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# On the effects of the magnetic field and the isotopic substitution upon the infrared absorption of manganites

## I Variational approach

We adopt a model that takes into account the double-exchange mechanism, the coupling of the $`e_g`$ electrons to lattice distortions, the super-exchange interaction between neighboring localized $`t_{2g}`$ electrons and the effects of an external magnetic field $`\stackrel{}{h}_{ext}`$.  The interaction to longitudinal optical phonons derives from the Jahn-Teller effect that splits the $`e_g`$ double degeneracy. Adopting the single orbital approximation (reasonable in the doping regime where $`CMR`$ occurs ), the Hamiltonian reads

$`H=`$ $`t{\displaystyle \underset{<i,j>}{}}\left({\displaystyle \frac{S_0^{i,j}+1/2}{2S+1}}\right)c_i^{}c_j+\omega _0{\displaystyle \underset{i}{}}a_i^{}a_i+g\omega _0{\displaystyle \underset{i}{}}c_i^{}c_i\left(a_i+a_i^{}\right)`$ (2)
$`+ϵ{\displaystyle \underset{<i,j>}{}}\stackrel{}{S}_i\stackrel{}{S}_jg_s\mu _B{\displaystyle \underset{i}{}}\stackrel{}{h}_{ext}\stackrel{}{S}_i\mu {\displaystyle \underset{i}{}}c_i^{}c_i.`$
Here $`t`$ is the transfer integral between nearest neighbor ($`nn`$) sites $`<i,j>`$ for electrons occupying $`e_g`$ orbitals, $`S`$ is the spin of the $`t_{2g}`$ core states $`\left(S=3/2\right)`$, $`S_0^{i,j}`$ is the total spin of the subsystem consisting of the spins localized on a pair of $`nn`$ sites and the conduction electron, $`c_i^{}\left(c_i\right)`$ creates (destroys) an electron with spin parallel to the ionic spin at the i-th site. The first term of the Hamiltonian describes the double-exchange mechanism in the limit where the intra-atomic exchange integral $`J`$ is far larger than the transfer integral $`t`$. In the second term of eq.(2) $`a_i^{}\left(a_i\right)`$ is the creation (annihilation) phonon operator at the site i, $`\omega _0=\sqrt{k/M}`$ denotes the frequency of the optical phonon mode, with $`k`$ restoring force per length unit of the local oscillator and $`M`$ mass of an oxygen atom surrounding the manganese atom. The dimensionless parameter $`g`$ indicates the strength of the electron-phonon interaction within the Holstein model

$`g={\displaystyle \frac{A}{\omega _0\sqrt{2M\omega _0}}},`$ (3)
where $`A`$ is the energy per displacement unit due to the coupling of the charge carriers with the lattice. Finally in the Hamiltonian (2) $`ϵ`$ represents the antiferromagnetic super-exchange coupling between two $`nn`$ $`t_{2g}`$ spins, $`g_s`$ the Lande’s electron spin factor ($`g_s2`$), $`\mu _B`$ the Bohr magneton and $`\mu `$ is the chemical potential.

The hopping of electrons is supposed to take place between the equivalent $`nn`$ sites of a simple cubic lattice separated by the distance $`|nn^{}|=a`$. The units are such that the Planck constant $`\mathrm{}=1`$, the Boltzmann constant $`k_B`$=1 and the lattice parameter $`a`$=1.

We perform two successive canonical transformations to treat the electron-phonon interaction variationally. The first is the variational Lang-Firsov unitary transformation

$$U_1=\mathrm{exp}\left[g\underset{j}{}\left(fc_j^{}c_j+\mathrm{\Delta }\right)\left(a_ja_j^{}\right)\right]$$
(4)
where the parameter $`f`$ measures the degree of the polaronic effects and the parameter $`\mathrm{\Delta }`$ denotes a displacement field describing average static lattice distortions. The second Bogoliubov-type transformation

$$U_2=\mathrm{exp}\left[\alpha \underset{j}{}\left(a_j^{}a_j^{}a_ja_j\right)\right],$$
(5)
with $`\alpha `$ variational parameter, introduces correlations between the emission of successive virtual phonons by the electrons.

The transformed Hamiltonian $`\stackrel{~}{H}=U_2U_1HU_1^1U_2^1`$ is difficult to treat exactly, so, in order to obtain a variational free energy,  we introduce a test Hamiltonian characterized by electron, phonon and spin degrees of freedom non mutually interacting

$`H_{test}`$ $`=`$ $`t_{eff}{\displaystyle \underset{<i,j>}{}}c_i^{}c_j+\overline{\omega }_0{\displaystyle \underset{i}{}}a_i^{}a_i+N\omega _0\mathrm{sinh}^2\left(2\alpha \right)+N\omega _0g^2\mathrm{\Delta }^2`$ (7)
$`g_s\mu _B{\displaystyle \underset{i}{}}\stackrel{}{h}\stackrel{}{S}_i+\left(\eta \mu \right){\displaystyle \underset{i}{}}c_i^{}c_i.`$
The quantity $`t_{eff}`$ denotes the effective transfer integral

$$t_{eff}=t\left(\frac{S_0+1/2}{2S+1}\right)e^{S_T}$$
(8)
where the symbol $`<>`$ indicates a thermal average and the quantity $`S_T`$ is

$$S_T=g^2f^2e^{4\alpha }\left(2N_0+1\right),$$
(9)
with $`N_0`$ the average number of phonons with frequency $`\overline{\omega }_0=\omega _0\mathrm{cosh}(4\alpha )`$. In the test Hamiltonian (7), $`N`$ is the number of lattice sites, $`h`$ the sum of the external magnetic field and the molecular magnetic field effective in a cell containing two neighboring sites  and the quantity $`\eta `$

$$\eta =\omega _0g^2f\left(f2\right)+2\omega _0g^2\left(f1\right)\mathrm{\Delta }$$
(10)
measures the electronic band shift due to the electron-phonon interaction.

We employ the Bogoliubov inequality in order to derive the variational free energy of the system

$$FF_{test}+\stackrel{~}{H}H_{test}_t$$
(11)
where $`<>_t`$ indicates a thermodynamic average made using the test Hamiltonian, so that the local spin dynamics is studied within a variational mean field theory. The free energy per site becomes

$`{\displaystyle \frac{F}{N}}=`$ $`f_{test}^{el}+T\mathrm{log}\left(1e^{\beta \overline{\omega }_0}\right)+\omega _0\mathrm{sinh}^2\left(2\alpha \right)+\omega _0g^2(1f)^2\rho ^2T\mathrm{log}\nu _S`$ (13)
$`\pm {\displaystyle \frac{ϵ}{2}}ZS^2m_S^2+T\lambda M`$
where the electron free energy $`f_{test}^{el}`$ is calculated considering the renormalized band $`\overline{\epsilon }_𝐤=\epsilon _𝐤+\eta `$, where the band dispersion $`\epsilon _𝐤`$ is

$$\epsilon _𝐤=2t_{eff}[cos(k_x)+cos(k_y)+cos(k_z)].$$
(14)
In eq.(13) $`\beta `$ is the inverse of the temperature, $`\nu _S`$ is the partition function of the localized spins, the top and bottom sign of $`ϵ`$ hold, respectively, for the ferromagnetic and antiferromagnetic solutions of the localized spins and $`Z`$ indicates the number of nearest neighbors. The quantity $`\lambda `$ is a dimensionless variational parameter proportional to the total magnetic field $`h`$

$$\lambda =\beta g_s\mu _BSh$$
(15)
and $`M=B(\lambda )`$ is the Brillouin function representing the ratio between the magnetization of the localized spins and the saturation magnetization.

In order to simplify the calculations, we consider a semicircular density of states

$$g(ϵ)=\left(\frac{2}{\pi W^2}\right)\theta (W|ϵ|)\sqrt{W^2ϵ^2}$$
(16)
where $`W=Zt_{eff}`$ is the renormalized band half-width and $`\theta (x)`$ is the Heaviside function.

In the intermediate electron-phonon coupling regime, the free energy (13) gives rise to a region of coexisting phases characterized by different electron densities $`\rho _1`$ and $`\rho _2`$ and constituted by large and small polarons, $`LP`$ and $`SP`$, respectively. Thus, near the metal-insulator transition, the system segregates in ferromagnetic and antiferromagnetic or paramagnetic domains of $`LP`$ and $`SP`$.

The variational approach combined with the Maxwell construction allows to determine the fractions of volume of $`LP`$ and $`SP`$. Within the regime of the macroscopic phase separation ($`PS`$),  it is possible to calculate any thermodynamic property $`B`$ of the system by means of the linear combination of the properties $`B_1`$ and $`B_2`$ characteristic of the single homogeneous phases assuming the respective volume fractions $`\left(V_1/V\right)`$ and $`\left(V_2/V\right)`$ as weights

$$B=\left(\frac{V_1}{V}\right)B_1+\left(\frac{V_2}{V}\right)B_2.$$
(17)
Therefore we assume that in this regime the properties of the system are independent of morphology of coexisting domains neglecting the surface energy cost. In the field of $`CMR`$ manganites, this two-fluid or two-component scenario has been proposed by other workers from a phenomenological point of view.  Furthermore, adopting this assumption, in a previous work  the results for spectral properties and infrared absorption have turned out in good agreement with experiments.

In this paper the quantities are calculated taking into account the phase diagram  evaluated by using the following values of the model parameters: $`t=2\omega _0`$, $`g=2.8`$ and $`ϵ=0.01t`$.

## II Lattice distortions

In this section we deal with the lattice distortions in absence of the external magnetic field.

Within the above-mentioned variational approach, some of us have discussed the Jahn-Teller distortion of the $`Mn^{3+}`$ ion.  It consists in an axial elongation of two $`MnO`$ bonds of the $`MnO_6`$ octahedra.  Above a crossover temperature $`T^{}<T_c`$, there are two distortions of this same type with a different degree of elongation along the axial direction, showing evidence of coexistence of large and small polarons. The average displacement of the site $`i`$ from the equilibrium position, when one electron is on site $`i`$, is in agreement with the experimental data on the separations between local $`MnO`$ bond lengths.

Now we calculate the $`LDPDF`$ $`P(X)`$, that is more appropriate to make a comparison of the theory with the data obtained by $`XAFS`$ measurements.  Considering the relevance of the axial elongation, we can confine ourselves to one spatial direction, so

$$P(X)=<\delta (XX_i)>=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑qe^{iqX}<e^{iqX_i}>,$$
(18)
where $`X_i=(a_i+a_i^{})/\sqrt{2M\omega _0}`$ is the displacement operator at the site $`i`$ along a reference axis. It has been evaluated performing the two canonical transformations (4,5) and making the decoupling  in the electron and phonon terms through the introduction of $`H_{test}`$ (7). We get

$$P(X)=\frac{1}{\sqrt{\pi l}}\left[\rho e^{(xb)^2/l^2}+(1\rho )e^{(xc)^2/l^2}\right]$$
(19)
where $`\rho `$ is the electron density, $`l=\sqrt{\frac{(2N_0+1)e^{4\alpha }}{M\overline{\omega }_0}}`$, $`b=g\sqrt{\frac{2}{M\omega _0}}\left(\mathrm{\Delta }+f\right)`$ and $`c=g\sqrt{\frac{2}{M\omega _0}}\mathrm{\Delta }`$. We obtain two terms: the first is due to the average occupation of the site $`i`$ and involves directly the polaronic distortion controlled by the variational parameter $`f`$, the second is due to the remaining configurations without electron on the site $`i`$ and it is related to the average lattice displacement $`\mathrm{\Delta }=\rho (1f)`$. In Fig. 1(a) we report the distribution $`P(X)`$ for different temperatures at $`x=0.3`$. In the regime of coexisting phases $`LDPDF`$ takes contribution from both $`LPFM`$ and $`SPPI`$ distributions by means of the eq.(17). The $`LPFM`$ phase is characterized by a single-peak $`LDPDF`$ centred about the average lattice displacement $`\mathrm{\Delta }`$ (here $`f`$ is smaller than $`\mathrm{\Delta }`$). With increasing temperature, the spreading of $`P(X)`$ signals the PS regime and near $`T_c`$ two well-defined peaks appear giving a bimodal $`LDPDF`$. Near and in the insulating state, occupied sites ($`Mn^{3+}`$) have strong distortions while non-occupied sites ($`Mn^{4+}`$) are characterized by an average static displacement $`\mathrm{\Delta }`$ equal to zero.

We have derived the mean-square deviation of this distribution $`\mathrm{\Delta }x^2=<x^2><x>^2`$ that provides the $`DW`$ factor (see in Fig. 1(b) $`DW`$ as a function of $`T`$ at $`x=0.3`$). The $`DW`$ factor increases rapidly with temperature near $`T_c`$ in agreement with experimental data.

## III Damping and optical properties

In this section we briefly review the calculations of the scattering rate and the infrared absorption due to lattice distortions and spin fluctuations.

Retaining only the dominant autocorrelation terms at the second step of iteration , the self-energy $`\mathrm{\Sigma }^{(2)}(𝐤,i\omega _n)`$ and the scattering rate

$$\mathrm{\Gamma }(𝐤)=\stackrel{~}{\mathrm{\Gamma }}(𝐤,\omega =\xi _𝐤)=2\mathrm{}\mathrm{\Sigma }_{ret}^{(2)}\left(𝐤,\omega =\xi _𝐤\right)$$
(20)
are derived. Making the expansion into the series of multiphonon processes, the scattering rate is expressed as

$$\mathrm{\Gamma }(𝐤)=\mathrm{\Gamma }(\xi _𝐤)=\mathrm{\Gamma }_{1phon}(\xi _𝐤)+\mathrm{\Gamma }_{multiphon}(\xi _𝐤)+\mathrm{\Gamma }_{SpinFluct}(\xi _𝐤)$$
(21)
where $`\mathrm{\Gamma }_{1phon}`$ is the contribution due to single phonon processes, $`\mathrm{\Gamma }_{multiphon}`$ represents the scattering rate by multiphonon processes and $`\mathrm{\Gamma }_{SpinFluct}`$ denotes the damping term by spin fluctuations. At low $`T`$, in the $`LP`$ phase, single phonon emission and absorption represent the main mechanism of scattering. Furthermore, at higher temperatures the damping due to spin fluctuations is effective in the energy range around the chemical potential $`\mu `$.

The scattering rate turns out fundamental to derive the infrared absorption of the system. The real part of the conductivity is obtained by the current-current correlation function

$$\mathrm{}\sigma _{\alpha ,\alpha }(\omega )=\frac{\mathrm{}\mathrm{\Pi }_{\alpha ,\alpha }^{ret}(\omega )}{\omega }$$
(22)
where the current operator $`j_\alpha `$ suitable for the Hamiltonian (2) is

$$j_\alpha =ite\underset{i,\delta }{}\delta _{\widehat{\alpha }}\left(\frac{S_0^{i+\delta \widehat{\alpha },i}+1/2}{2S+1}\right)c_{i+\delta \widehat{\alpha }}^{}c_i.$$
(23)
The conductivity can be expressed as sum of two terms

$$\mathrm{}\sigma _{\alpha ,\alpha }(\omega )=\frac{\mathrm{}\left[\mathrm{\Pi }_{\alpha ,\alpha }^{ret(1)}(\omega )+\mathrm{\Pi }_{\alpha ,\alpha }^{ret(2)}(\omega )\right]}{\omega }=\mathrm{}\sigma _{\alpha ,\alpha }^{(band)}(\omega )+\mathrm{}\sigma _{\alpha ,\alpha }^{(incoh)}(\omega ).$$
(24)
The first term $`\mathrm{}\sigma _{\alpha ,\alpha }^{(band)}`$ represents the band conductivity because the absorption is not accompanied by processes changing the number of phonons. On the other hand, the second term marked by the apex “incoherent” in eq. (24) derives from inelastic scattering processes of emission and absorption of phonons. The band conductivity is derived as

$$\mathrm{}\sigma _{\alpha ,\alpha }^{(band)}(\omega )=\left(\frac{4e^2t^2}{\omega }\right)e^{2S_T}\left(\frac{S_0+1/2}{2S+1}\right)^2_{\mathrm{}}^+\mathrm{}𝑑\xi [n_F(\xi \omega )n_F(\xi )]\stackrel{~}{C}(\xi ,\omega )h(\xi )$$
(25)
where $`\stackrel{~}{C}(\xi ,\omega )`$ is

$$\stackrel{~}{C}(\xi ,\omega )=\frac{\mathrm{\Gamma }(\xi )}{\mathrm{\Gamma }^2(\xi )+\omega ^2}$$
(26)
and $`h(\xi )`$ reads

$$h(\xi )=\left(\frac{1}{N}\right)\underset{𝐤}{}\mathrm{sin}^2(k_\alpha )\delta (\xi \xi _𝐤).$$
(27)
The latter term of the conductivity becomes

$`\mathrm{}\sigma _{\alpha ,\alpha }^{(incoh)}(\omega )=`$ $`\left({\displaystyle \frac{2e^2t^2}{\omega }}\right)e^{2S_T}\left({\displaystyle \frac{S_0+1/2}{2S+1}}\right)^2{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\xi {\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\xi _1g(\xi )g(\xi _1)R(\xi ,\xi _1,\omega )+`$ (30)
$`\left({\displaystyle \frac{2e^2t^2}{\omega }}\right)e^{2S_T}[I_0(z)\left({\displaystyle \frac{S_0+1/2}{2S+1}}\right)^2\left({\displaystyle \frac{S_0+1/2}{2S+1}}\right)^2]\times `$
$`\times {\displaystyle _{\mathrm{}}^+\mathrm{}}d\xi {\displaystyle _{\mathrm{}}^+\mathrm{}}d\xi _1g(\xi )g(\xi _1)[n_F(\xi \omega )n_F(\xi )]C(\xi ,\xi _1,\omega )`$
where $`g(\xi )`$ is the density of states (16) and the function $`R(\xi ,\xi _1,\omega )`$ is given by

$$R(\xi ,\xi _1,\omega )=2\underset{l=1}{\overset{+\mathrm{}}{}}I_l(z)\mathrm{sinh}\left(\frac{\beta \overline{\omega }_0l}{2}\right)\left[J_l(\xi ,\xi _1,\omega )+H_l(\xi ,\xi _1,\omega )\right].$$
(31)
We notice that $`J_l(\xi ,\xi _1,\omega )`$

$`J_l(\xi ,\xi _1,\omega )=C(\xi ,\xi _1,\omega +l\overline{\omega }_0)[n_F(\xi l\overline{\omega }_0\omega )n_F(\xi l\overline{\omega }_0)]\left[N_0(l\overline{\omega }_0)+n_F(\xi )\right]`$ (32)
and $`H_l(\xi ,\xi _1,\omega )`$

$`H_l(\xi ,\xi _1,\omega )=C(\xi ,\xi _1,\omega l\overline{\omega }_0)[n_F(\xi +l\overline{\omega }_0\omega )n_F(\xi +l\overline{\omega }_0)]\left[N_0(l\overline{\omega }_0)+1n_F(\xi )\right]`$ (33)
describe phonon absorption and emission processes, respectively.

In the limit of high temperatures ($`T>0.39\omega _0`$) and for $`SP`$ excitations, the incoherent absorption is prevalent. In this case the conductivity consists of a sum of narrow Lorentzian functions centred on the points $`n\omega _0`$ respectively.  A derivation suitable for high temperatures can be performed and gives

$`\mathrm{}\sigma _{\alpha ,\alpha }(\omega )=`$ (34)
$`\left({\displaystyle \frac{e^2t^2}{\omega }}\right)\left({\displaystyle \frac{S_0+1/2}{2S+1}}\right)^2\sqrt{{\displaystyle \frac{\pi \beta }{\overline{z}}}}\left\{\mathrm{exp}\left[{\displaystyle \frac{\beta }{4\overline{z}}}(\omega \overline{z})^2\right]\mathrm{exp}\left[{\displaystyle \frac{\beta }{4\overline{z}}}(\omega +\overline{z})^2\right]\right\}\rho (1\rho )`$ (35)
where $`\rho `$ is the electron concentration.

The conductivity $`\sigma _{\alpha ,\alpha }`$ is given by eq.(24) and eq.(35) in $`LPFM`$ and $`SPPI`$ phase, respectively. In the regime of coexisting phases, the two preceding conductivities are combined by means of the eq.(17).

At low temperatures, in the $`FM`$ phase the system shows two types of optical response: a Drude term and a broad absorption band due respectively to the coherent and incoherent motion of large polarons. With increasing $`T`$, the optical spectra are characterized by a transfer of spectral weight from low to high energies. At high $`T`$ the infrared absorption consists in a band peaked approximatively around the energy $`2g^2\omega _0`$ and is due to the incoherent $`SP`$ dynamics.  The experimental data can be fitted reasonably well with the $`LP`$ and $`SP`$ spectra below $`0.8`$ $`eV`$.  Indeed we note that for high frequencies the effects due to the exchange-split bands and to the local Coulomb repulsion should be included.  Thus the results can be considered meaningful for frequencies up to the absorption peak of the $`SP`$ band.

## IV Effects of an external magnetic field

In this section we discuss the effects of an external magnetic field on the optical properties of the system at $`x=0.3`$.

We first note that a unit of magnetic field $`h_0`$ can be fixed as

$$h_0=\frac{\omega _0}{g_s\mu _BS}.$$
(36)
If we choose for $`\omega _0`$ a reasonable value of $`50meV`$, this unit is huge: in fact $`h_0`$ is of the order of $`300`$ $`T`$. For realistic values of the magnetic fields the new energy scale $`g_s\mu _BSh_0`$ is small when compared with $`\omega _0`$. However in presence of an external magnetic field the phase diagram shows the tendency for $`LPFM`$ and $`FMPI`$ regions to grow. By introducing an external magnetic field (see Fig. 2), the magnetization does not vanish at $`T_c`$, the transition temperature in absence of the field, showing the behavior of a first order transition.  Thus, in the vicinity of the transition temperature, the subtle balance between the two coexisting phases can be readily influenced by varying the magnetic field.

The increase of the coherent motion due to the introduction of the external field is clearly shown in the calculated conductivity. We limit ourselves to the diagonal component. In Fig. 3(a) we can notice the rise of the Drude term with increasing the magnetic field, while in Fig. 3(b) the small-polaron absorption band is suppressed. This behavior is more pronounced at higher temperatures (see Fig. 4 for $`T=0.96T_c`$). At $`T_c`$ the introduction of the magnetic field is able to fill up the low frequency optical gap present in the high-temperature phase (Fig. 5). Hence the magnetic field induces the transfer of spectral weight from high to low energies near the phase boundary.

The introduction of the magnetic field has dramatic consequences on the resistivity $`\rho =1/\sigma _{\alpha ,\alpha }`$ near $`T_c`$, where $`\sigma _{\alpha ,\alpha }`$ results from the conductivity $`\sigma _{\alpha ,\alpha }(\omega )`$ in the limit $`\omega 0`$ (Fig. 6). We obtain two different behaviors: metallic ($`d\rho /dT>0`$) and insulating ($`d\rho /dT<0`$) emphasizing in logarithmic scale the behavior of activated resistivity characteristic of a $`SP`$ phase for $`T>T_c`$.  The magnetic field shifts the peak of the resistivity at higher temperatures. Since the $`PS`$ regime is characterized by a rapid increase of the resistivity,  at $`T_c`$ a large difference between resistivities at different magnetic fields occurs. The magnetoresistance ratio (see in Fig. 7(a) $`MR`$ in percent)

$$MR(h)=\frac{\left[\rho (h=0)\rho (h)\right]}{\rho (h)}$$
(37)
assumes large values at the transition temperature, so that the effect of the magnetic field is dramatically amplified near $`T_c`$.  Therefore, the $`CMR`$ effect and, in general, the high sensitivity of the system to external parameters are due to the subtle balance between $`LPFM`$ and $`SPPI`$ phases characterized by different lattice, spin and charge properties.

We have calculated the effect of the applied magnetic field on the $`DW`$ factor. In Fig. 7(b) we report $`\mathrm{\Delta }(DW)`$, the relative variation of the $`DW`$ factors obtained without and with the external field, in order to make a comparison with the magnetoresistance ratio.  The quantity $`\mathrm{\Delta }(DW)`$ shows a well defined peak around the transition temperature, indicating that the application of the magnetic field reduces the polaronic distortions. The two quantities, $`MR`$ and $`\mathrm{\Delta }(DW)`$ in Fig. 7, are both peaked around $`T_c`$ showing the existence of a strong correlation between lattice distortions, conductivity and magnetic properties.

## V Isotope effect

In this section we deal with the isotope effect in the $`CMR`$ regime at $`x=0.3`$. In particular we calculate the effects of isotope substitution on the infrared spectra.

The isotopic substitution of the oxygen from $`{}_{}{}^{16}O`$ to $`{}_{}{}^{18}O`$ changes the values of $`\omega _0`$ and $`g`$ to $`\omega _0^{}=\omega _0\sqrt{M/M^{}}`$ and $`g^{}=g\left(M^{}/M\right)^{1/4}`$ respectively, where $`M^{}`$ is the mass of $`{}_{}{}^{18}O`$. The coupling parameter $`\lambda =g^2\omega _0/6t`$ is clearly unchanged.

In Fig. 8 the phase diagram for $`{}_{}{}^{18}O`$ is presented and compared with that of $`{}_{}{}^{16}O`$. It is qualitatively altered with respect to the phase diagram of $`{}_{}{}^{16}O`$ showing a reduction of the $`FM`$ regions.  The heavier ion mass of $`{}_{}{}^{18}O`$ reduces the effective transfer integral $`t_{eff}`$ (see eq. (8)), so the region of coexisting phases and in particular the Curie temperature $`T_c`$ decrease. Indeed, in the limit where the intra-atomic exchange integral $`J`$ is far larger than the bare transfer integral $`t`$, $`T_ct_{eff}`$. In the inset of Fig. 8, $`T_c^{}`$, the Curie temperature for $`{}_{}{}^{18}O`$, is reported along with $`T_c`$, the Curie temperature for $`{}_{}{}^{16}O`$. We have evaluated the oxygen-isotope exponent $`\alpha _0=\mathrm{\Delta }lnT_c/\mathrm{\Delta }lnM=\frac{(T_c^{}T_c)}{T_c}\frac{M}{(M^{}M)}`$, making a comparison with experimental values.  We find the decreasing behavior of $`\alpha _0`$ with increasing the hole doping $`x`$ (Fig. 9).

Near $`T_c`$ we have calculated the optical conductivity for the two isotopes (Fig.10). While the $`{}_{}{}^{16}O`$ system is in the $`PS`$ regime, $`{}_{}{}^{18}O`$ system is in the insulating phase. In the first case the optical response still shows the Drude term, for $`{}_{}{}^{18}O`$ only the small-polaron band at high frequency is present. Again this causes large changes in the conductivity of the system. Therefore the isotope effect represents another example of the sensitivity to the variation in external parameters.

## VI Conclusions

We have discussed the effects of an external magnetic field and of the oxygen isotopic substitution on the infrared absorption spectra for $`x=0.3`$ mainly near the phase boundary. Furthermore we have dealt with the lattice effects and the $`DW`$ factor without and with the magnetic field.

First we have focused our attention on $`LDPDF`$ finding that, near and in the $`PI`$ phase, only the sites occupied by an electron show strong lattice distortions and that the $`DW`$ factor increases rapidly with temperature near $`T_c`$ in agreement with $`XAFS`$ measurements.

Then we have examined the consequences of an external magnetic field on the infrared absorption spectra at $`x=0.3`$ stressing that, near the phase boundary, the application of the field induces a transfer of spectral weight from high to low energies  and evaluating the $`CMR`$ ratio. In our scheme, the found $`CMR`$ is due to the subtle balance between coexisting phases characterized by different lattice, spin and electronic properties. The relation between the $`CMR`$ ratio and the variation of the $`DW`$ factor in presence of the magnetic field has pointed out the correlation that involves lattice distortions, conductivity and magnetic properties.

Finally, within our approach, the oxygen isotope effect has been explained by the enhanced electron-phonon coupling that induces a reduction of the $`FM`$ phases. In the vicinity of the $`MI`$ transition the isotope substitution induces large changes in the optical response and in the resistivity in agreement with experimental data.

We believe that the strong sensibility of the infrared absorption with respect to the magnetic field and isotopic substitution could be used to test the validity of the $`PS`$ scenario adopted in this paper. Indeed the experimental study of the infrared absorption is well established and it could be able to observe the effects discussed above.

In our work, near the $`MI`$ transition, the interplay of the electron-phonon interaction and the magnetic effects gives rise to a charge-density instability that takes into account experimental evidences for coexisting localized insulating and delocalized metallic components.  We have assumed that the scales of the inhomogeneities are much larger than the inter-particle distance and that the term arising from the mixing energy of the two coexisting phases and including the surface energy cost is not able to change qualitatively the behavior of the macroscopic quantities discussed. We have exploited a macroscopic $`PS`$ scenario where the coexisting fractions of volume are determined by the variational procedure and the Maxwell construction. This approach to manganites provides results consistent with experimental measurements  and an explanation of the strong sensitivity of the system to external parameters.

## Figure captions

F1 (a) The distribution function of the atomic displacement (in units of $`\sqrt{M\omega _0/2}`$) at $`x=0.3`$ as a function of the displacement coordinate $`X`$ (in units of $`2/\sqrt{M\omega _0}`$ different from the length unit introduced above, the lattice constant $`a`$).

(b) The Debye-Waller factor (in units of $`2/M\omega _0)`$ at $`x=0.3`$ as a function of the temperature.

F2 The magnetization (in units of saturation magnetization $`M_S`$) as a function of the temperature for two different magnetic fields (in units of $`h_0`$).

F3 (a)-(b) The diagonal conductivity at $`T=0.9`$ $`T_c`$ at different ranges of the frequency $`\omega `$ for several magnetic fields (in units of $`h_0`$). The conductivities are expressed in units of $`e^2c/m\omega _0`$, with $`c`$ hole concentration and $`m=1/2t`$.

F4 (a)-(b) The diagonal conductivity (in units of $`e^2c/m\omega _0`$, with $`c`$ hole concentration and $`m=1/2t`$) at $`T=0.96`$ $`T_c`$ at different ranges of the frequency $`\omega `$ for several magnetic fields (in units of $`h_0`$).

F5 The diagonal conductivity up to 18 $`\omega _0`$ at $`T=1.02`$ $`T_c`$ for different magnetic fields (in units of $`h_0`$). The conductivity is expressed in units of $`e^2c/m\omega _0`$, with $`c`$ hole concentration and $`m=1/2t`$.

F6 The inverse of the diagonal conductivity as a function of the temperature at different magnetic fields (in units of $`h_0`$) (we have used $`\omega _0=50`$ $`meV`$ and the lattice constant $`a=0.4`$ $`nm`$).

F7 (a) The magnetoresistance ratio at a fixed magnetic field (in units of $`h_0`$) as a function of the temperature.

(b) The relative variation of the Debye-Waller factor at a fixed magnetic field (in units of $`h_0`$) as a function of the temperature.

F8 The phase diagram for the two different oxygen isotopes ($`{}_{}{}^{16}O`$ dashed line, $`{}_{}{}^{18}O`$ dotted line ). $`PI`$ means Paramagnetic Insulator, $`FM`$ Ferromagnetic Metal and $`AFI`$ AntiFerromagnetic Insulator. The areas $`PI+FM`$ and $`AFI+FM`$ indicate regions where localized ($`PI`$ or $`AFI`$) and delocalized ($`FM`$) phases coexist. In the inset the ferromagnetic transition temperatures as a function of the hole doping ($`T_c`$ dashed line for $`{}_{}{}^{16}O`$ and $`T_c^{}`$ dotted line for $`{}_{}{}^{18}O`$). The temperatures are expressed in units of $`\omega _0`$ and the model parameters are $`t=2\omega _0`$, $`g=2.8`$ ($`\lambda =0.65`$ for both isotopes) and $`ϵ=0.01t`$.

F9 The oxygen-isotope exponent $`\alpha _0`$ (circles) compared to the experimental exponent (diamonds) deduced by Ref. 33 as a function of the hole doping.

F10 The conductivity at $`T=0.97`$ $`T_c`$ up to 19 $`\omega _0`$ for $`{}_{}{}^{16}O`$ and $`{}_{}{}^{18}O`$. The conductivities are expressed in units of $`e^2c/m\omega _0`$, with $`c`$ hole concentration and $`m=1/2t`$.


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# 1 Introduction

## 1 Introduction

It has been demonstrated previously that all the ten-dimensional closed superstring theories (Type IIA, Type IIB and the two distinct heterotic superstrings) are hidden in the Hilbert space of the 26-dimensional closed bosonic string theory . The emergence of space-time fermions and of supersymmetry, anticipated by Freund , is an impressive property of the bosonic string. The generation of space-time fermions out of bosons appears in reference  as a stringy generalisation of the field theoretical mechanism by which non abelian monopoles become fermions in an appropriate environment .

The superstrings arise from a toroidal compactification of the bosonic strings on an $`E_8\times E_8`$ lattice where only the second $`E_8`$ plays an active rôle. The superstring content of the bosonic string appears when all states pertaining to the first $`E_8`$ are removed from the spectrum. We call this a “truncation”. The truncation required to reveal superstrings has in fact to be extended to all oscillator states in four of the eight compact dimensions spanned by the second $`E_8`$ lattice of zero modes. However, some particular zero modes have to be retained in these dimensions. They play an essential rôle in the construction.

The $`E_8`$ lattice is a sublattice of the $`SO(16)`$ lattice and the theory is more elegantly formulated in terms of $`E_8\times SO(16)`$ . This formulation was in fact a crucial step, because it led to uncover not only the superstrings, but also the non-supersymmetric fermionic strings111We shall call fermionic strings all strings containing space-time fermions in separate left or right sectors whether or not they are projected out in the closed string spectrum.. Type OA and Type OB  and all the consistent non-supersymmetric ten-dimensional heterotic strings discovered in reference  emerged indeed from the bosonic string compactified on an $`E_8\times SO(16)`$ lattice, using the same truncation that generated the superstrings out of its $`E_8\times E_8`$ sublattice .

We extend the truncation process to open string sectors. We find that the Chan-Paton group $`SO(32)`$ which is required to make the supersymmetric Type I superstring anomaly free, as well as the Chan-Paton groups eliminating tadpoles in Type O fermionic strings, are determined by the bosonic parent. The significance of these results will be discussed.

This report summarises the main results obtained in reference .

## 2 Truncation of the closed bosonic string

### 2.1 Space-time fermions from bosons

To accommodate space-time fermions in the 26-dimensional bosonic string one must meet three requirements:

a) A continuum of bosonic zero modes must be removed. This can be achieved by compactifying $`d=24s`$ transverse dimensions on a $`d`$-dimensional torus. This leaves $`s+2`$ non-compact dimensions with transverse group $`SO_{trans}(s)`$.

b) Compactification must generate an internal group $`SO_{int}(s)`$ admitting spinor representations222We shall designate all locally isomorphic groups by the same notation.. This can be achieved by toroidal compactification on the Lie lattice of a simply laced Lie group $`𝒢`$ of rank $`d`$ containing a subgroup $`SO_{int}(s)`$. The latter is then mapped onto $`SO_{trans}(s)`$ in such a way that the diagonal algebra $`so_{diag}(s)=\mathrm{diag}[so_{trans}(s)\times so_{int}(s)]`$ becomes identified with a new transverse algebra. In this way, the spinor representations of $`SO_{int}(s)`$ describe fermionic states because a rotation in space induces a half-angle rotation on these states.

c) The consistency of the above procedure relies on the possibility of extending the diagonal algebra $`so_{diag}(s)`$ to the new full Lorentz algebra $`so_{diag}(s+1,1)`$, a highly non trivial constraint. To break the original Lorentz group $`SO(25,1)`$ in favour of the new one, a truncation consistent with conformal invariance must be performed on the physical spectrum of the bosonic string. Actually, states described by 12 compactified bosonic fields must be truncated, except for zero modes .

This can be understood heuristically by counting the missing central charge, hidden in the light cone gauge, needed for the superghost and the longitudinal and time-like Majorana fermions. In units where each two-dimensional boson contributes $`1`$ to the Virasoro central charge, the superghost contributes $`11`$, while the longitudinal and time-like Majorana fermions contribute $`2\times 1/2`$. Therefore, one must truncate 12 compactified bosonic fields. The larger value of the transverse dimension is then $`s=8`$, as the four remaining dimensions in the light cone gauge can then accomodate the internal group $`SO_{int}(8)`$. The highest available space-time dimension accommodating fermions is therefore $`s+2=10`$. The truncation should also remove the zero-point energies of the truncated oscillators. We shall show below that this amounts to retain some zero-modes of the 12 truncated bosonic fields.

### 2.2 Compactification and truncation

Consider the bosonic closed string compactified on a $`d`$-dimensional torus. In terms of the left and right compactified momenta, the mass spectrum is

$`{\displaystyle \frac{\alpha ^{}m_L^2}{4}}`$ $`=`$ $`\alpha ^{}𝐩_L^2+N_L1,`$
$`{\displaystyle \frac{\alpha ^{}m_R^2}{4}}`$ $`=`$ $`\alpha ^{}𝐩_R^2+N_R1,`$
and
$`m^2={\displaystyle \frac{m_L^2}{2}}+{\displaystyle \frac{m_R^2}{2}}`$ ; $`m_L^2=m_R^2.`$ (2)
In Eq.(2.2) $`N_L`$ and $`N_R`$ are the oscillator numbers in 26-dimensions and the zero modes $`\sqrt{2\alpha ^{}}𝐩_L`$, $`\sqrt{2\alpha ^{}}𝐩_R`$ span a $`2d`$-dimensional even self-dual Lorentzian lattice with negative (resp. positive) signature for left (resp. right) momenta. This ensures modular invariance of the closed string spectrum . For generic toroidal compactifications, the massless vectors $`\alpha _{1,R}^\mu \alpha _{1,L}^i|0_L,0_R`$ and $`\alpha _{1,L}^\mu \alpha _{1,R}^i|0_L,0_R`$, where the indices $`\mu `$ and $`i`$ respectively refer to non-compact and compact dimensions, generate a local symmetry $`[U_L(1)]^d\times [U_R(1)]^d`$. But more massless vectors arise when $`\sqrt{2\alpha ^{}}𝐩_L`$ and $`\sqrt{2\alpha ^{}}𝐩_R`$ are roots of simply laced groups $`𝒢_L`$ and $`𝒢_R`$ (with roots length $`\sqrt{2}`$). The gauge symmetry is enlarged to $`𝒢_L\times 𝒢_R`$ and the theory is modular invariant provided the lattice of zero modes is self-dual Lorentzian even. In particular, this is the case for compactification on a $`𝒢\times 𝒢`$ lattice where $`𝒢`$ is any semi-simple simply laced group of rank $`d`$, if both $`\sqrt{2\alpha ^{}}𝐩_L`$ and $`\sqrt{2\alpha ^{}}𝐩_R`$ span the full weight lattice $`\mathrm{\Lambda }_{weight}`$ of $`𝒢`$, but are constrained to be in the same conjugacy class. Namely $`\sqrt{2\alpha ^{}}(𝐩_L𝐩_R)`$ must be on the root lattice $`\mathrm{\Lambda }_{root}`$ of $`𝒢`$ . Hereafter, such lattice will be referred to as the EN lattice of $`𝒢`$ .

Now perform a toroidal compactification on a 16-dimensional $`𝒢_L\times 𝒢_R`$ lattice and take $`𝒢_RSO_{int}(8)`$. Then truncate the spectrum of the right sector of the theory, by tentatively removing all states (i.e. oscillators and momenta) in $`12`$ compactified dimensions keeping only the $`SO_{int}(8)`$.

The centre of the covering group of $`SO(8)`$ is $`Z_2\times Z_2`$. Its four elements partition the weight lattice in four conjugacy classes $`(o)_8,(v)_8,(s)_8,(c)_8`$ isomorphic to the root lattice. The $`(o)_8`$ lattice is the root lattice itself and contains the element $`\sqrt{2\alpha ^{}}𝐩_𝐨=(0,0,0,0)`$. The $`(v)_8`$ lattice is the vector lattice whose smallest weights are eight vectors of norm one; in an orthonormal basis, these are $`\sqrt{2\alpha ^{}}𝐩_𝐯=(\pm 1,0,0,0)`$ \+ permutations. The $`(s)_8`$ and $`(c)_8`$ lattices are spinor lattices whose smallest weights also have norm one and are the eightfold degenerate vectors $`\sqrt{2\alpha ^{}}𝐩_{𝐬,𝐜}=(\pm 1/2,\pm 1/2,\pm 1/2,\pm 1/2)`$ with even (for class $`(s)_8`$) or odd (for class $`(c)_8`$) number of minus signs. The structure of the weight lattice of all $`SO(4m)`$ groups in a $`2m`$-dimensional Cartesian basis is the same.

One must however keep zero modes in the 16 compact dimensions in such a way that

$$\alpha ^{}𝐩_R^2[𝒢_R]=\alpha ^{}𝐩_R^2[SO(8)]+\frac{1}{2}.$$
(3)
These zero modes are required to remove the zero-point energy (-12/24) contribution to the energy of the states taken out by the truncation.

As shown below, Eq.(3) can be satisfied by choosing

$$𝒢_R=E_8\times SO(16),$$
(4)
and we shall prove at the end of section 2.3 that from this choice all known ten-dimensional closed fermionic strings emerge from the same truncation scheme. We decompose $`SO(16)`$ in $`SO^{}(8)\times SO(8)`$ and truncate all states created by oscillators in the 12 dimensions defined by the $`E_8\times SO^{}(8)`$ root lattice. To satisfy Eq.(3), we keep only $`SO(16)`$ zero modes which are $`SO^{}(8)`$ vectors of norm one. The latter are chosen as follows.

The decomposition of an $`SO(16)`$ lattice in terms of $`SO^{}(8)\times SO(8)`$ lattices yields

$`(o)_{16}=[(o)_8^{}(o)_8]`$ $`+`$ $`[(v)_8^{}(v)_8],`$
$`(v)_{16}=[(v)_8^{}(o)_8]`$ $`+`$ $`[(o)_8^{}(v)_8],`$
$`(s)_{16}=[(s)_8^{}(s)_8]`$ $`+`$ $`[(c)_8^{}(c)_8],`$
$`(c)_{16}=[(s)_8^{}(c)_8]`$ $`+`$ $`[(c)_8^{}(s)_8].`$ (5)
The vectors of norm one in $`SO^{}(8)`$ are the 4-vectors $`\sqrt{2\alpha ^{}}𝐩_𝐯^{},\sqrt{2\alpha ^{}}𝐩_𝐬^{}`$ and $`\sqrt{2\alpha ^{}}𝐩_𝐜^{}`$ described above. We choose one vector $`\sqrt{2\alpha ^{}}𝐩_𝐯^{}`$ and one vector $`\sqrt{2\alpha ^{}}𝐩_𝐬^{}`$ (or equivalently $`\sqrt{2\alpha ^{}}𝐩_𝐜^{}`$).

This gives the truncations

$`(o)_{16}(v)_8(v)_{16}(o)_8,`$ (6)
$`(s)_{16}(s)_8(c)_{16}(c)_8,`$
or (7)
$`(o)_{16}(v)_8(v)_{16}(o)_8,`$
$`(s)_{16}(c)_8(c)_{16}(s)_8.`$
It follows from the closure of the Lorentz algebra that states belonging to the lattices $`(v)_8`$ or $`(o)_8`$ are bosons while those belonging to the spinor lattices $`(s)_8`$ and $`(c)_8`$ are space-time fermions.

It is easily verified that the choice of zero modes $`\sqrt{2\alpha ^{}}𝐩_𝐯^{}`$ and $`\sqrt{2\alpha ^{}}𝐩_𝐬^{}`$ (or $`\sqrt{2\alpha ^{}}𝐩_𝐜^{}`$) preserve modular invariance in the truncation provided one flips the sign of the lattice partition functions of the lattices $`(s)`$ and $`(c)`$, in accordance with the spin-statistic theorem 333For an alternate proof of the modular invariance of the trucated theory, see ref.. Generalisation to multiloops is given in ref. ..

### 2.3 Closed fermionic strings

We now explain how the consistent closed fermionic ten-dimensional strings  are obtained by truncation from the 26-dimensional bosonic string.

First we consider the fermionic theory emerging from truncation in both left and right sectors. We thus examine a compactification on both sectors with $`𝒢_L=𝒢_R=E_8\times SO(16)`$. In the truncated theory, $`(E_8)_{L,R}`$ merely disappear, and we therefore only discuss in detail the fate of the $`SO(16)_{L,R}`$ representations under truncation. In the full bosonic string, the representations of $`SO(16)`$ entering the lattice partition function are restricted by modular invariance444Strictly speaking the modular invariance does not fully determine the representations of $`SO(16)`$ at this level (because $`\gamma (s)=\gamma (c)`$). However at the level of the amplitudes, this ambiguity is lifted.. Typically, such partition function is a sum of products of left and right partition functions $`\overline{\gamma }_{\alpha L},\gamma _{\alpha R},[\alpha =(o),(v),(s),(c)]`$.

Using the modular transformation properties, one finds that there are two distinct modular invariant partition functions. The first one is,

$`(\overline{\gamma }_{(o)_{16},L}+\overline{\gamma }_{(s)_{16},L})(\gamma _{(o)_{16},R}+\gamma _{(s)_{16},R})`$ (8)
$`=\overline{\gamma }_{(o)_{16},L}\gamma _{(o)_{16},R}+\overline{\gamma }_{(s)_{16},L}\gamma _{(o)_{16},R}+\overline{\gamma }_{(o)_{16},L}\gamma _{(s)_{16},R}+\overline{\gamma }_{(s)_{16},L}\gamma _{(s)_{16},R},`$
and the second is,

$$\overline{\gamma }_{(o)_{16},L}\gamma _{(o)_{16},R}+\overline{\gamma }_{(v)_{16},L}\gamma _{(v)_{16},R}+\overline{\gamma }_{(s)_{16},L}\gamma _{(s)_{16},R}+\overline{\gamma }_{(c)_{16},L}\gamma _{(c)_{16},R}.$$
(9)
Eq.(8) can be rewritten as $`\overline{\gamma }_{(o)_{E8},L}\gamma _{(o)_{E8},R}`$ where the subscript $`(o)`$ refers to the root lattice of $`E_8`$ which is a sublattice of the $`SO(16)`$ weight lattice. Eqs.(8) and (9) describe compactifications on the EN lattices of $`E_8\times E_8`$ and of $`E_8\times SO(16)`$.

To interpret the result of the truncation in conventional terms, we note that the $`SO(8)`$ partition functions $`\gamma _{(o)_8}`$ and $`\gamma _{(v)_8}`$, divided by the Dedekind functions arising from the bosonic states in the eight non compact transverse dimensions are the Neveu-Schwarz partition functions with the ‘wrong’ and ‘right’ GSO projection $`(NS)_{}`$ and $`(NS)_+`$. The partition functions $`\gamma _{(s)_8}`$ and $`\gamma _{(c)_8}`$, divided by the same Dedekind functions, form the two Ramond partition functions of opposite chirality $`R_+`$ and $`R_{}`$.

Choosing the ghosts $`\sqrt{2\alpha ^{}}𝐩_𝐯^{}`$ and $`\sqrt{2\alpha ^{}}𝐩_𝐬^{}`$ in both sector, and truncating in accordance with Eq.(6), the first partition function Eq.(8) yields the supersymmetric chiral closed string,

$$\mathrm{𝐈𝐈𝐁}:(NS)_+(NS)_++R_+(NS)_++(NS)_+R_++R_+R_+.$$
(10)
Replacing $`𝐩_𝐬^{}`$ by $`𝐩_𝐜^{}`$ in, say, the right sector we get, using Eq.(7), the non chiral supersymmetric closed string

$$\mathrm{𝐈𝐈𝐀}:(NS)_+(NS)_++R_+(NS)_++(NS)_+R_{}+R_+R_{}.$$
(11)
The same choices of the ghosts in the second partition function yield the following non-supersymmetric strings

$$\mathrm{𝟎}𝐁:(NS)_+(NS)_++(NS)_{}(NS)_{}+R_+R_++R_{}R_{},$$
(12)
$$\mathrm{𝟎}𝐀:(NS)_+(NS)_++(NS)_{}(NS)_{}+R_+R_{}+R_{}R_+.$$
(13)
Heterotic strings are generically obtained from compactification on $`𝒢_L\times 𝒢_R`$ by only truncating in the right sector with $`𝒢_R=E_8\times SO(16)`$. The partition function constructed on $`𝒢_L\times [E_8\times SO(16)]_R`$ must be modular invariant. We may replace the Lorentzian metric by a Euclidean one and drop the $`E_8`$ to preserve invariance under translation $`(\tau \tau +1)`$ in the Euclidean metric. This reduces the problem of finding all heterotic strings obtainable in this way to that of finding all 24-dimensional Euclidean even self-dual lattices containing a sublattice $`\mathrm{\Lambda }(SO(16))`$. All 24-dimensional even self-dual Euclidean lattices have been classified: they are known as the Niemeier lattices. Heterotic strings are obtained from the relevant Niemeier lattices by the truncation Eq.(6) (or equivalently, by Eq.(7)) .

## 3  Brane fusion and the open string sectors

### 3.1 The bosonic open string ancestor

We first review the derivation of the existence of a 26-dimensional open bosonic string free of massless tadpole divergences .

The Chan-Paton group of the 26-dimensional unoriented, uncompactified, open string theory may be fully determined by the tadpole condition . The full one-loop vacuum amplitude of a theory with open and closed unoriented strings comprises the four loop amplitudes with vanishing Euler characteristic: the torus $`𝒯`$, the Klein bottle $`𝒦`$, the annulus $`𝒜`$ and the Möbius strip $``$. The last three amplitudes contain ultraviolet divergences which are conveniently analysed in the transverse channel. This channel describes the tree level exchange of zero momentum closed string modes between holes and/or crosscaps. The divergences appear there in the infrared limit and are associated with the exchange of tachyonic and massless modes. One ensures the tadpole condition, that is the cancellation of the divergences due to the massless modes in the total amplitude, by fixing the Chan-Paton group. Here, the divergence is related to the dilaton tadpole, a non-zero one point function of a closed vertex operator on the disk or on the projective plane. If the tadpole condition is not imposed, the low-energy effective action acquires a dilaton potential. Let us stress that in the present case the tadpole condition defining the bosonic open string is not compulsory: the presence of the dilaton tadpole does not render the theory inconsistent if the vacuum is shifted by the Fishler-Susskind mechanism .

The tadpole condition for the 26-dimensional uncompactified bosonic string determines the Chan-Paton group to be $`SO(2^{13})`$. Let us discuss the derivation of this well-known result. Introducing a Chan-Paton multiplicity $`n`$ at both string ends, the four different one-loop amplitudes of the unoriented 26-dimensional bosonic string are given by (see for example ):

$`𝒯={\displaystyle _{}}{\displaystyle \frac{d^2\tau }{\tau _2^{14}}}{\displaystyle \frac{1}{\eta ^{24}(\tau )\overline{\eta }^{24}(\overline{\tau })}},`$ (14)
$`𝒦={\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\tau _2}{\tau _2^{14}}}{\displaystyle \frac{1}{\eta ^{24}(2i\tau _2)}},`$ (15)
$`𝒜={\displaystyle \frac{n^2}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\tau _2}{\tau _2^{14}}}{\displaystyle \frac{1}{\eta ^{24}(i\tau _2/2)}},`$ (16)
$`={\displaystyle \frac{ϵn}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\tau _2}{\tau _2^{14}}}{\displaystyle \frac{1}{\widehat{\eta }^{24}(i\tau _2/2+1/2)}},`$ (17)
where $``$ is a fundamental domain of the modular group for the torus and $`\eta (\tau )`$ is the Dedekind function:

$$\eta (\tau )=q^{\frac{1}{24}}\underset{m=1}{\overset{\mathrm{}}{}}(1q^m),q=e^{2\pi i\tau },\tau =\tau _1+i\tau _2.$$
(18)
The ‘hatted’ Dedekind function in $``$ means that the overall phase is dropped in $`\eta (i\tau _2/2+1/2)`$ ensuring that $`\widehat{\eta }(i\tau _2/2+1/2)`$ is real. A similar notation will be used for a generic function $`f`$ admitting an expansion $`f=q^a_{i=0}^{\mathrm{}}a_iq^i`$, namely $`\widehat{f}(\tau +1/2)=e^{i\pi a}f(\tau +1/2)`$. The world-sheet parity operator defining $``$ is $`\mathrm{\Omega }=ϵ(1)^N`$ where $`N`$ is the open string oscillator number operator. The plus or minus sign $`ϵ`$ in Eq.(17) encodes the action of $`\mathrm{\Omega }`$ on the vacuum and the one-half shift in the argument of the Dedekind function in Eq.(17) encodes the action of the twist operator $`(1)^N`$.

The amplitudes $`𝒯/2+𝒦`$ and $`𝒜+`$ are respectively the partition function of the closed and open unoriented string sectors. The $`q`$-independent term in the expansion of the integrand of $`𝒜+`$ gives the number of massless vectors and determines the nature of the Chan-Paton group. Using Eqs.(16) and (17) one finds $`n(nϵ)/2`$ massless vectors: if $`ϵ=+1`$ (resp. $`ϵ=1`$), the Chan-Paton group is $`SO(n)`$ (resp. $`USp(n)`$) .

To impose the tadpole condition we interpret $`𝒦`$, $`𝒜`$ and $``$ as amplitudes in the transverse (tree) channel. To this effect we first define $`t=2\tau _2`$ (resp. $`t=\tau _2/2`$) in $`𝒦`$ (resp. $`𝒜`$) and express the modular form $`\eta ^{24}(it)`$ in the integrand of Eqs. (15) and (16) in terms of its $`S`$-transform. The change of variable $`l=1/t`$ yields

$`𝒦_{tree}`$ $`=`$ $`{\displaystyle \frac{2^{13}}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^{24}(il)}},`$ (19)
$`\text{and}𝒜_{tree}`$ $`=`$ $`{\displaystyle \frac{n^22^{13}}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^{24}(il)}}.`$ (20)
The subscript $`tree`$ emphasises that the expressions Eqs.(19) and (20), although identical to the integrals Eqs.(15) and (16), are now rewritten in terms of tree level intermediate states. Throughout the paper, any amplitude formulated in the ‘direct’ channel as a one loop amplitude $``$, will be relabeled $`_{tree}`$ when expressed in terms of transverse channel tree level intermediate states.

It is a little bit more tricky to go from the direct to the transverse channel for the Möbius amplitude. One expresses $`\widehat{\eta }^{24}(i\tau _2/2+1/2)`$ in terms of its $`P`$-transform  which combines the modular transformations $`S`$ (i.e. $`\tau 1/\tau `$) and $`T`$ (i.e. $`\tau \tau +1`$):

$$P=T^{1/2}ST^2ST^{1/2}.$$
(21)
One then performs the change of variable $`l=1/(2\tau _2)`$ to get

$$_{tree}=2\frac{ϵn}{2}_0^{\mathrm{}}𝑑l\frac{1}{\widehat{\eta }^{24}(il+1/2)}.$$
(22)
The tadpole condition can now be imposed by requiring the vanishing of the $`e^{2\pi l}`$-independent term in the integrand of the total tree amplitude $`𝒦_{tree}+𝒜_{tree}+_{tree}`$. One gets the following condition

$$(2^{13}+2^{13}n^22ϵn)=2^{13}(2^{13}ϵn)^2=0,$$
(23)
which singles out $`ϵ=+1`$ and the value $`n=2^{13}`$.

Therefore, one recovers that the uncompactified open bosonic string theory obeying the tadpole condition is unoriented and has an $`SO(2^{13})`$ Chan-Paton group .

### 3.2 Compactification of the open string ancestor on Lie algebra lattices and truncation

We now explain how the open string theories in 10 dimensions may be obtained by truncation from the compactified 26-dimensional bosonic string. We begin by discussing the construction of open string descendants from closed strings compactified on the two EN lattices of the rank sixteen groups $`𝒢=E_8\times E_8`$ and $`𝒢=E_8\times SO(16)`$. We refer the reader to ref.  for a more general discussion on the open descendants of strings compactified on EN lattices of semi-simple Lie groups $`𝒢`$. Having the amplitudes, we then perform the truncation.

#### 3.2.1 The $`E_8\times E_8`$ compactification and Type I superstring

We consider here the compactification on the $`E_8\times E_8`$ lattice. We write

$$\gamma _{(o)_{E_8}}\gamma _{(o)_{E_8}}=(\gamma _{(o)_{16}}+\gamma _{(s)_{16}})(\gamma _{(o)_{16}}+\gamma _{(s)_{16}}).$$
(24)
In order to get the amplitudes in this case, one first replaces the contribution of sixteen non-compact dimensions in the direct amplitudes eqs.(15), (16) and (17) by the contribution of the lattice partition function and then using the modular transformations one gets the tree amplitudes which read

$`𝒦_{tree}`$ $`=`$ $`{\displaystyle \frac{2^5}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^8(il)}}\gamma _{(o)_{E_8}}(il)\gamma _{(o)_{E_8}}(il),`$ (25)
$`𝒜_{tree}`$ $`=`$ $`{\displaystyle \frac{n^22^5}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^8(il)}}\gamma _{(o)_{E_8}}(il)\gamma _{(o)_{E_8}}(il),`$ (26)
$`_{tree}`$ $`=`$ $`ϵn{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\widehat{\eta }^8(il+\frac{1}{2})}}\widehat{\gamma }_{(o)_{E_8}}(il+1/2)\widehat{\gamma }_{(o)_{E_8}}(il+1/2).`$ (27)
We impose the vanishing of the dilaton tadpole. All the transverse amplitudes are proportional to the root lattice of $`E_8\times E_8`$. Therefore all divergences are eliminated by a single constraint

$$n=2^5,$$
(28)
and $`ϵ=+1`$. The Chan-Paton group is then $`SO(2^5)=SO(32)`$. This reduction of Chan-Paton group from $`SO(2^{13})`$ by compactification is crucially related to the structure of the Lie algebra lattice. Indeed the reduction $`2^{13}2^5`$ in Eqs.(25) and (26) is a result of the reduction of the number of non-compact dimensions and of the modular properties of the lattice partition function of the $`E_8\times E_8`$ lattice. The latter is characterised by one conjugacy class and is thus invariant under the modular group. If we would compactify instead on a cartesian torus corresponding to $`[U(1)]^{16}`$ no reduction would occur. Indeed, in this case the S-transformation of the $`[U(1)]^{16}`$ lattice partition function would compensate the change due to the reduction of non-compact dimensions.

We are now in position to derive the truncated theory from the tadpole-free bosonic open string theory compactified on the EN lattice of $`E_8\times E_8`$. Eq.(6) gives

$$\gamma _{(o)_{E8}}\gamma _{(o)_{E8}}=\gamma _{(o)_{E8}}(\gamma _{(o)_{16}}+\gamma _{(s)_{16}})\text{Truncation}\gamma _{(v)_8}\gamma _{(s)_8}$$
(29)
and the transverse amplitudes Eqs.(25), (26) and (27) become after truncation

$`𝒦_{tree}^t`$ $`=`$ $`𝒜_{tree}^t={\displaystyle \frac{2^5}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^8(il)}}(\gamma _{(v)_8}\gamma _{(s)_8})(il),`$ (30)
$`_{tree}^t`$ $`=`$ $`2^5{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\widehat{\eta }^8(il+1/2)}}(\widehat{\gamma }_{(v)_8}\widehat{\gamma }_{(s)_8})(il+1/2).`$ (31)
The flip in sign in Eq.(31) as compared to Eq.(27) with $`ϵ=+1`$ is solely due to the definition of hatted functions. Truncating the direct amplitudes $`𝒜`$ and $``$ we get

$`𝒜^t`$ $`=`$ $`{\displaystyle \frac{2^{10}}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\tau _2}{\tau _2^6}}{\displaystyle \frac{1}{\eta ^8(i\tau _2/2)}}(\gamma _{(v)_8}\gamma _{(s)_8})(i\tau _2/2),`$ (32)
$`^t`$ $`=`$ $`{\displaystyle \frac{2^5}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\tau _2}{\tau _2^6}}{\displaystyle \frac{1}{\widehat{\eta }^8(i\tau _2/2+1/2)}}(\widehat{\gamma }_{(v)_8}\widehat{\gamma }_{(s)_8})(i\tau _2/2+1/2).`$ (33)
The amplitudes in Eqs.(32) and (33) are equal to those in Eqs.(30) and (31) expressed in the transverse channel, a consequence of the fact that the truncation commutes with $`S`$ and $`T`$ transformations.

Massless modes in both open and closed string channels, created by bosonic oscillators in non-compact dimensions, become massive after truncation. New massless modes arise from the compact dimensions. In the closed string channel, these are massless spinors, $`NS`$-$`NS`$ and $`R`$-$`R`$ fields. The $`NS`$-$`NS`$ and $`R`$-$`R`$ tadpoles are eliminated by the condition Eq.(28) inherited from the bosonic string. This is easily checked in the truncated tree amplitude $`𝒦_{tree}^t+𝒜_{tree}^t+_{tree}^t`$ given by Eqs.(30) and (31) .

The Chan-Paton group $`SO(32)`$ is preserved under truncation. This can be checked by counting, in the open channel, the number of massless vectors arising from truncation.

We see that the truncation of the unoriented tadpole-free bosonic open string theory, compactified on the $`E_8\times E_8`$ lattice, results in the $`SO(32)`$ anomaly free Type I theory.

#### 3.2.2 The $`E_8\times SO(16)`$ compactification and Type 0 strings

We now consider the 26-dimensional unoriented bosonic open string theory compactified on the $`E_8\times SO(16)`$ lattice. In this case there are four conjugacy classes $`𝒩`$ which give, compared to Eq.(19), a reduction $`2^{13}2^5\sqrt{𝒩}=2^6`$. Taking into account the existence of these four classes and the possibility of introducing different Chan-Paton multiplicities, the tree amplitudes of this model are given by

$`𝒦_{tree}`$ $`=`$ $`{\displaystyle \frac{2^6}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^8}}\gamma _{(o)_{16}}\gamma _{(o)_{E8}},`$ (34)
$`𝒜_{tree}`$ $`=`$ $`{\displaystyle \frac{2^6}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^8}}(a_1^2\gamma _{(o)_{16}}+a_2^2\gamma _{(v)_{16}}+a_3^2\gamma _{(s)_{16}}+a_4^2\gamma _{(c)_{16}})\gamma _{(o)_{E_8}},`$ (35)
$`_{tree}`$ $`=`$ $`ϵa_1{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\widehat{\eta }^8}}\widehat{\gamma }_{(o)_{16}}\widehat{\gamma }_{(o)_{E_8}},`$ (36)
and

$`a_1`$ $`=`$ $`n_o+n_v+n_s+n_c,a_2=n_o+n_vn_sn_c,`$
$`a_3`$ $`=`$ $`n_on_v+n_sn_c,a_4=n_on_vn_s+n_c.`$ (37)
We enforce the tadpole conditions. In this case there are four tadpole conditions because there are four different types of massless modes giving rise to divergent contributions in the tree amplitudes: in addition to the graviton and dilaton encoded in the Dedekind function at level one, there are three types of massless modes arising from $`\gamma _{(o)_{16}}`$ at level 1 and from $`\gamma _{(s)_{16}}`$, $`\gamma _{(c)_{16}}`$ at level zero. The tadpole conditions which eliminate the divergences at level one in the Dedekind function and in $`\gamma _{(o)_{16}}`$ fixe $`ϵ=1`$, and the Chan-Paton group is $`SO(n_o)\times SO(n_v)\times SO(n_s)\times SO(n_c)`$, with $`n_o+n_v+n_s+n_c=2^6=64`$. The pattern of symmetry breaking of $`SO(64)`$ is further determined by imposing the two remaining tadpole conditions corresponding to the $`\gamma _{(s)_{16}}`$ and $`\gamma _{(c)_{16}}`$ divergences. One gets

$$SO(n)\times SO(n)\times SO(32n)\times SO(32n).$$
(38)
We now derive the truncated theory. Using Eq.(6) we get

$`𝒦_{tree}^t`$ $`=`$ $`{\displaystyle \frac{2^6}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^8}}\gamma _{(v)_8},`$ (39)
$`𝒜_{tree}^t`$ $`=`$ $`{\displaystyle \frac{2^6}{2}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\eta ^8}}[(64)^2\gamma _{(v)_8}+16(n16)^2\gamma _{(o)_8}],`$ (40)
$`_{tree}^t`$ $`=`$ $`64{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \frac{1}{\widehat{\eta }^8}}\widehat{\gamma }_{(v)_8},`$ (41)
from which the direct channel amplitudes can be obtained. The Chan-Paton group is transferred from the untruncated bosonic theory to the truncated fermionic theory and we obtain the spectrum of the tadpole-free $`[SO(32n)\times SO(n)]^2`$ Type O theories discussed in ref.. Note that the Chan-Paton group has a higher rank than in Type I because $`E_8\times SO(16)`$ has more conjugacy classes than $`E_8\times E_8`$. We emphasize that this Chan-Paton gauge structure and the symmetry breaking pattern arise entirely from bosonic considerations.

### 3.3 Brane fusion

We shall relate the Chan-Paton groups of the tadpole free bosonic string compactified on the enhanced symmetry points considered in the previous section (and hence of the open fermionic strings) to the uncompactified $`SO(2^{13})`$ unoriented bosonic string.

The latter has a clear geometrical interpretation . The ends of the open strings live on D25-branes and the tension of a D25-brane can be derived from $`𝒜_{tree}`$ (see Eq.(20) with $`n=1`$) by comparing with the field theory calculation .

The tension $`T_{D25}^{bosonic}`$ is given by555We always give the Dp-brane tensions computed in the oriented closed theory.

$$T_{D25}^{bosonic}=\frac{\sqrt{\pi }}{2^4\kappa _{26}}(2\pi \alpha ^{}{}_{}{}^{1/2})^{14},$$
(42)
where $`\kappa _{26}^2=8\pi G_{26}`$ and $`G_{26}`$ is the Newtonian constant in 26 dimensions.

The action of the world-sheet parity operator on the 26-dimensional closed bosonic string introduces an orientifold 25-plane $`O25`$. The tension of the $`O25`$ can be derived from $`𝒦_{tree}`$ (and $`_{tree}`$ for the sign of this tension) again by comparing with the field theory calculation. The result is :

$$T_{O25}^{bosonic}=2^{12}T_{D25}^{bosonic}.$$
(43)
Therefore the tadpole condition fixing the $`SO(2^{13})`$ gauge group means in this context that one has to introduce $`n=2^{13}`$ D25-branes ( $`2^{12}`$\+ their images) to cancel the negative tension of the $`O25`$ .

We now derive the tension of the wrapped orientifold and D25-branes for compactifications on the EN lattices with Lie group $`𝒢=E_8\times E_8`$ and $`𝒢=E_8\times SO(16)`$. To this effect we describe the lattice in terms of constant background metric $`g_{ab}`$ and Neveu-Schwarz antisymmetric tensor $`b_{ab}`$ .

The squared wrapped orientifold tension is obtained from the coupling to gravity in the transverse Klein bottle amplitude $`𝒦_{tree}`$. We recall that $`𝒦_{tree}`$ is obtained from the direct amplitude $`𝒦`$ by the S modular transformation, and that $`𝒦`$ follows from the torus amplitude by inserting the world-sheet parity operator $`\mathrm{\Omega }_c`$ which interchanges left and right sectors. This projects out the $`b_{ab}`$-field. For the above groups, the tension of the wrapped orientifold $`T_{O25wr}^{bosonic}`$ after compactification is then given by

$$T_{O25wr}^{bosonic}=T_{O25}^{bosonic}[(2\pi )^{16}\sqrt{g}],$$
(44)
where $`g`$ is the determinant of the metric. On the other hand the world-volume action of a D25-brane is given by the Born-Infeld action . Accordingly, after compactification, the tension $`T_{D25wr}^{bosonic}`$ of a wrapped D25-brane is given by :

$$T_{D25wr}^{bosonic}=T_{D25}^{bosonic}[(2\pi )^{16}\sqrt{e}]=n_fT_{D25}^{bosonic}[(2\pi )^{16}\sqrt{g}],$$
(45)
where $`e`$ is the determinant of $`e_{ab}g_{ab}+b_{ab}`$, and

$$n_f=\sqrt{e/g}.$$
(46)
The negative tension of the orientifold can be compensated by introducing $`n_w`$ wrapped D25 branes (including images) with:

$$n_w=2^{13}\sqrt{\frac{g}{e}}=\frac{2^{13}}{n_f}.$$
(47)
The reduction factor $`n_f`$ defined in Eq.(46) can be computed  to give

$$n_f=\frac{2^8}{\sqrt{𝒩}}$$
(48)
where $`𝒩`$ is the number of conjugacy classes666One can use Eqs.(45), (48) and (42) to compute the tensions of branes in the fermionic string theories by comparing the zero mode contributions in $`𝒜_{tree}`$ and $`𝒜_{tree}^t`$ both in the $`E_8\times E_8`$ and $`E_8\times SO(16)`$ compactifications . The results obtained in this way agree with the known results.

Inserting this value in Eq.(47), we get the number of wrapped D25 branes required to ensure the dilaton tadpole condition in the compactified bosonic string. Thus the reduction factor $`n_f`$ coincides with the ratio of Chan-Paton multiplicities before and after compactification.

For $`E_8\times E_8`$ we have $`𝒩=1`$ and Eq.(48) gives $`n_f=2^8`$. Consequently we are left with $`n_w=2^5`$ wrapped D25-branes. This is consistent with the fact that the Chan-Paton group of the tadpole-free $`E_8\times E_8`$ compactification is $`SO(32)`$.

For $`E_8\times SO(16)`$ we have $`𝒩=4`$. Thus Eq.(48) gives $`n_f=2^7`$. Consequently we are left with $`n_w=2^6`$ wrapped D25-branes. This is consistent with the fact that the Chan-Paton group of the tadpole-free $`E_8\times SO(16)`$ compactification is $`[SO(32n)\times SO(n)]^2`$.

Note that, for the two Lie groups of rank $`d=16`$ considered here one has

$$\frac{2^{d/2}}{\sqrt{𝒩}}=2^{r/2},$$
(49)
where $`r`$ is the rank of the $`b_{ab}`$ matrix. This can be verified by direct inspection from the explicit form of $`b_{ab}`$. Such reduction, and its expression in terms of the rank of the $`b_{ab}`$ matrix, is in agreement with reference .

One may interpret the reduction of the total Chan-Paton multiplicity as a consequence of ‘brane fusion’. Eq.(45) shows that one D25-brane of the 26-dimensional bosonic string theory, compactified on the EN lattice, has the same tension as the integer number $`n_f=\sqrt{e/g}`$ of D25-branes when the theory is compactified on a generic Cartesian torus (for which $`b_{ab}=0`$) with equal volume. This fact does not depend on the orientability of the string nor on the tadpole condition. In presence of the enhanced symmetry, the rôle of the quantised $`b_{ab}`$-field is to fuse $`n_f`$ component branes into one .

## 4 Discussions

One may always bosonise the world-sheet fermions to obtain, in the light-cone gauge, theories formally identical to those resulting from truncation777See  and references therein.. The added information provided by truncation for closed strings is the encoding of all these theories in the 26-dimensional bosonic string theory compactified, in the left and/or right sector, on the Lie algebra lattice of $`E_8\times SO(16)`$.

The extension of the truncation to open string sectors reveals that this encoding explains, in terms only of properties of the bosonic strings, crucial properties of the fermionic strings, such as the cancellation of anomalies in Type I theory by the Chan-Paton group $`SO(32)`$, and the Chan-Paton groups which eliminate all tadpoles in Type O theories. Perhaps more surprising even is the fact that these results follow from specific properties of the $`E_8\times SO(16)`$ lattice, singling out this lattice out of all possible toroidal compactifications.

At this stage, the link between all M-theory strings and the bosonic string results mainly from properties of conformal symmetry and of group theory. Namely, the preservation of modular invariance by truncation and the fusion mechanism on enhanced symmetry points play a key role in deriving our results. One is tempted to inquire further into the nature of this link and to search for its possible non perturbative dynamical origin. The emergence of the space-time fermions from diagonal subgroups of direct products of space-time groups and internal groups is, as mentioned in the introduction, suggestive of the generation of fermions through excitations from topological boson backgrounds . In this context, the group $`E_8`$ (and/or $`SO(16)`$) might play a key rôle in attempting to construct some “bosonic M-theory” .


text:
# The autocorrelation function for spectral determinants of quantum graphs

## I Introduction

Quantum graphs and quantum networks have become a popular tool to model quantum dynamics in mesoscopic systems in the diffusive regime (Shapiro 1982, Chalker and Coddington 1988, see also Dittrich 1996 and Janssen 1998 for recent review articles), as well as, to study spectral statistics (Kottos and Smilansky 1997, 1999, Pakoński et al 2001, Ketzmerick et al 2000, Tanner 2001). In this paper, the autocorrelation function of the spectral determinant

$$Z(\theta )=e^{\frac{\mathrm{i}}{2}(N\theta +\phi )}det\left(\mathrm{𝟏}e^{\mathrm{i}\theta }𝐔\right)=e^{\frac{\mathrm{i}}{2}(N\theta +\phi )}\underset{n=0}{\overset{N}{}}a_ne^{\mathrm{i}n\theta }$$
(1)
is studied after averaging over a suitable ensemble of quantum graphs preserving the underlying ’classical’ dynamics on the graph. Here, $`𝐔`$ is a unitary $`N\times N`$ matrix which describes the quantum evolution on the graph and the $`a_n`$’s denote the secular coefficients of the characteristic polynomial. The phase factor in front of the determinant ensures that $`Z`$ is a real function for real $`\theta `$ after setting $`\mathrm{exp}(\mathrm{i}\phi )=det(U)`$ and using the basic property for the secular coefficients

$$a_n=e^{\mathrm{i}\phi }a_{Nn}^{}$$
(2)
which follows from the unitarity of $`U`$. The autocorrelation function of (1) has been studied by Kuś et al (1993)and Haake et al (1996) after averaging over circular-orthogonal, -unitary and -symplectic ensembles of unitary matrices. Related results for ensembles of Hermitian matrices have been given be Kettemann et al (1997). All these approaches have in common that the average is taken over a set of matrices too large to link the ensemble in the semiclassical limit to a specific classical system. In this sense, the results are of random matrix type. There is strong evidence, however, that the statistical properties of spectra related to a fixed chaotic classical system already follow random matrix theory (RMT). This suggests that the size of the ensembles considered can be reduced drastically without loosing universality in the spectral statistics.

I will approach this problem by defining unitary matrix ensembles corresponding to a specific quantum graph. The autocorrelation function of the spectral determinant is studied for these ensembles. It will be shown that the variance of the secular coefficients $`a_n`$ follow indeed the random matrix result for chaotic classical dynamics up to a multiplicative factor. This factor is system dependent and will be explicitly derived in section IV. This improves the formula given by Kettemann et al (1997) by carefully including repetitions of periodic orbits leading to non-negligible contributions. Related results have been reported by Keating and co-workers (Keating et al 1996) using periodic orbit approximations of the spectral determinant.

## II Quantum graphs and Unitary Stochastic Ensembles

In the following I will use a definition of quantum graphs which is slightly more general than the one introduced by Kottos and Smilansky (1997). Consider a graph consisting of $`N`$ directed edges or bonds connecting an unspecified number of vertices. Free, one dimensional wave propagation occurs along edges $`i`$ of length $`L_i`$. Transitions from an edge $`i`$ to an edge $`j`$ is possible at a vertex if and only if $`i`$ is an incoming edge and $`j`$ an outgoing edge at the same vertex, see Fig. 1. The scattering process at a given vertex is described by a scattering amplitude $`s_{ij}`$, where $`i`$, $`j`$ label again incoming and outgoing edges, respectively. To keep the set of possible networks as general as possible, the local scattering amplitudes $`s_{ij}`$ will not be specified any further other than to fulfill basic properties like probability conservation. (One may think of the scattering event taking place at a given vertex to be due to interaction with a complex short-range potential or a many-particle compound at that point).

The eigenstates (or resonances) of such a network are given by stationary states of the system. These are obtained by considering the $`N`$ \- dimensional wave-vector $`𝚿_{\mathrm{out}}`$ where the $`i`$-th component of $`\mathrm{\Psi }_{\mathrm{out}}`$ represents the wave amplitude on the $`i`$-th edge when leaving the vertex. This vector is transformed into a set of incoming waves $`𝚿_{\mathrm{in}}`$ at the other end of the edge by

$`𝚿_{\mathrm{in}}=𝐃(k)𝚿_{\mathrm{out}}\text{with}d_{ij}=e^{\mathrm{i}kL_i}\delta _{ij}`$

where $`k`$ represents the wave number. The non-trivial part of the dynamics is contained in the global scattering matrix $`𝐒`$ with local scattering amplitudes $`s_{ij}`$ describing transitions between incoming and outgoing edges $`i`$ and $`j`$, that is,

$$𝚿_{\mathrm{out}}=𝐒𝚿_{\mathrm{in}}=𝐒𝐃(k)𝚿_{\mathrm{out}}=𝐔(k)𝚿_{\mathrm{out}}$$
(3)
which in turn defines the propagator $`𝐔(k)`$ of the discrete wave dynamics on the network. In the following, I will assume that the graph represents a closed system without edges leading to infinity or absorbing vertices. This implies that $`𝐒`$ and thus $`𝐔`$ are unitary. Stationary solutions are obtained for wave numbers $`k`$ fulfilling the secular equation

$$det\left(\mathrm{𝟏}𝐔(k)\right)\stackrel{!}{=}0.$$
(4)
Certain restrictions on the topology of the graph and its dynamical properties, that is, on the possible transition probabilities $`|s_{ij}|^2`$, follow from the unitarity condition. This point will be discussed later in more detail. I will furthermore assume here that the scattering matrix $`𝐒`$ is independent of the wavelength $`k`$.

Statistical properties of quantum systems are linked to the complexity of an underlying classical dynamics. For quantum systems acting on a continuous coordinate space with continuous or discrete time variable, the classical dynamics revealed in the semiclassical limit is generated by a set of Hamilton’s equations of motion or for discrete times by a symplectic map. For a quantum graph, the wave dynamics takes place on discretised time and space variables and a connection to an underlying classical motion is less obvious. The best one can achieve in these circumstances is to identify the quantum propagation on a given graph with a Markov process. This probabilistic ’classical’ dynamics is generated by a stochastic transition matrix $`𝐓`$ with matrix elements given as (Kottos and Smilansky 1997, Barra and Gaspard 2001, 2002)

$$t_{ij}=|u_{ij}|^2=|s_{ij}|^2$$
(5)
where $`t_{ij}`$ denotes the transition probability to jump from an edge $`i`$ to an edge $`j`$ at a given vertex. Transition matrices which are derived from a unitary matrix via condition (5) are called unitary stochastic (Berman and Plemmons 1994). A unitary stochastic matrix is also doubly stochastic, that is, the rows and columns of $`𝐓`$ sum up to one. This implies, that $`𝐓`$ has a largest eigenvalue equal to one with corresponding left and right eigenvector $`\frac{1}{N}(1,1,1,\mathrm{},1)`$. Note, that the converse is not true, that is, not every doubly stochastic matrix is also unitary stochastic which leads to surprisingly complex restrictions on the possible Markov processes which can be ‘quantised’ in terms of eqn. (5), see Pakoński and $`\dot{\mathrm{Z}}`$yczkowski (2002).

What constitutes the semiclassical limit of a quantum graph? The short wave length limit $`k\mathrm{}`$ for fixed network size $`N`$ corresponds to a simple scaling transformation, that is, the statistical properties of the spectrum are independent of $`k`$. Instead, one may construct a ‘semiclassical limit’ for quantum graphs by appropriately increasing the size of the graph. Such a limit should be taken in a way which ensures convergence of the stochastic motion towards the dynamics of a deterministic map within a given phase space resolution. This semiclassical limit constitutes therefore at the same time a classical (deterministic) limit of the stochastic dynamics. Sufficient conditions for constructing such a limit will be formulated at a later stage.

The wavenumber $`k`$ defines a one-parameter family of unitary matrices $`𝐔(k)`$ for a fixed quantum graph. A stationary solution exists for $`k`$-values, for which condition (4) holds, that is, whenever an eigenvalue $`\mathrm{exp}(\mathrm{i}\varphi _i(k))`$ of $`𝐔(k)`$ crosses the real line at $`+1`$. Correlations in the $`k`$-spectrum are thus related to correlations in the eigenphases spectrum $`\varphi _i(k)`$ of $`𝐔(k)`$ for fixed $`k`$. Instead of studying the $`k`$ spectrum directly, one can therefore look at the statistical properties of the eigenphases of $`𝐔(k)`$ for fixed $`k`$ and then average over $`k`$.

In the generic case, when the set of lengths $`L_i`$ are all rationally independent, the one-parameter family $`𝐔(k)`$ covers uniformly a subspace of the unitary group $`𝒰(N)`$ with the topology of an (at most) $`N`$ dimensional torus. That is, the $`k`$ average can be replaced by an ensemble average over the ensemble $`𝒰_T`$ of unitary matrices defined as

$`𝒰_T=\{𝐔𝒰(N)|𝐔=𝐒𝐃\text{with}d_{ij}=e^{\mathrm{i}\phi _i}\delta _{ij},\phi _i[0,2\pi )i=1,\mathrm{}N\}`$

where the scattering matrix $`𝐒`$ is kept fixed and the integration measure for the ensemble is given by

$`d\mu ={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{d\phi _i}{2\pi }}.`$

Note that the ensemble average corresponds to averaging over the spectrum of a specific quantum system with fixed classical dynamics. All the unitary matrices forming the ensemble are indeed linked to the same stochastic process on the graph described by a unitary stochastic transition matrix $`𝐓`$. I will therefore denote these ensembles as Unitary Stochastic Ensembles $`𝒰_T`$ (USE) (Tanner 2001). ***It should be noted that a USE is in general not uniquely defined by a unitary stochastic matrix $`𝐓`$ for $`N>2`$; there are in general several unitary matrices $`𝐒`$ not connected by multiplication with diagonal matrices which corresponds to the same transition matrix $`𝐓`$. The statistical properties of all these ensembles are, however, expected to be identical in the limit $`N\mathrm{}`$.

It has been argued in Tanner (2001) that correlations in the eigenphases spectrum after ensemble averaging depend crucially on the spectral gap of $`𝐓`$, that is, on the distance of the second largest eigenvalue of $`𝐓`$ from the unit circle. More precisely, it was conjectured that the spectral correlations follow random matrix theory in the classical limit if the gap decreases slower than $`1/N`$ for $`N\mathrm{}`$. I will in the following study a different statistical measure in more detail, namely the auto-correlation function for spectral determinants.

## III The autocorrelation function for the spectral determinant

The averaged autocorrelation function $`C(x)`$ of the spectral determinant (1) may be defined in terms of the generating function for the square moduli of the secular coefficients, that is,

$$P(z)=\underset{n=0}{\overset{N}{}}<|a_n|^2>_{𝒰_T}z^n,$$
(6)
where the average is taken over a unitary stochastic ensemble as defined above. One obtains

$$\stackrel{~}{C}(\omega )=e^{\mathrm{i}\frac{N}{2}\omega }\frac{<_0^{2\pi }d\theta Z(\theta +\frac{\omega }{2})Z^{}(\theta \frac{\omega }{2})>_{𝒰_T}}{<_0^{2\pi }d\theta |Z(\theta )|^2>_{𝒰_T}}=e^{\mathrm{i}\frac{N}{2}\omega }\frac{P(e^{\mathrm{i}\omega })}{P(1)}.$$
(7)
It is in general convenient to rescale the argument such that the correlation function is periodic with period one, that is, one considers $`C(x)=\stackrel{~}{C}(\frac{2\pi x}{N})`$. The symmetry property (2) ensures

$$<|a_n|^2>=<|a_{Nn}|^2>\text{ and thus}C(x)=C(1x).$$
(8)
Averages will always be taken over USE’s unless stated otherwise and I will drop the suffix $`<.>_{𝒰_T}`$ from now on. One obtains immediately

$`<a_n>=0n=0,\mathrm{},N`$

when averaging over the phases $`\phi _i`$. The variance of the secular coefficients $`<|a_n|^2>`$ has been calculated in the context of RMT by Haake et al (1996). One obtains in particular after averaging over the whole unitary group $`𝒰(N)`$ (CUE), over the ensemble of symmetric unitary matrices (COE) or over the ensemble of diagonal unitary matrices (Poisson)

$$<|a_n|^2>=\{\begin{array}{cc}1\hfill & \text{CUE}\hfill \\ 1+\frac{n(Nn)}{N+1}\hfill & \text{COE}\hfill \\ \left(\begin{array}{c}N\\ n\end{array}\right)\hfill & \text{Poisson}\hfill \end{array}.$$
(9)
Note, that the CUE and COE distributions as well as the CSE distribution not shown here (Haake et al 1996) converge to a limiting distribution for large $`N`$ with respect to the parameter $`\tau =n/N`$ whereas no such asymptotic limit exists in the Poisson case. It will be shown in the following that the ensemble average for USE’s without symmetries may deviate from the CUE result above.

Using Laplace expansion of the determinant, one writes

$`det\left(\mathrm{𝟏}z𝐔\right)=1+{\displaystyle \underset{n=1}{\overset{N}{}}}z^n{\displaystyle \underset{\alpha \mathrm{\Gamma }(n,N)}{}}(1)^ndet(𝐔[\alpha ])`$

where $`\mathrm{\Gamma }(n,N)`$ denotes the set of integer vectors with

$`\mathrm{\Gamma }(n,N)=\{\alpha \text{I}\text{N}^n|1\alpha _1<\alpha _2<\mathrm{}<\alpha _nN\}`$

and $`𝐔[\alpha ]`$ is the $`n\times n`$ matrix obtained from $`𝐔`$ by taking only the rows and columns of $`𝐔`$ with indices $`\alpha _1,\mathrm{},\alpha _n`$, that is,

$`u[\alpha ]_{ij}=u_{\alpha _i\alpha _j}.`$

The variance of the distribution of secular coefficients can thus be written as a double sum over all possible subgraphs spanned by the edges $`\alpha =(\alpha _1,\mathrm{},\alpha _n)`$,

$`<|a_n|^2>`$ $`=`$ $`{\displaystyle \underset{\alpha ,\alpha ^{}\mathrm{\Gamma }(n,N)}{}}<det(𝐔[\alpha ])det(𝐔^{}[\alpha ^{}])>`$ (10)
$`=`$ $`{\displaystyle \underset{\alpha \mathrm{\Gamma }(n,N)}{}}<det(𝐔[\alpha ])det(𝐔^{}[\alpha ])>.`$ (11)
In the last step, the fact that contributions with $`\alpha \alpha ^{}`$ vanish identically when taking the ensemble average has been exploited. Using Laplace expansion again one writes each of the sub-determinants in (11) as a sum over permutations $`\pi `$ of the row (or column) indices, that is,

$`det(𝐔[\alpha ])={\displaystyle \underset{\pi }{}}(1)^\pi u[\alpha ]_\pi ={\displaystyle \underset{\pi }{}}(1)^\pi {\displaystyle \underset{i=1}{\overset{n}{}}}u[\alpha ]_{i,\pi (i)}.`$

The sum over permutations may be interpreted as a sum over closed (periodic) paths on the subgraph $`\alpha `$ which visit each edge $`\alpha _i`$, $`i=1,\mathrm{}n`$ exactly once. These periodic paths will be called covering orbits in what follows; they are not necessarily connected. The product of determinants in (11) now takes on the form

$`<|a_n|^2>={\displaystyle \underset{\alpha \mathrm{\Gamma }(n,N)}{}}<{\displaystyle \underset{\pi ,\pi ^{}}{}}(1)^{\pi +\pi ^{}}u[\alpha ]_\pi u[\alpha ]_\pi ^{}^{}>.`$

Periodic orbit pairs with $`\pi =\pi ^{}`$ will obviously survive the ensemble average and may form an important contribution to the double sum. Splitting these diagonal contributions from the off-diagonal contributions and assuming that there are no systematic periodic orbit degeneracies due to symmetries, one obtains

$`{\displaystyle \frac{1}{n!}}{\displaystyle \frac{d^n}{dz^n}}P(z)|{}_{z=0}{}^{}=<|a_n|^2>`$ $`=`$ $`{\displaystyle \underset{\alpha \mathrm{\Gamma }(n,N)}{}}{\displaystyle \underset{\pi }{}}t[\alpha ]_\pi +<{\displaystyle \underset{\pi \pi ^{}}{}}(1)^{\pi +\pi ^{}}u[\alpha ]_\pi u[\alpha ]_\pi ^{}^{}>`$ (12)
$`=`$ $`{\displaystyle \underset{\alpha \mathrm{\Gamma }(n,N)}{}}\text{per}(𝐓[\alpha ])+<{\displaystyle \underset{\pi \pi ^{}}{}}(1)^{\pi +\pi ^{}}u[\alpha ]_\pi u[\alpha ]_\pi ^{}^{}>.`$ (13)
Here, $`t[\alpha ]_\pi =|u[\alpha ]_\pi |^2`$ denotes the product of transition probabilities along the periodic path. Furthermore, $`𝐓[\alpha ]`$ is the sub-matrix obtained from the rows and columns $`\alpha _1,\mathrm{}\alpha _n`$ of the stochastic transition matrix $`𝐓`$ and $`\text{per}(𝐓[\alpha ])`$ is the permanent of this matrix. Note, that the permanent of a square matrix $`𝐀`$ is defined as

$`\text{per}(𝐀)={\displaystyle \underset{\pi }{}}{\displaystyle \underset{i=1}{\overset{n}{}}}a_{i,\pi (i)}.`$

A detailed account of the properties of permanents may be found in Minc (1978), Berman and Plemmons (1994) or Brualdi and Ryser (1991).

One finally obtains for the generating function (6)

$$P(z)=\underset{n=0}{\overset{N}{}}<|a_n|^2>z^n=\text{per}\left(\mathrm{𝟏}+z𝐓\right)+\text{non-diagonal contributions}.$$
(14)
The autocorrelation function of the spectral determinant can thus be linked to the permanent of sub-matrices of the stochastic transition matrix $`𝐓`$. This is in analogy to the connection between the spectral correlation function and the traces of powers of $`𝐓`$ (Tanner 2001). Note, that additional contributions to the diagonal approximation have to be taken into account in the presence of symmetries as for example time reversal symmetry; I will not consider this case here any further.

Two questions arise immediately: firstly, what is the range of validity of the diagonal approximation, and secondly, how can one extract at least asymptotic results in the large $`N`$ limit from the expression (14) by for example making a connection to the spectrum of the transition matrix $`𝐓`$? Especially the last point turns out to be quite tricky; dealing with permanents is a very hard problem in general (unlike calculating determinants), the effort of computing a permanent increases indeed faster than exponential with the matrix size. Calculating the permanent of a general matrix is an NP complete problem in the language of algorithmic complexity, that is, there is no (known) polynomial algorithm to compute the permanent; see Brualdi and Ryser (1991), as well as Minc (1978) for a description of the best known algorithms. I will give answers to both the points raised above in the next section.

## IV Asymptotic results for chaotic dynamics on graphs

When studying the autocorrelation function in the limit of large network size, one first has to specify, how to take this limit, that is, how to choose families of graphs which may be said to have a well defined classical and thus semiclassical limit for $`N\mathrm{}`$. Taking a very conservative point of view, I will demand that an increase of the size of the network has to be done in a way which leaves the probabilistic dynamics of the Markov process and thus the periodic orbit structure invariant up to a certain cutoff time $`n_c(N)`$; the cutoff time itself needs to increases with $`N`$, one can typically achieve $`n_c\mathrm{log}N`$. Such a definition ensures automatically that typical measures of chaos like the topological entropy $`h_t`$, the K - entropy or the spectral gap converge for large $`N`$. Only graph families without symmetries and with a finite gap and such exponential decay of correlations will be considered in what follows.

The transition matrices of such families of graphs with chaotic classical limit become increasingly sparse for large $`N`$; the number of non-zero matrix elements increases typically not faster than $`N`$. This in turn implies that most of the subgraphs $`\alpha `$ of size $`n`$ entering the sum (11) contain no or at least one covering orbit for small $`n`$. (I will make no distinction between connected and non-connected orbits here.) The diagonal approximation is obviously exact in these cases. Non-diagonal contributions will become important for $`n`$ values for which two or more covering orbits exist in a typical subgraph. A transition between these two regimes occurs roughly at times which coincide with the radial size of the network, that is, with the mean time to reach each edge from every other edge. This transition time $`n_t`$ is of the order

$`n_t(N){\displaystyle \frac{\mathrm{log}N}{h_t}}`$

where $`h_t`$ is the topological entropy. The diagonal approximation can thus be estimated to be valid for coefficients $`<|a_n|^2>`$ with $`n<n_t`$.

A connection between the permanent appearing in (14) and the spectrum of the transition matrix can be established using similar arguments. Consider first the identity

$$det(\mathrm{𝟏}z𝐓)=\underset{p}{}(1z^{n_p}t_p)$$
(15)
for determinants, where the product runs over all primitive periodic orbits of the graph, that is, connected periodic paths not including repetitions. Here, $`n_p`$ denotes the length of the orbit and the weight $`t_p`$ corresponds to the product of transition probabilities along the orbit. One might now be tempted to just replace the minus sign on the right hand side in (15) by a plus sign, that is, to consider the function

$$\zeta _+(z)=\underset{p}{}(1+z^{n_p}t_p)=\underset{n=0}{\overset{\mathrm{}}{}}z^nc_n$$
(16)
to obtain a periodic orbit expression for $`\text{per}\left(\mathrm{𝟏}+z𝐓\right)`$. The product in (15) does, however, include self-intersecting periodic paths on the graph, that is, periodic orbits which visit the same edge more than once. It is one of the magic properties of the determinant, that, after expanding the product in (15), contributions of intersecting orbits cancel exactly, leaving only terms containing orbits and products of orbits, which have no edge in common. The same is obviously not true for the expression (16). One can argue, however, that short periodic orbits on the graph are in general irreducible, ie, they do not self-intersect (Bogomolny 1992, Tanner and Wintgen 1992). Furthermore, taking the classical limit in the sense described above corresponds to enhancing the phase space resolution, that is, self-intersecting orbits turn eventually into irreducible orbits when increasing $`N`$. Again, self-intersections are likely to occur only for times $`n`$ larger than the transition time $`n_t`$. The coefficients of a polynomial expansion of the permanent in (14) can thus be approximated by the coefficients of $`\zeta _+(z)`$ exactly in the regime, where the diagonal approximation holds, that is,

$$<|a_n|^2>\frac{1}{n!}\frac{d^n}{dz^n}\text{per}(\mathrm{𝟏}+z𝐓)|{}_{z=0}{}^{}\frac{1}{n!}\frac{d^n}{dz^n}\underset{p}{}(1+z^{n_p}t_p)|{}_{z=0}{}^{}\text{for}n<n_t\frac{\mathrm{log}N}{h_t}.$$
(17)
The zeta function (16) can be linked to the transition matrix by the following calculation, ie,

$`\zeta _+`$ $`=`$ $`{\displaystyle \underset{p}{}}(1+z^{n_p}t_p)=\mathrm{exp}\left[{\displaystyle \underset{p}{}}{\displaystyle \underset{r=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^r}{r}}z^{rn_p}t_p^r\right]`$ (18)
$`=`$ $`\mathrm{exp}\left[{\displaystyle \underset{r=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{r}}\left({\displaystyle \underset{p}{}}(z^{n_p}t_p)^r{\displaystyle \underset{p}{}}(z^{n_p}t_p)^{2r}\right)\right]`$ (19)
$`=`$ $`{\displaystyle \frac{det\left(\mathrm{𝟏}z^2𝐓^{(1)}\right)}{det\left(\mathrm{𝟏}z𝐓\right)}}.`$ (20)
The matrix $`𝐓^{(1)}`$ is defined by squaring the matrix-elements of $`𝐓`$, that is, $`t_{ij}^{(1)}=t_{ij}^2`$. Equation (20) is the main result of this paper. It differs from the relation given by Kettemann et al (1997) by having a determinant also in the numerator; this term arises by including repetitions of periodic orbits in a consistent manner and must not be neglected. It leads to significant contributions in the expansion of $`\zeta _+`$ and thus to the coefficients $`<|a_n|^2>`$ in general. These additional contributions have also been noted by Keating and co-workers (1996). Their results, derived from semiclassical periodic orbit expansions of the spectral determinant, are more general in the sense that they apply for generic quantum systems. The resulting periodic orbit formula equivalent to (20) could, however, not be linked to classical operators. The periodic orbit formulas are notoriously difficult to calculate and specific values for the secular coefficients could indeed not be obtained so far.

Here, one may proceed as follows; after using Newton’s method (Kettemann et al 1997) to expand the two determinants in (20) in terms of traces, one recovers the coefficients $`c_n`$ of $`\zeta _+`$ in eq. (16) recursively by applying standard formulas for fractions of power series (Gradshteyn and Ryzhik 1994). The $`c_n`$’s converge exponentially fast to a finite value for large $`n`$ for $`𝐓`$ matrices with a finite spectral gap. The asymptotic behaviour is in particular determined by the residium of $`\zeta _+(z)`$ at the leading singularity at $`z=1`$. It follows from the relation (17) which is valid over a range of $`n`$ values increasing with $`N`$ that the coefficients $`<|a_\tau |^2>`$ converge to a constant value $`\alpha `$ for fixed $`\tau =n/N`$ and $`N\mathrm{}`$ given as

$$\alpha =\underset{N\mathrm{}}{lim}<|a_\tau |^2>=\underset{N\mathrm{}}{lim}\text{Res}_{z=1}\frac{det\left(\mathrm{𝟏}z^2𝐓^{(1)}\right)}{det\left(\mathrm{𝟏}z𝐓\right)}.$$
(21)
This result differs from the CUE result (9) insofar that the constant $`\alpha `$ is in general not equal to one. It depends furthermore on the asymptotic limit of the eigenvalue spectra of both $`𝐓`$ and $`𝐓^{(1)}`$ and thus on the classical limit of the family of graphs considered. Let me demonstrate this point with the help of a simple example.
Example. Consider the sawtooth map on the unit interval with $`k`$ legs of slope $`k`$. The map has a simple Markov partition whose $`l`$-th refinement divides the unit interval into $`k^l`$ subintervals of equal length. The Markov partition defines a transition matrix $`𝐓_k(N)`$ of dimension $`N=k^l`$ with $`k^{l+1}`$ nonzero matrix elements all equal to $`1/k`$. The so defined transition matrices are unitary stochastic corresponding to a graph where each vertex has $`k`$ incoming and outgoing edges. The spectrum of $`𝐓_k`$ and $`𝐓_k^{(1)}`$ consist of a single non-zero eigenvalue being 1 and $`1/k`$, respectively, independent of the order of refinement $`l`$. Transition matrices for fixed $`k`$ form a family with well defined classical limit. Following eqs. (20), (21) one expects for the coefficients of the autocorrelation function

$`<|a_0|^2>=1,<|a_1|^2>=1,\alpha =<|a_n|^2>=1{\displaystyle \frac{1}{k}}\text{for}1<n<{\displaystyle \frac{N}{2}}`$

in the limit $`N\mathrm{}`$. (The function $`\zeta _+`$ does of course not obey the symmetry conditions (20).)

In the next section, I will consider a non-trivial example in more detail, namely so-called binary graphs (Tanner 2000, 2001).

## V Numerical results

The model systems considered are graphs with an even number of edges and transition matrices of the form

$$t_{ij}=\{\begin{array}{cc}\frac{1}{2}(\delta _{2i,j}+\delta _{2i+1,j})\hfill & \text{for}\mathrm{\hspace{0.33em}\hspace{0.33em}0}i<\frac{N}{2}\hfill \\ \frac{1}{2}(\delta _{2iN,j}+\delta _{2i+1N,j})\hfill & \text{for}\frac{N}{2}i<N\hfill \end{array}i=0,\mathrm{},N1.$$
(22)
The graphs represent for dimensions $`N=2^l`$ the Markov partition of a two-leg sawtooth map with complete binary symbolic dynamics. This is a special case of the example above for $`k=2`$. I will refer to graphs of the form (22) as binary graphs. The transition matrices (22) are unitary stochastic; one can furthermore show, that binary graphs with dimensions $`N=p\mathrm{\hspace{0.17em}2}^l`$ for fixed $`p`$ being an odd integer form a family with a well defined classical limit. The spectral gap is $`\mathrm{\Delta }=1/2`$ for $`p1`$ and the spectrum of $`𝐓`$ (as well as $`𝐓^{(1)}`$) depends on $`p`$, but not on the order $`l`$.

In Fig. 2a, the secular coefficients $`<|a_n|^2>`$ obtained from (11) are shown together with the coefficients of per$`(\mathrm{𝟏}+z𝐓`$) and $`\zeta _+(z)`$ for a member of the $`p=3`$ family with dimension $`N=24`$. The coefficients of the various approximations all coincide for $`n5n_t=\mathrm{log}24/\mathrm{log}2`$. The coefficients of the permanent function decrease rapidly thereafter, whereas those of the periodic orbit product approach a constant (which is 0.625 for this particular family). The coefficients of the autocorrelation function still fluctuate wildly for such a small $`N`$ value. Fig. 2b shows various members of the same family for larger $`N`$ values. The fluctuations decrease considerably and convergence to the limiting value $`\alpha =0.625`$ is observed. The asymptotic value depends on the family and thus on $`p`$; one observes in particular convergence to the asymptotic value $`\alpha =1/2`$ for $`p=1`$ as predicted in the example in the previous section.

Acknowledgments

I would like to thank Prot Pakoński and Karol $`\dot{\mathrm{Z}}`$yczkowski for stimulating discussions. I am also grateful for the hospitality experienced during numerous stays at the Hewlett–Packard Laboratories in Bristol and for financial support from the Nuffield Foundation and the Royal Society.