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# 1 Introduction

## 1 Introduction

In this paper we will clarify the properties of the thermal ensemble in free fermionic string theories— type IIA, type IIB, heterotic, and type I, previously studied in . We emphasize that our considerations  focus on free strings. All of our calculations will be based on the one-loop amplitude in string theory and are valid independent of the strength of the string coupling constant. Our results for finite temperature string theory are therefore expected to dovetail neatly with any nonperturbative calculations that follow in the future.

The statistical mechanics of an ensemble of free one-dimensional objects with Planck scale string tension is not the same as that of an ensemble of infinitely many free particle species with Planck scale masses. It is this fundamental difference that is stressed in our analysis . Thus, we will discard previous results based on the assumption of a Boltzmann distribution since such analyses inherently assume a particle ensemble. Instead, we will take as starting point the generating functional of connected one-loop vacuum string graphs, $`W(\beta )`$ $``$ $`\mathrm{ln}`$ $`\mathrm{Z}(\beta )`$, known to be unambiguously normalized in string theory . The following relations hold:

$$F=W/\beta =V\rho ,P=\left(\frac{F}{V}\right)_T,U=T^2\left(\frac{W}{T}\right)_V,S=\left(\frac{F}{T}\right)_V,C_V=T\left(\frac{S}{T}\right)_V.$$
(1)
$`W(\beta )`$ is an intensive thermodynamic variable without explicit dependence on the spatial volume. $`F`$ is the Helmholtz free energy of the ensemble of free strings, $`U`$ is the internal energy, and $`\rho `$ is the finite temperature effective potential. $`S`$ and $`C_V`$ are, respectively, the entropy and specific heat of the thermal ensemble. The pressure of the free string gas vanishes identically such that the enthalpy equals the energy, $`H`$$`=`$$`U`$, and, consequently, the Gibbs and Helmholtz free energies coincide: $`G`$$`=`$$`H`$$``$$`TS`$$`=`$$`U`$$`TS`$$`=`$$`F`$. Notice that, as a result of these relations, all of the thermodynamic potentials of a gas of free strings have a simple representation in terms of worldsheets. The properties of this canonical ensemble are not those of an ensemble of infinitely many Planck scale particle species.

Our main interest is therefore in the generating functional of connected one-loop vacuum string graphs for the type IIA, type IIB, heterotic, and type I strings. Unlike the pedagogical— but also unphysical, case of the bosonic string gas, the fermionic string theories have no tachyon in the zero temperature spectrum. It would therefore be unphysical to have a tachyonic instability at infinitesimal temperature. We will require that our result for the vacuum functional in each case interpolates smoothly between the known supersymmetric zero temperature limit and a tachyon-free thermal description at finite temperature. For the type II string gas in the absence of Ramond Ramond backgrounds, we will find no modular invariant and tachyon free solutions to these criteria except within a temperature interval in the vicinity of the string scale. For the heterotic string gas we find a unique solution with gauge symmetry $`SO(16)`$$`\times `$$`SO(16)`$. The free energy and vacuum cosmological are nonvanishing at finite temperature. Interestingly, it becomes evident in the heterotic case that the topology of the Euclidean time direction is necessarily that of a particular $`\mathrm{Z}_2`$ orbifold. Since this feature of our analysis is likely to come to the reader as a surprise, we repeat some of our motivational statements from a previous analysis of the bosonic string gas below. Finally, for the open and closed type I string gas, we find a tadpole and tachyon free solution with $`O(16)`$$`\times `$$`O(16)`$ gauge symmetry.

Let us note some peculiarities of the thermal prescription for the free string gases. Since strings are sensitive to the topology of the underlying target space, the Euclidean time prescription for the thermal ensemble appears at first sight to be ambiguous: a one-dimensional compact space can have the topology of a circle or that of an interval. Which assumption yields the correct answer for the free energy of a gas of free strings? The interval implies modding by the $`\mathrm{Z}_2`$ twist in Euclidean time which breaks “time reversal invariance”. This symmetry has no meaningful correspondence in the thermal prescription and we will therefore eliminate it. In the closed fermionic strings— IIA, IIB, or heterotic, the $`\mathrm{Z}_2`$ orbifold twist in Euclidean time naturally extends to a corresponding $`\mathrm{Z}_2`$ superorbifold twist, identifying an appropriate line of $`\widehat{c}`$ $`=`$ $`1`$ superconformal field theories parameterized by interval length, or inverse temperature: $`\beta `$ $`=`$ $`\pi r_{\mathrm{circ}}`$. In the type I open and closed string gas, the $`\mathrm{Z}_2`$ twist acts as an orientation reversal transformation.

The physical consequence of modding by a $`Z_2`$ symmetry is as follows: a Kosterlitz-Thouless continuous phase transition occurs at the Hagedorn temperature. The universality class of the phase transition is indicated by the existence of analytic expressions for the free energy and all of its partial derivatives with respect to temperature upto arbitrary order. This holds for each of the free string gases. The physical manifestation of the transition, however, differs in each case. In the type II string, the transition maps IIA to IIB interchanging IIA winding with IIB momentum modes, and vice versa. In the heterotic string gas, the K-T transition is a self-duality phase transition leaving the thermal spectrum invariant. Finally, in the free type I string gas, the Kosterlitz-Thouless transition marks the transition from a low temperature phase of short open strings to a high temperature long string phase. The intuition that a gas of open strings transitions into a high temperature long string phase is an old piece of string folklore , with limited evidence from preliminary analyses of the microcanonical ensemble . We will compute the order parameter for this transition by isolating the high temperature asymptotics of the pair correlator of closed timelike Wilson loops. We find a transition temperature at, or below, $`T_C`$, in the presence of an external electric field coupling to open strings alone. We pause to remark that this continuous phase transition is the only possible phase transition compatible with the analyticity of string theory and consequently, accessible within the worldsheet formalism of perturbative string theory.

In summary, while the zero temperature free string Fock space is supersymmetric and tachyon-free, an equilibrium thermal ensemble of either closed superstring, type IIA or type IIB, contains a tachyonic physical state at infinitesimal temperature . It follows that, in the absence of gauge fields, flat spacetime is an unstable ground state for the ten-dimensional weakly coupled type II string theories under a small variation in the background temperature. This result, first pointed out by us in , can be stated within the framework of the renormalization conditions for a consistent finite temperature closed string perturbation theory: there are no non-tachyonic solutions to the renormalization conditions in the vicinity of the zero temperature ground state, in the absence of gauge fields that can potentially arise in a non-trivial Ramond-Ramond sector.

On the other hand, in the presence of a temperature dependent Wilson line, both the 10D heterotic and type I string theories have a tachyon–free finite temperature ground state at all temperatures starting from zero with gauge group $`SO(16)`$$`\times `$$`SO(16)`$. The low energy effective theory is a finite temperature gauge-gravity theory, formulated in modified axial gauge with the Euclidean time component of the vector potential, $`A_0`$, set equal to a temperature dependent constant. The additional massless vector bosons that lead to an enhancement of the gauge group in the supersymmetric zero temperature limit to either $`E_8`$$`\times `$$`E_8`$, or $`SO(32)`$, as appropriate. We should note here the correspondence of our heterotic Euclidean time ground state to the Lorentzian signature, nonsupersymmetric and tachyon-free, 10D heterotic string ground state with $`O(16)`$$`\times `$$`O(16)`$ found in  with positive cosmological constant or vacuum energy density. Arguments similar to those above can explain the zeroes in the one-loop effective potential of the nonsupersymmetric heterotic string ground states found in the numerical computations of  .

The plan of this paper is as follows. In section 2.1, we begin with the adaptation of the GSO conditions to the Euclidean time prescription for the fermionic string gas. This is followed in section 2.2 by a derivation of the worldsheet representation of the oneloop string vacuum functional for an equilibrium ensemble of either free type IIA or type IIB strings at finite temperature. In Section 2.3, we address the low temperature thermal instability of either type II ensemble and derive the upper and lower bounds on the temperature axis within which the thermal spectrum is tachyon-free. A brief discussion of a plausible nonperturbative resolution of the thermal instability in the presence of Ramond-Ramond backgrounds ends section 2.

Section 3 begins with a derivation of the vacuum functional for the free heterotic string gas. We show that in the presence of a temperature-dependent Wilson line background, the thermal spectrum is tachyon-free at all temperatures starting from zero and has gauge symmetry $`SO(16)`$$`\times `$$`SO(16)`$. In section 3.2, we derive the thermodynamic potentials of the free heterotic string gas demonstrating the holographic duality relation and the Kosterlitz-Thouless self-duality transition. We clarify that the entropy is finite with no divegences, and with no remnant of the unphysical fixed point entropy found in the pedagogically similar bosonic string gas .

Section 4 describes the type I open and closed string gas. In section 4.1, we obtain the generating functional of oneloop vacuum string graphs and the free energy. The free energy vanishes as a consequence of dilaton tadpole cancellation. The order parameter for the transition to the high temperature long string phase is derived in section 4.2. In section 4.3, we evaluate the scaling behavior for the first few thermodynamic potentials, verifying that the phase transition is in the universality class of the Kosterlitz-Thouless transition. The conclusions and a brief discussion of open questions appear in section 5.

## 2 The Free Type II String Gas

### 2.1 Adapting the GSO Projection

Recall that in the imaginary time formalism, spacetime fields obeying Fermi statistics are to be expanded in a Fourier basis of antiperiodic modes alone. This implies antiperiodic boundary conditions for the spacetime fermionic modes of the string path integral in the imaginary time direction. The spacetime spin and statistics of fields in the Euclidean embedding space can be determined in string theory by a suitable adaptation of the GSO projection, thus determining the world-sheet spin and statistics of states in the free string thermal spectrum. We will use the Ramond-Neveu-Schwarz (RNS) formulation to compute the thermal spectrum of the fermionic free string gas. We recall that fermions on the worldsheet are simultaneously spacetime vectors and worldsheet spinors.

There is no spin-statistics theorem in two dimensions and we are therefore free to choose arbitrary boundary conditions on the world-sheet fermions . We emphasize that such a generalized sum over worldsheet spin structures is necessitated by the simultaneous requirements of the worldsheet symmetries— modular invariance and superconformal invariance, and the correct spacetime physics: a non-tachyonic thermal spectrum, with a supersymmetric zero temperature limit. In practise, rather than spell out the sum over spin structures and the modified GSO projection, it is easier to obtain the one-loop amplitude by manipulating modular invariant blocks of Jacobi theta functions which preserve spacetime Lorentz invariance, and consequently, the world-sheet superconformal invariances. Thus, we identify modular invariant blocks of eight spin structures pertaining to the eight transverse world-sheet fermions. These blocks are weighted by, a priori, undetermined temperature-dependent phases.

Let us move on to a discussion of the type II one-loop vacuum functional. In the appendix we recall some relevant facts on the possible action of the superorbifold group, and on modular invariant lattice partition functions. We will find that the vacuum functional for either IIA or IIB free string ensemble takes identical form in the absence of RR backgrounds and Yang-Mills fields. The thermal duality transformation mapping the IIA string to the IIB string will simply act as an invariance on this function, mapping IIA winding to IIB momentum modes and vice versa. We begin with the expression for the normalized generating functional of connected one-loop vacuum graphs:

$$W_{\mathrm{II}}=_{}\frac{d^2\tau }{4\tau _2^2}(2\pi \tau _2)^4|\eta (\tau )|^{14}Z_{\mathrm{II}}(\beta ),$$
(2)
where the spatial volume, $`V`$ $`=`$ $`L^9(2\pi \alpha ^{})^{9/2}`$, and the inverse temperature is given by $`\beta `$ $`=`$ $`\pi r_{\mathrm{circ}.}`$. The function $`\mathrm{Z}_{\mathrm{II}\mathrm{orb}.}(\beta )`$ is the product of contributions from worldsheet fermions and bosons, $`\mathrm{Z}_FZ_\mathrm{B}`$, and is required to smoothly interpolate between finite temperature and the spacetime supersymmetric zero temperature limit. The spectrum of thermal modes is unambiguously determined by modular invariance.

Following the appendix, we consider the action of the super-orbifold group $`R(1)^{N_F}`$, with an accompanying half-momentum or half-winding shift, $`\delta `$$`=`$$`\frac{1}{2}(\frac{1}{x}+\frac{x}{2},\frac{1}{x}\frac{x}{2})`$, in the momentum lattice. We have introduced the dimensionless inverse temperature (radius) defining $`x`$ $``$ $`r(2/\alpha ^{})^{1/2}`$, with $`\beta `$ $`=`$ $`\pi (\alpha ^{}/2)^{1/2}x`$. The dimensionless quantized momenta live in a $`(1,1)`$ dimensional Lorentzian self-dual lattice :

$$\mathrm{\Gamma }_\delta (x)\underset{w\mathrm{Z},n\mathrm{Z}}{}q^{\frac{1}{2}(\frac{n}{x}+\frac{wx}{2})^2}\overline{q}^{\frac{1}{2}(\frac{n}{x}\frac{wx}{2})^2},$$
(3)
The purpose of the shift is to introduce a positive, temperature-dependent, shift in the spectrum of thermal masses. The spacetime supersymmetry breaking orbifold action $`(1)^{N_F}`$ is modified by the introduction of phases in the interpolating function. Such phases can depend on thermal mode number. They must be chosen compatible with the requirement that spacetime supersymmetry is restored in the zero temperature limit of the interpolating function. We comment that temperature dependent phases were first proposed in .

The unique modular invariant interpolating function satisfying these requirements is:

$`Z_{\mathrm{II}}=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\eta \overline{\eta }}}\left[{\displaystyle \underset{w,n\mathrm{Z}}{}}q^{\frac{1}{2}(\frac{n}{x}+\frac{wx}{2})^2}\overline{q}^{\frac{1}{2}(\frac{n}{x}\frac{wx}{2})^2}\right]\{(|\mathrm{\Theta }_3|^8+|\mathrm{\Theta }_4|^8+|\mathrm{\Theta }_2|^8)`$ (4)
$`+e^{\pi i(n+w)}[(\mathrm{\Theta }_2^4\overline{\mathrm{\Theta }}_4^4+\mathrm{\Theta }_4^4\overline{\mathrm{\Theta }}_2^4)(\mathrm{\Theta }_3^4\overline{\mathrm{\Theta }}_4^4+\mathrm{\Theta }_4^4\overline{\mathrm{\Theta }}_3^4+\mathrm{\Theta }_3^4\overline{\mathrm{\Theta }}_2^4+\mathrm{\Theta }_2^4\overline{\mathrm{\Theta }}_3^4)].`$ (5)
The world-sheet fermions have been conveniently complexified into left- and right-moving Weyl fermions. As in the superstring, the spin structures for all ten left- and right-moving fermions, $`\psi ^\mu `$, $`\overline{\psi }^\mu `$, $`\mu `$ $`=`$ $`0`$, $`\mathrm{}`$, $`9`$, are determined by those for the world-sheet gravitino associated with left- and right-moving N=1 superconformal invariances.

To understand our result for the correct interpolating function, first recall the expression for $`\mathrm{Z}_{SS}`$— the zero temperature, spacetime supersymmetric, limit of our function given by the ordinary GSO projection:

$$Z_{\mathrm{SS}}=\frac{1}{4}\frac{1}{\eta ^4\overline{\eta }^4}\left[(\mathrm{\Theta }_3^4\mathrm{\Theta }_4^4\mathrm{\Theta }_2^4)(\overline{\mathrm{\Theta }}_3^4\overline{\mathrm{\Theta }}_4^4\overline{\mathrm{\Theta }}_2^4)\right],$$
(6)
Notice that the first of the relative signs in each round bracket preserves the tachyon-free condition. The second relative sign determines whether spacetime supersymmetry is preserved in the zero temperature spectrum. Next, notice that $`Z_{SS}`$ can be rewritten using theta function identities as follows:

$`Z_{\mathrm{SS}}`$ $`=\{[|\mathrm{\Theta }_3|^8+|\mathrm{\Theta }_4|^8+|\mathrm{\Theta }_2|^8]`$ (7)
$`+[(\mathrm{\Theta }_2^4\overline{\mathrm{\Theta }}_4^4+\mathrm{\Theta }_4^4\overline{\mathrm{\Theta }}_2^4)(\mathrm{\Theta }_3^4\overline{\mathrm{\Theta }}_4^4+\mathrm{\Theta }_4^4\overline{\mathrm{\Theta }}_3^4+\mathrm{\Theta }_3^4\overline{\mathrm{\Theta }}_2^4+\mathrm{\Theta }_2^4\overline{\mathrm{\Theta }}_3^4)]\}.`$ (8)
Either of the two expressions within square brackets is modular invariant. The first may be recognized as the nonsupersymmetric sum over spin structures for the type 0 string .

Thus, the interpolating function captures the desired zero temperature limits of both the IIA and IIB strings: for large $`\beta _{IIA}`$, terms with $`w_{IIA}`$$``$$`0`$ decouple in the double summation since they are exponentially damped. The remaining terms are resummed by a Poisson resummation, thereby inverting the $`\beta _{IIA}`$ dependence in the exponent, and absorbing the phase factor in a shift of argument. The large $`\beta _{IIA}`$ limit can then be taken smoothly providing the usual momentum integration for a non-compact dimension, plus a factor of $`\tau _2^{1/2}`$ from the Poisson resummation. This recovers the supersymmetric zero temperature partition function.

As regards thermal duality, small $`\beta _{IIA}`$ maps to large $`\beta _{IIB}`$$`=`$$`\beta _C^2/\beta _{IIA}`$, also interchanging the identification of momentum and winding modes, $`(n,w)_{IIA}`$$``$$`(n^{}=w,w^{}=n)_{IIB}`$. We can analyze the limit of large dual inverse temperature as before, obtaining the zero temperature limit of the dual IIB theory. At any intermediate temperature, all of the thermal modes contribute to the vacuum functional with a phase that takes values $`(\pm 1)`$ only. Note that the spacetime fermions of the zero temperature spectrum now contribute with a reversed phase, evident in the first term in Eq. (5), as required by the thermal boundary conditions. In summary, the vacuum functional of the IIA string maps precisely into the vacuum functional of the IIB string under a thermal duality transformation.

### 2.2 Tachyonic Thermal Momentum and Thermal Winding Modes

We now point out a peculiarity of the type IIA and IIB free string gas at finite temperature. First, recall some pertinent facts from quantum field theory. It is generally assumed to be the case  that in a field theory known to be perturbatively renormalizable at zero temperature, the new infrared divergences introduced by a small variation in the background temperature can be self-consistently regulated by a suitable extension of the renormalization conditions, at the cost of introducing a finite number of additional counter-terms. The zero temperature renormalization conditions on 1PI Greens functions are conveniently applied at zero momentum, or at fixed spacelike momentum in the case of massless fields. Consider a theory with one or more scalar fields. Then the renormalization conditions must be supplemented by stability constraints on the finite temperature effective potential :

$$\frac{V_{\mathrm{eff}.}(\varphi _{\mathrm{cl}.})}{\varphi _{\mathrm{cl}.}}=0,\frac{^2V_{\mathrm{eff}.}(\varphi _{\mathrm{cl}.})}{\varphi _{\mathrm{cl}.}^2}G_\varphi ^1(k)|_{k=0}0.$$
(9)
Here, $`V_{\mathrm{eff}.}(\varphi _{\mathrm{cl}.})`$$`=`$$`\mathrm{\Gamma }(\varphi _{\mathrm{cl}.})/V\beta `$, where $`\mathrm{\Gamma }`$ is the effective action functional, or sum of connected 1PI vacuum diagrams at finite temperature. In the absence of nonlinear field configurations, and for perturbation theory in a small coupling about the free field vacuum, $`|0>`$, $`\varphi _{\mathrm{cl}.}`$ is simply the expectation value of the scalar field: $`\varphi _{\mathrm{cl}.}`$$`=`$$`<0|\varphi (x)|0>`$. The first condition holds in the absence of an external source at every extremum of the effective potential. The second condition states that the renormalized masses of physical fields must not be driven to imaginary values at any non-pathological and stable minimum of the effective potential.

The conditions in Eq. (9) are, in fact, rather familiar to string theorists. Weakly coupled superstring theories at zero temperature are replete with scalar fields and their vacuum expectation values, or moduli, parameterize a multi-dimensional space of degenerate vacua. Consider the effect of an infinitesimal variation in the background temperature. Such an effect will necessarily break supersymmetry, and it is well-known that in the presence of a small spontaneous breaking of supersymmetry the dilaton potential will generically develop a runaway direction, signalling an instability of precisely the kind forbidden by the conditions that must be met by a non-pathological ground state . Namely, while the zero temperature effective potential is correctly minimized with respect to the renormalizable couplings in the potential and, in fact, vanishes in a spacetime supersymmetric ground state, one or more of the scalar masses is driven to imaginary values in the presence of an infinitesimal variation in background temperature. Such a quantum field theory is simply unacceptable both as a self-consistent effective field theory in the Wilsonian sense, and also as a phenomenological model for a physical system . The same conclusion must hold for a weakly coupled superstring theory with these pathological properties.

In the absence of gauge fields, the low temperature behavior of the ten-dimensional type II superstrings is pathological in the sense described above . To check for potential tachyonic instabilities in the expressions given in Eq. (5), consider the mass formula in the (NS,NS) sector for world-sheet fermions, with $`𝐥_L^2`$ $`=`$ $`𝐥_R^2`$, and $`N`$$`=`$$`\overline{N}`$$`=`$$`0`$:

$$(\mathrm{mass})_{nw}^2=\frac{2}{\alpha ^{}}\left[1+\frac{\alpha ^{}\pi ^2n^2}{2\beta ^2}+\frac{\beta ^2w^2}{2\pi ^2\alpha ^{}}\right].$$
(10)
This is the only sector that contributes tachyons to the thermal spectrum. A nice check is that the momentum mode number dependence contained in the phase factors does not impact the spacetime spin-statistics relation in the NS-NS sector: all potentially tachyonic states are spacetime scalars as expected. Notice that the $`n`$$`=`$$`w`$$`=`$$`0`$ sector common to both type II string theories contains a potentially tachyonic state whose mass is now temperature dependent. However, it corresponds to an unphysical tachyon. The potentially tachyonic physical states are the pure momentum and pure winding states, $`(n,0)`$ and $`(0,w)`$, with $`N`$$`=`$$`\overline{N}`$$`=`$$`0`$. The R-orbifold projects to the symmetric linear combinations of net zero momentum and net zero winding number states as explained in .

There is a brief window on the temperature axis for which the physical state spectrum is tachyon-free. In analogy with the bosonic string analysis, we can compute the temperatures below, and beyond, which these modes become tachyonic in the absence of oscillator excitations. Each momentum mode, $`(\pm n,0)`$, is tachyonic upto some critical temperature, $`T_n^2`$ $`=`$ $`1/2n^2\pi ^2\alpha ^{}`$, after which it becomes stable. Conversely, each winding mode $`(0,\pm w)`$, is tachyonic beyond some critical temperature, $`T_w^2`$ $`=`$ $`2w^2/\pi ^2\alpha ^{}`$. It is evident that the $`(1,0)`$ and $`(0,1)`$ modes determine the upper and lower critical temperatures for a tachyon-free physical state spectrum. We refer to these, respectively, as the minimum and maximum temperatures for the given type II string. A thermal duality transformation maps IIA to IIB, mapping $`T_{\mathrm{min}}(IIA)`$ to $`T_{\mathrm{max}}(IIB)`$, and vice versa, since the identification of momentum and winding modes is switched in the mapping. Expressed in terms of the dual temperature variable, the minimum and maximum temperatures will, of course, coincide. As a consequence, the IIA and IIB thermal strings have common minimum and maximum temperatures. The thermal mass spectrum of either type II string is tachyon-free for temperatures within the interval:

$$T_{\mathrm{min}}<T<T_{\mathrm{max}},\mathrm{where}T_{\mathrm{min}}^2=1/2\pi ^2\alpha ^{},T_{\mathrm{max}}^2=2/\pi ^2\alpha ^{}.$$
(11)
Notice that there are no additional massless thermal modes at the self-dual temperature, $`\beta _C^2`$$`=`$$`\pi ^2\alpha ^{}`$, from which we can infer that only a one-parameter line of world-sheet superconformal field theories passes through the self-dual point, parameterized by the inverse temperature.

Finally, we remark that the source of the instability discussed here should not be confused with the gravitational instability of flat spacetime found in the finite temperature field theory analysis of . Nor is it to be confused with the famous Jeans instability of gravitating matter in the limit of infinite spatial volume . Our considerations have been limited to the internal consistency conditions of the free closed string thermal spectrum. In particular, the ensemble of closed strings does not gravitate at this order in perturbation theory.

### 2.3 Resolution of the Type II Thermal Instability

We now point out a plausible resolution of the thermal instability in the type II string gas. A detailed demonstration of the validity of our hypothesis takes us outside the realm of string perturbation theory. While we can infer such a resolution using our knowledge of the strong-weak effective dualities that characterize the low energy limits of the type II strings, we lack at the current time a fully nonperturbative framework where our proposal can be tested. Fortunately, the mechanism we propose has a precise analog in the case of the free heterotic string gas where it can be analyzed in entirety within a perturbative treatment, and without recourse to conjectural weak-strong duality in the absence of supersymmetry. That straightforward discussion appears in the next section. Let us however summarize our limited understanding of the type II case below.

Recall that the low energy limits of the heterotic and type II string theories are related by a weak-strong duality in dimensions six and below, such that Ramond-Ramond ($`C_\mu `$) charge is identified with a one-dimensional (abelian) subspace in the $`(20,4)`$ heterotic momentum lattice . This low energy weak-strong duality can be lifted up to an heterotic-M theory duality in dimensions nine and below. In adapting this to the Euclidean time prescription for both theories, we must keep in mind that we have little, or no, control in making reliable statements about the massive modes of the string spectrum which may be strongly coupled. However, our interest here lies in the tachyonic thermal modes, and the possibility of observing their transition to masslessness.

Observe that a timelike Wilson line background for the Abelian one-form potential of the form: $`C_{[1]}`$$`=`$$`\frac{1}{\beta }`$, would give rise to a temperature dependent shift in the mass of the thermal tachyonic modes of the type II string. Such Wilson line backgrounds for the Ramond-Ramond oneform potential were discussed in detail in . Related work on type 0 orientifolds  is also of likely relevance here. In the dual heterotic string gas, the RR oneform is mapped to an abelian subspace of the Yang-Mills vector potential. The role of the timelike Wilson line background for the gauge field is, likewise, to provide the shift in the mass of the thermal tachyonic mode. Unlike the type II case, however, we can analyze the consequences of the timelike background on the full thermal spectrum including massive string modes. That is done in the next section.

We close this discussion with the comment that the proper context for a discussion of the type II string gas in the presence of Ramond-Ramond backgrounds is more precisely the massive type II string supergravity: upon inclusion of a mass parameter, or cosmological constant, the dimensionally reduced 10d IIA theory is equivalent to the Scherk-Schwarz dimensionally-reduced massive IIB string supergravity . The field content of IIA and IIB theories are identified under the $`T_9`$ duality as follows:

$`\{G_{\mu \nu },\mathrm{\Phi },C_{\mu \nu \lambda },C_\mu ,B_{\mu \nu },C_{\mu \nu 9},B_{\mu 9},{\displaystyle \frac{G_{\mu 9}}{G_{99}}},\sqrt{G_{99}},C_9\}`$ $`\mathrm{Type}\mathrm{IIA}`$ (12)
$`\{G_{\mu \nu },\mathrm{\Phi },C_{\mu \nu \lambda 9},C_{\mu 9},C_{\mu \nu },B_{\mu \nu },B_\mu ,\overline{A}_\mu ,e^\chi ,C_{[0]}\}`$ $`\mathrm{Type}\mathrm{IIB},`$ (13)
such that the 9d spacetime actions coincide upto field redefinitions. From the $`SL(2,Z)`$ invariance of the IIB theory, we also know that the mass parameter is quantized in integer units:

$$C_{[0]}C_{[0]}+n,M=\frac{n}{R_{9B}},n\mathrm{Z}.$$
(14)
We note that it is likely that the value of $`n`$ is determined by nonperturbative considerations. An argument based on heterotic-type I duality given by us in  concludes that the fundamental type II string carries a single unit, $`n`$$`=`$$`1`$, of Ramond-Ramond scalar charge in the massive theory. The 9d massive supergravity with its full spectrum of Dbranes has the remarkable feature that, by field redefinitions and T-dualities alone, it can be matched with the 9d low energy limits of any of the supersymmetric string theories— type II, heterotic, type I, and type I. Further discussion of the nonperturbative type II string gas must be deferred to future work.

## 3 The Free Heterotic String Gas

### 3.1 The Timelike Wilson Line Background

Next consider an equilibrium ensemble of free heterotic strings in nine noncompact spatial dimensions occupying the box-regulated volume $`V`$ $`=`$ $`L^9(2\pi \alpha ^{})^{9/2}`$. The normalized generating functional of connected one-loop vacuum string graphs is given by the expression:

$$W_{\mathrm{het}.}=_{}\frac{d^2\tau }{4\tau _2^2}(2\pi \tau _2)^{9/2}|\eta (\tau )|^{14}Z_{\mathrm{het}.}(\beta ).$$
(15)
As in the type II case, we wish to identify a modular invariant interpolating function which matches smoothly with the known, zero temperature, spacetime supersymmetric limit:

$$W_{\mathrm{het}.}|_{\beta =\mathrm{}}=_{}\frac{d^2\tau }{4\tau _2^2}(2\pi \tau _2)^5|\eta (\tau )|^{16}\frac{1}{8}\frac{1}{\overline{\eta }^4}\{(\overline{\mathrm{\Theta }}_3^4\overline{\mathrm{\Theta }}_4^4\overline{\mathrm{\Theta }}_2^4)\left[(\frac{\mathrm{\Theta }_3}{\eta })^8+(\frac{\mathrm{\Theta }_4}{\eta })^8+(\frac{\mathrm{\Theta }_2}{\eta })^8\right]^2\}.$$
(16)
$`Z_{\mathrm{het}.}`$ describes the mass spectrum of free $`E_8`$$`\times `$$`E_8`$ strings at finite temperature. The term enclosed by curly brackets in the expression above is the supersymmetric sum over spin structures given by the chiral GSO projection, $`Z_{\mathrm{HSS}}`$, including the contribution of the gauge fermions for the $`E_8`$$`\times `$$`E_8`$ lattice.

The modular invariant possibilities for the sum over spin structures in the 10d heterotic string have been classified, both by free fermion and by orbifold techniques , and there is a unique tachyon-free solution with gauge group $`SO(16)`$$`\times `$$`SO(16)`$. It corresponds to an $`R(1)^F`$ orbifold of the $`E_8`$$`\times `$$`E_8`$ string. We see that, quite independent of the motivational statements in our previous analysis of the bosonic and type II string gases, the thermal formulation of free heterotic string gas in the Euclidean time prescription requires that we mod out by “time reversal invariance”. Here the $`\mathrm{Z}_2`$ action is within the context of the heterotic superorbifold group. Let us describe how this works in detail.

Recall the radius-dependent Wilson line background described by Ginsparg in  which provides the smooth interpolation between the heterotic $`E_8`$$`\times `$$`E_8`$ and $`SO(32)`$ theories in nine dimensions. We have: $`𝐀`$$`=`$$`\frac{2}{x}(1,0^7,1,0^7)`$, $`x`$$`=`$$`(\frac{2}{\alpha ^{}})^{1/2}r_{\mathrm{circ}.}`$. Introducing this background connects smoothly the 9D supersymmetric $`SO(16)`$$`\times `$$`SO(16)`$ string at generic radii with the supersymmetric 10d limit where the gauge group is enhanced to $`E_8`$$`\times `$$`E_8`$. Note that the states in the spinor lattices of $`SO(16)`$$`\times `$$`SO(16)`$ correspond to massless vector bosons only in the noncompact limit. Generically, the $`(17,1)`$-dimensional heterotic momentum lattice takes the form $`E_8`$$``$$`E_8`$$``$$`U`$. Here, $`U`$ is the $`(1,1)`$ momentum lattice corresponding to compactification on a circle of radius $`r_{\mathrm{circ}.}`$$`=`$$`x(\alpha ^{}/2)^{1/2}`$. A generic Wilson line corresponds to a lattice boost as follows :

$$(𝐩;l_L,l_R)(𝐩^{};l_L^{},l_R^{})=(𝐩+wx𝐀;u_L𝐩𝐀\frac{wx}{2}𝐀𝐀,u_R𝐩𝐀\frac{wx}{2}𝐀𝐀).$$
(17)
$`𝐩`$ is a 16-dimensional lattice vector in $`E_8`$$``$$`E_8`$. As shown in , the vacuum functional of the supersymmetric 9d heterotic string, with generic radius and generic Wilson line in the compact spatial direction, can be written in terms of a sum over vectors in the boosted lattice:

$$W_{\mathrm{SS}}(r_{\mathrm{circ}.};𝐀)=_{}\frac{d^2\tau }{4\tau _2^2}(2\pi \tau _2)^5|\eta (\tau )|^{16}\frac{1}{8}\frac{1}{\overline{\eta }^4}(\overline{\mathrm{\Theta }}_3^4\overline{\mathrm{\Theta }}_4^4\overline{\mathrm{\Theta }}_2^4)\left[\frac{1}{\eta ^{16}}\underset{(𝐩^{};l_L^{},l_R^{})}{}q^{{\scriptscriptstyle \frac{1}{2}}(𝐩^2+l_L^2)}\overline{q}^{{\scriptscriptstyle \frac{1}{2}}l_R^2}\right].$$
(18)
$`W_{\mathrm{SS}}`$ describes the supersymmetric heterotic string with gauge group $`SO(16)`$$`\times `$$`SO(16)`$ at generic radius. Now, as explained above, the nonsupersymmetric but tachyon-free 9d string with gauge group $`SO(16)`$$`\times `$$`SO(16)`$ at generic radii is given by an $`R(1)^F`$ orbifold of the compactified supersymmetric $`E_8`$$`\times `$$`E_8`$ model ):

$$W_{\mathrm{NS}}(r_{\mathrm{circ}.}=\frac{1}{4}[(\frac{\mathrm{\Theta }_2}{\eta })^8(\frac{\mathrm{\Theta }_4}{\eta })^8(\frac{\overline{\mathrm{\Theta }_3}}{\eta })^4(\frac{\mathrm{\Theta }_2}{\eta })^8(\frac{\mathrm{\Theta }_3}{\eta })^8(\frac{\overline{\mathrm{\Theta }_4}}{\eta })^4(\frac{\mathrm{\Theta }_3}{\eta })^8(\frac{\mathrm{\Theta }_4}{\eta })^8(\frac{\overline{\mathrm{\Theta }_2}}{\eta })^4]\underset{n,w}{}q^{{\scriptscriptstyle \frac{1}{2}}𝐥_L^2}\overline{q}^{{\scriptscriptstyle \frac{1}{2}}𝐥_R^2}.$$
(19)
However, by identifying an appropriate interpolating function as in previous sections and appropriate background field, we can continuously connect this background to the supersymmetric $`E_8`$$`\times `$$`E_8`$ string.

We will identify the interval length in Euclidean time with inverse temperature, such that $`x`$$`=`$$`(\frac{2}{\alpha ^{}})^{1/2}\frac{\beta }{\pi }`$. From the viewpoint of the low-energy finite temperature gauge theory the timelike Wilson line is simply understood as imposing a modified axial gauge condition: $`A^0`$$`=`$$`\mathrm{const}`$. The dependence of the constant on background temperature has been chosen to provide a shift in the mass formula that precisely cancels the contribution from low temperature $`(n,0)`$ tachyonic modes. As before, we begin by identifying an appropriate modular invariant interpolating function:

$`Z_{\mathrm{het}.}=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{n,w}{}}\left[({\displaystyle \frac{\mathrm{\Theta }_2}{\eta }})^8({\displaystyle \frac{\mathrm{\Theta }_4}{\eta }})^8({\displaystyle \frac{\overline{\mathrm{\Theta }_3}}{\eta }})^4({\displaystyle \frac{\mathrm{\Theta }_2}{\eta }})^8({\displaystyle \frac{\mathrm{\Theta }_3}{\eta }})^8({\displaystyle \frac{\overline{\mathrm{\Theta }_4}}{\eta }})^4({\displaystyle \frac{\mathrm{\Theta }_3}{\eta }})^8({\displaystyle \frac{\mathrm{\Theta }_4}{\eta }})^8({\displaystyle \frac{\overline{\mathrm{\Theta }_2}}{\eta }})^4\right]q^{{\scriptscriptstyle \frac{1}{2}}𝐥_L^2}\overline{q}^{{\scriptscriptstyle \frac{1}{2}}𝐥_R^2}`$ (21)
$`{\displaystyle \frac{1}{4}}{\displaystyle \underset{n,w}{}}e^{\pi i(n+w)}[({\displaystyle \frac{\overline{\mathrm{\Theta }_3}}{\eta }})^4({\displaystyle \frac{\overline{\mathrm{\Theta }_2}}{\eta }})^4({\displaystyle \frac{\overline{\mathrm{\Theta }_4}}{\eta }})^4][({\displaystyle \frac{\mathrm{\Theta }_3}{\eta }})^{16}+({\displaystyle \frac{\mathrm{\Theta }_4}{\eta }})^{16}+({\displaystyle \frac{\mathrm{\Theta }_2}{\eta }})^{16})]q^{{\scriptscriptstyle \frac{1}{2}}𝐥_L^2}\overline{q}^{{\scriptscriptstyle \frac{1}{2}}𝐥_R^2}`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{n,w}{}}e^{\pi i(n+w)}\{({\displaystyle \frac{\overline{\mathrm{\Theta }_3}}{\eta }})^4({\displaystyle \frac{\mathrm{\Theta }_3}{\eta }})^8[({\displaystyle \frac{\mathrm{\Theta }_4}{\eta }})^8+({\displaystyle \frac{\mathrm{\Theta }_2}{\eta }})^8]({\displaystyle \frac{\overline{\mathrm{\Theta }_2}}{\eta }})^4({\displaystyle \frac{\mathrm{\Theta }_2}{\eta }})^8[({\displaystyle \frac{\mathrm{\Theta }_3}{\eta }})^8+({\displaystyle \frac{\mathrm{\Theta }_4}{\eta }})^8]`$ (23)
$`({\displaystyle \frac{\overline{\mathrm{\Theta }_4}}{\eta }})^4({\displaystyle \frac{\mathrm{\Theta }_4}{\eta }})^8[({\displaystyle \frac{\mathrm{\Theta }_2}{\eta }})^8+({\displaystyle \frac{\mathrm{\Theta }_3}{\eta }})^8]\}q^{{\scriptscriptstyle \frac{1}{2}}𝐥_L^2}\overline{q}^{{\scriptscriptstyle \frac{1}{2}}𝐥_R^2}.`$
As in previous sections, the first term within square brackets has been chosen as the nonsupersymmetric sum over spin structures for a chiral type 0 string. This function appears in the sum over spin structures for the tachyon-free $`SO(16)`$$`\times `$$`SO(16)`$ string given above. Notice that taking the $`x`$$``$$`\mathrm{}`$ limit, by similar manipulations as in the type II case, yields the partition function of the supersymmetric 10D $`E_8`$$`\times `$$`E_8`$ string.

Consider accompanying the $`SO(17,1)`$ transformation described above with a lattice boost that decreases the size of the interval :

$$e^{\alpha _{00}}=\frac{1}{1+|𝐀|^2/4}.$$
(24)
This recovers the Spin(32)/Z<sub>2</sub> theory compactified on an interval of size $`2/x`$, but with Wilson line $`𝐀`$$`=`$$`x\mathrm{diag}(1^8,0^8)`$ . Thus, taking the large radius limit in the dual variable, and with dual Wilson line background, yields instead the spacetime supersymmetric 10D $`Spin(32)/Z_2`$ heterotic string. It follows that the $`E_8`$$`\times `$$`E_8`$ and $`SO(32)`$ heterotic strings share the same tachyon-free finite temperature ground state with gauge symmetry $`SO(16)`$$`\times `$$`SO(16)`$. The Kosterlitz-Thouless transformation at $`T_C`$$`=`$$`1/\pi \alpha ^{1/2}`$ is a self-dual continuous phase transition in this theory.

The thermal self-duality transition at the Kosterlitz-Thouless point in this theory is in the same universality class as that in the closed bosonic string: namely, the partial derivatives of the free energy to arbitrary order are all continuous functions of temperature. An important distinction is that the string vacuum functional, the Helmholtz and Gibbs free energies, the internal energy, and all subsequent thermodynamic potentials, are both finite and tachyon-free. Finally, the expression for the entropy of the heterotic string gas has no analog of the unphysical fixed point entropy present in the bosonic string gas. This is a consequence of the action of the superorbifold group.

### 3.2 Holography and the Self-Dual Phase Transition

The generating functional for connected one-loop vacuum string graphs is invariant under the thermal duality transformation: $`W(T)`$ $`=`$ $`W(T_c^2/T)`$, with self-dual temperature, $`T_c`$ $`=`$ $`1/\pi \alpha ^{1/2}`$. As pointed out by Polchinski in the case of the bosonic string gas , we can infer the following thermal duality relation which holds for both the Helmholtz free energy, $`F(T)`$ $`=`$ $`TW(T)`$, and the effective potential, $`\rho (T)`$ $`=`$ $`TW(T)/V`$:

$$F(T)=\frac{T^2}{T_C^2}F(\frac{T_C^2}{T}),\rho (T)=\frac{T^2}{T_C^2}\rho (\frac{T_C^2}{T}).$$
(25)
Consider the high temperature limit of this expression:

$$\underset{T\mathrm{}}{lim}\rho (T)=\underset{T\mathrm{}}{lim}\frac{T^2}{T_C^2}\rho (\frac{T_C^2}{T})=\underset{(T_C^2/T^2)0}{lim}\frac{T^2}{T_C^2}\rho (\frac{T_C^2}{T})=\frac{T^2}{T_C^2}\rho _0,$$
(26)
where $`\rho _0`$ is the cosmological constant, or vacuum energy density, at zero temperature. Likewise, at high temperatures, the free energy grows as the square of the temperature. Thus, the growth in the number of degrees of freedom at high temperature in the gas of free heterotic strings is only as fast as in a two-dimensional field theory. This is significantly slower than the $`T^{10}`$ growth of the high temperature degrees of freedom in the finite temperature field theory limit. We comment that the coincidence of the self-dual point of the orbifold fixed line with the Hagedorn point of the heterotic string implies that holographic duality holds at the Hagedorn point— as originally conjectured in .

Notice that the prefactor in the high temperature relation is unambiguous, a consequence of the normalizability of the generating functional of one-loop vacuum graphs in string theory . The pre-factor, $`\rho _0/T_C^2`$, is also background dependent: it can be computed as a continuously varying function of the background fields upon compactification to lower spacetime dimension . The relation in Eq. (26) is unambiguous evidence of the holographic nature of perturbative closed string theory: a reduction in the degrees of freedom in free string theory at high temperatures, or at short distances .

Starting with the duality invariant expression for the string effective action functional, we can derive the thermodynamic potentials of the free heterotic string gas. The Helmholtz free energy of the tachyon-free gas of free heterotic strings follows from the definition below Eq. (15), and is clearly finite at $`T_H`$, with no evidence for either divergence or discontinuity. The internal energy of the free heterotic string gas takes the form:

$$U=\left(\frac{W}{\beta }\right)_V=\frac{1}{2}_{}\frac{|d\tau |^2}{4\tau _2^2}(2\pi \tau _2)^{9/2}|\eta (\tau )|^{16}\frac{4\pi \tau _2}{\beta }\underset{n,w\mathrm{Z}}{}\left(\frac{w^2x^2}{4}\frac{n^2}{x^2}\right)q^{\frac{1}{2}𝐥_L^2}\overline{q}^{\frac{1}{2}𝐥_R^2}Z_{[\mathrm{SO}(16)]^2},$$
(27)
where $`Z_{[\mathrm{SO}(16)]^2}`$ denotes the sums over spin structures appearing in Eq. (23). $`U(\beta )`$ vanishes precisely at the self-dual temperature, $`T_c`$$`=`$$`1/\pi \alpha ^{1/2}`$, $`x_c`$$`=`$$`\sqrt{2}`$, where the internal energy contributed by winding sectors cancels that contributed by momentum sectors. The internal energy changes sign at $`T`$ $`=`$ $`T_C`$, transitioning from negative values at low temperature to positive values at high temperature.

Referring to the definitions in Eq. (1), the pressure of the free heterotic string gas is clearly zero. It is easy to demonstrate the analyticity of infinitely many thermodynamic potentials in the vicinity of the critical point. It is convenient to define:

$$[d\tau ]\frac{1}{2}\left[\frac{|d\tau |^2}{4\pi \tau _2^2}(2\pi \tau _2)^{9/2}|\eta (\tau )|^{16}Z_{[\mathrm{SO}(16)]^2}e^{2\pi inw\tau _1}\right],y(\tau _2;x)2\pi \tau _2\left(\frac{n^2}{x^2}+\frac{w^2x^2}{4}\right).$$
(28)
Denoting the $`m`$th partial derivative with respect to $`\beta `$ at fixed volume by $`W_{(m)}`$, $`y_{(m)}`$, we note that the higher derivatives of the generating functional take the simple form:

$`W_{(1)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _{}}[d\tau ]e^y(y_{(1)})`$ (29)
$`W_{(2)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _{}}[d\tau ]e^y(y_{(2)}+(y_{(1)})^2)`$ (30)
$`W_{(3)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _{}}[d\tau ]e^y(y_{(3)}y_{(1)}y_{(2)}+(y_{(1)})^3)`$ (31)
$`\mathrm{}=`$ $`\mathrm{}`$ (32)
$`W_{(m)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _{}}[d\tau ]e^y(y_{(m)}\mathrm{}+(y_{(1)})^m).`$ (33)
Referring back to the definition of $`y`$, it is easy to see that the generating functional and, consequently, the full set of thermodynamic potentials is analytic in $`x`$. Notice that third and higher derivatives of $`y`$ are determined by the momentum modes alone:

$$y_{(m)}=(1)^mn^2\frac{(m+1)!}{x^{m+2}},m3.$$
(34)
For completeness, we give explicit results for the first few thermodynamic potentials:

$$F=\frac{1}{\beta }W_{(0)},U=W_{(1)},S=W_{(0)}\beta W_{(1)},C_V=\beta ^2W_{(2)},\mathrm{}.$$
(35)
Let $`2\pi \tau _2`$ $``$ $`t`$. The entropy is given by the expression:

$$S=\underset{n,w}{}_{}[d\tau ]e^y\left[1+2t(\frac{n^2}{x^2}+\frac{w^2x^2}{4})\right],$$
(36)
For the specific heat at constant volume, we have:

$$C_V=\underset{n,w}{}_{}[d\tau ]e^y\left[4t^2(\frac{n^2}{x^2}+\frac{w^2x^2}{4})^22t(3\frac{n^2}{x^2}+\frac{w^2x^2}{4})\right].$$
(37)
It is easy to check the sign of the specific heat at criticality for an infrared finite self-dual ensemble of closed strings. Since the first term in square brackets will not contribute at $`T_C`$, a stable thermodynamic ensemble with positive specific heat requires positive Helmholtz free energy. This is due to the excess of spacetime fermions over spacetime bosons in the physical state spectrum.

Explicitly, the Helmholtz free energy takes the form:

$$F(\beta )=\frac{1}{2}\frac{1}{\beta }_{}\frac{|d\tau |^2}{4\pi \tau _2^2}(2\pi \tau _2)^{9/2}|\eta (\tau )|^{16}\left[\underset{n,w}{}Z_{[\mathrm{SO}(16)]^2}q^{\frac{1}{2}\frac{\alpha ^{}p_L^2}{2}}\overline{q}^{\frac{1}{2}\frac{\alpha ^{}p_R^2}{2}}\right],$$
(38)
while for the entropy of the free heterotic string gas, we have the result:

$$S(\beta )=\frac{1}{2}_{}\frac{|d\tau |^2}{4\pi \tau _2^2}(2\pi \tau _2)^{9/2}|\eta (\tau )|^{16}\underset{n,w}{}\left[1+4\pi \tau _2(\frac{n^2}{x^2}+\frac{w^2x^2}{4})\right]Z_{[\mathrm{SO}(16)]^2}q^{\frac{1}{2}\frac{\alpha ^{}p_L^2}{2}}\overline{q}^{\frac{1}{2}\frac{\alpha ^{}p_R^2}{2}}.$$
(39)
Notice that, unlike the pedagogical, but also unphysical, case of the bosonic string, there is no analog of fixed point entropy in the expression for the entropy of the free heterotic string gas. Most importantly, the thermodynamic potentials of the heterotic ensemble are finite normalizable functions at all temperatures starting from zero.

In summary, the free heterotic string gas displays a continuous phase transition at the self-dual temperature, unambiguously identifying a phase transition of the Kosterlitz-Thouless type . We emphasize that the expressions for the Helmholtz free energy and generic thermodynamic potentials are not invariant under thermal duality transformations. The only thermal duality invariant quantity is the generating functional for vacuum string graphs.

As mentioned above, the sum over spin structures, $`Z_{[\mathrm{SO}(16)]^2}`$, of the $`SO(16)`$$`\times `$$`SO(16)`$ string is known to be negative . This is due to the preponderance of spacetime fermionic modes over spacetime bosonic modes. The internal energy of free heterotic strings is therefore negative at low temperatures, vanishing precisely at the self-dual temperature $`x_c`$$`=`$$`2^{1/2}`$, $`T_c`$$`=`$$`1/\pi \alpha ^{1/2}`$. The Helmholtz and Gibbs free energies are minimized at the self-dual temperature, and the specific heat at constant volume is positive.

## 4 The Free Type I Open and Closed String Gas

### 4.1 Cancellation of the Dilaton Tadpole

In the previous section, we have seen that the ten-dimensional supersymmetric $`E_8`$$`\times `$$`E_8`$ and $`SO(32)`$ heterotic string theories have a unique tachyon-free ground state at finite temperature in the presence of a temperature dependent timelike Wilson line. The gauge group is $`SO(16)`$$`\times `$$`SO(16)`$. In nine dimensions and below, the two different heterotic string theories are equivalent upto a target space duality. The strong coupling dual of this theory is the type IB unoriented string theory with identical gauge group. We can obtain limited insight into the strong coupling behaviour of the heterotic string gas by analyzing a gas of free type I open and closed strings.

It will be convenient to work in the timelik T<sub>0</sub>-dual type I picture with 16 D8branes on an orientifold plane, each identified with its own image-brane. We turn on the temperature-dependent timelike Wilson line, $`A_0`$$`=`$$`\frac{1}{\beta }((1)^8,0^8)`$, thereby partitioning the D8branes into two sets. We will label open strings connecting two D8branes in the same partition by the index $`w`$$`=`$$`0`$. At finite temperature, this gives a total of ($`2`$$``$$`8`$$``$$`7`$)$``$$`2`$ massless states from zero length open strings connecting a pair of D8branes within each of two partitions. In addition, there are $`8`$$``$$`2`$ photons from zero length open strings connecting each D8brane to itself. Open strings which connect branes in distinct partitions are labelled $`w`$$`=`$$`1`$. They are ordinarily massive, resulting in a breaking of the gauge group from $`O(32)`$ to $`O(16)`$$`\times `$$`O(16)`$ at finite temperature.

Consider the free energy, $`F(\beta )`$, of a gas of free type I strings in this ground state. $`F`$ is obtained from the generating functional for connected vacuum string graphs, $`\beta F(\beta )`$$`=`$$`W(\beta )`$. The one-loop contribution to $`W`$ is free of dependence on the string coupling and is given by the Polyakov path integral summing surfaces with two boundaries, with a boundary and a crosscap, or with two crosscaps . The boundaries and crosscaps are localized on the orientifold plane but the worldsheet itself extends into the transverse Dirichlet directions. We will use the worldsheet formalism described in . $`W(\beta )|_{\beta =\mathrm{}}`$ is required to agree with the vacuum functional of the supersymmetric $`O(32)`$ type I string at zero temperature. We also require a tachyon-free thermal spectrum which retains the good ultraviolet and infrared behavior of the zero temperature spectrum. Thus, the independent cancellations of dilaton and Ramond-Ramond ten-form tadpoles must continue to hold at finite temperature precisely as at zero temperature . The ten-form potential has vanishing eleven-form field strength and there is no propagator for this field; the tadpole must therefore be set to zero both at zero and at finite temperature. As a consequence, we have no choice but to set the dilaton tadpole to zero— even in the absence of spacetime supersymmetry, since the remaining conditions on $`F(\beta )`$ are too restrictive.

On the other hand, the usual cancellation between closed string NS-NS and R-R exchanges resulting from spacetime supersymmetry must not hold except in the zero temperature limit. This is in accordance with the finite temperature analysis for closed string theories and is achieved by introducing temperature dependent phases . We will insert an identical temperature-dependent phase for the contributions to $`F`$ from each of the worldsheet topologies in order to preserve the zero temperature tadpole cancellations. The result for the free energy with $`N`$ D8branes on the orientifold plane takes the unique form:

$`F=`$ $`\beta ^1{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{8t}}{\displaystyle \frac{(2\pi t)^{9/2}}{\eta (it)^8}}[2^8N^2(Z_{[0]}e^{ı\pi n}Z_{[1]})`$ (40)
$`+Z_{[0]}e^{ı\pi n}Z_{[1]}2^3NZ_{[0]}`$ (41)
$`+2^3Ne^{ı\pi n}Z_{[1]}]\times {\displaystyle }_{n\mathrm{Z};w=0,1}q^{\alpha ^{}\pi ^2n^2/\beta ^2+w^2\beta ^2/4\pi ^2\alpha ^{}}`$ (42)
The Matsubara frequency spectrum is given by the eigenvalues for timelike momentum: $`p_0`$$`=`$$`2n\pi /\beta `$, with $`n`$$``$$`\mathrm{Z}`$. Notice that $`w`$ only takes the values $`0`$, $`1`$. Unlike the closed string gases described in previous sections, the spectrum breaks both modular invariance and also, as a consequence, thermal duality invariance. The $`n`$$`>`$$`1`$ modes have no $`w`$$`>`$$`1`$ mode counterparts in the open string thermal spectrum.

Are there any new tadpoles in the expression for $`W`$ due to finite temperature excitations? We find none. The variable $`q`$$`=`$$`e^{2\pi t}`$ is the modular parameter for the cylinder, and we have used the identifications: $`2t_K`$$`=`$$`t_C`$, and $`2t_M`$$`=`$$`t_C`$, to express the Mobius strip and Klein bottle amplitudes in terms of the cylinder’s modular parameter. As in , the subscripts $`[0]`$, $`[1]`$, denote, respectively, NS-NS and R-R closed string exchanges. Thus,

$`Z_{[0]}=`$ $`({\displaystyle \frac{\mathrm{\Theta }_{00}(it;0)}{\eta (it)}})^4({\displaystyle \frac{\mathrm{\Theta }_{10}(it;0)}{\eta (it)}})^4`$ (43)
$`Z_{[1]}=`$ $`({\displaystyle \frac{\mathrm{\Theta }_{01}(it;0)}{\eta (it)}})^4({\displaystyle \frac{\mathrm{\Theta }_{11}(it;0)}{\eta (it)}})^4`$ (44)
where the (00), (10), (01), and (11), denote, respectively, (NS-NS), (R-NS), (NS-R), and (R-R), boundary conditions on worldsheet fermions in the closed string sector. The boundary conditions in the open string sectors can be read off using worldsheet duality . As in the supersymmetric zero temperature limit, the independent cancellation of both the dilaton and the Ramond-Ramond ten-form tadpole requires that $`N`$$`=`$$`16`$.

Notice that, unlike the case of the closed string gases, despite the fact that spacetime supersymmetry has been broken the free energy nevertheless vanishes at this order in string perturbation theory! By factorization of the one-loop amplitude, the absence of all tadpole graphs will imply the vanishing of the one-loop free energy . It is tempting to interpret our result as indication that the weakly coupled heterotic $`SO(16)`$$`\times `$$`SO(16)`$ ground state with nonvanishing dilaton tadpole— as inferred from the nonvanishing oneloop cosmological constant obtained in the previous section, “flows” to strong coupling. Fortunately, this strongly coupled heterotic ground state with vanishing dilaton one-point function also has a dual weakly coupled type I string description given here. We comment that while such an inference must remain conjectural the physical conclusions it leads to are satisfactory. We should note that the weak-strong duality between heterotic and type I string theories in the absence of supersymmetry has been studied in .

We close with an important observation. Recall that the temperature dependent timelike Wilson line contributes a shift in the mass formula, $`\mathrm{\Delta }p_0`$$`=`$$`x`$, thus removing all of the potential low temperature tachyons arising from $`n`$$``$$`0`$ momentum modes. The $`n`$$`=`$$`0`$, $`w`$$`=`$$`1`$ mode is ordinarily massive, turning massless only in the zero temperature limit of coincident branes and enhanced gauge symmetry. Given the special role played by the $`(1,0)`$ and $`(0,1)`$ thermal modes in closed string gases, one might wonder at the role of the $`n`$$`=`$$`1`$, $`w`$$`=`$$`0`$ mode in the type I gas. We will find that the $`(1,0)`$ mode signals a phase transition to a high temperature long string phase. The phase transition occurs at a critical temperature at, or below, $`T_C`$.

### 4.2 Transition to the High Temperature Long String Phase

As mentioned earlier, the expression for the generating functional of one-loop vacuum string graphs given in Eq. (42) explicitly violates thermal duality and, unlike the case of closed string gases, there is no thermal self-duality transition at $`T_C`$. Instead, at a critical temperature at, or below, $`T_C`$, we will find concrete evidence of a phase transition between a low temperature phase of short open strings and a high temperature long string phase. As in the case of closed strings, the phase transition belongs in the Kosterlitz-Thouless universality class. The thermodynamic potentials of the free open and closed string gas are analytic functions of temperature at criticality.

The calculation that follows relies on the well-known fact that the sub-string-scale dynamics of string theory can be probed by D0branes: pointlike topological string solitons whose mass scales as $`1/g`$, in the presence of external background fields . In the free string limit the pointlike D0branes behave like analogs of infinitely massive heavy quarks: semiclassical, theoretical probes of the confinement regime. It is well known that an order parameter signalling the thermal deconfinement phase transition in a nonabelian gauge theory is the expectation value of a closed timelike Wilson loop. We therefore look for a signal of a thermal phase transition in the high temperature asymptotics of the pair correlator of timelike Wilson loops in finite temperature string theory. We will use the fact that the pair correlator has a simple worldsheet representation .

The pair correlator of closed timelike Wilson loops computes the Minkowskian time propagator of a D0brane pair with fixed spatial separation $`r`$. The loops lie within the worldvolume of the D8brane stack on a single orientifold plane. In  we found that in the presence of an external electric field, $`_{09}`$, and quantized background $`_{[2]}`$ and $`𝒞_{[0]}`$ fields, the D0branes experience an attractive binding potential of the form $`u^4\alpha ^4/r^9`$ at short distances and at zero temperature. The dimensionless parameter $`u`$ is defined as $`u`$$`=`$$`\mathrm{tanh}^1^{09}`$. In the $`T_9`$-dual type I picture, $`u`$ has a dual interpretation as the relative velocity of the D0branes in a direction transverse to their separation. A systematic expansion in field strength to all orders gives the small velocity, short distance, corrections to the leading field-dependent binding interation between D0branes .

We consider parallel and oriented timelike Wilson loops in the D8brane stack wrapped around the Euclidean coordinate $`X^0`$, and with fixed spatial separation $`r`$. They represent the Euclidean worldlines of a pair of static and closely separated semiclassical D0brane sources. The path integral expression for the pair correlation function, $`𝒲_2`$, at finite temperature takes the form :

$`𝒲_2(r,\beta )=`$ $`\underset{r0}{lim}{\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle \frac{e^{r^2t/2\pi \alpha ^{}}}{\eta (it)^8}}{\displaystyle \underset{n\mathrm{Z};w=0,1}{}}q^{\pi ^2n^2\alpha ^{}/\beta ^2+w^2\beta ^2/4\pi ^2\alpha ^{}}`$ (45)
$`\times [({\displaystyle \frac{\mathrm{\Theta }_{00}(it;0)}{\eta (it)}})^4({\displaystyle \frac{\mathrm{\Theta }_{10}(it;0)}{\eta (it)}})^4`$ (46)
$`e^{ı\pi n}\{({\displaystyle \frac{\mathrm{\Theta }_{01}(it;0)}{\eta (it)}})^4({\displaystyle \frac{\mathrm{\Theta }_{11}(it;0)}{\eta (it)}})^4\}].`$ (47)
The static pair potential at short distances is extracted from the dimensionless amplitude $`𝒲_2`$ as follows. We set $`𝒲_2`$$`=`$$`lim_\tau \mathrm{}_\tau ^{+\tau }𝑑\tau V[r(\tau ),\beta ]`$, inverting this relation to express $`V[r,\beta ]`$ as an integral over the modular parameter $`t`$. Consider a $`q`$ expansion of the integrand, valid in the limit $`r`$$``$$`2\pi \alpha ^{}`$, $`t`$$``$$`\mathrm{}`$, where the shortest open strings dominate the modular integral. Retaining the leading terms in the $`q`$ expansion and performing explicit term-by-term integration over the worldsheet modulus, $`t`$, , isolates the following short distance interaction :

$`V(r,\beta )=`$ $`(8\pi ^2\alpha ^{})^{1/2}{\displaystyle _0^{\mathrm{}}}𝑑te^{r^2t/2\pi \alpha ^{}}t^{1/2}`$ (48)
$`\times {\displaystyle \underset{n\mathrm{Z}}{}}(1616e^{i\pi n})q^{\alpha ^{}\pi ^2n^2/\beta ^2}+\mathrm{}`$ (49)
$`=`$ $`2^4{\displaystyle \frac{1}{r(1+\frac{r_{\mathrm{min}.}^2}{r^2}\frac{\beta _C^2}{\beta ^2})^{1/2}}}+\mathrm{}`$ (50)
where we have dropped all but the contribution from the $`n`$$`=`$$`1`$ thermal mode in the last step. We have expressed the result in terms of the characteristic minimum distance scale probed in the absence of external fields, $`r_{\mathrm{min}.}`$$`=`$$`2\pi \alpha ^{1/2}`$, and the closed string’s self-dual temperature $`T_C`$. Consider the crossover in the behavior of the interaction as a function of temperature: at low temperatures, with $`(r/r_{\mathrm{min}.})\beta `$$`>>`$$`\beta _C`$, we can expand in a power series. The leading correction to the inverse power law is $`O(1/\beta ^2r^3)`$. At high temperatures with $`(r/r_{\mathrm{min}.})\beta `$$`<<`$$`\beta _C`$, the potential instead approaches a constant independent of $`r`$. We note the characteristic signal of the onset of the (long string) confining phase where the order parameter approaches a constant independent of $`r`$. Notice that at the crossover between the two phases the potential is a precise inverse power law. Note also that the overall coefficient of the potential is independent of the spacetime dimensionality of the gauge fields: the factor of $`2^4`$ is related to the critical dimension of the type I string— not the dimensionality of the Dpbrane in question .

In the presence of an external electromagnetic field, the result given above will be modified by the simple replacement, $`r_{\mathrm{min}.}`$$``$$`2\pi \alpha ^{1/2}u`$, where $`^{09}`$$`=`$$`\mathrm{tanh}^1u`$ is the electric field strength. The transition temperature, $`T_d`$$`=`$$`uT_C`$, is consequently lower than the closed string’s self-dual temperature. Thus, a background with a flux tube of size roughly a hundredth of $`\alpha ^{1/2}`$ can give a suppression of $`10^3`$ in the transition temperature. It is important to note that $`r`$ cannot be taken arbitrarily small since the path integral representation for $`V(r)`$ itself breaks down— the integral becomes formally divergent.

It is interesting to compare these results with an old conjecture in the gauge theory literature. Peskin has argued  that when the deconfining phase transition in a renormalizable gauge theory is second order or is, more generally, a continuous phase transition without discontinuity in the free energy, the heavy quark potential must necessarily take the scale-invariant form, $`C/r`$, with $`C`$ a constant independent of spacetime dimension. Our string theory calculation is a beautiful illustration of this phenomenon— although in an entirely different context. Perturbative string theory is fully renormalizable, and its low energy limit is a renormalizable gauge theory. The phase transition we have observed is a continuous phase transition. The D0brane pair potential takes the scale-invariant $`1/r`$ form at criticality. And the coefficient of the potential is independent of the spacetime dimension of the gauge theory.

### 4.3 Scaling Relations and the Thermodynamic Potentials

We will now examine the behavior of the thermodynamics potentials of the free open and closed string gas. Our first goal is to point out that the scaling relations for the free energy of the open and closed string gas differ in the low and high temperature phases. The low temperature behavior of $`F`$ is determined by the $`n`$$`=`$$`1`$, $`w`$$`=`$$`0`$ mode. The integral expression for the free energy is dominated by the $`t`$$``$$`\mathrm{}`$ limit with short open strings. Isolating this limit gives:

$`\underset{\beta \mathrm{}}{lim}F=`$ $`\underset{\beta \mathrm{}}{lim}\beta ^1{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{8t}}{\displaystyle \frac{(2\pi t)^{9/2}}{\eta (it)^8}}[2^8N^2(Z_{[0]}e^{ı\pi n}Z_{[1]})`$ (51)
$`+Z_{[0]}e^{ı\pi n}Z_{[1]}2^3NZ_{[0]}`$ (52)
$`+2^3Ne^{ı\pi n}Z_{[1]}]\times {\displaystyle }_{n\mathrm{Z},w=0,1}q^{\alpha ^{}\pi ^2n^2/\beta ^2+w^2\beta ^2/4\pi ^2\alpha ^{}}`$ (53)
$`=`$ $`\beta ^1\left(\beta ^9\rho _{\mathrm{low}}\right),`$ (54)
where $`\rho _{\mathrm{low}}`$ is a constant independent of temperature. Of course $`\rho _{\mathrm{low}}`$ vanishes since the free energy itself vanishes owing to the cancellation of dilaton tadpoles. But our interest here is in the scaling behavior of the free energy. Not surprisingly, we find the expected $`T^{10}`$ growth of the degrees of freedom in the ten-dimensional finite temperature gauge theory. This is the low energy limit of the type I string picked out by the $`t`$$``$$`\mathrm{}`$ asymptotics.

The high temperature behavior of $`F(\beta )`$ is determined instead by the $`n`$$`=0`$, $`w`$$`=`$$`1`$ thermal mode, and the dominant contribution to the integral is from the $`t`$$``$$`0`$ limit. A modular transformation, $`t`$$``$$`1/t`$, puts the integrand in a suitable form for a term-by-term expansion. Isolating the $`t`$$``$$`0`$ asymptotics as usual , we can perform the $`t`$ integral to obtain a most unexpected result:

$`\underset{\beta 0}{lim}F=`$ $`\underset{\beta 0}{lim}\beta ^1{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{8t}}{\displaystyle \frac{(2\pi t)^{3/2}}{\eta (i/t)^8}}[2^8N^2(Z_{[0]}e^{ı\pi n}Z_{[1]})`$ (55)
$`+Z_{[0]}e^{ı\pi n}Z_{[1]}2^3NZ_{[0]}`$ (56)
$`+2^3Ne^{ı\pi n}Z_{[1]}]\times {\displaystyle }_{n\mathrm{Z},w=0,1}q^{\alpha ^{}\pi ^2n^2/\beta ^2+w^2\beta ^2/4\pi ^2\alpha ^{}}`$ (57)
$`=`$ $`\beta ^1\left(\beta ^3\rho _{\mathrm{high}}\right),`$ (58)
where $`\rho _{\mathrm{high}}`$ is a constant independent of temperature. The lowering of the free energy with an increase in temperature at very high temperatures can be understood as the shift in balance between internal energy and entropy in the production of the long string. Recall that $`F`$$`=`$$`U`$$``$$`TS`$, so that although the long string grows at a cost in the internal energy— which also scales as $`\beta ^2`$ at high temperatures (see below), this growth is entropically favoured, showing up as a deficit in the free energy. We remind the reader that this analysis has neglected gravitational self-interactions which will eventually be the determining factor in the fate of the long string phase .

It is helpful to verify the corresponding scaling relations for the first few thermodynamic potentials. The internal energy of the free type I string gas takes the form:

$$U=\left(\frac{W}{\beta }\right)_V=\frac{1}{2}_0^{\mathrm{}}\frac{dt}{8t}\frac{(2\pi t)^{9/2}}{\eta (it)^8}Z_{\mathrm{open}}\underset{n\mathrm{Z},w=0,1}{}\frac{4\pi t}{\beta }\left(\frac{w^2\beta ^2}{4\pi ^2\alpha ^{}}\frac{\alpha ^{}\pi ^2n^2}{\beta ^2}\right)q^{\alpha ^{}\pi ^2n^2/\beta ^2+w^2\beta ^2/4\pi ^2\alpha ^{}},$$
(59)
where $`\mathrm{Z}_{\mathrm{open}}`$ is the factor in square brackets in the expression in Eq. (42). Unlike the heterotic string gas, $`U(\beta )`$ no longer vanishes at the self-dual temperature, $`T_c`$$`=`$$`1/\pi \alpha ^{1/2}`$, since there are no $`w`$$`>`$$`1`$ modes corresponding to the $`n`$$`>`$$`1`$ modes. The internal energy is ordinarily negative except at very high temperatures where the $`w`$$`=`$$`1`$ mode dominates.

Referring to the definitions in Eq. (1), the pressure of the free type I string gas is zero. The analyticity of infinitely many thermodynamic potentials in the vicinity of the critical point can be demonstrated as for the heterotic string gas. We define:

$$[dt]\frac{1}{2}\left[\frac{dt}{8t}\frac{(2\pi t)^{9/2}}{\eta (it)^8}Z_{\mathrm{open}}\right],y(t;\beta )2\pi t\left(\frac{w^2\beta ^2}{4\pi ^2\alpha ^{}}\frac{\alpha ^{}\pi ^2n^2}{\beta ^2}\right),$$
(60)
and denote the $`m`$th partial derivative with respect to $`\beta `$ at fixed volume by $`W_{(m)}`$, $`y_{(m)}`$. The higher derivatives of the generating functional now take the simple form:

$`W_{(1)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _0^{\mathrm{}}}[dt]e^y(y_{(1)})`$ (61)
$`W_{(2)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _0^{\mathrm{}}}[dt]e^y(y_{(2)}+(y_{(1)})^2)`$ (62)
$`W_{(3)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _0^{\mathrm{}}}[dt]e^y(y_{(3)}y_{(1)}y_{(2)}+(y_{(1)})^3)`$ (63)
$`\mathrm{}=`$ $`\mathrm{}`$ (64)
$`W_{(m)}=`$ $`{\displaystyle \underset{n,w}{}}{\displaystyle _0^{\mathrm{}}}[dt]e^y(y_{(m)}\mathrm{}+(y_{(1)})^m).`$ (65)
Referring back to the definition of $`y`$, it is easy to see that the generating functional and, consequently, the full set of thermodynamic potentials is analytic in $`\beta `$. Notice that third and higher derivatives of $`y`$ are determined by the momentum modes alone:

$$y_{(m)}=(1)^mn^2\frac{(m+1)!}{\beta ^{m+2}},m3.$$
(66)
Explicit expressions for the first few thermodynamic potentials are as follows:

$$F=\frac{1}{\beta }W_{(0)},U=W_{(1)},S=W_{(0)}\beta W_{(1)},C_V=\beta ^2W_{(2)},\mathrm{}.$$
(67)
The entropy is given by the expression:

$$S=\underset{n,w}{}_0^{\mathrm{}}[dt]e^y\left[1+2t(\frac{w^2\beta ^2}{4\pi ^2\alpha ^{}}\frac{\alpha ^{}\pi ^2n^2}{\beta ^2})\right],$$
(68)
For the specific heat at constant volume, we have:

$$C_V=\underset{n,w}{}_0^{\mathrm{}}[dt]e^y[4t^2(\frac{w^2\beta ^2}{4\pi ^2\alpha ^{}}\frac{\alpha ^{}\pi ^2n^2}{\beta ^2}))^22t(\frac{w^2\beta ^2}{4\pi ^2\alpha ^{}}+3\frac{\alpha ^{}\pi ^2n^2}{\beta ^2})].$$
(69)
We can check the sign of the specific heat at criticality as for the closed string gas. Since the first term in square brackets will not contribute at $`T_C`$, a stable thermodynamic ensemble with positive specific heat requires positive Helmholtz free energy. As in the case of the heterotic string gas, we have an excess of spacetime fermions over spacetime bosons in the physical state spectrum. The entropy takes the simple form:

$$S(\beta )=\frac{1}{2}_0^{\mathrm{}}\frac{dt}{8t}\frac{(2\pi t)^{9/2}}{\eta (it)^8}Z_{\mathrm{open}}\underset{n\mathrm{Z},w=0,1}{}\left[1+4\pi t(\frac{w^2\beta ^2}{4\pi ^2\alpha ^{}}\frac{\alpha ^{}\pi ^2n^2}{\beta ^2})\right]q^{\alpha ^{}\pi ^2n^2/\beta ^2+w^2\beta ^2/4\pi ^2\alpha ^{}}.$$
(70)
In summary, the free type I string gas displays a continuous phase transition at the self-dual temperature in the universality class of the Kosterlitz-Thouless transition . Unlike the case of the self-dual heterotic string gas where the free energy satisfies a holographic self-duality relation, here the free energy scales differently in the low and high temperature phases. At low temperatures, we recover the $`T^{10}`$ growth in the number of degrees of freedom of the low energy gauge theory limit. The internal energy and free energy scale as $`\beta ^{10}`$ at low temperatures, and the specific heat and entropy scale as $`\beta ^9`$, exactly as expected in a ten-dimensional quantum field theory at finite temperature. At high temperatures, we discover an entirely new long string phase characterized by the free energy and internal energy scaling as $`\beta ^2`$. The entropy and specific heat scale as $`\beta ^3`$.

## 5 Conclusions

There are many difficulties inherent in developing a satisfactory description of the statistical mechanics of strings, which can only in part be addressed within the perturbative worldsheet formalism. We have restricted ourselves to the free string limit, thus obviating the hurdle of the Jeans instability and of a nonequilibrium thermodynamics. We emphasize that discussion of these issues requires a nonperturbative formalism for string theory within which the strong coupling degrees of freedom are accessible. Proper knowledge of the free string limit is a prerequisite to such a future analysis. We have attempted to fill this gap in our work.

Our results provide concrete evidence of the transition to the long string phase, long suspected in the string theory literature . We identify the phase transition as being in the universality class of the Kosterlitz-Thouless transition. We clarify that the existence of distinct low and high temperature phases is only a feature of the open and closed string gas. The heterotic string gas undergoes a self-dual phase transition, also in the Kosterlitz-Thouless universality class, but the low temperature phase is equivalent to the high temperature phase. Consequently, the heterotic string gas satisfies a holographic duality relation which implies that the growth in the number of degrees of freedom at high temperature equals that in a two-dimensional quantum field theory. This is not true for the type I string gas. The open and closed string gas explicitly violates thermal duality, and does not display holographic scaling relations. The free energy scales as $`T^{10}`$ at low temperatures, as expected from a theory with a finite temperature gauge theory as its low energy limit. The high temperature long string phase has a most unusual scaling relation with $`F(\beta )`$$``$$`T^2`$. This behavior is expected to be modified when the gravitational self-interactions of the long string are taken into account. That analysis awaits future work.

It is reassuring that the unphysical features of the free bosonic string gas, namely, the tachyonic modes and the fixed point entropy, are absent in the statistical description of the fermionic string gases. In this paper we have focused on the entropy of a gas of free strings in the trivial flat space background as well as— in the case of the open string, in a constant background field. It is natural to ask whether our calculation can be repeated for more general string theory backgrounds such as black holes and black strings. Notice that in these cases there is an additional contribution to the entropy coming from the classical Polyakov action in the curved background metric. This term is the intrinsic entropy associated with the background geometry. Given our understanding of the relation between Dbranes and black hole entropy, we would expect that repeating the calculations in this paper for an anomaly-free type I background with a stack of N Dpbrane-anti-Dpbrane pairs , in addition to the 32 D8branes of the O(32) type I string, should recover the main features of previous results on black hole entropy . It would be most interesting to pursue the details of such an analysis.

Acknowledgements: I would like to thank C. Bachas, K. Dienes, A. Dhar, L. Dixon, J. Distler, M. Fukuma, P. Ginsparg, J. Harvey, G. Horowitz, H. Kawai, I. Kostov, D. Kutasov, M. Peskin, G. Shiu, E. Silverstein, B. Sundborg, H. Tye, and E. Witten for comments on an earlier draft. This research was supported in part by the award of grant NSF-PHY-9722394 by the National Science Foundation under the auspices of the Career program.

Note Added (Sep 2005): Many of the points made in this paper are either extraneous, or incorrect in the details, although the broad conclusions summarized in the abstract do stand. Namely, that there is no self-consistent type II superstring ensemble, in the absence of a Yang-Mills gauge sector. The fact that both heterotic and type I theory have equilibrium canonical ensembles free of thermal tachyons; a crucial role is played by the temperature dependent Wilson line wrapping Euclidean time. An addition from topics covered in hep-th/0105244 is the discussion of the type IB-I open and closed string ensembles, including the evidence for an order parameter for the unusual duality phase transition in this theory . I refer the reader to hep-th/0506143.

Appendix

For completeness, we gather in this appendix some relevant facts from the cited literature on the action of the fermionic orbifold group. The action of a fermionic R-orbifold group on $`\psi ^0`$, $`X^0`$, consistent with the preservation of an N=1 world-sheet superconformal invariance, satisfying thermal boundary conditions, and transforming correctly under a thermal duality transformation, remains to be specified. To begin with, we recall the analysis in  where the distinct possibilities for fixed lines of N=1 superconformal theories with superconformal central charge $`\widehat{c}`$ $`=`$ $`\frac{2}{3}c`$ $`=`$ $`1`$ were classified. We can identify points under the reflection $`R`$, $`X^0X^0`$, with fundamental region the half-line, $`X^00`$, supplementing with the periodic identification, $`t^w:`$ $`X^0X^0+2\pi wr_{\mathrm{circ}.}`$, $`w\mathrm{Z}`$. The resulting fundamental region is the interval, $`0X^0<\pi r_{\mathrm{circ}.}`$ . An N=1 world-sheet supersymmetry requires that $`\psi ^0\psi ^0`$ under $`R`$, and the periodic identification $`t^w`$ ordinarily preserves the superconformal generator, $`\psi ^0_zX^0`$, leaving the fermions invariant. The partition function of an Ising fermion is the sum over spin structures (A,A), (A,P), (P,A), and (P,P), manifestly invariant under $`\psi `$ $``$ $`\psi `$ . Thus, two fixed lines of $`\widehat{c}`$$`=`$$`1`$ theories are obtained by simply tensoring the Ising partition function with either $`\mathrm{Z}_{\mathrm{circ}.}`$, or $`\mathrm{Z}_{\mathrm{orb}}`$, from the previous section :

$$\widehat{\mathrm{Z}}_{\mathrm{circ}.}=\mathrm{Z}_{\mathrm{circ}.}\mathrm{Z}_{\mathrm{Ising}},\widehat{\mathrm{Z}}_{\mathrm{orb}.}=\mathrm{Z}_{\mathrm{orb}.}\mathrm{Z}_{\mathrm{Ising}},\mathrm{Z}_{\mathrm{Ising}}=\frac{1}{2}\left(|\frac{\mathrm{\Theta }_3}{\eta }|+|\frac{\mathrm{\Theta }_4}{\eta }|+|\frac{\mathrm{\Theta }_2}{\eta }|\right).$$
(71)
Accompanying $`R`$, $`t^w`$ with the action of the Z<sub>2</sub>-moded generator, $`(1)^{N_F}`$, where $`N_F`$ is spacetime fermion number, one can define additional super-orbifold theories, $`\widehat{\mathrm{Z}}_{\mathrm{sa}}`$, $`\widehat{\mathrm{Z}}_{\mathrm{so}}`$, and $`\widehat{\mathrm{Z}}_{\mathrm{orb}.^{}}`$, giving a total of five fixed lines of $`\widehat{c}`$ $`=`$ $`1`$ theories :

$$\widehat{\mathrm{Z}}_{\mathrm{orb}.^{}}=R(1)^{N_F}\widehat{\mathrm{Z}}_{\mathrm{circ}.},\widehat{\mathrm{Z}}_{\mathrm{sa}}=(1)^{N_F}e^{2\pi i\delta (p)}\widehat{\mathrm{Z}}_{\mathrm{circ}.},\widehat{\mathrm{Z}}_{\mathrm{so}}=R\widehat{\mathrm{Z}}_{\mathrm{sa}}=R(1)^{N_F}e^{2\pi i\delta (p)}\widehat{\mathrm{Z}}_{\mathrm{circ}.},$$
(72)
where $`\delta (p)`$ acts on the momentum lattice as an order two shift in the momentum eigenvalue, $`n`$ $``$ $`n+\frac{1}{2}`$. Note that this shift vector is not thermal duality invariant. We will adapt the left-right symmetric analysis of  for the different ten-dimensional fermionic string theories and taking into account the thermal boundary conditions. Thus, the action of the super-orbifold group will be required to preserve either one, or both, of the holomorphic N=1 superconformal invariances in, respectively, the heterotic, or type II, string theories, consistent with modular invariance and the correct thermal duality transformations.

It is convenient to introduce lattice partition functions that transform straightforwardly under a thermal duality transformation . A Poisson resummation makes their transformation properties under modular transformations manifest. As in , we introduce a dimensionless inverse temperature (radius) defining $`x`$ $``$ $`r(2/\alpha ^{})^{1/2}`$, with $`\beta `$ $`=`$ $`\pi (\alpha ^{}/2)^{1/2}x`$. The dimensionless quantized momenta live in a $`(1,1)`$ dimensional Lorentzian self-dual lattice :

$$\mathrm{\Lambda }^{(1,1)}:(\frac{\alpha ^{}}{2})^{1/2}(p_L,p_R)(l_L,l_R)=(\frac{n}{x}+\frac{wx}{2},\frac{n}{x}\frac{wx}{2}),$$
(73)
with a natural decomposition into even and odd integer momentum (winding) sums. Thus, we can define:

$`\mathrm{\Gamma }^{++}(x)`$ $`{\displaystyle \underset{w2\mathrm{Z},n2\mathrm{Z}}{}}q^{\frac{1}{2}(\frac{n}{x}+\frac{wx}{2})^2}\overline{q}^{\frac{1}{2}(\frac{n}{x}\frac{wx}{2})^2},\mathrm{\Gamma }^{}(x){\displaystyle \underset{w2\mathrm{Z}+1,n2\mathrm{Z}+1}{}}q^{\frac{1}{2}(\frac{n}{x}+\frac{wx}{2})^2}\overline{q}^{\frac{1}{2}(\frac{n}{x}\frac{wx}{2})^2}`$ (74)
$`\mathrm{\Gamma }^+(x)`$ $`{\displaystyle \underset{w2\mathrm{Z},n2\mathrm{Z}+1}{}}q^{\frac{1}{2}(\frac{n}{x}+\frac{wx}{2})^2}\overline{q}^{\frac{1}{2}(\frac{n}{x}\frac{wx}{2})^2},\mathrm{\Gamma }^+(x){\displaystyle \underset{w2\mathrm{Z}+1,n2\mathrm{Z}}{}}q^{\frac{1}{2}(\frac{n}{x}+\frac{wx}{2})^2}\overline{q}^{\frac{1}{2}(\frac{n}{x}\frac{wx}{2})^2}.`$
(75)
It is evident that the functions $`\mathrm{\Gamma }^{++}`$ and $`\mathrm{\Gamma }^{}`$ are invariant while $`\mathrm{\Gamma }^+`$ is mapped to $`\mathrm{\Gamma }^+`$, and vice versa, under both modular and thermal duality transformations.