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# Mass of the higgs versus fourth generation masses

## Abstract

The predicted value of the higgs mass $`m_H`$ is analyzed assuming the existence of the fourth generation of leptons ($`N,E`$) and quarks ($`U,D`$). The steep and flat directions are found in the five-dimensional parameter space: $`m_H`$, $`m_U`$, $`m_D`$, $`m_N`$, $`m_E`$. The LEPTOP fit of the precision electroweak data is compatible (in particular) with $`m_H300`$ GeV, $`m_N50`$ GeV, $`m_E100`$ GeV, $`m_U+m_D500`$ GeV, and $`|m_Um_D|75`$ GeV. The quality of fits drastically improves when the data on b- and c-quark asymmetries and new NuTeV data on deep inelastic scattering are ignored.

It is well known that in the framework of Standard Model the fit of electroweak precision data results in prediction of light higgs, the central value of its mass being lower than the direct lower limit set by LEP II . One possible way to raise the predicted value of $`m_H`$ is to assume the existence of fourth generation of leptons and quarks,  . Implications of extra quark-lepton generations for precision data were studied in a number of papers  \- . Leptons of fourth generation (E,N) should be very weakly mixed with the ordinary ones, while in quark sector (U,D) mixing is limited only by unitarity of $`3\times 3`$ CKM matrix. In particular it was noticed in ref.  that the predicted mass of the higgs could be as high as 500 GeV. That conclusion was based on a sample of 10.000 random inputs of masses of fourth generation leptons and quarks. However the sets of the lepton and quark masses were presented independently (see Fig. 7 in ref. ). Thus it is not clear how they were combined.

In this letter we try to develop a systematic approach to the problem by using our LEPTOP code  to find steep and flat directions in the five-dimensional parameter space: $`m_H`$, $`m_U`$, $`m_D`$, $`m_E`$, $`m_N`$. For each point in this space we perform three-parameter fit ($`m_t,\alpha _s,\overline{\alpha }`$) and calculate the $`\chi ^2`$ of the fit. It turns out that the $`\chi _{\mathrm{min}}^2`$ depends weakly on $`m_U+m_D`$ and $`m_H`$, while its dependence on $`m_Um_D`$, $`m_E`$ and $`m_N`$ is strong. We limit ourselves to the values of $`m_N`$ larger than 50 GeV because according to experimental data from LEP II on the emission of initial state bremsstrahlung photons, $`m_N>50`$ GeV at 95% c.l. .

We analyzed Summer 2001 precision data (ref.  which are also given in the Table 1 in ref. ). Figures 1-4 show $`\chi _{\mathrm{min}}^2`$ (crosses) and constant $`\chi ^2`$ lines corresponding to $`\mathrm{\Delta }\chi ^2=1,4,9,16,`$ … on the plane $`m_N,m_Um_D`$ for fixed values of $`m_U+m_D=500`$ GeV, $`m_H=120`$ (Figs. 1 and 3) and 500 GeV (Figs. 2 and 4) and $`m_E=100`$ (Figs. 1 and 2) and $`300`$ GeV (Figs 3 and 4). We also performed fits for $`m_H=300`$ GeV.

The above choice of masses is based on a large number of fits covering a broad space of parameters: 300 GeV $`<m_U+m_D<`$ 800 GeV; 0 GeV $`<m_Um_D<`$ 400 GeV; 100 GeV $`<m_E<`$ 500 GeV; 50 GeV $`<m_N<`$ 500 GeV; 120 GeV $`<m_H<`$ 500 GeV. Concerning quarks, $`m_U+m_D`$ is bounded from below by direct searches limit, while from above by triviality arguments. Since $`\chi ^2`$ dependence on $`m_U+m_D`$ is very weak, our choice of intermediate value $`m_U+m_D=500`$ GeV represents a typical, almost general case. For this choice $`|m_Um_D|`$ can not be larger than $`200`$ GeV because of the mentioned above direct searches bound.

Concerning charged lepton, its mass is taken above LEP II bound. We present fits at two values of $`m_E`$ (100 GeV and 300 GeV) and one can see how fit is worsening with $`m_E`$ going up.

Concerning the value of $`m_H`$, we vary it from the lower LEP II limit up to triviality bound and since the dependence of observables on $`m_H`$ is flat, one can get $`\chi ^2`$ behaviour from two limiting points: $`m_H=`$120 and 500 GeV.

For $`m_E=100`$ GeV we have the minimum of $`\chi ^2`$ at $`m_N50`$ GeV and:

| for $`m_H=120`$ GeV: | $`|m_Um_D|50`$ GeV, | $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=20.6/12`$ |
| --- | --- | --- |
| for $`m_H=300`$ GeV: | $`|m_Um_D|75`$ GeV, | $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=20.8/12`$ |
| for $`m_H=500`$ GeV: | $`|m_Um_D|85`$ GeV, | $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=21.4/12`$ |

Thus we have two lines ($`m_U>m_D`$ and $`m_U<m_D`$) in the ($`m_Um_D,m_H`$) space that correspond to the best fit of data. Along these lines the quality of the fit is only slightly better for light higgs ($`m_H120`$ GeV) than for the heavy one ($`m_H`$ 300 – 500 GeV).

Note that the $`n_{d.o.f}`$ is 12, unlike the case of the Standard Model, where it was 13 (ref. ). This change occurs because in the present paper $`m_H`$ is not a fitted, but a fixed parameter (hence 13 becomes 14), while $`m_N`$ and $`m_Um_D`$ are two additional fitted parameters (hence 14 becomes 12). (As is well known, $`n_{d.o.f.}`$ is equal to the number of experimentally measured observables minus the number of fitted parameters.)

For $`m_E=300`$ GeV we have the minimum of $`\chi ^2`$ at $`m_Um_D25`$ GeV and:

| for $`m_H=120`$ GeV: | $`m_N200`$ GeV, | $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=23.0/12`$ |
| --- | --- | --- |
| for $`m_H=300`$ GeV: | $`m_N170`$ GeV, | $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=24.0/12`$ |
| for $`m_H=500`$ GeV: | $`m_N150`$ GeV, | $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=24.4/12`$ |

Thus, the best fit of the data corresponds to the light $`m_E100`$ GeV and $`m_N50`$ GeV. The significance of light $`m_N`$ (around 50 GeV) was first stressed in . Increase of $`m_E`$ leads to the increase of $`m_N`$ and to fast worsening of $`\chi _{\mathrm{min}}^2`$.

Although inclusion of one extra generation improves the quality of the fit (compare $`\chi ^2/n_{d.o.f.}=23.8/13`$ for the SM from  and $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=20.6/12`$ from Fig. 1) it remains pretty poor. The poor quality of the fit is due to $`3.3\sigma `$ discrepancy in $`s_l^2\mathrm{sin}^2\theta _{\mathrm{eff}}`$ extracted from leptonic decays and from $`A_{FB}^{b,c}`$ . If one multiplies experimental errors of $`A_{FB}^b`$ and $`A_{FB}^c`$ by a factor 10, one gets good quality of SM fit  but with extremely light higgs, having only a small (few percent) likelihood to be consistent with the lower limit from direct searches. We prove that the fourth generation allows to have higgs as heavy as 500 GeV with a perfect quality of the fit: $`\chi _{\mathrm{min}}^2/n_{d.o.f.}=13/12`$, if one uses old NuTeV data (see caption of Fig. 2).

To qualitatively understand the dependence of $`m_Um_D`$ on $`m_H`$ in the case of $`m_E=100`$ GeV at $`\chi _{\mathrm{min}}^2`$ let us recall how radiative corrections to the ratio $`m_W/m_Z`$ and to $`g_A`$ and $`R=g_V/g_A`$ (the axial and the ratio of vector and axial couplings of $`Z`$-boson to charged leptons) depend on these quantities :

$$\delta V^i[\left(\begin{array}{c}\frac{11}{9}s^2\\ s^2\\ s^2+\frac{1}{9}\end{array}\right)\mathrm{ln}(\frac{m_H}{m_Z})^2+\frac{4}{3}\frac{(m_Um_D)^2}{m_Z^2}+\left(\begin{array}{c}\frac{16}{9}s^2\frac{m_Um_D}{m_U+m_D}\\ 0\\ \frac{2}{9}\frac{m_Um_D}{m_U+m_D}\end{array}\right)]$$
(1)
where $`i=m,A,R`$, while $`s^20.23`$. Corrections to other observables can be calculated in terms of $`\delta V^i`$. In the vicinity of $`\chi _{\mathrm{min}}^2`$ the third term in brackets is much smaller than the second one. Hence the smallness of the left-right asymmetry of the plots of Figs. 1, 2. Since $`\frac{11}{9}s^2s^2+\frac{1}{9}s^2`$, the increase of $`m_H`$ is compensated by increase of $`|m_Um_D|`$ and we have a valley of $`\chi _{\mathrm{min}}^2`$.

Captions of Figs. 1 and 2 reflect recent change in NuTeV data (from $`m_W=80.26\pm 0.11`$ GeV  to $`m_W=80.14\pm 0.08`$ GeV ) which results in drastic worsening of the fit even in the presence of the fourth generation.

Thus we see that the 4th family scenario is better than the Standard Model, because the latter can produce good fit only when the mass of the higgs is much lower than the lower limit of LEP II, even when experimental data on heavy quark asymmetries and new NuTeV data are ignored.

Note that originally introduced in  parameters $`S,T,U`$ are not adequate for the above analysis, because they assume that all particles of the fourth generation are much heavier than $`m_Z`$, while in our case the best fit corresponds to $`m_Nm_Z/2`$. In the paper  modified definitions of $`S`$ and $`U`$ were used in order to deal with new particles with masses comparable to $`m_Z`$. However, let us stress that both original and modified definitions of $`S`$, $`T`$ and $`U`$ take into account radiative corrections from the “light” 4th neutrino only approximately, while the threshold effects, that are so important for $`m_N50`$ GeV, can be adequately described in the framework of functions $`V^i`$.

In conclusion let us stress that in the framework of SUSY with three generations radiative corrections due to loops with superpartners also shift upward the mass of the higgs in the case of not too heavy squarks (300-400 GeV, see Table 1 in ) or light sneutrinos (55-80 GeV, see ).

V.N., L.O. and M.V. were partly supported by RFBR grant No. 00-15-96562; V.N. was partly supported by the grant INTAS OPEN 2000-110 as well. We are grateful to M.Chanowitz for his comments.


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# 1 Introduction

## 1 Introduction

The string theories on $`AdS_3`$ have been much investigated in recent years because they can be used to analyze the AdS/CFT correspondence  beyond supergravity approximation. These theories have non-trivial NSNS $`H`$-flux and can be described by the $`SL(2,)`$ WZW models111The string theories on Euclidean $`AdS_3`$, which will be studied in this paper, can be described by the $`SL(2,)/SU(2)`$ WZW models.. The closed string sector of these models has been studied for a decade. The open string sector is now actively investigated by using the classical analysis  and conformal field theory . The application to the AdS/CFT correspondence was also given in .

The unoriented sector of the models can be obtained by including orientifolds. In the terms of conformal field theory, D-branes are described by boundary states . Orientifolds can also be described by crosscap states , thus we can analyze the unoriented sector in the similar way as the open string sector. Crosscap states in WZW models were investigated by algebraic way  and recently geometric aspects of crosscap states have been studied .

In this paper, we follow the analysis of boundary states in Euclidean $`AdS_3`$  which use the methods first developed in the context of Liouville field theory with boundary . The information of boundary states can be given by one point functions on the disk, however they are difficult to calculate directly. If we consider two point functions on the disk, we can obtain some constraints on one point functions by comparing two different expansions  and one point functions are determined by solving these constraints. Now we are interested in the case of crosscap states and the same information can be given by one point functions on worldsheet of $`^2`$. Just as the case of boundary states, we compare two different expansions of two point functions and determine one point functions by solving constraints we obtain .

The organization of this paper is as follows. In section 2, we review the closed string sector of string theories on $`AdS_3`$ and discuss the geometry of D-branes and orientifolds. In section 3, boundary states are constructed by following the analysis of . In section 4, we obtain constraints of one point functions on $`^2`$ and find generic solutions. In section 5, we propose crosscap states for orientifolds with the correct geometry. Using the crosscap states, we compute Klein bottle and Möbius strip amplitudes. From the information of the Möbius strip amplitudes, we compare the spectral density of open strings in the system with orientifolds to that of open strings stretched between the mirror branes. The conclusion and discussions are given in section 6. In appendix A, we summarize the useful formulae.

## 2 Review of String Theories on $`AdS_3`$

The Lorentzian $`AdS_3`$ can be given by the hypersurface as

$$(X_0)^2(X_1)^2(X_2)^2+(X_3)^2=L^2,$$
(2.1)
where $`L`$ is the radius of $`AdS_3`$ space and we will set $`L=1`$ for a while. The Euclidean $`AdS_3`$ ($`H_+^3`$) can be obtained by the Wick rotation $`X^3=iX_E^3`$. This space can be also realized by $`SL(2,)/SU(2)`$ group manifolds as

$$g=\left(\begin{array}{cc}\gamma \overline{\gamma }e^\varphi +e^\varphi & \gamma e^\varphi \\ \overline{\gamma }e^\varphi & e^\varphi \end{array}\right),$$
(2.2)
whose metric can be given by

$$ds^2=d\varphi ^2+e^{2\varphi }d\gamma d\overline{\gamma }.$$
(2.3)
The coordinate $`\varphi `$ describes the radial direction and $`\varphi \mathrm{}`$ corresponds to the boundary of Euclidean $`AdS_3`$, where $`\gamma `$ and $`\overline{\gamma }`$ become the coordinates of the boundary.

The string theory on this background is given by the $`SL(2,)/SU(2)`$ WZW models and they were well investigated222 See, for example, .. The important class of functions on $`H_+^3`$ is given by

$$\mathrm{\Phi }_j(x,\overline{x},z,\overline{z})=\frac{12j}{\pi }\left(\frac{1}{e^\varphi +|\gamma x|^2e^\varphi }\right)^{2j},$$
(2.4)
which have the spin $`j`$ under the transformation of $`SL(2,)`$ and $`x,\overline{x}`$ labels some quantum numbers333 The labels $`x`$, $`\overline{x}`$ can be also identified as the boundary coordinates in the sense of AdS/CFT correspondence . . The $`SL(2,)/SU(2)`$ WZW models have conserved currents and primary states. The primary states correspond to the functions (2.4) and transform as

$$J^a(z)\mathrm{\Phi }_j(x,\overline{x},w,\overline{w})\frac{𝒟^a}{zw}\mathrm{\Phi }_j(x,\overline{x},w,\overline{w}).$$
(2.5)
Here $`a=\pm ,3`$ and $`𝒟^a`$ are given by

$$𝒟^+=\frac{}{x},𝒟^3=x\frac{}{x}+j,𝒟^{}=x^2\frac{}{x}+2jx.$$
(2.6)
The anti-holomorphic currents are defined in the same way. The energy momentum tensor is given by Sugawara construction as

$$T=\frac{1}{2(k2)}(J^+J^{}+J^{}J^+2J^3J^3),$$
(2.7)
where $`k`$ is the level of the models which is related to the radius $`L`$. The conformal weights of the primary fields (2.4) can be calculated by this energy momentum tensor as

$$\mathrm{\Delta }_j=\frac{j(j1)}{k2}.$$
(2.8)
The normalizable mode has the spin $`j=1/2+is`$, $`s`$ and the Hilbert space of $`SL(2,)/SU(2)`$ WZW models can be decomposed by this label. Precisely speaking, this is the double counting because the states with $`j`$ and $`1j`$ are related as

$$\mathrm{\Phi }_j(x,\overline{x},z,\overline{z})=R(j)\frac{2j1}{\pi }d^2y|xy|^{4j}\mathrm{\Phi }_{1j}(y,\overline{y},z,\overline{z}),$$
(2.9)
where

$$R(j)=\nu ^{12j}\frac{\mathrm{\Gamma }(1u(2j1))}{\mathrm{\Gamma }(1+u(2j1))},\nu =\frac{\mathrm{\Gamma }(1u)}{\mathrm{\Gamma }(1+u)},$$
(2.10)
and we use $`u=1/(k2)`$. Two point functions were calculated in  as

$`\mathrm{\Phi }_j(x,\overline{x},z,\overline{z})\mathrm{\Phi }_j^{}(y,\overline{y},w,\overline{w})`$ (2.11)
$`=`$ $`{\displaystyle \frac{1}{|zw|^{4\mathrm{\Delta }_j}}}\delta ^{(2)}(xy)\delta (j+j^{}1)+{\displaystyle \frac{B(j)}{|zw|^{4\mathrm{\Delta }_j}|xy|^{4j}}}\delta (jj^{}),`$
where

$$B(j)=\nu ^{12j}\frac{2j1}{\pi }\frac{\mathrm{\Gamma }(1u(2j1))}{\mathrm{\Gamma }(1+u(2j1))}.$$
(2.12)
In order to include branes and orientifolds, it is convenient to introduce other parametrizations of Lorentzian $`AdS_3`$ space as

$$X_1=\mathrm{cosh}\psi \mathrm{sinh}\omega ,X_2=\mathrm{sinh}\psi ,X_0+iX_3=\mathrm{cosh}\psi \mathrm{cosh}\omega e^{it},$$
(2.13)
where the metric is given by

$$ds^2=d\psi ^2+\mathrm{cosh}^2\psi (\mathrm{cosh}^2\omega dt^2+d\omega ^2).$$
(2.14)
The Euclidean version of $`AdS_3`$ space can be obtained by the Wick rotation $`t_E=it`$ just as before.

Maximally symmetric branes were investigated in  classically and the geometry of physical branes was identified as $`AdS_2`$ space, which corresponds to constant $`\psi `$ slice in the coordinates (2.13). The open string stretched between two branes can be described by worldsheet with boundary, and hence we have to assign boundary conditions to currents. The boundary conditions for maximally symmetric branes are given in the terms of boundary states as444 The notation of currents is different from that of , so the same boundary conditions are given in the different way.

$$(J_n^a+\overline{J}_n^a)|B=0.$$
(2.15)
In the next section, we will construct this type of boundary states by following the analysis of .

The geometry of the orientifolds was already discussed in . Orientifold operations are given by the combination of worldsheet parity reversal ($`\mathrm{\Omega }:\sigma 2\pi \sigma `$) and space time $`_2`$ isometries ($`h=`$diag$`(\pm 1,\pm 1,\pm 1,\pm 1)`$ in the coordinates (2.1)). However, in order to preserve the non-trivial $`H`$-flux, we have to choose $`h`$ which reverse the orientation of manifolds. Moreover orientifolds must be time-like surfaces, therefore we can only use $`h=(+1,+1,1,+1)`$555 We can use the ones rotated by the symmetries. . This means $`\psi =0`$ slice in the coordinates (2.13), thus the geometry of orientifolds is $`AdS_2`$ space. The corresponding crosscap states obey the conditions like boundary states as

$$(J_n^a+(1)^n\overline{J}_n^a)|C=0.$$
(2.16)
In section 4 and 5, we will construct this type of crosscap states and study their properties.

## 3 Boundary states for $`AdS_2`$ branes

Boundary states can be constructed from the information of one point functions on the disk with some boundary conditions. The ansatz for one point function obeying the condition (2.15) was proposed in  as

$$\mathrm{\Phi }_j(x,\overline{x},z,\overline{z})_\mathrm{\Theta }=\frac{U_\mathrm{\Theta }^\pm (j)}{|x\overline{x}|^{2j}|z\overline{z}|^{2\mathrm{\Delta }_j}},$$
(3.1)
where $`+`$ for $`x_2>0`$ and $``$ for $`x_2<0`$ ($`x=x_1+ix_2`$). We have used $`\mathrm{\Theta }`$ as the label of boundary conditions. The solution which obeys the boundary conditions (2.15) is locally given by $`|x\overline{x}|^{2j}`$. This solution has singular points along $`Imx=0`$, thus we can use the different ansatz across this line. From the viewpoint of $`AdS/CFT`$ correspondence, the $`AdS_2`$ branes can be domain walls to the boundary CFT at $`Imx=0`$, therefore the discontinuity can be allowed. However the coefficients $`U_\mathrm{\Theta }^+`$ and $`U_\mathrm{\Theta }^{}`$ are not independent but related by the reflection relations (2.9) as ($`y=y_1+iy_2`$)

$`{\displaystyle \frac{U_\mathrm{\Theta }^\pm (j)}{|x\overline{x}|^{2j}}}=R(j){\displaystyle \frac{2j1}{\pi }}({\displaystyle _{y_2>0}}d^2y{\displaystyle \frac{U_\mathrm{\Theta }^+(1j)|xy|^{4j}}{|y\overline{y}|^{2(1j)}}}`$ (3.2)
$`+{\displaystyle _{y_2<0}}d^2y{\displaystyle \frac{U_\mathrm{\Theta }^{}(1j)|xy|^{4j}}{|y\overline{y}|^{2(1j)}}}).`$
Integrating this equations, we obtain the following simple relations as

$$U_\mathrm{\Theta }^\pm (j)=R(j)U_\mathrm{\Theta }^{}(1j).$$
(3.3)
Rewriting the coefficients as

$$U_\mathrm{\Theta }^\pm (j)=\mathrm{\Gamma }(1u(2j1))\nu ^{1/2j}f_\mathrm{\Theta }^\pm (j),$$
(3.4)
we get the relations for $`f_\mathrm{\Theta }^\pm (j)`$ as

$$f_\mathrm{\Theta }^\pm (j)=f_\mathrm{\Theta }^{}(1j).$$
(3.5)
As we mentioned in the introduction, one point functions are difficult to calculate and hence we utilize two point functions. However general two point functions are also difficult to calculate, therefore we make use of the state $`\mathrm{\Phi }_{\frac{1}{2}}`$ belonging to the degenerate representation. This state has the properties which make the analysis very simple as

$$_x^2\mathrm{\Phi }_{\frac{1}{2}}(x,\overline{x},z,\overline{z})=0,$$
(3.6)
and hence the operator product expansions with $`\mathrm{\Phi }_j`$ include only two terms

$`\mathrm{\Phi }_{\frac{1}{2}}(x,\overline{x},z,\overline{z})\mathrm{\Phi }_j(y,\overline{y},w,\overline{w})C_+(j)|zw|^{2u(1j)}|xy|^2\mathrm{\Phi }_{j+\frac{1}{2}}(y,\overline{y},w,\overline{w})`$ (3.7)
$`+C_{}(j)|zw|^{2uj}\mathrm{\Phi }_{j\frac{1}{2}}(y,\overline{y},w,\overline{w}).`$
The coefficients were obtained in  as

$`C_+(j)`$ $`=`$ $`\nu {\displaystyle \frac{\mathrm{\Gamma }(u)\mathrm{\Gamma }(1+2u)}{\mathrm{\Gamma }(2u)\mathrm{\Gamma }(1+u)}},`$
$`C_{}(j)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(u)\mathrm{\Gamma }(1+2u)\mathrm{\Gamma }(u(2j2))\mathrm{\Gamma }(1u(2j1))}{\mathrm{\Gamma }(2u)\mathrm{\Gamma }(1+u)\mathrm{\Gamma }(u(2j1))\mathrm{\Gamma }(1u(2j2))}}.`$ (3.8)
From these reasons we can calculate the following two point functions

$$\mathrm{\Phi }_{\frac{1}{2}}(x,\overline{x},z,\overline{z})\mathrm{\Phi }_j(y,\overline{y},w,\overline{w})_\mathrm{\Theta },$$
(3.9)
which will be used to obtain the constraints on one point functions. If one state approaches to another state ($`zw`$, $`xy`$), it is natural to use the previous OPE (3.7) and if the states become close to the boundary, it is natural to expand by boundary operators. Comparing the two expansions, we find the constrains as

$$2\mathrm{sinh}\mathrm{\Theta }f_\mathrm{\Theta }^+(j)=f_\mathrm{\Theta }^+(j+\frac{1}{2})f_\mathrm{\Theta }^+(j\frac{1}{2}),$$
(3.10)
and general solutions can be given by the linear combinations of

$$f_\mathrm{\Theta }^\pm (j)=e^{\pm (2\pi in+\mathrm{\Theta })(2j1)},e^{\pm (\pi i(2n+1)\mathrm{\Theta })(2j1)},n.$$
(3.11)
The authors  proposed the solutions which correspond to the boundary states for $`AdS_2`$ branes as

$$f_\mathrm{\Theta }^\pm (j)=Ce^{\pm \mathrm{\Theta }(2j1)},$$
(3.12)
where $`C`$ is some constant666 We will set $`C=1`$ because it does not affect the arguments below.  independent of $`j`$. The corresponding boundary states are given by

$`|\mathrm{\Theta }_C={\displaystyle }_{\frac{1}{2}+i_+}dj({\displaystyle _{x_2>0}}d^2x{\displaystyle \frac{U_\mathrm{\Theta }^+(1j)}{|x\overline{x}|^{2(1j)}}}|j,x,\overline{x}_I`$ (3.13)
$`+{\displaystyle _{x_2<0}}d^2x{\displaystyle \frac{U_\mathrm{\Theta }^{}(1j)}{|x\overline{x}|^{2(1j)}}}|j,x,\overline{x}{}_{I}{}^{}),`$
where $`|j,x,\overline{x}_I`$ are “Ishibashi” boundary states based on the primary states $`|j,x,\overline{x}`$.

In fact, the terminology of “Ishibashi” boundary states is not accurate. The usual Ishibashi boundary states are defined by

$$|j{}_{I}{}^{}=\underset{I,J}{}M_{IJ}^1J_I\overline{J}_J|\mathrm{\Phi }_j,$$
(3.14)
which obey the conditions (2.15) . The labels $`I`$, $`J`$ are defined by the ordered set of $`(a_i,n_i)`$ $`(n_i0)`$ and $`J_I=J_{n_1}^{a_1}\mathrm{}J_{n_r}^{a^r}`$. The coefficients $`M_{IJ}`$ are defined by $`M_{IJ}=\mathrm{\Phi }_j|J_IJ_J|\mathrm{\Phi }_j`$. In our case, there is a discontinuity along $`Imx=0`$, thus the decomposition by the label $`x,\overline{x}`$ might be needed. Then the “Ishibashi” boundary states are defined by using the basis $`|j,x,\overline{x}`$ and restricting the summation to non-zero modes as

$$|j,x,\overline{x}{}_{I}{}^{}=\stackrel{~}{\underset{I,J}{}}M_{IJ}^1J_I\overline{J}_J|j,x,\overline{x}.$$
(3.15)
The geometry of the branes which the boundary states describe can be seen in the large $`k`$ limit by scattering with the closed string states $`|g`$ which are localized at $`g`$  as

$$g|j,x,\overline{x}=\mathrm{\Phi }_j(x,\overline{x}|g).$$
(3.16)
The overlaps with the boundary states were calculated in  and the results are given by

$$\underset{k\mathrm{}}{lim}g|\mathrm{\Theta }_C=\frac{1}{4\pi }\delta (\mathrm{sinh}\psi \mathrm{sinh}\mathrm{\Theta }),$$
(3.17)
thus we can see that the boundary states (3.13) describe $`AdS_2`$ branes at $`\psi =\mathrm{\Theta }`$.

The annulus amplitudes can be given by the overlaps between two boundary states as

$`{}_{C}{}^{}\mathrm{\Theta }_1|\stackrel{~}{q}^{\frac{1}{2}(L_0+\overline{L}_0\frac{c}{12})}|\mathrm{\Theta }_2{}_{C}{}^{}={\displaystyle _{\frac{1}{2}+i_+}}dj({\displaystyle _{x_2>0}}d^2x{\displaystyle \frac{U_{\mathrm{\Theta }_1}^+(j)U_{\mathrm{\Theta }_2}^+(1j)}{|x\overline{x}|^2}}`$ (3.18)
$`+{\displaystyle _{x_2<0}}d^2x{\displaystyle \frac{U_{\mathrm{\Theta }_1}^{}(j)U_{\mathrm{\Theta }_2}^{}(1j)}{|x\overline{x}|^2}}){\displaystyle \frac{\stackrel{~}{q}^{u(j\frac{1}{2})^2}}{\eta (\stackrel{~}{q})^3}},`$
where $`\stackrel{~}{q}=e^{2\pi i(1/\tau )}`$ is the closed string modulus and $`c`$ is the central charge of the model. Using the modular transformation, the amplitudes can be transformed into the open string channel. The modular transformation is given by

$$\frac{s\stackrel{~}{q}^{us^2}}{\eta (\stackrel{~}{q})^3}=2\sqrt{2u}_0^{\mathrm{}}𝑑s^{}\mathrm{sin}(4\pi uss^{})\frac{s^{}q^{us_{}^{}{}_{}{}^{2}}}{\eta (q)^3},q=e^{2\pi i\tau },$$
(3.19)
where we use the modular transformation of $`\eta `$ function (A.10) and the annulus amplitudes can be rewritten as

$`{}_{C}{}^{}\mathrm{\Theta }_1|\stackrel{~}{q}^{\frac{1}{2}(L_0+\overline{L}_0\frac{c}{12})}|\mathrm{\Theta }_2{}_{C}{}^{}=`$ (3.20)
$`{\displaystyle d^2x\frac{1}{|x\overline{x}|^2}_0^{\mathrm{}}𝑑s^{}\frac{\sqrt{2u}\pi \mathrm{sinh}(2\pi s^{})s^{}}{\mathrm{cosh}(\frac{1}{u}(\mathrm{\Theta }_1\mathrm{\Theta }_2))+\mathrm{cosh}(2\pi s^{})}\frac{q^{us_{}^{}{}_{}{}^{2}}}{\eta (q)^3}}.`$
The $`x`$ integral would be divergent, but this can be interpreted as the divergence due to the integration of the infinite worldvolume of $`AdS_2`$ branes. The spectral density can be read from the annulus amplitude as

$$\rho (s)\frac{\mathrm{sinh}(2\pi s)s}{\mathrm{cosh}(\frac{1}{u}(\mathrm{\Theta }_1\mathrm{\Theta }_2))+\mathrm{cosh}(2\pi s)},$$
(3.21)
where the spectrum belongs to the continuous series. We should note that the coefficients are not integers but non-negative real numbers, contrary to the rational conformal field theory case.

## 4 Constraints for One Point Functions on $`^2`$

Orientifolds can be described by crosscap states, which can be obtained by the information of one point functions on $`^2`$. The ansatz for one point function can be given just like the case of the boundary states as

$$\mathrm{\Phi }_j(x,\overline{x},z,\overline{z})_^2=\frac{U_C^\pm (j)}{|x\overline{x}|^{2j}|1+z\overline{z}|^{2\mathrm{\Delta }_j}}.$$
(4.1)
The $`x`$ dependence can be determined by the conditions (2.16) and the ansatz of $`+`$ and $``$ are given for $`x_2>0`$ and $`x_2<0`$, respectively. The discontinuity across $`Imx=0`$ exists for the same reasons as the boundary states case. The $`z`$ dependence can be obtained by the mirror technique of unoriented worldsheet. When we construct the boundary states for D-branes, we use the disk amplitude, which is essentially identical to the amplitude on the upper half plane. By using the mirror image technique, we can map the upper half plane to the whole plane and vice versa. The reflection $`I(z)=\overline{z}`$ is used and it gives the fixed line at $`Imz=0`$. Now we are considering the unoriented worldsheet. In this case, the reflection $`I(z)=1/\overline{z}`$ is used and the worldsheet can be restricted to the upper half plane. This action gives no fixed line and the geometry becomes $`^2`$. The one point function on the upper half plane can be given by the two point function on the whole plane by making use of this reflection.

The analysis used in the previous section can be applied to the case of orientifolds . We again utilize the two point function on $`^2`$ with the primary $`\mathrm{\Phi }_{\frac{1}{2}}`$ as

$$\mathrm{\Phi }_{\frac{1}{2}}(x,\overline{x},z,\overline{z})\mathrm{\Phi }_j(y,\overline{y},w,\overline{w})_^2.$$
(4.2)
Just as the case of the boundary states, we expand this quantity by two different ways and we obtain the constraints by comparing the two expansions. One way to express this quantity is to make use of the operator product expansion (3.7). This expansion is natural when the two primaries are close ($`zw`$, $`xy`$) and it is given by777 We assume $`Imy>0`$ and hence we use $`U^+(j)`$. If we use $`Imy<0`$, we should replace $`\pm `$ by $``$ in the following discussions.

$`\mathrm{\Phi }_{\frac{1}{2}}(x,\overline{x},z,\overline{z})\mathrm{\Phi }_j(y,\overline{y},w,\overline{w})_^2={\displaystyle \frac{|y\overline{y}|^{12j}}{|x\overline{y}|^2}}{\displaystyle \frac{|1+w\overline{w}|^{\frac{3u}{2}2\mathrm{\Delta }_j}}{|1+z\overline{w}|^{3u}}}`$ (4.3)
$`\left(C_+(j)U_C^+(j+\frac{1}{2})F_+(\chi ,\eta )+C_{}(j)U_C^+(j\frac{1}{2})F_{}(\chi ,\eta )\right),`$
where we have defined the cross ratios as

$$\chi =\frac{|xy|^2}{(x\overline{x})(y\overline{y})},\eta =\frac{|zw|^2}{(1+z\overline{z})(1+w\overline{w})}.$$
(4.4)
The functions $`F_\pm (\chi ,\eta )`$ are four point conformal blocks which were calculated in  as

$`F_+(\chi ,\eta )`$ $`=`$ $`\eta ^{u(1j)}(1\eta )^{uj}(\chi F(u,u+1,1u(2j1);\eta )`$
$`+{\displaystyle \frac{uz}{1u(2j1)}}F(1u,u+1,2u(2j1);\eta )),`$
$`F_{}(\chi ,\eta )`$ $`=`$ $`\eta ^{uj}(1\eta )^{uj}({\displaystyle \frac{2j\chi }{12j}}F(1+2uj,2u(j1),1+u(2j1);\eta )`$ (4.5)
$`+F(2uj,2u(j1),u(2j1);\eta )).`$
We use $`F(a,b,c;\eta )`$ as the hypergeometric functions whose properties are summarized in appendix A.

The other way to express the two point function (4.2) is to use the operator product expansion between $`\mathrm{\Phi }_{\frac{1}{2}}`$ and the mirror image of $`\mathrm{\Phi }_j`$. It is natural to use this expansion when $`z`$ approaches to $`1/\overline{w}`$ and $`x`$ approaches to $`\overline{y}`$, namely, when it can be expanded by $`1\eta `$ and $`1\chi `$. Noticing $`Im\overline{y}<0`$ from the assumption, we obtain

$`\mathrm{\Phi }_{\frac{1}{2}}(x,\overline{x},z,\overline{z})\mathrm{\Phi }_j(y,\overline{y},w,\overline{w})_^2={\displaystyle \frac{|y\overline{y}|^{12j}}{|x\overline{y}|^2}}{\displaystyle \frac{|1+w\overline{w}|^{\frac{3u}{2}2\mathrm{\Delta }_j}}{|1+z\overline{w}|^{3u}}}`$ (4.6)
$`\left(C_+(j)U_C^{}(j+\frac{1}{2})F_+(1\chi ,1\eta )+C_{}(j)U_C^{}(j\frac{1}{2})F_{}(1\chi ,1\eta )\right).`$
Comparing two expansions (4.3) and (4.6), we get the constraints of the coefficients $`U_\mathrm{\Theta }^\pm (j)`$. When comparing them, we use the following relations obtained by using the formula for hypergeometric functions in appendix A as

$`F_+(\chi ,\eta )`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(1u(2j1))\mathrm{\Gamma }(1u(2j1))}{\mathrm{\Gamma }(1u(2j2))\mathrm{\Gamma }(12uj)}}F_{}(1\chi ,1\eta )`$
$`{\displaystyle \frac{\mathrm{\Gamma }(1u(2j1))\mathrm{\Gamma }(u(2j1))}{\mathrm{\Gamma }(u)\mathrm{\Gamma }(1+u)}}F_+(1\chi ,1\eta ),`$
$`F_{}(\chi ,\eta )`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(u(2j1))\mathrm{\Gamma }(u(2j1))}{\mathrm{\Gamma }(u(2j2))\mathrm{\Gamma }(2uj)}}F_+(1\chi ,1\eta )`$ (4.7)
$`{\displaystyle \frac{\mathrm{\Gamma }(1+u(2j1))\mathrm{\Gamma }(u(2j1))}{\mathrm{\Gamma }(u)\mathrm{\Gamma }(1+u)}}F_{}(1\chi ,1\eta ).`$
Using the expressions of $`C_\pm (j)`$ (3.8) and $`f_C^\pm (j)`$ defined by

$$U_C^\pm (j)=\mathrm{\Gamma }(1u(2j1))\nu ^{1/2j}f_C^\pm (j),$$
(4.8)
we obtain the following constraints as

$`f_C^+(j\frac{1}{2})\mathrm{sin}(2\pi uj)+f_C^+(j+\frac{1}{2})\mathrm{sin}(\pi u)=f_C^{}(j+\frac{1}{2})\mathrm{sin}(\pi u(2j1)),`$
$`f_C^+(j+\frac{1}{2})\mathrm{sin}(2\pi u(j1))f_C^+(j\frac{1}{2})\mathrm{sin}(\pi u)=f_C^{}(j\frac{1}{2})\mathrm{sin}(\pi u(2j1)).`$ (4.9)
General solutions of these equations are given by

$$f_C^\pm (j)=\pm C(j)\mathrm{cos}(\pi u(j\frac{1}{2})),$$
(4.10)
where $`C(j)`$ are sort of phase factors which satisfy

$$C(j+1)=C(j),C(1j)=C(j).$$
(4.11)
## 5 Crosscap States for Orientifolds

The $`AdS_2`$ orientifolds are located on $`\psi =0`$ in the coordinates (2.13) and hence we have to construct the crosscap states which reproduce the geometry in the classical limit ($`k\mathrm{}`$). Therefore we propose the following solutions

$$U_C^+(j=\frac{1}{2}+is)=\nu ^{is}\mathrm{cosh}(\pi us)\mathrm{\Gamma }(12ius),$$
(5.1)
where we restrict the label $`j`$ to the normalizable mode. Because of this restriction we can use trivial phase factors which still satisfy (4.11) along the shift of the real part of $`j`$. At this stage, we can say at most that the solutions should be (5.1) in the classical limit. However we will see below that the spectral density of open strings in the system with orientifold reproduces that of open strings stretched between the mirror branes. From these reasons we believe that our solutions are correct ones. The crosscap states are constructed by these solutions as

$`|C_C={\displaystyle }_{\frac{1}{2}+i_+}dj({\displaystyle _{x_2>0}}d^2x{\displaystyle \frac{U_C^+(1j)}{|x\overline{x}|^{2(1j)}}}|C;j,x,\overline{x}_I`$ (5.2)
$`+{\displaystyle _{x_2<0}}d^2x{\displaystyle \frac{U_C^{}(1j)}{|x\overline{x}|^{2(1j)}}}|C;j,x,\overline{x}{}_{I}{}^{}),`$
where $`|C;j,x,\overline{x}_I`$ are “Ishibashi” crosscap states based on the primary states $`|j,x,\overline{x}`$. These states are defined just as the “Ishibashi” boundary states.

The spectrum of closed strings in the system with orientifold can be read from the Klein bottle amplitude. This amplitude can be obtained from the overlap between two crosscap states and it is given by

$`{}_{C}{}^{}C|\stackrel{~}{q}^{\frac{1}{2}(L_0+\overline{L}_0\frac{c}{12})}|C_C`$ $`=`$ $`{\displaystyle _{\frac{1}{2}+i_+}}dj({\displaystyle _{x_2>0}}d^2x{\displaystyle \frac{U_C^+(j)U_C^+(1j)}{|x\overline{x}|^2}}`$ (5.3)
$`+{\displaystyle _{x_2<0}}d^2x{\displaystyle \frac{U_C^{}(j)U_C^{}(1j)}{|x\overline{x}|^2}}){\displaystyle \frac{\stackrel{~}{q}^{us^2}}{\eta (\stackrel{~}{q})^3}}`$
$`=`$ $`{\displaystyle d^2x\frac{1}{|x\overline{x}|^2}_0^{\mathrm{}}𝑑s\frac{\mathrm{cosh}(\pi us)2\pi us}{\mathrm{sinh}(2\pi us)}\frac{\stackrel{~}{q}^{us^2}}{\eta (\stackrel{~}{q})^3}}.`$
By using the modular transformation (3.19), we obtain

$${}_{C}{}^{}C|\stackrel{~}{q}^{\frac{1}{2}(L_0+\overline{L}_0\frac{c}{12})}|C{}_{C}{}^{}=d^2x\frac{1}{|x\overline{x}|^2}_0^{\mathrm{}}ds^{}\frac{\sqrt{2u}\pi s^{}}{\mathrm{tanh}(2\pi s^{})}\frac{q^{us_{}^{}{}_{}{}^{2}}}{\eta (q)^3},$$
(5.4)
and the spectral density can be read as

$$\rho (s)\frac{s}{\mathrm{tanh}(2\pi s)}.$$
(5.5)
This quantity may be derived directly but it seems difficult since it depends on the regularizations. Thus we will only compare below the spectral density of open strings which can be easily compared with the spectral density previously obtained (3.21).

The spectrum of open strings in the presence of orientifold can be read from the Möbius strip amplitudes. It is convenient to use the following characters  in the calculation as

$$\widehat{\chi }_j(q)=e^{\pi i(\mathrm{\Delta }_j\frac{c}{24})}\chi _j(\sqrt{q}),$$
(5.6)
where we are using the characters

$$\chi _s(q)=\frac{q^{us^2}}{\eta (q)^3}.$$
(5.7)
The Möbius strip amplitudes are obtained as the overlaps between boundary states and crosscap state as

$`{}_{C}{}^{}\mathrm{\Theta }|\stackrel{~}{q}^{\frac{1}{2}(L_0+\overline{L}_0\frac{c}{12})}|C_C`$ $`=`$ $`{\displaystyle _{\frac{1}{2}+i_+}}dj({\displaystyle _{x_2>0}}d^2x{\displaystyle \frac{U_\mathrm{\Theta }^+(j)U_C^+(1j)}{|x\overline{x}|^2}}`$ (5.8)
$`+{\displaystyle _{x_2<0}}d^2x{\displaystyle \frac{U_\mathrm{\Theta }^{}(j)U_C^{}(1j)}{|x\overline{x}|^2}})\widehat{\chi }_s(\stackrel{~}{q})`$
$`=`$ $`{\displaystyle d^2x\frac{1}{|x\overline{x}|^2}_0^{\mathrm{}}𝑑s\frac{\mathrm{cosh}(\pi us)\mathrm{cos}(2\mathrm{\Theta }s)2\pi us}{\mathrm{sinh}(2\pi us)}\widehat{\chi }_s(\stackrel{~}{q})}.`$
In the case of Möbius strip amplitudes, the modular transformation can be given by so-called $`P`$ transformation ($`P=T^{1/2}ST^2ST^{1/2}`$) . It transforms $`\tau 1/(4\tau )`$ and in this case

$$\frac{se^{2\pi \tau us^2}}{\eta (\tau )^3}=2\sqrt{u}_0^{\mathrm{}}𝑑s^{}\mathrm{sin}(2\pi uss^{})\frac{s^{}e^{2\pi (1/4\tau )us_{}^{}{}_{}{}^{2}}}{\eta (\frac{1}{4\tau })^3}.$$
(5.9)
Using this modular transformation, we obtain

$${}_{C}{}^{}\mathrm{\Theta }|\stackrel{~}{q}^{\frac{1}{2}(L_0+\overline{L}_0\frac{c}{12})}|C{}_{C}{}^{}=d^2x\frac{1}{|x\overline{x}|^2}_0^{\mathrm{}}ds^{}\frac{(\sqrt{u}\pi /4)\mathrm{sinh}(2\pi s^{})s^{}}{\mathrm{cosh}(2\pi s^{})+\mathrm{cosh}(\frac{2}{u}\mathrm{\Theta })}\widehat{\chi }_s^{}(q),$$
(5.10)
and the spectral density can be read as

$$\rho (s)\frac{\mathrm{sinh}(2\pi s)s}{\mathrm{cosh}(2\pi s)+\mathrm{cosh}(\frac{2}{u}\mathrm{\Theta })}.$$
(5.11)
This density is the same as that of open strings stretched between the branes and their mirrors, namely, the density (3.21) with $`\mathrm{\Theta }_1=\mathrm{\Theta }`$ and $`\mathrm{\Theta }_2=\mathrm{\Theta }`$.

This correspondence is not accidental. The Möbius strip amplitudes are reconstructed by the information of the annulus amplitudes and the behavior of the open string states under the orientifold operation . As we said in section 2, the orientifold operation can be given by the combination of worldsheet parity reversal $`\mathrm{\Omega }`$ and space $`_2`$ isometries $`h`$. In the coordinates (2.2), $`h`$ acts as

$$h:\varphi \varphi ,\gamma \overline{\gamma },\overline{\gamma }\gamma ,$$
(5.12)
and for the boundary coordinates as $`x\overline{x}`$ and $`\overline{x}x`$. Therefore the functions (2.4) do not change under this operation and hence the orientifold operation are expected to be independent of $`j`$. Moreover the currents are transformed by the orientifold operation as $`J^a\overline{J}^a`$. By following the analysis of  and using the above information, we can show that the Möbius strip amplitudes (5.10) can be correctly reconstructed by using the cylinder amplitudes between the boundary states for the mirror branes (3.18). This is an attractive result and from this reason we can rely on our choice of the solutions (5.1).

## 6 Conclusion

We construct the crosscap states for the orientifolds of Euclidean $`AdS_3`$ from the solutions of one point functions on $`^2`$ (5.1). In the classical limit, we can show that these crosscap states describes the orientifolds with correct geometry. The Klein bottle and Möbius strip amplitudes are calculated and the open string spectrum in the system with orientifold is compared to the spectrum of open strings between D-branes and their mirrors.

We have to do more checks to obtain more evidences that our choice of solutions is correct. One way is to make more constraints by using other primaries. This seems to be very complicated but in principle we can do. The other way is to compute the spectral density directly by other methods and to compare with ours. Since our orientifolds have infinite volumes, we have to use some regularizations. In , the open string spectrum was derived directly and compared by using the cut-off regularization. The leading terms are removed by using the boundary states with reference boundary conditions $`\mathrm{\Theta }_{}`$. Therefore in order to follow their methods in our case, we might have to find the similar reference crosscap states. In our paper, we closely follow the discussions in  and the spectral density is identified as the part which scales as the volume of D-branes or orientifolds. However, the usual regularization might be given by the cut-off regularization, thus it is important to study the relation between these regularizations888 We are grateful to J. Teschner for pointing out the regularization dependence of the comparison of annuals and Möbius strip amplitudes..

Compared to the boundary states, many crosscap states are left to be constructed. For example, it would be interesting to construct the crosscap states in Liouville theory or the orientifolds in $`SU(N)`$ WZW models wrapping on the twisted conjugacy classes like ours. It seems also important to apply to the AdS/CFT correspondence in the system with orientifold.

## Acknowledgement

We would like to thank Y. Sugawara and K. Hosomichi for useful discussions.

## Appendix A Several Useful Formulae

The hypergeometric functions have the following properties under the reparametrizations

$`F(a,b,c;z)`$ $`=`$ $`(1z)^{cab}F(ca,cb,c;z),`$ (A.1)
$`F(a,b,c;1z)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(c)\mathrm{\Gamma }(cab)}{\mathrm{\Gamma }(ca)\mathrm{\Gamma }(cb)}}F(a,b,1c+a+b;z)`$ (A.2)
$`+`$ $`z^{cab}{\displaystyle \frac{\mathrm{\Gamma }(c)\mathrm{\Gamma }(a+bc)}{\mathrm{\Gamma }(a)\mathrm{\Gamma }(b)}}F(ca,cb,1+cab;z).`$
The Gauss recursion formulae for the parameters $`(a,b,c)`$ are given by

$`cF(a,b,c;z)(cb)F(a,b,c+1;z)bF(a,b+1,c+1;z)=0,`$ (A.3)
$`cF(a,b,c;z)+(bc)F(a+1,b,c+1;z)b(1z)F(a+1,b+1,c+1;z)=0,`$ (A.4)
$`cF(a,b,c;z)cF(a+1,b,c;z)+bzF(a+1,b+1,c+1;z)=0.`$ (A.5)
We often use the following formulae for Gamma function as

$`\mathrm{\Gamma }(1+z)`$ $`=`$ $`z\mathrm{\Gamma }(z),`$ (A.6)
$`\mathrm{\Gamma }(1z)\mathrm{\Gamma }(z)`$ $`=`$ $`{\displaystyle \frac{\pi }{\mathrm{sin}(\pi z)}},`$ (A.7)
$`\mathrm{\Gamma }(1+ix)\mathrm{\Gamma }(1ix)`$ $`=`$ $`{\displaystyle \frac{\pi x}{\mathrm{sinh}(\pi x)}},`$ (A.8)
where $`z`$ is an arbitrary complex number and $`x`$ is a real number.

The Dedekind $`\eta `$ function is defined by

$$\eta (\tau )=q^{\frac{1}{24}}\underset{n=1}{\overset{\mathrm{}}{}}(1q^n),$$
(A.9)
where $`q=\mathrm{exp}(2\pi i\tau )`$ and its modular transformation is given by

$$\eta (\tau +1)=e^{\pi i/12}\eta (\tau ),\eta (\frac{1}{\tau })=\sqrt{i\tau }\eta (\tau ).$$
(A.10)


text:
# Curie-Weiss model of the quantum measurement process

## Abstract

A hamiltonian model is solved, which satisfies all requirements for a realistic ideal quantum measurement. The system $`\mathrm{S}`$ is a spin-$`\frac{1}{2}`$, whose $`z`$-component is measured through coupling with an apparatus $`\mathrm{A}=\mathrm{M}+\mathrm{B}`$, consisting of a magnet $`\mathrm{M}`$ formed by a set of $`N1`$ spins with quartic infinite-range Ising interactions, and a phonon bath $`\mathrm{B}`$ at temperature $`T`$. Initially $`\mathrm{A}`$ is in a metastable paramagnetic phase. The process involves several time-scales. Without being much affected, $`\mathrm{A}`$ first acts on $`\mathrm{S}`$, whose state collapses in a very brief time. The mechanism differs from the usual decoherence. Soon after its irreversibility is achieved. Finally the field induced by $`\mathrm{S}`$ on $`\mathrm{M}`$, which may take two opposite values with probabilities given by Born’s rule, drives $`\mathrm{A}`$ into its up or down ferromagnetic phase. The overall final state involves the expected correlations between the result registered in $`\mathrm{M}`$ and the state of $`\mathrm{S}`$. The measurement is thus accounted for by standard quantum statistical mechanics and its specific features arise from the macroscopic size of the apparatus.

The quantum measurement problem has given rise to an immense literature , but it is still an object of debate. Insight can be gained by studying exactly solvable dynamical models . The one we consider hereafter is intended to be as realistic as possible.

We first have to face the irreducibly probabilistic nature of quantum mechanics, arising from the non-commutation of observables. Within the statistical interpretation, see e.g. , a wave-function can provide us with nothing more than the probabilities for the values of any physical quantity. We adhere to the so-called bayesian view on probabilities : they are not inherent to a single object but refer to a population to which it belongs (in reality or in thought); they are mathematical tools for deducing sensible predictions from given prior knowledge. Thus, what is called a quantum “state”, whether pure or mixed, gathers our information on the considered system: it does not characterize this system by itself, but its statistical ensemble. Accordingly, the consistency of quantum mechanics requires a measurement to be analyzed as a statistical process involving many similar experiments with all possible outcomes. This process couples a system (S) to an apparatus (A), creating correlations between the initial state (in the above sense) of S and the final value $`A_i`$ of a pointer variable $`\widehat{A}`$ of A. One infers thereby information about S as regards the occurrence of the corresponding eigenvalue $`s_i`$ of one of its observables $`\widehat{s}`$. This knowledge has statistical nature because quantum theory cannot inform us fully about a single object, even if it is “completely” prepared in a pure state.

Quantum statistical mechanics is also unavoidable for other reasons. On the one hand, the apparatus should be macroscopic so as to ensure registration of the outcomes $`A_i`$. The recorded results may later on be read by an observer whom we thus can leave aside. The required large size of A forbids us to assign a pure state to it since it cannot be completely prepared at the microscopic level. Rather, as always in statistical problems, we must assign to it a density matrix. On the other hand, a quantum measurement is an irreversible process. Statistical mechanics is necessary to explain this specific type of irreversibility, as any other one, by relying on microscopic hamiltonian dynamics.

Even if the coupling of S and A is weak, the perturbation it induces on S cannot in general be neglected in a quantum measurement. We will consider a so-called ideal measurement, which perturbs S as little as possible, keeping unchanged the statistics of all observables which commute with $`\widehat{s}`$. The final density matrix of $`\mathrm{S}`$, $`r(t_\mathrm{f})`$, is then obtained from $`r(0)`$ by cancelling the off-diagonal blocks associated with different eigenvalues $`s_i`$ and $`s_j`$ of $`\widehat{s}`$. We denote the remaining diagonal blocks as $`r_i`$.

To represent a measurement, a process should have several specific features . i) The apparatus $`\mathrm{A}`$ is macroscopic and at the initial time $`t=0`$ in a metastable state $`(0)`$, independent of the arbitrary state $`r(0)`$ of the system $`\mathrm{S}`$. The full density operator has the form

$`𝒟(0)=r(0)(0).`$ (1)
ii) Triggered by its coupling with $`\mathrm{S}`$, $`\mathrm{A}`$ may reach at the end of the process one among several possible states $`_i`$, which are a priori equally probable so as to avoid any bias. iii) Each state $`_i`$ is stable so as to register information robustly and permanently. The pointer variable $`\widehat{A}`$ has in the state $`_i`$ negligible fluctuations around $`A_i`$ so as to ensure precise and clear distinction between the possible outcomes. iv) The observable $`\widehat{s}`$ of $`\mathrm{S}`$ does not change much during the process, and thus nearly commutes with the Hamiltonian. v) An ideal measurement involves a collapse, which changes $`r(0)`$ into the sum of its diagonal blocks $`r_i`$ corresponding to each $`s_i`$. vi) The density operator at the end of the process involves a special type of classical correlations between $`\mathrm{S}`$ and $`\mathrm{A}`$, namely,

$`𝒟(0)𝒟(t_\mathrm{f})={\displaystyle \underset{i}{}}r_i_i{\displaystyle \underset{i}{}}p_i\times {\displaystyle \frac{r_i}{\mathrm{tr}r_i}}_i.`$ (2)
Together with iii and with probabilistic interpretation of a quantum state, Eq. (2) means that the pointer variable may take any of the values $`A_i`$ corresponding to $`s_i`$ with the probabilities $`p_i=\mathrm{tr}r_i`$ (Born’s law), and that if we select $`A_i`$, the subsequent statistics of $`\mathrm{S}`$ is described by the density operator $`r_i/\mathrm{tr}r_i`$ (von Neumann’s reduction).

Most of these features have been emphasized in the past, and the models already worked out exhibit some among them . In the present model all the above requirements will be fulfilled. In order to satisfy conditions ii and iii we take for $`\mathrm{A}`$ a macroscopic system displaying a phase transition with broken symmetry so as to eliminate any bias; $`\widehat{A}`$ is an order parameter with small fluctuations. Moreover, $`\mathrm{A}`$ involves a large number of degrees of freedom which ensure an irreversible relaxation towards one of the equilibrium states $`_i`$.

The model. Our system $`\mathrm{S}`$ is a spin-$`\frac{1}{2}`$, the observable to be measured is its third Pauli matrix $`\widehat{s}_z`$ with eigenvalues $`s_i`$ equal to $`\pm 1`$. Our apparatus $`\mathrm{A}=\mathrm{M}+\mathrm{B}`$ simulates a magnetic dot: $`\mathrm{M}`$ consists of $`N1`$ spins with Pauli operators $`\widehat{\sigma }_a^{(n)}`$ ($`a=x,y,z`$) coupled to the phonon bath $`\mathrm{B}`$. The order parameter $`\widehat{A}`$ is the magnetization in the $`z`$-direction $`\widehat{m}=\frac{1}{N}_{n=1}^N\widehat{\sigma }_z^{(n)}`$. The Hamiltonian $`\widehat{H}=\widehat{H}_\mathrm{A}+\widehat{H}_{\mathrm{SA}}`$ governing the measurement process reads:

$`\widehat{H}_\mathrm{A}=\widehat{H}_\mathrm{M}+\widehat{H}_{\mathrm{MB}}+\widehat{H}_\mathrm{B},\widehat{H}_{\mathrm{SA}}=gN\widehat{m}\widehat{s}_z,`$ (3)
$`\widehat{H}_\mathrm{M}={\displaystyle \frac{1}{q}}JN\widehat{m}^q,\widehat{H}_{\mathrm{MB}}=\sqrt{\gamma }{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \underset{a=x,y,z}{}}\widehat{\sigma }_a^{(n)}\widehat{B}_a^{(n)}.`$ (4)
It commutes with $`\widehat{s}_z`$ in agreement with , ensuring the condition iv above. The interaction $`\widehat{H}_{\mathrm{SA}}`$ is a spin-spin coupling with strength $`g>0`$. The Hamiltonian $`\widehat{H}_\mathrm{M}`$, of the Curie-Weiss-type, couples all spins symmetrically. For $`q=2`$ one has an Ising model, while $`q=4`$ or $`6`$ describes so-called super-exchange interactions as realized for metamagnets. We take $`q=4`$. The bath $`\mathrm{B}`$ describes a set of Debye phonons at equilibrium in the thermodynamic limit. The dimensionless constant $`\gamma `$ characterizes the strength of their coupling to the spins of $`\mathrm{M}`$. It should be weak to trace out B and to ensure an exact Boltzmann-Gibbs distribution of M at equilibrium. The properties of the bath operators $`\widehat{B}_a^{(n)}`$ will be specified later.

Mean-field approximation for the apparatus. The long-range character of $`\widehat{H}_\mathrm{M}`$ ensures that its equilibrium behavior is exactly described in the large-$`N`$ limit by the mean-field approximation. However, the correlations between $`\mathrm{S}`$ and $`\mathrm{A}`$ induced by $`\widehat{H}_{\mathrm{SA}}`$ are essential for our purposes. Their very existence prevents us from applying the standard mean-field method. A way out of this is to separate the state $`𝒟`$ of the total system $`\mathrm{S}+\mathrm{M}+\mathrm{B}`$ into several sectors, and use a different time-dependent mean-field in each of them. In the eigenbasis of $`\widehat{s}_z`$ for $`\mathrm{S}`$, $`|i=|`$ or $`|`$ for eigenvalues $`s_i=\pm 1`$, $`𝒟`$ has the elements $`𝒟_{ij}=i|𝒟|j`$. The von Neumann equation reads for each of the operators $`𝒟_{ij}`$ in the $`\mathrm{M}+\mathrm{B}`$ space

$`\mathrm{i}\mathrm{}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}t}}𝒟_{ij}`$ $`=`$ $`gN(s_i\widehat{m}𝒟_{ij}s_j𝒟_{ij}\widehat{m})+[\widehat{H}_\mathrm{A},𝒟_{ij}].`$ (5)
The mean-field approach is implemented for each $`𝒟_{ij}`$. In $`\widehat{H}_\mathrm{A}`$ we replace $`\widehat{m}^4`$ by $`m_{ij}^4+4m_{ij}^3(\widehat{m}m_{ij})`$, where the $`c`$-number $`m_{ij}`$ is determined selfconsistently. To do this we note that (unlike $`𝒟_{}`$ and $`𝒟_{}`$) $`𝒟_{}`$ and $`𝒟_{}=𝒟_{}^{}`$ are neither positive nor hermitian. Taking

$`m_{ij}={\displaystyle \frac{\mathrm{tr}\widehat{m}|𝒟_{ij}|}{\mathrm{tr}|𝒟_{ij}|}},|𝒟_{ij}|\sqrt{𝒟_{ij}𝒟_{ij}^{}}`$ (6)
for any pair $`ij`$, one can show that this approximation becomes exact for large $`N`$, as in the static case.

Properties of the bath. The interaction between the bath $`\mathrm{B}`$ and the magnet $`\mathrm{M}`$ is treated within the cumulant weak-coupling approach, see e.g. . The initial state of $`\mathrm{B}`$ is gibbsian at temperature $`T=1/\beta `$, $`R_\mathrm{B}(0)=\mathrm{exp}(\beta \widehat{H}_\mathrm{B})/Z_\mathrm{B}`$, and is not correlated with the density operator $`D(0)=r(0)R_\mathrm{M}(0)`$ of $`\mathrm{S}+\mathrm{M}`$. The Hamiltonian $`\widehat{H}_\mathrm{B}`$ is such that the free correlation functions of the bath variables are stationary, identical and independent for different components $`a`$ and different sites $`n`$,

$`\mathrm{tr}_\mathrm{B}[R_\mathrm{B}(0)\widehat{B}_a^{(n)}(t)\widehat{B}_b^{(m)}(s)]=\delta _{a,b}\delta _{n,m}K(ts).`$ (7)
In agreement with the initial equilibrium of $`\mathrm{B}`$, we assume a quasi-ohmic spectrum

$`K(t)=\mathrm{}^2{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{16\pi }}e^{\mathrm{i}\omega t}\omega (\mathrm{coth}{\displaystyle \frac{1}{2}}\beta \mathrm{}\omega 1)\mathrm{e}^{|\omega |/\mathrm{\Gamma }},`$ (8)
with $`\mathrm{\Gamma }`$ the Debye frequency cut-off, where $`\mathrm{}\mathrm{\Gamma }`$ exceeds all other energy scales: $`T`$, $`J`$ and $`g`$. The correlation time of $`\mathrm{B}`$, of order $`\mathrm{}/T`$, is much smaller than the characteristic times of $`\mathrm{A}`$ variables, which for long times ensures relaxation of $`\mathrm{A}`$ towards the Gibbs distribution. Besides the weak-coupling limit $`\gamma 1`$, this requires not too low a temperature $`(T\gamma J)`$.

Bloch equations. As indicated above, in the large $`N`$ limit each block of $`𝒟`$, and hence of $`D=\mathrm{tr}_\mathrm{B}𝒟`$, is of the time-dependent mean-field type:

$`D_{ij}(t)=r_{ij}(0)\times \rho _{ij}^{(1)}(t)\mathrm{}\rho _{ij}^{(N)}(t).`$ (9)
Each $`\rho _{ij}^{(n)}`$ lives in the $`2\times 2`$ Hilbert space of the $`n`$’th spin of $`\mathrm{M}`$, and reads in the polarization representation: $`\rho _{ij}^{(n)}=\frac{1}{2}_{a=0,x,y,z}\zeta _{a,ij}\widehat{\sigma }_a^{(n)}`$, where the $`\widehat{\sigma }_0^{(n)}`$ are $`2\times 2`$ identity matrices and where $`\zeta _{a,ij}=\mathrm{tr}\widehat{\sigma }_a^{(n)}\rho _{ij}^{(n)}`$ is independent of $`n`$.

As the coupling is weak, we can eliminate the bath from (5), even for times shorter than the memory-time of $`K(t)`$; Eq. (9) yields $`\zeta _{x,ij}=\zeta _{y,ij}=0`$ at all $`t`$ and

$`\dot{\zeta }_{0,}={\displaystyle \frac{2\mathrm{i}g}{\mathrm{}}}\zeta _{z,},\dot{\zeta }_{z,}={\displaystyle \frac{2\mathrm{i}g[1+\eta (t)]}{\mathrm{}}}\zeta _{0,}2\mathrm{\Lambda }(t)\zeta _{z,},`$ (10)
(11)
where for $`t1/\mathrm{\Gamma }`$, $`\mathrm{\Lambda }`$ equals $`\gamma \mathrm{\Gamma }^2t/2\pi `$ and $`\eta =\gamma \mathrm{\Gamma }^2t^2/2\pi `$. They go in the markovian limit $`t\mathrm{}/T`$ to $`\mathrm{\Lambda }(\mathrm{})=\gamma g/(2\mathrm{}\mathrm{tanh}\beta g)`$ and $`\eta (\mathrm{})=0`$.

For $`\zeta _{0,}`$ and for the magnetization $`m_{}=\zeta _{z,}/\zeta _{0,}`$ we shall need below the only markovian equation:

$`\dot{\zeta }_{0,}=0,\dot{m}_{}={\displaystyle \frac{\gamma h_{}}{\mathrm{}}}(1{\displaystyle \frac{m_{}}{\mathrm{tanh}\beta h_{}}}),`$ (12)
where $`h_{}(t)=g+Jm_{}^3(t)`$ is the effective field in the considered sector.The sign of $`g`$ is changed for the $``$ sector.

Initial conditions. Before the measurement, $`\mathrm{M}`$ is prepared in a paramagnetic state $`R_\mathrm{M}(0)=2^N_n\widehat{\sigma }_0^{(n)}`$, leading to the initial density matrix of $`\mathrm{A}=\mathrm{M}+\mathrm{B}`$: $`(0)=R_\mathrm{M}(0)R_\mathrm{B}(0)`$. The measurement will be unbiased, since the order parameter vanishes initially, $`m_{ij}(0)=0`$. According to Eqs. (1, 9) we have $`\zeta _{0,ij}(0)=1`$, $`\zeta _{a,ij}(0)=0`$. The paramagnetic state is metastable for temperatures below $`0.36J`$ and this is the regime where A can act as a measuring apparatus. Its decay-time is then exponentially large in $`N`$, thus basically infinite. However, a change in the macroscopic state of the $`\mathrm{A}`$ can be induced by its coupling with $`\mathrm{S}`$, provided $`g`$ is sufficiently large so as to suppress the barrier leading to the lowest ferromagnetic state.

Collapse. We first consider the evolution of the off-diagonal elements $`r_{}`$, given by (9) as

$`r_{}(t)=\mathrm{tr}_{\mathrm{M},\mathrm{B}}𝒟_{}(t)=\mathrm{tr}_\mathrm{M}D_{}(t)=r_{}(0)\zeta _{0,}^N(t).`$ (13)
Obtained by solving (11) with its initial conditions by the exact WKB-method, $`\zeta _{0,}(t)`$ has the form $`\mathrm{exp}[\chi (t)]\mathrm{cos}\theta (t)`$, where $`\theta (t)=\frac{2g}{\mathrm{}}_0^tds\mathrm{exp}2[\chi (s)_0^sdu\mathrm{\Lambda }(u)]`$. For $`t<1/\mathrm{\Gamma }`$, $`\chi `$ and $`\theta `$ behave as

$`\chi {\displaystyle \frac{\gamma \mathrm{\Gamma }^2g^2}{2\pi \mathrm{}^2}}t^4,\theta {\displaystyle \frac{2gt}{\mathrm{}}}\left(1{\displaystyle \frac{\gamma \mathrm{\Gamma }^2t^2}{6\pi }}\right).`$ (14)
(The markovian regime $`t\mathrm{}/T`$, $`\chi =\mathrm{\Lambda }(\mathrm{})t`$ is irrelevant here when $`N`$ is very large.) The amplitude of $`\zeta _{0,}`$ decreases as an exponential, quartic in $`t`$ for small times and linear for long times. Since $`\zeta _{z,}`$ is imaginary, $`𝒟_{}𝒟_{}^{}`$ is proportional to the unit matrix, so that $`m_{}`$ vanishes.

We thus find for $`r_{}(t)=r_{}(0)\mathrm{e}^{N\chi (t)}[\mathrm{cos}\theta (t)]^N`$ a sequence of narrow gaussian peaks, arising from the nearly periodic cosine factor and located around the times at which $`\theta /\pi `$ is an integer. At the very beginning of the measurement, (14) show that the off-diagonal elements $`r_{}(t)=r_{}^{}(t)`$ of the marginal density matrix of S rapidly fall down. For a large apparatus such that $`N\gamma (\mathrm{}\mathrm{\Gamma }/g)^2`$, this decrease is dominated by that of $`[\mathrm{cos}(2gt/\mathrm{})]^N=\mathrm{exp}[(t/\tau _{\mathrm{collapse}})^2]`$ rather than that of $`\mathrm{exp}[N\chi ]`$. The collapse time

$`\tau _{\mathrm{collapse}}={\displaystyle \frac{1}{\sqrt{2N}}}{\displaystyle \frac{\mathrm{}}{g}},`$ (15)
thus characterizes the disappearance of the components $`D_{}`$ and $`D_{}`$ for S+M. This time is much shorter than all other characteristic times of the process. Its coefficient $`\mathrm{}/g`$ differs from the one $`\mathrm{}/T`$ that enters standard decoherence times.

The subsequent spikes, the first of which occurs at $`t=\pi \mathrm{}/(2g)`$, are suppressed by the factor $`\mathrm{exp}[N\chi (t)]`$ which arises due to the interaction with the bath, a decay amplified by the large value of $`N`$. Due to (14) this means that after a decoherence time

$$\tau _{\mathrm{decoh}}=\left(\frac{2\pi }{\gamma N}\right)^{1/4}\left(\frac{\mathrm{}}{\mathrm{\Gamma }g}\right)^{1/2}$$
(16)
all the peaks are washed out, and $`r_{}`$ and $`r_{}`$ remain zero after their initial gaussian collapse, while $`r_{}`$ and $`r_{}`$ are kept unchanged since $`\widehat{s}_z`$ is conserved. The collapse proper thus results only from the interaction $`\widehat{H}_{\mathrm{SA}}`$ of S with the large number of spins, as shown by (15). The irreversible loss of information about the off-diagonal elements takes place at a characteristic time $`\tau _{\mathrm{decoh}}`$, after the collapse. Provided $`N(\mathrm{}\mathrm{\Gamma }/g)^2/\gamma `$, it is faster than $`1/\mathrm{\Gamma }`$, the attempt time of the bath, and well before the recurrence of the first peak, since we assumed already that $`\mathrm{}\mathrm{\Gamma }g`$. This irreversibility is essential although hidden, since $`r_{}`$ has not yet revived when it takes place.

In fact, not only the initial collapse, but even the suppression of possible revivals, do not require M to interact with a bath. A realistic interaction $`\widehat{H}_{\mathrm{SA}}`$ would involve a small dispersion $`\delta g`$ around the average value $`g`$ of the coupling between $`\widehat{s}_z`$ and the various spins $`\widehat{\sigma }_z^{(n)}`$ of A. For independent disorder a cumulant expansion now brings $`\theta =g2t/\mathrm{}\delta g^3_\mathrm{c}(2t/\mathrm{})^3/3!+\mathrm{}`$ and $`\chi =\delta g^2_\mathrm{c}(2t/\mathrm{})^2/2\delta g^4_\mathrm{c}(2t/\mathrm{})^4/4!+\mathrm{}`$. The damping factor $`\mathrm{exp}[N\chi (t)]`$ then suppresses the recurrent peaks provided $`Ng^2/\delta g^2_\mathrm{c}.`$ The large size of the apparatus thus suffices to make the initial collapse permanent. The irreversibility of the collapse is here as a collective effect due to the large value of $`N`$ and not to the environment. These two mechanisms for suppression of the $`x,y`$ components of the spin S are reminiscent of the spin-lattice and spin-spin relaxation mechanisms in NMR, respectively.

Registration. Let us now consider the evolution of the diagonal elements $`D_{}`$ and $`D_{}`$. Since they are not affected by the initial process, their evolution is governed by (12) in the markovian regime $`t\mathrm{}/T`$. The registration by the apparatus will therefore look like a relaxation towards equilibrium in statistical mechanics. The Curie-Weiss equation, $`m_i=\mathrm{tanh}[\beta h_i]`$ with $`h_i=\pm g+Jm_i^3`$ for each sector $`i=`$ of $``$, gives the extrema of the free energy per site $`F_i(m)=gm\frac{1}{4}Jm^4TS(m)`$, where $`S(m)=\frac{1+m}{2}\mathrm{ln}\frac{1+m}{2}\frac{1m}{2}\mathrm{ln}\frac{1m}{2}`$ is entropy in the mean-field approximation. The minima of $`F_i(m)`$ are attractors for the evolution (12). Since $`m_{}`$ begins to increase as $`\gamma gt/\mathrm{}`$, it relaxes to the smallest positive value of $`m`$ where $`F_{}(m)`$ is minimal. If the temperature is not sufficiently low, or if $`g`$ is too small, this is the paramagnetic state, $`m_{}\mathrm{tanh}\beta g`$ and $`m_{}\mathrm{tanh}\beta g`$. The result of the measurement cannot then be registrated robustly, since, after the coupling with $`\mathrm{S}`$ is removed, $`\mathrm{M}`$ returns to $`m_{}=m_{}=0`$. However, for sufficiently large $`g`$ ($`g>0.08J`$ for $`T=0.34J`$), the paramagnetic state is totally lost and the relaxation of M leads to a ferromagnetic state with magnetization nearly equal to $`1`$ for $`m_{}`$, to $`1`$ for $`m_{}`$ ($`\pm 0.996`$ for $`T=0.34J`$, $`g=0.09J`$). When the coupling is switched off after relaxation, M remains in the vicinity of that state: the system A=M$`+`$B is non-ergodic and the memory of its triggering by $`\mathrm{S}`$ is kept forever. The duration of the measurement, namely

$$\tau _{\mathrm{meas}}=\frac{\mathrm{}}{\gamma g}.$$
(17)
is governed by the establishment of strong correlations of M and S, which takes place when the magnetization of M reaches significant values having the same sign as $`s_z`$. This stage of the process is the slowest of all. The dimensionless factor $`1/\gamma `$ expresses that relaxation occurs due to coupling with the bath B. The final stage, after $`m_{}`$ has become sizeable, is a more rapid exponential relaxation with characteristic time $`\mathrm{}/\gamma J`$, during which the coupling with S is ineffective, and which leads to robust registration in a ferromagnetic state.

Altogether, the common final state of $`\mathrm{A}`$ and $`\mathrm{S}`$ after $`\tau _{\mathrm{meas}}`$ has the form (2) with probabilities $`p_{}=r_{}(0)`$, $`p_{}=r_{}(0)`$ for $`i=`$ or $``$; the states $`||`$ or $`||`$ of $`\mathrm{S}`$ are correlated with the ferromagnetic states of $`\mathrm{A}`$, $`_{}`$ or $`_{}`$, having positive or negative magnetization, respectively.

Conclusion. In spite of the simplicity of the present model, its exact solution displays all the features, listed in the introduction, that a quantum measurement should satisfy. We relied on the statistical interpretation of quantum mechanics, which naturally leads to describe an ensemble of measurements on an ensemble of systems and which should yield all possible outcomes with Born probabilities. The process follows an elaborate scenario involving several time-scales. At the very beginning, over the very short time (15), the state of S collapses, while A is affected only microscopically. This collapse is governed by the large value of $`N`$ and should be contrasted with the standard decoherence processes . Somewhat later, it is made irreversible, either by means of the interaction with the thermal bath (at the decoherence time (16)), or under the effect of a small randomness in the coupling of S with M. This stage is invisible, since it corresponds only to a disappearance of complicated many-spin correlations within M; its duration is longer than $`\tau _{\mathrm{collapse}}`$ but shorter than the recurrence time $`\pi \mathrm{}/(2g)`$ which would exist without any dissipation. Thereafter the statistics of S becomes classical for the two values $`s_z=\pm 1`$ and remains unchanged in time. The system S, although microscopic, is seen by M as an external magnetic field $`\pm g`$ which is sufficient to trigger the subsequent evolution of M from its initial metastable state towards either one of its ferromagnetic states. Because M is macroscopic, this evolution is slow; its time-scale $`\tau _{\mathrm{meas}}`$ is governed by the bath B (the parameters of which satisfy $`\mathrm{}\mathrm{\Gamma }T\gamma J`$ and $`\mathrm{}\mathrm{\Gamma }J>g`$). Finally, the registration becomes permanent owing to the irreversible relaxation of M into stable equilibrium. This takes place over a time of order $`\mathrm{}/(\gamma J)`$ shorter than the time $`\mathrm{}/(\gamma g)`$ required to leave the metastable state. We have focused on parameters for which the model simulates an ideal measurement, but the analysis may be extended to cover realistic imperfect measurements, for instance if $`N`$ is not very large or if the observed quantity $`\widehat{s}_z`$ is not conserved.

An essential property allowing the process to be used as an ideal measurement is the macroscopic size of the apparatus. It is the large value of $`N`$ and the quasi-continuity of the phonon spectrum which ensure the collapse, the breaking of invariance of M which generates its initial metastable state and its final two possible stable states, and the dynamics of A which leads to registration. The macroscopic nature of $`\mathrm{A}`$ thus conditions the form (2) of the outcoming state, with its correlations of classical nature between the sign of the magnetization of M and the final marginal state $`||`$ or $`||`$ of S, and with the occurrence of the Born probabilities $`p_{}`$ or $`p_{}`$ for each of these events. This statistical description of the final state expresses that each particular experiment yields a well-defined outcome for M, and that the selection of a given result for M can serve as a preparation of S immediately after the process in one of its pure states $`|`$ or $`|`$. The emergence of classical probabilities from quantum mechanics is thus a macroscopic phenomenon, explained by means of quantum statistical mechanics and occurring on definite time-scales. It is comparable with macroscopic irreversibility, which emerges from hamiltonian dynamics for many degrees of freedom in the framework of statistical mechanics. Actually, here also, several mechanisms come into play, which explain the irreversibility of the measurement process; but moreover they transform the microscopic non-commutative probabilistic description of quantum mechanics into ordinary probabilities for the final state.

A.E. A. and R. B. acknowledge hospitality of the University of Amsterdam and Th.M. N. of the CEA Saclay.