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# Expected Shortfall and Beyond

## 1 Introduction

At the latest in 1999, when the article Artzner et al. (1999) appeared, it became clear that value-at-risk (see Definition 2.1 below) cannot be considered a sound methodology for allocating economic capital in financial institutions. However, even if in Artzner et al. (1999) recommendations were given for the properties sound risk measures should satisfy, only recently Expected Shortfall (Definition 3.1 below) was suggested as practicable and sound alternative to value-at-risk. Nevertheless, there are still a lot of useful properties of Expected Shortfall and its generalizations which cannot be found in printed sources so far.

With the paper at hand, we try to make up for this omission. We will recapitulate in section 2 what makes value-at-risk a seductive measure of risk and what are the main criticisms against it. In particular, we will see a new example (Example 2.4) for its lacking subadditivity and give a new interpretation (Remark 2.6) why this is an important point.

We will then introduce in section 3 Expected Shortfall as a convincing alternative to value-at-risk. We will summarize some of its more important properties. These properties are shared by all the representatives of the class of spectral risk measures that were introduced in Acerbi (2002) (cf. Remark 3.7 below). Generalizing a result from Kusuoka (2001), we show that all the elements of this class can be represented as certain averages of values-at-risk at different levels (Theorem 3.6). This representation allows the easy creation of risk measures which enjoy the useful properties of Expected Shortfall and incorporate other desirable features like moment effects.

When a risk measure for a portfolio has been chosen the question arises how to attribute risk contributions to subportfolios. This is of interest for a risk diagnostics of the portfolio (see Litterman, 1996) or for performance analysis. In section 4, we present a suggestion of how to do this in case of spectral risk measures (Definition 4.1 and Proposition 4.2). Finally, we show for the Expected Shortfall that these contributions can be interpreted as conditional expectations given a worst case scenario (Proposition 4.7).

## 2 Value-at-Risk: lacking subadditivity

Consider a random variable $`X`$ which might be seen as the random profit and loss of an investment by a fixed time horizon. Positive values of $`X`$ are regarded as profits, negative values as losses. The value-at-risk (VaR) of $`X`$ at level $`\alpha `$ is the absolute value of the worst loss not to be exceeded with a probability of at least $`\alpha `$. The following couple of definitions gives a formal description of this quantity.

###### Definition 2.1 (Quantile, value-at-risk)

Let $`\alpha (0,1]`$ be fixed and $`X`$ be a real random variable on a probability space $`(\mathrm{\Omega },,\mathrm{P})`$. Define $`inf\mathrm{}=\mathrm{}`$. We then call

$$q_\alpha (X)=inf\{x:\mathrm{P}[Xx]\alpha \}$$
(2.1a)
the *$`\alpha `$-quantile* of $`X`$. We call
$$\mathrm{VaR}_\alpha (X)=q_\alpha (X)$$
(2.1b)
the *value-at-risk (VaR)* at (confidence) level $`\alpha `$ of $`X`$.
Usually, values of $`\alpha `$ close to 1 are of interest. Since by definition $`\mathrm{P}\left[X+\mathrm{VaR}_\alpha (X)0\right]\alpha `$, $`\mathrm{VaR}_\alpha (X)`$ can be interpreted as the minimal amount of capital to be put back by the investor in order to preserve her solvency with a probability of least $`\alpha `$.

Below, we will compare $`\mathrm{VaR}`$ to other methods for attributing capital to random variables (sometimes in insurance contexts also called risks). A positive capital attribution means that the risk under consideration *requires* capital whereas a negative capital attribution indicates that capital may be released. From an economical point of view, it makes sense to allow for risks which require a positively infinite amount of capital. A risk with capital requirement $`\mathrm{}`$ must not be accepted by the investor. The interpretation of a risk with capital requirement $`\mathrm{}`$ is much less straightforward. Would this imply that such a risk can serve as a collateral for any risk with finite capital requirement? However, this case does not appear very likely and is therefore excluded from the following definition of risk measures.

###### Definition 2.2 (Risk measure)

Let $`(\mathrm{\Omega },,\mathrm{P})`$ be a probability space and $`V`$ be a non-empty set of $``$-measurable real-valued random variables. Then any mapping $`\rho :V\{\mathrm{}\}`$ is called a *risk measure*.

$`\mathrm{VaR}`$, as a risk measure in the sense of Definition 2.2, enjoys most of the properties that are considered useful in the literature (Artzner et al., 1999; Kusuoka, 2001).

###### Proposition 2.3 (Properties of value-at-risk)

Let $`\alpha (0,1]`$ be fixed and $`(\mathrm{\Omega },,\mathrm{P})`$ be a probability space. Consider the risk measure $`\rho `$ on the set $`V`$ of all the $``$-measurable real-valued random variables which is given by

$$\rho (X)=\mathrm{VaR}_\alpha (X),XV.$$
(2.2)
Then $`\rho `$ has the following properties:

1. Monotonicity: $`X,YV`$, $`XY`$ $``$ $`\rho (X)\rho (Y)`$.
2. Positive homogeneity: $`XV,h>0,hXV`$ $``$ $`\rho (hX)=h\rho (X)`$.
3. Translation invariance: $`XV,a,X+aV`$ $``$ $`\rho (X+a)=\rho (X)a`$.
4. Law invariance: $`X,YV`$, $`\mathrm{P}[Xt]=\mathrm{P}[Yt]`$ for all $`t`$
$``$ $`\rho (X)=\rho (Y)`$.
5. Comonotonic additivity: $`f,g`$ non-decreasing, $`Z`$ real random variable on $`(\mathrm{\Omega },,\mathrm{P})`$ such that $`fZ,gZV`$
$``$ $`\rho (fZ+gZ)=\rho (fZ)+\rho (gZ)`$.

Proof. (1) until (4) are obvious. For (5), see e.g. Denneberg (1994). $`\mathrm{}`$

Note that $`\mathrm{VaR}_\alpha `$ is law invariant in a very strong sense: the distributions of $`X`$ and $`Y`$ need not be identical in order to imply $`\mathrm{VaR}_\alpha (X)=\mathrm{VaR}_\alpha (Y)`$. A certain local identity of the distributions suffices for this implication. In particular, random variables $`X`$ with light tail probabilities and $`Y`$ with heavy tail probabilities (see e.g. Embrechts et al., 1997) may have the same $`\mathrm{VaR}_\alpha `$. This point is one main criticism against $`\mathrm{VaR}`$ as a risk measure.

One important property is missing in the enumeration of Proposition 2.3: the *subadditivity*, i.e.

$$X,YV,X+YV\rho (X+Y)\rho (X)+\rho (Y).$$
(2.3)
It is well-known that $`\mathrm{VaR}`$ is *not* in general subadditive. Here we present a counterexample with continuous and even independent random variables.

###### Example 2.4 (Lacking subadditivity of VaR)

Let $`X_1,X_2`$ Pareto distributed with values in $`(\mathrm{},1)`$ and independent. The joint distribution of $`(X,Y)`$ is specified by
$$\mathrm{P}[X_1x_1,X_2x_2]=(2x_1)^1(2x_2)^1,x_1,x_2<1.$$
(2.4a)
This implies
$`\mathrm{VaR}_\alpha (X_i)`$ $`=(1\alpha )^12,`$ $`i=1,2,`$ (2.4b)
$`\mathrm{P}[X_1+X_2x]`$ $`={\displaystyle \frac{2}{4x}}+{\displaystyle \frac{2\mathrm{log}(3x)}{(4x)^2}},`$ $`x<2.`$
By (2.4b), we have $`\mathrm{VaR}_\alpha (X_1)+\mathrm{VaR}_\alpha (X_2)<\mathrm{VaR}_\alpha (X_1+X_2)`$ for all $`\alpha (0,1)`$ because
$$\begin{array}{cc}\hfill \mathrm{P}\left[(X_1+X_2)2\mathrm{VaR}_\alpha (X_1)\right]& =\alpha \frac{1\alpha }{2}\mathrm{log}\frac{1+\alpha }{1\alpha }\hfill \\ & <\alpha .\hfill \end{array}$$
(2.4c)
In particular, for $`\alpha =0,99`$ we have
$$\mathrm{VaR}_\alpha (X_1)=\mathrm{VaR}_\alpha (X_2)=98,\mathrm{VaR}_\alpha (X_1+X_2)203,2.$$

The lacking subadditivity of $`\mathrm{VaR}`$ is criticized because under certain circumstances it might be an incentive to split up a large firm into two smaller firms. Another interpretation (Remark 2.6) follows from the following result.

###### Proposition 2.5

Let $`X,Y`$ be real, linearly independent random variables and $`\rho `$ be a real-valued risk measure on the positive cone $`C`$ spanned by $`X`$ and $`Y`$, i.e. $`C=\{uX+vY:u,v>0\}`$. Assume that $`\rho `$ is positively homogeneous in the sense of Proposition 2.3 (2) and that the function $`\rho (u,v)=\rho (uX+vY)`$, $`u,v>0`$ is differentiable in $`(u,v)`$. Then we have

$$\rho (U_1+U_2)\rho (U_1)+\rho (U_2),U_1,U_2C,$$
(2.5a)
if and only if
$$\rho _{U_1}(U_1+U_2)\rho (U_1),\rho _{U_2}(U_1+U_2)\rho (U_2),U_1,U_2C,$$
(2.5b)
with
$$\rho _{U_i}(U_1+U_2)=u_i\frac{\rho }{u}(u_1+u_2,v_1+v_2)+v_i\frac{\rho }{v}(u_1+u_2,v_1+v_2)$$

when $`U_i=u_iX+v_iY`$, $`i=1,2`$ (note that by linear independence this representation is unique).
###### Remark 2.6

By Euler’s relation (see (2.6d)), the terms $`\rho _{U_1}(U_1+U_2)`$ and $`\rho _{U_2}(U_1+U_2)`$ from (2.5b) sum up to $`\rho (U_1+U_2)`$. Hence it appears quite natural to regard them as the risk (or capital) contributions of $`U_1`$ and $`U_2`$ respectively to the total capital $`\rho (U_1+U_2)`$ which is required by $`U_1+U_2`$. Indeed, it can be argued that there is no other way to arrive at a reasonable notion of capital contribution than by partial derivatives (cf. Denault, 2001; Tasche, 1999). Moreover, $`\mathrm{VaR}`$ and the risk measure $`\mathrm{ES}`$ to be defined below (Definition 3.2) satisfy the conditions of Proposition 2.5 under quite general assumptions on the joint distribution of $`(X,Y)`$ (cf. Tasche, 2000).

With this interpretation of $`\rho _{U_i}(U_1+U_2)`$, $`i=1,2`$, the meaning of (2.5b) is as follows: the manager who is responsible for subportfolio $`U_1`$ will never be damaged by diversification in the portfolio of the firm because her capital contribution will never be greater than the capital requirement in the case of $`U_1`$ considered as a stand-alone portfolio.

Proof of Proposition 2.5. We show first that (2.5a) implies $`\rho _{U_1}(U_1+U_2)\rho (U_1)`$. Fix $`U_i=u_iX+v_iY`$, $`i=1,2`$, and note that $`\rho (U_1)=\rho (u_1,v_1)`$ and $`\rho (U_1+U_2)=\rho (u_1+u_2,v_1+v_2)`$. Define the function $`f:(1,\mathrm{})`$ by

$`\begin{array}{cc}\hfill f(t)& =\rho (u_1+u_2,v_1+v_2)+t\rho (u_1,v_1)\hfill \\ & \rho ((1+t)u_1+u_2,(1+t)v_1+v_2).\hfill \end{array}`$ (2.6a)
Then
$`\begin{array}{cc}\hfill f^{}(t)& =\rho (u_1,v_1)u_1{\displaystyle \frac{\rho }{u}}((1+t)u_1+u_2,(1+t)v_1+v_2)\hfill \\ & v_1{\displaystyle \frac{\rho }{v}}((1+t)u_1+u_2,(1+t)v_1+v_2)\hfill \end{array}`$ (2.6b)
and in particular
$`\begin{array}{cc}\hfill f(0)& =0,\hfill \\ \hfill f^{}(0)& =\rho (u_1,v_1)u_i{\displaystyle \frac{\rho }{u}}(u_1+u_2,v_1+v_2)+v_i{\displaystyle \frac{\rho }{v}}(u_1+u_2,v_1+v_2)\hfill \\ & =\rho (U_1)\rho _{U_1}(U_1+U_2).\hfill \end{array}`$ (2.6c)
(2.5a) implies for $`t>0`$ that $`f(t)0`$. But, by (2.6c), this is a contradiction to the assumption $`\rho (U_1)\rho _{U_1}(U_1+U_2)=f^{}(0)<0`$. This implies (2.5b).
Let us now consider the proof of the implication (2.5b) $``$ (2.5a). This is easy since by Euler’s relation and (2.5b)

$`\begin{array}{cc}\hfill \rho (U_1+U_2)& =\rho (u_1+u_2,v_1+v_2)\hfill \\ & =(u_1+u_2){\displaystyle \frac{\rho }{u}}(u_1+u_2,v_1+v_2)\hfill \\ & (v_1+v_2){\displaystyle \frac{\rho }{v}}(u_1+u_2,v_1+v_2)\hfill \\ & \rho (U_1)+\rho (U_2).\hfill \end{array}`$ (2.6d)
This completes the proof of Proposition 2.5. $`\mathrm{}`$

## 3 Spectral risk measures

The weak points of VaR as a risk measure are well-known for some time (cf. Artzner et al., 1999). Nowadays, there is a certain consensus on the properties a reasonable risk measure should satisfy Artzner et al., 1997, 1999; Delbaen, 1998; but see also Föllmer and Schied, 2002, for a relaxation: it should be coherent in the sense of the following definition.

###### Definition 3.1 (Coherent risk measure)

A risk measure $`\rho :V\{\mathrm{}\}`$ in the sense of Definition 2.2 is called *coherent* if it is monotonous, positively homogeneous, translation invariant, and subadditive (see Proposition 2.3 (1), (2), (3), and Eq. (2.3)).

In order to preserve the desirable connection between the level of $`\mathrm{VaR}_\alpha `$ and the investor’s probability of solvency, it would be nice to have a smallest coherent risk measure to dominate $`\mathrm{VaR}_\alpha `$. As was shown in Delbaen (1998), such a smallest coherent majorant to $`\mathrm{VaR}_\alpha `$ does not exist. Nevertheless, in Delbaen (1998) was also shown there is a smallest coherent and *law invariant* (see Proposition 2.3 (4)) risk measure111The term “law invariance” was introduced in Kusuoka (2001). A rough interpretation of law invariance might be “can be estimated from statistical observations only”. Anyway, as VaR is law invariant it seems natural to look for its smallest coherent *and* law invariant majorant. See eq. (1) in Acerbi (2002) for an example of a risk measure which is not law invariant in sense of Proposition 2.3 (4). that dominates $`\mathrm{VaR}_\alpha `$. The representation of this measure in Delbaen (1998) was not explicit in the general case. However, it became clear that for continuous random variables $`X`$, it coincides with $`\mathrm{E}\left[X|X\mathrm{VaR}_\alpha (X)\right]`$, the so-called *tail value-at-risk*. Note that tail value-at-risk, in general, is not subadditive (see e.g. Acerbi and Tasche, 2002).

Denote – as usual – by $`\mathrm{𝟏}_A=\mathrm{𝟏}_A(a)`$ the *indicator function* of the set $`A`$, i.e. $`\mathrm{𝟏}_A(a)=0`$ if $`aA`$ and $`\mathrm{𝟏}_A(a)=1`$ if $`aA`$.

###### Definition 3.2

Let $`\alpha (0,1)`$ be fixed and $`X`$ be a real random variable on a probability space $`(\mathrm{\Omega },,\mathrm{P})`$ with $`\mathrm{E}\left[\mathrm{max}(0,X)\right]<\mathrm{}`$. Define $`q_\alpha (X)`$ as in Definition 2.1. We then call

$$\begin{array}{c}\mathrm{ES}_\alpha (X)=(1\alpha )^1(\mathrm{E}\left[X\mathbf{\hspace{0.17em}1}_{\{Xq_\alpha (X)\}}\right]\hfill \\ \hfill +q_\alpha (X)\{\alpha \mathrm{P}[X<q_\alpha (X)]\})\end{array}$$
(3.1)
*Expected Shortfall (ES)* at level $`\alpha `$ of $`X`$.

It turned out (Kusuoka, 2001; Acerbi and Tasche, 2002) that ES from Definition 3.2 is just the smallest coherent and law invariant majorant of $`\mathrm{VaR}_\alpha `$ which had been already mentioned in Delbaen (1998). The term ES stems from Acerbi et al. (2001) where a further proof of the coherence of ES was given. Independently, ES was introduced in Rockafellar and Uryasev (2001) under the notion *Conditional value-at-risk (CVaR)*. The properties of ES are discussed in detail in Acerbi and Tasche (2002) and Rockafellar and Uryasev (2001).

The following result (Acerbi and Tasche, 2002; Pflug, 2000) is important for the calculation of VaR and ES, and, by the way, enlightens the relationship between the notion of ES and the *quantile regression* which was introduced in Koenker and Bassett (1978). ES is just the optimal value in an optimization problem where $`\mathrm{VaR}`$ is the optimizing argument.

###### Proposition 3.3

For $`\mathrm{ES}_\alpha `$ as given in Definition 3.2 and $`q_\alpha ,q_{1\alpha }`$ as given in Definition 2.1, we have

$$\mathrm{ES}_\alpha (X)=\underset{s}{\mathrm{min}}(1\alpha )^1\left(\mathrm{E}\left[X\mathbf{\hspace{0.17em}1}_{\{Xs\}}\right]+s\left\{\alpha \mathrm{P}\left[X<s\right]\right\}\right)$$
(3.2a)
and
$$\begin{array}{c}[q_\alpha (X),q_{1\alpha }(X)]=\mathrm{arg}\underset{s}{\mathrm{min}}(1\alpha )^1(\mathrm{E}\left[X\mathbf{\hspace{0.17em}1}_{\{Xs\}}\right]\hfill \\ \hfill +s\{\alpha \mathrm{P}[X<s]\}),\end{array}$$
(3.2b)
whenever $`X`$ is a real random variable with $`\mathrm{E}\left[\mathrm{max}(0,X)\right]<\mathrm{}`$.

Proof. Proposition 4.2 in Acerbi and Tasche (2002). $`\mathrm{}`$

Note that the interval in (3.2b) is never empty and that $`\mathrm{VaR}_\alpha (X)=q_\alpha (X)`$ by definition. Let us now have a look on another useful representation of ES.

###### Proposition 3.4

For $`\mathrm{ES}_\alpha `$ as given in Definition 3.2 and $`\mathrm{VaR}_\alpha `$ as given in Definition 2.1, we have

$$\mathrm{ES}_\alpha (X)=(1\alpha )^1_\alpha ^1\mathrm{VaR}_u(X)𝑑u,$$
(3.3)
whenever $`X`$ is a real random variable with $`\mathrm{E}\left[\mathrm{max}(0,X)\right]<\mathrm{}`$.

Proof. Proposition 3.2 in Acerbi and Tasche (2002). $`\mathrm{}`$

In combination with Proposition 2.3, Proposition 3.4 implies that ES is a law invariant and comonotonic additive risk measure. The comonotonic additivity of a risk measure becomes particularly interesting when it occurs at the same time as subadditivity.

###### Remark 3.5

Fix $`\alpha (0,1)`$ and consider integrable random variables $`X`$ and $`Y`$. Assume that we do not know the joint distribution of $`X`$ and $`Y`$. Then, from subadditivity, we see that $`\mathrm{ES}_\alpha (X)+\mathrm{ES}_\alpha (Y)`$ is an upper bound for the risk of $`X+Y`$ when risk is measured by $`\mathrm{ES}`$. By comonotonic additivity, we know additionally that this upper bound is sharp in the sense that it occurs in the case of comonotonic $`X`$ and $`Y`$ (i.e. $`X=fZ`$ and $`Y=gZ`$ for some random variable $`Z`$ and non-decreasing functions $`f`$ and $`g`$).

Compare this to the situation when $`\mathrm{VaR}_\alpha `$ is used as risk measure. Then there is no easy general upper bound for the risk of $`X+Y`$, and finding the joint distribution of $`X`$ and $`Y`$ which yields the maximum value for $`\mathrm{VaR}_\alpha (X+Y)`$ is a non-trivial task (Embrechts et al., 2001; Luciano and Marena, 2001).

Note that there are coherent and law invariant risk measures which are not comonotonic additive (e.g. the standard semi-deviation, see Fischer, 2001).

It might have become clear from the above considerations that the class of coherent, law invariant and comonotonic additive risk measures is of particular interest. In Kusuoka (2001), a complete characterization of this class was accomplished, under the additional assumption that the risk measures under consideration satisfy the so-called *Fatou property*. We show that this assumption is dispensable.

###### Theorem 3.6

Let $`\rho `$ be a risk measure on the space $`V`$ of the bounded random variables in the probability space $`(\mathrm{\Omega },,\mathrm{P})`$. Assume that $`(\mathrm{\Omega },,\mathrm{P})`$ is standard and non-atomic (i.e. there exists a random variable which is uniformly distributed on $`(0,1)`$). Then $`\rho `$ is a coherent, law invariant and comonotonic additive (see Definition 3.1 and Proposition 2.3 (4), (5)) risk measure if and only if

$$\rho (X)=p_0^1\mathrm{VaR}_u(X)F(du)+(1p)\mathrm{VaR}_1(X),XV,$$
(3.4)
where $`p[0,1]`$ and $`F`$ is a continuous convex distribution function which is concentrated on $`[0,1]`$.

###### Remark 3.7

1. Choose $`p=1`$ and $`F(u)=\mathrm{max}(0,\frac{u\alpha }{1\alpha })`$ in order to obtain $`\mathrm{ES}_\alpha `$ from (3.4).
2. Note that any continuous and convex distribution function $`F`$ on $`[0,1]`$ is absolutely continuous, i.e. can be written as $`F(u)=_0^uf(t)𝑑t`$ where $`f`$ is its density with respect to Lebesgue measure. Thus Theorem 3.6 states that the class of *spectral risk measures* which was introduced in Acerbi (2002) is just the class of coherent, law invariant and comonotonic additive risk measures.
3. Formulas like (3.4) can be traced back a long time in the actuarial literature (cf. Wang, 1996, and the references therein).

Proof of Theorem 3.6. Let us first regard the case where a risk measure $`\rho `$ as in (3.4) is given. Law invariance of $`\rho `$ is then clear since (3.4) is based on quantiles of $`X`$. If $`p=0`$ then $`\rho `$ is just the essential supremum of $`X`$. It is then obvious that $`\rho `$ is coherent and comonotonic additive.

Assume now $`p>0`$. Construct a function $`F_0:[0,1][0,1]`$ by setting

$$F_0(u)=\{\begin{array}{cc}pF(u),\hfill & 0u<1\hfill \\ 1,\hfill & u=1.\hfill \end{array}$$
(3.5)
Observe that $`F_0`$ is again convex and non-decreasing but may fail to be continuous in 1. Nevertheless, it is easy to show that (3.4) is equivalent to

$$\rho (X)=X𝑑F_0\mathrm{P},XV,$$
(3.6)
where $`X𝑑F_0\mathrm{P}`$ denotes the non-additive integral with respect to the *distorted probability* $`F_0\mathrm{P}`$ in the sense of Denneberg (1994). Coherence and comonotonic additivity of $`\rho `$ are now just conclusions from the general theory of non-additive integration.

Next, we show that any coherent, law invariant and comonotonic additive risk measure $`\rho `$ can be represented as in (3.4). As a first step, we conclude from the results in Schmeidler (1986, Schmeidler’s theorem) that $`\rho `$ can be written as

$$\rho (X)=X𝑑\nu ,XV,$$
(3.7)
where $`X𝑑\nu `$ denotes again a non-additive integral in the sense of Denneberg (1994). $`\nu `$ is a monotonous (i.e. $`A,B,AB`$ $``$ $`\nu (A)\nu (B)`$) and super-modular (i.e. $`A,B`$ $``$ $`\nu (A)+\nu (B)\nu (AB)+\nu (AB)`$) set function (i.e. $`\nu (\mathrm{})=0`$) on $`(\mathrm{\Omega },)`$ with $`\nu (\mathrm{\Omega })=1`$. We define a function $`F_0:[0,1][0,1]`$ by

$$F_0(u)=\nu (A)$$
(3.8a)
for any $`A`$ with $`\mathrm{P}[A]=u`$. Since $`(\mathrm{\Omega },,\mathrm{P})`$ is standard and non-atomic, for every $`u[0,1]`$ there is at least one $`A`$ with $`\mathrm{P}[A]=u`$. The law invariance of $`\rho `$ implies that $`F_0`$ is with (3.8a) is well-defined. The monotonicity of $`\nu `$ implies that $`F_0`$ is non-decreasing. Moreover, from (3.8a) also follows
$$\nu =F_0\mathrm{P}.$$
(3.8b)
Again, since $`(\mathrm{\Omega },,\mathrm{P})`$ is standard and non-atomic, for any $`u_1,u_2,u_3,u_4`$ $`[0,1]`$ with $`0u_1<u_41`$, $`u_2,u_3[u_1,u_4]`$ and $`u_2u_1=u_4u_3`$ there are events $`A,B`$ such that we have

$$\mathrm{P}[A]=u_3,\mathrm{P}[B]=u_2,\mathrm{P}[AB]=u_1,\mathrm{P}[AB]=u_4.$$
(3.9)
The super-modularity of $`\nu `$ and (3.9) imply

$$F_0(u_4)+F_0(u_1)F_0(u_2)+F_0(u_3)$$
(3.10)
for all $`u_1,u_2,u_3,u_4`$ as above. With $`u_2=u_3`$, (3.10) yields for any $`0u<v1`$ that

$$F_0\left(\frac{u+v}{2}\right)\frac{1}{2}F_0(u)+\frac{1}{2}F_0(v).$$
(3.11a)
Of course, from (3.11a) we obtain
$$F_0\left(\alpha u+(1\alpha )v\right)\alpha F_0(u)+(1\alpha )F_0(v)$$
(3.11b)
for every $`\alpha \{\frac{k}{2^n}:n1,k=0,1,\mathrm{},2^n\}`$. Since $`F_0`$ is non-decreasing, limits from the right exist in $`\alpha u+(1\alpha )v`$ for every $`\alpha (0,1)`$. Hence, by passing to the limits in (3.11b) we can conclude that (3.11b) holds for every $`\alpha [0,1]`$, i.e. $`F_0`$ is convex. Observe that a function $`F_0:[0,1][0,1]`$ with $`F_0(0)=0`$ and $`F_0(1)=1`$ is necessarily continuous on $`[0,1)`$ if it is non-decreasing and convex. Furthermore, $`F_0`$ can be constant at most on an interval $`[0,ϵ)`$. On $`[ϵ,1]`$ it will then be strictly increasing.

So far, we know that $`\rho `$ can be represented by (3.6) where $`F_0:[0,1][0,1]`$ is non-decreasing and convex as described above. Now, applying the definition and some other properties of non-additive integrals yields representation (3.4) where $`p`$ is given by $`p=sup_{u[0,1)}F_0(u)`$ and $`F`$ and $`F_0`$ are related by (3.5). $`\mathrm{}`$

###### Remark 3.8 (Incorporating moment effects in ES)

Representation (3.6) allows in some cases a helpful interpretation of what happens when $`\rho (X)`$ is calculated. Fix any positive integer $`n`$. Recall from Remark 3.7 (i) the function $`F`$ which generates ES when used in (3.4). Define

$$M_n(u)=F(1\sqrt[n]{1u}),u[0,1].$$
(3.12)
If $`X`$ is a real random variable, interpreted as the profit and loss of a financial asset, consider independent and identically distributed $`Y,Y_1,\mathrm{},Y_n`$ with $`\mathrm{P}[Yt]=1\sqrt[n]{\mathrm{P}[X>t]}`$. Then

$`\begin{array}{cc}\hfill \mathrm{P}[Xt]& =\mathrm{P}\left[\mathrm{min}(Y_1,\mathrm{},Y_n)t\right],\hfill \\ \hfill F\left(\mathrm{P}[Y>t]\right)& =M_n\left(\mathrm{P}[X>t]\right),\hfill \end{array}`$ (3.13)
and hence
$`{\displaystyle Y𝑑F\mathrm{P}}`$ $`={\displaystyle X𝑑M_n\mathrm{P}}.`$ (3.14)
By Theorem 3.6, hence $`\mathrm{ES}_\alpha ^{(n)}(X)=\mathrm{ES}_\alpha (Y)`$ is a spectral risk measure. Note that (cf. Delbaen, 1998)

$`\mathrm{E}[\mathrm{max}(0,Y)]<\mathrm{}`$ $`\mathrm{E}\left[(\mathrm{max}(0,X))^n\right]<\mathrm{}`$ (3.15a)
and for any $`ϵ>0`$
$`\mathrm{E}\left[(\mathrm{max}(0,X))^{n+ϵ}\right]<\mathrm{}`$ $`\mathrm{E}[\mathrm{max}(0,Y)]<\mathrm{}.`$ (3.15b)
(3.15a) and (3.15b) show that $`\mathrm{ES}_\alpha ^{(n)}(X)`$ is sensible to the $`n`$-th moment of $`X`$. By (3.13) it may be interpreted as the Expected Shortfall of a random variable $`Y`$ which is generated from $`X`$ by a pessimistic manipulation since the loss variable $`X`$ has the same distribution as the minimum of $`n`$ independent copies of the loss $`Y`$.
## 4 Risk contributions

In this section we study the following problem: Given random variables $`X_1,\mathrm{},X_d`$ (e.g. profits and losses of the different business lines in a financial institution), portfolio weights $`u_1,\mathrm{},u_d`$, and a risk measure $`\rho `$, we want to know how much $`u_iX_i`$ contributes to the total risk $`\rho \left(_{i=1}^du_iX_i\right)`$ of the portfolio. With $`u=(u_1,\mathrm{},u_d)`$ write for short

$$\rho (u)=\rho \left(\underset{i=1}{\overset{d}{}}u_iX_i\right).$$
(4.1)
Denault (2001) and Tasche (1999) (with different reasonings) argued that $`u_i\frac{\rho }{u_i}(u)`$ is the appropriate definition for the *risk contribution* of $`u_iX_i`$ in the case when $`\rho (u)`$ is partially differentiable with respect to the components of $`u`$.

The question of how to compute the partial derivatives in case $`\rho =\mathrm{VaR}_\alpha `$ was independently tackled by several authors (Gouriéroux et al., 2000; Hallerbach, 1999; Lemus, 1999; Tasche, 1999). They observed that under certain smoothness assumptions on the joint distribution of $`(X_1,\mathrm{},X_d)`$

$$\frac{\mathrm{VaR}_\alpha }{u_i}\left(\underset{j=1}{\overset{d}{}}u_jX_j\right)=\mathrm{E}\left[X_i|\underset{j=1}{\overset{d}{}}u_jX_j=\mathrm{VaR}_\alpha \left(\underset{j=1}{\overset{d}{}}u_jX_j\right)\right].$$
(4.2a)
Note that in case of integrable components $`X_1,\mathrm{},X_d`$ the right-hand side of (4.2a) will always be defined. By the factorization lemma there are functions $`\varphi _i=\varphi _i(u;z)`$, $`i=1,\mathrm{},d`$, such that almost surely
$$\mathrm{E}\left[X_i|\underset{j=1}{\overset{d}{}}u_jX_j=z\right]=\varphi _i(u;z).$$
(4.2b)
By inspection of (3.4), (4.2a) and (4.2b) suggest the following definition for risk contributions in case of a spectral risk measure in the sense of Remark 3.7 (ii).

###### Definition 4.1 (Risk contributions of spectral risk measures)

Let $`X_1,\mathrm{},X_d`$ be integrable random variables on the same probability space, $`u=(u_1,\mathrm{},u_d)`$ their portfolio weight vector, and $`\rho `$ be a spectral risk measure with representation (3.4). Define functions $`\varphi _i=\varphi _i(u;z)`$, $`i=1,\mathrm{},d`$, by (4.2b) and write $`\mathrm{VaR}_\alpha (u)`$ for $`\mathrm{VaR}_\alpha \left(_{j=1}^du_jX_j\right)`$. Then, if all the involved integrals exist, the quantity

$$\rho _i(u)=p_0^1\varphi _i(u;\mathrm{VaR}_\alpha (u))F(d\alpha )(1p)\varphi _i(u;\mathrm{VaR}_1(u))$$
(4.3)
is called *marginal impact* of $`X_i`$ on the total risk $`\rho (u)=\rho \left(_{j=1}^du_jX_j\right)`$. The quantity $`u_i\rho _i(u)`$ is called *risk contribution* of $`u_iX_i`$ to the total risk.

By the standard theory of non-additive integration (see Denneberg, 1994) we obtain the following equivalent representation of the risk contributions from Definition 4.1.

###### Proposition 4.2

Assume that the random variables $`X_1,\mathrm{},X_d`$ from Definition 4.1 are defined on the probability space $`(\mathrm{\Omega },,\mathrm{P})`$. Then the marginal impacts $`\rho _i(u)`$ in (4.3) can be equivalently written as

$$\rho _i(u)=\varphi _i(u;\underset{j=1}{\overset{d}{}}u_jX_j)𝑑F_0\mathrm{P},$$
(4.4)
where $`F_0`$ is given by (3.5). As a consequence, for fixed $`u`$, the value of $`\rho _i(u)`$ does not depend on the choice of $`\varphi _i(u;)`$.

Proof. (4.3) $``$ (4.4) can be proved like in the proof of Theorem 3.6. Denote $`_{j=1}^du_jX_j`$ by $`Z(u)`$, and let $`\varphi _i(u;z)`$ and $`\varphi _i^{}(u;z)`$ be two versions of $`\mathrm{E}\left[X_i|Z(u)=z\right]`$. Then, $`\varphi _i(u;z)`$ and $`\varphi _i^{}(u;z)`$ are equal for all $`z`$ but those in a set $`N`$ with $`\mathrm{P}\left[Z(u)N\right]=0`$. Of course, then we also have $`(F_0\mathrm{P})\left[Z(u)N\right]=0`$. This implies

$$\varphi _i(u;Z(u))𝑑F_0\mathrm{P}=\varphi _i^{}(u;Z(u))𝑑F_0\mathrm{P}.$$

Thus, the proof is accomplished. $`\mathrm{}`$

###### Remark 4.3

(4.4) suggests the following procedure for the estimation of the marginal impacts $`\rho _i(u)`$ on the spectral risk measure $`\rho (u)=\rho \left(_{j=1}^du_jX_j\right)`$:

1. Estimate the conditional expectations $`\varphi _i(u;)`$ (see (4.2b); could be done by a kernel estimation).
2. Estimate the distribution of $`_{j=1}^du_jX_j`$ (could be done by a kernel estimation of the density).
3. Resample from the distribution of $`_{j=1}^du_jX_j`$ distorted by $`F_0`$, apply $`\varphi _i(u;)`$ on the sample, and estimate $`\rho _i(u)`$ with the ordinary sample mean.

The representations (4.3) and (4.4) of the marginal impacts on spectral risk measures can be significantly simplified in case of the Expected Shortfall $`\mathrm{ES}_\alpha `$ (Definition 3.2). To see this we need the following two results.

###### Proposition 4.4

Let $`X`$ be a real random variable, $`f:[0,\mathrm{})`$ a function such that $`\mathrm{E}\left[\mathrm{max}(0,fX)\right]<\mathrm{}`$ and let $`\alpha (0,1)`$ be a fixed confidence level. Then

$$\begin{array}{c}_0^\alpha f\left(q_u(X)\right)𝑑u=\mathrm{E}\left[fX\mathbf{\hspace{0.17em}1}_{\{Xq_\alpha (X)\}}\right]\hfill \\ \hfill +f\left(q_\alpha (X)\right)\left(\alpha \mathrm{P}[Xq_\alpha (X)]\right).\end{array}$$
(4.5)
Proof. By switching to another probability space if necessary, we can assume that there is a real random variable $`U`$ that is uniformly distributed on $`(0,1)`$, i.e. $`\mathrm{P}[Uu]=u`$, $`u(0,1)`$. It is well-known that then the random variable $`Z=q_U(X)`$ has the same distribution as $`X`$.

Since $`uq_u(X)`$ is non-decreasing we have

$$\begin{array}{cc}\hfill \{U\alpha \}& \{Zq_\alpha (X)\}\text{and}\hfill \\ \hfill \{U>\alpha \}\{Zq_\alpha (X)\}& \{Z=q_\alpha (X)\}.\hfill \end{array}$$
(4.6)
By (4.6) we obtain

$$\begin{array}{cc}\hfill _0^\alpha f\left(q_u(X)\right)𝑑u& =\mathrm{E}[fZ\mathbf{\hspace{0.17em}1}_{\{U\alpha \}}]\hfill \\ & =\mathrm{E}[fZ\mathbf{\hspace{0.17em}1}_{\{Zq_\alpha (X)\}}]\mathrm{E}[fZ\mathbf{\hspace{0.17em}1}_{\{U>\alpha \}\{Zq_\alpha (X)\}}]\hfill \\ & =\mathrm{E}[fX\mathbf{\hspace{0.17em}1}_{\{Xq_\alpha (X)\}}]+q_\alpha (X)\left(\alpha \mathrm{P}[Xq_\alpha (X)]\right).\hfill \end{array}$$
(4.7)
Thus, the proof is accomplished. $`\mathrm{}`$

###### Remark 4.5

Prop. 4.4 generalizes Prop. 3.2 of Acerbi and Tasche (2002). The “$``$” in (4.5) may be replaced by “$`<`$”.

###### Corollary 4.6

Let $`X,Y`$ be real random variables such that $`\mathrm{E}\left[|Y|\right]<\mathrm{}`$ and let $`\alpha (0,1)`$ be a fixed confidence level. Then

$$\begin{array}{c}_\alpha ^1\mathrm{E}\left[Y|X=\mathrm{VaR}_u(X)\right]𝑑u=\mathrm{E}\left[Y\mathbf{\hspace{0.17em}1}_{\{Xq_\alpha (X)\}}\right]\hfill \\ \hfill +\mathrm{E}\left[Y|X=q_\alpha (X)\right]\left(\mathrm{P}\left[X<q_\alpha (X)\right]\alpha \right).\end{array}$$
(4.8)
Moreover, the value of $`_\alpha ^1\mathrm{E}\left[Y|X=\mathrm{VaR}_u(X)\right]𝑑u`$ is the same for any version of the conditional expectation.

Proof. Non-dependence on the particular version of conditional expectation follows from Proposition 4.4. Observe that

$$\begin{array}{cc}\hfill _\alpha ^1\mathrm{E}\left[Y|X=\mathrm{VaR}_u(X)\right]𝑑u& =_0^1\mathrm{E}\left[Y|X=q_u(X)\right]𝑑u\hfill \\ & _0^\alpha \mathrm{E}\left[Y|X=q_u(X)\right]𝑑u\hfill \\ & =\mathrm{E}[Y]_0^\alpha \mathrm{E}\left[Y|X=q_u(X)\right]𝑑u.\hfill \end{array}$$
(4.9a)
Proposition 4.4 and Remark 4.5, applied to $`f(x)=\mathrm{E}\left[Y|X=x\right]`$, yield
$$\begin{array}{c}_0^\alpha \mathrm{E}\left[Y|X=q_u(X)\right]𝑑u=\mathrm{E}\left[Y\mathbf{\hspace{0.17em}1}_{\{X<q_\alpha (X)\}}\right]\hfill \\ \hfill +\mathrm{E}\left[Y|X=q_\alpha (X)\right]\left(\alpha \mathrm{P}\left[X<q_\alpha (X)\right]\right).\end{array}$$
(4.9b)
(4.9a) and (4.9b) imply the assertion. $`\mathrm{}`$

Recall Definition 4.1 of the marginal impact $`\rho _i(u)`$ of a component $`X_i`$ on the total risk $`\rho (u)`$ of a portfolio $`_{j=1}^du_jX_j`$ when $`\rho `$ is a spectral risk measure. This definition applies to $`\rho =\mathrm{ES}_\alpha `$ with $`p=1`$ and $`F(u)=\mathrm{max}(0,\frac{u\alpha }{1\alpha })`$. In this case, Corollary 4.6 implies the representation (with $`Z(u)=_{j=1}^du_jX_j`$)

$$\begin{array}{c}\rho _i(u)=(1\alpha )^1\{\mathrm{E}\left[X_i\mathbf{\hspace{0.17em}1}_{\{Z(u)q_\alpha (Z(u))\}}\right]\hfill \\ \hfill +\mathrm{E}[X_i|Z(u)=q_\alpha (Z(u))](\mathrm{P}[Z(u)<q_\alpha (Z(u))]\alpha )\}.\end{array}$$
(4.10)
Returning to (4.8), we will show that its right-hand side times $`(1\alpha )^1`$ (and, as a consequence, also $`\rho _i(u)`$ from(4.10)) can be interpreted as a conditional expectation given that a certain worst case event has occurred. Note first that by the very definition of quantile we have

$$0\mathrm{P}\left[Xq_\alpha (X)\right]\alpha \mathrm{P}\left[X=q_\alpha (X)\right]$$
(4.11a)
and in particular
$$\mathrm{P}\left[Xq_\alpha (X)\right]\alpha 0\mathrm{P}\left[X=q_\alpha (X)\right]>0.$$
(4.11b)
Hence, it makes sense to define a $`\{0,1\}`$-valued random variable $`J=J_{X,\alpha }`$ with

$$\mathrm{P}[J=1]=p_\alpha =1\mathrm{P}[J=0],$$
(4.12a)
where
$$p_\alpha =\{\begin{array}{cc}\frac{\mathrm{P}[Xq_\alpha (X)]\alpha }{\mathrm{P}[X=q_\alpha (X)]},\hfill & \text{if }\mathrm{P}[X=q_\alpha (X)]>0\text{ ,}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
(4.12b)
###### Proposition 4.7

Let $`X,Y`$ be real random variables such that $`\mathrm{E}[|Y|]<\mathrm{}`$ and $`\alpha (0,1)`$ a fixed confidence level. Suppose that there is a random variable $`J`$ which satisfies (4.12a), (4.12b) and is independent from $`(X,Y)`$. Define

$$I=\mathbf{1}_{\{X>q_\alpha (X)\}\{X=q_\alpha (X),J=1\}}.$$
(4.13a)
Then
$$\mathrm{E}[Y|I=1]=(1\alpha )^1_\alpha ^1\mathrm{E}\left[Y|X=\mathrm{VaR}_u(X)\right]𝑑u.$$
(4.13b)
Proof. By (4.12b) and the independence of $`I`$ and $`(X,Y)`$ we have

$$\mathrm{P}[I=1]=1\alpha .$$
(4.14)
It is now straightforward to see that

$$\begin{array}{c}\mathrm{E}[Y\mathbf{\hspace{0.17em}1}_{\{I=1\}}]=\mathrm{E}[Y\mathbf{\hspace{0.17em}1}_{\{Xq_\alpha (X)\}}]\hfill \\ \hfill +\mathrm{E}\left[Y|X=q_\alpha (X)\right]\left(\mathrm{P}[X<q_\alpha (X)]\alpha \right).\end{array}$$
(4.15)
Thus, the assertion follows from Corollary 4.6. $`\mathrm{}`$

The philosophy behind value-at-risk (VaR) is that the event $`\{Xq_\alpha (X)\}`$ is tolerable whereas $`\{X>q_\alpha (X)\}`$ corresponds to a kind of default. Note that

$$\mathrm{P}\left[X>q_\alpha (X)\right]1\alpha .$$
(4.16)
Hence one might consider $`I`$ from Proposition 4.7 an indicator of $`\{X>q_\alpha (X)\}`$ modified in a way that enlarges the probability of default. Setting $`Y=X`$ in (4.13b) shows that ES itself may be regarded as a conditional expectation in a worst case scenario. Replacing $`X`$ by $`Z(u)`$ and $`Y`$ by $`X_i`$ shows that the same holds for the ES marginal impacts from (4.10).

Observe that (4.13b) is also a statement about how to estimate ES and the ES marginal impacts. Assume that an independent, identically distributed sample $`(X_{1,i},\mathrm{},X_{d,i})`$, $`i=1,\mathrm{},N`$, of the portfolio component returns is given (cf. (4.10)). Let $`Z_i=_{j=1}^du_jX_{j,i}`$, $`i=1,\mathrm{},N`$.

* First estimate $`q_\alpha (Z)`$ from $`(Z_1,\mathrm{},Z_N)`$ by some number $`\widehat{q}`$.
* Estimate the probabilities $`\mathrm{P}\left[Zq_\alpha (Z)\right]`$ and $`\mathrm{P}[Z=q_\alpha (Z)]`$. Let $`p_s`$ and $`p_e`$ denote the corresponding estimators.
* Determine a sub-sample by taking all those $`i`$ such that $`Z_i>\widehat{q}`$ or $`Z_i=\widehat{q}`$ and an additional independent Bernoulli experiment with success probability $`\frac{p_s\alpha }{p_e}`$ (only in case $`p_e>0`$) results in 1.
* Estimate $`\mathrm{ES}_\alpha (Z)`$ and the marginal impacts according to (4.10) as negative averages of this sub-sample.


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# Testing spatial noncommutativity via the Aharonov-Bohm effect

## I Introduction

There are arguments in string theory suggesting that spacetime could be noncommutative string . Although this property might be an argument in favor of new renormalizables effective field theories various , it represents also a trouble because we need to explain the transition between the commutative and noncommutative regimes.

If the noncommutative effects are important at very high energies, then one could posit a decoupling mechanism producing the standard quantum field theory as an effective field theory having no memory about noncommutative effects. However, our experience in atomic and molecular physics mol  strongly suggests that the decoupling is never complete, and the high energy effects appear in the effective action as topological remnants fw .

Following this idea we would like to consider an example, related to topological aspects, where the appearance of noncommutative effects could be relevant. A natural candidate is the Aharonov-Bohm effect ab  where, as we know, the relativistic corrections do not change the qualitative behavior of the fringe pattern vitorio .

As we will see, if the space is noncommutative the total holonomy contains –as we will show below– a term dependent on the velocity of the electrons, which tends to shift the line spectrum. Moreover, a new effect is produced by noncommutativity: Particles are scattered even when the magnetic flux is quantized.

Our conclusions are reinforced by studying the bound state Aharonov-Bohm effect pesh . In this case, although the Schrödinger equation cannot be exactly solved, one can extract information through perturbation theory since $`\theta <<1`$.

As a bonus of the previous results, one find – using perturbation theory– an explicit expression for the scattering amplitude and a formula for the differential cross section of the noncommutative Aharonov-Bohm effect.

There is, however, another interesting conclusion that can be extracted from our research. The quantum mechanical Aharonov-Bohm effect is also a relevant mechanism to explain other high energy phenomena. In this sense, our calculations allow to extract conclusions for other high energies processes, e.g. cosmic strings and GUTs aw . More precisely, using our noncommutative differential cross section, we are able to find a bound for the theta parameter which is in full agreement with other estimations carroll .

The paper is organized as follows: in section 2, the noncommutative Aharonov-Bohm effect is discussed and a formula for the holonomy is derived; in section 3 we explain the noncommutative corrections to the bound state Aharonov- Bohm effect. The general Schrödinger equation and the scattering problem in a noncommutative space are considered in section 4; in section 5, we studied the first order noncommutative corrections to the scattering amplitude; in section 6, we estimate a bound for the noncommutative parameter and we analyse the experimental possibilities for detecting noncommutative relics and, finally, section 7 contains the conclusions. Two appendixes containing a discussion on the commutative Aharonov-Bohm effect at high energy and some technical details are included.

## II The Noncommutative Aharonov-Bohm Effect

### II.1 The Schrödinger equation

In the commutative case, the Schrödinger equation with an external gauge potential is solved by

$$\psi =e^{i_C𝑑x^jA_j}\phi ,$$
(1)
where $`\phi `$ is the solution of the free Schrödinger equation, and the $`U(1)`$ holonomy, $`e^{i_C𝑑x^jA_j}`$, is in general a non-integrable factor, i.e. it depends on the integration path $`C`$.

Although eq. (1) solves formally the Schrödinger equation, the holonomy involves in a non trivial way the dynamics of the gauge potential, hiding all the complications related to $`𝐀`$. Our goal below will be to find an approximate expression for the holonomy, valid for small values of the fundamental noncommutative parameter $`\theta `$.

In the following we assume that wavefunctions in the plane belong to a noncommutative algebra characterized by the Moyal product, defined as

$$\left(𝐀𝐁\right)(𝐱)=e^{\frac{i}{2}\theta ϵ^{ij}_i^{(1)}_j^{(2)}}𝐀(𝐱_1)𝐁(𝐱_2)|_{𝐱_1=𝐱_2=𝐱}.$$
(2)
The Schrödinger equation in this noncommutative space is

$$\widehat{H}\psi =\frac{1}{2m}D_jD_j\psi =\frac{1}{2m}k_jk_j\psi .$$
(3)
where $`k_j`$ are the eigenvalues of the operator $`D_j=i_j+A_j`$, i.e.

$$D_j\psi =k_j\psi ,$$
(4)
we are assuming, of course, that the magnetic field is zero everywhere except in the origin.

In order to solve (4) we use the Ansatz

$$\psi =e^F.$$
(5)
As we are assuming that noncommutative effects are small, we expand the Moyal product retaining only linear terms in $`\theta `$,

$`D_j\psi `$ $`=`$ $`i_je^F+A_je^F`$
$`=`$ $`e^F[i_jF+A_j+{\displaystyle \frac{i}{2}}\theta ϵ^{lm}(_lA_j)(_mF)].`$
Then (4) becomes

$$i_jF+A_j+\frac{i}{2}\theta ϵ^{lm}(_lA_j)(_mF)=k_j.$$
(6)
Now, one can solve (6) perturbatively expanding $`F`$ and $`A_j`$ in powers of $`\theta `$, i.e.

$`F`$ $`=`$ $`F^{(0)}+\theta F^{(1)}+\mathrm{}`$ (7)
$`A_j`$ $`=`$ $`A_j^{(0)}+\theta A_j^{(1)}+\mathrm{}.`$ (8)
At zero order in $`\theta `$, equation (6) gives

$$i_jF^{(0)}+A_j^{(0)}=k_j,$$
(9)
from which the following expression for $`F^{(0)}`$ is obtained:

$$F^{(0)}=ik_j(xx_0)_ji_{x_0}^x𝑑x_jA_j^{(0)}.$$
(10)
The first term in the RHS is just the free particle solution if we interpret $`k_j`$ as the wave number, and the second term is the $`U(1)`$ holonomy for the commutative case. Thus, at zero order we reproduce the solution of the commutative case Schrödinger equation.

If we retain first order terms in $`\theta `$, the following differential equation is obtained,

$$i_jF^{(1)}+A_j^{(1)}+\frac{i}{2}ϵ^{lm}(_lA_j^{(0)})(_mF^{(0)})=0,$$
(11)
which by integration gives

$$F^{(1)}=i_{x_0}^x𝑑x_jA_j^{(1)}\frac{i}{2}_{x_0}^x𝑑x_jϵ^{ml}k_m_lA_j^{(0)}+\frac{i}{2}_{x_0}^x𝑑x_jϵ^{ml}A_m^{(0)}_lA_j^{(0)}.$$
(12)
The first term in the RHS of (12) is an additive correction to the commutative holonomy which, together with the second term in the RHS of (10) gives

$$i_{x_0}^x𝑑x_j(A_j^{(0)}+\theta A_j^{(1)}).$$

The second in the RHS of (12) is a velocity dependent term, which can be written as 111A different expression was obtained in chaichian , although later it was corrected by these authors who agree with our previous result glr .

$$\frac{i}{2}_{x_0}^x𝑑x_jϵ^{ml}k_m_lA_j^{(0)}=\frac{i}{2}m_{x_0}^x𝑑x_j(𝐯\times A_j^{(0)})_3.$$
(13)
For the last term our calculation yields

$$\frac{i}{2}_{x_0}^x𝑑x_jϵ^{ml}A_m^{(0)}_lA_j^{(0)}=\frac{i}{2}_{x_0}^x𝑑x_j(𝐀^{(0)}\times A_j^{(0)})_3.$$

Thus, at this order in $`\theta `$, the nonconmutative holonomy is given by

$$𝒲(x,x_0)=\mathrm{exp}\left\{i\left[_{x_0}^x𝑑x_jA_j+\frac{\theta }{2}_{x_0}^x𝑑x_j\left[m(𝐯\times A_j^{(0)})_3(𝐀^{(\mathrm{𝟎})}\times A_j^{(0)})_3\right]\right]\right\}.$$
(14)
Now, we analyze the different terms in (14): The first one in the exponential is the usual holonomy, corrected to order $`\theta `$, which classifies the different homotopy classes. The term in (II.1) is a noncommutative correction to the vortex decaying as $`1/r^3`$, which does not contribute to the line spectrum. Finally, the term in (13) is a velocity dependent correction insensitive to the topology of the manifold.

In the commutative Aharonov-Bohm effect, the presence of the flux produces a shift in the interference pattern, which is maximum for $`\mathrm{\Phi }=(2n+1)\pi (\mathrm{}c/e)`$, with $`nZ`$. In such case, for a given value of $`n`$, the position of maxima and minima are interchanged due to a change of $`\pi `$ in the phase. However, in the noncommutative case, this change of positions of maxima and minima might not occur: Indeed, the velocity dependent correction modifies the phase shift which, for suitable values of velocity, could even become $`2\pi `$ for a given $`n`$.

We finalize this section emphasizing two importants aspects of our results:

* The above results are a general property of the noncommutative Aharonov-Bohm effect, depending only on the total flux $`\mathrm{\Phi }`$ (if the electrons can not penetrate into the solenoid).
* If the magnetic flux $`e\mathrm{\Phi }/hc`$ is an integer there is no Aharonov-Bohm effect for the commutative case, as is well known ab ; rui . However, in the noncommutative case the term (13) is different from zero even in the case where $`e\mathrm{\Phi }/hc`$ is an integer. This a quite non-trivial characteristic of the noncommutative Aharonov-Bohm effect that could be experimentally measured.

### II.2 The Gauge Potentials

In this section we will evaluate the gauge potential for a finite radius solenoid orthogonal to a noncommutative plane.

The field tensor in the noncommutative plane is

$$\widehat{F}_{\mu \nu }=_\mu A_\nu _\nu A_\mu +iA_\mu A_\nu iA_\nu A_\mu .$$
(15)
Expanding the Moyal product and retaining only the linear term in $`\theta `$, we have

$$\widehat{F}_{\mu \nu }=_\mu A_\nu _\nu A_\mu +\theta ϵ^{\alpha \beta }_\alpha A_\mu _\beta A_\nu .$$
(16)
We must construct a gauge potential such that the magnetic field $`B_3=\widehat{F}_{12}`$ vanishes everywhere, except inside the solenoid. We proceed as in the commutative case, starting with the Ansatz (where the ordinary product is understood)

$`A_1`$ $`=`$ $`x_2f(r^2),`$
$`A_2`$ $`=`$ $`x_1f(r^2),`$ (17)
for $`r>a`$, the radius of the solenoid.

We impose the condition $`B_3=\widehat{F}_{12}=0`$ outside the solenoid, implying that

$$2f+2r^2f^{^{}}+\theta (f^2+2r^2ff^{^{}})=0,$$
(18)
where $`f^{^{}}=df/dr^2`$.

This differential equation can be easily integrated, yielding the following solutions

$`f`$ $`=`$ $`{\displaystyle \frac{1}{\theta }}\pm {\displaystyle \frac{1}{\theta }}\sqrt{1+{\displaystyle \frac{c_1\theta }{r^2}}}`$ (19)
$`=`$ $`{\displaystyle \frac{1}{\theta }}\pm {\displaystyle \frac{1}{\theta }}[1+{\displaystyle \frac{c_1\theta }{2r^2}}{\displaystyle \frac{c_1^2\theta ^2}{8r^4}}+\mathrm{}],`$
where $`c_1`$ is an integration constant.

From (19) we see that the commutative limit is smooth for the plus sign in the above equation, then we adopt

$$f=\frac{c_1}{2r^2}\frac{c_1^2\theta }{8r^4}+\mathrm{}$$
(20)
We determine the integration constant by imposing the Stokes theorem at zero order in $`\theta `$,

$$\stackrel{}{B}𝑑\stackrel{}{S}=\mathrm{\Phi }=\stackrel{}{A}^{(0)}𝑑\stackrel{}{l},$$
(21)
getting

$$c_1=\frac{\mathrm{\Phi }}{\pi }=Ba^2.$$

Notice that eq. (19) requires $`B\theta 1`$.

The final expression for the gauge potential becomes

$`A_1`$ $`=`$ $`x_2\left({\displaystyle \frac{\mathrm{\Phi }}{2\pi (x_1^2+x_2^2)}}\theta {\displaystyle \frac{\mathrm{\Phi }^2}{8\pi ^2(x_1^2+x_2^2)^2}}+\mathrm{}\right),`$
$`A_2`$ $`=`$ $`x_1\left({\displaystyle \frac{\mathrm{\Phi }}{2\pi (x_1^2+x_2^2)}}\theta {\displaystyle \frac{\mathrm{\Phi }^2}{8\pi ^2(x_1^2+x_2^2)^2}}+\mathrm{}\right),`$ (22)
where $`\mathrm{\Phi }=B\pi a^2`$ is the magnetic flux enclosed into the solenoid.

We finally give the gauge potential expressed in terms of polar coordinates,

$`A_r`$ $`=`$ $`0,`$
$`A_\phi `$ $`=`$ $`{\displaystyle \frac{\mathrm{\Phi }}{2\pi r}}\theta {\displaystyle \frac{\mathrm{\Phi }^2}{8\pi ^2r^3}}+𝒪(\theta ^2),`$ (23)
which will be useful in solving the Schrödinger equation in the next sections.

## III  Bound States for the Noncommutative Aharonov-Bohm Effect

In this section we will solve the noncommutative Schrödinger equation (3) for an electron moving in a two-dimensional manifold parametrized by polar coordinates $`(r,\phi )`$, with $`r>a`$ and $`0<\phi <2\pi `$.

Before doing this, it is necessary to explain an important technical point: The Moyal product (2) is implicitly written in cartesian coordinates. Therefore, in order to solve (3) in polar coordinates, one must express the $``$ product in the general case.

We find the following expression for the the Moyal product up to first order in $`\theta `$

$$f(x)p(x)=f(x)p(x)+\frac{i\theta }{2\sqrt{g}}ϵ^{\mu \nu }_\mu f_\nu p+𝒪(\theta ^2),$$
(24)
where $`g`$ is the determinant of the metric.

At this order in $`\theta `$, the Schrödinger equation becomes

$$(\widehat{H_0}+\theta \widehat{H_1})\mathrm{\Psi }=k^2\mathrm{\Psi },$$
(25)
where $`H_0`$ and $`H_1`$ can be identified by replacing (23) in (3), and taking into account that the covariant derivative becomes

$$\stackrel{}{D}=i\left[\widehat{r}_r+\widehat{\phi }\left(\frac{_\phi }{r}iA_\phi \right)\right].$$

We get

$`\widehat{H_0}`$ $`=`$ $`_r^2+{\displaystyle \frac{1}{r}}_r+{\displaystyle \frac{1}{r^2}}\left(_\phi ^2i{\displaystyle \frac{\mathrm{\Phi }}{\pi }}_\phi {\displaystyle \frac{\mathrm{\Phi }^2}{4\pi ^2}}\right),`$ (26)
$`\widehat{H_1}`$ $`=`$ $`{\displaystyle \frac{1}{r^3}}\left(i_\phi {\displaystyle \frac{\mathrm{\Phi }}{4\pi }}\right)_r+{\displaystyle \frac{1}{r^4}}\left(i_\phi ^3{\displaystyle \frac{\mathrm{\Phi }}{\pi }}_\phi ^2+i{\displaystyle \frac{\mathrm{\Phi }^2}{2\pi ^2}}_\phi +{\displaystyle \frac{\mathrm{\Phi }^3}{8\pi ^3}}\right).`$ (27)
As $`\theta `$ is very small, one can use perturbation theory for computing the eigenvalues and eigenfunctions of the hamiltonian $`\widehat{H}=\widehat{H_0}+\theta \widehat{H_1}`$.

In the following subsections, we find explicitly the energy spectrum for the bound state Aharonov-Bohm effect.

### III.1 The Noncommutative Bound State Aharonov-Bohm Effect

The bound state Aharonov-Bohm effect is a result due to Peshkin et. al. pesh , which establishes the flux and angular momentum dependence of the energy spectrum, a measurable quantity in principle. In this effect one consider an electron constrained to move between two impenetrable concentric cylinders with outer and inner radius $`b`$ and $`a`$ respectively, and in the presence of a magnetic flux $`\mathrm{\Phi }`$ contained inside the inner one.

In the noncommutative space, the Schrödinger radial equation at first order in $`\theta `$ is given by

$$\begin{array}{c}\chi _{\mathrm{}}^{\prime \prime }(r)\left(\frac{1}{r}+\frac{\theta \left(\mathrm{}\frac{\mathrm{\Phi }}{4\pi }\right)}{r^3}\right)\chi _{\mathrm{}}^{}(r)+\left(\frac{(\mathrm{}\frac{\mathrm{\Phi }}{2\pi })^2}{r^2}+\frac{\theta \left(\mathrm{}^3\frac{\mathrm{}^2\mathrm{\Phi }}{\pi }+\frac{\mathrm{}\mathrm{\Phi }^2}{2\pi ^2}\frac{\mathrm{\Phi }^3}{8\pi ^3}\right)}{r^4}\right)\chi _{\mathrm{}}(r)=\\ \\ =\left(\widehat{h}_{\mathrm{},0}+\theta \widehat{h}_{\mathrm{},1}\right)\chi _{\mathrm{}}(r)=k^2\chi _{\mathrm{}}(r),\end{array}$$
(28)
where we have called

$`\widehat{h}_{\mathrm{},0}`$ $`=`$ $`_r^2{\displaystyle \frac{1}{r}}_r+{\displaystyle \frac{1}{r^2}}\left(\mathrm{}{\displaystyle \frac{\mathrm{\Phi }}{2\pi }}\right)^2,`$ (29)
$`\widehat{h}_{\mathrm{},1}`$ $`=`$ $`{\displaystyle \frac{1}{r^3}}\left(\mathrm{}{\displaystyle \frac{\mathrm{\Phi }}{4\pi }}\right)_r+{\displaystyle \frac{1}{r^4}}\left(\mathrm{}^3{\displaystyle \frac{\mathrm{}^2\mathrm{\Phi }}{\pi }}+{\displaystyle \frac{\mathrm{}\mathrm{\Phi }^2}{2\pi ^2}}{\displaystyle \frac{\mathrm{\Phi }^3}{8\pi ^3}}\right),`$ (30)
and the following Ansatz has been used for the wave function:

$$\psi (r,\phi )=\underset{\mathrm{}Z}{}e^{i\mathrm{}\phi }\chi _{\mathrm{}}(r).$$
(31)
Although this equation cannot be solved exactly, one can use perturbation theory in the small parameter $`\theta `$. Since noncommutative effects are important only at small distances $`\sqrt{\theta }`$, one would expect some relevant consequences in the high energy region, $`k1/\sqrt{\theta }`$.

Equation (28) contains the commutative Aharonov-Bohm effect as a particular case, for $`\theta =0`$. The 0-th order solution can be written as

$$\chi _{\mathrm{}}(r)=A_{\mathrm{}}J_\nu (kr)+B_{\mathrm{}}Y_\nu (kr),$$
(32)
with $`\nu =|\mathrm{}\frac{\mathrm{\Phi }}{2\pi }|`$. The constants $`A_{\mathrm{}}`$, $`B_{\mathrm{}}`$ and the Hamiltonian eigenvalues $`E_{\mathrm{},0}=k^2`$ can be obtained –as usual– by imposing the boundary conditions on $`\chi _{\mathrm{}}(r)`$,

$$\chi _{\mathrm{}}(a)=0=\chi _{\mathrm{}}(b),$$
(33)
together with the normalization condition for the eigenfunction,

$$_a^b\chi _{\mathrm{}}(r)^2r𝑑r=1.$$
(34)
Notice that the eigenvalues depend on the angular momentum $`\mathrm{}`$ only through $`\nu `$. Therefore, degeneracy will occur if $`|\mathrm{}_1\frac{\mathrm{\Phi }}{2\pi }|=|\mathrm{}_2\frac{\mathrm{\Phi }}{2\pi }|`$, which is possible only if $`\mathrm{\Phi }/\pi `$ is an integer. For simplicity, to be able to apply perturbation theory in its simplest form, in this Section we will avoid these particular values of the flux.

Taking into account (33), the mean value of $`\widehat{h}_{\mathrm{},1}`$ can be straightforwardly cast in the form

$$E_{\mathrm{},1}=_a^b\chi _{\mathrm{}}(r)\widehat{h}_{\mathrm{},1}\chi _{\mathrm{}}(r)r𝑑r=P(\mathrm{},\mathrm{\Phi })r^4_{\mathrm{}},$$
(35)
where $`P(\mathrm{},\mathrm{\Phi })`$ is a cubic polynomial,

$$P(\mathrm{},\mathrm{\Phi })=\left[\mathrm{}^3\frac{\mathrm{}^2\mathrm{\Phi }}{\pi }+\mathrm{}\left(\frac{\mathrm{\Phi }^2}{2\pi ^2}1\right)+\frac{2\pi ^2\mathrm{\Phi }\mathrm{\Phi }^3}{8\pi ^3}\right],$$
(36)
and

$$r^4_{\mathrm{}}=_a^b\frac{\chi _{\mathrm{}}^2(r)}{r^4}r𝑑r$$
(37)
is a function of $`\nu ,a,b`$ and $`k`$ only.

Since noncommutative effects are expected to occur at high energies ($`ka>>1`$), it is enough to use in (32) the first terms in the asymptotic expansions of Bessel functions for large arguments. We will retain just the first two terms in these expansions, i.e.

$`J_\nu (z)`$ $``$ $`\sqrt{{\displaystyle \frac{2}{z\pi }}}\left[\mathrm{cos}\left(z{\displaystyle \frac{\pi \nu }{2}}{\displaystyle \frac{\pi }{4}}\right){\displaystyle \frac{4\nu ^21}{8z}}\mathrm{sin}\left(z{\displaystyle \frac{\pi \nu }{2}}{\displaystyle \frac{\pi }{4}}\right)\right],`$
$`Y_\nu (z)`$ $``$ $`\sqrt{{\displaystyle \frac{2}{z\pi }}}\left[\mathrm{sin}\left(z{\displaystyle \frac{\pi \nu }{2}}{\displaystyle \frac{\pi }{4}}\right)+{\displaystyle \frac{4\nu ^21}{8z}}\mathrm{cos}\left(z{\displaystyle \frac{\pi \nu }{2}}{\displaystyle \frac{\pi }{4}}\right)\right].`$ (38)
Using (38) in (34) and (37), we get

$`r^4_{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{128a^3k^5}{D(\nu ,a,b,k)}}\times `$ (39)
$`\{{\displaystyle \frac{1}{768a^6b^3k^4}}(512a^5k^2+8a^3(14\nu ^2)^2+128a^4b^3k^4(4\nu ^29)+b^3(14\nu ^2)^2(7+4\nu ^2)+`$
$`(2a^2b^3k^2)(116\nu ^2+48\nu ^464\nu ^631))`$
$`{\displaystyle \frac{\mathrm{cos}[2(ab)k]}{768a^3b^4k^4}}(b(2b^2k^21)(14\nu ^2)^264a^2bk^2(4\nu ^29)(2b^2k^21)+`$
$`8a(4\nu ^21)(312\nu ^2+2b^2k^2(4\nu ^29)))+{\displaystyle \frac{\mathrm{sin}[2k(ab)]}{1536a^3b^4k^5}}((14\nu ^2)^2(312\nu ^2+2b^2k^2(4\nu ^29))`$
$`64a^2k^2(312\nu ^2+2b^2k^2(4\nu ^29))32abk^2(1+2b^2k^2)(940\nu ^2+16\nu ^4))+`$
$`\text{Ci}(2ak)\left(\mathrm{cos}(2ka)\left[{\displaystyle \frac{16\nu ^440\nu ^2+9}{12a^2}}\right]+\mathrm{sin}(2ka)\left[{\displaystyle \frac{(4\nu ^29)(64a^2k^2(14\nu ^2)^2)}{192a^3k}}\right]\right)+`$
$`\text{Ci}(2bk)\left(\mathrm{sin}(2ka)\left[{\displaystyle \frac{(4\nu ^29)(64a^2k^2+(14\nu ^2)^2)}{192a^3k}}\right]\mathrm{cos}(2ka)\left[{\displaystyle \frac{16\nu ^440\nu ^2+9}{12a^2}}\right]\right)+`$
$`\text{Si}(2ak)\left(\mathrm{sin}(2ka){\displaystyle \frac{16\nu ^440\nu ^2+9}{12a^2}}+\mathrm{cos}(2ka){\displaystyle \frac{(4\nu ^29)(64a^2k^2+(14\nu ^2)^2)}{192a^3k}}\right)+`$
$`\text{Si}(2bk)(\mathrm{cos}(2ka){\displaystyle \frac{(4\nu ^29)(64a^2k^2(14\nu ^2)^2)}{192a^3k}}\mathrm{sin}(2ka){\displaystyle \frac{16\nu ^440\nu ^2+9}{12a^2}})\}`$
where

$`D(\nu ,a,b,k)`$ $`=`$ $`8k(4a(1+4\nu ^2){\displaystyle \frac{(ab)(64a^2k^2+(14\nu ^2)^2)}{2}}+4a(1+4\nu ^2)\mathrm{cos}(2(ab)k)+`$ (40)
$`{\displaystyle \frac{(64a^2k^2(14\nu ^2)^2)\mathrm{sin}(2(ab)k)}{4k}})+`$
$`(4\nu ^21)(\text{Ci}(2ak)(16ak(1+4\nu ^2)\mathrm{cos}(2ak)+(64a^2k^2(14\nu ^2)^2)\mathrm{sin}(2ak)))+`$
$`\text{Ci}(2bk)(16ak(4\nu ^21)\mathrm{cos}(2ak)+(64a^2k^2+(14\nu ^2)^2)\mathrm{sin}(2ak))`$
$`[\text{Si}(2ak)\text{Si}(2bk)][(64a^2k^2(14\nu ^2)^2)\mathrm{cos}(2ak)+16ak(14\nu ^2)\mathrm{sin}(2ak)])`$
and

Ci(z) $`=`$ $`{\displaystyle _z^{\mathrm{}}}{\displaystyle \frac{\mathrm{cos}(t)}{t}}𝑑t`$
Si(z) $`=`$ $`{\displaystyle _0^z}{\displaystyle \frac{\mathrm{sin}(t)}{t}}𝑑t`$
Despite its aspect, $`r^4`$ is a slowly varying function of $`\nu `$, as can be seen in Figure 1. Moreover, for a given $`\nu `$, $`r^4`$ rapidly approaches a constant value when $`k`$ grows up, as is shown in Figure 2.

Consequently, it is the coefficient of $`r^4`$ in (35), the cubic polynomial $`P(\mathrm{},\mathrm{\Phi })`$, which governs the shift produced on the eigenvalues. Notice that, for given flux $`\mathrm{\Phi }`$ and angular momentum $`\mathrm{}`$, the successive (large) eigenvalues of the radial equation (28) are all shifted by the same constant. In particular, for large $`|\mathrm{}|`$, this constant does not change of sign.

Therefore, even though the 0-th order spectrum depends only on $`\nu =|\mathrm{}\mathrm{\Phi }/2\pi |`$, the first order ($`\theta ^1`$) correction depends separately on the flux $`\mathrm{\Phi }`$ and the angular momentum $`\mathrm{}`$, introducing a shift in the eigenvalues sensitive to the sign of $`\mathrm{}`$.

Finally, we would to add some comments related to the relativistic case. Although in this paper we solve the Schrödinger equation, our conclusions are valid in the relativistic case too, indeed, as the Aharonov-Bohm interaction is static, the Schrödinger and Klein-Gordon equations are related by $`E_{Sch}E_{KG}^2m^2`$. However, a delicate point is the following; as we are thinking in electrons, one should use the Dirac equation instead of the Schrodinger one. In such case there is a critical subspace which admits non-trivial self-adjoint extensions pis ; lajacky ; ruso .

In our case the boundary conditions ensures that the eigenfunctions have a finite limit for $`r0`$. This could correspond to a possible self-adjoint extension. Any case, for first order corrections, as we have done, everything is consistent. For the perturbation (30), the problem is defined for $`ra`$, which ruled out the case $`r=0`$. In spite of this constraint, one can consider the case $`a0`$, but the boundary condition (33) ensures the self-adjoint properties, as e.g.  in quantum mechanics.

## IV Scattering States for the Noncommutative Aharonov-Bohm Effect

### IV.1 The perturbative solution

In order to compute the scattering states we look for solutions of (25) in the form

$$\mathrm{\Psi }=\mathrm{\Psi }_0+\theta \mathrm{\Psi }_1+\mathrm{},$$

implying that

$`\widehat{H_0}\mathrm{\Psi }_0`$ $`=`$ $`k^2\mathrm{\Psi }_0,`$ (41)
$`(\widehat{H_0}k^2)\mathrm{\Psi }_1`$ $`=`$ $`\widehat{H_1}\mathrm{\Psi }_0.`$ (42)
Therefore, the correction to the wave function at first order in perturbation theory results

$$\mathrm{\Psi }_1(r,\phi )=(\widehat{H_0}k^2)^1\widehat{H_1}\mathrm{\Psi }_0,$$
(43)
where the 0-th order wave function satisfies the boundary conditions

$`\mathrm{\Psi }_0(a,\phi )`$ $`=`$ $`0,`$
$`\mathrm{\Psi }_0(r\mathrm{},\phi )`$ $``$ $`e^{ikr\mathrm{cos}(\phi )}+f(\phi ,k){\displaystyle \frac{e^{ikr}}{\sqrt{r}}}.`$ (44)
The first equation guaranties that the electron never reaches the region $`r<a`$, while the second one is the usual scattering condition.

The formal solution in (43) is given by

$$\mathrm{\Psi }_1(𝐱)=𝑑𝐱^{}G(𝐱,𝐱^{})\widehat{H_1}\mathrm{\Psi }_0(𝐱^{}),$$
(45)
where $`G(x,x^{})`$ is the Green function of the unperturbed problem, that is

$$(\widehat{H_0}k^2)G(r,\phi ;r^{},\phi ^{})=\frac{1}{r}\delta (rr^{})\delta (\phi \phi ^{}).$$
(46)
### IV.2 The Green Function

We propose a solution for (46) of the form

$$G(r,\phi ;r^{},\phi ^{})=\frac{1}{2\pi }\underset{\mathrm{}Z}{}e^{i\mathrm{}(\phi \phi ^{})}g_{\mathrm{}}(r,r^{}).$$
(47)
Replacing this in (46) and using an appropriate representation for the delta function, we obtain

$$(\widehat{h}_{\mathrm{},0}k^2)g_{\mathrm{}}(r,r^{})=\frac{1}{r}\delta (rr^{}),$$
(48)
where $`g_{\mathrm{}}(r,r^{})`$ must also satisfy the appropriate boundary conditions,

$$g_{\mathrm{}}(a,r^{}>a)=0,g_{\mathrm{}}(r\mathrm{},r^{})\frac{e^{ikr}}{\sqrt{kr}}.$$
(49)
For $`rr^{}`$, (48) is just the Schrödinger equation for the commutative Aharonov-Bohm effect, whose solutions are linear combinations of Bessel functions, as in (32). Let us introduce two linearly independent solutions of this homogeneous equation, satisfying the boundary condition at $`r=a`$ and $`r\mathrm{}`$ respectively,

$`\chi _{\mathrm{}}^{(a)}(r)`$ $`=`$ $`Y_\nu (ka)J_\nu (kr)Y_\nu (kr)J_\nu (ka),`$
$`\chi _{\mathrm{}}^{(\mathrm{})}(r)`$ $`=`$ $`J_\nu (kr)+iY_\nu (kr)=H_\nu ^{(1)}(kr),`$ (50)
where $`H_\nu ^{(1)}(z)`$ is the Hankel functions.

The continuity of $`g_{\mathrm{}}(r,r^{})`$ at $`r=r^{}`$, together with the discontinuity in its first derivative implied by the RHS of (48), lead to

$$g_{\mathrm{}}(r,r^{})=C_0\{\begin{array}{cc}\chi _{\mathrm{}}^a(r)\chi _{\mathrm{}}^{(\mathrm{})}(r^{}),& r<r^{}\\ \chi _{\mathrm{}}^a(r^{})\chi _{\mathrm{}}^{(\mathrm{})}(r)& r>r^{}\end{array},$$
(51)
where the constant $`C_0`$ is given by

$$C_0=\frac{1}{rW[\chi _{\mathrm{}}^{(a)}(r),\chi _{\mathrm{}}^{(\mathrm{})}(r)]},$$
(52)
being $`W[f,g]=fg^{}f^{}g`$, the Wronskian.

### IV.3 The free solution and the commutative case scattering theory

The last ingredient we need for computing (45) is to express appropriately $`\mathrm{\Psi }_0`$ satisfying the boundary conditions (44). We write

$$\mathrm{\Psi }_0(r,\phi )=\underset{\mathrm{}Z}{}e^{i\mathrm{}\phi }\chi _{\mathrm{}}^{(0)}(r),$$
(53)
with

$$\chi _{\mathrm{}}^{(0)}(r)=\left[A_{\mathrm{}}J_\nu (kr)+B_{\mathrm{}}Y_\nu (kr)\right].$$
(54)
For convenience, in what follows we will develop a partial waves analysis of the scattering amplitude, as in rui . There are other treatments of this problem in the literature (see, for example, ab , hagen  and soldati ) leading to results differing in the forward scattering term, but having the same scattering amplitude for non vanishing angles. This justifies our approach to the cross section for $`\phi 0`$.

The first condition in (44) implies that

$$A_{\mathrm{}}J_\nu (ka)+B_{\mathrm{}}Y_\nu (ka)=0.$$
(55)
In the second condition, one can develop in Fourier series the scattering amplitude $`f(\phi ,k)=_\mathrm{}Ze^{i\mathrm{}\phi }f_{\mathrm{}}`$, and the plane wave $`e^{ikx}`$ (which can be written in terms of Bessel functions):

$`e^{ikr\mathrm{cos}(\phi )}+f(\phi ,k){\displaystyle \frac{e^{ikr}}{\sqrt{r}}}`$ $`=`$ $`{\displaystyle \underset{\mathrm{}Z}{}}e^{i\mathrm{}\phi }\left[i^{|\mathrm{}|}J_{|\mathrm{}|}(kr)+f_{\mathrm{}}{\displaystyle \frac{e^{ikr}}{\sqrt{r}}}\right]`$ (56)
$``$ $`{\displaystyle \underset{\mathrm{}Z}{}}e^{i\mathrm{}\phi }\left[{\displaystyle \frac{e^{ikr}}{\sqrt{r}}}\left({\displaystyle \frac{i^{|\mathrm{}|}}{\sqrt{2\pi k}}}e^{i(\frac{\pi |\mathrm{}|}{2}+\frac{\pi }{4})}+f_{\mathrm{}}\right)+{\displaystyle \frac{e^{ikr}}{\sqrt{r}}}\left({\displaystyle \frac{i^{|\mathrm{}|}}{\sqrt{2\pi k}}}e^{i(\frac{\pi |\mathrm{}|}{2}+\frac{\pi }{4})}\right)\right],`$
where we have replaced the asymptotic expression of Bessel functions inside the series.

Comparing the terms in (56) with the asymptotic expression of $`\chi _{\mathrm{}}^{(0)}(r)`$ in (53) for large values of $`kr`$ (see equation (38)) we get the following equations

$`i^{|\mathrm{}|}e^{i(\frac{\pi |\mathrm{}|}{2}+\frac{\pi }{4})}+\sqrt{2\pi k}f_{\mathrm{}}`$ $`=`$ $`\left(A_{\mathrm{}}iB_{\mathrm{}}\right)e^{i(\frac{\pi \nu }{2}+\frac{\pi }{4})},`$ (57)
$`i^{|\mathrm{}|}e^{i(\frac{\pi |\mathrm{}|}{2}+\frac{\pi }{4})}`$ $`=`$ $`\left(A_{\mathrm{}}+iB_{\mathrm{}}\right)e^{i(\frac{\pi \nu }{2}+\frac{\pi }{4})}.`$ (58)
The solution to the set of equations (55), (57) and (58) is

$`A_{\mathrm{}}`$ $`=`$ $`ie^{\frac{i}{2}\pi \left(\nu 2\mathrm{}\right)}{\displaystyle \frac{Y_\nu (ka)}{H_\nu ^{(1)}(ka)}},`$ (59)
$`B_{\mathrm{}}`$ $`=`$ $`ie^{\frac{i}{2}\pi \left(\nu 2\mathrm{}\right)}{\displaystyle \frac{J_\nu (ka)}{H_\nu ^{(1)}(ka)}},`$ (60)
$`f_{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}}\left[1+e^{i\pi (\nu \mathrm{})}{\displaystyle \frac{H_\nu ^{(2)}(ka)}{H_\nu ^{(1)}(ka)}}\right],`$ (61)
where the $`H_\nu ^{(1,2)}(z)`$ are the Hankel functions.

¿From (61) one can easily extract the phase shifts. Indeed, from scattering theory taylor , one knows that the scattering amplitude for the $`\mathrm{}`$-th partial wave is

$$f_{\mathrm{}}=\frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}\left(e^{2i\delta _{\mathrm{}}}1\right).$$

Then, in the present case

$$e^{2i\delta _{\mathrm{}}}=(1)^{\mathrm{}+1}e^{i\pi \nu }\frac{H_\nu ^{(2)}(ka)}{H_\nu ^{(1)}(ka)},$$
(62)
which provides an exact expression for the $`S`$-matrix rui .

One can check the consistency of our approach by evaluating the limit $`a0`$. In this case $`f_{\mathrm{}}`$ reduces to

$$f_{0,\mathrm{}}=\frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}\left[e^{i\pi (\nu \mathrm{})}1\right],$$
(63)
or, equivalently,

$$\delta _{\mathrm{}}=\frac{\pi }{2}\left(|\mathrm{}|\nu \right).$$
(64)
Equations (62)-(64) are in agreement with other derivations found in the literature rui ; jackiw . Notice that the phase shifts $`\delta _{\mathrm{}}`$ do not tend to 0 for $`\mathrm{}\pm \mathrm{}`$; instead, they approach to non vanishing constants (see the discussion in hagen ).

In order to compute the differential cross section one must get, firstly, the total scattering amplitude, i.e. we must evaluate the sum

$$f(\phi ,k)=\underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}}{}}f_{\mathrm{}}e^{i\mathrm{}\phi }.$$
(65)
The explicit calculation of (65) involves several technical and conceptual difficulties which have been source of controversy in the past conf .

Firstly, let us consider the case $`a=0`$. Making use of (63), the total amplitude becomes

$$f_0(\phi ,k)=\frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}\underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}}{}}e^{i\mathrm{}\phi }\left(1+e^{i\pi \nu }(1)^{\mathrm{}}\right).$$
(66)
The first term in (66) is

$$\frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}\underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}}{}}e^{i\mathrm{}\phi }\left(1\right)=\frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}\mathrm{\hspace{0.17em}2}\pi \delta [\phi ]=\sqrt{\frac{2\pi }{ik}}\delta [\phi ].$$
(67)
For the second one we get (see Appendix B for details)

$$\frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}\underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}}{}}e^{i\mathrm{}\phi }\left(e^{i\pi \nu }(1)^{\mathrm{}}\right)=\frac{e^{i\frac{\pi }{4}}}{\sqrt{2\pi k}}\left\{2\pi \mathrm{cos}\left(\frac{\mathrm{\Phi }}{2}\right)\delta [\phi ]+2i\mathrm{sin}\left(\frac{\mathrm{\Phi }}{2}\right)𝒫\left[\frac{e^{i(\mathrm{}_0+1)\phi }}{1e^{i\phi }}\right]\right\},$$
(68)
where $`l_0`$ is the integer part of $`\frac{\mathrm{\Phi }}{2\pi }`$ and $`𝒫[F(\phi )]`$ denotes the principal value of $`F(\phi )`$.

Finally, the scattering amplitude becomes

$`f_0(\phi ,k)`$ $`=`$ $`\sqrt{{\displaystyle \frac{2\pi }{ik}}}\left\{\left[\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)1\right]\delta [\phi ]+{\displaystyle \frac{i}{\pi }}\mathrm{sin}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)𝒫\left[{\displaystyle \frac{e^{i(l_0+1)\phi }}{1e^{i\phi }}}\right]\right\}`$ (69)
$`=`$ $`\sqrt{{\displaystyle \frac{2\pi }{ik}}}\left\{\left[\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)1\right]\delta [\phi ]+{\displaystyle \frac{i}{\pi }}\mathrm{sin}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)\left(𝒫\left[{\displaystyle \frac{i}{\phi }}\right]+\left[{\displaystyle \frac{e^{i(l_0+1)\phi }}{1e^{i\phi }}}{\displaystyle \frac{i}{\phi }}\right]\right)\right\}.`$
Notice that $`f_0(\phi ,k)`$ vanishes for $`\mathrm{\Phi }=4\pi n`$, with $`n`$ integer. For these flux values the particles are not scattered at all by the zero radius solenoid in the commutative case.

This formula coincides with equation (4.11) of rui , where it was obtained following a different procedure. The interpretation of the forward scattering term in (69), in the context of the construction of the scattering matrix, is considered in that reference. Many authors have discussed the presence or not of this forward scattering singular term in the total scattering amplitude (see, for example hagen ). It is not present in the original derivation by Aharonov and Bohm ab , and can be also avoided making use of an analytic regularization as in soldati . However, as previously pointed out, in the present work we are interested in the calculation of the differential cross section for scattering angles different from zero, where different approaches coincide. This justifies the partial waves analysis we performed.

The calculation of the differential cross section is now immediate. Indeed, for $`\phi 0`$ we have

$$\frac{d\sigma }{d\phi }=|f_0(\phi ,k)|^2=\frac{\mathrm{sin}^2[\frac{\mathrm{\Phi }}{2}]}{2\pi k\mathrm{sin}^2[\frac{\phi }{2}]},$$
(70)
which is the usual Aharonov-Bohm differential cross section ab , vanishing for $`\mathrm{\Phi }=2\pi n`$, with $`n`$ integer.

If the radius of the solenoid is different from zero ($`a>0`$), one can similarly isolate the singular contributions to the total scattering amplitude $`f(\phi ,k)`$, coming from large values of $`\mathrm{}`$ (or equivalently, from large values of $`\nu `$). Using appropriate large order expansions for the Hankel functions, one finds that the coefficient $`f_{\mathrm{}}`$ is given in this case by the RHS of (63) plus terms rapidly decreasing with $`\mathrm{}`$, which lead to absolutely convergent series (summing up to continuous functions of $`\phi `$). Therefore, the singular terms found in (69) for $`f_0(\phi ,k)`$ (those containing $`\delta [\phi ]`$ and $`𝒫\left[\frac{i}{\phi }\right]`$) are also present in $`f(\phi ,k)`$.

## V First order noncommutative corrections to the scattering amplitude

In this section we calculate the first order ($`\theta ^1`$) perturbative correction to the scattering amplitude $`f(\phi ,k)`$. This will allow to find the first noncommutative (singular) corrections to the differential cross section.

In doing so, we must evaluate $`\mathrm{\Psi }_1(𝐱)`$ in (45), with $`\mathrm{\Psi }_0(𝐱)`$ given in (53), (59) and (60), and $`G(𝐱,𝐱^{})`$ given in (47), (51) and (52).

Taking into account that $`\widehat{H}_0`$ and $`\widehat{H}_1`$ are diagonal in $`\mathrm{}`$, we can write $`\mathrm{\Psi }_1(r,\phi )=_{\mathrm{}}e^{i\mathrm{}\phi }\chi _{\mathrm{}}^{(1)}(r)`$ to get

$$\begin{array}{c}\chi _{\mathrm{}}^{(1)}(r)=_a^{\mathrm{}}g_{\mathrm{}}(r,s)\left(\widehat{h}_{\mathrm{},1}\chi _{\mathrm{}}^{(0)}(s)\right)s𝑑s=\\ \\ =C_0\left[\chi _{\mathrm{}}^{(\mathrm{})}(r)_a^r\chi _{\mathrm{}}^{(a)}(s)\left(\widehat{h}_{\mathrm{},1}\chi _{\mathrm{}}^{(0)}(s)\right)s𝑑s+\chi _{\mathrm{}}^{(a)}(r)_r^{\mathrm{}}\chi _{\mathrm{}}^{(\mathrm{})}(s)\left(\widehat{h}_{\mathrm{},1}\chi _{\mathrm{}}^{(0)}(s)\right)s𝑑s\right],\end{array}$$
(71)
with $`\chi _{\mathrm{}}^{(\mathrm{})}(r)`$ and $`\chi _{\mathrm{}}^{(a)}(r)`$ given in (50), and $`\widehat{h}_{\mathrm{},1}`$ given in (30).

Since we are interested in the noncommutative corrections to the scattering amplitude, we should consider the asymptotic behavior of $`\chi _{\mathrm{}}^{(1)}(r)`$ for $`r\mathrm{}`$. The expansions for large arguments of Bessel function in (38) allows to see that the second term into the brackets in the RHS of (71) decreases faster than the first one, and can be discarded.

For arbitrary $`a>0`$, the integrand in the first term is too complicated to give a closed solution to this integral, and some simplification is necessary. For this reason, we will analyze it only in the $`a0`$ limit.

In this limit, straightforward calculations lead to

$$C_0\chi _{\mathrm{}}^{(a)}(r)_{a0}\frac{i\pi }{2}J_\nu (kr),$$
(72)
and

$`\widehat{h}_{\mathrm{},1}\chi _{\mathrm{}}^{(0)}(s)`$ $`_{a0}`$ $`{\displaystyle \frac{(1)^{\mathrm{}}e^{\frac{1}{2}i\pi \nu }}{8\pi ^3s^4}}\{\pi ^2(4\pi \mathrm{}\mathrm{\Phi })ks(J_{\nu +1}(ks)J_{\nu 1}(ks))+`$ (73)
$`+(8\pi ^3l^38\pi ^2\mathrm{}^2\mathrm{\Phi }+4\pi \mathrm{}\mathrm{\Phi }^2\mathrm{\Phi }^3)J_\nu (ks)\},`$
while $`\chi _{\mathrm{}}^{(\mathrm{})}(r)`$ does not depend on $`a`$.

Then, for $`\nu >1`$ 222For $`\nu 1`$, the first integral in the RHS of (71) is divergent in the $`a0`$ limit, and one should keep $`a>0`$ in these two (or at most three) terms. For the consideration of the most general acceptable boundary conditions at $`r=0`$, see for example the study of the self adjoint extensions of the Hamiltonian discussed in soldati . Since we are actually interested in the singular contributions to the scattering amplitude for small angles, coming from the large $`|\mathrm{}|`$ behavior of $`\chi _{\mathrm{}}^{(1)}(r)`$, we will not worry about these terms (whose contributions to $`\mathrm{\Psi }_1`$ are smooth, continuous function of $`\phi `$). the coefficient of $`\chi _{\mathrm{}}^{(\mathrm{})}(r)`$ in the RHS of (71) reduces in this approximation to

$$\frac{i}{16\pi ^2}(1)^{\mathrm{}}e^{\frac{i}{2}\pi \nu }k^2\left[\frac{(8\pi ^3\mathrm{}^38\pi ^2\mathrm{}^2\mathrm{\Phi }8\pi ^3\mathrm{}+4\pi \mathrm{}\mathrm{\Phi }^2+2\pi ^2\mathrm{\Phi }\mathrm{\Phi }^3)}{4\nu (\nu ^21)}\right],$$
(74)
expression in which we must distinguish two cases, namely

$$\mathrm{}>\frac{\mathrm{\Phi }}{2\pi }\text{and}\mathrm{}\frac{\mathrm{\Phi }}{2\pi }.$$

If $`\mathrm{}l_0+1>\frac{\mathrm{\Phi }}{2\pi }`$ (where $`l_0`$ is the integer part of $`\frac{\mathrm{\Phi }}{2\pi }`$), then $`\nu =\mathrm{}\frac{\mathrm{\Phi }}{2\pi }`$, and (74) becomes

$$i(1)^{\mathrm{}}e^{\frac{i}{4}(2\pi \mathrm{}\mathrm{\Phi })}\pi k^2\left(\frac{1}{8}+\frac{\mathrm{\Phi }}{16\pi \mathrm{}}+𝒪(\mathrm{}^2)\right).$$
(75)
Now, taking into account that, for $`r\mathrm{}`$,

$$\chi _{\mathrm{}}^{(\mathrm{})}(r)=H_\nu ^{(1)}(kr)\sqrt{\frac{2}{\pi k}}e^{i\frac{\pi }{2}(\mathrm{}\frac{\mathrm{\Phi }}{2\pi })i\frac{\pi }{4}}\frac{e^{ikr}}{\sqrt{r}},$$
(76)
we get the first perturbative correction to $`f_{\mathrm{}}`$ in (65) as

$$\theta f_{1,\mathrm{}}=\frac{\theta }{4}\sqrt{\frac{i\pi }{2}}e^{i\frac{\mathrm{\Phi }}{2}}k^{3/2}\left(1+\frac{\mathrm{\Phi }}{2\pi \mathrm{}}+𝒪(\mathrm{}^2)\right).$$
(77)
Multiplying this expression by $`e^{i\mathrm{}\phi }`$ and summing on $`\mathrm{}`$ from $`\mathrm{}_0+1`$ to $`\mathrm{}`$, we obtain the following contribution to the scattering amplitude:

$$\frac{\theta }{4}\sqrt{\frac{i\pi }{2}}e^{i\frac{\mathrm{\Phi }}{2}}k^{3/2}\left(\pi \delta [\phi ]+𝒫\left[\frac{1}{1e^{i\phi }}\right]\frac{\mathrm{\Phi }}{2\pi }\mathrm{log}[1e^{i(iϵ+\phi )}]+\mathrm{}\right),$$
(78)
where the $`ϵ0^+`$ limit is understood, and the dots stand for continuos functions of $`\phi `$.

For the case $`\mathrm{}\mathrm{}_0\frac{\mathrm{\Phi }}{2\pi }`$, we have $`\nu =\frac{\mathrm{\Phi }}{2\pi }\mathrm{}`$, and a similar calculation (where the sum on $`\mathrm{}`$ is taken from $`\mathrm{}`$ to $`\mathrm{}_0`$) leads to the following contribution to the scattering amplitude:

$$\frac{\theta }{4}\sqrt{\frac{i\pi }{2}}e^{i\frac{\mathrm{\Phi }}{2}}k^{3/2}\left(\pi \delta [\phi ]𝒫\left[\frac{1}{1e^{i\phi }}\right]\frac{\mathrm{\Phi }}{2\pi }\mathrm{log}[1e^{i(iϵ+\phi )}]+\mathrm{}\right).$$
(79)
where again, the limit $`ϵ0^+`$ is understood and the dots represent continuos functions of $`\phi `$.

Therefore, at first order in $`\theta `$ the scattering amplitude is corrected by the addition of

$`\theta f^{(1)}(\phi ,k)`$ $`=`$ $`{\displaystyle \frac{\theta }{4}}\sqrt{{\displaystyle \frac{i\pi }{2}}}k^{3/2}\{2\pi \mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)\delta \left[\phi \right]+i\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }\phi }{2}}\right)𝒫\left[{\displaystyle \frac{1}{\mathrm{sin}\left(\frac{\phi }{2}\right)}}\right]`$ (80)
$``$ $`{\displaystyle \frac{\mathrm{\Phi }}{2\pi }}e^{i\frac{\mathrm{\Phi }}{2}}\mathrm{log}[1e^{i(iϵ+\phi )}]{\displaystyle \frac{\mathrm{\Phi }}{2\pi }}e^{i\frac{\mathrm{\Phi }}{2}}\mathrm{log}[1e^{i(iϵ+\phi )}]+\mathrm{}\}.`$
In conclusion, as the incident particles are very energetic and the scattering angle is very small, the main contributions to the total scattering amplitude $`f(\phi ,k)`$ are given by 333The reader could note here that this argument is reminiscent of the eikonal approximation, see e.g. J. J. Sakurai, Modern Quantum Mechanics, Addison Wesley (1994).

$`f(\phi ,k)`$ $`=`$ $`\left\{\sqrt{{\displaystyle \frac{2\pi }{ik}}}\left[\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)1\right]+\theta {\displaystyle \frac{\pi }{2}}\sqrt{{\displaystyle \frac{i\pi }{2}}}k^{3/2}\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)\right\}\delta [\phi ]+`$
$`+`$ $`\left\{\sqrt{{\displaystyle \frac{2}{i\pi k}}}\mathrm{sin}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)+\theta {\displaystyle \frac{i}{2}}\sqrt{{\displaystyle \frac{i\pi }{2}}}k^{3/2}\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)\right\}𝒫\left[{\displaystyle \frac{1}{\phi }}\right]+`$
$``$ $`{\displaystyle \frac{\theta }{4}}\sqrt{{\displaystyle \frac{i}{2\pi }}}k^{\frac{3}{2}}\mathrm{\Phi }\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Phi }}{2}}\right)\mathrm{log}(\phi )+\text{continuous}\text{functions}\text{of}\phi .`$ (82)
Notice that the most singular terms in the scattering amplitude, which are $`k^{1/2}`$, are corrected by noncommutative terms $`\theta k^{3/2}`$. Moreover, for $`\mathrm{\Phi }=4\pi n`$, with $`n`$ integer, the 0-th order singular terms in the amplitude vanish, contrarily to the noncomutative corrections, which are different from zero.

For small angles $`\phi 0`$, the dominant term in the amplitude is $`1/\phi `$. Then, for the differential cross section we have

$$\frac{d\sigma }{d\phi }=\left\{\frac{2}{\pi k}\mathrm{sin}^2\left(\frac{\mathrm{\Phi }}{2}\right)+\theta \frac{k}{2}\mathrm{sin}\left(\mathrm{\Phi }\right)+\theta ^2\frac{\pi }{8}k^3\mathrm{cos}^2\left(\frac{\mathrm{\Phi }}{2}\right)\right\}\frac{1}{\phi ^2}+\mathrm{less}\mathrm{singular}\mathrm{terms}.$$
(83)
Now, if the magnetic flux is quantized as $`\mathrm{\Phi }=2\pi n`$, with $`n`$ integer, the differential cross section at small angles is dominated by noncommutative effects,

$$\frac{d\sigma }{d\phi }=\theta ^2\frac{\pi k^3}{8\phi ^2}+\mathrm{less}\mathrm{singular}\mathrm{terms}.$$
(84)
It is interesting to note that, contrarily to the usual Aharonov-Bohm effect, in the noncommutative case the differential scattering cross section is different from zero when the magnetic flux is quantized.

Apparently, this correction ($`\theta ^2`$) could be relevant at high energies. This simple formula will allow us to extract interesting physical information, as we will see in the next section.

## VI Phenomenological estimations for spatial noncommutative effects

As mentioned in the introduction, the Aharonov-Bohm effect is an important mechanism to explain other physical phenomena. This point of view has been used in the past, and some applications of this idea are cosmic strings and GUT aw , anyonsfw2  and also three-dimensional gravityjackiw .

In this section we will analyse experimental possibilities of detecting noncommutative signals via the Aharonov- Bohm effect. Our numerical estimations –as we will see below– show that these relics could be explored in particle physics experiments involving energies between 200 and 300 GeV, if the present bound for $`\theta `$ is correct.

In order to estimate a bound for the $`\theta `$ parameter, first we note that, since noncommutative effects are tiny, the corrections to the differential cross section could be, typically, of the order of the cross section for neutrino events $`10^3`$nb. If we choose the scattering angle between 1 and 2 degrees, and take an energy $``$200 GeV as the highest possible presently available for electrons, then we find:

$$\theta =\left[\left(\frac{8\phi ^2}{\pi k^3}\right)\frac{d\sigma }{d\phi }\right]^{\frac{1}{2}}[10\text{TeV}]^2,$$
(85)
which is in agreement with the bound given in carroll .

Thus, precise measurements of the differential cross section for small angles could give us information about spatial noncommutativity.

## VII Conclusions

Three relevant properties of the remarkable phenomenon of noncommutative Aharonov-Bohm effect have been found in the present paper:

$``$ Pattern fringes can appear even when the magnetic flux is quantized, contrarily to the commutative case.

$``$ The differential cross section, given by (84), is different from zero when the magnetic flux is quantized.

$``$ Our results allow for an estimation of a bound for the noncommutative parameter $`\theta `$, which is in agreement with carroll .

The first property, in principle, could be verified in a Tonomura like experiment, if an appropriate incident electron beam is available. Our estimations suggest, however, that the incident electron beam energy should be much larger than the energy reached in these experiments tono . Thus, an experimental verification should be searched in high energy physics experiments and, specially, by measuring differential cross sections for small angles.

###### Acknowledgements.

This work has been partially supported by the grants 1010596, 1010976, 7010976 and 3000005 from Fondecyt- Chile, and also by the grant C-13398/6 from Fundacion Andes. HF also acknowledge support from CONICET (grant 0459/98) and UNLP (grant 11/X298), Argentina.
## Appendix A Note on the Relativistic Aharonov-Bohm Effect

In this appendix, we would like to discuss some implications of the relativistic Aharonov-Bohm effect.

From reference vitorio  one can see that the Green function associated to the usual Aharonov-Bohm effect is given by

$$G[x,x^{^{}}]=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}(i)^{|n+\phi |}\mathrm{exp}[i(n+\mathrm{\Phi })]F_{|n+\mathrm{\Phi }|},$$
(86)
where $`\mathrm{\Phi }`$ is the magnetic flux and the function $`F_{|n+\mathrm{\Phi }|}`$ for the non-relativistic case is

$$F_{|n+\mathrm{\Phi }|}=\frac{m}{2\pi i}\mathrm{exp}[\frac{2mi}{\tau }(r^2+r^{}_{}{}^{}2)]J_{|n+\mathrm{\Phi }|}(\frac{mrr^{^{}}}{\tau }),$$
(87)
where $`\tau =tt^{^{}}`$ and $`J_\alpha `$ are Bessel functions. For the the relativistic case the calculation is similar. Indeed, after using the proper-time gauge the function $`F_{|n+\mathrm{\Phi }|}`$ becomes

$`F_{|n+\mathrm{\Phi }|}`$ $`=`$
$`{\displaystyle }d^2p{\displaystyle _0^{\mathrm{}}}dT\mathrm{exp}[`$ $`i`$ $`p_\mu \mathrm{\Delta }x^\mu {\displaystyle \frac{T}{2}}(p^2+m^2)]J_{|n+\mathrm{\Phi }|}({\displaystyle \frac{rr^{^{}}}{T}}).`$ (88)
where $`T=N(0)(tt^{^{}})`$ with $`N(0)`$ the einbein.

If we use the Poisson summation formula, then in both the relativistic as well as in the non relativistic case, the Green function is

$$G[x,x^{^{}}]=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{2i\pi n\mathrm{\Phi }}K_n,$$
(89)
where $`K_n`$ is defined as

$$K_n=_{\mathrm{}}^{\mathrm{}}𝑑\omega (i)^{|\omega |}e^{i\omega \mathrm{\Phi }}F_{|\omega |},$$

and, as a consequence, the wave function becomes

$$\psi (x)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{2i\pi n\mathrm{\Phi }}\phi _n(x),$$
(90)
with

$$\phi _n(x)=𝑑yG_n[x,y]\psi (y),$$
(91)
being $`\phi _n`$ and $`G_n[x,y]`$, respectively, the wave and Green functions for the n-th homotopy class dewitt .

Thus, from (90) one see that the relativistic character of the system is contained in $`K_n`$ and only the exponential factor, which does not depend on the energy, is responsible for the fringe pattern. This result reflects the topological nature of the commutative Aharonov-Bohm effect. However, our formula (13) shows us that the noncommutative Ahararonov-Bohm effect is radically different because the fringe pattern must change when the electrons are getting higher energies.

## Appendix B Derivation of equation (68)

In this appendix we show that

$$\underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}}{}}e^{i\mathrm{}\phi }e^{i\pi \nu }(1)^{\mathrm{}}=2\pi \mathrm{cos}\left(\frac{\mathrm{\Phi }}{2}\right)\delta [\phi ]+2i\mathrm{sin}\left(\frac{\mathrm{\Phi }}{2}\right)𝒫\left[\frac{e^{i(\mathrm{}_0+1)\phi }}{1e^{i\phi }}\right],$$
(92)
where $`\mathrm{}_0`$ is the integer part of $`\mathrm{\Phi }/2\pi `$. Firstly, notice that $`e^{i\pi \nu }(1)^{\mathrm{}}=e^{i\pi (|\mathrm{}||\mathrm{}\frac{\mathrm{\Phi }}{2\pi }|)},`$ since the exponents coincide modulo $`2\pi `$. Moreover, if $`\mathrm{}\mathrm{}_0+1`$ then $`|\mathrm{}\frac{\mathrm{\Phi }}{2\pi }|=\mathrm{}\frac{\mathrm{\Phi }}{2\pi }`$, while if $`\mathrm{}\mathrm{}_0`$ then $`|\mathrm{}\frac{\mathrm{\Phi }}{2\pi }|=\mathrm{}+\frac{\mathrm{\Phi }}{2\pi }`$.

Therefore, we can split the series in (92) to write

$`{\displaystyle \underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}}{}}}e^{i\mathrm{}\phi }e^{i\pi (|\mathrm{}||\mathrm{}\frac{\mathrm{\Phi }}{2\pi }|)}`$ $`=`$ $`{\displaystyle \underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}_0}{}}}e^{i\mathrm{}\phi }e^{i\pi (\frac{\mathrm{\Phi }}{2\pi })}+{\displaystyle \underset{\mathrm{}=\mathrm{}_0+1}{\overset{\mathrm{}}{}}}e^{i\mathrm{}\phi }e^{i\pi (\frac{\mathrm{\Phi }}{2\pi })}`$ (93)
$``$ $`e^{i\frac{\mathrm{\Phi }}{2}}e^{i\mathrm{}_0\phi }\underset{ϵ0}{lim}{\displaystyle \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}}e^{i\mathrm{}(\phi iϵ)}+e^{i\frac{\mathrm{\Phi }}{2}}e^{i(\mathrm{}_0+1)\phi }\underset{ϵ0}{lim}{\displaystyle \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}}e^{i\mathrm{}(\phi +iϵ)},`$
where we have introduced the positive parameter $`ϵ`$ to properly define these sums.

Now, the evaluation goes in the standard way. For the first series we have

$`e^{i\frac{\mathrm{\Phi }}{2}}e^{i\mathrm{}_0\phi }\underset{ϵ0}{lim}{\displaystyle \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}}e^{i\mathrm{}(\phi iϵ)}`$ $`=`$ $`\underset{ϵ0}{lim}{\displaystyle \frac{e^{i\frac{\mathrm{\Phi }}{2}}e^{i\mathrm{}_0\phi }}{1e^{i(\phi iϵ)}}}`$ (94)
$`=`$ $`ie^{i\frac{\mathrm{\Phi }}{2}}e^{i(\mathrm{}_0+1)\phi }\left(i\pi \delta [i(1e^{i\phi })]+𝒫\left[{\displaystyle \frac{1}{i(1e^{i\phi })}}\right]\right)`$
$`=`$ $`\pi e^{i\frac{\mathrm{\Phi }}{2}}\delta [\phi ]e^{i\frac{\mathrm{\Phi }}{2}}𝒫\left[{\displaystyle \frac{e^{i(\mathrm{}_0+1)\phi }}{1e^{i\phi }}}\right],`$
where $`𝒫[\mathrm{}]`$ means principal value.

The second series in the RHS of (93) is evaluated in a similar way

$`e^{i\frac{\mathrm{\Phi }}{2}}e^{i(\mathrm{}_0+1)\phi }\underset{ϵ0}{lim}{\displaystyle \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}}e^{i\mathrm{}(\phi +iϵ)}`$ $`=`$ $`\underset{ϵ0}{lim}{\displaystyle \frac{e^{i\frac{\mathrm{\Phi }}{2}}e^{i(\mathrm{}_0+1)\phi }}{1e^{i(\phi +iϵ)}}}`$ (95)
$`=`$ $`ie^{i\frac{\mathrm{\Phi }}{2}}e^{i(\mathrm{}_0+1)\phi }\left(i\pi \delta [i(1e^{i\phi })]+𝒫\left[{\displaystyle \frac{1}{i(1e^{i\phi })}}\right]\right)`$
$`=`$ $`\pi e^{i\frac{\mathrm{\Phi }}{2}}\delta [\phi ]+e^{i\frac{\mathrm{\Phi }}{2}}𝒫\left[{\displaystyle \frac{e^{i(\mathrm{}_0+1)\phi }}{1e^{i\phi }}}\right].`$
Collecting both results one finally obtains

$$\underset{\mathrm{}=\mathrm{}}{\overset{\mathrm{}}{}}e^{i\mathrm{}\phi }e^{i\pi \nu }(1)^{\mathrm{}}=2\pi \mathrm{cos}\left(\frac{\mathrm{\Phi }}{2}\right)\delta [\phi ]+2i\mathrm{sin}\left(\frac{\mathrm{\Phi }}{2}\right)𝒫\left[\frac{e^{i(\mathrm{}_0+1)\phi }}{1e^{i\phi }}\right].$$
(96)