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# 1. Introduction

## 1. Introduction

Although the biological, social, and economic world are full of self-organization phenomena, many people believe that the dynamics behind them is too complex to be modelled in a mathematical way. Reasons for this are the huge number of interacting variables, most of which cannot be quantified, plus the assumed freedom of decision-making or large fluctuations within biological and socio-economic systems. However, in many situations, the living entities making up these systems decide for some (more or less) optimal behavior, which can make the latter describable or predictable to a certain extend \[?, ?, ?, ?, ?, ?, ?, ?, ?, ?\]. This is even more the case for the behavior shown under certain constraints like, for example, in pedestrian or vehicle dynamics \[?, ?, ?\]. While pedestrians or vehicles can move freely at small traffic densities, at large densities the interactions with the others and with the boundaries of the street confines them to a small spectrum of moving behaviors. Consequently, empirical traffic dynamics can be reproduced by simulation models surprisingly well \[?, ?, ?, ?, ?, ?, ?\].

In this connection, it is also interesting to mention some insights gained in statistical physics and complex systems theory: Non-linearly interacting variables do not change independently of each other, and in many cases there is a separation of the time scales on which they evolve. This often allows to “forget” about the vast number of rapidly changing variables, which are usually determined by a small number of “order parameters” and treatable as fluctuations \[?, ?\]. In the above mentioned examples of traffic dynamics, the order parameters are the traffic density and the average velocity of pedestrians or vehicles.

Another discovery is that, by proper transformations or scaling, many different models can by mapped onto each other, i.e. they behave basically the same \[?, ?, ?, ?\]. That is, a certain class of models displays the same kinds of states, shows the same kinds of transitions among them, and can be described by the same “phase diagram”, displaying the respective states as a function of some “control parameters” \[?, ?\]. We call such a class of models a “universality class”, since any of these models shows the same kind of “universal” behavior, i.e., the same phenomena. Consequently, one usually tries to find the simplest model having the properties of the universality class. While physicists like to call it a “minimal model”, “prototype model”, or “toy model”, mathematicians named the corresponding mathematical equations “normal forms” \[?, ?, ?, ?\].

Universal behavior is the reason of the great success of systems theory \[?, ?, ?\] in comparing phenomena in seemingly completely different systems, like physical, biological, or social ones. However, since these systems are composed of different entities and their corresponding interactions can be considerably different, it is not always easy to identify the variables and parameters behind their dynamics. It can be helpful to take up game-theoretical ideas, here, quantifying interactions in terms of payoffs \[?, ?, ?, ?, ?, ?, ?, ?\]. This can be applied to positive (profitable, constructive, cooperative, symbiotic) or negative (competitive, destructive) interactions in socio-economic or biological systems, but to attractive and repulsive interactions in physical systems as well \[?\].

In the following, we will investigate a simple model for interactive motion in space allowing to describe (i) various self-organized agglomeration phenomena, like settlement formation, and segregation phenomena, like ghetto formation, emerging from different kinds of interactions and (ii) fluctuation-induced ordering or self-organization phenomena.

Noise-related phenomena can be quite surprising and have, therefore, recently attracted the interest of many researchers. For example, we mention stochastic resonance \[?\], noise-driven motion \[?, ?\], and “freezing by heating” \[?\].

The issue of order through fluctuations has already a considerable history. Prigogine has discussed it in the context of structural instability with respect to the appearance of a new species \[?, ?\], but this is not related to the approach considered in the following.

Moreover, since both, the initial conditions and the interaction strengths in our model are assumed independent of the position in space, the fluctuation-induced self-organization discussed later on must be distinguished from so-called “noise-induced transitions” as well, where we have a space-dependent diffusion coefficient which can induce a transition \[?\].

Although our model is related to diffusive processes, it is also different from reaction-diffusion systems that can show fluctuation-induced self-organization phenomena known as Turing patterns \[?, ?, ?, ?, ?, ?\], which are usually periodic in space. The noise-induced self-organization that we find seems to have (i) no typical length scale and (ii) no attractor, since our model is translation-invariant. This, however, is not yet a final conclusion and still subject to investigations.

We also point out that, in the case of spatial invariance, self-organization directly implies spontaneous symmetry-breaking, and we expect a pronounced history-dependence of the resulting state. Nevertheless, when averaging over a large ensemble of simulation runs with different random seeds, we again expect a homogeneous distribution, since this is the only result compatible with translation invariance.

Finally, we mention that our results do not fit into the concept of noise-induced transitions from a metastable disordered state (local optimum) to a stable ordered state (global optimum), which are, for example, found for undercooled fluids, metallic glasses, or some granular systems \[?, ?, ?\].

## 2. Discrete Model of Interactive Motion in Space

Describing motion in space has the advantage that the essential variables like positions, densities, and velocities are well measurable, which allows to calibrate, test, and verify or falsify the model. Although we will focus on motion in “real” space like the motion of pedestrians or bacteria, our model may also be applied to changes of positions in abstract spaces, e.g. to opinion changes on an opinion scale \[?, ?\]. There exist, of course, already plenty of models for motion in space, and we can mention only a few \[?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?\]. Most of them are, however, rather specific for certain systems, e.g., for fluids or for migration behavior.

For simplicity, we will restrict the following considerations to a one-dimensional space, but a generalization to higher dimensions is straightforward. The space is divided into $`I`$ equal cells $`i`$ which can be occupied by the entities. We will apply periodic boundary conditions, i.e. the space can be imagined as a circle. In our model, we group the $`N`$ entities $`\alpha `$ in the system into homogeneously behaving subpopulations $`a`$. If $`n_i^a(t)`$ denotes the number of entities of subpopulation $`a`$ in cell $`i`$ at time $`t`$, we have the relations

$$\underset{i}{}n_i^a(t)=N_a,\underset{a}{}N_a=N.$$
(1)
We will assume that the numbers $`N_a`$ of entities belonging to the subpopulations $`a`$ do not change. It is, however, easy to take additional birth and death processes and/or transitions of individuals from one subpopulation to another into account \[?\].

In order not to introduce any bias, we start our simulations with a completely uniform distribution of the entities in each subpopulation over the $`I`$ cells of the system, i.e., $`n_i^a(0)=n_{\mathrm{hom}}^a=N_a/I`$, for which we choose a natural number. At times $`t\{1,2,3,\mathrm{}\}`$, we apply the following update steps, using a random sequential update (although a parallel update is possible as well, which is more efficient \[?, ?\], but normally less realistic \[?\] due to the assumed synchronous updating):

1st step: For updating of the state of entity $`\alpha `$, given it is a member of subpopulation $`a`$ and located in cell $`i`$, determine the so-called (expected) “success” according to the formula

$$S_a(i,t)=\underset{b}{}P_{ab}n_i^b(t)+\xi _\alpha (t).$$
(2)
Here, $`P_{ab}`$ is the “payoff” in interactions of an entity of subpopulation $`a`$ with an entity of subpopulation $`b`$. The payoff $`P_{ab}`$ is positive for attractive, profitable, constructive, or symbiotic interactions, while it is negative for repulsive, competitive, or destructive interactions. Notice that $`P_{ab}`$ is assumed to be independent of the position (i.e., translation invariant), while the total payoff $`_bP_{ab}n_i^b(t)`$ due to interactions depends on the distribution of entities over the system. The latter is an essential point for the possibility of fluctuation-induced self-organization. We also point out that, in formula (2), pair interactions are restricted to the cell in which the individual is located. Therefore, we do not assume spin-like or Ising-like interactions, in contrast to other quantitative models proposed for the description of social behavior \[?, ?\].

The quantities $`\xi _\alpha (t)`$ are random variables allowing to consider individual variations of the success, which may be “real” or due to uncertainty in the evaluation or estimation of success. In our simulation program, they are uniformly distributed in the interval $`[0,D_a]`$, where $`D_a`$ is the fluctuation strength (not to be mixed up wich a diffusion constant). However, other specifications of the noise term are possible as well.

2nd step: Determine the (expected) successes $`S_a(i\pm 1,t)`$ for the nearest neighbors $`(i\pm 1)`$ as well.

3rd step: Keep entity $`\alpha `$ in its previous cell $`i`$, if $`S_a(i,t)\mathrm{max}\{S(i1,t),S(i+1,t)\}`$. Otherwise, move to cell $`(i1)`$, if $`S(i1,t)>S(i+1,t)`$, and move to cell $`(i+1)`$, if $`S(i1,t)<S(i+1,t)`$. In the remaining case $`S(i1,t)=S(i+1,t)`$, jump randomly to cell $`(i1)`$ or $`(i+1)`$ with probability 1/2.

If there is a maximum density $`\rho _{\mathrm{max}}=N_{\mathrm{max}}/I`$ of entities, overcrowding can be avoided by introducing a saturation factor

$$c(j,t)=1\frac{N_j(t)}{N_{\mathrm{max}}},N_j(t)=\underset{a}{}n_j^a(t),$$
(3)
and performing the update steps with the generalized success

$$S_a^{}(j,t)=c(j,t)S_a(j,t)$$
(4)
instead of $`S_a(j,t)`$, where $`j\{i1,i,i+1\}`$. The model can be also easily extended to include long distance interactions, jumps to more remote cells, etc. (cf. Section 5).

## 3. Simulation Results

We consider two subpopulations $`a\{1,2\}`$ and $`N_1=N_2=100`$ entities in each subpopulation, which are distributed over $`I=20`$ cells. The payoff matrix $`(P_{ab})`$ will be represented by the vector $`𝑷=(P_{11},P_{12},P_{21},P_{22})`$, where we will restrict ourselves to $`|P_{ab}|\{1,2\}`$ for didactical reasons. For symmetric interactions between subpopulations, we have $`P_{ab}=P_{ba}`$, while for asymmetric interactions, there is $`P_{ab}P_{ba}`$, if $`ab`$. For brevity, the interactions within the same population will be called self-interactions, those between different populations cross-interactions.

To characterize the level of self-organization in each subpopulation $`a`$, we can, for example, use the overall successes

$$S_a(t)=\frac{1}{I^2}\underset{i}{}\underset{b}{}n_i^a(t)P_{ab}n_i^b(t),$$
(5)
the variances

$$V_a(t)=\frac{1}{I^2}\underset{i}{}[n_i^a(t)n_{\mathrm{hom}}^a]^2,$$
(6)
or the alternation strengths

$$A_a(t)=\frac{1}{I^2}\underset{i}{}[n_i^a(t)n_{i1}^a(t)]^2.$$
(7)
### 3.1. Symmetric Interactions

By analogy with a more complicated model \[?\] it is expected that the global overall success $`S(t)=_aS_a(t)`$ is an increasing function in time, if the fluctuation strengths $`D_a`$ are zero. However, what happens at finite noise amplitudes $`D_a`$ is not exactly known. One would usually expect that finite noise tends to obstruct or suppress self-organization, which will be investigated in the following.

We start with the payoff matrix $`𝑷=(2,1,1,2)`$ corresponding to positive (or attractive) self-interactions and negative (or repulsive) cross-interactions. That is, entities of the same subpopulation like each other, while entities of different subpopulations dislike each other. The result will naturally be segregation (“ghetto formation”) \[?, ?\], if the noise amplitude is small. However, segregation is suppressed by large fluctuations, as expected (see Fig. 1).

However, for medium noise amplitudes $`D_a`$, we find a much more pronounced self-organization (segregation) than for small ones (compare Fig. 2 with Fig. 1). The effect is systematic insofar as the degree of segregation (and, hence, the overall success) increases with increasing noise amplitude, until segregation breaks down above a certain critical noise level.

Let us investigate some other cases: For the structurally similar payoff matrix $`(1,2,2,1)`$, we find segregation as well, which is not surprising. In contrast, we find agglomeration for the payoff matrices $`(1,2,2,1)`$ and $`(2,1,1,2)`$. This agrees with intuition, since all entities like each other in these cases, which makes them move to the same places, like in the formation of settlements \[?\], the development of trail systems \[?, ?, ?\], or the build up of slime molds \[?, ?\]. More interesting is the case corresponding to the payoff matrix $`(1,2,2,1)`$, where the cross-interactions are positive (attractive), while the self-interactions are negative (repulsive). One may think that this causes the entities of the same subpopulation to spread homogeneously over the system, and in all cells would result an equal number of entities of both subpopulations, which is compatible with mutual attraction. However, this homogeneous distribution turns out to be unstable with respect to fluctuations. Instead, we find agglomeration! This result is more intuitive if we imagine one subpopulation to represent women and the other one men (without taking this example too serious). While the interaction between women and men is normally strongly attractive, the interactions among men or among women may be considered to be weakly competitive. As we all know, the result is a tendency of young men and women to move into cities. Corresponding simulation results for different noise strengths are depicted in Fig. 3. Again, we find that the self-organized pattern is destroyed by strong fluctuations in favour of a more or less homogeneous distribution, while medium noise strengths further self-organization.

For the payoff matrices $`(2,1,1,2)`$ and $`(2,1,1,2)`$, i.e. cases of strong negative self-interactions, we find a more or less homogeneous distribution of entities in both subpopulations, irrespective of the noise amplitude. In contrast, the payoff matrix $`(1,2,2,1)`$ corresponding to negative self-interactions but even stronger negative cross-interactions, leads to another self-organized pattern. We may describe it as the formation of lanes, as it is observed in pedestrian counterflows \[?, ?\] or in sheared granular media with different kinds of grains \[?\]. While both subpopulations tend to separate from each other, at the same time they tend to spread over all the available space (see Fig. 4), in contrast to the situation depicted in Figs. 1 and 2. Astonishingly enough, a medium level of noise again supports self-organized ordering, since it helps the subpopulations to separate from each other.

We finally mention that a finite saturation level suppresses self-organization in a surprisingly strong way, as is shown in Fig. 5. Instead of pronounced segregation, we will find a result similar to lane formation, and even strong agglomeration will be replaced by an almost homogeneous distribution.

#### Noise-induced ordering

A possible interpretation for noise-induced ordering would be that fluctuations allow the system to leave local minima (corresponding to partial agglomeration or segregation only). This could trigger a transition to a more stable state with more pronounced ordering. However, although this interpretation is consistent with a related example discussed in Ref. \[?\], the idea of a step-wise coarsening process is not supported by the temporal evolution of the distribution of entities (see Fig. 6) and the time-dependence of the overall success within the subpopulations (see Fig. 7). This idea is anyway not applicable to segregation, since, in the one-dimensional case, the repulsive clusters of different subpopulations cannot simply pass each other in order to join others of the same subpopulation.

According to Figs. 6 and 7, segregation and agglomeration rather take place in three phases: First, there is a certain time interval, during which the distribution of entities remains more or less homogeneous. Second, there is a short period of rapid self-organization. Third, there is a continuing period, during which the distribution and overall success do not change anymore. The latter is a consequence of the short-range interactions within our model, which are limited to the nearest neighbors. Therefore, the segregation or aggregation process practically stops, after separate peaks have evolved. This is not the case for lane formation, where the entities redistribute, but all cells remain occupied, so that we have ongoing interactions. This is reflected in the non-stationarity of the lanes and by the oscillations of the overall success.

We suggest the following interpretation for the three phases mentioned above: During the first time interval, which is characterized by a quasi-continous distribution of entities over space, a long-range pre-ordering process takes place. After this “phase of preparation”, order develops in the second phase similar to crystallization, and it persists in the third phase. The role of fluctuations seems to be the following: An increased noise level avoids a rash local self-organization by keeping up a quasi-continuous distribution of entities, which is required for a redistribution of entities over larger distances. In this way, a higher noise level increases the effective interaction range by extending the first phase, the “interaction phase”. As a consequence, the resulting structures are more extended in space (but probably without a characteristic length scale, see Introduction).

It would be interesting to investigate, whether this mechanism has something to do with the recently discovered phenomenon of “freezing by heating”, where a medium noise level causes a transition to a highly ordered (but energetically less stable) state, while extreme noise levels produce a disordered, homogeneous state again \[?\].

### 3.2. Asymmetric Interactions

Even more intriguing transitions than in the symmetric case can be found for asymmetric interactions between the subpopulations. Here, we will focus on the payoff matrix $`(1,2,2,1)`$, only. This example corresponds to the curious case, where individuals of subpopulation 1 weakly dislike each other, but strongly like individuals of the other subpopulation. In contrast, individuals of subpopulation 2 weakly like each other, but they strongly dislike the other subpopulation. A good example for this is hard to find. With some good will, one may imagine subpopulation 1 to represent poor people, while subpopulation 2 corresponds to rich people. What will be the outcome? In simple terms, the rich are expected to agglomerate in a few areas, if the poor are moving too nervously (see Fig. 8). In detail, however, the situation is quite complex, as discussed in the next paragraph.

#### Noise-induced self-organization

At small noise levels $`D_a`$, we will just find more or less homogeneous distributions of the entities. This is already different from the cases of agglomeration, segregation, and lane formation we have discussed before. Self-organization is also not found at higher noise amplitudes $`D_a`$, as long as we assume that they are the same in both subpopulations (i.e., $`D_1=D_2`$). However, given that the fluctuation amplitude $`D_2`$ in subpopulation 2 is small, we find an agglomeration in subpopulation 2, if the noise level $`D_1`$ in subpopulation 1 is medium or high, so that subpopulation 1 remains homogeneously distributed. The order in subpopulation 2 breaks down, as soon as we have a relevant (but still small) noise level $`D_2`$ in subpopulation 2 (see Fig. 8).

Hence, we have a situation where asymmetric noise with $`D_1D_2`$ can facilitate self-organization in a system with completely homogeneous initial conditions and interaction laws, where we would not have ordering without any noise. We call this phenomenon noise-induced self-organization. It is to be distinguished from the noise-induced increase in the degree of ordering discussed above, where we have self-organization even without noise, if only the initial conditions are not fully homogeneous.

The role of the noise in subpopulation 1 seems to be the following: Despite of the attractive interaction with subpopulation 2, it suppresses an agglomeration in subpopulation 1, in particular at the places where subpopulation 2 agglomerates. Therefore, the repulsive interaction of subpopulation 2 with subpopulation 1 is effectively reduced. As a consequence, the attractive self-interaction within subpopulation 2 dom-

inates, which gives rise to the observed agglomeration.

The temporal development of the distribution of entities and of the overall success in the subpopulations gives additional information (see Fig. 9). As in the case of lane formation, the overall success fluctuates strongly, because the subpopulations do not separate from each other, causing ongoing interactions. Hence, the resulting distribution is not stable, but changes continuously. It can, therefore, happen, that clusters of subpopulation 2 merge, which is associated with an increase of overall success in subpopulation 2 (see Fig. 9).

## 4. Conclusions

We have proposed a game theoretical model for self-organization in space, which is applicable to many kinds of biological, economic, and social systems with various types of profitable or competitive self- and cross-interactions between subpopulations of the system. Depending on the structure of the payoff matrix, we found several different self-organization phenomena like agglomeration, segregation, or lane formation. It turned out that medium noise strengths can increase the resulting level of order, while a high noise level leads to more or less homogeneous distributions of entities over the available space. The mechanism of noise-induced ordering in the above discussed systems with short-range interactions seems to be the following: Noise extends a “pre-ordering” phase by keeping up a quasi-continuous distribution of entities, which allows a long-range ordering. For asymmetric payoff matrices, we can even have the phenomenon of noise-induced self-organization, although we start with completely homogeneous distributions and homogeneous (translation-invariant) payoffs. However, the phenomenon requires different noise amplitudes in both subpopulations. The role of noise is to suppress agglomeration in one of the subpopulations, in this way reducing repulsive effects that would suppress agglomeration in the other subpopulation.

We point out that all the above results can be semi-quantitatively understood by means of a linear stability analysis of a related continuous version of the model \[?\]. This continuous version indicates that the linearly most unstable modes are the ones with the shortest wave length, so that

one does not expect a characteristic length scale in the system. This is different from reaction-diffusion systems, where the most unstable mode has a finite wave length, which gives rise to the formation of periodic patterns. Nevertheless, the structures evolving in our model are spatially extended, but non-periodic. The spatial extension is increasing with the fluctuation strength, unless a critical noise amplitude is exceeded.

For a better agreement with real systems, the model can be generalized in many ways. The entities may perform a biased or unbiased random walk in space. One can allow random jumps to neigboring cells with some prescribed probability. This probability may depend on the subpopulation, and thus we can imitate different mobilities of the considered subpopulations. Evolution is slowed down by introducing a threshold, fixed or random, so that the entities change to other cells only if the differences in the relevant successes are bigger than the imposed threshold. The model can be also generalized to higher dimensions, with expected interesting patterns of self-organized structures.

In general, the random variables $`\xi _\alpha (t)`$ in the definition of the success functions can be allowed to have different variances for the considered cell $`i`$ and the neighboring cells, with the interpretation that the uncertainty in the evaluation of the success in the considered cell is different (e.g. smaller) than that in the neighboring cells. Moreover, the uncertainities can be different for various subpopulations, which could reflect to some extent their different knowledge and behavior.

One can as well study systems with more than two subpopulations, the influence of long-range interactions, etc. The entities can also be allowed to jump to more remote cells. As an example, the following update rule could be implemented: Move entity $`\alpha `$ from cell $`i`$ to the cell $`(i+l)`$ for which

$$S_a^{\prime \prime }(i+l,t)=d^{|l|}c(i+l,t)S_a(i+l,t)$$
(8)
is maximal ($`|l|=0,1,\mathrm{},l_{\mathrm{max}})`$. If there are $`m`$ cells in the range $`\{(xl_{\mathrm{max}}),\mathrm{},(x+l_{\mathrm{max}})\}`$ with the same maximal value, choose one of them randomly with probability $`1/m`$. According to this, when spontaneously moving to another cell, the entity prefers cells in the neighborhood with higher success. The indirect interaction behind this transition, which is based on the observation or estimation of the success in the neighborhood, is short-ranged if $`l_{\mathrm{max}}I`$, otherwise long-ranged. Herein, $`l_{\mathrm{max}}`$ denotes the maximum number of cells which an entity can move within one time step. The factor containing $`d`$ with $`0<d<1`$ allows to consider that it is less likely to move for large distances, if this is not motivated by a higher success. A value $`d<1`$ may also reflect the fact that the observation or estimation of the success over large distances becomes more difficult and less reliable.
Acknowledgments: D.H. thanks Eörs Szathmáry and Tamás Vicsek for inspiring discussions and the German Research Foundation (DFG) for financial support by a Heisenberg scholarship. T.P. is grateful to the Alexander-von-Humboldt Foundation for financial support during his stay in Stuttgart.


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# 1 Introduction

## 1 Introduction

Following Maldacena’s conjecture, a fair amount of evidence has accumulated in support of the identification of certain (supersymmetric) gauge theories in the large $`N`$ limit with (super)gravity theories on appropriate backgrounds with one additional non-compact direction. The existence of a semiclassical (super)gravity background is predicated on taking the ’t Hooft coupling $`g_{\mathrm{YM}}^2N\lambda `$ to be very large, which makes any direct quantitative verification of the conjecture difficult.

If large $`N`$, large $`\lambda `$ gauge theories are dual to classical gravity backgrounds, we should be able to construct bulk operators in the gravity theory, for example to study the properties of singularities. However, correlation functions of the gauge theory are boundary correlations in the gravity theory, and these are believed to be the only observables. The obvious question that needs to be addressed then is: How is bulk information encoded in boundary correlation functions? In fact we do not yet understand well enough even the relationship between classical gravity concepts and the dual gauge theory, although some understanding on issues like causality and horizons have been gained. While the identification of the extra large dimension with some energy scale has enabled one to deduce certain properties of objects in the bulk as seen from the gauge theory, a map between local bulk operators and gauge theory observables has not been found. The case of a classical non-interacting field on the AdS background was discussed in .

This is intimately related to an intriguing aspect of AdS/CFT duality, the idea of holography, first proposed by ’t Hooft. Briefly, black hole thermodynamics suggests that the degrees of freedom inside the horizon of a black hole reside at the horizon. This is difficult to reconcile with the extensivity that we expect in garden-variety low-energy effective field theories. ’t Hooft and Susskind suggested that this behaviour might be a general feature of quantum gravity. In fact, the AdS/CFT duality turns out to be an explicit example of holography: The (super)gravity theory is defined in five noncompact dimensions for four-dimensional gauge theory.

Some time ago, Ishibashi, Kawai and their collaborators constructed toy models of quantum gravity coupled to $`c<1`$ matter in temporal gauge. It turned out that the string field theories they constructed were related to matrix models via the stochastic quantization of Parisi and Wu. Extrapolating these ideas to gauge theories using the observation of Marchesini led to a proposal for a direct nonperturbative connection between gauge theories and string theories in temporal gauge, making contact with Polyakov’s ideas regarding gauge theories and noncritical strings.

We consider in this paper the proposition that the second-order gauge-invariant Schwinger-Dyson equations of the gauge theory are the Wheeler-DeWitt equations of string theory, as Ishibashi et al. did for the $`c<1`$ models. We explain why such an identification depends crucially on the structure of the Schwinger-Dyson equations expressed in terms of Wilson loops. This identification allows us to construct gauge theory observables that are naturally related to operators in the bulk of the dual gravity background, shedding some light on the manner in which holography is implemented in the AdS/CFT duality. We show that these operators have the expected properties, using the fact that the second-order Schwinger-Dyson equations are in fact just the equilibrium conditions of stochastic quantization, with the operator that generates the Schwinger-Dyson equations also the Fokker-Planck Hamiltonian of the gauge theory. This connection has already been used to suggest a connection between the radial direction of AdS and stochastic time, and to explain the finite $`N`$ truncation of the spectrum of chiral primary operators in the gauge theory from the string theory perspective. Some related work can be found in .

The plan of this paper is as follows: We start with a brief account of the relevant results in the stochastic quantization of gauge theories. We then motivate an identification of the Schwinger-Dyson operator of the gauge theory with the Wheeler-DeWitt operator of the gravity theory. Using this identification a set of “bulk” operators is constructed from the gauge theory and their properties explored.

## 2 Stochastic Quantization

Stochastic quantization is a representation of quantum correlation functions as equilibrium values of correlation functions of a classical system coupled to white noise.

Given a classical equation of motion for an Euclidean field theory in $`d`$ dimensions, we associate a Langevin equation

$$\frac{\varphi }{\tau }=\mathrm{\Omega }\frac{\delta S}{\delta \varphi }+\eta (x,\tau ).$$
(1)
where $`x`$ is a point in $`d`$ dimensions, $`\tau `$ is a fiducial Euclidean ‘time’ coordinate, $`\mathrm{\Omega }`$ is a time scale, and $`\eta `$ is white noise with a noise ensemble average

$$<\eta (x,\tau )\eta (x^{},\tau ^{})>_\eta =\mathrm{\Omega }\delta (xx^{})\delta (\tau \tau ^{}).$$
(2)
(We will set $`\mathrm{\Omega }=1`$ for most of the paper.) The basic statement of stochastic quantization is that the equal $`\tau `$ equilibrium stochastic correlation functions are equal to the quantum correlation functions of the original theory: If $`\varphi _\eta `$ is the solution of the Langevin equation (1) with some initial condition then

$$\underset{\tau \mathrm{}}{lim}<\underset{i}{}\varphi _\eta (x_i,\tau )>_\eta =\underset{i}{}\varphi (x_i),$$
(3)
where the left hand side is the stochastic average, which is independent of the initial condition in the large $`\tau `$ limit, and the right hand side is the vacuum correlation function in the quantum field theory. Equal $`\tau `$ equilibrium ($`\tau \mathrm{}`$) correlation functions are, of course, just a particular case of more general unequal $`\tau `$ correlation functions:

$$<\varphi _\eta (x_1,\tau _1)\mathrm{}\varphi _\eta (x_n,\tau _n)>_\eta 𝑑\eta (x,t)e^{{\scriptscriptstyle \eta ^2/\mathrm{\Omega }}}\varphi _\eta (x_1,\tau _1)\mathrm{}\varphi _\eta (x_n,\tau _n).$$
(4)
An equivalent formulation of stochastic quantization is obtained by finding a stochastic action $`S_{\mathrm{stoc}}[\varphi (x,\tau )]`$ such that the correlation functions computed in a functional integral with this action are the stochastic correlation functions. For a scalar field theory

$$S_{\mathrm{stoc}}=\text{d}\tau \text{d}x\left[\frac{1}{2}\left(\frac{\text{d}\varphi }{\text{d}\tau }\right)^2+\frac{1}{8}\left(\frac{\delta S}{\delta \varphi }\right)^2\frac{1}{4}\left(\frac{\delta ^2S}{\delta \varphi (x)^2}\right)\right].$$
(5)
The last term is divergent and must be understood in the context of a regularization. In dimensional regularization, it is set to zero as usual, but this choice of regularization may not be appropriate in all instances. Associated with this action is a Hamiltonian which generates translations in the $`\tau `$ direction. This is the Fokker-Planck (FP) Hamiltonian

$$H_{\mathrm{FP}}=\text{d}x\left[\frac{\delta }{\delta \varphi (x)}\frac{\delta S}{\delta \varphi (x)}\right]\frac{\delta }{\delta \varphi (x)}.$$
(6)
This Hamiltonian is not hermitian but becomes hermitian under a similarity transformation by $`\text{e}^{S/2}`$

$$\widehat{H}_{\mathrm{FP}}=\text{d}x\left[\frac{1}{2}\frac{\delta ^2}{\delta \varphi ^2}+\frac{1}{8}\left(\frac{\delta S}{\delta \varphi }\right)^2\frac{1}{4}\frac{\delta ^2S}{\delta \varphi ^2}\right].$$
(7)
Introducing a source $`J`$ for $`\varphi ,`$ we can define a second-order Schwinger-Dyson (SD) operator $`H_{\mathrm{SD}}`$ by

$$H_{\mathrm{FP}}\text{e}^{{\scriptscriptstyle J\varphi }}H_{\mathrm{SD}}(J,\frac{\delta }{\delta J})\text{e}^{{\scriptscriptstyle J\varphi }},$$
(8)
where $`\mathrm{}`$ denotes the expectation value in the field theory. The equal $`\tau `$ correlation functions can also be represented as (we have set $`\mathrm{\Omega }=1`$)

$$<\underset{i}{}\varphi _\eta (x_i,\tau )>_\eta =0|\text{e}^{\tau H_{\mathrm{FP}}}\varphi (x_1)\mathrm{}\varphi (x_n)|0,$$
(9)
where in the large $`\tau `$ limit one gets the correlation functions of the original field theory, and we can use either $`H_{\mathrm{FP}}`$ or $`\widehat{H}_{\mathrm{FP}}`$. The existence of the large $`\tau `$ limit implies

$$0|\text{e}^{\tau H_{\mathrm{FP}}}H_{\mathrm{FP}}\varphi (x_1)\mathrm{}\varphi (x_n)|0=0;$$
(10)
these are the equilibrium conditions of stochastic quantization. The expectation value in equation (9) is defined with respect to a formal vacuum state (which depends on whether one uses $`H_{\mathrm{FP}}`$ or $`\widehat{H}_{\mathrm{FP}}`$) satisfying

$`0|H_{\mathrm{FP}}^{}=0`$ (11)
$`H_{\mathrm{FP}}|0=0`$ (12)
We shall be interested in another set of correlation functions, those in which the stochastic time is taken to infinity but the correlation functions depend on finite differences of stochastic time between the operators:

$$\underset{\tau \mathrm{}}{lim}<𝒪_1(x_1,\tau +t_1)𝒪_2(x_2,\tau +t_2)\mathrm{}𝒪_n(x_n,\tau )>_\eta .$$
(13)
While finite $`\tau `$ correlation functions cannot be directly interpreted as quantum correlations, the correlation functions in equation (13) are in fact quantum correlations in the original theory. They contain no new information of course since they can be written as a sum of equal time correlation functions with coefficients depending on $`t_it_j.`$ These correlations are translation invariant in $`t_i.`$

Turning to gauge theories, the Fokker-Planck hamiltonian for gauge theories

$$\text{d}x\frac{1}{N}\underset{\mu ,a}{}\left(\frac{\delta }{\delta A_\mu ^a(x)}\frac{\delta S}{\delta A_\mu ^a(x)}\right)\frac{\delta }{\delta A^{\mu a}(x)}$$
(14)
has the property that it is gauge-invariant. Acting on Wilson loops, the action of this operator (or of its associated Schwinger-Dyson operator) can be interpreted as Wilson loop diffusion, joining and splitting processes.

A physical interpretation of stochastic time is obtained by introducing Schwinger proper-time representations of propagators. Viewing all Feynman diagrams as starting from external legs at $`\tau =0,`$ the time evolution is generated by the Fokker-Planck Hamiltonian. In this interpretation, a finite $`\tau `$ amplitude is a sum over Feynman diagrams with the restriction that the total proper-time is bounded. Thus finite $`\tau `$ amplitudes are infrared regulated. For example, for a free massless scalar field the two-point function at finite stochastic time (with appropriate boundary conditions) is

$$<\varphi _\eta (k,\tau )\varphi _\eta (k,\tau )>_\eta =\frac{1}{k^2}(1\text{e}^{k^2\tau })=_0^\tau \text{d}s\text{e}^{sk^2}$$
(15)
which exhibits no singularity as $`k^20.`$

### 2.1 The Schwinger-Dyson equations

In gauge theories, there is a natural complete set of gauge invariant operators. These are Wilson lines $`𝒪_C\text{Tr}P\text{e}^{i_CA}`$ with Tr a normalized trace defined by $`\text{Tr}(1)=1.`$ This string (or contour) labelling of the operators leads to an important feature of the Schwinger-Dyson operator in gauge theories: It is second-order in functional derivatives with respect to sources for single Wilson loop operators. This is crucial in interpreting the Schwinger-Dyson operator as the Wheeler-DeWitt operator. Let us consider this in some detail: The point is that the term $`\delta ^2𝒪_C/\delta A^2`$ in equation (14) for Wilson loops gives

$`{\displaystyle \text{d}x\underset{\mu ,a}{}}`$ $`{\displaystyle \frac{\delta ^2}{\delta A_{\mu a}(x)^2}}\mathrm{Tr}\mathrm{P}\text{e}^{i{\scriptscriptstyle A}}={\displaystyle \underset{a}{}}{\displaystyle }\text{d}s_1\text{d}s_2(\dot{x}(s_1)\dot{x}(s_2))\times `$ (16)
$`\mathrm{Tr}\mathrm{P}\left(\text{e}^{_{x(s_1)}^{x(s_2)}A}T_a\text{e}^{_{x(s_2)}^{x(s_1)}A}T_a\right)\delta (x(s_1)x(s_2)).`$
Using the identity

$$\underset{a}{}\text{Tr}\left(T_aXT_aY\right)=N\text{Tr}X\text{Tr}Y$$
(17)
valid for U($`N`$) matrices, with $`T_a`$ a basis for normalized Hermitian matrices, this splits a Wilson loop into two Wilson loops. Thus, the Schwinger-Dyson equations in a gauge theory are schematically

$`H_{\mathrm{SD}}\text{e}^{W[J]}`$ $`{\displaystyle \underset{C}{}}[J^C({\displaystyle \underset{C^{},C^{\prime \prime }:(C^{}C^{\prime \prime })=C}{}}{\displaystyle \frac{\delta }{\delta J^C^{}}}{\displaystyle \frac{\delta }{\delta J^{C^{\prime \prime }}}}`$ (18)
$`{\displaystyle \frac{1}{\lambda }}{\displaystyle \frac{\delta }{\delta J^{\widehat{C}}}})+{\displaystyle \frac{1}{N^2}}{\displaystyle \underset{C^{}}{}}J^CJ^C^{}{\displaystyle \frac{\delta }{\delta J^{(CC^{})}}}]\text{e}^{W[J]}=0.`$
Here we have defined $`(AB)`$ as the contour obtained by joining contours $`A`$ and $`B`$ when they have a point in common, and $`\widehat{C}`$ is the contour obtained by joining the ‘infinitesimal’ contour associated with the action $`S`$ into the contour $`C.`$ We digress briefly to make precise the notion of an ‘infinitesimal’ contour.

It is important to consider the regularization of these equations (18). Wilson loops are composite operators and even in a finite theory such as $`N=4`$ supersymmetric gauge theory, correlation functions of composite operators must be defined with a regularization and renormalization scheme. In particular, the action of a regularized gauge theory can be interpreted as a sum of Wilson loops of size equal to the regularization length scale, as in lattice gauge theory, and it is this interpretation that is the definition of an ‘infinitesimal’ contour. The Schwinger-Dyson equations (18) must be regularized as well, but happily a gauge invariant regularization procedure has been developed for these. The fact that a regularization must be introduced at this stage implies that there will be a normalization scale implicit in the renormalized equations. It may be that this normalization scale is related to the string tension of type IIB string theory.

Let us compare the structure of the SD equations for gauge theories with the same structure for scalar field theory. Given a complete set of local operators $`𝒪_i`$ in a scalar field theory, we can define the generating function

$$Z[J]\text{e}^{W[J^i]}\text{e}^{_iJ^i𝒪_i}.$$
(19)
If the scalar field theory is defined by an action $`S,`$ we can derive a functional differential equation satisfied by $`\text{e}^{W[J]}:`$

$$H_{\mathrm{SD}}\text{e}^{W(J^i)}\underset{i}{}\left[J^i\left(\frac{\delta }{\delta J^{i^{\prime \prime }}}\frac{\delta }{\delta J^{\widehat{\iota }}}\right)+\underset{k}{}J^iJ^k\frac{\delta }{\delta J^{(ik)}}\right]\text{e}^{W(J^i)}=0$$
(20)
with $`i^{\prime \prime }`$ the index associated with the operator $`\delta ^2𝒪_i/\delta \varphi ^2,`$ $`\widehat{\iota }`$ the index associated with the operator $`(\delta 𝒪_i/\delta \varphi )(\delta S/\delta \varphi ),`$ and $`(ik)`$ the index associated with the operator $`(\delta 𝒪_i/\delta \varphi (x))(\delta 𝒪_k/\delta \varphi (x)).`$ Thus it is not necessary to introduce a second functional derivative with respect to sources in the SD equations for a scalar field theory.

It is a nontrivial fact that the second-order Schwinger-Dyson equations (18) are the equilibrium conditions of stochastic quantization in equation (10). In gauge theories, the second-order Schwinger-Dyson equations expressed in terms of Wilson loops are just the so-called loop equations.

## 3 Relationship between SQ and AdS/CFT

According to the AdS/CFT duality, the partition function of the gauge theory coupled to sources is the exponential of the supergravity action evaluated as a function of the boundary values of the supergravity fields. The duality holds at large $`N`$ and large $`\lambda `$ for slowly varying configurations:

$$\text{e}^{W[J]}\text{e}^{{\scriptscriptstyle J𝒪}}_{\mathrm{CFT}}=\text{e}^{S_{\mathrm{sugra}}[\widehat{J}(J)]}.$$
(21)
We have written the supergravity boundary values as $`\widehat{J}=\widehat{J}(J)`$ to indicate that rescalings may be needed depending on the dimension of the operator $`𝒪.`$

The right hand side of equation (21) can be interpreted as the leading order term in a path integral representation $`\mathrm{\Psi }[\widehat{J}]`$ of a wave functional of supergravity, where the class of metrics we integrate over has one boundary, i.e. it is the no-boundary wave function of Hartle and Hawking. This wave functional $`\mathrm{\Psi }[\widehat{J}]\text{e}^{S_{\mathrm{sugra}}[\widehat{J}(J)]}`$ obeys the Wheeler-DeWitt equation

$$H_{\mathrm{WD}}\mathrm{\Psi }[\widehat{J}]0$$
(22)
where the Wheeler-DeWitt operator $`H_{\mathrm{WD}}`$ is just the supergravity Hamiltonian, the sum of the gravity and matter Hamiltonians.

Before continuing let us consider exactly how one gets to the supergravity limit from the gauge theory. The generating function $`W[J]`$ of the gauge theory is a function of all the possible sources. We separate these into sources for supergravity excitations $`J_{\mathrm{sugra}}`$ and sources for the rest which we will call string sources $`J_{\mathrm{string}}.`$ In order to obtain the effective supergravity description one does not simply set $`J_{\mathrm{string}}=0.`$ The correct prescription is to solve for $`J_{\mathrm{string}}=J_{\mathrm{string}}(J_{\mathrm{sugra}}),`$ in other words to solve for massive backgrounds in terms of slowly varying massless backgrounds. The requirement that there is no production of string excitations in the effective supergravity theory in any low-energy supergravity scattering, translated into conditions in terms of the gauge theory operators that couple to either supergravity fields or to string fields, is

$$𝒪_{\mathrm{sugra}}^1\mathrm{}𝒪_{\mathrm{sugra}}^n𝒪_{\mathrm{string}}=0.$$
(23)
In terms of $`W[J]`$ this is

$$\frac{\delta W[J]}{\delta J_{\mathrm{string}}}=0,$$
(24)
which is the usual procedure of solving the equations of motion of massive backgrounds as functions of massless backgrounds. This in fact is exactly how the supergravity approximation is supposed to arise from a string field theory. The nonlinear terms in the Einstein action arise only after integrating out the massive string modes.

From the basic identification of the AdS/CFT duality equation (21), notice that if we find a solution of either equation (18) or equation (22) (with appropriate boundary conditions), we solve the whole theory. Both equations depend only on boundary values of bulk fields, and both equations are second-order in functional derivatives. We emphasize again that the second-order form of the SD operator is a consequence of the natural operators in the gauge theory being Wilson loops. An identification of the SD operator with the WD operator in the supergravity limit is therefore indicated.

Beyond the supergravity limit, the supergravity Hamiltonian (the WD operator) must be replaced by the complete string field theory Hamiltonian. Thus the SD operator of the gauge theory, written in terms of its action on Wilson loops, should be identified with the string field theory Hamiltonian. Indeed, the structure of the SD operator that follows from its derivation from the FP Hamiltonian has exactly the appropriate form to be a string field theory Hamiltonian since the FP Hamiltonian takes the form

$$H_{\mathrm{FP}}\frac{1}{\lambda }\left[\text{Diffusion + Tadpole}\right]+\left[\text{Loop splitting}\right]+\frac{1}{N^2}\left[\text{Loop joining}\right].$$
(25)
The identification of the WD operator with the SD operator suggests a relation between the radial coordinate in AdS and the stochastic time coordinate in stochastic quantization. For example, let us see how the computation of a Wilson loop is viewed in stochastic quantization. We start with

$$0|\text{e}^{\tau H_{\mathrm{FP}}}W(C)|0.$$
(26)
For a smooth non-intersecting loop, the Fokker-Planck operator deforms the loop. In equation (26), we are calculating the amplitude for the loop to disappear into the vacuum. In the large ’t Hooft coupling limit ($`\lambda \mathrm{}`$) the most economical way is to continuously deform the loop to zero size where it is annihilated by the tadpole operator. If we write eq. (26) as a functional integral, the path (in loop space) that the loop takes to approach zero should then be a saddle point of the action for large $`\lambda `$. This is exactly like the picture of the Feynman graphs at the end of section 2, and is also how the computation proceeds in the AdS/CFT correpondence where the loop’s path in loop space is computed using the minimal area in the AdS background. Thus evolution in the stochastic time direction is like evolving from the boundary of AdS inwards. As such the evolution operators on both sides should be identified up to the sign resulting from the direction of evolution, inwards (FP) or outwards (WD). As the AdS side correpond to looking at sources for the Wilson loops, it is the SD operator that becomes the operator that gives the classical string equations in the background. Of course, loops are deformed in exactly the same manner for either the Wilson loop or its source.

We hasten to add that the above description does not imply directly that evolution inwards from the boundary in anti-de Sitter space is directly related to the stochastic evolution. We must keep in mind that the gauge theory is recovered in the limit $`\tau \mathrm{}.`$ As will become clear in the next section, even taking $`\tau \mathrm{}`$ leaves a set of correlation functions that have operators separated in stochastic time.

## 4 Bulk operators

In semiclassical gravity there is a a notion of approximate locality in spacetime. We should be able to calculate properties of processes that are approximately localized in the bulk. We would like to construct a set of operators in the gauge theory that reflects this property. It has been suggested that the radial direction corresponds to a cut-off scale or renormalization scale, but what we need is a set of operators that can be defined at any point in spacetime. These will then give correlation functions at any $`n`$ distinct points in the bulk. Let us label by $`𝒪_i(0)`$ the set of gauge theory operators whose correlation functions are given by varying the string theory wave functional with respect to the boundary value of the string fields. In the supergravity limit these are just the local gauge invariant operators. While this set of operators is a complete set in the gauge theory, its interpretation in the gravity theory seems to confine it to a hypersurface in spacetime. The string theory is holographic, i.e. all its observables are those of the gauge theory. In the low-energy semiclassical limit, we should still be able to find observables of the gauge theory that can be interpreted as the observables of a theory in one dimension higher.

Using the understanding we have developed in previous sections of how the bulk arises in the gauge theory viewed via stochastic quantization, it is easy to see that there is a set of operators with the appropriate evolution in the radial direction. As we have discussed, the SD operator, in the semiclassical limit, is the generator of translations in the radial direction. The SD operator does not act directly on the gauge theory operators $`𝒪_i.`$ From equations (8) and (13), we see that an appropriate operator can be defined as

$$𝒪(t)\text{e}^{tH_{\mathrm{FP}}}𝒪(0)\text{e}^{tH_{\mathrm{FP}}}$$
(27)
The right hand side of equation (27) is an operator in the original gauge theory (although a rather unusual one). We claim that gauge theory correlation functions with operators as in equation (27) convey the information of the bulk theory. Thus we will call these bulk operators. We would like to understand the properties of these operators and the connection between the parameters $`t_i`$ and the physical radial distance in the AdS.

Let us look at the equation of motion of the expectation value of a local bulk operator in the gauge theory

$$f[J]𝒪(x,t)\text{e}^{{\scriptscriptstyle J𝒪}},$$
(28)
with $`\mathrm{}`$ the gauge theory vacuum expectation value, as before. The equation of motion is then

$$\frac{\text{d}}{\text{d}t}f[J]=[H_{\mathrm{FP}},𝒪(x,t)]\text{e}^{{\scriptscriptstyle 𝒪J}}.$$
(29)
Let us define $`\mathrm{\Pi }_J(x)\delta /\delta J(x)`$, then the above equation can be recast in terms of sources to be

$$\frac{\text{d}}{\text{d}\stackrel{~}{t}}\mathrm{\Pi }_J(x,\stackrel{~}{t})\text{e}^{J𝒪}=[H_{\mathrm{SD}},\mathrm{\Pi }_J(x,\stackrel{~}{t})]\text{e}^{{\scriptscriptstyle J𝒪}}$$
(30)
where we have defined $`\mathrm{\Pi }_J(x,\stackrel{~}{t})=\text{e}^{\stackrel{~}{t}H_{\mathrm{SD}}}\mathrm{\Pi }_J(x)\text{e}^{\stackrel{~}{t}H_{\mathrm{SD}}}`$, and $`\stackrel{~}{t}=t`$. The minus sign just reflects that the natural parametrization from the gravity point of view is toward the boundary of AdS while from the gauge theory it is inwards. Together with equation (30) that we will rewrite as

$$\frac{\text{d}}{\text{d}\stackrel{~}{t}}\mathrm{\Pi }_J(x,\stackrel{~}{t})=[H_{\mathrm{SD}},\mathrm{\Pi }_J(x,\stackrel{~}{t})]$$
(31)
one also has the equation

$$H_{\mathrm{SD}}=0.$$
(32)
Thus we see that if we identify the SD operator in the gravity limit (which in the gauge theory was described in section 3) with the WD operator, then equations (31, 32) is just the classical equation of motion of the gravity theory. What we are missing is the four-dimensional diffeomorphism constraint, but it follows just from the fact that $`J(x)`$ is a parameter in the gauge theory integral. So our bulk operators defined above obey the classical gravity equation of motion. Conversely, since the SD operator in the semiclassical limit is hard to compute, we can start instead with the WD operator. The WD operator written in terms of supergravity fields and momenta (sources $`J`$ and $`\mathrm{\Pi }_J`$) can be rewritten as an operator in the gauge theory variables ($`𝒪`$ and $`\delta /\delta 𝒪`$). If we now use this operator (which is easy to compute starting from the supergravity) to construct the gauge theory bulk operators as in equation (27), we are guaranteed to obtain operators which obey the supergravity equations of motion.

Let us examine in more detail how the semiclassical limit will emerge. The label $`t`$ which we have been using is not the physical radial distance, for any semiclassical space time. The semiclassical limit is the one in which we first solve for the classical part of the metric (in the AdS case this is just the conformal part of the metric). The value of the metric plays the role of the physical radial distance. This then can be substituted back into the equation for the fluctuations about the background in order to get the classical evolution of the fields on a fixed spacetime. The parameter $`t`$ that we have introduced is similar to the foliation label one introduces when quantizing gravity, so the wave function is independent of this parameter. Only after we have solved the metric equations and defined physical time can we connect the parameter $`t`$ to the radial direction of the AdS. This is evident for instance from the property of translation in $`t`$ of the bulk correlation functions.

Once this is done however the bulk correlation functions will be identified with local bulk information at various bulk positions. Thus any properties of the correlation functions as a function of the $`t_i`$ are translated into properties of supergravity correlation functions in the bulk. An example of this was just given above in terms of the equations of motion. However our definition of the bulk operators is valid beyond the classical limit.

In the AdS/CFT connection there is some evidence for a relationship between the RG flow and propagation in the radial direction. A relation between stochastic time and the renormalization group is evident from the identification of finite stochastic time $`\tau `$ amplitudes (equation (9)) as infrared regulated amplitudes (see e.g. equation (15)). To further our understanding let us look at the RG equation for the $`d+1`$ dimensional stochastic field theory $`S_{\mathrm{stoc}}`$ defined in section 2. Until now we have been relatively naïve, ignoring the issue of renormalization. Stochastic Ward identities restrict the possible renormalization functions of the stochastic theory to be those of the original theory plus renormalization of the stochastic time scale, which we have labelled $`\mathrm{\Omega }`$ in the Langevin equation (1).

Thus if we introduce a renormalization scale $`\mu `$, we have

$$\mu \frac{}{\mu }\mathrm{log}\mathrm{\Omega }=\eta _\omega (g).$$
(33)
The renormalization group equation for the Green functions of the stochastic theory is then

$$\left[RG_d+\eta _\omega (g)\mathrm{\Omega }\frac{}{\mathrm{\Omega }}\right]\mathrm{\Gamma }^n(x_i,t_i;\mu ,\mathrm{\Omega })=0,$$
(34)
where $`RG_d`$ stands for the renormalization group operator in the $`d`$ dimensional gauge theory. For a conformal field theory (for which the couplings do not run) one has a solution ($`\eta _\omega (g)`$ is just a number)

$$\frac{\mathrm{\Omega }}{\mathrm{\Omega }_0}=\left(\frac{\mu }{\mu _0}\right)^{\eta _\omega (g)},$$
(35)
i.e. if $`\mu `$ is rescaled so is $`\mathrm{\Omega }.`$ Since $`\mathrm{\Omega }`$ is just the scale for the parameter $`t`$ that is related to the radial direction in the semiclassical limit as explained above, this establishes a connection between the radial direction and the RG flow.

Attempts to directly link supergravity equations of motion to the renormalization group can be found in ; see also .

Another property of objects in the bulk in the AdS/CFT relationship is that objects in the interior look nonlocal from the perspective of the boundary theory. To see how this arises from the construction of the bulk operators let us look at the free scalar field $`\varphi `$ in four dimensions. The simplest example is to look at the two point function of the operators correponding to those in equation (27):

$$\varphi (k,t)\varphi (k,0)=\frac{1}{k^2}\text{e}^{k^2t},$$
(36)
or in the space representation,

$$\varphi (x,t)\varphi (x^{},0)\frac{1}{|xx^{}|^2}\left[1\text{e}^{|xx^{}|^2/4t}\right].$$
(37)
We see that compared with a two point function of two operators at the same $`t`$ the two point function of operators at differing values of $`t`$ has an effective UV cutoff. While this example was in the free field case, this property still holds when interactions are turned on. This is exactly in acord with what one expects in the AdS/CFT, but here we see the details of how it works.

This property however should not be confused with the locality of these operators in the bulk. From the supergravity perspective this is a confusing point. If we assume that an operator in the bulk is nonlocal with some nonlocal scale related to the position in the bulk, then how is it that the supergravity still looks local on scales which are smaller than this nonlocal scale? Indeed in the AdS/CFT using the metric

$$\text{d}s^2=l_s^2\left[\frac{U^2}{\sqrt{2}\lambda }(\text{d}x^\nu \text{d}x_\nu )+\frac{\sqrt{2\lambda }}{U^2}\text{d}U^2+\sqrt{2\lambda }\text{d}\mathrm{\Omega }_5^2\right],$$
(38)
objects at coordinate $`U`$ are assumed to have a nonlocal scale $`\frac{\sqrt{\lambda }}{U}`$, but supergravity should be valid down to the string scale which is $`\frac{\sqrt[4]{\lambda }}{U}`$ which is much less than the nonlocal scale for large ’t Hooft coupling $`\lambda `$. Using the bulk operators this is easy to understand. If we look at some correlation function

$$𝒪_3(x_3,t_3)𝒪_2(x_2,t_2)𝒪_1(x_1,0),$$
(39)
it has no singularities as the $`x_i`$ coincide, but if $`t_2t_30`$ the correlation function will have singularities when $`x_2`$ and $`x_3`$ are close together (i.e. $`𝒪_2`$ and $`𝒪_3`$ behave as local operators with respect to each other), while with respect to $`𝒪_1`$ they behave as nonlocal operators.

If we assemble some local excitations in the bulk all at some $`t_i>t_0,`$ and probe them with local probes in the gauge theory that are at $`t=0,`$ equation (36) tells us that from the point of view of the local operators of the gauge theory, the operators in the bulk are only correlated with the low momentum modes of operators at $`t=0.`$ This is as it should because a bounded region inside the bulk can only support a finite entropy. This is of course related to holography. If we take some UV cutoff for the gauge theory, then there are a finite number of degrees of freedom (for finite $`N`$), and of course a finite number of independent approximately local operators in the gauge theory. Using the bulk operators we can construct matter distributions inside the anti-de Sitter space, and try to exceed the Bekenstein bound. All the bulk operators can be written as sums of the approximately local operators in the gauge theory, and therefore the number of independent bulk operators cannot exceed the number of degrees of freedom of the original gauge theory.

Another benefit of our construction of bulk operators is the understanding of cluster decomposition in the bulk: Why are correlation functions of operators at very different radial positions $`(t)`$ and similar transverse positions $`(x)`$ suppressed? For different transverse positions this is because of the locality of the original theory, but $`t`$ is not a coordinate in the original space. However the evolution in the $`t`$ direction is generated by the Fokker-Planck Hamiltonian. As we have seen in section 2 regarding the Langevin equation (1), the Fokker-Planck Hamiltonian generates an approach to equilibrium driven by a noise. Perturbing the state by the insertion of an operator, and looking at its approach back to equilibrium is just what is computed in correlation functions with operator insertions at different times. General properties of the approach to equilibrium can then be used to show that correlation functions of operators at different times fall off with the time difference. In fact for a theory with a mass gap they decay exponentially and with no mass gap they decay with a power law.

## 5 Conclusions and further discussion

In this paper we have argued that the gauge invariant Schwinger-Dyson operator has a natural dual in the dual supergravity theory as the supergravity Hamiltonian conjugate to the radial foliation of the AdS. It will become the string field theory Hamiltonian away from the semi-classical limit. Using this we have shown that there is a natural (though far from simple) class of observables that mimics the existence of an extra large dimension. Properties of these observables were shown to coincide with general expectations, but the construction enables one to understand the connection between the gauge theory and the supergravity in a deeper way.

One interesting question that can be addressed with this identification is the issue of Minkowski holography. In our formalism, this question turns into: What gauge theory action has a Schwinger-Dyson operator that is equal to the Wheeler-DeWitt operator for a vanishing cosmological constant?

## 6 Acknowledgements

We would like to thank A. Polyakov and H. Verlinde for discussions. G.L. would like to thank W. Fischler, I. Klebanov, S. Shenker, L. Susskind and E. Verlinde for helpful conversations. V.P. is grateful to B. Durand and L. Durand for their hospitality at the University of Wisconsin, Madison. This work was supported in part by NSF grant PHY98-02484.