text:
# 1 Introduction

## 1 Introduction

In the past decade in a series of papers Verbeure and coworkers developed a beautiful and ingeneous framework to study so-called macroscopic fluctuation phenomena in systems and various regimes of quantum statistical mechanics (see the cited literature). The approach is to a large extent based on a quantum variant of the central limit theorem and is mainly performed in real (i.e. configuration) space. Among other things, the general goal is it, to study the limit behavior of correlation functions of so-called fluctuation observables, i.e. appropriately renormalized averages of microscopic observables, averaged over volumes, $`V`$, which approach the whole space, $`^n`$, say. Typically, one arrives, depending on the type of clustering of the microscopic $`l`$-point functions, at certain simple limit algebras as e.g. $`CCR`$.

We approach the field from a slightly different angle. In a first step we choose another averaging procedure, which avoids sharp volume cut-offs and, a fortiori, has a very nice and transparent scaling behavior. This is then exploited in the following analysis which systematically develops so-called Fourier-space and energy-momentum spectral methods of observables and correlation functions. We consider it to be an advantage that the calculations turn out to be relatively transparent and lead in a direct way to the desired results.

We first treat the case of normal fluctuations and $`L^1`$-clustering. We show that all the truncated $`l`$-point functions vanish for $`l3`$ while they approach a finite, non-trivial limit for $`l=2`$. The analysis is done both for the $`(k=0)`$\- and the $`(k0)`$-modes. We emphasize that the calculations for net-momentum different from zero remain also very simple. A variant of the method is then applied to the case of $`L^2`$-clustering.

In the second part of the paper we embark on the analysis of fluctuations in the presence of spontaneous symmetry breaking (ssb). In a first step we prove some general results in the context of $`ssb`$ and the Goldstone phenomenon. We then address the problem of macroscopic fluctuations within this context. Among other things, we give a general and rigorous proof that the limit fluctuations are always classical for temperature states (a phenomenon already observed by Verbeure et al in various simple models). The paper ends with a treatment of extremely poor clustering, which can be controlled by a new method we develop in the last section. To sum up, we think that in our view the two different frameworks seem to neatly complement each other and should lead to further interesting results if being combined.

## 2 The Scenario of Normal Fluctuations

The following analysis works for statistical equilibrium states and/or for vacuum states in quantum field theory. To avoid constant mentioning of the respective scenario we are actually working in, we usually treat equilibrium (i.e. KMS-) states, to fix the framework. Now, let $`\mathrm{\Omega }`$ be the vacuum or equilibrium state (rather its GNS-representation; usually we work within a concrete Hilbert space, $``$). As an abstract state we denote it by $`\omega `$. Expectations of observables are written as

$$A=\omega (A)=(\mathrm{\Omega },A\mathrm{\Omega })$$
(1)
with $`A`$ taken from the local algebra, $`𝒜_0𝒜`$, the latter one being the quasi-local norm closure of $`𝒜_0`$. We assume $`\mathrm{\Omega }`$ to be cyclic with respect to $`𝒜_0`$ or $`𝒜`$. That is, we assume

$$\overline{𝒜_0\mathrm{\Omega }}=$$
(2)
There are certain differences as to the (assumed) locality properties of the dynamics between (non-)relativistic statistical mechanics and relativistic quantum field theory (RQFT). Denoting the time evolution (acting on the algebra of observables) by $`\alpha _t`$, we are confronted with the following phenomenon.

###### Observation 2.1

In RQFT part of the usual framework is the assumption

$$\alpha _t:𝒜_0𝒜_0$$
(3)
while in statistical mechanics (due to weaker locality behavior) we have in the generic case only

$$\alpha _t:𝒜𝒜$$
(4)
whith $`𝒜_0`$ usually not left invariant as the observables will typically develop infinitely extended tails.

Furthermore, we assume once for all that our system is in a pure, translation invariant phase, that is $`\mathrm{\Omega }`$ is extremal translation invariant under the space translations ( which can, as in the case of lattice systems, also be a discrete subgroup). There can of course exist several coexisting pure phases at the same external parameters as in the regime below a phase transition threshold. These assumptions imply that we can expect certain cluster properties, i.e. decay of correlations (see e.g. ).

### 2.1 Definition of Ordinary Fluctuation Operators

We begin by defining the fluctuation operators in the normal situation as it was done in .

We assume, for the time being, $`L^1`$-clustering for the two-point-function, that is

$$|A(x)B^T|d^nx<\mathrm{}A,B𝒜$$
(5)
with $`A(x)`$ the translate of $`A`$ and

$$AB^T=ABAB$$
(6)
Once for all we assume, to simplify notation, in our particular context that the occurring observables are normalized to $`A=0`$ unless otherwise stated.

###### Definition 2.2

We define the normal (finite volume) fluctuation operators as

$$A_V^F:=1/V^{1/2}_VA(x)d^nx=:1/V^{1/2}A_V$$
(7)
In a next step one wants to give sense to these objects in the limit $`V\mathrm{}`$. From the $`L^1`$-condition we however infer

$$|(A_V^F\mathrm{\Omega },B\mathrm{\Omega })|1/V^{1/2}_^n|(A(x)\mathrm{\Omega },B\mathrm{\Omega })|d^nx0$$
(8)
Hence $`A_V^F\mathrm{\Omega }0`$ on a dense set. Furthermore we have

$$\begin{array}{c}(A_V^F\mathrm{\Omega },A_V^F\mathrm{\Omega })=1/V_V_V(A(x)\mathrm{\Omega },A(y)\mathrm{\Omega })𝑑x𝑑y=\hfill \\ \hfill 1/V_V𝑑x\left(_{Vx}A^{}A(yx)d(yx)\right)\end{array}$$
(9)
This is less or equal to

$$(1/V)V\underset{x}{sup}(_{Vx}|(\mathrm{})|)_^n|F(yx)|d^n(yx)<\mathrm{}$$
(10)
(for convenience we sometimes denote a general two-point function by $`F(xy)`$). This suffices to prove weak convergence to zero for $`A_V^F\mathrm{\Omega }`$ on the total Hilbert space $``$.

###### Remark 2.3

We note that this proves also the well-known normal-fluctuation result $`A_VA_VV`$ in the $`L^1`$-case. Under certain well-specified conditions the fluctuations can even be weaker than normal. If e.g. $`Q_V`$ is the local integral over a conserved quantity we proved a divergence significantly weaker than $`V`$ (cf. ). But in general the local fluctuations will diverge in the limit $`V\mathrm{}`$ in contrast perhaps to ordinary intuition, even if the quantity is globally conserved due to quantum fluctuations (see also the section about spontaneous symmetry breaking)

A weaker than normal divergence can occur in the following situation. An asymptotic behavior $`V`$ does only prevail if $`_VF(u)𝑑u0`$ in the limit $`V\mathrm{}`$. On the other side such correlation functions tend to oscillate about zero (for physical reasons; there are e.g. usually preferred relative positions in, say, a quantum liquid). In other words, while

$$F(u)𝑑u=0$$
(11)
may seem to be rather ungeneric at first glance, it can nevertheless happen in a specific context. The general situation is analyzed in the above reference; certain examples of better than normal fluctuations were also found by Verbeure et al in e.g.  (see also ).

For the fluctuation operators themselves we have due to locality for $`A,B𝒜_0`$:

$$[A_V,B]\text{independent of }V\text{ for }VV_0V_B$$
(12)
for some $`V_0`$ which contains the localisation region $`V_B`$ for $`B𝒜_0`$. We then have

$$\underset{V}{lim}(A_V^FC\mathrm{\Omega },B\mathrm{\Omega })=\underset{V}{lim}([A_V^F,C]\mathrm{\Omega },B\mathrm{\Omega })+\underset{V}{lim}(A_V^F\mathrm{\Omega },C^{}B\mathrm{\Omega })$$
(13)
We have already shown that the second term goes to zero. In the first term the commutator becomes

$$[A_V^F,C]=V^{1/2}[A_{V_0},C]$$
(14)
and hence the first term goes also to zero. In case we assume only $`A𝒜`$ a further $`L^1`$-condition for the three-point function is needed to arrive at the same result. As $`𝒜_0\mathrm{\Omega }`$ is assumed to be dense in $``$ and $`A_V^F<\mathrm{}`$ uniformly in $`V`$, we have

###### Proposition 2.4

$`L^1`$-clustering implies that

$$A_V^F0\text{weakly on },A_V^F\mathrm{\Omega }<\mathrm{}\text{uniformly in }V$$
(15)
but $`A_V^F\mathrm{\Omega }`$ bounded away from zero in general. That is, $`A_V^F`$ does not converge strongly to zero and, a fortiori, there is no convergence in norm.

This clearly shows that, in order to have non-trivial limit operators, one has to leave the original Hilbert-space of microscopic observables and has to define or construct an entirely new representation living on a different state.

### 2.2 A Smoothed Version of Fluctuation Operators

Since we employ in the following so-called Fourier-methods and related calculational tools, it is advantageous to change to a smoother version of fluctuation operators. As everybody knows, sharp volume cut-offs are both a little bit artificial and technically nasty, since they may sometimes lead to non-generic or spurious effects. In other branches of rigorous statistical mechanics or axiomatic quantum field theory volume integrations have therefore frequently been emulated or implemented in a slightly different way (see e.g. ).

Two choices have basically been in use with the second version having much nicer properties in several respects as we will explain below. Instead of integrating over a sharp volume, $`V`$, centered e.g. around the coordinate origin, one integrates the shifted observable, $`A(x)`$, over a smooth test function localized basically in $`V`$ but having smooth tails.
Remark: As $`V`$ we choose in the following a ball centered at the origin with radius $`R`$ and let $`R`$ go to infinity.

###### Definition 2.5

Two admisssible families of test functions are the following ones: $`f_R(x)0`$ smooth with

$$f_R(x):=\{\begin{array}{cc}1\hfill & \text{for }|x|R\hfill \\ 0\hfill & \text{for }|x|R+h\hfill \end{array}$$
(16)
or

$$f_R(x):=f(|x|/R)\text{with}f(s)=\{\begin{array}{cc}1\hfill & \text{for }|x|1\hfill \\ 0\hfill & \text{for }|x|2\hfill \end{array}$$
(17)
Note that the latter choice has much nicer behavior under Fourier transform while working with the Fourier transforms of the former version or e.g. the indicator function of the volume $`V`$ is quite cumbersome). On the other hand, the latter version has tails which are also scaled.

###### Lemma 2.6

$$\widehat{f}_R(k)=constR^n\widehat{f}(Rk)$$
(18)
where here and in the following “ $`const`$” denotes an (in this context) irrelevant numerical factor which, a fortiori, may change in the course of a calculation. With the help of this smearing functions we now define

###### Definition 2.7 (Smooth Volume Integration)

We redefine the fluctuation operators in the following way

$$A_R^F:=R^{n/2}A(x)f_R(x)d^nx$$
(19)
with $`f_R`$, unless otherwise stated, the family given in the second example above (remember $`A:=0`$).

## 3 The Limiting Case for Normal Fluctuations

In order to arrive at a rigorous definition of fluctuation operators in a certain limit state we will follow a line of arguments which may complement the treatment of Verbeure et al in several respects. We will study directly the macroscopic limit of the n-point functions with the help of certain momentum space methods. As they are perhaps not so common in statistical physics we will give the technical details below.

### 3.1 Some Generalities

Any n-point (correlation) function of the kind $`A_1(x_1)\mathrm{}A_n(x_n)`$ with the $`A_i(x_i)`$ the translates of the observables $`A_i`$ (which may also contain an implicit time variable $`t_i`$ which is however kept fixed in the following) is written as $`W(x_1,\mathrm{},x_n)`$. With the state $`\mathrm{\Omega }`$ being translation invariant we have

$$W(x_1,\mathrm{},x_n)=W(x_1x_2,\mathrm{},x_{n1}x_n)$$
(20)
To express cluster properties in a clear way, we introduce the so-called truncated correlation functions via the following recursion relation:

$$W(x_1,\mathrm{},x_n)=\underset{part}{}\underset{P_i}{}W^T(x_{i_1},\mathrm{},x_{i_k})$$
(21)
where the sum extends over all partitions of the set $`\{1,\mathrm{},n\}`$ into subsets $`P_i`$ with the elements in each subset ordered as $`i_1<i_2\mathrm{}<i_k`$. The first elements of the recursion are

$$W(x)=W^T(x)=0\text{in our case}$$
(22)
$$W^T(x_1,x_2)=W(x_1,x_2)W(x_1)W(x_2)$$
(23)
###### Observation 3.1

In the truncated correlation functions the vacuum state, ground state or equilibrium state, $`\mathrm{\Omega }`$, has been eliminated in a symmetric way, so that we have, in a sense to be specified,

$$W^T(x_1,\mathrm{},x_n)0\text{for}sup|x_ix_j|\mathrm{}$$
(24)
In this section we assume the following cluster property

$$W^T(x_1,\mathrm{},x_n)L^1\text{in the variables}\{x_1x_2,\mathrm{},x_{n1}x_n\}$$
(25)
From the above we see that the original hierarchy of $`n`$-point functions can be reconstructed from the new hierarchy of truncated $`n`$-point functions, which have more transparent cluster properties. The $`L^1`$-condition allows us to Fourier transform the $`W^T(x_1,\mathrm{},x_l)`$ and we get from translation invariance:

$$\begin{array}{c}const\stackrel{~}{W}^T(p_1,\mathrm{},p_l)e^{i{\scriptscriptstyle p_ix_i}}dp_i=\hfill \\ \hfill W^T(x_1,\mathrm{},x_l)=W^T(x_1x_2,\mathrm{},x_{l1}x_l)\\ \hfill =const\widehat{W}^T(p_1,p_1+p_2,\mathrm{},p_1+\mathrm{}p_{l1})\delta (p_1+\mathrm{}p_l)e^{i{\scriptscriptstyle p_ix_i}}dp_i\\ \hfill =const\widehat{W}^T(q_1,\mathrm{},q_{l1})e^{i_{i=1}^{l1}q_iy_i}\underset{i=1}{\overset{l1}{}}dq_i\end{array}$$
(26)
with

$$y_i:=x_ix_{i+1},q_i=\underset{j=1}{\overset{i}{}}p_ji(l1)$$
(27)
The functional determinant $`det(q/p)`$ is one and we can regard $`\widehat{W}^T`$ either as a function of the $`q_i`$’s or the $`p_i`$’s. We hence have

###### Lemma 3.2

As a Fourier transform of a $`L^1`$-function
$`\widehat{W}^T(p_1,\mathrm{},p_{l1})=\widehat{W}^T(q_1,\mathrm{},q_{l1})`$ is a continuous and bounded function which decreases at infinity in the $`q`$-variables.

### 3.2 The $`(k=0)`$-Modes

We now study the limit of truncated $`l`$-point functions with the entries being fluctuation operators $`A_R^F`$, more precisely their Fourier transforms, i.e.

$$\begin{array}{c}A_R^F(1)\mathrm{}A_R^F(l)^T=\hfill \\ \hfill constR^{ln/2}\widehat{f}(Rp_1)\mathrm{}\widehat{f}(R[p_1+\mathrm{}+p_{l1}])\widehat{W}^T(p_1,\mathrm{},p_{l1})dp_i\\ \hfill =constR^{ln/2}R^{(l1)n}\widehat{f}(p_1^{})\mathrm{}\widehat{f}([p_1^{}+\mathrm{}+p_{l1}^{}])\widehat{W}^T(p_1^{}/R,\mathrm{},p_{l1}^{}/R)dp_i^{}\end{array}$$
(28)
$`\widehat{W}`$ is continuous and bounded and the $`\widehat{f}`$’s are of rapid decrease. Hence we can perform the limit $`R\mathrm{}`$ under the integral and get

###### Theorem 3.3

The expression $`A_R^F(1)\mathrm{}A_R^F(l)^T`$ scales as $`R^{(2l)n/2}`$. This implies that for $`l>2`$ the above limit is zero, for $`l=2`$ the limit is a finite number bounded away from zero in general. In other words we have

$$\underset{R\mathrm{}}{lim}A_R^F(1)\mathrm{}A_R^F(l)^T=0\text{for}l>2$$
(29)
and

$$\underset{R\mathrm{}}{lim}A_R^F(1)\mathrm{}A_R^F(l)=\underset{R\mathrm{}}{lim}\underset{part}{}\underset{\{ij\}}{}A_R^F(i)A_R^F(j)$$
(30)
The relation between the original microscopic system $`(𝒜,\omega )`$ and the coarse-grained system of fluctuation operators is a little bit subtle. Note that $`\omega _F`$, the limit state to be constructed, can no longer be considered as a state or something like that on the original algebra nor can the fluctuation operators be considered as a representation of, say, $`𝒜`$. One aspect of the impending problems can perhaps best be seen by realizing that e.g.

$$(AB)_V^FA_V^FB_V^F$$
(31)
which pertains also in the limit. That is, in a sense to be defined, we have

$$(AB)^FA^FB^F$$
(32)
the same holding in general for all the higher products. This is one source of non-uniqueness as there is no invariant discrimination between an observable regarded as a single object to be scaled and as a product of other observables, where now each factor has to be scaled separately. The appropriate point of view has to be a different one (as has also been emphasized by Verbeure et al, cf e.g. , second ref. p.540f and private communication).

The picture remains relatively clear for the intermediate scales, $`V<\mathrm{}`$. We have a start system $`(𝒜,\omega )`$, labelled by, say, $`V=0`$. On every scale $`V`$ we have a new algebra, $`𝒜_V^F`$, (actually a subalgebra of $`𝒜`$), generated by the observables $`A_V^F,A𝒜`$ (including arbitrary finite products $`(A_1\mathrm{}A_n)_V^F`$). If we prefer to consider this algebra on scale $`V`$ as a new abstract algebra (i.e. forgetting about the underlying finer algebra $`𝒜`$), we get also a new, coarse-grained state via the identification

$$\omega _V^F(\mathrm{\Pi }A_V^{F,i}):=\omega (\mathrm{\Pi }A_V^{F,i})$$
(33)
(A related philosophy was expounded by Buchholz and Verch in e.g.  within the context of the algebraic analysis of ultra-violet behavior in quantum field theory.)

The map

$$R_V:𝒜𝒜_V^F$$
(34)
can be viewed as kind of a renormalization map, which does however not preserve the algebraic structure (i.e.the algebras are in general not isomorphic). Furthermore one gets a “new” dynamics on this algebra by defining

$$\alpha _t^V(A_V^F):=(\alpha _t(A))_V^F$$
(35)
###### Remark 3.4

In our context $`\alpha _t`$ is assumed to commute with the space translations or with a corresponding lattice version, that is, we have $`\alpha _t(A_V^F)=(\alpha _tA)_V^F`$. (Furthermore it may turn out to be reasonable to scale the time variable on the lhs also.)

On the other hand, in order to construct the limit theory itself, one can proceed in a slightly different direction. The above limits of n-point functions define a consistent hierarchy of new n-point functions which then allow to define a new limit system via the so-called reconstruction theorem (for a pendant in quantum field theory see e.g. ). Put differently, we define limit objects, $`\{A_i^F\}`$, the so-called fluctuation operators, which live in a new Hilbert space built upon the new state, $`\omega _F`$, defined by the limits:

$$\omega _F(A_1^F\mathrm{}A_n^F):=\underset{R\mathrm{}}{lim}A_{1,R}^F\mathrm{}A_{n,R}^F=\underset{part}{}\underset{\{ij\}}{}\omega _F(A_i^FA_j^F)$$
(36)
Note however that the so-called Gelfand-ideal, $`I_F`$, is large, that is, there are a lot of elements of $`𝒜`$ which are mapped to zero by this limit with

$$I_F:=\{A;\omega _F((A^F)^{}A^F)=0\}$$
(37)
This is of course typical for such kind of mean-values, as e.g. all space-translates of $`A`$ yield the same limit element. Shifting one of the observables in the above $`l`$-point functions by, say, $`a_i`$ yields an extra factor $`e^{ip_ia_i}`$ in the Fourier transform which after the above coordinate tranformation goes over into $`e^{ip_i^{}/Ra_i}`$ which goes to one. Summing up we have

###### Conclusion 3.5

With the help of equation (36) we construct a new limit system, consisting of the algebra of fluctuation operators, $`𝒜_F`$, and the limit state $`\omega _F`$. The well-known GNS-construction (see e.g. ) allows to construct the corresponding Hilbert-space representation with

$$\omega _F(A_1^F\mathrm{}A_n^F)=(\mathrm{\Omega }_F,A_1^F\mathrm{}A_n^F\mathrm{\Omega }_F)$$
(38)
(where, by abuse of notation, we do not discriminate between operators and their equivalence classes on the rhs).

As all the $`n`$-point functions decay into a product of $`2`$-point functions all the commutators are $`c`$-numbers:

$$[A^F,B^F]=\omega _F([A^F,B^F])$$
(39)
The system of fluctuation operators is a quasi-free system (cf. )

Taking now self-adjoint elements one can, as in , represent the new system as a representation of the $`CCR`$ over the real vector space of s.a. operators. Our scalar product, induced by the hierarchy of $`n`$-point functions, can be split in the following way.

$$(A^F\mathrm{\Omega }_F,B^F\mathrm{\Omega }_F)=Re(\mathrm{})+iIm(\mathrm{})=:s_F(A^F,B^F)+(i/2)\sigma _F(A^F,B^F)$$
(40)
$$\omega _F([A^F,B^F])=\sigma _F(A^F,B^F)$$
(41)
where $`\sigma _F`$ defines a symplectic form. The Weyl-operators, $`e^{iA^F}`$ with $`A^F`$ s.a., fulfill the $`CCR`$-relations

$$\omega _F(e^{iA^F})=e^{1/2s_F(A^F,A^F)}$$
(42)
$$e^{iA^F}e^{iB^F}=e^{i(A^F+B^F)}e^{i/2\sigma _F(A^F,B^F)}$$
(43)
In our context the first equation can e.g. be verified as follows: Only the $`2n`$-point functions are different from zero. On the lhs we hence have

$$\omega _F(e^{iA^F})=(1)^n/(2n)!\omega _F([A^F]^{2n})$$
(44)
It remains to count the number of partitions of an $`2n`$-set into $`2`$-sets. This number is $`(2n)!/2^nn!`$. In (44) we now get for $`A^F`$ s.a. on the rhs

$$\underset{n}{}1/n!(1/2\omega _F(A^FA^F))^n=e^{1/2s_F(A^FA^F)}\mathrm{}$$
(45)
The above general cluster result of the limit $`n`$-point functions make the study of the limit time evolution relatively straightforward. In a first step it suffices to study the $`2`$-point functions. We define the time evolution in the limit theory by

$$\omega _F(A^F(t^{})B^F(t)):=lim\omega (A_V^F(t^{})B_V^F(t))=lim\omega (A(t^{})_V^FB(t)_V^F)$$
(46)
On the limiting GNS-Hilbert space constructed above we now get a bounded sesquilinear form $`(x,y(t))`$ which, by standard results, yields a bounded operator $`U^F(t)`$ implementing the time evolution. Here we use that the limit n-point functions are products of $`2`$-point functions. Furthermore we infer with the help of the above limit process that

$$(U_t^Fx,U_t^Fy)=\omega _F(\mathrm{})=lim\omega (\mathrm{})=(x,y)$$
(47)
In other words, we arrive at the following conclusion

###### Theorem 3.6

The preceding construction yields a strongly continuous unitary time evolution on the limiting GNS-Hilbert space.

Another point worth to be mentioned (since it might perhaps be overlooked) is the question of the non-triviality of the commutators

$$[A^F,B^F]=\omega _F([A^F,B^F])$$
(48)
In principle it could happen that all the expectation values on the rhs vanish. In that case the limit algebra would be abelian and the fluctuations classical. In a more general context (cf. e.g. ) this problem is more complicated. In our situation this question can however be answered in a rather straightforward way. We have

$$\underset{V}{lim}\omega ([A_V^F,B_V^F])=\underset{V}{lim}\omega ([A_V,V^1B_V])$$
(49)
For $`A,B𝒜_0`$, i.e. local, the rhs equals

$$\underset{V}{lim}\omega ([A_V,B])$$
(50)
We know candidates which lead to a vanishing of the limit for all $`B𝒜_0`$. For $`A`$ chosen s.a. these are the generators of conserved symmetries, written

$$Q:=A(x)d^nx$$
(51)
Usually they are assumed to commute with the time evolution, expressed as $`Q(t)=Q`$, hence the above limit would also be zero on the full quasi-local algebra. This situation, more specifically the case of spontaneous symmetry breaking (ssb) and Goldstone phenomenon, will be dealt with in more detail in section 5. In any case, as conserved symmetries are usually not so numerous, we may presume that, in the generic case, not all of these commutators will be zero.

For $`A,B`$ not necessarily strictly local our above more general formalism is useful. With

$$\omega (A(x)B)=F_{AB}(x),\omega (BA(x))=G_{AB}(x)$$
(52)
the vanishing of the commutator would imply:

$$\begin{array}{c}0=[A^F,B^F]=\underset{R}{lim}R^n|\widehat{f}(Rp)|^2(\widehat{F}_{AB}(p)\widehat{G}_{AB}(p))d^np\hfill \\ \hfill =\underset{R}{lim}|\widehat{f}(p)|^2(\widehat{F}_{AB}(p/R)\widehat{G}_{AB}(p/R))d^np\\ \hfill =(\widehat{F}_{AB}(0)\widehat{G}_{AB}(0))|\widehat{f}(p)|^2d^np\end{array}$$
(53)
by the theorem of dominated convergence (note that we are in the $`L^1`$-situation). Hence we have the result

###### Proposition 3.7

$$[A^F,B^F]=0\widehat{F}_{AB}(0)=\widehat{G}_{AB}(0)$$
(54)
that is

$$F_{AB}(x)d^nx=G_{AB}(x)d^nx$$
(55)
or

$$(\mathrm{\Omega },[A(x),B]\mathrm{\Omega })d^nx=0$$
(56)
which is the same result as in the strictly local case.

### 3.3 The $`(k0)`$-Modes

Up to now only the $`(k=0)`$-modes of fluctuation operators, i.e.
$`lim_VV^{n/2}_VA(x)d^nx`$, have been studied. For various reasons it is useful to have corresponding formulas at hand for fluctuation observables containing a certain net-momentum. This problem was studied by Verbeure et al in e.g.  and the results were applied in e.g.  in the analysis of Goldstone modes. In the original (real-space) approach the necessary calculations turned out to be quite involved and far from being simple. This is another case in point to demonstrate the merits of our Fourier space scaling methods.

Instead of the original scaling operators, $`A_V^F`$ or $`A_R^F`$, we now study their $`k0`$-variants, $`A_R^F(k)`$. We begin with a technical lemma.

###### Lemma 3.8

$$\widehat{A}(k):=(2\pi )^{n/2}e^{ikx}A(x)d^nx$$
(57)
is an operator-valued distribution (We use the convention
$`\widehat{f}(k)=(2\pi )^{n/2}e^{ikx}f(x)d^nx`$)

Remark: For a systematic use and proofs of such energy-momentum techniques in quantum statistical mechanics we refer to e.g.  where also some more mathematical background is provided.
Integrating now over $`e^{iqx}f_R(x)`$, we get the $`q`$-mode fluctuation operators.

$$\begin{array}{c}A_R^F(q):=R^{n/2}A(x)e^{iqx}f_R(x)d^nx=R^{n/2}\widehat{A}(k+q)\widehat{f}(Rk)d^nk\hfill \\ \hfill =R^{n/2}\widehat{A}(k)\widehat{f}(R(kq))d^nk\end{array}$$
(58)
We can now proceed in exactly the same way as above in the case of the zero-mode analysis and calculate the truncated $`l`$-point functions $`A_R^F(1,q_1)\mathrm{}A_R^F(l,q_l)^T`$ (where the indices $`1`$ to $`l`$ label different observables). The only thing that changes are the test functions, i.e. $`f_R(x)e^{iq_kx}f_R(x)`$. We arrive at the conclusion:

###### Theorem 3.9 ($`q`$-Mode Fluctuation Operators)

In the case of $`L^1`$-clustering all truncated correlation functions vanish for $`l3`$ and the $`l`$-point functions are again sums of products of $`2`$-point functions. The concrete form of the limit-$`2`$-point functions is given in formula (62).

If we calculate the limt-$`2`$-point functions explicitly we get:

$$\begin{array}{c}A_R^F(q_1)B_R^F(q_2)^T=\hfill \\ \hfill R^n\widehat{A}(k_1+q_1)\widehat{B}(k_2+q_2)^T\delta (k_1+q_1+k_2+q_2)\widehat{f}(Rk_1)\widehat{f}(Rk_2)𝑑k_1𝑑k_2\\ \hfill =R^n\widehat{A}(k_1+q_1)\widehat{B}((k_1+q_1))^T\widehat{f}(Rk_1)\widehat{f}(R(k_1+q_1+q_2))𝑑k_1\\ \hfill =R^n\widehat{A}(k)\widehat{B}(k)^T\widehat{f}(R(kq_1))\widehat{f}(R(k+q_2))𝑑k\end{array}$$
(59)
With $`k^{}:=R(kq_1)`$ we arrive at

$$\widehat{W}^T(k^{}/R+q_1)\widehat{f}(k^{})\widehat{f}(k^{}R(q_1+q_2))𝑑k^{}$$
(60)
By assumption $`\widehat{W}^T`$ is in $`L^1`$, $`\widehat{f}`$ is of rapid decrease, so the limit can again be carried out under the integral and we have

###### Observation 3.10

For $`q_1+q_20`$ it holds

$$\underset{R}{lim}A_R^F(q_1)B_R^F(q_2)^T=0$$
(61)
For $`q=q_1=q_2`$ we get on the other side

$$\underset{R}{lim}A_R^F(q)B_R^F(q)^T=\widehat{W}^T(q)\widehat{f}(k)\widehat{f}(k)𝑑k$$
(62)
In other words, the limit tests the spectral momentum of the two-point function.

## 4 The Case of $`L^2`$-Clustering

Before we embark on an investigation of the situation in the regime where phase transitions, vacuum degeneracy and/or spontaneous symmetry breaking (ssb) prevail, we briefly address the case where the clustering is weaker than $`L^1`$ but still $`L^2`$, say. Our above Fourier-space approach can easily handle also this more singular situation. We hence assume now that the truncated $`l`$-point functions cluster only in the $`L^2`$-sense in the difference variables.

Now we cannot conclude that the Fourier transform. is bounded and continuous, but we know it is again an $`L^2`$-function. We repeat the first steps of the above calculation with, however, another scaling exponent, $`\alpha `$, which we leave open for the moment.

###### Definition 4.1

In the general case we define fluctuation operators by

$$A_R^F:=R^\alpha A(x)f_R(x)d^nx$$
(63)
We get

$$\begin{array}{c}A_R^F(1)\mathrm{}A_R^F(l)^T=\hfill \\ \hfill constR^{l(n\alpha )}\widehat{f}(Rp_1)\mathrm{}\widehat{f}(Rq_{l1})\widehat{W}^T(q_1,\mathrm{},q_{l1})dq_i\end{array}$$
(64)
where the $`\{p_i\}`$ are linear functions of the $`\{q_i\}`$ as described above. We now apply the Cauchy-Schwartz inequality

$$\begin{array}{c}|lhs|constR^{l(n\alpha )}\left[(\widehat{f}(Rp_1)\mathrm{}\widehat{f}(Rq_{l1}))^2dq_i\right]^{1/2}\hfill \\ \hfill \left[(\widehat{W}^T(q_1,\mathrm{},q_{l1}))^2dq_i\right]^{1/2}\end{array}$$
(65)
In the first integral on the rhs we make again a variable transformation from $`q_i`$ to $`q_i^{}:=Rq_i`$, yielding an overall scaling factor

$$R^{l(n\alpha )}R^{(l1)n/2}$$
(66)
We again want the limits of the $`2`$-point functions to be both finite and non-trivial, i.e. different from zero in general.

###### Proposition 4.2

To make the rhs of (65) finite in the limit for $`l=2`$ the maximal $`\alpha `$ to choose is

$$3n4\alpha =0\text{i.e.}\alpha =(3/4)n$$
(67)
For a general $`l`$ this leads to the scaling exponent $`(n(1/2)ln)/2`$, which is negative for $`l3`$. Hence, all higher truncated $`l`$-point functions vanish in the limit.

However, to guarantee that the result is really non-trivial, we have to analyze the situation in more detail as the above estimate is only an inequality. In the case of $`L^1`$-clustering $`\alpha =n/2`$ was appropriate. The largest value which can occur in the $`L^2`$-case is the above maximal $`\alpha =(3/4)n`$. If we want to avoid that the $`2`$-point functions vanish in the limit we have to choose in the $`L^2`$-case

$$(1/2)n<\alpha (3/4)n$$
(68)
depending on the concrete decay of the $`2`$-point functions in configuration space. We see that, evidently, the situation is now less canonical as compared to the $`L^1`$-case.
Remark: A related situation (on a lattice) was analyzed by Verbeure et al in , where a clustering weaker than $`L^1`$ was considered with, however, the additional input that the local algebras, sitting at the points of the lattice, form a finite-dimensional Lie-algebra. In that case, suitable scaling exponents are chosen to render the auto-correlation functions finite and non-vanishing, while, on the other side, the finiteness of the limit $`3`$-point functions has to be imposed as an extra assumption. Under this proviso one gets the existence of a limit Lie-algebra, but nevertheless results are only partial while perhaps, on the other side, being also more interesting.
We do not want to dwell too much on this point at the moment, as progress seems to be to a certain extent model-dependent. Furthermore, we develop a different approach in the last section which is able to cope with any kind of poor cluster behavior.

If we want to guarantee the apriori existence or vanishing of the truncated $`3`$-point functions with the help of our above $`L^2`$-estimate (65), we have to restrict the chosen $`\alpha `$ in the following way.

###### Corollary 4.3

If the appropriate $`\alpha `$ fulfills $`\alpha >(2/3)n`$, we get a negative scaling exponent for $`l3`$ as

$$n(1/3)ln0\text{for}l3$$
(69)
For $`\alpha =2/3`$ the $`3`$-point functions are finite.

###### Remark 4.4

One would get corresponding relations for smaller $`\alpha `$ but higher correlation functions, beginning from a certain order, $`l_0(\alpha )`$ say. On the other hand, one cannot guarantee the apriori existence of the $`l`$-point functions for $`2<l<l_0(\alpha )`$ as the general scaling relation reads for $`ll_0(\alpha )`$:

$$l(2\alpha n)>n\text{and}\alpha >(1/2)n$$
(70)
and $`\alpha `$ being so chosen that the $`2`$-point functions are non-trivial.

## 5 Spontaneous Symmetry Breaking (SSB) and the Goldstone Phenomenon

### 5.1 General Remarks

Before we study fluctuation operators in the regime of vacuum–, ground–,
equilibrium–state degeneracy, we want to briefly comment, in order to set the stage, on the (rigorous) implementation of $`ssb`$ in the various areas with particular emphasis on (quantum) statistical mechanics, i.e. condensed matter physics. As this topic has however been much discussed in the past from various points of views, we do not intend to give an exaustive commentary. We only mention some earlier work being of relevance for our argumentation and sketch the general framework.

We assume that our state, $`\omega `$ or $`\mathrm{\Omega }`$, is (non-)invariant under some automorphism group of $`𝒜_0`$ or $`𝒜`$. Furthermore, and this is important (while frequently not clearly stated), we assume the time evolution, $`\alpha _t`$, to commute with the automorphism group, $`\alpha _g`$.

###### Definition 5.1

$`\alpha _g`$ is called a symmetry group if

$$\alpha _g\alpha _t=\alpha _t\alpha _g$$
(71)
###### Definition 5.2

If

$$(\mathrm{\Omega },\alpha _g(A)\mathrm{\Omega })=(\mathrm{\Omega },A\mathrm{\Omega })$$
(72)
for all $`A𝒜`$, the symmetry is called conserved and can be implemented by a unitary group of operators in the representation space

$$\alpha _g(A)U(g)AU(g^1)$$
(73)
On the other side, if

$$(\mathrm{\Omega },\alpha _g(A)\mathrm{\Omega })(\mathrm{\Omega },A\mathrm{\Omega })$$
(74)
for some $`A`$, $`A`$ the symmetry-breaking observable, the symmetry is called spontaneously broken since it still commutes with the time evolution (i.e. formally: with the Hamiltonian, modulo boundary terms due to long-range correlations).

In most cases the (continuous) symmetry group derives from a clearly identifiable generator (we restrict ourselves, for convenience, to one-parameter groups) which is built from a local operator density, i.e.

$$U(s)=e^{isQ},Q(t)=q(x,t)d^nx,Q(t)=Q(0):=Q$$
(75)
Note that there are a lot of technical subtleties lurking behind these operator identities, all of which we cannot mention in the following (for more details and references see e.g. . A nice review is  where many of the widely scattered results have been compiled ).

###### Remark 5.3

In many situations the generator density is the zero-component of a conserved current. Formally the conservation law encodes the time-independence of the global charge, $`Q`$. Furthermore, for convenience, we assume the symmetry to commute with the space translations, i.e. $`U(x)QU(x)=Q`$. This is in fact frequently the case and simplifies certain calculations.

The most crucial consequence is that in case the symmetry is spontaneously broken some of the above relations do only hold in a formal or algebraic sense. More specifically:

###### Theorem 5.4

If $`\alpha _g`$ is spontaneously broken the global generator $`Q`$ does only exist in a formal sense as a limit

$$Q=\underset{V}{lim}Q_V,Q_V:=_Vq(x)d^nx$$
(76)
We have

$$ssb\underset{V}{lim}(\mathrm{\Omega },[Q_V,A]\mathrm{\Omega })0$$
(77)
for some $`A𝒜`$ and $`Q`$ is in that case only definable as a nasty operator (see below).

In the following we will take (77) as the defining relation of $`ssb`$ (the technical details of the various statements can be found in the literature, mentioned above).

The notion of $`ssb`$ is closely connected with another phenomenon, the so-called Goldstone-phenomenon. While there exists a clear picture in, say, relativistic quantum field theory, the corresponding picture is a little bit blurred in the non-relativistic regime. In the relativistic context we have sharp zero-mass Goldstone-modes, i.e. true particles due to relativistic covariance. On the other hand, in e.g. condensed matter physics or statistical mechanics the situation is less generic. In general we do no longer have sharp excitation modes; we have rather to expect excitation modes having a finite lifetime for momentum different from zero but becoming infinitely sharply peaked for momentum $`k0`$. The proper view is it to analyze these excitation branches in the full Fourier-space of energy-momentum as has e.g. been done in ref. four of  and earlier in the author’s doctoral thesis, the principal object being the spectral-resolution of the $`2`$-point correlation functions (in a neighborhood of $`(E,k)=(0,0)`$). $`SSB`$ or the Goldstone phenomenon manifests itself in this quantity by a singular contribution in the spectral measure. One should mention at this place the work of Bros and Buchholz (see e.g. ) about quantum field theory in temperature (i.e. KMS-) states. In this particlar context the residual causality and locality properties of the underlying relativistic theory lead to a, in some respects, more generic behavior as compared to the ordinary non-relativistic condensed matter regime.

In the non-relativistic regime it turns out that the concrete structure of the Goldstone mode depends usually on the details of the microscopic interactions (that means both the so-called energy-momentum dispersion-law which can be, to give an example, quadratic or linear near $`k=0`$ in the case of magnons or phonons, say, and the $`k`$-dependent width of the branch). This led to the desire to characterize the presence of a Goldstone phenomenon by a simple (if qualitative) property. Sometimes one finds in the literature the saying that the Goldstone phenomenon consists of the vanishing of a mass-gap above the ground state. But this statement is in some sense frequently empty. From  we know e.g. that a short-ranged Galilei-covariant theory, with a non-vanishing particle density, cannot have a mass-gap due to phonon-excitations which signal the trivial breaking of the Galilei-boosts. Furthermore, in most cases KMS-Hamiltonians have as spectrum the whole real line.

###### Remark 5.5

Models like the famous BCS-model (having a gap) are no case in point as they are implicitly breaking Galilei-invariance as do all such mean-field-models. This becomes apparent when analyzing the interaction part of the corresponding Hamiltonian. The complete fermion- or boson-liquid is, on the other side, again Galilei-invariant, hence has no mass-gap, but may, of course, still display e.g. superfluidity.

In the next subsection we will provide a, as we think, more satisfying and completely general characterization of the Goldstone phenomenon which is independent of the details of the model under discussion.

### 5.2 Some Rigorous Results for the Symmetry Generator in the Presence of SSB

After the above introductory remarks we want to prove a couple of rigorous results which characterize to some extent the presence of $`ssb`$ in the (non-)relativistic regime. The main observation is that the symmetry generator is no longer defined as a nice operator in the representation (Hilbert- or $`GNS`$-) space when $`ssb`$ is present and that this, at first glance, mathematical result encodes some interesting physics.

Let us work, for simplicity, in the context of temperature states. This has the advantage that $`\mathrm{\Omega }`$ is separating, i.e.

$$A\mathrm{\Omega }=B\mathrm{\Omega }A=B$$
(78)
The first task is to give $`Q:=lim_VQ_V`$ a rigorous meaning. The standard procedure (see the above mentioned literature) is to define $`Q`$ via:

$$QA\mathrm{\Omega }:=\underset{V}{lim}[Q_V,A]\mathrm{\Omega },Q\mathrm{\Omega }:=0$$
(79)
for e.g. $`A𝒜_0`$. For $`V`$ sufficiently large, the commutator on the rhs becomes independent of $`V`$, hence there is a chance to get a well-defined $`Q`$ (at least on a dense set of vectors) as on the lhs we have by separability

$$A\mathrm{\Omega }=B\mathrm{\Omega }A=B[Q_V,AB]=0$$
(80)
For $`A𝒜`$ one has to employ cluster properties.

###### Observation 5.6

We have already seen above that, while such a $`Q`$ may exist, the corresponding $`Q_V\mathrm{\Omega }`$ will nevertheless diverge for $`V^n`$! This shows that the connection between the global generator and its local approximations is not that simple. The best one can usually expect, even in the case of symmetry conservation, is a weak convergence on a dense set

$$(B\mathrm{\Omega },QA\mathrm{\Omega })=\underset{V}{lim}(B\mathrm{\Omega },Q_V\mathrm{\Omega })$$
(81)
but, due to the above divergence of $`Q_V\mathrm{\Omega }`$, we cannot even have weak convergence on the full Hilbert-space. (For more details see the above cited literature; in particular , third ref., where the various possibilities in the respective fields have been compared)

We see from the above that $`Q`$ can be defined as a densely defined operator but usually we want to have more. A conserved continuous symmetry is given by a s.a. generator. Let us see under what conditions the above $`Q`$ is at least symmetric provided that the $`Q_V`$ are symmetric. We assume the symmetry to be conserved, i.e.

$$\underset{V}{lim}(\mathrm{\Omega },[Q_V,A]\mathrm{\Omega })=0\text{for all}A𝒜$$
(82)
We then have

$$\begin{array}{c}(B\mathrm{\Omega },QA\mathrm{\Omega })=\underset{V}{lim}(B\mathrm{\Omega },[Q_V,A]\mathrm{\Omega })\hfill \\ \hfill =\underset{V}{lim}\left(([Q_V,B]\mathrm{\Omega },A\mathrm{\Omega })+(Q_v\mathrm{\Omega },B^{}A\mathrm{\Omega })(A^{}B\mathrm{\Omega },Q_V\mathrm{\Omega })\right)\end{array}$$
(83)
###### Conclusion 5.7

$`Q`$ is symmetric if $`lim_V(A\mathrm{\Omega },Q_V\mathrm{\Omega })=0`$ for all $`A𝒜_0`$. Under the same proviso it follows

$$(B\mathrm{\Omega },QA\mathrm{\Omega })=\underset{V}{lim}(B\mathrm{\Omega },Q_V\mathrm{\Omega })$$
(84)
What is the situation if the symmetry is spontaneously broken? For convenience we replace again the sharp volume-integration by our smooth one, i.e.

$$Q_VQ_R:=q(x)f_R(x)d^nx$$
(85)
We know that there exists a symmetry-breaking observable $`A`$ s.t.

$$\underset{R}{lim}(\mathrm{\Omega },[Q_R,A]\mathrm{\Omega })0QA\mathrm{\Omega }=\underset{R}{lim}[Q_R,A]\mathrm{\Omega }0$$
(86)
Due to the assumed translation invariance, i.e.

$$U(a)QU(a)=Q\text{or, what is the same,}U(a)q(x)U(a)=q(x+a)$$
(87)
we have

$$(\mathrm{\Omega },QA\mathrm{\Omega })=(\mathrm{\Omega },QV^1A_V\mathrm{\Omega })$$
(88)
and

$$QV^1A_V\mathrm{\Omega }=V^1_VU(x)d^nxQA\mathrm{\Omega }$$
(89)
$`U(x)`$ the unitary representation of the translations.
Remark: As a result of a discussion with Detlev Buchholz, following a seminar talk about the paper, we will give a technically more detailed proof of the above statement in the appendix at the end of the paper. This seems to be advisable since, as we are showing below, the global operator, $`Q`$, turns out to be non-closable, which will make certain limit-manipulations more cumbersome.

###### Lemma 5.8

$$s\underset{V}{lim}V^1_VU(x)d^nx=P_\mathrm{\Omega }$$
(90)
$`P_\mathrm{\Omega }`$ the projector on the (in our case) unique vacuum-,ground-, equilibrium-state.

Proof: The result is well-known (see e.g. ). We give however a very short and slightly different proof using our smooth volume integration. With $`V_R:=f_R(x)d^nx`$, a spectral resolution yields

$$V_R^1U(x)f_R(x)d^nx=const\left(f(x)d^nx\right)^1\widehat{f}(Rp)𝑑E_p$$
(91)
Applied to a vector $`\psi `$ we can now employ Lebesgue’s theorem of dominated convergence and get

$$\underset{V}{lim}V^1U(x)d^nx\psi =(\widehat{f}(0))^1\widehat{f}(0)P_\mathrm{\Omega }\psi =P_\mathrm{\Omega }\psi \mathrm{}$$
(92)
This yields

$$0P_\mathrm{\Omega }QA\mathrm{\Omega }=\underset{V}{lim}QV^1A_V\mathrm{\Omega }$$
(93)
On the other hand

$$\underset{V}{lim}V^1A_V\mathrm{\Omega }=P_\mathrm{\Omega }A\mathrm{\Omega }=0$$
(94)
by an analogous reasoning (note that we assumed $`(\mathrm{\Omega },A\mathrm{\Omega })=0`$).

We have now a sequence of vectors, $`V^1A_V\mathrm{\Omega }`$, converging to zero in norm while $`QV^1A_V\mathrm{\Omega }`$ converges to $`P_\mathrm{\Omega }QA\mathrm{\Omega }0`$. Summing up what we have shown we arrive at the following conclusion:

###### Conclusion 5.9 (Goldstone Theorem)

If we have $`ssb`$ and a separating vector, $`\mathrm{\Omega }`$, (representing the ground or temperature state), $`Q`$ can still be defined as an operator which is however not closable, hence, a fortiori, not symmetric (note that symmetric operators are closable). This abstract result has as a practical consequence the physical property exhibited in the preceding formulas. They express the content of the Goldstone phenomenon in the most general and model independent way. We infer that $`Q`$ induces transitions from a singular part of the continuous spectrum, passing through $`(E,p)=(0,0)`$, to the extremal invariant state $`\mathrm{\Omega }`$. On the other side, a conserved symmetry implies

$$Q\mathrm{\Omega }=0,P_\mathrm{\Omega }[Q,A]\mathrm{\Omega }=0P_\mathrm{\Omega }QA\mathrm{\Omega }=0$$
(95)
We show now that the above result really contains the original Goldstone phenomenon. Let us e.g. assume that we have the above result and, on the other side, a gap in the energy spectrum above the state $`\mathrm{\Omega }`$. We emphasized above that an important ingredient of the notion of $`ssb`$ is the time independence of, say, the above expression. We employ again the spectral resolution of operators with respect to energy-momentum. We hence have

$$0c=P_\mathrm{\Omega }Q\widehat{A}(k,E)e^{itE}𝑑k𝑑E\mathrm{\Omega }$$
(96)
with $`c`$ being independent of $`t`$. We choose a real testfunction $`g(t)`$ with $`g(t)𝑑t=1`$. This yields

$$0c=P_\mathrm{\Omega }QA(t)g(t)𝑑t\mathrm{\Omega }=P_\mathrm{\Omega }Q\widehat{A}(E)\widehat{g}(E)𝑑E\mathrm{\Omega }$$
(97)
If there is a gap above zero we may choose the support of $`\widehat{g}`$ so that

$$supp(\widehat{g})supp(spec(H))=0$$
(98)
Since, by assumption, $`P_\mathrm{\Omega }`$ has been extracted in the energy-support of $`A`$, we get the result $`c=0`$, that is, no symmetry breaking. But we can infer more about the nature of the energy-momentum spectrum near $`(0,0)`$. We see that $`P_\mathrm{\Omega }QA(g(t))\mathrm{\Omega }`$ depends only on the value of $`\widehat{g}(E)`$ in $`E=0`$, which is one in our case, but not on the shape of $`g`$. Inspecting equation (93) we can infer the following: The Fourier transform of the rhs contracts around $`k=0`$ in the limit $`V\mathrm{}`$. On the other side we learned that in the limit both sides have their energy support concentrated in $`E=0`$. The lhs shows that the limit vector is parallel to $`\mathrm{\Omega }`$. Whereas we do not want to go into the partly intricate details of the limiting processes of non-closable operators (note that it is e.g. dangerous to use the adjoint, $`Q^{}`$, in the reasoning as it is not densely defined), the latter part of the above theorem should now be obvious.

This sharp excitation around $`(E,k)=(0,0)`$ extends into the full energy-momentum plane in form of a (usually) smeared excitation branch (having a finite $`k`$-dependent life-time). For the regime of temperature states the situation was analyzed in some detail in the fourth reference of  and already in the authors doctoral thesis. We see from the above that a similar situation prevails in the more general case of a separable $`\mathrm{\Omega }`$ and, analogously, for ground-state models where $`Q`$ can be defined in the above way. Even if the above $`Q`$ is not definable as a non-closable limit operator we arrive at a similar result by exploiting the limit-expectation values instead of the strong vector- or operator limits, but we do not want to dwell more into the corresponding details in this paper which deals with a different topic.

## 6 The Canonical (Goldstone) Pair in the Presence of $`SSB`$

As far as we can see, the notion of a canonical Goldstone pair was introduced by Verbeure et al. in . In the following section we want to prove only a few general (model-independent) results, whereas much more could be shown by combining the framework, developed above, with the techniques mentioned in the preceding section.

We remarked above that $`ssb`$ is characterized by the non-vanishing (but time-independence) of the following commutator limit

$$0c=\underset{V}{lim}(\mathrm{\Omega },[Q_V,A(t)]\mathrm{\Omega })$$
(99)
To fix the notation: usually a pure phase is characterized by the non-vanishing of a so-called order parameter in the presence of $`ssb`$. This is an observable, $`B`$ say, with

$$(\mathrm{\Omega },B\mathrm{\Omega })=\{\begin{array}{cc}c0\hfill & \text{in the broken phase}\hfill \\ 0\hfill & \text{in the conserved phase (above }T_c\text{, say)}\hfill \end{array}$$
(100)
From (99) we see that as order parameter we have to choose

$$B:=\underset{V}{lim}[Q_V,A]$$
(101)
while $`A`$ is the symmetry breaking observable.

###### Example 6.1

In the Heisenberg-ferromagnet with spontaneous magnetization in, say, the $`z`$-direction the order parameter is $`S_z`$ or $`S_z`$. As generator of the broken symmetry one may take $`S_x`$ and as symmetry breaking obsrvable e.g. $`S_y`$.

We have seen that we can write

$$0c=\underset{V}{lim}(\mathrm{\Omega },[Q_V,A]\mathrm{\Omega })=\underset{V}{lim}(\mathrm{\Omega },[Q_V,V^1A_V]\mathrm{\Omega })=\underset{R}{lim}(\mathrm{\Omega },[Q_R,V_R^1A_R]\mathrm{\Omega })$$
(102)
where

$$Q_R:=q(x)f_R(x)d^nx,A_R:=_{S_R}A(x)d^nx$$
(103)
with $`V_R`$ the volume of the sphere, $`S_R`$, with radius $`R`$.

We can now split the scaling exponent among the two observables (the volume of the unit sphere being absorbed in the constant).

$$0const=\underset{R}{lim}(\mathrm{\Omega },[R^\alpha Q_R,R^{(n\alpha )}A_R]\mathrm{\Omega })$$
(104)
This form of scaling may yield something reasonable if the scaling exponents can be so adjusted that also

$$(\mathrm{\Omega },R^\alpha Q_RR^\alpha Q\mathrm{\Omega })\text{and}(\mathrm{\Omega },R^{(n\alpha )}AR^{(n\alpha )}A\mathrm{\Omega })$$
(105)
remain finite in this limit.

In general it does not seem to be easy to get both rigorous and general estimates on the scaling behavior of these quantities. Fortunately, in the case of temperature (KMS) states, such estimates are available. In  to  the following special (real-space-) version of the Bogoliubov-Inequality has been proved and employed for the observables $`Q_R`$ and $`V_R^1A_R`$:

$$|[Q_R,V_R^1A_R]|^2V_R^1A_RV_R^1A_R[Q_R,[Q_R,H]]$$
(106)
The delicate term is the double commutator on the rhs. If $`Q`$ is spontaneously broken, boundary terms will survive in the commutator of $`Q_R`$ and the Hamiltonian, $`H`$, when taking the limit $`R\mathrm{}`$, while in a formal sense they commute. The double commutator saves us two powers of $`R`$, so to say. That is we arrive after some cumbersome manipulations at

$$[Q_R,[Q_R,H]]R^{(n2)}\text{for}R\mathrm{}$$
(107)
hence

$$V_R^1A_RV_R^1A_RR^{(2n)}\text{for}R\mathrm{}$$
(108)
as the limit on the lhs is a constant different from zero in the case of $`ssb`$.

###### Theorem 6.2

For temperature states we have for the symmetry breaking observable

$$A_RA_RR^{(n+2)}$$
(109)
That is, compared with the ordinary, normal scaling behavior ($`R^n`$), the divergence is worse. From this one infers the following decay of the two-point correlation function itself:

$$|A(x)A|R^{(n2)}$$
(110)
Putting all the pieces together we now have to make the following identification:

$$n\alpha (n+2)/2\alpha (n2)/2$$
(111)
in order that the limit commutator is non-trivial, i.e. non-classical. On the other hand, the divergence behavior of $`Q_RQ_R`$ can frequently be inferred either from covariance properties (as in relativistic quantum field theory; see e.g. the third reference in ) or from an analysis of the spectral behavior in concrete (non-relativistic) models. Summing up we have:

###### Conclusion 6.3 (Canonical Pair)

For a covariant four-current in relativistic quantum field theory the two-point function in Fourier space contains a prefactor $`p^2`$ which yields (after some calculations) an $`\alpha =1/2`$ (for space dimension, $`n=3`$). On the other side, if we do not have such nice covariance properties the divergence of $`Q_RQ_R`$ is generically much worser than $`R`$ (in three dimensions). This holds, in particular, for the above temperature states. It follows that for temperature states we cannot find a critical exponent $`\alpha `$ so that both the auto-correlations remain finite in the limit and the commutator non-trivial. That is, for temperature states the limit fluctuations are classical (an observation already made by Verbeure et al for special models, see e.g. ).

The situation seems to be less generic for ground state models, i.e. the temperature-zero case. For one, we do not automatically have an a priori estimate as in the above conclusion, from which we can infer that it is the autocorrelation of $`A_R`$ which is ill-behaved. For another, in temperature states, as was shown in e.g. the fourth reference of  by the author, the spectral weight has to become infinite along the Goldstone excitation branch in a specific way (which is governed by the dispersion law of the Goldstone mode) for energy-momentum approaching zero. This sort of singularity is mainly responsible for the poor decay of the respective auto-correlation function. This phenomenon may be absent in the case of ground states as has also been shown for certain Bose-gas models in  where some of these questions have been dealt with in greater detail. Note in particular that a variety of aspects may depend on the precise shape of the Goldstone mode near energy-momentum equal to $`(0,0)`$ as was shown in the above mentioned paper of the author or in the unpublished doctoral thesis.

On the other side, there has been some interesting work of Pitaevskii and Stringari (see e.g. ), who showed that variants of the uncertainty principle may lead to non-trivial results in certain cases for ground state systems if one can exploit and control certain additional sum rules.

###### Remark 6.4

Note that the ordinary uncertainty principle (for e.g. hermitean operators and ignoring possible domain questions) reads

$$1/4|[A,B]|^2AABB$$
(112)
One sees that instead of the double commutator of the local symmetry generator and the hamiltonian now a term like $`Q_RQ_R`$ occurs. While we have an a priori estimate of the large-R-behavior of the double commutator, the behavior of $`Q_RQ_R`$ is probably less generic (in particular in the ground state situation) and we need some extra information of the kind mentioned above.

## 7 The Case of SSB or Very Poor Decay of Correlations

In the preceding sections we studied the case of $`L^1`$\- or $`L^2`$-clustering. In this last section we want to briefly show how we can proceed in the case of extremely poor clustering. We want however, for the sake of brevity and in order to better illustrate the method, to concentrate on the simpler case of a uniformly poor decay of all the correlation functions we are discussing. This is of course not always the case but the scheme can be easily generalized (we discuss this topic in more detail in , where we treat this question in the context of the renormalisation group analysis).

We hence assume that the truncated $`l`$-point functions cluster weaker than $`L^2`$ or $`L^1`$, say, in the difference variables, $`y_i:=x_{i+1}x_i`$, (see section 3.1). The following reasoning works both in the case of non-$`L^1`$ or non-$`L^2`$ clustering. In the latter case one would again use the Cauchy-Schwarz-inequality (as in section 3.2). To illustrate the method we choose the non-$`L^1`$ procedure.
So let us assume

$$W^T(y_1,\mathrm{},y_{l1})L^1$$
(113)
For each $`l`$ we assume the existence of a weight factor with a suitable exponent, $`\alpha _l`$:

$$P_l(y):=(1+y_i^2)^{\alpha _l/2}$$
(114)
so that

$$F(y):=P_l(y)^1W^T(y)L^1\text{for}\alpha _l>\alpha _l^{inf}$$
(115)
On the other side, we define the fluctuation operators with the exponent $`\gamma `$, which will be adjusted later

$$A_R^F:=R^\gamma A_R$$
(116)
It follows

$$W^T(y)=P_l(y)F(y)$$
(117)
with $`F(y)`$ an (in general, $`l`$-dependent) $`L^1`$-function.

For the limit correlation functions we then get

$$A_R^F(1)\mathrm{}A_R^F(l)^T=R^{ln}R^{l\gamma }\widehat{F}(q)\widehat{P}_l(q)\left[\widehat{f}(Rp_1)\mathrm{}\widehat{f}(Rq_{l1})\right]dq_i$$
(118)
(cf. section 3.1)

###### Remark 7.1

We write the Fourier transform of $`P_l(y)`$ formally as

$$\widehat{P}_l(q)=(1+D_{q_i}^2)^{\alpha _l/2}$$
(119)
(with $`D_{q_i}`$ the partial derivations). For non-integer $`\alpha _l/2`$ this is a pseudo-differential operator. At the moment, for the sake of brevity, we do not want to say more about the corresponding mathematical framework (see  for a complete discussion). What we in fact only need are the scaling properties of the expression. If one wants to be careful one may equally well take the explicit expression for the Fourier transform of the above polynomial in the $`y`$-coordinates applied to the product of the $`f_R`$’s and exploit its scaling properties.

In any case, we get (with this proviso) and the usual variable transformation $`p_i^{}:=Rp_i`$:

$$\begin{array}{c}A_R^F(1)\mathrm{}A_R^F(l)^T=\hfill \\ \hfill R^{lnl\gamma (l1)n+\alpha _l}\widehat{F}(q^{}/R)(R^2+D_{q_i^{}}^2)^{\alpha _l/2}\left[\widehat{f}(p_1^{})\mathrm{}\widehat{f}(q_{l1}^{})\right]dq_i^{}\end{array}$$
(120)
Again only the explicit scaling prefactor matters in the limit $`R\mathrm{}`$. (Note that for non-minimal $`\alpha _l`$ we may have $`\widehat{F}(0)=0`$. Technical intricacies like this one will be discussed at length in ). To get a finite result for all correlation functions we have to adjust the scaling parameter, $`\gamma `$, so that the exponents vanish or are negative. We choose $`\alpha _2`$ for $`l=2`$ so that the limit two-point function is finite and non-vanishing. That is:

$$n2\gamma +\alpha _2=0\gamma =(n+\alpha _2)/2$$
(121)
Inserting this $`\gamma `$ in the general expression for $`l3`$, we conclude that the scaling prefactor is finite in the limit provided that

$$\alpha _ll\gamma n=((l1)n+l\alpha _2)/2$$
(122)
with $`\gamma `$ fixed by the two-point function. For $`\alpha _l<l\gamma n`$ we can even conclude that all(!) higher limit correlation functions vanish and that the resulting theory is (quasi-)free. The latter would, for example, be the case if

$$\alpha _l(l1)\alpha _2$$
(123)
holds, since we then have (with $`\alpha _2<n`$):

$$\alpha _l(l1)\alpha _2<(l1/2)\alpha _2=(2l1)\alpha _2/2<((l1)n+l\alpha _2)/2$$
(124)
but nothing can be concluded in general for, say, $`\alpha _l=l\alpha _2`$.

We see that it is of tantamount importance to better understand the assymptotic behavior of truncated $`l`$-point functions and, in particular, the rate of decay as a function of $`l`$. We address this topic in more detail in .

## Appendix

The rigorous implementation of the formula

$$U(a)q(x)U(a)=q(x+a)$$
(125)
is

$$\begin{array}{c}U(a)Q_RU(a)=U(a)q(x)f_R(x)d^nxU(a)=q(x+a)f_R(x)d^nx\hfill \\ \hfill =q(y)f_R(ya)d^ny=:Q_R(a)\end{array}$$
(126)
The first question is: how does the global $`Q`$ behave under translations? To answer this question we have to take recourse to the definition of the global $`Q`$ as a limit of local operations. We have

$$U(a)QA\mathrm{\Omega }=U(a)\underset{R}{lim}[Q_R,A]\mathrm{\Omega }=\underset{R}{lim}[Q_R(a),A(a)]\mathrm{\Omega }$$
(127)
since it holds

$$\underset{n}{lim}U(a)\psi _n=U(a)\underset{n}{lim}\psi _n$$
(128)
as $`U(a)`$ is bounded. If $`A`$ is local we have for sufficiently large $`R`$ (and hence, in the limit):

$$\underset{R}{lim}[(Q_R(a)Q_R(0)),A(a)]=0$$
(129)
We hence arive at

$$U(a)QA\mathrm{\Omega }=\underset{R}{lim}[Q_R,A(a)]\mathrm{\Omega }=QA(a)\mathrm{\Omega }=QU(a)A\mathrm{\Omega }$$
(130)
###### Lemma 7.2

On the dense set $`𝒜_0\mathrm{\Omega }`$, $`Q`$ commutes with the translations.

In a next step we have to analyse the action of $`Q`$ on integrals or averages like $`_VU(x)AU(x)d^nx\mathrm{\Omega }`$. More specifically, we want to show that $`Q`$ commutes, so to speak, with the operation of integration. We have

$$Q_VA(x)d^nx\mathrm{\Omega }:=\underset{R}{lim}[Q_R,_VA(x)d^nx]\mathrm{\Omega }$$
(131)
We approximate the integral by a sum, that is:

$$_VA(x)d^nx\psi :=\underset{i}{lim}\underset{i}{}d^nx_iA(x_i)\psi $$
(132)
and get (as the $`Q_R`$ are assumed to be nice, that is, closed operators)

$$[Q_R,_VA(x)d^nx]\mathrm{\Omega }=\underset{i}{lim}[Q_R,\underset{i}{}d^nx_iA(x_i)]\mathrm{\Omega }=\underset{i}{lim}\underset{i}{}d^nx_iU(x_i)[Q_R(x_i),A]\mathrm{\Omega }$$
(133)
We again choose $`R`$ so large that

$$[Q_R(x),A]=[Q_R,A]\text{for all }xV$$
(134)
which leads to

$$[Q_R,_VA(x)d^nx]\mathrm{\Omega }=\underset{i}{lim}\underset{i}{}d^nx_iU(x_i)[Q_R,A]\mathrm{\Omega }=_VU(x)d^nx[Q_R,A]\mathrm{\Omega }$$
(135)
Taking now the limit $`R\mathrm{}`$, we get

###### Lemma 7.3

$$Q_VA(x)d^nx\mathrm{\Omega }=_VU(x)d^nxQA\mathrm{\Omega }$$
(136)
This shows, that our manipulations can be justified.


format: text

text:
# The Interplay between 𝜃 and 𝑇

## 1 Introduction

Noncommutative field theories have proven to exhibit fascinating properties (-).

As we noted in a recent paper , there is a drastic reduction in the number of degrees of freedom that contribute to the free energy in the non-planar sector, $`F_{\mathrm{np}}`$, at high temperatures. By the free energy in the non-planar sector, we mean those contributions to the free energy which arise from non-planar Feynman graphs. This reduction can be read off by looking at the temperature dependence of $`F_{\mathrm{np}}`$. In this paper, we will present further evidence for this reduction, and study two further theories with very different UV sensitivity to test how generic this high temperature behavior is.

We will take $`\theta _{0i}=0`$ throughout.

In , we also noted the existence of winding states in noncommutative field theories. Though we have no clean way of treating these modes separately from the conventional degrees of freedom of commutative field theory, it appears plausible that $`F_{\mathrm{np}}`$ is indicative of these additional degrees of freedom, especially at high temperature, at which the winding states become light.

In studying the reduction of the degrees of freedom that contribute to $`F_{\mathrm{np}}`$, we emphasize that this phenomenon does not depend on the sensitivity of the corresponding commutative theory to the ultraviolet . Indeed, this reduction occurs in theories that are extremely insensitive to the ultraviolet, like the $`N=4`$, $`D=4`$ SYM theory, as well as theories with strong ultraviolet sensitivity, as eg. $`\lambda \varphi ^3`$ in $`D=6`$.

In a nutshell, what we think happens is that as the temperature rises above the noncommutativity scale, the modes of the various fields with momenta of order the temperature, $`T`$, do not contribute to $`F_{\mathrm{np}}`$. This occurs because, as the thermal wavelengths drop below the noncommutativity scale $`\theta ^{1/2}`$, as far as their contribution to $`F_{\mathrm{np}}`$ is concerned, there is no way to distinguish these high momenta modes from each other and thus no way to count their contribution individually. Another way of thinking about this is that the contributions to $`F_{\mathrm{np}}`$ are sensitive to the phase space structure of space: the uncertainty principle among the spatial coordinates $`x_i`$ renders the identification of the degrees of freedom with regard to their contribution to $`F_{\mathrm{np}}`$ impossible; this contribution seems to be summarized by a few quantum degrees of freedom contributing per noncommutative cell whose area is $`\theta `$. In the following, we will refer to this cell as the Moyal cell.

In the next section, we briefly review the results for the free energy of the Wess-Zumino model. We introduce a tool to test whether a reduction of degrees of freedom contributing to $`F_{\mathrm{np}}`$ in fact takes place, the calculation of the classical statistical mechanics approximation to F, and discuss when we expect this approximation to be valid.

In the third section, we discuss the case of $`N=4`$, $`D=4`$ SYM. This theory also shows a reduction of degrees of freedom at high temperatures, although the theory is rather insensitive to the UV. We see that the nonplanar sector again contains winding states.

In the fourth section, we show how these results generalize to higher dimensions where there can be more noncommutative spatial directions. We show that the classical approximation remains valid for $`\lambda \varphi ^3`$ in spite of the high sensitivity of the corresponding commutative theory to the UV.

Finally, we end with conclusions.

## 2 The thermodynamics of the noncommutative Wess-Zumino model in perturbation theory

The Lagrangian density for the Wess-Zumino model is:

$$=i_\mu \overline{\psi }\overline{\sigma }^\mu \psi +A^{}A\frac{1}{2}M\psi \psi \frac{1}{2}M\overline{\psi }\overline{\psi }g\psi \psi Ag\overline{\psi }\overline{\psi }A^{}F^{}F,$$

where $`F`$ is given by

$$F=MA^{}gA^{}A^{}.$$

We showed in a previous paper that in the noncommutative Wess-Zumino model, one can distinguish two regimes of high temperature, $`\beta M1`$.111We will assume that the Compton wavelength of the fields is bigger than the noncommutative scale, $`\theta M^21`$. These two regimes are: $`\theta T^21`$ and $`\theta T^21`$.

In the case $`\theta T^21`$, the thermal wavelength is larger than the noncommutativity scale. Here, $`F_{\mathrm{np}}`$ behaves as

$$\frac{F}{V}|_{\mathrm{np}}g^2T^4.$$
(1)
In the other limit, the free energy density behaves as

$$\frac{F}{V}|_{\mathrm{np}}g^2\frac{T^2}{\theta }\mathrm{log}T^2\theta .$$
(2)
This expression for the free energy shows a dramatic reduction of the degrees of freedom contributing to $`F_{\mathrm{np}}`$.

Such a reduction has a natural interpretation in terms of the novel phase space structure due to the noncommutative nature of space. At any temperature, the typical momenta of the fields have magnitudes of order the temperature or smaller. As the temperature rises, the thermal wavelengths become smaller. When the temperature reaches values of $`O(\theta ^{1/2})`$, modes of the field with momenta of $`O(T)`$ no longer contribute to $`F_{\mathrm{np}}`$.

More precisely, what we think happens is that at temperatures $`T^21/\theta `$, the modes $`\varphi _{k_1,k_2,k_3}`$ with $`k_{1,2}\theta ^{1/2}`$ cannot be distinguished from each other insofar as their contribution to $`F_{\mathrm{np}}`$ is concerned, and therefore will not be counted individually in the non-planar contribution to the partition function. These modes lose their individual identity in the non-planar sector because the noncommutativity between $`x_1`$ and $`x_2`$, $`[x_1,x_2]0`$, implies an uncertainty relationship which renders impossible their separate identification. This may explain the reduction in the temperature dependence of the free energy from $`T^4`$ to $`T^2/\theta `$.

The non-planar sector yields a contribution to the free energy which, could this sector be isolated, would suggest that it has the number of degrees of freedom of a 1+1 dimensional field theory at temperatures $`T1/\theta ^{1/2}`$. This is reminiscent of the result obtained by Atick and Witten  in the context of string theory. There is also a subleading, logarithmic dependence on the temperature in equation (2) for the free energy, which is all that remains from the contributions of the high momenta components of the fields.

As announced in the introduction, one can compare this computation to a classical statistical mechanics calculation of the free energy. The classical calculation can be done by just keeping the zero frequency term in the sum over frequencies. The result is

$$\frac{F}{V}|_{\mathrm{np}}g^2\frac{T^2}{\theta }\mathrm{log}\mathrm{\Lambda },$$
(3)
where $`\mathrm{\Lambda }`$ is an ultraviolet cutoff.

The classical calculation captures the correct power law dependence in the temperature but replaces the logarithmic dependence on temperature obtained in quantum mechanics by $`\mathrm{log}\mathrm{\Lambda }`$.

We should remind the reader that classical statistical mechanics is a good approximation at high temperatures for the free energy of systems with few degrees of freedom. For example, the high temperature behavior of the free energy for a particle of mass $`m`$ in a potential $`V(x)`$ is well approximated by classical statistical mechanics when the thermal de-Broglie wavelength $`\lambda _{DB}\frac{1}{(mT)^{1/2}}`$ is smaller than the length scale over which the potential varies. In the path integral formulation, this would correspond to actually shrinking the temporal circle down to zero size and performing a dimensional reduction. In Feynman diagrams, this amounts to only keeping the contributions of the zero frequency components in the sum over frequencies.

In contrast, if one uses classical statistical mechanics to evaluate the free energy of systems with a field theory number of degrees of freedom at high temperature, one inevitably encounters a UV catastrophe.

On the other hand, classical statistical mechanics is a good approximation in field theory when calculating thermal correlation functions. An example is the calculation of the two point correlation function between two operators, $`O_1(x)`$ and $`O_2(y)`$,

$$O_1(x)O_2(y)O_1(x)O_2(y).$$

Indeed, the modes that primarily contribute to this correlation function have wavelength commensurate with the distance $`|xy|`$ separating the probes. As one heats the system, the population of these modes increases and hence their contribution to the correlation function is well approximated by classical statistical mechanics. So the classical approximation at high temperature becomes applicable in field theory when there is a bound on the wavelengths of the modes that contribute to the quantity we are calculating.

The fact that $`F_{\mathrm{np}}`$ is well approximated by classical statistical mechanics thus suggests that only a reduced set of degrees of freedom contributes to $`F_{\mathrm{np}}`$ at high temperatures. This should be contrasted to the cases of field theories with an arbitrary infinite series of higher derivative terms in the Lagrangian. In such generic cases, if one attempts to approximate the free energy by a classical statistical calculation, one encounters enhanced UV catastrophes as compared to the theory without the higher derivative terms. The averting of the UV catastrophe due to the special choice of higher derivative terms in noncommutative field theories is therefore quite remarkable.

## 3 The thermodynamics of $`N=4`$, $`D=4`$ Super Yang-Mills

Our interest in examining this case is to see how crucial the ultraviolet sensitivity of a noncommutative theory is to the existence of winding states and the high temperature behavior of $`F_{\mathrm{np}}`$. We will show that the existence of winding states as well as the reduction at high temperatures in the number of degrees of freedom contributing to $`F_{\mathrm{np}}`$ are independent of the UV behaviour of the noncommutative field theory.

The calculation of the free energy is straightforward, the result can be found in the literature . We present for completeness some of the steps in the calculation of the free energy in appendix A.

The contribution to the free energy coming from the nonplanar sector is:

$$\frac{F}{V}|_{\mathrm{np}}=4g^2N\frac{d^3p}{(2\pi )^3}\frac{d^3k}{(2\pi )^3}\frac{e^{ip\theta k}}{4\omega _p\omega _k}\left(n_B(\omega _p)+n_F(\omega _p)\right)\left(n_B(\omega _k)+n_F(\omega _k)\right).$$
(4)
Up to an overall factor, this is exactly the result we found in the Wess-Zumino case .

The presence of winding states can again be detected in the non-planar sector. Indeed, by performing the integration over one set of momenta in eq. (4), one finds contributions to the free energy that are weighted by the length of the temporal circle. This can be seen for example by considering the following factor in eq. (4):

$$\frac{d^3k}{(2\pi )^3}\frac{e^{ip\theta k}}{\omega _k}n_B(\omega _k)=\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n^2\beta ^2+(\theta p)^2}.$$
(5)
We can again compare the limits $`T^2\theta 1`$ and $`T^2\theta 1`$. In the case where the thermal wavelength is larger than the noncommutativity scale, the free energy behavior is:

$$\frac{F}{V}|_{\mathrm{np}}g^2NT^4.$$
(6)
In the limit where the thermal wavelength is within the noncommmutative scale,

$$\frac{F}{V}|_{\mathrm{np}}g^2N\frac{T^2}{\theta }\mathrm{log}(T^2\theta ).$$
(7)
This reveals again a reduction in the number of degrees of freedom contributing to $`F_{\mathrm{np}}`$.

There seems to be a universal behavior that whenever the inverse momenta fit into a Moyal cell, the associated components of the field cannot be distinguished in their contributions to $`F_{\mathrm{np}}`$. What is then left over seems to be the contribution due to a few quantum degrees of freedom per Moyal cell.

This picture will be further tested in the next section, where we will consider a higher dimensional example.

## 4 The thermodynamics of $`g\varphi ^3`$ in $`D=6`$ dimensions

Strictly speaking, this theory does not have good thermodynamic behavior since it lacks a ground state. Therefore, in order to discuss the thermodynamics of this system, we will take the coupling constant to be very small and the temperature to be small enough222while still keeping it much larger than the mass such that the excursions of the field $`\varphi `$ away from the local minimum of the potential are within the bounded region of the potential. This implies that the temperature satisfies the inequality $`T\frac{M}{g^{1/2}}`$.

The Lagrangian density for this system is:

$$=d^6x((\varphi )^2M^2\varphi ^2g\varphi \varphi \varphi ).$$

The free energy in this case has no infrared divergences to leading order in an expansion in the coupling constant g. This is because the high dimensionality of the theory softens the IR sensitivity of the free energy.

The non-planar contribution to the free energy at $`O(g^2)`$ is:

$$\frac{F}{V}|_{\mathrm{np}}=g^2T^2\underset{n,l}{}\frac{d^5p}{(2\pi )^5}\frac{d^5k}{(2\pi )^5}\frac{e^{ip\theta k}}{(\frac{4\pi ^2n^2}{\beta ^2}+k^2)(\frac{4\pi ^2l^2}{\beta ^2}+p^2)(\frac{4\pi ^2(n+l)^2}{\beta ^2}+(k+p)^2)}.$$
(8)
Again, one finds winding states in this theory. This can easily be seen by rewriting eq. (8) in the form333 for details, see appendix B:

$$\frac{F}{V}|_{\mathrm{np}}=g^2T\underset{n,l}{}\frac{d^5p}{(2\pi )^5}_0^1𝑑x_0^{\mathrm{}}\frac{d\alpha _1}{\alpha _1^2}𝑑\alpha _2e^{(\alpha _2+\alpha _1x(1x))(p^2+\frac{4\pi ^2n^2}{\beta ^2})}e^{\frac{(\theta p)^2+4\pi ^2l^2\beta ^2}{\alpha _1}}e^{2\pi inlx},$$
(9)
where we can think of $`\alpha _2+\alpha _1x(1x)`$ as the proper time for the propagator of momentum states and $`\frac{1}{\alpha _1}`$ as the proper time for the propogator of winding states.

Under the restriction that $`\theta _{0i}=0`$, the most general case in $`D=6`$ is, by a convenient choice of coordinate system, given by nonvanishing $`\theta _{12}`$ and $`\theta _{34}`$. If we take these two parameters to be of the same order of magnitude, one can distinguish two cases:

1. $`T^2\frac{1}{\theta _{12}},\frac{1}{\theta _{34}}`$
2. $`T^2\frac{1}{\theta _{12}},\frac{1}{\theta _{34}}`$.

In the first case, the contribution to the free energy from the nonplanar sector scales, as a function of temperature, like $`T^6`$. This is because the exponential involving the Moyal phase does not oscillate much when the momenta are distributed according to the thermal distributions.

In the high temperature limit where $`T^2\frac{1}{\theta _{12}},\frac{1}{\theta _{34}}`$, the possiblity of estimating the behavior of the free energy using classical physics arises. Indeed, as discussed above, if the system has many fewer degrees of freedom contributing to the $`\theta `$ dependence of the free energy, as was the case in the four dimensional examples, then this approximation is valid. Whether or not the approximation is valid is decided a posteriori: if the remaining integrals are finite, then indeed classical statistical mechanics is a good approximation and gives the dominant contribution at high temperature.

Performing the classical statistical mechanics calculation, i.e. evaluating the following expression,

$$\frac{F}{V}|_{\mathrm{np}}g^2T^2\frac{d^5k}{(2\pi )^5}\frac{d^5p}{(2\pi )^5}\frac{e^{ip\theta k}}{p^2k^2(p+k)^2},$$
(10)
we find no UV divergences.

When $`\theta \theta _{12}\theta _{34}`$,

$$\frac{F}{V}|_{\mathrm{np}}g^2\frac{T^2}{\theta _{34}^{}{}_{}{}^{2}\theta _{12}^{}{}_{}{}^{2}}\mathrm{log}\frac{\theta _{12}}{\theta _{34}}\frac{g^2T^2}{\theta ^2}.$$
(11)
This behavior is again consistent with the picture on how degrees of freedom, as their inverse momenta fall into Moyal cells, do not contribute to $`F_{\mathrm{np}}`$.

## 5 Conclusions

At high temperatures, one observes a substantial reduction in the number of degrees of freedom that contribute to $`F_{\mathrm{np}}`$, the free energy due to the non-planar sector of the theory. The picture that emerges from the previous sections is that this phenomenon can be traced to the modes of the fields with momenta larger than the noncommutativity scales. What happens is that once the wavelengths are within the Moyal cells, there is no way to distinguish and count the separate contributions of these modes to $`F_{\mathrm{np}}`$. What is left over seems to be the contribution of a single degree of freedom per Moyal cell.

Because of this severe reduction in the number of degrees of freedom contributing to $`F_{\mathrm{np}}`$, this quantity can be calculated at high temperature using classical statistical mechanics.

This behavior does not appear to depend on the details of the noncommutative field theory, the crucial element is the existence of a phase space structure for space.

###### Acknowledgments.

We thank Nathan Seiberg for very useful discussions. The work of WF, EG, RMcN, AK-P, SP, PP is supported in part by the Robert Welch Foundation and the NSF under grant number PHY-9511632. SP is also supported by NSF grant PHY-9973543.

## Appendix A The free energy of $`N=4`$, $`D=4`$ SYM

We are working in Euclidean spacetime.

Let’s begin with the commutative case. We choose the decomposition of the 32 dimensional $`\mathrm{\Gamma }`$-matrices given in . This yields the dimensionally reduced Lagrangian

$`=`$ $`2\mathrm{Tr}`$ $`({\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }{\displaystyle \frac{i}{2}}\overline{\chi }_K\overline{\sigma }^\mu D_\mu \chi _K{\displaystyle \frac{1}{2}}D_\mu \varphi _iD^\mu \varphi _i{\displaystyle \frac{1}{2}}D_\mu \phi _iD^\mu \phi _i`$
$`{\displaystyle \frac{i}{2}}g\alpha _{KL}^i(\chi _K[\varphi _i,\chi _L]+\overline{\chi }_K[\varphi _i,\overline{\chi }_L]){\displaystyle \frac{i}{2}}g\beta _{KL}^i(\chi _K[\phi _i,\chi _L]+\overline{\chi }_K[\phi _i,\overline{\chi }_L])`$
$`{\displaystyle \frac{1}{4}}g^2([\varphi _i,\varphi _j][\varphi _i,\varphi _j]+[\phi _i,\phi _j][\phi _i,\phi _j]+2[\varphi _i,\phi _j][\varphi _i,\phi _j])),`$
where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu ig[A_\mu ,A_\nu ]`$, $`D_\mu =_\mu +ig[A_\mu ,]`$ and $`\mu `$, $`\nu `$ range from 1 to 4. Remember that this theory contains one N=1 vector multiplet and three N=1 chiral multiplets. Thus $`i`$ ranges from 1 to 3, $`K`$ and $`L`$ from 1 to 4. $`\gamma _\mu `$, $`\alpha _i`$ and $`\beta _i`$ satisfy $`\{\gamma _\mu ,\gamma _\nu \}=2\delta _{\mu \nu }`$, $`\{\alpha _i,\alpha _j\}=2\delta _{ij}`$, $`\{\beta _i,\beta _j\}=2\delta _{ij}`$ and commute among each other.

The diagrams that contribute to the free energy at two loop are depicted in the following figure:

At $`T=0`$, their contribution must vanish. It is easy to see that each diagram is proportional to

$$g^2f_{abc}f_{abc}\frac{d^4k}{(2\pi )^4}\frac{d^4p}{(2\pi )^4}\frac{1}{k^2p^2}.$$

The coefficients of the various contributions are given in the following table:

$$\begin{array}{cccccccc}& & & & & & & \\ 1& 2& 3& 4& 5& 6& 7& 8\\ & & & & & & & \\ 3& \frac{9}{4}& 4& \frac{1}{4}& \frac{9}{2}& \frac{9}{2}& 12& 0\end{array}$$
(13)
We pass to finite temperature by replacing the integration over energies by a sum over even or odd Matsubara frequencies, for bosonic, fermionic degrees of freedom respectively.

The noncommutative case does not require any additional calculation. We obtain the noncommutative theory by replacing the commutators in the Lagrangian (A) by Moyal brackets. This yields, for arbitrary fields $`A`$, $`B`$, which take values in the fundamental representation,

$$[A,B]_{}(x)=\frac{d^4p}{(2\pi )^4}\frac{d^4k}{(2\pi )^4}\stackrel{~}{A}^a(p)\stackrel{~}{B}^b(k)e^{i(p+k)x}\left([t^a,t^b]\mathrm{cos}\frac{k\theta p}{2}+i\{t^a,t^b\}\mathrm{sin}\frac{k\theta p}{2}\right).$$

For the gauge group $`U(N)`$, both the commutator and the anticommutator of generators of the fundamental close within the algebra:

$$[t^a,t^b]=if_{abc}t^c,\{t^a,t^b\}=d_{abc}t^c.$$

The noncommutative result is thus obtained from the commutative one by replacing

$$f_{abc}f_{abc}\mathrm{cos}\frac{k\theta p}{2}+d_{abc}\mathrm{sin}\frac{k\theta p}{2}.$$

To obtain (4), we need to perform the sums $`f_{abc}f_{abc}`$ and $`d_{abc}d_{abc}`$. The first is of course identical to the $`SU(N)`$ result, $`N(N^21)`$. The second can be obtained from the SU(N) result, $`N(N\frac{4}{N})`$, where $`\{t^a,t^b\}=d_{abc}^{SU(N)}t^c+\frac{1}{N}\delta _{ab}`$, by including the $`U(1)`$ generator $`t^{N^2}=\frac{1}{\sqrt{2N}}1`$. This gives $`N(N^2+1)`$.

## Appendix B The free energy of the $`D=6`$, $`g\varphi ^3`$ theory

We will first briefly show how the winding states appear in this case, then we will perform the classical statistical mechanics calculation of the non-planar contribution to $`O(g^2)`$ to the free energy.

The nonplanar contribution to the free energy to $`O(g^2)`$ is

$$g^2T^2\underset{n,l}{}\frac{d^5p}{(2\pi )^5}\frac{d^5k}{(2\pi )^5}\frac{e^{i(\theta _{12}(p_1k_2p_2k_1)+\theta _{34}(p_3k_4p_4k_3))}}{(p^2+\frac{4\pi ^2n^2}{\beta ^2})(k^2+\frac{4\pi ^2l^2}{\beta ^2})((p+k)^2+\frac{4\pi ^2(n+l)^2}{\beta ^2})}.$$
(14)
The appearance of winding contributions in this integral can be shown by introducing a Feynman parameter, $`x`$, and Schwinger parameters $`\alpha _1`$ and $`\alpha _2`$:

$`g^2T^2{\displaystyle \underset{n,l}{}}{\displaystyle \frac{d^5p}{(2\pi )^5}\frac{d^5k}{(2\pi )^5}}`$ $`{\displaystyle _0^1}𝑑x{\displaystyle _0^{\mathrm{}}}𝑑\alpha _1𝑑\alpha _2\alpha _1`$
$`e^{\alpha _2(p^2+\frac{4\pi ^2n^2}{\beta ^2})}e^{\alpha _1k^2\alpha _1(p^2x+2pkx+4\pi ^2\frac{n^2x+2nlx+l^2}{\beta ^2})}e^{ip\theta k}.`$
Performing the integral over $`k`$ followed by a Poisson resummation over $`l`$ gives

$$\frac{F}{V}|_{\mathrm{np}}=g^2T\underset{n,l}{}\frac{d^5p}{(2\pi )^5}_0^1𝑑x_0^{\mathrm{}}\frac{d\alpha _1}{\alpha _1^2}𝑑\alpha _2e^{(\alpha _2+\alpha _1x(1x))(p^2+\frac{4\pi ^2n^2}{\beta ^2})}e^{\frac{(\theta p)^2+4\pi ^2l^2\beta ^2}{\alpha _1}}e^{2\pi inlx},$$
(16)
which is equation (9).

We now turn to evaluating the dominant contribution to this expression at high temperature. As explained in the text, this is given by the $`n=l=0`$ contribution in equation (14). We will for simplicity limit our discussion to this mode. We introduce Feynman and Schwinger parameters:

$`g^2T^2{\displaystyle _0^{\mathrm{}}}𝑑\alpha \alpha ^2{\displaystyle _0^1}𝑑x{\displaystyle _0^{1x}}𝑑y{\displaystyle d^5pd^5ke^{\alpha ((1y)p^2+(1x)k^2+2(1xy)p.k)+ip\theta k}}.`$ (17)
The Gaussian integrals can now be performed with the result:

$`g^2T^2{\displaystyle _0^{\mathrm{}}}\alpha 𝑑\alpha {\displaystyle _0^1}𝑑x{\displaystyle _0^{1x}}𝑑y{\displaystyle \frac{1}{f(x,y)^{1/2}}}{\displaystyle \frac{1}{\alpha ^2f(x,y)+\theta _{12}^2}}{\displaystyle \frac{1}{\alpha ^2f(x,y)+\theta _{34}^2}},`$ (18)
where $`f(x,y)=x(1x)+y(1y)xy`$. The Feynman and Schwinger integrals can also be done exactly and they give:

$$g^2T^2\frac{1}{\theta _{12}^2\theta _{34}^2}\mathrm{log}\left(\theta _{12}/\theta _{34}\right).$$
(19)
This is the general result when $`M/g^{1/2}TM`$.

We note in passing that the zero temperature vacuum energy of this theory is finite:

$$g^2\frac{d^6p}{(2\pi )^6}\frac{d^6k}{(2\pi )^6}\frac{e^{i(\theta _{12}(p_1k_2p_2k_1)+\theta _{34}(p_3k_4p_4k_3))}}{p^2k^2(p+k)^2}=g^2\frac{1}{\theta _{12}+\theta _{34}}\frac{1}{\theta _{12}\theta _{34}}.$$
(20)