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# Large deviations of empirical measures under symmetric interaction

## 1. Introduction

### 1.1.

Large deviations of empirical measures have been widely studied in the literature since the celebrated Sanov’s theorem, which gives the large deviations principle in the scale of $`n`$ of the empirical measures of i. i. d. random variables with the relative entropy $`H(\mu |\nu )=\mathrm{log}\frac{d\mu }{d\nu }d\mu `$ as the rate function. Another entropy, Voiculescu’s non-commutative entropy $`\mathrm{\Sigma }(\mu )=\mathrm{log}|xy|\mu (dx)\mu (dy)`$, arises in the study of fluctuations of eigenvalues of random matrices, see Hiai & Petz$`^{\text{(}\text{?}\text{)}}`$ and the references therein. Chan $`^{\text{(}\text{?}\text{)}}`$ interprets empirical measures of eigenvalues of random matrices as a system of interacting diffusions with singular interactions.

### 1.2.

In this paper we study empirical measures which can be thought of as a decoupled version of the empirical measures generated by random matrices. We are interested in empirical measures on $`^2`$ generated by pairs of random variables that are tied together by a totally symmetric, and hence non-local, interaction, see formula (1) for the (unnormalized) joint density. Under certain assumptions, we prove that the large deviation principle in the scale $`n^2`$ holds for the joint empirical measures, and the rate function is non-convex. As a corollary, we derive a large deviations principle for the univariate average empirical measures with a rate function that superficially resembles the rate function of random matrices, see Corollary 1; an interesting feature here is the emergence of concave rate functions, see Remark 3. (Eigenvalues of random matrices are exchangeable and the large deviation rate function for their empirical measures is convex; infinite exchangeable sequences often lead to non-convex rate functions, see Dinwoodie & Zabell $`^{\text{(}\text{?}\text{)}}`$ and \[Ref. ?, Example 3\].)

### 1.3.

Let $`g:^2`$ be a continuous function which satisfies the following conditions.

###### Assumption 1.

$`g(x,y)0`$ for all $`x,y`$.

###### Assumption 2.

For every $`0<\alpha 1`$, $`M_\alpha :=g^\alpha (x,y)𝑑x𝑑y<\mathrm{}`$.

###### Assumption 3.

$`g(x,y)`$ is bounded, $`g(x,y)e^C`$.

In the following statements we use the convention that $`\mathrm{log}0=\mathrm{}`$.

###### Assumption 4.

The function $`k(x,y):=\mathrm{log}g(x,y)`$ has compact level sets: for every $`a>0`$ the set $`\{(x,y):g(x,y)e^a\}^2`$ is compact.

The purpose of the next assumption is to allow singular interactions, where $`g(x,x)=0`$; this assumption is automatically satisfied with $`\beta =0`$ if $`g(x,y)>0`$ for all $`x,y`$.

###### Assumption 5.

There is a $`\beta 0`$ such that $`(x,y)\beta \mathrm{log}|xy|\mathrm{log}g(x,y)`$ extends from $`\{(x,y):xy\}`$ to the continuous function on $`^2`$.

Examples of functions that satisfy these assumptions are: the Gaussian kernel

$$g(x,y)=e^{x^2y^2+2\theta xy}$$

for $`|\theta |<1`$, see the proof of Proposition 1; and a singular kernel

$$g(x,y)=|xy|^\beta e^{x^2y^2}$$

for $`\beta 0`$, see the proof of Proposition 2.

Define

(1)
$$f(x_1,\mathrm{},x_n,y_1,\mathrm{},y_n)=\underset{i,j=1}{\overset{n}{}}g(x_i,y_j).$$

Clearly, $`f`$ depends on $`n`$; we will suppress this dependence in our notation and we will further write $`f(𝐱,𝐲)`$ as a convenient shorthand for $`f(x_1,\mathrm{},x_n,y_1,\mathrm{},y_n)`$.

Assumptions 1, 2, and 3 imply that $`f`$ is integrable. Indeed, since $`g(x,y)e^C`$,

$$Z_n:=_{^{2n}}f(x_1,\mathrm{},x_n,y_1,\mathrm{},y_n)𝑑x_1\mathrm{}𝑑x_n𝑑y_1\mathrm{}𝑑y_n$$

$$_{^{2n}}\underset{i=1}{\overset{n}{}}\left(g(x_i,y_i)e^{C(n1)}\right)dx_1\mathrm{}dx_ndy_1\mathrm{}dy_n=e^{C(n^2n)}M_1^n<\mathrm{}.$$

We are interested in joint empirical measures

(2)
$$\widehat{\mu }_n=\frac{1}{n^2}\underset{i,j=1}{\overset{n}{}}\delta _{x_i,y_j},$$

considered as random variables with values in the Polish space of probability measures $`𝒫(^2)`$ (equipped with the topology of weak convergence), with the distribution induced on $`𝒫(^2)`$ by the probability measure $`\mathrm{Pr}=\mathrm{Pr}_n𝒫(^{2n})`$ defined by

(3)
$$\mathrm{Pr}(d𝐱,d𝐲):=\frac{1}{Z_n}f(𝐱,𝐲)d𝐱d𝐲.$$

###### Theorem 1.

If $`g(x,y)`$ satisfies Assumptions 1, 2, 3, 4, and 5, then the joint empirical measures $`\{\widehat{\mu }_n\}`$ satisfy the large deviation principle in the scale $`n^2`$ with the rate function $`𝕀:𝒫(^2)[0,\mathrm{}]`$ given by

(4)
$$𝕀(\mu )=\{\begin{array}{cc}k(x,y)\nu _1(dx)\nu _2(dy)I_0\hfill & \text{if }\mu =\nu _1\nu _2\text{ is a product}\hfill \\ & \text{ measure and }k\text{ is }\mu \text{-integrable;}\hfill \\ & \\ \mathrm{}\hfill & \text{otherwise,}\hfill \end{array}$$

where $`k(x,y)=\mathrm{log}g(x,y)`$ and $`I_0=inf_{x,y}k(x,y)`$.

###### Definition 1 ( \[Ref. ?, Chapter 3\]).

We say that $`k:^2`$ is a negative definite kernel if $`k(x,y)=k(y,x)`$ and

(5)
$$k(x_i,x_j)c_ic_j0$$

for all $`x_i,c_i`$ such that $`c_i=0`$.

Condition (5) is satisfied for $`k(x,y)=V(x)+W(y)\kappa (x,y)`$, where $`\kappa (x,y)`$ is positive-definite.

Consider the average empirical measures

$$\widehat{\sigma }_n:=\frac{1}{2n}\underset{i=1}{\overset{n}{}}(\delta _{x_i}+\delta _{y_i}).$$

###### Corollary 1.

Suppose that the assumptions of Theorem 1 hold true, and in addition $`k(x,y)`$ is continuous and negative-definite. Then the average empirical measures $`\{\widehat{\sigma }_n\}`$ satisfy the large deviation principle in the scale $`n^2`$ with the rate function

$$𝕀(\nu )=k(x,y)\nu (dx)\nu (dy)I_0,$$

and $`I_0=inf_xk(x,x)`$.

###### Proof.

This follows from the contraction principle. The mapping $`\mu ()\frac{1}{2}\mu (,dy)+\frac{1}{2}\mu (dx,)`$ is continuous in the weak topology. The rate function is $`𝕀(\nu )=inf\{𝕀(\nu _1\nu _2):\nu =\frac{1}{2}\nu _1+\frac{1}{2}\nu _2\}`$.

Write $`𝕂(\mu )=k(x,y)\mu (dx,dy)`$. If $`\nu =\frac{1}{2}\nu _1+\frac{1}{2}\nu _2`$ then \[Ref. ?, Theorem 3\] implies that $`𝕂(\nu _1\nu _2)𝕂(\nu \nu )`$. Thus $`𝕀(\nu )=𝕂(\nu \nu )I_0`$.

Another form of the cited inequality is that for any two probability measures $`\nu _1,\nu _2`$ we have

(6)
$$2𝕂(\nu _1\nu _2)𝕂(\nu _1\nu _1)+𝕂(\nu _2\nu _2).$$

In particular, $`2k(x,y)k(x,x)+k(y,y)`$, which implies that $`I_0=inf_{x,y}k(x,y)=inf_xk(x,x)`$. ∎

###### Remark 1.

Inequality (6) implies that the rate function satisfies

$$𝕀\left(\frac{1}{2}\nu _1+\frac{1}{2}\nu _2\right)\frac{1}{2}𝕀(\nu _1)+\frac{1}{2}𝕀(\nu _2).$$

## 2. Applications

### 2.1.

Let $`g(x,y)=e^{x^2y^2+2\theta xy}`$. Then

$$f(𝐱,𝐲)=\mathrm{exp}(n\underset{i=1}{\overset{n}{}}x_i^2n\underset{j=1}{\overset{n}{}}y_j^2+2\theta \underset{i,j=1}{\overset{n}{}}x_iy_j)$$

and $`k(x,y)=x^2+y^22\theta xy`$.

Denote by $`m_r(\nu )=x^r\nu (dx)`$ the $`r`$-th moment of a measure $`\nu `$.

###### Proposition 1.

* If $`|\theta |<1`$ then the empirical measures

$$\widehat{\nu }_n:=\frac{1}{n}\underset{i=1}{\overset{n}{}}\delta _{x_j}$$

satisfy the large deviation principle in the scale $`n^2`$ with the rate function

$$𝕀(\nu )=\left(m_2(\nu )\theta ^2m_1^2(\nu )\right).$$
* If $`0\theta <1`$ then the average empirical measures

$$\widehat{\sigma }_n:=\frac{1}{2n}\underset{i=1}{\overset{n}{}}(\delta _{x_i}+\delta _{y_i}).$$

satisfy the large deviation principle in the scale $`n^2`$ with the rate function

$$𝕀(\nu )=2\left(m_2(\nu )\theta m_1^2(\nu )\right).$$

(In the formulas above, use $`𝕀(\nu )=\mathrm{}`$ if $`m_2(\nu )=\mathrm{}`$.)

###### Remark 2.

The marginal density relevant in Proposition 1(i) is

$$f_1(𝐱)=C(n,\theta )\mathrm{exp}\left(n^2\left(\frac{1}{n}\underset{i=1}{\overset{n}{}}x_i^2\theta ^2(\frac{1}{n}\underset{i=1}{\overset{n}{}}x_i)^2\right)\right).$$

###### Remark 3.

Both rate functions in Proposition 1 are concave.

###### Proof.

(i) It is easy to see that the assumptions of Theorem 1 are satisfied. Indeed, $`k(x,y)=(x\theta y)^2+(1\theta ^2)y^2`$ is continuous, bounded from below. Furthermore

$$\{k(x,y)a^2\}\{|y||a|/(1\theta ^2)\}\{|x||a|/(1\theta ^2)\}$$

so $`k(x,y)`$ has compact level sets. Finally, for $`\alpha >0`$ by a change of variables we see that $`e^{\alpha k(x,y)}𝑑x𝑑y=\frac{1}{\alpha }e^{k(x,y)}𝑑x𝑑y<\mathrm{}`$ so Assumption 2 is satisfied, too.

The result follows by the contraction principle: taking a marginal of a measure in $`𝒫(^2)`$ is a continuous mapping. The rate function is $`inf\{𝕀(\mu ):\nu (A)=\mu (A\times )\}`$. But since $`𝕀`$ is infinite on non-product measures, this is the same as $`inf_{\nu _2}\{k(x,y)\nu (dx)\nu _2(dy)I_0\}`$. Since $`I_0=0`$ here, it remains to notice that $`inf_{\nu _2}\{k(x,y)\nu (dx)\nu _2(dy)\}=inf_y\{k(x,y)\nu (dx)\}=inf_y\{m_2(\nu )+y^22\theta ym_1(\nu )\}=m_2(\nu )\theta ^2m_1^2(\nu )`$.

(ii) This follows from Corollary 1: if $`\theta 0`$ then $`2\theta xy`$ is positive-definite. Thus $`k(x,y)=x^2+y^22\theta xy`$ is a negative definite kernel. ∎

### 2.2.

Next, we consider a model which can be interpreted as a “decoupled” version of a model studied in relation to eigenvalue fluctuations of random matrices, where one encounters $`x_j`$ instead of our $`y_j`$, compare \[Ref. ?, Section 5\], \[Ref. ?, formula (1.9)\]. We consider here a slightly more general situation when

$$g(x,y)=|xy|^\beta e^{V(x)W(y)}.$$

Then

$$f(𝐱,𝐲)=\underset{i,j=1}{\overset{n}{}}|x_iy_j|^\beta \underset{i=1}{\overset{n}{}}e^{nV(x_i)}\underset{j=1}{\overset{n}{}}e^{nW(y_j)},$$

and $`k(x,y)=V(x)+W(y)\beta \mathrm{log}|xy|`$. We assume that functions $`V(x),W(y)`$ are continuous, $`\beta 0`$, and that

(7)
$$\underset{|x|\mathrm{}}{lim}\frac{V(|x|)}{\mathrm{log}\sqrt{1+x^2}}=\underset{|y|\mathrm{}}{lim}\frac{W(|y|)}{\mathrm{log}\sqrt{1+y^2}}=\mathrm{}.$$

###### Proposition 2.

The bivariate empirical measures $`\widehat{\mu }_n`$ defined by (2) satisfy the large deviation principle in the scale $`n^2`$ with the rate function $`𝕀`$ given by (4).

In particular, if $`V(u)=W(u)=u^2`$, then the rate function is

$$𝕀(\nu _1\nu _2)=m_2(\nu _1)+m_2(\nu _2)\beta \mathrm{log}|xy|\nu _1(dx)\nu _2(dy)+1/2\beta (\mathrm{log}\beta 1).$$

###### Proof.

We verify that the hypotheses of Theorem 1 are satisfied. Assumption 1 holds trivially. Assumption 5 holds trivially since $`V(x)+W(y)`$ is continuous.

To verify Assumption 3 notice that

(8)
$$k(x,y)V(x)+W(y)\beta \mathrm{log}\sqrt{1+x^2}\beta \mathrm{log}\sqrt{1+y^2}.$$

Since $`V(x)\beta \mathrm{log}\sqrt{1+x^2}`$ is a continuous function which by (7) tends to infinity as $`x\pm \mathrm{}`$, it is bounded from below, $`V(x)\beta \mathrm{log}\sqrt{1+x^2}c`$ for some $`c`$. Similarly, $`W(y)\beta \mathrm{log}\sqrt{1+y^2}c`$.

We now verify Assumption 4. The set $`K_a:=\{k(x,y)a\}`$ is closed since $`k`$ is lower semicontinuous. Furthermore, (8) implies that $`K_a`$ is contained in a level set of the continuous function $`V(x)+W(y)\beta \mathrm{log}\sqrt{1+x^2}\beta \mathrm{log}\sqrt{1+y^2}`$. The latter set is bounded since $`V(x)\beta \mathrm{log}\sqrt{1+x^2}>a+c`$ for all large enough $`|x|`$ and similarly $`W(y)\beta \mathrm{log}\sqrt{1+y^2}>a+c`$ for all large enough $`|y|`$.

To verify Assumption 2 we use inequality (8) again. It implies

$$g(x,y)^\alpha 𝑑x𝑑ye^{\alpha (V(x)\beta \mathrm{log}\sqrt{1+x^2})}𝑑xe^{\alpha (W(y)\beta \mathrm{log}\sqrt{1+y^2})}𝑑y.$$

By assumption (7), there is $`N>0`$ such that for $`|x|>N`$ we have $`V(x)>(\beta +2/\alpha )\mathrm{log}\sqrt{1+x^2}`$. By the previous argument the integrand is bounded; thus $`e^{\alpha (V(x)\beta \mathrm{log}\sqrt{1+x^2})}𝑑x_N^Ne^{\alpha (V(x)\beta \mathrm{log}\sqrt{1+x^2})}𝑑x+_{|x|>N}e^{\alpha (2/\alpha \mathrm{log}\sqrt{1+x^2})}𝑑x2Ne^{\alpha c}+_{|x|>N}\frac{1}{1+x^2}𝑑x<\mathrm{}`$.

Therefore, by Theorem 1 the empirical measures $`\widehat{\mu }_n`$ satisfy the large deviation principle with the rate function $`𝕀(\nu _1\nu _2)=V(x)\nu _1(dx)+W(y)\nu _2(dy)\beta \mathrm{log}|xy|\nu _1(dx)\nu _2(dy)I_0`$. If $`W(u)=V(u)=u^2`$ then $`I_0=inf_{x,y}\{x^2+y^2\beta \mathrm{log}|xy|\}=\beta /2(1\mathrm{log}\beta )`$ by calculus. ∎

## 3. Auxiliary results and proof of Theorem 1

The proof relies on Varadhan’s functional method, see \[Ref. ?, Theorem T.1.3\], \[Ref. ?, Theorem 4.4.10\]. It consists of two steps: verification that the Varadhan functional

$$\mathrm{\Phi }𝕃(\mathrm{\Phi }):=\underset{n\mathrm{}}{lim}\frac{1}{n^2}\mathrm{log}E\mathrm{exp}(\mathrm{\Phi }(\widehat{\mu }_n))$$

is well defined for a large enough class of bounded continuous functions $`\mathrm{\Phi }:𝒫`$, and the proof of exponential tightness of $`\{\widehat{\mu }_n\}`$.

### 3.1. Varadhan functional

Let $`F_1,\mathrm{}F_m:^2`$ be bounded continuous functions. Consider the bounded continuous function $`\mathrm{\Phi }:𝒫(^2)`$ given by

(9)
$$\mathrm{\Phi }(\mu ):=\underset{1rm}{\mathrm{min}}F_r𝑑\mu .$$

We will show the following.

###### Theorem 2.

Under the assumptions of Theorem 1,

(10) $`\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n^2}}\mathrm{log}{\displaystyle \mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲}`$
$`=sup\{\mathrm{\Phi }(\mu ){\displaystyle k(x,y)𝑑\mu }:\mu =\nu _1\nu _2𝒫(^2)\}.`$
Denote $`𝕂(\mu )=k(x,y)𝑑\mu `$. Notice that by Assumption 3 we have $`\mathrm{\Phi }(\mu )𝕂(\mu )\mathrm{max}_rF_r_{\mathrm{}}+C`$. In particular,

(11)
$$sup\{\mathrm{\Phi }(\mu )𝕂(\mu ):\mu 𝒫(^2)\}<\mathrm{}.$$

We prove (10) as two separate inequalities. It will be convenient to prove the upper bound for a larger class of functions $`\mathrm{\Phi }`$.

###### Lemma 1.

If Assumptions 2 and 3 hold true, then for every bounded continuous function $`\mathrm{\Phi }:𝒫(^2)`$ we have

(12) $`\underset{n\mathrm{}}{lim\; sup}{\displaystyle \frac{1}{n^2}}\mathrm{log}{\displaystyle \mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲}`$
$`sup\{\mathrm{\Phi }(\mu )𝕂(\mu ):\mu =\nu _1\nu _2𝒫(^2)\}.`$
###### Proof.

Notice that for $`0<\theta <1`$

$$\mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲$$

$$=\mathrm{exp}(n^2(\mathrm{\Phi }(\widehat{\mu }_n)\theta 𝕂(\widehat{\mu }_n))(1\theta )\underset{i,j=1}{\overset{n}{}}k(x_i,y_j))𝑑𝐱𝑑𝐲$$

$$\mathrm{exp}\left(n^2\underset{\nu _1,\nu _2}{sup}(\mathrm{\Phi }(\nu _1\nu _2)\theta 𝕂(\nu _1\nu _2))\right)\mathrm{exp}((1\theta )\underset{i,j=1}{\overset{n}{}}k(x_i,y_j))𝑑𝐱𝑑𝐲.$$

Since

$$\underset{i,j=1}{\overset{n}{}}k(x_i,y_j)n^2C+\underset{j=1}{\overset{n}{}}k(x_j,y_j),$$

therefore

$$\frac{1}{n^2}\mathrm{log}\mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲$$

$$\underset{\nu _1,\nu _2}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)\theta K(\nu _1\nu _2)\}+(1\theta )C+\frac{1}{n}\mathrm{log}M_{1\theta }.$$

Thus

$$\underset{n\mathrm{}}{lim\; sup}\frac{1}{n^2}\mathrm{log}\mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲$$

$$\underset{\nu _1,\nu _2}{sup}\{\theta (\mathrm{\Phi }(\nu _1\nu _2)K(\nu _1\nu _2))+(1\theta )\mathrm{\Phi }(\nu _1\nu _2)\}+2(1\theta )C$$

$$\theta \underset{\nu _1,\nu _2}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)K(\nu _1\nu _2)\}+(1\theta )\mathrm{\Phi }_{\mathrm{}}+2(1\theta )C.$$

Passing to the limit as $`\theta 1`$ we get (12). ∎

The proof of the lower bound is a combination of the discretization argument in \[Ref. ?, pages 532–535\] with the entropy estimate from \[Ref. ?, pages 191–192\].

Denote by $`𝒫_0`$ the set of absolutely continuous probability measures $`\nu (dx)=f(x)dx`$ on $``$ with compact support $`\text{supp }(\nu )`$, and continuous density $`f`$. Let us first record the well-known fact.

###### Lemma 2.

If $`\nu 𝒫_0`$ then $`\nu `$ has finite entropy

$$H_f:=\mathrm{log}f(x)\nu (dx)<\mathrm{}.$$

We first establish a weaker version of the lower bound.

###### Lemma 3.

If $`\mathrm{\Phi }`$ is given by (9), then

(13) $`\underset{n\mathrm{}}{lim\; inf}{\displaystyle \frac{1}{n^2}}\mathrm{log}{\displaystyle \mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲}`$
$`sup\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2):\nu _1,\nu _2𝒫_0\}.`$
###### Proof.

Fix $`\nu _1,\nu _2𝒫_0`$. Since $`k(x,y)C`$ is bounded from below, $`𝕂(\nu _1\nu _2)(\mathrm{},\mathrm{}]`$, so without loss of generality we may assume that $`k(x,y)`$ is $`\nu _1\nu _2`$-integrable.

Since measures $`\nu _1,\nu _2`$ are absolutely continuous and have compact supports, for every integer $`n>0`$ we can find partitions $`\mathrm{\Pi }_1(n)=\{a_0<a_1<\mathrm{}<a_n\}`$ and $`\mathrm{\Pi }_2(n)=\{b_0<b_1<\mathrm{}<b_n\}`$ of $`\text{supp }(\nu _1)`$, $`\text{supp }(\nu _2)`$ respectively such that

$$\nu _1(a_{i1},a_i)=\nu _2(b_{j1},b_j)=\frac{1}{n}\text{ for }i,j=1,2,\mathrm{},n.$$

Then, denoting $`A=[a_0,a_1]\times [a_1,a_2]\times \mathrm{}\times [a_{n1},a_n]`$ and $`B=[b_0,b_1]\times [b_1,b_2]\times \mathrm{}\times [b_{n1},b_n]`$, we have

$`{\displaystyle \mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲}`$
$`{\displaystyle _{A\times B}}\mathrm{exp}\left(\underset{r}{\mathrm{min}}{\displaystyle \underset{i,j=1}{\overset{n}{}}}F_r(x_i,y_j){\displaystyle \underset{i,j=1}{\overset{n}{}}}k(x_i,y_j)\right)𝑑𝐱𝑑𝐲`$ .
Write $`\nu _1=f(x)dx,\nu _2=g(y)dy`$. By our choice of the partitions, functions

$$f_i(x):=nf(x)I_{[a_{i1},a_i]}$$

and

$$g_j(x):=ng(x)I_{[b_{j1},b_j]}$$

are probability densities. Let

$$S(𝐱,𝐲)=\underset{r}{\mathrm{min}}\underset{i,j=1}{\overset{n}{}}F_r(x_i,y_j)\underset{i,j=1}{\overset{n}{}}k(x_i,y_j)\underset{i=1}{\overset{n}{}}\mathrm{log}f(x_i)\underset{j=1}{\overset{n}{}}\mathrm{log}g(y_j).$$

Integrating over a smaller set $`\{f_1(x_1)>0,\mathrm{},f_n(x_n)>0,g_1(y_1)>0,\mathrm{},g_n(y_n)>0\}`$ on the right hand side of (3.1) we get

$$\mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲$$

$$\frac{1}{n^{2n}}\mathrm{exp}\left(S(𝐱,𝐲)\right)\underset{i=1}{\overset{n}{}}f_i(x_i)\underset{j=1}{\overset{n}{}}g_j(y_j)d𝐱d𝐲.$$

Using Jensen’s inequality, applied to the convex exponential function in the last integral, we get

$$\mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲\frac{1}{n^{2n}}\mathrm{exp}(S_1S_2S_3S_4),$$

where

$`S_1`$ $`=`$ $`{\displaystyle _{^{2n}}}\left(\underset{r}{\mathrm{min}}{\displaystyle \underset{i,j=1}{\overset{n}{}}}F_r(x_i,y_j)\right){\displaystyle \underset{i=1}{\overset{n}{}}}f_i(x_i){\displaystyle \underset{j=1}{\overset{n}{}}}g_j(x_j)d𝐱d𝐲,`$
$`S_2`$ $`=`$ $`{\displaystyle _{^{2n}}}{\displaystyle \underset{i,j=1}{\overset{n}{}}}k(x_i,y_j){\displaystyle \underset{i=1}{\overset{n}{}}}f_i(x_i){\displaystyle \underset{j=1}{\overset{n}{}}}g_j(y_j)d𝐱d𝐲,`$
$`S_3`$ $`=`$ $`{\displaystyle _^n}{\displaystyle \underset{i=1}{\overset{n}{}}}\mathrm{log}f(x_i){\displaystyle \underset{i=1}{\overset{n}{}}}f_i(x_i)d𝐱,`$
$`S_4`$ $`=`$ $`{\displaystyle _^n}{\displaystyle \underset{j=1}{\overset{n}{}}}\mathrm{log}g(y_j){\displaystyle \underset{j=1}{\overset{n}{}}}g_j(y_j)d𝐲.`$
We need the following identities. (Proofs of all Claims are postponed until the end of this proof.)

###### Claim 1.

For a $`\nu _1\nu _2`$-integrable function $`h`$, we have

$`{\displaystyle _^n}{\displaystyle \underset{j=1}{\overset{n}{}}}h(y_j){\displaystyle \underset{j=1}{\overset{n}{}}}g_j(y_j)d𝐲=n{\displaystyle _{}}h(y)g(y)𝑑y,`$
$`{\displaystyle _^n}{\displaystyle \underset{i=1}{\overset{n}{}}}h(x_i){\displaystyle \underset{i=1}{\overset{n}{}}}f_i(x_i)d𝐱=n{\displaystyle _{}}h(x)f(x)𝑑x,`$
$`{\displaystyle _{^{2n}}}{\displaystyle \underset{i,j=1}{\overset{n}{}}}h(x_i,y_j){\displaystyle \underset{i=1}{\overset{n}{}}}f_i(x_i){\displaystyle \underset{j=1}{\overset{n}{}}}g_j(y_j)d𝐱d𝐲`$
$`=n^2{\displaystyle h(x,y)f(x)g(y)𝑑x𝑑y}.`$
Lemma 2 says that the entropies $`H_f=\mathrm{log}f(x)f(x)𝑑x,H_g=\mathrm{log}g(y)g(y)𝑑y`$ are finite. Thus the functions $`k(x,y)`$, $`\mathrm{log}f(x)`$, and $`\mathrm{log}g(y)`$ are $`\nu _1\nu _2`$-integrable. Applying Claim 1, we get $`S_2=n^2𝕂(\nu _1\nu _2)`$, $`S_3=nH_f`$, and $`S_4=nH_g`$. Therefore,

$`{\displaystyle \mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲}`$
$`{\displaystyle \frac{1}{n^{2n}}}\mathrm{exp}(S_1n^2𝕂(\nu _1\nu _2)nH_fnH_g)`$ .
We need the following lower bound for $`S_1`$.

###### Claim 2.

(16) $`{\displaystyle \left(\underset{r}{\mathrm{min}}\underset{i,j=1}{\overset{n}{}}F_r(x_i,y_j)\right)f_i(x_i)g_j(y_j)d𝐱d𝐲}`$
$`\underset{r}{\mathrm{min}}{\displaystyle \underset{i,j=1}{\overset{n}{}}}F_{r,(i,j)},`$
where

$$F_{r,(i,j)}=\mathrm{min}\{F_r(x,y):a_{i1}xa_i,b_{j1}yb_j\}.$$

Combining inequalities (3.1) and (16), we get

(17) $`{\displaystyle \frac{1}{n^2}}\mathrm{log}{\displaystyle \mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲}`$
$`{\displaystyle \frac{1}{n^2}}\underset{r}{\mathrm{min}}{\displaystyle \underset{i,j=1}{\overset{n}{}}}F_{r,(i,j)}𝕂(\nu _1\nu _2){\displaystyle \frac{1}{n}}H_f{\displaystyle \frac{1}{n}}H_g{\displaystyle \frac{2}{n}}\mathrm{log}n.`$
Since functions $`F_r(x,y)`$ are continuous and $`\nu _1,\nu _2`$ have compact support and continuous densities $`f`$, $`g`$, therefore $`\nu _1\nu _2`$-almost surely $`_{i,j=1}^nF_{r,(i,j)}I_{(a_{i1},a_i)}(x)I_{(b_{j1},b_j)}(y)F_r(x,y)`$ (to see this, notice that for fixed $`\epsilon >0`$, the sequence convergences for all $`(x,y)`$ such that $`f(x)\epsilon ,g(y)\epsilon `$.), and the functions are bounded. Since $`1rm`$ ranges over a finite set of values only we have

$$\underset{n\mathrm{}}{lim}\frac{1}{n^2}\underset{r}{\mathrm{min}}\underset{i,j=1}{\overset{n}{}}F_{r,(i,j)}$$

$$=\underset{r}{\mathrm{min}}\underset{n\mathrm{}}{lim}\underset{i,j=1}{\overset{n}{}}F_{r,(i,j)}\nu _1(a_{i1},a_i)\nu _2(b_{j1}b_j)=\mathrm{\Phi }(\nu _1\nu _2).$$

Letting $`n\mathrm{}`$ in (17) we obtain (13).

To conclude the proof, it remains to prove Claims 1 and 2.

Proof of Claim 1. Switching the order of integration and summation, we get

$$\underset{j=1}{\overset{n}{}}h(y_j)g_j(y_j)d𝐲=\underset{j=1}{\overset{n}{}}h(y_j)g_j(y_j)𝑑y_j\underset{ij}{}g_i(y_i)𝑑y_i$$

$$=\underset{j=1}{\overset{n}{}}h(y_j)g_j(y_j)𝑑y_j=n\underset{j=1}{\overset{n}{}}_{b_{j1}}^{b_j}h(y)g(y)𝑑y=n_{b_0}^{b_n}h(y)g(y)𝑑y.$$

The other two identities follow by a similar argument. ∎

Proof of Claim 2. Fix $`0kn`$, $`x_1,\mathrm{},x_k`$ and $`y_1,\mathrm{},y_n`$. Let

$$G_{r,k}(x_1,\mathrm{},x_k):=\underset{i=1}{\overset{k}{}}\underset{j=1}{\overset{n}{}}F_r(x_i,y_j)+\underset{i=k+1}{\overset{n}{}}\underset{j=1}{\overset{n}{}}\underset{a_{i1}xa_i}{\mathrm{min}}F_r(x,y_j).$$

If $`a_{k1}<x_k<a_k`$, we have

$$\underset{r}{\mathrm{min}}G_{r,k}(x_1,\mathrm{},x_k)=$$

$$\underset{r}{\mathrm{min}}\left(\underset{i=1}{\overset{k1}{}}\underset{j}{}F_r(x_i,y_j)+\underset{j}{}F_r(x_k,y_j)+\underset{i=k+1}{\overset{n}{}}\underset{j}{}\underset{a_{i1}xa_i}{\mathrm{min}}F_r(x,y_j)\right)$$

$$\underset{r}{\mathrm{min}}G_{r,k1}(x_1,\mathrm{},x_{k1}).$$

Therefore,

$$_{a_{k1}}^{a_k}\underset{r}{\mathrm{min}}G_{r,k}(𝐱)f_k(x_k)𝑑x_k\underset{r}{\mathrm{min}}G_{r,k1}(𝐱).$$

Recurrently,

$$\underset{r}{\mathrm{min}}\left(\underset{i=1}{\overset{n}{}}\underset{j=1}{\overset{n}{}}F_r(x_i,y_j)\right)f_i(x_i)d𝐱$$

$$=\underset{r}{\mathrm{min}}G_{r,n}(𝐱)f_i(x_i)d𝐱\underset{r}{\mathrm{min}}G_{r,0}(𝐱)$$

$$=\underset{r}{\mathrm{min}}\left(\underset{i=1}{\overset{n}{}}\underset{j=1}{\overset{n}{}}\underset{a_{i1}xa_i}{\mathrm{min}}F_r(x,y_j)\right).$$

Applying the same reasoning to variables $`y_1,\mathrm{},y_n`$ and

$$G_{r,k}(y_1,\mathrm{},y_k):=\underset{j=1}{\overset{k}{}}\underset{i=1}{\overset{n}{}}\underset{a_{i1}xa_i}{\mathrm{min}}F_r(x,y_j)+\underset{j=k+1}{\overset{n}{}}\underset{i=1}{\overset{n}{}}F_{r,(i,j)}$$

we get (16). ∎

This concludes the proof. ∎

The next Lemmas show that the right hand sides of (12) and (13) coincide.

Let $`𝒫_c`$ denote compactly supported probability measures.

###### Lemma 4.

If Assumption 3 holds true, then

(18) $`sup\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2):\nu _1,\nu _2𝒫_c\}`$
$`=sup\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2):\nu _1,\nu _2𝒫\}.`$
###### Proof.

Clearly the left-hand side of (18) cannot exceed the right hand side. To show the converse inequality, fix $`\eta >0`$ and $`\nu _1,\nu _2𝒫`$ such that

(19)
$$\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\underset{\nu _1,\nu _2𝒫}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}\eta .$$

Since the supremum is finite, see (11), and $`k(x,y)`$ is bounded from below, therefore $`|k(x,y)|𝑑\nu _1𝑑\nu _2<\mathrm{}`$.

For $`L>0`$ large enough, define probability measures $`\nu _{j,L}`$ by

$$\nu _{j,L}(A):=\frac{\nu _j(A[L,L])}{\nu _j([L,L])},j=1,2.$$

By definition, measures $`\nu _{j,L}𝒫_c`$ have compact support. Since $`Ck(x,y)I_{|x|<L,|y|<L}|k(x,y)|`$ and $`k`$ is $`\nu _1\nu _2`$-integrable, by Lebesgue’s dominated convergence theorem

$$\underset{L\mathrm{}}{lim}𝕂(\nu _{1,L}\nu _{2,L})=\frac{lim_L\mathrm{}_L^L_L^Lk(x,y)\nu _1(dx)\nu _2(dy)}{lim_L\mathrm{}\nu _1([L,L])\nu _2([L,L])}=𝕂(\nu _1\nu _2).$$

Similarly,

$$\underset{L\mathrm{}}{lim}\mathrm{\Phi }(\nu _{1,L}\nu _{2,L})=\mathrm{\Phi }(\nu _1\nu _2).$$

Thus (18) follows. ∎

###### Lemma 5.

If Assumptions 3 and 5 hold true, then

(20) $`sup\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2):\nu _1,\nu _2𝒫_0\}`$
$`=sup\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2):\nu _1,\nu _2𝒫\}.`$
###### Proof.

Trivially,

$$\underset{\nu _1,\nu _2𝒫_0}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}\underset{\nu _1,\nu _2𝒫}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}.$$

To show the converse inequality, fix $`\eta >0`$ and compactly supported $`\nu _1,\nu _2𝒫_c`$ such that

(21)
$$\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\underset{\nu _1,\nu _2𝒫}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}\eta ,$$

see Lemma 4. As previously, $`k(x,y)`$ is $`\nu _1\nu _2`$-integrable, see (11).

Consider the convolution $`\nu _j^\epsilon (A):=\frac{1}{2\epsilon }_\epsilon ^\epsilon \nu _j(Ax)𝑑x`$, where $`j=1,2`$ and $`0<\epsilon 1`$. Measures $`\nu _1^\epsilon ,\nu _2^\epsilon `$ have continuous densities, and since $`\nu _1,\nu _2`$ have compact supports, $`\nu _1^\epsilon ,\nu _2^\epsilon `$ also have compact support. Thus $`\nu _1^\epsilon ,\nu _2^\epsilon 𝒫_0`$ and

(22)
$$\underset{\nu _1,\nu _2𝒫_0}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}\mathrm{\Phi }(\nu _1^\epsilon \nu _2^\epsilon )𝕂(\nu _1^\epsilon \nu _2^\epsilon ).$$

As $`\epsilon 0`$ measure $`\nu _j^\epsilon `$ converges weakly to $`\nu _j`$. Hence

(23)
$$\underset{\epsilon 0}{lim}\mathrm{\Phi }(\nu _1^\epsilon \nu _2^\epsilon )=\mathrm{\Phi }(\nu _1\nu _2).$$

Assumption 5 asserts that $`V(x,y):=\beta \mathrm{log}|xy|+k(x,y)`$ is a continuous function. Thus $`|V(x,y)|`$ is bounded on the compact set $`\text{supp }(\nu _1^1\nu _2^1)`$. Since the supports of $`\nu _1^\epsilon \nu _2^\epsilon `$ are contained in $`\text{supp }(\nu _1^1\nu _2^1)`$, and $`\nu _j^\epsilon \nu _j`$, we get

(24)
$$V(x,y)\nu _1^\epsilon (dx)\nu _2^\epsilon (dy)V(x,y)\nu _1(dx)\nu _2(dy).$$

This concludes the proof if $`\beta =0`$. If $`\beta >0`$, then $`\mathrm{log}|xy|`$ is $`\nu _1\nu _2`$-integrable as a linear combination of integrable functions, $`\mathrm{log}|xy|=(V(x,y)k(x,y))/\beta `$. Therefore we have

$$\mathrm{\Phi }(\nu _1^\epsilon \nu _2^\epsilon )𝕂(\nu _1^\epsilon \nu _2^\epsilon )=\mathrm{\Phi }(\nu _1^\epsilon \nu _2^\epsilon )$$

$$V(x,y)\nu _1^\epsilon (dx)\nu _2^\epsilon (dy)+\beta \mathrm{log}|xy|\nu _1(dx)\nu _2(dy)$$

$$\beta \left(\mathrm{log}|xy|\nu _1(dx)\nu _2(dy)\mathrm{log}|xy|\nu _1^\epsilon (dx)\nu _2^\epsilon (dy)\right).$$

Taking the lim sup as $`\epsilon 0`$, from (22), (23), (24), and (21) we get

$$\underset{\nu _1,\nu _2𝒫_0}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}\underset{\nu _1,\nu _2𝒫}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}\eta $$

$$\underset{\epsilon 0}{lim\; sup}\left(\mathrm{log}|xy|\nu _1(dx)\nu _2(dy)\mathrm{log}|xy|\nu _1^\epsilon (dx)\nu _2^\epsilon (dy)\right).$$

Since $`\eta >0`$ is arbitrary, to end the proof we use the following.

###### Claim 3.

$$\underset{\epsilon 0}{lim\; sup}\left(\mathrm{log}|xy|\nu _1(dx)\nu _2(dy)\mathrm{log}|xy|\nu _1^\epsilon (dx)\nu _2^\epsilon (dy)\right)0.$$

Proof of Claim 3. Claim 3 is established by the argument in \[Ref. ?, pages 192-193\]. For completeness, we repeat it here. Let $`X,Y`$ be independent random variables with distributions $`\nu _1,\nu _2`$ respectively and let $`Z=XY`$. Since $`\mathrm{log}|Z|`$ is integrable, $`\mathrm{Pr}(Z=0)=0`$. Let $`U[2,2]`$ be a r. v. independent of $`Z`$ with the density $`f(u)=(2|u|)/4`$. It is easy to see that $`\mathrm{log}|xy|\nu _1^\epsilon (dx)\nu _2^\epsilon (dy)=E\mathrm{log}|Z+\epsilon U|`$, and the inequality to prove reads

$$\underset{\epsilon 0}{lim\; sup}E\left(\mathrm{log}^+\frac{1}{|1+\epsilon \frac{U}{Z}|}\right)0.$$

For fixed $`z0`$ we have

(25)
$$E\left(\mathrm{log}^+\frac{1}{|1+\epsilon \frac{U}{z}|}\right)\frac{1}{\mathrm{log}2}\mathrm{log}\left(1+\frac{2\epsilon }{|z|}\right).$$

Indeed, since $`(2|u|)/41/2`$ we get

$$E\left(\mathrm{log}^+\frac{1}{|1+\epsilon \frac{U}{z}|}\right)\frac{|z|}{4\epsilon }_{12\epsilon /|z|}^{1+2\epsilon /|z|}\mathrm{log}^+\frac{1}{|x|}dx.$$

Therefore,

$$E\left(\mathrm{log}^+\frac{1}{|1+\epsilon \frac{U}{z}|}\right)\{\begin{array}{cc}\frac{|z|}{4\epsilon }_{12\epsilon /|z|}^1\mathrm{log}\frac{1}{x}dx\hfill & \text{ if }|z|>2\epsilon \hfill \\ \frac{|z|}{4\epsilon }\left(_0^1\mathrm{log}\frac{1}{x}dx+_0^{2\epsilon /|z|1}\mathrm{log}^+\frac{1}{x}dx\right)\hfill & \text{ if }|z|2\epsilon \hfill \end{array}.$$

If $`|z|>2\epsilon `$ we get $`E\left(\mathrm{log}^+\frac{1}{|1+\epsilon \frac{U}{z}|}\right)\frac{1}{2}\mathrm{log}\frac{1}{12\epsilon /|z|}<\frac{1}{2}\mathrm{log}(1+\frac{2\epsilon }{|z|})\frac{1}{\mathrm{log}2}\mathrm{log}(1+\frac{2\epsilon }{|z|})`$. If $`|z|2\epsilon `$, then $`E\left(\mathrm{log}^+\frac{1}{|1+\epsilon \frac{U}{z}|}\right)\frac{|z|}{2\epsilon }_0^1\mathrm{log}\frac{1}{x}dx1\frac{1}{\mathrm{log}2}\mathrm{log}(1+\frac{2\epsilon }{|z|})`$. Thus in both cases, (25) holds true.

To finish the proof we integrate inequality (25) and get

$$\underset{\epsilon 0}{lim\; sup}E\left(\mathrm{log}^+\frac{1}{|1+\epsilon \frac{U}{Z}|}\right)\frac{1}{\mathrm{log}2}\underset{\epsilon 0}{lim\; sup}E\left(\mathrm{log}(1+2\epsilon /|Z|)\right).$$

For $`\epsilon <1/2`$ we have $`\mathrm{log}(1+2\epsilon /|Z|)\mathrm{log}2+\mathrm{log}^+\frac{1}{|Z|}`$ and $`\mathrm{log}^+\frac{1}{|Z|}`$ is integrable. Lebesgue’s dominated convergence theorem yields

$$\underset{\epsilon 0}{lim\; sup}E\left(\mathrm{log}(1+2\epsilon /|Z|)\right)=0.$$

Proof of Theorem 2. Combining Lemmas 1 and 3 we have

$$sup\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2):\nu _1,\nu _2𝒫_0\}$$

$$\underset{n\mathrm{}}{lim\; inf}\frac{1}{n^2}\mathrm{log}\mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲$$

$$\underset{n\mathrm{}}{lim\; sup}\frac{1}{n^2}\mathrm{log}\mathrm{exp}(n^2\mathrm{\Phi }(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲$$

$$sup\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2):\nu _1,\nu _2𝒫\}.$$

By (20), all of the above inequalities are in fact equalities. Thus (10) holds true. ∎

### 3.2. Exponential tightness

Recall that $`\{\widehat{\mu }_n\}`$ is exponentially tight if for every $`m>0`$ there is a compact subset $`𝒦𝒫`$ such that

$$\underset{n}{sup}\frac{1}{n^2}\mathrm{log}\mathrm{Pr}(\widehat{\mu }_n𝒦)<m.$$

Our proof of exponential tightness is a concrete implementation of de Acosta .$`^{\text{(}\text{?}\text{)}}`$

Assumption 3 implies that $`k(x,y)+C0`$. Let $`q:𝒫(^2)[0,\mathrm{}]`$ be given by

$$q(\mu )=_^2\left(k(x,y)+C\right)𝑑\mu .$$

###### Lemma 6.

If Assumptions 3, 4 hold true, then $`q`$ has pre-compact level sets: for every $`t>0`$, $`q^1[0,t]`$ is a pre-compact set in $`𝒫`$.

###### Proof.

Fix $`t>0`$ and denote $`𝒦:=\{\mu 𝒫(^2):q(\mu )t\}`$. We will show that $`𝒦`$ is pre-compact.

Assumption 4 says that for every $`\epsilon >0`$ the set $`K_\epsilon :=\{(x,y):C+k(x,y)t/\epsilon \}`$ is a compact subset of $`^2`$. For every $`\mu 𝒦`$ by Chebyshev’s inequality we have

$$\mu (K_\epsilon ^c)\mu (\{(x,y):C+k(x,y)>t/\epsilon \})\frac{\epsilon q(\mu )}{t}=\epsilon .$$

Thus $`𝒦`$ is pre-compact, and its weak closure $`\overline{𝒦}`$ is compact. ∎

###### Lemma 7.

If Assumptions 1, 3, and 2 hold true, then

(26)
$$\underset{n}{sup}\frac{1}{n^2}\mathrm{log}\mathrm{exp}(\frac{1}{2}n^2q(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲<\mathrm{}.$$

###### Proof.

We have

$$\mathrm{exp}(\frac{1}{2}n^2q(\widehat{\mu }_n))f(𝐱,𝐲)𝑑𝐱𝑑𝐲=\mathrm{exp}(\frac{1}{2}n^2C\frac{1}{2}\underset{i,j=1}{\overset{n}{}}k(x_i,y_j))𝑑𝐱𝑑𝐲$$

$$e^{\frac{1}{2}n^2C}\underset{i,j=1}{\overset{n}{}}\sqrt{g(x_i,y_j)}d𝐱d𝐲e^{n^2C}M_{1/2}^n.$$

Therefore the left-hand side of (26) is at most $`C+\mathrm{log}^+M_{1/2}<\mathrm{}`$. ∎

###### Theorem 3.

Under the assumptions of Theorem 1, the sequence $`\{\widehat{\mu }_n\}`$ is exponentially tight.

###### Proof.

Notice that by (10) used with $`\mathrm{\Phi }(\mu ):=0`$ we have $`\frac{1}{n^2}\mathrm{log}Z_nL_0:=inf_\mu k(x,y)𝑑\mu =inf_{x,y}k(x,y)`$. Since $`L_0`$ is finite, see (11), therefore by Lemma 7 we have

$$\underset{n}{sup}\frac{1}{n^2}\mathrm{log}\mathrm{exp}(\frac{1}{2}n^2q(\widehat{\mu }_n))\frac{1}{Z_n}f(𝐱,𝐲)𝑑𝐱𝑑𝐲=C_1<\mathrm{}.$$

Fix $`m>0`$. Let $`𝒦𝒫`$ be the pre-compact set from Lemma 6 corresponding to $`t=2m+2C_1`$.

Applying Chebyshev’s inequality to probability measure (3) we get

$$\mathrm{Pr}(\widehat{\mu }_n\overline{𝒦})\mathrm{Pr}(\widehat{\mu }_n𝒦)=\mathrm{Pr}(q(\widehat{\mu }_n)>t)e^{\frac{1}{2}n^2t}\mathrm{exp}(\frac{1}{2}n^2q(\widehat{\mu }_n))d\mathrm{Pr}.$$

Therefore

$$\mathrm{Pr}(\widehat{\mu }_n\overline{𝒦})e^{\frac{1}{2}n^2t}e^{n^2C_1},$$

and

$$\frac{1}{n^2}\mathrm{log}\mathrm{Pr}(\widehat{\mu }_n\overline{𝒦})t/2+C_1=m$$

for all $`n`$. ∎

Proof of Theorem 1. Recall that the space $`𝒫=𝒫(^2)`$ of probability measures on $`^2`$ with the topology of weak convergence is a Polish space. By Theorem 3, $`\{\widehat{\mu }_n\}`$ is exponentially tight. Theorem 2 says that the Varadhan functional

$$𝕃(\mathrm{\Phi }):=\underset{n\mathrm{}}{lim}\frac{1}{n^2}\mathrm{log}E\left(\mathrm{exp}n^2\mathrm{\Phi }(\widehat{\mu }_n)\right)$$

is defined on all functions $`\mathrm{\Phi }`$ given by (9), and

$$𝕃(\mathrm{\Phi })=\underset{\nu _1,\nu _2}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}\underset{n\mathrm{}}{lim}\frac{1}{n^2}\mathrm{log}Z_n$$

$$=\underset{\nu _1,\nu _2}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}+\underset{x,y}{inf}k(x,y).$$

Thus

(27)
$$𝕃(\mathrm{\Phi })=\underset{\nu _1,\nu _2}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)\}+I_0.$$

Functions $`\mathrm{\Phi }`$ defined by (9) form a subset of $`C_b(𝒫(^2))`$ which separates points of $`𝒫(^2)`$ and is closed under the operation of taking pointwise minima. Thus by \[Ref. ?, Theorem T.1.3\] or \[Ref. ?, Theorem 4.4.10\], the empirical measures $`\{\widehat{\mu }_n\}`$ satisfy the large deviation principle with the rate function

(28)
$$𝕀(\mu ):=sup\{\mathrm{\Phi }(\mu )𝕃(\mathrm{\Phi })\};$$

here, the supremum is taken over all $`F_1,\mathrm{},F_mC_b(^2)`$ and $`\mathrm{\Phi }(\mu )`$ is defined by (9).

It remains to prove formula (4). Fix $`\nu _1,\nu _2𝒫`$. From (27), for $`\mathrm{\Phi }`$ given by (9) we have $`𝕃(\mathrm{\Phi })\mathrm{\Phi }(\nu _1\nu _2)𝕂(\nu _1\nu _2)+I_0`$. Thus formula (28) implies that

(29)
$$𝕀(\nu _1\nu _2)𝕂(\nu _1\nu _2)I_0.$$

To prove the converse inequality we use the fact that we already know that the large deviations principle holds. The large deviations principle implies that

(30)
$$𝕀(\nu _1\nu _2)=\underset{\mathrm{\Phi }C_b(𝒫)}{sup}\{\mathrm{\Phi }(\nu _1\nu _2)𝕃(\mathrm{\Phi })\}.$$

Now consider $`\mathrm{\Phi }_M(\mu )=(Mk(x,y))𝑑\mu `$. Assumptions 3 and 5 imply that $`(x,y)Mk(x,y)`$ is a bounded continuous function for every real $`M`$. Thus $`\mathrm{\Phi }_M`$ is given by (9). Since $`Mk(x,y)k(x,y)`$, from (27) we get $`𝕃(\mathrm{\Phi }_M)I_0`$. Thus

$$𝕀(\nu _1\nu _2)\underset{M}{sup}\{\mathrm{\Phi }_M(\nu _1\nu _2)𝕃(\mathrm{\Phi }_M)\}\underset{M\mathrm{}}{lim\; sup}Mk(x,y)d\mu I_0.$$

This together with (29) proves (4) for product measures.

It remains to verify that if $`\mu _0`$ is not a product measure, then $`𝕀(\mu _0)=\mathrm{}`$. To this end, take bounded continuous functions $`F(x),G(y)`$ such that

$$\delta :=F(x)G(y)\mu _0(dx,dy)F(x)\mu _0(dx,dy)G(y)\mu _0(dx,dy)>0.$$

For $`b>0`$, let

$$\mathrm{\Phi }_b(\mu ):=b\left(F(x)G(y)\mu (dx,dy)F(x)\mu (dx,dy)G(y)\mu (dx,dy)\right).$$

Clearly, $`\mathrm{\Phi }_b:𝒫`$ is a bounded continuous function, which vanishes on product measures. By the upper bound (12) we therefore have $`𝕃(\mathrm{\Phi }_b)I_0`$. So $`𝕀(\mu _0)\mathrm{\Phi }_b(\mu _0)𝕃(\mathrm{\Phi }_b)b\delta I_0`$. Since $`b`$ can be arbitrarily large, $`𝕀(\mu _0)=\mathrm{}`$. ∎

### Acknowledgements

I would like to thank P. Dupuis for a conversation on non-convex rate functions.


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# LIGHT PROPAGATION IN GENERALLY COVARIANT ELECTRODYNAMICS AND THE FRESNEL EQUATION11footnote 1Invited talk given at Journeés Relativistes, University College Dublin, Sept. 2001. Dedicated to the memory of Rev. Dr. J. Dermott McCrea, OFM, who passed away on 21 May 1993.

## 1 Introduction

Electromagnetic wave propagation is a very important physical phenomenon in classical field theory. In general, the geometrical structure of spacetime as well as the intrinsic properties and the motion of material media can affect the light propagation. In the generally covariant pre-metric approach to electrodynamics, the axioms of electric charge and of magnetic flux conservation manifest themselves in the Maxwell equations for the excitation $`H=(𝒟,)`$ and the field strength $`F=(E,B)`$:

$$dH=J,dF=0.$$
(1)
These equations should be supplemented by a constitutive law $`H=H(F)`$. The latter relation contains the crucial information about the underlying physical continuum (i.e., spacetime and/or material medium). Mathematically, this constitutive law arises either from a suitable phenomenological theory of a medium or from the electromagnetic field Lagrangian. It can be a nonlinear or even nonlocal relation between the electromagnetic excitation and the field strength.

Earlier, we have investigated the propagation of waves in the most general linear theory. Here we present some results which hold true for all electrodynamical models with an arbitrary local spacetime relation. This is how we call the constitutive law if it applies to spacetime (“the vacuum”) itself.

If local coordinates $`x^i`$ are given, with $`i,j,\mathrm{}=0,1,2,3`$, we can decompose the excitation and field strength 2-forms into their components according to

$$H=\frac{1}{2}H_{ij}dx^idx^j,F=\frac{1}{2}F_{ij}dx^idx^j.$$
(2)
## 2 Wave propagation: Fresnel equation

We will study the propagation of a discontinuity of the electromagnetic field following the lines of Ref. , see also Refs. . The surface of discontinuity $`S`$ is defined locally by a function $`\mathrm{\Phi }`$ such that $`\mathrm{\Phi }=const`$ on $`S`$. Across $`S`$, the geometric Hadamard conditions are satisfied:

$`[F_{ij}]=0,[_iF_{jk}]=q_if_{jk},`$ (3)
$`[H_{ij}]=0,[_iH_{jk}]=q_ih_{jk}.`$ (4)
Here $`\left[\right](x)`$ denotes the discontinuity of a function $``$ across $`S`$, and $`q_i:=_i\mathrm{\Phi }`$ is the wave covector. Since the spacetime relation $`H(F)`$ determines the excitation in terms of the field strength, the corresponding tensors $`f_{ij}`$ and $`h_{ij}`$, describing the jumps of the derivatives of field strength and excitation, are related by

$$h_{ij}=\frac{1}{2}\kappa _{ij}{}_{}{}^{kl}f_{kl}^{},\mathrm{with}\kappa _{ij}{}_{}{}^{kl}:=\frac{H_{ij}}{F_{kl}}.$$
(5)
In linear electrodynamics, the components of the constitutive tensor $`\kappa _{ij}^{kl}`$ are constant (or, at least, independent of the electromagnetic field). But in general $`\kappa _{ij}^{kl}`$ is a function of the electromagnetic field, the velocity of matter, the temperature, and other physical and geometrical variables. Quite remarkably, however, all the earlier results obtained for linear electrodynamics remain also valid in the general case because whatever nonlinear spacetime relation $`H(F)`$ may exist, the relation between the jumps of the field derivatives, according to (5), is always linear.

If we use Maxwell’s equations (1), then (3) and (4) yield

$$ϵ^{ijkl}q_jh_{kl}=0,ϵ^{ijkl}q_jf_{kl}=0.$$
(6)
Introducing the conventional constitutive matrix

$$\chi ^{ijkl}=\frac{1}{2}ϵ^{ijmn}\kappa _{mn}^{kl}$$
(7)
and making use of (5), we rewrite the above system as

$$\chi ^{ijkl}q_jf_{kl}=0,ϵ^{ijkl}q_jf_{kl}=0.$$
(8)
Solving the last equation by $`f_{ij}=q_ia_jq_ja_i`$, we finally reduce (8)1 to

$$\chi {}_{}{}^{ijkl}q_{j}^{}q_ka_l=0.$$
(9)
This algebraic system has a nontrivial solution for $`a_i`$ only when the determinant of the matrix on the l.h.s. vanishes. The latter gives rise to our covariant Fresnel equation

$$𝒢^{ijkl}(\chi )q_iq_jq_kq_l=0,$$
(10)
with the fourth order Fresnel tensor density of weight $`+1`$ defined by

$$𝒢^{ijkl}(\chi ):=\frac{1}{4!}ϵ_{mnpq}ϵ_{rstu}\chi ^{mnr(i}\chi ^{j|ps|k}\chi ^{l)qtu}.$$
(11)
It is totally symmetric, $`𝒢^{ijkl}(\chi )=𝒢^{(ijkl)}(\chi )`$, and thus has 35 independent components.

## 3 Spacetime relation: The emergence of the axion and the skewon fields

The quantity $`\kappa _{ij}^{kl}`$ or, equivalently, $`\chi ^{ijkl}(x)`$, characterizes the electromagnetic properties of the vacuum and is as such of universal importance. The untwisted tensor density $`\chi ^{ijkl}(x)`$ of weight $`+1`$ has 36 independent components. If we decompose it into irreducible pieces with respect to the 6-dimensional linear group, then we find

$$\chi ^{ijkl}={}_{}{}^{(1)}\chi _{}^{ijkl}+{}_{}{}^{(2)}\chi _{}^{ijkl}+{}_{}{}^{(3)}\chi _{}^{ijkl},\mathrm{with}36=20151$$
(12)
independent components, respectively. The irreducible pieces of $`\chi `$ are defined as follows:

$`{}_{}{}^{(2)}\chi _{}^{ijkl}`$ $`:=`$ $`{\displaystyle \frac{1}{2}}\left(\chi ^{ijkl}\chi ^{klij}\right)={}_{}{}^{(2)}\chi _{}^{klij},{}_{}{}^{(3)}\chi _{}^{ijkl}:=\chi ^{[ijkl]},`$
$`{}_{}{}^{(1)}\chi _{}^{ijkl}`$ $`:=`$ $`\chi ^{ijkl}{}_{}{}^{(2)}\chi _{}^{ijkl}{}_{}{}^{(3)}\chi _{}^{ijkl}={}_{}{}^{(1)}\chi _{}^{klij}.`$ (13)
Since no metric is available, we cannot form traces. The Abelian axion piece $`{}_{}{}^{(3)}\chi _{}^{ijkl}`$ $`=:\alpha (x)ϵ^{ijkl}`$ has been introduced by Ni . A constitutive law (for matter) with $`{}_{}{}^{(2)}\chi _{}^{ijkl}0`$ (non-vanishing “skewon field”) has been discussed by Nieves and Pal. It yields P- and CP-violating terms in the field equations. Thus all constitutive functions in (12) can claim respectability from a physical point of view in the framework of linear response theory.

Alternatively, by means of mere contractions, we can decompose

$`\kappa _{ij}^{kl}`$ $`=`$ $`{}_{}{}^{(1)}\kappa _{ij}^{}{}_{}{}^{kl}+{}_{}{}^{(2)}\kappa _{ij}^{}{}_{}{}^{kl}+{}_{}{}^{(3)}\kappa _{ij}^{}^{kl}`$ (14)
$`=`$ $`{}_{}{}^{(1)}\kappa _{ij}^{}{}_{}{}^{kl}+2\overline{)}\kappa _{[i}{}_{}{}^{[k}\delta _{j]}^{l]}+{\displaystyle \frac{1}{6}}\kappa \delta _{[i}^k\delta _{j]}^l.`$ (15)
Here $`\kappa _i{}_{}{}^{k}:=\kappa _{il}^{kl}`$, $`\kappa :=\kappa _k{}_{}{}^{k}=\kappa _{kl}^{kl}`$, and the traceless piece is $`\overline{)}\kappa _i{}_{}{}^{k}:=\kappa _i{}_{}{}^{k}\frac{1}{4}\kappa \delta _i^k`$.

By introducing the pseudotensorial skewon field and the pseudoscalar axion field by

$$S_i{}_{}{}^{j}=\frac{1}{2}\overline{)}\kappa _i{}_{}{}^{j}=\overline{)}S_i{}_{}{}^{j},\alpha =\frac{1}{12}\kappa ,$$
(16)
we ultimately find the basic relations between the corresponding irreducible pieces:

$`{}_{}{}^{(1)}\chi _{}^{ijkl}`$ $`=`$ $`{\displaystyle \frac{1}{2}}ϵ^{ijmn}{}_{}{}^{(1)}\kappa _{mn}^{}{}_{}{}^{kl},`$ (17)
$`{}_{}{}^{(2)}\chi _{}^{ijkl}`$ $`=`$ $`{\displaystyle \frac{1}{2}}ϵ^{ijmn}{}_{}{}^{(2)}\kappa _{mn}^{}{}_{}{}^{kl}=ϵ^{ijm[k}S_m{}_{}{}^{l]}ϵ^{klm[i}S_m{}_{}{}^{j]},`$ (18)
$`{}_{}{}^{(3)}\chi _{}^{ijkl}`$ $`=`$ $`{\displaystyle \frac{1}{2}}ϵ^{ijmn}{}_{}{}^{(3)}\kappa _{mn}^{}{}_{}{}^{kl}=\alpha ϵ^{ijkl}.`$ (19)
## 4 Properties of the Fresnel tensor density

The various irreducible pieces of the constitutive tensor affect the wave propagation in different ways. Technically, this can be determined by studying how a certain irreducible piece $`{}_{}{}^{(a)}\chi `$ contributes to the Fresnel tensor density (11) and, thereby, to the Fresnel equation (10) which governs the wave covectors.

We will demonstrate here the general properties of the Fresnel tensor density. As a preparatory step, let us take $`\chi =\varphi +\psi `$. Then, using a compact notation by omitting the indices, we have quite generally

$$𝒢(\chi )=𝒢(\varphi )+𝒢(\psi )+\frac{1}{4!}\left(O_1+O_2+O_3+T_1+T_2+T_3\right).$$
(20)
Here the mixed terms $`O_a`$ contain one $`\psi `$-factor and the $`T_a`$’s two $`\psi `$-factors. Postponing the symmetrization over $`i,j,k,l`$ to the very last moment, these terms read explicitly as follows:

$`O_1(\varphi ,\psi ,\varphi )`$ $`=`$ $`ϵ_{mnpq}ϵ_{rstu}\varphi ^{mnri}\psi ^{jpsk}\varphi ^{lqtu},`$ (21)
$`O_2(\psi ,\varphi ,\varphi )`$ $`=`$ $`ϵ_{mnpq}ϵ_{rstu}\psi ^{mnri}\varphi ^{jpsk}\varphi ^{lqtu},`$ (22)
$`O_3(\varphi ,\varphi ,\psi )`$ $`=`$ $`ϵ_{mnpq}ϵ_{rstu}\varphi ^{mnri}\varphi ^{jpsk}\psi ^{lqtu},`$ (23)
$`T_1(\psi ,\varphi ,\psi )`$ $`=`$ $`ϵ_{mnpq}ϵ_{rstu}\psi ^{mnri}\varphi ^{jpsk}\psi ^{lqtu},`$ (24)
$`T_2(\psi ,\psi ,\varphi )`$ $`=`$ $`ϵ_{mnpq}ϵ_{rstu}\psi ^{mnri}\psi ^{jpsk}\varphi ^{lqtu},`$ (25)
$`T_3(\varphi ,\psi ,\psi )`$ $`=`$ $`ϵ_{mnpq}ϵ_{rstu}\varphi ^{mnri}\psi ^{jpsk}\psi ^{lqtu}.`$ (26)
Now we are in position to prove the following properties of the Fresnel tensor:

1) $`𝒢({}_{}{}^{(3)}\chi )=0`$. Proof: By direct substitution of $`{}_{}{}^{(3)}\chi _{}^{ijkl}=\alpha ϵ^{ijkl}`$, we have

$`ϵ_{mnpq}ϵ_{rstu}{}_{}{}^{(3)}\chi _{}^{mnri}{}_{}{}^{(3)}\chi _{}^{jpsk}{}_{}{}^{(3)}\chi _{}^{lqtu}`$ $`=`$ $`4\alpha ^3(\delta _p^r\delta _q^i\delta _p^i\delta _q^r)(\delta _r^l\delta _s^q\delta _r^q\delta _s^l)ϵ^{jpsk}`$
$`=`$ $`12\alpha ^3ϵ^{jilk}.`$
This vanishes upon symmetrization over the indices $`i,j,k,l`$.

2) $`𝒢({}_{}{}^{(2)}\chi )=0`$. Proof: Using the symmetry properties (3) and especially the skew symmetry $`{}_{}{}^{(2)}\chi _{}^{ijkl}=^{(2)}\chi ^{klij}`$, we find

$`ϵ_{mnpq}ϵ_{rstu}{}_{}{}^{(3)}\chi _{}^{mnri}{}_{}{}^{(3)}\chi _{}^{jpsk}{}_{}{}^{(3)}\chi _{}^{lqtu}`$ $`=`$ $`ϵ_{mnpq}ϵ_{rstu}{}_{}{}^{(3)}\chi _{}^{rimn}{}_{}{}^{(3)}\chi _{}^{skjp}{}_{}{}^{(3)}\chi _{}^{tulq}`$
$`=`$ $`ϵ_{mnpq}ϵ_{rstu}{}_{}{}^{(3)}\chi _{}^{tuql}{}_{}{}^{(3)}\chi _{}^{kspj}{}_{}{}^{(3)}\chi _{}^{irmn}`$
$`=`$ $`ϵ_{mnpq}ϵ_{rstu}{}_{}{}^{(3)}\chi _{}^{mnrl}{}_{}{}^{(3)}\chi _{}^{kpsj}{}_{}{}^{(3)}\chi _{}^{iqtu}.`$
Upon the symmetrization over the indices $`i,j,k,l`$, we then get $`𝒢({}_{}{}^{(2)}\chi )=𝒢({}_{}{}^{(2)}\chi )`$ or $`𝒢({}_{}{}^{(2)}\chi )=0`$.

3) $`𝒢({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi +{}_{}{}^{(3)}\chi )=𝒢({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi )`$. Proof: Let us put $`\varphi ={}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi `$ and $`\psi ={}_{}{}^{(3)}\chi `$ in the formula (20). Then we can verify that all the mixed terms (21)-(26) vanish. Indeed, using $`{}_{}{}^{(3)}\chi _{}^{ijkl}=\alpha ϵ^{ijkl}`$, we find:

$`O_1`$ $`=`$ $`2\alpha ϵ_{mnpq}\varphi ^{mnri}\varphi ^{lqtu}(\delta _r^j\delta _t^p\delta _u^k+\delta _r^p\delta _t^k\delta _u^j+\delta _r^k\delta _t^j\delta _u^p)`$
$`=`$ $`2\alpha ϵ_{mnpq}(\varphi ^{mnji}\varphi ^{lqpk}+\varphi ^{mnpi}\varphi ^{lqkj}+\varphi ^{mnki}\varphi ^{lqjp}).`$
This is zero when we impose the symmetrization over $`i,j,k,l`$. Similarly, we find

$$O_2=\mathrm{\hspace{0.17em}2}\alpha ϵ_{rstu}(\delta _p^r\delta _q^i\delta _p^i\delta _q^r)\varphi ^{jpsk}\varphi ^{lqtu}=2\alpha ϵ_{rstu}(\varphi ^{jrsk}\varphi ^{litu}+\varphi ^{jisk}\varphi ^{lrtu})$$

and

$$O_3=\mathrm{\hspace{0.17em}2}\alpha ϵ_{mnpq}(\delta _r^l\delta _s^q\delta _r^q\delta _s^l)\varphi ^{mnri}\varphi ^{jpsk}=2\alpha ϵ_{mnpq}(\varphi ^{mnli}\varphi ^{jpqk}+\varphi ^{mnqi}\varphi ^{jplk}).$$

Both expressions vanish when we impose symmetrization over $`i,j,k,l`$. The proof that all $`T`$’s are equal to zero reduces to the above formulas in which we simply need to replace one of the $`\varphi `$ factors by the Levi-Civita $`ϵ`$. Consequently, (20) yields $`𝒢(\varphi +\psi )=𝒢(\varphi )+𝒢(\psi )=𝒢(\varphi )`$, since $`𝒢(\psi )=𝒢(^{(3)}\chi )=0`$.

4) $`𝒢({}_{}{}^{(2)}\chi +{}_{}{}^{(3)}\chi )=0`$. Proof: Take $`\varphi ={}_{}{}^{(2)}\chi `$ and $`\psi ={}_{}{}^{(3)}\chi `$. Then the proof reduces to the above case. \[Formally, we can simply consider a special case of the formula $`𝒢({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi +{}_{}{}^{(3)}\chi )=𝒢({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi )`$ by putting $`{}_{}{}^{(1)}\chi =0`$ and using the property $`𝒢(^{(2)}\chi )=0`$\].

## 5 Discussion and conclusion

The properties of the Fresnel tensor simplify greatly the final analysis of the light propagation in the general electrodynamical theory.

As we saw, neither the axion piece $`{}_{}{}^{(2)}\chi `$ nor the skewon piece $`{}_{}{}^{(3)}\chi `$ (alone or together) can provide electromagnetic wave propagation.

The presence of the principal part $`{}_{}{}^{(1)}\chi `$ of the constitutive tensor is indispensable for the existence of nontrivial electromagnetic waves and ultimately for the existence of the light cone structure on spacetime. In any case, the Fresnel tensor density reads

$$𝒢^{ijkl}(\chi )=𝒢^{ijkl}({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi ).$$
(27)
Furthermore, in general

$$𝒢^{ijkl}({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi )𝒢^{ijkl}({}_{}{}^{(1)}\chi ),$$
(28)
which means that the skewon field does influence the Fresnel equation and thus, eventually, the light cone structure. An example of this general result can be found in the asymmetric constitutive tensor studied by Nieves and Pal .

Actually, we can use (20) to find more exactly the contribution of the skewon to the Fresnel tensor. One can straightforwardly see that

$`O_1({}_{}{}^{(1)}\chi ,{}_{}{}^{(2)}\chi ,{}_{}{}^{(1)}\chi )`$ $`=`$ $`0,O_2({}_{}{}^{(2)}\chi ,{}_{}{}^{(1)}\chi ,{}_{}{}^{(1)}\chi )+O_3({}_{}{}^{(1)}\chi ,{}_{}{}^{(1)}\chi ,{}_{}{}^{(2)}\chi )=0,`$ (29)
$`T_2({}_{}{}^{(2)}\chi ,{}_{}{}^{(2)}\chi ,{}_{}{}^{(1)}\chi )`$ $`=`$ $`T_3({}_{}{}^{(1)}\chi ,{}_{}{}^{(2)}\chi ,{}_{}{}^{(2)}\chi ).`$ (30)
The proof is analogous to the demonstration of the property $`𝒢({}_{}{}^{(2)}\chi )=0`$ and is based directly on the skew symmetry $`{}_{}{}^{(2)}\chi _{}^{ijkl}=^{(2)}\chi ^{klij}`$. As a result, (20) yields

$$𝒢({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi )=𝒢({}_{}{}^{(1)}\chi )+\frac{1}{4!}[T_1({}_{}{}^{(2)}\chi ,{}_{}{}^{(1)}\chi ,{}_{}{}^{(2)}\chi )+2T_2({}_{}{}^{(2)}\chi ,{}_{}{}^{(2)}\chi ,{}_{}{}^{(1)}\chi )].$$

Substituting here the explicit form of the skewon part (18), we finally find

$$𝒢^{ijkl}(\chi )=𝒢^{ijkl}({}_{}{}^{(1)}\chi +{}_{}{}^{(2)}\chi )=𝒢^{ijkl}({}_{}{}^{(1)}\chi )+{}_{}{}^{(1)}\chi _{}^{m(i|n|j}S_m^kS_n^{l)}.$$
(31)
Our basic results on the light propagation are then that $`{}_{}{}^{(1)}\chi 0`$, otherwise there is no orderly wave propagation, the axion piece $`\alpha `$ is left arbitrary, it doesn’t influence light propagation locally, whereas the skewon piece $`S_i{}_{}{}^{j}=\overline{)}S_i^j`$ makes itself felt by means of equation (31). The detailed study of how exactly these 15 functions $`\overline{)}S_i^j`$ affect the light cone is left for future work.

## Acknowledgments

We are grateful to Peter Hogan for the invitation to give a talk at Journeés Relativistes 2001. We also thank Peter for his splendid hospitality. G.F.R. would like to thank the German Academic Exchange Service (DAAD) for financial support.


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# 1 Introduction

## 1 Introduction

Possible noncommutativity of spacetime coordinates is an old idea  which was recently revived in active studying of noncommutative field theories (see e.g. reviews  and references therein). Being nonlocal, these theories have many interesting properties.

It has been found that noncommutative field theories arise naturally in certain limits of string theories involving $`D`$-branes and a nontrivial $`B`$-field background . Recently, this fact led to a high level of interest in field theories on noncommutative spaces and their nonperturbative solutions (like solitons), which admit a $`D`$-brane interpretation in the context of string theory . A lot of progress has been made in the analysis of such solitonic solutions of various noncommutative field theories (see e.g.  \- ,  \-  and references therein).

In  it was shown that the open $`N=2`$ fermionic string is identical at tree level to self-dual Yang-Mills theory in 2+2 dimensions. Turning on a constant $`B`$-field in this string theory yields noncommutative self-dual Yang-Mills (ncSDYM) . If the $`B`$-field is restricted to the world volume of $`n`$ coincident $`D2`$-branes the effective field theory turns out to be the noncommutative generalization  of an integrable modified $`U(n)`$ sigma model in 2+1 dimensions introduced by Ward . Its soliton solutions have been studied in .

In the present paper we examine a different type of solutions of the noncommutative modified sigma model mentioned above, namely plane waves, which were studied in the commutative setup by Leese . Our work is based on , where the gauge group is restricted to the case of $`U(2)`$. The organization is the following. After presenting the necessary material and formulas for the commutative sigma model we briefly review its noncommutative extension and the general construction of solutions. We then derive an explicit two-wave solution and investigate its scattering properties and large time factorization.

## 2 Noncommutative modified $`U(2)`$ sigma model

The investigations are based on a modified $`SU(2)`$ sigma model in 2+1 dimensions introduced by Ward . This model describes the dynamics of an $`SU(2)`$-valued field $`J(t,x,y)`$ depending on the real coordinates $`t,x,y`$ of $`^{1,2}`$ with minkowskian signature $`(++)`$. Its field equation reads

$$\eta ^{\mu \nu }_\mu \left(J^1_\nu J\right)+v_\alpha ϵ^{\alpha \mu \nu }_\mu \left(J^1_\nu J\right)=0,$$
(2.1)
with a constant unit vector $`(v_\alpha )=(0,1,0)`$. It is obvious that the second term in (2.1) breaks Lorentz invariance, but makes this equation integrable . The model has a positive definite energy functional, which is given by

$$E=𝑑x𝑑y=\frac{1}{2}𝑑x𝑑y\text{tr}\left(_tJ^1_tJ+_xJ^1_xJ+_yJ^1_yJ\right).$$
(2.2)
The field equation (2.1) actually arises from the Bogomol’nyi equations for the 2+1 dimensional Yang-Mills-Higgs system

$$\frac{1}{2}ϵ_{\alpha \mu \nu }^{\mu \nu }=_\alpha \mathrm{\Phi }+[𝒜_\alpha ,\mathrm{\Phi }].$$
(2.3)
After choosing the gauge $`𝒜_x=\mathrm{\Phi }`$ and $`𝒜_t=𝒜_y`$ and solving two of the three equations above by $`𝒜_x=\frac{1}{2}J^1_xJ`$ and $`𝒜_t=\frac{1}{2}J^1\left(_tJ+_yJ\right)`$ one obtains

$$_x\left(J^1_xJ\right)+_y\left(J^1_yJ\right)_t\left(J^1_tJ\right)+_y\left(J^1_tJ\right)_t\left(J^1_yJ\right)=0,$$
(2.4)
which is precisely equation (2.1). It admits both soliton  and extended wave solutions .

The noncommutative generalization of equation (2.1) is easily achieved by deforming the ordinary product of functions into the noncommutative star product, which is given by

$$(fg)(x)=f(x)\mathrm{exp}[\frac{i}{2}\stackrel{}{}_\mu \theta ^{\mu \nu }\stackrel{}{}_\nu ]g(x).$$
(2.5)
Since the time coordinate remains commutative, the only nonvanishing components of the tensor $`\theta ^{\mu \nu }`$ are

$$\theta ^{xy}=\theta ^{yx}=:\theta >0.$$
(2.6)
After introducing the following combinations of the coordinates $`t`$ and $`y`$

$$u:=\frac{1}{2}(t+y),v=\frac{1}{2}(ty)_u=_t+_y,_v=_t_y,$$
(2.7)
the noncommutative field equation111It should be noted here, that in the noncommutative setup $`JU(2)`$, since $`SU(2)`$ as gauge group is not possible. See for example . reads

$$_x\left(J^1_xJ\right)_v\left(J^1_uJ\right)=0,$$
(2.8)
and the energy density is

$``$ $`=`$ $`{\displaystyle \frac{1}{2}}\text{tr}\left[_tJ^{}_tJ+_xJ^{}_xJ+_yJ^{}_yJ\right].`$ (2.9)
The nonlocality of the star product involves difficulties in explicit calculations. It is therefore more convenient to switch to the operator formalism. Here, the star product is traded for operator-valued spatial coordinates $`\widehat{x},\widehat{y}`$, which are subject to the following commutation relations

$$[t,\widehat{x}]=[t,\widehat{y}]=0,[\widehat{x},\widehat{y}]=i\theta .$$
(2.10)
With the complex coordinates, $`\widehat{z}=\widehat{x}+i\widehat{y},\widehat{\overline{z}}=\widehat{x}i\widehat{y},`$ relation (2.10) becomes $`[\widehat{z},\widehat{\overline{z}}]=2\theta `$. Now one can introduce creation and annihilation operators

$$a^{}=\frac{1}{\sqrt{2\theta }}\widehat{\overline{z}},a=\frac{1}{\sqrt{2\theta }}\widehat{z}[a,a^{}]=1,$$
(2.11)
which act in a harmonic oscillator Hilbert space $``$ with orthonormal basis $`\left\{|n,n=0,1,2,\mathrm{}\right\}`$ in standard fashion

$$a|n=\sqrt{n}|n1,a^{}|n=\sqrt{n+1}|n+1.$$
(2.12)
Every c-number function $`f(t,z,\overline{z})`$ can be associated with an operator-valued function $`\widehat{f}F(t,a,a^{})`$ through the Moyal-Weyl map

$`f(t,z,\overline{z})F(t,a,a^{})`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle d^2k\stackrel{~}{f}(k_x,k_y)e^{i(k_x\widehat{x}+k_y\widehat{y})}}`$ (2.13)
$`=`$ $`{\displaystyle \frac{dpd\overline{p}}{(2\pi ^2)}𝑑z𝑑\overline{z}f(t,z,\overline{z})e^{i[\overline{p}(\sqrt{2\theta }az)+p(\sqrt{2\theta }a^{}\overline{z})]}},`$
with $`p=\frac{1}{2}(k_x+ik_y)`$. The inverse transformation reads

$$f(t,z,\overline{z})=F_{}(t,\frac{z}{\sqrt{2\theta }},\frac{\overline{z}}{\sqrt{2\theta }}),$$
(2.14)
where $`F_{}`$ is obtained by replacing ordinary products with star products. Under the Moyal-Weyl map one has

$$_z\widehat{}_z=\frac{1}{\sqrt{2\theta }}[a^{},],_{\overline{z}}\widehat{}_{\overline{z}}=\frac{1}{\sqrt{2\theta }}[a,],$$
(2.15)
$$fg\widehat{f}\widehat{g},𝑑x𝑑yf=2\pi \theta \text{Tr}_{}\widehat{f}=2\pi \theta \underset{n0}{}n|\widehat{f}|n.$$
(2.16)
Hence, in terms of creation and annihilation operators the energy density (2.9) becomes

$$\widehat{}=\frac{1}{2}\text{tr}\left[_t\widehat{J}^{}_t\widehat{J}\right]+\frac{1}{2\theta }\text{tr}\left[[a,\widehat{J}^{}][a,\widehat{J}^{}]^{}+[a^{},\widehat{J}^{}][a^{},\widehat{J}^{}]^{}\right],$$
(2.17)
where $`\widehat{}_x=\widehat{}_z+\widehat{}_{\overline{z}}`$ and $`\widehat{}_y=i\left(\widehat{}_z\widehat{}_{\overline{z}}\right)`$ have been used, and $`\widehat{J}J(t,a,a^{})`$. For simplicity, hats over operators are omitted from now on.

## 3 Construction of solutions

The main observation for constructing solutions of the equation of motion (2.8) is that this equation can be formulated as the compatibility condition of a system of linear differential equations. For the commutative model the ‘dressing method’  can be used to construct solitons and plane waves as shown in  and . This can easily be extended to the noncommutative situation, which will be briefly presented next. For more details see .

Let us consider the following linear system

$`\left(\zeta _x_u\right)\psi `$ $`=`$ $`A\psi ,`$
$`\left(\zeta _v_x\right)\psi `$ $`=`$ $`B\psi ,`$ (3.1)
where $`\psi =\psi (x,u,v,\zeta )`$ is a $`2\times 2`$ matrix whose elements are operators acting in $``$. The matrices $`A`$ and $`B`$ are of the same type but do not depend on the parameter $`\zeta `$. The matrix $`\psi `$ has to satisfy the reality condition

$$\psi (x,u,v,\zeta )[\psi (x,u,v,\overline{\zeta }]^{}=1.$$
(3.2)
The integrability conditions for the system (3) are

$$_xB_vA=0,_xA_uB[A,B]=0.$$
(3.3)
The second equation can be solved by parametrizing the matrices $`A`$ and $`B`$ in the following way :

$$A=J^1_uJ,B=J^1_xJ,$$
(3.4)
where $`J`$ is some unitary $`2\times 2`$ matrix. Then the first equation in (3.3) becomes

$$_x\left(J^1_xJ\right)_v\left(J^1_uJ\right)=0,$$
(3.5)
which is the operator version of the field equation (2.8). Thus, any solution of the system (3) yields a solution of (3.5) since

$$\psi (x,u,v,\zeta =0)=J^1(x,u,v).$$
(3.6)
Let us now assume that $`\psi `$ is of the form

$$\psi =1+\underset{p=1}{\overset{m}{}}\frac{R_p}{\zeta \mu _p},R_p=\underset{l=1}{\overset{m}{}}T_l\mathrm{\Gamma }^{lp}T_p^{},$$
(3.7)
where $`\mu _p`$ are complex constants, the $`T_k(t,x,y)`$ are some $`2\times 1`$ matrices and the $`\mathrm{\Gamma }^{kl}`$ are some operator-valued functions. By multiplying (3) with $`\psi ^1`$ on the right and using (3.2), the linear system can be rewritten as

$`\psi (\zeta )\left(\zeta _x_u\right)\psi (\overline{\zeta })^{}`$ $`=`$ $`A,`$
$`\psi (\zeta )\left(\zeta _v_x\right)\psi (\overline{\zeta })^{}`$ $`=`$ $`B.`$ (3.8)
The singularities at $`\zeta =\mu `$ and $`\zeta =\overline{\mu }`$ have to be removable, since the right hand side of these equations does not depend on $`\zeta `$. By putting to zero the corresponding residues one finds two differential equations

$`\left(1{\displaystyle \underset{p=1}{\overset{m}{}}}{\displaystyle \frac{R_p}{\mu _p\overline{\mu }_k}}\right)\left(\overline{\mu }_k_x_u\right)R_k^{}=0,`$ (3.9)
$`\left(1{\displaystyle \underset{p=1}{\overset{m}{}}}{\displaystyle \frac{R_p}{\mu _p\overline{\mu }_k}}\right)\left(\overline{\mu }_k_v_x\right)R_k^{}=0.`$
In the same manner, one obtains from (3.2)

$$\left(1\underset{p=1}{\overset{m}{}}\frac{R_p}{\mu _p\overline{\mu }_k}\right)T_k=0,$$
(3.10)
which yields the inverse of the functions $`\mathrm{\Gamma }^{kl}`$ in terms of the matrices $`T_k`$ ,

$$\stackrel{~}{\mathrm{\Gamma }}_{kl}=\frac{T_k^{}T_l}{\mu _k\overline{\mu }_l}\text{and}\underset{p=1}{\overset{m}{}}\mathrm{\Gamma }^{lp}\stackrel{~}{\mathrm{\Gamma }}_{pk}=\delta _k^l.$$
(3.11)
It is useful to introduce the following new coordinates

$`w_k`$ $`:=`$ $`\nu _k(x+\overline{\mu }_ku+{\displaystyle \frac{1}{\overline{\mu }_k}}v)=\nu _k[x+{\displaystyle \frac{1}{2}}(\overline{\mu }_k{\displaystyle \frac{1}{\overline{\mu }_k}})y+{\displaystyle \frac{1}{2}}(\overline{\mu }_k+{\displaystyle \frac{1}{\overline{\mu }_k}})t],`$
$`\overline{w}_k`$ $`:=`$ $`\overline{\nu }_k(x+\mu _ku+{\displaystyle \frac{1}{\mu _k}}v)=\overline{\nu }_k[x+{\displaystyle \frac{1}{2}}(\mu _k{\displaystyle \frac{1}{\mu _k}})y+{\displaystyle \frac{1}{2}}(\mu _k+{\displaystyle \frac{1}{\mu _k}})t],`$ (3.12)
with the $`\nu _k`$ being functions of the $`\mu _k`$,

$$\nu _k=\left[\frac{4i}{\mu _k\overline{\mu }_k\mu _k^1+\overline{\mu }_k^1}\frac{\mu _k\mu _k^12i}{\overline{\mu }_k\overline{\mu }_k^1+2i}\right]^{1/2}.$$
(3.13)
Since

$$[w_k,\overline{w}_k]=2\theta ,$$
(3.14)
one can define the ‘co-moving’ creation and annihilation operators

$$c_k=\frac{1}{\sqrt{2\theta }}w_k,c_k^{}=\frac{1}{\sqrt{2\theta }}\overline{w}_k[c_k,c_k^{}]=1,$$
(3.15)
with oscillator basis $`\left\{|n_k\right\}`$. Derivatives with respect to these coordinates are represented in the same way as in (2.15),

$$\sqrt{2\theta }_{w_k}=[c_k^{},],\sqrt{2\theta }_{\overline{w}_k}=[c_k,].$$
(3.16)
One can relate the co-moving oscillators to the static one. Expressing the $`w_k`$ through $`z`$ and $`\overline{z}`$, one obtains

$$c_k=(\mathrm{cosh}\tau _k)a(e^{i\vartheta _k}\mathrm{sinh}\tau _k)a^{}\beta _kt,$$
(3.17)
where $`\nu _k=\mathrm{cosh}\tau _ke^{i\vartheta _k}\mathrm{sinh}\tau _k`$ , $`e^{i\vartheta _k}\mathrm{tanh}\tau _k=\frac{\overline{\mu }_k\overline{\mu }_k^12i}{\overline{\mu }_k\overline{\mu }_k^1+2i}`$ and

$$\beta _k:=\frac{1}{2}(2\theta )^{1/2}\nu _k(\overline{\mu }_k+\overline{\mu }_k^1).$$
(3.18)
Equations (3.9) can now be combined to a single one,

$$\left(1\underset{p=1}{\overset{m}{}}\frac{R_p}{\mu _p\overline{\mu }_k}\right)c_kT_k=0.$$
(3.19)
With (3.10) it is quite obvious that a sufficient condition for a solution is

$$c_kT_k=T_kZ_k$$
(3.20)
with some operator $`Z_k`$. If $`Z_k`$ is taken to be $`c_k`$ then (3.20) becomes

$$[c_k,T_k]=0,$$
(3.21)
which means that any matrix $`T_k`$ with elements being arbitrary functions of $`c_k`$ yields a solution $`\psi `$ of the linear system (3), and by (3.6) a solution $`J`$ of the equation of motion (3.5).

## 4 A two-wave configuration

As was shown in the previous section, the solution for $`J^1=J^{}`$ can be expressed through $`R_k`$

$$J^{}=1\underset{k=1}{\overset{m}{}}\frac{R_k}{\mu _k}.$$
(4.1)
In order to obtain an extended wave solution comparable to the commutative solution of Leese, the elements of the $`T_k`$ are taken to be exponentials of $`b_kw_k=b_k\sqrt{2\theta }c_k`$ 222Compare with ., with $`b_k`$. To be specific

$$T_k=\left(\begin{array}{c}1\\ e^{b_k\omega _k}\end{array}\right).$$
(4.2)
From now on let us take $`m=2`$ in formula (4.1),

$$J^{}=1\frac{1}{\mu _1}T_1\mathrm{\Gamma }^{11}T_1^{}\frac{1}{\mu _2}T_1\mathrm{\Gamma }^{12}T_2^{}\frac{1}{\mu _1}T_2\mathrm{\Gamma }^{21}T_1^{}\frac{1}{\mu _2}T_2\mathrm{\Gamma }^{22}T_2^{}.$$
(4.3)
Now the functions $`\mathrm{\Gamma }^{kl}`$ can be expressed in terms of $`\stackrel{~}{\mathrm{\Gamma }}_{lp}`$ via (3.11)

$`\mathrm{\Gamma }^{11}`$ $`=`$ $`[\stackrel{~}{\mathrm{\Gamma }}_{11}\stackrel{~}{\mathrm{\Gamma }}_{12}\stackrel{~}{\mathrm{\Gamma }}_{22}^1\stackrel{~}{\mathrm{\Gamma }}_{21}]^1,`$
$`\mathrm{\Gamma }^{12}`$ $`=`$ $`[\stackrel{~}{\mathrm{\Gamma }}_{11}\stackrel{~}{\mathrm{\Gamma }}_{12}\stackrel{~}{\mathrm{\Gamma }}_{22}^1\stackrel{~}{\mathrm{\Gamma }}_{21}]^1\stackrel{~}{\mathrm{\Gamma }}_{12}\stackrel{~}{\mathrm{\Gamma }}_{22}^1,`$
$`\mathrm{\Gamma }^{21}`$ $`=`$ $`[\stackrel{~}{\mathrm{\Gamma }}_{22}\stackrel{~}{\mathrm{\Gamma }}_{21}\stackrel{~}{\mathrm{\Gamma }}_{11}^1\stackrel{~}{\mathrm{\Gamma }}_{12}]^1\stackrel{~}{\mathrm{\Gamma }}_{21}\stackrel{~}{\mathrm{\Gamma }}_{11}^1,`$
$`\mathrm{\Gamma }^{22}`$ $`=`$ $`[\stackrel{~}{\mathrm{\Gamma }}_{22}\stackrel{~}{\mathrm{\Gamma }}_{21}\stackrel{~}{\mathrm{\Gamma }}_{11}^1\stackrel{~}{\mathrm{\Gamma }}_{12}]^1,`$ (4.4)
which yields $`J^{}`$ in explicit $`T_k`$-dependence

$`J^{}`$ $`=`$ $`1T_1[T_1^{}(1\sigma P_2)T_1]^1T_1^{}({\displaystyle \frac{\mu _{11}}{\mu _1}}{\displaystyle \frac{\mu _{21}}{\mu _2}}\sigma P_2)`$ (4.5)
$`T_2[T_2^{}(1\sigma P_1)T_2]^1T_2^{}({\displaystyle \frac{\mu _{22}}{\mu _2}}{\displaystyle \frac{\mu _{12}}{\mu _1}}\sigma P_1),`$
where the following complex parameters have been introduced

$$\mu _{kl}=\mu _k\overline{\mu }_l,\sigma =\frac{\mu _{11}\mu _{22}}{\mu _{12}\mu _{21}}.$$
(4.6)
The $`P_k`$ are hermitian projectors parametrized through the matrices $`T_k`$,

$$P_k=T_k(T_k^{}T_k)^1T_k^{},P_k^{}=P_k,P_k^2=P_k.$$
(4.7)
For simplicity, we choose the first wave to be static, $`\mu _1=i`$, which means $`w_1=z`$, and rename $`\mu _2:=\mu ,w_2:=w.`$ In addition, $`\mu `$ is restricted to be pure imaginary, $`\mu =ip`$, with real $`p>1`$. This ensures the existence of large time limits of $`\mathrm{exp}(b_2w)`$ and $`\mathrm{exp}(b_2\overline{w})`$, which will be important in further considerations. The strategy is to evaluate the energy density $``$ for large positive and large negative times and investigate the interaction.

For $`\mu =ip`$ the constant $`\beta `$ in (3.17) will be real

$$\beta =\frac{1}{2\sqrt{\theta }}\frac{p\frac{1}{p}}{\sqrt{p+\frac{1}{p}}}<0,$$
(4.8)
so that large-time limits can be easily evaluated. For $`t`$ being large means333$`b_2`$ is restricted to be greater than zero, in order to achive a well defined limit. $`b_2w=b_2\sqrt{2\theta }c+b_2\sqrt{2\theta }|\beta |t`$, and finally $`e^{b_2w}+\mathrm{},e^{b_2\overline{w}}+\mathrm{}`$. In this limit, $`J^{}`$ becomes444We refrain from writing down the full expression for $`J^{}`$. $`(b:=b_1)`$

$`J_+\mathrm{}^{}`$ $`:=`$ $`\underset{t+\mathrm{}}{lim}J^{}`$ (4.11)
$`=`$ $`12\left(\begin{array}{cc}[1+(1\sigma )e^{b\overline{z}}e^{bz}]^1& \frac{1+p}{1p}[1+(1\sigma )e^{b\overline{z}}e^{bz}]^1e^{b\overline{z}}\\ \frac{1+p}{1p}[1+(1\sigma )e^{bz}e^{b\overline{z}}]^1e^{bz}& [1+(1\sigma )e^{bz}e^{b\overline{z}}]^1\end{array}\right).`$
For large negative times, $`e^{b_2w}0,e^{b_2\overline{w}}0,`$ and we obtain $`(b:=b_1)`$

$`J_{\mathrm{}}^{}`$ $`:=`$ $`\underset{t\mathrm{}}{lim}J^{}`$ (4.14)
$`=`$ $`12\left(\begin{array}{cc}(1\sigma )[1\sigma +e^{b\overline{z}}e^{bz}]^1& \frac{1+p}{1p}[1\sigma +e^{b\overline{z}}e^{bz}]^1e^{b\overline{z}}\\ \frac{1+p}{1p}[1\sigma +e^{bz}e^{b\overline{z}}]^1e^{bz}& (1\sigma )[1\sigma +e^{bz}e^{b\overline{z}}]^1\end{array}\right),`$
where the first sign results from simplifying matrix elements. Now the energy density can be readily calculated.

For large times, $`JJ_0+𝒪(t^1),`$ with $`J_0`$ being independent of $`t`$, and therefore in this limit the first term in equation (2.17) vanishes. Hence, the asymptotics of the energy density operator are555To avoid any confusion, operators are marked again with hats.

$$\widehat{}_\pm \mathrm{}:=\underset{t\pm \mathrm{}}{lim}\widehat{}=\frac{1}{2\theta }\text{tr}\left[[a,\widehat{J}_\pm \mathrm{}^{}][a,\widehat{J}_\pm \mathrm{}^{}]^{}+[a^{},\widehat{J}_\pm \mathrm{}^{}][a^{},\widehat{J}_\pm \mathrm{}^{}]^{}\right],$$
(4.15)
with $`\widehat{J}_\pm \mathrm{}^{}`$ given by (4.11) and (4.14). By noting that $`e^{b\widehat{\overline{z}}}e^{b\widehat{z}}e^{2bxb^2\theta }`$ and that the star product of two functions depending only on $`x`$ is identical to usual multiplication, one sees that the final result in star product formulation is

$`_\mathrm{},`$ $`=`$ $`4b^2\left\{\text{sech}^2\left[bx{\displaystyle \frac{b^2\theta }{2}}+\gamma \right]+\text{sech}^2\left[bx+{\displaystyle \frac{b^2\theta }{2}}+\gamma \right]\right\},`$
$`_{+\mathrm{},}`$ $`=`$ $`4b^2\left\{\text{sech}^2\left[bx{\displaystyle \frac{b^2\theta }{2}}\gamma \right]+\text{sech}^2\left[bx+{\displaystyle \frac{b^2\theta }{2}}\gamma \right]\right\},`$ (4.16)
with $`\gamma `$ being a real constant depending only on $`p`$,

$$\gamma =\frac{1}{2}\mathrm{ln}\left(\frac{1+p}{1p}\right)^2.$$
(4.17)
These two noncommutative plane waves interact in a simple way (see Fig. 1-4 on the next page). The phase of the static wave depends on the noncommutativity parameter $`\theta `$. This wave experiences a phase shift of $`2\gamma `$, which is independent of $`\theta `$ and precisely matches the result obtained from the commutative model by Leese666 See  and formula (4.5) for $`p_1=1`$ and $`p_2=p`$.. The phase shift is clearly visible in the figures on the next page. Moreover, it is easy to see that in the commutative limit, $`\theta 0`$, the formulas (4) recover the energy density as obtained by Leese777 See  and formula (4.4)..

## 5 Large time factorization

Besides the additive ansatz used in (4.3), one can also use a multiplicative ansatz. Let us take the function $`\widehat{\psi }(t,\widehat{x},\widehat{y},\zeta )`$ to be of the form

$$\widehat{\psi }_2=\left(1+\frac{2i}{\zeta +i}\stackrel{~}{P}_1\right)\left(1+\frac{\mu \overline{\mu }}{\zeta \mu }\stackrel{~}{P}_2\right),$$
(5.1)
where the operators $`\stackrel{~}{P}_1`$ and $`\stackrel{~}{P}_2`$ are yet to be determined. Because the reality condition (3.2) has to hold, $`\stackrel{~}{P}_1`$ and $`\stackrel{~}{P}_2`$ are identified as hermitian projectors, parametrized as usual, $`\stackrel{~}{P}_k=\stackrel{~}{T}_k(\stackrel{~}{T}_k^{}\stackrel{~}{T}_k)^1\stackrel{~}{T}_k^{},k=1,2`$, with some $`2\times 1`$ matrices $`\stackrel{~}{T}_k.`$ The removability of the singularities at $`\zeta =\overline{\mu }`$ and $`\zeta =\mu `$ in (3) is guaranteed if $`\stackrel{~}{P}_2`$ satisfies the equation

$$(1\stackrel{~}{P}_2)c\stackrel{~}{P}_2=0c\stackrel{~}{T}_2=\stackrel{~}{T}_2Z_2,$$
(5.2)
which means, for $`Z_2=c`$, that the elements of $`\stackrel{~}{T}_2`$ are functions of $`c`$. For the residues at $`\zeta =\pm i`$, one obtains the equation

$$\frac{1}{\sqrt{2\theta }}(1\stackrel{~}{P}_1)\left(1+\frac{\mu \overline{\mu }}{i\mu }\stackrel{~}{P}_2\right)a\left(1+\frac{\overline{\mu }\mu }{i\overline{\mu }}\stackrel{~}{P}_2\right)\stackrel{~}{P}_1=0.$$
(5.3)
This equation looks more complicated than (5.2), but can be investigated in large positive and large negative time limit, yielding an equation similiar to (5.2). Let $`\stackrel{~}{T}_2`$, solving equation (5.2), be of the form

$`\stackrel{~}{T}_2=\left(\begin{array}{c}\gamma _1\\ \gamma _2e^{\gamma _3c}\end{array}\right),`$ (5.6)
with constant parameters $`\gamma _k,k=1,2,3,`$ and $`\gamma _3>0`$. Then, for $`t\pm \mathrm{},`$ one gets

$`\underset{t\mathrm{}}{lim}\stackrel{~}{P}_2=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right)=:\mathrm{\Pi }_{\mathrm{}},\underset{t+\mathrm{}}{lim}\stackrel{~}{P}_2=\left(\begin{array}{cc}0& 0\\ 0& 1\end{array}\right)=:\mathrm{\Pi }_+\mathrm{}.`$ (5.11)
So, in these limits $`\stackrel{~}{P}_2`$ is a constant projector. Therefore, the operator $`a`$ in equation (5.3) can be moved to the left of $`\stackrel{~}{P}_1`$ and (5.3) simplifies to $`(\stackrel{~}{P}_{1,\pm \mathrm{}}:=lim_{t\pm \mathrm{}}\stackrel{~}{P}_1)`$

$$(1\stackrel{~}{P}_{1,\pm \mathrm{}})a\stackrel{~}{P}_{1,\pm \mathrm{}}=0a\stackrel{~}{T}_{1,\pm \mathrm{}}=\stackrel{~}{T}_{1,\pm \mathrm{}}Z_1.$$
(5.12)
With $`Z_1=a`$, the elements of $`\stackrel{~}{T}_{1,\pm \mathrm{}}`$ are arbitrary functions of $`a`$, and in this case $`\stackrel{~}{T}_{1,\pm \mathrm{}}`$ can be chosen to be

$`\stackrel{~}{T}_{1,\mathrm{}}=\left(\begin{array}{c}\lambda _1\\ \lambda _2e^{\lambda _3a}\end{array}\right),\stackrel{~}{T}_{1,+\mathrm{}}=\left(\begin{array}{c}\lambda _4\\ \lambda _5e^{\lambda _6a}\end{array}\right),`$ (5.17)
where the $`\lambda _k`$ are yet to be determined. Writing

$$\widehat{J}_\pm \mathrm{}^{}=\underset{t\pm \mathrm{}}{lim}\widehat{\psi }_2(\zeta =0)=(12\stackrel{~}{P}_{1,\pm \mathrm{}})(12\mathrm{\Pi }_\pm \mathrm{}),$$
(5.18)
and comparing (5.17) with formulas (4.11) and (4.14), one finds

$`\stackrel{~}{T}_{1,\mathrm{}}=\left(\begin{array}{c}\lambda \\ e^{b\widehat{z}}\end{array}\right)=[1+(\lambda 1)\mathrm{\Pi }_{\mathrm{}}]T_1,\stackrel{~}{T}_{1,+\mathrm{}}=\left(\begin{array}{c}1\\ \lambda e^{b\widehat{z}}\end{array}\right)=[1+(\lambda 1)\mathrm{\Pi }_+\mathrm{}]T_1,`$ (5.23)
where $`\lambda :=\frac{1+p}{1p}`$ and $`T_1`$ is given in (4.2). So, $`\widehat{J}^{}`$ factorizes in the large time limit in a term $`(12\stackrel{~}{P}_{1,\pm \mathrm{}})`$ constructed from a modified time dependent one-wave solution $`(T_1\stackrel{~}{T}_{1,\pm \mathrm{}})`$ and a constant unitary matrix $`(12\mathrm{\Pi }_\pm \mathrm{})=:U_\pm \mathrm{}^{}.`$ The energy density $`\widehat{}_\pm \mathrm{}`$ from equation (2.17) now reads

$`\widehat{}_\pm \mathrm{}`$ $`=`$ $`{\displaystyle \frac{1}{2\theta }}\text{tr}[[a,(12\stackrel{~}{P}_{1,\pm \mathrm{}})U_\pm \mathrm{}^{}][a,(12\stackrel{~}{P}_{1,\pm \mathrm{}})U_\pm \mathrm{}^{}]^{}`$ (5.24)
$`+[a^{},(12\stackrel{~}{P}_{1,\pm \mathrm{}})U_\pm \mathrm{}^{}][a^{},(12\stackrel{~}{P}_{1,\pm \mathrm{}})U_\pm \mathrm{}^{}]^{}]`$
$`=`$ $`{\displaystyle \frac{2}{\theta }}\text{tr}\left[[a,\stackrel{~}{P}_{1,\pm \mathrm{}}][a,\stackrel{~}{P}_{1,\pm \mathrm{}}]^{}+[a^{},\stackrel{~}{P}_{1,\pm \mathrm{}}][a^{},\stackrel{~}{P}_{1,\pm \mathrm{}}]^{}\right],`$
where the projectors $`\stackrel{~}{P}_{1,\pm \mathrm{}}`$ are given by

$`\stackrel{~}{P}_{1,\mathrm{}}`$ $`=`$ $`\left(\begin{array}{cc}(1\sigma )[(1\sigma )+e^{b\widehat{\overline{z}}}e^{b\widehat{z}}]^1& \frac{1+p}{1p}[(1\sigma )+e^{b\widehat{\overline{z}}}e^{b\widehat{z}}]^1e^{b\widehat{\overline{z}}}\\ \frac{1+p}{1p}[(1\sigma )+e^{b\widehat{z}}e^{b\widehat{\overline{z}}}]^1e^{b\widehat{z}}& 1[(1\sigma )+e^{b\widehat{z}}e^{b\widehat{\overline{z}}}]^1\end{array}\right),`$ (5.27)
$`\stackrel{~}{P}_{1,+\mathrm{}}`$ $`=`$ $`\left(\begin{array}{cc}[1+(1\sigma )e^{b\widehat{\overline{z}}}e^{b\widehat{z}}]^1& \frac{1+p}{1p}[1+(1\sigma )e^{b\widehat{\overline{z}}}e^{b\widehat{z}}]^1e^{b\widehat{\overline{z}}}\\ \frac{1+p}{1p}[1+(1\sigma )e^{b\widehat{z}}e^{b\widehat{\overline{z}}}]^1e^{b\widehat{z}}& (1\sigma )\left\{1[1+(1\sigma )e^{b\widehat{z}}e^{b\widehat{\overline{z}}}]^1\right\}\end{array}\right).`$ (5.30)
By construction the operators $`\widehat{}_\pm \mathrm{}`$ from (5.24) are identical to those in equation (2.17) with $`\widehat{J}_\pm \mathrm{}^{}`$ given by (4.11) and (4.14). So, both additive and multiplicative ansätze result in the same energy densities $`_{\pm \mathrm{},}`$ given by formulas (4).

## 6 Conclusion

In this paper we have constructed an explicit time-dependent two-wave solution of a noncommutative 2+1 dimensional modified $`U(2)`$ sigma model. We have shown that this configuration depends on the noncommutativity parameter $`\theta `$, but the phase shift produced by the interaction is independent of $`\theta `$, coinciding with the commutative case. We have also proven that this solution factorizes in the large time limit.

As was previously remarked, the considered noncommutative modified sigma model can be obtained from ncSDYM in 2+2 dimensions . For the commutative case it is well known that most integrable equations in three or less dimensions derive from SDYM by suitable dimensional reductions -. It therefore will be interesting to consider other reductions of ncSDYM (see e.g.  \-  ) and to construct solutions of those noncommutative integrable equations with the help of the dressing approach.

## Acknowledgements

I would like to thank Alexander D. Popov for useful comments and discussions. This work was done within the framework of the DFG priority program (SPP 1096) in string theory.


text:
# 1

## 1

We begin with the parametrization of $`pp`$ elastic scattering given by Cudell et al , though one might do the same thing using other parametrizations such as that of Block et al . Since it is known that the elastic, non-flip scattering is overwhelmingly $`I=0`$ exchange, even at 24 GeV/c , we will assume the Regge couplings that they determine are for the $`I=0`$ families and so directly applicable to $`pC`$ scattering. The form they assume for the forward amplitude then has the form

$$g_0(s,0)=g_P(s)+g_f(s)+g_\omega (s)$$
(1)
with

$`g_P(s)`$ $`=`$ $`Xs^ϵ(\mathrm{cot}{\displaystyle \frac{\pi }{2}}(1+ϵ)i),`$ (2)
$`g_f(s)`$ $`=`$ $`Ys^\eta (\mathrm{cot}{\displaystyle \frac{\pi }{2}}(1\eta )i),`$ (3)
$`g_\omega (s)`$ $`=`$ $`Y^{}s^\eta ^{}(\mathrm{tan}{\displaystyle \frac{\pi }{2}}(1\eta ^{})+i)`$ (4)
normalized that $`Im(g0(s))=\sigma _{\mathrm{tot}}(s)`$. The values of the parameters given by them are

$`ϵ=0.0933,\eta =0.357,\eta ^{}=0.560`$ (5)
$`X=18.79,Y=63.0,Y^{}=36.2.`$ (6)
Our model is that the spin-flip $`pp`$ $`I=0`$ exchange amplitude $`g_5(s,t)`$ is given by

$`g_5(s,t)`$ $`=`$ $`\tau (s){\displaystyle \frac{\sqrt{t}}{m}}g_0(s,t)`$ (7)
$`=`$ $`{\displaystyle \frac{\sqrt{t}}{m}}\{\tau _Pg_P(s)+\tau _fg_f(s)+\tau _\omega g_\omega (s)\}.`$ (8)
where $`\tau (s)`$ depends on energy but not on $`t`$ over the CNI range. It is in general neither real nor constant in $`s`$ and is given by

$$\tau (s)=\{\tau _Pg_P(s)+\tau _fg_f(s)+\tau _\omega g_\omega (s)\}/g_0(s,0)$$
(9)
where the $`\tau _i`$’s are energy-independent, real constants. The phases of the amplitudes come only from the energy dependence as given in Eq.(1). This is the key assumption from Regge theory which we need: as a result the real and imaginary parts of $`\tau (s)`$ are given at each energy in terms of the three real constants $`\tau _P,\tau _f`$ and $`\tau _\omega `$.

In a recent paper  it was shown under rather general assumptions that the spin-flip factor for proton-nucleus scattering $`\tau _{pA}(s)`$ is equal to the $`I=0`$ part of the proton-proton spin-flip factor $`\tau (s)`$. From here on we will use this result to study the energy dependence of the $`pC`$ analyzing power, and will return to the question of $`pp`$ analyzing power at the end of the note.

To determine the three real parameters $`\tau _P,\tau _f`$ and $`\tau _\omega `$ we need three equations. At each energy, the fit to the small $`t`$ behaviour determines two quantities, $`P(s)(\kappa /2Re[\tau (s)])`$ and $`P(s)Im[\tau (s)]`$. Thus if we know the polarization at one energy, $`s_0`$, then we have two of the needed equations:

$`Re[\tau (s)]`$ $`=`$ $`\tau _PRe[g_P(s)/g_0(s)]+\tau _fRe[g_f(s)/g_0(s)]+\tau _\omega Re[g_\omega (s)/g_0(s)],`$ (10)
$`Im[\tau (s)]`$ $`=`$ $`\tau _PIm[g_P(s)/g_0(s)]+\tau _fIm[g_f(s)/g_0(s)]+\tau _\omega Im[g_\omega (s)/g_0(s)],`$ (11)
evaluated at $`s=s_0`$. If we measure the asymmetry but not the polarization at some other energy $`s`$ then all we can obtain is the shape of the curve characterized by the energy-dependent parameter $`S(s)`$

$$S(s)=\frac{Im[\tau (s)]}{\kappa /2Re[\tau (s)]}.$$
(12)
Given a measured value $`S(s_1),s_1s_0`$ we can use

$`{\displaystyle \frac{\kappa }{2}}S(s)=\tau _PIm[g_P(s)/g_0(s)]+\tau _fIm[g_f(s)/g_0(s)]+\tau _\omega Im[g_\omega (s)/g_0(s)]`$ (13)
$`+S(s)\{\tau _PRe[g_P(s)/g_0(s)]+\tau _fRe[g_f(s)/g_0(s)]+\tau _\omega Re[g_\omega (s)/g_0(s)]\},`$ (14)
evaluated at $`s=s_1`$ to provide a third independent equation which can be used with Eqs.(10) and (11) to determine $`\tau _P,\tau _f`$ and $`\tau _\omega `$. One should note that

$`Re[g_P(s)/g_0(s)]+Re[g_f(s)/g_0(s)]+Re[g_\omega (s)/g_0(s)]`$ $`=`$ $`1,`$ (15)
$`Im[g_P(s)/g_0(s)]+Im[g_f(s)/g_0(s)]+Im[g_\omega (s)/g_0(s)]`$ $`=`$ $`0.`$ (16)
Then one can solve Eq.(10) for $`\tau _P`$ in terms of the differences $`\mathrm{\Delta }_f=\tau _f\tau _P`$ and $`\mathrm{\Delta }_\omega =\tau _\omega \tau _P`$. The two remaining equations can then be solved for $`\mathrm{\Delta }_f`$ and $`\mathrm{\Delta }_\omega `$. It is clear that this method is not limited to the specific model chosen here and one could carry through the exercise even if more terms are needed in the Regge fit by using measurements at additional energies. The spin-flip factors for the different Regge poles are interesting quantities to know within the context of any given model.

## 2

Here we would like to be a little more adventuresome and see if we can determine the energy dependence from existing  data by making an additional, plausible assumption; namely, it is easy to see that if $`\tau _f=\tau _\omega `$ that the previously described process can be carried through using measurements at only one energy. This assumption is not completely arbitrary; it follows from the assumption of exchange degeneracy for Regge couplings and trajectories and has been much used in the past . It is, however, on shaky foundations and not always successful phenomenologically . We use it here without further apologies because we need it, and, anyhow, we will soon know if it it true or not. We hope at the least that the results to be given below will be of some use in giving some realistic possiblilities. Obviously, they should not be used for polarimetry without some confirmation. We will proceed in the following way: we will first determine the real and imaginary parts of $`\tau _{pC}(42)`$ using the data from E950 reported at Spin 2000 , with its error ellipse. This will then be converted into values for $`\tau _P`$ and $`\tau _R=\tau _f=\tau _\omega `$ , with errors. Subsequently, this will be used to calculate the analyzing power at the higher RHIC energies with lab momentum $`p_L=100\mathrm{GeV}/\mathrm{c}`$ and $`p_L=250\mathrm{GeV}/\mathrm{c}`$ for proton on fixed carbon target.

We use a modification of the method given in the paper of Buttimore et al  to extract the value of $`\tau _{pC}`$ from the data. Starting from the formula of

$`{\displaystyle \frac{16\pi }{(\sigma _{tot}^{pC})^2}}{\displaystyle \frac{d\sigma _{pC}}{dt}}A_N^{pC}(t,\tau )={\displaystyle \frac{\sqrt{t}}{m_N}}F_C^h(t)\{F_C^{em}(t){\displaystyle \frac{t_c}{t}}[(\kappa 2Re[\tau (s)])(1\delta _{pC}\rho _{pC})`$
$`2Im[\tau (s)](\rho _{pC}+\delta _{pC})]+2F_C^h(t)\left(Im[\tau (s)](1+\rho _{pC}^2)\right)\},`$ (17)
where $`F_C^{em}(t)`$ is the electromagnetic form-factor and $`F_C^h(t)`$ is the hadronic form-factor for carbon; these are calculated in . $`t_c=8\pi Z\alpha /\sigma _{tot}^{pC}`$ and $`\rho _{pC}`$ denotes the ratio of real to imaginary parts of the $`pC`$ amplitude (It depends on $`t`$ even if $`\rho `$ for $`pp`$ does not; it is also calculated in .) $`\delta _{pC}`$ denotes the Bethe phase ; it will not be important in this calculation. Note that $`d\sigma _{pC}/dt`$ has an implicit dependence on $`\tau `$ but it is insignificant.

We now propose fitting the $`t`$-dependence of

$`{\displaystyle \frac{A_N(t,\tau )}{A_N(t,0)}}`$ $`=`$ $`(1{\displaystyle \frac{2}{\kappa }}Re[\tau (s)])`$
$`+`$ $`{\displaystyle \frac{2}{\kappa }}Im[\tau (s)]\left((1+\rho _{pC}^2(t))(t/t_c)(F_C^h(t)/F_C^{em}(t))\rho _{pC}(t)\right)`$
to the data for the measured analyzing power divided by the pure CNI analyzing power. In this way we will determine $`\tau `$. (Of course, this part of the exercise is not special to the method we are proposing, but we need the results for input to our determination of $`\tau _P`$ and $`\tau _R`$.) We use the functions $`F_C^h(t)`$, $`F_C^{em}(t)`$ and $`\rho _{pC}(t)`$ as calculated in . The coefficient of $`Im[\tau (s)]`$ is a smoothly varying function of $`t`$, nearly linear, the familiar bump structure being due to the rapid variation of the denominator in $`A_N`$. We will use a two parameter linear regression to determine the best values for $`12Re[\tau (s)]/\kappa `$ and $`2Im[\tau (s)]/\kappa `$. In Fig.1 we show the result for the best fit obtained, along with the data and the $`1\sigma `$ band. The $`\chi ^2`$ for the fit is quite good, 2.1 for 4 degrees of freedom. Alternatively, the usual fit to $`A_N`$ itself is shown in Fig. 2.

The best fit gives $`Re[\tau (42)]=0.010`$ and $`Im[\tau (42)]=0.038`$; the errors on these two values are considerable and correlated, so we show the error ellipse in Fig. 3.

We see from this that $`Re[\tau ]`$ is very uncertain; it is consistent with zero but could be bigger than 0.1 in magnitude with either sign. $`Im[\tau ]`$ is much better determined, to within about 15% of its value; it is definitely not zero, and is negative. This better determination depends on the high sensitivity to $`Im[\tau ]`$ of the prediction of the analyzing power at higher $`|t|`$. Now we use Eq.(10) and Eq.(11) to solve for $`\tau _P`$ and $`\tau _R=\tau _f=\tau _\omega `$, by our assumption. The results for the central values are $`\tau _P=0.064`$ and $`\tau _R=0.078`$. The error ellipse is shown in Fig.4; the error on $`\tau _R\tau _P`$ is relatively small because it is determined by $`Im[\tau (42)]`$. The error on $`\tau _P`$ itself is quite large; it is consistent with asymptotic spin dependence vanishing or being as large as 15%.

It is more interesting now to see the implication for the near term RHIC measurements with 100 GeV and 250 GeV proton beams on a fixed target. In this range both $`Re[\tau (s)]`$ and $`Im[\tau (s)]`$ vary, but not by enormous amounts. This is shown in Fig. 5.

The ratios to pure CNI, as in Fig. 1, are given in Fig. 6 and the corresponding plots of $`A_N`$ in Fig. 7.

The asymptotic values will be eventually $`Re[\tau (s)]=0.064`$ while $`Im[\tau (s)]`$ will vanish; we see that we are a long way from that situation.

## 3

Does this analysis teach us anything about the $`pp`$ analyzing power in the RHIC energy range? As pointed out at the beginning, the $`I=1`$ contribution is missing from $`pC`$ scattering; although it is known that, even as low as the E950 energy, the non-flip $`I=1`$ is small, the $`I=1`$ flip is very likely not to be small. It is well-known from Regge fits to $`\pi p`$ scattering that the $`\rho `$ spin-flip coupling is very large. Indeed, from the global fits done by Irving and Worden  the $`I=1`$ spin-flip Regge couplings are taken to be nearly an order of magnitude larger than the $`I=1`$ non-flip couplings. These are used in the analysis of Berger et al .

We can determine the error ellipse for the E704 data and compare it with the ellipse projected to $`s=400`$ for the $`I=0`$ piece from the $`pC`$ fits above. This is shown in Fig.8. Even though the E704 error ellipse is enormous, the central values, especially for $`Im[\tau ]`$, are so different that there is no overlap of the two regions. The same remains true if we enlarge the ellipses to $`90\%`$ confidence level.

The data is too uncertain to try to do a serious fit to determine the $`I=1`$ piece from this difference. However, if one assumes that the Pomeron coupling is well determined from the $`pC`$ data because it is $`I=0`$, then we can try the same three Regge pole model and determine the size of the $`C=+1`$ and $`C=1`$ Regge coupling (summing both iso-spins) and find that for $`C=+1`$, $`\tau _+=0.53`$ and for $`C=1`$, $`\tau _{}=1.03`$. These are to be compared with the $`I=0`$ Regge coupling determined in Section 3: $`\tau _R=0.078`$, evidently about an order of magnitude smaller, consistent with ancient expectations.

## 4

The results presented here must be considered to be preliminary. The numerical work has been checked by me several times, but not by anyone else. This all needs to be done more carefully when more data becomes available, which is expected to be soon. The parameters found are quite small but for larger $`|t|`$ for carbon (or any heavier nuclear target) the modification from pure CNI is large. Since the analysis here uses only the statistical errors, it seems likely that, in the small $`t`$-region, near the peak, the experimental uncertainty will be larger than the effects calculated here, which are less than $`10\%`$. Of course, this would be a useful result and is probably not very sensitive to the details of the model.

The Regge model used in the first section is fairly standard, but as with all Regge models, is pure phenomenology and the magnitude of the parameters are not calculable. As soon as data becomes available at a higher energy, the determinations described there can be carried through and, possibly, checked for use at higher energy. The model described in the second section is more speculative, requiring the assumption that $`\tau _f=\tau _\omega `$ ; this is unknown but is not unreasonable, and it allows us to make quantitative predictions for higher energy, just based on the E950 data. All of the quantitative results in Section 2 and Section 3 depend on it. We will soon know if it is wrong, but in the short term it may provide some guidance regarding reasonable expectations for energy dependence. The values of the spin-flip Regge couplings hold intrinsic interest for subsequent phenomenology and, possibly, for eventual understanding of the spin-dependence of Regge couplings.

I would like to thank Nigel Buttimore and Boris Kopeliovich for very helpful comments on this note.