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# Free Lévy Processes on Dual Groups

## 1. Introduction

Lévy processes play a fundamental rôle in probability theory and have many important applications in other areas such as statistics, financial mathematics, functional analysis or mathematical physics, as well.

In quantum probability they first appeared in a model for the laser in \[Wal84\]. This lead to the theory of Lévy processes on involutive bialgebras, cf. \[ASW88, Sch93, FS99\]. The increments of these Lévy processes are independent in the sense of tensor independence, which is a straightforward generalisation of the notion of independence used in classical probability theory. However, in quantum probability there exist also other notions of independence like, e.g., freeness \[VDN92\], see Paragraph 2.2. In order to formulate a general theory of Lévy processes for these independences, the $``$-bialgebras or quantum groups have to be replaced by the dual groups introduced in \[Voi87\], see \[Sch95b, BGS99, Fra01a, Fra01b\].

In this paper we give an introduction to the theory of Lévy processes on dual groups, which avoids most of the algebraic prerequisites. In particular, we will not define dual groups, but only consider two examples, namely tensor and free Lévy processes with additive increments and tensor and free Lévy processes on the dual affine group. Our approach is similar to rewriting the definition of classical Lie group-valued Lévy processes in terms of a coordinate system, see Definitions 3.1, 3.2, 4.1, and 4.3.

Quantum Lévy processes play an important rôle in the theory of continuous measurement, cf. \[Hol01\], and in the theory of dilations, where they describe the evolution of a big system or heat bath, which is coupled to the small system whose evolution one wants to describe.

Additive free Lévy processes where first studied in \[GSS92\], and more recently in \[Bia98, Ans01a, Ans01b, BNT01a, BNT01b\].

## 2. Preliminaries

In this section we introduce the basic notions and definitions that we will use. For more detailed introductions to quantum probability see, e.g., \[Par92, Bia93, Mey95, Hol01\].

### 2.1. Quantum probability

Non-commutative probability or quantum probability is motivated by the statistical interpretation of quantum mechanics where an operator is interpreted as an analog of a random variable. The rôle of the classical probability space is played by a (pre-)Hilbert space $``$ and the measure is replaced by a unit vector $`\mathrm{\Omega }`$ called state vector.

In this paper we will mean by a (real) quantom random variable $`X`$ on $`(,\mathrm{\Omega })`$ a (symmetric) linear operator on the pre-Hilbert space $``$, which has an adjoint, i.e. for which there exists a linear operator $`X^{}`$, such that

$$u,Xv=X^{}u,v$$

for all $`u,v`$. Its law (w.r.t. the state vector $`\mathrm{\Omega }`$) is the functional $`\varphi _X:[x]`$ on the algebra $`[x]`$ of polynomials in one variable defined by

$$\varphi _X(x^k)=\mathrm{\Omega },X^k\mathrm{\Omega },$$

for $`k`$. If $`X`$ is symmetric, then there exists a (possibly non-unique) probability measure $`\mu `$ on $``$ such that

$$\varphi _X(x^k)=_{}x^kd\mu .$$

Let $`X`$ be a classical $``$\- or $``$-valued random variable with finite moments on some probability space $`(M,,P)`$. It becomes a quantum random variable on $`=L^{\mathrm{}}(M,,P)`$, if we let it act on the bounded functions on $`M`$ by multiplication, $`L^{\mathrm{}}(M)fXfL^{\mathrm{}}(M)`$ with $`Xf(m)=X(m)f(m)`$ for $`mM`$. If we take the constant function $`\mathrm{\Omega }(m)=1`$ for all $`mM`$ for the state vector, then we recover the classical distribution of $`X`$, i.e.,

$$\mathrm{\Omega },X^k\mathrm{\Omega }=_MX^kdP=𝔼(X^k),$$

for $`k`$. If $`X`$ is $``$-valued, then it is also real as quantum random variable, i.e. symmetric.

A (real) quantum random vector on $`(,\mathrm{\Omega })`$ is an $`n`$-tuple $`X=(X_1,\mathrm{},X_n)`$ of (real) quantum random variables on $`(,\mathrm{\Omega })`$. Its law is the functional $`\varphi _X:x_1,\mathrm{},x_n`$ on the algebra of non-commutative polynomials $`x_1,\mathrm{},x_n`$ in $`n`$ variables defined by

$$\varphi _X(x_{i_1}^{k_1}\mathrm{}x_{i_r}^{k_r})=\mathrm{\Omega },X_{i_1}^{k_1}\mathrm{}X_{i_r}^{k_r}\mathrm{\Omega },$$

for all $`i_1,\mathrm{},i_r\{1,\mathrm{},n\}`$, $`k_1,\mathrm{},k_r`$.

A (real) operator process is an indexed family $`(X_ı)_{ıI}`$ on $`(,\mathrm{\Omega })`$ of (real) quantum random variables or (real) quantum random vectors on $`(,\mathrm{\Omega })`$. We will call two operator processes $`(X_ı)_{ıI}`$ and $`(Y_ı)_{ıI}`$ equivalent, if they have the same joint moments, i.e. if

$$\mathrm{\Omega },X_{ı_1}^{k_1}\mathrm{}X_{ı_r}^{k_r}\mathrm{\Omega }=\mathrm{\Omega },Y_{ı_1}^{k_1}\mathrm{}Y_{ı_r}^{k_r}\mathrm{\Omega }$$

for all $`ı_1,\mathrm{},ı_rI`$ and all $`k_1,\mathrm{},k_r`$.

### 2.2. Freeness and Independence

Let now $`𝒜_1,\mathrm{},𝒜_k`$ be algebras of adjointable linear operators on some pre-Hilbert space $``$, closed under taking adjoints and containing the identity operator $`\mathrm{𝟏}`$.

###### 2.1 Definition.

$`𝒜_1,\mathrm{},𝒜_k`$ are called tensor independent (w.r.t. to the state vector $`\mathrm{\Omega }`$), if

* for all $`1i,jk`$ and all $`X𝒜_i`$ and $`Y𝒜_j`$, we have

$$[X,Y]:=XYYX=0,$$
* and for all $`X_1𝒜_1,\mathrm{},X_k𝒜_k`$ we have

$$\mathrm{\Omega },X_1\mathrm{}X_k\mathrm{\Omega }=\mathrm{\Omega },X_1\mathrm{\Omega }\mathrm{}\mathrm{\Omega },X_k\mathrm{\Omega }.$$

This definition is the natural analogue of the notion of independence in classical probability to our setting. It is also the one used in quantum physics when one speaks of independent observables. But in quantum probability there exist other, inequivalent notions of independence.

###### 2.2 Definition.

$`𝒜_1,\mathrm{},𝒜_k`$ are called free, if for all $`1i_1,\mathrm{},i_rk`$ with $`i_1i_2\mathrm{}i_r`$ (i.e. neighboring indices are different) and all $`X_1𝒜_{i_1},\mathrm{},X_r𝒜_{i_r}`$ with

$$\mathrm{\Omega },X_1\mathrm{\Omega }=\mathrm{}=\mathrm{\Omega },X_r\mathrm{\Omega }=0,$$

we have

$$\mathrm{\Omega },X_1\mathrm{}X_r\mathrm{\Omega }=0.$$

Quantum random variables or quantum random vectors $`X,Y,Z,\mathrm{}`$ are called tensor independent or free, iff the unital $``$-algebras they generate are tensor independent or free.

###### 2.3 Remark.

These definitions allow to compute arbitrary joint moments of tensor independent or free random variables from their marginal distributions.

For the free case this computation can be done recursively on the order of the moment be expanding

$$0=\phi \left(\left(X_1\phi (X_1)\mathrm{𝟏}\right)\mathrm{}\left(X_r\phi (X_r)\mathrm{𝟏}\right)\right),$$

where we wrote $`\phi ()`$ instead of $`\mathrm{\Omega },\mathrm{\Omega }`$ for the expectation.

Let $`X_1`$ and $`X_2`$ be two free quantum random variables, then one obtains in this way

$$0=\phi \left(\left(X_1\phi (X_1)\mathrm{𝟏}\right)\left(X_2\phi (X_2)\mathrm{𝟏}\right)\right)=\phi (X_1X_2)\phi (X_1)\phi (X_2),$$

and therefore

$$\phi (X_1X_2)=\phi (X_1)\phi (X_2).$$

as for tensor independent quantum random variables or independent classical random variables. But for higher moments the formulas are different, one gets, e.g.,

$$\phi (X_1X_2X_1X_2)=\phi (X_1^2)\phi (X_2)^2+\phi (X_1)^2\phi (X_2^2)\phi (X_1)^2\phi (X_2)^2.$$

This formula can also be used to show that there exist no non-trivial examples of commuting free quantum random variables. If $`X_1`$ and $`X_2`$ commute, then we would get

$$\phi (X_1X_2X_1X_2)=\phi (X_1^2X_2^2)=\phi (X_1^2)\phi (X_2)^2,$$

since $`X_1^2`$ and $`X_2^2`$ are also free. Therefore

$$\phi \left(X_1\phi (X_1)\mathrm{𝟏}\right)\phi \left(X_2\phi (X_2)\mathrm{𝟏}\right)=0,$$

i.e. at least one of the two quantum random variables has a trivial distribution.

###### 2.4 Remark.

Besides tensor independence and freeness there exist other notions of independence that are used in quantum probability. In a series of papers \[Sch95a, Spe97, BGS99, Mur01, Mur02\] it was shown that there exist exactly five “universal” notions of independence satisfying a natural set of axioms. Besides tensor independence and freeness these are boolean, monotone, and anti-monotone independence. In \[Fra01b\] the boolean, monotone, and anti-monotone independence where reduced to tensor independence. If this is also possible for freeness is still an open problem.

## 3. Additive Lévy Processes

###### 3.1 Definition.

An operator process $`(X_t)_{t0}`$ on $`(,\mathrm{\Omega })`$ is called an additive tensor Lévy process (w.r.t. $`\mathrm{\Omega }`$), if the increments

$$X_{st}:=X_tX_s,$$

are

* tensor independent, i.e. the quantum random variables $`X_{s_1t_1},\mathrm{},X_{s_rt_r}`$ are tensor independent for all $`0s_1t_1s_2\mathrm{}s_rt_t`$,
* stationary, i.e. the law of an increment depends only on $`ts`$, and
* weakly continuous, i.e. $`lim_{ts}\mathrm{\Omega },X_{st}^k\mathrm{\Omega }=0`$ for $`k=1,2,\mathrm{}`$.

Replacing tensor independence by another universal notion of independence we can define the corresponding other classes of Lévy processes. E.g., for freeness we get the following definition.

###### 3.2 Definition.

An operator process $`(X_t)_{t0}`$ on $`(,\mathrm{\Omega })`$ is called an additive free Lévy process (w.r.t. $`\mathrm{\Omega }`$), if the increments

$$X_{st}:=X_tX_s,$$

are

* free, i.e. the quantum random variables $`X_{s_1t_1},\mathrm{},X_{s_rt_r}`$ are free for all $`0s_1t_1s_2\mathrm{}s_rt_t`$,

and satisfy conditions (ii) and (iii) of Definition 3.1.

For each of these notions of independence one can define a Fock space and creation, annihilation, and conservation or gauge operators on this Fock space.

For example the (algebraic) free Fock space $`=_\mathrm{F}(\mathrm{h})`$ over a (pre-)Hilbert space $`\mathrm{h}`$ is defined as

$$_\mathrm{F}(\mathrm{h})=\underset{\mathrm{n}=0}{\overset{\mathrm{}}{}}\mathrm{h}^\mathrm{n}$$

where $`\mathrm{h}^0=`$. The vector $`\mathrm{\Omega }=1+0+\mathrm{}`$ is called the vacuum vector. For a vector $`u\mathrm{h}`$ we can define the creation operator $`a^+(u)`$ and the annihilation operator $`a^{}(u)`$ by

$`a^+(u)u_1\mathrm{}u_k`$ $`=`$ $`uu_1\mathrm{}u_k,`$
$`a^{}(u)u_1\mathrm{}u_k`$ $`=`$ $`u,u_1u_2\mathrm{}u_k.`$
These operators are mutually adjoint, on the vacuum vector they act as $`a^+(u)\mathrm{\Omega }=u`$ and $`a^{}(u)\mathrm{\Omega }=0`$.

The conservation operator $`\mathrm{\Lambda }(X)`$ of some linear operator $`X`$ on $`\mathrm{h}`$ is defined by

$$\mathrm{\Lambda }(X)u_1\mathrm{}u_k=(Xu_1)u_2\mathrm{}u_k$$

and $`\mathrm{\Lambda }(X)\mathrm{\Omega }=0`$. It satisfies $`\mathrm{\Lambda }(X)^{}=\mathrm{\Lambda }(X^{})`$.

Glockner, Schürmann, and Speicher have shown that every additive free Lévy process can be realized as a linear combination of these three operators and time.

###### 3.3 Theorem.

\[GSS92\] Let $`(X_t)_{t0}`$ be an additive free Lévy process. Then there exists a pre-Hilbert space $`\mathrm{k}`$, a linear operator $`T`$ on $`\mathrm{k}`$, vectors $`u,v\mathrm{k}`$, and a scalar $`\lambda `$ such that $`(X_t)_{t0}`$ is equivalent to the operator process $`(X_t^{})_{t0}`$ on the free Fock space $`_\mathrm{F}\left(L^2(_+,\mathrm{k})\right)`$ over $`\mathrm{h}=\mathrm{L}^2(_+,\mathrm{k})\mathrm{L}^2(_+)\mathrm{k}`$ defined by

$$X_t^{}=\mathrm{\Lambda }(\chi _{[0,t]}T)+a^+(\chi _{[0,t]}u)+a^{}(\chi _{[0,t]}v)+t\lambda \mathrm{𝟏}$$

for $`t0`$. Furthermore, if we require that $`\mathrm{k}`$ is spanned by $`\{T^ku,T^kv|k=0,1,\mathrm{}\}`$, then $`\mathrm{k}`$, $`T`$, $`u`$, $`v`$, and $`\lambda `$ are unique up to unitary equivalence.

$`(X_t^{})_{t0}`$ is symmetric, if and only if $`T^{}=T`$, $`u=v`$ and $`\lambda `$ in the unique minimal tuple.

###### 3.4 Remark.

Analogous results hold for the other universal independences. For tensor independence see \[Sch91b\], for the boolean \[BG01\], and \[Fra01b\] for the monotone case. Note that in the boolean and in the monotone case the time process has to be modified.

The five independences can also be used to define convolutions for compactly supported measures. Let $`\mu _1`$ and $`\mu _2`$ be two compactly supported probability measures on $``$ and choose two independent real quantum random variables $`X_1`$ and $`X_2`$ on some pre-Hilbert space $``$ such that

$$\mathrm{\Omega },X_i^k\mathrm{\Omega }=_{}x^kd\mu _i$$

for all $`k`$ and $`i=1,2`$ and some unit vector $`\mathrm{\Omega }`$. The operator $`X_1+X_2`$ is again symmetric and bounded, therefore there exists a unique compactly supported probability measure $`\mu `$ such that

$$_{}x^kd\mu =\mathrm{\Omega },(X_1+X_2)^k\mathrm{\Omega }$$

for all $`k`$

It is always possible to construct such a pair and the law of $`X_1+X_2`$ depends only on the laws of $`X_1`$ and $`X_2`$ and the notion of independence that has been chosen.

If $`X_1`$ and $`X_2`$ are tensor independent, then the measure $`\mu `$ obtained in this way is the usual additive convolution of $`\mu _1`$ and $`\mu _2`$. If $`X_1`$ and $`X_2`$ are free, then $`\mu `$ is the free additive convolution of $`\mu _1`$ and $`\mu _2`$.

These convolutions can actually be defined for arbitrary probability measures.

It is possible to show that infinitely divisible measures can be embedded into continuous convolution semigroups in all five cases and that furthermore there exists a Lévy process for every continuous convolution semigroup. This shows that in all five cases the infinitely divisible measures on $``$ (which are characterized by their moments) can be classified by tuples $`(\mathrm{k},\mathrm{T},\mathrm{u},\lambda )`$ consisting of a pre-Hilbert space $`\mathrm{k}`$, a symmetric operator $`T`$ on $`\mathrm{k}`$, a vector $`u\mathrm{k}`$, and a real number $`\lambda `$.

###### 3.5 Corollary.

There exist bijections (up to moment uniqueness) between the five classes of infinitely divisible measures with finite moments.

###### 3.6 Remark.

The bijection between the usual infinitely divisible measures and the freely infinitely divisible measures is known under the name Pata-Bercovici bijection, cf. \[BP99\], it actually extends to all infinitely divisible measures, not just those characterized by their moments, and has many useful properties, cf. \[BNT01a\] and the references therein.

For example, the Bercovici-Pata bijection is a homomorphism between the usual infinitely divisible measures and the freely infinitely divisible measures and their respective convolutions. This is not the case for the bijection between usual infinitely divisible measures and the monotone infinitely divisible measures, because due to the non-commutativity of the monotone convolution this is impossible. For the Lévy-Khintchine formula for the boolean and monotone case, see \[SW97, Mur00\].

###### 3.7 Definition.

Let $`(X_t)_{t0}`$ be a real additive Lévy process for one of the five universal independences.

If there exists a tuple $`(\mathrm{k},\mathrm{T},\mathrm{u},\lambda )`$ for $`(X_t)_{t0}`$ with $`T=0`$, then $`(X_t)_{t0}`$ is called Gaussian.

If there exists a tuple $`(\mathrm{k},\mathrm{T},\mathrm{u},\lambda )`$ for $`(X_t)_{t0}`$ and vector $`\omega \mathrm{k}`$ such that $`u=T\omega `$ and $`\lambda =\omega ,T\omega `$, then $`(X_t)_{t0}`$ is called a compound Poisson process.

If $`(X_t)_{t0}`$ is Gaussian, then the unique minimal tuple associated to it by Theorem 3.3 has the form $`(,0,z,\lambda )`$ and $`(X_t)_{t0}`$ can be realized as a sum of creation, annihilation and time only, with no conservation part.

###### 3.8 Example.

Let $`(X_t)_{t0}`$ be a classical compound Poisson process with Lévy measure $`\mu `$, i.e. with characteric function

$$𝔼\left(e^{iuX_t}\right)=\mathrm{exp}\left(t_{\backslash \{0\}}(e^{iux}1)d\mu (x)\right).$$

We assume that $`\mu `$ has finite moments, then $`(X_t)_{t0}`$ is an additive tensor Lévy process in the sense of Definition 3.1. We can define a tuple $`(\mathrm{k},\mathrm{T},\mathrm{u},\lambda )`$ for $`(X_t)_{t0}`$ by Theorem 3.3 as follows. For the pre-Hilbert space $`\mathrm{k}`$ we take the space of polynomials

$$\mathrm{k}=\mathrm{span}\{\mathrm{x}^\mathrm{k};\mathrm{k}=0,1,2,\mathrm{}\},$$

considered as a subspace of the Hilbert space $`L^2(,\mu )`$, i.e., with the inner product

$$x^k,x^{\mathrm{}}=_{}x^{k+\mathrm{}}d\mu (x),$$

and divided by the the nullspace of this inner product, if $`\mu `$ is finitely supported. The operator $`T`$ is multiplication by $`x`$, i.e., $`Tx^k=x^{k+1}`$, the vector $`u`$ is the function $`f(x)=x`$, and the scalar $`\lambda `$ is the first moment of $`\mu `$, i.e., $`\lambda =_{}xd\mu (x)`$.

Taking for $`\omega `$ the constant function $`1`$, we see that $`(X_t)_{t>0}`$ is also a compound Poisson process in sense of Definition 3.7.

Theorem 3.3 can also be used to give an Itô-Lévy-type decomposition of additive quantum Lévy processes.

###### 3.9 Corollary.

Let $`(X_t)_{t0}`$ be a real additive Lévy process for one of the five universal independences. Then $`(X_t)_{t0}`$ can be realized as a sum of a Gaussian Lévy process $`(X_t^\mathrm{G})_{t0}`$ and a “jump” part $`(X_t^\mathrm{P})_{t0}`$, which can be approximated by (compensated) compound Poisson processes.

###### Proof.

We only briefly outline the proof.

Let $`(\mathrm{k},\mathrm{T},\mathrm{u},\lambda )`$ be a tuple for $`(X_t)_{t0}`$. Since $`T`$ is symmetric, we can decompose the closure of $`\mathrm{k}`$ into a direct sum of the closures of the kernel of $`T`$ and the image of $`T`$. Let $`u=u_0+u_1`$ with $`u_0\overline{\mathrm{ker}T}`$ and $`u_1\overline{\mathrm{im}T}`$.

If $`u_1`$ is actually in the image of $`T`$, then there exists a vector $`\omega \mathrm{k}`$ with $`T\omega =u_1`$ and $`(X_t)_{t0}`$ is equivalent to the sum of the Gaussian Lévy process $`(X_t^\mathrm{G})_{t0}`$ with the tuple $`(,0,u_0,\lambda \omega ,T\omega )`$ and the compound Poisson process $`(X_t^\mathrm{P})_{t0}`$ with the tuple $`(\mathrm{k},\mathrm{T},\mathrm{u}_1,\omega ,\mathrm{T}\omega )`$.

If $`u_1`$ is not in the image of $`T`$, then we take a sequence $`\omega _n\mathrm{k}`$ such that $`limT\omega _n=u_1`$ and define the “jump” part by

$`X_t^\mathrm{P}`$ $`=`$ $`\mathrm{\Lambda }(\chi _{[0,t]}T)+a^+(\chi _{[0,t]}u_1)+a^{}(\chi _{[0,t]}u_1)`$
$`=`$ $`\underset{n\mathrm{}}{lim}\left(\chi _{[0,t]}\mathrm{\Lambda }(T)+a^+\left(\chi _{[0,t]}(T\omega _n)\right)+a^{}\left(\chi _{[0,t]}(T\omega _n)\right)\right),`$
i.e. as the limit of compensated compound Poisson processes. The Gaussian part is then determined by the tuple $`(,0,u_0,\lambda )`$. ∎

###### 3.10 Remark.

Using the spectral representation $`\overline{T}=_{}xdP_x`$ of the closure of $`T`$, the “jump” part can be written as an integral over the “jump” sizes.

However, note that the Itô-Lévy-type decomposition gives a decomposition into a continuous Gaussian part and a jump part only in the tensor case. In the other cases the classical processes that can be associated to the corresponding Gaussian processes do not have continuous paths, see, e.g., \[Bia98\].

Using different methods and not assuming the existence of moments, Barndorff-Nielsen and Thorbjørnson \[BNT01b\] have also obtained an Itô-Lévy decomposition for additive free Lévy processes.

## 4. Lévy Processes on the (Dual) Affine Group

Recall that the affine group can be defined as the group of matrices

$$\mathrm{Aff}=\{\left(\begin{array}{cc}a& b\\ 0& 1\end{array}\right):a>0,b\}.$$

The calculation

$$\left(\begin{array}{cc}a_1& b_1\\ 0& 1\end{array}\right)\left(\begin{array}{cc}a_2& b_2\\ 0& 1\end{array}\right)=\left(\begin{array}{cc}a_1a_2& a_1b_2+b_1\\ 0& 1\end{array}\right)$$

shows that the group multiplication takes the form

$`A(g_1g_2)`$ $`=`$ $`A(g_1)A(g_2),`$
$`B(g_1g_2)`$ $`=`$ $`A(g_1)B(g_2)+B(g_1),`$
for the coordinates $`A,B`$ defined by

$$A\left(\begin{array}{cc}a& b\\ 0& 1\end{array}\right)=a,B\left(\begin{array}{cc}a& b\\ 0& 1\end{array}\right)=b.$$

We define tensor Lévy processes on the dual affine group in term of increments. Since the increments are tensor independent for disjoint time intervals, they commute, and we can write the products in the multiplication formula in any order we like.

###### 4.1 Definition.

An operator process $`\left((A_{st},B_{st})\right)_{0st}`$ on $`(,\mathrm{\Omega })`$ is called a (left) tensor Lévy process on the dual affine group (w.r.t. $`\mathrm{\Omega }`$), if the following four conditions are satisfied.

* (Increment property) For all $`0stu`$,

$`A_{su}`$ $`=`$ $`A_{tu}A_{st},`$
$`B_{su}`$ $`=`$ $`A_{tu}B_{st}+B_{tu}.`$
* (Independence) The increments $`(A_{s_1t_1},B_{s_1t_1}),\mathrm{},(A_{s_rt_r},B_{s_rt_r})`$ are tensor independent for all $`0s_1t_1s_2\mathrm{}s_rt_r`$.
* (Stationarity) The law of $`(A_{st},B_{st})`$ depends only on $`ts`$.
* (Weak continuity) For all $`k_1,\mathrm{},k_r,\mathrm{}_1,\mathrm{},l_r`$, we have

$$\underset{ts}{lim}\mathrm{\Omega },A_{st}^{k_1}B_{st}^\mathrm{}_1\mathrm{}A_{st}^{k_r}B_{st}^\mathrm{}_r\mathrm{\Omega }=\{\begin{array}{ccc}\hfill 1& \text{ if }& \hfill \mathrm{}_1+\mathrm{}\mathrm{}_r=0,\\ \hfill 0& \text{ if }& \hfill \mathrm{}_1+\mathrm{}\mathrm{}_r>0.\end{array}$$

Every Lévy process with values in the semi-group

$$\{\left(\begin{array}{cc}a& b\\ 0& 1\end{array}\right):a,b\}$$

with finite moments gives an example of a tensor Lévy process on the dual affine group in the sense of our definition, since we didn’t impose that the $`A_{st}`$ are strictly positive or invertible.

###### 4.2 Example.

There are also examples in which $`A_{st}`$ and $`B_{st}`$ do not commute and which do not correspond to classical Lévy processes. E.g., the quantum Azéma martingale \[Eme89, Par90, Sch91a\] with paramater $`q`$ defined by the quantum stochastic differential equations

$`\mathrm{d}A_{st}`$ $`=`$ $`A_{st}\mathrm{d}\mathrm{\Lambda }_t(q1),`$
$`\mathrm{d}B_{st}`$ $`=`$ $`B_{st}\mathrm{d}\mathrm{\Lambda }_t(q1)+\mathrm{d}a_t^+(1)+\mathrm{d}a_t^{}(1),`$
on the Bose Fock space $`_\mathrm{T}(L^2(_+)`$, with initial conditions

$`A_{ss}`$ $`=`$ $`\mathrm{id},`$
$`B_{ss}`$ $`=`$ $`0,`$
defines a tensor Lévy process on the dual affine group. For $`q=1`$, we have $`A_{st}=\mathrm{id}`$ for all $`0st`$ and in the vacuum state $`(B_{st})`$ is equivalent to classical Brownian motion. For $`q1`$, $`A_{st}`$ and $`B_{st}`$ do not commute and $`(B_{st})`$ is equivalent to the classical Azéma martingale with parameter $`c=q1`$.

When we want to define free Lévy processes, different orders of the products in the multiplication formula will lead to different classes of Lévy processes. The choice in the definition proposed here is motivated by the fact that if $`B_{st}`$ and $`B_{tu}`$ are symmetric, then $`B_{su}`$ is also symmetric.

###### 4.3 Definition.

An operator process $`\left((a_{st},B_{st})\right)_{0st}`$ on $`(,\mathrm{\Omega })`$ is called a (left) free Lévy process on the dual affine group (w.r.t. $`\mathrm{\Omega }`$), if the conditions

* (Increment property) For all $`0stu`$,

$`a_{su}`$ $`=`$ $`a_{tu}a_{st},`$
$`B_{su}`$ $`=`$ $`a_{tu}B_{st}a_{tu}^{}+B_{st}.`$
* (Independence) The increments $`(a_{s_1t_1},B_{s_1t_1}),\mathrm{},(a_{s_rt_r},B_{s_rt_r})`$ are free for all $`0s_1t_1s_2\mathrm{}s_rt_r`$.

and conditions (iii) and (iv) from the previous definition are satisfied (with $`A_{st}=a_{st}a_{st}^{}`$).

Note that with this definition $`A_{st}=a_{st}a_{st}^{}`$ is automatically positive.

###### 4.4 Example.

Let $`\gamma `$. The operator process $`\left((a_{st},B_{st})\right)_{0st}`$ defined by the quantum stochastic equations

$`\mathrm{d}a_{st}`$ $`=`$ $`\mathrm{d}\mathrm{\Lambda }_t(\gamma 1)a_{st},`$
$`\mathrm{d}B_{st}`$ $`=`$ $`\mathrm{d}\mathrm{\Lambda }_t(\gamma 1)B_{st}+B_{st}\mathrm{d}\mathrm{\Lambda }_t(\overline{\gamma }1)+\mathrm{d}a_t^+(1)+\mathrm{d}a_t^{}(1),`$
on the free Fock space $`_\mathrm{F}(L^2(_+)`$, with initial conditions

$`a_{ss}`$ $`=`$ $`\mathrm{id},`$
$`B_{ss}`$ $`=`$ $`0,`$
defines a free Lévy process on the dual affine group. For $`\gamma =1`$, we get $`a_{st}=\mathrm{id}`$ and $`(B_{st})`$ is equal to the free Brownian motion,

$$B_{st}=a^+(\chi _{[s,t[})+a^{}(\chi _{[s,t[}).$$

For general $`\gamma `$, the process $`(B_{st})`$ can be considered as a free analog of the (quantum) Azéma martingale with parameter $`q=|\gamma |^2`$.


text:
# Universal Transport Properties of Disordered Quantum Wires

## §1. Introduction

In disordered and mesoscopic systems, one of the most important phenomena is the universal behavior which is determined by the symmetries of the Hamiltonian and by the dimensionality of the system. For instance the conductance fluctuation in mesoscopic system is known to be independent of the conductance itself and the shape of the conductor, while it depends on whether or not the magnetic field are added in the system.  Another example is a localization property of disordered system. The scaling theory of Anderson localization indicates that the transition only occur at three dimension regardless of a local Hamiltonian of the system.

The Hamiltonians of disordered system can be classified to ten types by time-reversal symmetry, spin-rotation symmetry and so on which are not spatial. This classification follows from one-to-one correspondence of these Hamiltonians to Riemannian symmetric spaces in mathematical terminology.  For the correspondence to actual physical system, these ten classes can be divided into three classes, standard, chiral and Bogoliubov-de Gennes (B-dG)classes. The standard class corresponds to the system which has a disordered potential. The chiral class is applied to the Dirac particles in a random gauge field and the tight binding model with random nearest-neighbor hopping term. The B-dG class is found out when the system obeys the Bogoliubov-de Gennes equation.  Two dimensional random bond Ising model is also classified to this class.

This classification is believed to be correct regardless of the dimensionality. We, however, concentrate on the quantum wire (quasi-one dimensional system). The quantum wire we consider is illustrated in Fig. 2. Different from one dimensional system, there are several propagating modes $`\psi _n`$,

$$\psi _n^\pm =c_n\varphi _n(y,z)\mathrm{exp}\left(\pm ik_nx\right),\left(1nNd\right),$$
(1.1)
where $`N`$ is the number of different propagating states and $`d`$ is the number of degeneracies. Another feature of a quantum wire is that transport properties change whether or not $`L`$ in Fig. 2 is longer than the localization length, $`\xi `$. If $`L\xi `$ , it behaves like an insulator, while it behaves like a metal if $`L\xi `$.

For mesoscopic systems, the transport quantities can be calculated by use of the transfer matrix as follows. The transfer matrix $``$ that connects left side states with right side states is represented as

$$\left(\begin{array}{c}\stackrel{}{c_\mathrm{R}^+}\\ \stackrel{}{c_\mathrm{R}^{}}\end{array}\right)=\left(\begin{array}{c}\stackrel{}{𝒸_\mathrm{L}^+}\\ \stackrel{}{𝒸_\mathrm{L}^{}}\end{array}\right).$$
(1.6)
Due to the flux conservation of the system, the matrix $``$ belongs to pseudo-unitary group $`𝒰(N,N)`$. Provided that the system satisfies additional symmetries (time reversal, spin rotation, chiral etc.), $``$ belongs to the subgroup of $`𝒰(N,N)`$. These subgroups to which each universality classes belongs and the symmetries satisfied are summarized in Table 1. The transfer matrices can be decomposed to relevant and irrelevant degrees of freedom,

$$_\mathrm{L}=\left(\begin{array}{cc}𝒜& 0\\ 0& \end{array}\right)\left(\begin{array}{cc}\mathrm{cosh}\mathrm{X}& \mathrm{sinh}\mathrm{X}\\ \mathrm{sinh}\mathrm{X}& \mathrm{cosh}\mathrm{X}\end{array}\right)\left(\begin{array}{cc}𝒞& 0\\ 0& 𝒟\end{array}\right),$$
(1.13)
where $`𝒜𝒟`$ are $`N\times N`$ unitary matrices and X is an $`N\times N`$ diagonal matrix with eigenvalues $`x_j\left(1jN\right)`$. The eigenvalues $`x_j`$ are relevant variables while matrix elements of $`𝒜𝒟`$ are irrelevant ones, because transport quantities are expressed in terms of only $`x_j`$. In this paper, we consider the following three quantities.

1. conductance $`G`$ :

$$G=d\underset{n=1}{\overset{N}{}}\frac{1}{\mathrm{cosh}^2x_n},$$
(1.14)
2. shot-noise power $`P_{\text{shot}}`$ :

$$P_{\text{shot}}=d\underset{n=1}{\overset{N}{}}\frac{1}{\mathrm{cosh}^2x_n}\left(1\frac{1}{\mathrm{cosh}^2x_n}\right),$$
(1.15)
3. conductance $`G_{\text{NS}}`$ for a system with a normal-superconducting junction :

$$G_{\text{NS}}=d\underset{n=1}{\overset{N}{}}\frac{1}{\mathrm{cosh}^22x_n}.$$
(1.16)

Equation (1.14) is called the multi-channel Landauer formula and was derived in this form in ref. 8. The shot-noise power means the time fluctuation of the current and eq. (1.15) was first obtained in ref. 9. When the system has a normal metal-superconducting junction, the reflection of particles on this interface becomes anomalous (Andreev reflection), and the Landauer formula is changed to eq. (1.16).  See Fig. 2. Note that this formula is applicable only if the time-reversal symmetry is satisfied. In the case where the time-reversal symmetry is broken, eq. (1.16) is not correct and we do not consider such case in this paper.

The transport quantities we are interested in are statistical quantities which can be written in terms of correlation functions obtained from the probability distribution $`P\left(x\right)P(x_1,\mathrm{}x_N)`$ over impurity configurations. In general one represents a transport quantity $`A`$ as

$$Ad\underset{n=1}{\overset{N}{}}f\left(x_n\right).$$
(1.17)
Then the average $`A`$ and the variance $`\mathrm{VarA}`$ for impurity configurations are given by

$`A`$ $`=d{\displaystyle dxf\left(x\right)K_1\left(x\right)},`$ (1.18)
$`\text{Var}A`$ $`=A^2A^2`$
$`=d^2{\displaystyle dxdx^{}f\left(x\right)f\left(x^{}\right)K_2(x,x^{})},`$ (1.19)
where $`K_1`$ and $`K_2`$ are one- and two-point correlation functions respectively,

$`K_1\left(x_1\right)`$ $`=N{\displaystyle \mathrm{}P\left(x\right)dx_2dx_3\mathrm{}dx_N},`$ (1.20)
$`K_2(x_1,x_2)`$ $`=N\left(N1\right){\displaystyle \mathrm{}P\left(x\right)dx_3dx_4\mathrm{}dx_N}.`$ (1.21)
We expand $`K_1`$ and $`K_2`$ by $`\frac{1}{N}`$. The term of $`\left(\frac{1}{N}\right)^0`$ represents the universal behavior. In $`K_2`$, we see that the first term in the expression is of the order $`\left(\frac{1}{N}\right)^0`$. Thus the fluctuation of the transport quantity is universal. On the other hand, in $`K_1`$ the first term is $`\left(\frac{1}{N}\right)^1`$ and the second is $`\left(\frac{1}{N}\right)^0`$. The first term can be interpreted as the average in which propagating modes are regarded as classical particles, while the second exhibits the quantum correction.

We shall obtain the universal terms of $`K_1`$ and $`K_2`$ for all ten universality classes with respect to a quantum wire. Our main results are eq.(3.17), eq.(3.26), eq.(3.36) and eq.(3.40). Those universal terms have already been obtained for standard class but not for chiral and B-dG classes. The purpose of this paper is to clarify how the difference of universality classes influences the universal behavior of transport properties.

The form of $`P\left(x\right)`$ depends on the dimensionality of the system. In a quantum dot (zero dimensional system) this becomes the ensemble of the random matrix theory(RMT),

$`P\left(x\right)={\displaystyle \underset{i<j}{}}\left|x_ix_j\right|^\beta \mathrm{exp}\left({\displaystyle \underset{i=1}{\overset{N}{}}}W\left(x_i\right)\right).`$ (1.22)
In RMT, $`n`$ -point correlation functions ($`n2`$) are independent of $`W\left(x\right)`$ in case that $`N`$ becomes infinity. And they can be evaluated exactly.  In a quantum wire, the probability distribution is known to satisfy the following scaling equation called DMPK equation. This was first obtained in standard classes.  Recently these equations for chiral and B-dG classes were obtained,

$$\frac{P(x;s)}{s}=\frac{1}{2\gamma }\underset{j=1}{\overset{N}{}}\frac{}{x_j}J\frac{}{x_j}J^1P(x;s),s=\frac{L}{\mathrm{}},$$
(1.23)
where $`\mathrm{}`$ is the mean free path, and $`J`$ and $`\gamma `$ depend on universality classes :

* Standard and B-dG classes

$$J=\underset{j=1}{\overset{N}{}}\mathrm{sinh}^\kappa \left(2x_j\right)\underset{j>k}{}\mathrm{sinh}^\beta \left(x_jx_k\right)\mathrm{sinh}^\beta \left(x_j+x_k\right),$$
(1.24)
$$\gamma =\beta N+1+\kappa \beta ,$$
(1.25)
$$0x_j\mathrm{}.$$
(1.26)
* chiral class

$$J=\underset{j>k}{}\mathrm{sinh}^\beta \left(x_jx_k\right),$$
(1.27)
$$\gamma =\frac{1}{2}\left(\beta \left(N1\right)+2\right),$$
(1.28)
$$\mathrm{}x_j\mathrm{}.$$
(1.29)

The value of $`\beta `$ and $`\kappa `$ are listed in Table 1. Note that the domains of $`x_j`$ are different for chiral and other classes. This is because in chiral class the value of $`x_j`$ is determined when the transfer matrix is fixed, but in other classes the sign of $`x_j`$ can not be determined. The sign can be absorbed in the irrelevant part ( $`𝒜𝒟`$ in eq. (1.13)) in standard and B-dG classes fixing the transfer matrix.

We like to make a remark on eq. (1.23). In ref. 23, Brouwer et.al. pointed out that for general chiral class, DMPK equation depends on another parameter in addition to the mean free path. The additional parameter follows from the geometric structure of the transfer matrices.

The DMPK equation has a remarkable structure in mathematical point of view. It can be mapped into imaginary time Schrödinger equation with the Calogero-Sutherland Hamiltonian and is related to the diffusion in the corresponding symmetric space that is the coset between the group to which the transfer matrix belongs and its maximal compact subgroup.  These cosets are described in Table 1

This paper is arranged as follows. In section 2, we examine the asymptotic solutions of DMPK equation in metallic regime. From these asymptotic solutions we calculate the universal parts of one- and two-point correlation functions in section 3. For detail analysis we employ the asymptotic formula by Dyson and Beenakker and the method of functional derivative. In section 4, we discuss the results for chiral and B-dG classes comparing with those for standard class.

## §2. The Asymptotic Solution of DMPK Equation

We investigate the asymptotic solutions of DMPK equations for metallic regime. The initial condition of the solutions for $`s=0`$ is

$$P\left(x;s=0\right)=\underset{i}{\overset{N}{}}\delta \left(x_i\right),$$
(2.1)
due to the fact that when $`s=0`$, a conduction is absolutely ballistic. As we have explained above, in the metallic regime the size of the system, $`L`$, is much longer than the localization length $`\xi `$. In a quasi-one dimensional system, $`\xi `$ can be estimated to be an order $`N\mathrm{}`$. Thus the condition for metallic regime is $`sN`$. We generalize the method of ref.25 to the B-dG and Chiral classes.

To reveal the asymptotic behavior, it is useful to define the “wave function” $`\mathrm{\Psi }`$ as

$$P(x;s)=J^{1/2}\mathrm{\Psi }(x;s).$$
(2.2)
Then we can map the DMPK equation (1.23) onto the (imaginary time) Schrödinger equation,

$$2\gamma \frac{\mathrm{\Psi }(x;s)}{s}=\mathrm{\Psi }(x;s).$$
(2.3)
The explicit form of the “Hamiltonian” is given as follows.

* Standard and B-dG classes

$$\begin{array}{c}\underset{j=1}{\overset{N}{}}\frac{^2}{x_j^2}+\kappa \left(\kappa 2\right)\underset{j=1}{\overset{N}{}}\frac{1}{\mathrm{sinh}^22x_j}\hfill \\ \hfill +\frac{\beta \left(\beta 2\right)}{2}\underset{j<k}{}\left(\frac{1}{\mathrm{sinh}^2\left(x_jx_k\right)}+\frac{1}{\mathrm{sinh}^2\left(x_j+x_k\right)}\right)+\text{const.}\end{array}$$
(2.4)
* chiral class

$$\underset{j=1}{\overset{N}{}}\frac{^2}{x_j^2}+\frac{\beta \left(\beta 2\right)}{2}\underset{j<k}{}\frac{1}{\mathrm{sinh}^2\left(x_jx_k\right)}+\text{const.}$$
(2.5)

These Hamiltonians, (2.4) and (2.5), are called Calogero-Sutherland model (C-S model) of type $`C_N`$ and $`A_N`$ respectively and are known to be integrable.  The C-S model is related to the radial part of the Laplace-Beltrami Operator on the symmetric space, $`𝒪_{}`$

$$=J^{\frac{1}{2}}𝒪_{}J^{\frac{1}{2}}.$$
(2.6)
Thus DMPK equation can be expressed in terms of $`𝒪_{}`$ as

$$\frac{P(x;s)}{s}=\frac{1}{2\gamma }J𝒪_{}J^1P(x;s).$$
(2.7)
The eigenfunction $`\mathrm{\Phi }_k`$ of $`𝒪_{}`$ with eigenvalue $`k^2`$ is known in mathematics as zonal spherical function . Then, the general solution of eq. (2.7) for ballistic initial condition (2.1) is

$$P(x;s)=J\mathrm{exp}\left(\frac{sk^2}{2\gamma }\right)\mathrm{\Phi }_k.$$
(2.8)
Here the summation is taken for all eigenstates. This formula can be regarded as the Fourier transform on symmetric spaces and can be changed as follows,

$$P(x;s)=J\underset{i}{}\mathrm{d}k_i\mathrm{e}^{\frac{s}{2\gamma }_ik_i^2}\mathrm{\Phi }_k\left(x\right)\frac{1}{\left|c\left(k\right)\right|^2}.$$
(2.9)
The Harish-Chandra $`c`$-function, $`c\left(k\right)c(k_1,\mathrm{}k_N)`$, is given by

$$c\left(k\right)=\{\begin{array}{cc}\underset{i<j}{}\frac{\mathrm{\Gamma }\left(\mathrm{i}\frac{k_ik_j}{2}\right)\mathrm{\Gamma }\left(\mathrm{i}\frac{k_i+k_j}{2}\right)}{\mathrm{\Gamma }\left(\frac{\beta }{2}+\mathrm{i}\frac{k_ik_j}{2}\right)\mathrm{\Gamma }\left(\frac{\beta }{2}+\mathrm{i}\frac{k_i+k_j}{2}\right)}\underset{j}{}\frac{\mathrm{\Gamma }\left(\mathrm{i}\frac{k_j}{2}\right)}{\mathrm{\Gamma }\left(\frac{\kappa }{2}+\mathrm{i}\frac{k_j}{2}\right)}\hfill & \text{for standard and B-dG},\hfill \\ \underset{i<j}{}\frac{\mathrm{\Gamma }\left(\mathrm{i}\frac{k_ik_j}{2}\right)}{\mathrm{\Gamma }\left(\frac{\beta }{2}+\mathrm{i}\frac{k_ik_j}{2}\right)}\hfill & \text{for chiral}.\hfill \end{array}$$

In the metallic regime, we can assume $`\left|x\right|0`$ and the momentum $`\left|k\right|0`$. Applying these two conditions, we have

$$\mathrm{\Phi }_k\left(x\right)J^{\frac{1}{2}}\underset{rW}{}c\left(rk\right)\mathrm{exp}\left(i(rk,x)\right)$$
(2.10)
where $`W`$ is Coexter group of the corresponding root system and $`(,)`$ is the inner product, and the asymptotic form for $`\mathrm{\Gamma }`$-function is used ;

$$\frac{\mathrm{\Gamma }\left(\frac{\beta }{2}+iy\right)}{\mathrm{\Gamma }\left(iy\right)}\left|y\right|^{\frac{\beta }{2}}\mathrm{exp}\left(\frac{i\pi \beta }{4}\right)\text{for}\beta \{1,2,4\},y\mathrm{}.$$
(2.11)
Using eq. (2.10) and eq. (2.11) in eq. (2.9), we arrive at the following expressions.

* Standard and B-dG classes

$$P(x;s)\underset{i<j}{}\left|\mathrm{sinh}^2x_j\mathrm{sinh}^2x_i\right|^{\frac{\beta }{2}}\left|x_j^2x_i^2\right|^{\frac{\beta }{2}}\underset{i=1}{\overset{N}{}}\mathrm{exp}\left(\frac{x_i^2\gamma }{2s}\right)\left(x_i\mathrm{sinh}\left(2x_i\right)\right)^{\frac{\kappa }{2}},$$
(2.12)
* Chiral class

$$P(x;s)\underset{i<j}{}\left(x_jx_i\right)^{\frac{\beta }{2}}\mathrm{sinh}^{\frac{\beta }{2}}\left(x_jx_i\right)\underset{i=1}{\overset{N}{}}\mathrm{exp}\left(\frac{x_i^2\gamma }{2s}\right).$$
(2.13)

In both cases the interaction term of $`P\left(x\right)`$ differs from the one for RMT which has a form of $`\left|x_ix_j\right|^\beta `$. It is this difference that changes the transport properties between quantum dot and quantum wire.

## §3. Correlation Function

### 3.1 Asymptotic Formula

For calculating universal terms in $`K_1`$ and $`K_2`$, we use the asymptotic formula given by F.J.Dyson.

For the case that the probability distribution $`P\left(x\right)`$ is the ensembles of RMT,

$`P\left(x\right)`$ $`=\mathrm{exp}\left(\beta W\left(x\right)\right),`$ (3.1)
$`W\left(x\right)`$ $`={\displaystyle \underset{i<j}{}}\mathrm{ln}\left|x_jx_i\right|+{\displaystyle \underset{i}{}}V\left(x\right),`$ (3.2)
Dyson derived the following integral equation,

$$dx^{}K_1\left(x^{}\right)\mathrm{ln}\left|xx^{}\right|+\frac{1}{2}\left(1\frac{2}{\beta }\right)\mathrm{ln}K_1\left(x\right)=V\left(x\right)+\mathrm{const}.$$
(3.3)
It is generalized easily for $`W\left(x\right)`$ having a non-logarithmic repulsion term $`\delta u`$,

$`W\left(x\right)`$ $`={\displaystyle \underset{i<j}{}}u(x_j,x_i)+{\displaystyle \underset{i}{}}V\left(x\right),`$ (3.4)
$`u(x,x^{})`$ $`=\mathrm{ln}\left|xx^{}\right|+\delta u.`$ (3.5)
The generalization of eq. (3.3) to the non-logarithmic repulsion is

$$dx^{}K_1\left(x^{}\right)u(x,x^{})+\frac{1}{2}\left(1\frac{2}{\beta }\right)\mathrm{ln}K_1\left(x\right)+\frac{1}{2}\delta u(x,x)=V\left(x\right)+\mathrm{const}.,$$
(3.6)
where we assume that $`\delta u(x,x^{})`$ has a limit value $`\delta u(x,x^{})|_{x^{}x}`$.

### 3.2 One-Point Correlation Function $`K_1`$

#### 3.2.1 Standard and B-dG Classes

In the case of standard and B-dG classes, $`u(x,x^{})`$, $`\delta u(x,x^{})`$ and $`V\left(x\right)`$ are due to eq. (2.12),

$`u(x,x^{})`$ $`={\displaystyle \frac{1}{2}}\mathrm{ln}\left[\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)\right]{\displaystyle \frac{1}{2}}\mathrm{ln}\left[\left(x+x^{}\right)\mathrm{sinh}\left(x+x^{}\right)\right],`$ (3.7)
$`\delta u(x,x^{})`$ $`={\displaystyle \frac{1}{2}}\mathrm{ln}\left[\left(xx^{}\right)^1\mathrm{sinh}\left(xx^{}\right){\displaystyle \frac{1}{2}}\right]\mathrm{ln}\left[\left(x+x^{}\right)\mathrm{sinh}\left(x+x^{}\right)\right],`$ (3.8)
$`\delta u(x,x)`$ $`={\displaystyle \frac{1}{2}}\mathrm{ln}\left[\left(2x\right)\mathrm{sinh}\left(2x\right)\right],`$ (3.9)
$`V\left(x\right)`$ $`={\displaystyle \frac{1}{2s}}\left(N1+{\displaystyle \frac{1+\kappa }{\beta }}\right)x^2{\displaystyle \frac{\kappa }{2\beta }}\mathrm{ln}\left|2x\mathrm{sinh}2x\right|.`$ (3.10)
Substituting them into eq. (3.6), we find

$$_0^{\mathrm{}}dx^{}K_1\left(x^{}\right)\left(\frac{1}{2}\mathrm{ln}\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)\frac{1}{2}\mathrm{ln}\left(x+x^{}\right)\mathrm{sinh}\left(x+x^{}\right)\right)$$

$$+\frac{1}{2}\left(1\frac{2}{\beta }\right)\mathrm{ln}K_1=\frac{1}{2s}\left(N1+\frac{1+\kappa }{\beta }\right)x^2+\frac{\beta 2\kappa }{2\beta }\mathrm{ln}\left|2x\mathrm{sinh}2x\right|+\text{const.}.$$
(3.11)
We expand $`K_1\left(x\right)`$ by $`N`$,

$`K_1=K_{1,N}+K_{1,0}+\mathrm{},`$ (3.12)
where $`K_{1,N}`$ is a function of the order $`N`$ and $`K_{1,0}`$ is of the order $`N^0`$. The equation satisfied by $`K_{1,N}`$ is due to eq. (3.2.1),

$$_0^{\mathrm{}}dx^{}K_{1,N}\left(x^{}\right)\left(\frac{1}{2}\mathrm{ln}\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)\frac{1}{2}\mathrm{ln}\left(x+x^{}\right)\mathrm{sinh}\left(x+x^{}\right)\right)$$

$$=\frac{N}{2s}x^2+\mathrm{const}..$$
(3.13)
The solution of this integral equation in metallic regime $`s1,sx`$ is

$$K_{1,N}\left(x\right)=\frac{N}{s}\mathrm{\Theta }\left(sx\right)=\frac{NL}{l}\mathrm{\Theta }\left(sx\right),$$
(3.14)
where $`\mathrm{\Theta }\left(x\right)`$ is the step function defined by

$$\mathrm{\Theta }\left(x\right)=\{\begin{array}{cc}1\hfill & \text{for}x0\hfill \\ 0\hfill & \text{for}x<0.\hfill \end{array}$$
(3.15)
Since $`K_{1,N}`$ is proportional to the length $`L`$ of the system and the number $`N`$ of the modes, we may interpret it as the one-point function where the modes are regarded to be the classical particles. Averaging the conductance (1.14) with respect to eq. (3.14), we see that it agrees with the Ohm’s law.

The equation satisfied by $`K_{1,0}`$ is

$$_{\mathrm{}}^{\mathrm{}}dx^{}K_{1,0}\left(x^{}\right)\mathrm{ln}\left|\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)\right|=\frac{\beta 2\kappa }{2\beta }\mathrm{ln}\left|2x\mathrm{sinh}2x\right|.$$
(3.16)
Here, the term $`\frac{x^2}{s}`$ is neglected because $`sx`$, and the term $`\mathrm{ln}K_{1,N}`$ is absorbed to the constant term. We change the range of integration requiring $`K_{1,0}\left(x\right)=K_{1,0}\left(x\right)`$. This integral equation can be solved readily by the Fourier expansion. The solution of eq. (3.16) is

$$K_{1,0}\left(x\right)=\frac{\beta 2\kappa }{\beta }\left(\frac{1}{4}\delta \left(x0^+\right)+\frac{1}{4x^2+\pi ^2}\right)$$
(3.17)
#### 3.2.2 Chiral Class

According to eq. (2.13), $`u(x,x^{}),\delta u(x,x^{})`$ and $`V\left(x\right)`$ are respectively given by

$`u(x,x^{})`$ $`={\displaystyle \frac{1}{2}}\mathrm{ln}\left|\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)\right|,`$ (3.18)
$`\delta u(x,x^{})`$ $`={\displaystyle \frac{1}{2}}\mathrm{ln}\left|\left(xx^{}\right)^1\mathrm{sinh}\left(xx^{}\right)\right|,`$ (3.19)
$`\delta u(x,x)`$ $`=0`$ (3.20)
$`V\left(x\right)`$ $`={\displaystyle \frac{1}{4s}}\left(N1+{\displaystyle \frac{2}{\beta }}\right)x^2.`$ (3.21)
Substituting them into eq. (3.6), we find

$$\frac{1}{2}_{\mathrm{}}^{\mathrm{}}dx^{}K_1\left(x^{}\right)\mathrm{ln}\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)=\frac{1}{4s}\left(N1+\frac{2}{\beta }\right)x^2+\text{const.}.$$
(3.22)
Expanding $`K_1`$ by $`N`$, we have the equation for $`K_{1,N}`$,

$$\frac{1}{2}_{\mathrm{}}^{\mathrm{}}dx^{}K_{1,N}\left(x^{}\right)\mathrm{ln}\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)=\frac{N}{4s}x^2+\mathrm{const}..$$
(3.23)
The solution of $`K_{1,N}`$ in the metallic regime is given by

$$K_{1,N}\left(x\right)=\frac{N}{2s}\mathrm{\Theta }\left(s\left|x\right|\right).$$
(3.24)
The equation for $`K_{1,0}`$ is

$$_{\mathrm{}}^{\mathrm{}}dx^{}K_{1,0}\left(x^{}\right)\mathrm{ln}\left|\left(xx^{}\right)\mathrm{sinh}\left(xx^{}\right)\right|=0,$$
(3.25)
and simply the solution is

$$K_{1,0}\left(x^{}\right)=0.$$
(3.26)
### 3.3 Two-Point Correlation Function $`K_2`$

#### 3.3.1 Standard and B-dG Classes

The two-point correlation function $`K_2`$ is related to the one-point function $`K_1`$ through the functional derivative,

$$K_2(x,x^{})=\frac{1}{\beta }\frac{\delta K_1\left(x\right)}{\delta V\left(x^{}\right)},$$
(3.27)
or, the integral equation,

$$\delta K_1\left(x\right)=_0^{\mathrm{}}dx^{}\beta K_2(x,x^{})\delta V\left(x^{}\right).$$
(3.28)
Due to eq. (3.6), the integral equation for $`\delta K_{1,N}\left(x\right)`$ is

$$_0^{\mathrm{}}dx^{}\delta K_{1,N}\left(x^{}\right)u(x,x^{})=\delta V\left(x\right)+\mathrm{const}..$$
(3.29)
Here the constant term should be zero so as to fulfill the conservation of the probability,

$$_0^{\mathrm{}}dx\delta K_{1,N}\left(x\right)=0.$$
(3.30)
Substituting eq. (3.7) into eq. (3.29), we have

$$_{\mathrm{}}^{\mathrm{}}dx^{}\delta K_{1,N}\left(x^{}\right)𝒰\left(xx^{}\right)=2\delta V\left(x\right),$$
(3.31)
where

$$𝒰\left(x\right)=\mathrm{ln}\left|2x\mathrm{sinh}\left(x\right)\right|.$$
(3.32)
This integral equation can be solved by convolution. The result is

$`\delta K_{1,N}`$ $`={\displaystyle _0^{\mathrm{}}}dx^{}\beta \left(𝒦\left(xx^{}\right)+𝒦\left(x+x^{}\right)\right)\delta V\left(x^{}\right),`$ (3.33)
$`𝒦\left(x\right)`$ $`={\displaystyle \frac{2}{\beta \pi }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{cos}kx}{𝒰\left(k\right)}},`$ (3.34)
where $`𝒰\left(k\right)`$ is the Fourier transformation of $`𝒰\left(x\right)`$,

$$𝒰\left(k\right)=\frac{\pi }{\left|k\right|}\left(1+\mathrm{coth}\left(\frac{1}{2}\pi \left|k\right|\right)\right).$$
(3.35)
Thus, from eq. (3.28) and eq. (3.33), the two-point correlation function for standard and B-dG classes is

$$K_2(x,x^{})=𝒦\left(xx^{}\right)+𝒦\left(x+x^{}\right).$$
(3.36)
#### 3.3.2 Chiral Class

In chiral classes, the equations corresponding to eq. (3.28) and eq. (3.29) are respectively

$`\delta K_1\left(x\right)={\displaystyle _{\mathrm{}}^{\mathrm{}}}dx^{}K_2(x,x^{})\delta V\left(x^{}\right),`$ (3.37)
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}dx^{}\delta K_{1,N}\left(x^{}\right)u(x,x^{})=\delta V\left(x\right)+\mathrm{const}..`$ (3.38)
Substitution of eq. (3.18) into eq. (3.38) gives

$$_{\mathrm{}}^{\mathrm{}}dx^{}\delta K_{1,N}\left(x^{}\right)𝒰\left(xx^{}\right)=2\delta V\left(x\right)+\mathrm{const}..$$
(3.39)
This integral equation is the same as eq. (3.31) for standard and B-dG classes. Therefore, the two-point function $`K_2`$ for chiral class is due to eq. (3.28),

$$K_2(x,x^{})=𝒦\left(xx^{}\right).$$
(3.40)
### 3.4 Conductance

We have calculated the asymptotic solution of DMPK equation in the metallic regime and then obtained the universal terms of one- and two- point correlation functions $`K_1\left(x\right)`$ and $`K_2(x,x^{})`$ respectively for all ten universality classes. The results are eq.(3.17), eq.(3.26), eq.(3.36) and eq.(3.40).

Using these results, we can calculate the average and variance of arbitrary transport quantity $`A`$ (eq. (1.17));

* standard and B-dG classes

$`{\displaystyle \frac{A_{sB}^0}{d}}`$ $`={\displaystyle \frac{\beta 2\kappa }{\beta }}\left({\displaystyle \frac{f\left(0\right)}{4}}+{\displaystyle _0^{\mathrm{}}}dx{\displaystyle \frac{f\left(x\right)}{4x^2+\pi ^2}}\right),`$ (3.41)
$`{\displaystyle \frac{\mathrm{Var}A_{sB}}{d^2}}`$ $`={\displaystyle \frac{1}{\beta \pi ^2}}{\displaystyle _0^{\mathrm{}}}dk{\displaystyle \frac{k\left|f\left(k\right)\right|^2}{1+\mathrm{cot}\left(\frac{1}{2}\pi k\right)}},`$ (3.42)
where

$$f\left(k\right)=2_0^{\mathrm{}}dxf\left(x\right)\mathrm{cos}kx.$$
(3.43)
* chiral class

$`{\displaystyle \frac{A_{ch}^0}{d}}`$ $`=0,`$ (3.44)
$`{\displaystyle \frac{\mathrm{Var}A_{ch}}{d^2}}`$ $`={\displaystyle \frac{2}{\beta \pi ^2}}{\displaystyle _0^{\mathrm{}}}dk{\displaystyle \frac{k}{1+\mathrm{cot}\left(\frac{1}{2}\pi k\right)}}\left(f_{}^{}{}_{}{}^{2}\left(k\right)+f_{}^{\prime \prime }{}_{}{}^{2}\left(k\right)\right),`$ (3.45)
where

$`f^{}\left(k\right)`$ $`={\displaystyle _{\mathrm{}}^{\mathrm{}}}dxf\left(x\right)\mathrm{cos}kx,`$ (3.46)
$`f^{\prime \prime }\left(k\right)`$ $`={\displaystyle _{\mathrm{}}^{\mathrm{}}}dxf\left(x\right)\mathrm{sin}kx.`$ (3.47)

Into the above formulae we substitute $`f\left(x\right)`$ corresponding to the conductance $`G`$, the shot-noise power $`P_{\mathrm{shot}}`$ and the conductance for the system having normal-superconducting junction $`G_{\mathrm{NS}}`$ which are given by eqs. (1.14) – (1.16). The universal values of the average and variance for each universality class are summarized in Table 2.

It is noted in Table 2 that in standard and B-dG classes, the universal values of the variances do not depend on $`\kappa `$, which characterizes the B-dG class. This is because in the asymptotic solution (2.12), the constant $`\kappa `$ appears not in the Jastrow type function $`\left|\mathrm{sinh}^2x_i\mathrm{sinh}^2x_j\right|`$ but in one-body potential of $`x_i\mathrm{sinh}2x_i`$. Considering this fact with eq. (3.28) and eq. (3.31), we can easily find out the independence of $`\kappa `$.

We also notice that the variances for chiral class are twice as large as those for standard and B-dG classes. This comes from the fact that $`f\left(x\right)`$’s in eqs. (1.14)– (1.16) are all even function. Therefore, we have

$$\frac{\mathrm{Var}A_{\text{ch}}}{d^2}=2\frac{\mathrm{Var}A_{\text{sB}}}{d^2},$$
(3.48)
due to $`f\left(k\right)=f^{}\left(k\right)`$ and $`f^{\prime \prime }\left(k\right)=0`$.

## §4. Conclusion

We summarize the universal transport properties of disordered quantum wire which have been shown in this paper. These results agree with the known results by use of moment expansion method for conductance and shot-noise power  and exact solutions of DMPK equations for some classes . Furthermore, we have obtained the universal terms of transport quantities for general transport quantities, eq. (1.17) and for all ten universality classes. Those results are new and have not been reported.

The following properties are interesting and should be observed in experiments:

1. The universal terms of averages of the transport quantities vanish in chiral classes due to eq. (3.26) while in standard and B-dG classes they depend on the parameters $`\beta `$ and $`\kappa `$ in the form of $`\frac{\beta 2\kappa }{\beta }`$.
2. The variances of transport quantities are universal. In B-dG classes, however, the dependence on $`\kappa `$ which characterizes the B-dG classes does not appear in them.
3. In chiral class, the variances are exactly twice as those in the standard class.

Acknowledgment

One of the authors(T.I.) thanks Dr. K. Hikami for valuable suggestions and helpful comments.