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# 1. INTRODUCTION

## 1. INTRODUCTION

The persistence of weather states on short terms is a well-known phenomenon: a warm day is more likely to be followed by a warm day than by a cold day and vice versa. The trivial forecast that the weather of tomorrow is the same as the weather of today was, in previous times, often used as a ”minimum skill” forecast for assessing the usefulness of short-term weather forecasts. The typical time scale for weather changes is about one week, a time period which corresponds to the average duration of so-called “general weather regimes” or “Grosswetterlagen”, so this type of short-term persistence usually stops after about one week. On larger scales, other types of persistence occur, one of them is related to circulation patterns associated with blocking . A blocking situation occurs when a very stable high-pressure system is established over a particular region and remains in place for several weeks. As a result, the weather in the region of the high remains fairly persistent throughout this period. Furthermore, transient low-pressure systems are deflected around the blocking high so that the region downstream of the high experiences a larger than usual number of storms. On even longer terms, a source for weather persistence might be slowly varying external (boundary), forcing such as sea surface temperatures and anomaly patterns for example. On the scale of months to seasons, one of the most pronounced phenomenon is the El Ni$`\stackrel{~}{n}`$o Southern Oscillation (ENSO) event, which occurs every three to five years and which strongly affects the weather over the tropical Pacific as well as over North America .

The question is, how  the persistence, that might be generated by very different mechanisms on different time scales, decays with time $`s`$. The answer to this question is not simple. Correlations, and in particular long-term correlations, can be masked by trends that are generated, for instance, by the well-known urban warming phenomenon. Even uncorrelated data in the presence of long-term trends may look like correlated data, and, on the other hand, long-term correlated data may look like uncorrelated data influenced by a trend.

Therefore, in order to distinguish between trends and correlations, one needs methods that can systematically eliminate trends. Those methods are available now: both wavelet techniques (WT)1 and detrended fluctuation analysis (DFA)2 can systematically eliminate trends in the data and thus reveal intrinsic dynamical properties such as distributions, scaling and long-range correlations that are often masked by nonstationarities.

In recent studies  we have used DFA and WT to study temperature and precipitation correlations in different climatic zones on the globe. The results indicate that the temperature variations are long-range power-law correlated above some crossover time that is of the order of 10 days. Above 10 d, the persistence, characterized by the autocorrelation $`C(s)`$ of temperature variations separated by $`s`$ days, decays as

$$C(s)s^\gamma ,$$
$`(1)`$
where, most interestingly, the exponent $`\gamma `$ has roughly the same value $`\gamma 0.7`$ for all continental records. For small islands the correlations are more pronounced, with $`\gamma `$ around 0.4. This value is close to the value obtained recently for correlations of sea-surface temperatures . In marked contrast, for most stations the precipitation records do not show indications of long-range temporal correlations on scales above 6 months. Our results are supported by independent analysis by several groups .

The fact that the correlation exponent varies only very little for the continental atmospheric temperatures, presents an ideal test-bed for the performance of the global climate models, as we will show below. We present an analysis of the two standard scenarios (greenhouse gas forcing only and greenhouse gas plus aerosols forcing) together with the analysis of a control run. Our analysis points to clear deficiencies of the models. For further discussions we refer to Govindan et al. . Finally, we review a recent approach to determine the statistics of rare events in the presence of long-term correlations.

The chapter is organized in five sections. In Section 2, we describe one of the detrending analysis methods, the detrended fluctuation analysis (DFA). In Section 3, we review the application of this method to both atmospheric temperature and precipitation records. In Section 4, we describe how the ”universal” persistence law for the atmospheric temperature fluctuations on continental stations can be used to test the three scenarios of the state-of-the-art climate models. In Section 5, finally, we describe how the common extreme value statistics is modified in the presence of long-term correlations.

## 1 THE METHODS OF ANALYSIS

Consider, for example, a record $`T_i`$, where the index $`i`$ counts the days in the record, $`i=1`$,2,…,$`N`$. This record $`T_i`$ may represent the maximum daily temperature or the daily amount of precipitation, measured at a certain meteorological station. For eliminating the periodic seasonal trends, we concentrate on the departures of the $`T_i`$, $`\mathrm{\Delta }T_i=T_i\overline{T}_i`$, from their mean daily value $`\overline{T}_i`$ for each calendar date $`i`$, say 1st of April, which has been obtained by averaging over all years in the record.

Quantitatively, correlations between two $`\mathrm{\Delta }T_i`$ values separated by $`n`$ days are defined by the (auto)-correlation function

$$C(n)\mathrm{\Delta }T_i\mathrm{\Delta }T_{i+n}=\frac{1}{Nn}\underset{i=1}{\overset{Nn}{}},\mathrm{\Delta }T_i\mathrm{\Delta }T_{i+n}$$
$`(2).`$
If the $`\mathrm{\Delta }T_i`$ are uncorrelated, $`C(n)`$ is zero for $`n`$ positive. If correlations exist up to a certain number of days $`n_\times `$, the correlation function will be positive up to $`n_\times `$ and vanish above $`n_\times `$. A direct calculation of $`C(n)`$ is hindered by the level of noise present in the finite records, and by possible nonstationarities in the data.

To reduce the noise we do not calculate $`C(n)`$ directly, but instead study the “profile”

$$Y_m=\underset{i=1}{\overset{m}{}}\mathrm{\Delta }T_i.$$
$`(3).`$
We can consider the profile $`Y_m`$ as the position of a random walker on a linear chain after $`m`$ steps. The random walker starts at the origin and performs, in the $`i`$th step, a jump of length $`\mathrm{\Delta }T_i`$ to the right if $`\mathrm{\Delta }T_i`$ is positive, and to the left if $`\mathrm{\Delta }T_i`$ is negative. The fluctuations $`F^2(s)`$ of the profile, in a given time window of size $`s`$, are related to the correlation function $`C(s)`$. For the relevant case (1) of long-term power-law correlations, $`C(s)s^\gamma ,0<\gamma <1,`$ the mean-square fluctuations $`\overline{F^2(s)}`$, obtained by averaging over many time windows of size $`s`$ (see below) asymptotically increase by a power law ,

$$\overline{F^2(s)}s^{2\alpha },\alpha =1\gamma /2.$$
$`(3)`$
For uncorrelated data (as well as for correlations decaying faster than $`1/s`$), we have $`\alpha =1/2`$.

For the analysis of the fluctuations, we employ a hierarchy of methods that differ in the way the fluctuations are measured and possible trends are eliminated (for a detailed description of the methods we refer to Kantelhardt et al. ).

1.) In the simplest type of fluctuation analysis (FA) (where trends are not going to be eliminated), we determine the difference of the profile at both ends of each window. The square of this difference represents the square of the fluctuations in each window.

2.) In the first-order detrended fluctuation analysis (DFA1), we determine in each window the best linear fit of the profile. The variance of the profile from this straight line represents the square of the fluctuations in each window.

3.) In general, in the $`n`$th order DFA (DFAn) we determine in each window the best $`n`$th order polynomial fit of the profile. The variance of the profile from these best $`n`$th-order polynomials represents the square of the fluctuations in each window.

By definition, FA does not eliminate trends similar to the Hurst method and the conventional power spectral methods . In contrast, DFAn eliminates trends of order $`n`$ in the profile and $`n1`$ in the original time series. Thus, from the comparison of fluctuation functions $`F(s)`$ obtained from different methods, one can learn about long-term correlations and types of trends, which cannot be achieved by the conventional techniques.

## 2. ANALYSIS OF TEMPERATURE AND PRECIPITATION RECORDS

Figure 1 shows the results of the FA and DFA analysis of the maximum daily temperatures $`T_i`$ of the following weather stations (the length of the records is written within the parentheses): (a) Cheyenne (USA, 123 y), (b) Edinburgh (UK, 102 y), (c) Campbell Island (New Zealand, 57 y), and (d) Sonnblick (Austria, 108 y). The results are typical for a large number of records that we have analyzed so far (see Eichner et al.  and Koscielny-Bunde et al. ). Cheyenne has a continental climate, Edinburgh is on a coastline, Campbell Island is a small island in the Pacific Ocean, and the weather station of Sonnblick is on top of a mountain.

In the log-log plots, all curves are (except at small $`s`$ values) approximately straight lines. For both the stations inside the continents and along coastlines, the slope is $`\alpha 0.65`$. There exists a natural crossover (above the DFA crossover) that can be best estimated from FA and DFA1. As can be verified easily, the crossover occurs roughly at $`t_c=10d`$, which is the order of magnitude for a typical Grosswetterlage. Above $`t_c`$, there exists long-range persistence expressed by the power-law decay of the correlation function with an exponent $`\gamma =22\alpha 0.7`$. These results are representative for the large number of records we have analyzed. They indicate that the exponent is ”universal” , i.e., does not depend on the location and the climatic zone of the weather station. Below $`t_c`$, the fluctuation functions do not show universal behavior and reflect the different climatic zones.

However, there are exceptions from the universal behavior, and these occur for locations on small islands and on top of large mountains. In the first case, the exponent can be considerably larger, $`\alpha 0.8`$, corresponding to $`\gamma 0.4`$. In the second case, on top of a mountain, the exponent can be smaller, $`\alpha 0.58`$, corresponding to $`\gamma 0.84`$.

Next we consider precipitation records. Figure 2 shows the results of the FA and DFA analysis of the daily precipitation $`P_i`$ of the following weather stations (the length of the records is written within the parentheses): (a) Cheyenne (USA, 117 y), (b) Edinburgh (UK, 102 y), (c) Campbell Island (New Zealand, 57 y), and (d) Sonnblick (Austria, 108 y). The results are typical and represent a large number of records that we have analyzed so far ).

In the log-log plots, all curves are (except at small $`s`$ values) approximately straight lines at large times, with a slope close to 0.5. If there exist long-term correlations, then they are very small. Some exceptions are again stations on top of a mountain, where the exponent might be around 0.6, but this happens only very rarely. In most cases, the exponent is between 0.5 and 0.55, pointing to uncorrelated or weakly correlated behavior at large time spans. Unlike the temperature records, the exponents actually do not depend on specific climatic or geographic conditions.

Figure 3 summarizes the results for exponents $`\alpha `$ for (a) temperature records and (b) precipitation records. Different climatological conditions are marked in the histograms. First we concentrate on the temperature records (fig. 3a). One can see clearly that for stations that are neither on islands nor on summits, the average exponent is close 0.65, with a variance of 0.03. For the islands (where only few records are available) the average value of $`\alpha `$ is 0.78, with quite a large variance of 0.08. The variance is large, since stations on larger islands, like Wrangelija, behave more like continental stations, with an exponent close to 0.65. For the precipitation records (fig. 3b), the average exponent $`\alpha `$ is close to 0.54, with a variance close to 0.05, and does not depend significantly on the climatic conditions around a weather station.

Since for the temperature records the exponent for continental and coastline stations does not depend on the location of the meteorological station and its local environment, the power-law behavior can serve as an ideal test for climate models where regional details cannot be incorporated and therefore regional phenomena like urban warming cannot be accounted for. The power-law behavior seems to be a global phenomenon and therefore should also show up in the simulated data of the global climate models (GCM).

## 3. TEST OF GLOBAL CLIMATE MODELS

The state-of-the-art climate models that are used to estimate future climate are coupled atmosphere-ocean general circulation models (AOGCMs) . The models provide numerical solutions of the Navier Stokes equations devised for simulating meso-scale to large-scale atmospheric and oceanic dynamics. In addition to the explicitly resolved scales of motions, the models also contain parameterization schemes representing the so-called subgrid-scale processes, such as radiative transfer, turbulent mixing, boundary layer processes, cumulus convection, precipitation, and gravity wave drag. A radiative transfer scheme, for example, is necessary for simulating the role of various greenhouse gases such as CO2 and the effect of aerosol particles. The differences among the models usually lie in the selection of the numerical methods employed, the choice of the spatial resolution3, and the subgrid-scale parameters.

Three scenarios have been studied by the models, and the results are available, for four models, from the IPCC Data Distribution Center . The first scenario represents a control run where the CO2 content is kept fixed. In the second scenario, one considers only the effect of greenhouse gas forcing (GHG). The amount of greenhouse gases is taken from the observations until 1990 and then increased at a rate of 1% per year. In the third scenario, the effect of aerosols (mainly sulfates) in the atmosphere is taken into account. Only direct sulfate forcing is considered; until 1990, the sulfate concentrations are taken from historical measurements , and are increased linearly afterwards. The effect of sulfates is to mitigate and partially offset the greenhouse gas warming. Although this scenario represents an important step towards comprehensive climate simulation, it introduces new uncertainties - regarding the distributions of natural and anthropogenic aerosols and, in particular, regarding indirect effects on the radiation balance through cloud-cover modification etc. .

For the test, we consider the monthly temperature records from those four AOGCMs. Data for these three scenarios are available from the Internet: CSIRO-Mk2 (Melbourne), CCSR/NIES (Tokyo), ECHAM4/OPYC3 (Hamburg), and CGCM1 (Victoria, Canada). We extracted the data for six representative sites around the globe (Prague, Kasan, Seoul, Luling \[Texas\], Vancouver, and Melbourne). For each model and each of the three scenarios, we selected the temperature records of the four grid points closest to each site, and bilinearly interpolated the data to the location of the site. Figure 4 shows representative results of the fluctuation functions, calculated using DFA3, for two sites (Kasan \[Russia\] and Luling \[Texas\]) for the four models and the three scenarios. As seen in figure 4 most of the DFA curves approach the slope of 0.5. However, the control runs seem to show a somewhat better performance, i.e., many of them have a slope close to 0.65 (e.g., Luling (CSIRO-Mk2)), and the greenhouse gas only scenario show the worst performance. The actual long-term exponents $`\alpha `$ for the three scenarios of the 4 models for the 6 cities are summarized in figure 5(a)-(c). Each histogram consists of 24 blocks and every block is specified by the model and the city.

For the control run (fig. 5(a)) there is a peak at $`\alpha 0.65`$ but more than half of the exponents are below $`\alpha 0.62`$. For the greenhouse gas only scenario (fig. 5(b)), the histogram shows a pronounced maximum at $`\alpha =0.5`$. For best performance, all models should have exponents $`\alpha `$ close to 0.65, corresponding to a peak of height 24 in the window between 0.62 and 0.68. Actually, more than half of the exponents are close to 0.5, while only 3 exponents are in the proper window between 0.62 and 0.68. Figure 5(c) shows the histogram for the greenhouse gas plus aerosol scenario, where, in addition to the greenhouse gas forcing, also the effects of aerosols are taken into account. For this case, there is a pronounced maximum in the $`\alpha `$ window between 0.56 and 0.62 (more than half of the exponents are in this window), while again only 3 exponents are in the proper range between 0.62 and 0.68. This shows that although the greenhouse gas plus aerosol scenario is also far from reproducing the scaling behavior of the real data, its overall performance is better than the performance of the greenhouse gas scenario. The best performance is observed for the control run, which points to remarkable deficiencies in the way the forcings are introduced into the models.

## 4. EXTREME VALUE STATISTICS

The long-term correlations in a record $`\{T_i\}`$ effect strongly the statistics of the extreme values in the record, as has been shown recently in . The central quantity in Extreme Value Statistics (EVS) is the return time $`r_q`$ between two events of size greater or equal to a certain threshold $`q`$. The basic assumption in conventional EVS is, that the events are uncorrelated (at least when the time lag between them is sufficiently large). In this case, one can obtain the mean return time $`R_q`$ simply from the probability $`W_q`$ that an event greater or equal to $`q`$ occurs, $`R_q=\mathrm{\hspace{0.17em}1}/W_q`$. Since the events are uncorrelated, also the return intervals are uncorrelated and follow the Poisson-statistics; i.e. their distribution function $`P_q(r)`$ is a simple exponential, $`P_q(r)\mathrm{exp}(r/R_q)`$.
For long-term correlations, it has been shown in  that the distribution function $`P_q(r)`$ changes into a stretched exponential function,

$$P_q(r)\mathrm{exp}[\mathrm{const}(r/R_q)^\gamma )],$$
$`(4)`$
for $`\gamma `$ between zero and one. For $`\gamma `$ above one, in the case of short-term correlations, $`P_q`$ reduces to the Poisson distribution.

In addition, the return intervals become long-term correlated, with an exponent that is approximately identical to $`\gamma `$ . This is seen in Fig. 6, where the fluctuation functions $`F(s)`$ of the return intervals (obtained by DFA2) are shown for two artificial long-term correlated records with $`\gamma =\mathrm{\hspace{0.17em}0.4}`$ and 0.7. Two values of thresholds $`q=\mathrm{\hspace{0.17em}1.5}`$ and $`2.5`$ have been considered for each value of $`\gamma `$. The distribution of $`T_i`$ values has been chosen as Gaussian, with zero mean and variance one. In the double logarithmic plot, all the curves approach straight lines with slopes $`\alpha =\mathrm{\hspace{0.17em}1}\gamma /2`$, suggesting that the return intervals are long-term correlated in the same way as the $`T_i`$.
As a consequence, small return intervals are more likely to be followed by small intervals and large intervals are more likely to be followed by large intervals. Accordingly, for long-term correlated records it is more likely than for uncorrelated records that a sequence of large return times is followed by a sequence of short return times.
This fact may be relevant for the occurence of floods. It is well known that river flows are long-term correlated with exponents $`\gamma `$ between 0.3 and 0.9, in most cases close to 0.4. In the last decades, the frequency of large floods in Europe has increased. It is possible, that this increase is due to global warming, but it is also possible that it has been triggered by the long-term correlations.

## Acknowledgments

We are grateful to Prof. H.J. Schellnhuber, Dr. J.W. Kantelhardt, and Prof. S. Brenner for very useful discussions. We like to acknowledge financial support by the Deutsche Forschungsgemeinschaft and the Israel Science Foundation.


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# Band-center anomaly of the conductance distribution in one-dimensional Anderson localization

(August 2002)

## Abstract

We analyze the conductance distribution function in the one-dimensional Anderson model of localization, for arbitrary energy. For energy at the band center the distribution function deviates from the universal form assumed in single-parameter scaling theory. A direct link to the break-down of the random-phase approximation is established. Our findings are confirmed by a parameter-free comparison to the results of numerical simulations.

The spatial localization of waves in a disordered potential can be considered as the most dramatic effect of multiple coherent wave scattering sheng ; berk . Due to systematic constructive interference in some part of the medium the wave function is spatially confined and decays exponentially as one moves away from the localization center Anderson ; reviews . The localization length $`l_{\mathrm{loc}}`$ can be probed non-invasively from the decay of the transmission coefficient (the dimensionless conductance Landauer ) $`g`$, in terms of the average

$$C_1\mathrm{ln}g=2L/l_{\mathrm{loc}}+O(L^0)$$
(1)
for system length $`Ll_{\mathrm{loc}}`$ Borland . Localization results in insulating behavior of disordered solids at low temperatures Anderson ; reviews , and also can be realized in electromagnetic waveguides Genack , where it is considered as an efficient feedback mechanism for lasing in disordered active media Cao .

One of the cornerstones of the theoretical understanding of localization is the universal approach of single-parameter scaling (SPS) abrahams ; anderson1980 ; shapiro . In this theory it is assumed that the complete distribution function $`P(g)`$ of the conductance can be parameterized by the single free parameter $`C_1`$. The dependence of $`C_1`$ \[and hence of $`P(g)`$\] on $`L`$ is then found from solving a scaling equation $`dC_1/d(\mathrm{ln}L)=\beta (C_1)`$, where the universal scaling function $`\beta `$ does not depend on $`L`$, nor on any microscopic parameter (like the Fermi wavelength $`\lambda _\mathrm{F}`$, the transport mean free path $`l_{\mathrm{tr}}`$, or the lattice constant $`a`$).

The distribution function $`P(g)`$ is completely determined by the cumulants

$$C_n(\mathrm{ln}g)^n,$$
(2)
which are obtained as the expansion coefficients of the generating function

$$\eta (\xi )=\mathrm{ln}g^\xi =\underset{n=1}{\overset{\mathrm{}}{}}C_n\frac{\xi ^n}{n!}.$$
(3)
The first three cumulants are given by Eq. (1) for $`C_1`$, $`C_2=\mathrm{var}\mathrm{ln}g`$, and $`C_3=(\mathrm{ln}g\mathrm{ln}g)^3`$. The SPS hypothesis can then be phrased like this: All cumulants are universal functions of $`C_1`$. In the localized regime ($`C_11`$), the universal SPS relations take the simple form anderson1980

$$C_n/C_1=\delta _{1n}+2\delta _{2n}+O(L^1).$$
(4)
These conditions are much more restrictive than the general upper bound $`C_n=O(L/l_{\mathrm{loc}})`$ from the theory of large-deviation statistics ott ; ellis : SPS assumes a lognormal distribution of $`g`$, with the variance of $`\mathrm{ln}g`$ determined by the mean via the universal relation $`\mathrm{var}\mathrm{ln}g=2\mathrm{ln}g`$. It is the violation of this relation which frequently is used to indicated the break-down of SPS theory (see, e.g., Ref. Altshuler1 ; Altshuler2 ).

In this paper we investigate $`P(g)`$ in the most-studied and best-understood paradigm of localization, the one-dimensional Anderson model defined by the Schrödinger equation

$$\psi _{l1}+\psi _{l+1}=(V_lE)\psi _l$$
(5)
on a linear chain of $`L`$ sites (lattice constant $`a=1`$) and a random potential with $`V_l=0`$ and $`V_lV_m=2D\delta _{lm}`$. The strength $`D`$ of the potential fluctuations is taken to be small. We analytically calculate the cumulants $`C_n`$ in the localized regime, with main focus on the energy region $`|E|1`$ around the band center of the disorder-free system. For $`E=0`$ we find the values

$$C_2/C_1=2.094,C_3/C_1=0.568.$$
(6)
The ratios $`C_n/C_1`$ with the higher cumulants also are finite. Hence $`P(g)`$ complies with the restrictions of large-deviation statistics, but deviates from the special lognormal form assumed in SPS theory (this form is restored for $`|E|D`$).

The conditions for validity of SPS have been a constant subject of intense debate shapiro ; Altshuler1 ; Altshuler2 . Originally, SPS was derived within the random-phase approximation (RPA) for the scattering phase between consecutive scattering events abrahams ; anderson1980 . In the Anderson model the RPA is known to fail around the energies $`E=\pm 2`$ (the band edges of the disorder-free system) lifshitz , where $`\lambda _\mathrm{F}l_{\mathrm{tr}}`$. Indeed, the SPS relations (4) are violated for all cumulants when one comes close to the band edge ($`2|E|D^{2/3}`$) finitetimelyap , in coincidence with the expectations lifshitz ; Altshuler1 ; Altshuler2 ; Deych .

The RPA is also known to break down for the band-center case $`E=0`$ Stone . However, the only consequence observed so far has been a weak anomaly in the energy-dependence of $`l_{\mathrm{loc}}`$ (hence, also of $`C_1`$) kappus ; goldhirsch , which differs at $`E=0`$ by about $`9\%`$ from the predictions of perturbation theory Thouless1979 . Surprisingly, the violation (6) of the SPS relations (4) has not been noticed—quite the contrary, the relevance of the RPA for SPS recently has been contested Altshuler1 ; Altshuler2  within an investigation of the Lloyd model, given by Eq. (5) with a Cauchy distribution for the potential lloyd ; lifshitz . However, results obtained for the Lloyd model are not conclusive for the Anderson model and SPS, because in the Lloyd model formally $`D=\mathrm{}`$ and one encounters the modified universal relations $`C_2/C_1=42`$, while $`l_{\mathrm{loc}}`$ varies smoothly with energy even around $`E=0`$ lifshitz . Moreover, the higher cumulants have not been investigated. In previous numerical studies, the violations may have passed unnoticed because the small deviation of $`C_2/C_1`$ from the SPS value probably was not considered to be significant, and again the higher cumulants have not been investigated. In this paper, we also will establish a direct link between SPS and RPA.

We now present the analytical calculation of the cumulants $`C_n`$ of $`\mathrm{ln}g`$ in the vicinity of the band-center energy $`E=0`$ of the Anderson model, Eq. (5). As pointed out many years ago by Borland Borland , the dimensionless conductance $`g`$ in the localized regime is statistically equivalent to $`\psi _L^2`$, where $`\psi _L`$ is the solution of the Schrödinger equation (5) with generic initial conditions $`\psi _0`$, $`\psi _1=O(1)`$. Because $`\lambda _\mathrm{F}4a`$, it is useful to introduce two slowly varying fields $`\varphi (l)=\psi _l(1)^{l/2}`$ when $`l`$ is even, $`\chi (l)=\psi _l(1)^{(l+1)/2}`$ when $`l`$ is odd, which can be considered as continuous functions with Langevin equations

$$\frac{d\varphi }{dL}=\frac{1}{2}(UE)\chi ,\frac{d\chi }{dL}=\frac{1}{2}(W+E)\varphi .$$
(7)
Here $`U`$ and $`W`$ independently fluctuate with $`U=0`$, $`U(L_1)U(L_2)=4D\delta (L_1L_2)`$, and analogously for $`W`$.

In order to calculate the wave-function decay and its fluctuations it is convenient to switch to the variables

$$u=\mathrm{ln}(\varphi ^2+\chi ^2),\mathrm{sin}\alpha =\left(\frac{\varphi }{2\chi }+\frac{\chi }{2\varphi }\right)^1,$$
(8)
which are symmetric in $`\varphi `$ and $`\chi `$. In the localized regime, $`u=\mathrm{ln}g`$ characterizes the global decay of the wave function, while the variable $`\alpha `$ (parameterizing the local fluctuations) is identical to the scattering phase of the reflection amplitude $`r=(\psi _{L1}+i\psi _L)/(\psi _{L1}i\psi _L)`$. This parameterization allows us to draw a direct relation between SPS and RPA: SPS will turn out to be valid when $`\alpha `$ is uniformly distributed over $`(0,2\pi )`$.

The Langevin equations (7) now can be translated into a Fokker-Planck equation for the joint distribution function $`P(u,\alpha ;x)`$. For the sake of a compact presentation we use short-hand notations for the functions $`s_\alpha =\mathrm{sin}\alpha `$, $`c_\alpha =\mathrm{cos}\alpha `$, and introduce the rescaled position $`x=DL`$, as well as the rescaled energy $`\epsilon =E/D`$. The Fokker-Planck equation then takes the form

$`_xP(u,\alpha ;x)=`$
$`[_\alpha ^2+_u\left(s_\alpha ^2_uc_\alpha ^2+2_\alpha s_\alpha c_\alpha \right)\epsilon _\alpha ]P(u,\alpha ;x),`$ (9)
with the linear differential operator $`_\alpha =_\alpha (1+c_\alpha ^2)^{1/2}`$.

The behavior of $`P(u,\alpha ;x)`$ for large $`x`$ can be analyzed by introducing into Eq. (9) the ansatz

$$P(u,\alpha ;x)=_i\mathrm{}^{+i\mathrm{}}\frac{d\xi }{2\pi i}\underset{k=0}{\overset{\mathrm{}}{}}\mathrm{exp}(\mu _k(\xi )x\xi u)f_k(\xi ,\alpha ),$$
(10)
where we require periodicity of $`f_k(\xi ,\alpha )`$ in $`\alpha `$. It then follows that the functions $`f_k(\xi ,\alpha )`$ solve the eigenvalue equation

$$\mu _kf_k=\left[_\alpha ^2\epsilon _\alpha +\xi (c_\alpha ^22_\alpha s_\alpha c_\alpha )+\xi ^2s_\alpha ^2\right]f_k,$$
(11)
in which $`\xi `$ appears as a parameter and $`\mu _k(\xi )`$ is the $`k`$th eigenvalue (arranged in descending order). In the vicinity of $`\xi =0`$, there is a finite gap between the largest eigenvalue $`\mu _0`$ \[which vanishes for $`\xi =0`$, because of the normalization of $`P(u,\alpha ;x)`$\] and $`\mu _1`$. According to Eq. (10), the asymptotic behavior of the distribution function $`P(u,\alpha ;x)`$ for large $`x`$ hence is governed by $`\mu _0`$, up to exponentially small corrections. A formal calculation of the moments of $`u`$ (i.e., of $`\mathrm{ln}g`$) shows that the cumulant-generating function (3) is directly given by $`\eta (\xi )=x\mu _0(\xi )`$. Hence,

$$C_n=\mu ^{(n)}n!DL,$$
(12)
where we expanded $`\mu _0(\xi )=_{n=1}^{\mathrm{}}\mu ^{(n)}\xi ^n`$ into a power series.

The expansion coefficients $`\mu ^{(n)}`$ can be calculated recursively for increasing order $`n`$ by solving the hierarchy of equations

$`{\displaystyle \underset{k=0}{\overset{n}{}}}\mu ^{(nk)}f^{(k)}`$ $`=`$ $`s_\alpha ^2f^{(n2)}+(c_\alpha ^22_\alpha s_\alpha c_\alpha )f^{(n1)}`$ (13)
$`+_\alpha ^2f^{(n)}\epsilon _\alpha f^{(n)},`$
which results when one introduces into Eq. (11) the power expansions for $`\mu _0`$ and for $`f_0(\xi ,\alpha )=_{n=0}^{\mathrm{}}f^{(n)}(\alpha )\xi ^n`$: In each order $`n`$, we first integrate over $`\alpha `$ from $`0`$ to $`2\pi `$, which eliminates $`f^{(n)}`$ and hence gives $`\mu ^{(n)}`$ in terms of the quantities $`f^{(m)}`$ and $`\mu ^{(m)}`$ with $`m<n`$. Afterwards $`f^{(n)}`$ can be obtained from Eq. (13) by two integrations. The iteration is initiated for $`n=0`$ with $`\mu ^{(0)}=0`$. This completely solves the problem to calculate the cumulants $`C_n`$ in the localized regime.

Let us illustrate the procedure for $`E=0`$. To start the iteration we consider Eq. (13) with $`n=0`$, given by $`_\alpha ^2f^{(0)}=0`$. This differential equation is solved by the normalized function

$$f^{(0)}(\alpha )=\frac{\sqrt{2\pi }}{\mathrm{\Gamma }^2(1/4)\sqrt{1+\mathrm{cos}^2\alpha }},$$
(14)
which is identical to the stationary limiting-distribution function $`lim_x\mathrm{}_{\mathrm{}}^{\mathrm{}}𝑑uP(\alpha ,u;x)`$ of the variable $`\alpha `$.

Now the next iteration. Equation (13) with $`n=1`$ is given by

$$_\alpha ^2f^{(1)}(\alpha )=\left(\mu ^{(1)}c_\alpha ^2+2_\alpha s_\alpha c_\alpha \right)f^{(0)}(\alpha ).$$
(15)
We first determine

$$\mu ^{(1)}=_0^{2\pi }𝑑\alpha c_\alpha ^2f^{(0)}(\alpha )=4\frac{\mathrm{\Gamma }^2(3/4)}{\mathrm{\Gamma }^2(1/4)}.$$
(16)
The prediction for the inverse localization length

$$l_{\mathrm{loc}}=\mathrm{\Gamma }^2(1/4)/[2D\mathrm{\Gamma }^2(3/4)],$$
(17)
obtained by combining Eq. (16) with Eqs. (1) and (12), is identical to the result found in Refs. kappus ; goldhirsch . Then we solve for

$`f^{(1)}(\alpha )=(1+c_\alpha ^2)^{1/2}{\displaystyle _0^\alpha }d\beta (1+c_\beta ^2)^{1/2}[`$
$`2s_\beta c_\beta f^{(0)}(\beta )+{\displaystyle _0^\beta }d\gamma (\mu ^{(1)}c_\gamma ^2)f^{(0)}(\gamma )].`$ (18)
From the next iteration $`n=2`$ we obtain

$$\mu ^{(2)}=_0^{2\pi }𝑑\alpha [(c_\alpha ^2\mu ^{(1)})f^{(1)}(\alpha )+s_\alpha ^2f^{(0)}(\alpha )]$$
(19)
and also $`f^{(2)}(\alpha )`$. Analogously we obtain $`\mu ^{(3)}`$. With Eq. (12), this is sufficient to determine the values for the first three cumulants

$$C_1=0.4569DL,C_2=0.9570DL,C_3=0.2595DL.$$
(20)
They correspond to the anomalous ratios given in Eq. (6).

The analysis of Eq. (13) can be straightforwardly carried out also for finite $`E/D`$. For $`E/D1`$, the stationary limiting-distribution function of $`\alpha `$ is given by $`f^{(0)}(\alpha )=1/(2\pi )`$, corresponding to a completely random phase. For $`n=1`$ we find the coefficient $`\mu ^{(1)}=1/2`$, and the perturbative result $`l_{\mathrm{loc}}=4/D`$ is recovered Thouless1979 . In the next iteration we obtain $`\mu ^{(2)}=1/2`$, while the higher coefficients all vanish. According to Eq. (12), the SPS relations (4) then are reestablished.

We have tested the predictions of the analytical theory against the result of a direct numerical computation of the conductance $`g`$ for the Anderson model (5), by recursively increasing the length of the wire jalabert . The potential $`V_l`$ was drawn independently for each site from a box distribution with uniform probability $`1/\sqrt{24D}`$ over the interval $`[\sqrt{6D},\sqrt{6D}]`$. The data shown in the plots was obtained for $`D=1/150`$ (identical results are obtained for a Gaussian distribution with the same variance $`D`$). The cumulants were determined by averaging over $`10^7`$ disorder realizations.

The result of this computation for the first three cumulants and $`E=0`$ is shown in Fig. 1. The cumulants all increase linearly with the length $`L`$ of the wire, and the slopes agree perfectly with Eq. (20) \[hence the localization length agrees with Eq. (17) and the ratios of cumulants agree with Eq. (6)\]. The comparison is free of any adjustable parameter.

For contrast, the upper panel of Fig. 2 shows the first three cumulants at energy $`E=0.1`$, where the SPS relations (4) hold and $`C_1=DL/2`$ follows from perturbation theory Thouless1979 . The lower panel shows the results at the band edge $`E=2`$, which are compared to the predictions $`C_1=0.7295D^{1/3}L`$, $`C_2=1.602D^{1/3}L`$, $`C_3=0.7801D^{1/3}L`$ of Ref. finitetimelyap .

In Fig. 3 we show the ratios of cumulants $`C_2/C_1`$ and $`C_3/C_1`$ as a function of energy. The inset shows $`C_1`$. The anomalous region extends up to $`E10D`$. Around the band edge, the violations set in for $`2E3D^{2/3}`$. Again, perfect agreement is found between our analytical theory and the results of the numerical simulations.

In summary, we have presented an analytical theory for the distribution function $`P`$ of the dimensionless conductance $`g`$ in the localized regime of the Anderson model, Eq. (5). The relations (4) implied by single-parameter scaling theory for the cumulants $`C_n`$ of $`\mathrm{ln}g`$ are violated not only around the band edges $`|E|=2`$, but also at the band-center energy $`E=0`$, where the correct values are given by Eq. (6). Since the random-phase approximation is known to break down in both cases, our findings reestablish the relevance of this approximation for single-parameter scaling, which recently has been contested Altshuler1 ; Altshuler2 .

Whether the single-parameter scaling hypothesis itself breaks down at $`E=0`$, or just persists in modified form, is an open question. The ratios (6) still imply universal relations between the cumulants for weak on-site disorder, i.e., they do not depend on the distribution function of the random potential. However, it can be questioned whether this universality also extends to additional disorder in the hopping rates, since it is well known that the extreme case of purely off-diagonal disorder results in delocalization at $`E=0`$ Dyson .


text:
# INTERFACE MOTION IN DISORDERED FERROMAGNETS

## 1. INTRODUCTION

Using the random-field Ising model (RFIM) we have studied the dynamics of driven interfaces in disordered ferromagnetic systems by means of Monte Carlo simulations. The interface separates regions of opposite magnetization and it is driven by a homogeneous field $`H`$. Without thermal fluctuations ($`T=0`$) its dynamics is affected by the disorder in the way that the interface moves only if a sufficiently large driving field is applied. With decreasing driving field the interface velocity vanishes at a critical threshold $`H_\mathrm{c}`$ and is pinned below $`H_\mathrm{c}`$, due to the random-field. The field dependence of the interface velocity is given by

$$v(h)h^\beta $$
(1)
with $`h=(HH_\mathrm{c})/H_\mathrm{c}0`$, i.e. this pinning/depinning transition can be considered as a continuous phase transition. A sketch of this behavior is shown in Fig. 1.

The paradigm of the depinning transition is the Edwards-Wilkinson equation (Edwards and Wilkinson, 1982) with quenched disorder (QEW). The critical exponent $`\beta `$ of the QEW equation has been estimated within an renormalization group approach (Nattermann, Stepanow, Tang and Leschhorn, 1992) It is expected that the critical behavior of both the RFIM and the QEW equation is characterized by the same exponents, i.e. both models are in the same universality class see e.g. (Bruinsma and Aeppli, 1984; Amaral, Barabási and Stanley, 1994).

In this paper we determine numerically the critical exponent $`\beta `$ of the depinning transition in the RFIM in various dimensions. We compare our results with those of the renormalization group approach mentioned above. In particular, we consider the five dimensional case where logarithmic corrections to the above scaling ansatz, Eq. (1), occur. These logarithmic corrections are a typical feature of the upper critical dimension where the so-called mean field solution becomes valid.

For finite temperatures no pinning of the interface occurs due to the thermal fluctuations. Even for driving fields well below $`H_\mathrm{c}`$ the interface is expected to exhibit a so-called creep motion, see Fig. 1, in which the interface velocity obeys an Arrhenius law. This Arrhenius law has been found for the QEW equation (Chauvé, Giamarchi and Doussal, 1998) and we compare these results with those of the RFIM.

## 2. THE RFIM MODEL

In order to study the dynamics of moving interfaces numerically, we have investigated the $`d`$-dimensional RFIM which is characterized by the Hamiltonian,

$$=\frac{J}{2}\underset{i,j}{}S_iS_jH\underset{i}{}S_i\underset{i}{}h_iS_i.$$
(2)
The sum in the first term is taken over all pairs of neighbored spins. It describes the exchange interaction between neighboring spins ($`S_i=\pm 1`$) and a parallel alignment of nearest neighbors is energetically favored. Additionally, the spins are coupled to a homogeneous driving field $`H`$ and to a quenched local random-field $`h_i`$ with $`h_ih_j\delta _{ij}`$ and $`h_i=0`$. The probability density $`p`$ that the local random-field takes some value $`h_i`$ is given by

$$p(h_i)=\{\begin{array}{ccc}(2\mathrm{\Delta })^1& \mathrm{for}& |h_i|<\mathrm{\Delta }\hfill \\ 0& & \text{otherwise},\hfill \end{array}$$
(3)
i.e. $`h_i`$ is uniformly distributed. Throughout the paper we consider the case $`\mathrm{\Delta }=1.7`$. Using both simple cubic (sc) and body centered cubic (bcc) lattices with antiperiodic boundary conditions we started each simulation for an initially flat interface. In non-disordered systems ($`\mathrm{\Delta }=0`$) the interface moves for any finite driving field. This limiting behavior for $`\mathrm{\Delta }0`$ can be recovered if the interface moves along the diagonal direction of simple cubic (sc) lattices or along the $`\widehat{z}`$-direction of body centered cubic (bcc) lattices, for details see (Nowak and Usadel, 1998).

In our Monte Carlo simulations the dynamics of the interface motion is given by a Glauber dynamics with transition probabilities according to a heat-bath algorithm, see e.g. (Binder and Heermann, 1997). The interface velocity is the basic quantity in our investigations. Since a moving interface corresponds to a magnetization $`M`$ which increases with time $`t`$ (given in Monte Carlo steps per spin) the interface velocity is obtained according to $`v\mathrm{d}M/\mathrm{d}t`$, where $`\mathrm{}`$ denotes an appropriate disorder average.

## 3. CRITICAL INTERFACE DYNAMICS

In the following we analyse the interface dynamics in the vicinity of the critical threshold $`H_\mathrm{c}`$ at zero temperature ($`T=0`$) on a bcc lattice. The interface velocity as a function of the driving field for the three dimensional model is shown in Fig. 2. The data suggest that $`v`$ vanishes continuously at the critical threshold $`H_\mathrm{c}`$. Fitting the data to the above ansatz, Eq. (1), one obtains $`\beta =0.642\pm 0.06`$ and $`H_\mathrm{c}=1.357\pm 0.008`$. This agrees with previous results. In a simple cubic lattice an exponent $`\beta =0.6\pm 0.11`$ was observed for an interface moving along the $`[001]`$ direction (Amaral, Barabási and Stanley, 1994), and $`\beta =0.66\pm 0.04`$ was observed for an interface moving along the $`[111]`$ direction (Roters et al., 1999), respectively. Additionally, these values agree within the error-bars with the value $`\beta =2/3`$ found for the QEW equation with quenched disorder (Nattermann, Stepanow, Tang and Leschhorn, 1992).

The above scaling behavior of the interface velocity, Eq. (1), is also found in two (Nowak and Usadel, 1998) and four dimensions (not shown). But in five dimensions the simple scaling ansatz Eq. (1) does not describe the velocity-field dependence in a convincing manner. In the inset of Fig. 3 we show the logarithmic derivative $`\beta _{\mathrm{eff}}=\mathrm{ln}v/\mathrm{ln}h`$ for various driving fields. Instead of a saturation for $`h0`$ the effective exponent $`\beta _{\mathrm{eff}}`$ displays a strong curvature which contradicts the scaling ansatz in Eq. (1).

In the following we will show that the data for $`d=5`$ are consistent with the assumption that the scaling behavior is given by Eq. (1) modified by logarithmic corrections. Usually logarithmic corrections affect the scaling behavior at the upper critical dimension $`d_\mathrm{c}`$. Below $`d_\mathrm{c}`$ the critical exponents depend on the dimension of the system while for $`d>d_\mathrm{c}`$ they are independent of the particular dimension and are given by those of the mean field theory. At $`d_\mathrm{c}`$ itself the mean field scaling behavior is modified by logarithmic corrections. The above mentioned renormalization group approach to the QEW equation predicts the values $`d_\mathrm{c}=5`$ and $`\beta _{\mathrm{MF}}=1`$.

Inspired by the usual scaling behavior at the critical dimension obtained from renormalization group approaches, see e.g. (Brézin, Le Guillou and Zinn-Justin, 1976), we assume that the asymptotic $`(h0)`$ scaling behavior of the velocity is given in leading order by

$$v|h|^{\beta _{\mathrm{MF}}}\left|\mathrm{ln}h\right|^{x_h}\text{.}$$
(4)
with $`\beta _{\mathrm{MF}}=1`$ and some unknown exponent $`x_h`$. The corresponding data as well as the fit according to Eq. (4) are shown in Fig. 3. From the fit which works for small values of $`h`$ we obtain $`H_\mathrm{c}=1.143\pm 0.01`$ and $`x_h=0.42\pm 0.1`$. It remains to be shown that the scaling behavior above $`d_\mathrm{c}`$ is given by the pure mean field scaling behavior. Simulations of the six dimensional model are in progress and the results will be published elsewhere.

## 4. THE CREEP MOTION

In the previous section we focused our attention to the critical behavior at zero temperature. Including thermal fluctuations no pinning of the interface takes place, see Fig. 1. For example, at $`H=H_\mathrm{c}`$ the velocity grows with the temperature according to $`vT^{1/\delta }`$ (Nowak and Usadel, 1998; Roters et al., 1999). The interface moves even for driving fields well below the critical threshold. In this case the interface velocity is expected to obey an Arrhenius law

$$vC(H,T)\mathrm{exp}\left[\frac{E(H)}{T}\right]$$
(5)
which is characterized by its prefactor $`C(H,T)`$ and an effective energy barrier $`E(H)`$. Recently (Chauvé, Giamarchi and Doussal, 1998) investigated the creep regime in the QEW equation and found that the prefactor of the Arrhenius law is given by

$$C(H,T)=c(H)T^x$$
(6)
with $`c(H)`$ being some function of the driving field. The temperature dependence is characterized by an exponent $`x`$. We apply this ansatz to our numerically obtained interface velocities in the 3$`d`$ RFIM. Figure 4 shows the data rescaled according to Eq. (5) and (6). As can be seen from the data, we obtain nearly straight lines for $`x=0.79\pm 0.09`$ suggesting that the temperature dependence of the prefactor in Eq. (5) as well as the Arrhenius law itself are a proper description of the velocity in the creep regime. The slope of the lines in Fig. 4 corresponds to the effective energy barrier $`E(H)`$. Plotting $`\mathrm{ln}vt^x`$ vs. $`E(H)/T`$ the data collapse onto a single curve, see Fig. 5, without making any assumption about $`c(H)`$. This suggests that $`c(H)\mathrm{const}`$ holds.

However, details of our results do not coincide with those of (Chauvé, Giamarchi and Doussal, 1998). In particular, these authors observed a significant field dependence of the prefactor $`c(H)H^\mu `$ with $`\mu >0`$ and found a negative exponent $`x`$. Especially the opposite sign of $`x`$ is remarkable.

## 5. SUMMARY

We investigated the dynamics of driven interfaces for the random-field Ising model (RFIM). In our analyses we focus on the field and temperature dependence of the interface velocity and we consider the depinning transition especially at temperature $`T=0`$. In the three dimensional model we find that $`v(H)`$ obeys a power law characterized by an exponent $`\beta `$. In $`d=5`$ the scaling behavior can be described by the mean field exponent modified by logarithmic corrections. This suggests that the upper critical dimension of the depinning transition in the RFIM is $`d_\mathrm{c}=5`$.

We also investigate the interface dynamics in the so-called creep regime which occurs for driving fields well below the critical threshold and small but finite temperatures. As predicted by a renormalization group approach the creep behavior is characterized by an Arrhenius law. But the details of the Arrhenius law differ from the predicted behavior.

Acknowledgements

This work was supported by the DFG via GK 277 Struktur und Dynamik heterogener Systeme (University of Duisburg) and SFB 491 magnetische Heteroschichten: Struktur und elektronischer Transport (Universities of Duisburg and Bochum).


text:
# Intermediate states in quantum cryptography and Bell inequalities

## 1 Introduction

The quantum cryptographic protocol, known as the BB84 , was originally developed for qubits. In this protocol the legitimate users, Alice and Bob, both use the same two mutually unbiased bases $`A`$ and $`A^{}`$. Alice use them for state preparation111Notice that Alice may use a maximally entangled state of two qubits for preparing the state she sends to Bob, since a measurement on one qubit will ’prepare’ the state of the other qubit. and Bob chooses between the two bases for his measurement. But an eavesdropper performing the simple intercept/resend eavesdropping, may chose to measure in what is known as the intermediate basis or the Breidbart basis . In the case of qubits it is possible to form four intermediate states, which falls into two mutually unbiased bases. However the eavesdropper need only use one of these bases.

It turns out that it is not only in the simple intercept/resend eavesdropping that these intermediate states appear. Also in the optimal eavesdropping strategy , which consists of the eavesdropper using the optimal cloning machine, these states enters. In this case, they appear at the point where Bob and the eavesdropper, Eve, have the same amount of information, i.e. where their information lines cross. At this point their mixed states may be decomposed into a mixture of some of the intermediate states.

That the intermediate states also appear in the optimal eavesdropping strategy, also explains a curious observation. Namely, that the amount of information obtained by the eavesdropper at the crossing point between the information lines using optimal eavesdropping, and the amount of information she obtains performing intercept/resend eavesdropping in the intermediate basis, is the same. However, the error rates are quite different.

Further more intermediate states reappear in the Clauser-Horne-Shimony-Holt (CHSH) inequality  for two entangled qubits. Where the maximal violation is obtained when on the first qubit the measurement settings correspond to the two mutually unbiased bases $`A`$ and $`A^{}`$, and on the second qubit the two intermediate bases. Moreover when introducing the same kind of noise as the eavesdropper does in the optimal eavesdropping strategy, the Bell violation naturally decreases. But it is interesting to notice that for the critical disturbance where the classical limit is reached, Bob and Eve have the same amount of information, i.e. this happens at the crossing point of the information lines. This crossing point between the two information lines is a very important point, since upto this limit Alice and Bob can use the fact that they have more mutual information than the eavesdropper and they can create a secure key just by using classical error correction and one-way privacy amplification. Hence the CHSH inequality for qubits can be used as a security measure .

In the three situation just described, intercept/resend eavesdropping, optimal eavesdropping and the CHSH-inequality, the intermediate states keep reappearing and seem to play a fundamental role.

A natural question to ask is ’what happens in higher dimensions?’. This is the question we try to answer, at least partially, here. It is possible to generalize the BB84 protocol to arbitrary dimension , simply by adding basis vectors to the two mutually unbiased bases, so that for $`N`$ dimension each basis contain $`N`$ vectors. The intermediate states may also be generalized to arbitrary dimensions. However, in higher dimensions they do in general not form bases. But it is possible to associate with each intermediate state a projector, which represents a binary measurement.

With the use of these generalized intermediate states we investigate intercept/resend eavesdropping, optimal eavesdropping and a generalized CHSH inequality in arbitrary dimension to see if they play the same role as in two dimension.

In section 2 we introduce the intermediate states for quNits. In section 3 we shortly discuss intercept/resend eavesdropping using the intermediate states. In section 4 we compare optimal eavesdropping with the intercept/resend eavesdropping strategy. Then in section 5 we present a generalized Bell inequality for two entangled quNits. In section 6 we consider the Bell violation as a function of the disturbance the optimal eavesdropping strategy would lead to. The last sections of the paper is devoted to a study of the inequality we have presented. In section 7 we discuss some features of the inequality by giving examples in three dimensions. Since recently the strength of a Bell inequality has been measured in terms of its resistance to noise we discuss this issue in section 8. Section 9 is devoted to a brief study of the required detection efficiency. Finally in section 10 we have conclusion and discussion.

## 2 The intermediate states

The quantum cryptographic protocol BB84 can easily be generalized to arbitrary dimension, this has already been discussed in the literature . The protocol works in exactly the same way as for qubits with the sole exception that for quNits each of the two mutually unbiased bases $`A`$ and $`A^{}`$ used by Alice and Bob contain $`N`$ basis states instead of two. So that Alice sends at random (and with equal probability) one of the $`2N`$ possible states and Bob choses to measure in one of the two bases $`A`$ and $`A^{}`$.

In this section we define the intermediate states between these two bases. The basis $`A`$ is chosen as the computational basis,

$$|a_0,\mathrm{},|a_{N1},$$
(1)
and the second basis, $`A^{}`$, is the Fourier transform of the computational basis:

$$|a_k^{}=\frac{1}{\sqrt{N}}\underset{n=0}{\overset{N1}{}}\mathrm{exp}\left(\frac{2\pi ikn}{N}\right)|a_n$$
(2)
These two bases are mutually unbiased, i.e.

$$a_n|a_k^{}=\frac{\mathrm{exp}\left(\frac{2\pi ikn}{N}\right)}{\sqrt{N}}$$
(3)
This means that the distance between pairs of state from the two bases is $`\mathrm{cos}(\theta )=1/\sqrt{N}`$.

Having two states, it is possible to define a state which lies exactly in between the two, which means that it has the same overlap with both states and it is the state closest to the two original states which has this property. The intermediate state are obtained by forming all possible pairs of the states from the two bases. They are shown in the table below:

|  | $`a_0^{}`$ | $`a_1^{}`$ | $`\mathrm{}`$ | $`a_{N1}^{}`$ |
| --- | --- | --- | --- | --- |
| $`a_0`$ | $`m_{00}`$ | $`m_{01}`$ | $``$ | $`m_{0,N1}`$ |
| $`a_1`$ | $`m_{10}`$ | $`m_{11}`$ | $``$ | $`m_{1,N1}`$ |
| $`\mathrm{}`$ | $``$ | $``$ | $``$ | $``$ |
| $`a_{N1}`$ | $`m_{N1,0}`$ | $`m_{N1,1}`$ | $``$ | $`m_{N1,N1}`$ |

Explicitly the intermediate state between $`|a_n`$ and $`|a_k^{}`$ is defined in the following way

$`|m_{nk}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{C}}}\left[\mathrm{exp}\left({\displaystyle \frac{2\pi ikn}{N}}\right)|a_n+|a_k^{}\right]`$ (4)
where $`C=2(1+1/\sqrt{N})`$ is the normalization constant and the phase comes from the overlap between $`|a_n`$ and $`|a_k^{}`$, see eq.(3). The index of the $`m`$-states are such that the first index always refers to the $`A`$ and the second to the $`A^{}`$-basis. Since each basis contains $`N`$ states it is possible to form $`N^2`$ intermediate states, simply by forming all pairs of states from the two bases.

In general the intermediate state $`|m_{\alpha \beta }`$ between two arbitrary initial states $`|\alpha `$ and $`|\beta `$ is defined as

$`|m_{\alpha \beta }={\displaystyle \frac{\sqrt{\alpha |\beta }|\alpha +\sqrt{\beta |\alpha }|\beta }{\sqrt{2}\sqrt{|\alpha |\beta |+|\alpha |\beta |^2}}}`$ (5)
The intermediate states may be defined in complete generality for arbitrary initial states and any number of them. In this case the intermediate state is found by forming the mixture of all the initial states with equal weight, the eigenstate state with the largest eigenvalue of this mixture corresponds to the intermediate state. Naturally these definitions are equivalent and lead to the same intermediate state.

Considering the intermediate states leads to the following conditional probabilities

$$p(m_{nk}|a_n)=p(m_{nk}|a_k^{})=\frac{1+\frac{1}{\sqrt{N}}}{2}F$$
(6)
Notice that this definition indeed recover the formula for cosine of half the angle: $`\mathrm{cos}(\theta /2)=\sqrt{\frac{1+cos(\theta )}{2}}`$. This is why the states have been named intermediate states, since they indeed lie in between the the two original states.

Whereas the probability for making an error is

$$p(m_{nk}|a_q)=p(m_{nk}|a_p^{})=\frac{1\frac{1}{\sqrt{N}}}{2(N1)}\frac{D}{N1}$$
(7)
It is important to notice that the intermediates states in general not are orthogonal, indeed

$`m_{kl}|m_{nm}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{N}C}}[\sqrt{N}\delta _{kn}\mathrm{exp}\left({\displaystyle \frac{2\pi i}{N}}(mnlk)\right)`$ (8)
$`+`$ $`\sqrt{N}\delta _{lm}+\mathrm{exp}\left({\displaystyle \frac{2\pi i}{N}}(ml)k\right)+\mathrm{exp}\left({\displaystyle \frac{2\pi i}{N}}(ml)n\right)]`$
This means that the generalized intermediate states do in general not form bases as in the two dimensional case. But they can still be used as binary measurements, this is discussed in the next section.

### 2.1 Intermediate states as binary measurements

It has just been shown that in general the intermediate states $`|m_{kl}`$ are not orthogonal, and hence they do not form bases as in the two dimensional case. It is however possible to use the corresponding projectors, $`|m_{kl}m_{kl}|`$ as binary measurements.

Since the intermediate states are non-orthogonal, it means that the corresponding binary measurements are mutually incompatible. In other words, none of them can be measured together but they have to be measured one by one. A binary measurement, has as the name indicates two possible outcomes, 0 and 1. Where the zero outcome is interpreted as ’I guess the state was not $`|m_{kl}`$’, and the ’1’ outcome is interpreted as ’I guess the state was $`|m_{kl}`$’. However, the answers are statistical, in the sense that there is a certain probability for making the wrong identification.

It should be mentioned that the $`N^2`$ intermediate states constitutes a generalized measurement namely a so called POVM. We have

$`{\displaystyle \underset{n,k=0}{\overset{N1}{}}}{\displaystyle \frac{1}{N}}|m_{nk}m_{nk}|=\text{1}\text{1}`$ (9)
However, we do not make use of this in what follows.

## 3 Intercept/resend eavesdropping

Suppose that the eavesdropper, Eve, performs the simple intercept/resend eavesdropping. This means that she intercepts the particle send by Alice, performs a measurement and according to the result prepares a particle which she then sends to Bob. She may choose to measure in the same bases as Alice and Bob, but she may also choose to use the intermediate states. In higher dimensions where the intermediate states do not form bases, this strategy becomes a bit artificial. It is nevertheless interesting to consider it briefly.

In arbitrary dimension where the intermediate states corresponds to binary measurements, the intercept/resend strategy using these measurements may look like this: When ever Eve obtains a ’1’, which means she can make a good guess of the state, she prepares a new state and sends it to Bob. Whereas in the cases where she gets a ’0’, which means she is unable to make a good guess, she does not send anything to Bob. In this way we are only considering the cases where Eve does obtain a useful answer. This strategy, of course, gives rise to a huge amount of losses and errors on Bobs side, but it is however interesting to evaluate the amount of information that Eve obtains in this case, i.e. considering only the measurements where she gets a positive answer.

The probability of making the correct identification is given by eq.( 6) and is equal to $`\frac{1}{2}+\frac{1}{2\sqrt{N}}`$. Whereas the probability of wrong identification, i.e. of an error is given by eq.( 7) and is equal to $`\frac{1}{(N1)}(\frac{1}{2}\frac{1}{2\sqrt{N}})`$. This means that the (Shannon) information obtained by Eve is given by

$`I_{int,Eve}^N`$ $`=`$ $`\mathrm{log}_2(N)+\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2\sqrt{N}}}\right)\mathrm{log}_2\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2\sqrt{N}}}\right)`$ (10)
$`+`$ $`\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2\sqrt{N}}}\right)\mathrm{log}_2\left({\displaystyle \frac{1}{(N1)}}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2\sqrt{N}}}\right)\right)`$
on the ’1’ outcomes of her measurements.

In the next section we will compare this amount of information to the amount of information obtained performing optimal eavesdropping at the point where the information lines between Bob and Eve cross.

## 4 The optimal cloning machine

The optimal eavesdropping strategy in any dimension, is believed to be given by a asymmetric version of the quantum cloning machine  which clones optimally the two mutually unbiased bases . Using this cloner, Eve can obtain two copies of different fidelity of the state prepared by Alice. Usually Eve keeps the bad copy and sends the good one on to Bob. For a full description of how this eavesdropping strategy and of the cloning machine involved, see . Here we are only concerned with the final state that Bob receives, which means how the optimal eavesdropping strategy influence the state obtained by Bob. In the case of no eavesdropping Bob receives the same pure state as was send by Alice. But in the case of eavesdropping Bob receives a mixed state.

Assume that without eavesdropping Bob would have found the state $`|a_n`$ if measuring in the computational basis. The question is what happens to $`|a_n`$ as a result of the eavesdropping? Or in other words, how does the cloning machine influence the state $`|a_n`$? We are only interested in the final mixed state Bob receives, and that may be written as

$$\rho _B=F_B|a_na_n|+\frac{D_B}{N1}\underset{j=0,jn}{\overset{N1}{}}|a_ja_j|$$
(11)
where $`F_B`$ is the fidelity and $`D_B=1F_B`$ is the total disturbance. A similar expressing can be obtained for the $`A^{}`$ basis states. As a result of the eavesdropping the amount of information that Bob gets is

$`I_{opt,bob}^N=\mathrm{log}_2(N)+F_B\mathrm{log}_2(F_B)+(1F_B)\mathrm{log}_2\left({\displaystyle \frac{1F_B}{N1}}\right)`$ (12)
The optimal eavesdropping strategy is symmetric under the exchange of Bob and Eve. This means that the mixed state, $`\rho _E`$, which Eve obtains can be written on the same form as Bob’s mixed state, just with different coefficients, i.e.

$$\rho _E=F_E|a_na_n|+\frac{D_E}{N1}\underset{j=0,jn}{\overset{N1}{}}|a_ja_j|$$
(13)
And equivalently the amount of information obtained by Eve is given by

$`I_{opt,eve}^N=\mathrm{log}_2(N)+F_E\mathrm{log}_2(F_E)+(1F_E)\mathrm{log}_2\left({\displaystyle \frac{1F_E}{N1}}\right)`$ (14)
It is interesting and important to consider the point where the information lines between Bob and Eve cross. Since when Alice and Bob share more information that Alice and Eve, Alice and Bob can use one-way privacy amplification to obtain a secret key. Using the explicit form and coefficients of the cloning machine it is possible to show (this was done in ) that the information curves cross at the point where

$`F_B=F_E=F={\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2\sqrt{N}}}`$ (15)
$`D_B=D_E=D={\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2\sqrt{N}}}`$ (16)
This is exactly the same fidelity (or probability of guessing correctly the state) that Eve obtained using the intercept/resend eavesdropping using the intermediate states. Which means that we have just shown that

$$I_{Int,eve}^N=I_{opt,eve}^N(\mathrm{crossing}\mathrm{point})$$
(17)
This is explained by the fact that, at the crossing point of the information lines, Eve’s mixed state can be decomposed into a mixture of some of the intermediate states, namely

$$\rho _E^{cross}=\frac{1}{N}\underset{j=0}{\overset{N1}{}}|m_{nj}m_{nj}|$$
(18)
where again it has been assumed that $`|a_n`$ was the correct state. The same result holds for Bob, since at the crossing point Bob and Eve posses the same mixed state.

The mixture of the intermediate states may be interpreted as if Eve with probability $`1/N`$ has the state $`|m_{nj}`$ (there are N possible values of $`j`$). Eve, naturally, waits and performs her measurement after Alice has revealed in which basis the quNit was originally prepared. Then she measures her quNit in the same basis, which means that she uses either the basis $`A`$ or $`A^{}`$.

Which means that the situation is the following: For the optimal eavesdropping strategy, Eve posses one of the intermediate states and she measures in one of the corresponding basis $`A`$ or $`A^{}`$. Whereas in the intercept/resent eavesdropping with the intermediate states, the situation is exactly the opposite namely, Eve has one of the basis states from $`A`$ or $`A^{}`$ and she measures the intermediate states. The two situations obviously lead to the same probabilities and hence the same amount of information.

## 5 The Bell inequality in arbitrary dimension

Recently there has been a big interest in generalizing various type of Bell inequalities , - in higher dimension. The Bell inequality we present here  makes use of the intermediate states, in a way similar to the CHSH inequality. This means that first we present the measurements and the quantum limit and only afterwards the local variable bound. So at first we just write down a particular sum of joint probabilities.

### 5.1 The Bell inequality: The quantum mechanical limit

Suppose that Alice and Bob share many maximally entangled state of two quNits. In the computational basis this state may be written as

$`|\psi ={\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{i=0}{\overset{N1}{}}}|a_i,a_i`$ (19)
For each of her quNits Alice has the choice of two measurements, namely to measure the basis $`A`$ or the basis $`A^{}`$. Whereas Bob for each of his quNits has the choice between $`N^2`$ binary measurements, corresponding to all the intermediate states of the two bases used by Alice.

In order to write down the Bell inequality, it is convenient to assign values to the various states. In the table below is shown the values:

| value | $`A`$ | $`A^{}`$ | $`M_0`$ | $`M_1`$ | $`\mathrm{}`$ | $`M_{N1}`$ |
| --- | --- | --- | --- | --- | --- | --- |
| 0 | $`|a_0`$ | $`|a_{0}^{}{}_{}{}^{}`$ | $`|m_{00}`$ | $`|m_{01}`$ | $`\mathrm{}`$ | $`|m_{0,N1}`$ |
| 1 | $`|a_1`$ | $`|a_{1}^{}{}_{}{}^{}`$ | $`|m_{11}`$ | $`|m_{12}`$ | $`\mathrm{}`$ | $`|m_{10}`$ |
| $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ |
| $`N1`$ | $`|a_{N1}`$ | $`|a_{N1}^{}{}_{}{}^{}`$ | $`|m_{N1,N1}`$ | $`|m_{N1,0}`$ | $`\mathrm{}`$ | $`|m_{N1,N2}`$ |

Notice that intermediate states have been organized into $`N`$ sets so that the value of the state is always given by the first index. Moreover this organization into the sets $`M_0,\mathrm{},M_{N1}`$, simplifies the notation in what follows. However, it is important to remember that the states in each of the sets are not orthogonal, in other words they do not form $`N`$ orthogonal bases.

The inequality is a sum of joint probabilities. And it is obtained by summing all the probabilities for when the results of the measurements are correlated and from this sum subtract all the probabilities when the results are not correlated, i.e.

$`B_N`$ $`=`$ $`{\displaystyle p(\mathrm{results}\mathrm{correlated})}`$
$``$ $`{\displaystyle p(\mathrm{results}\mathrm{not}\mathrm{correlated})}`$
Suppose that Alice measures in the $`A`$ basis and Bob measures the projectors in the set $`M_0`$. For this combination of measurements, there are the following contributions to the sum $`B_N`$:

$`P(M_0=A)`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{N1}{}}}p(m_{ii}{\displaystyle a_i})={\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2\sqrt{N}}}`$ (20)
$`P(M_0A)`$ $`=`$ $`{\displaystyle \underset{i,j=0,ji}{\overset{N1}{}}}p(m_{ii}{\displaystyle a_j})={\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2\sqrt{N}}}`$ (21)
Where $`P(M_0=A)`$ should be read as follows: Bob measures one of the projectors in $`M_0`$ and Alice measures $`A`$, and Bob obtains the value which is correlated with Alice’s result. On the other hand $`P(M_0A)`$ means that Bob’s result is not correlated with the result obtained by Alice. The probability $`p(m_{kl}a_n)=p(m_{kl}|a_n)p(a_n)`$ is the joint probability for obtaining both $`|a_n`$ and $`|m_{kl}`$.

The same is the case if Bob measures the projectors in any of the other sets $`M_1,\mathrm{},M_{N1}`$ and Alice always measures in $`A`$. And again if Bob uses $`M_0`$ and Alice $`A^{}`$. Which means we have $`P(M_i=A)=P(M_0=A^{})=\frac{1}{2}+\frac{1}{2\sqrt{N}}`$ and $`P(M_iA)=P(M_0A^{})=\frac{1}{2}\frac{1}{2\sqrt{N}}`$.

Now consider the case where Bob uses $`M_1`$ and Alice $`A^{}`$, in this case Bob consistently finds a value which is $`N1`$ higher than the value which correlates him with Alice. To see this, assume for example that Bob has the state $`|a_0^{}`$ which is assigned the value $`0`$. But the state in $`M_1`$ which gives the correct identification of this state is $`|m_{N1,0}`$, but this state has been assigned the value $`N1`$. Similar for all the other states, which leads to $`P(M_1=A^{}+(N1))=\frac{1}{2}+\frac{1}{2\sqrt{N}}`$ and $`P(M_1A^{}+(N1))=\frac{1}{2}\frac{1}{2\sqrt{N}}`$. Actually, when ever Alice measures $`A^{}`$ and Bob uses any of the $`M_i`$, Bob consistently finds a value which is $`Ni`$ higher than the one which correlates him with Alice. This means that $`P(M_i=A^{}+(Ni))=\frac{1}{2}+\frac{1}{2\sqrt{N}}`$ and $`P(M_iA^{}+(Ni))=\frac{1}{2}\frac{1}{2\sqrt{N}}`$.

It is now possible to write and evaluate the sum $`B_N`$

$`B_N`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{N1}{}}}P(M_i=A){\displaystyle \underset{i=0}{\overset{N1}{}}}P(M_iA)`$ (22)
$`+{\displaystyle \underset{i=0}{\overset{N1}{}}}P(M_i=A^{}+(Ni)){\displaystyle \underset{i=0}{\overset{N1}{}}}P(M_iA^{}+(Ni))`$
$`=`$ $`2N\left(\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2\sqrt{N}}}\right)\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2\sqrt{N}}}\right)\right)`$
$`=`$ $`2\sqrt{N}`$
The quantity $`B_N`$ is a sum of $`2N\times N^2`$ terms if written out explicitly. In the next section we show that a local variable model which tries to attribute definite values to the observables will reach a maximum value of 2. This shows that we have obtained a Bell inequality where the quantum violation grows with the squareroot of $`N`$.

### 5.2 The Bell inequality: the local variable limit

On Alice’s side $`a_0,\mathrm{},a_{N1}`$ are measured simultaneously in a single measurement as the basis $`A`$, which means that only one of them can come out true in a local variable model. The same is the case for $`a_0^{},\mathrm{},a_{N1}^{}`$ which is measured as the basis $`A^{}`$. This means that, for example, if $`a_i`$ is true, meaning that the measurement of $`A`$ will result in the outcome $`a_i`$, then all probabilities involving $`a_j`$ with $`ji`$ must be zero. It is different on Bob’s side where each $`m_{kl}`$ is measured independently and hence they may all be true at the same time in a local variable model.

Assume now that according to some local variable model $`a_i`$ and $`a_j^{}`$ are true. At the same time, in principle, all the $`m_{kl}`$ could be true too. But notice now that the only $`m`$-state which will give a positive contribution to the quantity $`B_N`$ is the one which identifies both $`a_i`$ and $`a_j^{}`$ correctly, i.e. $`m_{ij}`$. This will give rise to a contribution of $`+2`$. Whereas $`m_{il}`$ and $`m_{kj}`$ where only one index is correct, will only identify of the states correctly and the other one wrong. This means that these states, since this gives rise to one correct and one wrong identification, will result in a zero contribution. And finally the states $`m_{kl}`$ where both indices are wrong will only give rise to errors and will hence give a negative contribution of $`2`$ to the sum $`B_N`$. Which means that

$$B_N2$$
(23)
However, we have already shown that quantum mechanically it is possible to violate this limit. Quantum mechanically the limit is $`2\sqrt{N}`$. This means that we have obtained a Bell inequality where the violation increases with the squareroot of the dimension.

For N=3, the inequality has been checked in various ways numerically. First of all it has been checked that $`2\sqrt{3}`$ is indeed the quantum mechanical limit to this sum of probabilities and that this maximum is reached for the maximally entangled state. Moreover, it has been checked using ”polytope software”  that the inequality eq.(23) is optimal for the measurement settings which we have presented here.

## 6 Bell parameter as a function of $`\rho _B`$

In this section we investigate how the Bell violation decreases as a function of the disturbance introduced by the eavesdropper. It is not necessary to think of it in terms of quantum cryptography and eavesdropping, but simply that the quantum channel from Alice to Bob is noisy and that the noise which is introduced is identical to the noise an eavesdropper using the optimal cloning machine would introduce.

Assume, without loss of generality, that without disturbance, Bob would have received the state $`|a_0`$, then we know that the mixed state that he obtains as a function of the disturbance can be written eq.(11)

$`\rho _B=F_B|a_0a_0|+{\displaystyle \frac{D_B}{N1}}{\displaystyle \underset{i=1}{\overset{N1}{}}}|a_ia_i|`$
In order to compute $`S(\rho _B)`$ it is enough to consider the case where Bob for example use the states in $`M_0`$ for his measurements, the rest of the terms in the inequality follows by symmetry.

All the states in the $`M_0`$ set are of the form $`|m_{jj}`$. First computing the various probabilities $`m_{jj}|\rho _B|m_{jj}`$, we find

$`m_{jj}|\rho _B|m_{jj}`$ $`=`$ $`F_B\stackrel{p(m_{jj}|a_0)}{\stackrel{}{m_{jj}|a_0a_0|m_{jj}}}`$ (24)
$`+`$ $`{\displaystyle \frac{D_B}{N1}}{\displaystyle \underset{i=1}{\overset{N1}{}}}\underset{p(m_{jj}|a_i)}{\underset{}{m_{jj}|a_ia_i|m_{jj}}}`$
There are two different cases which have to be checked independently, namely $`j=0`$ and $`j0`$: For $`j=0`$ we have

$`m_{00}|\rho _B|m_{00}=F_BF+(N1){\displaystyle \frac{D_B}{N1}}{\displaystyle \frac{D}{N1}}`$ (25)
and for $`j0`$ we have

$`m_{jj}|\rho _B|m_{jj}_{j0}=F_B{\displaystyle \frac{D}{N1}}+F{\displaystyle \frac{D_B}{N1}}+(N2){\displaystyle \frac{D_B}{N1}}{\displaystyle \frac{D}{N1}}`$ (26)
Where we have used that $`p(m_{00}|a_0)=F`$ and $`p(m_{jj}|a_0)_{j0}=\frac{D}{N1}`$, see eq.(6) and eq.(7).

In the inequality $`m_{00}|\rho _B|m_{00}`$ appears with a plus sign, since this is the probability of correctly identifying the state. At the same time $`m_{jj}|\rho _B|m_{jj}_{j0}`$ appears $`N1`$ times with a minus sign in the inequality, since these correspond to all the possible errors. This means that we can define

$`s(\rho )`$ $`=`$ $`m_{00}|\rho _B|m_{00}(N1)m_{jj}|\rho _B|m_{jj}_{j0}`$ (27)
$`=`$ $`F_B(FD)FD_B{\displaystyle \frac{N3}{N1}}DD_B`$
There are $`2N^2`$ terms equal to $`s(\rho _B)`$ in the Bell inequality, since there are $`N^2`$ intermediate states and each of them appear twice (once for each basis $`A`$ and $`A^{}`$). On the other hand in each basis $`A`$ and $`A^{}`$ each state appears with a probability $`1/N`$, this mean that the total Bell parameter is equal to

$$S(\rho _B)=2Ns(\rho _B)=2N\left(F_B(FD)FD_B\frac{N3}{N1}DD_B\right)$$
(28)
It is now possible to answer a very interesting question, namely for which disturbance is $`S(\rho _B)=2`$. Using the values of $`F`$ eq.(6) and $`D`$ eq.(7) and expressing $`F_B=1D_B`$, one find that $`S(\rho _B)=2`$ for

$`D_B^{S=2}={\displaystyle \frac{N^{\frac{3}{2}}\sqrt{N}N+1}{N^{\frac{3}{2}}+N^22N}}`$ (29)
This can be compared to the disturbance $`D`$ at the crossing point between the information lines, this is shown in figure 1. We find that it is only for $`N=2`$ that $`D_B^{S=2}=D`$, and hence only in two dimension that the inequality we have presented here can be used as a security measure in quantum cryptography. However, it should be stressed that the violation of the inequality stops before the crossing point is reached. So a violation of the inequality, in any dimension, still means that Alice and Bob are within the secure zone.

## 7 Interesting features of the $`B_3`$ inequality

In this section we restrict ourself to three dimension in order to show in a simple way some interesting properties of the inequality.

### 7.1 Complex versus real numbers

The first is related to the use of complex numbers. In the CHSH inequality for qubits, the maximal violation may be obtained by using real numbers only. Also the CGLMP inequality  show no difference between real and complex numbers. Here we show that if restricted to real numbers it is not possible to obtain maximal violation for the inequality we have presented.

Numerically we have found the settings which leads to the largest violation when restricted to real numbers. On Alice’s side the first basis is again the computational basis $`A`$, whereas the second basis $`A^r`$ (r stands for real) is found by making a $`\pi /3`$ rotation around the $`(1,1,1)`$ axis in $`\mathrm{}^3`$ and is explicitly given by

$`|a_0^r={\displaystyle \frac{1}{3}}(2|a_0+2|a_11|a_0)`$
$`|a_1^r={\displaystyle \frac{1}{3}}(1|a_0+2|a_1+2|a_0)`$ (30)
$`|a_2^r={\displaystyle \frac{1}{3}}(2|a_01|a_1+2|a_0)`$
The intermediate states are defined in the same way, and the three sets $`M_0`$, $`M_1`$ and $`M_2`$ again consists of nonorthogonal states. We find the following probabilities:

$`P(M_0=A)=5/6`$ , $`P(M_0A)=1/6`$
$`P(M_1=A)=4/6`$ , $`P(M_1A)=2/6`$
$`P(M_2=A)=5/6`$ , $`P(M_2A)=1/6`$
$`P(M_0=A^r)=5/6`$ , $`P(M_0A^r)=1/6`$
$`P(M_1=A^r+2)=4/6`$ , $`P(M_1A^r+2)=2/6`$
$`P(M_2=A^r+1)=5/6`$ , $`P(M_2A^r+1)=1/6`$
Alice and Bob are still assumed to share the maximally entangled state $`|\psi `$. Inserting these probabilities in the $`B_3`$ inequality leads to $`B_3=10/33.333`$, which is smaller than the maximal violation which is $`2\sqrt{3}3.464`$.

The explanation for this difference can be found in the fact that the inequality $`B_N`$ has been optimized for mutually unbiased bases. In two dimension it is possible to have two such bases, for example the $`z`$ and the $`x`$basis are mutually unbiased and both real. But when going to higher dimension it is not the case, for example in three dimension it is not possible to have two mutually unbiased bases and have them both real. Which means that in order to reach the maximum value, for the inequality we have presented here, it is necessary to introduce complex numbers. Whereas the CGLMP inequality for qutrits has not been optimized for mutually unbiased bases, this explains why it does not require complex numbers.

### 7.2 Binary measurements versus basis measurements

The $`B_N`$ inequality is on Bob’s side optimized for the $`N^2`$ binary measurements corresponding to the intermediate states of the two bases chosen by Alice. However it is possible to impose the additional requirement that not only must the measurements chosen by Bob maximize the probabilities, but they must also form basis. In other words it is possible to require that the $`M`$-sets correspond to orthogonal bases $`M^b`$ (b refers to basis). We have considered this question in three dimensions.

The $`M^b`$-basis which provide the optimal solution are defined in the following way: For the two mutually unbiased bases chosen by Alice there exist unitary operators $`U_i`$ such that

$`U|a_i=|a_i^{},U=A^{}A^1`$ (31)
In this way the intermediate basis is defined as

$`|m_{ii}^b=\sqrt{U}|a_i,M_i=\sqrt{U}A`$ (32)
Since $`U`$ is unitary $`\sqrt{U}`$ is well defined. It is possible to construct all three basis $`M_0^b`$, $`M_1^b`$ and $`M_2^b`$ in this way, choosing the unitary operator such that it transform the states in $`A`$ into any of the states in $`A^{}`$. This definition leads to the following probabilities

$`P(M_0^b=A)=7/9`$ , $`P(M_0^bA)=2/9`$
$`P(M_1^b=A)=7/9`$ , $`P(M_1^bA)=2/9`$
$`P(M_2^b=A)=7/9`$ , $`P(M_2^bA)=2/9`$
$`P(M_0^b=A^{})=7/9`$ , $`P(M_0^bA^{})=2/9`$
$`P(M_1^b=A^{}+2)=7/9`$ , $`P(M_1^bA^{}+2)=2/9`$
$`P(M_2^b=A^{}+1)=7/9`$ , $`P(M_2^bA^{}+1)=2/9`$
These probabilities may again be used in the $`B_3`$ inequality. But it is important to realize that evenif the notation for the inequality is the same, the interpretation is different. Since the states in the $`M_i^b`$-sets are orthogonal and $`M_i^b`$ are bases, Bob no longer chooses between $`9`$ different binary measurements but between three basis measurements. However, it is possible to check that the local variable limit is not changed, i.e. it is still $`2`$. Inserting the above probabilities leads to $`B_3^b=6(7/92/9)=10/33.333`$.

However, using basis measurements on Bob’s side leads to some other interesting results. It turns out that it is possible to reduce the number of terms in the inequality. The $`B_3`$ inequality is the sum of all correct guesses, subtracting all the errors. Using the intermediate bases $`M_i^b`$ it is possible to subtract only half of the errors and in this way obtain a different inequality with a different local variable limit, namely $`S_{12}3`$,

$`S_{12}`$ $`=`$ $`P(M_0^b=A)+P(M_1^b=A)+P(M_2^b=A)`$ (33)
$`+`$ $`P(M_0^b=A^{})+P(M_1^b=A^{}+2)+P(M_2^b=A^{}+1)`$
$``$ $`P(M_0^b=A+1)P(M_1^b=A+1)P(M_2^b=A+1)`$
$``$ $`P(M_0^b=A^{}+2)P(M_1^b=A^{}+1)P(M_2^b=A^{})`$
$``$ $`3`$
Inserting the above probabilities leads to the quantum mechanical maximum for this inequality namely, $`S_{12}=6(7/91/9)=4`$.

## 8 Resistance to noise

In the recent papers on Bell inequalities, the strength of the inequality has been measured in terms of its resistance to noise . The question is how much noise can be added to the maximally entangled state, $`|\psi `$, and still obtain the Bell violation. The more noise which can be added to the system the better, since this means that the inequality is robust against noise.

What is meant by noise naturally has to be specified. In the previous section we, for example, considered the noise which is introduced by an eavesdropper when she uses the optimally eavesdropping strategy. However, the noise which was until recently used in the measure of the strength of an inequality was uncolored noise. This means that the maximally entangled state is mixed with the maximally mixed state, so that the quantum state becomes

$`\rho _{mix}=\lambda _{mix}|\psi \psi |+(1\lambda _{mix}){\displaystyle \frac{\text{1}\text{1}}{N^2}}`$ (34)
This can be interpreted as if Bob with probability $`\lambda _{mix}`$ receives the maximally entangled state and with probability $`1\lambda _{mix}`$ he receives the maximally mixed state. For the maximally entangled state the Bell inequality, $`B_N`$ (23) has maximal violation, i.e. $`S=2\sqrt{N}`$. Whereas for the maximally mixed state each of the probabilities in the inequality is equal to $`1/N`$, hence $`S(\text{1}\text{1}/N^2)=2(2N)`$. This leads to

$`S(\rho _{mix})=2\lambda _{mix}^{B_N}={\displaystyle \frac{N1}{N+\sqrt{N}2}}`$ (35)
For $`N=3`$, this is $`\lambda _{mix}^{B_3}=\frac{2}{1+\sqrt{3}}0.73`$. In comparison, the CGLMP inequality is more robust to this kind of noise, since they find a violation until $`\lambda _{mix}^{CGLMP}0.69`$.

Recently it has been argued that the use of uncolored noise in this measure lead to problems . At the same time a different kind of noise was introduced, namely to mix the maximally entangled state with the closest separable state, i.e.

$`\rho _{cs}=\lambda _{sep}|\psi \psi |+(1\lambda _{sep})\rho _{sep}`$ (36)
where $`\rho _{sep}=\frac{1}{N}_{i=0}^{N1}|a_i,a_ia_i,a_i|`$ . Examining what happens to the Bell violation when introducing the state $`\rho _{sep}`$ in $`B_N`$ eq.(23), shows that when Alice measures in the $`A`$ basis, Alice and Bob remain perfectly correlated - which means maximal violation of that part of the inequality concerning measurement combinations involving $`A`$. Whereas when Alice measures in the $`A^{}`$ basis Bob is left with the maximally mixed state, which means that all the joint probabilities involving using $`A^{}`$ on Alice’s side are equal to $`1/N`$. In total this leads to

$`S(\rho _{cs})=2\lambda _{sep}^{B_N}={\displaystyle \frac{N\sqrt{N}}{N+\sqrt{N}2}}`$ (37)
which for $`N=3`$ is $`\lambda _{sep}^{B_3}=\frac{3\sqrt{3}}{1+\sqrt{3}}0.46`$. Whereas the CGLMP inequality again has $`\lambda _{sep}^{CGLMP}0.69`$. Which means that the inequality we have introduced here is much more robust to this kind of noise.

It should be stressed that the same measurement settings have been used in both evaluations of $`\lambda `$, and that the CGLMP inequality has been optimized to be resistant to the uncolored noise. It is nevertheless interesting to see how the robustness of the $`B_N`$ inequality change depending on the different noise added to the system.

## 9 Minimum detection efficiency

To conclude the study of the inequality (23), let us consider the minimum detection efficiency required to violate it. This question is interesting both from a fundamental point of view (the so called detector efficiency loophole ) and for the practical question: How to test a quantum device, like a quantum cryptography system? . For simplicity we assume that all detectors have the same efficiency $`\eta `$. The problem is what to do with the cases that only one detector fires. A natural possibility attributes the value zero to bob whenever his detector did not fire and a random value to Alice whenever her detector did not fire. In this way, if only Alice detects a quNit, the Bell function vanishes. Whereas, if only Bob detects, the Bell function is the same as for the maximally mixed state, i.e. $`2(2N)`$ as in the previous section. Thus the inequality reads:

$$\frac{\eta ^22\sqrt{N}+\eta (1\eta )(0+2(2N))}{\eta ^2+2\eta (1\eta )}2$$
(38)
From this inequality one finds the threshold efficiency:

$$\eta _{threshold}=\frac{N}{N+\sqrt{N}1}$$
(39)
For qubits, i.e. N=2, one recovers the welknown threshold, usually derived from the Clauser-Horn inequality : $`\eta _{threshold}^{(N=2)}82.8\%`$. This threshold is minimal and slightly better for N=4: $`\eta _{threshold}^{(N=4)}=80\%`$. For higher dimensions the threshold increases and tends to 1.

It would be interesting to investigate the behavior of non-maximally entangled states, since Eberhard found that for qubits the threshold then decreases . Let us mention that recentyly S. Massar proved that there are inequalities for which the threshold tends to zero exponentially, at least for very large dimensions  and, with colleagues he investigated situation similar to the one studied in this section .

## 10 Conclusion

For qubits the intermediate states play fundamental roles in at least three different place: intercept/resend eavesdropping in the BB84 protocol for quantum cryptography, optimal eavesdropping also in the BB84 protocol and in the CHSH-inequality for two entangled qubits. The work we have presented here, is the result of a study, of the use of these intermediate state in the same situations but in arbitrary dimension.

In this paper we have first discussed the generalization of the intermediates states of two mutually unbiased bases, showing that these states are in general not orthogonal and hence do not form basis as in the case for qubits. We have also discussed how they, nevertheless, can be use as binary measurements. With these measurements we have considered the same situations as known from the qubit case.

We have considered eavesdropping in the generalized BB84 protocol (always considering only two bases). When the eavesdropper use the optimal eavesdropping strategy, her information increase as a function of the disturbance that she introduce and at the same time Bob’s information is a decreasing function of the disturbance. For a given disturbance their information lines cross. We have shown that the amount of information that the eavesdropper obtain at this crossing point, is exactly the same amount of information she would have obtained using the simple intercept/resend strategy using the intermediate states. However leading to a much higher disturbance. This is explained by the fact that in any dimension Eve’s mixed state can at the crossing point be decomposed into a sum of some of the intermediate states. Hence, in the optimal eavesdropping strategy, at the crossing point, Eve has one of the intermediate state but perform her measurement in the same basis as the state was originally prepared. Whereas in the intercept/resend strategy using the intermediate states as binary measurements, Eve has the state which was originally prepared by Alice, but measure one of the intermediate states. This means that the two situations are exactly opposite, and therefore lead to the same probabilities and hence the same information.

The maximal settings for the CHSH-inequality for qubits are two mutually unbiased bases on Alice’s side and using the intermediate states on Bob’s side. In the case of qubits the four intermediate states form two bases. This means that in this case both Alice and Bob have the choice of measuring one of two mutually unbiased bases.

In higher dimension where the intermediate states do not form bases, Bob instead use the corresponding projectors as binary measurements. Which means that he choose between $`N^2`$ mutually incompatible measurements, whereas Alice still choose between two basis measurements. The generalized inequality we present has the local variable limit equal to $`2`$ in any dimension whereas the maximal quantum mechanical value is $`2\sqrt{N}`$. In other words we find a violation which increase with the squareroot of the dimension. Due to the construction we also obtain the familiar CHSH-inequality for $`N=2`$.

It is known that the CHSH inequality may be used as a security measure in quantum cryptography for qubits. Since in this case a violation of the inequality is obtained until the disturbance introduced by the eavesdropper, reaches the disturbance at the crossing point of the information lines between Eve and Bob. Until this point Alice and Bob can use the fact that they share more mutual information than with Eve to obtain a secret key by means of one way privacy amplification. We have investigated the violation of the inequality we present here as a function for the disturbance introduced by the eavesdropper. We found that it is only for $`N=2`$ that the inequality can be used as a security measure, in the sense that in higher dimension the violation stops for a lower disturbance than the disturbance at the crossing point. This, however, does not mean that such an inequality does not exist, it only shows that the inequality which mimics the situation from two dimension is not the one which has this property in higher dimension.

On the other hand the inequality we have presented here may stand as a result by itself and as a Bell inequality in arbitrary dimension is has many nice properties. First of all, compared to the other inequalities which have been presented recently, this inequality gives maximal violation for maximally entangled states. This means this inequality may be used as a measure of entanglements. Moreover we have shown in examples in three dimensions that this inequality require complex numbers in order to have maximal violation. Restriction to the use of real numbers lead to a smaller violation. In comparison, the CHSH inequality for qubits and the CGLMP inequality for qutrits show no difference between using real or complex numbers. The explanation is due to the fact that the inequality we present here is optimized for mutually unbiased bases and in three dimension it is not possible to have two such bases without the use of complex numbers. Whereas in two dimension the $`x`$ and $`z`$ bases are mutually unbiased and both real, and for the CGLMP inequality the explanation is that it is not optimized of mutually unbiased bases.

We have also shown that imposing the additional constrain that the $`M`$-sets actually form bases, leads to new inequalities. We have explicitly given an example in three dimensions, showing the optimal solution, for two basis measurements on Alice’s side and three basis measurements on Bob’s side.

The strength of a Bell inequality has been measured in terms of its resistance to noise. Until recently the noise was taken to be uncolored noise, which means that the maximally entangled state is mixed with the maximally mixed state. The inequality we present here is less resistant to this kind of noise that other inequalities which have been presented recently. It should however be mentioned that these inequalities have been optimized for this kind of noise. However, recently it was argued that using the uncolored noise leads to problems. At the same time a different kind of noise was introduced, namely mixing the maximally entangled state with the closest separable state. When using this measure we find that the inequality we present here, is much more robust than, for example, the CGLMP-inequality.

## Acknowledgments

This work was done while H.B.-P. was at the Group of Applied Physics, University of Geneva, CH, supported by the Danish National Science Research Council (grant no. 9601645). This work was also supported by the Swiss NCCR ”Quantum Photonics” and by the European IST project EQUIP, sponsored by the Swiss OFES.