text:
# 1 Introduction

## 1 Introduction

It was recently discovered by Baik, Deift and Johansson  that the asymptotic distribution of the length of the longest increasing subsequence in a permutation chosen uniformly at random from $`S_n`$, properly centred and normalised, is the same as the asymptotic distribution of the largest eigenvalue of an $`n\times n`$ GUE random matrix, properly centred and normalised, as $`n\mathrm{}`$. This distribution had earlier been identified by Tracy and Widom  in the random matrix context, and it is now known as the Tracy-Widom law.

The length of the longest increasing subsequence in a random permutation can be thought of as a ‘last-passage time’ for a certain directed percolation problem on the plane; this directed percolation problem is closely related to the one-dimensional totally asymmetric exclusion process (with low density of particles travelling at high speed) or equivalently, an infinite series of $`M/M/1`$ queues in tandem (with low density of customers and high service rates). On the other hand, the eigenvalues of a GUE random matrix of dimension $`n`$ have the same law as the positions, after a unit length of time, of $`n`$ independent standard Brownian motions started from the origin and conditioned (in the sense of Doob) never to collide. These remarks are for the purpose of convincing the reader that there might be some interesting connections between random matrices, non-colliding processes and queues. Indeed there are, and that is the topic of this paper.

Let us concentrate on the following, more exact, connection between directed percolation and random matrices which was more recently observed by Baryshnikov  and Gravner, Tracy and Widom . Let $`B=(B_1,\mathrm{},B_n)`$ be a standard $`n`$-dimensional Brownian motion, and write $`B(s,t)=B(t)B(s)`$ for $`s<t`$.

###### Theorem 1

\[Baryshnikov; Gravner-Tracy-Widom\] The random variable

$$M_n=\underset{0s_1\mathrm{}s_{n1}1}{sup}\left\{B_n(0,s_1)+\mathrm{}+B_1(s_{n1},1)\right\},$$
(1)
has the same law as the largest eigenvalue of an $`n`$-dimensional GUE random matrix.

The proofs of this fact given in  and  are based on the Robinson-Shensted-Knuth (RSK) correspondence, and do not make use of the facts that

* $`M_n`$ has a queueing interpretation , and
* the largest eigenvalue of a GUE random matrix has an interpretation in terms of non-colliding Brownian motions .

In , a proof is given of a more general result which is based entirely on these interpretations. This more general result identifies a path-transformation $`\mathrm{\Gamma }_n(B)`$ of $`B`$, which has the same law as that of $`n`$ independent Brownian motions conditioned (in the sense of Doob) never to collide. This process, which we denote by $`\widehat{B}`$, is the eigenvalue process associated with Hermitian Brownian motion and $`\widehat{B}(1)`$ has the same distribution as the eigenvalues of an $`n`$-dimensional GUE random matrix . The transformed process $`\mathrm{\Gamma }_n(B)`$ has the property that its largest component at time $`1`$ is given by $`M_n`$, and so Theorem 1 follows.

At the heart of the proof, which will be outlined in this paper, is a celebrated theorem of classical queueing theory, which states that, in equilibrium, the output of a stable M/M/1 queue is Poisson. This result is usually attributed to Burke, who gave the first proof in 1956. In what follows, we shall also refer to it as an ‘output theorem’. It follows from the reversibility of the M/M/1 queue. There is an easy extension of this theorem, which can be proved by similar reversibility arguments; when phrased in the setting of ‘max-plus algebra’, this extension immediately yields the two-dimensional result. The result in higher dimensions is then obtained by considering a series of queues in tandem and applying an induction argument. The statement of Theorem 1 seems considerably less mysterious (to me at least!) in the setting of queues and non-colliding processes.

In the case $`n=2`$, the fact that $`\mathrm{\Gamma }_n(B)`$ and $`\widehat{B}`$ have the same law is equivalent to Pitman’s representation for the three-dimensional Bessel process. In the case $`n=3`$, it yields a representation for planar Brownian motion conditioned to stay forever in a wedge of angle $`\pi /3`$; a partial converse of this result was discovered earlier by Biane .

As we remarked above, the process $`\widehat{B}`$ has the same law as the eigenvalue process associated with Hermitian Brownian motion. Bougerol and Jeulin  have (independently) obtained a similar representation for this process, by completely different methods, which is also consistent with Theorem 1. Their results are presented in the more general setting of Brownian motion on symmetric spaces. The relationship between these two representations will be discussed elsewhere.

There are certain symmetries in the max-plus algebra which play a crucial role, and these symmetries also exist in other algebras, including the conventional algebra on the reals. As a consequence, there are analogues of these output theorems in many different settings, and it seems that there are some general phenomena at work. In all cases, symmetry and reversibility play a key role. We will present some of these examples and their implications.

We will also describe briefly how output theorems and the study of tandem systems can be used to obtain first order asymptotic results for various directed percolation and directed polymer models.

The outline of the paper is as follows. In the next section we present some background material on random matrices and non-colliding Brownian motions. In section 3 we give a precise statement of the representation theorem obtained in , and briefly discuss the special cases $`n=2`$ and $`n=3`$. In section 4 we describe the output theorem for the M/M/1 queue, how it is proved using reversibility, and how it can be extended using similar reversibility arguments. In section 5 we show how the extended version of Burke’s theorem can be used to obtain a representation for non-colliding Poisson processes, and how the representation for non-colliding Brownian motions follows. In section 6 we discuss output theorems generally and give some examples. In section 7 we describe how output theorems can be used to obtain first order asymptotic results for various directed percolation and directed polymer models.

## 2 Random matrices and non-colliding Brownian motions

Recall that a $`n\times n`$ GUE random matrix $`A^{n\times n}`$ is constructed as follows: it is Hermitian, that is, $`A=A^{}(=(\overline{A})^t)`$; the entries $`\{A_{ij},ij\}`$ are independent; on the diagonal $`A_{ii}`$ are standard real normal random variables; below the diagonal, $`\{A_{ij},i<j\}`$ are standard complex normal random variables, that is, the real and imaginary parts of $`A_{ij}`$ are independent centered real normal random variables, each with variance $`1/2`$; above the diagonal we set $`A_{ji}=\overline{A}_{ij}`$. Here, $`\overline{z}=xiy`$ denotes the complex conjugate of $`z=x+iy`$. The joint density (with respect to Lebesgue measure on $`^n`$) of the eigenvalues of $`A`$ is given by Weyl’s formula (see, for example, ):

$$f_{GUE}(\lambda _1,\mathrm{},\lambda _n)=Z^1\underset{ij}{}(\lambda _i\lambda _j)\underset{i}{}\mathrm{exp}(\lambda _i^2/2),$$
(2)
where $`Z=(2\pi )^{n/2}_{j=1}^{n1}j!`$.

This distribution has an interpretation in terms of non-colliding Brownian motions. The (Vandermonde) function $`h`$ defined by

$$h(x)=\underset{i<j}{}(x_jx_i)$$
(3)
is harmonic on $`^n`$, and moreover, is a strictly positive harmonic function for Brownian motion killed when it exits the Weyl chamber

$$W=\{x^n:x_1<x_2<\mathrm{}<x_n\}.$$
(4)
For $`x^n`$, let $`_x`$ denote the law of $`B`$ started at $`x`$; for $`xW`$, let $`\widehat{}_x`$ denote the law of the $`h`$-transform of $`B`$ started at $`x`$, where $`h`$ is given by (3). The laws $`\widehat{}_x`$ and $`_x`$ are related as follows. If $`T`$ denotes the first exit time of $`B`$ from $`W`$, and $`_t`$ the natural filtration of $`B`$, then for $`A_t`$,

$$\widehat{}_x(A)=𝔼_x\left(\frac{h(B_t)}{h(x)}1_{A\{T>t\}}\right).$$
(5)
It is well-known, and easy to check using the Karlin-MacGregor formula (see, for example, ) that

$$\underset{Wx0}{lim}\widehat{}_x(X_tdy)=C_th(y)^2_0(X_tdy),$$
(6)
where

$$C_t=\left[t^{n(n1)/2}\underset{j=1}{\overset{n1}{}}j!\right]^1$$
(7)
is a normalisation constant. Note that the RHS of (6) is equal to $`f_{GUE}(y)`$ when $`t=1`$.

There is a more sophisticated connection at the process level. Note that we can define the law $`\widehat{}_{0+}`$, for $`A𝒯_t=\sigma (B_u,ut)`$, $`t>0`$, by

$$\widehat{}_{0+}(A)=_0\left[C_th(B_t)^2\widehat{}_{B_t}(\theta _tA)\right],$$
(8)
where $`\theta `$ is the shift operator (so that $`\theta _tA𝒯_0`$). The fact that this is well-defined follows from (6). Now, Hermitian Brownian motion is constructed in the same way as a GUE random matrix, but with Brownian motions instead of normal random variables. It is a fact that the law of process of eigenvalues of Hermitian Brownian motion is given by $`\widehat{}_{0+}`$ (see, for example, ).

For related work on non-colliding diffusions and random matrices, see , and references therein.

## 3 A generalisation of Theorem 1

Let $`D_0(_+)`$ denote the space of cadlag paths $`f:_+`$ with $`f(0)=0`$. For $`f,gD_0(_+)`$, define $`fgD_0(_+)`$ and $`fgD_0(_+)`$ by

$$(fg)(t)=\underset{0st}{inf}[f(s)+g(t)g(s)],$$
(9)
and

$$(fg)(t)=\underset{0st}{sup}[f(s)+g(t)g(s)].$$
(10)
Unless otherwise deleniated by parentheses, the default order of operations is from left to right; for example, when we write $`fgh`$, we mean $`(fg)h`$. Define a sequence of mappings $`\mathrm{\Gamma }_k:D_0(_+)^kD_0(_+)^k`$ by

$$\mathrm{\Gamma }_2(f,g)=(fg,gf),$$
(11)
and, for $`k>2`$,

$`\mathrm{\Gamma }_k(f_1,`$ $`\mathrm{},f_k)=(f_1f_2\mathrm{}f_k,`$
$`\mathrm{\Gamma }_{k1}(f_2f_1,f_3(f_1f_2),\mathrm{},f_k(f_1\mathrm{}f_{k1}))).`$ (12)
The operations $``$ (and $``$) arise naturally in a queueing context; they can also be regarded as operator products in the min-plus (resp. max-plus) algebra. We refer the reader to  for more about max-plus algebra and its applications.

Let $`\widehat{B}`$ be a realisation of $`\widehat{}_{0+}`$, as defined in the previous section. Then the largest eigenvalue of a $`n\times n`$ GUE random matrix has the same law as $`\widehat{B}_n(1)`$, and Theorem 1 states that $`M_n`$ and $`\widehat{B}_n(1)`$ have the same law.

Now observe that, if $`\mathrm{\Gamma }_n(B)_1`$ denotes the first component in the $`n`$-dimensional process $`\mathrm{\Gamma }_n(B)`$, then

$`\mathrm{\Gamma }_n(B)_1(t)`$ $`=`$ $`(B_1\mathrm{}B_n)(t)`$ (13)
$`=`$ $`\underset{0s_1\mathrm{}s_{n1}t}{inf}\left\{B_{(0,s_1)}^{(1)}+\mathrm{}+B_{(s_{n1},t)}^{(n)}\right\};`$ (14)
thus, by symmetry, Theorem 1 states that $`\mathrm{\Gamma }_n(B)_1(1)`$ has the same law as the smallest eigenvalue of an $`n`$-dimensional GUE random matrix or, equivalently, the random variable $`\widehat{B}_1(1)`$. We remark that, although it is not immediately obvious, it can also be shown that

$$\mathrm{\Gamma }_n(B)_n=B_n\mathrm{}B_1,$$
(15)
from which it also follows that $`M_n=\mathrm{\Gamma }_n(B)_n(1)`$ has the same law as $`\widehat{B}_n(1)`$. In fact :

###### Theorem 2

The processes $`\mathrm{\Gamma }_n(B)`$ and $`\widehat{B}`$ have the same law.

The proof of this identity in law, given in , is based on an extension of the output theorem for a stable $`M/M/1`$ queue in equilibrium, and certain related symmetries in the max-plus algebra.

In the next section we discuss the output theorem for M/M/1 queues. In Section 5 we show how one can deduce the analogue of Theorem 2 for non-colliding Poisson processes. This is first done in the case of unequal rates, where the non-collision conditioning is non-singular. The case of equal rates follows, and it is then purely a technical exercise to apply Donsker’s theorem and recover the Brownian version. We remark that the Poisson case with equal rates is interesting in its own right, as it is closely related to the Charlier orthogonal polynomial ensemble.

As we remarked in the introduction, the case $`n=2`$ is equivalent to Pitman’s representation for the three-dimensional Bessel process, which states that, if $`X`$ is a standard one-dimensional Brownian motion and $`M(t)=\mathrm{max}_{0<s<t}X(t)`$, then $`2MX`$ is a three-dimensional Bessel process. The three-dimensional Bessel process, being the $`h`$-transform of Brownian motion on $`_+`$ with $`h(x)=x`$, can also be interpreted as Brownian motion conditioned to stay positive. To see the connection, first note that in this case, $`R=(\widehat{B}_2\widehat{B}_1)/\sqrt{2}`$ is a three-dimensional Bessel process and $`(\widehat{B}_2+\widehat{B}_1)/\sqrt{2}`$ is a standard Brownian motion, independent of $`R`$. On the other hand,

$$\mathrm{\Gamma }_2(f,g)_2+\mathrm{\Gamma }_2(f,g)_1=g+f,$$

and

$$\mathrm{\Gamma }_2(f,g)_2\mathrm{\Gamma }_2(f,g)_1=gffg=2mx,$$

where $`x=gf`$ and $`m(t)=\mathrm{max}_{0<s<t}x(s)`$.

We now consider the statement of Theorem 2 in the case $`n=3`$. In this case Brownian motion in the Weyl chamber

$$W_3=\{x^3:x_1<x_2<x_3\}$$

can be mapped onto Brownian motion in a cone of angle $`\pi /3`$ on the plane. Let

$$C=\{z:|\mathrm{arg}z|<\pi /6\},$$

and define $`\varphi :W_3C`$ by

$$\varphi (x_1,x_2,x_3)=(\frac{x_3x_1}{\sqrt{2}},\frac{2x_2x_1x_3}{2\sqrt{3}}).$$

If $`B`$ is a standard Brownian motion in $`^3`$, then $`\varphi (B)`$ is a standard Brownian motion in $``$, and moroever, $`\varphi (W_3)=C`$ (see, for example, ). It therefore follows from Theorem 2 that $`\varphi (\mathrm{\Gamma }_3(B))`$ is a Brownian motion conditioned (in the sense of Doob) to stay in $`C`$ forever. As remarked by Biane , there is only one way to condition on this event.

In fact, Biane  proved that, if $`X`$ is a standard Brownian motion in $``$ conditioned to stay in $`C`$ forever, and $`J_t=inf_{u>t}X(u)`$, then $`\mathrm{}(3JX)`$ is a standard one-dimensional Brownian motion. Thus, if we set $`X=\varphi (\mathrm{\Gamma }_3(B))`$, then $`\mathrm{}(3JX)`$ is a standard one-dimensional Brownian motion. The expression $`\mathrm{}(3JX)`$ can be simplified considerably, but I do not see how to write it as a linear function of $`B`$; thus, it is not clear at this point how to recover Biane’s result directly from Theorem 2.

## 4 An extension of Burke’s theorem

The stationary M/M/1 queue can be constructed as follows. Let $`A`$ and $`S`$ be independent Poisson processes on $``$ with respective intensities $`0<\lambda <\mu `$. For intervals $`I`$, open, half-open or closed, we will denote by $`A(I)`$ the measure of $`I`$ with respect to $`dA`$; for $`I=(0,t]`$ we will simply write $`A(t)`$, with the convention that $`A(0)=0`$. Similarly for $`S`$ and any other point process we introduce. For $`t`$, set

$$Q(t)=\underset{st}{sup}[A(s,t]S(s,t]]^+,$$
(16)
and for $`s<t`$,

$$D(s,t]=A(s,t]+Q(s)Q(t).$$
(17)
In the language of queueing theory, $`A`$ is the arrivals process, $`S`$ is the service process, $`Q`$ is the queue-length process, and $`D`$ is the departure process. With this construction it is also natural (and indeed very important for what follows) to define the unused service process by

$$U=SD.$$
(18)
We will use the following notation for reversed processes. For a point process $`X`$, the reversed process $`\overline{X}`$ is defined by $`\overline{X}(s,t)=X(t,s).`$ The reversed queue-length process $`\overline{Q}`$ is defined to be the right-continuous modification of $`\{Q(t),t\}`$.

Burke’s theorem states that $`D`$ is a homogeneous Poisson process with intensity $`\lambda `$. On a historical note, this fact was anticipated by O’Brien  and Morse , and proved in 1956 by Burke . Independently, it was also proved by Cohen . In 1957, Reich  gave the following very elegant proof which uses reversibility. The process $`Q`$ is reversible (in fact, all stationary birth and death processes are reversible). It follows that the joint law of $`A`$ and $`D`$ is the same as the joint law of $`\overline{D}`$ and $`\overline{A}`$. In particular, $`\overline{D}`$, and hence $`D`$, is a Poisson process with intensity $`\lambda `$.

Burke also proved that, for each $`t`$, $`\{D(s,t],st\}`$ is independent of $`Q(t)`$. This property is now called quasi-reversibility. Note that it also follows from Reich’s reversibility argument. Discussions on Burke’s theorem and related material can be found in the books of Brémaud , Kelly  and Robert .

Set

$$T=A+U.$$
(19)
###### Theorem 3

The point processes $`D`$ and $`T`$ are independent Poisson processes with respective intensities $`\lambda `$ and $`\mu `$.

Proof. First note that, given $`Q`$, $`U`$ is a homogeneous Poisson process with intensity $`\mu `$ on the set $`I=\{s:Q(s)=0\}`$, and if we let $`V`$ be another Poisson process with intensity $`\mu `$ on the complement of $`I`$, which is conditionally independent of $`U`$ given $`Q`$, then (unconditionally) $`N=U+V`$ is a homogeneous Poisson process with intensity $`\mu `$ on $``$ which is independent of $`Q`$. Now, $`(A,S)`$ can be written as a simple function of $`(Q,N)`$, $`(A,S)=\phi (Q,N)`$ say. By construction, we have $`(\overline{D},\overline{T})=\phi (\overline{Q},\overline{N})`$. Now we use the reversibility of $`Q`$ and $`N`$ to deduce that $`(\overline{D},\overline{T})`$, and hence $`(D,T)`$, has the same law as $`(A,S)`$, as required. $`\mathrm{}`$

Note that

$$Q(t)=\underset{u>t}{sup}[D(t,u)T(t,u)].$$
(20)
We also have, on $`\{Q(0)=0\}`$,

$$\{(D(t),T(t)),t0\}=\{\mathrm{\Gamma }_2(A,S)(t),t0\}.$$
(21)
Theorem 3 has the following multi-dimensional extension, which relates to a sequence of M/M/1 queues in tandem. Let $`A,S_1,\mathrm{},S_n`$ be independent Poisson processes with respective intensities $`\lambda ,\mu _1,\mathrm{},\mu _n`$, and assume that $`\lambda <\mathrm{min}_{in}\mu _i`$. Set $`D_0=A`$ and, for $`k1`$, $`t`$, set

$$Q_k(t)=\underset{st}{sup}[D_{k1}(s,t]S_k(s,t]]^+,$$
(22)
and for $`s<t`$,

$$D_k(s,t]=D_{k1}(s,t]+Q_k(s)Q_k(t),$$
(23)
$$T_k(s,t]=S_k(s,t]Q_k(s)+Q_k(t).$$
(24)
###### Theorem 4

The point processes $`D_n,T_1,\mathrm{},T_n`$ are independent Poisson processes with respective intensities $`\lambda ,\mu _1,\mathrm{},\mu _n`$.

Proof. By Theorem 3, $`D_1,T_1`$ and $`S_2`$ are independent Poisson processes with respective intensities $`\lambda ,\mu _1`$ and $`\mu _2`$. Applying Theorem 3 again we see that $`D_2`$ and $`T_2`$ are independent Poisson processes with respective intensities $`\lambda `$ and $`\mu _2`$, and since $`D_2`$ and $`T_2`$ are determined by $`D_1`$ and $`S_2`$ they are independent of $`T_1`$. Thus $`D_2,T_1,T_2`$ and $`S_3`$ are independent Poisson processes with respective intensities $`\lambda ,\mu _1,\mu _2`$ and $`\mu _3`$. And so on. The condition $`\lambda <\mathrm{min}_{in}\mu _i`$ ensures that this procedure is well-defined. $`\mathrm{}`$

By repeated iteration of (22) and (23), we obtain (almost surely)

$$Q_1(0)+\mathrm{}+Q_n(0)=\underset{s0}{sup}[\overline{A}(s)(\overline{S}_1\mathrm{}\overline{S}_n)(s)].$$
(25)
Remark. This formula, and variants of it, has been known for some time now. The first formula of this kind was observed by  and later extended in . Formulas of this kind can be used to compute first order asymptotics for directed percolation (and polymer) variables, following a program introduced by Seppäläinen  (see  for a survey). See also  for applications in a Brownian context. We give a brief outline of these ideas in Section 7.

Iterating (23) we obtain, for each $`kn`$,

$$D_k(t)+Q_1(t)+\mathrm{}+Q_k(t)=A(t)+Q_1(0)+\mathrm{}+Q_k(0).$$
(26)
We also have, by (20),

$$Q_k(t)=\underset{u>t}{sup}[D_k(t,u)T_k(t,u)].$$
(27)
Applying this repeatedly we obtain

$$Q_1(0)+\mathrm{}+Q_n(0)=\underset{t>0}{sup}[D_n(t)(T_1\mathrm{}T_n)(t)].$$
(28)
Note that, on $`\{Q_1(0)+\mathrm{}+Q_n(0)=0\}`$,

$$D_n(t)=(AS_1\mathrm{}S_n)(t),$$
(29)
and

$$T_k(t)=(S_k(AS_1\mathrm{}S_{k1}))(t),$$
(30)
for $`t0`$, $`kn`$.

## 5 Representations for non-colliding processes

We will start by showing how the two-dimensional analogue of Theorem 2 for Poisson processes is an immediate consequence of Theorem 3, the extension of Burke’s theorem given in the previous section, and the symmetry formula (20). As before, let $`A`$ and $`S`$ be Poisson processes with respective intensities $`\lambda `$ and $`\mu `$.

###### Theorem 5

The conditional law of $`\{(A(t),S(t)),t0\}`$ given that $`A(t)S(t)`$ for all $`t0`$ is the same as the unconditional law of $`\{\mathrm{\Gamma }_2(A,S)(t),t0\}`$.

Proof. By Theorem 3 and the formula (20), the conditional law of $`\{(A(t),S(t)),t0\}`$ given that $`A(t)S(t)`$ for all $`t0`$ is the same as the conditional law of $`\{(D(t),T(t)),t0\}`$ given that $`Q(0)=0`$. But when $`Q(0)=0`$, $`(D(t),T(t))=\mathrm{\Gamma }_2(A,S)(t)`$ for $`t0`$. Moreover, by (16) and the independence of increments of $`A`$ and $`S`$, $`\{\mathrm{\Gamma }_2(A,S)(t),t0\}`$ is independent of $`Q(0)`$. Therefore, the conditional law of $`\{(A(t),S(t)),t0\}`$ given that $`A(t)S(t)`$ for all $`t0`$ is the same as the unconditional law of $`\{\mathrm{\Gamma }_2(A,S)(t),t0\}`$, as required. $`\mathrm{}`$

Note that we can immediately deduce a discrete version of Pitman’s theorem, as follows. If we set $`X=SA`$, and $`M(t)=\mathrm{max}_{0st}X(s)`$, then $`X`$ is a simple random walk with positive drift, and the law of

$$2MX=\mathrm{\Gamma }_2(A,S)_2\mathrm{\Gamma }_2(A,S)_1$$

is the same as that of $`X`$ conditioned to stay non-negative.

Now let $`N^{(\mu )}=(N_1^{(\mu _1)},\mathrm{},N_n^{(\mu _n)})`$ be the counting functions of $`n`$ independent Poisson processes on $`_+`$ with respective intensities $`\mu _1<\mu _2<\mathrm{}<\mu _n`$. That is, $`N_k^{(\mu _k)}(t)`$ is the measure induced by the $`k^{th}`$ Poisson process on the interval $`(0,t]`$, with the convention that $`N_k^{(\mu _k)}(0)=0`$. The following result was obtained in .

###### Theorem 6

The conditional law of $`N^{(\mu )}`$, given that

$$N_1^{(\mu _1)}(t)\mathrm{}N_n^{(\mu _n)}(t),\text{ for all }t0,$$

is the same as the unconditional law of $`\mathrm{\Gamma }_n(N^{(\mu )})`$.

Proof. We prove this by induction on $`n`$; the proof for $`n=2`$ is given above. Assume that Theorem 3 is true as stated for a particular value of $`n`$, and moreover holds for any choice of $`\mu _1<\mathrm{}<\mu _n`$. In the above setting we have, by Theorem 4, that $`D_n,T_1,\mathrm{},T_n`$ are independent Poisson processes with respective intensities $`\lambda ,\mu _1,\mathrm{},\mu _n`$. Assume that $`\lambda <\mu _1<\mathrm{}<\mu _n`$. By the induction hypothesis, the conditional law of

$$\{(D_n(t),T_1(t),\mathrm{},T_n(t)),t0\},$$
(31)
given that $`T_1(t)\mathrm{}T_n(t)`$ for all $`t0`$, is the same as the (unconditional) law of

$$\{(D_n(t),\mathrm{\Gamma }_n(T_1,\mathrm{},T_n)(t)),t0\};$$
(32)
therefore, the conditional law of

$$\{(D_n(t),T_1(t),\mathrm{},T_n(t)),t0\},$$
(33)
given that $`D_n(t)T_1(t)\mathrm{}T_n(t)`$ for all $`t0`$, is the same as the conditional law of

$$\{(D_n(t),\mathrm{\Gamma }_n(T_1,\mathrm{},T_n)(t)),t0\},$$
(34)
given that $`D_n(t)(T_1\mathrm{}T_n)(t)`$ for all $`t0`$. But, by (28), this is precisely the condition that $`Q_1(0)+\mathrm{}+Q_n(0)=0`$ or, equivalently, $`Q_1(0)=\mathrm{}=Q_n(0)=0`$, and in this case we have, by (29) and (30),

$$(D_n(t),\mathrm{\Gamma }_n(T_1,\mathrm{},T_n)(t))=\mathrm{\Gamma }_{n+1}(A,S_1,\mathrm{},S_n)(t)$$
(35)
for $`t0`$; since this latter expression, by independence of increments, is independent of $`Q_1(0)+\mathrm{}+Q_n(0)`$, we are done. $`\mathrm{}`$

Now let $`N=(N_1,\mathrm{},N_n)`$ be a collection of independent unit-rate Poisson processes, with $`N(0)=(0,\mathrm{},0)`$. The function $`h`$ given by (3) is a strictly positive harmonic function for the restriction of the transition kernel of $`N`$ to the discrete Weyl chamber $`E=W^n`$. This is well-known to harmonic analysists; a proof is given in . (In fact, $`h`$ is harmonic for any random walk, or any Lévy process, with exchangeable increments, provided the required moments exist.) Let $`x^{}+\widehat{N}`$ be a realisation of the corresponding Doob $`h`$-transform, started at $`x^{}=(0,1,\mathrm{},n1)E`$ (so that $`\widehat{N}(0)=(0,\mathrm{},0)`$). Apart from providing a convenient framework in which to apply Donsker’s theorem and deduce Theorem 2 from Theorem 6, the process $`\widehat{N}`$ is interesting in its own right. In  it is shown that the random vector $`\widehat{N}(1)`$ is distributed according to the Charlier ensemble, a discrete orthogonal polynomial ensemble. That is,

$$P(\widehat{N}(t)=y)=C_th(x^{}+y)^2P(N(t)=y),$$
(36)
where $`C_t`$ is the same (!) normalisation constant as in the Brownian case, given by (7). Thus, the next result, which follows from Theorem 6, yields a representation for the Charlier ensemble. For more on discrete orthogonal polynomial ensembles, see .

###### Theorem 7

The processes $`\widehat{N}`$ and $`\mathrm{\Gamma }_n(N)`$ have the same law.

Some elementary potential theory is needed to deduce this from Theorem 6, since the function $`h`$ is not the only positive harmonic function for the restriction of the transition kernel of $`N`$ to the discrete Weyl chamber $`E=W^n`$. We refer the reader to  for details of the proof, and to  for the necessary asymptotic analysis of the Green’s function. We remark that, for any $`y_+^n`$, the function defined by $`g_y(x)=\text{Schur}_x(y)`$ is a positive harmonic function for $`N`$ on $`E`$, and note that $`g_y`$ is a multiple of $`h`$ if all the components of $`y`$ are equal. This follows from the analysis of the Green’s function presented in  (alternatively it can be deduced from more general representation theoretic arguments, as in ).

Theorem 2 (the Brownian version) follows from Theorem 7 by careful application of Donsker’s theorem (see  for details).

The analogues of Theorems 6 and 7 for discrete-time walks are presented in ; in this case, replace ‘Poisson’ by ‘binomial’, ‘Charlier’ by ‘Krawtchouk’, and modify the definition of $`\mathrm{\Gamma }_n`$. The proofs are similar, but there are additional complications due to the fact that the walkers can jump simultaneously; the asymptotic analysis of the Green’s function is also more difficult in this case.

## 6 Output theorems generally

Theorem 3 seems to be a special case of a more general phenomenon. In this section we will present several examples of ‘output theorems’; in all cases, reversibility and symmetry play a key role.

The analogue of Theorem 3 holds for Brownian motions with drift. Suppose now that $`A`$ and $`S`$ are independent Brownian motions, indexed by $``$, with respective drifts $`\lambda <\mu `$. That is, for each $`s`$, $`\{A(s+t)A(s),t0\}`$ is a Brownian motion with drift $`\lambda `$. Set $`A(s,t)=A(t)A(s)`$, $`S(s,t)=S(t)S(s)`$,

$$Q(t)=\underset{st}{sup}[A(s,t)S(s,t)],$$

$$D(t)=A(t)+Q(0)Q(t),$$

$$T(t)=S(t)Q(0)+Q(t),$$

for $`t`$. Then the pair $`(D,T)`$ has the same law as $`(A,S)`$. Several proofs of this fact are given in ; an equivalent result was earlier presented in  (see below).

Note that Theorem 3 can also be stated as follows, by considering the process $`X=SA`$ and its transform $`\stackrel{~}{X}=TD`$.

###### Theorem 8

Let $`X`$ be a simple random walk (in continuous time) with positive drift, indexed by $``$, and set

$$Q(t)=\underset{\mathrm{}<s<t}{sup}X(s)X(t),$$

$$\stackrel{~}{X}(t)=X(t)+2[Q(t)Q(0)].$$

Then $`\stackrel{~}{X}`$ has the same law as $`X`$.

Note that, in this setting, the ‘symmetry formula’ (20) becomes

$$Q(t)=\underset{u>t}{sup}\stackrel{~}{X}(t)\stackrel{~}{X}(u).$$
(37)
Again, the Brownian version of this result holds: this was the Brownian version of Burke’s theorem presented in .

The analogue of Theorem 4 can also be shown to hold for Brownian motions with drifts, by exactly the same argument given in the proof of Theorem 4.

We will now describe some output theorems, which are completely analogous to those described above, but in the usual algebra (as opposed to the max-plus algebra). These were given in , and motivated by the recent extensions of Pitman’s $`2MX`$ theorem obtained by Matsumoto and Yor  in the context of exponential functionals of Brownian motion. In words, the analogues of Theorems 3 and 8 hold for Brownian motions if we replace ‘$`sup`$’ by ‘$`\mathrm{log}\mathrm{exp}`$’ in the definition of $`Q`$. More precisely, suppose that $`A`$ and $`S`$ are Brownian motions with respective drifts $`\lambda <\mu `$ and we set, for $`t`$,

$$Q(t)=\mathrm{log}_{\mathrm{}}^t\mathrm{exp}[A(s,t)S(s,t)]𝑑s$$

$$D(t)=A(t)+Q(0)Q(t),$$

$$T(t)=S(t)Q(0)+Q(t).$$

Then the pair $`(D,T)`$ has the same law as $`(A,S)`$. As discussed in , symmetry and reversibility play a big role here. In particular, the process $`Q`$ is reversible, and the analogue of the symmetry formula (37) holds:

$$Q(t)=\mathrm{log}_t^{\mathrm{}}\mathrm{exp}[D(t,u)T(t,u)]𝑑u.$$
(38)
Let us return to the max-plus version for a moment: intuitively, the statement of Theorem 3 can almost be seen as a direct consequence of the reversibility of the process $`Q`$ combined with the symmetry formula (20); the only thing which makes this difficult is the non-invertibility of the transformation. This problem does not exist in the usual algebra, and in fact the statement that $`(D,T)`$ has the same law as $`(A,S)`$ (when everything is defined using $`\mathrm{log}\mathrm{exp}`$) is actually equivalent to the statement that $`Q`$ is reversible. For a more precise statement of this equivalence, which holds quite generally, see . The version of Pitman’s $`2MX`$ theorem obtained in this context by Matsumoto and Yor  states that, if $`X`$ is a Brownian motion with drift and

$$2M(t)=\mathrm{log}_0^te^{2X(s)}𝑑s,$$

then $`2MX`$ is a certain diffusion process. Note that by following the arguments given at the start of the last section to deduce Pitman’s theorem for random walks from the output theorem 3, we can (formally) recover the Matsumoto-Yor representation and, moreover, see that, in some suitable sense, the law of the diffusion $`2MX`$ can be interpreted as the conditional law of $`X`$, given that

$$_0^{\mathrm{}}e^{2X(s)}𝑑s=1.$$

Similarly, the analogue of Theorem 4 can be shown to hold in the $`\mathrm{log}\mathrm{exp}`$-world for Brownian motions with drifts, by exactly the same extension argument given in the previous section. Note also that the arguments given in the proof of Theorem 6 can also be (formally) carried over to obtain a $`\mathrm{log}\mathrm{exp}`$-analogue of Theorem 2. This has the following form: define a mapping $`\mathrm{\Pi }_n`$ analogously with $`\mathrm{\Gamma }_n`$ but replacing $`sup`$ by $`\mathrm{log}\mathrm{exp}`$ (and $`inf`$ by $`\mathrm{log}\mathrm{exp}()`$), in the definitions of $``$ and $``$. Then, by these formal arguments, the law of $`\mathrm{\Pi }_n(B)`$ can be interpreted as the conditional law of $`B`$, given that

$$_0^{\mathrm{}}\mathrm{exp}[B_i(s)B_{i+1}(s)]𝑑s=1,$$

for each $`i=1,\mathrm{},n1`$.

In , the following non-Markovian version of Pitman’s theorem is obtained using similar ideas: reversibility arguments do not require the Markov property.

###### Theorem 9

Let $`(\xi _k,k0)`$ be a Markov chain on $`\{1,+1\}`$ with $`\xi _0=1`$ and transition probabilities $`P(\xi _{k+1}=1|\xi _k=1)=a`$ and $`P(\xi _{k+1}=1|\xi _k=1)=b<a`$. Set $`X_0=0`$, $`X_n=\xi _1+\mathrm{}+\xi _n`$ and $`M_n=\mathrm{max}_{0kn}X_k`$. The process $`2MX`$ has the same law as that of $`X`$ conditioned to stay non-negative.

The continuous analogue of the above theorem, with $`\xi `$ replaced by a zig-zag process, is also given in .

We end this section with one final example, quite different from the above, to give an indication of how generally these output theorems, and the corresponding representation theorems, hold. It is related to the first-order autoregressive process. Let $`(b_n,n)`$ be a sequence of independent standard normal random variables, and fix $`0<a<1`$. Consider the stationary process $`(X_n,n)`$ defined by $`X_n=_{j=0}^{\mathrm{}}a^jb_{nj}`$. Then $`X_{n+1}=aX_n+b_n`$ for all $`n`$. Now observe that, if we set

$$\widehat{b}_n=X_naX_{n+1},$$

then $`X_n=aX_{n+1}+\widehat{b}_n`$ and $`X_n=_{j=0}^{\mathrm{}}a^j\widehat{b}_{n+j}`$. Now, by the symmetry of this construction, and the fact that the process $`X`$ is reversible, we see that:

###### Theorem 10

The sequences $`b`$ and $`\widehat{b}`$ have the same law; that is, $`(\widehat{b}_n,n)`$ is a sequence of independent standard normal random variables.

This is the output theorem. For the analogue of Pitman’s theorem in this case, set $`Y_0^{(x)}=x`$ and, for $`n0`$, $`Y_{n+1}^{(x)}=aY_n^{(x)}+b_n`$,

$$d_n^{(x)}=Y_n^{(x)}aY_{n+1}^{(x)}.$$

Consider the conditional law of $`(b_n,n0)`$ given that $`_{n=0}^{\mathrm{}}a^nb_n=x`$. (It is easy to see that this is well-defined.) From the output theorem, and the symmetry formula $`X_0=_{n=0}^{\mathrm{}}a^n\widehat{b}_n`$, this is the same as the law of $`(\widehat{b}_n,n0)`$ given that $`X_0=x`$. But, when $`X_0=x`$, $`\widehat{b}_n=d_n^{(x)}`$ and, moreover, $`(d_n^{(x)},n0)`$ is independent of $`X_0`$; it follows that

###### Theorem 11

The law of the sequence $`(d_n^{(x)},n0)`$ is the same as the conditional law of $`(b_n,n0)`$ given that $`_{n=0}^{\mathrm{}}a^nb_n=x`$.

## 7 First-order asymptotics for directed percolation and directed polymers

The formula

$$Q_1(0)+\mathrm{}+Q_n(0)=\underset{s0}{sup}[\overline{A}(s)(\overline{S}_1\mathrm{}\overline{S}_n)(s)],$$
(39)
introduced in Section 4, is very useful for computing first-order asymptotic results for directed percolation variables.

In Section 4, $`A,S_1,\mathrm{},S_n`$ are independent Poisson processes with respective rates $`\lambda ,\mu _1,\mathrm{},\mu _n`$, with $`\lambda <\mathrm{min}_i\mu _i`$. In this case, the random variables $`Q_i(0)`$ are independent and geometrically distributed with respective parameters $`\lambda /\mu _i`$. Assume $`\lambda <1`$. If we let $`\mu _i=1`$, for each $`i`$, and divide (39) by $`n`$, we can (in principle) let $`n\mathrm{}`$ to obtain:

$$\frac{\lambda }{1\lambda }=\underset{x>0}{sup}[\lambda x\gamma (x)],$$
(40)
where, almost surely,

$$\gamma (x)=\underset{n\mathrm{}}{lim}\frac{1}{n}(S_1\mathrm{}S_n)(xn).$$
(41)
(Here we have implicitly used the reversibility of $`A`$, and of $`S_i`$, for each $`i`$.) The existence of $`\gamma `$ follows from Kingman’s subadditive ergodic theorem. But (40) is essentially a Legendre transform. In particular, it can be inverted to obtain

$$\gamma (x)=(\sqrt{x}1)^21_{x>1}.$$

This ingenuous idea is due to Seppäläinen , who used it to compute asymptotics for a certain last-passage Bernoulli directed percolation problem. See  for a survey on the application of this technique to a variety of directed percolation problems. In each context, there is an associated ‘growth model’, and these limit theorems can also be interpreted as determining the limiting shape of the associated growth model. See also  for related work in this area.

For the Brownian model, we have, almost surely,

$$\underset{n\mathrm{}}{lim}\frac{1}{n}(B_1\mathrm{}B_n)(xn)=2\sqrt{x},$$
(42)
where $`B_1,B_2,\mathrm{}`$ are independent standard Brownian motions. This is described in  and proved with sharp uniform concentration estimates in . The corresponding corner growth model is also discussed in that paper. In this case, the formula (39) holds with $`A,S_1,\mathrm{},S_n`$ replaced by independent standard Brownian motions with respective drifts $`\lambda ,1,\mathrm{},1`$ and the $`Q_i(0)`$ are i.i.d. exponentially distributed with parameter $`\lambda `$. Note that the limiting result (42) can also be deduced from Theorem 1 by applying standard results from random matrix theory.

The formula (39) is also valid when ‘$`sup`$’ is replaced by ‘$`\mathrm{log}\mathrm{exp}`$’. In this context it is used in  to compute (formally) the free energy density associated with a certain directed polymer in a random environment. More precisely, for $`\beta >0`$, if

$$Z_n(\beta )=_{n<s_1<\mathrm{}<s_{n1}<0}𝑑s_1\mathrm{}𝑑s_{n1}\mathrm{exp}\left\{\beta (B_1(n,s_1)+\mathrm{}+B_n(s_{n1},0))\right\},$$

where $`B_i(s,t)=B_i(t)B_i(s)`$, then, almost surely,

$$f(\beta )=\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}Z_n(\beta )=g(\beta ^2)2\mathrm{log}\beta ,$$

where

$$g(x)=\underset{y>0}{sup}[xy+\mathrm{\Psi }(y)],$$

for $`x<0`$, and $`\mathrm{\Psi }=\mathrm{\Gamma }^{}/\mathrm{\Gamma }`$ is the digamma function.

Acknowledgements. I wish to thank everyone who has participated in this research and made it so enjoyable. This article was completed during my stay at the Laboratoire de Probabilités, Paris 6. I would like to thank everyone at the Laboratoire, and Marc Yor in particular, for their kind hospitality. Thanks also to the CNRS for financial support.


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# 1 Introduction

## 1 Introduction

The inclusive decay rates of beauty hadrons can be computed by expanding the amplitudes in increasing powers of $`\mathrm{\Lambda }_{QCD}/m_b`$  and using the assumption of quark-hadron duality. The leading term in this expansion reproduces the predictions of the naïve quark spectator model, and the first correction of $`𝒪(1/m_b)`$ is absent in this case.

Within this theoretical framework, up to terms of $`𝒪(1/m_b^2)`$ only the $`b`$ quark enters the short-distance weak decay, while the light quarks in the hadron interact through soft gluons only. For this reason, the lifetime ratios of beauty hadrons are predicted to be unity at this order, with corrections which are at most of few percent.

Spectator contributions, which are expected to be mainly responsible for the lifetime differences of beauty hadrons, only appear at $`𝒪(1/m_b^3)`$ in the Heavy Quark Expansion (HQE). These effects, although suppressed by powers of $`1/m_b`$, are enhanced, with respect to leading contributions, by a phase-space factor of $`16\pi ^2`$, being $`22`$ processes instead of $`13`$ decays. Indeed, the inclusion of these corrections at the leading order (LO) in QCD has allowed to reproduce the observed pattern of the lifetime ratios .

In this paper we compute the next-to-leading order (NLO) QCD corrections to spectator effects in the lifetime ratios of beauty hadrons. In the limit of vanishing charm quark mass, these corrections have been already computed in ref. , and we refer to this paper for many details of the NLO calculation. We find that the inclusion of the NLO corrections improves the agreement with the experimental measurements. Moreover, it increases the accuracy of the theoretical predictions by reducing significantly the dependence on the operator renormalization scale.

After our calculation was completed, the NLO corrections to spectator effects in the ratio $`\tau (B^+)/\tau (B_d)`$ have been also presented in ref. . We agree with their results. With respect to ref. , we also perform in this paper the NLO calculation of the Wilson coefficients entering the HQE of the ratios $`\tau (B_s)/\tau (B_d)`$ and $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$.

By using the lattice determinations of the relevant hadronic matrix elements -, we have performed a theoretical estimate of the lifetime ratios and obtained the NLO predictions

$$\frac{\tau (B^+)}{\tau (B_d)}=1.06\pm 0.02,\frac{\tau (B_s)}{\tau (B_d)}=1.00\pm 0.01,\frac{\tau (\mathrm{\Lambda }_b)}{\tau (B_d)}=0.90\pm 0.05.$$
(1)
These estimates must be compared with the experimental measurements

$$\frac{\tau (B^+)}{\tau (B_d)}=1.074\pm 0.014,\frac{\tau (B_s)}{\tau (B_d)}=0.948\pm 0.038,\frac{\tau (\mathrm{\Lambda }_b)}{\tau (B_d)}=0.796\pm 0.052.$$
(2)
The theoretical predictions turn out to be in good agreement with the experimental data. As we will discuss below, however, in the case of $`\tau (B_s)/\tau (B_d)`$ and $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$ the theoretical predictions can be further improved, since some contributions, which either vanish in the vacuum insertion approximation (VIA) or represent a pure NLO correction, are still lacking. With respect to the results of ref. , we find that the NLO charm quark mass corrections are rather large for some of the Wilson coefficients. Nevertheless, the total effect of these contributions on the lifetime ratios is numerically small.

An important check of the perturbative calculation performed in this paper is provided by the cancellation of the infrared (IR) divergences in the expressions of the Wilson coefficients, in spite these divergences appear in the individual amplitudes. The presence of these divergences explicitly shows that the Bloch-Nordsieck theorem does not apply in non-abelian gauge theories -. We have also checked that our results are explicitly gauge invariant and have the correct ultraviolet (UV) renormalization-scale dependence as predicted by the known LO anomalous dimensions of the relevant operators.

The HQE of the lifetime ratios results in a series of local operators of increasing dimension defined in the Heavy Quark Effective Theory (HQET). Indeed, renormalized operators in QCD mix with operators of lower dimension, with coefficients proportional to powers of the $`b`$-quark mass. In this case, the dimensional ordering of the HQE would be lost. In order to implement the expansion, the matrix elements of the local operators should be cut-off at a scale smaller than the $`b`$-quark mass, which is naturally realized in the HQET.111On this point, we disagree with the general statement of ref.  according to which the HQE can be performed in QCD also in the presence of mixing with lower dimensional operators. In the case of $`\tau (B^+)/\tau (B_d)`$, only flavour non-singlet operators enter the expansion. For these operators, the mixing with lower dimensional operators is absent, and the HQE can be expressed in terms of operators defined in QCD. For these operators, the matching between QCD and HQET has been computed, at the NLO, in ref. .

As mentioned before, the NLO predictions for the lifetime ratios $`\tau (B_s)/\tau (B_d)`$ and $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$ may still be improved in some ways. In particular:

* the contributions of the four-fermion operators containing the charm quark field and of the penguin operator (see eqs. (10) and (11)) have not been determined yet. These contributions, which either vanish in the VIA (charm operators) or represent a pure NLO correction (penguin operator), do not affect the theoretical determination of $`\tau (B^+)/\tau (B_d)`$ and represent only an $`SU(3)`$-breaking effect for $`\tau (B_s)/\tau (B_d)`$;
* the lattice determination of the hadronic matrix elements have been performed by neglecting penguin contractions (i.e. eye diagrams), which exist in the case of flavour singlet operators. Also in this case, the corresponding contributions cancel in the ratio $`\tau (B^+)/\tau (B_d)`$ but affect $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$ and $`\tau (B_s)/\tau (B_d)`$, the latter only through $`SU(3)`$-breaking effects;
* the NLO anomalous dimension of the four-fermion $`DB=0`$ operators in the HQET is still unknown. For this reason, the renormalization scale evolution of the $`\mathrm{\Lambda }_b`$ matrix elements, computed on the lattice in the HQET at a scale smaller than the $`b`$-quark mass , has been only performed at the LO. For $`B`$ mesons, a complete NLO evolution has been performed by using operators defined in QCD .

For these reasons, at present, the best theoretical accuracy is achieved in the determination of the lifetime ratio $`\tau (B^+)/\tau (B_d)`$.

We conclude this section by presenting the plan of this paper. In sect. 2 we review the basic formalism of the HQE applied to the lifetime ratios of beauty hadrons. Details of the NLO calculation and the numerical results obtained for the Wilson coefficients are given in sect. 3. In sect. 4 we present the predictions for the lifetime ratios of beauty hadrons. Finally, we collect in the appendix the analytical expressions for the Wilson coefficient functions.

## 2 HQE for the lifetime ratios of beauty hadrons

Using the optical theorem, the inclusive decay width $`\mathrm{\Gamma }(H_b)`$ of a hadron containing a $`b`$ quark can be written as

$$\mathrm{\Gamma }(H_b)=\frac{1}{M_{H_b}}\mathrm{Im}H_b|𝒯|H_b,$$
(3)
where the transition operator $`𝒯`$ is given by

$$𝒯=id^4xT\left(_{eff}^{\mathrm{\Delta }B=1}(x)_{eff}^{\mathrm{\Delta }B=1}(0)\right)$$
(4)
and $`_{eff}^{\mathrm{\Delta }B=1}`$ is the effective weak hamiltonian which describes $`\mathrm{\Delta }B=1`$ transitions.

By neglecting the Cabibbo suppressed contribution of $`bu`$ transitions ($`|V_{ub}|^2/|V_{cb}|^20.16\lambda ^2`$) and terms proportional to $`|V_{td}|/|V_{ts}|`$ in the penguin sector, the $`\mathrm{\Delta }B=1`$ effective hamiltonian can be written in the form

$$_{eff}^{\mathrm{\Delta }B=1}=\frac{G_F}{\sqrt{2}}V_{cb}^{}\left[C_1\left(Q_1+Q_1^c\right)+C_2\left(Q_2+Q_2^c\right)+\underset{i=3}{\overset{6}{}}C_iQ_i+C_{8G}Q_{8G}+\underset{l=e,\mu ,\tau }{}Q_l\right]+h.c..$$
(5)
The $`C_i`$ are the Wilson coefficients, known at the NLO in perturbation theory -, and the operators $`Q_i`$ are defined as

$$\begin{array}{cc}Q_1=(\overline{b}_ic_j)_{VA}(\overline{u}_jd_i^{})_{VA},\hfill & Q_2=(\overline{b}_ic_i)_{VA}(\overline{u}_jd_j^{})_{VA},\hfill \\ Q_1^c=(\overline{b}_ic_j)_{VA}(\overline{c}_js_i^{})_{VA},\hfill & Q_2^c=(\overline{b}_ic_i)_{VA}(\overline{c}_js_j^{})_{VA},\hfill \\ Q_3=(\overline{b}_is_i)_{VA}\underset{q}{}(\overline{q}_jq_j)_{VA},\hfill & Q_4=(\overline{b}_is_j)_{VA}\underset{q}{}(\overline{q}_jq_i)_{VA},\hfill \\ Q_5=(\overline{b}_is_i)_{VA}\underset{q}{}(\overline{q}_jq_j)_{V+A},\hfill & Q_6=(\overline{b}_is_j)_{VA}\underset{q}{}(\overline{q}_jq_i)_{V+A},\hfill \\ Q_{8G}=\frac{g_s}{8\pi ^2}m_b\overline{b}_i\sigma ^{\mu \nu }\left(1\gamma ^5\right)t_{ij}^as_jG_{\mu \nu }^a,\hfill & Q_l=(\overline{b}_ic_i)_{VA}(\overline{\nu }_ll)_{VA},\hfill \end{array}$$
(6)
where $`d^{}=\mathrm{cos}\theta _cd+\mathrm{sin}\theta _cs`$ and $`s^{}=\mathrm{sin}\theta _cd+\mathrm{cos}\theta _cs`$ ($`\theta _c`$ is the Cabibbo angle). Here and in the following we use the notation $`(\overline{q}q)_{V\pm A}=\overline{q}\gamma _\mu (1\pm \gamma _5)q`$ and $`(\overline{q}q)_{S\pm P}=\overline{q}(1\pm \gamma _5)q`$. A sum over repeated colour indices is always understood.

Because of the large mass of the $`b`$ quark, it is possible to construct an Operator Product Expansion (OPE) for the transition operator $`𝒯`$ of eq. (4), which results in a sum of local operators of increasing dimension . We include in this expansion terms up to $`𝒪(1/m_b^2)`$ plus those $`1/m_b^3`$ corrections that come from spectator effects and are enhanced by the phase space. The resulting expression for the inclusive width of eq. (3) is given by

$$\mathrm{\Gamma }(H_b)=\frac{G_F^2|V_{cb}|^2m_b^5}{192\pi ^3}\left[c^{(3)}\frac{\overline{b}b_{H_b}}{2M_{H_b}}+c^{(5)}\frac{g_s}{m_b^2}\frac{\overline{b}\sigma _{\mu \nu }G^{\mu \nu }b_{H_b}}{2M_{H_b}}+\frac{96\pi ^2}{m_b^3}\underset{k}{}c_k^{(6)}\frac{O_k^{(6)}_{H_b}}{2M_{H_b}}\right],$$
(7)
where $`\mathrm{}_{H_b}`$ denotes the forward matrix element between two hadronic states $`H_b`$, defined with the covariant normalization. The operators $`O_k^{(6)}`$ are a set of four-fermion, dimension-six operators to be specified below, which represent the contribution of hard spectator effects. At the lowest order in QCD, the diagrams entering the calculation of $`\mathrm{\Gamma }(H_b)`$ are shown in fig. 1.

The matrix elements of dimension-three and dimension-five operators, appearing in eq. (7), can be expanded by using the HQET

$`\overline{b}b_{H_b}`$ $`=`$ $`2M_{H_b}\left(1{\displaystyle \frac{\mu _\pi ^2(H_b)\mu _G^2(H_b)}{2m_b^2}}+𝒪(1/m_b^3)\right),`$
$`g_s\overline{b}\sigma _{\mu \nu }G^{\mu \nu }b_{H_b}`$ $`=`$ $`2M_{H_b}\left(2\mu _G^2(H_b)+𝒪(1/m_b)\right).`$ (8)
By using these expansions, we can finally compute, from eq. (7), the lifetime ratio of two beauty hadrons

$`{\displaystyle \frac{\mathrm{\Gamma }(H_b)}{\mathrm{\Gamma }(H_b^{})}}`$ $`=`$ $`1{\displaystyle \frac{\mu _\pi ^2(H_b)\mu _\pi ^2(H_b^{})}{2m_b^2}}+\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{2c^{(5)}}{c^{(3)}}}\right){\displaystyle \frac{\mu _G^2(H_b)\mu _G^2(H_b^{})}{m_b^2}}+`$ (9)
$`{\displaystyle \frac{96\pi ^2}{m_b^3c^{(3)}}}{\displaystyle \underset{k}{}}c_k^{(6)}\left({\displaystyle \frac{O_k^{(6)}_{H_b}}{2M_{H_b}}}{\displaystyle \frac{O_k^{(6)}_{H_b^{}}}{2M_{H_b^{}}}}\right).`$
The dimension-six operators in eq. (9), which express the hard spectator contributions, are the four current-current operators222Note that, with respect to ref. , we use a different basis of operators.

$$\begin{array}{cc}𝒪_1^q=(\overline{b}q)_{VA}(\overline{q}b)_{VA},\hfill & 𝒪_2^q=(\overline{b}q)_{SP}(\overline{q}b)_{S+P},\hfill \\ 𝒪_3^q=(\overline{b}t^aq)_{VA}(\overline{q}t^ab)_{VA},\hfill & 𝒪_4^q=(\overline{b}t^aq)_{SP}(\overline{q}t^ab)_{S+P},\hfill \end{array}$$
(10)
with $`q=u,d,s,c`$, and the penguin operator

$$𝒪_P=(\overline{b}t^ab)_V\underset{q=u,d,s,c}{}(\overline{q}t^aq)_V.$$
(11)
In these definitions, the symbols $`b`$ and $`\overline{b}`$ denote the heavy quark fields in the HQET.

The Wilson coefficients $`c^{(3)}`$ and $`c^{(5)}`$, of the dimension-three and dimension-five operators in eq. (9), have been computed at the LO in ref. , while the NLO corrections to $`c^{(3)}`$ have been evaluated in -. The NLO corrections to $`c^{(5)}`$ are still missing. Their numerical contribution to the lifetime ratios, however, is expected to be negligible.

The coefficient functions of the dimension-six current-current operators $`𝒪_k^q`$, have been computed at the LO in ref.  for $`q=u,d,s`$, and in ref.  for $`q=c`$. The coefficient function of the penguin operator $`𝒪_P`$ vanishes at the LO.

In this paper we have computed the NLO QCD corrections to the coefficient functions of the operators $`𝒪_k^q`$ with $`q=u,d,s`$. The operators containing the charm quark fields contribute, as valence operators, only to the inclusive decay rate of $`B_c`$ mesons, and their contribution to non-charmed hadron decay rates is expected to be negligible. The calculation of the NLO corrections to these coefficient functions, as well as the NLO calculation of the coefficient function of the penguin operator, has not been performed yet. The non-perturbative determinations of the corresponding matrix elements are also lacking at present. However, as we will discuss in sect. 4, these contributions only enter the theoretical estimates of the ratios $`\tau (B_s)/\tau (B_d)`$ and $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$, and vanish in the VIA.

## 3 NLO calculation of the Wilson coefficients

All the details of the matching procedure used to determine the Wilson coefficients at the NLO have been given in ref. , where the calculation has been performed in the limit of vanishing charm quark mass. A finite value of the charm quark mass does not introduce conceptual difficulties in the calculation, besides requiring the evaluation of one- and two-loop integrals with an additional mass scale. For this reason, we only remind in this section the general strategy of the perturbative calculation, and refer the interested reader to ref.  for further details. In this section, we will also present the numerical results for the Wilson coefficients, while the analytical expressions of these coefficients are collected in the appendix.

In order to compute the Wilson coefficients of the $`\mathrm{\Delta }B=0`$ operators at the NLO, we have evaluated in QCD the imaginary part of the diagrams shown in fig. 2 (full theory) and in the HQET the diagrams shown in fig. 3 (effective theory). The external quark states have been taken on-shell and all quark masses, except $`m_b`$ and $`m_c`$, have been neglected. More specifically, we have chosen the heavy quark momenta $`p_b^2=m_b^2`$ in QCD and $`k_b=0`$ in the HQET, and $`p_q=0`$ for the external light quarks. In this way, we automatically retain the leading term in the $`1/m_b`$ expansion. We have performed the calculation in a generic covariant gauge, in order to check the gauge independence of the final results. Two-loop integrals have been reduced to a set of independent master integrals by using the recurrence relation technique - implemented in the TARCER package . Equations of motion have been used to reduce the number of independent operators.

Some diagrams, both in the full and in the effective theory, are plagued by IR divergences. These divergences do not cancel in the final partonic amplitudes, and provide an example of violation of the Bloch-Nordsieck theorem in non-abelian gauge theories -. IR poles, however, are expected to cancel in the matching and we have explicitly checked that, in the computation of the coefficient functions, this cancellation takes place.

We use $`D`$-dimensional regularization with anticommuting $`\gamma _5`$ (NDR) to regularize both UV and IR divergences. As discussed in details in ref. , the presence of dimensionally-regularized IR divergences introduces subtleties in the matching procedure. The matching must be consistently performed in $`D`$ dimensions. This requires, in particular, enlarging the operator basis to include (renormalized) evanescent operators, which must be inserted in the one-loop diagrams of the effective theory. Because of the IR divergences, the matrix elements of the renormalized evanescent operators do not vanish in the $`D4`$ limit , and give a finite contribution in the matching procedure.

As a check of the perturbative calculation, we have verified that our results for the Wilson coefficients satisfy the following requirements:

* gauge invariance: the coefficient functions in the $`\overline{\mathrm{MS}}`$ scheme are explicitly gauge-invariant. The same is true for the full and the effective amplitudes separately;
* renormalization-scale dependence: the coefficient functions have the correct logarithmic scale dependence as predicted by the LO anomalous dimensions of the $`\mathrm{\Delta }B=0`$ and $`\mathrm{\Delta }B=1`$ operators;
* IR divergences: the coefficient functions are infrared finite. We verified that the cancellation of IR divergences also takes place, separately in the full and the effective amplitudes, for the abelian combination of diagrams .

The $`\mathrm{\Delta }B=0`$ effective theory is derived from the double insertion of the $`\mathrm{\Delta }B=1`$ effective hamiltonian. Therefore, the coefficient functions $`c_k^q`$ of the $`\mathrm{\Delta }B=0`$ effective theory depend quadratically on the coefficient functions $`C_i`$ of the $`\mathrm{\Delta }B=1`$ effective hamiltonian, and we can write

$$c_k^q(\mu _0)=\underset{i,j}{}C_i(\mu _1)C_j(\mu _1)F_{k,ij}^q(\mu _1,\mu _0).$$
(12)
Eq. (12) shows explicitly the scale dependence of the several terms. We denote with $`\mu _1`$ the renormalization scale of the $`\mathrm{\Delta }B=1`$ effective hamiltonian, whereas $`\mu _0`$ is the renormalization scale of the $`\mathrm{\Delta }B=0`$ operators. The coefficients $`F_{k,ij}^q`$ depend on the renormalization scheme and scale of both the $`\mathrm{\Delta }B=0`$ and $`\mathrm{\Delta }B=1`$ operators. The dependence on the scale $`\mu _1`$ and on the renormalization scheme of the $`\mathrm{\Delta }B=1`$ operators actually cancels, order by order in perturbation theory, against the corresponding dependence of the $`\mathrm{\Delta }B=1`$ Wilson coefficients $`C_i`$. Therefore, the coefficient functions $`c_k^q`$ only depend on the renormalization scheme and scale of the $`\mathrm{\Delta }B=0`$ operators. We have chosen to renormalize these operators, in the HQET, in the $`\text{NDR-}\overline{\mathrm{MS}}`$ scheme defined in details in ref. .

The four fermion operators, in the effective $`\mathrm{\Delta }B=1`$ hamiltonian, are naturally expressed in terms of the weak eigenstates $`d^{}`$ and $`s^{}`$. For this reason, we can write the coefficients $`F_{k,ij}^q`$ of eq. (12) in the form

$`F_{k,ij}^d=\mathrm{cos}^2\theta _cF_{k,ij}^d^{}+\mathrm{sin}^2\theta _cF_{k,ij}^s^{}`$
$`F_{k,ij}^s=\mathrm{sin}^2\theta _cF_{k,ij}^d^{}+\mathrm{cos}^2\theta _cF_{k,ij}^s^{}`$ (13)
for $`i,j=1,2`$. In the case $`q=s`$, the coefficient functions also receive contributions from the insertion of the penguin and chromomagnetic operators (diagram $`D_{15}`$ of fig. 2). Since the Wilson coefficients $`C_3`$$`C_6`$ are small, contributions with a double insertion of penguin operators can be safely neglected. As suggested in , a consistent way for implementing this approximation is to consider the coefficients $`C_3`$$`C_6`$ as formally of $`𝒪(\alpha _s)`$. Within this approximation, only single insertions of penguin operators need to be considered at the NLO, and we can write

$$c_k^s=\underset{i,j=1,2}{}C_iC_jF_{k,ij}^s+2\frac{\alpha _s}{4\pi }C_2C_{8G}P_{k,28}+2\underset{i=1,2}{}\underset{r=3,6}{}C_iC_rP_{k,ir},$$
(14)
which generalizes eq. (12) for the case $`q=s`$.

The analytical expressions of the coefficients $`F_{k,ij}^q`$ and $`P_{k,ij}`$ will be given in the appendix. For illustration we present here, in table 1, the numerical values of the coefficients $`c_k^q`$ both at LO and NLO and, in the latter case, with and without the inclusion of the $`𝒪(\alpha _s)`$ charm quark mass corrections computed in this paper. As reference values of the input parameters, we use $`\mu _0=\mu _1=m_b=4.8`$ GeV and $`m_c=1.4`$ GeV.

By looking at the results shown in table 1, we see that the NLO charm quark mass corrections are rather large for some of the Wilson coefficients, although the total effect of these contributions on the lifetime ratios will be found to be small. The numerical expressions of the lifetime ratios as a function of the $`B`$-parameters will be given in the next section (eq.(26)). In these expressions we will also include an estimate of the theoretical error on the coefficients, coming from the residual NNLO dependence on the renormalization scale $`\mu _1`$ and from the uncertainties on the values of the charm and bottom quark masses and the other input parameters.

The combinations $`c_k^uc_k^d`$ ($`k=1,\mathrm{}4`$) of Wilson coefficients, which enter the theoretical expression of the ratio $`\tau (B^+)/\tau (B_d)`$, have been also computed, at the NLO, in ref. . In this case, the corresponding operators are the flavour non-singlet combinations $`𝒪_k^u𝒪_k^d`$, which do not mix, with coefficients proportional to powers of the $`b`$ quark mass, with operators of lower dimension. For this reason, the HQE can be also expressed in this case in terms of operators defined in QCD, and this is the choice followed by ref. .

In order to compare our results with those of ref. , at the NLO, it is necessary to implement the matching, at $`𝒪(\alpha _s)`$, between QCD and HQET operators. This matching can be written in terms of the Wilson coefficients, in the form

$$\left[c_k^u(m_b)c_k^d(m_b)\right]_{\mathrm{QCD}}=\left(1+\frac{\alpha _s(m_b)}{4\pi }\widehat{S}\right)_{k,l}\left[c_l^u(m_b)c_l^d(m_b)\right]_{\mathrm{HQET}},$$
(15)
where a common renormalization scale $`\mu =m_b`$ has been chosen for all the coefficients. The matrix $`\widehat{S}`$ has been computed in ref. . It depends on the renormalization schemes of both QCD and HQET operators. In this paper, we have chosen to renormalize the HQET operators in the $`\text{NDR-}\overline{\mathrm{MS}}`$ scheme of ref. . By choosing for the QCD operators the $`\text{NDR-}\overline{\mathrm{MS}}`$ scheme of ref. , defined in ref. , one finds that the matrix $`\widehat{S}`$ is given by 333This matrix differs from the matrix $`\widehat{C}_1`$ given in ref.  by a linear transformation, since a basis of operators different from eq. (10) has been chosen in that paper. More specifically, $`\widehat{S}=M\widehat{C}_1^TM^1`$, where $`M`$ is defined in ref. .

$$\widehat{S}=\left(\begin{array}{cccc}32/3& 0& 22/9& 1/3\\ 16/3& 16/3& 4/9& 2/9\\ 11& 3/2& 7/2& 1/4\\ 2& 1& 3& 5/2\end{array}\right)$$
(16)
By using eq. (15), we have verified that our results for the combinations $`c_k^uc_k^d`$ agree with those of ref. . Note that in the notation of  the labels $`u`$ and $`d`$ are interchanged with respect to our convention and that the Wilson coefficients are defined with a relative factor of 3. The numerical comparison of our results with those shown in table 1 of ref. , however, shows some differences, particularly at the LO. The reason is that some of the coefficient functions, because of large cancellations, are extremely sensitive to the value of the coupling constant $`\alpha _s(\mu )`$.

## 4 Theoretical estimates of the lifetime ratios

In this section we present the theoretical estimates of the lifetime ratios of beauty hadrons, obtained by using the NLO expressions of the Wilson coefficients and the lattice determinations of the relevant hadronic matrix elements -.

The HQE for the ratio of inclusive widths of beauty hadrons is expressed by eq. (9), up to and including $`1/m_b^3`$ spectator effects. The combinations of hadronic parameters entering this formula at order $`1/m_b^2`$ can be evaluated from the heavy hadron spectroscopy , and one obtains the estimate

$$\frac{\tau (B^+)}{\tau (B_d)}=1.00\mathrm{\Delta }_{\mathrm{spec}}^{B^+},\frac{\tau (B_s)}{\tau (B_d)}=1.00\mathrm{\Delta }_{\mathrm{spec}}^{B_s},\frac{\tau (\mathrm{\Lambda }_b)}{\tau (B_d)}=0.98(1)\mathrm{\Delta }_{\mathrm{spec}}^\mathrm{\Lambda },$$
(17)
where the $`\mathrm{\Delta }`$s represent the $`1/m_b^3`$ contributions of hard spectator effects

$$\mathrm{\Delta }_{\mathrm{spec}}^{H_b}=\frac{96\pi ^2}{m_b^3c^{(3)}}\underset{k}{}c_k^{(6)}\left(\frac{O_k^{(6)}_{H_b}}{2M_{H_b}}\frac{O_k^{(6)}_{B_d}}{2M_{B_d}}\right).$$
(18)
Note that, by neglecting these contributions, the $`1/m_b^2`$ predictions of eq. (17) are incompatible with the experimental results of eq. (2).

In parametrizing the matrix elements of the dimension-six current-current operators, we follow the analysis of ref.  and we distinguish two cases, depending on whether or not the light quark $`q`$ of the operator enters as a valence quark in the external hadronic state. Correspondingly, we introduce different $`B`$-parameters for the valence and non-valence contributions. For the $`B`$-meson matrix elements, we write the matrix elements of the non-valence operators in the form

$$\frac{B_q|𝒪_k^q^{}|B_q}{2M_{B_q}}=\frac{f_{B_q}^2M_{B_q}}{2}\delta _k^{q^{}q}\mathrm{for}qq^{},$$
(19)
while, in the case of the valence contributions ($`q=q^{}`$), we write

$$\begin{array}{cc}\frac{B_q|𝒪_1^q|B_q}{2M_{B_q}}=\frac{f_{B_q}^2M_{B_q}}{2}\left(B_1^q+\delta _1^{qq}\right),\frac{B_q|𝒪_3^q|B_q}{2M_{B_q}}=\frac{f_{B_q}^2M_{B_q}}{2}\left(\epsilon _1^q+\delta _3^{qq}\right),\hfill & \\ \frac{B_q|𝒪_2^q|B_q}{2M_{B_q}}=\frac{f_{B_q}^2M_{B_q}}{2}\left(B_2^q+\delta _2^{qq}\right),\frac{B_q|𝒪_4^q|B_q}{2M_{B_q}}=\frac{f_{B_q}^2M_{B_q}}{2}\left(\epsilon _2^q+\delta _4^{qq}\right).\hfill & \end{array}$$
(20)
The parameters $`\delta _k^{qq}`$ in eq. (20) are defined as the $`\delta _k^{qq^{}}`$ of eq. (19) in the limit of degenerate quark masses ($`m_q=m_q^{}`$). In the VIA, $`B_1^q=B_2^q=1`$ while the $`\epsilon `$ parameters and all the $`\delta `$s vanish. Note that, in the $`SU(2)`$ limit, the parameters $`B_{1,2}^d`$ and $`\epsilon _{1,2}^d`$ express the matrix elements of the non-singlet operator $`𝒪_k^u𝒪_k^d`$ between external $`B`$-meson states.

The reason to distinguish between valence and non valence contributions, is that only the former have been computed so far by using lattice QCD simulations . A non-perturbative lattice calculation of the $`\delta `$ parameters would be also possible, in principle. However, it requires to deal with the difficult problem of subtractions of power-divergences, which has prevented so far the calculation of the corresponding diagrams.

To complete the definitions of the $`B`$-parameters for the $`B`$-mesons, we introduce a parameter for the matrix element of the penguin operator

$$\frac{B_q|𝒪_P|B_q}{2M_{B_q}}=\frac{f_B^2M_B}{2}P^q.$$
(21)
We now define the $`B`$-parameters for the $`\mathrm{\Lambda }_b`$ baryon. Up to $`1/m_b`$ corrections, the matrix elements of the operators $`𝒪_2^q`$ and $`𝒪_4^q`$, between external $`\mathrm{\Lambda }_b`$ states, can be related to the matrix elements of the operators $`𝒪_1^q`$ and $`𝒪_3^q`$

$$\mathrm{\Lambda }_b|𝒪_1^q|\mathrm{\Lambda }_b=2\mathrm{\Lambda }_b|𝒪_2^q|\mathrm{\Lambda }_b,\mathrm{\Lambda }_b|𝒪_3^q|\mathrm{\Lambda }_b=2\mathrm{\Lambda }_b|𝒪_4^q|\mathrm{\Lambda }_b.$$
(22)
For the independent matrix elements, assuming $`SU(2)`$ symmetry, we define

$`{\displaystyle \frac{\mathrm{\Lambda }_b|𝒪_1^q|\mathrm{\Lambda }_b}{2M_{\mathrm{\Lambda }_b}}}={\displaystyle \frac{f_B^2M_B}{2}}\left(L_1+\delta _1^{\mathrm{\Lambda }q}\right)\mathrm{for}q=u,d,`$
$`{\displaystyle \frac{\mathrm{\Lambda }_b|𝒪_3^q|\mathrm{\Lambda }_b}{2M_{\mathrm{\Lambda }_b}}}={\displaystyle \frac{f_B^2M_B}{2}}\left(L_2+\delta _2^{\mathrm{\Lambda }q}\right)\mathrm{for}q=u,d,`$
$`{\displaystyle \frac{\mathrm{\Lambda }_b|𝒪_1^q|\mathrm{\Lambda }_b}{2M_{\mathrm{\Lambda }_b}}}={\displaystyle \frac{f_B^2M_B}{2}}\delta _1^{\mathrm{\Lambda }q}\mathrm{for}q=s,c,`$ (23)
$`{\displaystyle \frac{\mathrm{\Lambda }_b|𝒪_3^q|\mathrm{\Lambda }_b}{2M_{\mathrm{\Lambda }_b}}}={\displaystyle \frac{f_B^2M_B}{2}}\delta _2^{\mathrm{\Lambda }q}\mathrm{for}q=s,c,`$
$`{\displaystyle \frac{\mathrm{\Lambda }_b|𝒪_P|\mathrm{\Lambda }_b}{2M_{\mathrm{\Lambda }_b}}}={\displaystyle \frac{f_B^2M_B}{2}}P^\mathrm{\Lambda }.`$
In analogy with the $`B`$-meson case, the parameters $`L_1`$ and $`L_2`$ represent the valence contributions computed so far by current lattice calculations .

In terms of valence and non valence $`B`$-parameters, the quantities $`\mathrm{\Delta }_{\mathrm{spec}}^{H_b}`$ of eq. (18), which represent the spectator contributions to the lifetime ratios, are expressed in the form

$`\mathrm{\Delta }_{\mathrm{spec}}^{B^+}`$ $`=`$ $`48\pi ^2{\displaystyle \frac{f_B^2M_B}{m_b^3c^{(3)}}}{\displaystyle \underset{k=1}{\overset{4}{}}}\left(c_k^uc_k^d\right)_k^d,`$
$`\mathrm{\Delta }_{\mathrm{spec}}^{B_s}`$ $`=`$ $`48\pi ^2{\displaystyle \frac{f_B^2M_B}{m_b^3c^{(3)}}}\{{\displaystyle \underset{k=1}{\overset{4}{}}}[rc_k^s_k^sc_k^d_k^d+(c_k^u+c_k^d)(r\delta _k^{ds}\delta _k^{dd})+`$ (24)
$`c_k^s(r\delta _k^{ss}\delta _k^{sd})+c_k^c(r\delta _k^{cs}\delta _k^{cd})]+c_P(rP^sP^d)\},`$
$`\mathrm{\Delta }_{\mathrm{spec}}^\mathrm{\Lambda }`$ $`=`$ $`48\pi ^2{\displaystyle \frac{f_B^2M_B}{m_b^3c^{(3)}}}\{{\displaystyle \underset{k=1}{\overset{4}{}}}[(c_k^u+c_k^d)_k^\mathrm{\Lambda }c_k^d_k^d+(c_k^u+c_k^d)(\delta _k^{\mathrm{\Lambda }d}\delta _k^{dd})+`$
$`c_k^s(\delta _k^{\mathrm{\Lambda }s}\delta _k^{sd})+c_k^c(\delta _k^{\mathrm{\Lambda }c}\delta _k^{cd})]+c_P(P^\mathrm{\Lambda }P^d)\}.`$
where $`r`$ denotes the ratio $`(f_{B_s}^2M_{B_s})/(f_B^2M_B)`$ and, in order to simplify the notation, we have defined the vectors of parameters

$`\stackrel{}{}^q=\{B_1^q,B_2^q,\epsilon _1^q,\epsilon _1^q\},`$
$`\stackrel{}{}=\{L_1,L_1/2,L_2,L_2/2\},`$ (25)
$`\stackrel{}{\delta }^{\mathrm{\Lambda }q}=\{\delta _1^{\mathrm{\Lambda }q},\delta _1^{\mathrm{\Lambda }q}/2,\delta _2^{\mathrm{\Lambda }q},\delta _2^{\mathrm{\Lambda }q}/2\}.`$
An important consequence of eq. (4) is that, because of the $`SU(2)`$ symmetry, the non-valence ($`\delta `$s) and penguin ($`P`$s) contributions cancel out in the expressions of the lifetime ratio $`\tau (B^+)/\tau (B_d)`$. Thus, the theoretical prediction of this ratio is at present the most accurate, since it depends only on the non-perturbative parameters actually computed by current lattice calculations. The prediction of the ratio $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$, instead, is affected by both the uncertainties on the values of the $`\delta `$ and $`P`$ parameters, and by the unknown expressions of the Wilson coefficients $`c_k^c`$ and $`c_P`$ at the NLO. For the ratio $`\tau (B_s)/\tau (B_d)`$ the same uncertainties exist, although their effect is expected to be smaller, since the contributions of non-valence and penguin operators cancel, in this case, in the limit of exact $`SU(3)`$ symmetry.

In the numerical analysis of the ratios $`\tau (B_s)/\tau (B_d)`$ and $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$, we will neglect the non-valence and penguin contributions. The non-valence contributions vanish in the VIA, and present phenomenological estimates indicate that the corresponding matrix elements are suppressed, with respect to the valence contributions, by at least one order of magnitude . On the other hand, the matrix elements of the penguin operators are not expected to be smaller than those of the valence operators. Since the coefficient function $`c_P`$ vanishes at the LO, this contribution is expected to have the size of a typical NLO corrections. Thus, from a theoretical point of view, a quantitative evaluation of the non-valence and penguin operator matrix elements would be of the greatest interest to improve the determination of the $`\mathrm{\Lambda }_B`$ lifetime.

By neglecting the non valence and penguin contributions, we obtain from eq. (4) the following numerical expressions for the spectator effects

$$\begin{array}{cc}\mathrm{\Delta }_{\mathrm{spec}}^{B^+}=\hfill & \mathrm{\hspace{0.17em}0.06}(2)B_1^d0.010(3)B_2^d+0.7(2)\epsilon _1^d0.18(5)\epsilon _2^d,\hfill \\ & \\ \mathrm{\Delta }_{\mathrm{spec}}^{B_s}=\hfill & \mathrm{\hspace{0.17em}0.010}(2)B_1^s+0.011(3)B_2^s0.16(4)\epsilon _1^s+0.18(5)\epsilon _2^s\hfill \\ & +\mathrm{\hspace{0.17em}0.008}(2)B_1^d0.008(2)B_2^d+0.16(4)\epsilon _1^d0.16(4)\epsilon _2^d,\hfill \\ & \\ \mathrm{\Delta }_{\mathrm{spec}}^\mathrm{\Lambda }=\hfill & \mathrm{\hspace{0.17em}0.08}(2)L_1+0.33(8)L_2\hfill \\ & +\mathrm{\hspace{0.17em}0.008}(2)B_1^d0.008(2)B_2^d+0.16(4)\epsilon _1^d0.16(4)\epsilon _2^d,\hfill \end{array}$$
(26)
These formulae, which are accurate at the NLO, represent the main result of this paper. The errors on the coefficients take into account both the residual NNLO dependence on the renormalization scale of the $`\mathrm{\Delta }B=1`$ operators and the theoretical uncertainties on the input parameters. To estimate the former, the scale $`\mu _1`$ has been varied in the interval between $`m_b/2`$ and $`2m_b`$. For the charm and bottom quark masses, and the B meson decay constants we have used the central values and errors given in table 2. The strong coupling constant has been fixed at the value $`\alpha _s(m_Z)=0.118`$. The parameter $`c^{(3)}`$ in eq. (4) is a function of the ratio $`m_c^2/m_b^2`$, and such a dependence has been consistently taken into account in the numerical analysis and in the estimates of the errors. For the range of masses given in table 2, $`c^{(3)}`$ varies in the interval $`c^{(3)}=3.4÷4.2`$ -.

As discussed in the previous section, the HQE for the ratio $`\tau (B^+)/\tau (B_d)`$ can be also expressed in terms of operators defined in QCD. The corresponding coefficient functions can be evaluated by applying the matching defined in eq. (15). In this way, we obtain the expression

$$\mathrm{\Delta }_{\mathrm{spec}}^{B^+}=\mathrm{\hspace{0.17em}0.05}(1)\overline{B}_1^d0.007(2)\overline{B}_2^d+0.7(2)\overline{\epsilon }_1^d0.15(4)\overline{\epsilon }_2^d$$
(27)
where the $`\overline{B}`$ and $`\overline{\epsilon }`$ parameters are now defined in terms of matrix elements of QCD operators. This expression is in agreement with the result obtained in ref. .

The errors quoted on the coefficients in eq. (26) are strongly correlated, since they originate from the theoretical uncertainties on the same set of input parameters. For this reason, in order to evaluate the lifetime ratios, we have not used directly eq. (26). Instead, we have performed a bayesian statistical analysis by implementing a short Monte Carlo calculation. The input parameters have been extracted with flat distributions, assuming as central values and standard deviations the values given in table 2. The results for the $`B`$-parameters are based on the lattice determinations of refs. -.444For recent estimates of these matrix elements based on QCD sum rules, see refs. -. As discussed in details in ref. , we have included in the errors an estimate of the uncertainties not taken into account in the original papers. The QCD results for the $`B`$ meson $`B`$-parameters of ref.  have been converted to HQET by using eq. (15).555With respect to ref. , we use for the $`B`$-meson $`B`$-parameters the results updated in ref. . The contributions of all the $`\delta `$ and $`P`$ parameters have been neglected.

In this way we obtain the NLO predictions for the lifetimes ratios which have been also quoted in the introduction

$$\frac{\tau (B^+)}{\tau (B_d)}=1.06\pm 0.02,\frac{\tau (B_s)}{\tau (B_d)}=1.00\pm 0.01,\frac{\tau (\mathrm{\Lambda }_b)}{\tau (B_d)}=0.90\pm 0.05.$$
(28)
The central values and errors correspond to the average and the standard deviation of the theoretical distributions. These distributions are shown in fig. 4, together with the experimental ones. We mention that uncertainties coming from the residual scale dependence in the results of eq. (28) represent less than 20% of the quoted errors.

In conclusion we find that, with the inclusion of the NLO corrections, the theoretical prediction for the ratio $`\tau (B^+)/\tau (B_d)`$ turns out to be in very good agreement with the experimental measurement, given in eq. (2). For the ratios $`\tau (B_s)/\tau (B_d)`$ and $`\tau (\mathrm{\Lambda }_b)/\tau (B_d)`$ the agreement is also very satisfactory, and the difference between theoretical and experimental determinations is at the $`1\sigma `$ level. We have pointed out, however, that the theoretical predictions are less accurate in these cases, since a reliable estimate of the contribution of the non-valence and penguin operators cannot be performed yet. We also found that the NLO charm quark mass corrections computed in this paper are rather large for some of the Wilson coefficients. Nevertheless, the total effect of these contributions on the lifetime ratios is numerically small.

## Acknowledgments

We are very grateful to M. Ciuchini for interesting discussions on the subject of this paper. Work partially supported by the European Community’s Human Potential Programme under HPRN-CT-2000-00145 Hadrons/Lattice QCD.

## Appendix

In this appendix we collect the analytical expressions of the Wilson coefficients, both at the LO and NLO. The LO coefficients have been computed in refs.  and are reported here for completeness.

We distinguish the leading and next-to-leading contributions in the coefficients $`F_{k,ij}^q`$ by writing the expansion

$$F_{k,ij}^q=A_{k,ij}^q+\frac{\alpha _s}{4\pi }B_{k,ij}^q,$$
(29)
$`(q=u,d^{},s^{})`$. Since, by definition, the coefficients $`A_{k,ij}^q`$ and $`B_{k,ij}^q`$ are symmetric in the indices $`i`$ and $`j`$, we will only present results for $`ij`$.

The LO coefficients $`A_{k,ij}^q`$ read

$$\begin{array}{ccc}A_{1,11}^u=\frac{\left(1z\right)^2}{3},\hfill & A_{1,12}^u=\left(1z\right)^2,\hfill & A_{1,22}^u=\frac{\left(1z\right)^2}{3},\hfill \\ A_{2,11}^u=0,\hfill & A_{2,12}^u=0,\hfill & A_{2,22}^u=0,\hfill \\ A_{3,11}^u=2\left(1z\right)^2,\hfill & A_{3,12}^u=0,\hfill & A_{3,22}^u=2\left(1z\right)^2,\hfill \\ A_{4,11}^u=0,\hfill & A_{4,12}^u=0,\hfill & A_{4,22}^u=0.\hfill \end{array}$$
(30)
$$\begin{array}{ccc}A_{1,11}^d^{}=\frac{\left(1z\right)^2\left(2+z\right)}{2},\hfill & A_{1,12}^d^{}=\frac{\left(1z\right)^2\left(2+z\right)}{6},\hfill & A_{1,22}^d^{}=\frac{\left(1z\right)^2\left(2+z\right)}{18},\hfill \\ A_{2,11}^d^{}=\left(1z\right)^2\left(1+2z\right),\hfill & A_{2,12}^d^{}=\frac{\left(1z\right)^2\left(1+2z\right)}{3},\hfill & A_{2,22}^d^{}=\frac{\left(1z\right)^2\left(1+2z\right)}{9},\hfill \\ A_{3,11}^d^{}=0,\hfill & A_{3,12}^d^{}=0,\hfill & A_{3,22}^d^{}=\frac{\left(1z\right)^2\left(2+z\right)}{3},\hfill \\ A_{4,11}^d^{}=0,\hfill & A_{4,12}^d^{}=0,\hfill & A_{4,22}^d^{}=\frac{2\left(1z\right)^2\left(1+2z\right)}{3}.\hfill \end{array}$$
(31)
$$\begin{array}{ccc}A_{1,11}^s^{}=\sqrt{14z}\left(1z\right),\hfill & A_{1,12}^s^{}=\frac{\sqrt{14z}\left(1z\right)}{3},\hfill & A_{1,22}^s^{}=\frac{\sqrt{14z}\left(1z\right)}{9},\hfill \\ A_{2,11}^s^{}=\sqrt{14z}\left(1+2z\right),\hfill & A_{2,12}^s^{}=\frac{\sqrt{14z}\left(1+2z\right)}{3},\hfill & A_{2,22}^s^{}=\frac{\sqrt{14z}\left(1+2z\right)}{9},\hfill \\ A_{3,11}^s^{}=0,\hfill & A_{3,12}^s^{}=0,\hfill & A_{3,22}^s^{}=\frac{2\sqrt{14z}\left(1z\right)}{3},\hfill \\ A_{4,11}^s^{}=0,\hfill & A_{4,12}^s^{}=0,\hfill & A_{4,22}^s^{}=\frac{2\sqrt{14z}\left(1+2z\right)}{3}.\hfill \end{array}$$
(32)
where $`z=m_c^2/m_b^2`$.

The NLO results for the coefficients $`B_{k,ij}^q`$ have been obtained in the $`\text{NDR-}\overline{\mathrm{MS}}`$ scheme of ref.  for the $`\mathrm{\Delta }B=1`$ operators and the $`\text{NDR-}\overline{\mathrm{MS}}`$ scheme of ref.  for the $`\mathrm{\Delta }B=0`$, HQET operators. We find

$`B_{1,11}^u`$ $`=`$ $`{\displaystyle \frac{8\left(1z\right)\left(164+12\pi ^2109z+5z^2\right)}{81}}{\displaystyle \frac{16\left(1z\right)^2\left(6\mathrm{log}x_1+\left(1+z\right)\mathrm{log}\left(1z\right)\right)}{9}}`$
$`{\displaystyle \frac{16z\left(12+z3z^2\right)\mathrm{log}z}{27}}{\displaystyle \frac{16\left(13z\right)\left(1z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{9}},`$
$`B_{2,11}^u`$ $`=`$ $`{\displaystyle \frac{16\left(1z\right)\left(411z+10z^2\right)}{81}}+{\displaystyle \frac{16z^2\mathrm{log}z}{27}},`$
$`B_{3,11}^u`$ $`=`$ $`{\displaystyle \frac{\left(\left(1z\right)\left(75112\pi ^2\left(79z\right)1199z26z^2\right)\right)}{27}}+`$
$`8\mathrm{log}x_1\left(1z\right)^2{\displaystyle \frac{4\left(26z\right)\left(1z\right)^2\mathrm{log}\left(1z\right)}{3}}`$
$`{\displaystyle \frac{2z\left(192119z+6z^2\right)\mathrm{log}z}{9}}{\displaystyle \frac{8\left(43z\right)\left(1z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{3}},`$
$`B_{4,11}^u`$ $`=`$ $`{\displaystyle \frac{8\left(1z\right)\left(1110z13z^2\right)}{27}}+{\displaystyle \frac{32z^2\mathrm{log}z}{9}},`$ (33)
$`B_{1,12}^u`$ $`=`$ $`{\displaystyle \frac{8\left(1z\right)\left(13+2\pi ^22z+z^2\right)}{9}}{\displaystyle \frac{4\left(1z\right)^2\left(6\mathrm{log}x_0+4\mathrm{log}\left(1z\right)\right)}{3}}`$
$`{\displaystyle \frac{16\left(3z\right)z\mathrm{log}z}{3}}+{\displaystyle \frac{16\left(1z\right)z\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{3}},`$
$`B_{2,12}^u`$ $`=`$ $`{\displaystyle \frac{32\left(1z\right)^3}{9}},`$
$`B_{3,12}^u`$ $`=`$ $`{\displaystyle \frac{2\left(1z\right)\left(125+6\pi ^2103z+2z^2\right)}{9}}+`$
$`\left(1z\right)^2\left(6\mathrm{log}x_024\mathrm{log}x_14z\mathrm{log}\left(1z\right)\right){\displaystyle \frac{4z\left(3+4z3z^2\right)\mathrm{log}z}{3}}`$
$`4\left(12z\right)\left(1z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right),`$
$`B_{4,12}^u`$ $`=`$ $`{\displaystyle \frac{4\left(1z\right)\left(2z4z^2\right)}{9}}+{\displaystyle \frac{4z^2\mathrm{log}z}{3}},`$ (34)
$`B_{1,22}^u`$ $`=`$ $`{\displaystyle \frac{8\left(1z\right)\left(164+12\pi ^2109z+5z^2\right)}{81}}`$
$`{\displaystyle \frac{16\left(1z\right)^2\left(6\mathrm{log}x_1+\left(1+z\right)\mathrm{log}\left(1z\right)\right)}{9}}{\displaystyle \frac{16z\left(12+z3z^2\right)\mathrm{log}z}{27}}`$
$`{\displaystyle \frac{16\left(13z\right)\left(1z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{9}},`$
$`B_{2,22}^u`$ $`=`$ $`{\displaystyle \frac{16\left(1z\right)\left(411z+10z^2\right)}{81}}+{\displaystyle \frac{16z^2\mathrm{log}z}{27}},`$
$`B_{3,22}^u`$ $`=`$ $`{\displaystyle \frac{\left(1z\right)\left(751875z26z^212\pi ^2\left(7+9z\right)\right)}{27}}+`$
$`{\displaystyle \frac{4\left(1z\right)^2\left(6\mathrm{log}x_1\left(17z\right)\mathrm{log}\left(1z\right)\right)}{3}}{\displaystyle \frac{2\left(283z\right)\left(32z\right)z\mathrm{log}z}{9}}+`$
$`{\displaystyle \frac{8\left(1z\right)\left(5+3z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{3}},`$
$`B_{4,22}^u`$ $`=`$ $`{\displaystyle \frac{8\left(1z\right)\left(1110z13z^2\right)}{27}}+{\displaystyle \frac{32z^2\mathrm{log}z}{9}},`$ (35)
$`B_{1,11}^d^{}`$ $`=`$ $`{\displaystyle \frac{2\left(1z\right)\left(2z\right)\left(5+3z\right)}{3}}+{\displaystyle \frac{4\left(1z\right)^2\left(4+5z\right)\mathrm{log}\left(1z\right)}{3}}+`$
$`{\displaystyle \frac{4z\left(5+4z5z^2\right)\mathrm{log}z}{3}}+`$
$`{\displaystyle \frac{2\left(1z\right)^2\left(2+z\right)\left(6\mathrm{log}x_04\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)\right)}{3}},`$
$`B_{2,11}^d^{}`$ $`=`$ $`{\displaystyle \frac{4\left(1z\right)\left(57z+6z^2\right)}{3}}{\displaystyle \frac{8\left(1z\right)^2\left(2+10z3z^2\right)\mathrm{log}\left(1z\right)}{3}}+`$
$`{\displaystyle \frac{8z\left(217z+16z^23z^3\right)\mathrm{log}z}{3}}`$
$`{\displaystyle \frac{4\left(1z\right)^2\left(1+2z\right)\left(6\mathrm{log}x_04\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)\right)}{3}},`$
$`B_{3,11}^d^{}`$ $`=`$ $`{\displaystyle \frac{\left(\left(1z\right)\left(205+7z110z^2\right)\right)}{18}}`$
$`{\displaystyle \frac{3\left(1z\right)^2\left(2+z\right)\left(2\mathrm{log}x_02\mathrm{log}\left(1z\right)\right)}{2}}{\displaystyle \frac{z^2\left(6+11z\right)\mathrm{log}z}{3}},`$
$`B_{4,11}^d^{}`$ $`=`$ $`{\displaystyle \frac{\left(1z\right)\left(95+104z211z^2\right)}{9}}+`$ (36)
$`\left(1z\right)^2\left(1+2z\right)\left(6\mathrm{log}x_06\mathrm{log}\left(1z\right)\right){\displaystyle \frac{4\left(1211z\right)z^2\mathrm{log}z}{3}},`$
$`B_{1,12}^d^{}`$ $`=`$ $`{\displaystyle \frac{8\pi ^2\left(1z\right)z\left(2+z\right)}{27}}+{\displaystyle \frac{2\left(1z\right)\left(4215z25z^2\right)}{9}}+`$
$`{\displaystyle \frac{2\left(1z\right)^2\left(2+z\right)\left(2\mathrm{log}x_0+4\mathrm{log}x_1\right)}{3}}+`$
$`{\displaystyle \frac{4\left(1z\right)^2\left(2+z+3z^2\right)\mathrm{log}\left(1z\right)}{9z}}+{\displaystyle \frac{4z\left(1+6z6z^2\right)\mathrm{log}z}{9}}`$
$`{\displaystyle \frac{8\left(1z\right)\left(2z\right)\left(2+z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{9}},`$
$`B_{2,12}^d^{}`$ $`=`$ $`{\displaystyle \frac{16\pi ^2\left(1z\right)z\left(1+2z\right)}{27}}{\displaystyle \frac{4\left(1z\right)\left(21+27z38z^2\right)}{9}}`$
$`{\displaystyle \frac{4\left(1z\right)^2\left(1+2z\right)\left(2\mathrm{log}x_0+4\mathrm{log}x_1\right)}{3}}`$
$`{\displaystyle \frac{8\left(1z\right)^2\left(1+2z+6z^23z^3\right)\mathrm{log}\left(1z\right)}{9z}}+`$
$`{\displaystyle \frac{8z\left(424z+18z^23z^3\right)\mathrm{log}z}{9}}+`$
$`{\displaystyle \frac{16\left(1z\right)\left(2z\right)\left(1+2z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{9}},`$
$`B_{3,12}^d^{}`$ $`=`$ $`{\displaystyle \frac{2\pi ^2\left(1z\right)z\left(2+z\right)}{9}}+{\displaystyle \frac{\left(1z\right)\left(83151z88z^2\right)}{54}}`$
$`{\displaystyle \frac{\left(1z\right)^2\left(2+z\right)\left(2\mathrm{log}x_04\mathrm{log}x_1\right)}{2}}+`$
$`{\displaystyle \frac{\left(1z\right)^2\left(1+z\right)\left(2+z\right)\mathrm{log}\left(1z\right)}{3z}}{\displaystyle \frac{2z\left(6+7z^2\right)\mathrm{log}z}{9}}`$
$`{\displaystyle \frac{2\left(1z\right)\left(2+z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{3}},`$
$`B_{4,12}^d^{}`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\left(1z\right)z\left(1+2z\right)}{9}}{\displaystyle \frac{\left(1z\right)\left(49+202z185z^2\right)}{27}}+`$ (37)
$`\left(1z\right)^2\left(1+2z\right)\left(2\mathrm{log}x_04\mathrm{log}x_1\right)`$
$`{\displaystyle \frac{2\left(1z\right)^2\left(1+z\right)\left(1+2z\right)\mathrm{log}\left(1z\right)}{3z}}+{\displaystyle \frac{2z\left(645z+28z^2\right)\mathrm{log}z}{9}}+`$
$`{\displaystyle \frac{4\left(1z\right)\left(1+2z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{3}},`$
$`B_{1,22}^d^{}`$ $`=`$ $`{\displaystyle \frac{16\pi ^2\left(1z\right)z\left(2+z\right)}{81}}+{\displaystyle \frac{2\left(1z\right)\left(461286z313z^2\right)}{243}}+`$
$`{\displaystyle \frac{16\left(1z\right)^2\left(2+z\right)\mathrm{log}x_1}{9}}+{\displaystyle \frac{16\left(1z\right)^2\left(1+z+z^2\right)\mathrm{log}\left(1z\right)}{27z}}`$
$`{\displaystyle \frac{4z\left(918z+32z^2\right)\mathrm{log}z}{81}}`$
$`{\displaystyle \frac{8\left(1z\right)\left(3z\right)\left(2+z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{27}},`$
$`B_{2,22}^d^{}`$ $`=`$ $`{\displaystyle \frac{32\pi ^2\left(1z\right)z\left(1+2z\right)}{81}}{\displaystyle \frac{4\left(1z\right)\left(238+445z527z^2\right)}{243}}`$
$`{\displaystyle \frac{32\left(1z\right)^2\left(1+2z\right)\mathrm{log}x_1}{9}}`$
$`{\displaystyle \frac{8\left(1z\right)^2\left(2+5z+8z^23z^3\right)\mathrm{log}\left(1z\right)}{27z}}+`$
$`{\displaystyle \frac{8z\left(18117z+82z^29z^3\right)\mathrm{log}z}{81}}+`$
$`{\displaystyle \frac{16\left(1z\right)\left(3z\right)\left(1+2z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{27}},`$
$`B_{3,22}^d^{}`$ $`=`$ $`{\displaystyle \frac{2\pi ^2\left(1z\right)\left(2+z\right)\left(9+7z\right)}{27}}{\displaystyle \frac{\left(1z\right)\left(937449z746z^2\right)}{81}}`$
$`{\displaystyle \frac{4\left(1z\right)^2\left(2+z\right)\mathrm{log}x_1}{3}}{\displaystyle \frac{4\left(1z\right)^2\left(117z8z^2\right)\mathrm{log}\left(1z\right)}{9z}}+`$
$`{\displaystyle \frac{2z\left(729z20z^2\right)\mathrm{log}z}{27}}`$
$`{\displaystyle \frac{4\left(1z\right)\left(2+z\right)\left(3+5z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{9}},`$
$`B_{4,22}^d^{}`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\left(1z\right)\left(1+2z\right)\left(9+7z\right)}{27}}+{\displaystyle \frac{\left(1z\right)\left(715+1003z2804z^2\right)}{81}}+`$ (38)
$`{\displaystyle \frac{8\left(1z\right)^2\left(1+2z\right)\mathrm{log}x_1}{3}}+`$
$`{\displaystyle \frac{2\left(1z\right)^2\left(231z64z^23z^3\right)\mathrm{log}\left(1z\right)}{9z}}+`$
$`{\displaystyle \frac{2z\left(36288z+62z^2+9z^3\right)\mathrm{log}z}{27}}+`$
$`{\displaystyle \frac{8\left(1z\right)\left(1+2z\right)\left(3+5z\right)\left(\mathrm{log}\left(1z\right)\mathrm{log}z+2\mathrm{Li}_2\left(z\right)\right)}{9}},`$
$`B_{1,11}^s^{}`$ $`=`$ $`{\displaystyle \frac{4\sqrt{14z}\left(1z\right)\left(5+6z\right)}{3}}+{\displaystyle \frac{8\left(613z2z^2+6z^3\right)\mathrm{log}\sigma }{3}}+`$
$`{\displaystyle \frac{4\sqrt{14z}\left(1z\right)\left(6\mathrm{log}x_0+8\mathrm{log}\left(14z\right)12\mathrm{log}z\right)}{3}}`$
$`{\displaystyle \frac{16}{3}}(12z)(1z)(3\mathrm{log}^2\sigma +2\mathrm{log}\sigma \mathrm{log}(14z)3\mathrm{log}\sigma \mathrm{log}z+4\mathrm{Li}_2\left(\sigma \right)+`$
$`2\mathrm{Li}_2\left(\sigma ^2\right)),`$
$`B_{2,11}^s^{}`$ $`=`$ $`{\displaystyle \frac{4\sqrt{14z}\left(14z\right)\left(5+6z\right)}{3}}{\displaystyle \frac{16\left(32z7z^2+12z^3\right)\mathrm{log}\sigma }{3}}+`$
$`16\left(12z\right)\left(1+2z\right)\mathrm{log}^2\sigma +{\displaystyle \frac{32\left(12z\right)\left(1+2z\right)\mathrm{log}\sigma \mathrm{log}\left(14z\right)}{3}}`$
$`{\displaystyle \frac{4\sqrt{14z}\left(1+2z\right)\left(6\mathrm{log}x_0+8\mathrm{log}\left(14z\right)12\mathrm{log}z\right)}{3}}`$
$`16\left(12z\right)\left(1+2z\right)\mathrm{log}\sigma \mathrm{log}z+{\displaystyle \frac{64\left(12z\right)\left(1+2z\right)\mathrm{Li}_2\left(\sigma \right)}{3}}+`$
$`{\displaystyle \frac{32\left(12z\right)\left(1+2z\right)\mathrm{Li}_2\left(\sigma ^2\right)}{3}},`$
$`B_{3,11}^s^{}`$ $`=`$ $`{\displaystyle \frac{\left(\sqrt{14z}\left(205+14z+24z^2\right)\right)}{18}}+{\displaystyle \frac{2\left(927z6z^2+4z^3\right)\mathrm{log}\sigma }{3}}`$
$`3\sqrt{14z}\left(1z\right)\left(2\mathrm{log}x_02\mathrm{log}\left(14z\right)+2\mathrm{log}z\right),`$
$`B_{4,11}^s^{}`$ $`=`$ $`{\displaystyle \frac{\sqrt{14z}\left(95+208z+48z^2\right)}{9}}{\displaystyle \frac{2\left(96z^2+16z^3\right)\mathrm{log}\sigma }{3}}+`$ (39)
$`3\sqrt{14z}\left(1+2z\right)\left(2\mathrm{log}x_02\mathrm{log}\left(14z\right)+2\mathrm{log}z\right),`$
$`B_{1,12}^s^{}`$ $`=`$ $`{\displaystyle \frac{\sqrt{14z}\left(2617z6z^2\right)}{3}}{\displaystyle \frac{\left(160z+146z^236z^4\right)\mathrm{log}\sigma }{9z}}+`$
$`{\displaystyle \frac{4\sqrt{14z}\left(1z\right)\left(6\mathrm{log}x_0+12\mathrm{log}x_1+8\mathrm{log}\left(14z\right)\right)}{9}}+`$
$`{\displaystyle \frac{\sqrt{14z}\left(158z+72z^2\right)\mathrm{log}z}{9z}}`$
$`{\displaystyle \frac{16}{9}}(12z)(1z)(3\mathrm{log}^2\sigma +2\mathrm{log}\sigma \mathrm{log}(14z)3\mathrm{log}\sigma \mathrm{log}z+4\mathrm{Li}_2\left(\sigma \right)+`$
$`2\mathrm{Li}_2\left(\sigma ^2\right)),`$
$`B_{2,12}^s^{}`$ $`=`$ $`{\displaystyle \frac{4\sqrt{14z}\left(73z\right)\left(1+2z\right)}{3}}+{\displaystyle \frac{4\left(115z4z^2+48z^336z^4\right)\mathrm{log}\sigma }{9z}}`$
$`{\displaystyle \frac{4\sqrt{14z}\left(1+2z\right)\left(6\mathrm{log}x_0+12\mathrm{log}x_1+8\mathrm{log}\left(14z\right)\right)}{9}}`$
$`{\displaystyle \frac{4\sqrt{14z}\left(113z36z^2\right)\mathrm{log}z}{9z}}+`$
$`{\displaystyle \frac{16}{9}}(12z)(1+2z)(3\mathrm{log}^2\sigma +2\mathrm{log}\sigma \mathrm{log}(14z)3\mathrm{log}\sigma \mathrm{log}z+4\mathrm{Li}_2\left(\sigma \right)+`$
$`2\mathrm{Li}_2\left(\sigma ^2\right)),`$
$`B_{3,12}^s^{}`$ $`=`$ $`{\displaystyle \frac{\sqrt{14z}\left(112523z+6z^2\right)}{108}}{\displaystyle \frac{\left(3108z+342z^2+4z^4\right)\mathrm{log}\sigma }{36z}}`$
$`\sqrt{14z}\left(1z\right)\left(2\mathrm{log}x_04\mathrm{log}x_12\mathrm{log}\left(14z\right)\right)+`$
$`{\displaystyle \frac{\sqrt{14z}\left(134z+48z^2\right)\mathrm{log}z}{12z}},`$
$`B_{4,12}^s^{}`$ $`=`$ $`{\displaystyle \frac{\left(\sqrt{14z}\left(49+215z+6z^2\right)\right)}{27}}+{\displaystyle \frac{\left(327z36z^2+72z^3+4z^4\right)\mathrm{log}\sigma }{9z}}+`$ (40)
$`\sqrt{14z}\left(1+2z\right)\left(2\mathrm{log}x_04\mathrm{log}x_12\mathrm{log}\left(14z\right)\right)`$
$`{\displaystyle \frac{\sqrt{14z}\left(17z24z^2\right)\mathrm{log}z}{3z}},`$
$`B_{1,22}^s^{}`$ $`=`$ $`{\displaystyle \frac{2\sqrt{14z}\left(407491z78z^2\right)}{243}}{\displaystyle \frac{2\left(3144z+390z^252z^4\right)\mathrm{log}\sigma }{81z}}+`$
$`{\displaystyle \frac{8\sqrt{14z}\left(1z\right)\left(12\mathrm{log}x_1+7\mathrm{log}\left(14z\right)\right)}{27}}+{\displaystyle \frac{2\sqrt{14z}\left(146z+60z^2\right)\mathrm{log}z}{27z}}`$
$`{\displaystyle \frac{16}{27}}(12z)(1z)(3\mathrm{log}^2\sigma +2\mathrm{log}\sigma \mathrm{log}(14z)3\mathrm{log}\sigma \mathrm{log}z+4\mathrm{Li}_2\left(\sigma \right)+`$
$`2\mathrm{Li}_2\left(\sigma ^2\right)),`$
$`B_{2,22}^s^{}`$ $`=`$ $`{\displaystyle \frac{8\sqrt{14z}\left(119+256z78z^2\right)}{243}}+{\displaystyle \frac{8\left(336z24z^2+108z^352z^4\right)\mathrm{log}\sigma }{81z}}`$
$`{\displaystyle \frac{8\sqrt{14z}\left(1+2z\right)\left(12\mathrm{log}x_1+7\mathrm{log}\left(14z\right)\right)}{27}}{\displaystyle \frac{8\sqrt{14z}\left(110z30z^2\right)\mathrm{log}z}{27z}}+`$
$`{\displaystyle \frac{16}{27}}(12z)(1+2z)(3\mathrm{log}^2\sigma +2\mathrm{log}\sigma \mathrm{log}(14z)3\mathrm{log}\sigma \mathrm{log}z+4\mathrm{Li}_2\left(\sigma \right)+`$
$`2\mathrm{Li}_2\left(\sigma ^2\right)),`$
$`B_{3,22}^s^{}`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\left(1z\right)}{3}}{\displaystyle \frac{\sqrt{14z}\left(11292143z+186z^2\right)}{81}}+`$
$`{\displaystyle \frac{2\left(21+78z267z^2+90z^3+62z^4\right)\mathrm{log}\sigma }{27z}}`$
$`{\displaystyle \frac{8\left(25z\right)\sqrt{14z}\mathrm{log}x_1}{9}}+{\displaystyle \frac{112\sqrt{14z}\left(1z\right)\mathrm{log}\left(14z\right)}{9}}`$
$`{\displaystyle \frac{4\left(1z\right)\left(7+4z\right)\mathrm{log}\sigma \mathrm{log}\left(14z\right)}{9}}{\displaystyle \frac{2\sqrt{14z}\left(7+40z71z^2\right)\mathrm{log}z}{9z}}`$
$`{\displaystyle \frac{4\left(1z\right)\left(5+2z\right)\left(\mathrm{log}^2\sigma \mathrm{log}\sigma \mathrm{log}z\right)}{3}}+`$
$`{\displaystyle \frac{16\left(12z\right)\left(1z\right)\mathrm{Li}_2\left(\sigma \right)}{9}}{\displaystyle \frac{16\left(1z\right)\left(4+z\right)\mathrm{Li}_2\left(\sigma ^2\right)}{9}},`$
$`B_{4,22}^s^{}`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\left(1+2z\right)}{3}}+{\displaystyle \frac{\sqrt{14z}\left(691+1922z+1608z^2\right)}{81}}`$ (41)
$`{\displaystyle \frac{2\left(3+159z+138z^2774z^3+536z^4\right)\mathrm{log}\sigma }{27z}}+`$
$`{\displaystyle \frac{8\sqrt{14z}\left(1+2z\right)\left(2\mathrm{log}x_114\mathrm{log}\left(14z\right)\right)}{9}}+`$
$`{\displaystyle \frac{4\left(1+2z\right)\left(7+4z\right)\mathrm{log}\sigma \mathrm{log}\left(14z\right)}{9}}+{\displaystyle \frac{2\sqrt{14z}\left(1+55z+154z^2\right)\mathrm{log}z}{9z}}+`$
$`{\displaystyle \frac{4\left(1+2z\right)\left(5+2z\right)\left(\mathrm{log}^2\sigma \mathrm{log}\sigma \mathrm{log}z\right)}{3}}`$
$`{\displaystyle \frac{16\left(12z\right)\left(1+2z\right)\mathrm{Li}_2\left(\sigma \right)}{9}}+{\displaystyle \frac{16\left(4+z\right)\left(1+2z\right)\mathrm{Li}_2\left(\sigma ^2\right)}{9}},`$
where $`\sigma `$ is the ratio

$$\sigma =\frac{1\sqrt{14z}}{1+\sqrt{14z}},$$
(42)
and we have defined $`x_0=\mu _0/m_b`$ and $`x_1=\mu _1/m_b`$.

Finally we present the results for the coefficients $`P_{k,ij}`$ of the penguin and chromomagnetic operators defined in eq. (14). The coefficients $`P_{k,28}`$ have been computed by using the convention in which the chromomagnetic coefficient $`C_{8G}`$ has a positive sign. We obtain the expressions:

$$\begin{array}{ccc}P_{1,13}=\sqrt{14z}\left(1z\right),\hfill & P_{1,23}=\frac{\sqrt{14z}\left(1z\right)}{3},\hfill & P_{1,14}=\frac{\sqrt{14z}\left(1z\right)}{3},\hfill \\ P_{2,13}=\sqrt{14z}\left(1+2z\right),\hfill & P_{2,23}=\frac{\sqrt{14z}\left(1+2z\right)}{3},\hfill & P_{2,14}=\frac{\sqrt{14z}\left(1+2z\right)}{3},\hfill \\ P_{3,13}=0,\hfill & P_{3,23}=0,\hfill & P_{3,14}=0,\hfill \\ P_{4,13}=0,\hfill & P_{4,23}=0,\hfill & P_{4,14}=0.\hfill \end{array}$$
(43)
$$\begin{array}{ccc}P_{1,24}=\frac{\sqrt{14z}\left(1z\right)}{9},\hfill & P_{1,15}=3z\sqrt{14z},\hfill & P_{1,25}=z\sqrt{14z},\hfill \\ P_{2,24}=\frac{\sqrt{14z}\left(1+2z\right)}{9},\hfill & P_{2,15}=0,\hfill & P_{2,25}=0,\hfill \\ P_{3,24}=\frac{2\sqrt{14z}\left(1z\right)}{3},\hfill & P_{3,15}=0,\hfill & P_{3,25}=0,\hfill \\ P_{4,24}=\frac{2\sqrt{14z}\left(1+2z\right)}{3},\hfill & P_{4,15}=0,\hfill & P_{4,25}=0.\hfill \end{array}$$
(44)
$$\begin{array}{ccc}P_{1,16}=z\sqrt{14z},\hfill & P_{1,26}=\frac{z\sqrt{14z}}{3},\hfill & P_{1,28}=0,\hfill \\ P_{2,16}=0,\hfill & P_{2,26}=0,\hfill & P_{2,28}=0,\hfill \\ P_{3,16}=0,\hfill & P_{3,26}=2z\sqrt{14z},\hfill & P_{3,28}=\frac{2\sqrt{14z}\left(1+2z\right)}{3},\hfill \\ P_{4,16}=0,\hfill & P_{4,26}=0,\hfill & P_{4,28}=\frac{2\sqrt{14z}\left(1+2z\right)}{3}.\hfill \end{array}$$
(45)
Note that, in the limit of vanishing charm quark mass $`(z=0)`$, the contribution of the penguin operators $`Q_5`$ and $`Q_6`$ vanish for chirality.