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# Crossing Formulae for Critical Percolation in an Annulus

## Results.

The crossing probability is

$$\underset{N_c=1}{\overset{\mathrm{}}{}}P(N_c)=\sqrt{3}\frac{\underset{r𝐙}{}\left(\stackrel{~}{q}^{12r^2+4r+\frac{1}{4}}\stackrel{~}{q}^{12r^2+8r+\frac{5}{4}}\right)}{_{r𝐙}\left(\stackrel{~}{q}^{12r^2+2r}\stackrel{~}{q}^{12r^2+10r+2}\right)}$$
(1)
Furthermore we have an explicit expression for $`P(N_c)`$ for $`N_c1`$:

$$P(N_c)=\frac{3^{N_c\frac{1}{2}}}{2^{2N_c1}}\underset{n=1}{\overset{\mathrm{}}{}}(1\stackrel{~}{q}^{2n})^1\underset{s=0}{\overset{\mathrm{}}{}}A_s(N_c)\stackrel{~}{q}^{\frac{(N_c+s)^2}{3}\frac{1}{12}}$$
(2)
where

$$A_s(N_c)=(1)^s\underset{r=s}{\overset{N_c+s}{}}\left(\genfrac{}{}{0pt}{}{r}{s}\right)\left(\genfrac{}{}{0pt}{}{2N_c+2s}{2r}\right).$$
(3)
These results may be transformed into other expressions using various theta-function identities. For example, in terms of the conjugate modulus $`qe^{\pi \mathrm{}/L}`$, we find

$$\underset{N_c=1}{\overset{\mathrm{}}{}}P(N_c)=\frac{\underset{r𝐙}{}\left(q^{6r^2+r}+q^{6r^2+5r+1}2q^{6r^2+3r+\frac{1}{3}}\right)}{_{r𝐙}\left(q^{6r^2+r}q^{6r^2+5r+1}\right)}.$$
(4)
Note that for $`L/\mathrm{}>\frac{1}{2}`$ only a few terms need be kept in (1,2) for great accuracy, while for $`L/\mathrm{}<\frac{1}{2}`$ the same is true of (4).

Both the numerator and denominator of (1) and (4) are specialisations of Jacobi theta functions, and hence may be written as infinite products. In terms of Dedekind’s eta function $`\eta (\tau )\stackrel{~}{q}^{1/24}_{n=1}^{\mathrm{}}(1\stackrel{~}{q}^n)`$, with $`\stackrel{~}{q}e^{2\pi i\tau }`$, we find

$$\underset{N_c=1}{\overset{\mathrm{}}{}}P(N_c)=\sqrt{3}\frac{\eta (\tau )\eta (6\tau )^2}{\eta (3\tau )\eta (2\tau )^2}=\frac{\eta (1/\tau )\eta (1/6\tau )^2}{\eta (1/3\tau )\eta (1/2\tau )^2}.$$
(5)
## Coulomb gas method.

Although we shall later argue that these results are indeed conformally invariant, it is simpler first to set the problem up in the periodic rectangle defined above. Consider a portion of a regular triangular lattice covering the rectangle, oriented as shown in Fig. 1, so that, if the lattice spacing is $`a`$, there are $`2(\mathrm{}/a)+1`$ columns and $`(2/\sqrt{3})(L/a)+1`$ rows of the lattice. Impose periodic boundary conditions in the $`x`$-direction, so that the rightmost column is identified with the leftmost one. Consider a critical site percolation problem on this lattice, in which sites are independently coloured red or blue with equal probability. A (blue) cluster is a set of blue sites in which every site is connected to every other by a path which traverses only blue sites. A spanning cluster is one which contains at least one site on the edge $`y=0`$ and one site on the edge $`y=L`$. For a particular assignment of colours, let $`N_c`$ be the number of distinct non-overlapping spanning clusters. We are interested in the distribution $`P(N_c)`$ of the random variable $`N_c`$ in the continuum limit $`a0`$, for fixed $`L`$ and $`\mathrm{}`$. Scale invariance implies that it should depend only on $`\mathrm{}/L`$.

Instead of considering the clusters, we may equivalently consider the configuration of hulls which separate them. A hull is a path on the dual lattice (in this case a honeycomb lattice) which separates blue sites from red sites. In our case, hulls can either form closed paths or be open, each end terminating at an edge. Open hulls which have ends terminating on different edges are called spanning hulls. The number of such spanning hulls is $`n_c=2N_c`$. An allowable configuration of hulls is one in which each dual site is connected to either 0 or 2 neighbouring dual sites, except for the edge sites, which may be connected to either 0 or 1 neighbouring site. In addition, the number of spanning hulls must be even. The correct weights are achieved by weighting all allowable hull configurations equally.

A related model is the O$`(1)`$, or Ising, model on the dual lattice, at zero temperature. In this model Ising spins $`s(𝐫)=\pm 1`$ reside at each site $`𝐫`$ of the honeycomb lattice, and the partition function is

$$Z_{\mathrm{O}(1)}=\underset{𝐫}{}\underset{s(𝐫)=\pm 1}{}\underset{(𝐫,𝐫^{})}{}\frac{1}{2}\left(1+ts(𝐫)s(𝐫^{})\right)$$
(6)
where the latter product is over all nearest neighbour pairs $`(𝐫,𝐫^{})`$. The ‘high-temperature’ expansion in powers of $`t`$, afterwards setting $`t=1`$, reproduces exactly the hull configurations of the percolation model in the case when the number of spanning hulls, denoted by $`n_c`$, is even and equal to $`2N_c`$, but in the O$`(1)`$ model $`n_c`$ may also be odd. Evidently when $`t=1`$, $`Z_{\mathrm{O}(1)}=2`$. Denoting by $`p(n_c)`$ the probability that there are exactly $`n_c`$ spanning hulls, we have $`P(N_c)=2p(2n_c)`$. The first factor of $`2`$ arises because to each allowable configuration of hulls there correspond two assignments of colours. We can construct the generating function by weighting each spanning hull by a factor $`u`$. Denoting the corresponding partition function by $`Z(u)`$ we therefore have

$`{\displaystyle \underset{n_c=0}{\overset{\mathrm{}}{}}}p(n_c)u^{n_c}`$ $`=`$ $`\frac{1}{2}Z(u)`$ (7)
$`{\displaystyle \underset{N_c=0}{\overset{\mathrm{}}{}}}P(N_c)u^{2N_c}`$ $`=`$ $`\frac{1}{2}\left(Z(u)+Z(u)\right)`$ (8)
Each hull may assigned a random orientation, so that to each configuration of $`H`$ hulls correspond $`2^H`$ configurations of oriented hulls. The weights for each orientation should be chosen so that they sum to unity (resp. $`u`$) for each (spanning) hull. For closed hulls, it is conventional to assign a ‘weight’ $`e^{\pm i\chi }`$ to each dual site at which an oriented hull turns through an angle of $`\pm \pi /3`$, where $`\chi =\pi /18`$ is chosen so that the total weight for a closed hull, on summing over its orientations, is $`e^{6i\chi }+e^{6i\chi }=1`$. However, this does not correctly account for closed hulls which wrap around the $`x`$-cycle of the annulus, which would have weight $`1+1=2`$ according to this scheme. Such configurations can only occur when $`n_c=0`$. Thus, for the time being, we assume that $`n_c1`$. The case $`n_c=0`$ may be inferred afterwards using the overall normalisation of the partition function.

For oriented hulls which terminate at an edge, let us assign the same weights as above for internal turnings, and in addition weights $`\alpha `$ or $`\beta `$ to their extreme segments, as shown in Fig. 1. By choosing

$$\alpha =\left(\frac{\mathrm{cos}6\chi }{\mathrm{cos}3\chi }\right)^{1/2}e^{3i\chi ^{}/2}\mathrm{and}\beta =\left(\frac{\mathrm{cos}6\chi }{\mathrm{cos}3\chi }\right)^{1/2}e^{3i\chi ^{}/2},$$
(9)
hulls which begin and end on the same edge are counted with a weight $`(\mathrm{cos}6\chi /\mathrm{cos}3\chi )(e^{3i\chi }+e^{3i\chi })=1`$, as required, while spanning hulls carry a weight $`(\mathrm{cos}6\chi /\mathrm{cos}3\chi )(e^{3i\chi ^{}}+e^{3i\chi ^{}})`$, so that we should identify

$$u\mathrm{cos}3\chi ^{}/\mathrm{cos}3\chi .$$
(10)
The factor $`(\mathrm{cos}6\chi /\mathrm{cos}3\chi )^{1/2}`$ coming from (9) is raised to a power $`E`$ which is the total number of ends of open hulls, whether they be spanning or not. An open end occurs every time the neighbouring sites of the triangular lattice are of opposite colours. Since these are independently distributed, $`E`$ is a sum of $`O(2\mathrm{}/a)`$ independent***Almost independent, since the sum along each edge must be even. random variables, each taking the values $`0`$ or $`1`$ with equal probability. In the continuum limit $`a/\mathrm{}0`$, therefore, $`(\mathrm{cos}6\chi /\mathrm{cos}3\chi )^{E/2}(\mathrm{cos}6\chi /\mathrm{cos}3\chi )^{\mathrm{}/2a}`$, with probability one. These contribute to the non-universal edge free energy, but not to the universal dependence on $`\mathrm{}/L`$.

Let $`Z(3\chi ,3\chi ^{})`$ be the partition function of the loop gas with the above phase factors but ignoring the factors of $`(\mathrm{cos}6\chi /\mathrm{cos}3\chi )^{1/2}`$. Then

$$\underset{n_c=1}{\overset{\mathrm{}}{}}p(n_c)u^{n_c}=C_1\left(Z(\pi /6,\chi ^{})Z(\pi /6,\pi /2)\right)$$
(11)
where $`C_1`$ is a non-universal number and the second term, with $`\mathrm{cos}3\chi ^{}=0`$, subtracts out the contribution with $`n_c=0`$ which is incorrectly counted by the above scheme.

The configurations of the oriented loop gas are in 1-1 correspondence with those of a height model on the original triangular lattice. These heights $`h(r)`$ are conventionally chosen to be in $`\pi 𝐙`$, and are defined by the conditions that $`h=0`$ at some fixed site, say $`(0,0)`$, and that it increases (decreases) by $`\pm \pi `$ each time an oriented hull segment is crossed. On the annulus, however, we must also allow for possible jumps $`\mathrm{\Delta }h>|\pi |`$ in $`h`$ across some path which spans the annulus, say along $`x=\frac{1}{4}a`$. The factors $`e^{\pm 3i\chi ^{}/2}`$ then accumulate to $`e^{3i\chi ^{}\mathrm{\Delta }h/2\pi }`$ on each edge.

So far, everything is finite and exact. In the conventional Coulomb gas method, one now assumes that in the continuum limit $`(a/\mathrm{},a/L)0`$ we may replace $`h(r)`$ by a real-valued field, with a gaussian measure $`\mathrm{exp}\left((g/4\pi )(h)^2𝑑x𝑑y\right)`$. For the models we are considering, $`g`$ is fixed to be $`1(6\chi /\pi )=\frac{2}{3}`$. We shall assume that the same is true on the annulus, except that we must allow for a possible discontinuity around the $`x`$-cycle. Thus we write

$$h(x,y)=(p\pi /\mathrm{})x+\stackrel{~}{h}(x,y)$$
(12)
where $`p𝐙`$ and $`\stackrel{~}{h}(x+\mathrm{},y)=\stackrel{~}{h}(x,y)`$. Substituting in this decomposition,

$$Z(3\chi ,3\chi ^{})=C_2𝒵(\mathrm{}/L)\underset{p𝐙}{}e^{3i\chi ^{}p}e^{(g/4\pi )(p\pi /\mathrm{})^2\mathrm{}L}$$
(13)
where $`𝒵𝒟\stackrel{~}{h}e^{(g/4\pi ){\scriptscriptstyle (\stackrel{~}{h})^2𝑑x𝑑y}}`$ is the universal part of the partition function of a free field on the annulus, with Neumann boundary conditions, and with the constraint that $`\stackrel{~}{h}(\mathrm{𝟎})=0`$, which removes the zero mode. The factor $`C_2`$ is non-universal, and reflects the contribution of the short-distance degrees of freedom which are integrated out in the coarse-graining assumed in adopting the gaussian measure. It is expected to depend exponentially on the total area $`(\mathrm{}L/a^2)`$ and the perimeter $`(2\mathrm{}/a)`$, but is not expected to have nontrivial dependence on the modulus $`\mathrm{}/L`$.

The $`c=1`$ partition function $`𝒵`$ is well-known. Writing it as $`\mathrm{Tr}e^{\mathrm{}\widehat{H}_L}`$, where $`\widehat{H}_L`$ is the quantum hamiltonian for a free field on circle of perimeter $`L`$, it is $`_{n=1}^{\mathrm{}}_{N=0}^{\mathrm{}}e^{\mathrm{}E_{n,N}}`$ where $`E_{n,N}=(N+\frac{1}{2})(n\pi /L)`$. The leading term as $`\mathrm{}/L\mathrm{}`$ comes from $`N=0`$ and is proportional to $`_{n=1}^{\mathrm{}}e^{(\pi \mathrm{}/2L)n}`$. This must be regularised, however. Apart from a cut-off dependent term which can be absorbed into $`C_2`$, it gives $`e^{(\pi \mathrm{}/2L)\zeta (1)}=q^{\frac{1}{24}}`$, where $`qe^{\pi \mathrm{}/L}`$. The terms with $`N1`$ give $`_{n=1}^{\mathrm{}}(1q^n)^1`$. The zero-mode $`\stackrel{~}{h}=`$ constant is suppressed in the functional integral over $`\stackrel{~}{h}`$ since we set $`\stackrel{~}{h}(\mathrm{𝟎})=0`$. However going from this constraint to one on the $`n=0`$ mode introduces a jacobian proportional to $`(L/\mathrm{})^{1/2}`$ . Finally we have

$$𝒵=C_3(L/\mathrm{})^{1/2}q^{\frac{1}{24}}\underset{n=1}{\overset{\mathrm{}}{}}(1q^n)^1.$$
(14)
Eq. (13) may now be transformed using the Poisson sum formula:

$`Z(3\chi ,3\chi ^{})`$ $`=`$ $`C_4𝒵{\displaystyle \underset{r𝐙}{}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑pe^{2\pi ipr}e^{3i\chi ^{}p}e^{(\pi g/4)(L/\mathrm{})p^2}`$ (15)
$`=`$ $`C_5q^{\frac{1}{24}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1q^n)^1{\displaystyle \underset{r𝐙}{}}e^{((3\chi ^{}+2\pi r)^2)/\pi g)(\mathrm{}/L)}`$ (16)
Note that the $`(L/\mathrm{})^{1/2}`$ factors cancel.

Setting now $`g=\frac{2}{3}`$ and subtracting the contributions with $`3\chi ^{}=\frac{\pi }{6}`$ and $`3\chi ^{}=\frac{\pi }{2}`$, we arrive, after some algebra, at the result for the $`O(1)`$ model

$$\underset{n_c=1}{\overset{\mathrm{}}{}}p(n_c)=C_5\frac{\underset{r𝐙}{}\left(q^{6r^2+r}q^{6r^2+3r+\frac{1}{3}}\right)}{_{n=1}^{\mathrm{}}(1q^n)}$$
(17)
Because our height model phase assignments incorrectly count loops which wrap around the $`x`$-cycle, we cannot directly compute the contribution with $`n_c=0`$ and therefore cannot fix $`C_5`$ by demanding that $`_{n_c=0}^{\mathrm{}}p(n_c)=1`$. However, since $`_{N_c=0}^{\mathrm{}}P(N_c)=2_{N_c}p(2N_c)=1`$, it follows that $`_{n=0}^{\mathrm{}}p(2n+1)=\frac{1}{2}`$, and we can compute this in terms of $`Z(u)Z(u)Z(\pi /6,\pi /6)Z(\pi /6,5\pi /6)`$. This gives

$$\underset{n_c\mathrm{odd}}{}p(n_c)=\frac{1}{2}C_5\frac{\underset{r𝐙}{}\left(q^{6r^2+r}q^{6r^2+5r+1}\right)}{_{n=1}^{\mathrm{}}(1q^n)}=\frac{1}{2}C_5$$
(18)
where the last equality follows from Euler’s pentagonal number theorem. We conclude that $`C_5=1`$. (17) is then our main result for the probability of a crossing in the $`O(1)`$ model.

For percolation, we need to compute $`2_{N_c=1}^{\mathrm{}}p(2N_c)Z(\pi /6,\pi /6)+Z(\pi /6,5\pi /6)2Z(\pi /6,\pi /2)`$. This gives the main result (4).

With the knowledge that $`C_5=1`$, we may now transform these results back into series in $`\stackrel{~}{q}e^{2\pi L/\mathrm{}}=e^{2\pi i\tau }`$. Using the identity $`\eta (\tau )=(i\tau )^{\frac{1}{2}}\eta (1/\tau )`$, and the Poisson sum formula, we find

$$Z(\pi /6,\chi ^{})=\frac{1}{2\sqrt{3}}\underset{n=1}{\overset{\mathrm{}}{}}(1\stackrel{~}{q}^{2n})^1\underset{p𝐙}{}e^{3i\chi ^{}p}\stackrel{~}{q}^{(p^21)/12}$$
(19)
Thus for the crossing probability in percolation we have

$$\underset{N_c=1}{\overset{\mathrm{}}{}}P(N_c)=\frac{1}{2\sqrt{3}}\underset{n=1}{\overset{\mathrm{}}{}}(1\stackrel{~}{q}^{2n})^1\underset{p𝐙}{}\left(\mathrm{cos}\frac{\pi p}{6}+\mathrm{cos}\frac{5\pi p}{6}2\mathrm{cos}\frac{\pi p}{2}\right)\stackrel{~}{q}^{(p^21)/12}$$
(20)
The expression in parentheses takes the value $`3`$ if $`p=\pm 2(\mathrm{mod}12)`$, the value $`3`$ if $`p=\pm 4(\mathrm{mod}12)`$, and vanishes otherwise. This leads to the first form (1) of our main result. The numerator in this expression may also be written as

$`{\displaystyle \underset{n𝐙}{}}(1)^n\stackrel{~}{q}^{3n^2+2n+\frac{1}{4}}`$ $`=`$ $`\stackrel{~}{q}^{\frac{1}{4}}\vartheta _4(2\tau |6\tau )`$ (21)
$`=`$ $`\stackrel{~}{q}^{\frac{1}{4}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left((1\stackrel{~}{q}^{6n})(1\stackrel{~}{q}^{6n1})(1\stackrel{~}{q}^{6n5})\right),`$ (22)
which, after a few more manipulations, gives (5).

In order to find an explicit formula for $`p(n_c)`$, we should solve (10) for $`e^{3i\chi ^{}}`$ in terms of $`u`$, which gives

$$e^{3i\chi ^{}}=e^{i\pi /2}\left((1(\sqrt{3}u/2)^2)^{1/2}e^{i\pi /2}(\sqrt{3}u/2)\right).$$
(23)
Substituting this into (19), expanding in powers of $`u`$, and identifying the coefficient of $`u^{2N_c}`$, then leads to the result in (2,3).

A further check on our results comes from differentiating (11) with respect to $`u`$ at $`u=0`$ to obtain the mean number of crossing clusters. In the limit $`\mathrm{}L`$ we find $`E[N_c](\sqrt{3}/4)(\mathrm{}/L)`$, in agreement with , and with a rigorous result of Smirnov for the triangular lattice.

If instead of the periodic rectangle we have a more general annular region, in order that spanning and non-spanning hulls be counted with their correct weights $`\alpha _i`$ and $`\beta _i`$ in (9) must be modified by factors $`e^{\pm i\theta /6}`$, where $`\theta `$ is the (signed) angle which the tangent vector at the boundary makes with the $`x`$-axis. However, since the boundaries form simple closed curves, these extra factors accumulate to unity on each edge. The calculation then proceeds as before, yielding a conformally invariant result. Under a scale transformation $`𝐫\lambda 𝐫`$, a partition function $`Z`$ behaves in general as $`\lambda ^{c\chi /6}`$, where $`c`$ is the conformal anomaly number, and, for a smooth boundary, $`\chi `$ is the Euler number. The latter vanishes for the annulus. If there are points on the boundary where it is not differentiable, however, there may be additional contributions. In our case, these cancel between the $`c=1`$ partition function $`𝒵`$ and the Coulomb energy of the charges which accumulate at these singularities. This cancellation is connected with the fact that the overall conformal field theory has $`c=0`$.

## Relation with conformal field theory.

The crossing probability $`_{n_c=1}^{\mathrm{}}p(n_c)`$ in the O$`(1)`$ model may be expressed as a difference $`Z_{++}Z_+`$ of partition functions in the $`n1`$ limit of the O$`(n)`$ model, where $`Z_+`$ denotes the partition function with the spins fixed in different directions on opposite edges, and $`Z_{++}`$ with them fixed in the same direction. Evidently $`Z_{++}=1`$, so that, from (17)

$$Z_+=\frac{\underset{r𝐙}{}\left(q^{6r^2+3r+\frac{1}{3}}q^{6r^2+5r+1}\right)}{_{n=1}^{\mathrm{}}(1q^n)}$$
(24)
According to general boundary conformal field theory (BCFT), any partition function like this should be expressible in the form $`_hd_hq^h`$, where $`h`$ runs over all boundary scaling dimensions and $`d_h`$ is a degeneracy factor. For unitary conformal theories this must be a non-negative integer, but this need not be true here. From (24) we identify the smallest value of $`h`$ to be $`\frac{1}{3}`$: this is identified in BCFT as the scaling dimension of the ‘boundary condition changing operator’ $`\varphi _{+|}`$. This is consistent with the analogous result for percolation: see . From (24) we see there is also an operator with $`h=1`$. This we tentatively identify as introducing a hull which wraps around the $`x`$-cycle in the O$`(1)`$ model, but does not touch either edge. This should carry an O$`(n)`$ index $`c`$ which is not equal to either $`+`$ or $``$, otherwise it could be absorbed at the edges. There are $`n2=1`$ possibilities for $`c`$, which accounts for the fact that this state occurs with degeneracy $`(1)`$ in (24).

The powers $`(4p^21)/12`$ in (2) are the well-known bulk multi-hull dimensions for percolation. In accordance with general ideas of BCFT, (24) may be written as a linear combination of Virasoro characters $`\chi _h(q)`$ of irreducible representations of highest weight $`h`$, and, equivalently, as a combination of characters $`\chi _h(\stackrel{~}{q}^2)`$, related by a modular transformation. This affords an interesting example of how BCFT works in a non-minimal theory. The details will be described elsewhere.

## Comparison with numerical work.

Shchur has estimated $`P(N_c)`$ for $`N_c=2,3`$ and $`L=\mathrm{}`$. For this value of $`\stackrel{~}{q}=e^{2\pi }`$ it is sufficient to keep only the first term in (2), $`P(N_c)3^{N_c\frac{1}{2}}\stackrel{~}{q}^{(4N_c^21)/12}`$, which gives

$`P(2)`$ $`=`$ $`2.02\mathrm{}\times 10^3(\mathrm{exact}),2.0(4)\times 10^3(\mathrm{measured});`$ (25)
$`P(3)`$ $`=`$ $`1.71\mathrm{}\times 10^7(\mathrm{exact}),1.4(5)\times 10^7(\mathrm{measured}).`$ (26)
Our exact predictions fall within the (admittedly rather large) error bars.

## Summary.

We have given explicit results for the probability that $`N_c`$ critical percolation clusters cross an annulus. From the point of view of conformal field theory, these results are different from the original crossing formula in that they involve partition functions rather than correlation functions of boundary operators. The exponents appearing in (2) have already been derived in the limit of large modulus using a radial version of SLE, and it would be very interesting to use these methods to verify the more detailed results of the present paper.

### Acknowledgements

This work was begun while the author visited the KTH and the Mittag-Leffler Institute, Stockholm. He thanks S. Smirnov and these institutes for their hospitality, and L. Carleson for asking the question. He also thanks R. Ziff for comments on an earlier version of this paper. This work was also supported in part by EPSRC Grant GR/J78327.


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# 1 Introduction

## 1 Introduction

The interest in the correlation between classical periodic orbits, and in particular, in the spectrum of their actions, emerges from the attempts to provide a semiclassical proof of the universality of spectral correlations of quantum chaotic systems (“the BGS conjecture” ). Action correlations were first discussed by Argaman et. al. were the universality of action correlations, and their relation to Random Matrix Theory (RMT) were studied for a few chaotic systems . Various aspects of the subject were investigated later . This culminated recently in the work of Sieber and Richter , who identified pairs of correlated trajectories, whose contribution to the spectral form factor for systems with time reversal symmetry is identical to the next to leading order term in the formfactor predicted by RMT (see also ).

The purpose of this paper is twofold: first, to review the semiclassical context where action correlations and their expected universal features arise in a natural way . This will be done in the main body of the present section, where also the connection with RMT will be made explicit. Second, to test the general semiclassical arguments on action correlations for a paradigm chaotic dynamical system - the Baker map. This system was investigated previously by a number of groups, , who demonstrated numerically the existence of the expected correlations. Here, we develop another approach for the analysis of the action spectrum, where we try to systematically asses the way the periodic orbits and their actions can be partitioned to families which are dynamically related. One aspect of this approach is studied by casting the problem as an Ising model (in one dimension and with a long range, yet exponentially decaying interaction). Moreover, we show several features of the action correlations which escaped the attention of previous works, and in particular, we analyze the correlations in terms of the symbolic dynamics. We hope that this insight will pave the way to a more complete understanding of the universal features of action correlations in general.

### 1.1 Action correlations and the semiclassical theory of spectral statistics

Consider a finite, two dimensional domain $`𝒜`$ and an area preserving map

$$:\gamma ^{}=(\gamma );\gamma ^{},\gamma 𝒜.$$
(1)
Any area preserving map can be expressed implicitly through a generating function . Let $`\gamma =(x,y),\gamma ^{}=(x^{},y^{})`$. The generating function $`F_1(x^{},x)`$ defines the map through the relations

$`y={\displaystyle \frac{F_1(x^{},x)}{x}};y^{}={\displaystyle \frac{F_1(x^{},x)}{x^{}}}`$ (2)
where $`x^{}`$ is to be expressed in terms of $`(x,y)`$ by solving the first equation, and $`y^{}`$ is given explicitly using the second equation. Twist maps are maps for which the first equation above has a unique solution for any $`(x,y)=\gamma 𝒜`$. From now on we shall assume $``$ to be a hyperbolic twist map.

Periodic points of period $`n`$ are solutions of the equation $`\gamma =^n(\gamma )`$. The corresponding $`n`$-periodic orbit is obtained by iterating the map:

$$\gamma _0^{(a)},\gamma _1^{(a)}=(\gamma _0^{(a)}),\mathrm{},\gamma _{n1}^{(a)}=^{n1}(\gamma _0^{(a)}).$$

The action assigned to a periodic orbit is

$$f_a=\underset{j=1}{\overset{n}{}}F_1(x_j^{(a)},x_{j1}^{(a)});x_0^{(a)}=x_n^{(a)}$$
(3)
The number of $`n`$-periodic orbits, $`N_n`$ increases exponentially with $`n`$. The object of our investigations is the set of actions $`\{f_a\}_{a=1}^{N_n}`$, in the limit $`n\mathrm{}`$.

Under quite general conditions one can show that the mean action $`f_n`$ and the variance var$`f(n)`$ are both proportional to $`n`$. Moreover, the actions of $`n`$-periodic orbits are bounded within an interval which grows $`\mathrm{𝑎𝑙𝑔𝑒𝑏𝑟𝑎𝑖𝑐𝑎𝑙𝑙𝑦}`$ with $`n`$. However, since their number grows exponentially with $`n`$, one expects exponentially small spacings between successive actions. We shall explain now why the pair correlations of action are expected to be universal, and determined by RMT. To this end we should address the quantum analogue of the map, in the semiclassical limit.

The quantum analogue of the classical map, is a unitary evolution operator $`U_N`$ which acts on a $`N`$ dimensional Hilbert space, with

$$N=\left[\frac{𝒜}{2\pi \mathrm{}}\right],$$
(4)
where $`[]`$ stands for the integer value and $`𝒜`$ is the area of $`𝒜`$.

The spectrum of $`U_N`$ consists of $`N`$ unimodular complex numbers $`\mathrm{e}^{i\theta _l(N)},\theta _l(N)[0,2\pi )`$. Ample numerical evidence supports the conjecture that the spectral statistics of $`U_N`$, is well reproduced by the predictions of random matrix theory (RMT). The quantum spectral density is denoted by

$$d_{qm}(\theta ;N)=\underset{l=1}{\overset{N}{}}\delta (\theta \theta _l(N)).$$
(5)
In the semiclassical approximation,

$$x^{}|U_N|x=\left(\frac{1}{2\pi \mathrm{}i}\right)^{\frac{1}{2}}\left(\frac{^2F_1(x^{},x)}{x^{}x}\right)^{\frac{1}{2}}\mathrm{e}^{iF_1(x^{},x)/\mathrm{}}.$$
(6)
Here, $`x`$ is a discrete index which labels the eigenstates of the position operator and $`F_1(x^{},x)`$ is the classical generating function. A detailed discussion of the semiclassical evolution operator and its properties can be found in .

The semiclassical approximation (6) yields

$$_0^{2\pi }d\theta \mathrm{e}^{in\theta }d_{qm}(\theta ;N)=\mathrm{tr}U_N^n\underset{a𝒫_n}{}A_a^{(n)}\mathrm{e}^{if_a/\mathrm{}+i\frac{\pi }{4}r_a\mu _a}$$

where $`𝒫_n`$ is the set of $`n`$-periodic orbits. $`A_a^{(n)}`$ are the stability amplitudes

$$A_a^{(n)}=\frac{n}{r_a|det(IT_a^{r_a})|^{\frac{1}{2}}}.$$
(7)
Here, $`r_a`$ stands for the repetition number if the periodic orbit is a repetition of a primitive $`n_a`$-periodic orbit $`(n_a=\frac{n}{r_a})`$. $`T_a`$ is the monodromy matrix and $`\mu _a`$ is the Maslov index for the primitive orbit.

At this point we introduce the classical density of actions of $`n`$-periodic orbits,

$$d_{cl}(f;n)=\underset{a𝒫_n}{}A_a^{(n)}\mathrm{e}^{i\frac{\pi }{4}r_a\mu _a}\delta (ff_a(n)),$$
(8)
and we obtain

$$\mathrm{tr}U_N^ndf\mathrm{e}^{if/\mathrm{}}d_{cl}(f;n).$$
(9)
Using (4), and measuring the actions in units of the phase space area $`s=f/𝒜`$, we get the relation between the quantum and the classical densities:

$$_0^{2\pi }d\theta \mathrm{e}^{i\nu \theta }d_{qm}(\theta ;N)|_{\nu =n}ds\mathrm{e}^{iks}d_{cl}(s;n)|_{k=2\pi N}.$$
(10)
This equation expresses the quantum - classical duality. It relates two densities which are very different: The quantum density gives a unit weight to all the eigenphase on the unit circle, while in the classical density, the actions are weighted by the stability amplitudes, and are assigned with a “charge” $`\pm 1,\pm i`$ depending on the Maslov index. The duality relation is expressed via a Fourier transform which involves both the variables and the parameters which specify the quantum and the classical distributions. On the quantum side, $`N`$ is a parameter which specifies the value of $`\mathrm{}`$, while $`n`$ is the value of the variable conjugate to $`\theta `$. On the classical side, $`n`$ is a parameter which specifies the period of the ensemble of orbits under consideration, while $`N`$ determines the value of $`k`$ \- the variable conjugate to $`s`$. In the sequel we shall always reserve the first position to the spectral variable or its conjugate, while the second position is reserved to the parameter which specifies the system.

We shall focus our attention on the spectral formfactors, which are the Fourier transforms of the pair correlation functions. The quantum and the classical formfactors are given explicitly as

$$K_{qm}(\nu ;N)=\frac{1}{N}\underset{l,l^{}=1}{\overset{N}{}}\mathrm{e}^{i\nu (\theta _l\theta _l^{})}=\frac{1}{N}\underset{l,l^{}=1}{\overset{N}{}}\mathrm{e}^{2\pi i\tau (\theta _l\theta _l^{})\overline{d}_N},$$
(11)
where, $`\tau =\frac{\nu }{N}`$ and $`\overline{d}_N=\frac{N}{2\pi }`$ is the mean density and $`\nu `$ must be an integer since $`d_{qm}`$ is a periodic function. The classical formfactor is,

$$K_{cl}(k;n)=\underset{a,a^{}=1}{\overset{N_n}{}}A_a^{(n)}A_a^{}^{(n)}\mathrm{e}^{i\frac{\pi }{4}(r_a\mu _ar_a^{}\mu _a^{})}\mathrm{e}^{ik(s_as_a^{})},$$
(12)
It follows from (10) that the quantum and the classical 2-point formfactors are related by

$$K_{qm}(\nu =n;N)\frac{1}{N}K_{cl}(k=2\pi N;n).$$
(13)
Hence, the quantum spectral correlations are reflected in the classical spectrum, and vice versa. This equation expresses the important semiclassical result that the quantum formfactor is obtained from the classical one by interrogating the spectrum of action differences on the scale of $`N^1\mathrm{}`$.

Equation (13) has to be understood in the sense of distributions, since the formfactors, as defined above, are the Fourier transforms of a sum of $`\delta `$ functions. Indeed, the formfactors computed for a given system, fluctuate, and do not converge to a limit when $`N\mathrm{}`$. The appropriate way to overcome this difficulty in the present context is to apply a smoothing procedure, which enables the extraction of well defined limit distributions.

Starting with the quantum formfactor, we adopt spectral averaging which is based on the assumption of “spectral ergodicity”. We order the spectrum so that $`\theta _l\theta _{l+1}`$, and partition it to $`N_g`$ subsets $`\sigma _g`$, each consisting of $`\widehat{N}=\frac{N}{N_g}`$ subsequent phases. Neglecting correlations between phases in different subsets, we rewrite (11) as

$`K_{qm}(\tau ;N)`$ $``$ $`{\displaystyle \frac{1}{N_g}}{\displaystyle \underset{g=1}{\overset{N_g}{}}}{\displaystyle \frac{1}{\widehat{N}}}{\displaystyle \underset{l,l^{}\sigma _g}{}}\mathrm{e}^{i2\pi \tau (\theta _l\theta _l^{})\overline{d}_N}`$ (14)
$`=`$ $`{\displaystyle \frac{1}{N_g}}{\displaystyle \underset{g=1}{\overset{N_g}{}}}K_{qm}^{(g)}(\tau ;\widehat{N}).`$
$`K_{qm}^{(g)}(\tau ;\widehat{N})`$ is the formfactor for the spectrum obtained by multiplying all $`\theta _l\sigma _g`$ by $`\frac{N}{\widehat{N}}`$ so that they cover uniformly the entire circle. Taking now the limit $`N\mathrm{}`$ at a constant $`\tau `$, with $`N_g\widehat{N}\sqrt{N}`$, it is expected that $`K_{qm}(\tau ;N)`$, which is expressed now as an average over the ensemble of the partial formfactors, converges to a limit distribution $`K_{qm}(\tau )`$ which reproduces the prediction of RMT for the appropriate ensemble. This procedure is justified by the fact that in the quantum spectrum, the correlation range is of the order of a mean spectral spacing. Hence, the elimination of the correlations between different sets in (14) introduces a small error, which vanishes in the large $`N`$ limit.

A different smoothing procedure is required for the discussion of the classical spectrum. As will be shown in the sequel, the classical correlation length is of order of the inverse of $`n`$ which exceeds by far the mean spacing which is exponentially small in $`n`$. A spectral smoothing should therefore rely on a different partitioning of the period orbits, such that the relevant correlations are preserved within a subset, while members of different subsets are statistically uncorrelated. One of the main problems in dealing with the classical correlations is the proper definition of such subsets . The smoothing of the classical spectra is by far more important since the number of actions increases exponentially with $`n`$.

If we denote the results of the quantum and the classical smoothing procedures by $``$, we obtain from (13) the relation which is basic to the present approach,

$$K_{qm}(\tau ;N)\frac{1}{N}K_{cl}(2\pi \frac{n}{\tau };n);\tau =\frac{n}{N}.$$
(15)
Assuming that $`K_{qm}(n;N)`$ follows the RMT predictions, namely, $`K_{qm}(n;N)=K_{RMT}(\tau =n/N)`$, we find that the classical spectra of chaotic systems must display universal pair correlations which can be derived from RMT using the relation (15). In particular, since for large $`N`$, $`K_{qm}(\tau ;N)`$ is a function of $`\tau `$ only, we derive two immediate predictions for $`K_{cl}(2\pi \frac{n}{\tau };n)`$ :

(i) $`K_{cl}(2\pi \frac{n}{\tau };n)`$ is proportional to $`n`$, since the rhs of (15) must depend on $`N`$ only through the ratio $`\frac{n}{N}`$. It is convenient to define

$$𝒦_n(k)=\frac{1}{n}K_{cl}(k;n),$$
(16)
where the proportionality of $`K_{cl}(2\pi \frac{n}{\tau };n)`$ to $`n`$ is made explicit.

(ii) $`𝒦_n(k)`$ depends on $`k`$ only through the scaled variable $`\frac{k}{n}`$,

$$𝒦_n(k)=\frac{k}{2\pi n}K_{RMT}(\frac{2\pi n}{k}).$$
(17)
Since $`k`$ is the parameter conjugate to the action differences, it follows that the correlation length of the action spectrum is proportional to $`\frac{1}{n}`$. Moreover, (17) shows that the classical correlations of actions corresponding to different periods are identical up to a scaling, and universal, since they are expressed in terms of a system independent function. These predictions pertain exclusively to classical properties and, once they are derived within classical mechanics, the road would be cleared for a semiclassical derivation of the BGS conjecture.

The validity of (i) in the limit $`\tau 0`$ was first shown by M. Berry . In the present context, it follows from the fact that the actions are discrete variables, and therefore, for sufficiently large $`N`$ the only correlations are the diagonal ones. Hence, for $`k\mathrm{}`$,

$$K_{cl}(k;n)\underset{a}{}|g_aA_a^{(n)}|^2ng$$
(18)
where $`g_a`$ is the number of different orbits which share the same action (mostly due to symmetry) and the summation is now restricted to trajectories with different actions. The equality on the right hand side is derived by using the ergodic sum-rule  and denoting by $`g`$ the average value of the $`g_a`$. Since $`g`$ takes the value 1 for systems without time reversal symmetry, and 2 for systems which are symmetric under time reversal, the leading terms in the RMT results for the CUE and COE are indeed reproduced.

To derive the quantum formfactor in a consistent semiclassical way, one has to consider the classical formfactor for a fixed $`n`$, and change $`k`$ (or $`N`$) so that an interval of $`\tau `$ values is scanned. However, to have meaningful pair correlations, $`N`$ should be larger than 2, and therefore the range of allowed $`\tau `$ values, is at most $`0<\tau <n/2`$. A further restriction on the range of $`\tau `$ is due to the limited semiclassical accuracy, which is of the order of a mean spacing, . In other words, the semiclassical trace formula may have its poles away from the unit circle, thus replacing the sharp $`\delta `$ functions in (5), by spikes with a finite width, of the order of the mean spacing. Therefore, the regime $`\tau >1`$ is not expected to be accessible to the semiclassical approximation, and thus, the range of applicability reduces further to the domain $`n<N`$. It is important to note at this point that the required order of operations (keeping $`n`$ fixed and taking $`N\mathrm{}`$) is consistent with the correspondence principle and the rules of quantum mechanics where the limit $`\mathrm{}0`$ is taken at a fixed value of the classical parameters.

In the present work we shall study the Baker map, which will be introduced in the next section. It is a simple dynamical system, for which various properties can be derived analytically, yet it carries the full complexity of the action spectrum, and therefore it is appropriate as a paradigm. In section (3) the spectrum of the actions will be discussed from various points of view, and on the different relevant scales. The expression of the actions in terms of the symbolic codes of the periodic orbits will play a central role. Mapping the computation of the spectral density onto an Ising model enables us to introduce a few approximations which enable the derivation of some properties of the action density (3.3). The classical pair correlations are discussed in section (4). We study first the $`m`$’th neighbor distributions. We show numerically that as long as $`m`$ is smaller than the action correlation length $`1/n`$ measured in units of the mean action spacing, the $`m`$’th neighbor distributions are essentially Poissonian. Turning to the formfactor, we discuss alternative smoothing methods and relate them to the symbolic codes. We finally show that the classical correlations reproduce the expected RMT behavior as was conjectured in the general discussion presented above. We conclude the paper by a summary, where the connection between the present and previous works is discussed.

## 2 The Baker map

### 2.1 The mapping

The *Baker* map is one of the most simple examples of chaotic maps . It is an area preserving map of the unit square onto itself defined by

$$x^{}=2x[2x];y^{}=\frac{1}{2}y+\frac{1}{2}[2x]$$
(19)
The stretching in the $`x`$ direction and the squeezing in the $`y`$ direction are responsible for the hyperbolic character of the map, while the “cutting and putting on top” gives the mixing property. Figure 1. shows one iteration of the map.

The action of the map is easily translated to a *Bernoulli* shift: Every phase space point is presented in a binary basis

$`x`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}a_i2^i=0a_1a_2a_3\mathrm{}`$
$`y`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}b_i2^i=0b_1b_2b_3\mathrm{}`$
with $`a_i,b_i\{0,1\}`$. The dynamics is given by shifting the binary point to the right when the two fractions are put back to back

$`\mathrm{}b_3b_2b_1a_1a_2a_3\mathrm{}`$ $``$ $`\mathrm{}b_3b_2b_1a_1a_2a_3\mathrm{}`$
$`x=0a_1a_2a_3\mathrm{}`$ $``$ $`x^{}=0a_2a_3\mathrm{}`$
$`y=0b_1b_2b_3\mathrm{}`$ $``$ $`y^{}=0a_1b_1b_2b_3\mathrm{}`$
### 2.2 Periodic orbits and codes

A $`n`$-periodic point is represented as an infinite repetition of a finite binary string with $`n`$ entries $`\nu =(\nu _1,\nu _2,\mathrm{}.\nu _n),\nu _i\{0,1\}`$. The cyclic permutations of $`(\nu _1\mathrm{}.\nu _n)`$ represent the periodic points which constitute the periodic orbit. The number of $`n`$-periodic orbits is $`2^n/n`$. The phase space coordinates of a $`n`$-periodic point can be written in term of the code

$`x_i={\displaystyle \frac{1}{12^n}}{\displaystyle \underset{j=1}{\overset{n}{}}}\nu _{i+j1}2^j;y_i={\displaystyle \frac{1}{12^n}}{\displaystyle \underset{j=1}{\overset{n}{}}}\nu _{i+j1}2^{n+j1}`$ (20)
As $`n\mathrm{}`$ periodic points fill phase space densely and uniformly.

The symbolic dynamics introduced above is based on the partition of the unit square into two equal rectangles along the line $`x=\frac{1}{2}`$. The sequence of binary symbols indicates the order by which the orbit visits the rectangles. Alternative codes can be generated by partitioning the unit square along the lines $`x_j=j\frac{1}{2^r}`$, with $`r>1`$ integer, and $`1j2^r1`$. A symbolic code consisting of the $`2^r`$ symbols $`0,1,\mathrm{},2^r1`$ indicates the order by which the periodic orbit visits the rectangles. The translation of a binary sequence to the $`2^r`$ code is done by considering successive sequences of $`r`$ binary symbols as integers in $`[0,1,\mathrm{},2^r1]`$. (Example, the binary code $`\{001110101\}`$ is translated to the $`2^{r=3}`$ code $`\{137652524\}`$). Increasing $`r`$ the code becomes more informative, because it locates the rectangles with an accuracy $`2^r`$ along the $`x`$ axis. However, this is achieved at a cost: not all sequences of symbols are allowed. They are restricted by a Markovian grammar with a $`2^r\times 2^r`$ connectivity matrix with only two non vanishing entries per row.

$$C_{jj^{}}^{(r)}=\{\begin{array}{cc}1\hfill & \text{for }(j^{}2j)\mathrm{mod}2^r\{0,1\}\text{ }\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$
(21)
The refined codes will be used in the sequel.

### 2.3 Symmetries

The mapping possess two discrete symmetries . The first is a space reflection symmetry

$$\widehat{R}:x1x\text{ and }y1y$$

geometrically it is a double reflection about both the $`y=1x`$ diagonal and the $`y=x`$ diagonal, it manifests itself on the code by $`\widehat{R}(\nu _i)=1\nu _i`$. The second is time reversal

$$\widehat{T}:xy\text{;}yx\text{ and }tt$$

where reversing the time means reversing the mapping. Geometrically it is a reflection about the $`y=x`$ diagonal and its action on the code of a periodic orbit is $`\widehat{T}(\nu _i)=\nu _{ni+1}`$. Figure 2. shows the action of the symmetry transformations: $`\widehat{R}`$, $`\widehat{T}`$ and $`\widehat{R}\widehat{T}=\widehat{T}\widehat{R}`$ on the code $`\nu =(\mathrm{0\hspace{0.17em}0\hspace{0.17em}0\hspace{0.17em}1\hspace{0.17em}0\hspace{0.17em}1\hspace{0.17em}1})`$.

### 2.4 Generating function, action

The action $`s`$ associated with a phase space point $`(x,y)`$ is defined as the generating function $`F_1(x,x^{})`$ of the mapping, with $`x^{}=x^{}(x,y)`$. Because of the fact that in the Baker map, the $`x`$ dynamics is independent of $`y`$, one has to derive the action by first extracting the generating function $`F_2(x,y^{})`$ from the conditions:

$$\frac{F_2(x,y^{})}{x}=y\frac{F_2(x,y^{})}{y^{}}=x^{}$$

and get $`F_2(x,y^{})=2xy^{}x[2x]y^{}[2x]+const`$. To obtain $`F_1(x,x^{})`$ a *Legendre* transform is needed (see )

$$F_1(x,x^{})=F_2(x,y^{})x^{}y^{}=x[2x].$$

One should emphasize that $`F_1(x,x^{})`$ is not a generating function of the mapping. However choosing $`F_1(x,x^{})`$ as the action is consistent with the action obtained from the semiclassical approximation of the quantum Baker map . Adding to the action an integer valued function $`I(x)`$ does not affect any semiclassical calculation (see ). The choice $`I(x)=[2x]`$ renders the action invariant under the symmetries of the mapping. Inserting an overall minus (a matter of convention) gives: $`s(x,x^{})s(x)=(x1)[2x]`$. We use the symbol $`s`$ to denote the actions because the phase-space area is $`𝒜=1`$, so the actions are properly normalized. Applying the above to the $`i`$’th periodic point (or *segment*) of a periodic orbit $`\nu `$ of length $`n`$, yields $`s(x_i,x_{i+1})s(x_i)=(x_i1)[2x_i]=(x_i1)\nu _i`$. The total action of the periodic orbit $`\nu `$ is the sum of its segment actions

$$s_n(\nu )=\underset{i=1}{\overset{n}{}}s(x_i)=\underset{i=1}{\overset{n}{}}(x_i1)\nu _i.$$
(22)
The action thus defined is invariant under space reflection $`\widehat{R}`$, time reversal $`\widehat{T}`$ and the baker transformation $`\widehat{}`$ which is only a cyclic permutation of $`(\nu _1\mathrm{}.\nu _n)`$ i.e.

$$s_n(\nu )=s_n(\widehat{R}(\nu ))=s_n(\widehat{T}(\nu ))=s_n(\widehat{}(\nu )).$$
(23)
Since the periodic orbits $`\nu `$, $`\widehat{R}(\nu )`$, $`\widehat{T}(\nu )`$, $`\widehat{R}\widehat{T}(\nu )`$ are not identical in general, one expects a maximal symmetry degeneracy of $`4`$.

The action can also be expressed in a matrix form  which will be useful later. Writing $`\nu |=Vec(\nu _1\mathrm{}.\nu _n)`$ and $`|\nu =Vec(\nu _1\mathrm{}.\nu _n)^T`$ then the action is

$$s_n(\nu )=\nu \left|\widehat{O}\right|\nu \nu |\nu ,$$
(24)
where $`\widehat{O}`$ is a $`n\times n`$ cyclic matrix, with matrix elements:

$$O_{ij}=\frac{1}{2^n1}2^{(ij+n1)\mathrm{mod}n}.$$
(25)
This expression of the actions clearly shows that their values are restricted to integer multiples of $`2^n`$. This is the minimum separation in the action spectrum.

The Baker map is uniformly hyperbolic. The stability eigenvalues of all the $`n`$-periodic orbits are the same, namely $`\lambda _\pm =2^{\pm n}`$, the corresponding eigenvectors are parallel to the $`(x,y)`$ axes, and the Maslov indices are all null. These features bring a large degree of simplification which is to be incorporated in the definition of the action density for the Baker map.

## 3 The action density

The action density (8) for the Baker map takes the form

$$d_{cl}(s;n)=\frac{1}{2^{\frac{n}{2}}2^{\frac{n}{2}}}\underset{\nu }{}\delta (ss(\nu )),$$
(26)
where the summation extends over all the different vectors $`\nu `$. Note that in this way of writing, repetitions are properly weighted. Since the weights in (26) are all positive, it is convenient to normalize the density to unit integral. We shall denote the normalized density by $`P_n(s)`$, with $`P_n(s)𝑑s=1`$ (the subscript $`cl`$ is dropped since we shall deal exclusively with the classical spectrum).

$$P_n(s)=\frac{1}{N_n}\underset{a𝒫_n}{}\frac{1}{r_a}\delta (ss_a)$$
(27)
where $`𝒫_n`$ stands for the set of distinct $`n`$-periodic orbits and $`r_a`$ is the repetition number. The normalization factor $`N_n`$, the number of $`n`$-periodic orbits, tends to $`\frac{2^n}{n}`$ in the large $`n`$ limit. An alternative expression is obtained by lumping together all the orbits which have the same action and the set $`\stackrel{~}{𝒫}_n`$ consists of single representatives from each degeneracy set, and $`g_a`$ is the corresponding degeneracy,

$$P_n(s)=\frac{1}{N_n}\underset{a\stackrel{~}{𝒫}_n}{}\frac{g_a}{r_a}\delta (ss_a).$$
(28)
As defined in (27,28), $`P_n(s)`$ is a distribution. For some purposes, it is advantageous to use a smooth version obtained by convoluting (27,28) with a narrow window function. The resulting smooth function will also be denoted as $`P_n(s)`$, and it is shown in figure 3. for $`n=21`$.

The simplest (but wrong) estimate for the action density is obtained by assuming that the segment actions $`s(x_i)=(x_i1)\nu _i`$ (22) are independent random variables which are uniformly distributed on the interval $`[\frac{1}{2},0]`$. This leads to a Gaussian distribution in the limit of large $`n`$, which has the same mean as the action distribution but otherwise is quite different from it. Figure 4. compares the distribution computed numerically for a random choice of segments ($`n=19`$), with the actual action distribution (periodic orbits).

We shall start the discussion of the action density by reviewing some general properties. In the next subsection, we shall investigate the substructures in the spectrum, and show that it partitions naturally to families which can be characterized in terms of symbolic codes.

### 3.1 General properties

The action distributions $`P_n(s)`$ is characterized by various scales whose dependence on $`n`$ will be summarized below.

Degeneracy in the action spectrum is mainly due to the symmetries (23). As $`n`$ increases, a larger fraction of the orbits are not self symmetric, and therefore the mean degeneracy is $`g=4`$. Figure (5) shows the degeneracy distributions for n=16,17. One can see that for these values of $`n`$ the degeneracy 2 and 1 still appear with appreciable frequency, and higher degeneracies whose origin is number theoretical are also possible.

The lowest scale is $`2^n`$ since the actions are integer multiples of this interval.

The largest scale is provided by the interval $`I_n`$ which supports the action distribution. It follows directly from (24) that the maximum value of $`s_n`$ is $`s_n^{max}=0`$ while the minimum is given by the action associated with the periodic orbit $`\nu =(\mathrm{0\; 1\; 0\; 1\; 0\; 1}\mathrm{})`$.

$$s_n^{min}=\{\begin{array}{cc}\frac{n}{6}\hfill & \text{for }n\text{ even}\hfill \\ \frac{n}{6}\left(1\frac{1}{3n}\frac{2^n+1}{2^n1}\right)\hfill & \text{for }n\text{ odd}\hfill \end{array}$$
(29)
Hence, to leading order $`I_n=\frac{n}{6}`$. This interval accommodates $`N_n\frac{2^n}{n}`$ periodic orbits, which are $``$ 4 times degenerate. It follows that

The mean spacing is

$$\mathrm{\Delta }s^{(n)}\frac{2}{3}\frac{n^2}{2^n}.$$
(30)
This estimate reproduces very well the numerical simulations. The above result indicates that not all the integer multiples of $`2^n`$ on the action line are populated. Rather, the gaps are of order $`n^2`$. They cannot be seen in figure (3), because the bin size used is too coarse.

To characterize the large scale features of the action distribution we quote explicitly its first 3 moments in the limit of large $`n`$ (the proof of these relations is given in section (3.3) below) :

$`s_n`$ $``$ $`{\displaystyle \frac{n}{8}}`$
$`\mathrm{var}(s_n)`$ $``$ $`{\displaystyle \frac{n}{192}}`$
$`\left(s_ns_n\right)^3`$ $``$ $`{\displaystyle \frac{n}{768}}`$ (31)
To check the limiting action distribution, it is appropriate to examine its dependence on the scaled action:

$$s^{}=\frac{ss_n}{\sqrt{\mathrm{var}(s_n)}}$$
(32)
Sano  has recently shown that the scaled action density becomes Gaussian in the limit of large $`n`$. Our numerical computations confirm that

$`\underset{n\mathrm{}}{lim}{\displaystyle \frac{\left(s_ns_n\right)^l}{(l1)!!n^{l/2}}}=1\text{for }l\text{ even}`$
$`\underset{n\mathrm{}}{lim}{\displaystyle \frac{\left(s_ns_n\right)^l}{n^{l/2}}}=0\text{for }l\text{ odd}.`$ (33)
Figure (6) compares the scaled distributions for $`n=30,100`$, (computed for the $`r=5`$ level of the ising model of section (3.3). One can clearly see that the distribution for the larger $`n`$ gets more symmetric. The fact that the distribution of scaled actions tends to a Gaussian does not imply that pair correlations do not exist.

### 3.2 Families of actions and symbolic codes

Symbolic codes are naturally associated with a partition of phase-space. (See e.g., ). The actions, being functions of phase-space points are expressed in terms of the codes (24) and therefore their classification into families which share certain properties is conveniently carried out in terms of their codes.

As was shown in section 2.2 the binary code $`\{0,1\}`$ is based on the partition of phase space by a vertical line at $`x=\frac{1}{2}`$ into the two rectangles which are associated to the codes $`0`$, and $`1`$. Only the points of the trajectory which fall in the second rectangle (code $`1`$) contribute to the action, and the increment to the total action per point is $`x_i1`$. Denote by $`p`$ the number of times the periodic orbit visits the second interval, or equivalently, the number of $`\nu _i=1`$ in the code. The set of all the trajectories which have the same $`p`$ will be referred to as a “$`p`$-family”. The action of trajectories within a $`p`$-family cluster in substructures which are illustrated in figure 7. in terms of the densities $`P_{n,p}(s)`$, for $`n=23`$ and a few values of $`p`$. The $`P_{n,p}(s)`$ are narrower than $`P_n(s)`$, and one can show that they are centered about $`\frac{1}{2}\frac{p(np)}{n1}`$. Scaling to unit variance and shifting to their mean $`s`$ value (figure 8.), the densities $`P_{n,p}(s)`$ collapse to a single function which is very similar to the scaled total density. Thus, the families enable a study of the spectrum of actions with a finer resolution, with an approximate scaling similarity of their densities.

The partition of the actions into $`p`$-families is just the first level in a systematic procedure which enables the sorting of the actions according to their codes. The higher the level, the more refined are the resulting families. The higher level families still maintain the scaling similarities which was discussed for the $`p`$-families.

The $`r`$’th level families, (with $`r<n`$) are obtained by a partition of phase space into $`2^r`$ identical rectangles of unit hight, and with $`\frac{j1}{2^r}x<\frac{j}{2^r}`$, for all $`1j2^r`$. The family consists of all the $`n`$-periodic orbits which go through each of the $`2^{r1}`$ rectangles in the rightmost half of the unit square the same number of times. Given a $`n`$-periodic orbit, we denote by $`p_l^{(r)}`$, the number of times it goes through the $`l`$’th rectangle with $`\frac{1}{2}+\frac{l1}{2^r}x<\frac{1}{2}+\frac{l}{2^r}`$, and $`1l2^{r1}`$. A family of the $`r`$’th level is characterized by the set of $`2^{r1}`$ numbers

$$𝐏^{(r)}=(p_1^{(r)},p_2^{(r)},\mathrm{},p_{2^{r1}}^{(r)}).$$
(34)
One can get the $`𝐏`$ code by direct inspection of the binary code $`\nu `$. $`p_j^{(r)}`$ is the number of times the $`r`$ digits string, beginning by 1 and terminating by $`j1`$ written in a binary basis, occurs in $`\nu `$ i.e

$$p_j^{(r)}(\nu )\mathrm{\#}(\underset{r\mathrm{digits}}{\underset{}{1\stackrel{j1\mathrm{in}\mathrm{binary}}{\stackrel{}{\mathrm{0\hspace{0.17em}0}\mathrm{}01\mathrm{}\mathrm{}\mathrm{}}}}})\mathrm{in}\nu .$$
(35)
One can easily check that the $`p`$ families defined at the beginning of this sections correspond to $`r=1`$, with $`p_1^{(1)}p`$. The $`r`$ and the $`r+1`$ partitions are related by

$$p_j^{(r)}=p_{2j}^{(r+1)}+p_{2j1}^{(r+1)}$$

Also,

$$r:\underset{j=1}{\overset{2^{r1}}{}}p_j^{(r)}=p_1^{(1)}p.$$

The mean action for a $`𝐏^{(r)}`$ family can be written as

$$s_n^{(r)}=\underset{j=1}{\overset{2^{r1}}{}}p_j^{(r)}\left(\frac{1}{2}+\frac{2j1}{2^{r+1}}\right)=\frac{p}{2}(1+\frac{1}{2^r})+\frac{p}{2^r}\frac{_{j=1}^{2^{r1}}jp_j^{(r)}}{_{j=1}^{2^{r1}}p_j^{(r)}}.$$
(36)
Actions which belong to the same family cluster about this mean value within an interval of order $`\frac{\sqrt{n}}{2^r}`$.

The partition into families break the $`\widehat{R}`$ symmetry in the sense that symmetry conjugate pairs of periodic orbits occur in different families. This is clear from the observation that the number of $`1`$ in the two conjugate codes are $`p`$ and $`np`$. For $`r3`$, periodic orbits which are related by $`\widehat{T}`$ can be assigned to different families. (Example: the periodic orbits which are represented by the binary codes $`(001011)`$ and $`(001101)`$ are $`\widehat{T}`$ conjugate but they appear in the $`r=4`$ families $`(01011000)`$ and $`(01100100)`$, respectively). To avoid this problem, one should partition the actions which correspond to the set $`\stackrel{~}{𝒫}_n`$, where only one representative of each degeneracy class is included (28).

An alternative partitioning of the actions in families can be defined in the following way. Given a binary code $`\nu `$, let $`q_1`$ be the number of $`1`$ in $`\nu `$, let $`q_2`$ be the number of sequences $`\{11\}`$ in $`\nu `$, and in general, $`q_r`$ is the number of sequences of $`r`$ consecutive $`1`$ in $`\nu `$. (Clearly $`q_1=p`$). The $`r^{}th`$ level family consists of all the $`n`$-periodic orbits which have the same $`𝐐^{(r)}`$ code,

$$𝐐^{(r)}=(q_1^{(r)},q_2^{(r)},\mathrm{},q_r^{(r)}).$$
(37)
This partitioning has the advantage that $`\widehat{T}`$-conjugate orbits are always in the same family, (however, $`\widehat{R}`$-conjugate orbits are in different families). We found this partitioning more convenient for numerical simulations. The two methods of partitioning, at the same $`r`$ level, have in common the same resolution $`2^r`$.

The partition of the actions of $`n`$-periodic orbits into families provides a very useful tool for the analysis of the spectral correlations, especially because the parameter $`r`$ which is at our disposal, determines the resolution at which we wish to interrogate the spectrum. Given $`r`$, most pairs of actions at a distance less than $`2^r`$ belong to the same family, and hence, intra family investigations are sufficient for the study of smaller action differences. However, for larger scales, all actions in a family can be lumped together, and the large range correlations are expressed through the study of inter family correlations. We shall take both approaches when we discuss the two-point correlations in the action spectra.

### 3.3 An Ising model approach

In the present section we shall introduce a method to investigate the action spectra on scales which are larger than a given level of resolution. For this purpose, it is convenient to study the Fourier transform of the action distribution, $`\widehat{P}_n(k)`$,

$$\widehat{P}_n(k)=\frac{1}{2^n}\underset{\{\nu \}}{}e^{iks_n(\nu )}=\frac{1}{2^n}\underset{\{\nu \}}{}e^{ik\left(_{i,j}^n\nu _iO_{ij}\nu _j_j^n\nu _j^2\right)}$$
(38)
where the sum is over all possible configurations of the code $`\nu =(\nu _1,\nu _2,\mathrm{}.\nu _n)`$, $`\nu _i\{0,1\}`$. The action is given explicitly by

$$s(\nu _n)=\frac{1}{12^n}\underset{i}{}\left[\frac{1}{2}\nu _i^2+\frac{1}{4}\nu _i\nu _{i+1}+\frac{1}{8}\nu _i\nu _{i+2}+\mathrm{}\right]\underset{i}{}\nu _i^2.$$
(39)
Formally (38) is the partition sum of a one dimensional *Ising* model on a circular lattice with exponentially decreasing interactions and an imaginary temperature. It can be evaluated using the standard transfer matrix method. Using this method we can approximate $`\widehat{P}_n(k)`$ by truncating the interaction at any desired range $`r`$, $`(1rn1)`$. Thus, $`r=1`$ is the nearest neighbors approximation, $`r=2`$ is the next to nearest neighbors approximation etc… . When $`r=n1`$ we regain the full range of interactions. The original effective hamiltonian is invariant under space reflection $`\widehat{R}`$ and time reversal $`\widehat{T}`$. The invariance under $`\widehat{T}`$ is due to the cyclic property of $`\widehat{O}`$ and hence, is maintained for any truncated version. This is not the case however for the space reflection $`\widehat{R}`$ symmetry. In order to preserve $`\widehat{R}`$ invariance one has to rescale the strength of the term $`_j\nu _j^2`$ which was introduced for $`\widehat{R}`$ invariance of the full action (22). For a given range $`r`$ of the approximation, the action takes the form

$$s_{n,(r)}(\nu )=\frac{1}{12^n}\underset{\xi =0}{\overset{r}{}}\underset{i=1}{\overset{n}{}}\frac{1}{2^{(\xi +1)}}\nu _i\nu _{i+\xi }\gamma _n(r)\underset{i=1}{\overset{n}{}}\nu _i^2$$
(40)
The symmetry restoring coefficient $`\gamma _n(r)`$ is calculated by demanding that for the $`r^{th}`$ order approximation the action be $`\widehat{R}`$ symmetric i.e. $`s_{n,(r)}(\nu )=s_{n,(r)}(\widehat{R}(\nu ))`$ and is given by

$$\gamma _n(r)=\frac{1}{12^n}\underset{\xi =0}{\overset{r}{}}\frac{1}{2^{(\xi +1)}}=\frac{\mathrm{\hspace{0.17em}1}(\frac{1}{2})^{r+1}}{1(\frac{1}{2})^n}$$
(41)
One recovers $`\gamma _n(r)=1`$ for the full range interactions $`r=n1`$.

This completes the definition of the $`r`$’th level approximants, and because of the exponential decreasing strength of the interactions we can expect that any quantity computed at the $`r`$’th level, will converge exponentially fast to its full range interaction value.

Note: for the rest of this section we omit the factor $`\frac{1}{12^n}1`$ which multiplies $`s_n`$.

We express $`\widehat{P}_n(k)`$, for a given range $`r`$ as:

$$\widehat{P}_n^{(r)}(k)=\frac{1}{2^n}\mathrm{tr}\left\{[T^{(r)}(k)]^n\right\},$$
(42)
where the transfer matrix $`T^{(r)}(k)`$ is given by

$`T^{(r)}(k)=(\begin{array}{cccccccc}1& 1& 0& & & & \mathrm{}& 0\\ 0& 0& 1& 1& 0& & \mathrm{}& 0\\ .& & & & & & & .\\ .& & & & & & & .\\ .& & & & & & & .\\ .& & & & & & & .\\ 0& 0& & & \mathrm{}& 0& 1& 1\\ \beta ^{2^r1}& \beta ^{2^r2}& 0& & & & \mathrm{}& 0\\ 0& 0& \beta ^{2^r3}& \beta ^{2^r4}& 0& & \mathrm{}& 0\\ .& & & & & & & .\\ .& & & & & & & .\\ .& & & & & & & .\\ .& & & & & & & .\\ 0& 0& & & \mathrm{}& 0& \beta & 1\end{array});\beta =e^{i\frac{k}{2^{r+1}}}`$ (57)
Since $`T`$ depends on powers of $`\beta `$, $`\mathrm{tr}\left\{[T^{(r)}]^n\right\}`$ is a polynomial in $`\beta `$ with real coefficients $`A_j`$

$$\frac{1}{2^n}\mathrm{tr}\left\{[T^{(r)}(k)]^n\right\}=\underset{j=0}{\overset{N(n,r)}{}}A_j\beta ^j=\underset{j=0}{\overset{N(n,r)}{}}A_je^{ik\frac{j}{2^{r+1}}}$$
(58)
where $`N(n,r)`$ is the degree of the polynomial. Transforming back to $`P_n(s)`$ yields

$$P_n^{(r)}(s)=\underset{j=0}{\overset{N(n,r)}{}}A_j^{(r)}\delta (s+\frac{j}{2^{r+1}})$$
(59)
and

$$\underset{j=0}{\overset{N(n,r)}{}}A_j^{(r)}=1.$$
(60)
The $`r`$’th approximant to the action spectrum consists of $`N(n,r)`$ equally spaced actions $`s_j=\frac{j}{2^{r+1}}`$, each weighted by a normalized weight (or probability) $`A_j^{(r)}`$. The $`A_j`$’s contain, together with the spacing $`\delta s(n,r)\frac{1}{2^{r+1}}`$ , all the information about the statistical properties of the spectrum at the resolution $`\frac{1}{2^{r+1}}`$ . Increasing the range $`r`$ to $`r+1`$ results in approximately doubling the number of actions, in addition to distributing them on a lattice with half the spacing. In the limit $`rn1`$ (full range interactions) the lattice spacing becomes $`\frac{1}{2^n}`$ (or $`\frac{1}{2^n1}`$ taking into account the factor $`\frac{1}{12^n}`$ that was neglected). This observation enables us to connect the present approach with the partitioning of the actions to families according to their codes. The truncation of the interaction at the $`r`$’th level is approximately equivalent to replacing the actions of all the members of a family by their average value given by (36). Thus, the coefficients $`2^nA_j^{(r)}`$ approximate the sum of the cardinalities of all the families whose average action is $`s_j=\frac{j}{2^{r+1}}`$.

The moments of the distribution are computed using

$`s_{n,(r)}^m`$ $`=`$ $`(i)^m{\displaystyle \frac{^mP_n^{(r)}(k)}{k^m}}|_{k=0}`$ (61)
$`=`$ $`\left({\displaystyle \frac{1}{2^{r+1}}}\right)^m{\displaystyle \underset{j=0}{\overset{N(n,r)}{}}}A_j^{(r)}j^m.`$
The two lowest level approximants can be solved analytically.

$`r=1`$ : The transfer matrix (57) for this “nearest neighbors interaction” approximation is

$$T^{(r=1)}(k)=\left(\begin{array}{cc}1& 1\\ \beta & 1\end{array}\right);\beta =e^{i\frac{k}{4}}$$
(62)
Its eigenvalues are $`\lambda _\pm =1\pm \sqrt{\beta }`$ which yields

$`\widehat{P}_n^{(r=1)}(k)`$ $`=`$ $`{\displaystyle \frac{1}{2^n}}\left[\left(1+\sqrt{\beta }\right)^n+\left(1\sqrt{\beta }\right)^n\right]`$ (65)
$`=`$ $`{\displaystyle \frac{2}{2^n}}{\displaystyle \underset{m=0;even}{\overset{n}{}}}(\begin{array}{c}n\\ m\end{array})e^{ik\frac{m}{8}},`$
and,

$$P_n^{(r=1)}(s)=\frac{2}{2^n}(\begin{array}{c}n\\ 8s\end{array}),$$
(66)
with

$$s\{\mathrm{\hspace{0.17em}0},\frac{1}{4},\frac{2}{4},\frac{3}{4},\mathrm{},\frac{1}{4}\left[\frac{n}{2}\right]\}$$

This distribution limits to a Gaussian distribution for large $`n`$. The mean and the variance are given by

$$s_{n,(r=1)}=\frac{n}{16};\mathrm{var}(s_{n,(r=1)})=\frac{n}{256}$$

$`r=2`$ : The transfer matrix in this “next to nearest neighbors interaction” approximation is

$$T^{(r=2)}(k)=\left(\begin{array}{cccc}1& 1& 0& 0\\ 0& 0& 1& 1\\ \beta ^3& \beta ^2& 0& 0\\ 0& 0& \beta & 1\end{array}\right);\beta =e^{i\frac{k}{8}}$$
(67)
The eigenvalues of $`T^{(r=2)}`$ are

$$\lambda _{1\pm }=\frac{1}{2}\left(1\beta \pm \sqrt{\mathrm{\Delta }_1}\right);\lambda _{2\pm }=\frac{1}{2}\left(1+\beta \pm \sqrt{\mathrm{\Delta }_2}\right)$$

with $`\mathrm{\Delta }_1=1+2\beta 3\beta ^2;\mathrm{\Delta }_2=12\beta +5\beta ^2`$. This gives:

$`\widehat{P}_n^{(r=2)}(k)=`$ (68)
$`{\displaystyle \frac{2}{2^{2n}}}{\displaystyle \underset{m=0;even}{\overset{n}{}}}{\displaystyle \underset{j=0}{\overset{nm}{}}}{\displaystyle \underset{u=0}{\overset{\frac{m}{2}}{}}}{\displaystyle \underset{t=0}{\overset{\frac{m}{2}u}{}}}\left[(\begin{array}{c}n\\ m\end{array})(\begin{array}{c}nm\\ j\end{array})(\begin{array}{c}\frac{m}{2}\\ u\end{array})(\begin{array}{c}\frac{m}{2}u\\ t\end{array})C_{jtu}e^{ik\frac{j+t+2u}{8}}\right],`$ (77)
with

$$C_{jtu}=2^t\left\{3^u(1)^{j+u}+5^u(1)^t\right\}.$$

The action distribution is

$`P_n^{(r=2)}(s)=`$ (78)
$`{\displaystyle \frac{2}{2^{2n}}}{\displaystyle \underset{m=0;even}{\overset{n}{}}}{\displaystyle \underset{j=0}{\overset{nm}{}}}{\displaystyle \underset{u=0}{\overset{\frac{m}{2}}{}}}\left[(\begin{array}{c}n\\ m\end{array})(\begin{array}{c}nm\\ j\end{array})(\begin{array}{c}\frac{m}{2}\\ u\end{array})(\begin{array}{c}\frac{m}{2}u\\ 8s2uj\end{array})C_{ju}(s)\right]`$ (87)
with

$$C_{ju}(s)=2^{8s2uj}\left\{3^u(1)^{j+u}+5^u(1)^{8sj}\right\}.$$

The action takes the values

$$s\{\mathrm{\hspace{0.17em}0},\frac{1}{8},\frac{2}{8},\frac{3}{8},\mathrm{},\frac{n}{8}\}.$$

and the summation coefficients $`u,j,m`$ must fulfill the conditions

$$2u+j8su+j+m/2$$

to keep the binomial coefficients well defined. The $`r=2`$ distribution is not Gaussian, its mean, variance and third moment can be computed by a straight forward but cumbersome calculation.

$$s_{n,(r=2)}=\frac{n}{16}(1+\frac{1}{2});\mathrm{var}(s_{n,(r=2)})=\frac{n}{256}(1+\frac{1}{4})$$

$$\left(s_{n,(r=2)}s_{n,(r=2)}\right)^3=\frac{3n}{4096}$$

We were unable to compute analytically the action distributions at higher levels, since this involves finding the eigenvalues of the $`2^r`$ dimensional transfer matrices. However, the computation can be performed using computer codes which perform algebraic manipulations. For any $`r`$ and $`\beta `$ one can compute $`\mathrm{tr}\left\{[T^{(r)}(k)]^n\right\}`$ by raising $`T^{(r)}`$ to the power $`n`$ and taking the trace. Using Newton’s identities, one can compute the coefficients of the characteristic polynomial of $`T^{(r)}`$ from the traces of its lower powers, $`\mathrm{tr}\left\{[T^{(r)}(k)]^l\right\},l=1,\mathrm{},2^r`$. The traces of higher powers can then be expressed recursively in terms of these coefficients. This way we were able to perform computations up to the level $`r=9`$, without reaching the limits of our computer resources.

At the beginning of the chapter we argued that due to the exponential decrease of the interactions, computing any quantity at a given level $`r`$, converges exponentially fast to the full $`r=n1`$ calculation. Thus, it can be expected that any quantity of interest will be given by a geometric series in $`2^r`$. Knowing the first two levels ($`r=1,2`$) may allow us to extrapolate, and obtain the leading terms for $`r=n1`$. Applying this strategy for the first three moments, we obtained the expression

$$s_{n,(r)}=\frac{n}{8}\left(1\frac{1}{2^r}\right)\frac{n}{8}$$
(88)
$$\mathrm{var}(s_{n,(r)})=\frac{n}{192}\left(1\frac{1}{4^r}\right)\frac{n}{192}$$
(89)
$`\left(s_{n,(r)}s_{n,(r)}\right)^3={\displaystyle \frac{n}{768}}\left(1{\displaystyle \frac{1+3r}{4^r}}\right){\displaystyle \frac{n}{768}}`$ (90)
These expressions were checked by comparing them to the computer aided, large $`r`$ calculations.

We shall return to the results of the Ising model when we discuss the pair correlations in the action spectrum which is the subject of the next section.

## 4 Pair correlations in the actions spectrum

So far we discussed the distribution of actions. Now we turn to study their pair correlations which is the main issue of the present work. We examine whether the classical actions spectrum exhibits correlations, and whether these correlations conform with the semiclassical theory which was presented in section (1).

There are two distinct length scales in any discrete and finite spectrum: the width or support of the distribution on the largest scale, and the nearest neighbors spacing on the smallest scale. The fact that the support is finite induces a trivial correlation: the probability to find two points separated by a distance larger than the range of the support is zero. The nearest neighbors scale is of great interest, in particular for “rigid” spectra such as the quantum spectra of classically chaotic systems. They exhibit *level repulsion* as predicted by $`RMT`$ i.e. the probability to find two nearest neighbors at distance $`\delta `$ vanishes as $`\delta 0`$. We have already hinted in section (1) that the pair correlations in the action spectrum is expected on a scale which is much larger that the mean spacing.

We shall perform the analysis of pair correlations in several steps. In the first we shall examine the correlations on the scale of the mean level spacing. We shall show that the $`m`$’th nearest neighbor spacing distribution are consistent with the corresponding Poisson distributions, as long as $`m`$ is smaller than the correlation length measured in units of the mean spacing. We shall then study the formfactor of the pair correlation function, and compute it in various ways. The main result of this investigation is that the correlations exist, and their scaling with $`n`$ agrees with the semiclassical expectations.

### 4.1 The $`m`$’th-neighbors spacings distributions

The $`m`$’th-neighbors spacing distribution $`p^{(n)}(\sigma ;m)`$, is a straight-forward generalization of the widely used nearest neighbors spacing distribution. To define this distribution, the action spectrum is ordered so that $`s_i<s_{i+1}`$, degeneracy sets are represented by a single value and the spectrum is normalized by the nearest neighbor spacings

$$\mathrm{\Delta }s^{(n)}\frac{2}{3}\frac{n^2}{2^n}.$$
(91)
Then, $`p^{(n)}(\sigma ;m)`$ is the probability that $`\frac{s_{i+m}s_i}{\mathrm{\Delta }s^{(n)}}`$ takes the value $`\sigma `$.

As a reference spectrum we generated numerically a Poissonian spectrum. It is randomly chosen from a Gaussian probability density which has the same mean, variance and degeneracy structure as the action spectrum for the $`n`$ value of interest. In the upper frame of figure 9. the nearest neighbors distribution, $`p^{(n)}(\sigma ;m=1)`$, for $`n=19`$ is plotted together with the random (Poissonian) nearest neighbors distribution. The similarity between the two distribution, which persists over 6 orders of magnitude, provides strong evidence in favor of the claim that on the mean spacing scale, the action spectrum is statistically random.

This finding is further corroborated in the lower frames of figure 9. were the spacing distributions for $`m=2,3`$ are compared with the corresponding random distributions.

To go even further in $`m`$, we studied numerically the summed distributions

$$p_M^{(n)}(\sigma )=\underset{m=1}{\overset{M}{}}p^{(n)}(\sigma ;m),$$
(92)
which approximates the two point correlation function $`R_{2;n}(\sigma )=p_{\mathrm{}}^{(n)}(\sigma )`$ in the range $`0<\sigma <M`$.

Figure 10. shows $`p_M^{(n)}(\sigma )`$ for $`M=20,50,100`$, ($`n=19`$) together with the corresponding random distributions. These values $`M`$ should be compared with the correlation length expected to be of order

$$\sigma _{corr}\frac{1/n}{\mathrm{\Delta }s^{(n)}}=3\frac{2^{n1}}{n^3}(90\mathrm{for}n=19).$$
(93)
This numerical investigation clearly demonstrates that the systematic deviation between the random and the actual distributions increases as $`M`$ approaches the correlation length.

### 4.2 The classical spectral formfactor

The purpose of the present section is to study the formfactor of the classical action spectrum (12). We start by investigating alternative methods for averaging the formfactor, the need for which, and the difficulties involved, were discussed at length in section (1). We shall study the function $`𝒦_n(k)`$ (16), and in particular test whether the action spectrum of the Baker map, satisfies either of the equivalent relations

$$𝒦_n(k)\frac{k}{2\pi n}K_{RMT}\left(\frac{2\pi n}{k}\right),\mathrm{or},\tau 𝒦_n\left(\frac{2\pi n}{\tau }\right)K_{RMT}\left(\tau \right).$$
(94)
Since the Baker map is invariant under time reversal, the appropriate RMT expression is the one for the Circular Orthogonal Ensemble (COE) $`K_{\mathrm{COE}}(2\tau )`$, where the factor $`2`$ in the argument is due to the invariance of the Baker map under the $`\widehat{R}`$ symmetry. The explicit expression for $`K_{\mathrm{COE}}(\tau )`$ is given by

$$K_{\mathrm{COE}}(\tau )=\{\begin{array}{cc}2\tau \tau \mathrm{ln}(1+2\tau )\hfill & \hfill \text{ for }\tau <1\\ 2\tau \mathrm{ln}\left(\frac{2\tau +1}{2\tau 1}\right)\hfill & \hfill \text{ for }\tau >1\end{array}.$$
(95)
Before applying any averaging, the function $`\tau 𝒦_n\left(\frac{2\pi n}{\tau }\right)`$ displays strong fluctuations which are shown in figure 11. for $`n=15`$ together with the expected COE result. The large fluctuations make the comparison quite meaningless, and the figure is shown to emphasize the need of averaging.

Using the running average:

$$\overline{f}(x)=\frac{1}{x}_0^xf(y)dy,$$
(96)
the large fluctuations are reduced, and the curve labelled “periodic orbits” in figure 12. is the running average obtained by computing the formfactor from the set of $`n=17`$-periodic orbits. The agreement with the corresponding COE curve persists up to $`\tau 0.5`$. The line marked “diag” is the curve obtained by assuming that the actions are not correlated, and it agrees very well with the line marked as “rand” which was computed for the random set of actions (see section (4.1)). The difference between the data and the random curves is a clear indication of the presence of correlations, whose similarity to the predicted COE result goes beyond the leading “diagonal” approximation. The running average procedure is not satisfactory, because it is practical only for low values of $`n`$. As $`n`$ increases, the number of periodic orbits proliferates exponentially, and the fluctuations in the formfactor grow as rapidly. Moreover, this method does not help to unravel the dynamical origin of the correlations.

A systematic averaging procedure, which can be applied for any $`n`$, uses the concept of families which was introduced in section (3.2). The spectrum of actions of $`n`$-periodic orbits is partitioned to families at the $`r`$’th level with labels $`𝐏^{(r)}`$ (see (34)). As long as $`r`$ is sufficiently small such that $`2^r`$ is larger than the correlation length, only intra family correlations are important. The formfactor can be approximated by an incoherent sum over the formfactors which pertain separately to orbits within one family.

$$𝒦_n^{(r)}(k)=\frac{1}{N_n}\underset{𝐏^{(r)}}{}\left|\underset{a𝐏^{(r)}}{}\mathrm{e}^{iks_a^{(n)}}\right|^2.$$
(97)
Each family of actions is supported on an interval of size which decreases with $`r`$ as $`2^r`$. Hence from the requirement $`k\mathrm{\Delta }s>2\pi `$ we deduce $`N>2^r`$, and the range of values of $`\tau `$ which can be described by this method is bounded from above by $`\frac{n}{2^r}`$. Thus by increasing $`r`$, we gain a higher level of smoothing, but we lose on the range of $`\tau `$ where this method can be used.

The resulting formfactors for $`n=15`$ and $`r=1,2,3`$ are shown in figure 13. It shows that the smoothing gets more effective as $`r`$ increases, without appreciable loss of correlations in the interval $`0<\tau <1`$. This is consistent with the expectation that the spectral correlation length is $`\frac{1}{15}`$, which is smaller than the family separation of $`2^r`$ for the values $`r=1,2,3`$. A closer comparison of the $`r=2`$ and $`r=3`$ curves near $`\tau =1`$ shows that the deviations from the RMT prediction starts earlier for the $`r=3`$ data. To investigate this trend further, we use the $`𝐐^{(r)}`$ partitioning (37) which is more convenient from the numerical point of view. It allows us to extend the level further, and the data for $`r=4,5`$ is shown in figure 14. Since now the family range is smaller than $`\frac{1}{n}`$, the correlations can be studied only on a lower range of $`\tau `$ value. This, and similar other numerical investigations provide strong evidence in support of the $`\frac{1}{n}`$ dependence of the correlation length, in agreement with the semiclassical expectations.

As was commented previously, the partition into families breaks pairs of $`\widehat{R}`$ conjugate orbits. Hence, the RMT expression which is used in figures 13. , 14. is $`K_{\mathrm{COE}}(\tau )`$ and not $`K_{\mathrm{COE}}(2\tau )`$ which is used for the comparison with the full data set.

The Ising model approach (3.3) offers a complementary view of the formfactor. As was explained in (3.3), the truncation at the $`r`$’th level does not allow us to distinguish between actions which are within $`2^r`$, and counts them as if they are degenerate. Thus, the only way by which we can get spectral information on the scale of $`\frac{1}{n}`$ in this model is to use $`r`$ such that $`\frac{1}{n}>>2^r`$. The spectral correlations are now studied as correlations between degeneracy groups, rather than within a group. Figure 15. shows the average of a few form factors, corresponding to values of $`n`$ from $`n=17`$ to $`n=22`$, given by the model with $`r=9`$ which satisfies the criterion above. The average over $`n`$ reduces the fluctuations of the form factor so it is possible to compare it directly to the $`RMT`$.

The fact that the action spectrum is resolved with an accuracy of $`2^r`$ sets a lower limit to the values of $`\tau `$ which are accessible by the model, which is $`\tau _{min}\frac{n}{2^r}`$. This is why the low $`\tau `$ values in figure 15. are absent.

## 5 Discussion

The semiclassical predictions which were presented in section (1) were checked in detail and were found to be well satisfied for the Baker map. They consist of the following main points:

* The action spectrum show pair correlations which are universal and consistent with the predictions of the semiclassical theory and RMT.
* The correlation length is of order $`\frac{1}{n}`$ which exceeds the mean spacing by a factor which grows exponentially with $`n`$. The spectrum of actions is Poissonian on smaller scales.
* The correlations can be associated with families of periodic orbits which have a similar dynamical structure which can be associated systematically with their symbolic codes.

Various aspects of these points were confirmed for other systems . The results of  are unique, because the phase space of the mapping considered is four dimensional, and the semiclassical theory predicts that the action correlation range scales with $`n`$ as $`\frac{1}{n^2}`$. This scaling was confirmed.

Richter and Sieber  pointed out the pairs of periodic orbits which provide the correlations which are necessary for the second order term in the small $`\tau `$ expansion of the formfactor. These orbits spend about half of their time quite close to each other, and the rest of the time, they go along the time reversed part of their partner’s orbit. This way both orbits visit the same parts of phase space, but the order by which they do it is different. Similar pairs were also proved to provide the answer in the case of quantum graphs . The families which we identified here as storing the correlations between the actions are of the same nature, but of a more general character. They do not rely exclusively on pairs conjugated partially by time reversal (as explained above), but by the requirement that the correlated members spend the same amount of time in the same sub domains of phase space. This definition of families is also consistent with the work of , where the periodic orbits in a family follow the same segments of phase space which were related to each other by symmetries other than time reversal. Because of the strong link between phase space partition and symbolic codes, it was possible to characterize the families by a common code. Unfortunately, even with this tool, we were not able to derive the classical correlation function using classical arguments only. This remains an enigma which should be addressed. At the same time, one should also be able to show that the spectrum of actions on smaller scales is Poissonian. This is assumed, but not discussed in  and in .

In the present article we focussed our attention on discrete maps and their periodic orbits. However, most system of interest are Hamiltonian flows, where the time is a continuous variable, and the quantum spectrum is on the real line and not on the unit circle. This does not pose any essential problem, since several quantization techniques make use of an auxiliary map to derive the quantum energies, and it was shown that for chaotic systems, the spectral statistics of the energies and of the eigenphases of the auxiliary map are the same in the semiclassical limit . A more direct approach was recently introduced in , where the quantization of the hamiltonian flow is carried out in terms of a quantum map which evolves the system along a sequence of equally spaced times $`t_n=n\mathrm{\Delta }t`$. The semiclassical expression for the spectral formfactor is analogous to (1.1), and the periodic orbits have periods which are integer multiples of $`\mathrm{\Delta }t`$ and their energies are restricted to a well defined energy interval.

Integrable dynamics lead to Poissonian spectra . In the present context this implies that the actions are Poissonian too . Recently it was shown in  that in order to account for finer spectral correlations which are due to the spectrum being pure point, finer correlations must exist, but this discussion exceeds the scope of the present paper.

## Acknowledgments

We would like to acknowledge discussions with and comments from Herve Kunz, Gergely Palla and Jean-Luc Helfer. The work was supported by the Minerva center for Physics of Complex Systems and by grants from the Israel Science Foundation and the Minerva Foundation.