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# 1 Introduction

## 1 Introduction

An ensemble of $`N\times N`$ random matrices $`X`$ with joint probability density of the matrix elements proportional to

$$\mathrm{exp}\left(\underset{j=1}{\overset{\mathrm{}}{}}a_j\mathrm{Tr}\left(X^j\right)\right)=:\underset{j=1}{\overset{N}{}}g\left(x_j\right),$$
(1.1)
$`x_j`$ denoting the eigenvalues, is invariant under similarity transforms $`XA^1XA`$. In particular, if $`X`$ is an Hermitian matrix with real, complex and quaternion real elements, labelled by the parameter $`\beta `$ taking the values $`\beta =1,2`$ and 4 respectively, then the subgroups of unitary matrices which conserve this feature of $`X`$ under similarity transformations are the orthogonal ($`\beta =1`$), unitary ($`\beta =2`$) and unitary symplectic matrices ($`\beta =4`$). For this reason the ensemble is said to have an orthogonal ($`\beta =1`$), unitary ($`\beta =2`$) or symplectic symmetry ($`\beta =4`$). The eigenvalue probability density function (PDF) for these ensembles has the explicit form

$$\frac{1}{C}\underset{j=1}{\overset{N}{}}g\left(x_j\right)\underset{1j<kN}{}\left|x_kx_j\right|^\beta ,$$
(1.2)
The function $`g\left(x\right)`$ in (1.1) and (1.2) is referred to as a weight function. In the cases $`\beta =1`$ and $`\beta =2`$ the weight functions

$$g\left(x\right)=g_1\left(x\right)=\{\begin{array}{cc}e^{x^2/2},\hfill & \mathrm{Gaussian}\hfill \\ x^{\left(a1\right)/2}e^{x/2}\left(x>0\right),\hfill & \mathrm{Laguerre}\hfill \\ \left(1x\right)^{\left(a1\right)/2}\left(1+x\right)^{\left(b1\right)/2}\left(1<x<1\right),\hfill & \mathrm{Jacobi}\hfill \\ \left(1+x^2\right)^{\left(\alpha +1\right)/2},\hfill & \mathrm{Cauchy}\hfill \end{array}$$
(1.3)
and

$$g\left(x\right)=g_2\left(x\right)=\{\begin{array}{cc}e^{x^2},\hfill & \mathrm{Gaussian}\hfill \\ x^ae^x\left(x>0\right),\hfill & \mathrm{Laguerre}\hfill \\ \left(1x\right)^a\left(1+x\right)^b\left(1<x<1\right),\hfill & \mathrm{Jacobi}\hfill \\ \left(1+x^2\right)^\alpha ,\hfill & \mathrm{Cauchy}\hfill \end{array}$$
(1.4)
are said to define classical matrix ensembles with an orthogonal and unitary symmetry respectively, or simply classical orthogonal and unitary ensembles (a similar definition applies in the symplectic case — see e.g. ). We recall (see e.g. the introduction of ) that the Cauchy ensemble includes as a special case the PDF

$$\frac{1}{C}\underset{1j<kN}{}\left|e^{i\theta _k}e^{i\theta _j}\right|^\beta ,$$
(1.5)
which specifies the Dyson circular ensembles. The two ensembles are related by the stereographic projection

$$e^{i\theta _j}=\frac{1ix_j}{1+ix_j}.$$
(1.6)
In particular, changing variables in (1.5) according to (1.6) gives a PDF of the form (1.2) with $`g\left(x\right)`$ a Cauchy weight function, which in the cases $`\beta =1`$ and 2 is specified by (1.3) and (1.4) with $`\alpha =N`$.

Our interest is in a special property of the probability $`E_\beta (0;I;g\left(x\right);N)`$ of having no eigenvalues in the interval $`I`$ when the eigenvalue PDF is specified by (1.2) in the case that $`g\left(x\right)`$ is classical. The probability is specified as a multiple integral by

$$E_\beta (0;I;g\left(x\right);N)=\frac{1}{C}\underset{j=1}{\overset{N}{}}_{I_0\backslash I}𝑑x_jg\left(x_j\right)\underset{1j<kN}{}\left|x_kx_j\right|^\beta ,$$
(1.7)
where $`I_0`$ is the interval of support of $`g\left(x\right)`$. The special property is that for $`g\left(x\right)`$ classical $`E_\beta `$ admits Painlevé transcendent evaluations for certain $`I`$ (the evaluations are in some cases restricted also to certain scaled limits). We will focus on a structural aspect of these formulas, by showing that in the orthogonal case all known Painlevé transcendent evaluations can be identified as $`\tau `$-functions for Hamiltonians associated with the Painlevé functions, and in the symplectic case as the mean of two $`\tau `$-functions.

Our work builds on the recently emphasized  fact that all gap probabilities for classical unitary ensembles that have been characterized as the solution of a single differential equation, are in fact $`\tau `$-functions for certain Painlevé systems. Such characterizations of the gap probability for classical unitary matrix ensembles are known when the gap consists of a single interval including an end-point of the support , or a double interval symmetrically placed about the origin again including the end-points of the support or the origin (applicable to even weight functions only) . In the special case of the gap probability for scaled, infinite GUE matrices in the bulk, the identification as a $`\tau `$-function for a Painlevé system was made by Okamoto and quoted in the original paper of Jimbo et al. \[20, pg. 152\] deriving the Painlevé evaluation. For the more general problem of characterizing the gap probabilities in the case of multiple excluded intervals, the fact that the probability is the $`\tau `$-function for certain integrable systems associated with monodromy preserving deformations of linear differential equations with rational coefficients was a main theme of , and then generalized to a more general setting (but not the most general case of interest in random matrix theory) by Palmer . Harnad and Its  have recently discussed the work of Palmer from a Riemann-Hilbert problem perspective. Identifications of the gap probabilities in the case of multiple excluded intervals as $`\tau `$-functions in the Sato theory is a theme of the work of Adler, van Moerbeke and collaborators (see e.g. ).

The situation with the exact evaluation of gap probabilities for matrix ensembles with an orthogonal symmetry is immediately different due to the restricted number of evaluations in terms of Painlevé transcendents presently known . In the orthogonal case, the exact evaluations can be catalogued into two distinct mathematical structures — the finite $`N`$ ensembles and their scaling limit for which the $`\tau `$-function identification is immediate, and the infinite Gaussian and Laguerre ensembles scaled at the soft and hard edges respectively in which the known Painlevé transcendent evaluations reduce to a $`\tau `$-function after some calculation. In the symplectic case all known exact evaluations result from a formula relating the gap probability in the symplectic case to that in the orthogonal and unitary cases. Further special features of the exact evaluations in the orthogonal and unitary cases then allows the exact evaluations in the symplectic case to be identified as the mean of two $`\tau `$-functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition.

## 2 Orthogonal matrix ensembles

### 2.1 Finite $`N`$ ensembles

It has been shown in  that for the classical weights (1.3), having the additional property of being even (which is the case for the Gaussian, symmetric Jacobi $`\left(a=b\right)`$ and Cauchy weights),

$$E_1(0;(s,s);g_1\left(x\right);N)=E_2(0;(0,s^2);x^{1/2}g_2\left(x^{1/2}\right);N/2)$$
(2.1)
where on the RHS $`x>0`$, and it is assumed $`N`$ is even. Now a unitary ensemble with weight $`x^{1/2}g_2\left(x^{1/2}\right)`$, in which $`g_2\left(x\right)`$ is an even classical weight, is equal to another unitary ensemble with a classical weight, after a suitable change of variables as detailed in Table 1. Hence it follows that

$$\begin{array}{c}E_2(0;(0,s^2);x^{1/2}g_2\left(x^{1/2}\right);N/2)\hfill \\ \hfill =\{\begin{array}{cc}E_2(0;(0,s^2);x^{1/2}e^x;N/2),\hfill & \text{Gaussian}\hfill \\ E_2(0;(1,2s^21);\left(1+x\right)^{1/2}\left(1x\right)^a;N/2),\hfill & \text{symmetric Jacobi}\hfill \\ E_2(0;(1,\left(s^21\right)/\left(s^2+1\right));\left(1+x\right)^{1/2}\left(1x\right)^{\alpha N+1/2};N/2),\hfill & \text{Cauchy}\hfill \end{array}\end{array}$$
(2.2)
This substituted in (2.1) gives $`E_1(0;(s,s);g_1\left(x\right);N)`$ for the even classical orthogonal ensembles in terms of $`E_2`$ for certain classical unitary ensembles. The latter furthermore have the gap free interval including an end-point of the support of the weight function. In such a case, we can deduce from the existing literature that $`E_2`$, and consequently $`E_1`$, is a $`\tau `$-function for an appropriate Painlevé system.

Consider first $`E_2(0;(0,s);x^ae^x;N)`$, specifying the probability that there are no eigenvalues in the interval $`(0,s)`$ of the Laguerre unitary ensemble. Following  and  introduce the Hamiltonian $`H_\mathrm{V}`$ associated with the Painlevé V equation by

$$tH_\mathrm{V}=q\left(q1\right)^2p^2\left\{\left(v_2v_1\right)\left(q1\right)^22\left(v_1+v_2\right)q\left(q1\right)+tq\right\}p+\left(v_3v_1\right)\left(v_4v_1\right)\left(q1\right)$$
(2.3)
where the parameters $`v_1,\mathrm{},v_4`$ are constrained by

$$v_1+v_2+v_3+v_4=0.$$
(2.4)
The relationship of (2.3) to $`\mathrm{P}_\mathrm{V}`$can be seen by eliminating $`p`$ in the Hamilton equations

$$q^{}=\frac{H}{p},p^{}=\frac{H}{q}.$$
(2.5)
One finds that $`q`$ satisfies the equation

$$y^{\prime \prime }=\left(\frac{1}{2y}+\frac{1}{y1}\right)\left(y^{}\right)^2\frac{1}{t}y^{}+\frac{\left(y1\right)^2}{t^2}\left(\alpha y+\frac{\beta }{y}\right)+\gamma \frac{y}{t}+\delta \frac{y\left(y+1\right)}{y1}$$
(2.6)
with

$$\alpha =\frac{1}{2}\left(v_3v_4\right)^2,\beta =\frac{1}{2}\left(v_2v_1\right)^2,\gamma =2v_1+2v_21,\delta =\frac{1}{2}.$$
(2.7)
This is the general $`\mathrm{P}_\mathrm{V}`$equation with $`\delta =\frac{1}{2}`$ (recall that the general $`\mathrm{P}_\mathrm{V}`$equation with $`\delta 0`$ can be reduced to the case with $`\delta =\frac{1}{2}`$ by the mapping $`t\sqrt{2\delta }t`$). Now introduce the auxiliary Hamiltonian

$$\sigma _\mathrm{V}=tH_\mathrm{V}+\left(v_3v_1\right)\left(v_4v_1\right).$$
(2.8)
Of course with $`tH_\mathrm{V}`$ replaced by $`\sigma _\mathrm{V}`$ in (2.5), the Hamilton equations remain unchanged so $`\sigma _\mathrm{V}/t`$ is also a Hamiltonian for the same $`\mathrm{P}_\mathrm{V}`$system. The quantity $`\sigma _\mathrm{V}`$ satisfies the second order, second degree differential equation

$$\left(t\sigma ^{\prime \prime }\right)^2\left[\sigma t\sigma ^{}+2\left(\sigma ^{}\right)^2+\left(\nu _0+\nu _1+\nu _2+\nu _3\right)\sigma ^{}\right]^2+4\left(\nu _0+\sigma ^{}\right)\left(\nu _1+\sigma ^{}\right)\left(\nu _2+\sigma ^{}\right)\left(\nu _3+\sigma ^{}\right)=0,$$
(2.9)
with

$$\nu _0=0,\nu _1=v_2v_1,\nu _2=v_3v_1,\nu _3=v_4v_1$$
(2.10)
(because (2.9) is symmetrical in $`\left\{\nu _k\right\}`$ any permutation of these values is also valid). Conversely, each solution (with $`\sigma ^{\prime \prime }0`$) of (2.9) leads to a solution of the system (2.5) .

The $`\tau `$-function associated with the Hamiltonian $`\sigma _\mathrm{V}/t`$ is specified by

$$\sigma _\mathrm{V}=t\frac{d}{dt}\mathrm{log}\tau _{\sigma _\mathrm{V}}\left(t\right).$$
(2.11)
But from the work of Tracy and Widom  we know that

$$t\frac{d}{dt}\mathrm{log}E_2(0;(0,t);x^ae^x;N)$$
(2.12)
satisfies (2.9) with

$$\nu _0=0,\nu _1=0,\nu _2=N+a,\nu _3=N,$$

subject to the boundary condition

$$\sigma \left(t\right)\underset{t0^+}{}\frac{\mathrm{\Gamma }\left(N+a+1\right)}{\mathrm{\Gamma }\left(N\right)\mathrm{\Gamma }\left(a+1\right)\mathrm{\Gamma }\left(a+2\right)}t^{a+1}.$$

Consequently, after equating (2.11) and (2.12), and normalizing $`\tau _{\sigma _\mathrm{V}}`$ so that $`\tau _{\sigma _\mathrm{V}}\left(0\right)=1`$, we have

$$E_2(0;(0,t);x^ae^x;N)=\tau _{\sigma _\mathrm{V}}\left(t\right)|_{\genfrac{}{}{0pt}{}{\nu _0=0,\nu _1=0}{\nu _2=N+a,\nu _3=N}}.$$
(2.13)
With $`a=1/2`$ we see that this corresponds to the Gaussian case of (2.2). Recalling (2.1) then gives the sought $`\tau `$-function formula for the Gaussian orthogonal ensemble,

$$E_1(0;(s,s);e^{x^2/2};N)=\tau _{\sigma _\mathrm{V}}\left(s^2\right)|_{\genfrac{}{}{0pt}{}{\nu _0=0,\nu _1=0}{\nu _2=N1/2,\nu _3=N}}.$$
(2.14)
Consider next $`E_2(0;(1,s);\left(1x\right)^a\left(1+x\right)^b;N)`$, specifying the probability that there are no eigenvalues in the interval $`(1,s)`$ of the Jacobi unitary ensemble. According to (2.2) this is relevant to both the symmetric Jacobi and Cauchy cases. Introduce the Hamiltonian $`H_{\mathrm{VI}}`$ associated with the Painlevé VI equation by

$$t\left(t1\right)H_{\mathrm{VI}}=q\left(q1\right)\left(qt\right)p^2\left\{\chi _0\left(q1\right)\left(qt\right)+\chi _1q\left(qt\right)+\left(\theta 1\right)q\left(q1\right)\right\}p+\chi \left(qt\right)$$
(2.15)
where

$$\chi =\frac{1}{4}\left(\chi _0+\chi _1+\theta 1\right)^2\frac{1}{4}\chi _{\mathrm{}}^2.$$

Eliminating $`p`$ from the corresponding Hamilton equations (2.5) shows that $`q`$ satisfies the $`\mathrm{P}_{\mathrm{VI}}`$equation

$`y^{\prime \prime }=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{y}}+{\displaystyle \frac{1}{y1}}+{\displaystyle \frac{1}{yt}}\right)\left(y^{}\right)^2\left({\displaystyle \frac{1}{t}}+{\displaystyle \frac{1}{t1}}+{\displaystyle \frac{1}{yt}}\right)y^{}`$
$`+{\displaystyle \frac{y\left(y1\right)\left(yt\right)}{t^2\left(t1\right)^2}}\left(\alpha +\beta {\displaystyle \frac{t}{y^2}}+\gamma {\displaystyle \frac{t1}{\left(y1\right)^2}}+\delta {\displaystyle \frac{t\left(t1\right)}{\left(yt\right)^2}}\right)`$
with

$$\alpha =\frac{1}{2}\chi _{\mathrm{}}^2,\beta =\frac{1}{2}\chi _0^2,\gamma =\frac{1}{2}\chi _1^2,\delta =\frac{1}{2}\left(1\theta ^2\right).$$

Furthermore, the auxiliary Hamiltonian

$$h_{\mathrm{VI}}=t\left(t1\right)H_{\mathrm{VI}}+\left(b_1b_3+b_1b_4+b_3b_4\right)t\frac{1}{2}\underset{1j<k4}{}b_jb_k,$$
(2.16)
where

$$b_1=\frac{1}{2}\left(\chi _0+\chi _1\right),b_2=\frac{1}{2}\left(\chi _0\chi _1\right),b_3=\frac{1}{2}\left(\theta 1+\chi _{\mathrm{}}\right),b_4=\frac{1}{2}\left(\theta 1\chi _{\mathrm{}}\right),$$

satisfies the differential equation

$$h_{\mathrm{VI}}^{}\left(t\left(1t\right)h_{\mathrm{VI}}^{\prime \prime }\right)^2+\left\{h_{\mathrm{VI}}^{}\left[2h_{\mathrm{VI}}\left(2t1\right)h_{\mathrm{VI}}^{}\right]+b_1b_2b_3b_4\right\}^2=\underset{k=1}{\overset{4}{}}\left(h_{\mathrm{VI}}^{}+b_k^2\right)$$
(2.17)
and conversely, each solution of (2.17) such that $`h_{\mathrm{VI}}^{\prime \prime }0`$ leads to a solution of the corresponding Hamilton equations. Now, we know from the work of Haine and Semengue , and Borodin and Deift , that

$$\sigma \left(t\right):=t\left(t1\right)\frac{d}{dt}\mathrm{log}E_2(0;(1,1+2t);\left(1x\right)^a\left(1+x\right)^b;N)b_1b_2t+\frac{1}{2}\left(b_1b_2+b_3b_4\right)$$

with

$$b_1=b_2=N+\frac{a+b}{2},b_3=\frac{a+b}{2},b_4=\frac{ab}{2}$$

satisfies (2.17). Comparing with (2.16) we see that with this choice of parameters

$$t\left(t1\right)\frac{d}{dt}\mathrm{log}E_2(0;(1,1+2t);\left(1x\right)^a\left(1+x\right)^b;N)=h_{\mathrm{VI}}+b_1b_2t\frac{1}{2}\left(b_1b_2+b_3b_4\right).$$
(2.18)
Thus, denoting the RHS of (2.18) by $`\stackrel{~}{h}_{VI}`$, we see from (2.16) that $`\stackrel{~}{h}_{\mathrm{VI}}/t\left(t1\right)`$ is a Hamiltonian for the $`\mathrm{P}_{\mathrm{VI}}`$system, and defining the corresponding $`\tau `$-function by

$$\stackrel{~}{h}_{\mathrm{VI}}=t\left(t1\right)\frac{d}{dt}\mathrm{log}\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left(t\right)$$

we have that

$$E_2(0;(1,1+2t);\left(1x\right)^a\left(1+x\right)^b;N)=\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left(t\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=N+\left(a+b\right)/2}{b_3=\left(a+b\right)/2,b_4=\left(ab\right)/2}}.$$
(2.19)
Recalling (2.2) and (2.1) then gives the sought $`\tau `$-function formulas for the gap probabilities in the Jacobi orthogonal and Cauchy orthogonal ensembles,

$`E_1(0;(s,s);\left(1x^2\right)^{\left(a1\right)/2};N)=`$ $`\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left(s^2\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=N/2+\left(a1/2\right)/2}{b_3=\left(a1/2\right)/2,b_4=\left(a+1/2\right)/2}}`$ (2.20)
$`E_1(0;(s,s);\left(1+x^2\right)^{\left(\alpha +1\right)/2};N)=`$ $`\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left({\displaystyle \frac{s^2}{s^2+1}}\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=\alpha /2}{b_3=\left(\alpha N\right)/2,b_4=\left(\alpha N+1\right)/2}}.`$ (2.21)
### 2.2 Bulk scaling limit

Let us consider now the $`N\mathrm{}`$ bulk scaling limit of an orthogonal ensemble, and the quantity $`E_1^{\mathrm{bulk}}(0;2s)`$ specifying the probability that there are no eigenvalues in an interval of length $`2s`$ with the mean spacing between eigenvalues equal to unity. By an appropriate scaling, each of the probabilities in (2.14), (2.20) and (2.21) tends to $`E_1^{\mathrm{bulk}}(0;2s)`$. For example, in the Gaussian case the required scaling is $`s\pi s/\sqrt{2N}`$ and so

$$E_1^{\mathrm{bulk}}(0;2s)=\underset{N\mathrm{}}{lim}E_1(0;(\frac{\pi s}{\sqrt{2N}},\frac{\pi s}{\sqrt{2N}});e^{x^2/2};N).$$

This scaling applied to (2.14) is known to lead to the result

$$E_1^{\mathrm{bulk}}(0;2s)=\mathrm{exp}\left(_0^{\pi ^2s^2}\sigma _B\left(t\right)|_{a=1/2}\frac{dt}{t}\right)$$
(2.22)
where $`\sigma _B\left(t\right)`$ satisfies the equation

$$\left(t\sigma _B^{\prime \prime }\right)^2+\sigma _B^{}\left(\sigma _Bt\sigma _B^{}\right)\left(4\sigma _B^{}1\right)a^2\left(\sigma _B^{}\right)^2=0$$
(2.23)
subject to the boundary condition

$$\sigma _B\left(t\right)\underset{t0^+}{}\frac{1}{4}t\left[J_a^2\left(\sqrt{t}\right)J_{a+1}\left(\sqrt{t}\right)J_{a1}\left(\sqrt{t}\right)\right]\underset{t0^+}{}\frac{t^{1+a}}{2^{2+2a}\mathrm{\Gamma }\left(1+a\right)\mathrm{\Gamma }\left(2+a\right)}.$$
(2.24)
In fact the expression (2.22) is precisely the $`\tau `$-function for a particular $`\mathrm{P}_{\mathrm{III}}`$system. To see this, following Okamoto , introduce the Hamiltonian

$$tH=q^2p^2\left(q^2+v_1qt\right)p+\frac{1}{2}\left(v_1+v_2\right)q.$$

Substituting this form of $`H`$ in the Hamilton equations (2.5) and eliminating $`p`$ shows that $`y\left(s\right)=q\left(t\right)/s`$, $`t=s^2`$, satisfies the general Painlevé III equation (Painlevé III in the notation of )

$$\frac{d^2y}{ds^2}=\frac{1}{y}\left(\frac{dy}{ds}\right)^2\frac{1}{s}\frac{dy}{ds}+\frac{1}{s}\left(\alpha y^2+\beta \right)+\gamma y^3+\frac{\delta }{y}$$

with

$$\alpha =4v_2,\beta =4\left(v_1+1\right),\gamma =4,\delta =4.$$

It is shown in  that the auxiliary quantity

$$h=tH+\frac{1}{4}v_1^2\frac{1}{2}t$$
(2.25)
satisfies the equation

$$\left(th^{\prime \prime }\right)^2+v_1v_2h^{}\left(4\left(h^{}\right)^21\right)\left(hth^{}\right)\frac{1}{4}\left(v_1^2+v_2^2\right)=0,$$
(2.26)
and conversely all solutions of this equation (assuming $`h^{\prime \prime }0`$) lead to the $`\mathrm{P}_{\mathrm{III}^{}}`$system. It is a simple exercise to verify from the fact that $`h`$ satisfies (2.26), the result that

$$\sigma _{\mathrm{III}^{}}\left(t\right):=\left(tH\right)|_{tt/4}\frac{v_1}{4}\left(v_1v_2\right)+\frac{t}{4}$$
(2.27)
satisfies the equation

$$\left(t\sigma _{\mathrm{III}^{}}^{\prime \prime }\right)^2v_1v_2\left(\sigma _{\mathrm{III}^{}}^{}\right)^2+\sigma _{\mathrm{III}^{}}^{}\left(4\sigma _{\mathrm{III}^{}}^{}1\right)\left(\sigma _{\mathrm{III}^{}}t\sigma _{\mathrm{III}^{}}^{}\right)\frac{1}{4^3}\left(v_1v_2\right)^2=0.$$
(2.28)
We note from (2.27) that $`\sigma _{\mathrm{III}^{}}\left(t\right)/t`$ is a Hamiltonian for the $`\mathrm{P}_{\mathrm{III}^{}}`$system, so we can introduce the corresponding $`\tau `$-function by

$$\sigma _{\mathrm{III}^{}}\left(t\right)=t\frac{d}{dt}\mathrm{log}\tau _{\mathrm{III}^{}}\left(t\right).$$
(2.29)
Now the equation (2.28) with $`v_1=v_2=a`$ is identical to (2.23), so comparison of (2.29) and (2.22) gives the $`\tau `$-function evaluation

$$E_1^{\mathrm{bulk}}(0;2s)=\tau _{\mathrm{III}^{}}\left(\pi ^2s^2\right)|_{v_1=v_2=1/2}.$$
(2.30)
The boundary condition satisfied by $`\sigma _{\mathrm{III}^{}}\left(t\right)`$ is the $`a=1/2`$ case of (2.24),

$$\sigma _{\mathrm{III}^{}}\left(t\right)\underset{t0^+}{}\frac{\sqrt{t}}{2\pi }\left[1+\frac{\mathrm{sin}2\sqrt{t}}{2\sqrt{t}}\right]\underset{t0^+}{}\frac{\sqrt{t}}{\pi }.$$
(2.31)
### 2.3 Cumulative distribution of the largest eigenvalue in the scaled infinite GOE

The GOE has the property that to leading order the support of the spectrum is confined to the interval $`[\sqrt{2N},\sqrt{2N}]`$. It was shown in  that by scaling the eigenvalues

$$\lambda \sqrt{2N}+\frac{\lambda }{\sqrt{2}N^{1/6}},$$
(2.32)
so that the origin is at the right hand edge of the leading support and the eigenvalue positions then measured in units of $`1/\sqrt{2}N^{1/6}`$, the distribution functions describing the eigenvalues in the neighbourhood of this edge (referred to as a soft edge since the density on both sides is non-zero) are well defined.

It was shown by Tracy and Widom  (see  for a simplified derivation) that

$`E_1^{\mathrm{soft}}(0;(s,\mathrm{})):=F_1\left(s\right)`$ $`:=\underset{N\mathrm{}}{lim}E_1(0;(\sqrt{2N}+{\displaystyle \frac{s}{\sqrt{2}N^{1/6}}},\mathrm{});N)`$
$`=e^{\frac{1}{2}_s^{\mathrm{}}\left(ts\right)q^2\left(t\right)𝑑t}e^{\frac{1}{2}_s^{\mathrm{}}q\left(t\right)𝑑t}`$ (2.33)
where $`q\left(t\right)`$ is the solution of the non-linear equation

$$q^{\prime \prime }=tq+2q^3,$$
(2.34)
subject to the boundary condition

$$q\left(t\right)\mathrm{Ai}\left(t\right)\mathrm{as}t\mathrm{},$$
(2.35)
where Ai$`\left(t\right)`$ denotes the Airy function. (Here we have replaced $`q`$ by $`q`$ relative to its use in the original work; this is valid because (2.34) is unchanged by this mapping.) Since the general Painlevé II equation reads

$$q^{\prime \prime }=tq+2q^3+\alpha ,$$
(2.36)
(2.34) is the special case $`\alpha =0`$ of $`\mathrm{P}_{\mathrm{II}}`$. Thus (2.3) represents an explicit evaluation of the gap probability in terms of a Painlevé transcendent. It is the objective of this subsection to show that in fact (2.3) can be identified as a $`\tau `$-function corresponding to the Painlevé II system with $`\alpha =0`$. Consequently its logarithmic derivative satisfies a single nonlinear differential equation.

Now, in the case of the probability analogous to $`F_1\left(s\right)`$ in the infinite, scaled Gaussian unitary ensemble (GUE), the known exact evaluation  allows one to immediately make an identification with a $`\tau `$-function . It is relevant for the purpose of identifying (2.3) to revise the theory underlying this result. Tracy and Widom  have derived the result

$$E_2^{\mathrm{soft}}(0;(s,\mathrm{})):=F_2\left(s\right):=\underset{N\mathrm{}}{lim}E_2(0;(\sqrt{2N}+s/\sqrt{2}N^{1/6},\mathrm{});N)=\mathrm{exp}\left(_s^{\mathrm{}}R\left(t\right)𝑑t\right),$$
(2.37)
where $`R\left(t\right)`$ satisfies the second order second degree differential equation

$$\left(R^{\prime \prime }\right)^2+4R^{}\left(\left(R^{}\right)^2tR^{}+R\right)=0,$$
(2.38)
and have furthermore derived the alternative formula

$$F_2\left(s\right)=e^{_s^{\mathrm{}}\left(ts\right)q^2\left(t\right)𝑑t},$$
(2.39)
where $`q\left(t\right)`$ is the same Painlevé II transcendent as in (2.3).

To see how the evaluation (2.37) relates to a $`\tau `$-function for the Painlevé II system, we recall that in the Hamiltonian formalism of the $`\mathrm{P}_{\mathrm{II}}`$equation , one defines a Hamiltonian $`H_{\mathrm{II}}`$ by

$$H_{\mathrm{II}}=\frac{1}{2}\left(2q^2p+t\right)p\left(\alpha +\frac{1}{2}\right)q.$$
(2.40)
The canonical coordinate $`q`$ and momenta $`p`$ must satisfy the Hamilton equations (2.5). Elimination of the variable $`p`$ between these equations shows that $`q`$ satisfies the Painlevé II equation (2.36). Furthermore the Hamiltonian (2.40), regarded as a function of $`t`$, satisfies the second order second degree differential equation

$$\left(H_{\mathrm{II}}^{\prime \prime }\right)^2+4\left(H_{\mathrm{II}}^{}\right)^3+2H_{\mathrm{II}}^{}\left(tH_{\mathrm{II}}^{}H_{\mathrm{II}}\right)\frac{1}{4}\left(\alpha +\frac{1}{2}\right)^2=0,$$
(2.41)
referred to as the Jimbo-Miwa-Okamoto $`\sigma `$ form for $`\mathrm{P}_{\mathrm{II}}`$. It is also straightforward to show that $`H`$ can be expressed in terms of the Painlevé II transcendent $`q`$ according to

$$H_{\mathrm{II}}=\frac{1}{2}\left(q^{}\right)^2\frac{1}{2}\left(q^2+\frac{1}{2}t\right)^2\left(\alpha +\frac{1}{2}\right)q.$$
(2.42)
Finally, we recall that the $`\tau `$-function associated with the Painlevé II Hamiltonian is defined by

$$H_{\mathrm{II}}=\frac{d}{dt}\mathrm{log}\tau _{\mathrm{II}}.$$
(2.43)
Setting

$$u(t;\alpha +\frac{1}{2})=2^{1/3}H_{\mathrm{II}}\left(2^{1/3}t\right)$$
(2.44)
we see from (2.41) that $`u`$ satisfies the equation

$$\left(u^{\prime \prime }\right)^2+4u^{}\left[\left(u^{}\right)^2tu^{}+u\right]\left(\alpha +\frac{1}{2}\right)^2=0.$$
(2.45)
Comparison of (2.45) with (2.38) shows

$$R\left(t\right)=u(t;0)=2^{1/3}H_{\mathrm{II}}\left(2^{1/3}t\right)|_{\alpha =1/2}.$$
(2.46)
In light of this identification, comparison of (2.37) and (2.43) then shows,

$$F_2\left(s\right)=\tau _{\mathrm{II}}\left(2^{1/3}s\right)|_{\alpha =1/2}.$$
(2.47)
The appropriate boundary condition for this $`\tau `$-function is most simply expressed in terms of $`R\left(t\right)`$,

$$R\left(t\right)\underset{t\mathrm{}}{}\left[\mathrm{Ai}^{}\left(t\right)\right]^2t\left[\mathrm{Ai}\left(t\right)\right]^2.$$
(2.48)
Thus, up to a scale factor, $`F_2\left(s\right)`$ is precisely the $`\tau `$-function associated with the Hamiltonian (2.40) for the Painlevé II system with $`\alpha =1/2`$. A curious feature of (2.46), which follows from (2.42), is that $`R\left(t\right)`$ is naturally expressed in terms of the Painlevé II transcendent $`q=q(t;1/2)`$, whereas the result (2.39) involves the Painlevé II transcendent with $`\alpha =0`$. In particular, (2.37) and (2.39) give

$$R^{}\left(t\right)=q^2(t;0)$$
(2.49)
while (2.46), (2.40) and the first of the Hamilton equations (2.5) give

$$R^{}\left(t\right)=\frac{1}{2^{1/3}}\left[q^{}(t,1/2)+q^2(t,1/2)+\frac{t}{2}\right]|_{t2^{1/3}t}.$$
(2.50)
In fact, as noted in , for $`ϵ=\pm 1`$, it is true that

$$ϵ2^{1/3}q^2(2^{1/3}t,0)=\frac{d}{dt}q(t,\frac{1}{2}ϵ)ϵq^2(t,\frac{1}{2}ϵ)\frac{1}{2}ϵt,$$
(2.51)
which reconciles (2.50) with (2.49).

We are now in a position to identify (2.3) with a $`\tau `$-function. The formula (2.50) is just the special case $`a=0`$ of the identity

$$\frac{d}{dt}H_{\mathrm{II}}\left(t\right)|_{\alpha =a1/2}=2^{1/3}\frac{d}{dt}u(2^{1/3}t;a)=\frac{1}{2}\left[q^{}(t,a1/2)+q^2(t,a1/2)+\frac{t}{2}\right],$$
(2.52)
which is derived from (2.44), (2.40) and the first of the Hamilton equations (2.5). To make use of this result we first note that the equation (2.3) can be written

$$F_1\left(s\right)=e^{\frac{1}{2}_s^{\mathrm{}}\left(ts\right)\left(q^2\left(t\right)+q^{}\left(t\right)\right)𝑑t}.$$
(2.53)
The identity (2.52) with $`a=1/2`$ allows this in turn to be rewritten as

$`F_1\left(s\right)`$ $`=\mathrm{exp}\left({\displaystyle _s^{\mathrm{}}}\left(ts\right){\displaystyle \frac{d}{dt}}\left[2^{1/3}u(2^{1/3}t;1/2){\displaystyle \frac{t^2}{8}}\right]𝑑t\right)`$
$`=\mathrm{exp}\left({\displaystyle _s^{\mathrm{}}}\left[2^{1/3}u(2^{1/3}t;1/2){\displaystyle \frac{t^2}{8}}\right]𝑑t\right)`$
$`=\mathrm{exp}\left({\displaystyle _s^{\mathrm{}}}\left[H_{\mathrm{II}}\left(t\right)|_{\alpha =0}+{\displaystyle \frac{t^2}{8}}\right]𝑑t\right),`$ (2.54)
where the final equality follows from (2.44).

We now associate with $`H`$ the auxiliary Hamiltonian

$$h_{\mathrm{II}}=H_{\mathrm{II}}+\frac{t^2}{8}.$$
(2.55)
Of course, the Hamilton equations (2.5) remain valid for $`H`$ replaced by $`h`$, so $`h`$ is also a Hamiltonian for the same Painlevé II system. Introducing the corresponding $`\tau `$-function by

$$h_{\mathrm{II}}=\frac{d}{dt}\mathrm{log}\tau _{h_{\mathrm{II}}},$$
(2.56)
we see from (2.56) that

$$F_1\left(s\right)=\tau _{h_{\mathrm{II}}}\left(s\right)|_{\alpha =0},$$
(2.57)
which is our sought result. Note that $`h_{\mathrm{II}}`$ satisfies (2.41) with the substitution $`H_{\mathrm{II}}=h_{\mathrm{II}}t^2/8`$. It follows from (2.42), (2.55) and (2.35) that we seek the solution of this equation with $`\alpha =0`$ and such that

$$h_{\mathrm{II}}\left(t\right)\underset{t\mathrm{}}{}\frac{1}{2}\mathrm{Ai}\left(t\right)+\frac{1}{2}\left\{\left[\mathrm{Ai}^{}\left(t\right)\right]^2t\left[\mathrm{Ai}\left(t\right)\right]^2\right\}.$$
(2.58)
Unlike the situation with $`E_1^{\mathrm{bulk}}(0;2s)`$, in which the corresponding finite system gap probability $`E_1(0;(s,s);e^{x^2/2};N)`$ is itself a $`\tau `$-function, there is no known Painlevé transcendent evaluation of the finite $`N`$ quantity in the definition (2.3) of $`F_1\left(s\right)`$. Nonetheless, (2.57) can be obtained as a limiting sequence of finite $`N`$ Painlevé transcendent evaluations, which in fact is how we were led to (2.57) in the first place . The finite $`N`$ results are not for gap probabilities though<sup>1</sup><sup>1</sup>1Since completing this work the gap probability $`E_1(0;(s,\mathrm{});e^{x/2};N)`$ has been evaluated as a $`\mathrm{P}_\mathrm{V}`$$`\tau `$-function , and it scales to $`F_1(s)`$.. Rather they relate to the quantity $`f_{Nl}^{\left(\mathrm{inv}\right)}`$ specifying the number of fixed point free involutions of $`\{1,2,\mathrm{},2N\}`$ constrained so that the length of the maximum decreasing subsequence is less than or equal to $`2l`$. This is specified by the generating function

$$P_l\left(t\right):=e^{t^2/2}\underset{N=0}{\overset{\mathrm{}}{}}\frac{t^{2N}}{2^{2N}N!}\frac{f_{Nl}^{\left(\mathrm{inv}\right)}}{\left(2N1\right)!!},$$
(2.59)
which from the work of Rains  (see also ) has the integral representation

$$P_l\left(t\right)=\frac{e^{t^2/2}}{l!}\left(\frac{1}{2\pi }\right)^l_0^\pi 𝑑\theta _1\mathrm{}_0^\pi 𝑑\theta _le^{2t_{j=1}^l\mathrm{cos}\theta _j}\underset{j=1}{\overset{l}{}}\left|1z_j\right|^2\underset{1j<kl}{}\left|1z_jz_k\right|^2\left|z_jz_k\right|^2,$$
(2.60)
where $`z_j:=e^{i\theta _j}`$. Although not at all obvious from the definition, it has been proved in  that

$$\underset{l\mathrm{}}{lim}P_l\left(\frac{1}{2}\left(ls\left(l/2\right)^{1/3}\right)\right)=F_1\left(s\right).$$
(2.61)
The significance of this result from the present perspective is that we have recently shown  $`P_l\left(t\right)`$ to be equal to the $`\tau `$-function for a certain Painlevé V system which scales to the result (2.57) (the evaluation of $`P_l\left(t\right)`$ in terms of a transcendent related to Painlevé V was first given by Adler and van Moerbeke ).

### 2.4 Cumulative distribution of the smallest eigenvalue in the scaled infinite LOE

In the LOE, as $`N\mathrm{}`$ the spacing between the eigenvalues in the neighbourhood of the origin (referred to as the hard edge because the eigenvalue density is strictly zero for $`x<0`$) is of order $`1/N`$. With the scaling

$$\lambda \frac{\lambda }{4N},$$

the distribution functions describing the eigenvalues near the hard edge have well defined limits . Our interest is in

$$E_1^{\mathrm{hard}}(0;(0,s);\left(a1\right)/2):=\underset{N\mathrm{}}{lim}E_1(0;(0,\frac{s}{4N});x^{\left(a1\right)/2}e^{x/2};N),$$

which is equal to the probability of no eigenvalues in the interval $`(0,s)`$ of the scaled, infinite LOE, or equivalently to the cumulative distribution of the smallest eigenvalue in the ensemble. It has been shown to have the Painlevé transcendent evaluation

$$E_1^{\mathrm{hard}}(0;(0,s);\left(a1\right)/2)=\mathrm{exp}\left(\frac{1}{8}_0^s\left(\mathrm{log}\frac{s}{t}\right)q^2\left(t\right)𝑑t\right)\mathrm{exp}\left(\frac{1}{4}_0^s\frac{q\left(t\right)}{\sqrt{t}}𝑑t\right),$$
(2.62)
where $`q\left(t\right)`$ satisfies the nonlinear equation

$$t\left(q^21\right)\left(tq^{}\right)^{}=q\left(tq^{}\right)^2+\frac{1}{4}\left(ta^2\right)q+\frac{1}{4}tq^3\left(q^22\right).$$
(2.63)
This equation, which is to be solved subject to the boundary condition

$$q\left(t\right)\underset{t0^+}{}J_a\left(\sqrt{t}\right)\underset{t0^+}{}\frac{1}{2^a\mathrm{\Gamma }\left(1+a\right)}t^{a/2},$$
(2.64)
is transformed  via the substitutions

$$t=x^2,q\left(t\right)=\frac{1+y\left(x\right)}{1y\left(x\right)}$$
(2.65)
to the $`\mathrm{P}_\mathrm{V}`$equation (2.6) for $`y\left(x\right)`$ with parameters

$$\alpha =\frac{a^2}{8},\beta =\frac{a^2}{8},\gamma =0,\delta =2.$$
(2.66)
In this subsection we will show that (2.62) can be identified with a $`\tau `$-function corresponding to the $`\mathrm{P}_\mathrm{V}`$Hamiltonian (2.3).

To begin we observe that

$$_0^s\frac{q\left(t\right)}{\sqrt{t}}𝑑t=_0^s\left(\mathrm{log}s\mathrm{log}t\right)\frac{d}{dt}\left(\sqrt{t}q\left(t\right)\right)𝑑t,$$

in which use is made of (2.64) for its derivation. Hence we can write

$`E_1^{\mathrm{hard}}(0;(0,s);\left(a1\right)/2)`$ $`=\mathrm{exp}\left({\displaystyle \frac{1}{8}}{\displaystyle _0^s}\left(\mathrm{log}s\mathrm{log}t\right)\left[q^2+t^{1/2}q+2t^{1/2}q^{}\right]𝑑t\right)`$
$`=\mathrm{exp}\left({\displaystyle \frac{1}{4}}{\displaystyle _0^\sqrt{s}}\left(\mathrm{log}s\mathrm{log}t\right)\left[x{\displaystyle \frac{dq}{dx}}+q+xq^2\right]𝑑x\right).`$ (2.67)
But it follows from (2.65) that

$$\frac{dq}{dx}=\frac{2}{\left(1y\right)^2}\frac{dy}{dx},$$

and thus

$$x\frac{dq}{dx}+q+xq^2=\frac{1}{\left(1y\right)^2}\left(2x\frac{dy}{dx}y^2+4xy+1\right)+x.$$
(2.68)
Consider now the Hamiltonian (2.3). With the replacements

$$qy,pz,t\eta x,H_\mathrm{V}\frac{1}{\eta }\stackrel{~}{H}_\mathrm{V}$$
(2.69)
it reads

$$\begin{array}{c}x\stackrel{~}{H}_\mathrm{V}(y,z)=y\left(y1\right)^2z^2\left\{\left(v_2v_1\right)\left(y1\right)^22\left(v_1+v_2\right)y\left(y1\right)+\eta xy\right\}z\hfill \\ \hfill +\left(v_3v_1\right)\left(v_4v_1\right)\left(y1\right)\end{array}$$
(2.70)
According to (2.7), the remark below (2.7) in parenthesis and (2.4), the parameter values (2.66) correspond to the Hamiltonian (2.70) with

$$\eta =2,v_1=v_3=\frac{1}{4}\left(a1\right),v_2=v_4=\frac{1}{4}\left(a+1\right).$$
(2.71)
Furthermore we need to add a term $`\frac{1}{4}\left(a^21\right)`$ to the Hamiltonian in order that a well-defined limit for the auxiliary Hamiltonian specified below exists as $`x0^+`$. Making use of the Hamilton equations it follows that with these parameter values

$`{\displaystyle \frac{d}{dx}}\left(x\stackrel{~}{H}_\mathrm{V}\right)`$ $`=2yz`$ (2.72)
$`x{\displaystyle \frac{dy}{dx}}`$ $`=2y\left(y1\right)^2z{\displaystyle \frac{a}{2}}\left(y1\right)^2+y\left(y1\right)2xy.`$ (2.73)
Substituting for $`yz`$ in (2.73) using (2.72) we see that

$$\frac{1}{\left(1y\right)^2}\left[2x\frac{dy}{dx}y^2+4xy+1\right]=2\left[\frac{d}{dx}\left(x\stackrel{~}{H}_\mathrm{V}\right)+\frac{a1}{2}\right].$$

Substituting this in (2.68) then gives

$$x\frac{dq}{dx}+q+xq^2=2\left[\frac{a1}{2}\frac{1}{2}x+\frac{d}{dx}\left(x\stackrel{~}{H}_\mathrm{V}\right)\right].$$
(2.74)
Finally, substituting (2.74) in (2.4) and integrating by parts we arrive at the result

$$E_1^{\mathrm{hard}}(0;(0,s);(a1)/2))=\mathrm{exp}_0^\sqrt{s}(\frac{a1}{2}\frac{1}{4}x+\stackrel{~}{H}_\mathrm{V})dx.$$
(2.75)
Thus if we define the auxiliary Hamiltonian and corresponding $`\tau `$-function for the $`\mathrm{P}_\mathrm{V}`$system by

$$\stackrel{~}{h}_\mathrm{V}=\stackrel{~}{H}_\mathrm{V}\frac{1}{4}x+\frac{a1}{2},\stackrel{~}{h}_\mathrm{V}=\frac{d}{dx}\mathrm{log}\tau _{\stackrel{~}{h}_\mathrm{V}}$$
(2.76)
we obtain the sought $`\tau `$-function evaluation

$$E_1^{\mathrm{hard}}(0;(0,s);\left(a1\right)/2)=\tau _{\stackrel{~}{h}_\mathrm{V}}\left(\sqrt{s}\right)|_{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{\eta =2}{v_1=v_3={\scriptscriptstyle \frac{1}{4}}\left(a1\right)}}{v_2=v_4={\scriptscriptstyle \frac{1}{4}}\left(a+1\right)}}.$$
(2.77)
Note that with the parameters (2.71) it follows from (2.8) and (2.69) that

$$x\stackrel{~}{h}_\mathrm{V}=\sigma _\mathrm{V}\left(x\right)\frac{1}{4}x^2+\frac{\left(a1\right)}{2}x\frac{a\left(a1\right)}{4},$$
(2.78)
where $`\sigma _\mathrm{V}\left(x\right)`$ satisfies (2.9) with $`t2x`$. The boundary condition for this Hamiltonian is

$$x\stackrel{~}{h}_\mathrm{V}\left(x\right)\underset{x0^+}{}\frac{1}{2}xJ_a\left(x\right)\frac{1}{4}x^2\left[J_a^2\left(x\right)J_{a+1}\left(x\right)J_{a1}\left(x\right)\right].$$
(2.79)
The $`\tau `$-function evaluation of $`E_1^{\mathrm{hard}}`$ differs from those of $`E_1^{\mathrm{bulk}}`$ and $`E_1^{\mathrm{soft}}`$ in that no finite $`N`$ quantity is known which is itself a $`\tau `$-function, has an interpretation as a probability, and which scales to (2.77).

## 3 Symplectic matrix ensembles

### 3.1 Finite $`N`$ ensembles

With $`N`$ finite there is in fact only one symplectic matrix ensemble — the circular symplectic ensemble — for which the gap probability can be written in terms of Painlevé transcendents using results known in the literature<sup>2</sup><sup>2</sup>2 Since completing this work the gap probability $`E_4(0;(s,\mathrm{});e^s;N)`$ has been evaluated as the arithmetic mean of two $`\mathrm{P}_\mathrm{V}`$$`\tau `$-functions, the Hamiltonians of which satisfy the same differential equation.. With $`E_\beta (0;(\varphi ,\varphi );N)`$ denoting the probability that there are no eigenvalues in an interval $`(\varphi ,\varphi )`$ of the circular ensemble specified by the PDF (1.5), this is possible due to the inter-relationships between gap probabilities due to Dyson and Mehta

$$E_4(0;(\varphi ,\varphi );N)=\frac{1}{2}\left\{E_1(0;(\varphi ,\varphi );2N)+\frac{E_2(0;(\varphi ,\varphi );2N)}{E_1(0;(\varphi ,\varphi );2N)}\right\},$$
(3.1)
implying the evaluation of $`E_4`$ from knowledge of the evaluation of $`E_1`$ and $`E_2`$

Regarding the latter, let $`\varphi `$ be related to $`s`$ via the stereographic projection formula (1.6) with $`\theta \varphi `$, $`xs`$. Then from the relationship between the circular ensemble and Cauchy ensemble we have

$`E_1(0;(\varphi ,\varphi );2N)`$ $`=E_1(0;(s,s);\left(1+x^2\right)^{\left(N+1/2\right)};2N)`$
$`E_2(0;(\varphi ,\varphi );2N)`$ $`=E_2(0;(s,s);\left(1+x^2\right)^{2N};2N).`$
Now we know from (2.1) that

$$E_1(0;(s,s);\left(1+x^2\right)^{\left(2N+1\right)/2};2N)=E_2(0;(0,s^2);x^{1/2}\left(1+x\right)^{2N};N)$$

while an identity in  gives

$$\begin{array}{c}E_2(0;(s,s);\left(1+x^2\right)^{2N};2N)\hfill \\ \hfill =E_2(0;(0,s^2);x^{1/2}\left(1+x\right)^{2N};N)E_2(0;(0,s^2);x^{1/2}\left(1+x\right)^{2N};N).\end{array}$$
(3.2)
Thus we have

$`E_4(0;(\varphi ,\varphi );N)`$ $`={\displaystyle \frac{1}{2}}\left\{E_2(0;(0,s^2);x^{1/2}\left(1+x\right)^{2N};N)+E_2(0;(0,s^2);x^{1/2}\left(1+x\right)^{2N};N)\right\}`$
$`={\displaystyle \frac{1}{2}}\{E_2(0;(1,(s^21)/(s^2+1));(1+x)^{1/2}(1x)^{1/2};N)`$
$`+E_2(0;(1,(s^21)/(s^2+1));(1+x)^{1/2}(1x)^{1/2};N)\}`$
$`={\displaystyle \frac{1}{2}}\left\{\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left({\displaystyle \frac{s^2}{s^2+1}}\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=N}{b_3=0,b_4=1/2}}+\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left({\displaystyle \frac{s^2}{s^2+1}}\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=N}{b_3=0,b_4=1/2}}\right\}`$ (3.3)
where the final equality follows from (2.19). Recalling that $`\stackrel{~}{h}_{\mathrm{VI}}`$ is defined as the RHS of (2.18), we see from the fact that $`h_{\mathrm{VI}}`$ satisfies (2.17) that both cases of $`\stackrel{~}{h}_{\mathrm{VI}}`$ in (3.1) satisfy the same differential equation. Comparing (3.1) and (3.1) shows the $`\tau `$-functions in the latter also give the orthogonal and unitary symmetry gap probabilities,

$$E_1(0;(\varphi ,\varphi );2N)=\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left(\frac{s^2}{s^2+1}\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=N}{b_3=0,b_4=1/2}}$$
(3.4)
(which is equivalent to a special case of (2.21)) and

$$E_2(0;(\varphi ,\varphi );2N)=\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left(\frac{s^2}{s^2+1}\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=N}{b_3=0,b_4=1/2}}\tau _{\stackrel{~}{h}_{\mathrm{VI}}}\left(\frac{s^2}{s^2+1}\right)|_{\genfrac{}{}{0pt}{}{b_1=b_2=N}{b_3=0,b_4=1/2}}.$$
(3.5)
### 3.2 Bulk gap probability

In an obvious notation, the bulk scaled limit of (3.1) gives the formula

$$E_4^{\mathrm{bulk}}(0;s)=\frac{1}{2}\left\{E_1^{\mathrm{bulk}}(0;2s)+\frac{E_2^{\mathrm{bulk}}(0;2s)}{E_1^{\mathrm{bulk}}(0;2s)}\right\}.$$
(3.6)
Using the formula (2.22) for $`E_1^{\mathrm{bulk}}`$ and a formula for $`E_2^{\mathrm{bulk}}`$ deduced from the analogue of (3.2), we have previously shown  that this implies the Painlevé transcendent evaluation

$$E_4^{\mathrm{bulk}}(0;s)=\frac{1}{2}\left\{\mathrm{exp}\left(_0^{\left(\pi s\right)^2}\sigma _B\left(t\right)|_{a=1/2}\frac{dt}{t}\right)+\mathrm{exp}\left(_0^{\left(\pi s\right)^2}\sigma _B\left(t\right)|_{a=1/2}\frac{dt}{t}\right)\right\}$$
(3.7)
where $`\sigma _B`$ is specified by (2.23). Notice that the differential equation (2.23) is unchanged by $`aa`$, so $`\sigma _B\left(t\right)|_{a=1/2}`$ and $`\sigma _B\left(t\right)|_{a=1/2}`$ differ in their characterization only by the boundary condition. The definition (2.29) of $`\tau _{\mathrm{III}^{}}\left(t\right)`$ and the characterization of $`\sigma _{\mathrm{III}^{}}`$ therein as the solution of (2.28) gives that (3.7) is equivalent to the $`\tau `$-function formula

$$E_4^{\mathrm{bulk}}(0;s)=\frac{1}{2}\left\{\tau _{\mathrm{III}^{}}\left(\pi ^2s^2\right)|_{v_1=v_2=1/2}+\tau _{\mathrm{III}^{}}\left(\pi ^2s^2\right)|_{v_1=v_2=1/2}\right\}.$$
(3.8)
The boundary condition for $`\sigma _{\mathrm{III}^{}}\left(t\right)`$ when $`v_1=v_2=1/2`$ is given by (2.31) while the corresponding condition for $`v_1=v_2=1/2`$ is, from (2.24),

$$\sigma _{\mathrm{III}^{}}\left(t\right)\underset{t0^+}{}\frac{\sqrt{t}}{2\pi }\left[1\frac{\mathrm{sin}2\sqrt{t}}{2\sqrt{t}}\right]\underset{t0^+}{}\frac{t^{3/2}}{3\pi }.$$
(3.9)
### 3.3 Soft edge scaling

For the finite Gaussian ensemble the analogue of (3.1) is the coupled equations

$$\begin{array}{c}E_2(0;(s,\mathrm{});e^{x^2};2N)\hfill \\ \hfill =E_1(0;(s,\mathrm{});e^{x^2/2};2N)\left[E_1(0;(s,\mathrm{});e^{x^2/2};2N+1)+E_1(1;(s,\mathrm{});e^{x^2/2};2N+1)\right]\\ \hfill +E_1(0;(s,\mathrm{});e^{x^2/2};2N+1)E_1(1;(s,\mathrm{});e^{x^2/2};2N)\end{array}$$
(3.10)
$$E_4(0;(s,\mathrm{});e^{x^2};N)=E_1(0;(s,\mathrm{});e^{x^2/2};2N)+E_1(1;(s,\mathrm{});e^{x^2/2};2N+1)$$
(3.11)
Here the only known quantity is $`E_2`$. In the soft edge scaling limit the number of distinct quantities in (3.10) is reduced, and one obtains the analogue of (3.1) ,

$$E_4^{\mathrm{soft}}(0;(s,\mathrm{}))=\frac{1}{2}\left\{E_1^{\mathrm{soft}}(0;(s,\mathrm{}))+\frac{E_2^{\mathrm{soft}}(0;(s,\mathrm{}))}{E_1^{\mathrm{soft}}(0;(s,\mathrm{}))}\right\}.$$
(3.12)
As noted in , it follows from (2.3) and (2.39) that

$$E_4^{\mathrm{soft}}(0;(s,\mathrm{}))=\frac{1}{2}\left(e^{\frac{1}{2}_s^{\mathrm{}}\left(ts\right)q^2\left(t\right)𝑑t}e^{\frac{1}{2}_s^{\mathrm{}}q\left(t\right)𝑑t}+e^{\frac{1}{2}_s^{\mathrm{}}\left(ts\right)q^2\left(t\right)𝑑t}e^{\frac{1}{2}_s^{\mathrm{}}q\left(t\right)𝑑t}\right),$$
(3.13)
where $`q\left(t\right)`$ satisfies (2.34) (this result was first derived in a direct calculation ). The first term in (3.13) has in (2.57) been identified as a $`\tau `$-function. The second term differs from the first only in the sign of $`q\left(t\right)`$. Since the differential equation (2.34) is unchanged by the replacement $`qq`$, we see that we can write the second term in (3.13) in a form formally identical to the first. Consequently

$$E_4^{\mathrm{soft}}(0;(s,\mathrm{}))=\frac{1}{2}\left\{\tau _{h_{\mathrm{II}}}^{\left(1\right)}\left(s\right)+\tau _{h_{\mathrm{II}}}^{\left(2\right)}\left(s\right)\right\}|_{\alpha =0}$$
(3.14)
where $`h`$ in $`\tau _h^{\left(1\right)}\left(s\right)`$ is as in (2.57), while $`h`$ in $`\tau _h^{\left(2\right)}\left(s\right)`$ is characterized as the solution of the same differential equation as in (2.57), but with the boundary condition

$$h_{\mathrm{II}}\left(t\right)\underset{t\mathrm{}}{}\frac{1}{2}\mathrm{Ai}\left(t\right)+\frac{1}{2}\left\{\left[\mathrm{Ai}^{}\left(t\right)\right]^2t\left[\mathrm{Ai}\left(t\right)\right]^2\right\}$$
(3.15)
which results by substituting (2.35) without the minus sign on the RHS in (2.42) with $`a=1/2`$ and recalling (2.55) (c.f. (2.58)).

### 3.4 Hard edge scaling

In the case of the finite $`N`$ Laguerre ensemble, the probabilities for the different symmetry classes of no eigenvalues in the interval $`(0,s)`$ at the hard edge of the spectrum are related by coupled equations of the form (3.10), (3.11) . Consequently, in the scaled limit one obtains the analogue of (3.12)

$$E_4^{\mathrm{hard}}(0;(0,s);a+1)=\frac{1}{2}\left\{E_1^{\mathrm{hard}}(0;(0,s);\left(a1\right)/2)+\frac{E_2^{\mathrm{hard}}(0;(0,s);a)}{E_1^{\mathrm{hard}}(0;(0,s);\left(a1\right)/2)}\right\},$$
(3.16)
and using (2.62) and the analogous result for $`E_2^{\mathrm{hard}}`$ , we obtain

$`E_4^{\mathrm{hard}}(0;(0,s);a+1)={\displaystyle \frac{1}{2}}\{`$ $`\mathrm{exp}\left({\displaystyle \frac{1}{8}}{\displaystyle _0^s}\left(\mathrm{log}{\displaystyle \frac{s}{t}}\right)q^2\left(t\right)𝑑t\right)\mathrm{exp}\left({\displaystyle \frac{1}{4}}{\displaystyle _0^s}{\displaystyle \frac{q\left(t\right)}{\sqrt{t}}}𝑑t\right)`$
$`+\mathrm{exp}({\displaystyle \frac{1}{8}}{\displaystyle _0^s}\left(\mathrm{log}{\displaystyle \frac{s}{t}}\right)q^2\left(t\right)dt)\mathrm{exp}\left({\displaystyle \frac{1}{4}}{\displaystyle _0^s}{\displaystyle \frac{q\left(t\right)}{\sqrt{t}}}dt\right)\}`$ (3.17)
where $`q\left(t\right)`$ satisfies (2.63). As with (3.13), the first term in (3.4) is the orthogonal ensemble result, which has been identified as a $`\tau `$-function in (2.77) above, while the second term differs from the first only in the sign of $`q\left(t\right)`$. A further analogy is that (2.63), like (2.34) is unchanged by the mapping $`qq`$, so we have

$$E_4^{\mathrm{hard}}(0;(0,s);a+1)=\frac{1}{2}\left\{\tau _{\stackrel{~}{h}_\mathrm{V}}^{\left(1\right)}\left(\sqrt{s}\right)+\tau _{\stackrel{~}{h}_\mathrm{V}}^{\left(2\right)}\left(\sqrt{s}\right)\right\}|_{\genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{\eta =2}{v_1=v_3={\scriptscriptstyle \frac{1}{4}}\left(a1\right)}}{v_2=v_4={\scriptscriptstyle \frac{1}{4}}\left(a+1\right)}}$$
(3.18)
where $`\stackrel{~}{h}_\mathrm{V}`$ in $`\tau _{\stackrel{~}{h}_\mathrm{V}}^{\left(1\right)}`$ is as in (2.77), while $`\stackrel{~}{h}_\mathrm{V}`$ in $`\tau _{\stackrel{~}{h}_\mathrm{V}}^{\left(2\right)}`$ satisfies the same equation (recall (2.63)) but the boundary condition as determined by (2.65), (2.70), (2.76) and (2.64) is different because a minus sign must now be placed in front of (2.64). Explicitly we have for the second term

$$x\stackrel{~}{h}_\mathrm{V}\left(x\right)\underset{x0^+}{}\frac{1}{2}xJ_a\left(x\right)\frac{1}{4}x^2\left[J_a^2\left(x\right)J_{a+1}\left(x\right)J_{a1}\left(x\right)\right]$$
(3.19)
(c.f. (2.79)). For each of the bulk, soft and hard edge cases, the $`\tau `$-functions in the evaluation of $`E_4`$ give $`E_1`$ and $`E_2`$ according to formulas analogous to (3.4) and (3.5). These are summarized in the accompanying table.

### Acknowledgement

This work was supported by the Australian Research Council. PJF thanks A. Borodin, P. Deift and A.R. Its for stimulating discussions.


text:
# Persistent Non-ergodic fluctuations in mesoscopic insulators

## 1 Introduction

The nature of Fluctuations in both the metallic state ,, and in disordered insulators , , has been a matter of interest for both theoretical and experimental studies. Whereas in the metallic regime the basic aspects of fluctuations have been elucidated, in the regime of hopping transport the nature of fluctuations is still an open field. The deep insulating regime, DIR, where transport occurs via variable range hopping (VRH), is defined as the regime where the localization length is the smallest scale compared to the elastic mean free path and hopping lengths, i.e., $`\xi <\mathrm{}<t`$ respectively. Coherence effects are possible in this regime because phase breaking events occur at the hopping length, which is larger than $`\mathrm{}`$. Important signatures of quantum interference in disordered insulators are the classic magneto-fingerprints, or reproducible fluctuations in the conductance with magnetic field, and a low field positive magneto-conductance.

An important property of mesoscopic conductance fluctuations in the metallic phase is their ergodicity. At the mesoscopic level, the sample size is less than thermal diffusion length or the dephasing length, whatever is shorter, such that sample to sample fluctuations are visible and the system does not self-average. Although it was not rigorously proven, the ergodic hypothesis was meant as the ability of the magnetic field ( or energy) to induce conductance fluctuations equivalent to sample to sample fluctuations (Lee-Stone criterion) . In contrast, experimental results show that log-conductance mesoscopic fluctuations in the DIR without spin-orbit scattering are not ergodic in the Lee-Stone sense, i.e., the variance over samples is larger than the variance over field. Such samples involve hopping lengths that are, at most, 6 to 10 times the localization length. Precise measurements of Ladieu et al and Orlov et al have shown that a) field fluctuations do not decorrelate disorder fluctuations, b) field fluctuations do not change the identity of the hop, c) the field average of the variance over the samples is larger than the sample average of the variance over the field and d) there exist a decorrelation field $`B_c`$ defined by the field correlation function, which defines a equivalent new sample.

The question of the ergodic nature of fluctuations with and without SO has not been addressed, to our knowledge, from the theoretical side. Our plan of this work is first to address the problem of fluctuations and the question of ergodicity in DIR within the NSS model. We undertake this task through the verification of concepts concerning ergodicity, which we first define with mathematical rigor in the next mostly technical section. Then in section 3 we explain the NSS model and define the random processes we want to analyze. In section4 we carry out the program described in section 2 and verify the non-ergodic behavior of fluctuations. In section 5 we define the main theoretical objects of this work, the cooperon and diffuson analogs of weak localization theory, with the help of which, we can explain to some degree the decaying behavior of the correlation function. Finally we conclude by discussing and comparing our results with experiments.

## 2  Ergodicity of Transport Fluctuations

In the preceding section one we introduced the question of ergodicity of fluctuations. Here we introduce the mathematical concepts that will permit us to establish the ergodic nature of the fluctuations.

Given a physical quantity $`F(,B)`$ depending on the disordered Hamiltonian $``$ and magnetic field $`B`$, we denote by $`\overline{F(,B)}`$ the sample to sample average, or disorder average, and by $`F(,B)=\mathrm{\Delta }B^1_{B_i}^{B_f}𝑑BF(,B)`$ the field average for a given sample or disorder realization. In order to be able to estimate the sample average from the field average of a given sample the following conditions must be satisfied: a) $`lim_{B_f\mathrm{}}`$ $`\sigma _{mss}(B_f)=\overline{[\overline{F(,B)}F(,B)]^2}0`$ and b) $`\overline{F(,B)}=\overline{F(,B)}`$. The verification of both conditions is known as ergodicity in the mean square sense (mss), or the random function $`F(,B)`$ is said to be ergodic in the mean-square limit. The condition $`\overline{F(,B)}=\overline{F(,B)}`$ is a measure of global stationarity. which means that these averages are independent of $`B`$. One can cast conditions a) and b) into a single statement on the disorder fluctuations of the field average,i.e., $`lim_{B_f\mathrm{}}\sigma _{mss}(B_f)=lim_{B_f\mathrm{}}\mathrm{Var}_d(F(,B))=\overline{(F(,B)\overline{F(,B)})^2}0`$, where $`\mathrm{Var}_d`$ means variance over disorder. This property implies that for one realization of disorder there are enough equivalent samples within the magnetic scale, such that the average in the field, with regard to disorder, does not depend in statistical sense on the particular realization. This means that $`\overline{F(,B)}`$$`NF(,B)`$, where $`N`$ is the number of realizations, and a sharp distribution of $`F(,B)`$ over disorder holds.

One could also ask for the possibility of making estimates of $`\mathrm{Var}_d(F(,B))`$ from $`\mathrm{Var}_B(F(,B))`$, ( here $`\mathrm{Var}_B(F(,B))`$ means the variance over the field B of $`F(,B)`$), or more generally, try to make an estimate of another function of the basic process $`F(,B),g(F(,B))`$. The necessary and sufficient conditions such that one can estimate $`\overline{g(F(,B))}`$ from one realization of disorder with the field average $`g(F(,B))`$( the so called law of strong numbers), is given by Slutski’s theorem. One can write: $`\sigma _{mss}(B_f)`$$`=`$$`lim_{B_f\mathrm{}}\frac{2}{\mathrm{\Delta }B^2}`$ $`_{B_i}^{B_f}𝑑B(B_fB)C(g(F(,B)))`$, with:

$$C(g(F(,B,\mathrm{\Delta }B)))=\overline{\mathrm{\Delta }[g(F(,B+\mathrm{\Delta }B))\times \mathrm{\Delta }[g(F(,B))}$$
(1)
where $`C(g(F(,B,\mathrm{\Delta }B)))`$ is the correlation function for $`g(F(,B,\mathrm{\Delta }B))`$ and $`\mathrm{\Delta }[g(F(,B+\mathrm{\Delta }B))=[g(F(,B+\mathrm{\Delta }B))\overline{g(F(,B+\mathrm{\Delta }B))}]`$. One can easily realize that a strong decaying behavior of the correlation function with correlation lenght $`\tau B_f`$ will be a sufficient condition for ergodicity in the mss, i.e. $`\sigma _{mss}(B_f)0`$. In fact, it is also a necessary condition.

Usually, for the application of the theorem stationarity in the wide sense of $`F(,B)`$ can be assumed ,i.e., $`\overline{(F(,B))}`$ does not depend on $`B`$ and $`C(g(F(,B,\mathrm{\Delta }B)))`$should depends only on $`\mathrm{\Delta }B`$. In this work we are interested in testing the ergodicity in two cases: $`g(X)=X`$ for the average and $`g(X)=X^2\overline{X}^2`$for the variance. The first case corresponds to the usual meaning of ergodicity in statistical mechanics. The second case, usually named the Lee-Stone criterion, refers to the equivalence of sample to sample fluctuations and magnetic field fluctuations. .

## 3 The NSS Model

We examine now the fluctuations in the DIR in two and three dimensions and define the random process $`F(,B)`$. This is obtained from the Nguyen, Spivak and Shklovskii model (NSS). The NSS model’s crucial insight is that coherence is maintained within a Mott hopping length, where the conductance is a sum of coherent forward directed Feynman paths which interfere which each other. The NSS model describes the quantum behavior of the critical (bottleneck) hop in the Miller-Abrahams network. The existence of many randomly oriented critical hops tend to average the macroscopic conductance, eliminating fluctuations. Here, we focus on the low temperature regime where critical hops do not trivially self average, i.e., the percolation correlation length $`\xi _p`$ is such that $`\xi _p=\xi (T_o/T)^{(\nu +1)/(D+1)}L`$, where $`\nu `$ is the percolation correlation length exponent, $`D`$ is the spatial dimension and $`T_o`$ a disorder parameter. This is the mesoscopic regime . We will first find the fields above which the process $`F(,B)`$ can be considered stationary and test the ergodicity criterion in the mean square limit. We then calculate the correlations functions and their decaying behavior. Invoking Slutski’s theorem, we confirm non-ergodic behavior as established by the finiteness of the mean square criterion, ($`lim_B\mathrm{}\mathrm{Var}_d(F(,B))`$ $`0`$). We then proceed to test the ergodicity of fluctuations. Non-ergodicity of fluctuations is implied by the weakly decaying behavior of the correlation function. We find this consistently. Here, we find good quantitative agreement with the measurements of Orlov et al . We derive the cooperon and diffuson analogs of the weak localization theory for DIR with the help of which the non ergodic behavior can be explained. Furthermore , the predictions for the case with SO are made.

In the two dimensional NSS model, impurities are placed on the sites of a lattice of main diagonal length $`t`$ (the hopping length, $`t=\xi (T_o/T)^{1/(D+1)},`$ Mott’s law). We apply a magnetic field $`B`$, perpendicular to the plane, changing only the phases of the electron paths. The overall tunneling amplitude is computed by summing all forward directed paths between two diagonally opposed points, each contributing an appropriate quantum mechanical complex $`2\times 2`$ matrix weight given by the Hamiltonian:

$$=\underset{i}{}ϵ_ia_{i,\sigma }^{}a_{i,\sigma }+\underset{<ij>_{\sigma ,\sigma }}{}V_{ij,\sigma ,\sigma }a_{i,\sigma }^{}a_{j,\sigma },$$
(2)
where $`ϵ_i`$ is the site energy, and $`V_{ij,\sigma ,\sigma }`$ represents the nearest neighbor couplings or transfer terms which includes a randomly chosen SU(2) matrix describing a spin rotation due to strong SO scattering. Within the NSS model, we choose site energies to be $`ϵ_i=\pm W`$ with equal probability  . Without SO the coupling terms are diagonal in spin space $`V_{ij}=V,`$ and the Green’s function between the initial and final site is given by

$$i|G(E)|f=\left(\frac{V}{W}\right)^tJ(B,t);J(B,t)=\underset{\mathrm{\Gamma }^{}}{\overset{directed}{}}[\underset{i_\mathrm{\Gamma }^{}}{}\eta _{i_\mathrm{\Gamma }^{}}e^{i\varphi _{i_\mathrm{\Gamma }^{}}}],$$
(3)
where $`\varphi _{i_\mathrm{\Gamma }^{}}`$ is the phase gained through path $`i_\mathrm{\Gamma }^{}`$ due to the magnetic vector potential, $`\mathrm{\Gamma }^{}`$ represents all directed paths that go from $`i`$ to $`f`$ through the lattice and $`\eta _i=\mathrm{sign}\left(ϵ_i\right)=\pm 1`$. In the presence of spinorbit scattering the Green’s function is the $`2\times 2`$ matrix:

$$J(B,t)=\underset{\mathrm{\Gamma }^{}}{\overset{directed}{}}[\underset{i_\mathrm{\Gamma }^{}}{}\eta _{i_\mathrm{\Gamma }^{}}][\underset{i_\mathrm{\Gamma }^{}}{}U_{i_\mathrm{\Gamma }^{}}]e^{{\scriptscriptstyle i\varphi _{i_\mathrm{\Gamma }^{}}}},$$
(4)
The Green’s function consist of sum of terms, one for each path, each being a product of random numbers and random SU(2) matrices, and a deterministic disorder independent phase factor from the magnetic vector potential. The complex function $`J^2(B,t)`$( a complex matrix function in the presence of SO) contains the interference information including correlations due to crossing of paths, and the factor $`(V/W)^t`$ is the leading contribution to the exponential decay of the localized wavefunction. We use the transfer matrix approach in order to compute $`J(B,t)`$, exactly, for each realization of disorder. Our random processes in question represent the log-conductance. They are $`F(,B)=\mathrm{ln}(J^{}(B,t)J(B,t))`$ and with SO $`F(,B)=\mathrm{ln}(I(B,t)),`$where $`I(B,t)=1/2Tr(J^{}(B,t)J(B,t))`$. In his work we measure the magnetic field $`B`$ or changes in magnetic field $`\mathrm{\Delta }B`$ in flux units $`\varphi _o/\mathrm{}^2`$, where $`\varphi _o`$ is the flux quantum.

## 4 Fluctuations and Ergodicity

Figure 1 shows typical fluctuations of the log-conductance as a function of the sample and the magnetic field. Without SO , the figure clearly shows that the average of $`\mathrm{ln}(J(B,t))`$ dominates the fluctuations, i.e., the average behavior is visible for a single sample. As the average $`\mathrm{ln}(J(B,t))`$ first increases proportional to $`B`$, crossing over to a slower growth as $`B^{1/2}`$ dictated by the magnetic length $`\mathrm{\Delta }B<B_c=\pi c\mathrm{}/(\xi ^{1/2}et^{3/2})`$ , the process is not stationary. However, in the latter regime of slow growth, one finds a field above which the process can be considered as essentially stationary in the same fashion as in the metallic regime. In this regime, while the log-conductance tends to saturate, the fluctuations persist as in mesoscopic fluctuation theory in metals. Furthermore, we note that the average behavior is periodic in half the flux quantum $`\varphi _o`$ per $`\mathrm{}^2`$ (only one half of a period is shown). This periodicity reveals an average field coupling to $`2B`$ which has been demonstrated theoretically. In three dimensions, the fluctuations are appreciably larger than the average behavior. Once more, persistent fluctuations beyond the average conductance saturation field are observed. The existence of such persistent fluctuations were first surmised by Sivan et al and Zhao et al. With SO , there is no tendency to build an average, and there are in general soft changes in the fluctuations in marked contrast with the sharp changes without SO. This peculiarity will be explained later. One marked feature of figure 1(with and without SO), are the fact that disorder fluctuations do not decorrelate the field fluctuations, which is the reason of the remarkable similarity with fig.2 of the work of . The key point in both figures is that the the fluctuations do no decorrelate at the scale of fields shown in the figures, suggesting non-ergodic behavior.

Following the concepts of section two, we analyze the ergodicity of the log-conductance fluctuations more carefully. To achieve this we have to check two points: first if stationarity is reasonably fulfilled and second, we have to verify the ergodicity condition and the decaying behavior of the correlation function. Fig.2a shows the quantities $`\mathrm{Var}_d(F(,B))`$(stars) and $`\overline{[\overline{F(,B)}F(,B)]^2}`$( diamonds) in the absence of SO ($`F(,B)=\mathrm{ln}|J(B,t)|^2`$). The field averaging interval is $`\mathrm{\Delta }B=[B_i,B_f]`$. In this figure as the field $`B_i`$ is increased from zero to 0.09 in $`[\varphi _0/\mathrm{}^2]`$ units, the diamonds move downward overlapping the stars sooner for smaller t. Therefore, the field above which the process can be considered quasi stationary increases with the hopping length t such that both quantities tend to coincide for larger $`B_i`$. This feature is of importance for calculating other quantities, as any question on ergodicity presumes at least quasi-stationarity. In the case of SO ($`F(,B)=\mathrm{ln}|I(B,t)|^2`$), Fig.2b shows effective stationarity of the process $`\mathrm{ln}(I(B,t)),`$ essentially independent of $`B_i`$ and $`t`$. $`\mathrm{Var}_d(F(,B))`$ does not tend to zero with increasing $`B_f`$; on the contrary, it increases with a power of t, which is an indicator of non-ergodic behavior as there is no self-averaging as one increases the hopping length t( see Kramer and Mackinnon ). The last result establishes non-ergodic behavior in the mean square sense with and without SO. To further substantiate this result we calculate the correlation functions. Fig. 3a shows the correlation function for three values of the hopping length $`t`$ and some values for $`B_i`$. One sees a very weakly decaying behavior on the physical field scale( $`\varphi _o/\mathrm{}^2`$) and a tendency to decay faster for bigger $`B_i`$, indicating that when the process becomes quasi stationary there is a tendency to a faster decaying correlation function. Fig. 3b with SO shows that the correlations function depends essentially only on $`\mathrm{\Delta }B,`$ and the decaying is even weaker with a functional form depending on t. Now, the basic argument against ergodicity is that the decaying behavior of the correlation functions is such that it is not possible to construct enough ensembles from the field fluctuations data and therefore non-ergodic behavior is established. To illustrate this point, we write $`\sigma _{mss}(B_f)=\frac{2}{\mathrm{\Delta }B^2}_{B_i}^{B_f}𝑑B[(B_fB)C(F(,B))]`$. In order to have enough emsembles in the field scale within the validity of the model ($`B_f`$ $`\varphi _o/\mathrm{}^2=1`$ in our units) , there should be a decorrelation field $`B_c`$ $`<<1,`$ such that large number of samples could be defined, so that one would get $`\sigma _{mss}(B_f)0`$-could be satisfied. This, on the other hand, implies that the condition for ergodicity of the variance, which in general requires a stronger decaying behavior of the correlation function for process $`F(,B)`$ than the condition required for ergodicity in the mean square sense, is not at all fulfilled. Therefore, one should expect that the Lee and Stone criterion of ergodicity on the relative magnitude of the field and sample fluctuations is not realized. To check this point one has to compare the magnitude of the variance in field and sample to sample fluctuations. The idea of further averaging over disorder and over the field, respectively, is the same as in statistical mechanics using different initial conditions to improve the statistics. Figure 4 shows the averages

$$\mathrm{Var}_d(\mathrm{ln}|J(B,t|)=\overline{(\mathrm{ln}|J(B,t|\overline{\mathrm{ln}|J(B,t|})^2},$$
(5)
$$\overline{\mathrm{Var}_B(\mathrm{ln}|J(B,t|)}=\overline{(\mathrm{ln}|J(B,t)|\mathrm{ln}|J(B,t)|)^2}.$$
(6)
Without SO we find the characteristic $`B_i`$dependence shown in fig.2 shows up as a crossing of both types of averages. There is again a clear tendency to saturate as $`B_i`$increases whereas the difference of the saturated averages widens with increasing t. This tendency is clearly seen in the case with SO where there is a much weaker dependence on $`B_i`$ as expected from fig.2 and the crossing observed in the previous case is absent.

## 5 The Correlation function: the Cooperon and Diffuson

In this section we develop the concepts of the cooperon and diffuson in the context of strong localization. These objects are used to explain qualitatively and semi-quantitatively non-ergodic behavior in the mean square sense and the relative magnitude of the field and sample fluctuations found in experiments. For this purpose, the following relation is straightforwardly derived :

$$\mathrm{Var}_d[F(B+\mathrm{\Delta }B,t)+F(B,t)]=\mathrm{Var}_d[F(B+\mathrm{\Delta }B,t)]+\mathrm{Var}_d[F(B,t)]+2C(F(,B,\mathrm{\Delta }B,t))$$
(7)
This relation is valid for both processes $`\mathrm{ln}J(B,t)`$ and $`\mathrm{ln}I(B)`$. For the sake of clarity, the composite process inside the brackets on the left side of eqn.7 is denoted by the process $`P(B,\mathrm{\Delta }B,t)=[\mathrm{ln}|J(B+\mathrm{\Delta }B)|^2+\mathrm{ln}|J(B)|^2]`$and with SO by $`P_{spinor}(B,\mathrm{\Delta }B,t)=[\mathrm{ln}I(B+\mathrm{\Delta }B)+\mathrm{ln}I(B)]`$, such that the left hand side of eqn. 7 is in each case $`\mathrm{Var}_d[P(B,\mathrm{\Delta }B,t)]`$ and $`\mathrm{Var}_d[P_{spinor}(B,\mathrm{\Delta }B,t)]`$, respectively. These two functions are shown in fig. 5 as a function of $`\mathrm{\Delta }B`$ in $`\varphi _0/\mathrm{}^2`$ units and three values of t $`(30,100,300)`$ from the bottom to the top, respectively). For $`B_i`$ shown in the figure and the scales of $`\mathrm{\Delta }B`$used, three things deserve explanations: first for large enough $`\mathrm{\Delta }B`$, the above mentioned functions show almost no dependence on $`B_i`$and $`\mathrm{\Delta }B`$ at fixed t; secondly, the ratio $`\mathrm{Var}_d[P(B,\mathrm{\Delta }B,t)]/`$ $`\mathrm{Var}_d[P_{spinor}(B,\mathrm{\Delta }B,t)]`$ is around two, for big enough t and $`\mathrm{\Delta }B`$ which is a landmark of the symmetry changing from unitary to simpletic; Thirdly, one observes a very rapid decaying on the dependence on $`B`$, which can be traced to the saturation behavior of the cooperon as we will see.

Recall that on the metallic side, an analogous behavior has been described which identifies two fundamental contributions to the field effect: the cooperon and the diffuson. These contributions can be distinguished by the way they enclose the magnetic flux; while the cooperon is sensitive to ($`2B+\mathrm{\Delta }B)`$, the diffuson only responds to field changes $`\mathrm{\Delta }B`$. In the insulating regime, a mechanism similar to the cooperon which saturates is associated with a positive magneto-conductance (MC). This has been observed as a general effect. A semi quantitative explanation for the behavior of the functions $`\mathrm{Var}_d[P(B,\mathrm{\Delta }B,t)]`$and $`\mathrm{Var}_d[P_{spinor}(B,\mathrm{\Delta }B,t)]`$ and their ratio can be found with the help of the cooperon and diffuson analogs. To achieve this goal, we consider the moments of process of $`P(B,\mathrm{\Delta }B,t)`$ and $`P_{spinor}(B,\mathrm{\Delta }B,t)`$( further below it will become clear why). In the former case they are given by $`\overline{[J^{}(B+\mathrm{\Delta }B)J(B+\mathrm{\Delta }B)J^{}(B)J(B)]^n}`$. Recall from equations 3 and 4 that this product can be visualized as a set of n paths, each one defined by the respective term in the product. These paths eventually intersect each other at some values of their length. In order to have nonzero contributions after disorder average, the paths must pair up, as a consequence of th chosen distribution of the energies . Neutral paths (field independent) are formed by pairing $`J^{}`$ and $`J`$ at the same field (phase cancels). On the other hand, charged paths (field sensible) are formed by pairing either $`J^{}(B+\mathrm{\Delta }B)`$ and $`J(B)`$ or $`J^{}(B+\mathrm{\Delta }B)`$ and $`J^{}(B)`$. In the absence of paired path intersections, self interference kills charged paths (their contribution decays exponentially fast). Nevertheless, if intersections are considered, one can have path exchanges for short distances, yielding a magnetic field coupling which is analogous to the magneto-conductance, the source of the initial decaying of the correlation function. There are three possible diagrams at a paired path crossing, two of which are depicted in fig.7. Without SO the spin indexes can be ignored, one obtains : a) one partner from $`J^{}(B+\mathrm{\Delta }B)`$ pairs with one from $`J^{}(B)`$ while one from $`J(B+\mathrm{\Delta }B)`$ and one from $`J(B)`$ follow a different path. Such a combination encloses $`(2B+\mathrm{\Delta }B)`$ and is therefore called cooperon-like. b) One partner is taken from $`J^{}(B+\mathrm{\Delta }B)`$ and the other from $`J(B)`$ on the same path, while one from $`J(B+\mathrm{\Delta }B)`$ and $`J^{}(B)`$ follow another. Such a combination encloses only $`\mathrm{\Delta }B`$ and is called diffuson-like. Finally, one can have combination c) where one partner comes from $`J^{}(B+\mathrm{\Delta }B)`$ and the other from $`J(B+\mathrm{\Delta }B)`$, leaving $`J^{}(B)`$ and $`J(B)`$ to pair up. The latter combination is called uncharged and encloses no field. Note that all previous cases satisfy overall neutrality so that the contributions are real as expected. The contribution of the replica cooperon and diffuson are the same at zero field and there is an additional contribution from the uncharged diagram. Further progress is achieved using the replica argument.

The replica-moment argument , maps the $`n`$-th moment problem onto the problem of $`2n`$ bosons with contact interaction. These interactions renormalize due to the diagrams above, making path interactions field dependent. The $`2n`$ boson system can be solved using the Bethe ansatz and has ground state energy $`ϵ_0=\mathrm{ln}4^n+\rho (B,\mathrm{\Delta }B)n(n^21)`$, where $`\rho (B,\mathrm{\Delta }B)`$ is a function of $`B,\mathrm{\Delta }B`$, such that one has $`\overline{[J^{}(B+\mathrm{\Delta }B)J(B+\mathrm{\Delta }B)J^{}(B)J(B)]^n}=`$$`A(n,B,\mathrm{\Delta }B)\mathrm{exp}(ln4^n+\rho (B,\mathrm{\Delta }B)n(n^21)t`$ $`)`$ valid at fixed $`n`$ asymptotically for $`t\mathrm{}`$. On the other hand, the $`n`$-th moment can be expressed as a cumulant expansion valid at fixed $`t`$ asymptotically for $`n0`$, $`\overline{[J^{}(B+\mathrm{\Delta }B)J(B+\mathrm{\Delta }B)J^{}(B)J(B)]^n}`$ $`=\mathrm{exp}\{\frac{n^i}{i!}C_i[P(B,\mathrm{\Delta }B,t]\}`$, where $`C_i[P(B,\mathrm{\Delta }B,t]`$ are the cumulants of process P . The subtleties concerning both limits have been discussed by Kardar , who finds a nonextensive correction subleading term proportional to $`t^{2/3}`$. We therefore obtain :

$$\mathrm{Var}_d[P(B,\mathrm{\Delta }B,t)]=(\rho _{coop}(2B+\mathrm{\Delta }B)+\rho _{diff}(\mathrm{\Delta }B))t^{2/3}+\mathrm{ln}A(B,\mathrm{\Delta }B)$$
(8)
Here $`\rho (B,\mathrm{\Delta }B)=`$ $`\rho _{coop}(2B+\mathrm{\Delta }B)+\rho _{diff}(\mathrm{\Delta }B)`$, we have separated the path interaction in terms of the cooperon and diffuson contributions. We check numerically this important prediction and fig.6 shows the expected scaling with an exponent near $`\frac{2}{3}`$. Beyond the saturation field of the average log-conductance, the cooperon term on the right hand side saturates (the same for the variance on the right of eqn. 7 which depend on $`B`$) and the correlation function only depends on $`\mathrm{\Delta }B`$. This behavior is summarized in Fig5.

In the case of SO, it can be shown, that the only non-zero paired averages are $`\overline{U_{\alpha \beta }U_{\alpha \beta }^{}}=\frac{1}{2}`$, $`\overline{U_{}U_{}^{}}=\frac{1}{2}`$, $`\overline{U_{}U_{}^{}}=\frac{1}{2}`$ , thus SO averaging brings a factor of $`(\frac{1}{2})^2`$ and forces the neutral paths to have parallel spins while the spin of the two partners of charged paths must be antiparallel. As a consequence, one finds the cooperon diagrams cancel in pairs as concluded for the case of the magneto- conductance(fig.7) such that no exponential corrections to the conductance occurs due to the cooperon. For the diffuson there are only two combinations possible for incoming spin indexes(all up and all down), such that in this case $`\mathrm{Var}_d[P_{spinor}(B,\mathrm{\Delta }B,t)]=`$$`(\rho _{diff}^{spinor}(\mathrm{\Delta }B))t^{2/3}`$ $`+\mathrm{ln}A(B,\mathrm{\Delta }B)`$. This nice result explains why there are fluctuations with SO, even if there are not exponential corrections to the magneto-conductance. We find again numerically the predicted $`t^{2/3}`$ scaling (see fig.6). For large $`\mathrm{\Delta }B`$ and t one finds the ratio of the variances approaches $`\rho _{diff}(\mathrm{\Delta }B))/\rho _{diff}^{spinor}(\mathrm{\Delta }B)=2`$ (i.e., 1/(2 times $`(1/2)^2`$)), in agreement with the numerical results. Now from eqn. 7 one obtains :

$$C(B,\mathrm{\Delta }B,t)=\frac{1}{2}\{[(\rho _{coop}(2B+\mathrm{\Delta }B)+\rho _{diff}(\mathrm{\Delta }B))(\rho _{mc}(B)+\rho _{mc}(B+\mathrm{\Delta }B))]t^{2/3}+S(B,\mathrm{\Delta }B)\}$$
(9)
where $`S(B,\mathrm{\Delta }B)=\mathrm{ln}A(B,\mathrm{\Delta }B)\mathrm{ln}A^{^{}}(B+\mathrm{\Delta }B)\mathrm{ln}A^{^{}}(\mathrm{\Delta }B)`$, are logarithmic corrections from the prefactors. $`\rho _{mc}(B)`$ defines the magneto-conductance, $`\overline{[J^{}(B)J(B)]^n}=`$$`\mathrm{exp}\{\frac{n^i}{i!}C_i[lnJ^{}(B)J(B)]\}=`$$`A(n,B,\mathrm{\Delta }B)\mathrm{exp}(4\mathrm{ln}n+\rho _{mc}(B)n(n^21)t)`$ .

From eqn.9 apart from the predicted $`t^{2/3}`$ scaling, one can gain qualitative and quantitative understanding of the decaying behavior of the correlation function for small $`\mathrm{\Delta }B`$. With the explicit field dependence of the cooperon and diffuson given by:

$$\rho _{fluctuations}=(2^2/3)(\mathrm{cos}((2B+\mathrm{\Delta }B)/B_c^{^{}})+\mathrm{cos}(\mathrm{\Delta }B/B_c^{^{}})+1)\rho (B=0)t^{2/3}$$
(10)
and

$$\rho _{mc}=(1/3)[(2+\mathrm{cos}(B/B_c))+(1/3)(2+\mathrm{cos}((B+\mathrm{\Delta }B)/B_c)]\rho (B=0)t^{2/3}$$
(11)
one obtains:

$$C(B,\mathrm{\Delta }B,t)=\frac{1}{6}[8\mathrm{cos}((B+\mathrm{\Delta }B)/B_c^{^{}})\mathrm{cos}(B/B_c^{^{}})2\mathrm{cos}((2B+\mathrm{\Delta }B)/2B_c)\mathrm{cos}(\mathrm{\Delta }B/2B_c)]\mathrm{Var}_d[F(0,t]t^{2/3}$$
(12)
Here, we have ignored the logarithmic corrections from eqn.9. For $`B=0`$ and $`\mathrm{\Delta }B=0`$ one has $`C(B=0,\mathrm{\Delta }B=0,t)=\mathrm{Var}_d[F(0,t]`$, with $`\mathrm{Var}_d[F(0,t]=\rho (B=0)t^{2/3}`$, in accordance with eqn.7 . Now, for small $`\mathrm{\Delta }B`$ and $`B0`$, one can assume that $`B_c^{^{}}B_c`$:

$$C(B0,\mathrm{\Delta }B,t)=[1\frac{1}{2}(\mathrm{\Delta }B/B_c)^2]\mathrm{Var}_d[F(0,t]t^{2/3}$$
(13)
This behavior is is qualitatively seen even for $`B0`$ in fig.3, where for given $`B`$ one observes a faster decay with increasing $`t`$( recall that $`B_c=\pi /t^{3/2}[\varphi _o]`$). This is even more clearly to see with SO. In that case one has:

$$C_{spinor}(B,\mathrm{\Delta }B,t)=\frac{1}{2}[(\rho _{diff}^{spinor}(\mathrm{\Delta }B)2\rho _{mc}^{spinor}]t^{2/3}$$
(14)
$$C_{spinor}(B,\mathrm{\Delta }B,t)=\frac{1}{2}([(2^2/2)(\mathrm{cos}(\mathrm{\Delta }B/B_c^{^{}})+1)]2)\rho _{mc}^{spinor}t^{2/3}$$
(15)
again an expansion in small $`\mathrm{\Delta }B`$ :

$$C_{spinor}(B,\mathrm{\Delta }B,t)=(1\frac{1}{2}(\mathrm{\Delta }B/B_c)^2)\rho _{mc}^{spinor}t^{2/3}$$
(16)
On the other hand, without SO, numerical calculations (fig.3), shows a very slow decaying, such that for the field range less than $`\varphi _o/\mathrm{}^2`$, there are no enough ensembles to form, such that even if the field correlation function decays, and a decorrelation field can be defined, it is not possible to define a large enough number of samples such that averaging over the field, could be equivalent to averaging over disorder (samples), a matter that has caused some confusion. With SO the decaying of the correlation function is dominated by an even much bigger field scale unknown to us.

Although the replica results are valid quantitatively for $`1+1`$ dimensions, nevertheless, $`2+1`$ dimensions also has a bound state, although weaker, with a smaller positive MC. Therefore, our results apply qualitatively to three dimensional hops.

## 6 Discussion and Conclusions

Summarizing the results of this work, we have found that the log-conductance in the DIR of mesoscopic samples is non-ergodic in the mean square sense and the fluctuations of the log-conductance are non-ergodic in the sense that sample to sample fluctuations are larger than magnetic field fluctuations. Without SO due to the ever increasing magneto-conductance with the field, only quasi stationarity can be achieved for fields larger than a certain hopp dependent field $`B_s(t)`$, whereas with SO due to the small magneto-conductance and its rapid saturation, $`B_s(t)`$ is negligible, so that the process in that case can be regarded as stationary independent of t. The field $`B_s(t)`$ is obtained numerically by varying $`B_i`$ until one observes that $`\sigma _{mss}(B_f)\mathrm{Var}_d(F(,B))`$ . This different behavior with and without SO turns out to have a remarkable influence on the behavior of the two variances that define the sample to sample or disorder fluctuations and the field fluctuations, as their values depend on $`B_i`$. It is only when the averaging interval is taken as $`\mathrm{\Delta }B=[B_s(t),B_f]`$,i.e., when quasi-stationarity is achieved, that the proper comparison of the variance can be made. In experiments the hopp values were small, and therefore $`B_s(t)`$, was small. However, in order to compare the magnitude of the fluctuations defined by eqn.5 and eqn.6 with experiments one must be aware that their values are sensitive to \[$`B_s(t)`$,$`B_f`$\], an important point indicated by our results. The experiments of  were done without SO; therefore, in order to make a a rigorous comparison with our results we have to know the experimentally taken interval \[$`B_s(t)`$,$`B_f`$\] for the evaluation of this quantities. For the small values of t, according to our results, the influence of $`B_i`$ is small and one should expect $`B_s(t)0`$ and indeed we find the ratio of eqn.5 and eqn.6 predicts a value similar to their experiments. On the other hand, the scaling of the disorder fluctuations with the hopp length t, as shown in fig.4, agrees with the experimental values obtained by Orlov et tal(see fig.45 in the review of Kramer and Mackinnon). It is interesting to observe that both the variance with disorder and the one with field appears to have the same functional form. A more careful comparison can be done by taking into account all predictions of this work. In the case with SO, experimental studies of fluctuations are lacking. To our knowledge the only work where field fluctuations in the strongly insulating regime have been observed in samples with SO is the work of Hernandez and Sanquer . Here our predictions give a clear qualitative way of differentiating the cases with and without SO and highlight a way of evaluation of experimental data.

From the theoretical point of view, we have derived two important objects: the $`\mathrm{𝑐𝑜𝑜𝑝𝑒𝑟𝑜𝑛}`$ and the $`\mathrm{𝑑𝑖𝑓𝑓𝑢𝑠𝑜𝑛}`$ which are the weak localization analogs in the DIR. They allow us to explain some features of the correlation function like the qualitative behavior for small $`\mathrm{\Delta }B`$, and numerically the weak decaying behavior on the scale $`(\varphi _o/\mathrm{}^2)`$, that according to the Slutski’s theorem, is responsible for the non-ergodic behavior as we have found. In order to experimentally observe persistent diffuson fluctuations, one has to explore a range of parameters so that there is a saturation in the average behavior while the wave function shrinkage is still a negligible effect. This range can be defined by the condition $`B_c<\mathrm{}/(ea_BN^{1/3})=B_{orb}`$, where $`a_B`$ is the Bohr radius. $`B_{orb}`$ is the scale for the orbital shrinkage to be important, i.e., when the cyclotron radius becomes of the order of the mean free path $`\mathrm{}`$. These conditions have been met in ref.  and . Furthermore, according to references the magnetic field cannot induce geometric fluctuations due to changes in the identity of the hop. This finding holds in both two and three dimensions, and therefore we expect the insulating cooperon and diffuson fluctuations should be seen experimentally also in three dimensions. In experiments , one should be aware about the condition of mesoscopic sample, discussed in section 3. Otherwise, trivial self-averaging of spatially different oriented hops can wash out the possibility to observe fluctuations.

There will be a non-ergodic to ergodic behavior in the case when one relaxes the condition of DIR with $`\mathrm{}<<\xi <t`$ such that there are many impurities within $`\xi `$. In this case there will be a diffusing behavior within the length scale $`\xi `$ so that two overlapping random processes are at work, one ergodic for the diffusing scale $`\xi `$ and the other non-ergodic for the larger scale $`t`$. This question is under study . Finally, we want to stress that the fundamental point of considering correlations in the random processes $`F(,t)`$ due to the crossing of paths can not be relaxed. This approach permitted us to use the full power of the replica theory, which again helped to semi-quantitative and qualitative predictions. Theories like the independent path approximation, where such crossing is neglected, miss the very crucial objects defined by the cooperon and the diffusson.

## 7 Acknowledgments

One of us (RR) wants to express his gratitude to the head of department of ICA1, Prof. Hans J. Herrmann, for the hospitality and support. Also (RR) one to express his gratitude to Dr. Maheboob Alam for helping me in technical details with xmgr and making helpful corrections in the written english. Author correspondence email: $``$rerangel@usb.ve


text:
# Can the states of the W-class be suitable for teleportation

## I Introduction

Recently a large number of new entangled states has been proposed, particulary the W-class, introduced by Cirac et al Cirac , the states called zero sum amplitude (ZSA) by Pati Pati , a set of four-particle entanglement considered by Verstraete et al FourEn  and others. Although the features of these entangled states are quite various each of them can be attractive for the quantum information processing. In fact, it has been shown, that ZSA-states are useful in the quantum web for preparing an entanglement of an unknown qubit with two types of reference states Pati . Recently Lee et al Lee  have considered W-states for secure communication.

It is well known, that the states of the GHZ-class and W-class are rather different with respect to loss of qubits, so that the W-channel looks more attractive because of its robustness. Now we have a lot of entangled states and one of the main questions is what informational tasks could be achieved using a given entangled state. We consider this question for the case of the W-class states. The aim of the work is to investigate teleportation of entangled states. It can be done by different ways, particularly using the GHZ (Greenberger-Horne-Zeilinger) channel, shared with a sender and receivers AV , Luca , NGHZ .

Our start point is the GHZ protocol which can be transformed to the desired case by unitary operations, involved both the channel and the state to be teleported. It is well known that the states of the GHZ and W-class can’t be converted from one to another by local operations and classical communication (LOCC) Cirac . This fact results in the main feature of the W-class channel, when receivers can recover an unknown state to be teleported by non-local operations only. Because these operations don’t involve the unknown state the task is accomplished. Indeed, considering how to teleport two-qubit state by the four-particle entanglement, it was found by Lee et al LeeM , that the recovering operations can be non-local also. Any state from the GHG class is not suitable as the quantum channel for teleportation. The reason is that, it needs the states, that can be converted from the GHZ triplet by two-particle unitary operation only, but it is impossible for all members of the GHZ class. Also it is true for the W-class and one finds a particular set of the states to be useful.

The work is organized as follows. First we introduce two transformations of the GHZ protocols that result in new channel and new measurement. Then a set of states from the W-class are considered as the quantum channels, next we establish new type of entangled states that can be teleported using the GHZ channel and discuss an optical implementation of the W-states.

## II Two types of transformations

We start from the GHZ channel represented by the three-qubit entangled state of the form

$$|GHZ=1/\sqrt{2}(|000+|111)_{ABC}.$$
(1)
The teleportation protocol using (1) as a channel allows transmitting a two-qubit entangled state like EPR pair

$$|A=(\alpha |01+\beta |10)_{12},$$
(2)
where $`|\alpha |^2+|\beta |^2=1`$. The scheme includes five particles in the total state, that is a product $`|A_{12}|GHZ_{ABC}`$, where particles A, B and C of the channel are shared with Alice and two receivers Bob and Claire, spatially separated. If Alice decided sending the state (2) to Bob and Claire, she performs a measurement on three particles 1,2 and A in the basis $`\{\mathrm{\Phi }_x\}`$, that reads

$$\{\mathrm{\Phi }_x:\pi _1^\pm \mathrm{\Phi }_{2A}^\pm ,\pi ^\pm \mathrm{\Psi }_{2A}^\pm \},$$
(3)
where $`\mathrm{\Phi }^\pm =(|00\pm |11)/\sqrt{2}`$, $`\mathrm{\Psi }^\pm =(|01\pm |10)/\sqrt{2}`$ are the Bell states, $`\pi _1^\pm =(|0\pm \mathrm{exp}(i\theta )|1)/\sqrt{2}`$. The measurement projects all particles into one of the eight states $`|\mathrm{\Phi }_x_{12A}|BC_x_{BC}`$ with equal probabilities $`Prob(\mathrm{\Phi }_x)`$ to be independent from $`|A_{12}`$, where $`|BC_x_{BC}`$ is a state in the Bob and Claire hands. It results in successful teleportation because there is a set of unitary operations $`\{U_x\}`$, we shall name recovering operators, that recover the unknown state. Indeed all operations can be chosen in the form of product $`U_x=B_xC_x`$, where $`B_x`$ and $`C_x`$ acts to particle $`B`$ and $`C`$ AV . Or in more detail

$`|A_{12}|GHZ_{ABC}=`$ (4)
$`={\displaystyle \underset{x}{}}|\mathrm{\Phi }_x_{12A}\sqrt{Prob(\mathrm{\Phi }_x)}(B_xC_x)|A_{BC},`$
where $`Prob(\mathrm{\Phi }_x)=1/8`$ and $`C_x,B_x`$ are the Pauli operators.

There are two main resources, such as the set of recovering operators and the measurement, that can be modified independently by some transformations of the channel or the state to be teleported.
Let $`T`$ be a two-particle unitary operator, that converts the GHZ state into another one

$$(1T)|GHZ_{ABC}=|\mathrm{\Omega }.$$
(5)
When this transformation is applied to (4), it results in replacing of the recovering operators

$$B_xC_xT(B_xC_x),$$
(6)
In the same time equations (5) and (6) tell that to teleport entangled state (2) a new channel $`\mathrm{\Omega }`$ can be used instead of the GHZ one and it needs new set of recovering operators. Generally these two-particle operators are not factorized or non-local that is a feature of the multiparticle quantum channel. In spite of the operators can be non-local, the task is accomplished, because they don’t involve any qubits of the state to be teleported. Here and later we use the simple notation, that operators are local if $`U|\phi _{AB}=AB|\phi _{AB}`$, where operator A acts on the particle A and don’t affect to B and so on.

Consider a two-particle unitary operator $`R`$, that converts the state to be teleported

$$R|A=|Z.$$
(7)
This operator $`R`$ transforms (4) in such a way that instead of the basis $`\mathrm{\Phi }_x`$, one finds

$$|\mathrm{\Phi }_xR|\mathrm{\Phi }_x.$$
(8)
It follows from (7) (8), that new state $`Z`$ can be teleported by the GHZ channel, when new measurement is introduced.

Two considered transformations result in a simple observation. *If the GHZ channel allows teleportation of a state $`A`$, then any state to be unitary equivalent to $`A`$, can be transmitted successfully, also the unknown state $`A`$ can be teleported using any channel, obtained from the GHZ one by unitary operation, that involves all particles of the channel except one*.

Note, the GHZ channel can be used for dense coding, when a three bit message is transmitted by manipulating two bit of the channel only NGHZ , JCer . It is possible because of there is a set of the two-particle unitary operators $`\{U_x^{}\}`$, that generate a complete basis of entangled states $`\{\mathrm{\Phi }_x^{}\}`$ from one of them, say from the GHZ one. In other words 3 bits of classical information are encoded by the set $`\mathrm{\Phi }_x`$ and a three-particle measurement allows to extract the message. All operators can be chosen in the factorized form $`U_x^{}=B_x^{}C_x^{}`$, and

$$|\mathrm{\Phi }_x^{}=(1B_x^{}C_x^{})|GHZ_{ABC}.$$
(9)
This scheme can be modified in the same way, when a new channel or new measurement is introduced.

What kind of states from the GHZ class can be chosen as a quantum channel for teleportation or dense coding schemes? One of the subsets of the three-particle states can be obtained using equations (5) or its particular case (9). By this way one finds a collection

$$|\mathrm{\Phi }_x^{}=1/\sqrt{2}(|0|x\pm |1|\overline{x}).$$
(10)
where $`x=00,01,10,11`$, that is a complete basis. In the same time any normalized state of the form $`a|000+b|111`$, where $`|a||b|`$ is insufficient as the quantum channel. For teleportation it results from the fact, that measurement, given by (3), has outcomes, which probabilities depend from the unknown state $`(\text{2})`$ as $`Prob=1/8[1\pm (|a|^2|b|^2)(|\alpha |^2|\beta |^2)]`$. For dense coding it follows from the fact, that in accordance with (9) one can generate a set of states $`a|0|x\pm b|1|\overline{x}`$, but the set is not a complete basis.

Indeed the state of the GHZ class

$$|f_{GHZ}=1/\sqrt{3}(\sqrt{2}|000+|111)$$
(11)
can’t be used as a quantum channel. It is in agreement with equation (5), that tells, that $`T`$ must be a unitary operator. The reason is that any two states from the GHZ class can’t be converted from one to another by unitary transformation, if a two-particle operator is permitted only. It is true for the $`|GHZ`$ and $`|f_{GHZ}`$ state. In fact, consider the transformation

$$(1T)(a|000+b|111)=a^{}|000+b^{}|111.$$
(12)
Because of $`T`$ is the unitary operator it results in conditions $`|a|=|a^{}|`$ and $`|b|=|b^{}|`$, then there is no unitary transformation, that converts $`|GHZ`$ to $`|f_{GHZ}`$.

In other words the states of the GHZ class have different features under two-particle transformation when only a subset of the class can be used as the quantum channel for teleportation and dense coding. Indeed this observation is true for the W-class.

## III The channel of the W-class

Consider a particular case of transformation $`T`$, given by (5), that converts the GHZ state into a state of the W-class. It follows from the result of Cirac et al Cirac , that the operator $`T`$ is non-local. Now we are interested in two states from the W-class only, say of the form

$`|W=1/\sqrt{3}(|100+|010+|001)`$ (13)
$`|\stackrel{~}{W}=1/\sqrt{2}(|100+|0\mathrm{\Psi }^+).`$ (14)
Introduce the unitary non-local operator $`V`$

$`V=|\mathrm{\Psi }^+00|+|1101|+|\mathrm{\Psi }^{}10|+|0011|.`$ (15)
It can be represented by network, including the conditional gates $`V=C_{12}(CH)_{21}\sigma _{x2}C_{21}`$, where $`C_{ct}`$ is $`CNOT`$ operation, $`c`$ is controlled bit, $`t`$ is target one, $`(CH)_{21}`$ is the controlled Hadamard gate, that transforms $`|b0|b0`$, $`|b1(H1)|b1`$, $`b=0,1`$. The operator $`V`$ converts $`00\mathrm{\Psi }^+`$, $`0111`$, $`10\mathrm{\Psi }^{}`$, $`1100`$ and generates a complete set of states $`\mathrm{\Psi }^\pm ,|00,|11`$ that was used by Basharov to consider the problem of atomic relaxation under the entangled thermostatAskhat .

The introduced unitary operator $`V`$ converts the states from the GHZ class into the W-class

$`(1V)|GHZ_{ABC}=|\stackrel{~}{W}`$ (16)
$`(1V)|f_{GHZ}_{ABC}=|W.`$ (17)
Because of two states $`|GHZ`$ and $`|f_{GHZ}`$ are inequivalent under two-particle transformation, the obtained states of the W-class have also their properties to be different. Clear, that in contrast $`|W`$, the $`|\stackrel{~}{W}`$ state is sufficient as a quantum channel for teleportation of entangled states and dense coding. As well a collection $`(1V)|\mathrm{\Phi }_x^{}`$, including $`|\stackrel{~}{W}`$, where $`\mathrm{\Phi }_x^{}`$ is given by (10), represents a set of the quantum channels of the W-class. For teleportation it results in new feature of recovering operators which become non-local ones.

The original state of the W-class in the standard unique form reads Cirac

$$\phi _W=\sqrt{a}|001+\sqrt{b}|010+\sqrt{c}|100+\sqrt{d}|000,$$
(18)
where $`a,b,c>0`$ and $`d=1abc0`$. Considering $`\phi _W`$ as a quantum channel, there is a question whether teleportation of the two qubits in the general state is successful. The answer is not because of the following reasons. Let a total state be a product $`|A^{}_{12}|\phi _W_{ABC}`$, where $`|A^{}=(\gamma |00+\alpha |01+\beta |10+\delta |11)_{12}`$ is a general two-qubit state. When the measurement in the basis, given by (3), performs, all probabilities of outcomes depend on the unknown state $`A^{}`$

$`Prob(\pi ^\pm \mathrm{\Phi }^\pm )=[|\gamma \pm \mathrm{exp}(i\theta )\beta |^2(1a)`$ (19)
$`+a|\alpha \pm \mathrm{exp}(i\theta )\delta |^2]/4`$
$`Prob(\pi ^\pm \mathrm{\Psi }^\pm )=[|\gamma \pm \mathrm{exp}(i\theta )\beta |^2a`$
$`+(1a)|\alpha \pm \mathrm{exp}(i\theta )\delta |^2]/4.`$
However the task can be accomplished for the considered particular cases. Indeed, it is clear without any calculations from the following reasons. From the physical point of view any two-particle entangled state looks more as one piece of reality. To teleport a qubit or one piece, it needs an EPR channel of two entangled particles, where one of them is involved in measurement and another particle is a blank. For teleportation of two entangled qubits it needs a channel, including two particles as blanks and one particle for measurement, then one finds a three-particle channel at last. It is not true, when two qubits are not entangled.

## IV The states teleported by the GHZ-channel

In accordance with (7) and (8) a unitary transformation $`R`$ allows to investigate, what kind of states could be teleported using the GHZ-channel.

Let $`R=V`$, for example. Then

$$V|A=\alpha |11+\beta |\mathrm{\Psi }^{}.$$
(20)
To teleport this entangled state, it needs a new three-particle measurement in the basis, obtained from (3), when $`|\pi ^+\mathrm{\Phi }^\pm 1/\sqrt{2}(|010\pm |\mathrm{\Phi }^\pm |1)`$ and so on. The found set is represented by the states of the W-class.

Consider the GHZ channel of four qubits

$$|GHZ=1/\sqrt{2}(|0000+|1111)_{ABCD}.$$
(21)
Let particles $`A`$, $`B`$, $`C`$ and $`D`$ share a sender Alice and three receivers $`B`$, $`C`$, $`D`$. It has been found, that a three-particle state of the form $`|A_{123}=\alpha |000+\beta |111`$ can be teleported, when Alice performs a joint measurement, described by the set $`\{\mathrm{\Phi }_x:\pi _1^\pm \pi _2^\pm \mathrm{\Phi }_{3A}^\pm ;\pi _1^\pm \pi _2^\pm \mathrm{\Psi }_{3A}^\pm \}`$ AV . A simple observation shows, that the channel is useful for transmitting a state of the W-class. In fact, it follows from (15), that

$$(1V)(\alpha |000+\beta |111)=\alpha |100+\beta |0\mathrm{\Psi }^+.$$
(22)
Then the useful teleportation of entangled state $`\alpha |100+\beta |0\mathrm{\Psi }^+`$ is obtained.

Consider one of the way how to prepare the states of the W-class for particular case of optical implementation. Let a collection of two-level identical atoms interacts with a set of modes, which frequencies are close to frequency of an atomic transition for simplicity. The density matrix of atoms and field $`F`$ obeys equation of the form

$$F/t=i\mathrm{}^1[V,F],$$
(23)
where $`V=SB^{}+S^{}B`$ is Hamiltonian, $`S,S^{}`$ are atomic operators, $`B=g_1b_1+g_2b_2+g_3b_3`$; $`b_k,b_k^{},k=1,2,3`$ are the photon operators of modes. Let atoms have coherence, in the sense, that their polarization $`S0`$. It can be done, if atoms are illuminated by a strong coherent wave of amplitude $`\alpha `$, then $`S=q\alpha `$. One can describe behavior of the field by a master equation for density matrix of modes $`\rho =Sp_{atoms}F`$. In the first non-vanishing order the master equation for $`\rho `$ takes the form

$$\rho /t=i\mathrm{}^1[V^{},\rho ],$$
(24)
where an effective Hamiltonian $`V^{}=q(\alpha ^{}B+\alpha B^{})`$ is obtained. In fact, it describes a parametric scattering of the strong wave into three week modes and can be rewritten as

$$|\mathrm{\Psi }/t=i\mathrm{}^1V^{}|\mathrm{\Psi }.$$
(25)
Let the state of the week modes be vacuum, then in the first order over interaction one finds

$$|\mathrm{\Psi }(t)=|000i\mathrm{}^1\alpha t|w,$$
(26)
where $`|w=g_1|100+g_2|010+g_3|001`$, is a state of the W-class.

## V Conclusion

Being attractive because of its robustness with respect to losses of particle the W-states can be used for the teleportation and dense coding tasks. In the same time the states from the W-class are different under the unitary two-particle transformations and only some of them can be converted from one to another by this way. It results in a subset of the states to be suitable only. We find the desired collection of states using unitary transformation of the GHZ protocols. The W-channel has new feature, that is non-local operators recovering unknown state teleported.

We are grateful to Alexander Yu. Vlasov for discussion. This work was supported in part by the Delzell Foundation Inc. and INTAS grant 00-479.