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# Nodal Quasiparticle Lifetime in the Superconducting State of 𝐁𝐢_𝟐𝐒𝐫_𝟐𝐂𝐚𝐂𝐮_𝟐𝐎_{𝟖+𝛿}

## Abstract

We have measured the complex conductivity, $`\sigma `$, of a $`Bi_2Sr_2CaCu_2O_{8+\delta }`$ (BSCCO) thin film between 0.2 and 0.8 THz. We find $`\sigma `$ in the superconducting state to be well described as the sum of contributions from quasiparticles, the condensate, and order parameter fluctuations which draw 30$`\%`$ of the spectral weight from the condensate. An analysis based on this decomposition yields a quasiparticle scattering rate on the order of $`k_BT/\mathrm{}`$ for temperatures below $`T_c`$.

The unusual properties of the quasiparticle (QP) lifetime $`\tau _{qp}`$ in high-$`T_c`$ cuprate superconductors provide evidence for a non-Fermi liquid normal state and a non-BCS mechanism. Because angle-resolved photoemission (ARPES) shows that QP properties are highly anisotropic, it is important to distinguish the behavior of $`\tau _{qp}`$ at different parts of the Fermi surface. Near the maximum of the d-wave gap at the ($`\pi `$, 0) point in momentum space, the ARPES lineshape narrows rapidly below $`T_c`$. The change suggests the onset of a well-defined QP in this antinodal region. Recently, improvements in detectors have made it possible to resolve the lineshape in the nodal or ($`\pi ,\pi `$) direction as well. Valla et al. reported that in the normal state, $`\tau _{qp}`$ can be described by the marginal Fermi liquid phenomenology, $`1/\tau _{qp}`$ max$`(\omega ,T)`$. Surprisingly, $`1/\tau _{qp}`$ of nodal quasiparticles (at the Fermi surface) remains approximately proportional to $`T`$ in the superconducting state as well. Thus the change in the lifetime of such QP’s upon entering the superconducting state is much less than that of the antinodal QPs.

The nodal QP’s apparent insensitivity to superconductivity is surprising for two reasons. First, one might expect the reduction in the phase space for scattering which accompanies the formation of a gap to increase the QP lifetime. Second, $`\tau _{qp}`$, as determined by microwave  and thermal conductivity  measurements in the closely related compound $`YBa_2Cu_3O_{7\delta }`$ (YBCO) does indeed increase rapidly below $`T_c`$. While such transport experiments are not momentum resolved, there is strong evidence that they probe the nodal QP lifetime. It was reported in Ref.  that the microwave conductivity, $`\sigma =\sigma _1+i\sigma _2`$, can be described (at low $`T`$) by a two-fluid model which sums the contributions of condensate and QPs. The spectral weight in the normal fluid, $`\rho _n\sigma _1𝑑\nu `$, grows linearly with $`T`$ at low temperature at a rate which matches the linear decrease in superfluid density $`\rho _s(T)`$, measured independently via the penetration depth. The linear rate of transfer from $`\rho _s`$ to $`\rho _n`$ agrees with the theoretical prediction for nodal QPs in a d-wave superconductor.

Thus, the transport measurements of $`\tau _{qp}`$ in YBCO stand in apparent contradiction to ARPES measurements in BSCCO. It would appear that either the single-particle lifetime probed by ARPES is qualitatively different than the transport lifetime, or that $`\tau _{qp}`$ differs in BSCCO and YBCO despite their similar bilayer structure and $`T_c`$. The resolution of this issue requires interchanging the two probes and the two material systems. Since ARPES lineshapes in YBCO are difficult to obtain, it is important to focus on the transport properties of BSCCO, for example the microwave conductivity.

Unfortunately, it has proved difficult to determine $`\tau _{qp}`$ reliably from microwave data in BSCCO. In contrast to the strong dispersion in YBCO, $`\sigma _1`$ is approximately constant in the range from $`\nu `$=10-50 GHz. Consequently, the transport lifetime is not directly resolved in the conductivity spectra, although they do indicate that $`\tau _{qp}1/2\pi `$50 GHz, which is much smaller than in YBCO. Despite the lack of frequency dependence, in principle $`\tau _{qp}`$ could still be estimated from the magnitude of $`\sigma _1`$, which (in the $`\omega \tau _{qp}1`$ limit) is proportional to $`\rho _n\tau _{qp}`$. Using the two-fluid model, the magnitude of $`\rho _n(T)`$ follows from measurement of $`\rho _s(T)`$. In practice, this analysis yields results which are not self-consistent, for the following reason. Just as in YBCO, the condensate density varies as $`\rho _s(0)\alpha T`$ at low T, implying that the samples are in the clean d-wave regime where $`\rho _n=\alpha T`$. However, $`\sigma _1`$ in BSCCO does not tend to zero as $`T`$ approaches zero. Even at the lowest temperatures measured, about 5 K, $`\sigma _1`$ remains approximately 8 times larger than the normal state value just above $`T_c`$, $`\sigma _n(T_c)`$, and is far larger than the ‘universal conductivity’ proposed by Lee. Thus $`\tau _{qp}`$ calculated from $`\sigma _1/\rho _n`$ appears to diverge, which is inconsistent with the observation that the conductivity is frequency independent in the microwave regime. To extract a finite $`\tau _{qp}`$ one may assume that a large fraction of the quasiparticles remain uncondensed, i.e. $`\rho _n(T)=\rho _n(0)+\alpha T`$, or subtract the zero temperature limit of the dissipation prior to the two-fluid model analysis.

In view of the uncertainties inherent in these assumptions, it is desirable to extend the conductivity measurements to the frequency range probed by ARPES, $`k_BT/\mathrm{}`$. Here we report measurements of $`\sigma `$ in a BSCCO thin film in the frequency range from 0.18 to 1.0 THz, above the domain of microwave and below that of infrared spectroscopies. To cover this region, we used time-domain terahertz spectroscopy, a technique which is based on the generation and detection of single cycle electromagnetic pulses. The transmission coefficient of such pulses yields both the real and imaginary parts of $`\sigma `$ directly and independently. The sample, with $`T_c`$=$`85K`$, was grown on a $`LaAlO_3`$ substrate using atomic layer-by-layer molecular beam epitaxy. The resistance $`R`$ versus $`T`$ is linear and $`R(0)/R(300K)=4\times 10^2`$, where $`R(0)`$ is the extrapolation of the linear resistance to zero temperature.

The terahertz data show a strong frequency dependence in $`\sigma `$ below $`T_c`$, from which $`\tau _{qp}`$ in the superconducting state can be determined directly.

We find that $`1/\tau _{qp}(T)0.8k_B(T+10K)/\mathrm{}`$, consistent with ARPES measurements . Furthermore, we find the total conductivity to be incompatible with the two-fluid model. Instead, our measurements indicate that the conductivity comprises three contributions: QPs, the condensate, and a low frequency collective mode with spectral weight drawn from the condensate.

We now turn to $`\sigma _1(\omega ,T)`$ and discuss its salient features. The left panel of Figure 1 shows $`\sigma _1`$ plotted versus $`T`$ for a representative sample of frequencies in our range. At temperatures above $`T_c`$ there is little frequency dependence, as we would expect since $`1/\tau _{qp}2\pi `$1 THz in this temperature range. Below $`T_c`$, however, $`\sigma _1(T)`$ depends strongly on frequency. At $`\nu `$=0.2 THz the $`T`$ dependence is quite similar to that measured in the microwave regime on BSCCO single crystals . $`\sigma _1`$ rises to a maximum at 25 K, but at 5 K remains much greater than $`\sigma _n(T_c)`$. As the frequency increases from 0.2 to 0.8 THz the maximum shifts from 25 K to $`T_c`$, indicating that $`1/\tau _{qp}`$ is sweeping through our bandwidth. For a given frequency, the QP conductivity will decrease below the temperature where $`1/\tau _{qp}(T)\omega `$. At each measurement frequency, this $`T`$ is marked with an arrow. The measurement frequency (in radians/s) and corresponding $`T`$ for each arrow are shown in the upper right panel of Fig. 1. This admittedly rough estimate clearly suggests a QP lifetime with the form $`1/\tau _{qp}T`$. Finally, the peak in $`\sigma _1`$ near $`T_c`$, most visible at low frequencies, has been attributed to phase fluctuations of the order parameter due to thermal vortex, anti-vortex pairs.

Following its success in YBCO, we attempt to describe the conductivity using a two fluid model, in which $`\sigma `$ below $`T_c`$ is comprised of condensate and QP contributions. The condensate’s real, or dissipative, conductivity is a $`\delta `$-function at $`\nu =0`$. Therefore, for any nonzero frequency $`\sigma _1`$ is due solely to the QPs. Following the analysis of YBCO data, we choose a Drude conductivity for the QPs, $`\sigma _{qp}(\omega ,T)/\sigma _Q(\rho _n\tau _{qp}/\mathrm{})/(1+\omega ^2\tau _{qp}^2)`$. Here $`\sigma _Qe^2/(\mathrm{}d)`$ is the quantum conductivity of a stack of bilayers with spacing $`d=15.4\AA `$. The spectral weight, $`\rho _n`$ is expressed in units of energy as will be described below.

The two $`T`$ dependent parameters, $`\tau _{qp}(T)`$ and $`\rho _n(T)`$ are clearly suggested by the data. Regarding $`\tau _{qp}(T)`$, the upper right panel of Fig. 1 suggests that $`1/\tau _{qp}T`$ over a wide temperature range. The form of $`\rho _n(T)`$ follows from the $`T`$ dependence of the superfluid density. We obtain $`\rho _s(T)`$ from the imaginary part of the conductivity, $`\sigma _2`$, which is measured independently of $`\sigma _1`$ in our experiment. We observe that $`\rho _s(T)=\rho _0\alpha T`$ below about 30 K, suggesting that $`\rho _n=\alpha T`$ at low $`T`$. For purposes of modeling, we have found that the most accurate description of the terahertz conductivity results if we assume that $`\rho _n=\alpha T`$ up to $`T_c`$. Of course the total normal fluid weight must increase faster than this in order that $`\rho _n+\rho _s`$ remains constant as $`T`$ changes. However, we are modeling only the spectral weight contained in a Lorentzian component centered at zero frequency.

In the right-hand panel of Fig. 1, we plot $`\sigma _{qp}(T)`$, the Drude conductivity with $`\rho _n(T)`$ and $`\tau _{qp}(T)`$ as described above. Focusing first on the highest frequencies in our range, we see that $`\sigma _{qp}(T)`$ agrees rather well with the observed $`\sigma _1(T)`$. On the other hand, $`\sigma _1`$ at low frequency is much larger than predicted by a Drude model for the QP conductivity. In fact, we have found it impossible to describe the conductivity in the range from 0.2-1 THz with a two-fluid model ($`\rho _n(T)+\rho _s(T)`$ is constant) regardless of the choice of $`\tau _{qp}(T)`$. The difficulty is that the spectral weight in the low-frequency end of our range increases with decreasing $`T`$, rather than decreasing as expected for the normal fluid component in a two-fluid model. The conductivity spectra suggest the presence of an additional component, whose spectral weight increases with decreasing $`T`$. (Simulations based on  show that the spectral weight at low frequency cannot be caused by inadvertent coupling to the c-axis plasmon due to off-normal incidence).

To help identify the additional component of $`\sigma `$, we consider the difference between the measured spectral weight and the amount ascribed to QPs using the parameters given above. Fig. 2 shows the spectral weight measured in our bandwidth, $`\mathrm{\Sigma }(T)`$, and that due to the normal fluid, $`\mathrm{\Sigma }_{qp}(T)`$, plotted versus $`T`$. Because of the extreme anisotropy of BSCCO we express spectral weight in terms of an areal density per CuO2 bilayer. The areal density is proportional to the phase or charge stiffness per bilayer, and can be conveniently expressed in thermal units of energy, or Kelvins. The spectral weights denoted by $`\mathrm{\Sigma }`$ are distinct from those discussed earlier labeled with $`\rho `$’s. Whereas $`\rho (T)`$ represents an integration of $`\sigma _1`$ over all frequencies, $`\mathrm{\Sigma }(T)`$ is confined to an integration over our experimental bandwidth. The difference between $`\mathrm{\Sigma }(T)`$ and $`\mathrm{\Sigma }_{qp}(T)`$ is plotted as triangles. It is apparent that $`\mathrm{\Sigma }_{qp}(T)`$ is less than the total spectral weight observed. Notice that at low temperatures the difference, $`\mathrm{\Sigma }(T)\mathrm{\Sigma }_{qp}(T)`$, is proportional to $`\rho _s(T)`$, shown here multiplied by 0.18. The spectral weight in excess of $`\mathrm{\Sigma }_{qp}`$ is proportional to $`\rho _s`$ only if we set $`1/\tau _{qp}(T)T`$. If we choose $`1/\tau _{qp}(T)T^\beta `$ with any $`\beta `$ other than 1, the unaccounted for spectral weight does not have such a reasonable and recognizable $`T`$ dependence.

The proportionality of the residual spectral weight and $`\rho _s(T)`$, suggests that the excess conductivity arises from fluctuations of the condensate order parameter. The fluctuations are not thermally generated because their spectral weight increases as $`T0`$. Although the temperature dependence is consistent with intrinsic quantum fluctuations, the associated conductivity is expected to be of order $`\sigma _Q`$ or $`1.6\times 10^5(\mathrm{\Omega }^1m^1)`$, which is far too small to explain the data. However, the fluctuation conductivity can be much larger in the presence of static (or quasistatic) spatial variation in the superfluid density. Two examples have been discussed recently in the literature. The first is a one-dimensional periodic modulation of the phase-stiffness parameter. The second example is a ”granular” superconductor in which the Josephson coupling between grains is randomly distributed about its mean value. Both of these models predict a contribution to $`\sigma _1`$ above zero frequency which is not present if the phase stiffness is homogeneous throughout the material. Moreover, the spectral weight in this new contribution to $`\sigma _1`$ is proportional to the mean value of the phase stiffness, or superfluid density, just as is observed in our experiments. In both cases the proportionality constant is $`(\mathrm{\Delta }\rho _s)^2/\overline{\rho _s}^2`$, the fractional mean square variation in $`\rho _s`$.

Motivated by these models, we attempt a decomposition of $`\sigma _1`$ into QP and collective mode (CM) contributions, $`\sigma _1\sigma _{qp}+\sigma _{cm}`$. The difference between $`\sigma _1`$ and $`\sigma _{qp}`$ shows the collective mode contribution to be a low frequency peak contained, predominately, within our frequency range. We therefore test this decomposition with $`\sigma _{cm}`$ chosen to be a Lorenztian centered at $`\nu =0`$. This introduces two collective mode parameters: width, $`\mathrm{\Gamma }_{cm}(T)`$, and spectral weight, $`\rho _{cm}(T)`$. As is suggested by Fig. 2 we set the spectral weight of the collective mode, $`\rho _{cm}(T)`$, equal to a fixed fraction, $`\kappa `$, of $`\rho _s(T)`$. For the normal fluid spectral weight we choose $`\rho _n=\alpha T`$ as before, and we vary $`\mathrm{\Gamma }_{cm}`$ and $`\tau _{qp}`$ in order to find the best fit to the data. The best fit to $`1/\tau _{qp}(T)`$ is shown in the upper right panel of Fig. 3. (The dashed line indicates the range where the large thermal fluctuation conductivity dominates the QP contribution, making it difficult to extract $`\tau _{qp}`$). The width of the collective mode is found to be $`T`$ independent within the noise level, with a value 0.24 THz, and $`\kappa =0.30`$.

The left panel of Fig. 3 compares $`\sigma _1(T)\sigma _{qp}(T)`$ with $`\sigma _{cm}(T)`$, obtained using the parameter values given above. At each frequency $`\sigma _1(T)\sigma _{qp}(T)`$ is plotted as symbols and $`\sigma _{cm}(T)`$ as a line. The difference between the total conductivity and that due to QPs is obviously well described by the collective mode. What deviation there is between the model and the data is shown in the bottom right panel of Fig. 3. We see that difference corresponds to the phase fluctuations near $`T_c`$.

At this point we comment on the collective mode conductivity spectrum. In both models described previously, the frequency of the collective mode is related to the screened plasma frequency of the condensate, or $`\mathrm{}\omega _p=\sqrt{\rho _se^2/ϵd}`$. With $`ϵ10`$, this yields $`\mathrm{}\omega _p1400`$ K, much higher than the energies probed in our experiment. However, the plasma mode can be strongly perturbed by thermal QPs. For example, the damping rate of the plasmon, $`\mathrm{\Gamma }`$, is given by $`\mathrm{}\mathrm{\Gamma }=\rho _s\sigma _Q/\sigma _{qp}`$. For the values of $`\sigma _{qp}`$ seen in our experiment, this is of order 100 K, indicating that the plasma mode is highly overdamped. The corresponding conductivity will be centered at $`\nu =0`$ and its width will depend on the damping and screening effects of the QP background.

One final observation concerning our data is that causality dictates that the collective mode feature in $`\sigma _1(\nu )`$ must also be clearly manifest in $`\sigma _2(\nu )`$. Since both $`\sigma _1`$ and $`\sigma _2`$ are measured directly and independently by our coherent spectroscopy this is an important check of our model’s description of the conductivity. We find the total $`\sigma _2(\nu )`$ to be a sum of contributions from the QPs, the condensate and the collective mode. $`\sigma _2(\nu )`$, therefore, is not described by a two-fluid model but rather by the model set forth above.

In conclusion, we have shown that the dissipative conductivity of BSCCO in the superconducting state is not due solely to a normal fluid of QPs. There is an additional contribution whose spectral weight increases with decreasing temperature. We describe this contribution as a Lorentzian whose width is $`T`$ independent and whose spectral weight is a constant fraction of $`\rho _s(T)`$. This additional dissipation could result from phase fluctuations in the presence of static or quasistatic spatial variations of the local superfluid density. From the spectral weight of this dissipation we infer a fractional mean square variation in $`\rho _s`$ of $``$ 0.30. Adding this contribution to that of QPs with $`1/\tau _{qp}T`$ successfully describes the conductivity over the entire experimental range of frequency. Thus the transport lifetime in the superconducting state increases with decreasing $`T`$ far more slowly in BSCCO than in YBCO. The difference in lifetime may arise from the presence of same inhomogeneities which generate the collective mode dissipation.

We thank D.H. Lee, A. Maeda and D. Stroud for helpful discussions. This work was supported by NSF Grant No. 9870258, DOE Contract No. DE-AC03-76SF00098, and ONR Contract No. N00014-94-C-001.


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# 1 Introduction

## 1 Introduction

The string theory and the noncommutative geometry are fundamental theories possessing common goals: the elimination of the problems appearing in the standard field theory, like ultra-violet divergences, and, perspectively, a quantization of the gravity. In the former theory the elementary objects are strings, i.e. they are not point-like, whereas from the latter the notion of a point, as the elementary geometrical or physical entity, is eliminated from the very beginning (for detailed discussion see books ,  and ). However, it appears that there are deep relations between both approaches: the Yang-Mills theory on a noncommutative tori  can be re-interpreted as a limiting model of the $`M`$-theory .

In  the idea is discussed that the noncommutative space-time can appear naturally in the particular low energy limit of the string theory, as a direct consequence of a (constant) non-vanishing $`B`$-field. This fact is closely related to deformation quantization . Conversely, the deformation quantization  can be interpreted in terms of a topological string theory . Here the noncommutative geometry appears in the space-time (the target space of string coordinates).

In this article we shall analyze the different link between the string theory and the noncommutative geometry relating the known deformation of the Virasoro algebra with the noncommutative geometry on a string world-sheet.

The Virasoro algebra is an infinite Lie algebra with generators $`L_m`$, $`m𝐙`$, satisfying commutation relations

$$[L_m,L_m^{}]=(mm^{})L_{m+m^{}}+\frac{c}{12}(m^3m)\delta _{m+m^{},0},$$
(1)
where $`c`$ is a central element commuting with all $`L_m`$. In an unitary irreducible representation $`L_m^+=L_m`$ and $`c`$ is a real constant. The Virasoro algebra is usually realized in terms of an infinite set of (bosonic or fermionic) oscillators, and is closely related to the symmetry properties of the 2D (conformal) field theory in question. The simplest such representation, with $`c=1`$, is given by the Sugawara construction of $`L_m`$ in terms of an infinite set of bosonic oscillators $`a_n`$, $`a_n^+=a_n`$, $`n=1,2,\mathrm{}`$, satisfying the commutation relations

$$[a_n,a_m]=n\delta _{n+m,0},n,m0.$$
(2)
The Sugawara formula for $`L_m`$ reads

$$L_m=\frac{1}{2}\underset{k,n0}{}:a_ka_n:\delta _{k+n,m},m𝐙.$$
(3)
The deformations of the Virasoro algebra are related to deformations of the Sugawara construction (3). The oscillator realizations (with a nontrivial central element) of these deformations of Virasoro algebra were constructed in . They have been intensively studied in -, mainly in connection with a formal deformations in the conformal and/or string field theories. Later a developed mathematical structure was found, the Zamolodchikov-Faddeev algebras, which proved to be a natural framework for the deformed Virasoro algebras . Our construction in  represents a paricular realization of a bosonization of a ZF algebra. For a recent review see .

Our strategy is as follows. First we describe a model on a standard (commutative) cylinder, in which framework the Virasoro algebra appears naturally. Then we generalize the model to the noncommutative analog of the cylinder. This leads to the discrete time evolution. In Sec. 2 we summarize briefly free scalar field theory on a commutative and noncommutative cylinder. In Sec. 3 we describe the Euclidean version of the model and analyze its symmetry properties. We show that there is a particular model on a noncommutative cylinder possessing, as a symmetry algebra, the deformed Virasoro algebra proposed earlier. Thus, the Virasoro algebra on a complex plane $`𝐂`$ is replaced by the deformed Virasoro algebra on a $`q`$-deformed complex plane $`𝐂_q`$: there is a direct link between the noncommutative geometry on a world-sheet and the deformation of the Virasoro algebra. This link allows us to ascribe a clear physical meaning to the second index of the deformed Virasoro generators which necessarily appears in all abstract generalizations of the Virasoro algebra. It turns out that appearance of the additional index is a straightforward consequence of the noncommutativity of coordinates of the space-time ($`q`$-complex plane or, equivalently, noncommutative cylinder) on which the underlying field theory is defined. The field theoretical origin of the deformed Virosoro algebra can serve for the better (physical) motivation and understanding of its role as well as understanding of all related constructions ($`q`$-strings, $`q`$-vertex operators and Zamolodchikov-Faddeev algebras). Now all physical intuition (based on a notions like field action, quantization, Fock space, etc) can be used for further extensions, new constructions, etc originated and related to the q-deformed Virasoro algebras. In the last Sec. 4 we formulate the problem of a supersymmetric extension of the model and add concluding remarks.

## 2 Scalar field on a cylinder

### 2.1 Commutative case

In this section, we first discuss a free scalar field on a standard (commutative) cylinder $`C`$ (see, e.g., ,  and refs therein), and then we generalize the model to the noncommutative case. More detailed description of field-theoretical models on a noncommutative cylinder can be found in -.

The cylinder $`C`$ which we identify with the set of points $`C=𝐑\times S^1=\{x=(\rho \mathrm{cos}\varphi ,\rho \mathrm{sin}\varphi ,\tau )𝐑^3,\rho =\text{const}\}`$. If the function $`f(x)`$ on $`C`$ can be expanded as

$$f(\tau ,\phi )=\underset{k𝐙}{}c_k(\tau )e^{ik\phi },$$
(4)
we introduce the standard integral on $`C`$ by putting

$$I_0[f]=\frac{1}{2\pi }_C𝑑\tau 𝑑\phi f(\tau ,\phi )=_𝐑𝑑\tau c_0(\tau ).$$
(5)
The field action for a free massless real scalar field on a space-time modeled as the cylinder is defined by

$$S[\mathrm{\Phi }]=\frac{1}{2}I_0[\mathrm{\Phi }_\tau ^2\mathrm{\Phi }\mathrm{\Phi }_\phi ^2\mathrm{\Phi }].$$
(6)
It can be interpreted as the action describing (one coordinate of the) free closed bosonic string. We shall have in mind this interpretation in what follows. We can expand the fields $`\mathrm{\Phi }`$ into Fourier modes

$$\mathrm{\Phi }(x)=\underset{k0}{}c_k(\tau )e^{ik\phi },c_k^{}(\tau )=c_k(\tau ),$$
(7)
(we eliminated the zero mode which is inessential for us). Inserting (7) into the action we obtain

$$S[\mathrm{\Phi }]=\frac{1}{2}_𝐑𝑑\tau \underset{k0}{}[c_k(\tau )\ddot{c}_k(\tau )k^2c_k(\tau )c_k(\tau )].$$
(8)
The canonically conjugated momentum to the mode $`c_k(\tau )`$ is $`\pi _k(\tau )=\dot{c}_k(\tau )`$. We assume standard equal-time canonical Poisson brackets between modes and their conjugate momenta

$$\{c_k(\tau ),c_k^{}(\tau )\}=\{\pi _k(\tau ),\pi _k^{}(\tau )\}=0,$$

$$\{c_k(\tau ),\pi _k^{}(\tau )\}=\delta _{kk^{}}.$$
(9)
The quantization means an operator realization of the corresponding equal-time canonical commutation relations

$$[c_k(\tau ),c_k^{}(\tau )]=[\pi _k(\tau ),\pi _k^{}(\tau )]=0,$$

$$[c_k(\tau ),\pi _k^{}(\tau )]=i\delta _{kk^{}}.$$
(10)
This can be performed by solving corresponding classical Euler-Lagrange equations of motion

$$\ddot{c}_k(\tau )=k^2c_k(\tau ).$$
(11)
They possess positive frequency oscillating solutions

$$c_k(\tau )=\frac{i}{k}[a_ke^{ik\tau }b_ke^{ik\tau }],k>0.$$
(12)
The solutions for negative $`k`$ are fixed by the reality condition: $`c_k(\tau )=c^{}c_k(\tau )`$, i.e. $`a_k=a_k^{}`$, $`b_k^{}=b_k`$. Explicitly, the formulas for the field $`\mathrm{\Phi }(\tau ,\phi )`$ and the conjugated momentum $`\mathrm{\Pi }(\tau ,\phi )=_\tau \mathrm{\Phi }(\tau ,\phi )`$ read

$$\mathrm{\Phi }(\tau ,\phi )=\underset{k0}{}\frac{i}{k}[a_ke^{ik\tau +ik\phi }b_ke^{ik\tau ik\phi }],$$

$$_\tau \mathrm{\Phi }(\tau ,\phi )=\underset{k0}{}[a_ke^{ik\tau +ik\phi }+b_ke^{ik\tau ik\phi }].$$
(13)
The terms with expansion coefficients $`a_k`$ are interpreted as the right-movers on a closed bosonic string, whereas those solutions with $`b_k`$ as the left-movers. They are independent, and we can treat them separately. The canonical commutations relations are indeed satisfied if we replace the complex coefficients $`a_k`$ and $`b_k`$, $`k0`$, by two independent infinite set of bosonic oscillators satisfying commutation relations

$$[a_k,b_k^{}]=0,[a_k,a_k^{}]=[b_k,b_k^{}]=k\delta _{k+k^{},0}$$
(14)
(we are using the same notation for the classical expansion parameters and annihilation and creation operators, this should not lead to any confusion).

### 2.2 Noncommutative case

The noncommutative cylinder we realize by ”quantizing” the Poisson structure on $`C`$, see -. This is defined by

$$\{f,g\}=\frac{f}{\phi }\frac{g}{\tau }\frac{f}{\tau }\frac{g}{\phi },$$
(15)
for any pair of functions $`f`$ and $`g`$ on $`C`$. Using the Leibniz rule, it can be generated from the elementary brackets

$$\{\tau ,x_\pm \}=\pm ix_\pm ,\{x_+,x_{}\}=0,$$
(16)
where, $`x_\pm =\rho e^{\pm i\varphi }`$. Eqs. (17) are just $`e(2)`$ Lie algebra defining relations. The function $`x_+x_{}`$ is central: $`\{x_0,x_+x_{}\}=\{x_\pm ,x_+x_{}\}=0`$, i.e. the restriction $`x_+x_{}=\rho ^2`$ is consistent with the Poisson bracket structure. The operators $`_\phi ^2`$ and $`_\tau ^2`$ entering the action can be expressed in terms of Poisson brackets:

$$_\phi ^2f=\{\tau ,\{\tau ,f\}\},_\tau ^2f=\frac{1}{\rho ^2}\{x_{},\{\{x_+,f\}\}.$$
(17)
In the noncommutative case we replace the commuting variables $`\tau ,x_\pm `$ by the $`e(2)`$ Lie algebra generators $`\widehat{\tau },\widehat{x}_\pm `$ satisfying the relations

$$[\widehat{\tau },\widehat{x}_\pm ]=\pm \lambda \widehat{x}_\pm ,[\widehat{x}_+,\widehat{x}_{}]=0,$$

$$\widehat{x}_+\widehat{x}_{}=\rho ^2.$$
(18)
The algebra $`e(2)`$ possesses one series of infinite dimensional unitary representations (parameterized by one real parameter $`\rho >0`$). These representations can be realized in the Hilbert space $`L^2(S^1,d\phi )`$ as follows

$$\widehat{\tau }=i\lambda _\phi ,\widehat{x}_\pm =\rho e^{\pm i\phi }.$$
(19)
The Casimir operator takes the value $`\widehat{x}_+\widehat{x}_{}=\rho ^2`$. In what follows we put $`\rho =1`$.

For any operator $`\widehat{f}`$ on $`C`$ possessing the expansion

$$\widehat{f}=\underset{k𝐙}{}c_k(\widehat{\tau })e^{ik\phi },$$
(20)
we introduce the noncommutative analog of integral (5) by

$$I_\lambda [\widehat{f}]=\lambda \mathrm{Tr}[\widehat{f}]=\lambda \underset{n𝐙}{}c_0(n\lambda ).$$
(21)
Here $`c_0(n\lambda )`$ are spectral coefficients of the operator $`c_0(\widehat{\tau })`$: $`c_0(\widehat{\tau })e^{in\phi }=c_0(n\lambda )`$ $`e^{in\phi }`$ ($`e^{in\phi }`$ is an eigenfunction of $`\widehat{\tau }`$ with the eigenvalue $`n\lambda `$). There is a straightforward generalization of (22) to an integral over finite discrete time interval $`\alpha =a\lambda \tau b\lambda =\beta `$:

$$I_{\lambda \alpha }^\beta [\widehat{f}]:=\lambda \mathrm{Tr}_\alpha ^\beta [\widehat{f}]=\lambda \underset{a}{\overset{b}{}}c_0(n\lambda ).$$
(22)
Integrals of this type appear, e.g., if one calculates the field action for a finite time interval.

The operators $`\widehat{}_\phi ^2`$ and $`\widehat{}_\tau ^2`$, the noncommutative analogs of (18), are obtained replacing the Poisson brackets by the commutators: $`\{.,.\}(i/\lambda )[.,.]`$. Performing the Fourier expansion (21) we obtain

$$\widehat{}_\phi ^2\widehat{f}=\frac{1}{\lambda ^2}[\widehat{\tau },[\widehat{\tau },\widehat{f}]]=\underset{k𝐙}{}k^2c_k(\widehat{\tau })e^{ik\phi },$$

$$\widehat{}_\tau ^2\widehat{f}=\frac{1}{\lambda ^2\rho ^2}[\widehat{x}_{},[\widehat{x}_+,\widehat{f}]]=\underset{k𝐙}{}\delta _\lambda ^2c_k(\widehat{\tau })e^{ik\phi }.$$
(23)
Here $`\delta _\lambda ^2`$ is the second order difference operator

$$\delta _\lambda ^2c_k(\widehat{\tau })=\frac{1}{\lambda ^2}[c_k(\widehat{\tau }+\lambda )2c_k(\widehat{\tau })+c_k(\widehat{\tau }\lambda )].$$

The free hermitian scalar field action we take in the form

$$S[\widehat{\mathrm{\Phi }}]=\frac{1}{2}I_\lambda [\mathrm{\Phi }_\tau ^2\widehat{\mathrm{\Phi }}+K_\lambda ^2(i_\phi )\widehat{\mathrm{\Phi }}],$$
(24)
where $`K_\lambda (i_\phi )=\frac{2}{\lambda }\mathrm{sin}(i\frac{\lambda }{2}_\phi )`$. This specific form of the operator $`K_\lambda `$ has been chosen for the later convenience: as we shall see in section 3.2, the Euclidean version of (24) corresponds precisely to the action which can be reinterpreted as a theory on the noncommutative $`q`$-plane with a most simple and natural Lagrangian. The operator $`K_\lambda (i_\phi )`$ is defined by the Fourier expansion (21): $`K_\lambda (i_\phi )\widehat{f}=c_k(\widehat{\tau })K_\lambda (k)e^{ik\phi }`$$`K_\lambda (k)=\frac{2}{\lambda }\mathrm{sin}(\frac{k\lambda }{2})`$.

The field $`\widehat{\mathrm{\Phi }}`$ is a function in the noncommutative variables $`\widehat{\tau }`$ and $`\widehat{x}_\pm `$. It possesses, by assumption, the Fourier expansion

$$\widehat{\mathrm{\Phi }}=\underset{k0}{}c_k(\widehat{\tau })e^{ik\phi },c_k^{}(\widehat{\tau })=c_k(\widehat{\tau }k\lambda ).$$
(25)
The latter relation guarantees the hermiticity of the field:

$$\widehat{\mathrm{\Phi }}^{}=\underset{k0}{}e^{ik\phi }c_k^{}(\widehat{\tau })=\underset{k0}{}c_k^{}(\widehat{\tau }+k\lambda )e^{ik\phi }$$

$$=\underset{k0}{}c_k^{}(\widehat{\tau }k\lambda )e^{ik\phi }=\underset{k0}{}c_k(\widehat{\tau })e^{ik\phi }=\widehat{\mathrm{\Phi }}.$$

Inserting the mode expansion (25) into $`S[\widehat{\mathrm{\Phi }}]`$ and using the relation

$$c_k(\widehat{\tau })e^{ik\phi }c_k^{}(\widehat{\tau })e^{ik^{}\phi }=c_k(\widehat{\tau })c_k^{}(\widehat{\tau }k\lambda )e^{i(k+k^{})\phi },$$
(26)
we obtain

$$S[\widehat{\mathrm{\Phi }}]=\frac{\lambda }{2}\underset{n,k}{}[c_k(n\lambda k\lambda )\delta _\lambda ^2c_k(n\lambda )K_\lambda ^2(k)c_k(n\lambda k\lambda )c_k(n\lambda )].$$
(27)
Its extremalization leads to the discrete-time Euler-Lagrange equations

$$\delta _\lambda ^2c_k(n\lambda )=K_\lambda ^2(k)c_k(n\lambda ).$$
(28)
We see that the noncommutativity demonstrates itself dominantly as a discreteness of time: the action (27) does not contain explicitely noncommutative quantities, it depends on spectral modes at various discrete time slices. Moreover, in the equations of motion the time derivatives are replaced by the time differences.

The momentum, conjugated to the field mode $`c_k(n\lambda )`$, is

$$\pi _k(n\lambda )=\frac{1}{2\lambda }[c_k(n\lambda k\lambda +\lambda )c_k(n\lambda k\lambda \lambda ).$$

We postulate the standard equal-time Poisson brackets among modes and conjugated momenta

$$\{c_k(n\lambda ),c_k^{}(n\lambda )\}=\{\pi _k(n\lambda ),\pi _k^{}(n\lambda )\}=0,$$

$$\{c_k(n\lambda ),\pi _k^{}(n\lambda )\}=\delta _{kk^{}}.$$
(29)
The quantization means an operator realization of the corresponding equal-time canonical commutation relations

$$[c_k(n\lambda ),c_k^{}(n\lambda )]=[\pi _k(n\lambda ),\pi _k^{}(n\lambda )]=0,$$

$$[c_k(n\lambda ),\pi _k^{}(n\lambda )]=i\delta _{kk^{}},.$$
(30)
This can be performed similarly as in the commutative case, in terms of suitable sets of annihilation and creation operators. We shall not discuss this problem here since in the next Section, we analyze in detail the analogous problem within the Euclidean version.

## 3 Euclidean model on a cylinder

### 3.1 Commutative case

In order to analyze the Euclidean case (see, e.g., , ), we have to continue the time $`\tau `$ to $`i\tau `$, as a result in the action the kinetic term changes sign. The Euclidean action is usually defined by

$$S[\mathrm{\Phi }]=\frac{1}{2}I_0[\mathrm{\Phi }_\tau ^2\mathrm{\Phi }\mathrm{\Phi }_\phi ^2\mathrm{\Phi })].$$
(31)
The corresponding Euler-Lagrange equations for modes

$$\ddot{c}_k(\tau )=k^2c_k(\tau ).$$
(32)
can be solved similarly as in the real-time case. The formula for the field $`\mathrm{\Phi }(\tau ,\phi )`$ and the conjugate momentum $`\mathrm{\Pi }(\tau ,\phi )=_\tau \mathrm{\Phi }(\tau ,\phi )`$ reads

$$\mathrm{\Phi }(\tau ,\phi )=\underset{k0}{}\frac{i}{k}[a_ke^{k\tau +ik\phi }+b_ke^{k\tau ik\phi }],$$

$$_\tau \mathrm{\Phi }(\tau ,\phi )=i\underset{k0}{}[a_ke^{k\tau +ik\phi }+b_ke^{k\tau ik\phi }].$$
(33)
The equal-time canonical commutation relations among $`\mathrm{\Phi }(\tau ,\phi )`$ and $`\mathrm{\Pi }(\tau ,\phi ^{})`$ are satisfied provided that $`a_k`$ and $`b_k`$, $`k0`$, satisfy commutation relations (14).

It is useful to introduce the new complex variables

$$z=e^{\tau i\phi },\overline{z}=e^{\tau +i\phi }.$$
(34)
In this variables the action reads

$$S[\mathrm{\Phi }]=\frac{1}{4\pi }𝑑z𝑑\overline{z}\mathrm{\Phi }(z,\overline{z})\overline{}\mathrm{\Phi }(z,\overline{z}).$$
(35)
The corresponding Euler-Lagrange equations

$$\overline{}\mathrm{\Phi }(z,\overline{z})=0$$
(36)
have a general solution

$$\mathrm{\Phi }(z,\overline{z})=i\underset{k0}{}\frac{1}{k}[a_kz^k+b_k\overline{z}^k]=:\mathrm{\Phi }(z)+\overline{\mathrm{\Phi }}(\overline{z}).$$
(37)
Comparing with (33), we see that the fields $`\mathrm{\Phi }(z)`$ and $`\overline{\mathrm{\Phi }}(\overline{z})`$ correspond to the right- and left-movers, respectively, of a closed bosonic string.

The energy momentum tensor $`T_{ij}`$ is traceless: $`T_{z\overline{z}}=0`$ in complex notation with $`i,j=z,\overline{z}`$. This, together with the energy-momentum conservation,

$$\overline{}T_{zz}+T_{\overline{z}z}=0,T_{\overline{z}\overline{z}}+\overline{}T_{\overline{z}z}=0,$$

gives $`T(z,\overline{z})=T(z)+\overline{T}(\overline{z})`$ with

$$T(z)=\frac{1}{2}:\mathrm{\Phi }(z)\mathrm{\Phi }(z):,\overline{T}(\overline{z})=\frac{1}{2}:\overline{}\overline{\mathrm{\Phi }}(\overline{z})\overline{}\overline{\mathrm{\Phi }}(\overline{z}):.$$
(38)
Here there appears the normal product $`:\mathrm{}:`$ defined by

$$:\mathrm{\Phi }(z,\overline{z})\mathrm{\Phi }(w,\overline{w}):=\mathrm{\Phi }(z,\overline{z})\mathrm{\Phi }(w,\overline{w})+\mathrm{log}|zw|^2.$$
(39)
The last term is just the 2-point correlator (Green function) $`\mathrm{\Phi }(z,\overline{z})\mathrm{\Phi }(w,\overline{w})`$. It can be found, e.g. in the framework of Euclidean field theory, with the quantum expectation value of a field functional $`F[\mathrm{\Phi }]`$ being given as the path integral

$$F[\mathrm{\Phi }]=D\mathrm{\Phi }F[\mathrm{\Phi }]e^{S[\mathrm{\Phi }]}.$$
(40)
Let us now consider the infinitesimal transformation of fields $`\delta _\xi \mathrm{\Phi }=\xi \mathrm{\Phi }`$ with some given function $`\xi =\xi (z,\overline{z})`$. This induces the following variation of the action

$$\delta _\xi S=\frac{1}{4\pi }𝑑z𝑑\overline{z}[(\overline{}\xi )(\mathrm{\Phi })^2+(\xi \mathrm{\Phi }\overline{}\mathrm{\Phi })]$$

$$=\frac{1}{2\pi }𝑑z𝑑\overline{z}(\overline{}\xi )T,$$
(41)
with $`T(z)`$ given in (38) (here we used the formula $`𝑑z𝑑\overline{z}(\mathrm{})`$ $`=0`$). The analogous formula for $`\overline{T}(\overline{z})`$ can be obtained by considering the variations $`\delta _{\overline{\xi }}\mathrm{\Phi }=\overline{\xi }\overline{}\mathrm{\Phi }`$.

Inserting into $`T(z)`$ the mode expansion (33), using (38) and replacing the expansion coefficient by bosonic oscillators, we recover the Sugawara formula:

$$T(z)=L_mz^{m2},$$
(42)
where

$$L_m=\frac{1}{2\pi i}z^{n+1}T(z)=\frac{1}{2}:a_ka_n:\delta _{k+n,m}.$$
(43)
We note that here, on r.h.s., there appears the standard normal ordering with respect to the annihilation and creation operators. It can be shown that it is equivalent to the normal ordering introduced in (39), therefore, we have not introduced a new specific notation.

For variations $`\delta _\xi \mathrm{\Phi }=\xi \mathrm{\Phi }`$ with $`\xi =\xi (z)`$ it holds $`\delta _\xi S=0`$ (see (41)). Thus, they are symmetry transformations of the model. The variation $`\delta _\xi \mathrm{\Phi }`$ in question corresponds to an infinitesimal conformal transformation $`zz+\xi (z)`$ of the conformal plane:

$$\mathrm{\Phi }(z)\mathrm{\Phi }(z+\xi (z))=\mathrm{\Phi }(z)+\xi (z)\mathrm{\Phi }(z).$$

The infinitesimal conformal transformations of a plane form a Lie algebra, and the same is true for the variations: $`[\delta _\xi ,\delta _\xi ^{}]\mathrm{\Phi }=\delta _{\xi _\xi ^{}_\xi \xi ^{}}\mathrm{\Phi }`$. Consequently, the Virasoro generators $`L_m`$, $`m𝐙`$, close to a Lie algebra too. Wee see that the conformal mappings of a complex plane are behind the symmetry of the action in question.

### 3.2 Noncommutative case

Now we shall investigate along the similar lines the noncommutative Euclidean version of the model. It is obtained by replacing $`\lambda i\lambda `$ in (27). The corresponding Euclidean action is

$$S[\widehat{\mathrm{\Phi }}]=\frac{1}{2}I_\lambda [\widehat{\mathrm{\Phi }}\widehat{}_\tau ^2\widehat{\mathrm{\Phi }}\widehat{\mathrm{\Phi }}K_\lambda ^2(i_\phi )\widehat{\mathrm{\Phi }}],$$
(44)
where now $`K_\lambda (i_\phi )=\frac{2}{\lambda }\mathrm{sinh}(i\frac{\lambda }{2}_\phi )`$. Inserting into (44) the field mode expansion, we obtain

$$S[\widehat{\mathrm{\Phi }}]=\frac{\lambda }{2}\underset{n,k}{}[c_k(n\lambda k\lambda )\delta _\lambda ^2c_k(n\lambda )+K_\lambda ^2(k)c_k(n\lambda k\lambda )c_k(n\lambda )],$$
(45)
with $`K_\lambda (k)=\frac{2}{\lambda }\mathrm{sinh}(\frac{k\lambda }{2})`$. The corresponding discrete Euler-Lagrange equations

$$\delta _\lambda ^2c_k(n\lambda )=K_\lambda ^2(k)c_k(n\lambda ),k0,$$
(46)
have the solution

$$c_k(n\lambda )=\frac{i\lambda }{\mathrm{sinh}(k\lambda )}[a_ke^{\lambda k^2/2}e^{kn\lambda }b_ke^{\lambda k^2/2}e^{kn\lambda }],k0,$$
(47)
where $`a_k`$ and $`b_k`$ are independent constants. The conjugate momentum to the mode $`c_k(n\lambda )`$ is

$$\pi _k(n\lambda )=\frac{1}{2\lambda }[c_k(n\lambda k\lambda \lambda )c_k(n\lambda k\lambda +\lambda )]$$

$$=[a_ke^{\lambda k^2/2}e^{kn\lambda }+b_ke^{\lambda k^2/2}e^{kn\lambda }],k0.$$
(48)
The Euclidean reality condition, $`\widehat{\mathrm{\Phi }}^{}(\widehat{\tau },\phi )\stackrel{\mathrm{def}}{=}\widehat{\mathrm{\Phi }}^{}(\widehat{\tau },\phi )=\widehat{\mathrm{\Phi }}(\widehat{\tau },\phi )`$, requires $`c_k(n\lambda )=c_k^{}(n\lambda +k\lambda )`$. Taking this into account, the canonical commutation relations (30) are satisfied provided that the coefficients $`a_k`$ and $`b_k`$, $`k0`$, are replaced by bosonic operators satisfying the commutation relations

$$[a_k,b_k^{}]=0,[a_k,a_k^{}]=[b_k,b_k^{}]=\frac{\mathrm{sinh}(k\lambda )}{\lambda }\delta _{k+k^{},0}.$$
(49)
Inserting solution (47) into the field mode expansion, we obtain the field configuration, minimizing the action, in the form

$$\widehat{\mathrm{\Phi }}(\widehat{z},\widehat{\overline{z}})=\underset{k0}{}\frac{i\lambda }{\mathrm{sinh}(k\lambda )}[a_k\widehat{z}^kb_k\widehat{\overline{z}}^k]=:\widehat{\mathrm{\Phi }}(\widehat{z})+\widehat{\overline{\mathrm{\Phi }}}(\widehat{\overline{z}}).$$
(50)
Here we introduced the new noncommutative variables

$$\widehat{z}=e^{\widehat{\tau }i\phi }=e^{i\lambda _\phi i\phi },\widehat{\overline{z}}=e^{\widehat{\tau }+i\phi }=e^{i\lambda _\phi +i\phi }.$$
(51)
The operators $`\widehat{z}`$ and $`\widehat{\overline{z}}`$ satisfy the commutation relation

$$\widehat{z}\widehat{\overline{z}}=q^2\widehat{\overline{z}}\overline{z},q=e^\lambda .$$
(52)
which are typical for the $`q`$-deformed plane $`𝐂_q`$ possessing an $`E_q(2)`$ symmetry. Bellow we summarize necessary formulas following the conventions of .

The $`q`$-deformed Euclidean group $`E_q(2)`$ is a Hopf algebra generated by $`v`$, $`\overline{v}`$, $`n`$, $`\overline{n}`$ with relations

$$vn=q^2nv,v\overline{n}=q^2\overline{n}v,n\overline{n}=q^2\overline{n}n,$$

$$\overline{n}\overline{v}=q^2\overline{v}\overline{n},n\overline{v}=q^2\overline{v}n=v\overline{v}=\overline{v}v=1,$$

with comultiplication, counit and antipode given by

$$\mathrm{\Delta }v=vv,\mathrm{\Delta }\overline{v}=\overline{v}\overline{v},\mathrm{\Delta }n=n1+vn,\mathrm{\Delta }\overline{n}=\overline{n}1+\overline{v}\overline{n},$$

$$\epsilon (v)=\epsilon (\overline{v})=1,\epsilon (n)=\epsilon (\overline{n})=0,$$

$$S(v)=\overline{v},S(\overline{v})=v,S(n)=\overline{v}n,S(\overline{n})=v\overline{n}.$$

For a real $`q`$ the compatible involution is $`v^{}=\overline{v}`$, $`n^{}=\overline{n}`$.

The dual enveloping algebra $`𝒰_q(e(2))`$ is generated by the elements $`P_\pm `$ and $`J`$ such that

$$[P_+,P_{}]=0,[J,P_\pm ]=\pm P_\pm ,$$

with vanishing counit and

$$\mathrm{\Delta }J=J1+1J,\mathrm{\Delta }P_\pm =q^JP_\pm +P_\pm q^J,$$

$$S(J)=J,S(P_\pm )=q^{\pm 1}P_\pm ,J^{}=J,P_\pm ^{}=P_{}.$$

The plane $`𝐂_q`$ is associated with functions analytic in $`\widehat{z}`$, $`\widehat{\overline{z}}`$. It is invariant with respect to the $`𝒰_q(e(2))`$ coaction $`\mathrm{\Lambda }`$ given by (see ):

$$\mathrm{\Lambda }(q^{\pm J})\widehat{z}^m\widehat{\overline{z}}^n=q^{\pm mn}\widehat{z}^m\widehat{\overline{z}}^n,$$

$$\mathrm{\Lambda }(P_{})\widehat{z}^m\widehat{\overline{z}}^n_q\widehat{z}^m\widehat{\overline{z}}^n=[m]_qq^{n2}\widehat{z}^{m1}\widehat{\overline{z}}^n,$$

$$\mathrm{\Lambda }(P_+)\widehat{z}^m\widehat{\overline{z}}^n\overline{}_q\widehat{z}^m\widehat{\overline{z}}^n=[n]_qq^{m+1}\widehat{z}^m\widehat{\overline{z}}^{n1},$$

where $`[m]_q=(q^mq^m)/(qq^1)`$. The corresponding Casimir operator (the Laplacian on $`𝐂_q`$) is $`\mathrm{\Delta }_q=\mathrm{\Lambda }(P_+P_{})`$. Its action on $`𝐂_q`$ is

$$\mathrm{\Delta }_q\widehat{z}^m\widehat{\overline{z}}^n=\mathrm{\Lambda }(P_+P_{})\widehat{z}^m\widehat{\overline{z}}^n=q^{m+n2}[m]_q[n]_q\widehat{z}^{m1}\widehat{\overline{z}}^{n1}.$$
(53)
The operator $`\mathrm{\Delta }_\lambda =\widehat{}_{\overline{\tau }}^2+\frac{4}{\lambda }^2\mathrm{sinh}^2(i\frac{\lambda }{2}_\phi )`$ entering (44) acts on $`\widehat{z}^m\widehat{\overline{z}}^n=e^{(m+n)\widehat{\tau }i(mn)\phi mn\lambda }`$ as follows

$$\mathrm{\Delta }_\lambda \widehat{z}^m\widehat{\overline{z}}^n=[\widehat{}_\tau ^2+\frac{4}{\lambda }^2\mathrm{sinh}^2(i\frac{\lambda }{2}_\phi )]\widehat{z}^m\widehat{\overline{z}}^n$$

$$=\frac{(qq^1)^2}{\lambda ^2}[m]_q[n]_q\widehat{z}^m\widehat{\overline{z}}^n,q=e^\lambda .$$
(54)
Comparing (53) and (54) it can be shown straightforwardly that

$$\mathrm{\Delta }_\lambda \widehat{z}^m\widehat{\overline{z}}^n=\frac{(qq^1)^2}{\lambda ^2}\widehat{r}(\mathrm{\Delta }_q\widehat{z}^m\widehat{\overline{z}}^n)\widehat{r},\widehat{r}=e^{\widehat{\tau }}.$$
(55)
This is the noncommutative analog of the known link between Laplacian on a plane and those on a cylinder.

To any function $`f(\widehat{z},\widehat{\overline{z}})=_{n,m0}C_{m,n}\widehat{z}^m\widehat{\overline{z}}^n`$ on $`𝐂_q`$ we assign the Jackson-type integral by

$$_q𝑑\widehat{z}𝑑\widehat{\overline{z}}f(\widehat{z},\widehat{\overline{z}})=\lambda \mathrm{Tr}[\widehat{r}^2f_0(\widehat{r}^2)]=\lambda \underset{n𝐙}{}q^{2n}f_0(q^{2n}),$$
(56)
where $`\mathrm{Tr}`$ denotes the trace over the spectrum of $`\widehat{r}^2`$ is $`q^{2n}`$, $`n𝐙`$, and

$$f_0(\widehat{r})=\underset{n0}{}C_{n,n}q^{n^2}\widehat{r}^{2n}.$$
(57)
We can extend the definition (56) by taking a partial trace over the spectrum: putting $`\alpha =q^{2a}`$ and $`q^b=\beta `$, we define

$$_{q\alpha }^\beta 𝑑\widehat{z}𝑑\widehat{\overline{z}}f(\widehat{z},\widehat{\overline{z}})=\lambda \underset{n=a}{\overset{b}{}}q^{2n}f_0(q^{2n}).$$
(58)
Taking $`\widehat{f}=\widehat{r}^2f(\widehat{z},\widehat{\overline{z}})`$ it can be seen easily that the integrals $`I_\lambda [\widehat{f}]`$ and $`_q𝑑\widehat{z}𝑑\widehat{\overline{z}}f(\widehat{z},\widehat{\overline{z}})`$ are equal. The factor $`\widehat{r}^2`$ represents a Jacobian of the transformation (51). We see that in the noncommutative case there are two equivalent approaches, linked by the transformation (51):

(i) The first one corresponds to the model on a noncommutative sphere described by the noncommutative variables $`\widehat{\tau }`$ and $`\phi `$. The field action (44) leads to the equations of motion (46).

(ii) The second one is a model on a $`q`$-plane described by the variables $`\widehat{z}`$, $`\widehat{\overline{z}}`$. The action

$$S[\widehat{\mathrm{\Phi }}]=_q𝑑\widehat{z}𝑑\widehat{\overline{z}}\widehat{\mathrm{\Phi }}(\widehat{z}q,\widehat{\overline{z}}q^1)(\mathrm{\Delta }_q)\widehat{\mathrm{\Phi }}(\widehat{z},\widehat{\overline{z}}).$$
(59)
The shifts of arguments in the first $`\widehat{\mathrm{\Phi }}`$ guarantee that (59) is equivalent to (44) (use the link (53) between Laplacians and the relation $`\widehat{r}\widehat{\mathrm{\Phi }}(\widehat{z}q,\widehat{\overline{z}}q^1)=\widehat{\mathrm{\Phi }}(\widehat{z},\widehat{\overline{z}})\widehat{r}`$).

The action (59) depends on general hermitian field configurations

$$\widehat{\mathrm{\Phi }}(\widehat{z},\widehat{\overline{z}})=\underset{k0}{}\frac{i\lambda }{\mathrm{sinh}(k\lambda )}[a_k(q^k\widehat{r}^2)\widehat{z}^kb_k(q^k\widehat{r}^2)\widehat{\overline{z}}^k].$$
(60)
The field is hermitian provided that $`a_k^{}(q^k\widehat{r}^2)=a_k(q^1\widehat{r}^2)`$. The Euler-Lagrange equation for $`S[\widehat{\mathrm{\Phi }}]`$ is just the $`q`$-harmonicity condition

$$\mathrm{\Delta }_q\widehat{\mathrm{\Phi }}(\widehat{z},\widehat{\overline{z}})=_q\overline{}_q\widehat{\mathrm{\Phi }}(\widehat{z},\widehat{\overline{z}})=0.$$
(61)
Obviously, it is equivalent to the equation of motion (46).

Let us now investigate the variations of the action under infinitesimal field transformations

$$\delta _{\widehat{\xi }}\widehat{\mathrm{\Phi }}=\widehat{\xi }_q\widehat{\mathrm{\Phi }},\widehat{\xi }=\xi (\widehat{z},\widehat{\overline{z}}).$$
(62)
Using the Leibniz rule

$$_q[f(\widehat{z}q,\widehat{\overline{z}}q)g(\widehat{z},\widehat{\overline{z}})]=(_qf)(\widehat{z}q,\widehat{\overline{z}}q)g(\widehat{z}q,\widehat{\overline{z}}q)+f(\widehat{z}q,\widehat{\overline{z}}q)(_qg)(\widehat{z}q,\widehat{\overline{z}}q),$$

we can rewrite the action in the form

$$S[\widehat{\mathrm{\Phi }}]=q^2_q𝑑\widehat{z}𝑑\widehat{\overline{z}}(_q\widehat{\mathrm{\Phi }})(\widehat{z}q,\widehat{\overline{z}}q^1)(\overline{}_q\widehat{\mathrm{\Phi }})(\widehat{z},\widehat{\overline{z}}).$$

It follows straightforwardly,

$$\delta _{\widehat{\xi }}S[\widehat{\mathrm{\Phi }}]=q^2_qd\widehat{z}d\widehat{\overline{z}}[_q(\widehat{\xi }_q\widehat{\mathrm{\Phi }})(\widehat{z}q,\widehat{\overline{z}}q^1)(\overline{}_q\widehat{\mathrm{\Phi }})(\widehat{z},\widehat{\overline{z}}),$$

$$+(_q\widehat{\mathrm{\Phi }})(\widehat{z}q,\widehat{\overline{z}}q^1)\overline{}_q(\widehat{\xi }_q\widehat{\mathrm{\Phi }})(\widehat{z},\widehat{\overline{z}})].$$
(63)
We shall now restrict ourselves to the vicinity of solutions of the equation of motion, i.e. we take

$$\widehat{\mathrm{\Phi }}(\widehat{z},\widehat{\overline{z}})=\mathrm{\Phi }(\widehat{z})+\overline{\mathrm{\Phi }}(\widehat{\overline{z}}).$$

The first term in (63) does not contribute since, the integrand can be written as $`_q(\widehat{\xi }_q\mathrm{\Phi }\overline{}_q\overline{\mathrm{\Phi }})`$ and $`_q_q(\mathrm{})=0`$. Thus,

$$\delta _{\widehat{\xi }}S[\widehat{\mathrm{\Phi }}]=q^2_qd\widehat{z}d\widehat{\overline{z}}(_q\mathrm{\Phi })(\widehat{z}q,\widehat{\overline{z}}q^1)(\overline{}_q)\xi (\widehat{z},\widehat{\overline{z}})(_q\mathrm{\Phi }(\widehat{z},\widehat{\overline{z}}).$$
(64)
Any function $`\widehat{\xi }=\xi (\widehat{z},\widehat{\overline{z}})`$ can be written as a linear combination of functions $`\widehat{\xi }_k=\eta (\widehat{z})\widehat{\overline{z}}^k`$. It holds

$$\delta _{\widehat{\xi }_k}S[\widehat{\mathrm{\Phi }}]=_q𝑑\widehat{z}𝑑\widehat{\overline{z}}(_q\mathrm{\Phi })(\widehat{z}q)(\overline{}_q\widehat{\xi }_k)(\widehat{z},\widehat{\overline{z}})(_q\mathrm{\Phi })(\widehat{z})$$

$$=q^2_q𝑑\widehat{z}𝑑\widehat{\overline{z}}(\overline{}_q\widehat{\xi }_k)(\widehat{z},\widehat{\overline{z}})(_q\mathrm{\Phi })(\widehat{z}q^{2k+1})(_q\mathrm{\Phi })(\widehat{z}).$$

Shifting $`\widehat{z}\widehat{z}q^{k\frac{1}{2}}`$ we obtain for any $`k`$ the generator of field transformation in the splitted form

$$T_k(\widehat{z})=q^2:(_q\mathrm{\Phi })(\widehat{z}q^{k+\frac{1}{2}})(_q\mathrm{\Phi })(\widehat{z}q^{k\frac{1}{2}}).$$
(65)
This is exactly the formula for the splitted Virasoro generators, -. Inserting here the mode expansion (see (50))

$$(_q\mathrm{\Phi })(\widehat{z})=\frac{i\lambda q^2}{(qq^1)}\underset{k0}{}a_k\widehat{z}^{k1},$$
(66)
we obtain

$$T_k(\widehat{z})=\frac{\lambda ^2}{(q^21)^2}\underset{n𝐙}{}L_n^k\widehat{z}^{n2}.$$
(67)
Here

$$L_n^k=\underset{l,l^{}0}{}q^{(k1)(ll^{})}:a_la_l^{}:\delta _{l+l^{},n},$$
(68)
are generators of the (double indexed) deformed Virasoro algebra proposed in :

$$[L_n^k,L_n^{}^k^{}]=\frac{1}{4}\underset{\sigma \sigma ^{}}{}[\frac{nn^{}}{2}+n\sigma ^{}k^{}+n^{}\sigma k]_{}L_{n+n^{}}^{\sigma k^{}\sigma ^{}k}+C_n^{kk^{}}\delta _{n+n^{},0},$$
(69)
where

$$C_n^{kk^{}}=\frac{1}{2}\underset{m=1}{\overset{n}{}}[(n2m)k]_+[(n2m)k^{}]_+[m]_{}[nm]_{}.$$
(70)
Here we introduced the notation $`[x]_{}=(q^xq^x)/(qq^1)`$ and $`[x]_+=(q^x+q^x)/2`$.

Some comments are in order:

(i) In the commutative case the formula (42) for the transformation generators $`T(z)`$ follows for a general $`\xi (z,\overline{z})`$ and a general field configuration. In addition, in the commutative version, the model has the conformal symmetry.

(ii) In the noncommutative case the situation is different: we have different expressions for $`T_k(\widehat{z})`$ for integers $`k`$ (depending on the point splitting of the arguments in (65)) which generate transformations of $`q`$-harmonic functions among each other. They form the deformed Virasoro algebra introduced in  (a particular realization of the Zamolodchikov-Faddeev algebra ). Notice that the appearance of the additional index $`k`$ in the deformed Virasoro algebra is directly related to the noncommutativity of the underlying two-dimensional space-time.

(iii) There are various reasons for which these symmetries of the model can not have as a background some ”conformal symmetry” of a $`q`$-plane: 1) transformations of the type $`zz+\xi (z)`$ do not spoil the $`𝐂_q`$ structure only for a very limited set of $`\xi (z)`$, and 2) the simple $`q`$-Taylor expansion formula $`\mathrm{\Phi }(z+\xi (z))=\mathrm{\Phi }(z)+\xi (z)_q\mathrm{\Phi }(z)`$ $`+\mathrm{}`$, is not valid even for an infinitesimal $`\xi (z)`$. The meaning of symmetry transformations, generated by the deformed Virasoro operators, requires further investigations. This problem is currently under study.

## 4 Concluding remarks

Recently have been found deep relations between string theory and noncommutative geometry in the space-time , . We have analyzed an alternative possibility introducing the noncommutative geometry on a string world-sheet. To achieve this aim we have investigated a free bosonic string on a noncommutative cylinder. Our results can be summarized as follows:

\- The field theory on a noncommutative cylinder leads in a natural way to the discrete time evolution -. We started with a suitable model for a free scalar field (the one component of bosonic string) on a noncommutative cylinder with a suitable particular symmetry of the field action.

\- The model in the Euclidean version can be equivalently formulated as a model on a $`q`$-deformed complex plane $`𝐂_q`$. Its symmetry is described by the deformed Virasoro algebra suggested earlier , appearing in the context of Zamolodchikov-Faddeev algebras .

The field theoretical origin of the deformed Virosoro algebra can serve for a better (physical) motivation and understanding of its role in all related constructions ($`q`$-strings, $`q`$-vertex operators and Zamolodchikov-Faddeev algebras). We see that the suggested formal deformation of the Virasoro algebra appears not only within the developed mathematical structure of Zamolodchikov-Faddeev algebras but also that there exists a physical theory, namely, the free bosonic string on a noncommutative cylinder, in which framework the deformed Virasoro algebra emerges as the symmetry of the theory. This fact allows one to justify the appearance and to clarify the meaning of the second index which labels (in addition to the usual one) the deformed Virasoro generators. As we have shown, this is related to the noncommutativity of the underlying two-dimensional space (world-sheet).

In this context it would be of great interest to extend our model to the supersymmetric case. We have strong indications that this can be achieved along the same lines as in the bosonic case:

(i) One can start from the fermionic realization of the deformed Virasoro algebra (69) proposed in . Introducing the Dirac operator on a noncommutative cylinder this can be interpreted in terms of a fermionic spinor field on a noncommutative cylinder.

(ii) Such spinor model can be reformulated as a theory on a noncommutative supercylinder. Consequently, the bosonic and fermionic realizations can be joined to a superfield theory on a noncommutative supercylinder. In the Euclidean version the resulting theory is formulated on a $`q`$-deformed superplane (with symmetries described by the quantum supergroup $`s`$-$`E_q(2))`$.

Both indicated steps require careful constructions of all noncommutative analogs of objects in question (the noncommutative (super)cylinder, Dirac operator, operator orderings, etc). Investigations in this direction are under current study.

Acknowledgments

The financial support of the Academy of Finland under the Projects No. 163394 is greatly acknowledged. A.D.’s work was partially supported also by RFBR-00-02-17679 grant and P.P.’s work by VEGA project 1/4305/97.


text:
# On the genealogy of a population of biparental individuals

### SUMMARY

If one goes backward in time, the number of ancestors of an individual doubles at each generation. This exponential growth very quickly exceeds the population size, when this size is finite. As a consequence, the ancestors of a given individual cannot be all different and most remote ancestors are repeated many times in any genealogical tree. The statistical properties of these repetitions in genealogical trees of individuals for a panmictic closed population of constant size $`N`$ can be calculated. We show that the distribution of the repetitions of ancestors reaches a stationary shape after a small number $`G_c\mathrm{log}N`$ of generations in the past, that only about $`80\%`$ of the ancestral population belongs to the tree (due to coalescence of branches), and that two trees for individuals in the same population become identical after $`G_c`$ generations have elapsed. Our analysis is easy to extend to the case of exponentially growing population.

## I Introduction

In the case of sexual reproduction, the ancestry of an individual is formed by 2 parents, 4 grandparents two generations ago, and in general $`2^G`$ individuals $`G`$ generations back into the past. The explosive growth of the number of ancestors belonging to the genealogical tree of, say, a present human should stop at some point due, at least, to the finite size of previous populations. For instance, only $`G33`$ generations ago (spanning a period of less than thousand years), the number of potential ancestors in the tree of any of us is about $`8.5\times 10^9`$, more than the present population of the Earth, and of course much larger than the population living about year 1000. The answer to this apparent paradox is simple: The branches of a typical genealogical tree often coalesce, indicating that many of the ancestors were in fact relatives and appear repeatedly in the tree (Ohno, 1996; Derrida et al., 1999; Gouyon, 1999). It might be difficult to test the statistical properties of such repetitions for an actual large, randomly mating population. Nevertheless, some exceptions can be found in royal genealogy. Since nobles usually married within their own castes, the presence of repeated ancestors in royal genealogical trees is far from rare. The example of the English king Edward III, where some ancestors appear up to six times, has been analysed in our previous work (Derrida et al., 1999).***We used the tree of Edward III which can be found at http://uts.cc.utexas.edu/$``$churchh/edw3chrt.html.

Much attention has been paid in the past to a related problem, namely the statistical properties of branching processes (Harris, 1963) and its applications to the characteristics of the successive descendants of a single ancestor (Kingman, 1993). Actually, first applications of the branchig processes technique go back to the twenties. J.B.S. Haldane (Haldane, 1927) calculated the probability that a mutant allele be fixed in a population through a method developed previously by R.A. Fisher (Fisher, 1922). There, the relevant quantity was the survival probability of the descendants of the first individual carrying the mutation. All these studies apply to the vertical transmission of names, to the inheritance of characters coming only from one of the parents, like mithochondrial DNA or the Y chromosome, or to the fate of a mutant gene, for example, and correspond to an effective monoparental population. The heart of our problem is to take into consideration that reproduction is biparental. The distribution of repetitions of ancestors described below does however satisfy an equation similar to those which appear in branching processes (Harris, 1963).

Our problem of repetitions of ancestors in genealogical trees is much closer to the counting of the descendants of an individual in a sexual population. For example, in the case of a population of constant size, the average number of offspring is two per couple. Therefore after $`G`$ generations each individual has on average $`2^G`$ descendants. What prevents the number of descendants from growing exponentially with $`G`$ and to exceed the population size is interbreeding: When $`2^G`$ becomes comparable to the population size, interbreeding happens between the descendants and different lines of descent coalesce. The problem of the statistical properties of these coalescences is very similar to our present study of genealogical trees. None of them has –to our knowledge– yet been analysed.

In the present work, we study theoretically the problem of repetitions in the genealogical trees in the case of a closed, panmictic population. The study of the properties of a single tree with coalescent branches and the comparison of the genealogical trees of two contemporary individuals allows us to show that

1. There is a finite fraction (about 20% for a population of constant size $`N`$) of the initial population whose descendants becomes extinct after a number of generations $`G_c\mathrm{log}N`$. All the rest of the initial population (about 80%) belongs to all genealogical trees,
2. The distribution of the repetitions of ancestors living more than $`G`$ generations ago reaches a stationary shape after about $`G_c`$ generations,
3. The genealogical trees of two individuals in the same population become identical after a small number of generations $`G_c`$ back into the past,
4. The similarity between two genealogical trees changes from 1% (almost all ancestors in the two trees are different) to 99% (the repetitions of the ancestors in the two trees are almost identical) within 14 generations around $`G_c`$, independently of the population size $`N`$.

Our work can be generalized (see section IV) to describe coalescent processes, understood as the study of the gene tree originated when looking for the ancestry of a random sample of sequences (Kingman, 1982; Hudson, 1991; Donnelly & Tavaré, 1995). In the absence of recombination, each sequence has a single ancestor. The topology of thus reconstructed trees is equivalent to that generated through branching processes. Next in complexity, one can consider a two-loci sequence and assume that recombination can occur only between the two loci and with a small probability (meaning correlated genealogiesIn this paper, we use the term genealogy to refer to the ancestry of a single gene or of a whole set of sequences. In all cases, the genealogy is the complete set of ancestors contributing to the present object, this object being an individual (as in section II), a group of individuals (as in section III), a sequence (section IV), or a single locus (as quoted here). In this case, correlated genealogies simply means that the different sets of ancestors for the two-loci are not independent. for the two loci). The statistical properties of such process can be estimated until the most recent common ancestor (MRCA) is reached (Hudson, 1991). Instead, if one faces the study of a chromosome (Wiuf & Hein, 1997; Derrida & Jung-Muller, 1999) or of the whole genome, the number of ancestors grows as one proceeds back in time, since each individual has two parents and, apart from coalescence, also recombination (meaning splitting of the branches in the tree) is frequent.

If one considers a population or a sample of individuals within a population, there are relevant differences between the genealogy of a single gene and the genealogy of a chromosome or of the whole genome (which we study here). While in the first case, in fact, there exists a MRCA for the sample (where the gene tree ends), the genealogical tree of a chromosome or of the genome with two parents proceeds backwards in time and never reduces to a single ancestor. The genealogical tree representing the pedigree of a diploid organism contains a large fraction of the ancestral population. In this case, one may then talk about the most recent common set of ancestors, and study the similarities among different individuals now within the same population.

## II Statistical properties of an individual tree

Here we consider a simple neutral model of a closed population evolving under sexual reproduction and with non-overlapping generations.The Wright-Fisher model for allele frequencies works in the same set of hypothesis (Wright, 1931; Fisher, 1930). More recently, Serva and Peliti (Serva & Peliti, 1991) obtained a number of statistical results for the genetic distance between individuals in a sexual population evolving in the absence of natural selection. If the population size is $`N(G)`$ at generation $`G`$ in the past, we form couples at random (by randomly choosing $`N(G)/2`$ pairs of individuals) and assign each couple a random number $`k`$ of descendants. The probability $`p_k`$ of the number $`k`$ of offspring is given and if the population size is $`N`$ at present, its size $`N(G)`$ at generation $`G`$ in the past is given by

$$N(G)=\left(\frac{2}{m}\right)^GN$$
(1)
where the factor $`m`$ is obtained from

$$m=\underset{k}{}kp_k.$$
(2)
For $`m=2`$, the population size remains constant in time, whereas for $`m2`$ the number of individuals in the next generation is multiplied by a factor $`m/2`$. After a number of generations, the tree of each of the individuals in the youngest generation is reconstructed. To quantify the contribution of each of the ancestors to the genealogical tree of an individual, we define the weight $`w_\gamma ^{(\alpha )}(G)`$ of an ancestor $`\gamma `$ in the tree of individual $`\alpha `$ at generation $`G`$ in the past as

$$w_\gamma ^{(\alpha )}(G+1)=\frac{1}{2}\underset{\gamma ^{}\text{children of}\gamma }{}w_\gamma ^{}^{(\alpha )}(G)$$
(3)
We take $`w_\gamma ^{(\alpha )}(0)=\delta _{\alpha ,\gamma }`$, as this ensures that at generation $`G=0`$ all the weight is carried by the individual $`\alpha `$ itself. The factor $`1/2`$ in (3) keeps the sum of the weights normalized $`_{\gamma =1}^{N(G)}w_\gamma ^{(\alpha )}(G)=1`$, for any past generation $`G`$. The weight $`w_\gamma ^{(\alpha )}(G)`$ can be thought of as the probability of reaching ancestor $`\gamma `$ if one climbs up the reconstructed genealogical tree of individual $`\alpha `$ by choosing at each generation one of the two parents at random. The weights essentially measure the repetitions (see figure 1) in the genealogical tree. Without repetitions, $`w_\gamma ^{(\alpha )}(G)`$ would simply be $`2^G`$ for each ancestor $`\gamma `$ in the tree.

As an illustration of the previous quantities, we represent in Fig. 1 the result of random matings inside a small closed population of constant size $`N=14`$ (thus $`m=2`$) during 7 generations. The lines link progenitors with their offspring. The grey scale gives the weight $`w_\gamma (G)`$ of each of the individuals in the tree. The numbers on the left, all of them of the form $`r/2^G`$, give the weight of the leftmost individual in each generation. The denominators simply indicate the potential maximum number of ancestors at each generation. As counted by the numerator, each of them would appear repeated $`r`$ times in this tree if all the branches were explicitly shown.

We further assume that the probability $`p_k`$ of having $`k`$ children per couple follows a Poisson distribution, $`p_k=m^ke^m/k!`$ (most of what follows could be easily extended to other choices of $`p_k`$). We represent in Fig. 2 the probability for an English couple to have $`k`$ marrying sons during the period 1350-1986 (Dewdney, 1986). The solid line corresponds to a Poisson distribution with average $`1.15`$ (i.e., the average number of offspring per individual in that period, which corresponds to $`m=2.3`$ in our analysis), and implies that the total population is growing. These data spanning six centuries and taken over an homogeneous population support the hypothesis that the number of offspring is indeed Poisson distributed.§§§Nonetheless, deviations from this distribution induced by a social transmission of the reproductive behaviour have been reported (Austerlitz & Heyer, 1998).

If we define $`S^{(\alpha )}(G)`$, the fraction of the population (at a generation $`G`$ in the past) which does not belong to the genealogical tree of individual $`\alpha `$, (i.e. such that $`w_\gamma ^{(\alpha )}(G)=0`$) one can show (see the appendix) that

$$S^{(\alpha )}(G+1)=\mathrm{exp}\left[m+mS^{(\alpha )}(G)\right].$$
(4)
This recursion, together with the initial condition $`S^{(\alpha )}(0)=11/N`$, determines this quantity for any $`G`$ (Derrida et al., 1999).

For large $`G`$ and for any individual $`\alpha `$, this fraction $`S^{(\alpha )}(G)`$ converges to the fixed point $`S(\mathrm{})`$ of (4). This gives for $`m=2`$ (i.e. for a population of constant size) a fraction $`S(\mathrm{})0.2031878..`$ which becomes extinct, so that the remaining fraction $`1S(\mathrm{})80\%`$ of the population belongs to the genealogical tree of any individual $`\alpha `$. A similar calculation shows that this 80% of the population which is not extinct after a large number of generations appears in the genealogical trees of all individuals: If $`S^{(\alpha ,\beta )}(G)`$ is the fraction of the population which does not belong to any of the two trees of two distinct individuals $`\alpha `$ and $`\beta `$, $`S^{(\alpha ,\beta )}(G)`$ satisfies the same recursion (4) as $`S^{(\alpha )}(G)`$, and converges to the same fixed value $`S(\mathrm{})`$. Thus, within this neutral model, an individual either becomes extinct (with a probability of 20%) or becomes an ancestor of the whole population after a large number of generations (with a probability of 80%). For an exponentially growing population with $`m=2.3`$ as in figure 2, the results are the same except for the precise value of $`S(\mathrm{})`$ (for $`m=2.3`$, one finds $`S(\mathrm{})14\%`$).

When $`G`$ is large enough, as shown in the appendix, the whole distribution $`P(w)`$ of the weights $`w_\gamma ^{(\alpha )}(G)`$ reaches a stationary shape, the properties of which can be calculated (Derrida et al., 1999). We show in Fig. 3 the distribution $`P(w/w)`$ for different values of $`m`$. As can be seen, it has a power-law dependence, $`P(w)w^\xi `$ for small values of the ratio $`w/w`$, with an exponent given by

$$\xi =\frac{\mathrm{log}S(\mathrm{})}{\mathrm{log}m}2,$$
(5)
and achieves a maximum value for $`w/w1`$.

## III Similarity between two trees

We would like to know how similar are the genealogical trees of two contemporary individuals and how they evolve in time within the same population. We have seen that a large fraction $`1S(\mathrm{})80\%`$ of the ancestral population constitutes the pedigree of every present individual. As a next step, one can compare two individuals and compute the degree of similarity between their trees, that is, the set of ancestors appearing at each generation in both trees simultaneously. We will see in particular that the two trees become identical after a number $`G_c`$ of generations.

We start with the definition of the overlap between the genealogical trees of two different individuals, $`\alpha `$ and $`\beta `$. Let $`w_\gamma ^{(\alpha )}(G)`$ be the weight of the ancestor $`\gamma `$ in the tree of $`\alpha `$ at generation $`G`$ in the past, and similarly let $`w_\gamma ^{(\beta )}(G)`$ be the weight of the same ancestor $`\gamma `$ at generation $`G`$ for $`\beta `$. These weights evolve according to (3) with $`w_\gamma ^{(\alpha )}(0)=\delta _{\gamma ,\alpha }`$ and $`w_\gamma ^{(\beta )}(0)=\delta _{\gamma ,\beta }`$ at generation $`G=0`$. In order to quantify the similarity between the two trees, we introduce the quantities

$$X^{(\alpha )}(G)=\underset{\gamma =1}{\overset{N(G)}{}}\left[w_\gamma ^{(\alpha )}(G)\right]^2$$

and

$$Y^{(\alpha ,\beta )}(G)=\underset{\gamma =1}{\overset{N(G)}{}}w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G).$$

$`Y^{(\alpha ,\beta )}(G)`$ measures the correlation between the two trees at generation $`G`$ in the past and $`X^{(\alpha )}(G)`$ acts as a normalization factor. We then define the overlap $`q^{(\alpha ,\beta )}(G)`$ between the two trees at that generation by

$$q^{(\alpha ,\beta )}(G)=\frac{Y^{(\alpha ,\beta )}(G)}{\left[X^{(\alpha )}(G)X^{(\beta )}(G)\right]^{1/2}}$$

This overlap is a measure of the (cosine of the) angle between the two $`N`$dimensional vectors $`w_\gamma ^{(\alpha )}(G)`$ and $`w_\gamma ^{(\beta )}(G)`$.Similar quantities have been proposed as an indicator of the amount of evolutionary divergence between populations (Kimura, 1983). The quantity analogous to our weight $`w_\gamma ^{(\alpha )}`$ in the population genetics approach is the frequency of the sampled alleles, the number of ancestors $`\gamma `$ corresponds to the number of genes (that is the dimension of the space in which the vector $`w_\gamma ^{(\alpha )}`$ is embedded), and our individuals $`\alpha `$ and $`\beta `$ correspond to the compared populations (Cavalli-Sforza & Conterio, 1960). When $`q^{(\alpha ,\beta )}(G)0`$, the two vectors are essentially orthogonal and the ancestors of $`\alpha `$ and $`\beta `$ are all different. On the other hand, when $`q^{(\alpha ,\beta )}(G)1`$, the vectors are almost identical (as for brothers).

For a large enough population, the fluctuations of $`X^{(\alpha )}(G)`$ and $`Y^{(\alpha ,\beta )}(G)`$ are small around the population averaged values $`X(G)`$ and $`Y(G)`$ for almost all choices of $`\alpha `$ and $`\beta `$. Of course, if $`\alpha `$ and $`\beta `$ are brothers, $`Y^{(\alpha ,\beta )}(G)=X^{(\alpha )}(G)`$, a value very different from its average $`Y(G)`$; it is however very unlikely to get brothers, sisters or even cousins if one picks up two individuals at random from a large population.

The averages $`X(G)`$ and $`Y(G)`$ can be calculated from the evolution of the weights (3). Initially, $`X(0)=1`$ and $`Y(0)=0`$ since the individuals $`\alpha `$ and $`\beta `$ in any pair are different. Using the fact that for large $`N`$ the fluctuations of $`X^{(\alpha )}(G)`$ and $`Y^{(\alpha ,\beta )}(G)`$ are small, the expected value of the overlap $`q(G)`$ between two randomly chosen individuals is given by

$$q(G)\frac{Y(G)}{X(G)}=\frac{1}{1+m^{G_cG}}$$
(6)
where

$$G_c=\frac{\mathrm{log}((m1)N)}{\mathrm{log}m}1.$$
(7)
This expression is derived in the appendix. Of course Eq (6) is only valid with probability one with respect to the random choice of $`\alpha `$ and $`\beta `$ and with respect to the dynamics. We see that for large $`N`$, the overlap $`q(G)`$ is essentially zero for a number of generations of order $`G_c\mathrm{log}N/\mathrm{log}m`$ and then within a number of generations $`\mathrm{\Delta }G`$ which does not depend on $`N`$, it becomes equal to unity. Fig. 4 displays the averaged overlap $`q(G)`$ as a function of the number of generations $`G`$ for different values of $`N`$. We have chosen $`m=2`$ so that the population remains constant in size. We see that changing $`N`$ does not change the $`G`$ dependence except for a translation of the curve. In particular the range $`\mathrm{\Delta }G`$ on which the overlap changes from $`1\%`$ to $`99\%`$ does not depend on $`N`$. It is easy to check from (6) that for $`m=2`$, the overlap should satisfy

$$q(G+1)=\frac{2q(G)}{1+q(G)}$$
(8)
(plain line in the insert). The fixed point $`q(G)=0`$ is unstable for this map. All the trajectories finally converge to the stable fixed point $`q(G)=1`$ for large $`G`$. Also the quantity $`\mathrm{\Delta }G`$ can be estimated by counting how many generations are required for the overlap to change from 1 % to 99 % and this gives from (6)

$$\mathrm{\Delta }G\mathrm{log}(10^4)/\mathrm{log}m,$$

that is $`\mathrm{\Delta }G14`$ for $`m=2`$ and $`\mathrm{\Delta }G11`$ for $`m=2.3`$ as in figure 2. Typical values of $`G_c`$ are $`G_c20`$ for a population of constant size $`N=10^6`$. For a population increasing with $`m=2.3`$ as in figure 2, one gets $`G_c=21`$ if the size in the last generation is $`N=N(0)=75`$ millions.

The previous analysis can be easily extended to the hypothetical case of having an arbitrary number $`p`$ of parents instead of 2. As is shown in the appendix, the statistical properties of genealogical trees in a population of constant size but arbitrary $`p`$ are the same as for a population with only two parents and an expanding or shrinking size according to Eq. (1). The described statistical properties are thus equivalent in (i) a system with sexual reproduction and a growth rate $`m=p`$ and (ii) a system with constant population size but a number $`m`$ of genders.

The existence of a generation $`G_c`$ around which the genealogical similarity among individuals changes from 0 to 1 and which grows logarithmically with the size of the population is one of our main results. This has to be compared with the number of generations required for the population to become genetically homogeneous (Donnelly & Tavaré, 1991; Harpending et al., 1998), which grows proportionally to $`N`$. The difference is that when $`G_cGN`$, all the overlaps are 1, i.e all the genealogical trees in the population have the same ancestors with the same weights, but the genomes are still very different: This is just an extension of the situation of brothers who have exactly the same genealogical tree but different genomes.

## IV Simple model for the contribution of the ancestors to the genome

The evolution of a set of sequences subject to coalescence and recombination was first described by Hudson (1983). In this case, evolution proceeds until the most recent common ancestor for each set of homologous sites has been found. The set of MRCA sites does not necessarily belong to the genome of a single ancestor, on the contrary, it is in general spread on a finite fraction of the original population (Wiuf & Hein, 1997; 1999). In this section, we focus our attention on the statistical properties of the ancestry of a single extant genome. In particular, we calculate the equilibrium distribution for the fraction of material contributed by each ancestor.

Consider the whole set of genes that a present diploid organism has inherited from its parents. Although both parents contributed $`50\%`$ each, it is no longer true that grandparents contributed $`25\%`$ each, since independent assortment of chromosomes plus crossing over mixed in each of the parental gametes the material inherited from the previous generation. As a rough approximation to the output of genetic recombination, one might consider that each sequence is obtained as the addition of a fraction $`f`$ of the genetic material of one parent and a fraction $`1f`$ of the genetic material of the other parent with $`f(0,1)`$. This would be true if the length $`L`$ of the sequence was long enough (or infinitely long), so that there would be no restriction on the number of times it could be divided, and if one could forget the linear structure of the sequence. The process of coalescence and recombination (for small $`N`$) is schematically represented in Fig. 5.

We can now repeat the analysis done previously to the present extension. We will discard the correlations between the values of $`f`$ coming from a couple. This is equivalent to our assumption that fixing the pairs for $`k`$ offspring or choosing the parents of each individual at random only has effects of order $`O(N^1)`$ (see the appendix), and we can therefore work in the simplest realization of the process. Hence, we assume that the fraction $`f`$ takes independent values for each parent. The recursive equations (3) for the weights become

$$w_\gamma ^{(\alpha )}(G+1)=\underset{\gamma ^{}\text{children of}\gamma }{}f_\gamma ^{}w_\gamma ^{}^{(\alpha )}(G),$$
(9)
where the weight $`w_\gamma ^{(\alpha )}(G)`$ means now the fraction of the genetic material of individual $`\alpha `$ inherited from ancestor $`\gamma `$ at generation $`G`$. The random fraction $`f`$ is chosen anew for each offspring from a distribution $`\rho (f)`$ (with average value $`f=1/2`$). This implies that now even brothers would have different weights for their ancestors, and hence brings us slightly closer to the real genetic process.

Following the procedure described in the appendix, one can calculate the fraction $`S`$ of ancestors without lines of descent in the present (as we also show in Sec. II) and the exponent $`\xi `$ for the distribution $`P(w)`$. In general, given the distribution $`\rho (f)`$ for the contributions of the parents, we get

$$S(\mathrm{})=e^{mS(\mathrm{})m}$$
(10)
$$1=S(\mathrm{})m^{2+\xi }f^{1+\xi }f^{\xi 1}\rho (f)\text{d}f.$$
(11)
as one can easily show from (9) that the generating function $`h_G(\lambda )`$ defined by $`h_G(\lambda )=\mathrm{exp}[\lambda w(G)/w(G)]`$ has a limit $`h_{\mathrm{}}(\lambda )`$ for large $`G`$ which satisfies

$$h_{\mathrm{}}(\lambda )=\mathrm{exp}\left[m+m\rho (f)\text{d}fh\left(\frac{\lambda f}{mf}\right)\right]$$

Fig. 6 summarizes the changes in the distribution $`P(w)`$ for different distributions $`\rho (f)`$ of the random variable $`f`$. We have considered a simple case of a population of constant size (i.e. $`m=2`$) and with $`\rho (f)=1/(2\delta )`$ uniform in the interval $`(1/2\delta ,1/2+\delta )`$. In this particular case, an implicit relation between $`\delta `$ and the exponent $`\xi `$ can be obtained,

$$\delta \xi =S\left[\left(\frac{1}{2}\delta \right)^\xi \left(\frac{1}{2}+\delta \right)^\xi \right].$$
(12)
As $`\delta `$ varies, $`P(w)`$ remains a power law at small $`w`$ (i.e. $`P(w)w^\xi `$), and the exponent $`\xi `$ monotonously decreases with $`\delta `$. In particular, for $`\delta 0.35`$, $`\xi `$ changes sign: The maximum of $`P(w)`$ moves discontinuously from $`w/w1`$ to $`w/w0`$. The exponents obtained through simulations of the process are represented in Fig. 7 together with the numerical solution of Eq. (12), showing a good agreement.

## V Discussion

We have analysed the statistical properties of genealogical trees generated inside a closed sexual population. We focused our interest on the distribution of the repetitions of ancestors in the trees and on the amount of genetic material contributing to an extant genome. The precise values of $`\xi ,S(\mathrm{}),G_c`$ and $`\mathrm{\Delta }G`$ depend only weakly on the details of the model and do not change qualitatively if for instance a non Poissonian distribution of offspring is used. Moreover, we have shown how our results can be extended to the hypothetical case of having an arbitrary number $`p`$ of parents: Indeed, this case proves to be equivalent to a biparental population with a growth rate $`m/2=p/2`$.

The problem analysed here presents a number of connections to other fields. Equations similar to (3) appear also in the distribution of constraints in granular media where the variables $`w`$ represent the force acting on each grain and the recursion (3) expresses the way in which constraints are transmitted from one layer to the next (Coppersmith et al., 1996). In this case, $`p2`$ and even fluctuating $`p`$ would be perfectly realistic. The fact that the overlap changes from 0 to 1 within a small number of generations $`\mathrm{\Delta }G`$ independent of the size of the population and after $`G_c\mathrm{log}N`$ generations is also very reminiscent of the sharp cutoff phenomenon characteristic of some natural mixing processes modelled by Markov chains. One example of such systems is the shuffling of cards, where the stationary state in which the system has lost almost all information about the initial ordering of the $`n`$ cards is reached through a sharp cutoff after about $`\mathrm{log}n`$ riffle shuffles (Diaconis, 1996).

It is clear that the study of the interplay between the weights calculated in our generalized model and the structure of the genome would require more sophisticated approaches (Derrida & Jung-Muller, 1999; Wiuf & Hein, 1997; 1999). We have discarded the correlations between the history of neighboring sites in a sequence and assumed the independence of the factors $`f`$. Actually, the closer in the sequence two positions are, the more correlated are their genealogical histories (Kaplan & Hudson, 1985). This fact constrains the possible breaking points for our simulated sequences, implying that the random factors $`f`$ in (9) are a crude approximation to reality.

Since we have faced the problem from a statistical perspective, our results represent the average, typical behaviour, and are only valid with probability one when the population size is large. We did not study fluctuations due to the finite size of the population. Nonetheless, we hope that our results contribute to a better understanding of the role of genealogy in the degree of diversity of finite-size interbreeding populations.

## Appendix

In this appendix we have regrouped the technical aspects of the derivations of the main equations (4,5,6,10,11) presented in the body of the paper.

One may consider several variants of the model which all give a Poisson distribution for the number of offspring when the size of the population is large. For instance, the population size could be strictly multiplied by a factor $`m/2`$ at each generation or it could fluctuate (if we take the number of offspring from the Poisson distribution). One might decide that each individual has two parents chosen at random in the previous generation or form fixed couples and assign each couple some children. All these variants do not change the results when the population size is large, but might affect some finite size corrections that we compute in this appendix.

We will choose the following version of the model, which makes the calculation of the finite size corrections not too difficult. Our population has a given size $`N(G)`$ at each generation $`G`$ in the past, and we will assume that all the $`N(G)`$ are very large, at least in the range of generations $`G`$ that we will consider. Now, to construct the ancestors of all the $`N(G)`$ individuals at generation $`G`$ in the past, we choose for each of them a pair of parents at random among the $`N(G+1)`$ individuals at the previous generation (to facilitate the calculation, we do not even exclude that the two parents might be equal). Within this model, the number $`k`$ of children of an individual at generation $`G+1`$ is random and can be written as

$$k=\underset{i=1}{\overset{2N(G)}{}}z_i$$

where $`z_i=1`$ with probability $`1/N(G+1)`$ and $`z_i=0`$ otherwise. It follows that the whole distribution of $`k`$ can be calculated. The probability $`p_k`$ that an individual at generation $`(G+1)`$ has exactly $`k`$ children is given by the binomial distribution

$$p_k=\frac{(2N(G))!}{k!(2N(G)k)!}\left(\frac{1}{N(G+1)}\right)^k\left(1\frac{1}{N(G+1)}\right)^{2N(G)k}.$$
(13)
In particular,

$`k={\displaystyle \frac{2N(G)}{N(G+1)}}`$ (14)
$`k(k1)={\displaystyle \frac{2N(G)[2N(G)1]}{N(G+1)^2}}`$ (15)
$`k(k1)(k2)={\displaystyle \frac{2N(G)[2N(G)1][2N(G)2]}{N(G+1)^3}}.`$ (16)
If the population size is multiplied by a factor $`m/2`$ at each generation, i.e. if $`N(G)=N(G+1)m/2`$ (as $`G`$ counts the number of generations in the past), one recovers from (13) the Poisson distribution $`p_k=m^ke^m/k!`$ for large $`N(G)`$.

### A Calculation of the density of individuals without long term descendants and derivation of (4)

To establish (4), one simply needs to notice that for an individual to have no descendants after $`G+1`$ generations, all his children should have no descendants after $`G`$ generations. Let $`M(G)`$ be the number of individuals with no descendants at generation $`G`$ in the past. Given $`M(G)`$, one can write $`M(G+1)`$ as

$$M(G+1)=\underset{\gamma =1}{\overset{N(G+1)}{}}y_\gamma $$

where $`y_\gamma =1`$ if all the children of $`\gamma `$ are among the $`M(G)`$ and $`y_\gamma =0`$ otherwise. It can be shown that

$$y_\gamma =\left(1\frac{1}{N(G+1)}\right)^{2N(G)2M(G)}$$

and

$$y_\gamma y_\gamma ^{}=\left(1\frac{2}{N(G+1)}\right)^{2N(G)2M(G)}$$

for $`\gamma \gamma ^{}`$. This gives

$$M(G+1)=N(G+1)\left(1\frac{1}{N(G+1)}\right)^{2N(G)2M(G)}$$
(17)
$$M^2(G+1)=M(G+1)+N(G+1)[N(G+1)1]\left(1\frac{2}{N(G+1)}\right)^{2N(G)2M(G)}$$
(18)
When all the $`M`$’s and $`N`$’s are large, we see from (17,18) that the fluctuations of $`M(G+1)`$ are small (as $`M^2(G+1)M(G+1)^2M(G+1)^2`$), and one finds from (17) that the ratio $`M(G)/N(G)S^{(\alpha )}(G)`$ satisfies

$$S^{(\alpha )}(G+1)=\mathrm{exp}\left[\frac{2N(G)}{N(G+1)}(S^{(\alpha )}(G)1)\right]$$

which is identical to (4) for $`N(G)=N(G+1)m/2`$.

### B Time evolution of the distribution of the weights

From the recursion (3) and from the known distribution (13) of $`k`$ one can write recursions for the moments of the weights

$`w_\gamma ^{(\alpha )}(G+1)={\displaystyle \frac{k}{2}}w_\gamma ^{(\alpha )}(G)`$ (19)
$`[w_\gamma ^{(\alpha )}(G+1)]^2={\displaystyle \frac{k}{4}}[w_\gamma ^{(\alpha )}(G)]^2+{\displaystyle \frac{k(k1)}{4}}w_\gamma ^{(\alpha )}(G)w_\gamma ^{}^{(\alpha )}(G),`$ (20)
where $`\gamma \gamma ^{}`$. The normalization $`_\gamma w_\gamma ^{(\alpha )}=1`$ allows one to rewrite

$$w_\gamma ^{(\alpha )}(G)w_\gamma ^{}^{(\alpha )}(G)=\frac{1}{N(G)1}\left[w_\gamma ^{(\alpha )}(G)[w_\gamma ^{(\alpha )}(G)]^2\right]$$

and together with the known moments (16) gives that

$`w_\gamma ^{(\alpha )}(G+1)={\displaystyle \frac{N(G)}{N(G+1)}}w_\gamma ^{(\alpha )}(G)={\displaystyle \frac{1}{N(G+1)}}`$ (21)
$`[w_\gamma ^{(\alpha )}(G+1)]^2=\left[{\displaystyle \frac{N(G)}{2N(G+1)}}{\displaystyle \frac{N(G)[2N(G)1]}{2N(G+1)^2[N(G)1]}}\right][w_\gamma ^{(\alpha )}(G)]^2`$ (22)
$`+{\displaystyle \frac{2N(G)1}{2N(G+1)^2[N(G)1]}}`$ (23)
where $`\gamma \gamma ^{}`$.

For large $`N(G)`$, if the ratio $`N(G+1)/N(G)=2/m`$, as in the case of a population increasing by a factor $`m/2`$ at each new generation, expression (23) becomes simpler and one gets

$`[w_\gamma ^{(\alpha )}(G+1)]^2={\displaystyle \frac{m}{4}}[w_\gamma ^{(\alpha )}(G)]^2+{\displaystyle \frac{m^2}{4}}\left({\displaystyle \frac{1}{N(G)}}\right)^2`$ (24)
In this limit, we have from (16) that $`k=m`$ and $`k(k1)=m^2`$, and we see that (24) means that in (19) the weights $`w_\gamma ^{(\alpha )}`$ and $`w_\gamma ^{}^{(\alpha )}`$ are, for large $`N(G)`$, uncorrelated. The calculation of higher moments of the weights can be done in the same manner and for large $`N(G)`$ the weights of different ancestors become again uncorrelated.

If the population size changes in time, the distribution of the weights cannot be stationary. This is already visible in the expression (19) which shows that even the first moment of the weights changes with $`G`$. One can however check from (19) and (24) that the ratio $`[w_\gamma ^{(\alpha )}(G)]^2/w_\gamma ^{(\alpha )}(G)^2`$ which satisfies

$`{\displaystyle \frac{[w_\gamma ^{(\alpha )}(G+1)]^2}{w_\gamma ^{(\alpha )}(G+1)^2}}={\displaystyle \frac{1}{m}}{\displaystyle \frac{[w_\gamma ^{(\alpha )}(G)]^2}{w_\gamma ^{(\alpha )}(G)^2}}+1`$ (25)
has a limit $`m/(m1)`$ as $`G`$ increases. Moreover, as the initial value of this ratio is $`N(0)`$, the number of generations $`G_c`$ to converge to this limit is $`G_c\mathrm{log}N(0)/\mathrm{log}m`$. Higher moments of the weights behave in a similar way and one can write recursions for ratios which generalize (25) and which show that all the ratios have limits.

This indicates that the distribution of the ratio $`w/w`$ becomes stationary. In the limit of large $`N(G)`$ (considering that the weights of the different children $`\gamma ^{}`$ in (3) can be taken as independent and that the distribution of $`k`$ becomes Poissonian), one finds that the generating function $`h_G(\lambda )`$ defined by

$$h_G(\lambda )=\mathrm{exp}\left[\lambda \frac{w_\gamma ^{(\alpha )}(G)}{w(G)}\right]$$
(26)
satisfies

$$h_{G+1}(\lambda )=\underset{k}{}p_k\left[h_G\left(\frac{\lambda w(G)}{2w(G+1)}\right)\right]^k=\mathrm{exp}\left[m+mh_G(\lambda /m)\right].$$
(27)
Recursion (27) generalizes to the case $`m2`$ (i.e. the case of an exponentially increasing population) the result of our previous work obtained for a population of constant size ($`m=2`$). Similar recursions have been studied in the theory of branching processes (Harris, 1963). The use of generating functions in population genetics is well illustrated in the book by Gale (1990), where this method is for example applied to the calculation of the probability of fixation of a mutant allele.

It is remarkable, that if one considers an imaginary world where each individual would have $`p`$ parents (instead of $`2`$), the generating function (26), in the case of a population of constant size, would satisfy the recursion (27) with $`m=p`$. This means that as long as the distribution of weights is concerned, the problem of a large population of constant size with $`m`$ parents per individual is identical to the problem of a population of size increasing at each generation by a factor $`m/2`$ with two parents per individual.

### C Stationary distribution

For large $`G`$, if we fix the ratio $`N(G)/N(G+1)=m/2`$, the generating function $`h_G(\lambda )`$ converges to $`h_{\mathrm{}}(\lambda )`$ solution of

$$h_{\mathrm{}}(\lambda )=\mathrm{exp}\left[m+mh_{\mathrm{}}(\lambda /m)\right]$$
(28)
If one expands the solution around $`\lambda =0`$, one finds that

$$h_{\mathrm{}}(\lambda )=1+\lambda +\frac{1}{2}\frac{m}{m1}\lambda ^2+\frac{1}{6}\frac{m^2(m+2)}{(m^21)(m1)}\lambda ^3+\mathrm{}$$

and the comparison with (26) gives for large $`G`$

$$\frac{w^2}{w^2}\frac{m}{m1};\frac{w^3}{w^3}\frac{m^2(m+2)}{(m^21)(m1)};$$

which means that in principle the whole shape of $`P(w)`$ can be extracted from (28). In particular, one can predict the power law of $`P(w)`$ at small $`w`$. Trying to solve (28) for large negative $`\lambda `$, if one writes

$$h_{\mathrm{}}(\lambda )S(\mathrm{})\frac{1}{|\lambda |^{\xi +1}}$$
(29)
one finds, as expected, that $`S(\mathrm{})`$ is the fixed point of (4). Eq. (29) is equivalent to the asumption that $`P(w)w^\xi `$ at small $`w`$, where the exponent $`\xi `$ should satisfy

$$1=S(\mathrm{})m^{\xi +2}.$$

This completes the derivation of (5) which was already discussed in our previous work (Derrida et al., 1999).

### D Overlap between two trees

Let us now show how (6) can be derived. Starting from recursion (3), one obtains by averaging over all the links relating generation $`G`$ to generation $`G+1`$

$$w_\gamma ^{(\alpha )}(G+1)w_\gamma ^{(\beta )}(G+1)=\frac{k}{4}w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G)+\frac{k(k1)}{4}w_\gamma ^{(\alpha )}(G)w_\gamma ^{}^{(\beta )}(G),$$
(30)
where $`\gamma \gamma ^{}`$ and the averages over $`k`$ are carried out with respect to (13). This gives

$$w_\gamma ^{(\alpha )}(G+1)w_\gamma ^{(\beta )}(G+1)=\frac{m}{4}w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G)+\frac{1}{4}\left(m^2\frac{m}{N(G+1)}\right)w_\gamma ^{(\alpha )}(G)w_\gamma ^{}^{(\beta )}(G).$$
(31)
Using the fact that the sum $`_\gamma ^{}w_\gamma ^{}^{(\beta )}(G)=1`$, so that $`w_\gamma ^{(\alpha )}(G)=1/N(G)`$ at all generations, one gets that

$`w_\gamma ^{(\alpha )}(G+1)w_\gamma ^{(\beta )}(G+1)={\displaystyle \frac{m}{4}}w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G)`$ (32)
$`+{\displaystyle \frac{1}{4}}\left(m^2{\displaystyle \frac{m}{N(G+1)}}\right){\displaystyle \frac{\frac{1}{N(G)}w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G)}{N(G)1}}.`$ (33)
Keeping only the dominant contributions for large $`N`$’s we arrive at

$$w_\gamma ^{(\alpha )}(G+1)w_\gamma ^{(\beta )}(G+1)=\frac{m}{4}w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G)+\frac{m^2}{4}\frac{1}{N(G)^2}.$$

Comparing this expression with (30), one sees that for large $`N`$, one could have simply neglected the correlations between the weights of different individuals, (i.e. directly replaced $`w_\gamma ^{(\alpha )}(G)w_\gamma ^{}^{(\beta )}(G)`$ by $`w_\gamma ^{(\alpha )}(G)w_\gamma ^{}^{(\beta )}(G)`$) and used the Poisson distribution instead of (13)). The previous recursion can be integrated

$$w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G)=\left[w_\gamma ^{(\alpha )}(0)w_\gamma ^{(\beta )}(0)+\frac{1}{N^2}\frac{m}{m1}(m^G1)\right]\left(\frac{m}{4}\right)^G,$$
(34)
and using the fact that $`w_\gamma ^{(\alpha )}(G)w_\gamma ^{(\beta )}(G)`$ is equal to $`Y(G)/N(G)`$ when $`\alpha \beta `$ and to $`X(G)/N(G)`$ when $`\alpha =\beta `$, one finds (with $`X(0)=1`$ and $`Y(0)=0`$)

$$\frac{Y(G)}{X(G)}=\frac{(m^G1)m^{G_c}}{1+(m^G1)m^{G_c}}$$

where $`G_c`$ is given by (7). For large $`N`$, that is for large $`G_c`$ this reduces to (6) in the whole range where the expression departs from $`0`$ or $`1`$, that is for $`G`$ of order $`G_c`$. Finally, one can check that with the value of $`G_c`$ given by (7), $`N(G)`$ is always large, as long as $`N`$ is large, so that our assumption that all the $`N`$’s were large was legitimate.

ACKNOWLEDGEMENTS. The authors acknowledge discussions with Jordi Bascompte, Ugo Bastolla and Julio Rozas. SCM thanks the Alexander von Humboldt Foundation for support.