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# 1 Introduction

## 1 Introduction

Semiclassical theories for spectral statistics have been developed  to find an explanation for the observed universality in energy spectra of quantum systems with a chaotic classical limit, the agreement of correlations in energy spectra with those between eigenvalues of random matrices . They are based on semiclassical trace formulas that approximate the density of states in terms of classical trajectories . It has been shown by these theories that in the asymptotic limit of long-range correlations two-point correlation functions do coincide with those of random matrix theory . These results are based on mean properties of periodic orbits . To go beyond the leading asymptotic term requires information about correlations between periodic orbits which are presently not available .

One of the expectations, on basis of the random matrix hypothesis , is that a perturbation of a chaotic system should not change the statistical distribution of the energy levels of the quantum system, if it does not change the chaotic nature of the classical motion. In the present article we investigate, on the level of the semiclassical approximation, whether the perturbation by a point-like scatterer has this property. One argument in favour of this invariance is that the semiclassical approximation for the density of states is not changed in leading order of $`\mathrm{}`$ for this perturbation. The influence of the scatterer is described semiclassically by a certain class of trajectories, so-called diffractive orbits that start from the scatterer and return to it. They contribute to the density of states in higher order of $`\mathrm{}`$ than the leading order contribution from periodic orbits.

The present article is motivated by the observation in  that a scatterer could nevertheless have an influence on spectral statistics. When spectral correlation functions are calculated by using mean properties of diffractive orbits, the so-called diagonal approximation, they show modifications which, in general, do not vanish in the semiclassical limit ($`\mathrm{}0`$). In order that this does not lead to deviations from random matrix statistics, these terms have to be cancelled by off-diagonal terms which contain information about correlations between different trajectories. As remarked above, the calculation of correlations between trajectories is an unsolved problem in general systems. For the diffractive orbits that describe the influence of a scatterer, however, off-diagonal terms can be calculated explicitly. This is done in the following sections. The results show that diagonal and off-diagonal terms indeed cancel each other. Furthermore, the results can be used to investigate parametric spectral correlations, i. e. correlations between spectra of the system for different parameter values, where the parameter is the strength of the scatterer. It is shown that the parametric spectral correlations are universal for small changes of the parameter.

## 2 The spectral form factor

The perturbation by a point-like scatterer is represented, formally, by a delta-potential $`\widehat{H}=\widehat{H}_0+\lambda \delta (𝒓𝒓_0)`$, where $`\lambda `$ and $`𝒓_0`$ are the strength and position of the scatterer, respectively. In more than one dimension such a delta-potential is, however, not well defined. For example, it leads to a divergent expression for the Green function. The problem can be regularised by the method of self-adjoint extensions, leading to a one-parameter family of Hamiltonians. A detailed monograph with references on the history and on applications of delta-like potentials is . We use in the following the property that the semiclassical approximation for the density of states has the same form as in the geometrical theory of diffraction , (see also  for applications on spectral statistics).

We consider chaotic systems whose Hamiltonian is given in terms of a scalar and a vector potential. Billiard systems can be included in this description by letting the scalar potential be infinite outside the billiard region. The statistical distribution of the energy levels is investigated by semiclassically approximating the spectral form factor. We restrict to two-dimensional systems in order to keep the notation simple, but analogous calculations can be performed in higher dimensions.

The spectral form factor is defined as Fourier transform of the spectral two-point correlation function

$$K(\tau )=_{\mathrm{}}^{\mathrm{}}\frac{\text{d}\eta }{\overline{d}(E)}d_{\text{osc}}\left(E+\frac{\eta }{2}\right)d_{\text{osc}}\left(E\frac{\eta }{2}\right)_E\mathrm{exp}\left(2\pi i\eta \tau \overline{d}(E)\right).$$
(1)
The function $`d_{\text{osc}}(E)=d(E)\overline{d}(E)`$ is the oscillatory part of the density of states, and $`\overline{d}(E)`$ is the smooth part which is given in two dimensions by $`\overline{d}(E)\mathrm{\Sigma }(E)(2\pi \mathrm{})^2`$, $`E\mathrm{}`$, where $`\mathrm{\Sigma }(E)`$ is the volume of the surface of constant energy in phase space. The statistics is evaluated by averaging over an energy interval that is small in comparison to $`E`$ but contains a large number of energy levels.

The semiclassical approximation for $`K(\tau )`$ is obtained by inserting into (1) the approximation for the oscillatory part of the density of states

$$d_{\text{osc}}(E)\frac{1}{\pi \mathrm{}}\mathrm{Re}\underset{\gamma }{}A_\gamma \mathrm{exp}\left(\frac{i}{\mathrm{}}S_\gamma (E)\right).$$
(2)
In systems with a delta-like potential the sum in (2) runs over all periodic orbits , and further over all diffractive orbits that start from the scatterer and return to it an arbitrary number of times $`n`$ . An example for a double-diffractive orbit ($`n=2`$) in a billiard system is shown in figure 1. For $`n`$-fold diffractive orbits the amplitude $`A_\gamma `$ has an $`\mathrm{}`$-dependence of $`\mathrm{}^{n/2}`$, and $`S_\gamma `$ denotes the action of an orbit.

With (2) one obtains the following approximation for the spectral form factor

$$K(\tau )=\frac{1}{2\pi \mathrm{}\overline{d}(E)}\underset{\gamma ,\gamma ^{}}{}A_\gamma A_\gamma ^{}^{}\mathrm{exp}\left\{\frac{i}{\mathrm{}}\left(S_\gamma (E)S_\gamma ^{}(E)\right)\right\}\delta \left(T\frac{T_\gamma +T_\gamma ^{}}{2}\right)_E,$$
(3)
where $`T=2\pi \mathrm{}\overline{d}(E)\tau `$, and $`T_\gamma `$ is the period of an orbit. For small values of $`\tau `$ one can evaluate the double sum in (3) in the diagonal approximation . One obtains in this way from the periodic orbits the correct random matrix result $`K(\tau )\frac{2}{\beta }\tau `$, $`\tau 0`$, where $`\beta =1`$ or $`2`$ for systems with or without time-reversal symmetry, respectively.

The diagonal contributions from diffractive orbits to the form factor have been calculated in . The result for $`n`$-fold diffractive orbits is

$$K_d^{(n)}(\tau )=\frac{|𝒟|^{2n}}{(2\beta )^n}\frac{\tau ^{n+1}}{n},$$
(4)
where $`𝒟`$ is the diffraction coefficient for the diffraction on the singularity of the potential . It can be parameterised in the following form

$$𝒟=\frac{2\pi }{i\frac{\pi }{2}\gamma \mathrm{log}\left(\frac{ka}{2}\right)}.$$
(5)
Here $`k=\sqrt{2m(EV(𝒓_0))}/\mathrm{}`$, $`𝒓_0`$ is the position of the scatterer, $`a`$ is a parameter describing the strength of the potential, and $`\gamma `$ is Euler’s constant. In order that the terms (4) do not lead to a deviation from random matrix statistics they have to be cancelled by off-diagonal terms involving diffractive orbits. By calculating off-diagonal terms for order $`\tau ^2`$ and $`\tau ^3`$ we show in the following that such a cancellation does indeed occur.

We note that the diffraction coefficient satisfies the identities

$$|𝒟|^2=4\mathrm{Im}𝒟,|𝒟|^4=8(|𝒟|^2\mathrm{Re}𝒟^2),$$
(6)
that will be used in the following. The first of these relations expresses the conservation of probability, and the second is a consequence of the first one.

## 3 First-order correction

The first-order correction to the diagonal approximation for the form factor arises from off-diagonal terms in (3) between periodic orbits and single-diffractive orbits. In leading order, these orbits are only correlated if the diffractive orbit follows the periodic orbit very closely. This happens, if the diffractive orbit is almost periodic, i. e. if the final momentum is almost identical to the initial momentum. An example is shown in figure 2.

The periodic orbit can be described by linearising the motion around the diffractive orbit. The condition that a trajectory in the vicinity of the diffractive orbit is periodic leads to the following equation

$$\left(\begin{array}{c}\delta \\ p_v\gamma \end{array}\right)=M\left(\begin{array}{c}\delta \\ p_v(\gamma \epsilon )\end{array}\right).$$
(7)
Here $`M`$ is the stability matrix of the diffractive orbit, $`\epsilon `$ is the angle between the initial and final direction of the diffractive orbit, $`\gamma `$ is the angle between the direction along the periodic orbit and the final direction of the diffractive orbit, and $`\delta `$ is the spacial distance between periodic and diffractive orbit (see figure 2). The quantity $`p_v`$ is defined as mass times velocity, $`p_v=mv`$. The index $`v`$ is used in order to distinguish it from the canonical momentum $`p`$ in systems with magnetic field. The stability matrix for the motion in a magnetic field is discussed in the appendix.

In the linear approximation the difference in actions is obtained by expanding the action up to second order

$$\mathrm{\Delta }S(E)=S^{\text{po}}(E)S^{\text{1do}}(E)p_v\delta \epsilon +\frac{1}{2}(\mathrm{\Delta }p_f\mathrm{\Delta }p_i)\delta =\frac{1}{2}\delta \epsilon p_v,$$
(8)
where $`\mathrm{\Delta }p_f`$ and $`\mathrm{\Delta }p_i`$ are the differences between the initial and final momenta of the periodic orbit and the diffractive orbit, respectively. The solution of the linear equation (7) yields the following relation between $`\delta `$ and $`\epsilon `$

$$\delta =\frac{M_{12}}{\mathrm{Tr}M2}\epsilon p_v,$$
(9)
so that $`\mathrm{\Delta }S(E)`$ depends quadratically on $`\epsilon `$.

With this approximation the off-diagonal terms are calculated. The amplitude of the diffractive orbit is given by

$$A_\gamma ^{\text{1do}}=\frac{T_\gamma 𝒟}{4\pi p_v}\sqrt{\frac{2\pi \mathrm{}}{|(M_\gamma )_{12}|}}\mathrm{exp}\left\{i\frac{\pi }{2}\nu _\gamma i\frac{3\pi }{4}\right\},$$
(10)
where $`T_\gamma `$ is the time along the orbit, $`M_\gamma `$ is its stability matrix, and $`\nu _\gamma `$ is the number of conjugate points along the orbit. For the periodic orbit the corresponding amplitude is

$$A_\gamma ^{\text{po}}=\frac{T_\gamma }{\sqrt{|\mathrm{Tr}M_\gamma 2|}}\mathrm{exp}\left\{i\frac{\pi }{2}\mu _\gamma \right\}.$$
(11)
The stability matrix is the same for both orbits in leading order, but the Maslov index of the periodic orbit can differ from the number of conjugate points $`\nu _\gamma `$ by 1

$$\mu _\gamma =\nu _\gamma +\frac{1}{2}(1\kappa _\gamma ),\kappa _\gamma =\mathrm{sign}\left(\frac{(M_\gamma )_{12}}{\mathrm{Tr}M_\gamma 2}\right).$$
(12)
In the following we sum over all diffractive orbits that are almost periodic. This is done by applying first the sum rule for diffractive orbits for which the angle difference between initial and final direction has a fixed value $`\epsilon `$, and then integrating over the angle $`\epsilon `$. The sum rule is given by

$$\underset{\gamma }{}^{(\epsilon )}\frac{1}{|(M_\gamma )_{12}|}\delta (TT_\gamma )\frac{2\pi p_v^2}{\mathrm{\Sigma }(E)},$$
(13)
where $`\mathrm{\Sigma }(E)`$ is the volume of the energy shell. (It is implied in (13) that the left-hand side is smoothed over small intervals of $`T`$ and $`\epsilon `$ in order to obtain a non-singular expression.)

Finally, one has to determine the multiplicity factor of the contribution. First, each off-diagonal term in (3) has a corresponding complex conjugate partner. If the summation is carried out over only one of these terms one has to take twice the real part of the sum. Furthermore, the periodic orbit and the diffractive orbit both have multiplicities $`2\beta ^1`$, but a particular constellation occurs $`2\beta ^1`$ times in the sum over $`\epsilon `$ (for systems with time-reversal symmetry for $`\epsilon `$ and $`\epsilon `$), so the total multiplicity is $`g=2\beta ^1`$.

Inserting the amplitudes (10) and (11), and the action difference (8) with (9) into (3) we obtain

$`K_{\text{off}}^{(1)}(\tau )`$ $`={\displaystyle \frac{g}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{\hspace{0.17em}2}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon {\displaystyle \underset{\gamma }{}^{(\epsilon )}}A_\gamma ^{\text{1do}}(A_\gamma ^{\text{po}})^{}\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}\mathrm{\Delta }S_\gamma (E)\right)\delta (TT_\gamma )`$
$`={\displaystyle \frac{4}{2\pi \mathrm{}\overline{d}(E)\beta }}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon {\displaystyle \underset{\gamma }{}^{(\epsilon )}}{\displaystyle \frac{T_\gamma ^2𝒟\sqrt{2\pi \mathrm{}}\delta (TT_\gamma )}{4\pi p_v\sqrt{|(M_\gamma )_{12}(\mathrm{Tr}M_\gamma 2)|}}}e^{\frac{i\epsilon ^2p_v^2}{2\mathrm{}}\frac{(M_\gamma )_{12}}{\mathrm{Tr}M_\gamma 2}i\frac{\pi }{4}(2+\kappa _\gamma )}`$
$`={\displaystyle \frac{4}{2\pi \mathrm{}\overline{d}(E)\beta }}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon ^{}{\displaystyle \underset{\gamma }{}^{(\epsilon ^{})}}{\displaystyle \frac{T_\gamma ^2𝒟\sqrt{2\pi \mathrm{}}\delta (TT_\gamma )}{4\pi p_v|(M_\gamma )_{12}|}}e^{\frac{\epsilon _{}^{}{}_{}{}^{2}p_v^2}{2\mathrm{}}i\frac{\pi }{2}}`$
$`={\displaystyle \frac{2T^2}{2\pi \mathrm{}\overline{d}(E)\beta }}\mathrm{Im}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon ^{}{\displaystyle \frac{𝒟p_v\sqrt{2\pi \mathrm{}}}{\mathrm{\Sigma }(E)}}e^{\frac{\epsilon _{}^{}{}_{}{}^{2}p_v^2}{2\mathrm{}}}`$
$`={\displaystyle \frac{2\tau ^2}{\beta }}\mathrm{Im}𝒟.`$ (14)
The integration over $`\epsilon `$ can be carried out from minus to plus infinity since the main contribution comes from the vicinity of $`\epsilon =0`$. Furthermore, the following steps have been carried out. First the integration variable has been changed to make the exponent independent of the stability matrix. Then the sum rule (13) has been applied, assuming that the distribution of angles between initial and final momenta of a diffractive orbit is independent of the distribution of the elements of the stability matrix

$$\underset{\gamma }{}^{(\epsilon )}\frac{1}{|(M_\gamma )_{12}|}\delta (TT_\gamma )\underset{\gamma }{}^{(\epsilon ^{})}\frac{1}{|(M_\gamma )_{12}|}\delta (TT_\gamma ),\epsilon ^{}=\epsilon \sqrt{\frac{i(M_\gamma )_{12}}{\mathrm{Tr}M_\gamma 2}},$$
(15)
and finally the integration has been carried out.

$`K_{\text{off}}^{(1)}(\tau )`$ is the leading order correction to the diagonal approximation for the form factor and it cancels exactly the diagonal contribution from single diffractive orbits ((4) with $`n=1`$). This can be seen by using (6)

$$K_\text{d}^{(1)}(\tau )+K_{\text{off}}^{(1)}(\tau )=\frac{|𝒟|^2}{2\beta }\tau ^2+\frac{2}{\beta }\tau ^2\mathrm{Im}𝒟=0.$$
(16)
It shows that the presence of a point-like scatterer does not modify the spectral form factor up to order $`\tau ^2`$ in systems with a chaotic classical limit.

In order to find the geometries of orbits which contribute to a given order in $`\tau `$ it is helpful to count the orders of $`\mathrm{}`$. The $`m`$-th order off-diagonal correction to the form factor is a $`\tau ^{m+1}`$-term with a coefficient that has to be $`\mathrm{}`$-independent. The prefactor of the double sum over orbits in (3) is of order $`\mathrm{}^1`$ and the product of the amplitudes of a $`n_1`$-fold and a $`n_2`$-fold diffractive orbit is of order $`\mathrm{}^{(n_1+n_2)/2}`$, where periodic orbits are denoted here as 0-fold diffractive orbits. The conversion of time $`T^{m+1}`$ into $`\tau ^{m+1}`$ gives an order $`\mathrm{}^{m+1}`$, which yields altogether an order of $`\mathrm{}^{(2mn_1n_2)/2}`$. Furthermore, every integration over a small parameter $`\epsilon `$ gives an additional order $`\mathrm{}^{1/2}`$, if the action difference is quadratic in this parameter. As a consequence, $`2mn_1n_2`$ small parameters are necessary in order that the prefactor of $`\tau ^{(m+1)}`$ is $`\mathrm{}`$-independent. For the first order correction in this section ($`m=n_1=1`$ and $`n_2=0`$) this estimate gives one small parameter $`\epsilon `$.

## 4 Second-order corrections

For the second-order corrections we consider orbits that return twice to the region in coordinate space from which they started. These orbits are close to double-diffractive orbits. Double-diffractive orbits have the semiclassical amplitude

$$A_\gamma ^{\text{2do}}=\frac{\mathrm{}T_\gamma 𝒟^2}{16\pi p_v^2}\frac{1}{\sqrt{|(R_\gamma )_{12}(L_\gamma )_{12}|}}\mathrm{exp}\left\{i\frac{\pi }{2}(\nu _{\gamma ,L}+\nu _{\gamma ,R})i\frac{3\pi }{2}\right\},$$
(17)
where $`T_\gamma `$ is the total time along the trajectory, $`L_\gamma `$ and $`R_\gamma `$ are the stability matrices for the two loops (’left’ and ’right’), and $`\nu _{\gamma ,L}`$ and $`\nu _{\gamma ,R}`$ are the number of conjugate points along the loops. (17) is the amplitude for one particular sequence in which the loops are traversed. In systems without time-reversal symmetry the degeneracy of the trajectory is thus two, meaning that there is another trajectory with exactly the same semiclassical amplitude and action. This trajectory traverses first the second loop of $`\gamma `$, and then the first loop of $`\gamma `$. In systems with time-reversal symmetry the degeneracy is eight.

The sum rule for double-diffractive orbits is given by

$$\underset{\gamma }{\overset{(\epsilon _1,\mathrm{},\epsilon _n)}{}}\frac{1}{|(R_\gamma )_{12}(L_\gamma )_{12}|}\delta (TT_\gamma )\frac{(2\pi p_v)^4}{\mathrm{\Sigma }(E)^2}\frac{T}{(2\pi )^n},$$
(18)
if there are $`n`$ restrictions to the four directions of the velocities at the point from which the trajectories start and to which they return. As will be seen in the following, it follows from this sum rule that the contributions are of order $`\tau ^3`$ (there is a factor $`T`$ from every semiclassical amplitude, and a factor $`T`$ from the sum rule).

There are several possibilities in which a double-diffractive orbit can have an action which is almost identical to the action of a single-diffractive or a periodic orbit. A necessary condition is that there is always at least one small relative angle between the different initial and final directions of the orbit at the scattering point. In order to find the relevant cases one has to consider all possibilities and take into account the $`\mathrm{}`$-argument that was given at the end of section 3. The result is that there are three relevant configurations for systems without time-reversal symmetry and five configurations for systems with time-reversal symmetry. They are discussed in the next sections.

### 4.1 Correlations between double-diffractive and single-diffractive orbits

Correlations between double-diffractive and single-diffractive orbits exist if the double-diffractive orbit is almost single-diffractive. This occurs if the final velocity of one loop deviates by a small angle $`\epsilon `$ from the initial velocity of the other loop. An example is shown in figure 3. There is only one small parameter here which agrees with the estimate $`2mn_1n_2`$ for $`m=2`$, $`n_1=2`$ and $`n_2=1`$.

The further calculations are done analogously to the last section. The motion in the vicinity of the double-diffractive orbit is linearised and one obtains in this approximation a condition for the neighbouring single-diffractive orbit

$$\left(\begin{array}{c}\delta \\ p_v\gamma _2\end{array}\right)=L\left(\begin{array}{c}0\\ p_v\gamma _1\end{array}\right),\left(\begin{array}{c}0\\ p_v\gamma _3\end{array}\right)=R\left(\begin{array}{c}\delta \\ p_v(\gamma _2\epsilon )\end{array}\right).$$
(19)
The angles $`\gamma _1`$, $`\gamma _2`$, $`\gamma _3`$ and the distance $`\delta `$ are shown in figure 3. The difference in action is obtained by expanding the action up to second order

$$\mathrm{\Delta }S(E)=S^{\text{1do}}(E)S^{\text{2do}}(E)=\frac{1}{2}\delta \epsilon p_v=\frac{\epsilon ^2p_v^2}{2}\frac{L_{12}R_{12}}{M_{12}},$$
(20)
where $`M=RL`$ is the stability matrix of the single-diffractive orbit. The last step in (20) follows from the solution of (19) for $`\delta `$.

The number of conjugate points $`\nu _\gamma `$ along the single-diffractive orbit can differ from the sum of the number of conjugate points along the two loops, $`\nu _{\gamma ,L}`$ and $`\nu _{\gamma ,R}`$, by 1. The general condition for this is

$$\nu _\gamma =\nu _{\gamma ,L}+\nu _{\gamma ,R}+\frac{1}{2}(1\sigma _\gamma ),\sigma _\gamma =\mathrm{sign}\left(\frac{(L_\gamma )_{12}(R_\gamma )_{12}}{(M_\gamma )_{12}}\right).$$
(21)
The single- and double-diffractive orbits have multiplicity $`2\beta ^1`$ and $`8\beta ^2`$, respectively, but each configuration occurs for $`2\beta ^1`$ different values of $`\epsilon `$. Therefore the total multiplicity is $`g=8\beta ^2`$. The contribution to the form factor from all pairs of orbits is thus given by

$`K_{\text{off}}^{(2a)}(\tau )`$ $`={\displaystyle \frac{g}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{\hspace{0.17em}2}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon {\displaystyle \underset{\gamma }{}^{(\epsilon )}}A_\gamma ^{\text{2do}}(A_\gamma ^{\text{1do}})^{}\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}\mathrm{\Delta }S_\gamma (E)\right)\delta (TT_\gamma )`$
$`={\displaystyle \frac{16}{2\pi \mathrm{}\overline{d}(E)\beta ^2}}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon {\displaystyle \underset{\gamma }{}^{(\epsilon )}}{\displaystyle \frac{\mathrm{}T_\gamma ^2𝒟^2𝒟^{}\sqrt{2\pi \mathrm{}}\delta (TT_\gamma )}{64\pi ^2p_v^3\sqrt{|(L_\gamma )_{12}(R_\gamma )_{12}(M_\gamma )_{12}|}}}e^{\frac{i\epsilon ^2p_v^2}{2\mathrm{}}\frac{(L_\gamma )_{12}(R_\gamma )_{12}}{(M_\gamma )_{12}}i\frac{\pi }{4}(2+\sigma _\gamma )}`$
$`={\displaystyle \frac{1}{2\pi \mathrm{}\overline{d}(E)\beta ^2}}\mathrm{Re}{\displaystyle \underset{\gamma }{}^{(\epsilon ^{})}}{\displaystyle \frac{\mathrm{}^2T^2𝒟^2𝒟^{}\delta (TT_\gamma )}{2\pi p_v^4|(L_\gamma )_{12}(R_\gamma )_{12}|}}e^{i\frac{\pi }{2}}`$
$`={\displaystyle \frac{\tau ^3}{\beta ^2}}\mathrm{Im}(𝒟^2𝒟^{}).`$ (22)
Here we slightly abbreviated the procedure of (3) and performed the integration directly.

### 4.2 Correlations between double-diffractive orbits and periodic orbits

In order that a double-diffractive orbit is close to a periodic orbit it has to be almost periodic. This means that the final direction of each loop has to be almost identical to the initial direction of the other loop, so there are two small relative angles as is shown in figure 4.

The linearisation of the motion in the vicinity of the double-diffractive orbit leads to the following condition for the periodic orbit

$$\left(\begin{array}{c}\delta _2\\ p_v\gamma _2\end{array}\right)=L\left(\begin{array}{c}\delta _1\\ p_v(\gamma _1\epsilon _1)\end{array}\right),\left(\begin{array}{c}\delta _1\\ p_v\gamma _1\end{array}\right)=R\left(\begin{array}{c}\delta _2\\ p_v(\gamma _2\epsilon _2)\end{array}\right).$$
(23)
The angles $`\gamma _i`$ and distances $`\delta _i`$ are defined analogously as before in terms of the local coordinate systems that are oriented along the two final directions of the diffractive orbit.

The difference in actions is given by

$`\mathrm{\Delta }S(E)`$ $`=S^{\text{po}}(E)S^{\text{2do}}(E)`$
$`={\displaystyle \frac{p_v}{2}}(\delta _1\epsilon _1+\delta _2\epsilon _2)`$
$`={\displaystyle \frac{p_v^2}{2}}{\displaystyle \frac{(RL)_{12}\epsilon _1^2+(LR)_{12}\epsilon _2^2+2(L_{12}+R_{12})\epsilon _1\epsilon _2}{\mathrm{Tr}M2}},`$ (24)
where $`M=RL`$ is the stability matrix for the periodic orbit. Equation (4.2) can be written in the terms of a symmetric matrix $`A`$ such that $`\mathrm{\Delta }S(E)=\frac{1}{2}p_v^2_{i,j}A_{ij}\epsilon _i\epsilon _j`$. The number of negative eigenvalues of $`A`$ is given by the number of sign changes in the sequence of sub-determinants ($`1,A_{11},detA`$). With $`A_{11}=M_{12}/(\mathrm{Tr}M2)`$ and $`detA=L_{12}R_{12}/(\mathrm{Tr}M2)`$ one finds that the two signs of the eigenvalues are given by

$$\kappa =\mathrm{sign}\left(\frac{M_{12}}{\mathrm{Tr}M2}\right),\sigma =\mathrm{sign}\left(\frac{L_{12}R_{12}}{M_{12}}\right).$$
(25)
The Maslov index of the periodic orbit can now differ by zero, one or two from the sum of conjugate points along the left and right loop. The criterion for this is the combination of (12) and (21) and has the form

$$\mu =\nu _L+\nu _R+\frac{1}{2}(2\kappa \sigma ),$$
(26)
where $`\kappa `$ and $`\sigma `$ are given in (25).

The multiplicities of double-diffractive and periodic orbits are $`8\beta ^2`$ and $`2\beta ^1`$, respectively, but a particular configuration of them occurs $`4\beta ^1`$ times in the integral over the angles (for example, for systems without time reversal symmetry the two angles can be interchanged), so the total multiplicity is $`g=4\beta ^2`$.

After inserting the amplitudes (17) and (11) and the action difference (4.2) into (3) we obtain

$`K_{\text{off}}^{(2b)}(\tau )`$ $`={\displaystyle \frac{g}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{\hspace{0.17em}2}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2)}}A_\gamma ^{\text{2do}}(A_\gamma ^{\text{po}})^{}\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}\mathrm{\Delta }S_\gamma (E)\right)\delta (TT_\gamma )`$
$`={\displaystyle \frac{8}{2\pi \mathrm{}\overline{d}(E)\beta ^2}}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2)}}{\displaystyle \frac{\mathrm{}T_\gamma ^2𝒟^2\delta (TT_\gamma )e^{\frac{ip_v^2}{2\mathrm{}}{\scriptscriptstyle A_{i,j}\epsilon _i\epsilon _j}i\frac{\pi }{4}(4+\sigma _\gamma +\kappa _\gamma )}}{16\pi p_v^2\sqrt{|(L_\gamma )_{12}(R_\gamma )_{12}(\mathrm{Tr}M_\gamma 2)|}}}`$
$`={\displaystyle \frac{1}{2\pi \mathrm{}\overline{d}(E)\beta ^2}}\mathrm{Re}{\displaystyle \underset{\gamma }{}^{(\epsilon _1^{},\epsilon _2^{})}}{\displaystyle \frac{\mathrm{}^2T^2𝒟^2\delta (TT_\gamma )}{p_v^4|(L_\gamma )_{12}(R_\gamma )_{12}|}}e^{i\pi }`$
$`={\displaystyle \frac{\tau ^3}{\beta ^2}}\mathrm{Re}(𝒟^2).`$ (27)
### 4.3 Correlations between pairs of single-diffractive orbits

For exactly the same kind of double-diffractive orbits as in the last section, there is one further type of correlation that has to be considered. It occurs because there are two possible ways in which the double-diffractive orbit can be deformed into a nearby single-diffractive orbit, and consequently, there are correlations between these single-diffractive orbits.

The action difference between the two orbits can be obtained from the action difference between each of these orbits and the double-diffractive orbit (20)

$$\mathrm{\Delta }S(E)=S^{\text{1do,1}}(E)S^{\text{1do,2}}(E)=\frac{1}{2}\delta _1\epsilon _1p_v+\frac{1}{2}\delta _2\epsilon _2p_v=\frac{p_v^2}{2}\left(\frac{L_{12}R_{12}}{N_{12}}\epsilon _1^2\frac{L_{12}R_{12}}{M_{12}}\epsilon _2^2\right),$$
(28)
where $`M=RL`$ and $`N=LR`$ are the stability matrices of the two single-diffractive orbits. The number of conjugate points along the orbits are given by

$`\nu _1=\nu _L+\nu _R+{\displaystyle \frac{1}{2}}(1\sigma _1),`$ $`\nu _2=\nu _L+\nu _R+{\displaystyle \frac{1}{2}}(1\sigma _2),`$
$`\sigma _1=\mathrm{sign}\left({\displaystyle \frac{L_{12}R_{12}}{N_{12}}}\right),`$ $`\sigma _2=\mathrm{sign}\left({\displaystyle \frac{L_{12}R_{12}}{M_{12}}}\right).`$ (29)
The multiplicities of the two orbits is both $`2\beta ^1`$ and, as before, the configuration occurs $`4\beta ^1`$ times in the double integral over the angles, so the total multiplicity is $`g=\beta ^1`$.

Inserting the amplitude (10) with stability matrix $`M`$ and $`N`$, respectively, and the action difference (28) into (3) one obtains

$`K_{\text{off}}^{(2c)}(\tau )`$ $`={\displaystyle \frac{g}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{\hspace{0.17em}2}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2)}}A_\gamma ^{\text{1do,2}}(A_\gamma ^{\text{1do,1}})^{}\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}\mathrm{\Delta }S_\gamma (E)\right)\delta (TT_\gamma )`$
$`={\displaystyle \frac{2}{2\pi \mathrm{}\overline{d}(E)\beta }}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2)}}{\displaystyle \frac{2\pi \mathrm{}T_\gamma ^2|𝒟|^2\delta (TT_\gamma )e^{\frac{i}{\mathrm{}}\mathrm{\Delta }S_\gamma (E)i\frac{\pi }{4}(\sigma _{\gamma ,1}\sigma _{\gamma ,2})}}{16\pi ^2p_v^2\sqrt{|(M_\gamma )_{12}(N_\gamma )_{12}|}}}`$
$`={\displaystyle \frac{1}{2\pi \mathrm{}\overline{d}(E)\beta }}\mathrm{Re}{\displaystyle \underset{\gamma }{}^{(\epsilon _1^{},\epsilon _2^{})}}{\displaystyle \frac{\mathrm{}^2T^2|𝒟|^2\delta (TT_\gamma )}{2p_v^4|(L_\gamma )_{12}(R_\gamma )_{12}|}}`$
$`={\displaystyle \frac{\tau ^3}{2\beta }}|𝒟|^2.`$ (30)
The contributions $`K_{\text{off}}^{(2a)}(\tau )`$ $`K_{\text{off}}^{(2b)}(\tau )`$ and $`K_{\text{off}}^{(2c)}(\tau )`$ are the only second-order off-diagonal corrections in systems without time-reversal symmetry. As will be shown in the following, these contributions cancel exactly the diagonal term $`K_\text{d}^{(2)}(\tau )`$ for $`\beta =2`$. For systems with time-reversal symmetry there are further contributions. They arise from the possibility that one trajectory can follow one loop of another trajectory in the same direction, but the other loop in the time-reversed direction. We assume in the following that the relevant contributions come from orbits which are close to double diffractive orbits in coordinate space and we evaluate their contributions in the next two subsections.

### 4.4 Correlations between pairs of single-diffractive orbits involving time-reversed loops

The first possibility involves two single-diffractive orbits. These orbits follow closely a double-diffractive orbit and traverse one loop in the same direction and the other loop in the opposite direction. In order that this can occur there must be one loop which has a very small opening angle, and it must be almost aligned to the final direction of the other loop as shown in figure 6.

The action difference and the indices are given by the equations (28) and (4.3) but now with $`M=RL`$ and $`N=R^iL`$ where $`R^i`$ is the stability matrix for the time-reversed second loop. In term of the elements of $`R`$ the matrix $`R^i`$ is given by

$$R^i=\left(\begin{array}{cc}R_{22}& R_{12}\\ R_{21}& R_{11}\end{array}\right).$$
(31)
The multiplicity of each orbit is two, and the configuration occurs two times in the integral over the angles, so the total multiplicity is $`g=2`$. Inserting the amplitude (10) with stability matrix $`M`$ and $`N`$, respectively, and the action difference (28) into (3) results in

$`K_{\text{off}}^{(2d)}(\tau )`$ $`={\displaystyle \frac{g}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{\hspace{0.17em}2}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2)}}A_\gamma ^{\text{1do,2}}(A_\gamma ^{\text{1do,1}})^{}\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}\mathrm{\Delta }S_\gamma (E)\right)\delta (TT_\gamma )`$
$`={\displaystyle \frac{4}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2)}}{\displaystyle \frac{2\pi \mathrm{}T_\gamma ^2|𝒟|^2\delta (TT_\gamma )e^{\frac{i}{\mathrm{}}\mathrm{\Delta }S_\gamma (E)i\frac{\pi }{4}(\sigma _{\gamma ,1}\sigma _{\gamma ,2})}}{16\pi ^2p_v^2\sqrt{|(M_\gamma )_{12}(N_\gamma )_{12}|}}}`$
$`={\displaystyle \frac{1}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{Re}{\displaystyle \underset{\gamma }{}^{(\epsilon _1^{},\epsilon _2^{})}}{\displaystyle \frac{\mathrm{}^2T^2|𝒟|^2\delta (TT_\gamma )}{p_v^4|(L_\gamma )_{12}(R_\gamma )_{12}|}}`$
$`=\tau ^3|𝒟|^2.`$ (32)
### 4.5 Correlations between single-diffractive orbits and periodic orbits involving time-reversed loops

The last relevant configuration occurs if all initial and final velocities of the double-diffractive orbit lie almost in one line as in figure 7. Then there exist neighbouring single-diffractive and periodic orbits which follow one loop in the same direction and the other loop in the opposite direction.

The action difference between the periodic orbit and the diffractive orbit is obtained from (20) and (4.2)

$`\mathrm{\Delta }S(E)`$ $`=S^{\text{po}}(E)S^{\text{1do}}(E)`$
$`={\displaystyle \frac{p_v}{2}}(\delta _1\epsilon _1+\delta _2\epsilon _2)+{\displaystyle \frac{p_v}{2}}\delta _3\epsilon _3`$
$`={\displaystyle \frac{p_v^2}{2}}{\displaystyle \frac{(RL)_{12}\epsilon _1^2+(LR)_{12}\epsilon _2^2+2(L_{12}+R_{12})\epsilon _1\epsilon _2}{\mathrm{Tr}M2}}+{\displaystyle \frac{1}{2}}\epsilon _3^2p_v^2{\displaystyle \frac{L_{12}R_{12}}{N_{12}}},`$ (33)
where $`M=RL`$ and $`N=R^iL`$ are the stability matrices of the periodic and diffractive orbit, respectively, and the indices $`\nu `$ and $`\mu `$ of the diffractive and the periodic orbit are

$$\nu =\nu _L+\nu _R+\frac{1}{2}(1\sigma _2),\mu =\nu _L+\nu _R+\frac{1}{2}(2\kappa \sigma _1),$$

$$\sigma _2=\mathrm{sign}\left(\frac{L_{12}R_{12}}{N_{12}}\right),\kappa =\mathrm{sign}\left(\frac{M_{12}}{\mathrm{Tr}M2}\right),\sigma _1=\mathrm{sign}\left(\frac{L_{12}R_{12}}{M_{12}}\right).$$
(34)
For each double-diffractive orbit like the one in figure 7 there are two periodic orbits of multiplicity two and four single-diffractive orbits of multiplicity two in the vicinity, but only half of the possible pairs involve exactly one time reversed loop which makes a total of 16. Furthermore, the double-diffractive orbit occurs 8 times in the integral over the angles and the total multiplicity is thus $`g=2`$.

Inserting the amplitudes (10) and (11) and the action difference (4.5) into (3) yields

$`K_{\text{off}}^{(2e)}(\tau )`$ $`={\displaystyle \frac{g}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{\hspace{0.17em}2}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2\text{d}\epsilon _3{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2,\epsilon _3)}}A_\gamma ^{\text{1do}}(A_\gamma ^{\text{po}})^{}\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}\mathrm{\Delta }S_\gamma (E)\right)\delta (TT_\gamma )`$
$`={\displaystyle \frac{4}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{Re}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}\epsilon _1\text{d}\epsilon _2\text{d}\epsilon _3{\displaystyle \underset{\gamma }{}^{(\epsilon _1,\epsilon _2,\epsilon _3)}}{\displaystyle \frac{T_\gamma ^2𝒟\sqrt{2\pi \mathrm{}}\delta (TT_\gamma )e^{\frac{i}{\mathrm{}}\mathrm{\Delta }S_\gamma (E)i\frac{\pi }{4}(2\sigma _{\gamma ,2}+\kappa _\gamma +\sigma _{\gamma ,1})}}{4\pi p_v\sqrt{|(M_\gamma )_{12}(\mathrm{Tr}M_\gamma 2)|}}}`$
$`={\displaystyle \frac{1}{2\pi \mathrm{}\overline{d}(E)}}\mathrm{Re}{\displaystyle \underset{\gamma }{}^{(\epsilon _1^{},\epsilon _2^{},\epsilon _3^{})}}{\displaystyle \frac{4\pi \mathrm{}^2T^2𝒟\delta (TT_\gamma )}{p_v^4|(L_\gamma )_{12}(R_\gamma )_{12}|}}e^{i\frac{\pi }{2}}`$
$`=2\tau ^3\mathrm{Im}𝒟.`$ (35)
The sum of all contributions can be written in the form

$`K^{(2)}(\tau )`$ $`=K_\text{d}^{(2)}(\tau )+K_{\text{off}}^{(2a)}(\tau )+K_{\text{off}}^{(2b)}(\tau )+K_{\text{off}}^{(2c)}(\tau )+K_{\text{off}}^{(2d)}(\tau )+K_{\text{off}}^{(2e)}(\tau )`$
$`={\displaystyle \frac{\tau ^3}{\beta ^2}}\left({\displaystyle \frac{1}{8}}|𝒟|^4+|𝒟|^2\mathrm{Im}𝒟\mathrm{Re}𝒟^2+{\displaystyle \frac{\beta }{2}}|𝒟|^2+(2\beta )|𝒟|^2+2(2\beta )\mathrm{Im}𝒟\right)`$
$`={\displaystyle \frac{\tau ^3}{\beta ^2}}\left({\displaystyle \frac{1}{8}}|𝒟|^4+|𝒟|^2\mathrm{Im}𝒟\mathrm{Re}𝒟^2+|𝒟|^2\right)`$
$`=0,`$ (36)
which can be seen by using (6). This shows that off-diagonal terms cancel the diagonal term also in this order. It implies that the form factor is determined by periodic orbits alone, because the different terms which involve diffractive orbits cancel each other. This might be true also for other point-like sources of diffraction like e. g. Aharonov-Bohm flux lines (see ), although a quantitative analysis would require here the use of uniform approximations.

## 5 Universality in parametric correlations

The cancellation of off-diagonal and diagonal terms is conform with the expected universality of spectral statistics in chaotic systems. Universality is, however, not only expected in the properties of single systems, but also in the way in which system properties vary when a parameter of the system is changed. For example, random matrix theory makes predictions about correlations between densities of states for different parameter values. The semiclassical calculation of diagonal and off-diagonal terms allows to test this prediction for systems with a point-like scatterer where the parameter is the strength of the scatterer.

In analogy to the spectral form factor, a parametric form factor can be defined as Fourier transform of the parametric two-point correlation function

$$K(\tau ,x)=_{\mathrm{}}^{\mathrm{}}\frac{\text{d}\eta }{\overline{d}(E)}d_{\text{osc}}(E+\frac{\eta }{2},X+\frac{x}{2})d_{\text{osc}}(E\frac{\eta }{2},X\frac{x}{2})_E\mathrm{exp}\left(2\pi i\eta \tau \overline{d}(E)\right).$$
(37)
Here $`x`$ is the parameter difference between two systems. In order for this statistics to be universal the parameter has to be chosen in a particular way. The requirement is that the variance of the velocities, the derivatives of the unfolded energies with respect to the parameter ($`\epsilon _n/x`$), is equal to unity. The unfolded energies are obtained from the quantum energies of the system by a scaling that leads to mean level distance of one.

For random matrix ensembles, the parametric two-point correlation function was derived in  in the context of disordered metallic systems. For the GUE-result, which we discuss first, the Fourier transform in (37) can be evaluated in a closed form. It results in

$$K^{\text{GUE}}(\tau ,x)=\{\begin{array}{cc}\frac{\mathrm{sinh}(2\pi ^2x^2\tau ^2)}{2\pi ^2x^2\tau }\mathrm{exp}(2\pi ^2x^2\tau )\hfill & \text{if }\tau <1\text{,}\hfill \\ \frac{\mathrm{sinh}(2\pi ^2x^2\tau )}{2\pi ^2x^2\tau }\mathrm{exp}(2\pi ^2x^2\tau ^2)\hfill & \text{if }\tau >1\text{,}\hfill \end{array}$$
(38)
and has for small values of $`\tau `$ the expansion

$$K^{\text{GUE}}(\tau ,x)=\tau 2\pi ^2x^2\tau ^2+2\pi ^4x^4\tau ^3+\mathrm{}.$$
(39)
We examine in the following whether the perturbation by a point-like scatterer leads to universal correlations. For large parameter differences $`x`$ the parametric correlations for these systems cannot be expected to be universal. The treatment of a delta-scatterer by the method of self-adjoint extensions leads to a quantisation condition with the property that there is exactly one eigenvalue of the perturbed system within each pair of neighbouring eigenvalues of the unperturbed system. This puts a restriction to the movement of eigenvalues when the parameter is changed. For this reason, one can expect universal properties only for small parameter differences.

We choose first $`a`$ in (5) as parameter of the system. The two densities in (37) differ then only in the diffraction coefficient $`𝒟`$. As a consequence, the results for the parametric form factor can be obtained directly from the spectral form factor without further calculations. One has to express the contributions to the form factor, (16) and (4.5), in terms of $`𝒟_1`$ and $`𝒟_1^{}`$ and replace $`𝒟_1^{}`$ by $`𝒟_2^{}`$. For $`\beta =2`$ one obtains in this way

$`\stackrel{~}{K}_{\text{sc}}(\tau ,x)\stackrel{~}{K}_{\text{sc}}(\tau ,0)`$ $`{\displaystyle \frac{\tau ^2}{4}}[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}]+{\displaystyle \frac{\tau ^3}{32}}[(𝒟_1𝒟_2^{})^2`$
$`4i𝒟_1𝒟_2^{}(𝒟_1𝒟_2^{})4𝒟_1𝒟_14𝒟_2^{}𝒟_2^{}+8𝒟_1𝒟_2^{}]`$
$`={\displaystyle \frac{\tau ^2}{4}}\left[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}\right]+{\displaystyle \frac{\tau ^3}{32}}\left[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}\right]^2.`$ (40)
A first point to notice is that the parametric form factor in (5) is, in general, not real. This seems to be in contrast to the random matrix result (38) which is real. The reason for this lies, however, in the correct choice of the unfolding procedure. The definition (37) yields only the universal form factor in case that the mean density of states $`\overline{d}(E)`$ does not depend on the parameter of the system. However, in the present case the mean density changes slightly with the parameter $`x`$ of the system, and this leads to a slight shift of the spectrum with $`x`$ . As a consequence, the argument $`\eta `$ of the two-level correlation function is shifted, and its Fourier transform, the form factor, is multiplied by a term of the form $`e^{ic\tau }`$, where $`c`$ is determined by the shift of the levels. By rewriting (5) up to the considered order in $`\tau `$ in the form

$`\stackrel{~}{K}_{\text{sc}}(\tau ,x)\stackrel{~}{K}_{\text{sc}}(\tau ,0)`$ $`\left(\tau +{\displaystyle \frac{\tau ^2}{4}}\mathrm{Re}\left[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}\right]+{\displaystyle \frac{\tau ^3}{32}}\left(\mathrm{Re}\left[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}\right]\right)^2\right)`$
$`\times \mathrm{exp}\left({\displaystyle \frac{i\tau }{4}}\mathrm{Im}\left[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}\right]\right)\tau ,`$ (41)
one can extract the result that corresponds to a proper unfolding by dropping the exponential, and one obtains

$`K_{\text{sc}}(\tau ,x)K_{\text{sc}}(\tau ,0)`$ $`{\displaystyle \frac{\tau ^2}{4}}\mathrm{Re}\left[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}\right]+{\displaystyle \frac{\tau ^3}{32}}\left(\mathrm{Re}\left[𝒟_1𝒟_2^{}2i𝒟_1+2i𝒟_2^{}\right]\right)^2`$
$`={\displaystyle \frac{\tau ^2}{8}}|𝒟_1𝒟_2|^2+{\displaystyle \frac{\tau ^3}{128}}|𝒟_1𝒟_2|^4,`$ (42)
where (6) has been used.

A comparison with (39) shows that it has now the same form as the random matrix result. The remaining step is to connect the parameter $`a`$ with the universal parameter $`x`$. Since we consider small parameter differences, $`x`$ is given by $`x=\mathrm{\Delta }a\sigma _v`$, where $`\sigma _v`$ is the square root of the variance of the velocities with respect to the parameter $`a`$. In order to evaluate $`\sigma _v`$ we employ a semiclassical method  which expresses it in the form

$$\sigma _v^2=\left(\frac{\epsilon _n}{a}\right)^2_E=\underset{\eta 0}{lim}2\pi \eta \left[d_v^\eta (\epsilon )\right]^2_E,$$
(43)
where $`d_v^\eta `$ is a Lorentzian smoothed density of states, that is weighted by the velocities and expressed semiclassically by

$$d_v^\eta (\epsilon )=\underset{n}{}\frac{\epsilon _n}{a}\frac{1}{\pi }\frac{\eta }{(\epsilon \epsilon _n)^2+\eta ^2}\mathrm{Im}\frac{}{a}\underset{\gamma }{}\frac{A_\gamma }{\pi T_\gamma }\mathrm{exp}\left\{\frac{i}{\mathrm{}}S_\gamma \frac{\eta T_\gamma }{\mathrm{}\overline{d}(E)}\right\}.$$
(44)
Here $`\eta `$ is the width of the Lorentzian and all other quantities are defined as before.

For small parameter differences we can express the derivative of the diffraction coefficient with respect to $`a`$ by $`(𝒟_2𝒟_1)/\mathrm{\Delta }a`$. After inserting (44) into (43) the leading order contribution comes from single-diffractive orbits, and we evaluate the double sum in the diagonal approximation with the sum rule (13) and amplitudes (10)

$`\sigma _v^2`$ $`=\underset{\eta 0}{lim}{\displaystyle _0^{\mathrm{}}}\text{d}T{\displaystyle \underset{\gamma }{}}{\displaystyle \frac{\eta \mathrm{}\delta (TT_\gamma )}{4\pi ^2p_v^2\beta |M_{12}|}}{\displaystyle \frac{|𝒟_2𝒟_1|^2}{(\mathrm{\Delta }a)^2}}\mathrm{exp}\left\{{\displaystyle \frac{2\eta T_\gamma }{\mathrm{}\overline{d}(E)}}\right\}`$
$`=\underset{\eta 0}{lim}{\displaystyle _0^{\mathrm{}}}\text{d}T{\displaystyle \frac{\eta \mathrm{}}{\beta \mathrm{\Sigma }(E)}}{\displaystyle \frac{|𝒟_2𝒟_1|^2}{(\mathrm{\Delta }a)^2}}\mathrm{exp}\left\{{\displaystyle \frac{2\eta T}{\mathrm{}\overline{d}(E)}}\right\}`$
$`={\displaystyle \frac{2}{\beta }}{\displaystyle \frac{|𝒟_2𝒟_1|^2}{(4\pi \mathrm{\Delta }a)^2}},`$ (45)
For $`\beta =2`$, the universal parameter is given by $`x=\mathrm{\Delta }a\sigma _v=|𝒟_2𝒟_1|/(4\pi )`$, and after insertion into (5) we reproduce the random matrix result (39)

$$K_{sc}(\tau ,x)K_{sc}(\tau ,0)2\pi ^2x^2\tau ^2+2\pi ^4x^4\tau ^3.$$
(46)
For the GOE ensemble, the parametric density correlation function is given by a triple-integral which cannot be expressed in closed form . We consider here only the first-order correction for which the GOE-result can be obtained from the asymptotic form of the correlation function for long-range correlations in : $`K^{\text{GOE}}(\tau ,x)K^{\text{GOE}}(\tau ,0)2\pi ^2x^2\tau ^2`$. Again we find an agreement with the semiclassical result $`K_{sc}(\tau ,x)K_{sc}(\tau ,0)\tau ^2|𝒟_1𝒟_2|^2/4=2\pi ^2x^2\tau ^2`$.

## 6 Discussion

We have investigated in this article the influence of a point-like scatterer on the spectral statistics of quantum systems with chaotic classical limit. It has been shown that the modification of the form factor $`K(\tau )`$ due to the scatterer can be evaluated systematically in a semiclassical approximation. The expansion of the form factor in powers of $`\tau `$ corresponds on the semiclassical side to an expansion in the number of loops of the diffractive orbits. We have calculated off-diagonal contributions to the $`\tau ^2`$\- and $`\tau ^3`$-term, but the method can be extended to higher order terms.

The results lead to the conclusion that the delta-perturbation does not modify the form factor. Off-diagonal terms from pairs of different diffractive orbits and from pairs of diffractive and periodic orbits cancel exactly the diagonal terms from diffractive orbits. This requires the existence of correlations between different orbits. These correlations arise from pairs of orbits which are very close in coordinate space.

The results provide a support for the random-matrix conjecture. They imply, up to the considered order, that the statistics of chaotic systems are invariant under the perturbation by a point-like scatterer as is expected from universality. They show also that correlations between two energy spectra for different parameter values are universal, provided that the parameter difference is small. Furthermore, they indicate indirectly that the spectral statistics of the unperturbed system (and thus also of the perturbed system) are identical with those of random matrix theory. The reason for this is that independent results on the invariance of spectral statistics under a delta-perturbation are based on the assumption that the unperturbed energy levels and wave functions have random matrix distributions . Since the semiclassical results show this invariance for chaotic systems, the combination of both results provides a theoretical indication that chaotic systems follow the random matrix hypothesis.

Finally, the results are a support for the semiclassical method. They show that semiclassical approximations are capable to go beyond the leading term in $`\tau `$ and are an appropriate tool for investigating spectral statistics in the semiclassical limit.

I would like to thank K. Richter and P. Šeba for helpful discussions. After completion of this article I learned about work by E. Bogomolny, P. Leboeuf and C. Schmit  with related semiclassical results for the first-order correction.

## Appendix A Stability matrix for the motion in a magnetic field

The stability matrix $`\stackrel{~}{M}`$ of a trajectory determines infinitesimal orthogonal deviations from the final point of the trajectory in terms of the deviations from the initial point of the trajectory

$$\left(\begin{array}{c}\text{d}r_f\\ \text{d}p_f\end{array}\right)=\stackrel{~}{M}\left(\begin{array}{c}\text{d}r_i\\ \text{d}p_i\end{array}\right).$$
(47)
In systems with a magnetic field the momentum has the form $`𝒑=m𝒗+\frac{q}{c}𝑨(𝒓)`$, where $`q`$ is the charge of the particle and $`𝑨`$ is the vector potential. In this case it is often more convenient to consider a matrix $`M`$ that describes deviations of the velocities instead of those of the momenta. The relation between both matrices is given by

$$\left(\begin{array}{c}\text{d}r_f\\ m\text{d}v_f\end{array}\right)=M\left(\begin{array}{c}\text{d}r_i\\ m\text{d}v_i\end{array}\right),M=A_f^1\stackrel{~}{M}A_i,A_{i,f}=\left(\begin{array}{cc}1& 0\\ a_{i,f}& 1\end{array}\right),$$
(48)
where $`a_{i,f}=\frac{q}{c}(\widehat{n}_{i,f})(\widehat{n}_{i,f}𝑨(𝒓_{i,f}))`$, and $`\widehat{n}_{i,f}`$ is the direction orthogonal to the trajectory at the initial and final point of the trajectory, respectively. The matrix $`M`$ has unit determinant and satisfies $`M_{12}=\stackrel{~}{M}_{12}`$ and $`\mathrm{Tr}M=\mathrm{Tr}\stackrel{~}{M}+\stackrel{~}{M}_{12}(a_ia_f)`$. In cases where the initial and final points are identical and the initial and final velocities differ by a small angle $`\epsilon `$, the traces are identical in leading order of $`\epsilon `$. Since the semiclassical approximations in this article involve only $`\stackrel{~}{M}_{12}`$ and $`\mathrm{Tr}\stackrel{~}{M}2`$, we express all quantities in terms of $`M`$ instead of $`\stackrel{~}{M}`$, and we use also the term stability matrix for it.


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# No Ghost State in the Brane World

## I Introduction

Recently, there have been lots of interest in the phenomenon of localization of gravity proposed by Randall and Sundrum (RS)  (for previous relevant work see references therein). RS assume a single positive tension 3-brane and a negative bulk cosmological constant in the five dimensional spacetime. By considering metric fluctuations from a background which is isomorphic to sections of $`AdS_5`$, they have shown that it reproduces the effect of four dimensional gravity localized on the brane without the need to compactify the extra dimension due to the “warping” in the fifth dimensional space. In more detail, the solution to linearized equations in the five dimensions results in a zero mode, which can be identified with the four dimensional massless graviton, and the massive continuum Kaluza-Klein (KK) modes. Surprisingly, the wavefunctions of the massive continuum KK modes are suppressed at the brane for small energies, and thus ordinary gravity localized on the brane is reproduced at large distances.

On the other hand, Gregory, Rubakov and Sibiryakov (GRS)  have recently considered a brane model which is not asymptotically $`AdS_5`$, but Minkowski flat. In the GRS model, however, the ordinary 4D Newton potential is reproduced at intermediate scales only not because of the massless zero mode, but for the resonance of zero mass in the continuum KK spectrum . In Ref. , however, it is pointed out that the $`m_h0`$ limit of a massive graviton propagator does not reproduce the massless graviton propagator due to the missmatch of the number of polarizations. In this sense the GRS model of “quasi-localization” of gravity would differ from the RS model. Contrary to it, Csáki, Erlich and Hollowood  recently have argued that in the presence of localized source at $`z=0`$ the bending of the brane exactly compensates for the effects of the extra polarization in the massive graviton propagator. Thus the graviton propagator at intermediate scales is equivalent to the massless propagator of the Einstein theory just as in the RS scenario. However, at ultra large scales this effective theory includes scalar anti-gravity . This problem may be cured by the RG analysis . Also the authors in Ref.  point out that the mechanism to cancel the unwanted extra polarization leads to the presence of ghost. In order to have a well-defined theory, the ghost should disappear.

In this paper, we investigate the non-traceless metric fluctuations in the presence of uniform source along $`z`$-axis in the RS model. We introduce the trace field ($`h`$) here instead of $`\xi ^5`$ in Ref. . It shows that massive graviton modes contain ghost states which can be removed by assuming a further condition on the matter source. Our work corresponds to an alternative realization of the results in Ref. .

## II Linearized perturbations

The Randall-Sundrum model with a single domain wall (or brane)  perpendicular to the infinite fifth direction can be described by the following action:

$$I=d^4x_{\mathrm{}}^{\mathrm{}}𝑑z\left[\frac{1}{16\pi G_5}\sqrt{\widehat{g}}(\widehat{R}2\mathrm{\Lambda })\sqrt{\widehat{g}_B}\sigma (z)+_M\right].$$
(1)
Here $`G_5`$ is the five dimensional Newton’s constant, $`\mathrm{\Lambda }`$ the bulk cosmological constant of five dimensinal spacetime, $`\widehat{g}_B`$ the determinant of the metric describing the brane, and $`\sigma (z)=\sigma \delta (z)`$, $`\sigma `$ the tension of the brane. $`I_M=d^4x𝑑z_M`$ denotes the matter action, and it contributes only in the linearized level. In this paper, we use the signature $`(,+,+,+,+)`$.

If we introduce a conformal factor as follows

$$ds^2=\widehat{g}_{MN}dx^Mdx^N=H^2g_{MN}dx^Mdx^N,$$
(2)
the field equation becomes

$`G_{MN}+3{\displaystyle \frac{_M_NH}{H}}3g_{MN}\left[{\displaystyle \frac{_P^PH}{H}}2{\displaystyle \frac{_PH^PH}{H^2}}\right]`$ (3)
$`=8\pi G_5\left[{\displaystyle \frac{\mathrm{\Lambda }}{8\pi G_5H^2}}g_{MN}{\displaystyle \frac{\sqrt{g_B}}{\sqrt{g}}}{\displaystyle \frac{|H|}{H^2}}\sigma (z)g_{\mu \nu }\delta _M^\mu \delta _N^\nu {\displaystyle \frac{2}{\sqrt{\widehat{g}}}}{\displaystyle \frac{\delta I_M}{\delta \widehat{g}^{MN}}}\right]`$ (4)
with the Einstein tensor $`G_{MN}`$ constructed from the metric $`g_{MN}`$. Now it is straightforward to see that, in the absence of matter source except for the domain wall itself (i.e., $`\delta I_M/\delta \widehat{g}^{MN}=0`$), the most general solution having a four dimensional Poincaré symmetry is

$$ds^2=H^2(z)(\eta _{\mu \nu }dx^\mu dx^\nu +dz^2),$$
(5)
where $`H=k|z|+1`$, $`\mathrm{\Lambda }=6k^2(<0)`$, and $`\sigma =3k/4\pi G_5`$.

Let us consider metric fluctuations around this background spacetime as follows :

$$g_{MN}=\eta _{MN}+h_{MN}.$$
(6)
Defining $`\overline{h}_{MN}=h_{MN}\frac{1}{2}\eta _{MN}h`$ where $`h=\eta ^{MN}h_{MN}`$, the linearized perturbation equation of Eq. (4) is

$`{\displaystyle \frac{1}{2}}\mathrm{}\overline{h}_{MN}+_{(M}^P\overline{h}_{N)P}{\displaystyle \frac{1}{2}}\eta _{MN}^P^Q\overline{h}_{PQ}{\displaystyle \frac{3^PH}{2H}}(_Mh_{NP}+_Nh_{MP}_Ph_{MN})`$ (9)
$`3\eta _{MN}\left[\left({\displaystyle \frac{^P^QH}{H}}+2{\displaystyle \frac{^PH^QH}{H^2}}\right)h_{PQ}{\displaystyle \frac{^QH}{H}}^P\overline{h}_{PQ}\right]3\left({\displaystyle \frac{\mathrm{}H}{H}}2{\displaystyle \frac{_PH^PH}{H^2}}\right)h_{MN}`$
$`+8\pi G_5H^2\left\{{\displaystyle \frac{\mathrm{\Lambda }}{8\pi G_5}}h_{MN}+\right|H|\sigma \delta (z)\left[{\displaystyle \frac{1}{2}}(\eta ^{\alpha \beta }h_{\alpha \beta }\eta ^{PQ}h_{PQ})\eta _{\mu \nu }\delta _M^\mu \delta _N^\nu +\delta _M^\mu \delta _N^\nu h_{\mu \nu }\right]\}`$
$`=`$ $`8\pi G_5\stackrel{~}{T}_{MN},`$ (10)
where the linearized five dimensional matter source $`\stackrel{~}{T}_{MN}=\delta (2\delta I_M/\sqrt{\widehat{g}}\delta \widehat{g}^{MN})`$ is included, and $`\mathrm{}=\eta ^{MN}_M_N`$.

Taking the harmonic gauge condition,

$$^M\overline{h}_{MN}=0\mathrm{or}^Mh_{MN}=\frac{1}{2}_Nh,$$
(11)
the linearized field equation becomes

$`\mathrm{}\overline{h}_{MN}+3{\displaystyle \frac{_5H}{H}}(_Mh_{5N}+_Nh_{5M}_5h_{MN})+\eta _{MN}{\displaystyle \frac{12k^2}{H^2}}h_{55}`$ (12)
$`+{\displaystyle \frac{12k}{H}}\delta (z)\left[(h_{MN}\eta _{MN}h_{55})(h_{\mu \nu }{\displaystyle \frac{1}{2}}\eta _{\mu \nu }h_{55})\delta _M^\mu \delta _N^\nu \right]=16\pi G_5\stackrel{~}{T}_{MN}.`$ (13)
In the case of $`h=0`$ and $`\stackrel{~}{T}_{MN}=0`$, this leads to the equation (5) in Ref. . In components, it becomes

$`(\mathrm{}+3{\displaystyle \frac{_5H}{H}}_5)\overline{h}_{55}+{\displaystyle \frac{12k^2}{H^2}}\overline{h}_{55}({\displaystyle \frac{_5H}{H}}_5+{\displaystyle \frac{4k^2}{H^2}})\overline{h}=16\pi G_5\stackrel{~}{T}_{55},`$ (14)
$`(\mathrm{}+{\displaystyle \frac{12k}{H}}\delta (z))\overline{h}_{5\mu }+3{\displaystyle \frac{_5H}{H}}_\mu \overline{h}_{55}{\displaystyle \frac{_5H}{H}}_\mu \overline{h}=16\pi G_5\stackrel{~}{T}_{5\mu },`$ (15)
$`(\mathrm{}3{\displaystyle \frac{_5H}{H}}_5)\overline{h}_{\mu \nu }+3{\displaystyle \frac{_5H}{H}}(_\mu \overline{h}_{5\nu }+_\nu \overline{h}_{5\mu })+\eta _{\mu \nu }({\displaystyle \frac{12k^2}{H^2}}{\displaystyle \frac{6k}{H}}\delta (z))\overline{h}_{55}`$ (16)
$`+\eta _{\mu \nu }({\displaystyle \frac{_5H}{H}}_5{\displaystyle \frac{4k^2}{H^2}}+{\displaystyle \frac{2k}{H}}\delta (z))\overline{h}=16\pi G_5\stackrel{~}{T}_{\mu \nu },`$ (17)
where $`\overline{h}=\eta ^{MN}\overline{h}_{MN}=\frac{3}{2}h`$.

For longitudinal metric fluctuations (i.e., $`h_{55}=h_{5\mu }=0`$), one has

$$h=\eta ^{\mu \nu }h_{\mu \nu }+h_{55}=h_\mu ^\mu =\overline{h}_\mu ^\mu ,\overline{h}_{55}=\frac{1}{2}h_\mu ^\mu ,\overline{h}_{5\mu }=0,\overline{h}=3\overline{h}_{55}.$$
(18)
The harmonic gauge condition in Eq. (11) gives

$$^\mu \overline{h}_{\mu \nu }=0,_5\overline{h}_{55}=0.$$
(19)
Consequently, we have $`_5\overline{h}=_5h=_5h_\mu ^\mu =_5\overline{h}_\mu ^\mu =0`$. Using these results, we find from Eq. (15) that $`\stackrel{~}{T}_{5\mu }=0`$. And other two linearized equations become

$`\mathrm{}\overline{h}_{55}=16\pi G_5\stackrel{~}{T}_{55},`$ (20)
$`(\mathrm{}3{\displaystyle \frac{_5H}{H}}_5)\overline{h}_{\mu \nu }=16\pi G_5\stackrel{~}{T}_{\mu \nu }.`$ (21)
Acting $`^\mu `$ on Eq. (21) and using the gauge condition Eq. (19) lead to the source conservation law

$$^\mu \stackrel{~}{T}_{\mu \nu }=0.$$
(22)
This is a relic of the 4D general covariance on the brane. By taking the trace of Eq. (21), we also find

$$\mathrm{}_4h_\mu ^\mu =16\pi G_5\stackrel{~}{T}_\mu ^\mu \mathrm{with}\mathrm{}_4=\eta ^{\mu \nu }_\mu _\nu .$$
(23)
This means that the trace can propagate on the brane if one includes the matter source. Note, however, this corresponds to a massless scalar propagation. Considering $`h_\mu ^\mu =2\overline{h}_{55}`$, the consistency between Eq. (20) and Eq. (23) requires the following relation

$$\stackrel{~}{T}_{55}=\frac{1}{2}\stackrel{~}{T}_\mu ^\mu .$$
(24)
This is exactly the stabilization condition implemented in Refs. . From Eqs. (19) and (23) one obtains additional constraints as

$$_5\stackrel{~}{T}_\mu ^\mu =_5\stackrel{~}{T}_{55}=0.$$
(25)
For our purpose, let us choose here the uniform source along $`z`$-axis

$$\stackrel{~}{T}_{MN}=\left(\begin{array}{cc}\frac{T_{\mu \nu }(x)}{L}& 0\\ 0& \frac{T_{55}(x)}{L}\end{array}\right),$$
(26)
which satisfies Eq. (25). Here the size $`L`$ of the extra space is still finite as is shown by

$$L=2_0^{\mathrm{}}\sqrt{g_{55}}𝑑z=2_0^{\mathrm{}}\frac{dz}{kz+1}=\frac{2}{k}\mathrm{ln}[kz+1]|_0^{\mathrm{}}\frac{1}{k}.$$
(27)
We note that $`\mathrm{ln}[k\mathrm{}+1]`$ is still finite but it is very small compared with $`1/k`$. This is because $`k`$ is allowed for up to very small quantity as the Plank scale ($`10^{34}`$ cm). Then we find

$$8\pi G_5\stackrel{~}{T}_{MN}=8\pi G\left(\begin{array}{cc}T_{\mu \nu }(x)& 0\\ 0& T_{55}(x)\end{array}\right),$$
(28)
where $`G=G_5/L`$ is the four dimensional Newton’s constant.

Using Eq. (23), Eq. (21) takes the form

$$(\mathrm{}_4m_h^2)h_{\mu \nu }=16\pi G_5(\stackrel{~}{T}_{\mu \nu }\frac{1}{2}\eta _{\mu \nu }\stackrel{~}{T}),$$
(29)
where $`\stackrel{~}{T}=\eta ^{\rho \sigma }\stackrel{~}{T}_{\rho \sigma }=\stackrel{~}{T}_\rho ^\rho `$. Here the mass squared $`m_h^2`$ is defined by the Schrödinger-like equation

$$\left[\frac{1}{2}_5^2+\frac{15k^2}{8H^2}\frac{3k}{2H}\delta (z)\right]\psi (z)=\frac{1}{2}m_h^2\psi (z)$$
(30)
with $`h_{\mu \nu }(x,z)=H^{3/2}\psi (z)\widehat{h}_{\mu \nu }(x)`$.

Now we examine the graviton propagator on the brane at $`z=0`$ by considering only $`h_{\mu \nu }(x,0)\widehat{h}_{\mu \nu }(x)`$, which satisfies

$$(\mathrm{}_4m_h^2)\widehat{h}_{\mu \nu }=16\pi G(T_{\mu \nu }\frac{1}{2}\eta _{\mu \nu }T).$$
(31)
It requires the bilinear forms of the source with the inverse propagator to isolate the physical modes. As the present analysis is on the classical level, we express $`\widehat{h}_{\mu \nu }`$ in terms of source. Taking Fourier transformation to momentum space results in

$$\widehat{h}_{\mu \nu }(p)=\frac{16\pi G}{p^2+m_h^2}\left[T_{\mu \nu }(p)\frac{1}{2}\eta _{\mu \nu }T(p)\right].$$
(32)
Then the one graviton exchange amplitude for the source $`T_{\mu \nu }`$ is given by

$$A^{\mathrm{class}}=\frac{1}{4}\widehat{h}_{\mu \nu }(p)T^{\mu \nu }(p)=\frac{4\pi G}{p^2+m_h^2}(T^{\mu \nu }T_{\mu \nu }\frac{1}{2}T^2).$$
(33)
In order to study the massive states, it is best to use the rest frame  in which

$$p_10,p_2=p_3=p_4=0.$$
(34)
Considering Eqs. (22) and (34) leads to the following source relations

$$T_{11}=T_{12}=T_{13}=T_{14}=0.$$
(35)
Thus, one obtains

$$T^{\mu \nu }T_{\mu \nu }\frac{1}{2}T^2=|T_{+2}|^2+|T_2|^2+|T_{+1}|^2+|T_1|^2+T_{44}\left[\frac{1}{2}T_{44}(T_{22}+T_{33})\right],$$
(36)
where the first two terms correspond to the exchange of graviton with $`T_{\pm 2}=\frac{1}{2}(T_{22}T_{33})\pm iT_{23}`$, and the third and fourth terms are the exchange of the graviphoton with $`T_{\pm 1}=T_{24}\pm iT_{34}`$. We note here that the last term in the above equation is not positive definite. This means that there exist ghost states (negative norm states). However, if one requires

$$T_{44}=2(T_{22}+T_{33}),$$
(37)
one immediately finds that

$$T^{\mu \nu }T_{\mu \nu }\frac{1}{2}T^2=|T_{+2}|^2+|T_2|^2+|T_{+1}|^2+|T_1|^2$$
(38)
with all positive norm states.

In the limit of $`m_h^20`$, the graviphoton propagation can be decoupled from the brane . Hence we can neglect $`|T_{\pm 1}|^2`$-terms. Finally the amplitude takes the form

$$A_{m_h^20}^{\mathrm{class}}=\underset{m_h^20}{lim}\frac{4\pi G}{p_1^2+m_h^2}\left[|T_{+2}|^2+|T_2|^2\right],$$
(39)
which corresponds to the massless spin-2 amplitude. This is our key result. Although this is based on the second RS model, the results obtained above are directly applicable to the situation in the intermediate scales of the GRS model .

## III Discussion

We resolve the problem raised in the mechanism to cancel the unwanted extra polarization in the quasi-localization of gravity. This is done with introducing both the trace ($`h`$) and the uniform source ($`\stackrel{~}{T}_{MN}`$) at the linearized level. In the conventional RS approach, the trace ($`h`$) is just a gauge-dependent scalar and hence it can be gauged away. However, including the uniform matter source, this plays the role of $`\xi ^5`$ in the brane bending model . This is because $`h`$ ($`\xi ^5`$) satisfy the nearly same massless equations of $`\mathrm{}_4h=16\pi G_5\stackrel{~}{T}_\mu ^\mu `$ ($`\mathrm{}_4\xi ^5=\frac{8\pi G_5}{6}S_\mu ^\mu `$ in Ref. ). And the comparison of the equation $`\overline{h}_{\mu \nu }=h_{\mu \nu }\frac{1}{2}\eta _{\mu \nu }h`$ with $`\overline{h}_{\mu \nu }=h_{\mu \nu }^{(m)}+2k\eta _{\mu \nu }\xi ^5`$ in Ref.  confirms the close relationship between $`h`$ and $`\xi ^5`$.

If $`T_\mu ^\mu =0`$, one finds from Eq. (33) that the massive spin-2 states have 5 polarizations with all positive norm states . In the case of $`h0`$, $`T_\mu ^\mu 0`$, requiring the additional condition $`T_{44}=2(T_{22}+T_{33})`$ in Eq. (37), we find the massless spin-2 state with 2 polarizations in the limit of $`m_h^20`$. In this case the ghost states disappear.

Now we wish to comment a recent paper by Kogan and Ross . They require only $`\stackrel{~}{T}_{55}=\frac{1}{2}\stackrel{~}{T}_\mu ^\mu `$ in Eq. (24). This condition can be interpreted as follows: $`\stackrel{~}{T}_\mu ^\mu 2\stackrel{~}{T}_{55}`$ is the source for the scalar radion. In the case of a mechanism that stabilizes the extra dimension, the source for the constant mode of this scalar is identically zero. In our case this comes from the consistency between Eqs. (20) and (23) with $`h_\mu ^\mu =2\overline{h}_{55}`$. In Ref. , Kogan and Ross neither choose the massive frame of Eq. (34) nor use the source conservation law in Eq. (22). These two are essential steps for obtaining the massive spin-2 amplitude of Eq. (39). In the massless frame of $`p_1=p_4`$, $`p_2=p_3=0`$ with $`p^\mu T_{\mu \nu }=0`$ , $`T^{\mu \nu }T_{\mu \nu }\frac{1}{2}T^2`$ exactly reduces to $`|T_{+2}|^2+|T_2|^2`$ without the ghost states. But in the massive frame it leads to Eq. (36). Hence one finds the ghost states. To eliminate these, we require a further condition as Eq. (37).

We are still under the harmonic gauge in Eq. (11). We note that the expression for $`A^{\mathrm{class}}`$ is simplified by refering it to an appropriate Lorentz frame. Usually one chooses the rest frame $`p_\mu =(p,0,0,0)`$ to see the massive states . On the other hand, we use the light-cone frame of $`p_\mu =(p,0,0,p)`$ for the massless states. The ghost-free condition requires a further relation among diagonal elements of $`T_{MN}`$. We are free from the ghost provided that $`T_\mu ^\mu =3(T_{22}+T_{33})=2T_{55}`$.

Finally, we comment on our source $`T_{MN}`$ in Eq. (26). In the brane-bending approach , the authors choose a localized source on the brane as $`T_{\mu \nu }(x,z)=T_{\mu \nu }(x)\delta (z)`$. Here we choose $`\stackrel{~}{T}_{\mu \nu }(x,z)=T_{\mu \nu }(x)/L`$. But, up to the integration over $`z`$, these two expressions lead to the same one. In the case of “brane-bending,” the source is located on the brane at $`z=0`$ whereas our source is uniformly distributed along the extra dimension $`z`$.

## Acknowledgments

The authors thank Hyungwon Lee for helpful discussions. This work was supported by the Brain Korea 21 Programme, Ministry of Education, Project No. D-0025.


text:
# Electronic structure of polychiral carbon nanotubes

## I Introduction

Multiwall nanotubes (MWNT) have not attracted as much attention from the theoreticians as the single-wall carbon tubes did, although they may be useful in many applications. Multiwall nanotubes are obviously more complex than the one-layer tubules, which explains why the former are much less documented. As far as the electronic structure is concerned, calculations have already been performed for the simplest MWNTs, those made of non-chiral layers . The systems that were investigated in these works were all made of either zig-zag or armchair nanotubes, without mixing. The reason was simply that mixing nanotubes with incommensurate periods along their axis leads to an non-periodic system, which therefore precludes the use of Bloch theorem and makes the calculations more difficult. However, there are many indications from electron diffraction  and STM  that the layers in a multiwall nanotube often have different helicities with nearly random distribution.

The aim of the present paper is to investigate the electronic properties of polychiral nanotubes, namely multiwall structures mixing layers with different helicities. The motivation of this work is twofold. First, to find out in which way electronic states can be induced in the band gap of a semiconducting layer by its coupling to a metallic tube of different chirality. The resulting interlayer coupling varies from site to site in a pseudo-random manner that could be responsible for localization of the electronic wave functions. No such effects were found in the present study. The second motivation was to see whether the electronic local density of states of the external layer of a MWNT can reflect the atomic structure of the underlying layers, leading to a pattern that could be observed with an STM. In some cases, MWNT analyzed with the STM appear like graphite, where only every other two atoms of the external layer are clearly imaged. In other cases, there is a spatial modulation of the image intensity, most obviously because a perfect lattice coherence cannot be realized between two cylindrical graphitic sheets when the layers have different helicities. Our calculations show that, indeed, a site asymmetry of the STM image of a MWNT similar to that of graphite may appear, but this requires a special monochiral geometry like (5,5)@(10,10). In polychiral nanotubes, by contrast, there is no site asymmetry and no Moiré pattern in the STM images computed for bilayer systems. This conclusion is in agreement with recent STM images with atomic resolution obtained on MWNTs, although Moiré patterns have frequently been observed in other experiments as recalled here above.

All these effects were explored within a tight-binding description of the $`\pi `$ electronic states, using the methodology presented in section 2. The results on the local DOS calculations for nanotubes mixing semiconducting and metallic layers are given in sections 3-4, and the STM image simulations are reported to section 5. All the calculations were restricted to bilayer nanotubes to keep the computing load reasonable.

## II Methodology

Several two-wall nanotubes were generated on the computer, with the requirement that the layer radii differ by approximately 0.34 nm which corresponds to the observed interlayer distance in MWNTs. In the $`\pi `$-electron tight-binding Hamiltonian used, the first-neighbor C pairs within a same shell received a hopping interaction $`\gamma _0`$ = -2.75 eV. This value was used for consistency with previous calculations of ours. That value slightly underestimates a recent experimental estimation of $`\gamma _0`$ (-2.9 eV), which simply means that our energies should be scaled by a factor 1.05. This scaling does not alter any of the conclusions of the present work related to the interlayer interaction and STM imaging. The interlayer interactions were written as $`W\mathrm{cos}\varphi \mathrm{exp}[(d\delta )/L]`$ with $`d`$ the distance between the coupled atoms, $`\varphi `$ the angle between the $`\pi `$ orbitals on these two atoms, $`\delta `$ = 0.334 nm, and $`L`$ = 0.045 nm. Two values of $`W`$ where used to describe the graphite AA, BB or AB-like interactions: $`W`$ = 0.36 eV for the first two and $`W`$ = 0.16 eV for the latter. The range of the interlayer interactions was limited to a maximum distance $`d`$ = 0.39 nm. This parameters reproduce well first-principles calculations for MWNTs.

Local densities of states in the multiwall nanotubes were computed by the recursion method. This technique does not rely on the Bloch theorem. It gives rise to a continued-fraction development of the Green’s function diagonal elements in the complex energy plane, $`G_{ii}(z)=i|(zH)^1|i`$. For each atomic site $`i`$ of interest, $`n`$ = 500 levels of continued fraction were computed. When the continued fraction is truncated after $`n`$ levels, the resulting density of states is composed of $`n`$ Dirac delta peaks. With $`n1`$ levels, another set of $`n1`$ peaks is obtained. These two, interlaced sets were mixed with equal weights, and each delta peak was represented by a Gaussian function with standard deviation 0.023 eV (the band width, $`6|\gamma _0|`$, divided by $`\sqrt{2}n`$). Due to this broadening, all the singularities of the densities of states, including the band edges, are slightly smoothed out. Due to its smallness, this broadening should not alter a main conclusion of the work, namely the absence of localized states in the gap of the semiconducting layer.

The change of density of states brought about by the interlayer coupling is expected to be small. The first-order perturbation expression of the Green function is indeed $`G=G_0+G_0WG_0`$. The unperturbed Green function $`G_0`$ is made of blocks corresponding to the individual layers that $`W`$ couples together. Due to that structure, all the diagonal elements of $`G_0WG_0`$ are zero, which means that the density of states is not perturbed at first order in the interlayer interaction.

STM image simulations of multiwall nanotubes were performed for comparison with experiment. These calculations are based on a simple tight-binding theory of the STM current

$$I=(2\pi )^2\frac{e}{h}_{E_F^seV}^{E_F^s}𝑑En_t(E_F^tE_F^s+eV+E)\underset{i,i^{}s}{}v_{ti}v_{ti^{}}^{}n_{ii^{}}^s(E)$$

where the $`E_F`$’s are the Fermi levels of the tip (t) and sample (s) and $`V`$ is the tip–sample bias potential. The tip is treated as a single atom with an s orbital and a Gaussian density of states $`n_t(E)`$. $`v_{ti}`$ is the tight-binding hopping interaction between the tip atom and $`\pi `$ orbital located on site $`i`$ of the nanotube sample, and $`n_{ii^{}}^s(E)=(1/\pi )\text{ Im }G_{ii^{}}^s(E)`$. The Green function elements $`G_{ii^{}}`$ of the nanotube were computed by recursion with 200 continued-fraction levels that give converged results for the present imaging studies. Similarly to the density of states calculations, a small imaginary part was added to the energy to force the convergence.

## III Metal-semiconductor nanotubes

We first consider two-wall nanotubes having a metal at the inner shell and a semiconductor at the outer shell. Table I gives a few such metal-semiconductor nanotubes. The first system mixes an armchair and a zig-zag nanotube. Although these two nanotubes are non-chiral, their chiral angles differ by 30, their translation periods differ by a factor of $`\sqrt{3}`$, and the combined system may be described as polychiral. The next three nanotubes of table I are real polychiral systems. By contrast, the fifth nanotube is monochiral since its layers have the same helicity. Hence, the two layers in the (15,-6)@(15,10) nanotube have the same Bravais period but have opposite chiral angles. This last nanotube differs from the fourth one by the fact the inner layers (15,-6) and (9,6) are enantiomers.

Local density of states in the external layer were computed in a slice of 0.2 nm height, which contained between 32 and 40 atoms, depending on the nanotube. Although the coupling to the inner layer varies from site to site, all the atoms of the external layer were found to have pretty much the same density of states.

For all the polychiral nanotubes investigated, the density of states of the semiconducting layer was found to be weakly affected by its coupling to the inner metallic layer, at least in an interval between -1 and +1 eV (the zero of energy is always considered to be at the Fermi level). In that interval of energy, the metallic tube presents a constant density of states – hereafter called the metallic plateau – with no van Hove singularities. Fig. 1(a), which concerns with (15,-6)@(15,10), is a typical example of this effect. As compared to the single-wall (15,10) nanotube (dashed curve), there is a minute downshift of the bottom of the conduction band of the semiconducting layer (full curve), whereas the top of the valence band does not move. The shapes of the gap edges are not modified. If the hopping interactions between the layers introduce a tailing of the valence and conduction states inside the gap, the decay will take place in an energy range shorter than the peak broadening used (0.023 eV). The metallic layer induces a few states in the band gap of the semiconductor (the total number of states in the band gap is 0.42$`\times 10^4`$ per atom of the semiconducting layer, see table I). The density of states in the gap region is approximately uniform and very small.

The interlayer coupling is much more efficient in the monochiral (9,6)@(15,10) nanotube, as shown in fig. 1(b). The density of states in the band gap region is approximately five times larger than in fig. 1(a) and reaches 2.5% of that of the metallic layer. It must be stressed out that both nanotubes in fig. 1 exhibit exactly the same electronic structure when the interlayer coupling is switched off. In other words, all the differences between the full curves in figs. 1(a) and (b) come out from the different environments the (15,10) layer feel in both systems. The monochiral tubes constitute a particular case in which the electronic properties are much affected by specific symmetries in MWNTs, both as pseudogaps in the local density of states or as a change in the intensity of every two atom of the STM image (see below). A change of the width of the metallic gap was also found in the case of commensurate three-wall armchair tubes.

## IV Semiconductor-metal nanotubes

We now consider two-wall nanotubes having the semiconducting layer at the interior and the metallic layer outside. A list of such nanotubes which mix different helicities is given in table II. Local density of states in the inner layer were computed in a slice of 0.3 nm height, which contained between 24 and 32 atoms depending on the nanotube. Here again, the fluctuations of densities of states in the semiconducting layer, although two times as large as in Sect. III, remained small (see table II). The local densities of states were then averaged as before.

The ratio between the band gap of the semiconductor and the width of the metallic plateau of the metal is now approximately 2:3, instead of 1:6 as for the previous configurations (Sect. III). For instance, the metallic plateau of the (10,10) nanotube is bounded by two Van Hove singularities at $`E=\pm `$0.9 eV. These singularities can be seen in the density of states of the (6,4) layer in the (6,4)@(10,10) bilayer (fig. 2(a)). In the conduction band for instance, the singularity leads to a resonance followed by an anti-resonance. This kind of structure was frequently observed among the nanotubes of table II. In a systematic way, also, the band gap of the semiconductor is reduced by the coupling to the outer layer: the top of the valence band has moved upwards by approximately 0.03 eV.

As shown in fig. 2(a), the density of states in the band gap of the inner semiconducting tube is small, but still significantly higher than in fig. 1(a) for instance. The difference between these two situations is that the semiconducting layer is now at the interior rather than at the exterior, and the inner layer is more perturbed than the outer one. Indeed the average numbers of intersheet bonds per atom in layers 1 and 2 are inversely proportional to the number of atoms in these layers. Since there are approximately two times less atoms in the inner shell than in the outer (for those systems we are investigating), the interlayer coupling is two times more efficient on layer 1 than on layer 2. Since, in addition, the (6,4) semiconductor has a larger band gap than those of the semiconducting layers of table I (due to its smaller diameter), the number of states in the gap has increased. As revealed by table II, the number of states in the gap looks remarkably constant for all the nanotubes examined, around 2.3$`\times 10^4`$ per atom.

As for the metallic layer, one can hardly see any change in its density of states around the Fermi level (fig. 2(b)). The site-to-site fluctuations of densities of states near the Fermi level are less than 1% of the (10,10) density of states at $`E_F`$. This kind of weak disorder, here due to the coupling with a chiral nanotube, is small but is perhaps sufficient to affect the transport properties of a MWNT in the weak localization regime. Clear effects of the coupling to the inner layer appear below -0.5 eV and above +0.5 eV, where the (6,4) nanotube has its band edges. It is clear from this example that the amplitudes of the Van Hove singularities at $`E=\pm `$0.9 eV are reduced as compared with the single-wall nanotube. This is due to the breaking of the translational symmetry brought about by the coupling between layers of different chiralities.

## V Simulation of the STM image of two-wall nanotubes

Several constant-current STM images of multiwall nanotubes show intensity or contrast modulations. Such modulations have been interpreted as being a Moiré pattern formed by the atomic structure of the last two layers. In graphite, Moiré pattern effects have clearly been identified with an STM in regions where the last layer was folded back on the surface with a misorientation of its crystallographic directions.

As pointed out in the previous sections, the local DOS show only little variations on going from one site to another in a multiwall nanotube. To quantify that property, the fluctuations (rms) of the local DOS were computed on a chain of 25 first-neighbor atoms located as close as possible to a generator of the external layer. These atoms were selected because they would be probed in a scan of the topmost part of the nanotube by a STM tip. The DOS fluctuations, averaged over the energy interval (-1,+1) eV, are listed in the last row of tables I and II. They are small, less than 1% of the mean density of states. According to these data, the spatial variations of the density of states in polychiral nanotubes cannot explain the modulations of the STM image intensity.

Fig. 3 is a simulation of the STM image of (6,6)@(19,0) computed with the methodology described in section II. The tip is at a potential of 0.5 V with respect to the sample. For that polarity, the most prominent features in the STM image of the semiconducting (19,0) layer are the CC bonds not parallel to the axis, which appear as bright stripes at 60 to the axis. All along the portion of nanotube displayed, the periodicity of the image is that ($`\sqrt{3}a`$, with $`a`$ the lattice parameter of graphene) of the external zig-zag layer. There is no visible sign of the underlying armchair nanotube with its shorter period $`a`$. The topographic line cut shown at the bottom of fig. 3 clearly proves that statement. The sharp minima of the curve correspond to the centers of the hexagons. The apparent variations of their depth are due to the pixel discretization. The maxima correspond to the atoms, the secondary minima are at the center of the CC bonds parallel to the axis.

Nothing similar to a Moiré pattern appears in the computed STM image of fig. 3 nor in the simulations we carried out for other polychiral nanotubes. However, these patterns occur occasionally in the experimental images of multiwall nanotubes, as reported above. It is not impossible that a mechanical deformation of outer layer of the tube caused by the STM tip induces metallic islands (with a much larger density of states) at special places where the layers are in suitable registry. The pressure of the tip may also induce better electric contact with the substrate at some places, leading to a larger tunneling current.

The atoms in fig. 3 all look the same, unlike the case of multilayer graphite where the STM current at low bias ($``$ 0.1 V) shows a strong site asymmetry. This asymmetry is already present with two layers only, since the coupling makes the atoms having a neighbor underneath different from those that have not (A and B atoms, respectively).

In a multiwall nanotube, it is impossible to realize the same stacking as in natural graphite all around the cross section. However, at least one multiwall nanotube exists where the topographic STM image is predicted to look like that of graphite. This case is (5,5)@(10,10). This system is known to exhibit small pseudo-gaps near $`E_F`$ as the consequence of avoided band crossings  for relative tube orientations such that the mirror planes of (5,5) do not coincide with those of (10,10). Local DOS calculations then show that the atoms (of the external layer) are not equivalent, at least in a small interval around the Fermi level. Interestingly, first-neighbor atoms have a peak or a deep at $`E_F`$, alternatively, very much like in graphite where the A and B atoms alternate. This effect is shown in fig. 4. The explanation of this bi-partition of the honeycomb lattice is presented in the Appendix. A consequence of it is that the STM image of the (5,5)@(10,10) nanotube at low bias resembles that of graphite, with maxima of protrusion on every other two atoms (those with the largest DOS at $`E_F`$), see fig. 5. However, for other relative orientations of the tubes, no bipartition effect is observed (in agreement with first-principle calculations ). What is special about (5,5)@(10,10) is that this system has at least a five-fold common symmetry. In (6,6)@(11,11) for instance, there is no axial symmetry, which destroys the effects of the interlayer coupling on the DOS around the Fermi level, very much like in polychiral nanotubes. The resulting intertube interaction averaging reduces any symmetry related feature such as the opening of pseudo-gaps and the bipartition of the honeycomb lattice. The STM image of (6,6)@(11,11) is then similar to that of the isolated single-wall (11,11) nanotube (see fig. 5). With other metallic nanotubes such as (7,4)@(12,9) which we also have examined, some variations of the local DOS from one atom to the other were detected in the metallic plateau, but these were two small to lead to a clear site asymmetry in the STM image.

The property that (5,5)@(10,10) presents a site asymmetry that depends on the relative orientation of the layers can be illustrated by giving a uniform torsion to the (10,10) nanotube. At regular intervals along the axis, the planes that bisect the CC bonds perpendicular to the axis of (10,10) coincide with the mirror planes of (5,5) ($`C_{5v}`$ symmetry, no site asymmetry). Away from these positions, the local symmetry of the atomic structure is lower and the two-site asymmetry of the DOS should come out and reach a maximum in between.

The twist is equivalent to applying a shear of the honeycomb network, which affects the bond lengths and opens a small gap at the Fermi level. The calculations were performed for a twist of 1.5 (shear strain) corresponding to a torsion angle of 2.2/nm, which leads to a band gap of 0.25 eV (the $`\gamma _0`$ parameter was scaled according to a $`d^2`$ law, with $`d`$ the bond length). In the (5,5)@(10,10) distorted nanotube, the local DOS of the twisted (10,10) layer has a peak near the Fermi energy induced by the interactions with the inner (5,5) nanotube (fig. 6(b)). The shear also affects the Brillouin zone of the rolled-up graphene sheet, which moves the Fermi points of the twisted (10,10) nanotube away from those of the (5,5) layer. As a consequence, the minigaps of the bilayer are no longer located at the center of the metallic plateau (where the semiconducting gap of the twisted nanotube has opened) but are shifted 0.25 eV on both sides of the Fermi level. As can be seen in fig. 6(a), the DOS features in the mini-gaps at $`\pm 0.25`$ eV resemble the two-site asymmetry observed near $`E_F`$ in fig. 4 for the perfect (5,5)@(10,10), except that the magnitude of the asymmetry now varies along the tube. The DOS curves in fig. 6(a) correspond to 25 successive atoms along a longitudinal zig-zag chain on the external tube. The curves at the center look all the same, where the local symmetry of the (5,5)@(10,10) distorted nanotube is close to $`C_{5v}`$. By contrast, the curves at the bottom and at the top have peaks and deeps at $`E=\pm `$0.25 eV that alternate from one site to the next. The local symmetry has been changed to $`C_5`$ in these regions. The modulation of the degree of unequivalence between the atoms is due to the continuous change of the local symmetry along the nanotube axis. Unfortunately, this modulation did not appear clearly in the STM images that we computed for bias potentials of $`0.3`$ and $`+0.3`$ V. The reason is that the expression of the STM current (sect. II) is an integral of the Green’s function elements over the bias window, to which the site-dependent features in the density of states in fig. 6(a) contribute little. However, these features might be observed by current imaging tunneling spectroscopy.

## VI Conclusion

Two-wall nanotubes mixing metallic and semiconducting layers retain the basic properties of the uncoupled constituents, as shown previously for monochiral nanotubes. The intertube interactions induce a small continuous distribution of states in the band gap of the semiconducting layer. The electronic states near the Fermi level come from the metallic tube and they will dominate the transport properties in the weak localization regime. Constant-current STM images computed for polychiral nanotubes are pretty much the same as the ones obtained on the isolated external layer. It is only in the case of monochiral and commensurate structures like (5,5)@(10,10) that interlayer effects can be seen in the STM topography. The interlayer coupling gives rise to a site asymmetry in the STM image at low voltage ($``$0.1 V), similar to that obtained on multilayer graphite. This site bipartition is maximum when the symmetry of the two-wall nanotube is reduced to $`C_5`$, and it disappears when the symmetry is higher. The site asymmetry also disappears in relationally-incommensurate nanotubes like (6,6)@(11,11). In polychiral nanotubes, there is no site asymmetry and no Moiré patterns appear in the computed STM images. From the few cases we have investigated, it can be concluded that the superstructures often observed in the STM images of MWNTs cannot be ascribed to pure electronic effects.

###### Acknowledgements.

This work has been partly funded by the interuniversity research project on reduced dimensionality systems (PAI P4/10) of the Belgian Office for Scientific, Cultural and Technical affairs, the EU NAMITECH contract: ERBFMRX-CT96-0067 (DG12-MITH) and by a JCyL (Grant: VA28/99). The authors acknowledge Laszlo P. Biró for helpful discussions.

## Appendix: Multi-wall armchair nanotubes

In a single-wall armchair nanotube, the two bands that cross each-other at the Fermi level correspond to the irreducible representation $`A_1`$ and $`A_2`$ of the symmetry group $`C_{5v}`$ of the wave function for a general Bloch wave vector $`k`$. These wave functions are respectively symmetric and antisymmetric upon a reflection on the “vertical” mirror planes that bisect the CC bonds perpendicular to the nanotube axis. When all curvature effects are neglected in the Hamiltonian as here, the Fermi wave vector is independent on the tube diameter. This means that in a two-wall nanotube such as (5,5)@(10,10), the states at the Fermi points have a fourfold degeneracy when the interlayer coupling is ignored. In the presence of the coupling, the wave functions adapted to the perturbation $`W`$ are linear combinations of the four Fermi states $`\psi _1^i`$, $`\psi _2^i`$, $`\psi _1^e`$, and $`\psi _2^e`$ of the internal and external layers (upper indices $`i`$ and $`e`$) corresponding to $`A_1`$ and $`A_2`$ symmetries (lower indices 1 and 2). These combinations of states diagonalize the perturbation matrix

$$\left(\begin{array}{cccc}0\hfill & 0\hfill & w_{11}^{ie}\hfill & w_{12}^{ie}\hfill \\ 0\hfill & 0\hfill & w_{21}^{ie}\hfill & w_{22}^{ie}\hfill \\ w_{11}^{ei}\hfill & w_{12}^{ei}\hfill & 0\hfill & 0\hfill \\ w_{21}^{ei}\hfill & w_{22}^{ei}\hfill & 0\hfill & 0\hfill \end{array}\right)$$

where $`w_{12}^{ie}=\psi _1^i|W|\psi _2^e`$, etc. In any case, the perturbation is sufficient to split off the degeneracy of the Fermi states. In general, also, the eigenvector of the perturbation matrix will mix the four Fermi states. This means in particular that the perturbed wave functions at the Fermi level mix the $`\psi _1^e`$ and $`\psi _2^e`$ states of the external layer. By mixing these states, which are respectively even and odd with respect to the center of each CC bond, one forms a disymmetric combination. As a result, there are now two kinds of unequivalent atoms in each layer, as shown by the density of states in fig. 4, which explains the site asymmetry of the computed STM images.

An exception to this explanation arises when the four matrix elements of the kind $`w_{12}^{ie}`$ along the ascending diagonal vanish for symmetry reason. This takes place when the symmetry of the two-wall nanotube preserves the mirror planes of the inner layer. Then, $`A_1`$ and $`A_2`$ remain valid irreducible representations of the symmetry group of the coupled system, band crossings remain allowed, and there is no pseudo-gap formation in the density of states. This also means that the site asymmetry of the STM image disappears. For the (5,5)@(10,10) nanotube, this happens with $`C_{5v}`$, $`D_{5h}`$ and $`D_{5d}`$ configurations of the layers. The latter configuration corresponds to the minimum of the total energy of the nanotube.

In the case where the two nanotubes have no axial symmetry in common, such as for instance with (6,6)@(11,11), all band crossings are avoided and two kinds of unequivalent atoms are formed in each layer, as above. However, due to a cancellation effect, all the elements in the perturbation matrix are found to be small except the ones derived from the totally-symmetric states, $`w_{11}^{ie}`$ and $`w_{11}^{ei}`$. In practice, then, all the atoms look equivalent. Also, the pseudo-gaps near the Fermi level are much weaker than for the (5,5)@(10,10) case.