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# Non-Gaussian Features of Transmitted Flux of QSO’s Ly𝛼 Absorption: Intermittent Exponent

## 1 Introduction

The non-gaussian features of the QSO’s Ly$`\alpha `$ transmitted flux were recently studied and showed that the cosmic mass field traced by the QSO’s Ly$`\alpha `$ forests is intermittent on small scales. That is, the probability distribution functions (PDF) of the transmitted flux fluctuations were found to be substantially long tailed on scales less than $``$ 1 h-1 Mpc. The spatial distribution of the power of the transmission fluctuations was found to be spiky, i.e., the power was concentrated in rare modes while most modes showed very low power (Jamkhedkar, Zhan and Fang 2000; Zhan, Jamkhedkar and Fang 2001; Feng, Pando and Fang 2001).

The impact of intermittency on observational cosmology is that the power spectrum is no longer effective for testing models when intermittency is substantial. Although spikes in the intermittent field are rare and improbable events, one cannot neglect the spikes in measuring the power spectrum as almost all power of the transmission fluctuations is concentrated in these events. In such a case, the power spectrum is dominated by rare and improbable events (spikes). An intermittent field is statistically homogeneous. Yet, the rare events lead to significant differences among samples from different parts of the universe when the spatial size of the region is not large enough to contain numerous spikes. The precision of determining the power spectra is intrinsically constrained by intermittency. The uncertainty of the power spectrum for an intermittent field is inevitably large (Jamkhedkar et al 2002, hereafter Paper I).

Therefore, in the nonlinear regime, more effective measures to compare the predictions of models and observations must be used. Although an intermittent field is non-gaussian, many non-gaussian statistics are ineffective or insensitive to intermittency. This is because we need not only techniques for confirming the non-gaussianity of a field, but also methods which can tell the type of non-gaussianity. The most effective measures sensitive to the type of intermittency are the structure functions and the intermittent exponent (e.g. Shraiman & Siggia 2000).

In this paper, using a set of 28 high resolution, high signal to noise ratio (S/N) QSO Ly$`\alpha `$ absorption spectra (Keck data), we will carry out a systematic investigation of the structure functions and the intermittent exponent of the transmitted flux. To show the usefulness of the structure function and intermittent exponent as model discriminators, we also study the intermittent behaviors of Ly$`\alpha `$ forest samples produced by a pseudo-hydro simulation technique for the LCDM and WDM models. These models are among the best that match the observed power spectrum and other lower than second order statistics. We will show that the simulation samples are significantly intermittent. However, both the quantitative and qualitative properties of simulation samples are found to be substantially different from the Keck data.

The paper is organized as follows. §2 addresses the method for measuring intermittent random fields. §3 presents the algorithm for calculating the structure functions and intermittent exponent. §4 describes, both the observed and simulated samples, that we will use. The power spectrum and other lower order statistics of the Keck data and simulation samples are given in §5. §6 contains the important result, the structure function, intermittent exponent and their of order-, redshift- and scale-dependencies for the Keck data and simulation samples. The emphasis is on revealing the deviation of the intermittent behavior for the simulation samples from the Keck data. Finally, the conclusions and discussions are in §7.

## 2 Statistical description of an intermittent random field

### 2.1 Basic properties of an intermittent field

Physically, intermittency is used to characterize a special type of random field in which structures are essentially strong enhancements, peaks or spikes, randomly and widely scattered in space and/or time, with a low field value between the spikes. The spike-gap-spike feature is more pronounced on smaller scales. That is, compared with gaussian fields, the probability distribution function (PDF) of the fluctuations possesses a high peak around zero and possibly a long-tail. The long-tail events correspond to the rare and improbable high peaks. This feature was originally found in the temperature and velocity distributions in turbulence (Batchelor & Townsend 1949).

Mathematically, an intermittent random density field $`\rho (x)`$ is defined by the ratio between the high- and low-order moments of the field

$$\frac{[\rho (x+r)\rho (x)]^{2n}}{[[\rho (x+r)\rho (x)]^2]^n}\frac{r}{L}^{\zeta (n)},$$
(1)
where $`L`$ is the size of the sample, and the exponent $`\zeta `$ can be function of $`n`$ and $`r`$. If $`\zeta `$ is negative for small $`r`$, the ratio eq.(1) is divergent with $`r0`$. This corresponds to an intermittent field. An intermittent field is characterized by the $`n`$\- and $`r`$-dependencies of exponent $`\zeta `$.

These properties make characterizing intermittent fields by traditional statistical measures difficult. The power spectrum and two-point correlation function are unable to quantify intermittency. Two fields having the same power spectrum may have very different tails in their PDF. Very different from the linear regime, the power spectrum will on longer be a critical discriminator among models of structure formation for an intermittent field.

Equally ineffective are any individual higher order correlation functions and higher order moments of the density fluctuations $`\delta (x)=[\rho (x)\overline{\rho }]/\overline{\rho }`$. Three- and four-point correlation functions of the density perturbation $`\delta (x)`$ are very useful for distinguishing a gaussian from a non-gaussian field. However, they are insensitive to the difference between an intermittent field and a non-gaussian, but non-intermittent field. Moreover, eq.(1) means that the PDF of the density fluctuations $`[\rho (x+r)\rho (x)]`$ cannot be expanded into a series of moments of $`[\rho (x+r)\rho (x)]`$, as it does not converge. In this case, a better measure is not the divergent quantity itself, $`[\rho (x+r)\rho (x)]^{2n}/[\rho (x+r)\rho (x)]^2^n`$ when $`r0`$, but the quantity describing the divergent behavior, specifically, the exponent $`\zeta `$.

### 2.2 Definition of the intermittent exponent

Let us define density difference $`\mathrm{\Delta }_r(x)\rho (x+r)\rho (x)`$. The density difference is equal to the density contrast difference, $`\delta (x+r)\delta (x)`$, if the mean density $`\overline{\rho }`$ is normalized to 1. Intermittency is now defined by the divergence of the ratio between the high and low order moments $`|\mathrm{\Delta }_r(x)|^n`$. For a gaussian field, the statistical properties of a field $`\rho (x)`$ and its difference $`\rho (x+r)\rho (x)`$ are the same, while they are different for an intermittent field.

The ensemble average of the moment $`|\mathrm{\Delta }_r(x)|^{2n}`$ is

$$S_r^{2n}=|\mathrm{\Delta }_r(x)|^{2n}$$
(2)
where $`n`$ is a positive integer. If the field is homogeneous, $`S_r^{2n}`$ is independent of $`x`$ and depends only on $`r`$. $`S_r^{2n}`$ is called the structure function. When the “fair sample hypothesis” is applicable (Peebles 1980), the structure function can be calculated as the spatial average

$$S_r^{2n}=\frac{1}{L}|\mathrm{\Delta }_r(x)|^{2n}𝑑x,$$
(3)
where $`L`$ is the spatial range of the sample. When $`n=1`$, we have

$$S_r^2=|\mathrm{\Delta }_r(x)|^2.$$
(4)
$`S_r^2`$ is the mean of the square of the density fluctuations at wavenumber $`k2\pi /r`$, and therefore, the $`r`$-dependence of $`S_r^2`$ actually is a different version of the ordinary power spectrum of the field.

The intermittent exponent $`\zeta `$ is defined by111In turbulence, $`S_r^{2n}/[S_r^2]^n`$ is used to define the so-called anomalous scaling (Shraiman & Siggia 2000.)

$$\frac{S_r^{2n}}{[S_r^2]^n}\left(\frac{r}{L}\right)^\zeta .$$
(5)
The intermittency of the field is effectively measured by the structure function and the intermittent exponent.

For an intermittent field, the ratio of $`S_r^{2n}`$ to $`[S_r^2]^n`$ is larger for smaller $`r`$, and therefore, the exponent $`\zeta `$ is negative. The condition $`S_r^{2n}[S_r^2]^n`$ on small scales $`rL`$ indicates that the field contains “abnormal” events of large density fluctuations $`|\mathrm{\Delta }_r(x)|`$ on scale $`r`$. Thus, the more negative the exponent $`\zeta `$ on smaller scales, the stronger the “abnormal” events on smaller scales. This gives rise to the spiky structure of an intermittent field. Generally speaking, the intermittent exponent $`\zeta `$ measures the smoothness of the field: for positive $`\zeta `$, the field is smoother on smaller scales. If $`\zeta `$ is negative, the field is rough on small scales, and can even be singular.

### 2.3 Examples of the intermittent exponent

1. A Gaussian field.

If the homogeneous and isotropic field is gaussian, the structure function eq.(2) is

$`S_r^{2n}`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}P_g[\mathrm{\Delta }_r(x)]|\mathrm{\Delta }_r(x)|^{2n}𝑑\mathrm{\Delta }_r(x)`$
$`=`$ $`(2n1)!!\left[S_r^2\right]^n,`$
where $`P_g`$ is the gaussian PDF of $`\mathrm{\Delta }_r(x)`$. Thus, if the mass density field is gaussian, we have

$$\frac{S_r^{2n}}{[S_r^2]^n}=(2n1)!!.$$
(7)
This ratio is independent of scale $`r`$, and therefore, the intermittent exponent $`\zeta =0`$.

2. A self-similar field

For a self-similar field, the average of $`\mathrm{\Delta }_r(x)`$ on different scales satisfies

$$|\mathrm{\Delta }_r(x)|^{2n}=\lambda ^{2nh}|\mathrm{\Delta }_{\lambda r}(x)|^{2n}$$
(8)
where $`\lambda `$ gives the scale factor from $`r`$ to $`\lambda r`$, and $`h`$ is the self-similar index. In this case, we have

$$S_r^{2n}=\left(\frac{r^{}}{r}\right)^{2nh}S_r^{}^{2n},$$
(9)
and therefore

$$\frac{S_r^{2n}}{[S_r^2]^n}=\frac{S_r^{}^{2n}}{[S_r^{}^2]^n}.$$
(10)
Therefore, $`S_r^{2n}/[S_r^2]^n`$ is independent of $`r`$. We have then $`\zeta =0`$ and self-similar fields are not intermittent.

3. Hierarchical clustering.

Hierarchical clustering is popular in modeling the nonlinear clustering of galaxies. This scheme assumes that the correlation functions of the mass density can be described by the linked-pair approximation, i.e., the $`n`$-th irreducible correlation function $`\xi _n`$ is given by the two-point correlation function $`\xi _2`$ as $`\xi _n=Q_n\xi _2^{n1}`$, where the hierarchical coefficient $`Q_n`$ is constant (White 1979).

It has been shown that a hierarchical clustered field is (Feng, Pando & Fang 2001)

$$\frac{S_r^{2n}}{[S_r^2]^n}\left(\frac{r}{L}\right)^{(d\kappa )(n1)},$$
(11)
where $`d`$ is the spatial dimension, and the coefficient $`\kappa `$ is a constant depending on the power law index of the power spectrum. In the case where $`\kappa <d`$, the field is intermittent with exponent

$$\zeta (d\kappa )(n1).$$
(12)
This is the simplest type of intermittency – a mono-fractal with fractal dimension $`\kappa `$ in $`d`$-dimensional space. A phenomenological model with hierarchical relations was developed by Soneira & Peebles (1977). The model is essentially the same as the so-called $`\beta `$-model of the intermittency in turbulence where a dimension $`\kappa `$ fractal distribution in $`d`$-dimensional space has the exponent $`\zeta `$ is given by eq.(12) (Frisch 1995.)

4. A Lognormal field

Since the time of Hubble, the lognormal distribution has been used to model the PDFs of the cosmic mass and velocity field, such as the one-point distribution of the number of galaxies, velocity difference, angular momentum, etc (e.g. Yang et al. 2001b). The lognormal model of the baryonic matter distribution (Bi & Davidsen, 1997; Feng & Fang 2000) has also been found to be in good agreement with all observed properties of the Ly$`\alpha `$ forests.

For a lognormal field, the PDF of $`\mathrm{\Delta }_r(x)`$ is given by

$$P[\mathrm{\Delta }_r(x)]=\frac{1}{2^{3/2}\pi ^{1/2}|\mathrm{\Delta }_r(x)|\sigma (r)}\mathrm{exp}\left\{\frac{1}{2}\left(\frac{\mathrm{ln}|\mathrm{\Delta }_r(x)|\mathrm{ln}\overline{|\mathrm{\Delta }_r(x)|}}{\sigma (r)}\right)^2\right\},$$
(13)
where the variance $`\sigma (r)`$ of $`\mathrm{ln}|\mathrm{\Delta }_r(x)|`$ can be a function of the scale $`r`$. With eq.(13), we have (Vanmarcke 1983)

$$\frac{S_r^{2n}}{[S_r^2]^n}=e^{2(n^2n)\sigma ^2(r)}.$$
(14)
Using eq.(5), the intermittent exponent of a lognormal field is

$$\zeta 2(n^2n)\sigma ^2(r)/\mathrm{ln}(r/L).$$
(15)
When $`r<L`$, $`\zeta `$ is negative. Therefore, a lognormal field is intermittent.

To summarize, the structure function and intermittent exponent provide a complete and unified description of intermittent fields. The $`n`$\- and $`r`$-dependencies of the structure functions and intermittent exponent $`\zeta `$ are sensitive to the details of the intermittency of the field. These measures are very powerful for distinguishing among fields that are gaussian, self-similar, mono-fractal, multi-fractal, and singular.

## 3 The intermittent exponent

### 3.1 Statistical variables in the DWT representation

The quantity $`\mathrm{\Delta }_r(x)`$ or $`[\delta (x+r)\delta (x)]`$ contains two variables: the position $`x`$ and the scale $`r`$, and therefore, $`\delta (x)\delta (x+r)`$ should be calculated with a space-scale decomposition. Moreover, as defined by eq.(2), $`S_r^{2n}`$ is sometimes a diverging quantity. For instance, $`S_r^2=2[\delta (x)\delta (x)\delta (x)\delta (x+r)]`$ is divergent if the 2-point correlation function $`\delta (x)\delta (x+r)r^\alpha `$. This problem can be handled in the same way as N-point correlation functions are handled, i.e., smoothing the density field at small scale prior to its measurement. However, the size of the smoothing scale is put in by hand and might induce uncertainties, especially in studying the scaling behavior on scale comparable with the smoothing size.

Ideally one would like a space-scale decomposition without the need for pre–smoothing by hand. This leads us to chose the discrete wavelet transform (DWT). The DWT performs a smoothing “automatically” as the density difference $`[\delta (x)\delta (x+r)]`$ on scale $`r`$ is calculated by a difference between the smoothed densities at spatial ranges $`(x,x+r/2)`$ and $`(x+r/2,x+r)`$. In wavelet analysis, the smoothing is done scale-by-scale. Moreover, the bases that the DWT uses for smoothing and decomposing distributions are orthogonal and complete. The smoothing and decomposition are optimized and there is no loss of information. Furthermore, no mixing of the density fluctuations among different scales occurs. This property is excellent for studying scaling.

Here we only very briefly introduce the DWT decomposition, as it has been introduced in our previous publications (e.g. Pando & Fang 1996; Pando & Fang 1998; Fang & Feng 2000). For details on the DWT refer to Mallat (1989a,b); Meyer (1992); Daubechies, (1992), and for physical applications, refer to Fang & Thews (1998).

We restrict our discussion to a 1-D random field of the transmission flux $`F(x)`$ extending in a spatial or redshift range $`L=x_2x_1`$. To apply the DWT, we first chop the spatial range $`L=x_2x_1`$ of the 1-D sample into $`2^j`$ subintervals labeled with $`l=0,\mathrm{}2^j1`$ where $`j`$ is a positive integer. Each subinterval spans a spatial range $`L/2^j`$. The subinterval $`l`$ is from $`x_1+Ll/2^j`$ to $`x_1+L(l+1)/2^j`$. That is, we decompose the space $`L`$ into cells $`(j,l)`$, where $`j`$ denotes the scale $`L/2^j`$, and $`l`$ the spatial range $`(x_1+Ll/2^j,x_1+L(l+1)/2^j)`$. Cell $`(j,l)`$ is localized in scale space and physical (or redshift) space.

Corresponding to each cell, there is a scaling function $`\varphi _{j,l}(x)`$, and a wavelet function $`\psi _{j,l}(x)`$. These functions are the basis for the scale-space decomposition. The most important property of the DWT basis is its locality in both scale and physical spaces. The scaling function $`\varphi _{j,l}(x)`$ is a window function on scale $`j`$ and at position $`l`$. The wavelet function $`\psi _{jl}(x)`$ is admissible (Daubechies 1992), i.e., $`\psi _{jl}(x)𝑑x=0`$, and therefore, it measures the fluctuation on scale $`j`$ and at position $`l`$.

With the DWT, a transmission $`F(x)`$ can be decomposed as (Fang & Thews 1998).

$$F(x)=\underset{l=0}{\overset{2^j1}{}}ϵ_{j,l}^F\varphi _{jl}(x)+\underset{j^{}=j}{\overset{J}{}}\underset{l=0}{\overset{2^j^{}1}{}}\stackrel{~}{ϵ}_{j^{},l}^F\psi _{j^{},l}(x),$$
(16)
where $`J`$ is given by the finest scale (resolution) of the sample, i.e., $`\mathrm{\Delta }z=L/2^J`$, and $`j`$ is the scale of interest. The scaling function coefficient (SFC) $`ϵ_{jl}^F`$ in eq.(16) is given by projecting $`F(x)`$ onto $`\varphi _{j,l}(x)`$

$$ϵ_{j,l}^F=F(x)\varphi _{j,l}(x)𝑑x.$$
(17)
The SFC $`ϵ_{j,l}^F`$ describes the mean (or smoothed) field of the mode $`(j,l)`$.

The wavelet function coefficient (WFC), $`\stackrel{~}{ϵ}_{j,l}^F`$, in eq.(16) is obtained by projecting $`F(x)`$ onto $`\psi _{j,l}(x)`$

$$\stackrel{~}{ϵ}_{j,l}^F=F(x)\psi _{j,l}(x)𝑑x.$$
(18)
The WFC is basically the difference between the smoothed flux $`F(x)`$ in cells $`[x_1+lL/2^j,x_1+(l+1/2)L/2^j]`$ and $`[x_1+(l+1/2)L/2^j,x_1+(l+1)L/2^j]`$. Therefore, the WFC $`\stackrel{~}{ϵ}_{j,l}^F`$ can be used as the variable $`\delta (x+r)\delta (x)`$ in §2, where $`xx_1+lL/2^j`$ and $`rL/2^j`$. All compactly supported wavelet bases produce similar results. We will use Daubechies 4 in the study below.

### 3.2 The intermittent exponent in the DWT basis

We can express eq.(3) in the DWT representation by replacing the density difference, $`\delta (x+r)\delta (x)`$, by the wavelet coefficient $`\stackrel{~}{ϵ}_{j,l}^F`$ as discussed in §3.1. Thus,

$$S_j^{2n}=|\stackrel{~}{ϵ}_{j,l}|^{2n}=\frac{1}{2^j}\underset{l=0}{\overset{2^j1}{}}|\stackrel{~}{ϵ}_{j,l}^F|^{2n},$$
(19)
where $`j`$ plays the same role as $`r`$ in eq.(3). $`S_j^{2n}`$ is the mean of moment $`|\stackrel{~}{ϵ}_{j,l}^F|^{2n}`$ over the position index $`l`$. With the DWT, eq.(4) becomes

$$S_j^2=\frac{1}{2^j}\underset{l=0}{\overset{2^j1}{}}|\stackrel{~}{ϵ}_{j,l}^F|^2.$$
(20)
In Paper I, $`S_j^2`$ is used to define the DWT power spectrum $`P_j^u`$, i.e. $`P_j^u=S_j^2`$. $`P_j^u`$ is the power spectrum of the transmitted flux fluctuations $`\mathrm{\Delta }F=FF`$. In Paper I, or Jamkhedkar, Bi & Fang (2001), and Yang et al. (2001a), the power spectrum $`P_j^u`$ differs from eq.(20) and (21) by a noise term. Since the noise is gaussian, this term can be ignored on scales for which $`S_j^2`$ is larger than the variance of the noise.

Eq.(20) can also be written as $`S_j^2=\frac{1}{2^j}_{l=0}^{2^j1}P_{jl}^u`$, where

$$P_{jl}^u=|\stackrel{~}{ϵ}_{j,l}^F|^2$$
(21)
where $`P_{jl}^u`$ is the local power, i.e., the power on scale $`j`$ at position $`l`$.

Considering $`rL/2^j`$, the intermittent exponent $`\zeta `$ \[eq.(5)\] can be calculated from

$$\frac{S_j^{2n}}{[S_j^2]^n}2^{j\zeta }.$$
(22)
Generally, $`\zeta `$ depends on $`n`$ and $`j`$.

## 4 Samples

### 4.1 Keck data of Ly$`\alpha `$ forests

The experimental data used in our study is the same as Paper I. It consists of 28 Keck HIRES QSO spectra (Kirkman & Tytler 1997). The QSO emission redshifts cover a redshift range from 2.19 to 4.11. For each of the 28 QSO’s, the data are given in terms of pixels with wavelength $`\lambda _i`$, flux $`F(\lambda _i)`$ and noise $`\sigma (\lambda _i)`$. The noise includes the Poisson fluctuations and the noise due to the background and the instrumentation. The continuum of each spectrum is given by IRAF CONTINUUM fitting.

For our purposes, the useful wavelength region is from the Ly$`\beta `$ emission to the Ly$`\alpha `$ emission, excluding a region of about 0.06 in redshift close to the quasar to avoid any proximity effects. In this wavelength range, the number of pixels is about $`1.2\times 10^4`$ for each spectrum.

For all bins in this data set, the ratio $`\mathrm{\Delta }\lambda /\lambda `$ is constant, $`\mathrm{\Delta }\lambda /\lambda 13.8\times 10^6`$, or $`\delta v4.01`$ km s-1, and therefore, the resolution is about 8 km s-1. The distance between $`N`$ pixels in units of the local velocity scale is given by $`\mathrm{\Delta }v=2c(1\mathrm{exp}[(1/2)N\delta v/c])`$ km s-1, or wavenumber $`k=2\pi /\mathrm{\Delta }v`$ km-1 s.

We do a scale by scale decomposition of the data. We use only $`2^{13}=8192`$ pixels for each spectrum. Thus, each cell on scale $`j`$ corresponds to $`N=2^{13j}`$ pixels. The smallest scales are generally dominated by noise. We study only scales $`16`$ km s-1, corresponding to $``$ 4 pixels or $`j11`$, and $`k0.4`$ km-1 s. Since metal lines are generally narrow with Doppler parameter b$`<`$ 15 km s-1, ignoring scales less than 16 km s-1 also suppresses metal line contamination. The algorithm for treating unwanted data (pixels with negative flux or missing data) and detected metal lines with space-scale decomposition will be discussed in more detail in §4.3.

In applying our algorithm, we sometimes use the 28 QSO transmissions individually, i.e. calculate the statistics of the transmission over each QSO separately, and sometimes all the transmissions are treated together. In the latter case, we divide the data into 12 redshift ranges from $`z=1.6+n\times 0.20`$ to 1.6 + $`(n+1)\times `$ 0.20 where $`n=0,1,\mathrm{..11}`$. All the transmission flux in a given redshift range forms an ensemble. Note that the number of data points in each redshift range is different.

### 4.2 Simulation samples

The simulated samples of the Ly$`\alpha `$ forests are produced as in Paper I. Besides the LCDM model, we also simulate the warm dark matter (WDM) model, for which the linear power spectrum on scales smaller than the free-streaming length of the warm particle, $`R_f=0.2(\mathrm{\Omega }_0h^2)^{1/3}(m_W/\text{keV})^{4/3}`$, is damped exponentially with respect to the pure CDM model.

The WDM model is believed to be a possible candidate to solve the problem of cuspy halos, or the singular mass profiles of massive objects. The problem appears in high resolution N-body simulations of CDM models where the models predict central cusps in the dark halos (Jing & Suto 2000). However, observations instead show soft halo profiles as inferred from low surface brightness galaxies and the rotation curves of dwarf galaxies (Flores & Primack 1994, Burkeret 1995). The WDM models are able to soften the density profile of the central core, while at the same time having no effect on large scales. Hence, WDM models are proposed in order to deal with the nonlinear clustering on small scales. Since the cosmic field on those scales is already intermittent, it is important to examine the intermittent behavior of the WDM models. We consider four WDM models having particle masses $`m_W=300,600,800`$ and 1000 eV.

### 4.3 Treatment of unwanted data

In the Keck transmission flux, there are suspect data including bad pixels (gaps without data), and negative flux pixels. The latter are generally saturated absorption regions having lower $`S/N`$. Although the percentage of low $`S/N`$ data is not large, it will introduce large uncertainties in the analysis.

As in Paper I, we use the conditional-counting method to treat the unwanted data. Briefly, the algorithm is as follows:

1. Calculate the SFCs for both the transmission $`F(\lambda )`$ and noise $`\sigma (\lambda )`$, i.e.

$$ϵ_{jl}^F=F(x)\varphi _{jl}(x)𝑑x,ϵ_{jl}^N=\sigma (x)\varphi _{jl}(x)𝑑x.$$
(23)
2. Identify unwanted mode $`(j,l)`$ using the condition

$$\left|\frac{ϵ_{jl}^F}{ϵ_{jl}^N}\right|<f$$
(24)
where $`f`$ is a constant. This condition flags all modes with S/N less than $`f`$. We can also flag modes dominated by metal lines.
3. Since all the statistical quantities in the DWT representation are based on an average over the modes $`(j,l)`$, we do not count all the flagged modes when computing these averages.

Condition (24) is applied at each scale $`j`$. If the size of a bad data segment is $`d`$, condition (24) only flags modes $`(j,l)`$ on scales less than or comparable to $`d`$. Therefore in this algorithm, no rejoining and smoothing of the data is needed. We also flag two modes around a unwanted mode to reduce any boundary effects of the chunks. With this method, we can still calculate the structure functions and intermittent exponent by eqs.(19), (20) and (22), but the average is not over all modes, but over the un-flagged modes only. Since the DWT calculation assumes the sample is periodized, this may cause uncertainty at the boundary. To reduce this effect, we drop 5 modes near the boundary.

## 5 Second and lower order statistical properties

### 5.1 The power spectrum

The power spectra of the transmitted flux of the Keck data and simulated LCDM samples have been studied in detail in Paper I. The spatial distribution of local power $`P_{jl}^u`$ show spiky features. This property leads to large uncertainty of $`P_j^u`$.

Now we do a similar analysis for the WDM samples. Fig. 1 plots the mean and error bars for $`P_j^u`$ for $`j=10`$ ($`k=0.2`$ km-1 s) of the 28 QSO’s pseudo hydro simulation samples for the WDM model with $`m_W=300,600,800`$ and 1000 eV. For each QSO, we calculate the mean $`P_j^u`$ for each realization then calculate the mean over the 20 realizations. The error bar is given by the range of $`P_j^u`$s by dropping the highest and lowest $`P_j^u`$ of the 20 realizations. This is equivalent to dropping the top and bottom 5% of the data. As expected, the mean power $`P_j^u`$ is slightly lower for smaller $`m_W`$. But the error bars of the power spectrum are generally much larger than the $`m_W`$-dependence of $`P_j^u`$.

In Fig. 2, we present the mean of the power spectrum in 8 redshift bins and on scales $`j=8`$ to 11 ($`k=0.05,0.1,0.2,0.4`$ km-1 s) for the Keck data and all the simulated samples. On scale $`j=8`$ ($`k=0.05`$ km-1 s) and for all redshift bins, the powers decrease in the order from LCDM, to the WDM of $`m_W=1000`$, 800, 600, and 300 eV. This order is expected, as on scale $`j=8`$ and redshift $`z>2`$, the nonlinear and intermittent features are weak, and the power spectra trends are about the same as in linear regime. That is the power is smaller for smaller $`m_W`$, and the LCDM corresponds to an infinite mass $`m_W`$. On scales $`j>8`$ ($`k>0.05`$ km-1 s) the trend changes. This is because the nonlinear evolution is significant on these scales. The mean power is mainly dependent on rare and improbable events, and therefore, it induces a large uncertainty.

Fig. 2 also shows that the power spectrum of the WDM model with $`m_W=300`$ eV is systematically lower than the power of Keck data on almost all scales and higher redshifts ($`z>2.3`$). Therefore, this model can be ruled out by the power spectrum. On the other hand, there are no systematic differences between the power spectra of the real data, and the LCDM, or WDM ($`m_W=600,800,1000`$eV) data. The dispersions among these power spectra generally are less than a factor of 2. Considering the error bars of the observed power spectrum (Paper I) and that shown in Fig. 1 are larger than by a factor of 2, the LCDM, $`m_W=1000,800`$ and 600 eV models are basically consistent with the Keck data. This is one reason for proposing WDM models with $`m_W>600`$ eV.

### 5.2 Cumulative distribution function (CDF) of local powers

The PDF of the local power $`P_{jl}^u`$ \[eq.(21)\] for a given $`j`$ are found to be long tailed (Paper I). This property can also be shown by the cumulative distribution function (CDF), which is defined as the percentage of the modes with local power less than a given $`P_{jl}^u/P_j^u`$. Fig. 3 presents the CDFs of $`P_{jl}^u/P_j^u`$ on scales $`j=8,9,10`$ and 11 ($`k=0.05,0.1,0.2,0.4`$ km-1 s), and in redshift range 1.7 to 1.9.

The CDFs generally consist of two parts: a rapidly growing branch at $`P_{jl}^u/P_j^u<1`$, and very slowly growing branch at $`P_{jl}^u/P_j^u1`$. The latter is given by spiky modes and the former from the passive modes between the spikes.

For a gaussian field, the PDF of $`P_{jl}^u`$ is a $`\chi ^2(N=1)`$ distribution. The CDF of the $`\chi ^2`$ distribution is also shown in Fig. 3 (dotted line). This CDF approaches 1 at $`P_{jl}^u/P_j^u10`$, i.e. $``$ 3 $`\sigma `$. Fig. 3 shows that the CDF of the Keck data approaches 1 at $`P_{jl}^u/P_j^u15`$ ($`j=8`$), 20 ($`j=9`$), 30 ($`j=10`$), and 60 ($`j=11`$) and shows that the Keck’s CDF on small scales has a much longer tail than a gaussian field.

We also calculate the CDFs of the quasi-hydro simulation samples for the LCDM and WDM models. The CDFs of simulation samples are generally in good agreement with the Keck data. Only the CDF of model $`m_W=300`$ eV on scale $`j=8`$ shows a strong deviation from Keck data at $`P_{jl}^u/P_j^u5`$.

On scales $`j=10`$ and 11, the CDFs of the simulation samples show a little more rapid growth at $`P_{jl}^u/P_j^u<1`$ than Keck data, and longer tail than the Keck data at $`P_{jl}^u/P_j^u>10`$. The CDF of the simulation samples approaches 1 at $`P_{jl}^u/P_j^u60`$ ($`j=10`$), and 100 ($`j=11`$). This seems to indicate that the long tail behavior of the quasi-hydro simulation samples is more prominent than the observed samples.

However, care should be taken about any conclusion made with the CDFs. The rapidly growing branch, which is given by the quiet modes, is sensitive to noise. On the other hand, the horizontal branch is sensitive to spiky events, and therefore, depends on the number of modes of the sample considered. Therefore, from the CDFs of Fig. 3, one can only conclude that the LCDM and WDM with $`m_W=600`$, 800, and 1000 eV are consistent with the Keck data.

### 5.3 Probability distribution functions of the SFCs

The PDF of the transmitted flux $`F`$ is often used as a statistical measure of the Ly$`\alpha `$ forests. The SFCs $`ϵ_{jl}^F`$ defined by eq.(17) are proportional to the Ly$`\alpha `$ transmitted flux at position $`l`$. The $`ϵ_{jl}^F`$ multiplied by $`\sqrt{2^j/L}`$ is the mean transmitted flux in the cell $`(j,l)`$. Therefore, the PDF of $`\sqrt{2^j/L}ϵ_{jl}^F`$ is the PDF of $`F`$ smoothed on scale $`j`$.

As an example, Fig. 4 presents the PDF of $`\sqrt{2^j/L}ϵ_{jl}^F`$ for the observed QSO, Q0131 on scales $`j=12`$. The error bars are given by bootstrap resampling. In Fig. 4, we also plot the PDFs of $`\sqrt{2^j/L}ϵ_{jl}^F`$ on $`j=12`$ ($`k=0.8`$ km-1 s) for a simulation sample of the LCDM model. It can be seen, even on this small scale, that the PDFs of the simulation sample basically are still consistent with observations. The biggest difference between the observation and model prediction is at $`\sqrt{2^j/L}ϵ_{jl}^F1`$. However, this difference is sensitive to noise. Fig. 5 gives the PDFs of $`\sqrt{2^j/L}ϵ_{jl}^F`$ on $`j=10`$ ($`k=0.2`$ km-1 s) for the LCDM simulation, but with gaussian noise of different $`\sigma `$ added. The peak at $`\sqrt{2^j/L}ϵ_{jl}^F1`$ is significantly dependent on the noise. Moreover, for the Keck sample, the noise level is correlated with $`F`$. Generally, noise is high at $`F1`$, and low at $`F0`$. This makes the peak of the PDF at $`\sqrt{2^j/L}ϵ_{jl}^F1`$ more uncertain.

Statistics with SFCs $`ϵ_{jl}^F`$ \[eq.(17)\] generally are more sensitive to noise than WFCs $`\stackrel{~}{ϵ}_{j,l}^F`$ \[eq.(18)\]. This is because $`\stackrel{~}{ϵ}_{j,l}^F`$ is the density difference between neighboring positions, and the uncertainty of the background noise on large scales is canceled in this difference. On the other hand, $`ϵ_{jl}^F`$ is the mean density at $`l`$, it is contaminated by the uncertainty of the background noise on all large scales. Thus, one may conclude that the PDFs of flux $`F`$ is not reliable as a discriminator.

## 6 Structure functions and intermittent exponent of Ly$`\alpha `$ forests

### 6.1 Structure functions

With eqs.(19) and (22), we calculate the structure functions for the transmitted flux fluctuations of the Keck data. A typical result is plotted in Fig. 6, which is given by the Keck data in redshift range $`z=2.50\pm 0.1`$ for all QSOs. The error bars are the maximum and minimum of bootstrap resampling. It is well known that the higher order correlation functions for large scale structure samples have larger error than the 2-point correlation function. However, even for the 8th order statistic $`\mathrm{ln}S_j^8/(S_j^2)^4`$, the error bars are not much larger than that of the power spectrum, i.e., the second order statistics $`P_j^u`$. The structure functions are a very stable statistical quantity because the structure functions are a ratio between $`S_j^{2n}`$ and $`(S_j^2)^n`$, which reduces the effect caused by high spikes.

Fig. 6 shows that, for a given $`n`$, $`\mathrm{ln}S_j^{2n}/(S_j^2)^n`$ increases with scale $`j`$, and therefore, the intermittent exponent $`\zeta `$ is non-zero and negative \[eq.(22)\]. The distribution of the transmitted flux fluctuations are neither gaussian nor self-similar, but essentially intermittent. At other redshift ranges, the structure functions behave similarly. This conclusion was already found with the local power distribution (Paper I). However, the local power distribution is based on the measures of each individual mode, $`\stackrel{~}{ϵ}_{j,l}^F`$ and has a large uncertainty. The distribution of local power is not effective for model discrimination. On the other hand, the structure function is calculated by taking an average among modes. Statistically, they are more effective to test models.

This point can be seen with Fig. 7, which plots the structure function $`\mathrm{ln}S_j^{2n}/(S_j^2)^n`$ of the transmitted flux fluctuations of the simulation samples for the LCDM and WDM models in redshift range $`z=2.50\pm 0.1`$. The error bars are the maximum and minimum of bootstrap resampling. As a comparison, the structure functions of the Keck data are shown in each panel too. We can see from Fig. 7 that the structure functions of the LCDM and WDM models show intermittent behavior. However, the $`j`$-dependence of the structure functions of either the LCDM or the WDM models is clearly different from the Keck data. For the simulation samples, the slope is steeper than the Keck data. This result shows that the intermittent behavior cannot be measured by any individual high order moment or correlation function, but must be measured by the scale- and $`n`$-dependencies of the ratio between the moments.

It is also interesting to point out that the structure functions on small scales $`j=9`$, 10, and 11 ($`k=0.1,0.2`$ and 0.4 km-1 s) are larger for smaller mass $`m_W`$. The structure functions of $`m_W=300`$ eV are always the largest one compared to the other models. This is because the WDM model with smaller mass $`m_W`$, or longer free-streaming length $`R_f`$, lacks power on small scales. The density fluctuations on those small scales mainly originate from the nonlinear process of transferring power from large to small scales (Suto & Sasaki 1991). On the other hand, the structure function $`\mathrm{ln}S_j^{2n}/(S_j^2)^n`$ is the 2n-th moment $`S^{2n}`$ normalized by the power $`S^2`$, and hence, essentially measures the fraction of density fluctuations which undergoes a nonlinear evolution due to transfer of power. Therefore, smaller $`m_W`$ leads to a stronger intermittency on scales less than $`R_f`$.

Figs. 6 and 7 show that the relations of $`\mathrm{ln}S_j^{2n}/(S_j^2)^n`$ vs. $`j`$ for all models and Keck data can be very well fitted by a line. That is, the intermittent exponent $`\zeta `$, which is the slope of the fitting line, is a constant in the scale range from $`j=5`$ to 11 \[eq.(22)\], i.e. from $`k=0.006`$ to 0.4 km-1 s.

### 6.2 $`n`$-dependence of the intermittent exponent

We now turn to the $`n`$-dependence of the structure function and intermittent exponent. From eq.(22), we have

$$\zeta (n)=\frac{1}{j}\mathrm{ln}_2\frac{S_j^{2n}}{(S_j^2)^n}+\mathrm{const},$$
(25)
or

$$\zeta (n)\zeta (1)=\frac{1}{j}\mathrm{ln}_2\frac{S_j^{2n}}{(S_j^2)^n},$$
(26)
For a given $`j`$, the $`n`$-dependence of $`\zeta (n)`$ is given by $`\mathrm{ln}_2S_j^{2n}/(S_j^2)^n`$ vs. $`n`$.

Fig. 8 presents $`\mathrm{ln}_2S_j^{2n}/(S_j^2)^n`$ vs. $`n`$ for the Keck data in the redshift range $`z=2.50\pm 0.1`$. For a gaussian field, the $`n`$-dependence of $`\mathrm{ln}_2S_j^{2n}/(S_j^2)^n`$ is given by eq.(7), i.e. $`\mathrm{ln}_2(2n1)!!`$, which is also plotted in Fig. 8. The figure shows that the difference between the Keck data and a gaussian field is greatest at small scales.

More interesting is to fit the observed $`n`$-dependence of $`\mathrm{ln}_2S_j^{2n}/(S_j^2)^n`$ with

$$\mathrm{ln}_2\frac{S_j^{2n}}{(S_j^2)^n}n^\alpha (n1).$$
(27)
The motivation is simple, as $`\alpha =0`$ corresponds to hierarchical clustering \[eq.(12)\], and $`\alpha =1`$ to a lognormal field \[eq.(15)\]. Fig. 8 shows that the best fit of $`\alpha `$ for the Keck data is about $`0.3`$ on scales $`j=8`$ and 9 ($`k=0.05`$ and 0.1 km-1 s), but $`\alpha 0.5`$ or higher on scales $`j=10`$ and 11 ($`k=0.2`$ and 0.4 km-1 s). This indicates that the transmitted flux is closer to a lognormal field on small scales. In other words, on scales for which the intermittency has been fully developed, the transmitted flux field can be modeled by a lognormal field. This may be the reason that lognormal models of Ly$`\alpha `$ forests match very well with observations not only at second and lower order statistics of Ly$`\alpha `$ forests Bi & Davidsen, 1997), but also with higher order behavior, like the scale-scale correlations (Feng & Fang 2000).

Figs. 9 and 10 are, respectively, the $`\mathrm{ln}_2S_j^{2n}/(S_j^2)^n`$ vs. $`n`$ for the LCDM model and the WDM models with $`m_W=300`$ eV. They are significantly different from a gaussian field. This is consistent with the CDFs results (§4.2). The best fit for $`\alpha `$ is always about 0.2, regardless of scale. For the WDM models with other mass $`m_W`$, the results are similar to Figs. 9 and 10. That is, the intermittency of the simulation samples is approximately that of hierarchical clustering, i.e., a mono-fractal distribution.

Thus, one may conclude that the intermittency of the simulation samples is different from those of the Keck data not only quantitatively, but also qualitative. The former is scale-independent, and close to a hierarchical clustering, while the later is close to a lognormal field on small scales.

### 6.3 Redshift-dependence of intermittent exponent

In the last two subsections, only redshift $`z=2.4`$ to 2.6 is considered. For other redshift bins, the result is about the same as $`z=2.4`$ to 2.6. The $`\zeta `$ against redshift $`z`$ for $`n=2`$, 3 and 4 is shown in Fig. 11. The error bars are from the least squares fitting \[eq.(25)\].

In all redshift ranges, the value of $`|\zeta |`$ for the Keck data is found to be substantially and systematically lower than that of the LCDM and WDM models. This can directly be seen from with Fig. 7. This is also consistent with Figs. 8-10. It is interesting that either for the Keck data or the models, the intermittent exponents are almost independent of redshifts in the range $`z=2`$ to 4. This is very different from both the observation and theory of massive halos. Collapsed halos with mass on the order of galaxies and clusters undergo a significant evolution in the redshift range from 4 to 2.

The difference between the statistics of the Ly$`\alpha `$ forests and massive halos is probably due to the fact that the QSO’s transmitted flux is given mainly by the absorption of baryonic matter outside of the collapsed massive halos, i.e., the weakly clustered area. Collapsed halos correspond to the saturated absorption in the transmitted flux for which the S/N generally is low. Therefore, the Ly$`\alpha `$ forest does not contain information on the details of the massive halos.

Fig. 11 also shows that the intermittent exponents of the LCDM and WDM models with $`m_W=300`$ eV are about the same. This is also different from massive halos, for which the LCDM and WDM models predict different mass density profiles and number of substructures.

We have simulated the intermittent formation at high redshift. The results show that in the area outside of the collapsed halos, the intermittency is already well developed at redshift $`z5`$, and does not increase much for $`z5`$. Therefore, intermittency is probably the earliest developed nonlinear feature formed during the evolution from the linear to the nonlinear regimes.

### 6.4 The effect of noise

In the above calculations, we generally take the parameter $`f=1`$, i.e., drop modes with $`S/N1`$. The effect of noise on the statistical result can be estimated by the $`f`$-dependence, as large $`f`$ is equal to adding large noise to the simulation samples, but still taking $`f=1`$. In Paper I, we showed that the power spectrum $`P_j^u`$ is almost $`f`$-independent when $`f=1`$ to 5.

Fig. 12 shows $`\mathrm{ln}S_j^{2n}/(S^2)^n`$ vs. $`j`$ for the LCDM model when the noise and $`f`$ are treated as follows: 1.) sample without adding noise, and $`f=0`$; 2.) sample without adding noise and $`f=3`$; 3.) sample with adding noise and $`f=3`$. Fig. 12 shows that the effect of noise and $`f`$ should be considered only on the smaller scale $`j=11`$, and can be ignored on all other scales.

Fig. 13 is similar to Fig. 10, but with added noise and taking $`f=3`$. Similar to Fig. 12, the effect of noise and $`f`$ on $`\alpha `$ should be considered only on the smallest scale $`j=11`$ and gives $`\alpha `$ of about 0.45. Even in this case, the simulation samples are still significantly different from the Keck data. Therefore, one can conclude that all results of §6.1 to 6.3 are not very sensitive to noise.

## 7 Discussions and conclusions

### 7.1 Model-discriminator of nonlinear regime

In the Paper I, we showed that in the nonlinear regime, the cosmic mass field is intermittent and the power spectrum will on longer be a critical discriminator among models of structure formation. In this paper, we show that for an intermittent field, the structure functions and intermittent exponent are the critical discriminators for models of structure formation. This discriminator can be employed not only to distinguish gaussian and non-gaussian fields, but to detect the type of the non-gaussianity. With the $`n`$\- $`j`$\- and $`z`$-dependence of the structure functions and the intermittent exponent, we are able to distinguish between various nonlinearly evolved fields in detail. That is, the intermittent exponent provides both qualitative and quantitative measures of the cosmic mass and velocity fields from the linear to nonlinear regimes and from large to small scales.

We show that the distribution of the transmitted flux fluctuations of the QSO’s Ly$`\alpha `$ forests is intermittent and closer to a lognormal field on small scales. Obviously, this conclusion is important in order to understand the dynamics of the clustering evolution of baryonic matter. It will be interesting to study when this feature formed, and whether the intermittency on scales less than $`j=11`$ ($`k=0.4`$ km-1 s) is closer to a lognormal field. These problems can be studied with samples at higher redshift and higher S/N than the one used in this work.

Using intermittent features, even “weakly” clustered samples, such as QSO’s Ly$`\alpha `$ absorption spectrum, can play an important role for testing structure formation dynamics in the nonlinear regime. It is also important to detect the intermittency of galaxy distributions, as the transmitted flux of Ly$`\alpha `$ cannot provide information of highly collapsed regions in the cosmic mass field. Note that from the definition of the structure function eq.(1), the intermittent exponent is bias-free if the galaxy bias is linear, i.e. $`\rho _{galaxy}=b\rho _{darkmatter}`$.

### 7.2 Problems with the LCDM and WDM samples

Although the pseudo-hydro simulation samples for the LCDM and WDM models are good in agreement with the Keck data in terms of the power spectrum, PDF and CDF of the transmission flux fluctuations, they are significantly and systematically inconsistent with the intermittent features of the Keck data. Specifically, 1.) the structure functions of the simulation samples are larger than that of Keck data on scales less than $`k=0.1`$ km-1 s; 2.) the intermittent exponents of the simulation samples are more negative than that of Keck data on all redshifts considered; 3.) the $`n`$-dependence of the intermittent exponent of simulation samples are close to the intermittency of hierarchical clustering on all scales, while the Keck data are close to a lognormal field on small scales. That is, the model-predicted intermittency is quantitatively and qualitatively different from the observed results.

This is probably the first result to reveal the deviation of the popular dark model LCDM model from the Ly$`\alpha `$ forest observations. However, we should be very careful in reaching conclusions ruling out the relevant dark matter models. For a linear gaussian field, all statistics can be determined by power spectrum with given dark matter parameters. However, intermittency arises from the nonlinear evolution and depends not only on the cosmological parameters, but also on 1.) dynamical assumptions of the relation between the IGM and underlying dark matter field and 2.) parameters used for simulation.

For instance, the lognormal model of Ly$`\alpha `$ forests (Bi & Davidsen 1997, Feng & Fang 2000) assumes phenomenologically that the nonlinear field of baryonic matter is given by a lognormal transformation of the underlying mass field in linear regime. The sample given by this dynamical assumption can certainly fit with a lognormal PDF of the Ly$`\alpha `$ transmitted flux.

In the pseudo hydro simulation, the density of baryonic matter in each pixel is assigned according to the dark matter density at that pixel. This is equal to phenomenologically assuming that the statistical property of the baryonic matter is determined by the underlying mass field. This assumption is reasonable in terms of second and lower order statistics. However, it may not be correct in the context of intermittency. That is, although baryonic matter can be considered as a passive component in the system consisting of dark matter and baryonic matter, the statistical properties of the passive component can decouple from the underlying mass field during the nonlinear evolution (Shraiman & Siggia 2000). For instance, a diffused passive substance can exhibit intermittency, even when the underlying mass field is gaussian (Kraichnan, 1994). This is due to the nonlinear evolution of this two component system.

Moreover, the parameters of simulation may also cause uncertainty in measuring the intermittency. In the paper I, we studied the effect of the sample size on the power spectrum. When the characteristic spacing between high spikes (long tail events) exceed the spatial size of samples, the spatial averages cease to coincide with ensemble averages. As a consequence, the mean power of the transmission fluctuations is concentrated in rare but large spikes while the other modes have low power, or are even inactive. We showed that on scales less than $`k0.10`$ km-1 s, 50% or more of the power is contributed by the top 5% modes for unnormalized power spectrum, and 1% modes for the locally-normalized power spectrum. Therefore, before making conclusions about the dark matter parameters, we should study whether the deviation is caused by the dynamical assumptions on the relation between the IGM and dark matter. We should also study the effects of simulation parameters (size, resolution etc) on intermittency.

Nevertheless, the current result is strong enough to conclude that all theory and models on the dynamics of nonlinear evolution of the cosmic mass and velocity fields must be examined with their predictions of intermittency. For models which are almost degenerate in the linear regime, the tests with intermittency in nonlinear regime are crucial.

Finally, we should mention that the dynamical evolution of cosmic clustering was found to be able to sketch by the stochastic-force-driven Burgers’ equation (Berera & Fang 1994; Jones 1999), or the so-called KPZ equation (Kardar, Parisi & Zhang 1986; Barabási & Stanley 1995). These equations are typical of dynamical models which lead to intermittency (e.g. Polyakov, 1995; E, et al 1997; Balkovsky et al. 1997). These examples clearly illustrate that intermittency is a basic property of the nonlinearly evolved cosmic mass field. Hence, we strongly believe that intermittency is a window to the dynamical evolution of cosmic nonlinear clustering. Knowledge of intermittency may ultimately lead to a better understanding of the still intractable problem of galaxy formation.

LLF acknowledges support from the National Science Foundation of China (NSFC) and National Key Basic Research Science Foundation. PJ also acknowledges the support of the Dean’s Dissertation Fellowship at the University of Arizona. We also thank Stephane Colombi for some very insightful comments that improved this manuscript.


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# Canonical Quantization of Noncommutative Field Theory

(April 23, 2002)

## Abstract

A simple method to canonically quantize noncommutative field theories is proposed. As a result, the elementary excitations of a $`(2n+1)`$-dimensional scalar field theory are shown to be bilocal objects living in an $`(n+1)`$-dimensional space-time. Feynman rules for their scattering are derived canonically. They agree, upon suitable redefinitions, with the rules obtained via star-product methods. The IR/UV connection is interpreted within this framework.

Introduction and Summary

Noncommutative field theories  are interesting, nonlocal but most probably consistent, extensions of the usual ones. They also arise as a particular low energy limit of string theory . The fields are defined over a base space which is noncommutative , often obeying relations of the type $`[x_\mu ,x_\nu ]=i\theta _{\mu \nu }`$. At the classical level, new physical features appear in these theories. For instance, one encounters solitonic excitations in higher dimensions , superluminal propagation , or waves propagating on discrete spaces . At the quantum level, one has two superimposed structures: the coordinate space, where $`[\widehat{x}_\mu ,\widehat{x}_\nu ]0`$, and the dynamical fields’ (fiber) space, where canonically conjugate variables do not commute, $`[\widehat{\varphi }(t,\stackrel{}{x}),\widehat{\pi }(t,\stackrel{}{x}^{})]0`$.

This two-level structure hampered the canonical quantization of noncommutative (NC) field theories. Consequently, their perturbative quantum dynamics has been studied via star-product techniques , i.e. by replacing operator products with the Groenewold-Moyal one. This leads to deformed theories, living on a commutative space of Weyl symbols. Perturbation theory is then defined in the usual way. Loop calculations performed in this set-up pointed to an intriguing mixing between short distance and long distance physics, called the IR/UV connection .

The purpose of this paper is to develop simple canonical techniques for the direct quantization of noncommutative fields. We present here the basic idea, describe the nature of the degrees of freedom and their rules of interaction, as well as some implications. Our motivations are at least two-fold. First, phase space quantization methods  are not always the most useful ones, either for particles or for fields. Actually, commutative quantum theories developed mostly through canonical, functional, or propagator methods. Second, canonical quantization offers a clear picture of the degrees of freedom of a theory, picture which is not rigorously established in NC spaces, in spite of many interesting works . Our elementary operatorial methods will automatically lead to such a picture. We show that the fundamental excitations of a $`(2n+1)`$dimensional scalar theory (with commuting time) are bilocal objects living in a lower, $`(n+1)`$, dimensional space-time. We will call them rods, or dipoles, although no charge of any kind enters their description. The information on the remaining $`n`$ spatial directions is encoded into the length and orientation of the dipoles. Those $`n`$ parameters are, in turn, proportional to the momentum a noncommutative particle would have in the ‘lost’ directions. This picture puts on a firmer ground a general belief  that noncommutative theories are about dipoles, not particles. Moreover, it shows that these dipoles live in a lower dimensional space. Rules for their propagation and scattering are obtained canonically. They show that the above dimensional reduction is limited to tree level dynamics: the loop integrations are taken also over the dipole parameters, restoring the $`(2n+1)`$-dimensionality of the theory, as far as renormalization is concerned. Upon identification of the rod parameters with the momenta in the conjugate directions, our Feynman rules agree with the ones obtained a long time ago through star product technology. The physical interpretation is however different, being hopefully more intuitive and adequate for the description of experiments. The interpretation of the IR/UV mixing given in  can be adapted to this framework. One also notices that interaction ‘vertices’ for dipoles have in general finite area, and a poligonal boundary. As far as this area is kept finite, loop amplitudes are effectively regulated by noncommutativity. However, once this area shrinks to zero (in planar diagrams, or nonplanar ones with zero external momentum), the NC phase is of no effect, and UV infinities are present. They metamorphose into IR divergences if the cause of the vertex shrinking is an external momentum going to zero.

Bilocal objects

Let us consider a $`(2+1)`$-dimensional scalar field $`\mathrm{\Phi }(t,\widehat{x},\widehat{y})`$ defined over a commutative time $`t`$ and a pair of NC coordinates satisfying

$$[\widehat{x},\widehat{y}]=i\theta .$$
(1)
The extension to $`n`$ NC pairs is straightforward. Commutative spatial directions are dropped, for simplicity. The action is

$$S=\frac{1}{2}dtTr_{}\left[\dot{\mathrm{\Phi }}^2(_x\mathrm{\Phi })^2(_y\mathrm{\Phi })^2m^2\mathrm{\Phi }^22V(\mathrm{\Phi })\right].$$
(2)
$`\widehat{x}`$ and $`\widehat{y}`$ act on a harmonic oscillator Hilbert space $``$ in the usual way. $``$ may be given a discrete basis $`\{|n>\}`$ formed by eigenstates of $`\widehat{x}^2+\widehat{y}^2`$, or a continuous one $`\{|x>\}`$, composed of eigenstates of, say, $`\widehat{x}`$. In what follows, we will discuss explicitely quartic potentials, $`V(\mathrm{\Phi })=\frac{g}{4!}\mathrm{\Phi }^4`$. Cubic potentials are actually simpler, but maybe less relevant physically.

We (‘doubly’-)quantize the field $`\mathrm{\Phi }`$ by writing

$$\mathrm{\Phi }=\frac{dk_xdk_y}{2\pi \sqrt{2\omega _\stackrel{}{k}}}\left[\widehat{a}_{k_xk_y}e^{i(\omega _\stackrel{}{k}tk_x\widehat{x}k_y\widehat{y})}+\widehat{a}_{k_xk_y}^{}e^{i(\omega _\stackrel{}{k}tk_x\widehat{x}k_y\widehat{y})}\right].$$
(3)
$`\widehat{x}`$ and $`\widehat{y}`$ are operators acting on the Hilbert space $``$, which appeared due to their noncommutativity. $`\widehat{a}_{k_xk_y}`$ and $`\widehat{a}_{k_xk_y}^{}`$ act on the usual Fock space $``$ of a quantum field theory (FT). We have thus a ‘doubly’-quantum FT, with $`\mathrm{\Phi }`$ acting on a direct product of two Hilbert spaces, namely $``$. To prove (3), start with a classical field living on a commuting space. Upon usual field quantization, $`a`$ and $`a^{}`$ become operators on the Fock space $``$. To make the underlying space noncommutative, introduce (1) and apply the Weyl quantization procedure  to the exponentials $`e^{i(k_xx+k_yy)}`$. The result is (3), which means the following: $`\mathrm{\Phi }`$ creates (destroys), via $`\widehat{a}_{k_xk_y}^{}`$ ($`\widehat{a}_{k_xk_y}`$), an excitation represented by a ”plane wave” $`e^{i(\omega _\stackrel{}{k}tk_x\widehat{x}k_y\widehat{y})}`$. We will now describe such an object.

We could work with $`\mathrm{\Phi }`$ as an operator ready to act on both Hilbert spaces $``$ and $``$ . It is however simpler to ”saturate” it on $``$, working with expectation values $`<x^{}|\mathrm{\Phi }|x>`$, which can still act on $``$. $`|x>`$ is an eigenstate of $`\widehat{x}`$, $`\widehat{x}|x>=x|x>`$, $`\widehat{y}|x>=i\theta \frac{}{x}|x>`$. This means keeping only one coordinate out of a pair of NC spatial directions (for $`n`$ pairs, commutativity is gained on the reduced space at the expense of strict locality). A key equation is now

$$<x^{}|e^{i(k_x\widehat{x}+k_y\widehat{y}}|x>=e^{ik_x(x+k_y\theta /2)}\delta (x^{}xk_y\theta )=e^{ik_x\frac{x+x^{}}{2}}\delta (x^{}xk_y\theta ).$$
(4)
This is a bilocal expression, and we already see that its span along the $`x`$ axis, $`(x^{}x)`$, is proportional to the momentum along the conjugate $`y`$ direction, i.e. $`(x^{}x)=\theta k_y`$. Using (3,4), one sees that

$$<x^{}|\mathrm{\Phi }|x>=\frac{dk_x}{2\pi \sqrt{2\omega _{k_x,k_y}}}\left[\widehat{a}_{k_x,k_y}e^{i(\omega _\stackrel{}{k}tk_x\frac{x+x^{}}{2})}+\widehat{a}_{k_x,k_y}^{}e^{i(\omega _\stackrel{}{k}t+k_x\frac{x+x^{}}{2}}\right].$$
(5)
where $`k_y=(x^{}x)/\theta `$. Thus, $`\mathrm{\Phi }`$ annihilates a rod of momentum $`k_x`$ and length $`\theta k_y`$, and creates a rod of momentum $`k_x`$ and length $`\theta k_y`$. Due to (1), one degree of freedom apparently disappears from (5). Its presence shows up only through the modified dispersion relation

$$\omega _{(k_x,k_y=\frac{x^{}x}{\theta })}=\sqrt{k_x^2+\frac{(x^{}x)^2}{\theta ^2}+m^2}.$$
(6)
Correlators

Let us now calculate two-point correlation functions for such rods. The expectation value of the product of two bilocal fields, taken on the Fock space $``$ vacuum $`|0`$, is

$$0|<x_4|\mathrm{\Phi }|x_3><x_2|\mathrm{\Phi }|x_1>|0=\frac{dk_x}{8\pi ^2\omega _{k_x,}}e^{ik_x[\frac{x_3+x_4}{2}\frac{x_1+x_2}{2}]}\delta (x_4x_3x_2+x_1)$$
(7)
where $`k_y=(x^{}x)/\theta `$, and $`\omega _{k_x,k_y=(x^{}x)/\theta }`$ obeys (6) again. Again, there is no integral along $`k_y`$. More precisely, if one compares (7) to the $`(1+1)`$-dimensional commutative correlator of two fields, $`0|\varphi (X_2)\varphi (X_1)|0`$, with $`X_1=(x_1+x_2)/2`$ and $`X_2=(x_3+x_4)/2`$, the only differences are the additional $`\frac{(x^{}x)^2}{\theta ^2}`$ term in (6), and the delta function $`\delta ([x_4x_3][x_2x_1])`$, which ensures that the length of the rod (the momentum along $`y`$) is conserved. Thus, our bilocal objects propagate in a $`(1+1)`$dimensional space. The extra $`y`$ direction is accounted for by their lenght - which contributes to the energy, and orientation. We will also call these rods dipoles, although they have no charges at their ends (at least for real scalar fields), and they are extended objects in the absence of any background. One may speculate on possible relations of these rods with stretched open strings, or with the double index representation for Yang-Mills theories.

Interactions

The quartic interaction term in (2) can be written as

$$𝑑tTr_{}V(\mathrm{\Phi })=\frac{g}{4!}𝑑t_{x,a,b,c}<x|\mathrm{\Phi }|a><a|\mathrm{\Phi }|b><b|\mathrm{\Phi }|c><c|\mathrm{\Phi }|x>.$$
(8)
We will have a look at some terms in the Dyson series generated by (8), to illustrate the canonical derivation of the Feynman rules. Let $`:\widehat{A}\widehat{B}:`$ denote normal ordering of $`\widehat{A}\widehat{B}`$. Once the vacuum correlator (7) is known, the derivation of the diagrammatic rules follows the standard procedure; hence we will not present it in detail. To find the basic ‘vertex’ for four-dipole scattering we evaluate

$$\stackrel{}{k}_3,\stackrel{}{k}_4|:𝑑t_{x,a,b,c}<x|\mathrm{\Phi }|a><a|\mathrm{\Phi }|b><b|\mathrm{\Phi }|c><c|\mathrm{\Phi }|x>:|\stackrel{}{k}_1,\stackrel{}{k}_2$$
(9)
$`|\stackrel{}{k}_1,\stackrel{}{k}_2`$ is a Fock space state, meaning two quanta are present, with momenta $`\stackrel{}{k}_1`$ and $`\stackrel{}{k}_2`$. The momenta $`\stackrel{}{k}_{i,i=1,2,3,4}`$ have each two components: $`\stackrel{}{k}_i=(k_i,l_i)`$. $`k_i`$ is the momentum along $`x`$, whereas $`l_i`$ represents the dipole extension along $`x`$ (corresponding to the momentum along $`y`$) . Using Eq. (5) and integrating over $`x,y,z`$ and $`u`$, one obtains the conservation laws $`k_1+k_2=k_3+k_4`$ and $`l_1+l_2=l_3+l_4`$. The final result differs from the four-point scattering vertex of $`(2+1)`$ commutative particles with momenta $`\stackrel{}{k}_i=(k_i,l_i)`$ only through the phase

$$e^{\frac{i\theta }{2}_{i<j}(k_il_jl_ik_j)}.$$
(10)
Interpreting $`l_i`$ as the $`i`$-th momentum along $`y`$, this is precisely the star-product modification of the usual Feynman rules. The phase (10) appears due to the bilocal nature of generic $`<x^{}|\mathrm{\Phi }|x>`$’s. Pointlike $`<x|\mathrm{\Phi }|x>`$’s would never produce it.

By contracting adjacent (nonadjacent) terms in (9), one obtains the planar (nonplanar) one-loop correction to the free rod propagator, together with the recipe for calculating loops. Again, the derivation is straightforward. The main result is that one has to integrate over both the momentum and length of the dipole circulating in a loop. This $`\frac{1}{2\pi }𝑑k_{loop}𝑑l_{loop}`$ integration, together with the dispersion relation (6), brings back into play - as far as divergences are concerned - the $`y`$ direction. It is easy to extend the above reasoning to $`(2n+1)`$dimensions: unconstrained dipoles will propagate in a $`(n+1)`$-dimensional commutative space-time; their Feynman rules are obtained as outlined above. Once the dipole lengths are interpreted as momenta in the conjugate directions, our rules are identical to those obtained long ago via star-product calculus. The calculational aspects have been extensively explored  in the last years. Our interpretation is however different, and in this light, we will discuss now the IR/UV connection.

IR/UV

We have derived directly from the field theory the dipolar character of the NC scalar field excitations. We saw that, in the $`\{|x>\}`$ basis, the momentum in the conjugate direction becomes the lenght of the dipole. Thus, a connection between ultraviolet (large momentum) and infrared physics (large distances) becomes evident. This puts on a more rigorous basis the argument of  concerning the IR/UV connection.

Moreover, we can provide a geometrical view of the differences between planar and nonplanar loop diagrams, and the role of low momenta in nonplanar graphs. Let us go to $`(4+1)`$ directions, $`t,\widehat{x},\widehat{y},\widehat{z},\widehat{u}`$, and assume $`[\widehat{x},\widehat{y}]=[\widehat{z},\widehat{w}]=i\theta `$. Consider a $`\{|x,z>\}`$ basis. Then we can speak of a commutative space spanned by the axes $`x`$ and $`z`$, on which dipoles with momentum $`\stackrel{}{p}=(p_x,p_z)`$ and length $`\stackrel{}{l}=(l_x,l_z)=\theta (p_y,p_w)`$ evolve. Consider the scattering of four such dipoles, Their ‘meeting place’ is a poligon with four edges and area $`𝒜`$ (figure 1a).

One has two possibilities for the one-loop correction to the propagator: planar and nonplanar. In the planar case, adjacent dipole fields are contracted. Momentum and length conservation enforce then the poligon to degenerate into a one-dimensional, zero-area object (figure 1b). UV divergences persist. In the nonplanar case, due to the nonadjacent contraction the area $`𝒜`$ does not go to zero (cf. figure 1c) unless the external dipole length vanishes (figure 1d). $`𝒜0`$ appears thus to be related to the disappearance of UV divergences. Actually, the true regulator is the phase (10). This is zero, i.e. ineffective, when $`𝒜=0`$ in both the $`|x,z>`$ and $`|y,u>`$ bases. That corresponds to zero external length and momentum in the dipole picture, which means that the resulting divergence is half IR ($`\stackrel{}{p}_{ext}=0`$) and half UV ($`\stackrel{}{l}_{ext}=0`$)! In Weyl space this is just the usual zero external momentum, say $`p_\mu ^{ext}=0`$ \- interpreted there as an IR divergence. For dipoles the divergence comes from having zero vertex area $`𝒜`$ in any basis, and is half IR and half UV. NCFT is somehow between usual FT and string theory: when the interaction vertex is a point, UV infinities appear; when it opens up, as in string theory, amplitudes are finite.

Remarks

We saw that by dropping $`n`$ coordinates, intuition is gained: the remaining space admits a notion of distance, although bilocal (and in some sense IR/UV dual) objects probe it. Other bases of $``$ can also be used. For instance, the basis $`\{|n>\}`$, formed by eigenvectors of $`\widehat{n}=\sqrt{x^2+y^2}`$, leads to a discrete remnant space . Although the phase operator conjugated to $`\widehat{n}`$ is not easy to define, the multilocal character of the excitations is preserved.

One could put the scalar fields on a torus by imposing periodic boundary conditions. In this case, (discrete) high momenta along $`y`$ would correspond to dipoles which wind around the circle spanned by $`x`$. This relationship between winding and momentum states is reminescent of T-duality, and suggests that the canonical description may be employed in describing Morita equivalence.

An important question is: how do the dimensionality and noncommutativity of space-time depend on the regime in which we probe the theory? To start, we have a NC $`(2n+1)`$dimensional theory. Then, at tree level (i.e. classical plus tree level interference effects), one has $`D=n+1`$ commuting directions. However, loop effects drive us back to $`D=2n+1`$. At a scale $`r\sqrt{\theta }`$, space is surely NC. For $`r>>\sqrt{\theta }`$ it is believed to be commutative. However, if $`r`$ is the radius in the largest available commutative subspace, the IR/UV connection suggests a connection (duality?) between the $`r>>\sqrt{\theta }`$ and $`r<<\sqrt{\theta }`$ regimes. A clarification of these issues is desirable.

In conclusion, we found a simple way to quantize scalar NCFT through canonical methods. This provides a quantitative description for the kinematics and dynamics of such theories \- including limits in the dimensional reduction one may hope for, and a simple reinterpretation of the IR/UV connection. Although the Feynman rules derived in this way were previously known and used, we believe we provided a simple and clear picture for the degrees of freedom of the theory. This alternative point of view may find interesting applications, e.g. along the lines sketched in the above remarks. An extension of the method to gauge theories, as well as a path integral approach, are presently under study.

Acknowledgments

I benefited from a pleasant working environment within the HEP Theory Group of the University of Crete. This work was supported through a European Community Marie Curie fellowship, under Contract HPMF-CT-2000-1060.


text:
# Runaway dilaton and equivalence principle violations

\[

IHES/P/02/27 , Bicocca-FT-02-7, CERN-TH/2002-092

## Abstract

In a recently proposed scenario, where the dilaton decouples while cosmologically attracted towards infinite bare string coupling, its residual interactions can be related to the amplitude of density fluctuations generated during inflation, and are large enough to be detectable through a modest improvement on present tests of free-fall universality. Provided it has significant couplings to either dark matter or dark energy, a runaway dilaton can also induce time-variations of the natural “constants” within the reach of near-future experiments.

\]

A striking prediction of all string theory models is the existence of a scalar partner of the spin 2 graviton: the dilaton $`\varphi `$, whose vacuum expectation value (VEV) determines the string coupling constant $`g_s=e^{\varphi /2}`$ . At tree level, the dilaton is massless and has gravitational-strength couplings to matter which violate the equivalence principle . This is in violent conflict with present experimental tests of general relativity. It is generally assumed that this conflict is avoided because, after supersymmetry breaking, the dilaton might acquire a (large enough) mass (say $`m_\varphi 10^3\mathrm{eV}`$ so that observable deviations from Einstein’s gravity are quenched on distances larger than a fraction of a millimeter). However, Ref.  (see also ) has proposed a mechanism which can naturally reconcile a massless dilaton with existing experimental data. The basic idea of Ref.  was to exploit the string-loop modifications of the (four dimensional) effective low-energy action (we use the signature $`+++`$)

$`S`$ $`=`$ $`{\displaystyle }d^4x\sqrt{\stackrel{~}{g}}({\displaystyle \frac{B_g(\varphi )}{\alpha ^{}}}\stackrel{~}{R}+{\displaystyle \frac{B_\varphi (\varphi )}{\alpha ^{}}}[2\stackrel{~}{}\varphi (\stackrel{~}{}\varphi )^2]`$ (2)
$`{\displaystyle \frac{1}{4}}B_F(\varphi )\stackrel{~}{F}^2\mathrm{}),`$
i.e. the $`\varphi `$-dependence of the various coefficients $`B_i(\varphi )`$, $`i=g,\varphi ,F,\mathrm{}`$ , given in the weak-coupling region ($`e^\varphi 0`$) by series of the form $`B_i(\varphi )=e^\varphi +c_0^{(i)}+c_1^{(i)}e^\varphi +c_2^{(i)}e^{2\varphi }+\mathrm{}`$, coming from genus expansion of string theory. It was shown in  that, if there exists a special value $`\varphi _m`$ of $`\varphi `$ which extremizes all the (relevant) coupling functions $`B_i^1(\varphi )`$, the cosmological evolution of the graviton-dilaton-matter system naturally drives $`\varphi `$ towards $`\varphi _m`$ (which is a fixed point of the Einstein-dilaton-matter system). This provides a mechanism for fixing a massless dilaton at a value where it decouples from matter (“Least Coupling Principle”). In this letter, we consider the case (recently suggested in ) where the coupling functions, at least in the visible sector, have a smooth finite limit for infinite bare string coupling $`g_s\mathrm{}`$. In this case, quite generically, we expect

$$B_i(\varphi )=C_i+𝒪(e^\varphi ).$$
(3)
Under this assumption, the coupling functions are all extremized at infinity, i.e. a fixed point of the cosmological evolution is $`\varphi _m=+\mathrm{}`$. \[See  for an exploration of the late-time cosmology of models satisfying (3).\] We found that the “decoupling” of such a “run-away” dilaton has remarkable features: (i) the residual dilaton couplings at the present epoch can be related to the amplitude of density fluctuations generated during inflation, and (ii) these residual couplings, while being naturally compatible with present experimental data, are predicted to be large enough to be detectable by a modest improvement in the precision of equivalence principle tests (non universality of the free fall, and, possibly, variation of “constants”). This result contrasts with the case of attraction towards a finite value $`\varphi _m`$ which leads to extremely small residual couplings .

We assume some primordial inflationary stage driven by the potential energy of an inflaton field $`\chi `$. Working with the Einstein frame metric $`g_{\mu \nu }=C_g^1B_g(\varphi )\stackrel{~}{g}_{\mu \nu }`$, and with the modified dilaton field $`\phi =𝑑\varphi [(3/4)(B_g^{}/B_g)^2+B_\varphi ^{}/B_g+(1/2)B_\varphi /B_g]^{1/2}`$, we consider an effective action of the form

$`S`$ $`=`$ $`{\displaystyle }d^4x\sqrt{g}[{\displaystyle \frac{\stackrel{~}{m}_P^2}{4}}R{\displaystyle \frac{\stackrel{~}{m}_P^2}{2}}(\phi )^2`$ (5)
$`{\displaystyle \frac{\stackrel{~}{m}_P^2}{2}}F(\phi )(\chi )^2\stackrel{~}{m}_P^4V(\chi ,\phi )],`$
where $`\stackrel{~}{m}_P^2=1/(4\pi G)=4C_g/\alpha ^{}`$, and where the dilaton dependence of the Einstein-frame action is related to its (generic) string-frame dependence (2) by $`F(\phi )=B_\chi (\varphi )/B_g(\varphi ),V(\chi ,\phi )=C_g^2\stackrel{~}{m}_P^4B_g^2(\varphi )\stackrel{~}{V}(\stackrel{~}{\chi },\varphi )`$.

Under our basic assumption (3), $`d\phi /d\varphi `$ tends, in the strong-coupling limit $`\varphi +\mathrm{}`$, to the constant $`1/c`$, with $`c(2C_g/C_\varphi )^{1/2}`$, so that the asymptotic behaviour of the bare string coupling is

$$g_s^2=e^\varphi e^{c\phi }.$$
(6)
Let us consider the case where $`F(\phi )=1`$ and $`V(\chi ,\phi )=\lambda (\phi )\chi ^n/n`$ with a dilaton-dependent inflaton coupling constant $`\lambda (\phi )`$ of the form

$$\lambda (\phi )=\lambda _{\mathrm{}}(1+b_\lambda e^{c\phi }),$$
(7)
where we assume that $`b_\lambda >0`$, i.e that $`\lambda (\phi )`$ reaches a minimum at strong-coupling, $`\phi +\mathrm{}`$. It is shown in  that this simple case is representative of rather general cases of $`\phi `$-dependent inflationary potentials $`V(\chi ,\phi )`$

During inflation ($`ds^2=dt^2+a^2(t)\delta _{ij}dx^idx^j`$), it is easily seen that, while $`\chi `$ slowly rolls down towards $`\chi 1`$, the dilaton $`\phi `$ is monotically driven towards large values. The solution of the (classical) slow-roll evolution equations leads to

$$e^{c\phi }+\frac{b_\lambda c^2}{2n}\chi ^2=\mathrm{const}.=e^{c\phi _{\mathrm{in}}}+\frac{b_\lambda c^2}{2n}\chi _{\mathrm{in}}^2.$$
(8)
Using the result (8), we estimate the value $`\phi _{\mathrm{end}}`$ of $`\phi `$ at the end of inflation by inserting for the initial value $`\chi _{\mathrm{in}}`$ of the inflaton the value corresponding to the end of self-regenerating inflation . We remark that the latter value can be related to the amplitude $`\delta _H5\times 10^5`$ of density fluctuations, on the scale corresponding to our present horizon, generated by inflation, through $`\chi _{\mathrm{in}}\mathrm{\hspace{0.17em}5}\sqrt{n}(\delta _H)^{2/(n+2)}`$. Finally, assuming $`e^{c\phi _{\mathrm{in}}}e^{c\phi _{\mathrm{end}}}`$, we get the estimate:

$$e^{c\phi _{\mathrm{end}}}12.5c^2b_\lambda \left(\delta _H\right)^{\frac{4}{n+2}}.$$
(9)
A more general study  of the run-away of the dilaton during inflation (including an estimate of the effect of quantum fluctuations) only modifies this result by a factor $`𝒪(1)`$. It is also found that the present value of the dilaton is well approximated by $`\phi _{\mathrm{end}}`$.

Eq. (9) tells us that, within our scenario, the smallness of the present matter couplings of the dilaton is quantitatively linked to the smallness of the (horizon-scale) cosmological density fluctuations. To be more precise, and to study the compatibility with present experimental data, we need to estimate the crucial dimensionless quantity

$$\alpha _A(\phi )\mathrm{ln}m_A(\phi )/\phi ,$$
(10)
which measures the coupling of $`\phi `$ to a massive particle of type $`A`$. The definition of $`\alpha _A`$ is such that, at the Newtonian approximation, the interaction potential between particle $`A`$ and particle $`B`$ is $`G_{AB}m_Am_B/r_{AB}`$ where  $`G_{AB}=G(1+\alpha _A\alpha _B)`$. Here, $`G`$ is the bare gravitational coupling constant entering the Einstein-frame action (5), and the term $`\alpha _A\alpha _B`$ comes from the additional attractive effect of dilaton exchange.

Let us first consider the (approximately) composition-independent deviations from general relativity, i.e. those that do not essentially depend on violations of the equivalence principle. Most composition-independent gravitational experiments (in the solar system or in binary pulsars) consider the long-range interaction between objects whose masses are essentially baryonic (the Sun, planets, neutron stars). As argued in  the relevant coupling coefficient $`\alpha _A`$ is then approximately universal and given by the logarithmic derivative of the QCD confinement scale $`\mathrm{\Lambda }_{\mathrm{QCD}}(\phi )`$, because the mass of hadrons is essentially given by a pure number times $`\mathrm{\Lambda }_{\mathrm{QCD}}(\phi )`$. \[We shall consider below the small, non-universal, corrections to $`m_A(\phi )`$ and $`\alpha _A(\phi )`$ linked to QED effects and quark masses.\] Remembering from Eq. (2) the fact that, in the string frame (where there is a fixed cut-off linked to the string mass $`\stackrel{~}{M}_s(\alpha ^{})^{1/2}`$) the gauge coupling is dilaton-dependent ($`g_F^2=B_F(\phi )`$), we see that (after conformal transformation) the Einstein-frame confinement scale has a dilaton-dependence of the form

$$\mathrm{\Lambda }_{\mathrm{QCD}}(\phi )C_g^{1/2}B_g^{1/2}(\phi )\mathrm{exp}[8\pi ^2b_3^1B_F(\phi )]\stackrel{~}{M}_s,$$
(11)
where $`b_3`$ denotes the one-loop (rational) coefficient entering the Renormalization Group running of $`g_F`$. Here $`B_F(\phi )`$ denotes the coupling to the $`\mathrm{SU}(3)`$ gauge fields. For simplicity, we shall assume that (modulo rational coefficients) all gauge fields couple (near the string cut off) to the same $`B_F(\phi )`$. This yields the following approximately universal dilaton coupling to hadronic matter

$$\alpha _{\mathrm{had}}(\phi )\left(\mathrm{ln}\left(\frac{\stackrel{~}{M}_s}{\mathrm{\Lambda }_{\mathrm{QCD}}}\right)+\frac{1}{2}\right)\frac{\mathrm{ln}B_F^1(\phi )}{\phi }.$$
(12)
Numerically, the coefficient in front of the R.H.S. of (12) is of order 40. Consistently with our basic assumption (3), we parametrize the $`\phi `$ dependence of the gauge coupling $`g_F^2=B_F^1`$ as

$$B_F^1(\phi )=B_F^1(+\mathrm{})[1b_Fe^{c\phi }].$$
(13)
We finally obtain

$$\alpha _{\mathrm{had}}(\phi )40b_Fce^{c\phi }.$$
(14)
Inserting the estimate (9) of the value of $`\phi `$ reached because of the cosmological evolution, we get the estimate

$$\alpha _{\mathrm{had}}(\phi _{\mathrm{end}})3.2\frac{b_F}{b_\lambda c}\delta _H^{\frac{4}{n+2}}.$$
(15)
It is plausible to expect that the quantity $`c`$ (which is a ratio) and the ratio $`b_F/b_\lambda `$ are both of order unity. This then leads to the numerical estimate $`\alpha _{\mathrm{had}}^210\delta _H^{\frac{8}{n+2}}`$, with $`\delta _H5\times 10^5`$. An interesting aspect of this result is that the expected present value of $`\alpha _{\mathrm{had}}^2`$ depends rather strongly on the value of the exponent $`n`$ (which entered the inflaton potential $`V(\chi )\chi ^n`$). In the case $`n=2`$ (i.e. $`V(\chi )=\frac{1}{2}m_\chi ^2\chi ^2`$) we have $`\alpha _{\mathrm{had}}^22.5\times 10^8`$, while if $`n=4`$ ($`V(\chi )=\frac{1}{4}\lambda \chi ^4`$) we have $`\alpha _{\mathrm{had}}^21.8\times 10^5`$. Both estimates are compatible with present (composition-independent) experimental limits on deviations from Einstein’s theory (in the solar system, and in binary pulsars). For instance, the “Eddington” parameter $`\gamma 12\alpha _{\mathrm{had}}^2`$ is compatible with the present best limits $`|\gamma 1|2\times 10^4`$ coming from Very Long Baseline Interferometry measurements of the deflection of radio waves by the Sun .

Let us consider situations where the non-universal couplings of the dilaton induce (apparent) violations of the equivalence principle. This means considering the composition-dependence of the dilaton coupling $`\alpha _A`$, Eq. (10), i.e. the dependence of $`\alpha _A`$ on the type of matter we consider. Two test masses, made respectively of $`A`$\- and $`B`$-type particles will fall in the gravitational field generated by an external mass $`m_E`$ with accelerations differing by

$$\left(\frac{\mathrm{\Delta }a}{a}\right)_{AB}2\frac{a_Aa_B}{a_A+a_B}(\alpha _A\alpha _B)\alpha _E.$$
(16)
We have seen above that in lowest approximation $`\alpha _A\alpha _{\mathrm{had}}`$ does not depend on the composition of $`A`$. We need, however, now to retain the small composition-dependent effects to $`\alpha _A`$ linked to the $`\phi `$-dependence of QED and quark contributions to $`m_A`$. This has been investigated in  with the result that $`\alpha _A\alpha _{\mathrm{had}}`$ depends linearly on the baryon number $`BN+Z`$, the neutron excess $`DNZ`$, and the quantity $`EZ(Z1)/(N+Z)^{1/3}`$ linked to nuclear Coulomb effects. Under the plausible assumption that the latter dependence is dominant, and using the average estimate $`\mathrm{\Delta }(E/M)2.6`$ (applicable to mass pairs such as (Beryllium, Copper) or (Platinum, Titanium)), one finds that the violation of the universality of free fall is approximately given by

$$\left(\frac{\mathrm{\Delta }a}{a}\right)5.2\times 10^5\alpha _{\mathrm{had}}^25.2\times 10^4\left(\frac{b_F}{b_\lambda c}\right)^2\delta _H^{\frac{8}{n+2}}.$$
(17)
This result is one of the main predictions of our model. If we insert the observed density fluctuation $`\delta _H5\times 10^5`$, we obtain a level of violation of the universality of free fall (UFF) due to a run-away dilaton which is $`\mathrm{\Delta }a/a1.3(b_F/(b_\lambda c))^2\times 10^{12}`$ for $`n=2`$ (i.e. for the simplest chaotic inflationary potential $`V(\chi )=\frac{1}{2}m_\chi ^2(\varphi )\chi ^2`$), and $`\mathrm{\Delta }a/a0.98(b_F/(b_\lambda c))^2\times 10^9`$ for $`n=4`$ (i.e. for $`V(\chi )=\frac{1}{4}\lambda (\varphi )\chi ^4`$). The former case is naturally compatible with current tests (at the $`10^{12}`$ level ) of the UFF. Values $`n4`$ of the exponent require (within our scenario) that the (unknown) dimensionless combination of parameters $`(b_F/(b_\lambda c))^2`$ be significantly smaller than one.

Let us also consider another possible deviation from general relativity and the standard model: a possible variation of the coupling constants, most notably of the fine structure constant $`e^2/\mathrm{}c`$ on which the strongest limits are available. Consistently with our previous assumptions we expect $`e^2B_F^1(\phi )`$ so that, from (13), $`e^2(\phi )=e^2(+\mathrm{})[1b_Fe^{c\phi }]`$. The present logarithmic variation of $`e^2`$ (introducing the derivative $`\phi ^{}=d\phi /dp`$ with respect to the “e-fold” parameter $`dp=Hdt=da/a`$) is thus given by

$$\frac{d\mathrm{ln}e^2}{Hdt}b_Fce^{c\phi }\phi _0^{}\frac{1}{40}\alpha _{\mathrm{had}}\phi _0^{}.$$
(18)
The current value of $`\phi ^{}`$, $`\phi _0^{}`$, depends on the coupling of the dilaton to the two currently dominating energy forms in the universe: dark matter (coupling $`\alpha _m(\phi )`$), and vacuum energy (coupling $`\alpha _V=\frac{1}{4}\mathrm{ln}V(\phi )/\phi `$). In the slow-roll approximation, one finds

$$(\mathrm{\Omega }_m+2\mathrm{\Omega }_V)\phi _0^{}=\mathrm{\Omega }_m\alpha _m4\mathrm{\Omega }_V\alpha _V.$$
(19)
where $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_V`$ are, respectively, the dark-matter- and the vacuum- fraction of critical energy density ($`\rho _c(3/2)\stackrel{~}{m}_P^2H^2`$). The precise value of $`\phi _0^{}`$ is model-dependent and can vary (depending under the assumptions one makes) from an exponentially small value ($`\phi ^{}e^{c\phi }`$) to a value of order unity. In models where either the dilaton is more strongly coupled to dark matter than to ordinary matter , or/and plays the role of quintessence (as suggested in ), $`\phi _0^{}`$ can be of order unity. Assuming just spatial flatness and saturation of the “energy budget” by non-relatistic matter and dilatonic quintessence, one can relate the value of $`\phi ^{}=d\phi /(Hdt)`$ to $`\mathrm{\Omega }_m`$ and to the deceleration parameter $`q\ddot{a}a/\dot{a}^2`$: $`\phi ^2=1+q3\mathrm{\Omega }_m/2`$. This yields the following generic, model-independent relation between the present time variation of $`e^2`$, cosmological observables and the level of UFF violation

$$\frac{d\mathrm{ln}e^2}{Hdt}\pm \mathrm{\hspace{0.17em}3.5}\times 10^6\sqrt{1+q_03\mathrm{\Omega }_m/2}\sqrt{10^{12}\frac{\mathrm{\Delta }a}{a}}.$$
(20)
Note that the sign of the variation of $`e^2`$ is in general model-dependent ( as it depends both on the sign of $`b_F`$ and the sign of $`\phi _0^{}`$). Specific classes of models might, however, favour particular signs of $`de^2/dt`$. For instance, within the assumptions of  and  it is natural to expect that $`e^2`$ be currently increasing.

The phenomenologically interesting consequence of Eq. (20) is to predict a time-variation of constants which may be large enough to be detected by high-precision laboratory experiments. Indeed, using $`H_066`$ km/s/Mpc, and the plausible estimates $`\mathrm{\Omega }_m=0.3`$, $`q_0=0.4`$, Eq. (20) yields the numerical estimate $`d\mathrm{ln}e^2/dt\pm 0.9\times 10^{16}\sqrt{10^{12}\mathrm{\Delta }a/a}\mathrm{yr}^1`$. Therefore, the current bound on UFF violations ($`\mathrm{\Delta }a/a10^{12}`$ ) corresponds to the level $`10^{16}\mathrm{yr}^1`$, which is comparable to the planned sensitivity of currently developed cold-atom clocks . \[Present laboratory bounds are at the $`10^{14}\mathrm{yr}^1`$ level .\] We note also that the upper limit on the variation of $`e^2`$ given by the Oklo data, i.e. $`|d\mathrm{ln}e^2/dt|5\times 10^{17}\mathrm{yr}^1`$ , “corresponds” to a violation of the UFF at the level $`10^{13}`$. Of course, present measurements are not accurate enough to exclude an almost exact cancellation occurring in $`1+q_03\mathrm{\Omega }_m/2`$: our work points at the relevance of establishing whether or not this can be excluded.

We have also studied  the variation of $`e^2`$ over cosmological times. By taking into account the constraints coming from the need to be compatible with current cosmological data, we find that there is no way, within our model, to explain a variation of $`e^2`$ as large as the recent claim  $`\mathrm{\Delta }e^2/e^2=(0.72\pm 0.18)\times 10^5`$ around redshifts $`z0.53.5`$. The largest possible variation we find (reached only if the UFF violation is just below the $`10^{12}`$ level, and if $`\phi `$ is rather strongly coupled to dark matter), is of order $`\mathrm{\Delta }e^2/e^2=\pm 1.9\times 10^6`$. This is only a factor $`4`$ below the claim  and is at the level of their one sigma error bar. Therefore a modest improvement in the observational precision (accompanied by an improved control of systematics) will start to probe a domain of variation of constants which, according to our scenario, corresponds to an UFF violation smaller than the $`10^{12}`$ level.

Our results suggest that the residual dilaton couplings today (as determined by a cosmological “attraction” towards the fixed point at infinite bare string coupling) are just below the level $`\alpha _{\mathrm{had}}^22.5\times 10^8`$ corresponding to a violation of the UFF at the $`\mathrm{\Delta }a/a10^{12}`$ level. This gives additional motivation for improved tests of the UFF, such as the Centre National d’Etudes Spatiales (CNES) mission MICROSCOPE  (to fly in 2004; planned sensitivity: $`\mathrm{\Delta }a/a10^{15}`$), and the National Aeronautics and Space Agency (NASA) and European Space Agency (ESA) mission STEP (Satellite Test of the Equivalence Principle; planned sensitivity: $`\mathrm{\Delta }a/a10^{18}`$). If our estimates are correct, these experiments should find a rather strong violation signal.

Another possible observable signal of a weakly coupled run-away dilaton is the time-variation of the natural constants. Here the conclusion depends crucially on the assumptions made about the couplings of the dilaton to the cosmologically dominant forms of energy (dark matter and/or dark energy). If these couplings are of order unity (and as large as phenomenologically acceptable), the present time variation of the fine-structure constant is linked to the violation of the UFF by the relation $`d\mathrm{ln}e^2/dt\pm 2.0\times 10^{16}\sqrt{10^{12}\mathrm{\Delta }a/a}\mathrm{yr}^1`$. Such a time variation might be observable ( if $`\mathrm{\Delta }a/a`$ is not very much below its present upper bound $`10^{12}`$) through the comparison of high-accuracy cold-atom clocks and/or via improved measurements of astronomical spectra. The discovery of such a time variation (which is possible only if $`(\mathrm{\Omega }_m\alpha _m+4\mathrm{\Omega }_V\alpha _V)/(\mathrm{\Omega }_m+2\mathrm{\Omega }_V)`$ is not too small or, in terms of more observable quantities, if $`1+q_03\mathrm{\Omega }_m/2`$ is of order 1), would then tell us that the dilaton plays an important cosmological role, either because it is strongly coupled to dark matter ($`\alpha _m1`$) or/and because it plays the role of quintessence ($`\alpha _V1`$).

G. V. wishes to acknowledge the support of a “Chaire Internationale Blaise Pascal”, administered by the “Fondation de L’Ecole Normale Supérieure”.