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# An quantum approach of measurement based on the Zurek’s triple model

## I Introduction

von Neumann’s quantum theory of measurement emphasizes that, after a measurement, the emergence of classicality of a quantum system $`S`$ from quantum dynamics is due to a perfect correlation between this system and its measuring apparatus $`A`$ described by quantum mechanics . But W.H. Zurek argued that this theory does not thoroughly solve the core problem in quantum measurement . His argument is, the interaction between the quantum system and the apparatus can only produce a quantum entanglement like the EPR state with quantum uncertainty , rather than a classical correlation described by a statistical operator with classical probability distribution $`|c_s|^2`$\- the density matrix $`\rho _c=`$ $`_s|c_s|^2|ss||p_sp_s|`$ where $`|s`$ and$`|p_s`$ are orthonormal basis vectors of the system to be measured and the pointer state of the apparatus respectively. To go beyond von Neumann’s theory, Zurek proposed an elegant ”triple model” for quantum measurement twenty years ago. In his theory, besides the quantum system and the apparatus, an environment $`E`$ must be introduced as a necessary element to generate the triple entanglement

$$|\mathrm{\Phi }_{Tri}=\underset{s}{}c_s|s|p_s|e_s$$
(1)
through the coupling of the apparatus to the environment. It is obvious that the classical mixture state $`\rho _c`$ of correlation can be obtained by ignoring ( mathematically ”tracing over ”) the environment states.

Zurek’s triple model in principle overcomes the key difficulty in quantum measurement theory, but it still needs microscopic refinement in terms of quantum dynamics and there remain details to be filled in. Actually, just as Zurek points out, to implement such triple entanglement as dynamic Schmidt decomposition, the interactions among the triple parts should be time dependent. To be more precise, two steps are required to finish the measurement: turning on the interaction $`H_{SA}`$ between $`S`$ and $`A`$ at the instant $`t=0`$ and turning on the interaction $`H_{AE}`$ between $`A`$ and $`E`$ at another instant $`t=t_m`$. The process can be represented as follows:

$$\underset{s}{}c_s|s|p|e_{t=0}\stackrel{H_{SA}}{}\left(\underset{s}{}c_s|s|p_s\right)|e_{t=t_m}\stackrel{H_{AE}}{}|\mathrm{\Phi }_{Tri}$$
(2)
However, the time dependence of Hamiltonian means that there exists another extra system governing the ”universe” formed by the triple system. So the quantum dynamic theory describing the measurement is not in a close form. Moreover, to realize a real measurement process, one should switch the couplings at certain exact instants. In practice, it is difficult to exactly control the interaction between $`A`$ and $`E`$ so that it occurs only after the correlation between $`A`$ and $`S`$ has just been established. Another point we wish to mention is that according to Zurek’s model, to produce an ideal triple entanglement such that $`\{|s\},\{|p_s\}`$and $`\{|e_s\}`$form three orthonormal sets, it is even required that there is no interaction between $`S`$ and $`E`$ as described in Eq.(1); otherwise the Schmidt decomposition structure of Eq.(1) would be destroyed.

Most recently, we study the phenomenon of quantum decoherence of a macroscopic object along a different direction: we investigate the adiabatic quantum entanglement  between its collective states (such as that of the center-of-mass (C.M)) and its inner states. It is shown that the adiabatic wave function of a macroscopic object can be written as an entangled state with correlation between adiabatic inner states and quasi-classical motion configurations of the C.M. Since the adiabatic inner states are factorized with respect to the composing parts of the macroscopic object , this adiabatic separation can induce quantum decoherence. This observation thus provides us with a possible solution to the Schroedinger cat paradox. This approach to quantum decoherence only concerns a double system rather than a triple one, so it does not solve the quantum measurement problem completely. Rather, it provides a novel example for von Neumann’s quantum measurement theory, which does not produce a classical correlation.

In this paper, integrating the above mentioned results with Zurek’s triple model, we present a consistent quantum -mechanical approach for measurement process in a close form with time-independent total Hamiltonian. In this alternative, the measuring apparatus is taken as a macroscopic object with effective inner variables and a pointer variable. The novel point in our treatment lies in the complete separation of the pointer variable from the effective inner variables of the macroscopic apparatus $`A`$. With this separation there is no coupling between the pointer variable and the inner variables of $`A,`$but the effective interaction of the pointer with $`S`$ is induced by that of the original variables of $`A`$ in an adequate way. Just for this reason, the triple entanglement  can be dynamically generated without the time-dependent control. To sketch our basic idea, we start with an exactly solvable model in the intracavity dynamics. Using this example we also show that the back action of the inner environment on the system plus pointer implied by Heisenberg’s position-momentum uncertainty relation will disturb the phases of states between the system and pointer and then decohers the quantum entanglement system plus pointer, which is formed dynamically just before measurement.

## II Outline of Our Approach for Quantum Measurement Based on Zurek’s Theory

The quantum theory of measurement based on von Neumann’s theory usually treats the measuring process as a quantum mechanical evolution by considering the measuring apparatus $`A`$ as a proper quantum system . This is just in contrast to the Copenhagen interpretation with the hypothesis of classicality on the part of the apparatus. According to the theory of Copenhagen school the apparatus should behave classically so that the experimental outcome of measurement can be recorded in the classical way. Zurek’s theory does not stress the classicality of apparatus directly since the meaning of classicality of apparatus is not clear without association with the measured system $`S`$. The important discovery by Zurek is the decoherence of the quantum entanglement between the measuring apparatus and the measured system induced by an external or inner environment $`E`$ . Led by Zurek’s observation one may imagine that, it is the direct interaction of environment with the pointer of apparatus that leads to the classicality of apparatus. However, it is not true !

In the following , we can show that, to decoher the quantum entanglement between $`A`$ and $`S`$, there only need two proper couplings of the measured system to the pointer and to the environment ,and the interaction between $`A`$ and $`E`$ is not necessary. The requirement of ”no interaction between $`A`$ and $`E`$ ” will result in a time -independent re-formulation of Zurek’s triple theory . In our quantum approach of measurement by generalizing Zurek’s triple theory, we consider $`E`$ as the collection of the internal relative degrees of freedom. Then, the pointer (also denoted by $`A)`$ of the apparatus can be defined as the collective (or macroscopic) degree of freedom of the apparatus, e.g., the coordinate of the center of mass (C.M).

In general we write a time-independent total Hamiltonian as

$$H=H_s+H_a+H_e+V_{sa}+V_{se}$$
(3)
Here, $`H_s=H_s(q_s),`$ $`H_a=`$ $`H_a(q_a)`$ and $`H_e=H_e(q_e)`$ are respectively the free Hamiltonian for $`S,A`$ and $`E`$.; $`q_s,q_a`$ and $`q_e`$ roughly stand for the system variable, the pointer variable and the environment variable correspondingly; $`V_{sa}=`$ $`V_{sa}(q_a,q_s)`$ describes the interaction between $`S`$ and $`A`$ while $`V_{se}=V_{se}(q_e,q_s)`$ describes that between $`S`$ and $`E`$.

To gain a close form for quantum measurement based on Zurek’s triple theory, it is important that no interaction exists between the pointer $`A`$ and the ”inner” environmental ” $`E`$ (in Fig.1). Only by assuming that the system satisfies the following double non-demolition condition:

$$[H_s,V_{sa}]=0,[H_s,V_{se}]=0$$
(4)
the evolution operator for the total system can be written as

$$U(t)=\underset{n}{}e^{iE_nt}|n_{ss}n|U_{an}(t)U_{en}(t)$$
(5)
Here, {$`|n_s`$} is an eigenvector of $`H_s`$ corresponding to the eigenvalue $`E_n`$ ,

$$U_{an}=_sn|\mathrm{exp}[H_a(q_a)+V_{sa}(q_a,q_s)]|n_s$$

and

$$U_{en}=_sn|\mathrm{exp}[i(H_e(q_e)+V_{se}(q_e,q_s))]|n_s$$

are the effective evolution operators. They describe the feedbacks of the measured system on the pointer of apparatus and the environment respectively when $`S`$ is just in its eigen-state $`|n_s.`$

It is worthy to point out that, in the present approach for entanglement, the energy of the measured system is conserved while the quantum coherence is destroyed.

This kind of unitary evolution operator $`U(t)`$ can establish a non-separable correlation among the system, the pointer and the environment. Namely, if the initial state $`|\mathrm{\Psi }_{initial}=|s|a|e`$ of the total system is of a factorized form with the system state $`|s`$ $`=_nc_n|n_s`$ , the pointer state $`|a`$ and the environment state $`|e`$ ,then the final state of the total system will be

$$|\mathrm{\Psi }_{final}=U(t)|\mathrm{\Psi }_{initial}=\underset{n}{}c_ne^{iE_nt}|n_s|a_n|e_n$$
(6)
Here, $`|a_n=U_{an}|a`$ and $`|e_n=U_{en}|e`$ are the final states of the pointer and the environment entangling with the system states $`|n_s.`$ Thus, a triple correlation among the measured system, the pointer and the environment is established. Obviously , the reduced density matrix for the composite subsystem formed by the system plus the pointer is

$`\rho `$ $`=`$ $`{\displaystyle \underset{n}{}}\left|c_n\right|^2|n_{ss}n||a_na_n|`$ (7)
$`+{\displaystyle \underset{mn}{}}c_m^{}c_n|n_{ss}m||a_na_m|e_me_n`$
The off-diagonal terms on the r.h.s of this equation is responsible for the interference pattern. It is easy to see that the interference fringe completely vanishes when the states of the inner part $`E`$ are orthogonal to one another. In this situation, an ideal Zureks classical correlation

$$\rho =\underset{n}{}\left|c_n\right|^2|n_{ss}n||a_na_n|$$
(8)
results from the ideal entanglement with the correlated components $`|e_n`$ orthogonal to one another.

The above Zureks classical correlation  just describes the fact like weather forecast impersonally predicting whether it rains or not tomorrow. The equation (7) deterministically tells us the classical correlation that the system is in $`|n`$ when the pointer is just in $`|a_n`$ with probability $`|c_n|^2.`$ This is unlike the quantum entanglement $`|s=_nc_n|n|a_n`$ that not only indicates the correlation between $`|n`$ and $`|a_n`$ , but also simultaneously tells us the correlation with probability $`p_{n\text{ }}=_n^{^{}}|s_{n^{^{}}n}^1c_n^{^{}}|^2`$ between any superposition state $`|s_n=_n^{}s_{nn^{^{}}}|n^{^{}}`$ of $`S`$ and the corresponding one

$$|t_n=\sqrt{\frac{1}{p_n}}\underset{n^{^{}}}{}s_{n^{^{}}n}^1c_n^{^{}}|a_n^{^{}}$$

of $`A`$ . This is because $`|s`$ can also be re-expressed as

$$|s=\underset{n}{}p_n|s_n|t_n.$$
(9)
In fact, the classical correlation does not say anything about the correlation of different pairs $`|s_n`$ and $`|t_n`$ but for the original pair $`|n`$ and $`|a_n`$, and its prediction is independent of what to be measured. On the contrary, what the quantum entanglement tells us depends on what we measure according to EPR argument . With this understanding, it can be said that quantum measurement is implemented completely when quantum decoherence happens to result in the so called classical correlation.

The above argument shows that the vanishing overlap of the final states of the inner environment is necessary to obtain the classical correlation after measurement.We define this overlap $`F_{m,n}=e_m|e_n`$ as decoherence factor. Now an immediately-following question is in what case the decoherence factor becomes zero. Our previous works on quantum measurement theory  showed that an ideal entanglement appears in the macroscopic limit that the number $`N`$ of particles making up the detector approaches infinity. In the present case, we assume there are $`N`$ degrees of freedom in the apparatus. We can peel off one (or more ) collective variable as the pointer of the apparatus, and the inner environment is formed by $`N`$ relative internal variables $`q_k(k=1,2,..N)`$. We can imagine that there are $`N`$ blocks constituting the inner environment, so we may write $`H_e(q_e)=_kH_e^{(k)}(q_k)`$ and $`V_{se}(q_e,q_s)=_kV_{se}^{(k)}(q_k,q_s)`$ in sum forms. If all $`V_{se}^{(k)}(q_k,q_s)(k=1,2,..N)`$ commute with one another, we can factorize the effective evolution operator $`U_{en}`$:

$$U_{en}=\underset{j=1}{\overset{N}{}}U_{en}^{[j]}$$

When the measured system is initially prepared in $`|n`$ and the environment in a factorized state $`|e=_{j=1}^N|e^{[j]},`$ the environment will obey a factorized evolution

$$|e|e_n^{[j]}\underset{j=1}{\overset{N}{}}|e_n^{[j]}=\underset{j=1}{\overset{N}{}}U_{en}^{[j]}|e^{[j]}q$$
(10)
entangling with the system state $`|n.`$ It results in the factorization structure  of decoherence factor

$$F_{m,n}=\underset{j=1}{\overset{N}{}}e_m^{[j]}|e_n^{[j]}.$$
(11)
Since each factor $`e_m^{[j]}|e_n^{[j]}`$ in $`F_{m,n}`$ has a norm less than unity, the product of infinite such factors may approach zero. This investigation was developed based on the Hepp-Coleman model and its generalizations  and was applied to analyzing the universality of the influence of environment on quantum computing process .

## III  Pointer Model for Quantum Measurement in Intracavity System

In this section and the subsequent sections, we will use an exactly-solvable model based on the over-simplified intracavity system to demonstrate our central ideas .

Consider a cavity with two end mirrors (as in Fig.2), one of which is fixed while the other is treated as a macroscopic object consisting of $`N`$ particles of mass $`m_i`$ with position coordinate $`x_i`$ and momentum coordinate $`p_i`$($`i=1,2,..N`$). The radiation pressure of the cavity field on the moving mirror is proportional to the intracavity photon density. Let $`a^{}`$ and $`a`$ be the creation and annihilation operators of the cavity with a single mode of frequency $`\omega `$. The cavity-mirror coupling is described by an interaction Hamiltonian $`H_I=_i^Ng_ix_i`$ $`a^{}`$ $`a`$ where $`g_i`$ is coupling constant depending on the electric dipole.

In this situation we describe the cavity field dynamics with the free Hamiltonian $`H_s=\omega _0a^{}`$ $`a`$. This cavity field -mirror coupling system can also be used to detect the photon number in the cavity by the motion of the mirror. Obviously, the total Hamiltonian governing the motion of the mirror is

$$H=\omega _0a^+a+\underset{i=1}{\overset{N}{}}\frac{p_i^2}{2m_i}a^+a\underset{i}{\overset{N}{}}g_ix_i$$
(12)
By taking the moving mirror as a whole, this intracavity model is associated with the interferometric detection of the gravitational wave \[6-8\]. This system has already been studied quite extensively by many authors , under the assumption that the moving mirror is a macrocosm without internal structure. Like the discussions in these previous references \[6-8\], we also assume the oscillation of the movable mirror is so small that the the frequency of single cavity mode does not undergo a considerable change due to the displacement of the mirror.

The above described physical system can be viewed as a quantum measurement system, in which the cavity field monitored by the macroscopic moving mirror is to be measured . Since $`[H_s,H_I]=0`$ and $`[H_s,_i\frac{p_i^2}{2m_i}]=0`$ , the moving mirror has no influence on the cavity field . On the other hand, different eigen-states $`|n`$ of $`H_s`$ can imprint on the moving mirror differently. Indeed, the interaction term $`n_i^Ng_ix_i`$ implies that different forces will act on the moving mirror when the cavity is prepared in different number states $`|n.`$ We notice that this is a typical characteristic of non-demolition measurement .

We take the CM position $`x=M^1_i^Nm_ix_i`$ to be the pointer of the apparatus - the moving mirror and the relative coordinates $`\xi _j=x_jx`$ $`(j=1,2,\mathrm{},N1)`$ to be the internal variables. Here, $`M=_{i=1}^Nm_i`$ is the total mass of the moving mirror. We denote the conjugate momenta of $`x`$ and $`\xi _j`$ by $`p_x`$ and $`p_{\xi j}`$. Then, we obtain an interesting realization of Zurek’ s triple model with the time-independent Hamiltonian

$$H=H_s+H_a+H_e+V_{sa}+V_{se}$$
(13)
where $`H_a=\frac{p_x^2}{2M}`$ and

$$H_e=\frac{1}{2}\underset{i,j=1}{\overset{N1}{}}\tau ^1{}_{ij}{}^{}p_{\xi i}^{}p_{\xi j}$$
(14)
are the free Hamiltonians for the pointer part and the internal environment respectively,

$$V_{sa}=Ga^+ax$$
(15)
is the effective interaction describing the coupling of the system to the pointer and

$$V_{se}=\underset{j=1}{\overset{N1}{}}G_ia^+a\xi _j$$
(16)
describes an interaction between the system and the internal environment. Here,

$$G_i=(g_i\frac{m_i}{m_N}g_N),G=\underset{i=1}{\overset{N1}{}}g_i$$
(17)
are the effective coupling constants, and the mass matrix $`\tau `$ is defined by the matrix elements

$$\tau _{ij}=m_i\delta _{ij}+\frac{m_im_j}{m}_N$$
(18)
This expression of $`\tau `$ is obtained by substituting the individual laboratory coordinate

$$x_N=\frac{1}{m}_N[x\frac{1}{M}\underset{i}{\overset{N1}{}}m_i(\xi _j+x)]$$
(19)
into the interaction term $`a^+a_i^Ng_ix_i`$ of the total system Hamiltonian.

In this model the couplings of the system to the pointer and to the environment can be turned - on or turned -off simultaneously for $`V_{sa}`$ and $`V_{se}`$ are proportional to the same coupling constant. Physically this is reasonable as the pointer variable is a reflection of the collective average effect of the internal degrees of freedom of the macroscopic apparatus. Another remarkable character of the above model is the absence of coupling between the pointer variable and the inner variables of $`A.`$ Physically this is just what is required of an ideal measuring apparatus, whose effective inner motion should not directly affect the reading of the pointer. In fact this property guarantees that a triple entanglement will form dynamically from a factorized initial state. This just realizes our central ideas in section 2: the de-coupling of pointer variable with the inner ones in the apparatus and the factorization of the inner environment with respect to each inner variable.

## IV Exact Solution with Factorization for Ideal Entanglement

Now let us consider the exact solution to the dynamic evolution problem of the intracavity model introduced in section II. To this end we invoke a canonical transformation

$$\eta _i=\underset{j=1}{\overset{N1}{}}U_{ij}\xi _j,i,j=1,\mathrm{},N1$$
(20)
from the inner variables $`\xi _j`$ to a new set of canonical variables $`\eta _i.`$ Here , $`U`$ is an ($`N1)`$ by ($`N1)`$ matrix diagonalizing the mass matrix $`\tau `$ , i.e. $`U\tau U^T`$ is diagonal. Denote the conjugate momenta of $`x`$ and $`\eta _i`$ by $`p_x`$and $`p_i`$ respectively. The inner environment is described by the new internal variable $`\{\eta _i\}`$. Then, the total Hamiltonian can be re-expressed as

$$H=\frac{p_x^2}{2M}Ga^+ax+\underset{i=1}{\overset{N1}{}}(\frac{1}{2m_i^{^{}}}p_i^2f_ia^+a\eta _i)+\omega _0a^+a$$
(21)
where the eigenvalues $`m_i^{^{}}`$ of matrix $`\tau `$ are the effective mass with respect to the new coordinates $`\{\eta _j\};`$ $`f_i=_jG_jU_{ji}^T`$ represent the strengths of forces on each inner coordinate $`\eta _i`$ by one photon of cavity field. Obviously, the inner motion of the moving mirror is factorizable since the effective Hamiltonian $`H_{se}=H_{se}^j`$ is only a simple sum of the single component

$$H_{se}^j(a^+a)=\frac{1}{2m_i^{^{}}}p_i^2f_ia^+a\eta _i$$
(22)
This direct sum structure results in the factorization of the effective evolution matrix defined by

$`U_{en}(t)`$ $`=`$ $`n|U(t)|n={\displaystyle \underset{i=1}{\overset{N1}{}}}U_{en}^i(t):`$
$`U_{en}^i(t)`$ $`=`$ $`\mathrm{exp}[i({\displaystyle \frac{p_i^2}{2m_i^{^{}}}}nf_i\eta _i)t]`$ (23)
$`=`$ $`e^{i\frac{tp_i^2}{2m_i^{^{}}}}e^{i\frac{nf_it^2p_i}{2m_i^{^{}}}}\mathrm{exp}[inf_it\eta _ii{\displaystyle \frac{n^2f_i^2t^3}{6m_i^{^{}}}}]`$ (24)
where $`|n`$ is the Fock state and $`U(t)=\mathrm{exp}(iHt)`$ is the evolution matrix of the total system. Here, we have used the Wei-Norman algebraic method  to re-write the single particle evolution matrix .

Without loss of generality, we assume each inner component of the moving mirror to be described by the same Gaussian wave packet $`i`$ of width $`a,`$ i.e.

$$\eta _ii=\left(\frac{1}{2\pi a^2}\right)^{\frac{1}{4}}e^{\frac{\eta _i^2}{4a^2}}$$
(25)
This is a physically reasonable preparation of initial state. This is because the initial state of the inner $`\mathrm{\Phi }(0,\{\eta _j\})=_{i=1}^{N1}\eta _i|i`$ also defines the factorized Gaussian wave packet $`\mathrm{\Phi }(0,\{\xi _i\})=_{i=1}^{N1}\xi _i|i`$ in $`\xi `$\- representation since $`\xi _i^2`$ is a canonical invariant, i.e., $`_i\xi _i^2=_i\eta _i^2.`$ A Gaussian wave packet $`\xi _i|i\mathrm{exp}[\frac{(x_ix)^2}{4a^2}]`$ implies basically that the particles composing the moving mirror are almost peaked on the position of C.M. We also assume that the C.M of the moving mirror is just in the position eigenstate $`|X`$ and the cavity is initially in a coherent state $`|\alpha =_nc_n|n`$ where $`c_n=e^{\frac{1}{2}|\alpha |^2}\frac{\alpha ^n}{n!}`$. In this case using the effective evolution matrix of the pointer

$$U_{nx}=\mathrm{exp}[i(\frac{p_x^2}{2M}Gnx])t]$$
(26)
with respect to the cavity Fock state $`|n`$ , we explicitly obtain the triple entanglement

$$|\mathrm{\Psi }(t)=\underset{n}{}c_n(t)|n|x_n|e_n.$$
(27)
at any instance $`t0`$ . Here ,

$$c_n(t)=c_ne^{i(n+1/2)\omega _0t},|x_n=U_{nx}|x$$

and

$$|e_n=U_{en}(t)|\mathrm{\Phi }(0)=\underset{j=1}{\overset{N}{}}U_{en}^j(t)j$$

We can also calculate the decoherence factor with factorization

$`F_{mn}(t)`$ $`=`$ $`e_n|e_m={\displaystyle \underset{j=1}{\overset{N}{}}}e_n^{[j]}|e_m^{[j]}`$
$``$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}j|U_{en}^j(t)U_{em}^j(t)j`$
to give the decaying norm

$$f_{mn}(t)=F_{mn}(t)=\mathrm{exp}[(nm)^2\underset{j=1}{\overset{N1}{}}f_i^2(\frac{t^4}{32m_i^^2}+\frac{a^2t^2}{2})]$$
(28)
In Fig.2, the decaying behavior of decoherence factor is demonstrated for different $`N`$. It is seen that a decoherence process indeed happens as $`t\mathrm{},`$ but it does not obey the simple exponential law $`e^{\gamma t}.`$ In a long time scale, the temporal behavior of decoherence is described by

$$F(t)\mathrm{exp}\left[(mn)^2\mathrm{\Gamma }t^4\right]$$

with $`\mathrm{\Gamma }`$ $`=_{j=1}^{N1}\frac{f_i^2}{32m_i^2a^2}.`$ If we define the characteristic time $`\tau _d`$ of the decoherence process by $`F(\tau _d)=e^1`$ , then

$$\tau _d=[(mn)^2\mathrm{\Gamma }]^{1/4}$$
(29)
This shows that the long time behavior of decoherence depends directly on interaction.

In the macroscopic limit $`N\mathrm{}`$ or for the long time evolution $`t\mathrm{},`$ the vanishing decoherence factors $`e_n|e_m`$ leads to an ideal triple entanglement (1) with invariant probability distribution $`p_n=|c_n(t)|^2=|c_n|^2`$ .

Finally we need to show the measuring process we modelled above is ideal since the pointer states entangling with each system state are orthogonal to one another, namely , $`x_n|x_m`$ $`\delta _{n,m}`$ for $`mn`$ .In fact, in the coordinate-representation, the pointer state $`|x_n`$ can be calculated explicitly as

$$x|x_n=\sqrt{\frac{iM}{2\pi t}}\mathrm{exp}[i\left\{\frac{\left[nGt^2+2M\left(xX\right)\right]^2}{8Mt}+\left(nGtX\frac{n^2G^2t^3}{6M}\right)\right\}]$$
(30)
This means that the width of each wave packet $`x|x_n(t)`$ is zero and then the overlaps

$$|O_{n,m}|=|x_n(t)|x_m(t)|=\frac{2M}{Gt^2}\delta \left(mn\right)$$
(31)
of wave packets vanish for $`mn`$ . This indicates an ideal classical correlation between the measured system and the pointer of apparatus in our intracavity model. Therefore, our triple model for quantum measurement leads to an ideal quantum measurement in a purely quantum dynamical way with neither the introduction of the hypothesis of classicality for the apparatus, nor the artificial control of interactions.

As shown above, an ideal entanglement of the double system (formed by the measured system plus pointer of apparatus) with an ( inner ) environment is a necessary element to force the apparatus to behave so classically that a de-entanglement process occurs in the double system. Another necessary element to implement quantum measurement is the ideal entanglement between the measured system and the pointer of apparatus. The work of this mechanism depends on the choice of the form of initial state of the pointer. For a general initial state of the pointer, it is difficult to obtain an explicit condition under which $``$ $`x_n|x_m`$ becomes zero. The solution to this problem concerns the consideration of the classical limit of the motion of the pointer as a large system. In general, for certain particular states, the classical limit of the expectation value of an observable should recover its classical value form. Such quasi-classical states can give definite classical trajectories of a particle in the classical case. In this sense the mean-square deviation of the observable is zero; and accordingly the expectation value of the position operator defines a classical path. In next section we will discuss a similar problem in greater detail in association with the random phase induced by the Heisenberg’s momentum-coordinate uncertainty.

## V Classicality of Apparatus Due to Position-Momentum Uncertainty

In the above discussion the quantum realization of measuring process boils down to the appearance of decoherence in the entanglement between the measured system and measuring apparatus only due to the coupling of the measured system with the inner environment rather than that between the pointer of apparatus and the inner environment.

It is well-known that quantum decoherence can be explained in two ways: the usual explanation for decoherence in a which-way experiment based on Heisenberg’s position-momentum uncertainty relation, and the current explanation based on quantum entanglement, which is not related to this uncertainty relation directly. In the latter explanation the quantum correlations between the environment and the considered system are responsible for the destruction of quantum coherence. In the present paper the considered system is a composition formed by the measured system plus the pointer. In fact, in the previous sections we have adopted the second viewpoint to deal with quantum measurement problem. In this section we will see that the first explanation can also work well in our modelled quantum measurement problem. To this end , we first show that the back action of the inner environment on the system plus pointer implied by Heisenberg’s position-momentum uncertainty relation will disturb the phases of states of the system plus pointer.This result

Let us return to our model mentioned in the last section. We assume that the initial state $`j`$ of each component of the inner environment is a real wave packet, which is symmetric with respect to both the canonical coordinate $`\eta _j`$ and the corresponding canonical momentum $`p_j.`$

$$\eta _jj|\eta _jj=0,p_j=0$$
(32)
We will not need its concrete form. Rather we assume it to be of Gaussian type with the variance $`a_j`$ $`=\mathrm{\Delta }\eta _j`$ in $`\eta _jspace.`$ Here, we adopt the definition of the standard deviation

$$\mathrm{\Delta }\varphi \sqrt{(\varphi \varphi )^2}=\sqrt{\varphi ^2\varphi ^2}$$
(33)
for a given phase $`\varphi .`$ Physically, once $`\mathrm{\Delta }\eta _j`$ is given , the variance of $`p_j`$ cannot be arbitrary since there is Heisenberg’s position-momentum uncertainty relation $`\mathrm{\Delta }\eta _j\mathrm{\Delta }p_j\frac{1}{2}.`$In the last two sections, the conclusion drawn seems to depend on the choice of the concrete form of the initial state, but now we can argue that this is not the case with the above consideration.

After a measurement, the final state of the $`j^{}s`$ environment component $`\eta _j`$ entangling with the system-pointer state $`|n`$ $`|x_n`$ is just

$$|e_n^{[j]}=U_{en}^j(t)|j.$$
(34)
The $`j`$th factor in the decoherence factor $`F_{mn}=e_n|e_m`$ =$`_{j=1}^NF_{mn}^j`$ can be written as

$$F_{mn}^je_n^{[j]}|e_m^{[j]}=j|\mathrm{exp}[i\widehat{\varphi }_{mn}^{[j]}]|j$$
(35)
by the Wei-Norman algebraic method. Here, the time dependent global phase is neglected. We can understand the Hermitian operator

$$\widehat{\varphi }_{mn}^{[j]}=(nm)f_it\widehat{D}_j$$
(36)
in terms of the generalized phase difference between $`|e_m^{[j]}`$ and $`|e_n^{[j]}`$ for

$$\widehat{D}_j=\frac{t}{2m_j^{^{}}}\widehat{p}_j+\eta _j.$$
(37)
The standard deviation

$$\mathrm{\Delta }\widehat{\varphi }_{mn}^{[j]}=(nm)f_jt\mathrm{\Delta }D_j$$
(38)
is proportional to time $`t`$ and represents a random phase change of $`|n`$ $`|x_n`$ by the $`j^{}th`$ inner component.

The whole random phase change of $`|n`$ $`|x_n`$, contributed by the inner variables, is determined by

$$\widehat{\varphi }_{mn}=\underset{j=1}{\overset{N1}{}}\widehat{\varphi }_{mn}^{[j]}$$
(39)
Physically, each variable of the inner environment can exert a different impact independently on the different components of the entangling states of the measured system plus the pointer. If we think each uncertain phase change by this perturbation as an independent stochastic variable, we have

$$\mathrm{\Delta }\widehat{\varphi }_{mn}=\sqrt{\underset{j=1}{\overset{N1}{}}(\mathrm{\Delta }\widehat{\varphi }_{mn}^{[j]})^2}\sqrt{N}\mathrm{min}\{(\mathrm{\Delta }\widehat{\varphi }_{mn}^{[j]})^2|j=1,2..N1\}$$
(40)
We observe that the phase uncertainty $`\mathrm{\Delta }\widehat{\varphi }_{mn}`$ caused by all inner variables can be amplified to a number much greater than $`2\pi `$ when $`N\mathrm{}.`$ Then the system-pointer states acquire a very large random phase factor. Therefore, the inner environment washes out the interference of any two components of the system plus the pointer .

In the above reasoning we make the connivance that there exists a finite minimum of $`\mathrm{\Delta }\widehat{\varphi }_{mn}^{[j]}`$ . This point is just guaranteed by Heisenberg’s position-momentum uncertainty relation $`\mathrm{\Delta }\eta _j\mathrm{\Delta }p_j\frac{1}{2}.`$ In fact, because $`D_j`$ is a linear combination of $`\eta _j`$ and $`p_j`$ and

$$p_i\eta _i+\eta _ip_i=0$$
(41)
for the real wave function average, there should be a quantum limit for its variance $`\mathrm{\Delta }D_j:`$

$`\mathrm{\Delta }D_j.`$ $`=`$ $`\sqrt{(\mathrm{\Delta }\eta _j.)^2+({\displaystyle \frac{t}{2M}}\mathrm{\Delta }\widehat{p}_j)^2}`$
$``$ $`\sqrt{(\mathrm{\Delta }\eta _j.)^2+{\displaystyle \frac{1}{(\mathrm{\Delta }\eta _j.)^2}}({\displaystyle \frac{t}{2M}})^2}`$
If one wishes the highest possible for $`D_j,`$ one should not make $`(\mathrm{\Delta }\eta _j.)^2`$ arbitrarily small, because this will make $`\mathrm{\Delta }p_j`$ arbitrarily large . So it is optimal to take $`(\mathrm{\Delta }\eta _j.)^2=\frac{t}{2M}`$, and we have the finite minimum $`\sqrt{\frac{t}{M}}.`$ So we have a minimum of phase uncertainty

$$\mathrm{\Delta }\widehat{\varphi }_{mn}=\sqrt{N}\frac{t}{M}$$

This result qualitatively illustrates the many-particle amplification effect of uncertain phase change.

The direct relationship between the two explanations for decoherence can also be revealed explicitly in our present model. As a matter of fact, this problem has been tackled by Stern, Aharonov and Imry,with the observation$`e_n|e_m=e^{i\widehat{\varphi }_{mn}^{[j]}}`$ . Consider the specially -chosen initial state of Gaussian type $`\eta _jj=\left(\frac{1}{2\pi a^2}\right)^{\frac{1}{4}}\mathrm{exp}(\frac{\eta _j^2}{4a^2}).`$ Since the standard deviation $`\mathrm{\Delta }\eta _j`$ is the width $`a`$ of Gaussian wave packet and the uncertainty $`\mathrm{\Delta }p_j`$ of the momentum fluctuation is $`\frac{1}{2a}`$ , we have

$$\left(\mathrm{\Delta }D_i\right)^2=\left(\mathrm{\Delta }\frac{t}{2m_i}p_i\right)^2+\left(\mathrm{\Delta }\eta _i\right)^2=\left(\mathrm{\Delta }D_i\right)^2=\frac{t^2}{16m_i^2a^2}+a^2$$

Then we can probe the relationship between the two explanations by using the exact solution in the last section

$`F_{mn}`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{N1}{}}}\mathrm{exp}[(nm)^2f_j^2t^2{\displaystyle \frac{1}{8}}({\displaystyle \frac{1}{(\mathrm{\Delta }p_j)^2}}+{\displaystyle \frac{1}{(\mathrm{\Delta }\frac{2m_i^{^{}}}{t}\eta _j)^2}})]`$ (42)
$`=`$ $`{\displaystyle \underset{j=1}{\overset{N1}{}}}\mathrm{exp}[\left(nm\right)^2f_j^2t^2{\displaystyle \frac{1}{2}}\left(\mathrm{\Delta }D_j\right)^2]`$
$`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{N1}{}}}\left(\mathrm{\Delta }\varphi _{mn}^j\right)^2\right]=\mathrm{exp}\left[{\displaystyle \frac{1}{2}}\left(\mathrm{\Delta }\varphi _{mn}\right)^2\right]`$
This result just shows that the condition that $`F_{mn}=0`$, which is required by an ideal measurement implies a large random phase variance $`\left(\mathrm{\Delta }\varphi _{mn}\right)^2.`$ Furthermore, we can conclude from this exact solution that the large random phase change just originates from Heisenberg’s position-momentum uncertainty relation $`\mathrm{\Delta }\eta _j\mathrm{\Delta }p_j=\frac{1}{2}.`$ In the terminology of classical stochastic process, $`\eta _j`$ and $`p_j`$ can be regarded as a pair of uncorrelated stochastic variables, but the uncertainty relation $`\mathrm{\Delta }\eta _j\mathrm{\Delta }p_j=\frac{1}{2}`$ exerts a constraint on them. This constraint just reflect the uncertainty of phase change in the measuring process.

## VI Concluding Remarks

The above arguments shed a new light on the understanding of the relationship between Bohr’s complementarity principle and Heisenberg’s uncertainty principle. It is well known that the principle of complementarity usually refers to the wave-particle duality in quantum mechanics. It says that the quantum-mechanical entity can behave as particle or wave under different experimental conditions,but these two natures excluded each other in the experiment. For example, in the famous Yang’s double-slit experiment, the matter wave of a single particle can apparently pass through both slits simultaneously. In this sense the experiment emphasizes the nature of wave and so there forms an interference pattern. On the contrary, if a ‘which-way’detector is employed to determine the particle’s path, the interference pattern is destroyed. This is because ”which-way’ experiment focuses on the nature of particle with classical location,”path”. This can further be explained in terms of Heisenberg’s uncertainty principle: the uncertainty in particle’s momentum will introduce random phase difference between two paths and thus destroys the interference. At this point it is worth mentioning that Durt et al reported a which-way experiment in an atom interferometer in which the ‘back action’ of path detection on the atom’s momentum is too small to explain the disappearance of the interference pattern.

We would also like to emphasize that the arguments about the quantum description of the macroscopic object such as the moving mirror is closely related to the Schroedinger$`^{^{}}`$s cat problem  , a conventional topic of quantum decoherence concerning the state superposition for macroscopic object. Most recent progress has been made in demonstrating Schrodinger$`^{^{}}`$s cat state in various macroscopic quantum systems such as superconductors , laser-cooled trapped ions, photons in a microwave cavity and $`C_{60}`$ molecules. According to the viewpoint in this paper, a system with many microscopic degrees of freedom can behave quantum mechanically only if it is sufficiently decoupled from the environment and the phases of its inner states match very well.

In sum, we have proposed an alternative Zurek’s triple approach for quantum measurement with time independent Hamiltonian. The calculation for a specific model shows the possibility of implementing our approach. It should be pointed out that in the above discussed extremely-idealized model the interaction between the particles composing the moving mirror has not been considered. But we don’t think this is a big problem. Starting with the main idea developed in this paper, we can discuss more general situation with inter-particle interaction in a similar way. Although the exactly solvable model in this paper might not exist in reality, the idea of quantum adiabatic separation or the master equation is physically meaningful.

Acknowledgement: This work is supported by the NSF of China and the knowledged Innovation Programme(KIP) of the Chinese Academy of Science.


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# Jensen’s operator inequality

## 1. Introduction

If $`f`$ is a continuous, real function on some interval $`I`$ in $``$, we can use spectral theory to define an operator function

$$f:𝔹()_{\mathrm{sa}}^I\mathrm{@}>>>𝔹()_{\mathrm{sa}}\text{where}f(x)=f(\lambda )dE_x(\lambda ).$$
$`1`$
Here $`𝔹()_{\mathrm{sa}}^I`$ denotes the convex set of self-adjoint operators on the Hilbert space $``$ with spectra in $`I`$, and $`E_x`$ denotes the spectral measure of $`x`$. Admittedly it is somewhat dangerous to use the same symbol for the two rather different functions, but the usage is sanctified by time. Whenever necessary we shall try to distinguish between the two by referring either to the function $`f`$ or to the operator function $`f`$. As pointed out by C. Davis in  a general operator function $`F:𝔹()_{\mathrm{sa}}^I\mathrm{@}>>>𝔹()`$ arises from a spectral function, i.e. $`F(x)=f(x)`$, if and only if for every unitary $`u`$

$$F(u^{}xu)=u^{}F(x)u\text{and}F\left(\begin{array}{cc}y& 0\\ 0& z\end{array}\right)=\left(\begin{array}{cc}F(y)& 0\\ 0& F(z)\end{array}\right)$$
$`2`$
for every operator $`x=y+z`$ that decomposes in block form by multiplication by a projection $`p`$ in its commutant. (N.b. we do not demand that $`p`$ and $`\mathrm{𝟙}p`$ are equivalent.) There is a slight ambiguity in this statement – easily compensated for by its versatility – since by F(y) we really mean $`F`$ evaluated at $`y`$, but now regarded as an operator function on $`𝔹(p)_{\mathrm{sa}}^I`$. Put differently, we demand that $`pF(y+z)=F(y+z)p`$ and that it is independent of $`z`$. Thus, $`pF(y+z)=pF(y+s(\mathrm{𝟙}p))`$ for some, hence any scalar $`s`$ in $`I`$. (Davis tacitly assumes that $`0I`$ and takes $`s=0`$.)

A continuous function $`f:I\mathrm{@}>>>`$ is said to be operator convex if

$$f(\lambda x+(1\lambda )y)\lambda f(x)+(1\lambda )f(y)$$
$`3`$
for each $`\lambda `$ in $`[0,1]`$ and every pair of self-adjoint operators $`x,y`$ on an infinite dimensional Hilbert space $``$ with spectra in $`I`$. The function is said to be matrix convex of order $`n`$ if the same conditions are satisfied for operators on a Hilbert space of finite dimension $`n`$. It is well known, cf. \[2,  Lemma 2.2\] that a function is operator convex if and only if it is matrix convex of arbitrary orders.

Just because the function $`f`$ is convex there is no guarantee that the operator function $`f`$ is convex. In fact, as shown by Bendat and Sherman in , $`f`$ is operator convex on the interval $`]1,1[`$ if and only if it has a (unique) representation

$$f(t)=\beta _0+\beta _1t+\frac{1}{2}\beta _2_1^1t^2(1\alpha t)^1𝑑\mu (\alpha ),$$
$`4`$
for $`\beta _20`$ and some probability measure $`\mu `$ on $`[1,1]`$. In particular, $`f`$ must be analytic with $`f(0)=\beta _0,f^{}(0)=\beta _1`$ and $`f^{\prime \prime }(0)=\beta _2`$. A concise account of this result and its relations to Löwner’s theory of operator monotonicity can be found in .

An unexpected phenomenon turns up in relation with convexity in $`𝔹()_{\mathrm{sa}}`$. If $`(a_1,\mathrm{},a_n)`$ is an $`n`$tuple of operators with $`_{k=1}^na_k^{}a_k=\mathrm{𝟙}`$, we may think of the element $`_{k=1}^na_k^{}x_ka_k`$ as a non-commutative convex combination of the $`n`$tuple $`(x_1,\mathrm{},x_n)`$ in $`𝔹()_{\mathrm{sa}}`$. The remarkable fact is that when $`f`$ is an operator convex function, then the operator function $`f`$ respects this new structure in the sense that we have the Jensen operator inequality:

$$f\left(\underset{k=1}{\overset{n}{}}a_k^{}x_ka_k\right)\underset{k=1}{\overset{n}{}}a_k^{}f(x_k)a_k.$$
$`5`$
This result was found in embryonic form by the first author in , and used by the two of us to give a review of Löwner’s and Bendat-Sherman’s theory of operator monotone and operator convex functions in . With hindsight we must admit that we unfortunately proved and used the contractive form $`f(a^{}xa)a^{}f(x)a`$ for $`a^{}a\mathrm{𝟙}`$, this being the seemingly most attractive version at the time. However, this necessitated the further conditions that $`0I`$ and $`f(0)0`$, conditions that have haunted the theory since then. The Jensen inequality for a normal trace on a von Neumann algebra, now for an arbitrary convex function $`f`$, was found by Brown and Kosaki in , still in the contractive version.

It is the aim of the present paper to rectify our omissions and prove the full Jensen inequality, both with and without a trace. This is accomplished by a refinement of previous techniques and by applying some new ideas that also make the presentation more streamlined and easier to follow.

## 2. Main Results

###### Theorem 2.1 {\rm(Jensen's Operator Inequality)}

For a continuous function $`f`$ defined on an interval $`I`$ the following conditions are equivalent:

(i) $`f`$ is operator convex.

(ii) For each natural number $`n`$ we have the inequality

$$f\left(\underset{i=1}{\overset{n}{}}a_i^{}x_ia_i\right)\underset{i=1}{\overset{n}{}}a_i^{}f(x_i)a_i$$
$`5`$
for every $`n`$tuple $`(x_1,\mathrm{},x_n)`$ of bounded, self-adjoint operators on an arbitrary Hilbert space $``$ with spectra contained in $`I`$ and every $`n`$tuple $`(a_1,\mathrm{},a_n)`$ of operators on $``$ with $`_{k=1}^na_k^{}a_k=\mathrm{𝟙}`$.

(iii) $`f(v^{}xv)v^{}f(x)v`$ for each isometry $`v`$ on an infinite-dimensional Hilbert space $``$ and every self-adjoint operator $`x`$ with spectrum in $`I`$.

(vi) $`pf(pxp+s(1p))ppf(x)p`$ for each projection $`p`$ on an infinite-dimensional Hilbert space $``$, every self-adjoint operator $`x`$ with spectrum in $`I`$ and every $`s`$ in $`I`$.

### Remark 2.2

If the Jensen operator inequality (5) is satisfied for some $`n2`$ and for operators on a Hilbert space $``$ (of any dimension), then clearly $`f`$ is operator convex on $`𝔹()`$. The point of condition (iii) is that if $``$ infinite-dimensional it suffices to take $`n=1`$. On the other hand it is clear that if (5) is satisfied for some $`n`$, then (setting $`a_i=0`$ for $`i>1`$) it is also satisfied for $`n=1`$.

###### Corollary 2.3 {\rm(Contractive Version)}

Let $`f`$ be a continuous function defined on an interval $`I`$ and suppose that $`0I`$. Then $`f`$ is operator convex and $`f(0)0`$ if and only if for some, hence every natural number $`n`$, the inequality (5) is valid for every $`n`$tuple $`(x_1,\mathrm{},x_n)`$ of bounded, self-adjoint operators on a Hilbert space $``$ with spectra contained in $`I`$, and every $`n`$tuple $`(a_1,\mathrm{},a_n)`$ of operators on $``$ with $`_{k=1}^na_k^{}a_k\mathrm{𝟙}`$.

Setting $`n=1`$ we see that $`f`$ is operator convex on an interval $`I`$ containing $`0`$ with $`f(0)0`$ if and only if

$$f(a^{}xa)a^{}f(x)a$$
$`6`$
for every self-adjoint $`x`$ with spectrum in $`I`$ and every contraction $`a`$. This is the original Jensen operator inequality from .

###### Theorem 2.4 {\rm(Jensen's Trace Inequality)}

Let $`f`$ be a continuous function defined on an interval $`I`$ and let $`m`$ and $`n`$ be natural numbers. If $`f`$ is convex we then have the inequality

$$\mathrm{Tr}\left(f\left(\underset{i=1}{\overset{n}{}}a_i^{}x_ia_i\right)\right)\mathrm{Tr}\left(\underset{i=1}{\overset{n}{}}a_i^{}f(x_i)a_i\right)$$
$`7`$
for every $`n`$tuple $`(x_1,\mathrm{},x_n)`$ of self-adjoint $`m\times m`$ matrices with spectra contained in $`I`$ and every $`n`$tuple $`(a_1,\mathrm{},a_n)`$ of $`m\times m`$ matrices with $`_{k=1}^na_k^{}a_k=\mathrm{𝟙}`$.

Conversely, if the inequality (7) is satisfied for some $`n`$ and $`m`$, where $`n>1`$, then $`f`$ is convex.

###### Corollary 2.5 {\rm(Contractive Version)}

Let $`f`$ be a convex, continuous function defined on an interval $`I`$, and suppose that $`0I`$ and $`f(0)0`$. Then for all natural numbers $`m`$ and $`n`$ we have the inequality (7) for every $`n`$tuple $`(x_1,\mathrm{},x_n)`$ of self-adjoint $`m\times m`$ matrices with spectra contained in $`I`$ and every $`n`$tuple $`(a_1,\mathrm{},a_n)`$ of $`m\times m`$ matrices with $`_{k=1}^na_k^{}a_k\mathrm{𝟙}`$.

### Remark 2.6

Let $`n=1`$ in (7). If $`f`$ is convex, $`0I`$ and $`f(0)0`$ we have

$$\mathrm{Tr}\left(f(a^{}xa)\right)\mathrm{Tr}\left(a^{}f(x)a\right)$$
$`8`$
for every self-adjoint $`m\times m`$ matrix $`x`$ with spectrum in $`I`$ and every $`m\times m`$ contractive matrix $`a`$. This is Jensen’s trace inequality (for matrices) of Brown and Kosaki .

This inequality alone is not sufficient to ensure convexity of $`f`$, even if $`m>1`$ (unless $`f(0)=0`$ is specified in advance). However, for $`n>1`$ the inequality gives convexity of $`f`$ as we see from Theorem 2.4. In each case we must assume that $`0I`$, otherwise the inequality does not make sense. This fact, together with the irrelevant information about $`f(0)`$, makes the contractive versions of Jensen’s inequality less desirable. When we eventually pass to the theory of several variables, cf. , the contractive versions mean that $`0`$ belongs to the cube where $`f`$ is defined, so that part of the coordinate axes must belong to the domain of definition for $`f`$, and on these we must assume that $`f0`$. This assumption is so severe a restraint that it becomes a real problem for the theory.

###### Theorem 2.7 {\rm(Jensen's Trace Inequality for $C^\*-$Algebras)}

Let $`f`$ be a convex, continuous function defined on an interval $`I`$ and let $`𝒜`$ be a $`C^{}`$algebra with a finite trace $`\tau `$. Then the inequality

$$\tau \left(f\left(\underset{i=1}{\overset{n}{}}a_i^{}x_ia_i\right)\right)\tau \left(\underset{i=1}{\overset{n}{}}a_i^{}f(x_i)a_i\right)$$
$`9`$
is valid for every $`n`$tuple $`(x_1,\mathrm{},x_n)`$ of self-adjoint elements in $`𝒜`$ with spectra contained in $`I`$ and every $`n`$tuple $`(a_1,\mathrm{},a_n)`$ in $`𝒜`$ with $`_{k=1}^na_k^{}a_k=\mathrm{𝟙}`$.

If the trace $`\tau `$ is unbounded, but lower semi-continuous and densely defined, the inequality (9) is still valid if $`f0`$, although now some of the numbers may be infinite.

## 3. Unital and Unitary Tuples

### Notations

An $`n`$tuple $`\underset{¯}{a}=(a_1,\mathrm{},a_n)`$ of operators in $`𝔹()`$ is called a contractive column (respectively a unital column) if $`_{k=1}^na_k^{}a_k\mathrm{𝟙}`$ (respectively $`_{k=1}^na_k^{}a_k=\mathrm{𝟙}`$). Contractive rows and unital rows are defined analogously by the conditions $`_{k=1}^na_ka_k^{}\mathrm{𝟙}`$ and $`_{k=1}^na_ka_k^{}=\mathrm{𝟙}`$. We say that $`\underset{¯}{a}=(a_1,\mathrm{},a_n)`$ is a unitary column if there is a unitary $`n\times n`$ operator matrix $`U=(u_{ij})`$, one of whose columns is $`(a_1,\mathrm{},a_n)`$. Thus, $`u_{ij}=a_i`$ for some $`j`$ and all $`i`$. Unitary rows are defined analogously, cf. \[1,  Definition 1.1.\] Note that an $`n`$tuple $`(a_1,\mathrm{},a_n)`$ is a contractive/unital/unitary row if and only if the adjoint tuple $`(a_1^{},\mathrm{},a_n^{})`$ is a contractive/unital/unitary column. Even for a finite-dimensional Hilbert space $``$ it may happen that an $`n`$tuple $`\underset{¯}{a}`$ is a unitary (unital or contractive) column in $`𝔹()`$, while $`\underset{¯}{a}`$ is not a unitary (unital or contractive) row in $`𝔹()`$. Evidently every unitary column is also a unital column (and similarly every unitary row is a unital row). On the other hand, if $`(s_1,\mathrm{},s_n)`$ is an $`n`$tuple of co-isometries such that $`_{k=1}^ns_k^{}s_k=\mathrm{𝟙}`$ (these are the canonical generators for the Cuntz algebra $`𝒪_n`$), then we have a simple example of a unital column that is not unitary. If we insist that a unital column of elements in a unital $`C^{}`$algebra $`𝒜`$ should be called a unitary column only if we can choose the unitary in $`𝕄_n(𝒜)`$, then already for $`𝒜`$ commutative, viz. $`𝒜=C(𝕊^5)`$, we have a unital $`3`$column that is not a unitary column in $`𝕄_3(𝒜)`$, cf. \[17,  Example 14\].

Given a unital column $`(a_1,\mathrm{},a_n)`$ we may regard it as an isometry $`\underset{¯}{a}:\mathrm{@}>>>^n`$, where $`^n=_{i=1}^n`$. Better still we may regard it as a partial isometry $`V:^n\mathrm{@}>>>^n`$, where $`V|^{n1}=0`$. Evidently the column is unitary precisely when $`V`$ extends to a unitary operator on $`^n`$, and this happens if and only if the index of $`V`$ is $`0`$, in the generalized sense that $`dim\mathrm{ker}V^{}=(n1)dim`$. Here $`V^{}(\xi _1,\mathrm{},\xi _n)=a_1^{}\xi _1+\mathrm{}+a_n^{}\xi _n`$ in $``$. It follows from \[1,  Corollary 2.2\] that this holds if just one of the operators $`a_i`$ has (generalized) index zero, since in this case $`a_i=u|a_i|`$ for some unitary $`u`$ on $``$. We are then reduced to the situation where one of the operators, say $`a_n`$, is positive, so that with $`\underset{¯}{b}=(a_1,\mathrm{},a_{n1})`$ we can extend $`V`$ to the unitary operator

$$U=\left(\begin{array}{cc}(\mathrm{𝟙}\underset{¯}{b}(\underset{¯}{b})^{})^{1/2}& \underset{¯}{b}\\ (\underset{¯}{b})^{}& a_n\end{array}\right).$$
$`10`$
It follows that every contractive $`n`$column can be enlarged to a unitary $`(n+1)`$–column simply by setting $`a_{n+1}=(\mathrm{𝟙}_{k=1}^na_k^{}a_k)^{1/2}`$. In particular, every unital $`n`$column can be enlarged to a unitary $`(n+1)`$column with $`a_{n+1}=0`$. As usual we shall refer to this as a unitary dilation of the unital (or contractive) column.

### Unitary Dilations

It may sometimes be desirable to know exactly the terms in a unitary dilation of some unital column $`\underset{¯}{a}=(a_1,\mathrm{},a_n)`$. If $`n=1`$, so that $`\underset{¯}{a}=a`$ for some isometry $`a`$, the canonical dilation is given by a $`2\times 2`$matrix $`U`$ having $`(a,0)`$ as the second column. For a general unital $`n`$column we may regard it as an isometry $`\underset{¯}{a}:^n`$, and the unitary dilation $`U_n`$ on $`^n`$ then has the same form as $`U`$; in fact

$$U=\left(\begin{array}{cc}1aa^{}& a\\ a^{}& 0\end{array}\right)\text{and}U_n=\left(\begin{array}{cc}p& \underset{¯}{a}\\ (\underset{¯}{a})^{}& 0\end{array}\right),$$
$`11`$
where $`p=\mathrm{𝟙}\underset{¯}{a}(\underset{¯}{a})^{}`$ is the $`n\times n`$ projection in $`^n`$ with $`p_{ii}=\mathrm{𝟙}a_ia_i^{}`$ and $`p_{ij}=a_ia_j^{}`$ for $`ij`$. Thus, the canonical dilation of $`(a_1,\mathrm{},a_n)`$ has the form:

$$U_n=\left(\begin{array}{ccccc}\mathrm{𝟙}a_1a_1^{}& a_1a_2^{}& \mathrm{}& a_1a_m^{}& a_1\\ a_2a_1^{}& \mathrm{𝟙}a_2a_2^{}& \mathrm{}& a_2a_n^{}& a_2\\ \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}\\ a_na_1^{}& a_na_2^{}& \mathrm{}& \mathrm{𝟙}a_na_n^{}& a_n\\ a_1^{}& a_2^{}& \mathrm{}& a_n^{}& 0\end{array}\right)$$
$`12`$
As seen from (10), the formula for the canonical dilation of a contractive column is only marginally more complicated, cf. \[1,  Lemma 1.1\].

###### Lemma 3.1

Define the unitary matrix $`E=\mathrm{diag}(\theta ,\theta ^2,\mathrm{},\theta ^{n1},1)`$ in $`𝕄_n()𝔹(^n)`$, where $`\theta =\mathrm{exp}(2\pi \mathrm{i}/n)`$. Then for each element $`A=(a_{ij})`$ in $`𝔹(^n)`$ we have

$$\frac{1}{n}\underset{k=1}{\overset{n}{}}E^kAE^k=\mathrm{diag}(a_{11},a_{22},\mathrm{},a_{nn}).$$
$`13`$
###### Demonstration Proof

By computation

$$\left(\frac{1}{n}\underset{k=1}{\overset{n}{}}E^kAE^k\right)_{ij}=\frac{1}{n}\underset{k=1}{\overset{n}{}}(\theta ^{ji})^ka_{ij},$$
$`14`$
and this sum is zero if $`ij`$, otherwise it is $`a_{ii}`$. $`\mathrm{}`$

###### Corollary 3.2

Let $`P`$ denote the projection in $`𝕄_n()`$ given by $`P_{ij}=n^1`$ for all $`i`$ and $`j`$, so that $`P`$ is the projection of rank one on the subspace spanned by the vector $`\xi _1+\mathrm{}+\xi _n`$ in $`^n`$, where $`\xi _1,\mathrm{},\xi _n`$ are the standard basis vectors. Then with $`E`$ as in Lemma 3.1 we obtain the pairwise orthogonal projections $`P_k=E^kPE^k`$, for $`1kn`$, with $`_{k=1}^nP_k=\mathrm{𝟙}`$.

###### Demonstration Proof

(Cf. \[8,  Proof of Theorem 2.6\]) Evidently each $`P_k`$ is a projection of rank one. Moreover, by Lemma 3.1,

$$\underset{k=1}{\overset{n}{}}P_k=\underset{k=1}{\overset{n}{}}E^kPE^k=n\mathrm{diag}(n^1,\mathrm{},n^1)=\mathrm{𝟙},$$
$`15`$
from which it also follows that the projections are pairwise orthogonal, $`\mathrm{}`$

## 4. Proofs and Further Results

###### Demonstration Proof of Theorem 2.1

(i)$``$(ii) Assume that we are given a unitary $`n`$column $`(a_1,\mathrm{},a_n)`$, and choose a unitary $`U_n=(u_{ij})`$ in $`𝔹(^n)`$ such that $`u_{kn}=a_k`$. Let $`E=\mathrm{diag}(\theta ,\theta ^2,\mathrm{},1)`$ as in Lemma 3.1 and put $`X=\mathrm{diag}(x_1,\mathrm{},x_n)`$, both regarded as elements in $`𝔹(^n)`$. Using Lemma 3.1 and the operator convexity of $`f`$ we then get the desired inequality:

$`f`$ $`\left({\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}x_ka_k\right)=f\left((U_n^{}XU_n)_{nn}\right)`$ $`16`$
$`=f`$ $`\left(\left({\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \frac{1}{n}}E^kU_n^{}XU_nE^k\right)_{nn}\right)=\left(f\left({\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \frac{1}{n}}E^kU_n^{}XU_nE^k\right)\right)_{nn}`$
$``$ $`\left({\displaystyle \frac{1}{n}}{\displaystyle \underset{k=1}{\overset{n}{}}}f(E^kU_n^{}XU_nE^k)\right)_{nn}=\left({\displaystyle \frac{1}{n}}{\displaystyle \underset{k=1}{\overset{n}{}}}E^kU_n^{}f(X)U_nE^k\right)_{nn}`$
$`=`$ $`\left(U_n^{}f(X)U_n\right)_{nn}={\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}f(x_k)a_k.`$
Note that for the second equality we use that $`f(y_n)=\left(f(\mathrm{diag}(y_1,\mathrm{},y_n))\right)_{nn}`$ because $`f(\mathrm{diag}(y_1,\mathrm{},y_n))=\mathrm{diag}(f(y_1),\mathrm{},f(y_n))`$.

In the general case where the column is just unital, we enlarge it to the unitary $`(n+1)`$column $`(a_1,\mathrm{},a_n,0)`$ and choose $`x_{n+1}`$ arbitrarily, but with spectrum in $`I`$. By the first part of the proof we therefore have

$`f\left({\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}x_ka_k\right)=f\left({\displaystyle \underset{k=1}{\overset{n+1}{}}}a_k^{}x_ka_k\right)`$ $`17`$
$`{\displaystyle \underset{k=1}{\overset{n+1}{}}}a_k^{}f(x_k)a_k={\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}f(x_k)a_k.`$
(ii)$``$(iii) is trivial.

(iii)$``$(iv) Take any self-adjoint operator $`x`$ with spectrum in $`I`$ and let $`p`$ be an infinite-dimensional projection. Then we can find an isometry $`v`$ (i.e. $`v^{}v=\mathrm{𝟙}`$) such that $`p=vv^{}`$. By assumption $`f(v^{}xv)v^{}f(x)v`$, whence also

$$vf(v^{}xv)v^{}vv^{}f(x)vv^{}=pf(x)p.$$
$`18`$
For any monomial $`g(t)=t^m`$ and any $`s`$ in $`I`$ we have

$`pvg(v^{}xv)v^{}p=`$ $`pv(v^{}xv)^mv^{}p=p(vv^{}xvv^{})^mp`$ $`19`$
$`=pg(pxp)p=`$ $`pg(pxp+s(\mathrm{𝟙}p))p.`$
Since $`f`$ is continuous, it can be approximated by polynomials on compact subsets of $`I`$, and therefore also $`pvf(v^{}xv)v^{}p=pf(pxp+s(\mathrm{𝟙}p))p`$. Combined with (17) this gives the pinching inequality

$$pf(pxp+s(\mathrm{𝟙}p))ppf(x)p.$$
$`20`$
If $`p`$ is a projection of finite rank we can define the infinite dimensional projection $`q=p\mathrm{𝟙}_{\mathrm{}}`$ on $`^{\mathrm{}}`$. Similarly we let $`y=x\mathrm{𝟙}_{\mathrm{}}`$ for any given self-adjoint operator $`x`$ with spectrum in $`I`$. Since $`f(a)\mathrm{𝟙}_{\mathrm{}}=f(a\mathrm{𝟙}_{\mathrm{}})`$ for any operator $`a`$ we get by (20) that

$`pf(pxp+s(\mathrm{𝟙}p))p\mathrm{𝟙}_{\mathrm{}}=`$ $`qf(qyq+s(\mathrm{𝟙}q))q`$ $`21`$
$`qf(y)q=`$ $`pf(x)p\mathrm{𝟙}_{\mathrm{}},`$
which shows that (20) is valid also for projections of finite rank.

(iv)$``$(1) Given self-adjoint operators $`x`$ and $`y`$ with spectra in $`I`$ and $`\lambda `$ in $`[0,\mathrm{\hspace{0.17em}1}]`$, define the three elements

$$X=\left(\begin{array}{cc}x& 0\\ 0& y\end{array}\right),U=\left(\begin{array}{cc}\lambda ^{1/2}& (1\lambda )^{1/2}\\ (1\lambda )^{1/2}& \lambda ^{1/2}\end{array}\right),P=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right)$$
$`22`$
in $`𝔹(^2)`$. Then for some $`s`$ in $`I`$ we have by the pinching inequality in (iv) that

$$Pf(PU^{}XUP+s(\mathrm{𝟙}P))PPf(U^{}XU)P=PU^{}f(X)UP.$$
$`23`$
Since

$$U^{}XU=\left(\begin{array}{cc}\lambda x+(1\lambda )y& (\lambda \lambda ^2)^{1/2}(yx)\\ (\lambda \lambda ^2)^{1/2}(yx)& \lambda y+(1\lambda )x\end{array}\right),$$
$`24`$
it follows that

$`\left(\begin{array}{cc}f(\lambda x+(1\lambda )y)& 0\\ 0& 0\end{array}\right)=Pf(PU^{}XUP+s(\mathrm{𝟙}P))P`$ $`25`$
$``$ $`PU^{}\left(\begin{array}{cc}f(x)& 0\\ 0& f(y)\end{array}\right)UP=\left(\begin{array}{cc}\lambda f(x)+(1\lambda )f(y)& 0\\ 0& 0\end{array}\right).`$
$`\mathrm{}`$

###### Demonstration Proof of Corollary 2.3

If $`_{k=1}^na_k^{}a_k=b\mathrm{𝟙}`$, put $`a_{n+1}=(\mathrm{𝟙}b)^{1/2}`$. Then we have a unital $`(n+1)`$tuple, so with $`x_{n+1}=0`$ we get

$`f\left({\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}x_ka_k\right)=f\left({\displaystyle \underset{k=1}{\overset{n+1}{}}}a_k^{}x_ka_k\right){\displaystyle \underset{k=1}{\overset{n+1}{}}}a_k^{}f(x_k)a_k`$ $`26`$
$`={\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}f(x_k)a_k+a_{n+1}^{}f(0)a_{n+1}{\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}f(x_k)a_k.`$
Conversely, if (5) is satisfied for all contractive $`n`$tuples, then – a fortiori – it holds for unital $`n`$tuples, so $`f`$ is operator convex; and with $`a=x=0`$ we see that $`f(0)0f(0)0=0`$. $`\mathrm{}`$

###### Demonstration Proof of Theorem 2.4

Let $`x_k=_{\mathrm{sp}(x_k)}\lambda E_k(\lambda )`$ denote the spectral resolution of $`x_k`$ for $`1kn`$. Thus, $`E_k(\lambda )`$ is the spectral projection of $`x_k`$ on the eigenspace corresponding to $`\lambda `$ if $`\lambda `$ is an eigenvalue for $`x_k`$ ; otherwise $`E_k(\lambda )=0`$. For each unit vector $`\xi `$ in $`^m`$ define the (atomic) probability measure

$$\mu _\xi (S)=\left(\underset{k=1}{\overset{n}{}}a_k^{}E_k(S)a_k\xi |\xi \right)=\underset{k=1}{\overset{n}{}}\left(E_k(S)a_k\xi a_k\xi \right)$$
$`27`$
for any (Borel) set $`S`$ in $``$. Note now that if $`y=_{k=1}^na_k^{}x_ka_k`$ then

$`(y\xi |\xi )=\left({\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}x_ka_k\xi |\xi \right)`$ $`28`$
$`=`$ $`\left({\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{\mathrm{sp}(x_k)}{}}\lambda E_k(\lambda )a_k\xi |a_k\xi \right)={\displaystyle \lambda 𝑑\mu _\xi (\lambda )}.`$
If a unit vector $`\xi `$ is an eigenvector for $`y`$, then the corresponding eigenvalue is $`(y\xi |\xi )`$, and $`\xi `$ is also an eigenvector for $`f(y)`$ with correponding eigenvalue $`(f(y)\xi |\xi )=f((y\xi |\xi ))`$. In this case we therefore have

$`\left(f\left({\displaystyle \underset{k=1}{\overset{n}{}}}a_k^{}x_ka_k\right)\xi |\xi \right)=(f(y)\xi |\xi )=f((y\xi |\xi ))`$ $`29`$
$`=`$ $`f\left({\displaystyle \lambda 𝑑\mu _\xi (\lambda )}\right){\displaystyle f(\lambda )𝑑\mu _\xi (\lambda )}`$
$`=`$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}\left({\displaystyle \underset{\mathrm{sp}(x_k)}{}}f(\lambda )E_k(\lambda )a_k\xi |a_k\xi \right)={\displaystyle \underset{k=1}{\overset{n}{}}}\left(a_k^{}f(x_k)a_k\xi \xi \right),`$
where we used (28) and the convexity of $`f`$ – in form of the usual Jensen inequality – to get the inequality in (29). The result in (7) now follows by summing over an orthonormal basis of eigenvectors for $`y`$.

Conversely, if (7) holds for some pair of natural numbers $`n,m`$, where $`n>1`$, then taking $`a_i=0`$ for $`i2`$ we see that the inequality holds for $`n=2`$. Given $`s,t`$ in $`I`$ and $`\lambda `$ in $`[0,1]`$ we define $`x=s\mathrm{𝟙}_m`$ and $`y=t\mathrm{𝟙}_m`$ in $`𝕄_m()`$. Then with $`a=\lambda ^{1/2}\mathrm{𝟙}_m`$ and $`b=(1\lambda )^{1/2}\mathrm{𝟙}_m`$ we get by (7) that

$`mf(\lambda x+(1\lambda )t)=\mathrm{Tr}(f(\lambda x+(1\lambda )t)\mathrm{𝟙}_m)`$ $`30`$
$`=`$ $`\mathrm{Tr}(f(a^{}xa+b^{}yb))\mathrm{Tr}(a^{}f(x)a+b^{}f(y)b)`$
$`=`$ $`\mathrm{Tr}((\lambda f(s)+(1\lambda )f(t))\mathrm{𝟙}_m)=m(\lambda f(s)+(1\lambda )f(t)),`$
which shows that $`f`$ is convex. $`\mathrm{}`$

### Continuous Fields of Operators

Let $`𝒜`$ be a $`C^{}`$algebra of operators on some Hilbert space $``$ and $`T`$ a locally compact Hausdorff space. We say that a family $`(a_t)_{tT}`$ of operators in the multiplier algebra $`M(𝒜)`$ of $`𝒜`$, i.e. the $`C^{}`$algebra $`\{a𝔹()x𝒜:xa+ax𝒜\}`$, is a continuous field, if the function $`t\mathrm{@}>>>a_t`$ is norm continuous. If $`\mu `$ is a Radon measure on $`T`$ and the function $`t\mathrm{@}>>>a_t`$ is integrable, we can then form the Bochner integral $`_Ta_t𝑑\mu (t)`$, which is the unique element in $`M(𝒜)`$ such that

$$\phi \left(_Ta_t𝑑\mu (t)\right)=_T\phi (a_t)𝑑\mu (t)\phi 𝒜^{}.$$
$`31`$
If all the $`a_t`$’s belong to $`𝒜`$ then also $`_Ta_t𝑑\mu (t)`$ belongs to $`𝒜`$. If $`(a_t^{}a_t)_{tT}`$ is integrable with integral $`\mathrm{𝟙}`$ we say that $`(a_t)_{tT}`$ is a unital column field.

The transition from sums to continuous fields is prompted by the nature of the proof of Theorem 4.1, but the interested reader can easily verify that also Theorem 2.1 is valid for continuous fields. We finally note that the restriction to continuous fields is handy, but not necessary. In  we shall generalize the setting to arbitrary weak\* measurable fields.

### Centralizers

Recall that the centralizer of a positive functional $`\phi `$ on a $`C^{}`$algebra $`𝒜`$ is the closed $`{}_{}{}^{}`$subspace $`𝒜^\phi =\{y𝒜x𝒜:\phi (xy)=\phi (yx)\}`$. In general this is not an algebra, but if $`y_1,\mathrm{},y_n`$ are pairwise commuting, self-adjoint elements in $`𝒜^\phi `$ then the $`C^{}`$algebra they generate is contained in $`𝒜^\phi `$. Evidently the size of $`𝒜^\phi `$ measures the extent to which $`\phi `$ is a trace. The fact we shall utilize is that even if an element $`x`$ is outside $`𝒜^\phi `$ the functional will behave ”trace-like” on the subspace spanned by $`𝒜^\phi x𝒜^\phi `$.

If $`\phi `$ is unbounded, but lower semi-continuous on $`𝒜_+`$ and finite on the minimal dense ideal $`K(𝒜)`$ of $`𝒜`$, we define $`𝒜^\phi =\{y𝒜xK(𝒜):\phi (xy)=\phi (yx)\}`$.

###### Theorem 4.1

Let $`(x_t)_{tT}`$ be a bounded, continuous field on a locally compact Hausdorff space $`T`$ consisting of self-adjoint elements in a $`C^{}`$algebra $`𝒜`$ with $`\mathrm{sp}(x_t)I`$. Furthermore, let $`(a_t)_{tT}`$ be a unital column field in $`M(𝒜)`$ with respect to some Radon measure $`\mu `$ on $`T`$. Then for each continuous, convex function $`f`$ defined on $`I`$ and every positive functional $`\phi `$ that contains the element $`y=_Ta_t^{}x_ta_t𝑑\mu (t)`$ in its centralizer $`𝒜^\phi `$, i.e. $`\phi (xy)=\phi (yx)`$ for all $`x`$ in $`𝒜`$, we have the inequality:

$$\phi \left(f\left(_Ta_t^{}x_ta_t𝑑\mu (t)\right)\right)\phi \left(_Ta_t^{}f(x_t)a_t𝑑\mu (t)\right).$$
$`32`$
If $`\phi `$ is unbounded, but lower semi-continuous on $`𝒜_+`$ and finite on the minimal dense ideal $`K(𝒜)`$ of $`𝒜`$, the result still holds if $`f0`$, even though the function may now attain infinite values.

###### Demonstration Proof

Let $`𝒞=C_o(S)`$ denote the commutative $`C^{}`$subalgebra of $`𝒜`$ generated by $`y`$, and let $`\mu _\phi `$ be the finite Radon measure on the locally compact Hausdorff space $`S`$ defined, via the Riesz representation theorem, by

$$_Sz(s)𝑑\mu _\phi (s)=\phi (z)z𝒞=C_o(S).$$
$`33`$
Since for all $`(x,z)`$ in $`M(𝒜)_+\times 𝒞_+`$ we have $`\phi (xz)=\phi (z^{1/2}xz^{1/2})`$ it follows that

$$0\phi (xz)x\phi (z).$$
$`34`$
Consequently the functional $`z\phi (xz)`$ on $`𝒞`$ defines a Radon measure on $`S`$ dominated by a multible of $`\mu _\phi `$, hence determined by a unique element $`\mathrm{\Phi }(x)`$ in $`L_{\mu _\phi }^{\mathrm{}}(S)`$. By linearization this defines a conditional expectation $`\phi :M(𝒜)L_{\mu _\phi }^{\mathrm{}}(S)`$ (i.e. a positive, unital module map) such that

$$_Sz(s)\mathrm{\Phi }(x)(s)𝑑\mu _\phi (s)=\phi (zx),z𝒞xM(𝒜).$$
$`35`$
Inherent in this formulation is the fact that if $`z𝒞=C_o(S)`$, then $`\mathrm{\Phi }(z)`$ is the natural image of $`z`$ in $`L_{\mu _\phi }^{\mathrm{}}(S)`$. In particular, $`z(s)=\mathrm{\Phi }(z)(s)`$ for almost all $`s`$ in $`S`$.

Observe now that since the $`C^{}`$algebra $`C_o(I)`$ is separable, we can for almost every $`s`$ in $`S`$ define a Radon measure $`\mu _s`$ on $`I`$ by

$$_Ig(\lambda )𝑑\mu _s(\lambda )=\mathrm{\Phi }\left(_Ta_t^{}g(x_t)a_t𝑑\mu (t)\right)(s)gC(I).$$
$`36`$
As $`_Ta_t^{}a_t𝑑\mu (t)=\mathrm{𝟙}`$, this is actually a probability measure. If we take $`g(\lambda )=\lambda `$, then

$$_I\lambda 𝑑\mu _s(\lambda )=\mathrm{\Phi }\left(_Ta_t^{}x_ta_t𝑑\mu (t)\right)(s)=\mathrm{\Phi }(y)(s)=y(s).$$
$`37`$
Since $`yC`$ we get by (37) and (36) – using also the convexity of $`f`$ in form of the standard Jensen inequality – that

$`f(y)(s)=f(y(s))=f\left({\displaystyle _I}\lambda 𝑑\mu _s(\lambda )\right)`$ $`38`$
$``$ $`{\displaystyle _I}f(\lambda )𝑑\mu _s(\lambda )=\mathrm{\Phi }\left({\displaystyle _T}a_t^{}f(x_t)a_t𝑑\mu (t)\right)(s).`$
Integrating over $`s`$, using (35), now gives the desired result:

$`\phi (f(y))=`$ $`{\displaystyle _S}f(y)(s)𝑑\mu _\phi (s)`$ $`39`$
$``$ $`{\displaystyle _S}\mathrm{\Phi }\left({\displaystyle _T}a_t^{}f(x_t)a_t𝑑\mu (t)\right)(s)𝑑\mu _\phi (s)`$
$`=`$ $`{\displaystyle _T}{\displaystyle _S}\mathrm{\Phi }\left(a_t^{}f(x_t)a_t\right)(s)𝑑\mu _\phi (s)𝑑\mu (t)`$
$`=`$ $`{\displaystyle _T}\phi \left(a_t^{}f(x_t)a_t\right)𝑑\mu (t)=\phi \left({\displaystyle _T}a_t^{}f(x_t)a_t𝑑\mu (t)\right).`$
Having proved the finite case, let us now assume that $`\phi `$ is unbounded, but lower semi-continuous on $`𝒜_+`$ and finite on the minimal dense ideal $`K(𝒜)`$ of $`𝒜`$. This – by definition – means that $`\phi (x)<\mathrm{}`$ if $`x𝒜_+`$ and $`x=xe`$ for some $`e`$ in $`𝒜_+`$, because $`K(𝒜)`$ is the hereditary $`{}_{}{}^{}`$subalgebra of $`𝒜`$ generated by such elements, cf. \[17,  5.6.1\]. Restricting $`\phi `$ to $`𝒞`$ we therefore obtain a unique Radon measure $`\mu _\phi `$ on $`S`$ such that

$$_Sz(t)𝑑\mu _\phi (t)=\phi (z)y𝒞.$$
$`40`$
Inspection of the proof above now shows that the Jensen trace inequality still holds if only $`f0`$, even though $`\mathrm{}`$ may now occur in the inequality. $`\mathrm{}`$

###### Demonstration Proof of Theorem 2.7

Evidently this (like Theorem 2.4) is a special case of Theorem 4.1, where the continuous field is replaced by a finite sum and the functional $`\phi `$ is a trace, so that $`𝒜^\phi =𝒜`$. $`\mathrm{}`$

References


text:
# SPIN-2002/08 ITF-2002/14 hep-th/0204069 Large 𝑁

## 1 Introduction: The Large $`N`$ Sigma Model

A simple example of a theory where new and interesting information can be obtained by studying it in the limit where the number $`N`$ of fundamental field degrees of freedom becomes large, is the Large $`N`$ Sigma Model$`^\text{1}`$. Let $`\varphi _i(x)`$ be a set of $`N`$ scalar fields, $`i=1,\mathrm{},N`$, and consider the Lagrangian of a renormalizable theory:

$$=\frac{1}{2}\underset{i=1}{\overset{N}{}}\left[(_\mu \varphi _i)^2+m^2\varphi _i^2\right]\frac{1}{8}\lambda \left(\underset{i=1}{\overset{N}{}}\varphi _i^2\right)^2,$$
$`(1)`$
where $`\lambda `$ is a coupling constant, usually taken to be positive.

The Feynman diagrams of the theory consist of propagators,

$$\frac{\delta _{ij}}{k^2+m^2i\epsilon },$$
$`(2)`$
to be connected by vertices:

$`\lambda (\delta _{ij}\delta _k\mathrm{}+\delta _{ik}\delta _j\mathrm{}+\delta _i\mathrm{}\delta _{jk}).`$ $`(3)`$
We write this vertex as the sum of three vertices, to be indicated the following way:

$`(4)`$
Rewriting the Lagrangian (1), using an auxiliary field $`A(x)`$, as

$$=\frac{1}{2}\underset{i=1}{\overset{N}{}}\left[(_\mu \varphi _i)^2\right]+\frac{1}{2\lambda }A^2\frac{1}{2}(A+m^2)\left(\underset{i=1}{\overset{N}{}}\varphi _i^2\right),$$
$`(5)`$
we get the same Feynman rules \[since integrating out $`A`$ yields back Eq. (1)\], but now the double line is the $`A`$ propagator, $`\lambda `$, and the $`A`$ lines form 3-vertices with the $`\varphi `$ lines. It is now relatively easy to integrate out the field $`\varphi `$ in (5). We must remember that $`A`$ is $`x`$ dependent, so we do this perturbatively in the $`A`$ field. This way, we get effective interactions in the $`A`$ field, the interaction being described by ‘vertices’ formed by closed $`\varphi `$ lines, see Fig. 1. Notice that the set of Feynman rules obtained this way is easily seen to be the same as the ones generated by Eqs. (1)-(4), as of course it should be.

$$\begin{array}{c}\text{Figure 1. Effective vertex for }A\text{ field.}\end{array}$$

Since (5) is only quadratic in $`\varphi `$ the effective vertices only consist of single $`\varphi `$ loops, and so they are easy to calculate.

Since there are $`N`$ fields $`\varphi `$, each of these effective vertices go with a factor $`N`$. It is now instructive to replace the field $`A`$ by $`\stackrel{~}{A}/\sqrt{N}`$, which amounts to a propagator $`\lambda N`$ for $`\stackrel{~}{A}`$, whereas the $`\nu `$-point effective vertices each receive an extra factor $`N^{\nu /2}`$. Together with the factor $`N`$ mentioned above, we find that the effective 2 point vertex goes with a factor $`N^0`$ (so it is $`N`$-independent), the 3-vertices go with $`N^{1/2}`$, etc. The tadpole diagram (the effective vertex with $`\nu =1`$) must be assumed to vanish, after application of a normal ordering procedure. It would be proportional to $`N^{+1/2}`$.

If now we choose the limit $`N\mathrm{}`$, while $`\stackrel{~}{\lambda }=\lambda N`$ is kept fixed, then we see that a perturbative theory emerges, where all effective vertices with $`\nu `$ external lines are suppressed by factors $`N^{1\nu /2}`$, so that $`1/\sqrt{N}`$ acts as a coupling constant. Only the 2-point vertex is non-perturbative, so it has to be computed exactly, and added to the ‘bare’ term $`\stackrel{~}{\lambda }`$ to obtain the $`\stackrel{~}{A}`$ propagator. Fortunately, the 2-point vertex correction $`F(m,q)`$, where $`q`$ is the momentum of the $`\stackrel{~}{A}`$ field and $`m`$ is the $`\varphi `$ mass, is easy to compute. In $`n`$ spacetime dimensions,

$`F(m,q)`$ $`=`$ $`\frac{1}{2}(2\pi )^4{\displaystyle \mathrm{d}^nk\frac{1}{(k^2+m^2i\epsilon )[(k+q)^2+m^2i\epsilon ]}}`$ (6)
$`=`$ $`C(n){\displaystyle _0^1}dx[m^2+q^2x(1x)]^{{\scriptscriptstyle \frac{n}{2}}2},`$
where $`C(n)=\frac{1}{2}(4\pi )^{n/2}\mathrm{\Gamma }(2\frac{n}{2})`$.

This has to be added to the bare $`\stackrel{~}{A}`$ propagator term, so the series of diagrams contributing to the dressed propagator amounts to:

$$=\frac{\stackrel{~}{\lambda }}{1+\stackrel{~}{\lambda }F(m,q)}.$$
$`(7)`$
This is the exact propagator to lowest order in $`1/N`$. The effective Feynman diagrams describing the $`1/N`$ corrections are sketched in Fig. 2. In many respects, the $`1/N`$ expansion is like the coupling constant expansion in a field theory. Thus, the effective propagators in diagrams such as Fig. 2 can form closed loops.

At $`n=4`$, the function $`C(n)`$ has a pole, which has to be absorbed into a redefinition of $`1/\stackrel{~}{\lambda }`$, as usual. At $`n=6`$ or higher, there are divergences which require more troublesome subtractions, since there the theory is non-renormalizable. It is instructive to look at the $`q`$ dependence of this effective propagator. At $`n<4`$, this propagator is regular at high $`\pm q^2`$, since $`F`$ tends to zero. $`F`$ is complex if $`q^2<4m^2`$. If $`m`$ is low enough, and/or $`\stackrel{~}{\lambda }`$ large enough, then a new pole may emerge: an (unstable) bound state of two $`\varphi `$ particles. If, however, $`n4`$, the function $`F`$ diverges at large $`\pm q^2`$. Note that the sign of $`F`$ after the required subtraction flips, so that for large $`q^2`$ $`F`$ behaves as

$$F(m,q^2)\frac{1}{32\pi ^2}\mathrm{log}q^2.$$
$`(8)`$
Consequently, in Eq. (7) a pole at some large positive value of $`q^2`$ is inevitable. Thus, we have a tachyonic pole in the propagator: the theory has a Landau ghost. This ghost is directly related to the fact that the theory is not asymptotically free. At very large momenta, the effective quartic coupling is negative, which implies a fundamental instability of the theory. This is an important lesson from the study of the $`1/N`$ expansion of the Sigma Model: lack of asymptotic freedom in the ultraviolet makes the theory inconsistent. There is no tendency to go to an ultraviolet fixed point. The theory does not show any inclination to “cure itself.” In the literature, we often see the belief that models with a decent-looking Lagrangian are well-defined, “if only we knew how to do the mathematics.” Here, we happen to be able to do the mathematics, and find the model to be inconsistent at $`n4`$ due to its bad ultraviolet behaviour, just like any other non-renormalizable system.

## 2 $`1/N`$ for Gauge Theories

Many gauge theories are asymptotically free$`^\text{2}`$, so here a large $`N`$ expansion could be much more promising. The large $`N`$ expansion for gauge theories can be formulated for all large Lie groups, and the final results are all very similar. Let us first consider the gauge group $`U(N)`$. The vector fields are Hermitean matrices $`A_{\mu j}^i`$, where both indices $`i`$ and $`j`$ run from 1 to $`N`$. Writing

$$F_{\mu \nu j}^i=_\mu A_{\nu j}^i_\nu A_{\mu j}^i+ig[A_\mu ,A_\nu ]_j^i,$$
(9)
we have

$``$ $`=`$ $`\frac{1}{4}\mathrm{Tr}(F_{\mu \nu }F_{\mu \nu })\overline{\psi }(i\gamma D+m_\psi )\psi `$ (10)
$`=`$ $`\mathrm{Tr}\left(\frac{1}{2}(_\mu A_\nu )^2\frac{1}{2}_\mu A_\nu _\nu A_\mu +ig_\mu A_\nu [A_\mu ,A_\nu ]\frac{1}{4}g^2[A_\mu ,A_\nu ]^2\right)`$
$`\overline{\psi }(i\gamma _\mu _\mu +ig\gamma _\mu A_\mu +m_\psi )\psi .`$
A transparent notation for the Feynman diagrams$`^\text{3}`$ is one where the propagators are represented by double lines, each line indicating how the index is transported, see Fig. 3. The mathematical details of these rules depend on the gauge fixing procedure, which we shall not further expand upon.

Everywhere in a Feynman diagram where an index loop closes, we get a factor $`N`$ from counting the values that the index can have. This is the only way the dimension $`N`$ of the gauge group enters. Now consider a general diagram with $`V_3`$ 3-point vertices, $`V_4`$ 4-point vertices, $`P`$ propagators and $`F`$ index loops. Assume, temporarily, no external lines (a gauge-invariant coupling to an external source can for instance be introduced by means of a 2 quark vertex insertion, $`J\overline{\psi }\psi `$; this then is a 2 point vertex, counted by $`V_2`$). Write $`V=V_2+V_3+V_4`$.

First, by drawing dots at both ends of every propagator, we see immediately by counting dots that

$$2P=\underset{n}{}nV_n.$$
$`(11)`$
We now turn the diagram into a polyhedron by defining every index loop to be a facet. The facets form a polyhedron if there are no quark loops. Then, we have Euler’s theorem for polyhedra:

$$FP+V=22H.$$
$`(12)`$
Here, $`H`$ is the genus, or number of ‘holes’ in the polyhedron. This theorem is easily proven by induction. Since all 3-point vertices in Fig. 3 come with a factor $`g`$, and all 4-point vertices with a factor $`g^2`$, the $`g`$ and $`N`$ dependence of the amplitude is seen to be$`^\text{3}`$

$$g^{V_3+2V_4}N^F=g^{2P2V}N^F=(g^2N)^{F+2H2}N^{22H}.$$
$`(13)`$
In the limit where $`N\mathrm{}`$, while $`\stackrel{~}{g}^2=g^2N`$ is kept fixed, we see that the $`N`$ dependence of the diagrams is $`N^{22H}`$, so that diagrams without holes ($`H=0`$) dominate.

If quarks are present, we simply declare the quark loops to be facets as well, but they lack a factor $`N`$. Therefore, we also get a factor $`N^Q`$, where $`Q`$ is the number of quark loops. Thus, the $`1/N`$ expansion is found to be an expansion with respect to the number of quark loops and the number of holes in the polyhedra. In many respects, this expansion resembles an expansion of a string theory in powers of the string coupling constant.

For other gauge groups, the result is very similar. If we take $`SU(N)`$ instead of $`U(N)`$, we are essentially subtracting a $`U(1)`$ component, whose coupling is $`g=\stackrel{~}{g}/\sqrt{N}`$, so even at large $`\stackrel{~}{g}`$, the $`U(1)`$ subtractions are still perturbative. For $`SO(N)`$, we have an additional reality constraint on the fields $`A`$:

$$A_{\mu j}^i=A_{\mu i}^j=A_{\mu j}^{i}{}_{}{}^{}.$$
$`(14)`$
This means that the arrows disappear from the double line propagators in Fig. 2. The surfaces of the planar diagrams are now non-oriented, so that non-orientable diagrams are allowed: Klein bottles and Möbius strips. They, however, have $`H>0`$ or $`Q>0`$, and hence they are also suppressed at large $`N`$, so that the dominating diagrams are essentially the same as the ones for $`U(N)`$ and $`SU(N)`$.

## 3 $`1/N`$ for Theories on a Lattice.

It is instructive to consider the $`1/N`$ expansion for lattice gauge theories$`^\text{4}`$. Consider a lattice with lattice sites, connected by lattice links. The gauge fields live on the links, the quark fields live on the sites. On a link with length $`a`$, connecting the sites $`x`$ and $`x+e_\mu `$ (where $`e_\mu `$ is a unit vector of length $`a`$ on the lattice), we write

$$U_\mu (x)\stackrel{\mathrm{def}}{=}\mathrm{exp}(iagA_\mu ).$$
$`(15)`$
The gauge-invariant Wilson action (in $`n`$ dimensions) is

$$S=\frac{a^{n4}}{2g^2}\underset{x,\mu ,\nu }{}\mathrm{Tr}\left[U_\mu (x)U_\nu (x+e_\mu )U_\mu ^{}(x+e_\nu )U_\nu ^{}(x)\right].$$
$`(16)`$
The two indices of the field variable $`U_{\mu i}^j(x)`$ refer to gauge transformations in $`x`$ and $`x+e_\mu `$, respectively, so these are two different indices, to be distinguished by underlining one of them. Since $`U(x)`$ is unitary, we have

$$U_i^{\underset{¯}{j}}U_{\underset{¯}{j}}^k=\delta _i^k;U_{\underset{¯}{i}}^jU_j^{\underset{¯}{k}}=\delta _{\underset{¯}{i}}^{\underset{¯}{k}},$$
$`(17)`$
from which we derive that the ‘functional’ integral over the $`U`$ values will yield$`^\text{5}`$:

$$U_i^{\underset{¯}{j}}U_{\underset{¯}{k}}^{\mathrm{}}=\frac{1}{N}\delta _i^{\mathrm{}}\delta _{\underset{¯}{k}}^{\underset{¯}{j}},$$
$`(18)`$
\[simply by observing that (18) is the only term with the required gauge invariance, so all that has to be determined is the prefactor\]. Similarly, we have only four possible terms for the quartic averaging expression. Two of these turn out to be leading:

$$U_i^{\underset{¯}{j}}U_{\underset{¯}{k}}^{\mathrm{}}U_m^{\underset{¯}{n}}U_{\underset{¯}{p}}^q=\frac{1}{N^2}\left(\delta _i^{\mathrm{}}\delta _{\underset{¯}{k}}^{\underset{¯}{j}}\delta _m^q\delta _{\underset{¯}{p}}^{\underset{¯}{n}}+\genfrac{}{}{0pt}{}{\mathrm{}q}{\underset{¯}{k}\underset{¯}{p}}\right)+𝒪(N^3).$$
$`(19)`$
The effect of these expressions is that when we do the functional integral, simply by inserting the complete expansion of the exponential of the action $`S`$, at every link every factor $`U`$ has to be paired with a factor $`U^{}`$. Every such pair produces a factor $`1/N`$. As in the continuum case, we construct a polyhedron from the elementary plaquettes. Let $`F`$ be the number of plaquettes (the number of terms of $`S`$ in our ‘diagram’, coming from expanding $`e^{iS}`$), let $`P`$ be the number of pairings, and $`V`$ be the number of indices that end up being summed. We find a factor $`1/N`$ for each pairing, a factor $`N`$ for each index, which amounts to a factor $`N`$ for each point on our polyhedron, and a factor $`1/g^2`$ for every plaquette (apart from a harmless numerical coefficient).

All in all, the $`N`$ and $`g`$ dependence arises as a factor

$$N^V(1/N)^P(g^2)^F=(g^2N)^FN^{VP+F}=(\stackrel{~}{g}^2)^FN^{22H},$$
$`(20)`$
where again Euler was applied, and $`\stackrel{~}{g}^2=g^2N`$. So again we find that the diagrams only depend on $`\stackrel{~}{g}`$, and the $`N`$ dependence of the diagrams is as in the continuum theory. This result is not quite trivial, since we are looking at a different corner of the theory, and the transition from the small $`\stackrel{~}{g}`$ to the large $`\stackrel{~}{g}`$ limit need not commute with the large $`N`$ limit, but apparently it does.

## 4 Divergence of Perturbation Expansion

Gauge theories can now be expanded in terms of several parameters: we have the $`\stackrel{~}{g}`$ expansion, the $`1/\stackrel{~}{g}`$ expansion and the $`1/N`$ expansion. Of these, only $`1/N`$ acts as a genuine interaction parameter, describing the strength of the interactions among mesons. Physical arguments would consequently suggest that the $`1/N`$ expansion produces terms of the form $`a_kN^k`$ where $`a_k`$ will diverge faster than exponentially for large $`k`$ values, typically containing $`k!`$ terms. In contrast, the $`\stackrel{~}{g}`$ expansion generates only planar diagrams. In principle, one could expect better convergence for this expansion. Indeed, the number $`R_k`$ of planar diagrams with $`k`$ loops will be bounded by an expression of the form $`C^k`$ for some finite constant $`C`$.

Unfortunately, even the $`\stackrel{~}{g}`$ expansion will generate factors $`k!`$, not due to the number of diagrams being large, but because of renormalization effects. These effects already occur in the large $`N`$ sigma model of Sect. 1. Consider the $`\stackrel{~}{\lambda }`$ expansion of the propagators of Figure 2. The expansion term going as $`\stackrel{~}{\lambda }^{k+1}`$ contains exactly $`k`$ loops. Each of these loops generates an expression $`F(m,q)`$, which, for large $`q`$, diverges roughly like $`\mathrm{log}(q^2+m^2)`$. Imagine this propagator itself being part of a closed loop, and imagine that a sufficient number of subtractions has been carried out in order to make the integral convergent, so that some renormalized amplitude results. We see that the $`k^{\mathrm{th}}`$ term requires the calculation of an integral of the form

$$\mathrm{d}^4q\frac{\left[\mathrm{log}(q^2+m^2)\right]^k}{(q^2+m^2)^3};$$
$`(21)`$
Writing $`q^2+m^2m^2e^x`$, we see that integrals of the form

$$_0^{\mathrm{}}dxx^ke^x=k!$$
$`(22)`$
arise.

Such $`k!`$ terms being very similar to the ones generated by instanton effects in quantum field theory, this effect was dubbed ‘renormalon’. The renormalon is closely associated with the Landau ghost. Indeed, replacing the coupling constant $`\stackrel{~}{\lambda }`$ by a running coupling constant, we notice that the Landau ghost mass increases exponentially with the inverse coupling constant:

$$m_{\mathrm{gh}}e^{16\pi ^2/\stackrel{~}{\lambda }}.$$
$`(23)`$
In some very special cases, the Landau ghost can be avoided altogether. This is if the theory is both asymptotically free in the ultraviolet and infrared convergent due to mass terms$`^\text{6}`$. Such theories can be constructed, making judicious use of gauge vector, scalar and spinor fields. Integrals of the type (22) do still occur in that case, but the perturbation expansion can then be Borel resummed$`^\text{6}`$.

QCD is far more divergent than that. Here, we have no mass term to curb the infrared divergences. Instanton effects are to be expected at finite $`N`$, and possibly even at infinite $`N`$, and infrared renormalons invalidate simple attempts to prove convergence of Borel resummation$`^\text{7}`$. Simple physical considerations, however, could be used to argue that unique procedures should exist to resum the planar diagrams.

## 5 Counting Planar Diagrams

Doing such resummations analytically is way beyond our present capabilities. What we can do is carry out such summations in a simple, zero-dimensional theory. This result will give us an analytic method to count planar diagrams. The ‘field theory’ is described by the action$`^{\text{8,9}}`$

$$S(M)=\mathrm{Tr}\left(\frac{1}{2}M^2+\frac{1}{3}gM^3+\frac{1}{4}\lambda M^4\right),$$
$`(24)`$
where $`M`$ is an $`N\times N`$-dimensional matrix, in the limit

$$N\mathrm{},g,\lambda 0,Ng^2=\stackrel{~}{g}^2\text{ and }N\lambda =\stackrel{~}{\lambda }\text{ fixed.}$$
$`(25)`$
Henceforth, the tilde ($`\stackrel{~}{}`$) will be omitted. Precise calculations of the generating functions for the number of planar diagrams, with various types of restrictions on them, were carried out in Ref. $`^{\text{10}}`$. Different cases were studied, all related to one another by exact equations. Part of that paper is based on pioneering work by Koplik, Neveu and Nussinov$`^\text{8}`$— which in turn makes use of earlier work by Tutte$`^\text{9}`$— and on the work by Brézin, Itzykson, Parisi and Zuber$`^{\text{11}}`$. The latter apply matrix theory to do the integration with the action (1). It is instructive instead to work directly from the functional equations, as these will be easier to handle in the QCD case, and they are also more transparent in diagrammatic approaches. The relations are read off directly from the diagrams.

A delicate problem then is the choice of boundary conditions for these equations. They can be derived by carefully considering the holomorphic structure that the generating functions are required to have. Once this is understood, a fundamental solution is obtained for the generating function describing the numbers of all planar diagrams for all multiparticle connected Green functions, with given numbers $`V_3`$ of three-point vertices, $`V_4`$ four-point vertices, and $`E`$ external lines.

We denote the number of all connected planar diagrams by $`N_{(E,V_3,V_4)}`$. The generating function $`F(z,g,\lambda )`$ is defined by

$$F(z,g,\lambda )\underset{\genfrac{}{}{0pt}{}{E=1,}{V_3=0,V_4=0}}{\overset{\mathrm{},\mathrm{},\mathrm{}}{}}z^{E1}g^{V_3}\lambda ^{V_4}N_{(E1,V_3,V_4)}.$$
$`(26)`$
Here, it is for technical reasons that we start counting at $`E=1`$.

The recursion equation for the generating function $`F\stackrel{\mathrm{def}}{=}F(z,g,\lambda )`$, is

$`F`$ $`=z+g\left(F^2+{\displaystyle \frac{FF_{(0)}}{z}}\right)`$ (27)
$`+`$ $`\lambda \left(F^3+2F{\displaystyle \frac{FF_{(0)}}{z}}+{\displaystyle \frac{FF_{(0)}F_{(1)}z}{z^2}}+F_{(0)}{\displaystyle \frac{FF_{(0)}}{z}}\right).`$
Here, $`F_{(0)}=F(0,g,\lambda )`$ is the tadpole diagram ($`E=1`$), and $`F_{(1)}=`$ $`\frac{}{z}F(z,g,\lambda )|_{z=0}`$ is the propagator ($`E=2`$). Written diagrammatically, we have $`(28)`$

Note that inside the 1-loop terms the tadpole diagrams had to be removed by hand, and in the 2-loop term the propagator had to be removed. Such equations can be solved! There are three methods:

* The first terms in these lists of expressions can be found numerically. We could then try to guess the generic expressions for $`N_{(E1,V_3,V_4)}`$, and check these expressions in the closed equation (27) or (28). This works only in the very simplest of cases.
* One can study the holomorphic structure of $`F_0(z,g,\lambda )`$ near the origin, $`g=\lambda =0`$. Demanding the correct non-singular behaviour at the origin provides the unique boundary condition.
* One can return to the definition of the generating functions using the integral expression for large matrices, and take the limit for the infinite matrices $`M`$. The integrand contains only one matrix, which can be conveniently diagonalized (in case of two or more fields, or in dimensions higher than zero, simultaneous diagonalization of the matrices $`M_a(x)`$ is impossible, which leads to considerable complications). This turns out to be the most elegant method.

After some work, we found that all approaches lead to consistent results. One first derives the values of $`F_{(0)}`$ and $`F_{(1)}`$, after which the values for $`F(z,g,\lambda )`$ follow by formally solving Eq. (27).

The expressions found for $`F(0,g,\lambda )`$ turn out to be singular on a curve in the $`g`$-$`\lambda `$ plane. This gives us the critical values of $`g`$ and $`\lambda `$, in terms of a parameter $`t`$ that parametrizes this curve:

$`g_0^c`$ $`=`$ $`2t^2(3t)(66t3t^2+2t^3)^{1/2}(124t^3+t^4)^{3/2};`$
$`\lambda _0^c`$ $`=`$ $`(2+2tt^2)(66t3t^2+2t^3)(124t^3+t^4)^2.`$ (29)
All real values for $`g`$ are allowed, but $`\lambda `$ must be positive. The curve defined by Eqs. (29) in the $`g`$-$`\lambda `$ plane then looks as in Fig. 3. Note that it is the $`g`$ dependence, not the $`g^2`$ dependence that we are looking at. The cusp at $`g=0`$ is a genuine singularity of the curve (29).

Next, we can make restrictions on the occurrence of insertions within the diagrams. This we indicate by using a subscript $`a`$, taking values between 0 and 5:

$`a=0:`$ no further restrictions. (30)
$`a=1:`$ no tadpoles: (31)
$`a=2:`$ no tadpoles and no seagulls: (32)
$`a=3:`$ also no self-energies: (33)
$`a=4:`$ also no dressed 3-vertices: (34)
$`a=5:`$ also no dressed 4-vertices: (35)
In each of these cases, there is a domain in the $`g`$-$`\lambda `$ plane where the zero-dimensional theory converges. The location of the boundaries of these domains then tells us how the number of diagrams of the specific types increase at high orders. For example, the last curve, of the case $`a=5`$, is given by the parametric equations

$`g_5^c`$ $`=`$ $`{\displaystyle \frac{2t^2(6t^2)^2(63t^2+t^3)}{(2472t12t^2+56t^310t^410t^5+3t^6)^{3/2}}},`$
$`\lambda _5^c`$ $`=`$ $`(345631104t+25920t^2+55296t^3180576t^444064t^5`$ (36)
$`+\mathrm{\hspace{0.17em}247824}t^627936t^7147672t^8+52760t^9+38076t^{10}24432t^{11}`$
$`\mathrm{\hspace{0.17em}1762}t^{12}+4506t^{13}921t^{14}202t^{15}+114t^{16}18t^{17}+t^{18})`$
$`\times (2472t12t^2+56t^310t^410t^5+3t^6)^3.`$
These, as well as the other expressions that were derived in Ref. $`^{\text{10}}`$, are all exact. The domains of convergence for the various cases are displayed in Fig. 5. The last boundary, that of region # 5, is the one given by Eqs. (36). Figures 4 and 5 show the actual domains with great precision. All curves have cusps at $`g=0`$. Many of our results were obtained and/or checked using the computer program Mathematica.

## 6 The $`g^2N`$ Expansion

We conclude with a short discussion on constructing perturbative planar QCD amplitudes at all orders without divergences.

A renormalization scheme that appears to be not so well-known$`^\text{6}`$ can be set up in the following way. It works particularly well for planar field theories in 4 space-time dimensions, but it also applies to several other quantum field theories, notably QED. Presumably, QCD with $`N_c=3`$ can also be covered along these lines, but some technical details have not been worked out to my knowledge. Our scheme consists of first collecting all one-particle irreducible 2-, 3- and 4-point diagrams, and formally considering the non-local quartic effective action generated by these diagrams.

Next, consider all diagrams using the Feynman rules derived from this action, but with the limitation that only those diagrams that are absolutely ultraviolet convergent are included. No superficially ultraviolet divergent subgraph is accepted. To be precise, we omit all diagrams with 4 or less external lines, as well as all diagrams containing any non-trivial irreducible subdiagram with 4 or less external lines. They are the diagrams of type 5 of the previous section.

Clearly, one expects that the 1PI subgraphs with 4 or less external lines have already been taken care of by our use of the quartic effective action instead of the bare Lagrangian. The important issue to be addresed is, whether the counting of all diagrams was done correctly so as to obtain the required physical amplitudes. But this is not difficult to prove:

$`\underset{¯}{\text{Theorem:}}`$ The above procedure correctly reproduces the complete amplitudes for the original theory. No diagrams are over-counted or under-counted.

The proof of the theorem is to be found in Refs$`^{\text{6,10}}`$. One deduces that if all one-particle irreducible 2-, 3-, and 4-point vertices are known, all amplitudes can be derived without encountering any divergent (sub-)graph(s).

Subsequently, what has to be done to complete a perturbative computational scheme, is to establish an algorithm to compute the irreducible 2-, 3-, and 4-point vertices (and, if they occur, the tadpole diagrams as well). Actually, this is simple. Consider a 4-point 1PI diagram $`\mathrm{\Gamma }(p_1,p_2,p_3,p_4)`$. Here $`p_\mu `$ are the external momenta, and $`p_1+p_2+p_3+p_4=0`$. Now consider the difference

$$\mathrm{\Gamma }(p_1+k,p_2k,p_3,p_4)\mathrm{\Gamma }(p_1,p_2,p_3,p_4)k_\mu \mathrm{\Delta }^\mu (p_1,\underset{¯}{k},p_2k,p_3,p_4).$$
$`(37)`$
The underlining here refers to the fact that, in the function $`\mathrm{\Delta }^\mu `$ the external line with momentum $`k`$ follows distinct Feynman rules.

If we follow a path inside the diagram, we can consider the entire expression for $`\mathrm{\Delta }^\mu `$ as being built from expressions containing differences. For instance, in the propagators:

$$\frac{1}{(p+k)^2+m^2}\frac{1}{p^2+m^2}=\frac{k_\mu (2pk)^\mu }{\left[(p+k)^2+m^2\right](p^2+m^2)},$$
$`(38)`$
or else, in the 3-vertices:

$$(p+k)_\nu p_\nu =k_\mu \delta _\nu ^\mu .$$
$`(39)`$
We notice that the expressions for $`\mathrm{\Delta }^\mu `$ are all (superficially) ultraviolet convergent! Actually, one may set up unambiguous Feynman rules for $`\mathrm{\Delta }^\mu (p_1,\underset{¯}{k},p_2,kp_3,p_4)`$ and observe that this amplitude exactly behaves as a 5-point diagram, hence it is (superficially) convergent.

For the 3-point and the 2-point diagrams, one can do exactly the same thing by differentiating more than once. In practice, what one finds is that there is a set of rules containing fundamental irreducible 2-, 3- and 4-point vertices, and in addition rules to determine their differences at different values of their momenta. The complete procedure thus leads to the following situation.

We start by postulating the so-called ‘primary vertex functions’. These are not only the irreducible 2-point functions $`\mathrm{\Gamma }_{[2]}(p,p)`$, the irreducible 3-point functions $`\mathrm{\Gamma }_{[3]}(p_1,p_2,p_1p_2)`$ and the irreducible 4-point functions $`\mathrm{\Gamma }_{[4]}(p_1,\mathrm{},p_4)`$, but also, in addition, the difference functions $`\mathrm{\Delta }_{[2]}^\mu (p,\underset{¯}{k},pk)`$ and $`\mathrm{\Delta }_{[3]}^\mu (p_1,\underset{¯}{k},p_2k,p_1p_2)`$, and finally the functions $`U_{[2]}`$, obtained by differentiating $`\mathrm{\Delta }_{[2]}^\mu `$ once more:

$$\begin{array}{c}\mathrm{\Delta }_{[2]}^\mu (p_1+q,p_2q,p_1p_2)\mathrm{\Delta }_{[2]}^\mu (p_1,p_2,p_1p_2)\\ q_\nu U_{[2]}^{\mu \nu }(p_1q,\underset{¯}{\underset{¯}{q}},p_2,p_1p_2),\end{array}$$
$`(40)`$
where one of the other external lines, $`p_1`$ or $`p_2`$, is underlined. The double underlining is here to denote that the two entries are to be treated distinctly (because of the factor $`k_\mu `$, the functions $`U_{[2]}^{\mu \nu }`$ are not symmetric under interchange of $`k`$ and $`q`$).

These primary vertex functions are derived by first considering the differences for $`\mathrm{\Gamma }_{[4]}`$, $`\mathrm{\Delta }_{[3]}^\mu `$ and $`U_{[2]}^{\mu \nu }`$ at two different sets of external momenta. These expressions are handled as if they were irreducible 5-point diagrams. These are expanded in terms of planar diagrams, where all irreducible subraphs of 4 or less external lines are bundled to form the primary vertex functions. At one of the the edges of such a diagram, we then encounter one of the functions $`\mathrm{\Delta }^\mu `$ or $`U^{\mu \nu }`$.

This way, we arrive at difference equations for the primary vertices, with on the r.h.s. again the primary vertices. The primary vertices $`\mathrm{\Gamma }_{[3]}`$, $`\mathrm{\Delta }_{[2]}^\mu `$ and $`\mathrm{\Gamma }_{[2]}`$ are then obtained by integrating equations such as (37) with respect to the external momentum $`k`$. The integration constants will be associated with the values of the vertices and propagators in the far ultraviolet region, where the theory is asymptotically classical. This completes the procedure to obtain all amplitudes by iteration.

Technical implementation of our scheme requires that in all diagrams, an unambiguous path can be defined from one external line to another. In QED, one may use the paths defined by the electron lines. In a planar theory, one may define the paths to run along the edges of a diagram.

Three remarks are in order:

* The procedure is effectively a renormalization group procedure. The functions $`\mathrm{\Delta }^\mu `$ and $`U^{\mu \nu }`$ play the role of beta functions.
* The procedure is essentially still perturbative, since the planar diagrams must still be summed. Our beta functions are free of ultraviolet divergences, but the summation over planar diagrams may well diverge.
* The procedure only works if the integrations do not lead to clashes. This implies that it is not to be viewed as a substitute for regularization procedures such as dimensional regularization. We still need dimensional regularization if we want to prove that the method is unambiguous, which, of course, it is in the case of planar QCD.