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# A general Hsu-Robbins-Erdös type estimate of tail probabilities of sums of independent identically distributed random variables

## 1. Introduction and main result

Hsu and Robbins  showed that if $`X_1,X_2,\mathrm{}`$ are independent and identically distributed mean zero random variables with finite variance, then

(1)
$$\underset{n=1}{\overset{\mathrm{}}{}}P(|S_n|\epsilon n)<\mathrm{},\epsilon >0,$$

where $`S_n=X_1+\mathrm{}+X_n`$. Erdős  then showed that a converse implication also holds, namely that if (1) holds and the $`\{X_i\}`$ are independent and identically distributed, then $`E[X_1^2]<\mathrm{}`$ and $`E[X_1]=0`$. Since then, a number of extensions in several directions have been proved; see  and  for partial bibliographies and brief discussions.

The purpose of the present paper is to prove a new and very general extension of the Hsu-Robbins-Erdős law of large numbers. Among other results, this extension will allow one to give necessary and sufficient conditions (see Corollary 4 in Section 2) for the truth of

$$\underset{n=1}{\overset{\mathrm{}}{}}n^1P(|S_n|\epsilon (n\mathrm{log}n)^{1/2})<\mathrm{},\epsilon >0,$$

where $`S_n=X_1+\mathrm{}+X_n`$ for independent and identically distributed $`X_1,X_2,\mathrm{}`$, thereby answering a question of Spătaru.

Throughout, terms like “positive” and “increasing” indicate the non-strict varieties (“non-negative” and “non-decreasing”, respectively).

To state our general result, we need a definition: A positive sequence $`\{\tau _n\}_{n=1}^{\mathrm{}}`$ is said to satisfy Condition A provided that for all positive decreasing sequences $`\{c_n\}_{n=1}^{\mathrm{}}`$ such that $`_{n=1}^{\mathrm{}}\tau _n\mathrm{min}(nc_n,1)`$ converges, we likewise have $`_{n=1}^{\mathrm{}}\tau _nnc_n`$ converging. The following Proposition gives us a simple sufficient criterion for Condition A. A proof will be given in Section 3, below.

###### Proposition 1.

Suppose that either $`lim\; inf_n\mathrm{}\tau _n>0`$ or that both of the following two conditions are satisfied:

1. $`lim\; inf_n\mathrm{}n\tau _n>0`$, and
2. there is a constant $`C(0,\mathrm{})`$ such that for each $`n_0^+`$, if $`2^{n1}k<2^n`$, then

$$C\tau _{2^{n1}}\tau _kC^1\tau _{2^n}.$$

Then, $`\{\tau _n\}`$ satisfies Condition A.

We now state our main result. Conditions (2) and (3) in the result below are technical conditions that will be satisfied for a wide class of sequences $`\{\tau _n\}`$ and $`\{a_n\}`$. In particular, they will automatically hold in the case where $`a_n=L(n)n^\alpha `$ and $`\tau _n=K(n)n^\beta `$, assuming $`L`$ and $`K`$ are slowly-varying functions, $`\alpha >1/3`$ and $`lim\; infn\tau _n>0`$ (see Proposition 2, below).

###### Theorem 1.

Let $`X_1,X_2,\mathrm{}`$ be independent identically distributed random variables. Put $`S_n=X_1+\mathrm{}+X_n`$. Let $`\{\tau _n\}_{n=1}^{\mathrm{}}`$ be any positive sequence of numbers, and let $`\{a_n\}_{n=1}^{\mathrm{}}`$ be an increasing strictly positive sequence tending to $`\mathrm{}`$. Furthermore, assume there exist finite constants $`\theta 1`$, $`C>0`$ and $`N2`$ such that for all $`nN`$ we have:

(2)
$$\frac{a_n^{3\theta }}{n^{\theta 1}}\underset{k=n}{\overset{\mathrm{}}{}}\frac{k^\theta \tau _k}{a_k^{3\theta }}C\underset{k=1}{\overset{n1}{}}k\tau _k.$$

If $`\theta >1`$, then additionally assume that

(3)
$$\underset{n\mathrm{}}{lim\; inf}\underset{kn}{inf}\frac{a_k^3}{ka_n^3}\underset{j=1}{\overset{n1}{}}j\tau _j>0.$$

Then, if all of the following three conditions hold:

1. there is a sequence $`\{\mu _n\}_{n=1}^{\mathrm{}}`$ with $`\mu _n`$ a median of $`S_n`$ for all $`n`$, such that for all $`\epsilon >0`$, we have $`_{nM(\epsilon )}\tau _n<\mathrm{}`$, where $`M(\epsilon )=\{n^+:|\mu _n|>\epsilon a_n\}`$,
2. $`_{n=1}^{\mathrm{}}n\tau _nP(|X_1|\epsilon a_n)<\mathrm{}`$ for all $`\epsilon >0`$, and
3. $`_{n=1}^{\mathrm{}}\tau _ne^{\epsilon ^2a_n^2/(nT_{\epsilon ,n})}<\mathrm{}`$ for all $`\epsilon >0`$, where $`T_{\epsilon ,n}=E[X_1^21_{\{|X_1|<\epsilon a_n\}}]`$, and where $`e^{t/0}=0`$ for all $`t>0`$,

we will have:

(4)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n|\epsilon a_n)<\mathrm{},\epsilon >0,$$

and, conversely, if the sequence $`\{\tau _n\}`$ satisfies Condition A and (4) holds, conditions (i), (ii) and (iii) will also hold.

The proof will be given in Section 3, below. The result is closely related to work of Klesov \[12, Theorem 4\], though we are working with a more general class of sequences $`\{a_n\}`$. Our proof will be based upon Klesov’s Hoffman-Jørgensen inequality based approach, combined with a central limit theorem estimate of Nagaev , the latter being used rather like in .

The particular newness of the result is that it works for $`a_n`$ near the critical growth $`n^{1/2}`$ involved in the central limit theorem. For instance, as already advertised, in Corollary 4 we will use the Theorem to characterize the cases where (4) holds with $`\tau _n=n^1`$ and $`a_n=(n\mathrm{log}n)^{1/2}`$ (for $`n2`$).

Now, recall that a measurable function $`\varphi `$ on $`[0,\mathrm{})`$ is slowly varying (in the sense of Karamata) providing that for all $`\lambda >0`$ we have $`lim_x\mathrm{}\varphi (\lambda x)/\varphi (x)=1`$.

###### Proposition 2.

If $`K`$ and $`L`$ are strictly positive slowly varying functions on $`[0,\mathrm{})`$, and if $`a_n=K(n)n^\alpha `$ for some $`\alpha >\frac{1}{3}`$ and $`\tau _n=L(n)n^\beta `$ for some real $`\beta `$ such that $`lim\; inf_nn\tau _n>0`$, then conditions (2) and (3) will be satisfied for a sufficiently large $`\theta `$.

###### Sketch of proof of Proposition 2.

First, for sufficiently large $`\theta `$, approximate $`_{k=n}^{\mathrm{}}a_k^{3\theta }k^\theta \tau _k`$ by an integral and use the fact that if $`\varphi `$ is slowly varying then $`_x^{\mathrm{}}t^p\varphi (t)𝑑t`$ is asymptotic to $`(p1)^1x^{1p}\varphi (x)`$ for large $`x`$ if $`p>1`$ by Karamata’s integral theorem \[2, Proposition 1.5.10\]. It is here that the condition that $`\alpha >\frac{1}{3}`$ will be used; one will also need to use the easy fact that powers and products of slowly varying functions are slowly varying. This will show via a straightforward computation that the left hand side of (2) is asymptotic to $`Cn^{2+\beta }K(n)`$. But also using an integral to approximate the right hand side of (2) and using the fact that if $`\varphi `$ is slowly varying then $`_1^xt^p\varphi (t)𝑑t`$ is asymptotic to $`(p+1)^1x^{p+1}\varphi (x)`$ for large $`x`$ by Karamata’s other integral theorem \[2, Proposition 1.5.11\] if $`p>1`$, we can see that the right hand side of (2) is also asymptotic to $`Cn^{2+\beta }K(n)`$, and so (2) holds.

Condition (3) can be obtained by noting that $`K`$ can without loss of generality be replaced by a normalized slowly varying function (see \[2, p. 15\]) asymptotic to $`K`$, and then $`a_k^3/k`$ will be an increasing function for sufficiently large $`k`$ if $`\alpha >1/3`$, by the Bojanic-Karamata theorem \[2, Theorem 1.5.5\], so that the infimum on the left hand side of (3) will be attained at $`k=n`$, and the truth of (3) will follow from the condition that $`lim\; infn\tau _n>0`$. Condition A will also be satisfied by $`\{\tau _n\}`$ under the above circumstances, as is very easy to see by Proposition 1. ∎

###### Remark 1.

By a maximal inequality of Montgomery-Smith , condition (4) is equivalent to:

$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP\left(\left|\underset{1kn}{sup}S_k\right|\epsilon a_n\right)<\mathrm{},\epsilon >0.$$

###### Remark 2.

Readers familiar with Hsu-Robbins-Erdős laws of large numbers may be surprised at condition (iii) in Theorem 1, since normally these laws of large numbers simply have (4) equivalent to (i) and (ii) (under appropriate conditions on $`\{\tau _n\}`$ and $`\{a_n\}`$). In general, condition (iii) cannot be eliminated from Theorem 1, and seems to become particularly significant for $`a_n`$ near the critical grown $`n^{1/2}`$. (Example 1 in Section 2 will show that condition (iii) cannot be eliminated if $`\tau _n=n^1`$ and $`a_n=(n\mathrm{log}n)^{1/2}`$.) However, in a number of special cases, condition (iii) can indeed be removed, as is seen in the following result.

###### Theorem 2.

Suppose the $`\{\tau _n\}`$ is positive and $`\{a_n\}`$ is increasing and strictly positive, and that there are finite real constants $`\theta 1`$, $`C>0`$ and $`N2`$ such that for all $`nN`$ we have:

(5)
$$\frac{a_n^{2\theta }}{n^{\theta 1}}\underset{k=n}{\overset{\mathrm{}}{}}\frac{k^\theta \tau _k}{a_k^{2\theta }}C\underset{k=1}{\overset{n1}{}}k\tau _k$$

and

(6)
$$\underset{n\mathrm{}}{lim\; inf}\underset{kn}{inf}\frac{a_k^2}{ka_n^2}\underset{j=1}{\overset{n1}{}}j\tau _j>0.$$

Then, any random variable $`X_1`$ satisfying condition (ii) of Theorem 1 automatically satisfies condition (iii) of that Theorem.

The proof will be given in Section 3, below. Note that (5) automatically implies (2), and (6) likewise implies (3).

###### Remark 3.

It is not difficult to see that if $`K`$ and $`L`$ are slowly varying strictly positive functions on $`[0,\mathrm{})`$, and if $`a_n=K(n)n^\alpha `$ for some $`\alpha >\frac{1}{2}`$ while $`\tau _n=L(n)n^\beta `$ for some real $`\beta `$ such that $`lim\; inf_nn\tau _n>0`$, then conditions (5) and (6) will be satisfied for a sufficiently large $`\theta `$. Since by Proposition 2, conditions (2) and (3) would allow $`\alpha `$ to be $`\frac{1}{2}`$ (or in fact any value greater than $`\frac{1}{3}`$), this helps to further illustrate how condition (iii) becomes relevant close to the critical growth $`n^{1/2}`$ of $`a_n`$, but for faster growths (i.e., around $`n^\alpha `$ for $`\alpha >\frac{1}{2}`$), it can be eliminated by Theorem 2.

## 2. Corollaries and applications

We now obtain the following generalization due to Baum and Katz  of the Hsu-Robbins-Erdős result, thereby showing that Theorem 1 is indeed more general than the Hsu-Robbins-Erdős law of large numbers. (See  for a discussion of the pedigree of the Baum and Katz result.)

###### Corollary 1.

Suppose that $`X_1,X_2,\mathrm{}`$ are independent identically distributed random variables. Let $`S_n=X_1+\mathrm{}+X_n`$. Fix $`r1`$ and $`0<p<2`$. Then the conjunction of the conditions

1. if $`p1`$ then $`E[X_1]=0`$, and
2. $`E[|X_1|^{rp}]<\mathrm{}`$

holds if and only if

(7)
$$\underset{n=1}{\overset{\mathrm{}}{}}n^{r2}P(|S_n|\epsilon n^{1/p})<\mathrm{},\epsilon >0.$$

###### Proof.

Let $`\tau _n=n^{r2}`$ and $`a_n=n^{1/p}`$. Observe that (2), (3), (5), (6) and Condition A all hold for appropriate choices of $`\theta `$ (one can use Proposition 2 and Remark 3 here if one so desires, but in fact a direct verification is easy). Then by the Marcinkiewicz-Zygmund strong law of large numbers \[14, §16.4.A.3\], if (a) and (b) hold, then $`S_n/a_n0`$ almost surely, hence also in probability, and therefore condition (i) of Theorem 1 holds as well. Moreover, (ii) is equivalent to (b), and (ii) implies (iii) by Theorem 2. Thus, by Theorem 1, if (a) and (b) hold, (7) follows. Conversely, if (7) holds, then since $`\tau _n`$ satisfies Condition A by Proposition 1, it follows from Theorem 1 that (i) and (ii) (and (iii), but that is not needed) hold. Hence (b) holds, since it is equivalent to (ii). It remains to show that (a) holds. The easiest way to do this is to note that if $`p1`$ then by the Marcinkiewicz-Zygmund strong law of large numbers, we have $`(S_nnE[X_1])/a_n0`$ almost surely, hence in probability, and therefore $`(\mu _nnE[X_1])/n^{1/p}0`$, where $`\mu _n`$ is a median of $`S_n`$, and by condition (i) it will then follow that $`E[X_1]=0`$. ∎

Recall that random variables $`X_1,\mathrm{},X_n`$ are said to be $`K`$-weakly mean dominated by a random variable $`X`$ providing that for all $`\lambda `$ we have:

$$\frac{1}{n}\underset{k=1}{\overset{n}{}}P(|X_k|\lambda )KP(|X|\lambda )$$

(see ).

###### Corollary 2.

Let $`X`$ be a random variable and $`K`$ any finite constant. Let $`\{X_{k,n}\}_{1kn;n1}`$ be a triangular array of random variables such that $`X_{1,n},\mathrm{},X_{n,n}`$ are independent and $`K`$-weakly mean dominated by $`X`$ for each fixed $`n`$. Let $`\{\tau _n\}`$ be a positive sequence of numbers and let $`\{a_n\}`$ be an increasing strictly positive sequence for $`n1`$. Put $`S_n=X_{1,n}+\mathrm{}+X_{n,n}`$. Suppose that condition (i) of Theorem 1 holds, (2) is satisfied and if $`\theta >1`$ then (3) holds as well. Assume that conditions (ii) and (iii) of Theorem 1 are satisfied with $`X`$ in place of $`X_1`$. Then,

$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n|\epsilon a_n)<\mathrm{}$$

for all $`\epsilon >0`$.

###### Proof.

By Theorem 1 we have

(8)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n^{}|\epsilon a_n)<\mathrm{},\epsilon >0,$$

where $`S_n^{}`$ is the sum of $`n`$ independent copies of $`X`$ (condition (i) in this case will hold trivially by symmetry, while (ii) and (iii) were assumed in the statement of Corollary 2.) One may slightly modify the comparison result in \[20, Corollary 1\] by assuming our Theorem 1’s condition (i) in place of the assumption in that paper that $`S_n/a_n0`$ in probability, which modification only very slightly affects the proof (one will need to use (38), below, after obtaining the convergence of \[20, series (1.2)\] in the original proof in ). Thus modified, \[20, Corollary 1\] together with (8) yields the conclusion of our Corollary 2. ∎

The following Corollary yielding a result similar to one of Hu, Moricz and Taylor  (cf. ) can be derived from Corollary 2 exactly in the way that Corollary 1 was derived from Theorem 1.

###### Corollary 3.

Let $`X`$ be a random variable and let $`K`$ be any finite constant. Let $`\{X_{k,n}\}_{1kn;n1}`$ be a triangular array of random variables such that $`X_{1,n},\mathrm{},X_{n,n}`$ are independent $`K`$-weakly mean dominated by $`X`$. Let $`S_n=X_{1,n}+\mathrm{}+X_{n,n}`$. Fix $`r1`$ and $`0<p<2`$. Suppose $`E[|X|^{rp}]<\mathrm{}`$. If $`p1`$ then assume also that $`E[X_{n,1}+\mathrm{}+X_{n,n}]=0`$ for all $`n`$. Then,

$$\underset{n=1}{\overset{\mathrm{}}{}}n^{r2}P(|S_n|\epsilon n^{1/p}),\epsilon >0.$$

Now define $`\mathrm{log}^+x=\mathrm{log}(2+x)`$. It is easy to see that Theorem 1 implies the following result.

###### Corollary 4.

Let $`X_1,X_2,\mathrm{}`$ be independent and identically distributed random variables. Then,

(9)
$$\underset{n=2}{\overset{\mathrm{}}{}}n^1P(|S_n|\epsilon (n\mathrm{log}n)^{1/2})<\mathrm{},\epsilon >0,$$

if and only if all of the following three conditions hold:

1. $`E[X_1]=0`$,
2. $`E[X_1^2/\mathrm{log}^+|X_1|]<\mathrm{}`$, and
3. $`_{n=2}^{\mathrm{}}n^{1\epsilon ^2/T_{\epsilon ,n}}<\mathrm{}`$ for all $`\epsilon >0`$, where $`T_{\epsilon ,n}=E[X_1^21_{\{|X_1|<\epsilon (n\mathrm{log}n)^{1/2}\}}]`$.

The proof of the following Lemma will be given at the end of Section 3.

###### Lemma 1.

If condition (b) of Corollary 4 holds, then $`(S_nE[S_n])/(n\mathrm{log}n)^{1/2}0`$ in probability as $`n\mathrm{}`$.

###### Remark 4.

It is not known whether “in probability” can be replaced by “almost surely” in Lemma 1.

###### Proof of Corollary 4.

Let $`\tau _n=1/n`$ and $`a_n=(n\mathrm{log}n)^{1/2}`$ for $`n2`$. Note that (2) is easily seen to be satisfied with $`\theta =1`$, and Condition A holds by Proposition 1. Observe that (b) is equivalent to condition (ii) of Theorem 1 in the present setting, and that if (b) holds, then (a) is equivalent to (i) by Lemma 1, so that the conjunction of conditions (a) and (b) of Corollary 4 is equivalent to that of conditions (i) and (ii) of Theorem 1. Also, it is easy to check that (c) is equivalent to (iii), since the summands in the sums in both conditions are equal. ∎

Professor Aurel Spătaru has asked the author whether (9) is equivalent to the conjunction of (a) and (b). This would be expected by analogy with other Hsu-Robbins-Erdős laws of large numbers (such as Corollary 1). It is this question that has inspired the present paper. In light of the Corollary 4, Spătaru’s question is equivalent to asking whether the conjunction of (a) and (b) implies (c). The following counterexample that Professor Stephen Montgomery-Smith has privately communicated to the author shows that the answer is negative, and hence so is the answer to Spătaru’s question.

###### Example 1.

Let $`\{K_m\}_{m=0}^{\mathrm{}}`$ be a very rapidly increasing strictly positive sequence, with $`K_0=0`$. The degree of rapidity of increase will be chosen later so as to make the argument go. Let $`\psi (t)=(t\mathrm{log}t)^{1/2}`$ for $`t2`$. Extend $`\psi `$ linearly to the interval $`[0,2]`$ in such a way that $`\psi (0)=0`$. Let $`\varphi `$ be the inverse function of $`\psi `$. Assume that $`K_12`$. Let $`X_1`$ be a random variable such that $`P(X_1=\psi (K_m))=P(X_1=\psi (K_m))=2^{m1}/K_m`$ for all $`m`$, and with $`P(|X_1|\{0\}\{\psi (K_m):m^+\})=0`$.

Let $`\epsilon =1`$. We have

$$E[\varphi (|X_1|)]=\underset{m=1}{\overset{\mathrm{}}{}}2^mK_m^1K_m=1.$$

It is easy to see that in general $`E[\varphi (|X_1|)]<\mathrm{}`$ if and only if (b) holds, and hence indeed (b) is satisfied in the present case. So is (a), since $`X_1`$ is symmetric (i.e., $`X_1`$ and $`X_1`$ have the same distribution) and so we can put $`\mu _n=0`$ for all $`n`$. Now, let $`M(n)=\mathrm{max}\{m_0^+:K_m<n\}`$. Then, with $`T_{1,n}`$ as in condition (iii) of Theorem 1, and as $`K_m2`$ for all $`m2`$

$$\begin{array}{cc}\hfill T_{1,n}& =\underset{m=1}{\overset{M(n)}{}}(2^m/K_m)(\psi (K_m))^2\hfill \\ & =\underset{m=1}{\overset{M(n)}{}}(2^m/K_m)(K_m\mathrm{log}K_m)\hfill \\ & =\underset{m=1}{\overset{M(n)}{}}2^m\mathrm{log}K_m2^{M(n)}\mathrm{log}K_{M(n)}.\hfill \end{array}$$

Note that if $`K_m<nK_{m+1}`$, then $`M(n)=m`$ and so $`T_{1,n}2^m\mathrm{log}K_m`$. Thus, for $`m1`$ we have

(10)
$$\underset{n=K_m+1}{\overset{K_{m+1}}{}}n^{11/T_{1,n}}\underset{n=K_m+1}{\overset{K_{m+1}}{}}n^{12^m/\mathrm{log}K_m}.$$

Now, for any $`K2`$ and $`m^+`$, let $`L(K,m)`$ be an integer greater than $`K`$ and sufficiently large that:

(11)
$$\underset{n=K+1}{\overset{L(K,m)}{}}n^{12^m/\mathrm{log}K}\frac{1}{2}\underset{n=K+1}{\overset{\mathrm{}}{}}n^{12^m/\mathrm{log}K}.$$

Such an $`L(K,m)`$ exists because the sum on the right hand side converges. Observe furthermore that

(12)
$$\begin{array}{c}\hfill \underset{n=K+1}{\overset{\mathrm{}}{}}n^{12^m/\mathrm{log}K}C2^m(\mathrm{log}K)(K+1)^{2^m/\mathrm{log}K},\end{array}$$

for an absolute constant $`C>0`$ independent of $`K2`$ and $`m0`$. Combining (10)–(12) we see that if $`K_{m+1}L(K_m,m)`$, then we have

(13)
$$\begin{array}{cc}\hfill \underset{n=K_m+1}{\overset{K_{m+1}}{}}n^{11/T_{1,n}}& \frac{C}{2}2^m(\mathrm{log}K_m)(K_m+1)^{2^m/\mathrm{log}K_m}\hfill \\ & =2^{m1}C(\mathrm{log}K_m)\mathrm{exp}\left(2^m\frac{\mathrm{log}(K_m+1)}{\mathrm{log}K_m}\right).\hfill \end{array}$$

Inductively choosing the $`K_m`$ so that for all $`m`$ we have both

$$2^{m1}(\mathrm{log}K_m)\mathrm{exp}\left(2^m\frac{\mathrm{log}(K_m+1)}{\mathrm{log}K_m}\right)1,$$

and $`K_{m+1}L(K_m,m)`$, we then find by (13) that that

$$\underset{n=2}{\overset{\mathrm{}}{}}n^{11/T_{1,n}}\underset{m=1}{\overset{\mathrm{}}{}}\underset{n=K_m+1}{\overset{K_{m+1}}{}}n^{11/T_{1,n}}C\underset{m=1}{\overset{\mathrm{}}{}}1=\mathrm{}.$$

Hence Corollary 4’s condition (c) fails, and so we do have our desired counterexample satisfying (a), (b) but not (c), and hence by that Corollary, with inequality (9) also failing.

Although the answer to Spătaru’s question is negative, we do have the result under a slightly stronger moment condition than Corollary 4’s condition (b).

###### Corollary 5.

Let $`X`$ be a random variable and let $`K`$ be any finite constant. Let $`\{X_{k,n}\}_{1kn;n1}`$ be a triangular array of random variables such that $`X_{1,n},\mathrm{},X_{n,n}`$ are $`K`$-weakly mean dominated by $`X`$. Assume that

1. $`E[X_{n,1}+\mathrm{}+X_{n,n}]=0`$ for all $`n`$, and
2. $`E\left[\frac{X^2(\mathrm{log}^+\mathrm{log}^+|X|)^{1+\delta }}{\mathrm{log}^+|X|}\right]<\mathrm{}`$ for some $`\delta >0`$.

Then,

$$\underset{n=2}{\overset{\mathrm{}}{}}\frac{1}{n}P(|S_n|\epsilon (n\mathrm{log}n)^{1/2})<\mathrm{},\epsilon >0.$$

###### Proof.

Using Corollary 2 and the same methods as in Corollary 4 it suffices to show that if condition (b) of Corollary 5 holds, then condition (c) of Corollary 4 is satisfied with $`X`$ in place of $`X_1`$. To show this, without loss of generality (rescaling $`X`$ if necessary) assume $`\epsilon =1`$. Note that if $`T_{1,n}=E[X^21_{\{|X|<a_n\}}]`$, where $`a_n=(n\mathrm{log}n)^{1/2}`$, then

(14)
$$\begin{array}{cc}\hfill T_{1,n}& E\left[\frac{X^2(\mathrm{log}^+\mathrm{log}^+|X|)^{1+\delta }}{\mathrm{log}^+|X|}\right]\frac{\mathrm{log}^+a_n}{(\mathrm{log}^+\mathrm{log}^+a_n)^{1+\delta }}\hfill \\ & C\frac{\mathrm{log}^+a_n}{(\mathrm{log}^+\mathrm{log}^+a_n)^{1+\delta }}\hfill \\ & C^{}\frac{\mathrm{log}^+n}{(\mathrm{log}^+\mathrm{log}^+n)^{1+\delta }},\hfill \end{array}$$

where $`\delta `$ is as in (b), while $`C`$ and $`C^{}`$ are strictly positive finite constants independent of $`n2`$ (but dependent on the value of the expectation in (b)). Hence, if $`N2`$ is sufficiently large that $`(\mathrm{log}^+\mathrm{log}^+n)^{1+\delta }2C^{}\mathrm{log}\mathrm{log}n`$ for all $`nN`$, then we have:

$$\begin{array}{cc}\hfill \underset{n=N}{\overset{\mathrm{}}{}}n^{11/T_{1,n}}& =\underset{n=N}{\overset{\mathrm{}}{}}n^1\mathrm{exp}((\mathrm{log}n)/T_{1,n})\hfill \\ & \underset{n=N}{\overset{\mathrm{}}{}}n^1\mathrm{exp}((\mathrm{log}^+\mathrm{log}^+n)^{1+\delta }/C^{})\hfill \\ & \underset{n=N}{\overset{\mathrm{}}{}}n^1\mathrm{exp}(2\mathrm{log}\mathrm{log}n)=\underset{n=N}{\overset{\mathrm{}}{}}\frac{1}{n(\mathrm{log}n)^2}<\mathrm{},\hfill \end{array}$$

by (14) and the choice of $`N`$. Thus condition (c) of Corollary 4 is indeed satisfied with $`X`$ in place of $`X_1`$. ∎

## 3. Proofs and auxiliary results

###### Proof of Proposition 1.

If $`lim\; inf\tau _n>0`$ and $`_{n=1}^{\mathrm{}}\tau _n\mathrm{min}(1,nc_n)<\mathrm{}`$, then there are only finitely many $`n^+`$ for which $`nc_n1`$, and hence $`_{n=1}^{\mathrm{}}\tau _nnc_n`$ must also converge since it differs from $`_{n=1}^{\mathrm{}}\tau _n\mathrm{min}(1,nc_n)`$ only in finitely many terms.

It remains to show that if (a) and (b) hold, then Condition A. To do this, suppose $`c_n`$ is a decreasing sequence such that

(15)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _n\mathrm{min}(1,nc_n)<\mathrm{}.$$

Then, using (b) we have:

(16)
$$\begin{array}{cc}\hfill \mathrm{}& >\underset{n=1}{\overset{\mathrm{}}{}}\tau _n\mathrm{min}(1,nc_n)\hfill \\ & \underset{k=0}{\overset{\mathrm{}}{}}C^12^k\tau _{2^{k+1}}\mathrm{min}(1,2^kc_{2^{k+1}})\hfill \\ & \frac{1}{2C}\underset{k=0}{\overset{\mathrm{}}{}}2^k\tau _{2^{k+1}}\mathrm{min}(1,2^{k+1}c_{2^{k+1}}).\hfill \end{array}$$

Now, $`lim\; inf2^k\tau _{2^{k+1}}>0`$ by (a), and hence it follows that only finitely many of the $`\mathrm{min}(1,2^{k+1}c_{2^{k+1}})`$ can equal $`1`$ (since otherwise the right hand side of (16) would be infinite), so that except for at most finitely many values of $`k`$, we have $`\mathrm{min}(1,2^{k+1}c_{2^{k+1}})=2^{k+1}c_{2^{k+1}}`$. It thus follows from (16) and (b) that

$$\begin{array}{cc}\hfill \mathrm{}& >\frac{1}{2}\underset{k=0}{\overset{\mathrm{}}{}}2^{k+1}\tau _{2^{k+1}}2^{k+1}c_{2^{k+1}}\hfill \\ & \frac{1}{2C}\underset{k=0}{\overset{\mathrm{}}{}}\underset{j=0}{\overset{2^{k+1}1}{}}\tau _{j+2^{k+1}}\frac{j+2^{k+1}}{2}c_{j+2^{k+1}}\hfill \\ & =\frac{1}{4C}\underset{n=2}{\overset{\mathrm{}}{}}\tau _nnc_n,\hfill \end{array}$$

and the proof is complete. ∎

###### Lemma 2.

In the setting of Theorem 1, if the series $`\{\tau _n\}`$ satisfies Condition A, then condition (4) entails (i) and (ii).

###### Proof.

Assume (4) holds. Fix $`\epsilon >0`$ and any sequence of medians $`\mu _n`$ of the $`S_n`$. Let $`M`$ be as in condition (i). Then, it is easy to see that for $`nM`$ we have $`P(|S_n|\epsilon a_n)1/2`$. The convergence of $`_{nM}\tau _n`$ follows immediately from this and (4), and so condition (i) holds.

On the other hand, by (4) and the remark following the main theorem in , we have

$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _n\mathrm{min}(1,nP(|X_1|\epsilon a_n))<\mathrm{}$$

for all $`\epsilon >0`$. Condition (ii) follows immediately from this together with the fact that $`\{\tau _n\}`$ satisfies Condition A while $`\{a_n\}`$ is increasing. ∎

###### Lemma 3.

Suppose that $`\{\tau _n\}`$ and $`\{\rho _n\}`$ are positive and that $`\{b_n\}`$ is increasing and strictly positive. Let $`X`$ be any random variable. If there is a constant $`C(0,\mathrm{})`$ such that for all $`n2`$:

(17)
$$b_n^t\underset{k=n}{\overset{\mathrm{}}{}}\rho _kC\underset{k=1}{\overset{n1}{}}k\tau _k,$$

then

$$\underset{n=2}{\overset{\mathrm{}}{}}\rho _nE[|X|^t1_{\{|X|<b_n\}}]C\underset{n=1}{\overset{\mathrm{}}{}}n\tau _nP(|X|b_n).$$

###### Proof of Lemma 3.

Assume without loss of generality that $`b_1=0`$. Then, by Fubini’s theorem and (17):

$$\begin{array}{cc}\hfill \underset{n=2}{\overset{\mathrm{}}{}}\rho _nE[|X|^t1_{\{|X|<b_n\}}]& \underset{n=2}{\overset{\mathrm{}}{}}\rho _n\underset{k=1}{\overset{n}{}}b_k^tP(b_{k1}|X|<b_k)\hfill \\ & =\underset{k=2}{\overset{\mathrm{}}{}}P(b_{k1}|X|<b_k)b_k^t\underset{n=k}{\overset{\mathrm{}}{}}\rho _n\hfill \\ & C\underset{k=2}{\overset{\mathrm{}}{}}P(b_{k1}|X|<b_k)\underset{n=1}{\overset{k1}{}}n\tau _n\hfill \\ & =C\underset{n=1}{\overset{\mathrm{}}{}}n\tau _n\underset{k=n+1}{\overset{\mathrm{}}{}}P(b_{k1}|X|<b_k)\hfill \\ & =C\underset{n=1}{\overset{\mathrm{}}{}}n\tau _nP(|X|b_n).\hfill \end{array}$$

###### Lemma 4.

Suppose that $`\{\alpha _n\}`$ and $`\{\beta _n\}`$ are sequences in $`[0,1]`$, that $`\{\tau _n\}`$ is a positive sequence, and that $`r^+`$ is such that $`_{n=1}^{\mathrm{}}\tau _n|\alpha _n\beta _n|^r<\mathrm{}`$. If $`_{n=1}^{\mathrm{}}\tau _n\beta _n<\mathrm{}`$, then $`_{n=1}^{\mathrm{}}\tau _n\alpha _n^r<\mathrm{}`$.

###### Proof.

There is a polynomial $`p_r(x,y)`$ of degree $`r1`$ with coefficients depending only on $`r`$ such that $`(xy)^r=x^ryp_r(x,y)`$. Let $`c_r`$ be the maximum of $`p_r`$ over $`[0,1]^2`$. Then:

$$\mathrm{}>\underset{n=1}{\overset{\mathrm{}}{}}\tau _n|\alpha _n\beta _n|^r=\underset{n=1}{\overset{\mathrm{}}{}}\tau _n|\alpha _n^r\beta _np_r(\alpha _n,\beta _n)|\underset{n=1}{\overset{\mathrm{}}{}}\tau _n(\alpha _n^rc_r\beta _n).$$

If $`_{n=1}^{\mathrm{}}\tau _n\beta _n`$ converges, then it follows that $`_{n=1}^{\mathrm{}}\tau _n\alpha _n^r`$ also converges. ∎

###### Lemma 5.

Let $`\{\tau _n\}`$ be a positive sequence and let $`\{b_n\}`$ be a strictly positive increasing sequence for $`n1`$. Let $`X`$ be a random variable such that

(18)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nnP(|X|b_n)<\mathrm{}.$$

Fix $`\nu [0,\mathrm{})`$. Put $`T_k=_{n=1}^kn\tau _n`$. Suppose that there is a constant $`C(0,\mathrm{})`$ and a $`\theta [1,\mathrm{})`$ such that:

(19)
$$\frac{b_n^{\nu \theta }}{n^{\theta 1}}\underset{k=n}{\overset{\mathrm{}}{}}\frac{k^\theta \tau _k}{b_k^{\nu \theta }}CT_{n1},$$

for all $`n2`$, and

(20)
$$\frac{kb_n^\nu }{b_k^\nu }CT_{n1},$$

whenever $`kn2`$. Then:

$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _n\left(\frac{nE[|X|^\nu 1_{\{|X_1|<b_n\}}]}{b_n^\nu }\right)^\theta <\mathrm{}$$

The proof is based on methods of Klesov \[12, Proof of Theorem 4\].

###### Proof.

Set $`X^{(n)}=X1_{\{|X|<b_n\}}`$. Let $`b_0=0`$ and put $`t_n=E[|X^{(n)}|^\nu ]`$ for $`n0`$. Note that $`t_0=0`$. Put $`\delta _n=t_n^\theta t_{n1}^\theta `$ for $`n1`$. For convenience, let $`T_0=1`$; redefining $`C`$ if necessary, we may assume that (19) and (20) also hold for $`n=1`$. Then, since $`t_n^\theta =_{k=1}^n\delta _k`$, and using Fubini’s theorem and (19):

(21)
$$\begin{array}{cc}\hfill \underset{n=1}{\overset{\mathrm{}}{}}\tau _n\left(\frac{nE[|X^{(n)}|^\nu ]}{b_n^\nu }\right)^\theta & =\underset{n=1}{\overset{\mathrm{}}{}}\tau _n(nb_n^\nu )^\theta \underset{k=1}{\overset{n}{}}\delta _k\hfill \\ & =\underset{k=1}{\overset{\mathrm{}}{}}\delta _k\underset{n=k}{\overset{\mathrm{}}{}}\tau _n(nb_n^\nu )^\theta \hfill \\ & C\underset{k=1}{\overset{\mathrm{}}{}}\delta _kk^{\theta 1}b_k^{\nu \theta }T_{k1}.\hfill \end{array}$$

Let $`P_k=P(b_{k1}|X|<b_k)`$. Then, note that

(22)
$$\delta _kc(t_kt_{k1})t_k^{\theta 1}cP_kb_k^\nu t_k^{\theta 1},$$

where $`c`$ is a finite constant depending only on $`\theta `$ and such that $`x^\theta y^\theta c(xy)x^{\theta 1}`$ whenever $`0yx`$. Now, fix $`\mathrm{}^+`$. Let $`\rho _n=\mathrm{}/b_{\mathrm{}}^\nu `$ for $`n=\mathrm{}`$ and put $`\rho _n=0`$ for all other $`n`$. Observe that by (20) we have

(23)
$$b_n^\nu \underset{j=n}{\overset{\mathrm{}}{}}\rho _jCT_{n1},$$

for $`n\mathrm{}`$ and the same inequality trivially holds for $`n>\mathrm{}`$.

By Lemma 3 (with $`t=\nu `$) and (23), it follows that if $`\mathrm{}2`$ so that $`\rho _1=0`$, then then

$$\begin{array}{cc}\hfill \frac{lt_l}{b_l^\nu }& =\underset{n=1}{\overset{\mathrm{}}{}}\rho _nt_n=\underset{n=2}{\overset{\mathrm{}}{}}\rho _nE[|X^{(n)}|^\nu ]\hfill \\ & C\underset{n=1}{\overset{\mathrm{}}{}}n\tau _nP(|X|b_n)<\mathrm{},\hfill \end{array}$$

where the finiteness of the right hand side followed from (18). Thus, $`K\stackrel{\mathrm{def}}{=}sup_\mathrm{}1\mathrm{}t_{\mathrm{}}/b_{\mathrm{}}^\nu <\mathrm{}`$. Then, $`t_kKb_k^\nu /k`$, so that (22) yields:

$$\delta _kcK^{\theta 1}P_kb_k^\nu (b_k^\nu /k)^{\theta 1}=cK^{\theta 1}\frac{P_kb_k^{\nu \theta }}{k^{\theta 1}}.$$

Putting this into (21), and recalling that $`T_1=1`$, we see that:

$$\begin{array}{cc}\hfill \underset{n=1}{\overset{\mathrm{}}{}}\tau _n\left(\frac{nE[|X^{(n)}|^\nu ]}{b_n^\nu }\right)^\theta & CcK^{\theta 1}\underset{k=1}{\overset{\mathrm{}}{}}P_kT_{k1}\hfill \\ & =CcK^{\theta 1}(P_1+\underset{k=2}{\overset{\mathrm{}}{}}P_k\underset{n=1}{\overset{k1}{}}n\tau _n))\hfill \\ & =CcK^{\theta 1}\left(P_1+\underset{n=1}{\overset{\mathrm{}}{}}n\tau _n\underset{k=n+1}{\overset{\mathrm{}}{}}P_k\right)\hfill \\ & =CcK^{\theta 1}\left(P_1+\underset{n=1}{\overset{\mathrm{}}{}}n\tau _nP(|X|b_n)\right)<\mathrm{},\hfill \end{array}$$

by Fubini’s theorem and (18). ∎

The following version of the Hoffman-Jørgensen inequality  will be needed for the proof of Theorem 1 in the case $`\theta >1`$ and follows immediately from \[13, Lemma 2.2\].

###### Lemma 6.

Let $`X_1,\mathrm{},X_n`$ be independent symmetric random variables, and let $`S_n=X_1+\mathrm{}+X_n`$. Then for each $`r^+`$ there exist finite constants $`C_r`$ and $`D_r`$ such that for all $`\lambda 0`$ we have:

$$P(|S_n|\lambda )C_r\underset{k=1}{\overset{n}{}}P(|X_k|\lambda /(2r))+D_r[P(|S_n|\lambda /(2r))]^r.$$

Let $`\mathrm{\Phi }`$ be the distribution function of a (0,1) normal random variable.

###### Lemma 7.

Under the global conditions of Theorem 1, suppose that condition (ii) is satisfied and that $`X_1`$ is symmetric. Then, the following four conditions are equivalent:

1. $`_{n=1}^{\mathrm{}}\tau _nP(|S_n|\epsilon a_n)<\mathrm{}`$ for all $`\epsilon >0`$;
2. for all $`\gamma (0,1]`$ and $`\epsilon >0`$ we have $`_{n=1}^{\mathrm{}}\tau _n[1\mathrm{\Phi }(\gamma \epsilon a_n/(nT_{\epsilon ,n})^{1/2})]<\mathrm{}`$, where $`T_{\epsilon ,n}`$ is as in Theorem 1, and where $`\mathrm{\Phi }(t/0)=0`$ for all $`t>0`$;
3. there is an $`s1`$ such that for all $`\epsilon >0`$ we have $`_{n=1}^{\mathrm{}}\tau _n[1\mathrm{\Phi }(\epsilon a_n/(nT_{\epsilon ,n})^{1/2})]^s<\mathrm{}`$;
4. condition (iii) of Theorem 1 holds.

The equivalence of (a) and (b) will be the most difficult part to prove, and will involve a similar method of proof to that in , using a central limit theorem estimate in the present case due to Nagaev . In the case where $`\theta >1`$, we will also need the Hoffman-Jørgensen inequality based methods of Klesov \[12, Proof of Theorem 4\].

###### Proof of Lemma 7.

Note that:

(24)
$$1\mathrm{\Phi }(x)=\pi ^{1/2}x^1e^{x^2/2}(1O(x^2))$$

as $`x\mathrm{}`$. Thus:

(25)
$$1\mathrm{\Phi }(x)Ce^{x^2/2},$$

for all $`x0`$ and an absolute constant $`C`$.

First suppose (d) holds. Put $`\gamma ^{}=\gamma /2`$. Then, (d) implies that:

(26)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _ne^{(\gamma ^{}\epsilon )^2a_n^2/nT_{\gamma ^{}\epsilon ,n}}<\mathrm{},$$

for all $`\epsilon >0`$. Observe now that as $`\gamma ^{}<\gamma 1`$ and by definition of $`T_{\epsilon ,n}`$:

(27)
$$\begin{array}{cc}\hfill T_{\epsilon ,n}& T_{\epsilon \gamma ^{},n}+(\epsilon \gamma a_n)^2P(|X_1|\epsilon \gamma ^{}a_n)\hfill \\ & \mathrm{max}(2T_{\epsilon \gamma ^{},n},2(\epsilon \gamma a_n)^2P(|X_1|\epsilon \gamma ^{}a_n)).\hfill \end{array}$$

Then, by (25) and (27):

$$\begin{array}{cc}\hfill \underset{n=1}{\overset{\mathrm{}}{}}\tau _n& [1\mathrm{\Phi }(\gamma \epsilon a_n/(nT_{\epsilon ,n})^{1/2})]C\underset{n=1}{\overset{\mathrm{}}{}}\tau _ne^{\gamma ^2\epsilon ^2a_n^2/2nT_{\epsilon ,n}}\hfill \\ & C\mathrm{max}(\underset{n=1}{\overset{\mathrm{}}{}}\tau _ne^{\gamma ^2\epsilon ^2a_n^2/4nT_{\epsilon \gamma ^{},n}},\underset{n=1}{\overset{\mathrm{}}{}}\tau _ne^{1/4nP(|X_1|\epsilon \gamma ^{}a_n)}),\hfill \end{array}$$

where we use the convention that $`e^{1/0}=0`$. Now, the first sum on the right hand side here converges by (26) since $`\gamma ^2/4=(\gamma ^{})^2`$, while the second converges by the elementary inequality $`e^{1/x}x`$ valid for all $`x0`$, together with condition (ii) of Theorem 1. Hence, (d) implies (b).

The implication from (b) to (c) is trivial. Suppose now that (c) holds. Let $`u_{\delta ,n}=a_n/(nT_{\delta ,n})^{1/2}`$. Then,

(28)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _ne^{s\delta ^2u_{\delta ,n}^2}<\mathrm{},$$

for all $`\delta >0`$ by (c) and (24). Fix $`\epsilon >0`$ and let $`\delta =\epsilon /(2s)^{1/2}`$. Then, $`u_{\delta ,n}u_{\epsilon ,n}`$ and so

$$e^{s\delta ^2u_{\delta ,n}^2}e^{s\delta ^2u_{\epsilon ,n}^2}=e^{\epsilon ^2u_{\epsilon ,n}^2/2}.$$

Condition (d) then follows from this together with (24) and (28). Hence (c) implies (d), so that we have shown that $`\text{(d)}\text{(b)}\text{(c)}\text{(d)}`$.

All we now need to prove is the equivalence of (a) and (b). To do this, assume we are in the setting of Theorem 1 and that (ii) holds. Fix $`\epsilon >0`$. Let $`X_{k,n}(\epsilon )=X_k1_{\{|X_k|<\epsilon a_n\}}`$. Let $`S_n(\epsilon )=X_{1,n}(\epsilon )+\mathrm{}+X_{n,n}(\epsilon )`$. Set $`A_n(\epsilon )=_{k=1}^n\{X_kX_{k,n}(\epsilon )\}`$. Observe that $`S_n=S_n(\epsilon )`$ except possibly on $`A_n(\epsilon )`$, and that

(29)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(A_n(\epsilon ))\underset{n=1}{\overset{\mathrm{}}{}}n\tau _nP(|X_1|\epsilon a_n)<\mathrm{},$$

by (ii). It follows from (29) and from the equality of $`S_n`$ and $`S_n(\epsilon )`$ outside $`A_n(\epsilon )`$ that (a) holds if and only if

(30)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n(\epsilon )|\epsilon a_n)<\mathrm{},\epsilon >0.$$

We now need only show that (30) holds if and only if (b) holds, and we will be done. Note that $`T_{\epsilon ,n}=E[(X_{1,n}(\epsilon ))^2]`$. Fix $`\gamma >0`$ to be chosen later as needed. Then, since all the $`X_{k,n}(\epsilon )`$ and $`S_n(\epsilon )`$ have mean zero by symmetry, and since $`X_{1,n}(\epsilon ),\mathrm{},X_{n,n}(\epsilon )`$ are identically distributed for a fixed $`n`$, by Nagaev’s central limit theorem estimate \[16, Theorem 3\] we have:

$$\left|P(|S_n(\epsilon )|\gamma \epsilon a_n)2\left[1\mathrm{\Phi }\left(\frac{\gamma \epsilon a_n}{nT_{\epsilon ,n}^{1/2}}\right)\right]\right|cn\frac{E[|X_{1,n}(\epsilon )|^3]}{(\gamma \epsilon a_n)^3},$$

for an absolute constant $`c<\mathrm{}`$. Since the left hand side never exceeds $`1`$, it follows further that for a (possibly different) absolute constant $`c`$, we have:

(31)
$$\left|P(|S_n(\epsilon )|\gamma \epsilon a_n)2\left[1\mathrm{\Phi }\left(\frac{\gamma \epsilon a_n}{nT_{\epsilon ,n}^{1/2}}\right)\right]\right|c\mathrm{min}(1,n\frac{E[|X_{1,n}(\epsilon )|^3]}{(\gamma \epsilon a_n)^3}),$$

Observe that if (2) holds for some $`\theta `$, then it also holds for all greater values. We now have a quick proof if $`\theta =1`$. For then, by (31) (with $`\gamma =1`$) we can see that the equivalence of (b) and (30) would follow as soon as we could show that we have

(32)
$$\underset{n=1}{\overset{\mathrm{}}{}}n\tau _n\frac{E[|X_{1,n}(\epsilon )|^3]}{a_n^3}<\mathrm{}.$$

But (32) follows from the validity of (2) for $`\theta =1`$ and from condition (ii) of Theorem 1, by an application of Lemma 3 with $`\rho _n=n\tau _n/a_n^3`$, $`XX_1`$, $`t=3`$ and $`b_n=\epsilon a_n`$.

Suppose now we are working with $`\theta >1`$, so that (3) also holds. Let $`r`$ be an integer greater than or equal to $`\theta `$. I now claim that:

(33)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _n\left(\mathrm{min}(1,\frac{nE[|X_{1,n}(\epsilon )|^3]}{a_n^3})\right)^r<\mathrm{},\epsilon >0.$$

Suppose for now that this has been shown. If (a) holds, then as noted before, (30) does likewise. Letting $`\alpha _n=2[1\mathrm{\Phi }(\epsilon a_n/(nT_{\epsilon ,n})^{1/2}))]`$ and $`\beta _n=P(|S_n(\epsilon )|\epsilon a_n)`$, we see that by (30) together with (33) and (31) (with $`\gamma =1`$), we do have the conditions of Lemma 4 satisfied, so that $`_{n=1}^{\mathrm{}}\tau _n\alpha _n^r<\mathrm{}`$, and hence (c) follows, whence (b) follows by the already proved equivalence of (b), (c) and (d).

Conversely, suppose (b) holds. This time letting $`\beta _n=2[1\mathrm{\Phi }(\gamma \epsilon a_n/(nT_{\epsilon ,n})^{1/2}))]`$ and $`\alpha _n=P(|S_n(\epsilon )|\gamma \epsilon a_n)`$, using (b), together with (31), (33) and Lemma 4, we see that $`_{n=1}^{\mathrm{}}\tau _n\alpha _n^r<\mathrm{}`$, i.e.,

(34)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _n[P(|S_n(\epsilon )|\gamma \epsilon a_n)]^r<\mathrm{}.$$

Let $`\gamma =(2r)^1`$. By the Hoffman-Jørgensen inequality (Lemma 6), we have:

$$\begin{array}{cc}\hfill \underset{n=1}{\overset{\mathrm{}}{}}& \tau _nP(|S_n(\epsilon )|\epsilon a_n)\hfill \\ & C_r\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|X_n(\epsilon )|\gamma \epsilon a_n)+D_r\underset{n=1}{\overset{\mathrm{}}{}}\tau _n[P(|S_n(\epsilon )|\gamma \epsilon a_n)]^r.\hfill \end{array}$$

It is easy to see that the first sum on the right hand side is no greater than $`_{n=1}^{\mathrm{}}\tau _nP(A_n(\gamma \epsilon ))`$, which converges by (29), and the second converges by (34). Hence, (30) follows, and as already shown this implies (a).

Hence, all we need to show is that (33) holds. Changing finitely many values of $`a_n`$ and $`\tau _n`$, we may assume that (2) holds for all $`n2`$, and that (3) gives:

(35)
$$\underset{kn}{sup}\frac{ka_n^3}{a_k^3}C^{}\underset{k=1}{\overset{n1}{}}n\tau _n,$$

for all $`n2`$ and a finite $`C^{}`$. We can now apply Lemma 5 with $`\nu =3`$, $`b_n=\epsilon a_n`$, and $`XX_1`$, using the assumed condition (ii) of Theorem 1 to guarantee (18), and getting (19) and (20) (with an appropriately chosen constant) from (2) and (35) (which hold for all $`n2`$ by assumption), respectively. The Lemma then yields (33) since $`r\theta >1`$, and the proof is complete. ∎

###### Proof of Theorem 1.

Let $`\alpha _1,\alpha _2,\mathrm{}`$ be a sequence of independent Bernoulli random variables with $`P(\alpha _n=1)=P(\alpha _n=1)=\frac{1}{2}`$, and with the sequence independent of $`\{X_n\}_{n=1}^{\mathrm{}}`$. Let $`X_n^{}=\alpha _nX_n`$, and put $`S_n^{}=X_1^{}+\mathrm{}+X_n^{}`$. Note that the primed variables are symmetric.

Suppose first that (4) holds and $`\{\tau _n\}`$ satisfies Condition A. By Lemma 2 we have (i) and (ii) holding. It remains to show that (iii) holds. But, if (4) holds, it likewise holds with $`S_n^{}`$ in place of $`S_n`$, as can be seen by conditioning on the $`\{\alpha _k\}_{k=1}^{\mathrm{}}`$ and using \[15, Corollary 5\]. But then by the implication $`\text{(a)}\text{(d)}`$ of Lemma 7 applied to the primed variables (which are symmetric) it follows that (iii) holds with $`X_1^{}`$ in place of $`X_1`$. But (iii) holding for $`X_1^{}`$ is equivalent to it holding for $`X_1`$, and so (iii) follows.

Conversely, suppose (i), (ii) and (iii) hold. Evidently (ii) and (iii) will also hold with $`X_1^{}`$ in place of $`X_1`$. Hence by the implication $`\text{(d)}\text{(a)}`$ of Lemma 7 as applied to the primed variables we have

(36)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n^{}|\epsilon a_n)<\mathrm{},\epsilon >0.$$

Now, for any random variable $`Y`$, let $`Y^s=Y\stackrel{~}{Y}`$ be the symmetrization of $`Y`$, where $`\stackrel{~}{Y}`$ is an independent copy of $`Y`$. We shall choose symmetrizations in such a way that $`X_1^s,X_2^s,\mathrm{}`$ are independent and $`S_n^s=X_1^s+\mathrm{}+X_n^s`$ for all $`n`$. Now, since

$$\begin{array}{cc}\hfill P(|X_k^s|\lambda )& P(|X_k|\lambda /2)+P(|\stackrel{~}{X}_k|\lambda /2)\hfill \\ & =2P(|2X_k|\lambda )=2P(|2X_k^{}|\lambda ),\hfill \end{array}$$

for all $`\lambda 0`$, it follows from \[20, Theorem 1\] that there is an absolute constant $`c>0`$ such that

$$P(|S_n^s|\lambda )cP(|2S_n^{}|\lambda /c)$$

for all $`\lambda 0`$. By (36) it then follows that

$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n^s|\epsilon a_n)<\mathrm{},\epsilon >0.$$

By standard symmetrization inequalities \[14, §17.1.A\] it follows that

(37)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n\mu _n|\epsilon a_n)<\mathrm{},\epsilon >0,$$

where $`\mu _n`$ is the median of $`S_n`$ occurring in (i). Now, for any $`\epsilon >0`$ we have

(38)
$$\begin{array}{c}\underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n|\epsilon a_n)\hfill \\ \hfill \underset{n=1}{\overset{\mathrm{}}{}}\tau _nP(|S_n\mu _n|\epsilon a_n/2)+\underset{n=1}{\overset{\mathrm{}}{}}\tau _n1_{\{|\mu _n|>\epsilon a_n/2\}}.\end{array}$$

By condition (i), the second sum converges, and by (37), so does the first, and hence (4) follows. ∎

###### Proof of Theorem 2.

Assume condition (ii) of Theorem 1 holds. Fix $`\epsilon >0`$. Changing a finite number of values of $`\tau _n`$ and $`a_n`$ and using (5) and (6) will let us assume that if we let $`b_n=\epsilon a_n`$ and $`\nu =2`$, then conditions (19) and (20) of Lemma 5 will be verified for an appropriate constant. Applying that Lemma and using condition (ii) of Theorem 1 shows that:

(39)
$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _nna_n^2T_{\epsilon ,n}<\mathrm{},$$

where $`T_{\epsilon ,n}`$ is as in Theorem 1(iii). Now, using the elementary inequality $`e^{1/x}c_\theta x^\theta `$ which is valid for all $`x0`$ where $`c_\theta `$ is a constant depending only on $`\theta >0`$, we see that (39) entails that

$$\underset{n=1}{\overset{\mathrm{}}{}}\tau _ne^{\epsilon ^2a_n^2/(nT_{\epsilon ,n})}<\mathrm{},$$

and so (iii) is true. ∎

###### Proof of Lemma 1.

Let $`a_n=(n\mathrm{log}n)^{1/2}`$ for $`n2`$. Assume the conditions of the Lemma hold. Without loss of generality $`E[X_1]=0`$. Let $`Y_n=X_11_{\{|X_1|a_n\}}`$. Observe that Condition (b) of Corollary 4 implies that

(40)
$$\underset{n=2}{\overset{\mathrm{}}{}}P(|X_1|>a_n)<\mathrm{}.$$

We now need the fact that in order to prove that $`S_n/a_n0`$ in probability, given the fact that the $`X_k`$ are identically distributed and with mean zero, all we need to show is that (40) holds as well as that

(41)
$$\underset{n\mathrm{}}{lim}\frac{nE[Y_n^2]}{a_n^2}0$$

and

(42)
$$\underset{n\mathrm{}}{lim}\frac{nE[Y_n]}{a_n}0.$$

To see this fact, let $`\xi _{n,k}=X_k/a_n`$ and $`m_{n,k}=0`$ in the setting of \[5, p. 105\] (there $`m_{n,k}`$ is supposed to be a median of $`\xi _{n,k}`$, but the proof in the direction we need does not use this fact), and note that (40)–(42) together with the assumption that $`E[X_1]=0`$ (which assumption implies that $`E[X_11_{\{|X_1|>1}]=E[Y_1]`$) and the proof in \[5, p. 106\] yield the convergence in probability of $`(S_nnE[Y_n])/a_n`$ to zero, which in turn implies the convergence in probability of $`S_n/a_n`$ to zero by (42).

Since as already noted, Condition (b) of Corollary 4 implies (40), we need only prove (41) and (42). First, observe that for $`n2`$ we have:

(43)
$$\begin{array}{cc}\hfill \frac{nE[Y_n^2]}{a_n^2}& =(\mathrm{log}n)^1E[X_1^21_{\{|X_1|a_n\}}]\hfill \\ & =E\left[\frac{X_1^2}{\mathrm{log}^+X_1}\frac{1_{\{|X_1|a_n\}}\mathrm{log}^+X_1}{\mathrm{log}n}\right].\hfill \end{array}$$

Let

$$W_n=\frac{X_1^2}{\mathrm{log}^+X_1}\frac{1_{\{|X_1|a_n\}}\mathrm{log}^+X_1}{\mathrm{log}n}.$$

Observe that

$$0W_nc\frac{X_1^2}{\mathrm{log}^+X_1},$$

where $`c=sup_{n2}(\mathrm{log}^+a_n)/(\mathrm{log}n)<\mathrm{}`$. But $`X_1^2/\mathrm{log}^+X_1`$ is in $`L^1`$, while $`W_n0`$ pointwise as $`n\mathrm{}`$, so that by dominated convergence it follows that $`E[W_n]0`$ as $`n\mathrm{}`$ and hence (41) follows from (43).

Now, to prove (42), let $`U_n=X_1Y_n`$. Observe that $`E[U_n]=E[Y_n]`$ since $`E[X_1]=0`$. Hence, we only need to show that $`a_n^1nE[U_n]0`$. Now, since $`|U_n|a_n`$ whenever $`U_n0`$ and as $`x^1\mathrm{log}^+x`$ is decreasing in $`x>0`$, we have (using the convention that $`(0^2/\mathrm{log}^+|0|)(\mathrm{log}^+|0|)/|0|=0`$):

$$\begin{array}{cc}\hfill a_n^1nE[|U_n|]& =a_n^1nE[(U_n^2/\mathrm{log}^+|U_n|)(\mathrm{log}^+|U_n|)/|U_n|]\hfill \\ & a_n^1nE[(U_n^2/\mathrm{log}^+|U_n|)(\mathrm{log}^+a_n)/a_n]\hfill \\ & =(\mathrm{log}^+a_n)na_n^2E[(U_n^2/\mathrm{log}^+U_n)]0,\hfill \end{array}$$

since $`(\mathrm{log}^+a_n)na_n^2`$ is bounded while $`E[(U_n^2/\mathrm{log}^+U_n)]0`$ by dominated convergence, as $`U_n0`$ almost surely and $`U_n^2/\mathrm{log}^+U_nX_1^2/\mathrm{log}^+X_1`$, while $`X_1^2/\mathrm{log}^+X_1L^1`$ by Condition (b) of Corollary 4. ∎

## Acknowledgments

The author is most grateful for a number of interesting e-mail conversations on these topics with Professors Aurel Spătaru and Stephen Montgomery-Smith. In particular, the author is very grateful to Professor Montgomery-Smith for permission to use his Example 1, and to Professor Spătaru for a number of useful comments on earlier versions of this paper, including pointing out several errors. The author also expresses his gratitude for a very careful reading to two referees, and thanks for pointing out a number of errors in earlier drafts.


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# Free expansion of a Bose-Einstein condensate in a 1D optical lattice

## Abstract

We have experimentally investigated the free expansion of a Bose-Einstein condensate in an array of two-dimensional traps created by a one-dimensional optical lattice. If the condensate held in a magnetic trap is loaded adiabatically into the lattice, the increase in chemical potential due to the additional periodic potential is reflected in the expansion of the condensate after switching off the magnetic trap. We have calculated the chemical potential from measurements of the transverse expansion of the condensate as a function of the lattice parameters.

The properties of Bose-Einstein condensates (BECs) in lower-dimensional trapping potentials have recently attracted increasing interest. Both theoretical and experimental investigations have been aimed at studying the differences between 1D  and 2D traps  with regard to the static and dynamic behaviour of BECs in such potentials. A thorough understanding of these properties is important as a prerequisite for predicting, e.g., the evolution of a BEC loaded into 1D and 2D wave-guides. Condensates in 2D and 1D have been realized in magnetic traps starting from a 3D situation by changing the aspect ratio of the trap and the number of atoms in the condensate . In order to realize a 1D condensate, optical dipole traps have been used to achieve the necessary asymmetry between the trapping frequencies . Similarly, 2D condensates can be created in an array of pancake-shaped traps provided by the periodic potential of a 1D optical lattice . For large lattice depths, i.e. in the tight-binding regime, the trapping frequencies along the lattice direction exceed those of the magnetic trap by orders of magnitude and the 1D lattice hence represents an array of 2D traps in which the motion along the direction of the array is frozen. Recently, Pedri et al.  have calculated the variation in chemical potential when the depth of the periodic potential is increased.

In this paper, we report on experiments with magnetically trapped BECs loaded into a one-dimensional optical lattice and subsequently allowed to expand freely inside the lattice. After the creation of an array of 2D traps within the 1D optical lattice, the magnetic trap is suddenly switched off. The condensate is then free to expand in the radial directions whilst still being confined in the lattice direction. The measured expansion allowed us to infer the chemical potential and to test its dependence on the lattice parameters.

Our experimental setup for creating Bose-Einstein condensates of rubidium atoms and loading these into 1D optical lattices has been described in detail elsewhere . Briefly, we obtain BECs of $`13\times 10^4`$ rubidium atoms inside a triaxial TOP-trap which are then loaded into a 1D optical lattice created by two independently controllable, linearly polarized Gaussian laser beams of wave-vector $`k`$ and waist $`w=1.8\mathrm{mm}`$, detuned by $`2540\mathrm{GHz}`$ from the rubidium resonance line and propagating at an angle $`\theta `$ with respect to each other. The lattice constant $`d`$ of the resulting one-dimensional periodic potential is then given by $`d=\pi /(k\mathrm{sin}(\theta /2)),`$ and in the following we shall express the lattice depth $`U_0`$ in units of a re-scaled lattice recoil energy $`E_{rec}=\mathrm{}^2\pi ^2/(2md^2)`$  corresponding to the respective lattice spacing $`d`$. In our setup we could realize both a horizontal lattice with $`d=1.56\mu \mathrm{m}`$ and a vertical lattice with $`d=1.2\mu \mathrm{m}`$. In the vertical case, after switching off the magnetic trap we accelerated the lattice downwards with an acceleration $`a=9.81\mathrm{m}\mathrm{s}^2`$ by chirping the frequency difference between the lattice beams in order to compensate gravity in the rest frame of the lattice. Apart from the different lattice spacing, the vertical and horizontal cases were, therefore, equivalent.

In order to load the condensate into the optical lattice, after adiabatically reducing the mean magnetic trap frequency $`\overline{\omega }_{trap}`$ to the desired value we linearly increased the lattice depth from $`0`$ to $`U_0`$ in a time $`t_{ramp}=150\mathrm{ms}`$. Since typically the chemical potentials $`\mu _0`$ of our condensates in traps with frequencies $`\overline{\omega }_{trap}/2\pi 2070\mathrm{Hz}`$ lie between $`50\mathrm{Hz}`$ and $`200\mathrm{Hz}`$, the adiabaticity condition  $`t_{ramp}>h/\mu _0`$ was satisfied even for small chemical potentials. After that, only the magnetic trap was switched off and the condensate was imaged after a variable time $`t_{exp}`$ of free expansion inside the optical lattice. The effect of a deep lattice on the free expansion is clearly evident in the condensate images of Fig. 1 and in the measurements of the condensate dimensions along ($`\rho _{||}`$) and perpendicular to the lattice direction ($`\rho _{}`$) shown in Fig. 2 ($`\rho _{||,}`$ denoting the $`e^1`$ half-width of a Gaussian fit to the density profile): Whilst in the lattice direction the condensate does not expand at all, the expansion in the direction perpendicular to the lattice is noticeably enhanced with respect to the expansion of the condensate in the absence of the optical lattice. The lack of expansion in the lattice direction reflects the fact that the condensate has effectively been split up into several smaller condensates confined in the individual lattice wells, whereas the enhanced expansion in the perpendicular direction is explained by the increase in the chemical potential when the lattice is ramped up.

Taking into account the periodic potential, Pedri et al. have calculated  that in the limit of large lattice depth ($`U_0E_{rec}`$) and assuming that the Thomas-Fermi approximation is always valid in the radial direction, the (local) chemical potential $`\mu _k`$ of well $`k`$ is given by

$$\mu _k=\frac{1}{2}m\omega _{||}^2d^2(k_m^2k^2),$$
(1)
where $`\omega _{||}`$ is the magnetic trap frequency in the lattice direction (similarly, $`\omega _{}`$ will indicate the trap frequency along the (observable) orthogonal direction). The well number $`k`$ ranges from $`0`$ to the maximum $`k_m`$ given by

$$k_m=\left(\frac{2\mathrm{}\overline{\omega }_{trap}}{m\omega _{||}^2d^2}\right)^{1/2}\left(\frac{15}{8\sqrt{\pi }}N\frac{a_s}{a_{ho}}\frac{d}{\sigma _{||}}\right)^{1/5},$$
(2)
where $`N`$ is the total number of condensate atoms, $`a_{ho}=\sqrt{\mathrm{}/(m\overline{\omega }})`$ the harmonic oscillator length, $`a_s`$ is the $`s`$-wave scattering length and $`\sigma _{||}`$ is the width along the lattice direction of a Gaussian wavepacket in a single lattice well. We calculated $`\sigma _{||}`$ by using a variational ansatz with a Gaussian wavefunction . The total number of wells is given by $`n=2k_m+1`$. For the central well with $`k=0`$, the (local) chemical potential is

$$\mu _{k=0}=\left(\frac{\pi }{2}\right)^{1/5}\left(\frac{U_0}{E_{rec}}\right)^{1/10}\mu _0,$$
(3)
where $`\mu _0`$ is the chemical potential in the absence of the lattice. We have checked that considering only the central well for the perpendicular width reproduces to within a small error ($`<1\%`$) the result of a fit to the envelope of all lattice wells.

We modeled the expansion of the condensate in the presence of the 1D lattice using the equations derived in  with a slight modification along the lines of Ref. : In the ansatz leading to the differential equation of  for the scaling factor $`\lambda _{||}(t=t_{exp})=\rho _{||}(t=t_{exp})/\rho _{||}(t=0)`$ along the lattice direction we replaced the atomic mass $`m`$ by the effective mass $`m^{}(U_0)`$, introduced in  in analogy with a solid state physics approach, as derived from a band structure calculation for a periodic potential of depth $`U_0`$. As can be seen in Figs. 2 and 3, taking into account the variation of $`\mu _{k=0}`$ with $`U_0`$ this model reproduces well our experimental data for the perpendicular expansion of the condensate (the theoretical plots are corrected for the $`5\mu \mathrm{m}`$ resolution of our imaging system). For the lattice direction, this approach gives the correct result for deep lattices ($`U_0E_{rec}`$) and reproduces reasonably well the qualitative behaviour in the intermediate regime ($`0<U_0<5E_{rec}`$). We find, however, that the experimental expansion along the lattice direction is considerably less than the theoretical prediction. We have checked that taking into account the finite momentum spread of the condensate when calculating the effective mass only leads to a correction on the percent level and thus cannot explain the deviation of our experimental data from the numerical calculations neglecting mean field corrections. This might indicate that there are effects such as self-trapping  due to the mean-field interaction that further reduce the expansion in the lattice direction.

For the perpendicular direction we have included in Fig. 3 the results of a numerical simulation without taking into account the variation of the chemical potential with the lattice depth, i.e using $`\mu _0`$ instead of $`\mu _{k=0}`$ of Eqn. 4. Clearly, the resulting increase in perpendicular size is much less than what we observe experimentally and is related to the different re-distribution of mean-field energy when the degree of freedom in the lattice direction is frozen out. We have checked that the variation in lattice depth during the time-of-flight of up to $`23\mathrm{ms}`$ in the Gaussian beam profile (during which time the condensate drops by up to $`2.6\mathrm{mm}`$) does not affect the final widths. In fact, the mean-field explosion (during which mean-field energy is converted into kinetic energy) occurs during the first few milliseconds (equivalent to $`<100\mu \mathrm{m}`$ of free fall), after which the confinement along the lattice direction is almost perfect as long as the local lattice depth is larger than a few recoil energies.

We could also directly deduce from our data the dependence of the chemical potential on $`U_0`$ by calculating $`\mu _{k=0}`$ from the initial perpendicular size $`\rho _{}(t=0)`$ of the condensate in the presence of the lattice inferred from the size $`\rho _{}(t=t_{exp})`$ measured after an expansion time $`t_{exp}`$ and the ratio $`\lambda _{}(t=t_{exp})/\lambda _{}(t=0)`$ of the scale factor $`\lambda _{}(t)`$. The chemical potential was then given by

$$\mu _{k=0}=\frac{1}{2}m\omega _{}^2\rho _{}^2(t=0).$$
(4)
In Fig. 4 we plot the ratio $`\mu _{k=0}/\mu _0`$ between the chemical potential as measured from the expansion of the condensate in the optical lattice and the chemical potential $`\mu _0`$ in the magnetic trap alone. Agreement with Eqn. 3 is very good.

We have also checked the dependence of $`\mu _{k=0}`$ on the number of atoms $`N`$ in the condensate. As $`N`$ is varied by cutting into the (almost pure) condensate during the final stage of the RF evaporation, for a deep lattice the size of the condensate after a time-of-flight increases considerably in the perpendicular direction when $`N`$ increases, as expected from the variation in chemical potential (see Fig. 5 (a)). In the lattice direction, however, the increase in size shows a weaker dependence on $`N`$ than expected. For $`N>2\times 10^4`$, $`\rho _{||}`$ even starts to decrease with increasing condensate number. Consequently, the aspect ratio $`\rho _{}/\rho _{||}`$ increases with $`N`$ (see Fig. 5) rather than remaining constant as theoretically predicted. This behaviour suggests that the condensate width in the lattice direction does not fully reflect the change in chemical potential. When $`N`$ gets large, mean-field effects might become important in the dynamics of the condensate expansion, as mentioned above, and non-linear effects like self-trapping might reduce the observed width $`\rho _{||}`$.

Finally, we note here that in the limit of large lattice depths, our experiments effectively realize an adiabatic transformation between a 3D condensate and an array of 2D condensates. The condition $`\mu _{3D}<\mathrm{}\omega _{lat}`$ of Ref.  (where $`\omega _{lat}=2(E_{rec}/\mathrm{})\sqrt{U_0/E_{rec}}`$ is the harmonic approximation for the oscillation frequency in a lattice well) for the condensates in each well to be in the 2D limit is always satisfied for the small number of atoms in a single well ($`10^3`$) present in our experiment. For an array of 2D condensates obtained by creating the condensate in the combined potential of the harmonic trap and the lattice, Burger et al.  have shown that in the case of their cigar-shaped condensate (with the long axis along the lattice direction), the transition temperature $`T_c^{2D}`$ in the presence of the lattice is significantly lower than $`T_c^{3D}`$ in the 3D case (i.e. in the magnetic trap without the lattice). Calculating the critical temperature $`T_c^{2D}`$ along the same lines for our system, we find that $`T_c^{2D}T_c^{3D}`$ due to the larger number of atoms per lattice site in our geometry, and hence we expect no significant change in the condensate fraction in the presence of the lattice. In fact, experimentally we even find a consistently larger condensate fraction after ramping up the lattice. This result indicates that, with an appropriate choice of parameters, a 1D optical lattice could be used to investigate adiabatic transformations between 3D and 2D condensates which could, e.g., be exploited to create condensates from thermal clouds by changing the dimensionality of the system, similarly to the change in the shape of the potentials in Refs  for other geometries.

In summary, we have studied the free expansion of a Bose-Einstein condensate in a one-dimensional optical lattice. When increasing the lattice depth, an increase in the chemical potential of the condensate was measured, in agreement with a recent theoretical calculation . The expansion along the lattice direction, though, seems to be strongly reduced in the regime of intermediate lattice depth, necessitating a more thorough theoretical treatment taking into account mean-field effects in the dynamics after the magnetic trap is switched off. Furthermore, the possibility of adiabatically changing the dimensionality between a 3D trap and an array of 2D traps should, with appropriate experimental parameters, represent a way to reach quantum degeneracy by adding a periodic potential to a harmonic trap. The improved characterization of the behaviour of condensates in optical lattices is important with regard to adiabaticity criteria when a condensate is transferred into a periodic potential that could, e.g., be used to implement a neutral atom quantum computer.

The authors would like to thank S. Stringari, Y. Castin and W.D. Phillips for stimulating discussions. This work was supported by the MURST (PRIN2000 Initiative), the INFM (Progetto di Ricerca Avanzata ‘Photonmatter’), and by the the EU through the Cold Quantum Gases Network, Contract No. HPRN-CT-2000-00125. O.M. gratefully acknowledges a Marie Curie Fellowship from the EU within the IHP Programme.


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# 1 Introduction

## 1 Introduction

AdS/CFT correspondence  and proposed dS/CFT correspondence (for recent study see refs. and references therein) provided quite deep motivation to study AdS and dS black hole thermodynamical properties, respectively. The additional related motivation comes from the brane-world approach. It is quite well-known that five-dimensional AdS Einstein gravity gives the description of dual four-dimensional CFT in the leading order of large $`N`$ approximation. Higher derivative gravity is natural framework to investigate the non-perturbative properties of dual CFT in next-to-leading order. The study of AdS and dS black holes in five-dimensional classical higher derivative gravity  demonstrated the possibility of negative entropy black holes . This is quite unusual situation which is not typical in Einstein gravity. It is caused mainly by consideration of the higher derivative terms coefficients on the equal footing with gravitational constant.

From the thermodynamical point of view the objects with negative entropy are not physical ones and they should not occur. Hence, it is expected that there should be some mechanism to suppress the appearence of such objects. Currently, one can provide the following points of view to resolve this problem.

1. Superstring/M-theory compactifications should predict the physical values of the higher derivative terms coefficients in the gravitational action. Presumably, the corresponding values are such that region of parameters admitting negative entropy black holes is never realized in physical world. This point of view was suggested in ref.. However, so far there is no explicit realization of realistic compactified theory.

2. Quantum higher derivative gravity which is renormalizable in four dimensions (for review, see ) is famous due to non-unitarity problem. This may indicate that higher derivative terms should be accounted only at microscopic QG scale. In other words, strange classical effects of higher derivative gravity should be suppressed quantum mechanically.

3. The negative entropy black holes may indicate to the breaking of some physical picture. For example, the appearence of such objects may indicate to the possibility of some new sort of phase transition (say, between de Sitter and Anti-de Sitter black holes ). If so, some manifestation of such phase transition should be seen in dual CFT description. Moreover, negative entropy black hole solutions should not be stable. Finally, the resolution may lie in the combination of above points.

The purpose of this work is to study the thermodynamics (entropy, free energy, mass) of five-dimensional AdS and dS black holes in sufficiently simple model of higher derivative gravity. Nevertheless, such model admits the realization of negative entropy black holes. We explicitly show that negative entropy black holes are not stable. The FRW equations of motion of time (space)-like branes in SAdS or SdS black holes are considered. The study of dual CFT shows that when BH entropy is zero, the brane CFT energy is also zero. The Cardy-Verlinde formula for (A)dS BHs is presented..

## 2 (Anti)-de Sitter Black Hole thermodynamics

In attempt to understand the thermodynamics of (A)dS BHs let us first present the short review of such objects in Einstein gravity. The 5-dimensional Einstein gravity action is given by,

$$S=d^5x\sqrt{g}\left\{\frac{1}{\kappa ^2}R\mathrm{\Lambda }\right\}.$$
(1)
When $`\mathrm{\Lambda }`$ is negative, the Schwarzschild anti-de Sitter (SAdS) spacetime is a solution of the Einstein equation:

$$ds_{\mathrm{Einstein}}^2=\mathrm{e}^{2\rho }dt^2+\mathrm{e}^{2\rho }dr^2+r^2g_{ij}dx^idx^j,\mathrm{e}^{2\rho }=\frac{k}{2}\frac{\mu _{\mathrm{AdS}}}{r^2}+\frac{r^2}{l_{\mathrm{AdS}}^2}.$$
(2)
Here $`g_{ij}`$ is the metric of the 3-dimensional Einstein manifold, where the Ricci curvature $`R_{ij}`$ satisfies the relation $`R_{ij}=kg_{ij}`$. The case of $`k=2`$ corresponds to the unit sphere, $`k=2`$ to the unit hyperboloid and, as a special case, $`k=0`$ to the flat space. The length parameter $`l_{\mathrm{AdS}}`$ is

$$l_{\mathrm{AdS}}^2=\frac{\kappa ^2\mathrm{\Lambda }}{12}.$$
(3)
On the other hand, when $`\mathrm{\Lambda }`$ is positive, the Schwarzschild- de Sitter (SdS) spacetime is a solution:

$$ds_{\mathrm{Einstein}}^2=\mathrm{e}^{2\rho }dt^2+\mathrm{e}^{2\rho }dr^2+r^2d\mathrm{\Omega }_3^2,\mathrm{e}^{2\rho }=1\frac{\mu _{\mathrm{dS}}}{r^2}\frac{r^2}{l_{\mathrm{dS}}^2}.$$
(4)
Here $`d\mathrm{\Omega }_3^2`$ is the metric of the unit 3-dimensional sphere. The length parameter is given by

$$l_{\mathrm{dS}}^2=l_{\mathrm{AdS}}^2=\frac{\kappa ^2\mathrm{\Lambda }}{12}.$$
(5)
There is a black hole horizon at

$$r^2=r_{\mathrm{AdS}\mathrm{bh}}^2\frac{\frac{k}{2}l_{\mathrm{AdS}}^2+\sqrt{l_{\mathrm{AdS}}^4\left(\frac{k}{2}\right)^2+4\mu _{\mathrm{AdS}}l_{\mathrm{AdS}}^2}}{2}$$
(6)
for the SAdS spacetime and

$$r^2=r_{\mathrm{dS}\mathrm{bh}}^2\frac{l_{\mathrm{dS}}^2\sqrt{l_{\mathrm{dS}}^44\mu _{\mathrm{dS}}l_{\mathrm{dS}}^2}}{2}$$
(7)
for the SdS spacetime. For the Schwarzschild-dS spacetime there is also cosmological horizon at

$$r^2=r_{\mathrm{csm}}^2\frac{l_{\mathrm{dS}}^2+\sqrt{l_{\mathrm{dS}}^44\mu _{\mathrm{dS}}l_{\mathrm{dS}}^2}}{2}.$$
(8)
Then the corresponding Hawking temperatures are given by

$`T_{\mathrm{AdS}\mathrm{bh}}={\displaystyle \frac{k}{4\pi r_{\mathrm{AdS}\mathrm{bh}}}}+{\displaystyle \frac{r_{\mathrm{AdS}\mathrm{BH}}}{\pi l_{\mathrm{AdS}}^2}}`$ (9)
for the SAdS spacetime and

$$T_{\mathrm{dS}\mathrm{bh},\mathrm{csm}}=\left|\frac{\mu _{\mathrm{dS}}}{2\pi r_{\mathrm{dS}\mathrm{bh},\mathrm{csm}}^3}\frac{r_{\mathrm{dS}\mathrm{bh},\mathrm{csm}}}{2\pi l_{\mathrm{dS}}^2}\right|=\frac{\sqrt{l_{\mathrm{dS}}^44\mu _{\mathrm{dS}}l_{\mathrm{dS}}^2}}{2\pi l_{\mathrm{dS}}^2r_{\mathrm{dS}\mathrm{bh},\mathrm{csm}}}$$
(10)
for the SdS spacetime. In , the mass $`M`$ of the black hole has been evaluated by using the surface counterterms method. One can regard the mass as the thermodynamical energy. Then

$$E_{\mathrm{AdS}}=\frac{3l_{\mathrm{AdS}}^2V_3}{16\kappa ^2}\left(k^2+\frac{16\mu _{\mathrm{AdS}}}{l_{\mathrm{AdS}}^2}\right)$$
(11)
for the SAdS spacetime. Here $`V_3`$ is a volume of 3d surface with unit radius. When the surface is 3d sphere one has $`k=2`$ and $`V_3=2\pi ^2`$. On the other hand, for the SdS spacetime, one obtains

$$E_{\mathrm{dS}}=\frac{3\pi ^2l_{\mathrm{dS}}^2}{2\kappa ^2}\frac{6\pi ^2\mu _{\mathrm{dS}}}{\kappa ^2},$$
(12)
which corresponds to $`k=2`$ and $`V_3=2\pi ^2`$ case. The parts independent of $`\mu _{\mathrm{AdS},\mathrm{dS}}`$ in (11) and (12) could be regarded as the Casimir energy of the bulk spacetime. Using the thermodynamical relation $`d𝒮=\frac{dE}{T}`$, we find the entropy

$$𝒮_{\mathrm{AdS}}=\frac{dE}{T_{\mathrm{AdS}\mathrm{bh}}}=\frac{4V_3\pi r_{\mathrm{AdS}\mathrm{bh}}^3}{\kappa ^2}+𝒮_0^{\mathrm{AdS}}.$$
(13)
for the SAdS spacetime. Here $`S_0^{\mathrm{AdS}}`$ is a constant of the integration. If one requires that the entropy should vanish for the pure AdS with $`\mu _{\mathrm{AdS}}=r_{\mathrm{AdS}\mathrm{bh}}=0`$, one arrives at $`S_0^{\mathrm{AdS}}=0`$. It is funny that if the gravitational constant would be negative, then the entropy also would be negative.

On the other hand, when the spacetime is asymptotically dS, we have

$$𝒮_{\mathrm{dS}}=\frac{4V_3\pi r_{\mathrm{csm}}^3}{\kappa ^2}+𝒮_0^{\mathrm{dS}}.$$
(14)
Here $`S_0^{\mathrm{dS}}`$ is a constant of the integration, again. When the spacetime is asymptotically de Sitter, the integration constant $`𝒮_0^{\mathrm{dS}}`$ may be determined by requiring that the entropy $`𝒮_{\mathrm{dS}}`$ should vanish in the Nariai limit $`r_{\mathrm{dS}\mathrm{bh},\mathrm{csm}}^2\frac{l_{\mathrm{dS}}^2}{2}`$:

$$S_0^{\mathrm{dS}}=\frac{2V_3\pi l_{\mathrm{dS}}^3}{\sqrt{2}\kappa ^2}$$
(15)
Now, one can construct the same BHs in higher derivative gravity.

General action of $`D=d+1`$ dimensional $`R^2`$-gravity with cosmological constant is:

$$S=d^{d+1}x\sqrt{G}\left\{aR^2+bR_{\mu \nu }R^{\mu \nu }+cR_{\mu \nu \xi \sigma }R^{\mu \nu \xi \sigma }+\frac{1}{\kappa ^2}R\mathrm{\Lambda }\right\}.$$
(16)
When $`c=0`$ which is the case under consideration, Schwarzschild-(anti) de Sitter space is an exact solution:

$`ds^2`$ $`=`$ $`G_{\mu \nu }dx^\mu dx^\nu `$
$`=`$ $`\mathrm{e}^{2\rho _0}dt^2+\mathrm{e}^{2\rho _0}dr^2+r^2{\displaystyle \underset{i,j}{\overset{d1}{}}}g_{ij}dx^idx^j,`$
$`\mathrm{e}^{2\rho }`$ $`=`$ $`{\displaystyle \frac{1}{r^{d2}}}\left(\mu _{\mathrm{AdS}}+{\displaystyle \frac{kr^{d2}}{d2}}+{\displaystyle \frac{r^d}{l_{\mathrm{AdS}}^2}}\right).`$ (17)
The curvatures have the following form:

$$R=\frac{d(d+1)}{l_{\mathrm{AdS}}^2},R_{\mu \nu }=\frac{d}{l_{\mathrm{AdS}}^2}G_{\mu \nu }.$$
(18)
In (2), $`\mu _{\mathrm{AdS}}`$ is the parameter corresponding to mass and the length parameter $`l_{\mathrm{AdS}}`$ is found by solving the following equation:

$$0=\frac{d^2(d+1)(d3)a}{l_{\mathrm{AdS}}^4}+\frac{d^2(d3)b}{l_{\mathrm{AdS}}^4}\frac{d(d1)}{\kappa ^2l_{\mathrm{AdS}}^2}\mathrm{\Lambda }.$$

We also assume $`g_{ij}`$ corresponds to the Einstein manifold, again. When $`l_{\mathrm{AdS}}^2`$ is positive(negative), the spacetime is asymptotically anti-de Sitter (de Sitter). In the following, we concentrate on the case of $`d=4`$. Then Eq.(2) can be rewritten in the following form:

$`0`$ $`=`$ $`l_{\mathrm{AdS}}^4+{\displaystyle \frac{12l_{\mathrm{AdS}}^2}{\kappa ^2\mathrm{\Lambda }}}{\displaystyle \frac{80a+16b}{\mathrm{\Lambda }}}`$ (19)
$`=`$ $`\left(l_{\mathrm{AdS}}^2+{\displaystyle \frac{5}{\kappa ^2\mathrm{\Lambda }}}\right)^2{\displaystyle \frac{36}{\kappa ^4\mathrm{\Lambda }^2}}{\displaystyle \frac{80a+16b}{\mathrm{\Lambda }}}.`$
Therefore if and only if

$$\frac{36}{\kappa ^4\mathrm{\Lambda }^2}+\frac{80a+16b}{\mathrm{\Lambda }}0,$$
(20)
there are (real) solutions:

$$\frac{1}{l_{\mathrm{AdS}}^2}=\frac{\frac{6}{\kappa ^2}\pm \sqrt{\frac{36}{\kappa ^4}+\mathrm{\Lambda }(80a+16b)}}{80a+16b}.$$
(21)
Eq.(19) tells that the signs of solution $`l_{\mathrm{AdS}}^2`$ depend on the signs of $`\kappa ^2\mathrm{\Lambda }`$ and $`\frac{80a+16b}{\mathrm{\Lambda }}`$.

1. When $`80a+16b>0`$ and $`\mathrm{\Lambda }>0`$ or $`80a+16b<0`$ and $`\mathrm{\Lambda }<0`$, one solution for $`l_{\mathrm{AdS}}^2`$ (19) is positive but another is negative. Therefore there are two kinds of solution, the asymptotically AdS spacetime is first solution and another one is de Sitter space.
2. When $`80a+16b>0`$ and $`\mathrm{\Lambda }<0`$, both of two solutions for $`l_{\mathrm{AdS}}^2`$ (19) are positive. Therefore these solutions correspond to anti-de Sitter space.
3. When $`80a+16b<0`$ and $`\mathrm{\Lambda }>0`$, both of two solutions for $`l_{\mathrm{AdS}}^2=l_{\mathrm{dS}}^2`$ (19) are negative. Therefore these solutions correspond to de Sitter space.

Since there always appear two solutions, we now investigate the entropy. The entropy can be obtained by regarding the black hole mass as the thermodynamical mass. The thermodynamical mass is again obtained by using the surface counterterms method . If the spacetime is asymptotically anti-de Sitter, the $`(t,t)`$ component of the surface energy momentum tensor has the following form for general $`R^2`$-gravity

$$T^{tt}=\frac{3}{4l_{\mathrm{AdS}}r^6}\left(\frac{1}{\kappa ^2}\frac{40a}{l_{\mathrm{AdS}}^2}\frac{8b}{l_{\mathrm{AdS}}^2}\frac{4c}{l_{\mathrm{AdS}}^2}\right).$$
(22)
The black hole mass $`M`$ can be evaluated at the 3d surface where $`t`$ is a constant:

$$M=𝑑x^3\sqrt{\stackrel{~}{g}}r^3\mathrm{e}^\nu T^{tt}\left(\xi _t\right)^2.$$
(23)
Here $`\zeta ^\mu `$ is a unit vector parallel with the time coordinate $`t`$ and therefore $`\zeta ^t=\mathrm{e}^\nu `$ ($`\zeta _t=\mathrm{e}^\nu `$) and $`\zeta ^\mu =\zeta _\mu =0`$ ($`\mu t`$). Note $`\sqrt{\stackrel{~}{g}}\mathrm{e}^\nu =\sqrt{detg_{mn}}`$. Then for the asymptotically AdS spacetime

$$M_{\mathrm{AdS}}=E_{\mathrm{AdS}}=\frac{3l_{\mathrm{AdS}}^2V_3}{16}\left(\frac{1}{\kappa ^2}\frac{40a}{l_{\mathrm{AdS}}^2}\frac{8b}{l_{\mathrm{AdS}}^2}\frac{4c}{l_{\mathrm{AdS}}^2}\right)\left(k^2+\frac{16\mu _{\mathrm{AdS}}}{l_{\mathrm{AdS}}^2}\right)$$
(24)
When $`c=0`$, in a way similar to the Einstein gravity case, we can obtain the expression for the entropy considering $`M`$ as a thermodynamical energy. When the spacetime is asymptotically anti-de Sitter, the entropy is given by

$$𝒮_{\mathrm{AdS}}=\frac{V_3\pi r_{\mathrm{AdS}\mathrm{bh}}^3}{2}\left(\frac{8}{\kappa ^2}\frac{320a+64b}{l_{\mathrm{AdS}}^2}\right)+𝒮_0^{\mathrm{AdS}}.$$
(25)
Here $`S_0^{\mathrm{AdS}}`$ is a constant of the integration. If we assume that the entropy should vanish in the pure AdS, we have $`S_0^{\mathrm{AdS}}=0`$. On the other hand, when the spacetime is asymptotically dS, one has the following expressions for the thermodynamical energy

$$M_{\mathrm{dS}}=E_{\mathrm{dS}}=\frac{3l_{\mathrm{dS}}^2V_3}{16}\left(\frac{1}{\kappa ^2}+\frac{40a}{l_{\mathrm{dS}}^2}+\frac{8b}{l_{\mathrm{dS}}^2}+\frac{4c}{l_{\mathrm{dS}}^2}\right)\left(4\frac{16\mu _{\mathrm{dS}}}{l_{\mathrm{dS}}^2}\right)$$
(26)
and the entropy for $`c=0`$ case,

$$𝒮_{\mathrm{dS}}=\frac{V_3\pi r_{\mathrm{dS}\mathrm{csm}}^3}{2}\left(\frac{8}{\kappa ^2}+\frac{320a+64b}{l_{\mathrm{dS}}^2}\right)+𝒮_0^{\mathrm{dS}}.$$
(27)
Here $`l_{\mathrm{dS}}^2=l_{\mathrm{AdS}}^2`$. Since the horizon radius $`r_{\mathrm{csm}}`$ corresponds to the cosmological horizon, $`r_{\mathrm{dS}\mathrm{csm}}^2=l_{\mathrm{dS}}^2`$ for pure de Sitter space. When the spacetime is asymptotically de Sitter, the integration constant $`𝒮_0^{\mathrm{dS}}`$ may be again determined by requiring that the entropy $`𝒮_{\mathrm{dS}}`$ should vanish in the Nariai limit:

$$S_0^{\mathrm{dS}}=\frac{V_3\pi l_{\mathrm{dS}}^3}{4\sqrt{2}}\left(\frac{8}{\kappa ^2}+\frac{320a+64b}{l_{\mathrm{dS}}^2}\right)$$
(28)
Substituting the solution (21), we find

$$𝒮_{\mathrm{AdS},\mathrm{dS}}=\frac{V_3\pi r_{\mathrm{AdS}\mathrm{bh},\mathrm{dS}\mathrm{csm}}^3}{2}\left(\frac{16}{\kappa ^2}\sqrt{\frac{36}{\kappa ^4}+\mathrm{\Lambda }(80a+16b)}\right)+𝒮_0^{\mathrm{AdS},\mathrm{dS}}.$$
(29)
Since the entropy should be positive, the lower sign in (21) or (29) should be chosen. Furthermore the condition that the entropy corresponding to the lower sign is really positive is

$$\frac{20}{\kappa ^4\mathrm{\Lambda }^2}+\frac{80a+16b}{\mathrm{\Lambda }}0.$$
(30)
In case that there are both of solutions which have positive entropy and negative one, the solution corresponding to negative entropy is unstable. The next interesting quantity is the free energy $`F`$. By using the thermodynamical relation $`F=ET𝒮`$, one obtains the following expression for the asymptotically AdS spacetime case:

$`F_{\mathrm{AdS}}`$ $`=`$ $`V_3\left({\displaystyle \frac{1}{\kappa ^2}}{\displaystyle \frac{40a+8b}{l_{\mathrm{AdS}}^2}}\right)\left({\displaystyle \frac{r_{\mathrm{AdS}\mathrm{bh}}^4}{l_{\mathrm{AdS}}^2}}{\displaystyle \frac{k}{2}}r_{\mathrm{AdS}\mathrm{bh}}^2{\displaystyle \frac{3l_{\mathrm{AdS}}^2k^2}{16}}\right)`$ (31)
$`\left({\displaystyle \frac{r_{\mathrm{AdS}\mathrm{bh}}}{\pi l_{\mathrm{AdS}}^2}}+{\displaystyle \frac{k}{4\pi r_{\mathrm{AdS}\mathrm{bh}}}}\right)𝒮_0^{\mathrm{AdS}}`$
from (6), (9), (24) and (25). On the other hand, for the asymptotically dS spacetime case, using (8), (10), (26) and (27) one gets

$`F_{\mathrm{dS}}`$ $`=`$ $`V_3({\displaystyle \frac{1}{\kappa ^2}}+{\displaystyle \frac{40a+8b}{l_{\mathrm{dS}}^2}})({\displaystyle \frac{r_{\mathrm{dS}\mathrm{csm}}^4}{l_{\mathrm{dS}}^2}}+r_{\mathrm{dS}\mathrm{csm}}^2{\displaystyle \frac{3l_{\mathrm{dS}}^2}{4}}`$ (32)
$`{\displaystyle \frac{\sqrt{2}l_{\mathrm{dS}}}{r_{\mathrm{dS}\mathrm{csm}}}}(r_{\mathrm{dS}\mathrm{csm}}^2{\displaystyle \frac{l_{\mathrm{dS}}^2}{2}})).`$
Then when the entropy vanishes, that is, $`\frac{1}{\kappa ^2}\frac{40a+8b}{l_{\mathrm{AdS}}^2}=0`$ (for $`S_0^{\mathrm{AdS}}=0`$ case) or $`\frac{1}{\kappa ^2}+\frac{40a+8b}{l_{\mathrm{dS}}^2}`$, the free energy also vanishes. Then the negative entropy solution corresponds not to the minimum but to the maximum of the free energy. In the path integral formulation, the free energy corresponds to the product of the temperature and the action $`S`$ with the minus sign: $`F=TS`$. Therefore the minus entropy corresponds to the minimum of the action. Therefore, this consideration indicates that the solution with negative entropy is instable.

Let us evaluate the action by substituting the classical solution (18) into the expression (16) with $`d+1=5`$. We first consider about the de Sitter case before AdS case. Then

$`S_{\mathrm{dS}}`$ $`=`$ $`V_3{\displaystyle _0^\beta }𝑑t{\displaystyle _{r_{\mathrm{dS}\mathrm{bh}}}^{r_{\mathrm{dS}\mathrm{csm}}}}𝑑rr^3\left({\displaystyle \frac{400a+80b}{l_{\mathrm{dS}}^4}}+{\displaystyle \frac{20}{\kappa ^2l_{\mathrm{dS}}^2}}\mathrm{\Lambda }\right)`$ (33)
$`=`$ $`2\beta V_3\left(r_{\mathrm{dS}\mathrm{csm}}^4r_{\mathrm{dS}\mathrm{bh}}^4\right)\left({\displaystyle \frac{40a+8b}{l_{\mathrm{dS}}^4}}+{\displaystyle \frac{1}{\kappa ^2l_{\mathrm{dS}}^2}}\right)`$
$`=`$ $`2\beta V_3\left(2r_{\mathrm{dS}\mathrm{csm}}^2l_{\mathrm{dS}}^2\right)\left({\displaystyle \frac{1}{\kappa ^2}}+{\displaystyle \frac{40a+8b}{l_{\mathrm{dS}}^2}}\right).`$
Here $`\beta `$ is the period of the time coordinate. In the second line, Eq.(2) with $`d=4`$ and $`l_{\mathrm{AdS}}^2=l_{\mathrm{dS}}^2`$ is used. In the last line, Eqs.(7) and (8) are used. The action (33) surely vanishes when the entropy vanishes $`\left(\left(\frac{1}{\kappa ^2}+\frac{40a+8b}{l_{\mathrm{dS}}^2}\right)=0\right)`$. Since $`2r_{\mathrm{dS}\mathrm{csm}}^2l_{\mathrm{dS}}^2>0`$, the action is positive (negative) when the entropy is positive (negative) (the sign in front of the action has been chosen so that the partition function $`Z`$ is given by $`Z\mathrm{e}^S`$). Therefore the solution with negative entropy should be really instable.

In case that the spacetime is asymptotically anti-de Sitter, the action itself diverges due to the infinite volume of the AdS. In order to regularize the action, we cut off the spacetime at $`r=r_{\mathrm{max}}`$ and put the surface counterterms there:

$`S_b`$ $`=`$ $`S_b^{(1)}+S_b^{(2)}`$
$`S_b^{(1)}`$ $`=`$ $`{\displaystyle }d^4x\sqrt{g}[4a_\mu n^\mu A+2b(n_\mu n_\nu _\sigma n^\sigma +_\mu n_\nu )B^{\mu \nu }`$
$`+8cn_\mu n_\nu _\tau n_\sigma C^{\mu \tau \nu \sigma }+{\displaystyle \frac{2}{\kappa ^2}}_\mu n^\mu ]`$
$`S_b^{(2)}`$ $`=`$ $`{\displaystyle d^4x\sqrt{g_{(4)}}\left(\eta _1+\eta _2R_{(4)}\right)}.`$ (34)
Here $`g_{(4)}`$ is the metric induced on the boundary and $`R_{(4)}`$ is the scalar curvature given by $`g_{(4)}`$. $`n^\mu `$ is the normal outward unit vector to the boundary surface. $`\eta _1`$ and $`\eta _2`$ are constants given by

$$\eta _1=\frac{6}{l_{\mathrm{AdS}}}\left(\frac{1}{\kappa ^2}\frac{40a+8b}{l_{\mathrm{AdS}}^2}\right),\eta _2=kl_{\mathrm{AdS}}\left(\frac{1}{\kappa ^2}\frac{40a+8b}{l_{\mathrm{AdS}}^2}\right).$$
(35)
Then the actions have the following forms:

$`S_{\mathrm{AdS}}`$ $`=`$ $`2\beta V_3\left(r_{\mathrm{max}}^4r_{\mathrm{AdS}\mathrm{bh}}^4\right)\left({\displaystyle \frac{1}{\kappa ^2l_{\mathrm{AdS}}^2}}{\displaystyle \frac{40a+8b}{l_{\mathrm{AdS}}^4}}\right),`$ (36)
$`S_b`$ $`=`$ $`\beta V_3\mathrm{e}^{\nu (r_{\mathrm{max}})}\left({\displaystyle \frac{1}{\kappa ^2l_{\mathrm{AdS}}^2}}{\displaystyle \frac{40a+8b}{l_{\mathrm{AdS}}^4}}\right)r_{\mathrm{max}}^3`$ (37)
$`\times \left(2_\mu n^\mu +{\displaystyle \frac{6}{l_{\mathrm{AdS}}}}+kl_{\mathrm{AdS}}R_{(4)}\right).`$
Then total action including the surface counterterms vanishes again when the entropy vanishes $`\left(\left(\frac{1}{\kappa ^2}\frac{40a+8b}{l_{\mathrm{AdS}}^2}\right)=0\right)`$.

The obtained results are summarized in Figure 1: The parameters region outside the curve $`\mathrm{\Lambda }(80a+16b)+\frac{36}{\kappa ^4}=0`$ is presumably forbidden since $`l_{\mathrm{AdS}}^2`$ becomes complex number there. (Nevertheless, in principle there is possibility of realization of real well-defined four-dimensional brane even in the situation when 5d bulk space has complex curvature). In the region between two curves, $`\mathrm{\Lambda }(80a+16b)+\frac{20}{\kappa ^4}=0`$ and $`\mathrm{\Lambda }(80a+16b)+\frac{36}{\kappa ^4}=0`$, the entropy is always negative. As it follows from the action principle these regions are not realistic as corresponding solutions are not stable. Asymptotically anti-de Sitter (de Sitter) spacetime with $`l_{\mathrm{AdS}}^2>0`$ ($`l_{\mathrm{AdS}}^2<0`$) can appear as a solution of Eq.(19) even if $`\mathrm{\Lambda }>0`$ ($`\mathrm{\Lambda }<0`$). These solutions have always negative entropy and again are not stable as it was shown above. As a result, as in the Einstein theory, the anti-de Sitter (de Sitter) spacetime corresponds to the negative (positive) $`\mathrm{\Lambda }`$.

## 3 The brane motion and dual CFTs

Having in mind AdS/CFT and dS/CFT correspondence, one can investigate the structure in Fig.1 from the dual CFT side. For this purpose, we consider the motion of the brane in the Schwarzschild-AdS or dS black hole spacetime. We call that the brane is time (space)-like if the vector normal to the brane is space (time)-like. We now assume the brane exists at $`r=\stackrel{~}{a}(\tau )`$, where $`\tau `$ is the proper time on the brane. Then the Hubble “constant” $`H`$ is defined by

$$H=\frac{1}{\stackrel{~}{a}}\frac{d\stackrel{~}{a}}{d\tau },$$
(38)
the motion of the time-like brane obeys the following equation

$$H^2=\frac{1}{l_{\mathrm{dS},\mathrm{AdS}}^2}\frac{\mathrm{e}^{2\rho \left(r=\stackrel{~}{a}(\tau )\right)}}{\stackrel{~}{a}^2},$$
(39)
and that of the space-like brane obeys

$$H^2=\frac{1}{l_{\mathrm{dS},\mathrm{AdS}}^2}+\frac{\mathrm{e}^{2\rho \left(r=\stackrel{~}{a}(\tau )\right)}}{\stackrel{~}{a}^2}.$$
(40)
Then in case of the SAdS background (2), one obtains

$`H^2={\displaystyle \frac{k}{2\stackrel{~}{a}^2}}+{\displaystyle \frac{\mu _{\mathrm{AdS}}}{\stackrel{~}{a}^4}}\text{(for the time-like brane)}`$
$`\text{or}H^2={\displaystyle \frac{2}{l_{\mathrm{AdS}}^2}}+{\displaystyle \frac{k}{2\stackrel{~}{a}^2}}{\displaystyle \frac{\mu _{\mathrm{AdS}}}{\stackrel{~}{a}^4}}\text{(for the space-like brane)},`$ (41)
and in case of the SdS background (4)

$`H^2={\displaystyle \frac{2}{l_{\mathrm{dS}}^2}}{\displaystyle \frac{1}{\stackrel{~}{a}^2}}+{\displaystyle \frac{\mu _{\mathrm{dS}}}{\stackrel{~}{a}^4}}\text{(for the time-like brane)}`$
$`\text{or}H^2={\displaystyle \frac{1}{\stackrel{~}{a}^2}}{\displaystyle \frac{\mu _{\mathrm{dS}}}{\stackrel{~}{a}^4}}\text{(for the space-like brane)}.`$ (42)
The above equations can be rewritten in the form of the FRW equation:

$`H^2={\displaystyle \frac{k}{2\stackrel{~}{a}^2}}+{\displaystyle \frac{\kappa _4^2}{6}}{\displaystyle \frac{\stackrel{~}{E}_{\mathrm{AdS}}}{V}}\text{(for the time-like brane)}`$
$`\text{or}H^2={\displaystyle \frac{2}{l_{\mathrm{AdS}}^2}}+{\displaystyle \frac{k}{2\stackrel{~}{a}^2}}{\displaystyle \frac{\kappa _4^2}{6}}{\displaystyle \frac{\stackrel{~}{E}_{\mathrm{AdS}}}{V}}\text{(for the space-like brane)},`$
$`\stackrel{~}{E}_{\mathrm{AdS}}={\displaystyle \frac{6\mu _{\mathrm{AdS}}V_3}{\kappa _4^2\stackrel{~}{a}}},V=\stackrel{~}{a}^3V_3`$ (43)
for the brane in SAdS and

$`H^2={\displaystyle \frac{2}{l_{\mathrm{dS}}^2}}{\displaystyle \frac{1}{\stackrel{~}{a}^2}}+{\displaystyle \frac{\kappa _4^2}{6}}{\displaystyle \frac{\stackrel{~}{E}_{\mathrm{dS}}}{V}}\text{(for the time-like brane)}`$
$`\text{or}H^2={\displaystyle \frac{1}{\stackrel{~}{a}^2}}{\displaystyle \frac{\kappa _4^2}{6}}{\displaystyle \frac{\stackrel{~}{E}_{\mathrm{dS}}}{V}}\text{(for the space-like brane)},`$
$`\stackrel{~}{E}_{\mathrm{dS}}={\displaystyle \frac{6\mu _{\mathrm{dS}}V_3}{\kappa _4^2\stackrel{~}{a}}},`$ (44)
for the brane in SdS. Here $`V_3`$ is the volume of the three–dimensional sphere with unit radius and $`\kappa _4`$ is the four–dimensional gravitational coupling. Usual choice for effective gravitational constant in higher derivative gravity is

$`{\displaystyle \frac{1}{\kappa _4^2}}={\displaystyle \frac{1}{\stackrel{~}{\kappa }_{\mathrm{AdS}}^2}}{\displaystyle \frac{l_{\mathrm{AdS}}}{2}}\left({\displaystyle \frac{1}{\kappa ^2}}{\displaystyle \frac{40a}{l_{\mathrm{AdS}}^2}}{\displaystyle \frac{8b}{l_{\mathrm{AdS}}^2}}\right)`$
$`\text{or}{\displaystyle \frac{1}{\kappa _4^2}}={\displaystyle \frac{1}{\stackrel{~}{\kappa }_{\mathrm{dS}}^2}}{\displaystyle \frac{l_{\mathrm{dS}}}{2}}\left({\displaystyle \frac{1}{\kappa ^2}}+{\displaystyle \frac{40a}{l_{\mathrm{dS}}^2}}+{\displaystyle \frac{8b}{l_{\mathrm{dS}}^2}}\right),`$ (45)
but Eq.(3) can be a convention at this stage. The motion of the brane itself does not depend on the explicit definition of $`\kappa _4^2`$. Then even if the black hole entropy vanishes at $`\frac{1}{\kappa ^2}\frac{40a}{l_{\mathrm{AdS}}^2}\frac{8b}{l_{\mathrm{AdS}}^2}=0`$ or $`\frac{1}{\kappa ^2}+\frac{40a}{l_{\mathrm{dS}}^2}+\frac{8b}{l_{\mathrm{dS}}^2}=0`$, the motion of the brane is not singular.

By differentiating Eqs.(3) and (3), we obtain the second FRW equation:

$$\dot{H}=\frac{\kappa _4^2}{4}\left(\frac{\stackrel{~}{E}_{\mathrm{dS},\mathrm{AdS}}}{V}+p_{\mathrm{dS},\mathrm{AdS}}\right)\pm \frac{k}{2\stackrel{~}{a}^2},p_{\mathrm{dS},\mathrm{AdS}}=\frac{2\mu _{\mathrm{dS},\mathrm{AdS}}}{\stackrel{~}{a}^4\kappa _4^2}.$$
(46)
Here $`k=2`$ for the bulk dS and the upper sign corresponds to the time-like brane and the lower sign to the space-like brane. Since $`3p_{\mathrm{dS},\mathrm{AdS}}=\stackrel{~}{E}_{\mathrm{dS},\mathrm{AdS}}/V`$, the trace of the energy-stress tensor arising from the matter on the brane vanishes, i.e., $`T_{}^{\mathrm{matter}\mu }{}_{\mu }{}^{}=0`$. Thus, the matter on the brane can be regarded as radiation or, equivalently, as massless fields. In other words, dual field theory on the brane should be a conformal theory.

We now compare the brane energy $`\stackrel{~}{E}_{\mathrm{AdS}}`$ or $`\stackrel{~}{E}_{\mathrm{dS}}`$ (3) or (3) with the 5d black hole mass (24) or (26). In case of the bulk AdS, if one subtracts the bulk Casimir energy

$$E_{\mathrm{AdS}\mathrm{C}}=\frac{3l_{\mathrm{AdS}}^2V_3}{16}\left(\frac{1}{\kappa ^2}\frac{40a}{l_{\mathrm{AdS}}^2}\frac{8b}{l_{\mathrm{AdS}}^2}\right)k^2=\frac{3l_{\mathrm{AdS}}V_3}{8}\frac{k^2}{\stackrel{~}{\kappa }_{\mathrm{AdS}}^2},$$
(47)
from the black hole mass, one gets

$$E_{\mathrm{AdS}}E_{\mathrm{AdS}\mathrm{C}}=\frac{l_{\mathrm{AdS}}}{\stackrel{~}{a}}\frac{\kappa _4^2}{\stackrel{~}{\kappa }_{\mathrm{AdS}}^2}\stackrel{~}{E}_{\mathrm{AdS}}.$$
(48)
Since $`E_{\mathrm{AdS}\mathrm{C}}`$ is independent of the parameters characterizing the black hole, for example, of the radius of the black hole horizon, $`E_{\mathrm{AdS}\mathrm{C}}`$ would be proper characteristic of the background where the black hole lies. Therefore one can regard that $`E_{\mathrm{AdS}\mathrm{C}}`$ should be a Casimir energy of AdS. Since the ratio of the time on the brane with the bulk time is given by $`\frac{l_{\mathrm{AdS}}}{\stackrel{~}{a}}`$ when the radius of the brane is large, it would be consistent the following choice $`\kappa _4^2=\stackrel{~}{\kappa }_{\mathrm{AdS}}^2`$. Then when the black hole entropy vanishes at $`\frac{1}{\kappa ^2}\frac{40a}{l_{\mathrm{AdS}}^2}\frac{8b}{l_{\mathrm{AdS}}^2}=0`$, the energy of the CFT on the brane also vanishes. And if the entropy is negative, the energy is also negative. In the following, we choose $`\kappa _4^2=\stackrel{~}{\kappa }_{\mathrm{AdS}}^2`$ for the case that the spacetime is asymptotically AdS.

On the other hand, in case of the bulk dS, even if we subtract the bulk Casimir energy

$$E_{\mathrm{dS}\mathrm{C}}=\frac{3l_{\mathrm{dS}}^2V_3}{4}\left(\frac{1}{\kappa ^2}+\frac{40a}{l_{\mathrm{dS}}^2}+\frac{8b}{l_{\mathrm{dS}}^2}\right)=\frac{3l_{\mathrm{dS}}V_3}{2}\frac{1}{\stackrel{~}{\kappa }_{\mathrm{AdS}}^2},$$
(49)
from the black hole mass, we find

$$E_{\mathrm{dS}}E_{\mathrm{dS}\mathrm{C}}=\frac{l_{\mathrm{dS}}}{\stackrel{~}{a}}\frac{\kappa _4^2}{\stackrel{~}{\kappa }_{\mathrm{dS}}^2}\stackrel{~}{E}_{\mathrm{dS}}.$$
(50)
Therefore there is a difference in sign. Then we should not identify the energy of the CFT on the brane with $`\stackrel{~}{E}_{\mathrm{dS}}`$ but with

$$\widehat{E}_{\mathrm{dS}}\stackrel{~}{E}_{\mathrm{dS}}.$$
(51)
For this choice, we may choose $`\kappa _4^2=\stackrel{~}{\kappa }_{\mathrm{dS}}^2`$. Then when the black hole entropy vanishes at $`\frac{1}{\kappa ^2}+\frac{40a}{l_{\mathrm{dS}}^2}+\frac{8b}{l_{\mathrm{dS}}^2}=0`$, the energy of dual CFT on the brane also vanishes. When the entropy is positive (negative), the energy is also positive (negative). In the following, we choose $`\kappa _4^2=\stackrel{~}{\kappa }_{\mathrm{dS}}^2`$ for the bulk dS.

In case of the bulk AdS, one assumes that the total entropy $`𝒮_{\mathrm{AdS}}`$ of the CFT on the brane is given by Eq. (25) with $`𝒮_0^{\mathrm{AdS}}=0`$. Then if this entropy is constant during the cosmological evolution, the entropy density $`s_{\mathrm{AdS}}`$ is given by

$$s_{\mathrm{AdS}}=\frac{𝒮_{\mathrm{AdS}}}{\stackrel{~}{a}^3V_3}=\frac{8\pi r_{\mathrm{AdS}\mathrm{bh}}^3}{l_{\mathrm{AdS}}\stackrel{~}{\kappa }_{\mathrm{AdS}}^2\stackrel{~}{a}^3}.$$
(52)
If we further assume that the brane temperature $`T`$ differs from the Hawking temperature $`T_{\mathrm{AdS}\mathrm{bh}}`$ (9) (the expression does not change for the $`R^2`$-gravity with $`c=0`$) by the factor $`l_{\mathrm{AdS}}/\stackrel{~}{a}`$, one finds

$$T=\frac{l_{\mathrm{AdS}}}{\stackrel{~}{a}}T_{\mathrm{AdS}\mathrm{bh}}=\frac{r_{\mathrm{AdS}\mathrm{bh}}}{\pi \stackrel{~}{a}l_{\mathrm{AdS}}}+\frac{kl_{\mathrm{AdS}}}{4\pi \stackrel{~}{a}r_{\mathrm{AdS}\mathrm{bh}}}$$
(53)
and, when $`\stackrel{~}{a}=r_{\mathrm{AdS}\mathrm{bh}}`$, this implies that

$$T=\frac{1}{\pi l_{\mathrm{AdS}}}+\frac{k}{4\pi r_{\mathrm{AdS}\mathrm{bh}}^2}.$$
(54)
If the energy and entropy are purely extensive, the quantity $`\stackrel{~}{E}_{\mathrm{AdS}}+p_{\mathrm{AdS}}VT𝒮_{\mathrm{AdS}}`$ vanishes. In general, this condition does not hold and one can define the CFT Casimir energy $`\stackrel{~}{E}_{\mathrm{AdS}\mathrm{C}}`$ (we should distinguish it with the bulk Casimir energy (47)) as

$$\stackrel{~}{E}_{\mathrm{AdS}\mathrm{C}}=3\left(\stackrel{~}{E}_{\mathrm{AdS}}+p_{\mathrm{AdS}}VT𝒮_{\mathrm{AdS}}\right).$$
(55)
Then

$$\stackrel{~}{E}_{\mathrm{AdS}\mathrm{C}}=\frac{6kr_{\mathrm{AdS}\mathrm{bh}}^2V}{\kappa _4^2\stackrel{~}{a}^4}=\frac{6kr_{\mathrm{AdS}\mathrm{bh}}^2V_3}{\kappa _4^2\stackrel{~}{a}}.$$
(56)
If the black hole entropy vanishes at $`\frac{2}{l_{\mathrm{AdS}}\kappa _4^2}=\frac{2}{l_{\mathrm{AdS}}\stackrel{~}{\kappa }_{\mathrm{AdS}}^2}=\frac{1}{\kappa ^2}\frac{40a}{l_{\mathrm{AdS}}^2}\frac{8b}{l_{\mathrm{AdS}}^2}=0`$, the Casimir energy of the CFT on the brane also vanishes. Furthermore, when the black hole entropy is negative, the Casimir energy is negative (positive) if $`k>0`$ ($`k<0`$). When $`k0`$, we also find that

$$𝒮_{\mathrm{AdS}}^2=\left(\frac{4\pi \stackrel{~}{a}}{3\sqrt{|2k|}}\right)^2\stackrel{~}{E}_{\mathrm{AdS}\mathrm{C}}\left(2\stackrel{~}{E}_{\mathrm{AdS}}\stackrel{~}{E}_{\mathrm{AdS}\mathrm{C}}\right).$$
(57)
This is the form of Cardy-Verlinde formula in AdS higher derivative gravity under consideration.

In case that the bulk is dS, the above arguments should be modified. First one needs to assume that the total entropy of the CFT on the brane is not given by Eq. (27) but by the black hole (not cosmological) horizon area

$$𝒮_{\mathrm{dS}}^p=\frac{8\pi r_{\mathrm{dS}\mathrm{bh}}^3V_3}{l_{\mathrm{dS}}\stackrel{~}{\kappa }_{\mathrm{dS}}^2}.$$
(58)
We also assume that the temperature $`T`$ on the brane is given, in terms of the black hole (not cosmological) horizon radius, by

$$T=\frac{l_{\mathrm{dS}}}{\stackrel{~}{a}}T_{\mathrm{dS}\mathrm{bh}}=\frac{r_{\mathrm{dS}\mathrm{bh}}}{\pi \stackrel{~}{a}l_{\mathrm{dS}}}+\frac{l_{\mathrm{dS}}}{2\pi \stackrel{~}{a}r_{\mathrm{dS}\mathrm{bh}}}.$$
(59)
Then the CFT Casimir energy $`\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}`$ defined by

$$\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}=3\left(\stackrel{~}{E}_{\mathrm{dS}}+p_{\mathrm{dS}}VT𝒮_{\mathrm{dS}}^p\right).$$
(60)
has the following form

$$\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}=\frac{12r_{\mathrm{dS}\mathrm{bh}}^2V}{\kappa _4^2\stackrel{~}{a}^4}.$$
(61)
If the black hole entropy vanishes at $`\frac{2}{l_{\mathrm{dS}}\kappa _4^2}=\frac{2}{l_{\mathrm{dS}}\stackrel{~}{\kappa }_{\mathrm{dS}}^2}=\frac{1}{\kappa ^2}+\frac{40a}{l_{\mathrm{dS}}^2}+\frac{8b}{l_{\mathrm{dS}}^2}=0`$, the Casimir energy of the CFT on the brane also vanishes. One also arrives at Cardy-Verlinde formula in dS brane-world

$$\left(𝒮_{\mathrm{dS}}^p\right)^2=\left(\frac{2\pi \stackrel{~}{a}}{3}\right)^2\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}\left(2\stackrel{~}{E}_{\mathrm{dS}}\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}\right).$$
(62)
The above formula (62) seems to be identical with the corresponding expression (57) for AdS bulk since $`|k|=2`$. Nevertheless, the meaning of the entropy and the energy seems to be different. In case of SAdS, these quantities correspond to those of the whole spacetime of SAdS but in case of AdS they only correspond to the quantities proper for the black hole.

If, instead of (58) and (59), we define the entropy and the temperature in terms of the radius of the cosmological horizon:

$$𝒮_{\mathrm{dS}}^c=\frac{8\pi r_{\mathrm{dS}\mathrm{csm}}^3V_3}{l_{\mathrm{dS}}\stackrel{~}{\kappa }_{\mathrm{dS}}^2},T^c=\frac{l_{\mathrm{dS}}}{\stackrel{~}{a}}T_{\mathrm{dS}\mathrm{csm}}=\frac{r_{\mathrm{dS}\mathrm{csm}}}{\pi \stackrel{~}{a}l_{\mathrm{dS}}}\frac{l_{\mathrm{dS}}}{2\pi \stackrel{~}{a}r_{\mathrm{dS}\mathrm{csm}}},$$
(63)
where $`𝒮_{\mathrm{dS}}^c`$ corresponds to Eq. (27) with $`𝒮_0^{\mathrm{dS}}=0`$, then by using $`\widehat{E}_{\mathrm{dS}}`$ in (51) instead of $`\stackrel{~}{E}_{\mathrm{dS}}`$, the Casimir energy has the following form:

$$\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}^c=3\left(\widehat{E}_{\mathrm{dS}}+p_{\mathrm{dS}}VT^c𝒮_{\mathrm{dS}}^c\right)=\frac{12r_{\mathrm{dS}\mathrm{bh}}^2V}{\kappa _4^2\stackrel{~}{a}^4}.$$
(64)
Then, one gets

$$\left(𝒮_{\mathrm{dS}}^c\right)^2=\left(\frac{2\pi \stackrel{~}{a}}{3}\right)^2\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}^c\left(2\widehat{E}_{\mathrm{dS}}+\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}^c\right).$$
(65)
The sign in front of $`\stackrel{~}{E}_{\mathrm{dS}\mathrm{C}}^c`$ in the last factor is different from (62). However, the physical meaning of this relation is not clear. The conjecture could be that there are two types of dual CFT for SdS BH.

Thus, in this section it is considered the brane motion on (A)dS bulk and it is found the relation between energy, Casimir energy and entropy of dual CFT.

## 4 Discussion

In summary, the investigation of thermodynamics of five-dimensional (A)dS BHs in higher derivative gravity is presented. Entropy, free energy and mass (thermodynamical energy) for (A)dS BHs is evaluated and their properties are discussed. It is shown that there exists the parameters region where the effective gravitational constant is getting negative (zero) and, as a result, the entropy becomes negative (zero) too. The arguments based on least action principle are given that negative entropy BHs are instable and their creation is highly suppressed. It is interesting to note that there exists RG interpretation for classical solutions of higher derivative gravity . It could be that negative entropy BHs are not stable also from the point of view of holographic RG.

The motion of time (space)-like branes in SAdS or SdS BH background is considered. The corresponding equations of motion are presented in FRW-form. The brane motion is not singular even when effective gravitational constant (BH entropy) is zero. It is demonstrated that dual QFT for higher derivative gravity model under consideration is CFT. Moreover, when BH entropy is zero the brane CFT energy is also zero. Finally, Cardy-Verlinde formula relating energy, entropy and Casimir energy of dual CFT is written in case of SAdS as well as SdS BHs.

Our study indicates that there are deep similarities between SAdS and SdS BHs and corresponding dual CFTs living on the branes. In particulary, Cardy-Verlinde formula looks the same in both cases, the BH entropy may be negative (zero) in both cases, etc. In this sense, our study provides further support to dS/CFT correspondence. As (A)dS BH thermodynamics is well-described here even in higher derivative gravity case, the natural next problem is the investigation of the properties of dual CFT. This will be discussed elsewhere.

## Acknowledgements

The authors would like to acknowledge helpful discussions with S.Ogushi. The work by SN is supported in part by the Ministry of Education, Science, Sports and Culture of Japan under the grant No. 13135208.