/\sqrt{a}}{\nu ^{2c}+b(1c)(1c/2)}\right],$$
(19)
$$b_0=1+\frac{D(z)}{\delta _c}\left[\nu ^2+b\nu ^{2(1c)}\frac{\nu ^{2c}/\sqrt{a}}{\nu ^{2c}+b(1c)(1c/2)}\right],$$
(20)
where $`\nu ^{}=\sqrt{a}\nu `$, $`a=0.707`$, $`b=0.5`$ and $`c=0.6`$ (Sheth, Mo & Tormen 2001). Numerical simulations show that both of these revisions are substantially more accurate than their spherical counterparts, especially for haloes with $`M<M_{}`$ (Jing 1998; Sheth & Tormen 1999; Casas-Miranda et al. 2002). In the next section, we will use the rms fluctuations in spheres of comoving radius $`8h^1\mathrm{Mpc}`$ as a measure of the strength of halo clustering. Thus we define

$$\mathrm{\Delta }_8(M,z)\overline{b}(M,z)\sigma _8D(z)\text{and}\mathrm{\Delta }_{8,0}(M,z)\overline{b}_0(M,z)\sigma _8,$$
(21)
to represent the clustering strength of haloes more massive than $`M`$ at redshift $`z`$ and that of their $`z=0`$ descendants respectively. The overbars on $`b`$ and $`b_0`$ in these two formulae represent the fact that the values given by equations (19) and (20) are averaged over the distribution of haloes more massive than $`M`$ at redshift $`z`$ \[i.e. using equation (14)\].

## 3 The clustering pattern

In this section we plot the halo abundances predicted by the analytic formulae given above for a version of the current “concordance” $`\mathrm{\Lambda }`$CDM model. Specifically we pick a model with $`\mathrm{\Omega }_{\mathrm{m},0}=0.3`$, $`\mathrm{\Omega }_{\mathrm{\Lambda },0}=0.7`$, $`h=0.7`$ and $`\sigma _8=0.9`$. We have chosen to show comoving abundance as a function of redshift for haloes with masses exceeding $`M(z)`$ for various definitions of the mass limit $`M(z)`$. We have found these plots to be particularly instructive, and by comparing them it is possible to read off a wide variety of halo properties as a function of redshift. In the following we will consider halo abundance as a function of halo mass, of total halo contribution to the cosmic density, of halo virial temperature, of halo clustering strength, and of the clustering strength of the present-day descendants of high redshift haloes.

### 3.1 Halo abundance as a function of mass

In Figure 1 we show the comoving abundance of haloes of given mass as a function of redshift for a wide range of halo masses. Plots of this kind have appeared before in the literature a number of times (e.g. Efstathiou & Rees 1988; Cole & Kaiser 1989). Our figure updates earlier versions in that it is appropriate for the currently popular model and it uses more accurate formulae (equation 14) than the Press-Schechter model used by previous authors. It is also required for comparison with the other plots we discuss below.

Figure 1 illustrates a number of well known properties of the standard $`\mathrm{\Lambda }`$CDM model. Haloes as massive as a rich galaxy cluster like Coma ($`M10^{15}\mathrm{M}_{}`$) have an average spacing of about $`100h^1`$Mpc today, but their abundance drops dramatically in the relatively recent past. By $`z=1.5`$ it is already down by a factor exceeding 1000, corresponding to a handful of objects in the observable Universe. The decline in the abundance of haloes with mass similar to that of the Milky Way ($`M10^{12}\mathrm{M}_{}`$) is much more gentle. By $`z=5`$ the drop is only about one order of magnitude. At the smallest masses shown ($`M10^7`$ to $`10^8\mathrm{M}_{}`$) there is little change in abundance over the full redshift range $`0<z<20`$ that we plot. Notice also that the abundance of such low mass haloes is actually declining slowly at low redshifts as members of these populations merge into larger systems faster than new members are formed. It is interesting that haloes of mass $`10^9\mathrm{M}_{}`$ are as abundant at $`z=20`$ as $`L_{}`$ galaxies are today, and haloes of $`10^{10}\mathrm{M}_{}`$ are as abundant as present-day rich galaxy clusters. Thus a significant population of relatively massive objects could, in principle, be present even at these early times.

### 3.2 The cosmic mass fraction in massive haloes

For the upper left plot of Figure 2 we have used equation (15) to compute lower mass limits $`M(z)`$ such that the halo population contains a given fixed fraction of all cosmic mass. As noted in Section 2, for our “improved” Press-Schechter models haloes corresponding to $`>1\sigma `$ and $`>2\sigma `$ initial fluctuations contain 0.22 and 0.047 of the cosmic mass respectively, independent of redshift. By our conventions, the $`1\sigma `$ limiting mass is defined as $`M_{}`$, the characteristic mass of clustering. By comparing the $`1\sigma `$ line in Figure 2 with the constant mass lines copied over from Figure 1, one can see that $`M_{}`$ drops from just over $`10^{13}\mathrm{M}_{}`$ at the present day to just below $`10^7\mathrm{M}_{}`$ at $`z=6`$.

From the redshift zero axis on this same plot, we can see that one percent of all mass today is in objects more massive than $`10^{15}\mathrm{M}_{}`$, ten percent is in objects more massive than $`10^{14}\mathrm{M}_{}`$, but more than half is in objects less massive than $`10^{10}\mathrm{M}_{}`$, one percent of the halo mass of the Milky Way. According to our standard model, the mass of the Universe is currently distributed over objects with an extremely wide range of masses. The predicted distribution of the lower half of the mass is actually very uncertain, since use of our formulae in this regime would involve extrapolation far below the limits for which they have been tested against $`N`$-body simulations (see Jenkins et al. 2001). For this reason we do not give curves for mass fractions above 0.5.

At redshift 5 just under one percent of all matter is in haloes more massive than that of the Milky Way, but by redshift 10 this fraction has dropped to $`10^6`$. At redshift 10 there is, nevertheless, still one percent of all matter in haloes more massive than about $`10^{10}\mathrm{M}_{}`$ and five percent in haloes more massive than about $`10^8\mathrm{M}_{}`$. By redshift 20 only about $`10^3`$ of all matter is in haloes more massive than $`10^8\mathrm{M}_{}`$ and only about $`10^6`$ in haloes more massive than $`10^{10}\mathrm{M}_{}`$.

### 3.3 Halo abundance as a function of temperature

Because we define the boundary of our haloes at fixed overdensity relative to the cosmic mean, the mass we assign to a given dark halo will vary with redshift even in the absence of evolution. This is actually quite a strong effect. For example, we would assign an order of magnitude smaller mass to a halo like the Milky Way’s at redshift 5 than at the present day, even if its density profile was unchanged. As a result, and also because both the ionisation and the cooling of diffuse gas within a halo depend primarily on its temperature, it is often more helpful to study the abundance of haloes as a function of characteristic temperature (or equivalently of characteristic circular velocity) rather than of mass. We give the relationship between these quantities in equations (1) and (4) above, and we compare the evolution of halo abundance at fixed temperature to that at fixed mass in the upper right panel of Figure 2. Again, we are not the first to make such abundance evolution plots, but the current plots update earlier versions by using more accurate formulae and the current “best bet” cosmological parameters.

The first point to note from this diagram is that made above – haloes of a given temperature correspond to different masses at different redshifts. Thus a $`10^6`$K halo (with $`V_c200`$km/s) has a mass of about $`2\times 10^{12}\mathrm{M}_{}`$ at the present day, but a mass of only $`2\times 10^{10}\mathrm{M}_{}`$ at $`z=20`$. Conversely, a $`2\times 10^{10}\mathrm{M}_{}`$ halo at $`z=0`$ has a temperature of only $`5\times 10^4`$K and so a circular velocity of only 36 km/s.

A second important point is that over a wide range of temperature the evolution of abundance with redshift is quite slow. Thus the abundance of haloes hotter than 1keV is approximately the same at $`z=3`$ as at $`z=0`$. Indeed, for temperature limits equal to or below the observed temperatures of Abell clusters ($`T5`$keV) the abundance of objects actually increases with increasing redshift away from $`z=0`$. An X-ray temperature-selected sample of galaxy clusters is expected to show little abundance evolution unless the temperature threshold for inclusion is quite high. For the characteristic temperature of the Milky Way’s halo, $`T10^6`$K corresponding to $`V_c200`$km/s, the abundance of systems at $`z=8`$ is about the same as it is at $`z=0`$. Apparently the formation of galaxies like our own could, in principle, start at very early times.

Infall onto haloes with characteristic temperatures greater than $`10^4`$K will produce strong enough shocks to ionise the infalling gas. As a result, atomic line cooling is expected to be efficient in such systems and to lead to condensation of dense gas at their centres, possibly with associated star formation. Figure 2 shows the abundance of such systems to be almost constant at $`n10h^3`$Mpc<sup>-3</sup> all the way from $`z=20`$ down to $`z=3`$. At $`z=15`$ about 1% of all matter is already in objects above the collisional ionization threshold, and by $`z=5`$ this fraction has climbed to about 20%. In the absence of effects other than cooling, roughly 1 and 20% of all baryons would be in dense systems by redshifts of 15 and 5 respectively, whereas current estimates suggest that this fraction is below 10% even at $`z=0`$ (Balogh et al. 2001). In fact, it has long been argued that radiative and hydrodynamic feedback must be associated with the formation of stars and active galactic nuclei, and that it must limit the condensation of gas within smaller haloes (White & Rees 1978; White & Frenk 1991; Efstathiou 1992).

According to the calculations of Gnedin (2000) for standard reionisation models, haloes with $`T10^5\mathrm{K}`$ are unable to trap, and therefore to cool, significant amounts of diffuse photoionised gas at low redshifts ($`z5`$). Since reionisation is known to have occurred before $`z=6`$, Figure 2 suggests that more than half of all baryons were never part of a halo in which cooling was efficient. These baryons must currently reside in a diffuse intergalactic medium (see Cen & Ostriker 1999).

### 3.4 Halo clustering

As noted in Section 2 we have decided to characterise the clustering of haloes as a function of mass and redshift using $`\mathrm{\Delta }_8(M,z)`$ the rms overdensity in the number of haloes more massive than $`M`$ at redshift $`z`$ after smoothing with a spherical top-hat filter of comoving radius $`8h^1`$Mpc. This measure is convenient to calculate and has become traditional because it is close to unity for moderately bright galaxies in the present Universe. The theory of Mo & White (1996), as corrected empirically by Jing (1998) and Sheth & Tormen (1999), shows that at each redshift and for halo masses below $`M_{}`$, the value of $`\mathrm{\Delta }_8(M,z)`$ varies little with $`M`$ and is just below $`D(z)\sigma _8`$, the corresponding mass density fluctuation. For halo masses above $`M_{}(z)`$ the value of $`\mathrm{\Delta }_8`$ increases rapidly with $`M`$ \[see equations (19) and (21)\].

The lower left panel of Figure 2 shows the abundance-redshift relation for haloes more massive than $`M(z)`$ chosen so that $`\mathrm{\Delta }_8`$ takes specific values, given as labels beside each curve. From the $`y`$-axis of this plot we see that no halo population in the present Universe has $`\mathrm{\Delta }_8<0.5`$, that haloes more massive than $`M_{}`$ currently have $`\mathrm{\Delta }_81.2`$, and that rich galaxy clusters at $`z=0`$ have $`\mathrm{\Delta }_83`$. The locus of $`M_{}`$ haloes is clearly visible in this plot joining the points of maximum curvature on each of the constant $`\mathrm{\Delta }_8`$ curves. (Compare with the $`1\sigma `$ curve in the upper left panel of Figure 2.)

A striking feature of this clustering plot is the weak dependence of clustering strength on redshift for haloes more massive than $`M_{}(z)`$. In this regime the increase in bias with increasing redshift compensates for the decreasing clustering strength of the underlying mass distribution. Thus haloes with the abundance of $`L_{}`$ galaxies, $`n10^3h^3\mathrm{Mpc}^3`$, have $`\mathrm{\Delta }_80.9`$ for all $`z<10`$. Over this redshift range their mass drops from about $`10^{13}\mathrm{M}_{}`$ at $`z=0`$ to about $`10^{11}\mathrm{M}_{}`$ at $`z=10`$. It is interesting that their clustering strength is close to that measured at $`z3`$ for the “Lyman break” galaxy population identified by Steidel et al (1996; see also Adelberger et al. 1998) which indeed has a comoving number density of about $`0.001h^3\mathrm{Mpc}^3`$. This has led many authors, beginning with Mo & Fukugita (1996), to speculate that Lyman break galaxies may be the central objects of $`z3`$ haloes and that their UV luminosity may correlate well with their halo mass. The halo mass of a Lyman break galaxy at $`z3`$ can then be read off from Figure 2; it is $`M10^{12}\mathrm{M}_{}`$. Clearly a more detailed study of the clustering of high redshift galaxies should provide detailed information about how the masses of the haloes they inhabit are related to their observable properties (Baugh et al. 1998; Mo, Mao & White 1999; Somerville, Primack & Faber 2001; Wechsler et al 2001; Shu, Mao & Mo 2001).

Another surprising property of the clustering predictions is that haloes of given mass actually become more strongly clustered with increasing redshift once the mass chosen exceeds $`M_{}(z)`$. The same is also true, although more weakly so, for samples selected to a fixed virial temperature. Thus galaxy clusters selected to a fixed rest-frame X-ray temperature limit are expected to be equally clustered at $`z=1`$ and at $`z=0`$, while clusters selected to a given observed temperature limit will be substantially more clustered at the higher redshift. Relatively low mass haloes can be surprisingly strongly clustered even at very high redshift. For example, at $`z=20`$ haloes of mass above $`10^8\mathrm{M}_{}`$ have a virial temperature above $`2\times 10^4`$K, contain 0.1% of all matter, and have a clustering strength of $`\mathrm{\Delta }_80.4`$.

### 3.5 Clustering of the present-day remnants of high redshift haloes

One of the major puzzles in current astrophysics is the relation between the objects observed in the high redshift Universe and those around us today. Which present-day galaxies contain the stellar population we see forming in Lyman break galaxies? Which host the massive black holes which powered high redshift quasars? Where are the remnants of the very first stellar populations? How are the heavy elements they produced distributed through the present Universe? Our current understanding of where to look for such remnants comes primarily from simulations (Governato et al 1998; Cen & Ostriker 1999; White & Springel 2000; Kauffmann & Haehnelt 2001) but considerable intuition can also be gained from simpler analytic estimates of remnant clustering (Mo & Fukugita 1996). We illustrate this here using $`\mathrm{\Delta }_{8,0}(M,z)`$, the clustering strength of the present-day descendants of halos with mass greater than $`M`$ at redshift $`z`$. Note that this measure weights each descendant by the number of its high redshift progenitors.

In the lower right panel of Figure 2 we give abundance-redshift relations for haloes selected to mass limits $`M(z)`$ which give the specific values of $`\mathrm{\Delta }_{8,0}`$ listed against each curve. Along the $`z=0`$ axis the abundance-clustering strength relation in this plot is, of course, identical to that of the $`\mathrm{\Delta }_8`$ plot in the lower left panel. At higher redshifts $`\mathrm{\Delta }_{8,0}`$ exceeds $`\mathrm{\Delta }_8`$ everywhere as a result of the growth of clustering with time. The $`\mathrm{\Delta }_{8,0}=0.9`$ curve is close to the curve for $`F=0.22`$ in the top left panel; at each redshift $`1\sigma `$ haloes are unbiased relative to the mass, and their descendants remain unbiased as clustering evolves. Over most of our abundance-redshift plot, $`\mathrm{\Delta }_{8,0}`$ is substantially larger than 0.9, so that the the remnants of the relevant halo populations are more clustered today than the dark matter or than $`L_{}`$ galaxies. The descendants of $`z=3`$ halos with the abundance of Lyman break galaxies ($`n10^3h^3\mathrm{Mpc}^3`$) have $`\mathrm{\Delta }_{8,0}1.6`$, suggesting that the Lyman break systems have evolved preferentially into massive early-type galaxies (Mo & Fukugita 1996; Governato et al. 1998).

Bright quasars have now been seen to redshifts beyond 6. Their observed comoving number density is $`n4\times 10^8h^3\mathrm{Mpc}^3`$ at $`z3`$, and $`n2\times 10^9h^3\mathrm{Mpc}^3`$ at $`z6`$ (Fan et al. 2001). If we adopt a typical quasar lifetime at redshift $`z`$ of $`3\times 10^7[H_0/H(z)]`$ years (e.g. Kauffmann & Haehnelt 2000), the implied number density of host haloes is $`n10^5h^3\mathrm{Mpc}^3`$ at $`z3`$, and $`n10^{6.5}h^3\mathrm{Mpc}^3`$ at $`z6`$. From Figure 1 we see that the masses of such haloes are $`M10^{13}\mathrm{M}_{}`$, suggesting there will be no problem forming such luminous objects by the observed redshifts in our standard cosmology. At $`z3`$ these haloes have correlation strength $`\mathrm{\Delta }_81.5`$ corresponding to a comoving correlation length of about $`8h^1\mathrm{Mpc}`$ <sup>1</sup><sup>1</sup>1We have approximated the correlation function as $`\xi (r)\mathrm{\Delta }_8^2(r_0/r)^{1.8}`$, so that the correlation length is $`r_0\mathrm{\Delta }_8^{2/1.8}`$, where $`r_05h^1\mathrm{Mpc}`$ is the correlation length for the mass.. Their present-day descendants then have $`\mathrm{\Delta }_{8,0}2`$, or a correlation length about $`11h^1\mathrm{Mpc}`$. The predicted correlation lengths for the $`z6`$ quasars and their descendants are about $`11h^1\mathrm{Mpc}`$ and $`14h^1\mathrm{Mpc}`$ respectively. These $`z=0`$ correlation lengths are comparable to those of the most luminous elliptical galaxies in the present Universe. Such galaxies are indeed now thought to host the $`10^9\mathrm{M}_{}`$ black holes which must have powered these distant quasars (Gebhardt et al 2000; Ferrarese & Merritt 2000). Notice that our inferred clustering lengths are quite sensitive to the quasar lifetimes we assumed. A number of authors have pointed out that clustering can therefore constrain quasar lifetimes (La Franca, Andreani & Cristiani 1998; Fang & Jing 1998; Haehnelt, Natarajan & Rees 1998; Haiman & Hui 2001; Martini & Weinberg 2001; Kauffmann & Haehnelt 2001).

High-$`z`$ quasars are also expected to be strongly correlated with other objects at the same redshift. For example, at $`z6`$ the mean density enhancement of haloes with $`M10^{10}\mathrm{M}_{}`$ in an $`8h^1\mathrm{Mpc}`$ sphere surrounding a bright quasar is the product of the $`\mathrm{\Delta }_8`$ values for the two populations, i.e. about $`0.4\times 2=0.8`$. Such dense environments surrounding quasars may have important implications for the interpretation of quasar absorption spectra, in particular for the proximity effect or for the effective absorption optical depth of the foreground IGM.

As a final example of these clustering plots, we consider the distribution of the metals produced by the first generations of stars. Tegmark et al. (1997, see also Loeb & Barkana 2001 and references therein) showed that primordial gas in haloes with virial temperatures above $`3\times 10^3\mathrm{K}`$ can cool by molecular hydrogen and atomic line cooling at $`z20`$. Population III stars may form in such haloes, which would then begin ionising the intergalactic medium and polluting it with heavy elements. As one can see from Figure 2, just below 1 percent of the cosmic mass is already in such haloes at $`z20`$, and their clustering is already moderately strong, $`\mathrm{\Delta }_80.25`$. By redshift zero the metals produced by this population will have $`\mathrm{\Delta }_{8,0}1.15`$ and so will be as clustered as $`L_{}`$ galaxies. By redshift 3 the clustering strength of these metals has already reached $`\mathrm{\Delta }_80.6`$. Thus the metallicity distribution in the gas probed by observed Lyman $`\alpha `$ forest is predicted to be highly inhomogeneous even if enrichment is due to Population III objects burning at early times. \[These various clustering strengths can be read off Figure 2 as follows. The upper left panel gives $`n10^2h^3\mathrm{Mpc}^3`$ as the abundance of objects at $`z=20`$ with a virial temperature above $`3\times 10^3`$K. The panels at lower left and lower right then give the clustering strength of these objects and of their $`z=0`$ descendants respectively. The clustering strength of the $`z=3`$ descendants is obtained by following the $`\mathrm{\Delta }_{8,0}=1.15`$ line in the bottom left panel from $`z=20`$ down to $`z=3`$ where it corresponds to $`n10^{1.5}h^3\mathrm{Mpc}^3`$. The appropriate clustering strength $`\mathrm{\Delta }_80.6`$ is then read off from the bottom left panel.\]

## 4 Concluding words

Throughout this paper we have discussed a single version of the current standard $`\mathrm{\Lambda }`$CDM model, but the formulae given in Section 2 are complete enough that the reader can easily produce modified versions of our plots for other choices of the cosmological parameters. These can be useful for understanding whether the abundance and clustering of a population of interest may be sensitive to the particular cosmological context in which it is evolving. We have given examples of applications to galaxy clusters, to Lyman break galaxies, to quasars, and to the enrichment of the intergalactic gas by high redshift Population III stars. Other applications are possible, but these already illustrate how the observed abundance and clustering of a population can be used to infer the masses of the dark haloes in which it is embedded. Even for the “standard” model we have studied, a number of the properties evident from our plots seem at first sight to be counter-intuitive or surprising. We have found this graphical presentation of the model properties to be surprisingly useful, and we hope that others will also.