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# Growing Cayley trees described by Fermi distribution

## I Introduction

Recently it has been shown that Bose statistics can be used to describe a scale-free network with fitness of the nodes. Since scale-free networks are continuously growing and develop a power-law connectivity distribution it is interesting to investigate their relation with self-organized processes. In order to address this problem we present a model of invasion percolation with temperature defined on a Cayley tree, self-organized in the limit $`T0`$. Our results show that the model can be solved analytically using the same technique used in the case of the scale-free networks described by Bose statistics.

The invasion percolation model is the most famous and simple example of evolution with quenched disorder. It describes the displacement of a fluid in a porous medium. The porous medium is given by a random network constituted by bonds with different strengths $`p`$ chosen with uniform probability in the interval $`(0,1)`$. The classical asymptotic structure generated in this way is a fractal and the distribution of the strength values at the interface converges in time to a step function $`\theta (pp_c)`$, where $`p_c`$ is the percolation threshold of the static percolation problem. In order to include the effect of fluctuations on the dynamics of invasion, present in a real stochastic cases, we include a temperature-like noise $`T`$. A structure in which the invasion percolation dynamics can be defined is a Cayley-tree, also known as the Bethe lattice. In this structure there are no loops, and the number of nodes in the bulk are of the same order of magnitude as the nodes at the interface. Therefore a Cayley tree is considered to be a good representation of a $`d=\mathrm{}`$ space and it is used in mean field calculations  and in the study of branching processes . In this work we find that the distribution of bond strengths at the interface is no more a step function but it is described by the Fermi distribution with temperature $`T`$ where the bond strength plays the role of energy. By comparison with scale-free networks following the Bose statistics I show that both networks grow continuously in time: in the power-law network at each time a node is connected to the network by $`m`$ links while in the Cayley tree model at each time a node grows giving rise to $`m`$ new nodes. The dynamics of the two networks change in time awarding the fitter nodes in the power-law network or choosing the less fit nodes to grow. At the same time in the power-law network the distribution of the energies of the chosen nodes converges to a Bose distribution while in a Cayley tree model the distribution of the energies at the interface converges to a Fermi distribution.

## II The Model

The Cayley tree (or Bethe lattice) is a loop-free network in which there are three classes of nodes: the root node, which is at the origin of the tree and has connectivity $`m`$, the nodes at the interface with connectivity one and the nodes in the bulk  (below the interface) with connectivity $`m+1`$.

We start from the root of the tree (node $`i=1`$) and we link it to $`m`$ new nodes $`i=2,3,\mathrm{},m+1`$. We indicate each node with a subsequent number, $`t_i`$ indicating the time in which it is arrived in the interface.

At each timestep we choose one node to grow, giving rise to $`m`$ new nodes. Consequently, the interface of the tree grows linearly in time, and the growing node is chosen at each time from the growing number of active ones. In order to mimic the quenched noise of the medium we assign to each node of the tree an energy $`ϵ`$ from a fixed random distribution $`p(ϵ)`$.

We assume that higher energy nodes are more likely to grow than lower energy ones and that the probability $`\mathrm{\Pi }_i`$ for the active node $`i`$ (with energy $`ϵ_i`$) to grow at time $`t`$ is given by

$$\mathrm{\Pi }_i=\frac{e^{\beta ϵ_i}}{_{jInt(t)}e^{\beta ϵ_j}}.$$
(1)
where the sum in the denominator is extended to all nodes $`j`$ that belong to the interface $`Int(t)`$ at time $`t`$. The model depends on the parameter $`\beta `$. Tuning $`\beta `$ we change the nature of the model and the spatial aspect of the tree. In the $`\beta 0`$ limit, high and low energy nodes are equally probable to grow and the model reduces to the Eden model while in the $`\beta \mathrm{}`$ limit the dynamics becomes extremal such that only the nodes with the highest energy value are allowed to grow and the model reduces to invasion percolation  on a Cayley tree.

## III  Eden model on a Cayley tree

Let us assume that every node has the same energy $`ϵ^0`$, i. e. $`p(ϵ)=\delta (ϵϵ^0)`$. In this case all nodes at the interface are equally likely to grow and we call this model the Eden model on a Cayley tree. The probability that a node $`i`$ of the interface $`Int(t)`$ grows at time $`t`$ is given by

$$\mathrm{\Pi }_i=\frac{1}{N_{Int}(t)},$$
(2)
where $`N_{Int}(t)`$ is the total number of active nodes. Since at each timestep a node of the interface grows, becoming part of the bulk, and $`m`$ new active nodes are generated, after $`t`$ timesteps the model generates an interface of $`N_{Int}(t)`$ nodes, with

$$N_{Int}(t)=(m1)t+1.$$
(3)
We denote by $`\rho (t,t_i)`$ the probability that a node, born at time $`t_i`$ is still active at time $`t`$. Since every node grows with probability $`\mathrm{\Pi }_i`$ Eq. 2 only if $`i`$ is a node of the interface,in mean field $`\rho (t,t_i)`$ follows

$$\frac{\rho (t,t_i)}{t}=\frac{\rho (t,t_i)}{N_{Int}(t)}.$$
(4)
Substituting $`(\text{3})`$ in $`(\text{4})`$ in the limit $`t\mathrm{}`$ we get the solution

$$\rho (t,t_i)=\left(\frac{t_i}{t}\right)^{1/(m1)}.$$
(5)
Consequently each node $`i`$ that arrives at the surface at time $`t_i`$, remains at the surface with a probability that decreases in time as a power-law. On the other side the same power-law describes also the distribution of the age $`\tau `$ of the nodes at the interface observed at time $`t`$. In fact, the probability $`P(\tau )`$ that a node born at time $`\tau `$ is still active at time $`t`$, is given by

$$P(\tau )=\left(\frac{\tau }{t}\right)^{1/(m1)}.$$
(6)
Thus asymptotically in time the same power-law describes the time evolution of the nodes born at time $`t_i`$, ($`\rho (t,t_i)`$) and the age distribution of the nodes in the interface, ($`P(\tau )`$).

#### 1 Numerical simulations

In order to verify the theoretical predictions, we have performed numerical simulations of the Eden model on a Cayley tree with $`m=2,4,6`$. In Fig. 3, we report the age distribution $`P(\tau )`$ of the nodes at the interface for Cayley trees with $`m\times 10^4`$ nodes and $`m=2,4,6`$. The data, averaged over $`100`$ runs, follows the power-law predicted by $`(\text{6})`$. Numerical data are reported together with the theoretically predicted power-law $`(\text{6})`$.

## IV  Cayley tree with energies

At finite temperature, $`\beta 0`$ it is necessary to take into account the fact that each node has a different energy that defines its dynamics. In this case the probability $`\mathrm{\Pi }_i`$ for a node $`i`$ at the interface with energy $`ϵ_i`$ to grow at time $`t`$ is given by $`(\text{1})`$

$$\mathrm{\Pi }_i=\frac{e^{\beta ϵ_i}}{_{jInt(t)}e^{\beta ϵ_j}}.$$
(7)
Since only nodes at the interface can grow, the probability that node $`i`$ would leave the interface at time $`t`$ is given by the product of $`\rho _i(t|ϵ_i,t_i)`$ (the probability that the node is active at time $`t`$) and $`\mathrm{\Pi }_i`$ (the probability that the node is chosen to grow in between the active nodes). Consequently, $`\rho _i(t|ϵ_i,t_i)`$ decreases in time following

$$\frac{\rho (t|ϵ_{t_i},t_i)}{t}=\frac{e^{\beta ϵ_{t_i}}\rho (t|ϵ_{t_i},t_i)}{_{jInt(t)}e^{\beta ϵ_j}},$$
(8)
were the sum in the denominator is extended to all the nodes $`j`$ that are part of the interface $`Int(t)`$ at time $`t`$.

#### 1  Analytic solution

To solve (8) we assume that in the thermodynamic limit the sum $`Z^S`$ in the denominator of the l.h.s. of Eq. $`(\text{8})`$, given by

$$Z^S=\underset{jInt(t)}{}e^{\beta ϵ_j}$$
(9)
self averages and converges to its mean value

$$Z^S<Z^S>=\underset{j=1,N}{}e^{\beta ϵ_j}\rho _j(t|ϵ_j,t_j).$$
(10)
Moreover, since $`Z^S`$ is an extensive quantity we can self-consistently assume

$$<Z^S>\stackrel{t\mathrm{}}{}z_Ft(1+O(t^\alpha )).$$
(11)
Using (11), the dynamic equation (8) can be written as

$$\frac{\rho (t|ϵ_{t_i},t_i)}{t}=\frac{e^{\beta ϵ_i}}{z_F}\frac{\rho (t|ϵ_i,t_i)}{t}.$$
(12)
Consequently we found that the time evolution of $`\rho _i(t|ϵ_i,t_i)`$ follows a power-law,

$$\rho _i(t|ϵ_i,t_i)=\left(\frac{t_i}{t}\right)^{f(ϵ_i)},$$
(13)
but there is multiscaling in the system, i.e. the dynamic exponent depends on the energy $`ϵ_i`$ of the node,

$$f(ϵ)=\frac{e^{\beta ϵ}}{z_F}.$$
(14)
After substituting $`\rho _i(t|ϵ_i,t_i)`$ from Eq. $`(\text{13})`$ with $`f(ϵ)`$ given by Eq. (14), into Eq. (11), and the sum with an integral, we get the self-consistent equation

$`<{\displaystyle \underset{j}{}}e^{\beta ϵ_j}\rho _j(t|ϵ_j,t_j)>`$ $`\stackrel{t\mathrm{}}{=}`$ $`{\displaystyle 𝑑ϵ}p(ϵ){\displaystyle _1^t}𝑑t^{}e^{\beta ϵ}\left({\displaystyle \frac{t^{}}{t}}\right)^{f(ϵ)}`$ (15)
$`=`$ $`z_Ft(1+O(t^\alpha ),`$ (16)
where

$`\alpha =(1+\underset{ϵ}{\mathrm{min}}f(ϵ))>1,`$ (17)
$`z_F=m{\displaystyle 𝑑ϵp(ϵ)\frac{e^{\beta ϵ}}{1+f(ϵ)}}.`$ (18)
Finally, if we define $`\mu _F`$ as

$$z_F=e^{\beta \mu _F},$$
(19)
we obtain the self-consistent Eq. (18) can be interpreted as a definition of $`\mu _F`$ and it is formally equivalent to the definition of the chemical potential in an equilibrium Fermi gas

$$1\frac{1}{m}=𝑑ϵp(ϵ)\frac{1}{e^{\beta (ϵ\mu _F)}+1},$$
(20)
suggesting that many properties of this model can be described by the Fermi statistics.

On the other hand the probability $`P(\tau )`$ that a node born at time $`\tau `$ is still active at time $`t`$, is given by a power-law

$$P(\tau )=𝑑ϵp(ϵ)\left(\frac{\tau }{t}\right)^{e^{\beta (ϵ\mu _F)}}\left(\frac{\tau }{t}\right)^\delta .$$
(21)
#### 2  Existence of the solution for the chemical potential

Equation (20) always has a solution for the chemical potential $`\mu _F`$. In fact, since $`p(ϵ)`$ is a normalized distribution function, the integral $`I\{p(ϵ),\mu _F\}`$ on the r.h.s. of equation (20),

$$I\{p(ϵ),\mu _F\}=𝑑ϵp(ϵ)n_F(ϵ)$$
(22)
for a fixed $`\mu _F`$ is bounded by

$$\frac{1}{e^{\beta (ϵ_{min}\mu _F)}+1}<I\{p(ϵ),\mu _F\}<\frac{1}{e^{\beta (ϵ_{max}\mu _F)}+1}$$
(23)
implying that for the chemical potential $`\mu _F`$ the solution of Eq.(20), $`I\{p(ϵ),\mu _F\}=11/m`$, satisfies

$$ϵ_{min}+\frac{1}{\beta }\mathrm{log}(m1)<\mu _F<ϵ_{max}+\frac{1}{\beta }\mathrm{log}(m1).$$
(24)
This proves that for a real tree with $`m>1`$ the equation (20) always has a solution. Finally some attention should be given to the special limits $`\beta 0`$ and $`\beta \mathrm{}`$.

$`\beta 0`$ limit – In this case we recover the solution of the Eden model on the tree, $`z_F=m1`$. Since the probability distribution $`p(ϵ)`$ is normalizable and the occupation number

$$n_F(ϵ)\frac{1}{z_F^1+1},$$
(25)
equation (20) reduces to $`z_Fm1`$ and thus $`\beta \mu _F\mathrm{ln}(m1)`$ in such a way that $`\mu _F0`$ ($`z_F>1`$) if $`m>2`$.

$`\beta \mathrm{}`$ limit– In this limit the Fermi-Dirac distribution converges to the step function

$$n_F(ϵ)\theta (ϵ\mu _F)$$
(26)
and the self-consistent equation (20) becomes

$$1\frac{1}{m}=_{ϵ<\mu _F}p(ϵ).$$
(27)
#### 3  Mass conservation

The self-consistent relation $`(\text{20})`$ can also be derived from mass conservation, i.e. from the knowledge that the total number of nodes at the interface is given by $`N=(m1)t`$. Consequently,

$$N=(m1)t=\underset{i[0,mt]}{}\rho (t|ϵ_i,t_i).$$
(28)
We can substitute the sum in the right hand side of Eq. (28) with the mean over the energies $`ϵ_i`$ of the nodes $`i`$ of generation $`t_i`$. Moreover, in the thermodynamic limit we can approximate the sum over $`i`$ with an integral over $`t_i`$, the mass conservation relation becoming

$`(m1)t`$ $`=`$ $`m{\displaystyle 𝑑ϵp(ϵ)_1^t𝑑\tau \rho (t|ϵ,\tau )}`$ (29)
$`=`$ $`m{\displaystyle 𝑑ϵp(ϵ)_1^t𝑑\tau \left(\frac{\tau }{t}\right)^{e^{\beta (ϵ\mu _F)}}}`$ (30)
$``$ $`mt{\displaystyle 𝑑ϵp(ϵ)\frac{1}{e^{\beta (ϵ\mu _F)}+1}}`$ (31)
where in the last equation we have neglected terms of order $`O(t^\alpha )`$. Thus both the mass conservation relation (28) and the self-consistent relation (20) allow us to define the chemical potential $`\mu _F`$, describing the evolution of the network as the chemical potential of an equilibrium Fermi gas with specific volume $`v_c=1+1/(m1)`$. However this last expression explains the meaning of that relation. In fact, the number $`N_{Int}(ϵ)`$ of nodes with energy $`ϵ`$ at the interface at time $`t`$ is given by

$$N_{Int}(ϵ)=mtn_F(ϵ)p(ϵ),$$
(32)
where $`n_F(ϵ)`$ is given by the Fermi occupation number

$$n_F(ϵ)=\frac{1}{e^{\beta (ϵ\mu _F)}+1}.$$
(33)
In other words, the distribution of the energy at the interface reaches a stationary limit given by $`(\text{32})`$ and defined by a Fermi distribution with chemical potential given by (20). In the mean time, the density of nodes with energy $`ϵ`$ present in the bulk, $`N_{Bulk}(ϵ)`$, reaches a stationary limit as well. In fact, since the nodes in the bulk are the ones of the network that are not at the interface, using $`(\text{32})`$, we have

$$N_{Bulk}(ϵ)=p(ϵ)[1n_F(ϵ)].$$
(34)
#### 4  Asymptotic dynamics

The dynamical evolution of the network brings the system to the stationary state described by the distribution function (33), as it has been shown by the solution of the dynamical equation $`(\text{8})`$. Moreover the dynamics stabilizes this distribution. In fact, in the asymptotic limit, when the survivability follows (13) the probability that a node of energy $`ϵ`$ will grow and leave the interface is given by

$$\pi _F(ϵ,t)=m𝑑ϵ^{}p(ϵ^{})_1^t𝑑t^{}\frac{\rho (t|ϵ^{},t^{})}{t}\delta (ϵϵ^{})$$
(35)
which, using (12) can be extimated to be

$`\pi _F(ϵ,t)`$ $`=`$ $`{\displaystyle 𝑑ϵ^{}mp(ϵ^{})_1^t𝑑t^{}\frac{e^{\beta (ϵ\mu _F)}\rho (t|ϵ^{},t^{})}{t}\delta (ϵϵ^{})}`$ (36)
$`=`$ $`me^{\beta (ϵ\mu _F)}p(ϵ){\displaystyle \frac{1}{t}}{\displaystyle _1^t}𝑑t^{}\left({\displaystyle \frac{t^{}}{t}}\right)^{e^{\beta (ϵ\mu _F)}}`$ (37)
$``$ $`mp(ϵ)[1n_F(ϵ)].`$ (38)
Consequently, the probability that a node of energy $`ϵ`$ leaves the interface, asymptotically in time, reaches a stationary limit independent of the particular evolution of the network, given by

$$\pi _F(ϵ,t)\pi _F^{}(ϵ)=p(ϵ)[1n_F(ϵ)].$$
(39)
If we observe an evolving network and we have no knowledge of the age of the nodes, but only of their energies, the complete dynamics is determined by $`\pi (ϵ,t)`$ describing which is the probability that a node with energy $`ϵ`$ will leave the interface at time $`t`$. While the complete dynamics $`(\text{8})`$ is clearly dependent on time, $`\pi (ϵ,t)`$, reaches the stationary limit $`\pi _F^{}(ϵ)`$, defining the invariant dynamics of the system.

The stability of the distribution $`N_{bulk}(ϵ)`$ of the energies in the bulk, is thus enforced by the dynamics. In fact we have found that asymptotically in time the probability that a node with energy $`ϵ`$ is chosen to grow $`\pi _F^{}(ϵ)`$ is proportional to the number of nodes in the bulk $`N_{bulk}(ϵ)`$ given by Eq. $`(\text{34})`$.

#### 5 Numerical support

Choosing the node energy from a uniform distribution $`p(ϵ)=1`$ with $`ϵ[0,1]`$, we have simulated the growth of a Cayley tree with $`m=2`$ and various values of $`\beta `$. In Fig. 4 we report the distribution of the energies of the active nodes for a network of size $`N=2\times 10^4`$ nodes for $`\beta =5,10,30`$. The solid line in the figure represents the theoretical prediction described by $`(\text{32})`$ and $`(\text{33})`$ with a chemical potential given by $`(\text{20})`$. In Fig. 5 the distribution of the age of the nodes at the interface is shown for $`\beta =2,5,10,20`$ and compared to the theoretical prediction Eq.$`(\text{21})`$, $`P(\tau )\left(\frac{\tau }{t}\right)^\delta `$ with $`\delta `$ given by $`e^{\beta \mu _F}`$ for the uniform distribution $`p(ϵ)=1`$, $`ϵ[0,1]`$.

## V Connection with other problems in statistical mechanics

### A Invasion Percolation

The static percolation problem on a Cayley tree is exactly solved and gives for the percolation threshold $`p_c=11/m`$. The invasion percolation problem, represents the first example of a self-organized system and it has been solved exactly on a Cayley tree in  and numerically in .

If we suppose that the energies of the tree model are uniformly distributed between zero and one, i.e. $`p(ϵ)=1`$ for $`ϵ[0,1]`$, in the limit $`\beta =\mathrm{}`$ the evolution of the interface of the Cayley tree network maps exactly into the front of invasion percolation on a Cayley tree. We can find the chemical potential $`\mu _F`$ by solving

$`11/m`$ $`=`$ $`{\displaystyle 𝑑ϵn_F(ϵ)}`$ (40)
$`=`$ $`{\displaystyle _0^1}𝑑ϵ{\displaystyle \frac{1}{e^{\beta (ϵ\mu _F)}+1}}`$ (41)
$`=`$ $`{\displaystyle _0^{\mu _F}}𝑑ϵ=\mu _F.`$ (42)
Consequently, asymptotically in time, the density of nodes with energy $`ϵ`$ found at the interface follows the step function

$$n_F(ϵ)=\theta (ϵ(11/m)),$$
(43)
predicting the correct threshold $`p_c=11/m`$ for invasion percolation on a Cayley tree.

### B Percolation

The percolation transition can be investigated choosing a distribution function

$$p(ϵ)=p\delta (ϵ1)+(1p)\delta (ϵ),$$
(44)
describing the fact that each node of the Cayley tree has energy $`ϵ=1`$ with probability $`p`$ and energy $`ϵ=0`$ with probability $`1p`$. In the limit $`T0`$ only the nodes with $`ϵ=1`$ would grow. Consequently, assigning to the energy at the interface a meaning of cost function  we have that in the $`T=0`$ the mean energy of the node at the interface is minimized. When we consider the probability distribution $`(\text{44})`$, the self-consistent equation $`(\text{20})`$ reduces to a quadratic equation for the fugacity $`z_F`$,

$$(1\frac{1}{m})=\frac{1p}{z_F^1+1}+\frac{p}{e^\beta z_F^1+1}.$$
(45)
that in the $`\beta \mathrm{}`$ limit has the solutions

$`z_F^1`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }}{2(1p_c)}}\left(1\pm \sqrt{1+4e^\beta {\displaystyle \frac{p_c(1p_c)}{\mathrm{\Delta }^2}}}\right)`$ (46)
with $`\mathrm{\Delta }=(pp_c)`$ and $`p_c=1/m`$. But only one solution is possible, because the fugacity is strictly positive. This implies that if $`\mathrm{\Delta }`$ is positive ($`p>p_c`$) we should take the negative sign in equation $`(\text{46})`$ while we have to use the positive sign for $`p<p_c`$.

Thus we have,

$$z_Fe^\beta \{\begin{array}{cc}e^\beta (1p_c)/|\mathrm{\Delta }|\hfill & \hfill p<p_c\\ |\mathrm{\Delta }|/p_c\hfill & \hfill p>p_c\end{array}.$$
(47)
Consequently, using (44), the mean energy of the nodes at the interface is:

$`ϵ_{mean}`$ $`=`$ $`{\displaystyle \frac{1}{m1}}{\displaystyle 𝑑ϵϵp(ϵ)n_F(ϵ)}`$ (48)
$`=`$ $`{\displaystyle \frac{p_c}{1p_c}}{\displaystyle \frac{p}{e^\beta z_F^1+1}}.`$ (49)
In the $`T0`$ limit $`ϵ_{mean}`$ displays a sharp transition at $`p_c=1/m`$. Using the solution $`(\text{47})`$ in $`(\text{49})`$, we obtain

$$ϵ_{mean}=\{\begin{array}{cc}e^\beta pp_c/|\mathrm{\Delta }|\hfill & \hfill p<p_c\\ \mathrm{\Delta }/(1p_c)\hfill & \hfill p>p_c\end{array}$$
(50)
In order to verify the predicted solution we have simulated the growth of a Cayley tree with $`m=3`$ branches. We have assigned to each node an energy equal to $`0`$ or $`1`$ with probability given by $`(\text{44})`$. The evolution of the network described by (1) proceeds preferentially on high energy nodes, in such a way that in the $`\beta \mathrm{}`$ the mean energy of the interface is minimized. In Fig. 6 we report the mean energy of the nodes at the interface as a function of $`p`$ for different temperatures. As the temperature goes to zero, the mean energy of the system has a sharp transition from zero to a non zero mean energy distribution. This shows that during the network evolution the nodes with high energy remain at the interface.

## VI Partition in time, energy and measure

### A Partition in time

If we coarse grain the time and divide the nodes following their age, we observe that the nodes with approximately the same age have a survivability $`\rho (t,t_i)`$ that grows in time as a power-law of $`\mathrm{}_i=t/t_i`$,

$$<\rho (t,t_i)>_ϵ=𝑑ϵp(ϵ)\rho (t,t_i,ϵ)\mathrm{}_{i}^{}{}_{}{}^{\tau _F}$$
(51)
with $`\tau _F`$ asymptotically given by

$$\tau _Fe^{\beta \mu _F}.$$
(52)
This power-law describes the fact that the probability to be at the interface is lower for older nodes, but decreases much faster for nodes of energy $`ϵ>\mu _F`$. The scale of the power-law depends on the ratio between the observation time and the time $`t_i`$ when the node $`i`$ joins the interface:

$$\mathrm{}_i=\frac{t}{t_i}.$$
(53)
Because of this structure $`\rho (t,t_i)`$ is not a function separately of $`t`$ and $`t_i`$, and not even of their difference $`tt_i`$, but only of their ratio $`\mathrm{}_i`$. Thus $`(\text{51})`$ describes both the probability that a node born at time $`t_i`$ is at the interface at time $`t`$ and the probability that a node at the interface at time $`t`$ is arrived in the network at time $`t_i`$.

Consequently the network at a given time will contain nodes of every age at different stages of their evolution. In other words the tree acts as if it was recording the evolution of the nodes, and the time partitions of the Cayley tree behaves as riscaled copies of the same network.

### B Partition in energy

A different case implies that the ages of the nodes are unknown but we have information about their energies.Thus it is natural to group together nodes with the same energy.

Since the total number of nodes with energy $`ϵ`$ in the Cayley tree are $`p(ϵ)t`$, the fraction of the nodes that remain at the interface is given by the integral of $`\rho (t|t_i,ϵ)`$ over $`t_i`$, normalized to $`p(ϵ)t`$, i.e.

$$\frac{1}{p(ϵ)t}𝑑t_ip(ϵ)\rho (t|t_i,ϵ)=n_F(ϵ).$$
(54)
As observed above this density is given by the Fermi occupation number $`n_F(ϵ)`$, reached in the thermodynamic limit, and it gives the characteristic stable distribution of the Cayley tree evolution.

### C The partition functions

The emergence of the quantum statistics in the description of the geometrical structure of the interface of the Cayley tree suggests us the possibility to perform a more detailed investigation of its statistical properties.

#### 1 Static partition function

In order to study the aspect of the Cayley tree at a given time, we can define the static partition function $`Z^S(t)`$ as

$$Z^S(t)=\frac{_{jInt(t)}e^{\beta ϵ_j}}{(m1)}$$
(55)
This describes the distribution of the energy values in the interface. As proven previously in $`(\text{18})`$, the static partition function, asymptotically in time, reaches a stationary limit and satisfies

$$\underset{t\mathrm{}}{lim}\frac{Z^S(t)}{t}=\frac{z_F}{(m1)}$$
(56)
Consequently, the static partition function defined in Eq. $`(\text{55})`$ is an extensive quantity related to the chemical potential of the network by

$$\frac{1}{\beta }\underset{t\mathrm{}}{lim}\frac{\mathrm{log}(Z^S(t))}{t}=\mu _FT\mathrm{log}(m1).$$
(57)
#### 2 Dynamic partition function

In order to describe the Cayley tree evolution we associate to it the sequence $`\{ϵ_r^F\}`$ of the energy of the nodes selected to grow at time $`t=r`$. If we consider all the time dependent sequences associated to different realization of the networks for $`t`$ timesteps, we can associate with them a dynamical partition function $`Z^D(t)`$ given by

$$Z^D(t)=\mathrm{\Pi }_{r=1,t}\{dϵ_r\}e^{\beta _{r=1}^tϵ_r}P(ϵ_1,ϵ_2,\mathrm{}ϵ_t)$$
(58)
where the sum goes over all the different realizations of the network and $`P(ϵ_1,ϵ_2,ϵ_{mt})`$ is the probability of the sequence $`\{ϵ_r\}`$. As we have shown previously (Eq. 39), in the thermodynamic limit the probability that an energy $`ϵ`$ will be selected to grow reaches a stationary value given by the quantum occupation numbers. Consequently the partition function, asymptotically in time can be written as

$$Z_F^D(t+1)Z_F^D(t)𝑑ϵe^{\beta ϵ}\pi _F^{}(ϵ)$$
(59)
giving in the thermodynamic limit,

$$Z^D(t)(z_F^D)^t$$
(60)
were

$$z_F^D=m𝑑ϵp(ϵ)e^{\beta ϵ}[1n_F(ϵ)].$$
(61)
Thus for the induced dynamic in the energy space we can introduce a dynamical partition function describing the possible realization of the networks. The dynamical partition function, asymptotically in time is given by

$$\underset{t\mathrm{}}{lim}\frac{\mathrm{log}(Z_F^D(t))}{t}=\mathrm{log}(z_F^D)$$
(62)
The connection between the dynamical and the static fugacity is easily shown to be,

$$(m1)z_F^S+z_F^D=m<e^{\beta ϵ}>_{p(ϵ)}$$
(63)
#### 3 Entropy

One characteristic feature of this model is that the dynamics introduces a distinction between different nodes of the tree. In fact the nodes of the tree are distinguished between nodes in the interface and nodes in the bulk. The separation of this ’two phases’ is forced by the dynamics itself and can be the reason for the statistical mechanics properties described by quantum statistics. In fact, if we look at the structure of the fermionic entropy $`S`$ ,

$`S={\displaystyle 𝑑ϵp(ϵ)n_F(ϵ)\mathrm{log}(n_F(ϵ))}+`$ (64)
$`{\displaystyle 𝑑ϵp(ϵ)[1n_F(ϵ)]\mathrm{log}([1n_F(ϵ)])}`$ (65)
we can observe that it can be interpreted as the sum of two Shannon entropies of the tree: the bulk and of the interface entropy,

$$S_F=S_{int}+S_{bulk}.$$
(66)
## VII Conclusions

In this work we have introduced a model for a growing Cayley tree with thermal noise characterized by

* Growth: At each time exactly $`m`$ nodes are added and one is eliminated at the interface, the number of nodes in which percolation can occur grows in linearly in time as $`N=(m1)t`$ nodes;
* Time dependent dynamics: Each node can percolate only once and the probability for a node to be chosen as the percolating one is a decreasing function of time.

We have solved analytically the model studying its character in particular on the limit $`\beta =0`$ and then at finite temperature. The distribution of strength bonds follows a Fermi distribution and the dynamics asymptotically in time replicates and stabilizes this distribution. The bond strength plays the role of energies in the Fermi distribution. The distribution of ages of the node at the interface follows an effective power-law. We have then studied the cases in which the model reduces to the study of Invasion Percolation and percolation. We have found the percolation threshold and the mean energy of the growth. Finally we investigate the statistical properties of the solution and we define two partition functions describing the ensemble of growing Cayley trees. Finally this system is a symmetric construction of a power-law network following Bose distribution, as shown in Fig.1 and it opens the way to understand the self-organized nature of scale-free networks. .

## VIII Akwnoledgements

I would like to thank prof. A.-L. Barabási for support and help and L. Pietronero and A. Gabrielli for useful discussions.


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# On The Construction of Generalized Coherent States for Generalized Harmonic Oscillators

## 1 Introduction

The construction of coherent states (C.S) is based, following Klauder, on three conditions:

1. Normalisability;
2. Continuity;
3. Resolution of the unity operator;

Many attempts have been made to build out different families of C.S., the general approach followed by most of the authors on this subject is to design special functions generalizing the exponential function. The conventional bosonic C.S are indeed obtained by involving the exponential function which satisfies the equation $`{\displaystyle \frac{df}{dz}}=f(z)`$. These states are, of course, eigenstates of the annihilation operator. In the framework of the deformed lie algebras and groups, the question then, is how can one define C.S corresponding to physical systems having such particular groups of symmetry. Many authors followed the same approach to construct C.S related to deformed harmonic oscillators. The main difficulty which arises is to find a suitable resolution of unity. In fact, the first two conditions; normalisability and continuity, are trivial. The authors were interested thus in discussing, in a not systematical fashion, how to put the equation allowing the obtention of the conventional exponential function in a convenient form. Some approaches are based on some sort of an equation involving, in addition to the complex variable z, a complex parameter $`q`$; this latter is nothing but the one used to introduce the deformed harmonic oscillator; $`{\displaystyle \frac{df(q,z)}{dz}}=f(q,qz)`$. In other cases, one acts on the definition of the derivation operator: $`{\displaystyle \frac{d_qf(z)}{dz}}=f(z)`$ .

In this paper we try to give a new expression of the deformed exponential function allowing the construction of the C.S without changing the notion of derivation. The so obtained C.S will correspond to a q-deformed oscillator that could be considered as the most general one. Particular attention is going to be paid to the discussion of the cases when $`q`$ is generic and also when it is a phase. We will demonstrate that the construction of the C.S is largely defined for $`q`$ being a phase.

This paper is organized as follows: In the first section we introduce an algebra $`𝒜_q`$, that seems to englobe many of the q-deformed harmonic oscillator algebras. This algebra is a deformation of the algebra treated in .Particular attention will be paid to a special q-deformed algebra, that appears as a particular case of the algebra $`𝒜_q`$.

The second section, is devoted to the construction of C.S for the algebra $`𝒜_q`$. The major difficulties related to this approach will be discussed. These difficulties will be overcome for the special case and then the construction achieved.

## 2 Deformed Harmonic Oscillator

### 2.1  Preleminary

This section concerns the description of the harmonic oscillator algebra seen in its general form. It is given through the one introduced in  $`𝒜`$, which is freely generated by the triplet $`\{I,a,a^+\}`$, and we have the following commutation relations:

$$[a,a^+]=\mathrm{\Delta }^{}$$

$$[a,\mathrm{\Delta }]=\mathrm{\Delta }^{}a$$
(1)
$$[\mathrm{\Delta },a^+]=a^+\mathrm{\Delta }^{}$$

$$\mathrm{}$$

where the dots mean that one can construct other operators (say of the form $`\mathrm{\Delta }^{\prime \prime }`$ by considerning the commutator of the operators $`a`$ and $`a^+`$ with the $`\mathrm{\Delta }`$’s. $`\mathrm{\Delta }=a^+a`$, and $`\mathrm{\Delta }^{}`$ an operator that seems to be the derivative of the operator $`\mathrm{\Delta }`$ and commuting with it. Indeed the term derivative used in this context, can be justified by considering an operator $`f(N)`$ (a given function on the number operator) appearing in the literature of the oscillator algebra. To substantiate this idea let us consider the Fock representation of a statistical system, then the action of $`\mathrm{\Delta }^{}`$ can be seen as $`f(N+1)f(N)`$ which can be seen as a formal derivative of the operator $`\mathrm{\Delta }f(N)`$. We recall that by considering the Fock representation of the algebra (1), many realizations can be obtained, we introduce one of them as follows:

$`a|n>`$ $`=`$ $`\sqrt{\delta _n}|n1>`$
$`a^+|n>`$ $`=`$ $`\sqrt{\delta _{n+1}}|n+1>`$
$`\mathrm{\Delta }|n>`$ $`=`$ $`\delta _n|n>`$ (2)
$`\mathrm{\Delta }^{}|n>`$ $`=`$ $`(\delta _{n+1}\delta _n)|n>`$
The spectrum of $`\mathrm{\Delta }`$ forming a strictly increasing sequence of positive numbers; (1) is the q-oscillator algebra when the sequence is the set of q-deformed natural numbers ; by considering the Fibonnacci sequence the same authors have also obtained a new type of quantum algebras.

Let us now discuss promptly how to obtain the ordinary cases from $`𝒜`$, by means of an adequate choice of the function $`\delta _n`$:

* $`i)`$ By putting $`\delta _n=n`$, we obtain the usual bosonic harmonic oscillator:

$$a^+a=N\text{and}aa^+=N+I$$

we have then:

$$[a,a^+]=I=\mathrm{\Delta }^{}=(N+I)(N)$$
(3)
and the higher order derivatives of $`\mathrm{\Delta }`$ cancels out.
* $`ii)`$ the standard q-deformation of the harmonic oscillator :

$$aa^+qa^+a=I$$
(4)
is obtained by putting:

$$\delta _n=\frac{1q^n}{1q}$$
(5)
* $`iii)`$ the case that is of interest for us in this paper is :

$$aa^+qa^+a=q^N$$
(6)
is obtained through:

$$\delta _n=\frac{q^nq^n}{qq^1}$$
(7)

In what follows we shall present a new and more general form of the dynamical algebra $`𝒜`$ (the generalization here is in the sense of deformation).

### 2.2  Deformed Dynamical Algebra:

As for $`𝒜`$, we define an algebra $`𝒜_q`$ that is freely generated by the triplet $`\{I,a,a^+\}`$, the difference here is that the law from which the algebra is defined, is a ”q-mutator” instead of a commutator:

$$[a,a^+]_q=aa^+qa^+a=\mathrm{\Delta }_q^{}$$

$$[a,\mathrm{\Delta }_q]_q=a\mathrm{\Delta }_qq\mathrm{\Delta }_qa=\mathrm{\Delta }_q^{}a$$
(8)
$$[\mathrm{\Delta }_q,a^+]_q=\mathrm{\Delta }_qa^+qa^+\mathrm{\Delta }_q=a^+\mathrm{\Delta }_q^{}$$

$`\mathrm{}`$

where $`\mathrm{\Delta }_q=a^+a`$ and $`q`$ a generic complex parameter.

By analogy with $`𝒜`$, $`\mathrm{\Delta }_q^{}`$ is interpreted as a q-derivative of $`\mathrm{\Delta }_q`$ and is also commuting with it.

In order to recover the known q-deformed oscillators, well established in the literature, we have to proceed in a special manner. The goal is actually to overcome the problems arising from the technical difficulties related to the classification of the deformed oscillator algebras. Our purpose led us to consider the action of the algebra (9) on the Fock space:

$`a|n>`$ $`=`$ $`\sqrt{[\rho _n]_q}|n1>`$
$`a^+|n>`$ $`=`$ $`\sqrt{[\rho _{n+1}]_q}|n+1>`$
$`\mathrm{\Delta }_q|n>`$ $`=`$ $`[\rho _n]_q|n>`$ (9)
$`\mathrm{\Delta }_q^{}|n>`$ $`=`$ $`([\rho _{n+1}]_qq[\rho _n]_q)|n>`$
$`\mathrm{\Delta }_q`$ and its derivatives are diagonal operators depending on the number operator $`N`$.

The original case is ensured by taking q going to 1 and replacing $`[\rho _n]_q`$ by $`\delta _n`$, one recovers the algebra $`𝒜`$ in (1). We notice that the cases $`ii)`$ and $`iii)`$ can be obtained directly from the algebra $`𝒜_q`$ by taking $`\rho _n=n`$, and using the convenient ”box” function $`[]_q`$. What makes $`𝒜_q`$ more interesting than $`𝒜`$ is that these special cases can be obtained directly from the algebra; i.e. without having to consider its realization in a Fock space, (in contrast to the algebra $`𝒜`$ where we can’t obtain these special cases without considering this realization); and this is very important from a mathematical point of view.

The physical meaning of these type of algebras is related to the description of intermediate statistics. In this work, we try to introduce a consistent method allowing the construction of any known oscillator algebra by simply getting it from $`𝒜_q`$ in (8). In this way we recover, especially, the algebra $`𝒜`$ in (1) by taking q equal to 1.

### 2.3 Q-oscillator algebra:

We have proved in a previous work  that the algebra (6) is the most general one within those encountered in our works . For this reason we try to perform a passage from $`𝒜_q`$ to (6) by means of a change of operators. Firstly we recall that the algebra (6) is generated by $`\{A,A^+,N\}`$ obeying the Q-mutation relations:

$$[A,A^+]_Q=AA^+QA^+A=Q^N$$
(10)
In , it has been proved that (6) generalizes many q-deformed oscillator algebras and also shown that it gives interesting properties for $`Q`$ going to a root of unity. In particular, quantum algebras and superalgebras were constructed out from it.

Now we investigate the way leading to the algebraic relations (10) from (8). This can be done by involving an operator F in the change of operators as follows:

$`A`$ $`=`$ $`Fa`$
$`A^+`$ $`=`$ $`\alpha a^+F`$ (11)
$`\alpha `$ being an arbitrary complex number. Notice that in the case of deformation the operation $`\mathrm{"}^+\mathrm{"}`$ is not necessary the complex conjugation of generators but just becomes so for $`Q=1`$. We impose, in order to be able to obtain the algebra (10), on $`F`$ to be diagonal and to satisfy $`F=F^+`$.

On the Fock basis, $`F`$ acts as follows:

$$F|n>=f_n|n>$$
(12)
It is easy to check that $`f_n`$ is subject to the following constraint:

$$\sqrt{[n+1]_Q}=f_n\sqrt{[\rho _{n+1}]_q}$$
(13)
where we have used the action of the generators in (10) on a Fock space basis:

$`A|n>`$ $`=`$ $`\sqrt{[n]_Q}|n1>`$
$`A^+|n>`$ $`=`$ $`\sqrt{[n+1]_Q}|n+1>`$ (14)
$`A^+A=[N]_Q`$ $`=`$ $`{\displaystyle \frac{Q^NQ^N}{QQ^1}}`$
In terms of operators, $`F`$ can be written as:

$$F^2=[N+1]_Q[\rho _{N+1}]_q^1$$
(15)
but we require that the operator $`\rho _N`$ must be invertible.

To conclude this paragraph, we notice that the aim of this study is to show that it is possible to classify the deformations of the oscillator algebras if we define correctly the statistics we are interested in. On the pure mathematical background, work is under progres and we will show in a forthcoming paper that the inherent mathematical properties are well established. It will be shown that it is indeed possible to get a consistent unification of the deformed oscillator algebras. It will become clear that given a consistent statistics we will find systematically the corresponding C.S.

## 3 Coherent States:

### 3.1 Definition:

In this section we are going to construct C.S for the harmonic oscillator (10), by deducing them from the ones related to the algebra $`𝒜_q`$ in (8). The states constructed are ”coherent” in the sense of Klauder . In this definition C.S are vectors in some Hilbert space satisfying the following properties:

1. Normalisability:

$$<z|z>=1$$
(16)
2. Continuity in the label z:

$$\text{if }|zz^{}|^20\text{then }||z>|z^{}>|^20$$
(17)
3. Resolution of unity:

There must exist a positive weight function $`W`$ such that:

$`{\displaystyle d^2z|z>W(|z|^2)<z|}`$ $`=`$ $`I`$ (18)
$`=`$ $`{\displaystyle \underset{n0}{}}|n><n|`$
where $`z=\alpha +i\beta `$ and $`d^2z=d\alpha d\beta `$

### 3.2 Construction:

We begin by trying to construct C.S for the algebra $`𝒜_q`$. A trivial way to get eigenstates of the annihilation operator $`a`$, that are going to be good candidates as coherent states in the sense mentioned above is:

$$||q,z>=\underset{n0}{\overset{\mathrm{}}{}}\frac{z^n}{\sqrt{[\rho _n]_q!}}|n>$$
(19)
where the factorial function is defined by:

$`[\rho _n]_q!`$ $`=`$ $`[\rho _n]_q[\rho _{n1}]_q\mathrm{}[\rho _1]_q`$
and
$`[\rho _0]_q!`$ $`=`$ $`1`$
A straightforward calculation shows that indeed (19) are eigenstates of the annihilation operator:

$$a||q,z>=z||q,z>$$
(21)
we rewrite these states in the following useful forms:

$`||q,z>`$ $`=`$ $`{\displaystyle \underset{n0}{}}{\displaystyle \frac{z^n}{[\rho _n]_q!}}(a^+)^n|0>`$ (22)
$`=`$ $`exp_q(za^+)|0>`$
where we have introduced the deformed exponential function through:

$$exp_q(x)=\underset{n0}{}\frac{x^n}{[\rho _n]_q!}$$
(23)
At this level it will be convenient to make few restrictions on some of the entities we are dealing with. In fact, we shall impose the following condition on the function$`[\rho _n]_q`$:

$$[\rho _n]_q=\overline{[\rho _n]}_q$$

where the bar means complex conjugation.

This is indeed the case for the case we are considering in this paper i.e (10) for $`|q|=1`$ .

This choice will be motivated in what follows.

Now, let’s check if these states do satisfy relations a), b) and c), and hence are C.S .

a) The states $`||q,z>`$ (as any vector in a Hilbert space) are normalisable. Indeed we have:

$`<q,z||q,z>`$ $`=`$ $`{\displaystyle \underset{n0}{}}{\displaystyle \frac{|z|^{2n}}{[\rho _n]_q!}}`$ (24)
$`=`$ $`exp_q(|z|^2)`$
The normalized states are then given by:

$`|q,z>`$ $`=`$ $`𝒩(|z|^2)||q,z>`$
$`=`$ $`exp_q({\displaystyle \frac{|z|^2}{2}})||q,z>`$
$`=`$ $`exp_q({\displaystyle \frac{|z|^2}{2}})exp_q(za^+)|0>`$
The overlap term of two such states is given by:

$`<q,z|q,z^{}>`$ $`=`$ $`𝒩(|z|^2)𝒩(|z^{}|^2){\displaystyle \underset{n0}{}}{\displaystyle \frac{\overline{z}^nz^n}{[\rho _n]_q!}}`$ (26)
$`=`$ $`exp_q({\displaystyle \frac{|z|^2}{2}})exp_q({\displaystyle \frac{|z^{}|^2}{2}})exp_q(\overline{z}z^{})`$
As is clear from what precedes, we wouldn’t be able to write the formulas in (24,25,26) in such an aesthetic form, without the condition imposed on $`[\rho _n]_q`$. However, we can obtain analoguos formulas for a generic $`[\rho _n]_q`$, but we will lose this resemblance to the conventional case; i.e the bosonic C.S.

In particular for (24) we would get:

$$<q,z||q,z>=\underset{n0}{}\frac{|z|^{2n}}{\sqrt{[\rho _n]_q!}\sqrt{[\rho _n]_{\overline{q}}!}}$$

so we couldn’t involve the deformed exponential function!

b)

The continuity of the states $`|q,z>`$ is deduced from the continuity of the overlap term (26) by remarking that:

$$\left||q,z>|q,z>\right|^2=2(1Re<q,z|q,z^{}>)$$
(27)
c) What is relatively complicated is the third condition; the resolution of unity. In fact we must find the weight function $`W(|z|^2)`$ such that (18) holds:

using (25) in (18) we obtain:

$$d^2z\underset{n,m0}{}\frac{z^n}{\sqrt{[\rho _n]_q!}}\frac{\overline{z}^m}{\sqrt{[\rho _m]_q!}}𝒩^2(|z|^2)|n><m|W(|z|^2)=I$$
(28)
using $`d^2z=d\alpha d\beta =rdrd\theta ,`$ where $`z=\alpha +i\beta =re^{i\theta }`$, (28) is rewritten as:

$$\underset{n,m0}{}\left\{\frac{1}{\sqrt{[\rho _n]_q!}\sqrt{[\rho _m]_q!}}_0^{\mathrm{}}r𝑑rr^{n+m}𝒩^2(r^2)W(r^2)_0^{2\pi }𝑑\theta e^{i\theta (nm)}\right|n><m|\}=I$$
(29)
which implies:

$$\underset{n0}{}\left\{\frac{2\pi }{[\rho _n]_q!}r𝑑rr^{2n}𝒩^2(r^2)W(r^2)\right|n><n|\}=I$$
(30)
using the change of variable $`x=r^2`$ it becomes:

$$\underset{n0}{}\frac{\pi }{[\rho _n]_q!}\left\{𝑑xx^n𝒩^2(x)W(x)\right\}|n><n|=I$$
(31)
this equation, together with the unity equality $`{\displaystyle \underset{n0}{}}|n><n|`$ implies the following condition on $`W(x)`$:

$$𝑑xx^n𝒩^2(x)W(x)=\frac{[\rho _n]_q!}{\pi }$$
(32)
or also;

$$𝑑xx^n\stackrel{~}{W}(x)=\frac{[\rho _n]_q!}{\pi }$$
(33)
here we put:

$$\stackrel{~}{W}(x)=𝒩^2(x)W(x)$$
(34)
equation (33) is the well known power-moment problem . As stated in , this equation don’t have solutions for a general function in the r.h.s. here $`[\rho _n]_q`$. Indeed for such solutions to exist this function have to satisfy some conditions . However in practice it is hard to prove that a given function do satisfy such conditions444 we would have encountered the same problem if we tried to construct C.S related to $`𝒜`$ since the construction would have been the same, all we would have to do is to change $`[\rho _n]_q`$ by $`\delta _n`$, but even then we can’t tell if (33) have solutions or not, sine $`\delta _n`$ still general!..

To overcome this difficulties, some physicists get the ingenious idea of attacking the problem from another angle. Namely they look for adequate, known solutions for the moment problem (33); i.e for $`[\rho _n]_q`$’s for which (33) have known solutions. Then using the same reasoning; but in the opposite way this time; they construct the deformed algebra (deformed bosons) for which the C.S ’s resolution of unity would have led to (33), with the correspending $`[\rho _n]_q`$. For more details (nothing like the original!).

It is worth to mention that many important papers adopting this point of view appeared during the last 2 years . However we are not going to use this approach, simply because it won’t provide us with the desired C.S.

As mentioned above no solutions exists for a genric $`[\rho _n]_q`$, therefore no C.S exists; at least in the form (25) and in the sense of Klauder; for the corresponding deformed bosons. However for $`[\rho _n]_q`$’s for which (33) have solutions the states (25) are coherent!

In particular for $`[\rho _n]_q=n`$(i.e ordinary bosons) the solution of (33) is:

$$\stackrel{~}{W}(x)=\frac{e^x}{\pi }$$
(35)
with $`𝒩=e^{\frac{x}{2}}`$ we get $`W(x)={\displaystyle \frac{1}{\pi }}`$.

and the resolution of unity is:

$$\frac{1}{\pi }d^2z|z><z|=\underset{n0}{}|n><n|=1$$
(36)
where

$`|z>`$ $`=`$ $`exp({\displaystyle \frac{|z|^2}{2}})exp(za^+)|0>`$ (37)
$`=`$ $`exp({\displaystyle \frac{|z|^2}{2}}){\displaystyle \underset{n0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^n}{\sqrt{n!}}}|n>`$
are the conventional bosonic C.S.

For $`[\rho _n]_q={\displaystyle \frac{1q^n}{1q}}`$; with $`q`$ a real parameter; the corresponding solution of (33) and the corresponding C.S were constructed in :

For the case we are considering in this paper:

$$[\rho _n]_q=\frac{q^nq^n}{qq^1}$$

It is evident that this function do satisfy condition $`[\rho _n]_q=\overline{[\rho _n]}_q`$ when q is a phase.

We shall find the corresponding function $`\stackrel{~}{W}(x)`$ satisfying (33). For this, we make use of the Fourrier transforms. We proceed as follows:

We multiply both sides of (33) by $`\left({\displaystyle \frac{(iy)^n}{n!}}\right)`$, then summing over $`n`$ yields:

$$_0^{\mathrm{}}𝑑xe^{iyx}\stackrel{~}{W}(x)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{[\rho _n]_q!(iy)^n}{\pi n!}=\overline{W}(y)$$
(38)
To proceed further it is clear that the series in the r.h.s has to converge. This is the case when the deformation parameter q is a phase. Thus in this case we can get the inverse Fourrier transform of $`\overline{W}(y)`$:

$$\stackrel{~}{W}(x)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}e^{iyx}\overline{W}(y)𝑑y$$
(39)
which yields for $`W(x)`$

$$W(x)=\frac{𝒩^2(x)}{2\pi }_{\mathrm{}}^{\mathrm{}}e^{iyx}\overline{W}(y)𝑑y$$
(40)
and the resolution of unity then is:

$$d^2z|q,z>W(|z|^2)<q,z|=I$$
(41)
where $`|q,z>`$ are given in (21) and $`W`$ is given in (40).

We have thus demonstrated that the states (21) are actually C.S. of the deformed harmonic oscillator given in (10) when the parameter of deformation is a phase.

The next step is rather trivial. In fact, using the resolution of unity (41), we can write any state $`|\psi >`$ in the Hilbert space, in terms of the C.S. (21)555of course for $`[\rho _n]_q=\frac{q^nq^n}{qq^1}`$ and q a phase:

$$|\psi >=d^2zW(|z|^2)𝒩(|z|^2)\psi (\overline{z})|q,z>$$
(42)
where

$$\psi (z)=\underset{n0}{}\frac{z^n}{\sqrt{[\rho _n]_q!}}<n|\psi >$$
(43)
This establishs a one to one correspendence between vectors $`\{|\psi >\}`$ of the Hilbert space and the analytical functions $`\psi (z)`$ on the complex plane. This also states the overcompletness of the C.S. (21) . In fact when $`|\psi >`$ is a C.S. $`|q,z^{}>`$, (42) can be written as:

$$|q,z^{}>=d^2zW(|z|^2)𝒩(|z|^2)𝒩(|z^{}|^2)exp_q(\overline{z}z^{})|q,z>$$
(44)
which shows the linear dependence between the C.S (25), and hence their overcompletness.

Moreover we have:

$$\psi ^2=<\psi |\psi >=d^2zW(|z|^2)exp_q(|z|^2)|\psi (\overline{z})|^2$$
(45)
and

$$<\psi _1|\psi _2>=d^2zW(|z|^2)exp_q(|z|^2)\overline{\psi }_1(\overline{z})\psi _2(\overline{z})$$
(46)
and

$$\psi (\overline{z})=d^2z^{}W(|z^{}|^2)exp_q(|z^{}|^2)exp_q(\overline{z}z^{})\psi (\overline{z}^{})$$
(47)
We have thus defined a Bargmann-Fock space (space of entire analytical functions on the complex plane) for our q-oscillator (10), in analogy to the Bargmann-Fock space for the conventionnal harmonic oscillator:

In this space the scalar product is given by (46), in which we recongnize the measure in this space as being $`d^2zW(|z|^2)exp_q(|z|^2)`$ instead of $`{\displaystyle \frac{d^2z}{\pi }}exp(|z|^2)`$ for the bosonic harmonic oscillator. Moreover, in this space, the role of the delta function $`\delta (z,z^{})`$ is played by $`exp_q(\overline{z}z^{})`$ as clearly seen from (47)(in the conventionnal Bargmann-Fock space this role is played by $`exp(\overline{z}z^{})`$.

## 4 Addendum

In this paragraph we give some explanations and remarks on some of the entities introduced and used in this paper without which the use of these entities will be a non-sens.

* The deformed exponential function introduced in (23) is strongly convergent for the case we are considering (6,7), and its convergence radius is $`\mathrm{}`$. This reflects its self in the fact that the C.S constructed are defined on the whole complex plane, this in contrast to  where the C.S were defined on a disk: $`|z|<`$ some $`R_q`$.
* the imposed condition $`[\rho _n]_q=\overline{[\rho _n]_q}`$, is essentialy for aesthetic reasons, and the construction could be carried out without this requirement.
* The term $`exp_q(t)`$ appearing in this paper (such as in eq(25,26) or implicitely in eq(27)), in no way means deformed exponential function of $`(t)`$. This is a (may be missleading) notation we have used to keep the analogy with the classical case, and it stays for $`1/exp_q(t)`$, which for the case we consider here is different from $`exp_q(t)`$.
* the same remark as above stands for $`exp_q(t/2)`$, this means $`\left(exp_q(t)\right)^{\frac{1}{2}}`$.

the last two remarks are due to a drastical difference between the deformed function used here and the usual exponentiel function, namely:

$$exp_q(x)exp_q(y)exp_q(x+y)$$

## 5 Conclusion

The algebra $`𝒜_q`$ discussed in this paper generalizes, to some extent, many deformed harmonic oscillator algebras. Thus one can get C.S asociated to these deformed algebras, as the corresponding particular cases of the C.S associated to the algebra $`𝒜_q`$. Still that there’s no method for constructing such C.S. A tentative was made in this paper but due to technical problems, such a construction couldn’t be carried out to the end; we had to specify which particular algebra of $`𝒜_q`$ we are interested in; when such a choice was made the construction was possible.

Many perspectives opens up for this work, one should try to study the deformed algebra $`𝒜_q`$, introduced in this paper, its algebraic structure, its representations… One can also try to use the same approach used in this wok for the construction of C.S. for other particular algebras of $`𝒜_q`$.

Concerning the particular algebra (10) discussed in this paper it will be interesting to analyse the drastical difference between the two cases $`|Q|=1`$ and a generic $`Q`$. It will be also interesting to try to extract complet subsystems of the C.S (21) in the spirit of what was done in .

## 6  Aknowledgment

The authors wish to thank the Abdus Salam International Centre for Theoretical Physics, Trieste, Italy, where part of the work was achieved.


text:
# Stellar Archaeology: a Keck Pilot Program on Extremely Metal-Poor Stars From the Hamburg/ESO Survey. I Stellar ParametersBased in large part on observations obtained at the W.M. Keck Observatory, which is operated jointly by the California Institute of Technology, the University of California and NASA,

## 1 Introduction

The most metal deficient stars in the Galaxy provide crucial evidence on the early epoch of the formation of our Galaxy, the chemical evolution of the Galaxy, the environment in which various elements were produced, the production of elements in the Big Bang, the age of the Galaxy, the relationship between the halo field stars and the galactic globular clusters, etc. We consider only stars with \[Fe/H\] $`3`$ dex ($`<`$1/1000 of the solar metallicity) to be extremely metal poor (henceforth EMP) and most useful for discussion of such issues. These EMP stars provide us with an opportunity to study in detail the local equivalent of the high redshift Universe.

The major existing survey for very metal poor stars is the HK survey (previously referred to as the Preston-Shectman survey) described in detail by Beers, Preston & Shectman (1985, 1992). This survey produced a list of $``$10,000 candidates for metal poor stars. Extensive follow up studies, which continue to this date, now include moderate-resolution ($`\mathrm{\Delta }(\lambda )12`$Å) spectroscopy of about 5000 stars and broad- and narrow-band photometry for some 3000 stars. From this work one can cull a sample of roughly 1000 stars with \[Fe/H\] $`2.0`$, but, as summarized by Beers (1999), only roughly 100 are known to be extremely metal poor. High-dispersion analyses exist for only a few stars with \[Fe/H\] $`3.5`$, and the signal to noise ratio of these spectra are in general modest ($`30`$ to 40), a situation which only very recently has been partially remedied for five giants through the work of Norris, Ryan & Beers (2001), and for the most metal-poor dwarf presently known, CS 22876-032 (Norris, Beers & Ryan 2000).

McWilliam (1997) reviews the key results from abundance analyses for the most metal poor stars known from the HK survey. The elements Al, Sr, Ba, Cr, Mn, Co show a sudden change in the slope of \[X/Fe\] versus \[Fe/H\] near \[Fe/H\] = $`2.4`$ dex. Other elements, including Ba and Sr, appear to show considerable scatter from star-to-star at very low \[Fe/H\], perhaps indicating that the yield from individual or at most a few supernova events produced the metals seen in these EMP stars. However, the total sample of stars involved is 33 in the McWilliam et al. (1995) study and 19 in Ryan et al. (1996), with some overlap between these two samples, and many of these do not fit the strict definition of EMP stars adopted here.

The large scatter in the element-to-element abundance ratios observed amongst EMP stars might reveal a wealth of data for nucleosynthesis. However, a proper understanding of this scatter requires large samples. Furthermore, interesting new types of stars such as those extremely rich in r-process elements (useful for nucleocosmochronology) or extreme CH-stars (used to to study the s-process) have been found based on the HK survey, but the number known in either case is very small, and urgently needs augmentation.

The Hamburg/ESO survey (HES) is an objective prism survey primarily targeting bright quasars (Wisotzki et al. 1996, 2000). However, because its spectral resolution is typically 15 Å FWHM at H$`\gamma `$, it is also possible to efficiently select a variety of interesting *stellar* objects in the HES (Christlieb 2000; Christlieb et al. 2001a,b), among them EMP stars. The HES is based on automated scans of objective prism plates. With a nominal area of 9,575 deg2, it covers the entire southern extragalactic sky ($`|b|30`$ deg, and $`\delta <+2.5`$ deg). The HES limiting magnitude for metal-poor stars is $`B17.5`$. The survey is now completed and the HES database contains digitized objective prism spectra for about 4 million stars.

A comparison of the EMP stars likely to be found with this survey as compared with the HK survey is given in Christlieb & Beers (2000). The HES has a number of crucial advantages over the HK survey which should lead to a major increase in the samples of EMP stars and hence, with suitable follow up observations, in our knowledge of their properties. The advantages of the HES include a deeper magnitude limit, broader spectral coverage, and an automated selection from digitized scans of the plates. The latter ensures a selection of EMP stars which can be independent of stellar effective temperature.

The existence of a new list of candidates for EMP stars with \[Fe/H\] $`<3`$ dex selected in an automated and unbiased manner from the HES, coupled with the very large collection area and efficient high resolution Echèlle spectrographs of 8–10 m telescopes such as Keck+HIRES or VLT+UVES, offers the possibility for a very large increase in the number of EMP stars known and in our understanding of their properties. The present pair of papers (this paper and Paper II, Carretta et al. 2001) describes our very successful pilot project with HIRES at the Keck Observatory in the fall of 2000 to determine the effective yield of the HES for EMP stars through high dispersion abundance analyses of a sample of stars selected from the HES. Our work complements and extends that of Depagne, Hill, Christlieb & Primas (2000), who analyzed two stars from the HES as part of the UVES science verification at the VLT.

This success has provided the stimulus for the creation of a long term large scale international effort to mine the HES for EMP stars (the 0Z Project), which is now getting underway, and which will complement the efforts of the ESO-VLT large program led by Cayrel (see, e.g. Cayrel et al. 2001) dedicated to studying the HK survey stars themselves in more detail. In this pair of papers we strive to lay down at least some of the procedures that we will follow in our long term effort, whose goal is to dramatically increase the sample of known and well studied EMP stars. This first paper dedicated to determination of the stellar parameters.

## 2 The Sample of Stars Observed

Selection of EMP stars in the HES is carried by automatic spectral classification, using classical statistical methods (Christlieb 2000). As described in Christlieb et al. (2001a), $`BV`$ colors can be estimated directly from the digital HES spectra with an accuracy of $`0.1`$ mag, so that these samples can be selected not only on the basis of spectroscopic criteria but also with restrictions on $`BV`$ color.

The principal spectroscopic criterion used for sample selection for EMP stars is the same as that used by the HK project, the absence/weakness of the 3933 Å line of Ca II. A visual check of the HES spectrum is then made to eliminate the small fraction of spurious objects (plate defects, misidentifications, etc.) that pass the automatic selection criteria. The details of this procedure will be discussed elsewhere (Christlieb et al. in preparation).

The results from follow-up observations of several hundred metal-poor candidates from the HES will be described elsewhere (Christlieb et al. in preparation). Here we only note that in the HES a very high selection efficiency for metal-poor stars has been achieved: $`60`$ % of the candidate EMP turnoff stars observed at moderate-resolution were confirmed to have $`\text{[Fe/H]}<2.0`$, compared to $`30`$ % in the HK survey (Beers 2000). For the cooler giants, having a stronger Ca K line at given metallicity than turnoff stars, we expect the selection efficiency to be even higher due to the still detectable Ca K line at very low metallicities. This is currently under investigation.

The present sample was selected from the HES database to have $`0.3<BV<0.5`$ to focus on main sequence turnoff stars. The pool of candidates in the turnoff region consists of those stars whose line strengths are below the limit of detection for the HES. This limit corresponds to a metallicity which exceeds the upper limit adopted here for EMP stars, and hence the initial samples are dominated by stars that are very metal poor, but more metal rich than those we seek. Thus, to make the best use of the limited observing time available on the largest telescopes, these candidates from the HES database must first be verified through moderate-resolution ($``$1–2 Å) follow-up spectroscopy at 4-m class telescopes. This procedure selects out the genuine EMP stars from the much more numerous stars of slightly higher metallicity – of interest in their own right – but not relevant for our present study. It is the overall efficiency of this multi-stage selection process for isolating genuine EMP stars which we seek to establish with our pilot project.

## 3 HIRES Observations

Once the list of vetted candidates for EMP candidates from the HES database has been created, observations at high dispersion for a full scale abundance analysis can be undertaken.

The sample of stars studied here includes seven previously vetted EMP main-sequence turnoff candidates and one giant candidate from the HES. Their coordinates are given in Table 1. One of these turned out to be a re-discovery of a star from the HK Survey (HE 2344–2800 = CS 22966–048). For comparison and calibration, three bright, well-studied very metal-poor stars were observed, two of which (G139-8 and BD+3 740) are known to be Li-deficient from the work of Norris, Ryan & Beers (2000). Three candidate EMP stars from the HK survey were also included. Observations were carried out with the HIRES spectrograph at Keck I on two nights in September 2000. A spectral resolution of 45,000 was achieved using a 0.86 arcsec wide slit projecting to 3 pixels in the HIRES focal plane CCD detector. The spectra cover the region from 3870 to 5400 Å with essentially no gaps. Each exposure for the HES stars was broken up into 1200 sec segments. The spectra were exposed until a SNR of 100 per spectral resolution element in the continuum at 4500 Å was achieved. This SNR calculation utilizes only Poisson statistics, ignoring issues of cosmic ray removal, night sky subtraction, flattening, etc. The observations were carried out with the instrument rotator fixed in the vertical position with respect to the horizon (i.e. at the parallactic angle). As suitable candidates are quite far apart on the sky compared to the 11 arcsec long slit, only a single object can be observed at once.

The exposure times and signal to noise ratios per spectral resolution element in the continuum are given in Table 2. (The gain setting of the HIRES CCD detector is 2.4 e-/ADU; to reach the desired SNR of 100 per spectral resolution element requires 1390 ADU/pixel.) These spectra were taken during a period when the Keck I mirror segments had not been aluminized for more than two years, and the overall throughput at these blue wavelengths needed improvement.

The spectra from both nights were reduced using the suite of routines for analyzing Echèlle spectra written by McCarthy (1988) within the Figaro image processing package (Shortridge 1988). The stellar data are flat fielded with quartz lamp spectra, thereby removing most of the blaze profile, and the results are normalized to unity by fitting a 6th-order polynomial to line-free regions of the spectrum in each order.

Figures 1 and 2 show sections of the spectra for six of the stars, including the faintest star in our sample, a EMP main sequence turnoff star with easily detectable absorption in the G band of CH, and a newly discovered double-lined spectroscopic binary. The first panel shows the order containing the G band; the strongest two atomic absorption features in this order are the Fe I lines at 4271.8 and 4307.9 Å. In the second figure, the order containing the Sr II line at 4215.5 Å is shown; the strongest absorption line in that order is that of Ca I at 4226.7 Å. To facilitate a visual comparison of the relative strength of the Sr II line to other absorption lines, the spectra have been shifted in wavelength so as to remove the differences in radial velocity between the stars displayed in the figure. (The values of $`v_r`$ are given in Table 7.)

The strong variation of the Sr II line relative to adjacent features is obvious. This variation is a well known characteristic of the spectra of metal poor stars (e.g. Ryan, Norris & Bessell 1991) and will be discussed at length in Paper II.

HE 0024–2523, in addition to showing the strongest CH band, also has absorption lines that are resolved, as is clearly shown in Figures 1 and 2. The most likely explanation for this is rotation. If so, this star has a rotational velocity of $``$8 km s-1. This star will be discussed again in Paper II and also in more detail in Gratton et al. (in preparation).

## 4 Stellar Broad Band Photometry

$`UBV`$ photometry for all the HES stars was obtained at the ESO-Danish 1.54 m telescope in November, using DFOSC (Beers et al., in preparation). A 1$`\sigma `$ error of 0.02 mag was assumed for all optical colors. For BS 17447–029, $`UBV`$ was available from Bonifacio, Monai & Beers (2000), but this disagreed badly with the $`V`$ photometry from Anthony-Twarog et al. (2000). Because of this large discrepancy, $`BV`$ for this star was re-observed at the 1.5-m telescope at Palomar Mountain. The result, given in Table 2, was identical to that of Anthony-Twarog et al.. Each of the remaining two stars from the HK survey had two independent sets of optical photometry from either Preston et al. (1991), Anthony-Twarog et al., or McWilliam et al. (1995). These were in good agreement and the mean was used. For the three very bright calibrating stars, $`UBV`$ was taken from the Mermilliod, Hauck & Mermilliod (1997) on-line data base.

We are very fortunate that uniform and reasonably precise broad band infrared photometry at $`JHK`$, crucial for determination of accurate values of $`T_{\text{eff}}`$, is now available for all our sample stars from the interim release of the 2MASS near infrared all-sky survey (Skrutskie et al. 1997). The global photometric calibration of this survey is discussed in Nikolaev et al. (2000). We adopt the photometric uncertainties given in the 2MASS catalog. For the bright calibration stars, the near-infrared photometry is from the most recent sources in the compilation of Gezari et al. (1999), specifically Arribas & Roger (1987), Laird, Carney & Latham (1988) and Alonso, Arribas & Martinez-Roger (1994). The photometry is collected in Table 2.

The HES stars are bright enough that preliminary proper motions for most of the HES stars are now available through the USNO CCD Astrograph Catalog (Zacharias et al. 2000) for the southern sky, with proper motions for the northern stars in the HES to follow in due course from this same astrometric program. Radial velocities for each EMP candidate from the HES will be obtained as large scale vetting using moderate-resolution spectroscopy proceeds over the next few years. Thus the full 3d velocity vector can be specified for all of the HES metal poor stars. Such a large non-kinematically selected sample of halo stars will be useful to compare with increasingly sophisticated models of the formation and evolution of the Milky Way, such as those of Chiba & Beers (2001) and references therein. A first attempt at such a comparison has been presented by Bekki & Chiba (2001).

Throughout this paper we use the new Y2 isochrones of Yi et al. (2001), which are calculated for a scaled solar mixture. We adopt an age of 12 Gyr, \[Fe/H\] = $``$3.3 dex, with Y = 0.230, as the parameters of our standard isochrone. Because the metallicity of our stars are so low, the details of the treatment of the opacities are not critical, and there is reasonably good agreement with isochrones computed using older stellar evolutionary codes such as those of Bergbusch & VandenBerg (1992). We will find later that the same statement holds true for model atmospheres, for similar reasons.

## 5 Interstellar Reddening

A precise measurement of the reddening is crucial for the derivation of accurate stellar parameters from broad band photometry. Even adding the infrared does not help much if the reddening is poorly determined in this $`T_{\text{eff}}`$ regime. As is shown in Table 4, to be discussed in detail later, the enhanced sensitivity to small changes in $`T_{\text{eff}}`$ one gains by moving to optical+near-IR colors such as $`VK`$ is accompanied by an enhanced sensitivity to reddening errors. In a project such as mining the HES for EMP stars, where many stars separated by large solid angles on the sky are involved, control of the uniformity of the reddening estimates is mandatory.

We adopt the extinction maps of Schlegel, Finkbeiner & Davis (1998) from their analysis of the COBE/DIRBE database. The relative extinction in various passbands is taken from Cohen et al. (1981) (see also Schlegel, Finkbeiner & Davis 1998).

The HES includes only high galactic latitude fields within which $`E(BV)`$ is almost always $`0.10`$ mag. Hence, although there is some concern that the magnitude of the Schlegel et al. extinction corrections may be slightly too large, particularly in regions where the extinction is high ($`E(BV)>0.15`$, see, e.g. Acre & Goodman 1999), we adopt these values without further discussion or amendment.

All of the HES stars are fainter than $`V14`$ as saturation effects within the photographic plates used for the survey become important for brighter objects. Given their high galactic latitude, these stars are sufficiently distant, even if they are main sequence turnoff stars rather than giants, that they can all be assumed to be beyond the reddening layer, whose thickness $`H`$ is only $`200`$ pc (see the review of Dickey & Lockman 1990). Therefore the full extinction is applied to each of them.

The reddening for the brightest calibrating star (HD 140283) is assumed to be 0.00. This star is only about 60 pc away, and has a Hipparcos parallax. The other two calibrating stars and the three stars from the HK Survey in the present sample are not so distant as to be beyond the reddening layer, and yet not so close that reddening can be ignored. We therefore use an iterative scheme of estimating the reddening, calculating $`T_{\text{eff}}`$ (see below), computing the distance $`D`$ using the luminosity from the stellar evolutionary tracks of Yi et al. (2001), and then checking the estimate of the reddening against the quantity $`E(BV)\times e^{Dsin(b)/H}`$. Similar schemes are described by Laird, Carney & Latham (1988) and by Bonifacio et al. (2000). Rapid convergence for $`E(BV)`$ is obtained.

The recommended values of $`E(BV)`$ are given in the last column of Table 2. The reddenings for the HES stars are quite small, with all but one of our sample having $`E(BV)<0.03`$ mag. It is only for the brighter calibration objects that this issue becomes a major concern.

## 6 $`T_{\text{eff}}`$ from Broad Band Colors

Because of concerns about potential non-LTE effects, which are suspected to be stronger in very metal poor stars than in stars of solar metallicity, we must derive $`T_{\text{eff}}`$ from broad band colors. Detailed calculations for non-LTE in Fe are presented in Thévenin & Idiart (1999) and in Gratton et al. (1999). Although the most careful analyses of globular cluster and field stars of higher metallicity than those considered here, such as that of Cohen, Behr & Briley (2001) and Ramírez et al. (2001) for a large sample of stars over a wide range in luminosity in M71, Ivans et al. (2001) for a large sample of red giants in M5, or Allende Prieto, Asplund, Garcia Lopez & Lambert (2002) for Procyon, show that departures from LTE in the formation of Fe lines are relatively small, the predicted strength of the departures from non-LTE increases as the metallicity decreases. To be conservative, at least initially, measurements based on ionization equilibrium in the spectra themselves cannot be considered as reliable at this time.

We utilize here the grid of predicted broad band colors and bolometric corrections of Houdashelt, Bell & Sweigart (2000) based on the MARCS stellar atmosphere code (Gustafsson et al. 1975). We assume that their Johnson-Glass $`J,K`$ colors are equivalent to the $`J,K_s`$ 2MASS colors. Carpenter (2001) has derived the transformations between the 2MASS photometric system and many other infrared photometric systems, and finds a very small zero point offset between these two infrared photometric systems, which we have chosen to ignore until the final release of the 2MASS catalog becomes available.

Cohen, Behr & Briley (2001) have demonstrated that the Kurucz and MARCS predicted $`VK`$ colors are essentially identical, at least for $`VK`$ colors and for the set of models with \[Fe/H\] = $``$0.5 dex.

Since we are interested in EMP stars, the details of the treatment of the opacity from any element other than H should not be important, and we expect to continue to find very good agreement for the predicted broad band colors from the various grids of model atmospheres available. In our tests, we take the predicted $`VK`$ color from each model in the MARCS grid with \[Fe/H\] = $`3.0`$, and interpolate within the Kurucz color grid at the same abundance and at the log($`g`$) of the MARCS model to find the $`T_{\text{eff}}`$ that would be deduced. We continue this comparison, checking $`VK`$, $`VJ`$ and $`BV`$ at \[Fe/H\] = $``$3.0 dex. We find that the colors predicted from the MARCS code from Houdashelt et al. are essentially identical to those from the Kurucz ATLAS code (Kurucz 1992) at this low metallicity.

A contour plot of the difference $`\mathrm{\Delta }`$$`T_{\text{eff}}`$(Kurucz - MARCS) that results when the $`VJ`$ color is used is shown in Figure 3. The four contour levels displayed correspond to $`\mathrm{\Delta }`$$`T_{\text{eff}}`$= $`30`$, $`10`$, 10 and 30 K. Also shown in this figure as the thick curve is a 12 Gyr isochrone for Fe/H = $`2.3`$ dex from the very recently completed Y2 isochrones of Yi et al. (2001). Along this isochrone, $`\mathrm{\Delta }`$$`T_{\text{eff}}`$= 0 to 30 K for the subgiants and main sequence turnoff region, and $`\mathrm{\Delta }`$$`T_{\text{eff}}`$= 0 to $`30`$ K for the red giant branch. We thus demonstrate that, to within a tolerance of $`\pm 30`$ K, the Kurucz and MARCS temperature scales from broad band $`VJ`$ colors are identical.

We therefore proceed to assign values of $`T_{\text{eff}}`$ using the grid of colors of Houdashelt et al. (2000). For the calibrating stars and for some of the brighter stars from the HK survey, a high dispersion abundance analysis has already been done. These are summarized in Table 3. In these cases we take the \[Fe/H\] from such an analysis as our initial guess for the stellar metallicity. If not, we assume \[Fe/H\] = $`3.0`$ dex. We adopt initial guesses for log(g) based on whether the star is a giant or a main sequence turnoff star. These rough guesses are used to interpolate to the proper value in the desired color, which depends slightly on log($`g`$) and abundance, as well as on $`T_{\text{eff}}`$.

This process is illustrated for a subgiant and for a main sequence turnoff region star (the faintest star in the present sample) in Figure 4. The results for three colors, $`BV`$, $`VJ`$ and $`VK`$, are shown as solid curves, with the thickness of the curves varying, $`BV`$ having the thinnest and $`VK`$ having the thickest curves. Dashed curves denote the $`T_{\text{eff}}`$ deduced for the observed and dereddened colors $`\pm `$ the 1$`\sigma `$ uncertainty of each observation. In a perfect world, all the solid curves would overlap to within the uncertainties at some definite value of $`T_{\text{eff}}`$, and this does in fact occur for the stars shown in the figure. We have found that the $`BV`$ colors give systematically higher $`T_{\text{eff}}`$, by about 50 K, for the main sequence EMP stars (see Figure 4).

Table 4 gives the sensitivity of each color to various stellar parameters. These are expressed as the change in the parameter (which may be positive or negative) that would result from a $`+1\sigma `$ change in the color, where the observational uncertainty for each color defines the value of $`\sigma `$ used. These calculations were made using stellar parameters appropriate for EMP main sequence turnoff stars. We infer from this table, for example, that $`BV`$ is less sensitive to changes in $`T_{\text{eff}}`$ than either $`VJ`$ or $`VK`$, and that none of the colors considered is capable of applying a significant constraint on the metallicity of a star.

The values of $`T_{\text{eff}}`$ that result from this procedure, applied to each star in our sample, are listed in Table 5. As one might expect from Table 4, they have typical internal errors of $`\pm `$75 K, except for those from $`BV`$, where the error is $`\pm `$125 K.

$`UB`$ colors are also available, but they are more difficult to match to the predictions of the model atmosphere grid. For five of the eight stars from the HES, $`UB<0.25`$ mag when corrected for reddening. This is very blue, so much so that such a blue color is not reached in the relevant regime of $`T_{\text{eff}}`$ and log($`g`$), even at \[Fe/H\] = $`3.0`$ dex, the most metal poor models in the grid of Houdashelt et al. (2000). In addition, the predictions for $`UB`$ depend sensitively on metallicity as well as $`T_{\text{eff}}`$ and log($`g`$), and are non-monotonic in these two parameters.

While the contribution from line opacities becomes less important in defining continuum fluxes at the lowest metallicities, some problems in the violet and ultraviolet may remain. We believe that these problems of properly predicting the flux in the region 3500 – 4500 Å in these EMP stars are related to the extremely low metallicity of these stars, to the sensitivity to multiple parameters, and to the relatively small sensitivity to $`T_{\text{eff}}`$. This situation is alleviated by using redder colors with wider wavelength separation. Therefore the adopted $`T_{\text{eff}}`$ given in Table 5 are the means of those deduced from the dereddened $`VJ`$ and the $`VK`$ colors.

We have also determined $`T_{\text{eff}}`$ through examination of the Balmer line profiles. H$`\alpha `$ is the Balmer line best suited for this purpose, because it has the strongest temperature sensitivity, and its profile is almost independent of the choice of the mixing-length parameter $`\alpha `$ (e.g., Fuhrmann et al. 1993). Unfortunately, H$`\alpha `$ is not covered by the spectral range chosen in this work. H$`\beta `$ is not well centered in the echelle orders, hence unsuitable. The continuum near H$`\gamma `$ may be perturbed by strong CH lines in carbon-enhanced stars, which occur at rate of $`20`$ % among EMP stars. Hence we utilize H$`\delta `$ for this purpose. A special reduction of the relevant order was made to ensure the best possible continuum level. The orders above and below this were used as necessary to interpolate the continuum level across the Balmer line. The synthetic Balmer line profiles computed by the Gehren group (Fuhrmann 1998, 2000 private communication) are used. The results are listed in the fifth column of Table 5. These have a typical error of $`\pm 100`$ K.

A perusal of Table 5 shows that we have achieved consistency to within $`\pm 100K`$ between the $`T_{\text{eff}}`$ from the Balmer line profile and from the broad band colors, as is also shown in Figure 5. The solid line denotes equality between the $`T_{\text{eff}}`$ from the broad band photometry and from the H$`\delta `$ profiles, while the dashed line is the best linear fit excluding the single subgiant, which suggests that the $`T_{\text{eff}}`$ for the turnoff stars from the broad band photometry is systematically slightly hotter than that inferred from H$`\delta `$.

We note that the $`T_{\text{eff}}`$ we assign to these main sequence turnoff stars is identical to that found through stellar evolution, i.e. the predicted location of the main sequence turnoff in 12 Gyr isochrones for metal poor stars, which is at about 6600 K for \[Fe/H\] = $`2.3`$ and about 6750 K for \[Fe/H\] = $`3.3`$ dex. If the $`T_{\text{eff}}`$ we assign are consistent with the $`T_{\text{eff}}`$ scale adopted for the Y2 grid of isochrones, ages older than 14 Gyr can be ruled as the main sequence turnoff then becomes cooler than the observed values reached by these stars. Such old ages are also not supported by recent Boomerang observations of the fluctuations in the CMB (de Bernardis et al. 2000).

### 6.1 Comparison With the Empirical $`T_{\text{eff}}`$ Scale of Alonso et al.

We have compared our $`T_{\text{eff}}`$ scale with the empirical color–$`T_{\text{eff}}`$–\[Fe/H\] relations for dwarfs and for giants established by Alonso et al. (1996, 1999). We use their polynomial fit for the $`VK`$ colors, simulating moving down in luminosity along an isochrone from the tip of the RGB to the main sequence for EMP stars. Since the Alonso et al. fits are not well calibrated at extremely low metallicities, we use their fits with \[Fe/H\] = $`2.0`$ dex; the metallicity sensitivity of $`VK`$ at lower abundances than this is small.

We find that $`T_{\text{eff}}`$ inferred from the Alonso et al. relations for the $`VK`$ color is 150 K cooler than that inferred from the Houdashelt et al. (2000) grid of colors predicted from stellar atmosphere models near the top of the giant branch, but this decreases to 100 K cooler for subgiants and for stars near the main sequence turnoff for \[Fe/H\] = $`2.0`$ dex. Pushing the Alonso et al. relations beyond their regime of validity and verification to \[Fe/H\] = $`3.0`$ dex would produce good agreement at the main sequence but the subgiants and giants would still be 100 K hotter using the MARCS color grid.111This may be related to problems encountered by Lebreton (2000) in matching stellar evolutionary isochrones with stellar parameters for nearby stars with Hipparcos parallaxes. The Alonso scale thus is close to the $`T_{\text{eff}}`$ determined from H$`\delta `$.

Thus, at least with respect to the $`VK`$ color, the Alonso et al. scale and our $`T_{\text{eff}}`$ scale are in good agreement for turnoff stars. The small systematic difference of a maximum of 100 K for giants would translate into a change in derived metallicity of $`\mathrm{\Delta }`$\[Fe/H\] $`0.1`$ dex.

Because the Alonso et al. empirical $`T_{\text{eff}}`$ scale is not calibrated for stars as metal poor as our sample, and because of our philosophical preference to utilize the same model atmospheres that one must rely upon for analyses of the spectral features, we have chosen to adopt the $`T_{\text{eff}}`$ scale established from broad band optical-IR colors. One potential systematic error for this choice is the matching of the photometric systems between the observational colors and the theoretically predicted ones. We believe that the internal errors in our adopted $`T_{\text{eff}}`$ are $`\pm `$75 K, with a possible systematic overestimate (arising from as yet unknown causes) for the main sequence turnoff stars only of $``$100 K.

### 6.2 Comparison With Previous $`T_{\text{eff}}`$ Determinations

We compare our values of $`T_{\text{eff}}`$ with the limited set of values available from previous analyses of the brighter stars in our sample. We adjust the $`T_{\text{eff}}`$ values listed in Table 5 for the difference in reddening between the values we adopt given in Table 2 and those adopted in previous analyses. The results are given in Table 6. Once the reddenings are forced to the same value, each of the five entries has $`|\mathrm{\Delta }(`$$`T_{\text{eff}}`$)$`(\mathrm{old}\mathrm{now})|<100`$ K. This is very encouraging.

## 7 Surface Gravities

The only broad band color among those available to us with strong sensitivity to log($`g`$) is $`UB`$. However, for the reasons described in §6, we choose not to use it except in the crudest possible sense, i.e. to discriminate among turnoff stars and subgiants and giants. We cannot utilize the usual spectroscopic indicator, the ionization equilibrium, because of the possibility of non-LTE effects as described above.

Once $`T_{\text{eff}}`$ is known, we determine log($`g`$) from the Y2 isochrone for stars that are 12 Gyr old with Z = $`1.0\times 10^5`$, equivalent to \[Fe/H\]=$`3.3`$. The log($`g`$) is determined directly from the isochrone using the $`T_{\text{eff}}`$ of the star. If the 14 Gyr isochrone of the same metallicity from the Y2 grid were adopted, the assigned log($`g`$) would increase by an amount which is negligible for the main sequence stars and which increases as $`T_{\text{eff}}`$ decreases, to 0.15 dex for $`T_{\text{eff}}`$ = 5000 K.

This procedure is not very precise for giants because the slope of the RGB is rather steep, $`\mathrm{\Delta }`$(log($`g`$)/$`T_{\text{eff}}`$) = $``$0.3 dex/100 K. Consideration of the rate of evolution along the isochrone as a function of luminosity, which directly translates into the number density of stars along the isochrone, dictates that the probability of finding subgiants is considerably higher in faint samples such as the HES than that of finding stars well up the RGB.

For stars near the main sequence turnoff, which is the location of the bulk of the present sample, the slope of the isochrone is much shallower and good discrimination in log($`g`$) is possible.

However, there are two solutions in the isochrone for a fixed $`T_{\text{eff}}`$ near the main sequence turnoff, one corresponding to main sequence stars slightly fainter than the turnoff, and one to stars which have just started to evolve off the main sequence toward the base of the giant branch; these two solutions differ by about 1 dex in $`\mathrm{log}g`$ for $`T_{\text{eff}}`$$`5900`$ K. For $`T_{\text{eff}}`$ more than $``$500 K cooler than the turnoff itself, the lower luminosity of the main sequence stars makes their detection quite unlikely, even though their volume density is higher than the post-turnoff main sequence stars. In fact, assuming a constant volume density over the galactic region sampled by HES 222Typical distances of turnoff-stars in the HES survey are $`1`$ kpc; this is much less than the local value of the halo scale height., a comparison with globular cluster luminosity functions show that at this temperature we expect to detect approximately one main sequence star out of 10 to 15 subgiants. For $`T_{\text{eff}}`$ closer to the turnoff, both solutions have fairly similar probabilities, although the brighter (lower gravity) solution is always more probable.

We cannot distinguish between these two cases using our present photometric dataset alone. Making this distinction using the Fe ionization equilibrium (i.e. relying on the spectra, and on the understanding of or absence of large non-LTE effects) is only feasible in the best of our spectra as the difference in log($`g`$) between the two solutions is not large. As noted in Table 5, the detailed analysis of the spectra presented in Paper II suggests that two of the three bright comparison stars near the main sequence turnoff actually are slightly fainter than the turnoff. All of the HES sample members have been assigned to be brighter than the main sequence turnoff.

Only one of the stars among the bright calibration objects has an accurate Hipparcos parallax, HD 140283, discussed by Korn & Gehren (2000). We adopt their value of log($`g`$). Our derived log($`g`$) for BD+3 740 is consistent with that inferred from the rather uncertain Hipparcos parallax for that star (7.8$`\pm `$2.1 mas), assuming a mass of 0.8 M.

We emphasize that our $`T_{\text{eff}}`$ determination is independent of any spectroscopic criteria, and that the choice of log($`g`$) is made based on $`T_{\text{eff}}`$ and an assumed isochrone. It is only when there are multiple possible values of log($`g`$) with approximately equal probability, which occurs only near the main sequence turnoff, that spectroscopic criteria are used. The difference in log($`g`$) between the two solutions does not exceed 0.5 dex before the lower luminosity solution becomes highly improbable. The details of abundance analyses to be presented in Paper II will verify the validity of this process.

## 8 Cautionary Notes

Kurucz (2001) has reviewed the many deficiencies of the current state of stellar astrophysics. The treatment of non-LTE in essentially all abundance analyses may be inadequate. (We only apply non-LTE corrections for a selected small set of ions. See Paper II.) Our treatment of convection surely could be better. Detailed three dimensional radiative-hydrodynamic convection simulations for solar granulation such as those of Asplund et al. (2000) now exist. The first steps towards utilizing such models (Allende-Prieto et al. 2002) to study line profiles and abundances are now starting to become available, although such an elegant treatment still requires large amounts of computing time and very high precision spectra, with much better spectral resolution and SNR than those discussed here.

In our present application, the question is how well does the continuum and its broad band colors, or the Balmer-line profiles, represent the temperature gradient within the atmosphere. This is what is explored by the absorption features, as strong lines tend to arise from levels with smaller excitation potentials, and hence are formed farther out in the atmosphere. Kurucz points out that Balmer line wings will be preferentially formed in the hotter convective elements due to the high excitation potential of the second level of HI. Hence a simple one dimensional model such as we are using will have a somewhat higher $`T_{\text{eff}}`$ deduced from the Balmer lines than does the real star. However, with such metal poor stars, all the absorption lines are very weak, and the issue of the temperature gradient within the atmosphere is perhaps less critical, as the lines are formed closer to the mean depth of formation of the continuum.

$`T_{\text{eff}}`$ obtained from the excitation temperature of Fe should be reliable, and disagreements between these atmospheric parameters and those from $`T_{exc}`$ might indicate problems with the correct temperature stratification in the atmosphere. Such problems have been noted in the past by Dalle Ore (1992) and by Gratton, Carretta & Castelli (1996), with a more limited discussion given in Fulbright (2000). These problems appear to be considerably worse in the very metal poor giants than in the dwarfs. This issue will be taken up again in the following paper.

We have adopted a prescription, based on photometric indices for determining the stellar parameters of our very metal poor stars, that is quite different from that used in most previous analyses, which rely much more on spectroscopic equilibria and/or exclusively on bluer colors. By rejecting the spectroscopic equilibria in choosing $`T_{\text{eff}}`$, and by using theoretical isochrones to determine log($`g`$), we leave open the possibility that our derived Fe abundances may have a dependence on the lower excitation potential of the transition, $`\chi `$. This in fact turns out to be the case; we do find a small dependence in some stars in Paper II. The possible existence of this dependence means that care must be exercised in comparing our abundances with those from other analyses, as the distribution of line excitation potentials in the two samples must be taken into account.

## 9 The Yield of the HES for EMP Stars

In the last column of Table 7 we give the Fe abundance (\[Fe/H\] deduced from Fe I lines) for the present sample, taken from Paper II. For the bright stars with previous high dispersion abundance analyses, listed in Table 3, we find that our abundances are comparable when the $`T_{\text{eff}}`$ values adopted in both analyses are essentially identical (see Table 6), and tend to be slightly higher in those cases where our adopted $`T_{\text{eff}}`$ is hotter, as expected.

Three of the eight HES candidate EMP stars in the present sample do in fact have \[Fe/H\] $`3.0`$ dex, with three others having \[Fe/H\] $`2.8`$ dex. The sample of two very metal poor stars observed by Depagne et al. (2001) at the VLT also yielded metallicities close to those expected from their moderate-resolution follow up spectra. This means that the process of automatic selection of EMP candidates from the HES, followed by a visual check, then further vetting using moderate-resolution spectroscopy, produces samples of EMP stars with a high yield.

It is interesting to compare our derived \[Fe/H\] values from the present set of HIRES spectra with the abundance inferred for the stars in our sample from the moderate-resolution follow up spectroscopy. Those values are deduced from the strengths of the Ca II absorption at 3933 Å, the Balmer lines, and the $`BV`$ colors with the standard method developed for the HK survey, and most recently described in Beers et al. (1999) 333Some additional features, such as auto-correlation function measurements, were added to the standard abundance estimation algorithms for the HK Survey by Beers et al. (1999); those were not used for the HES stars., and are given in the next to last column of Table 7, together with a $`1\sigma `$ error on the abundance determination. The metallicities obtained from the moderate-resolution spectra are, in general, somewhat more metal-poor, part of which may arise from the somewhat hotter $`T_{\text{eff}}`$ values adopted here. The difference in the mean \[Fe/H\]K \- \[Fe/H\]HIRES is $`0.23`$ dex, with a dispersion about this mean offset of 0.32 dex. This dispersion is in accordance with expectation, given the listed errors in \[Fe/H\]K and the smaller errors expected for the present effort. A detailed discussion of these moderate-resolution spectra and the derivation of metallicities therefrom will be given elsewhere (Christlieb et al. in preparation).

All of this is very encouraging for future large scale projects which plan to mine the HES database for extremely metal poor stars.

## 10 Summary

In this paper and its companion paper, which presents a detailed abundance analysis for these HIRES spectra, we have demonstrated the high effective yield of the HES for extremely metal poor stars, and we now intend to embark on a major project (the 0Z Project) to understand the early chemical evolution of the galactic halo.

Our ultimate goal, which will take perhaps five years to reach with several large observatories working in a coordinated fashion, is high dispersion abundance analyses of a sample of 500 extremely metal poor stars. We will gain a detailed knowledge of chemical evolution during the initial phases of the formation of the Galactic halo, the kinematic properties of the extremely metal poor halo stars, a much better knowledge of the metallicity distribution of very metal poor halo stars, a much better estimate for the metallicity of the most metal poor stars (currently \[Fe/H\] $`=4.0`$ dex). A detailed study of those extremely rare r-process enhanced stars that may be found similar to that of Cayrel et al. (2001) will improve our age estimates for the Galactic halo based on radioactive decays of unstable heavy elements.

The entire Keck/HIRES user community owes a huge debt to Jerry Nelson, Gerry Smith, Steve Vogt, and many other people who have worked to make the Keck Telescope and HIRES a reality and to operate and maintain the Keck Observatory. We are grateful to the W. M. Keck Foundation for the vision to fund the construction of the W. M. Keck Observatory. The authors wish to extend special thanks to those of Hawaiian ancestry on whose sacred mountain we are privileged to be guests. Without their generous hospitality, none of the observations presented herein would have been possible. This publication makes use of data products from the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center/California Institute of Technology, funded by the National Aeronautics and Space Administration and the National Science Foundation. This research has made use of the SIMBAD database, operated at CDS, Strasbourg, France. We thank T. Gehren and J. Reetz for providing us with Balmer line profiles, and making the spectrum investigation utility SIU available to us. We thank the referee, Bruce Carney, for his thoughtful and constructive comments. We thank Sarah Yost, James Chakan and Hubert Chen for obtaining the $`BV`$ photometry of BS 17447–0029. T.C.B acknowledges partial support for this work from grants AST 00-98508 and AST 00-98549 from the National Science Foundation.