text:
# A conjectured scenario for order-parameter fluctuations in spin glasses

## I INTRODUCTION

It is well known that mean-field spin glasses are characterized by strong (non vanishing in the thermodynamic limit) sample to sample fluctuations of the order parameter . Despite the fact that extensive thermodynamic quantities (such as free energy and all its finite order derivatives) are self-averaging in the thermodynamic limit (i.e. their intensive part does not depend on the realization of the quenched randomness) the same result cannot be extended to order parameter fluctuations. It is widely believed that absence of self-averageness of the order parameter is strongly related to replica symmetry breaking, i.e. the existence of several ergodic components not related by any symmetry of the Hamiltonian.

Recently, Guerra suggested  that sample to sample fluctuations of the order parameter (hereafter referred to as OPF) verify some sum rules which are generally valid in any disordered system. This claim assumes that the system is stochastically stable in the presence of a mean-field perturbation, a property which may strongly depend on the nature of the equilibrium state. A system is stochastically stable if its properties (static or dynamic) smoothly change in the presence of a small random perturbation. These sum rules have been recently used to define a new dimensionless parameter (hereafter called $`G`$) which takes into account sample to sample fluctuations . This parameter has been shown to provide an alternative and powerful way to locate phase transition points in disordered systems. The advantage of $`G`$ respect to more canonical ones (such as the Binder cumulant ratio used in ordered systems) relies on the fact that it works very well also in the absence of time-reversal symmetry in the Hamiltonian or other more complex disordered systems. In particular, the method has been recently applied for Ising spin glasses , Migdal-Kadanoff spin glasses , Potts glasses , Heisenberg spin glasses, which display a chiral phase transition  as well as some protein folding models .

The purpose of this paper is to show, by using general arguments, analytic computations for simple models and numerical simulations, that indeed this new parameter is the appropiate tool to investigate phase transitions in disordered systems much like the Binder cumulant is for ordered systems. We conjecture and prove that this parameter $`G`$ takes the universal value 1/3 at zero temperature for any disordered system (finite or infinite) with the only condition of uniqueness of the ground state and absence of a zero-temperature gap in the local field distribution. This condition is satisfied by all spin-glass models with continuous distribution of couplings and no gap at zero coupling. At finite temperature $`G`$ certainly depends on the system size. We claim that due to the property of replica equivalence, for models in which OPF are finite, $`G`$ converges in the infinite-volume limit to zero if the system is in a paramagnetic phase and to the same zero-temperature value 1/3 if the system is in the spin-glass phase. When OPF vanish this does not necessarily hold and we discuss in what conditions the universal value 1/3 may be recovered.

The paper is organized as follows. Section II is a reminder of the definition of the $`G`$ parameter as well as some other useful ones. Section III presents a detailed computation on a simple disordered model which serves as an illustrative example of the main results. Section IV proves the zero-temperature conjecture under some general conditions for any disordered system. Section V presents detailed calculations on the one-dimensional Ising spin-glass model using the transfer matrix approach. Section VI addresses the validity of the conjecture at finite temperature by studying the Sherrington-Kirkpatrick spherical spin glass, a model where OPF vanish. Finally we discuss the results and present the conclusions.

## II The G parameter and replica equivalence

The definition of the $`G`$ parameter is based on some exact relations obtained for the sample to sample fluctuations of the order parameter in the Sherrington-Kirkpatrick (SK) model . The SK model is defined by the disordered mean-field Hamiltonian,

$$_{SK}=\underset{i<j}{}J_{ij}\sigma _i\sigma _j,$$
(1)
where the $`J_{ij}`$ are quenched Gaussian variables with zero average and variance $`1/N`$ where $`N`$ is the number of sites. The SK model presents a second order phase transition at $`T_c=1`$ below which replica symmetry breaks down and ergodicity is broken. The spin-glass phase is described by an order parameter function $`P_J(q_{12})`$ where $`q_{12}=_{i=1}^N\sigma _i^1\sigma _i^2`$ is the replica overlap and the subindex $`J`$ stands for the realization of the quenched randomness. $`P_J(q)`$ is a simple object in the paramagnetic phase above $`T_c`$ ($`P_J(q)=\delta (q)`$) but develops strong sample to sample fluctuations below $`T_c`$ inside the spin-glass phase. Fluctuations in the order parameter were originally derived by Bray, Moore and Young  using the property of replica equivalence . This property states that the sum of all elements contained in a given row (or column) in the replica matrix $`Q_{ab}`$ is independent of the row (or column). As shown by Parisi  this is a necessary condition for the replicated free energy to be proportional to the number of replicas $`n`$ and have a well defined free energy in the limit $`n0`$. Fluctuations are then described by the following exact relation in the $`N\mathrm{}`$ limit ,

$$\overline{P_J(q_{12},q_{34})}=\frac{1}{3}\overline{P_J(q_{12})}\delta (q_{12}q_{34})+\frac{2}{3}\overline{P_J(q_{12})}\overline{P_J(q_{34})},$$
(2)
where $`\overline{(.)}`$ stands for disorder average and $`1,2,3,4`$ denote replica indices. Therefore,

$$\overline{P_J(q_{12},q_{34})}\overline{P_J(q_{12})}\overline{P_J(q_{34})},$$
(3)
so $`P_J`$ fluctuates with $`J_{ij}`$ in a non-trivial way. Multiplying both sides of eq.(2) by $`q_{12}^2`$ and $`q_{34}^2`$ and integrating over all possible values of the overlaps $`q_{12},q_{34}`$ one obtains the following sum rule ,

$$\overline{q_{12}^2^2}=\frac{1}{3}\overline{q_{12}^4}+\frac{2}{3}\overline{q_{12}}^2.$$
(4)
where $`\mathrm{}`$ stands for thermal average. This relationship has been also rederived by Guerra using general arguments based on self-averaging properties of the internal energy as well as its finite derivatives . Now let us define the following ratio,

$$G=\frac{\overline{q^2^2}\overline{q^2}^2}{\overline{q^4}\overline{q^2}^2}$$
(5)
Note that the numerator in (5) corresponds (except for the absence of a multiplicative constant $`N^2`$) to the sample fluctuations of the spin-glass susceptibility. For the SK model, because of the sum rule (5), it is possible to show that $`G`$ takes only two values. $`G`$ is equal to 1/3 in the replica symmetry broken phase and vanishes above $`T_c`$,

$$G=\frac{1}{3}\mathrm{\Theta }(T_cT).$$
(6)
The generality of the replica-equivalence property suggests that (6) will hold in any system (even beyond mean-field) if OPF do not vanish in the limit $`V\mathrm{}`$. But may well happen that OPF vanish. Then both numerator and denominator in (5) vanish in the $`V\mathrm{}`$ limit. In this case replica equivalence is not enough to decide what the value of $`G`$ is. The value of $`G`$ is then determined by the form of the finite-size corrections to the order parameter (and in particular its prefactors), which in principle could not satisfy sum rules such as (4). Despite this uncertainty, in this paper we propose three possible scenarios for the parameter $`G`$,

* 1. OPF remain finite in the thermodynamic limit. This is the general situation encountered in mean-field models with a replica broken phase. So both numerator and denominator in (5) are finite in the infinite volume limit. The property of replica equivalence and also stochastic stability indicate that the same should be valid for any finite-dimensional disordered system (assuming that for those systems OPF are finite) leading to $`G=1/3`$ in the spin-glass phase.
* 2. OPF vanish in the large volume limit like $`1/V`$. This is the situation typically encountered in the paramagnetic phase. The ratio may then be zero or finite depending on the particular case.
* 3. OPF vanish in the large volume limit slower than $`1/V`$ (for instance, like $`\frac{1}{V^\alpha }`$ with $`\alpha <1`$). This situation is typical of disordered systems with a marginally stable replica symmetric phase. Both numerator and denominator in (5) vanish, the ratio $`G`$ is finite but may be different from 1/3 at finite temperature. In this case the property of replica equivalence cannot be used for the reason discussed before and stochastic stability may not hold. Actually the property of stochastic stability may breakdown if the equilibrium phase is drastically changed in the presence of a mean-field perturbation. This situation may be found in spin-glass models without OPF such as hierarchichal lattices (i.e. spin glasses in the Migdal-Kadanoff approximation), the Sherrington-Kirkpatrick spherical spin glass (see section VI) or finite-dimensional models described by a unique low-temperature state such as the droplet model.

Despite the main hypothesis of stochastic stability remains still to be proven all previous three cases seem quite reasonable and we do not know of non-trivial counterexamples. Note that there is not any direct relationship between OPF and the value of $`G`$ in the low-temperature phase. Actually, the previous possibilities 1 and 3 may yield the same value of $`G`$ although the physical description of the low-temperature phase is much different. As has been observed in  the non vanishing of $`G`$ should not be taken as direct evidence for non-vanishing OPF or replica symmetry breaking. In order to better evidenciate whether OPF survive in the infinite-volume limit, it is necessary to consider another dimensionless parameter, which has not the ambiguity of the ratio of two vanishing quantities. For instance one may define the $`A`$ parameter ,

$$A=\frac{\overline{q^2^2}\overline{q^2}^2}{\overline{q^2}^2},$$
(7)
which is nothing else than the numerator of (5) appropriately normalized. We will see later that the nice properties of $`G`$ are not present in the parameter $`A`$ and the former is much more convenient to locate phase transitions. Generally, one expects $`A`$ to be a non trivial function of both volume and temperature vanishing (in the $`V\mathrm{}`$ limit) only when OPF vanish (for instance, in a paramagnetic phase). If OPF are finite $`A`$ may take a finite value but an identity such as (6) for $`A`$ does not hold.

In this paper we will show examples for all three behaviors, by explicit analytic computations and some numerical calculations. Furthermore, we will show that for models with a unique ground state and without gap in the ground-state local field distribution,

$$\underset{T0}{lim}G(V,T)=\frac{1}{3},$$
(8)
so the $`G`$ parameter is 1/3 at $`T=0`$ for any finite volume $`V`$. This is not anymore true at finite temperature where the parameter $`G`$ may take the value $`1/3`$ only in the infinite volume limit.

Before finishing this section let us remind that in references  another quantities similar to (5) and (7) have been proposed for systems without time-reversal symmetry. These are defined by considering the connected overlaps,

$$G_c=\frac{\overline{(qq)^2^2}\overline{(qq)^2}^2}{\overline{(qq)^4}\overline{(qq)^2}^2},$$
(9)
$$A_c=\frac{\overline{(qq)^2^2}\overline{(qq)^2}^2}{\overline{(qq)^2}^2}.$$
(10)
We will see that a result like (8) applies also to the parameter $`G_c`$ and our result reads:

$$\underset{T0}{lim}G_c(V,T)=\frac{13}{31}.$$
(11)
For the SK model the quantity $`G_c`$ is defined by restricting thermal averages to the $`q>0`$ part of the $`P(q)`$. $`G_c`$ does not satisfy the identity (6) so this is not the best quantity to look at in numerical simulations despite the fact that both $`G_c`$ and $`G`$ (and also $`A_c`$ and $`A`$) may take similar values in the vicinity of the critical region. This explains why similar results were obtained for both sets of quantities in numerical simulations.

## III An instructive example

Here we analyze in detail a solvable case which will be useful to illustrate the main contents of the paper and how disorder expectation values of the overlaps are computed. Moreover, the analysis of this section will prove to be useful for a constructive proof of the zero-temperature results (8) and (11) to be presented later on. Consider the following Hamiltonian,

$$=\underset{i=1}{\overset{V}{}}h_i\sigma _i,$$
(12)
where the spins may take the values $`\pm 1`$ and the fields $`h_i`$ are uncorrelated and randomly taken from a distribution $`P(h)`$ with finite weight at zero field (i.e. $`P(0)`$ finite). In principle $`P(h)`$ may be any function

$$P(h)=\stackrel{~}{P}(h)+\underset{k}{}c_k\delta (hh_k)$$
(13)
with $`\stackrel{~}{P}(h)`$ any continuous function, all $`h_k0`$ and $`\stackrel{~}{P}(0)0`$. This condition is enough to ensure the non-degeneracy of the ground state because there is a single configuration which minimizes the energy $`\sigma _i^{}=\mathrm{sign}(h_i)`$. Note that if a finite fraction of the fields $`h_i`$ were zero then the ground state would be degenerate. With this very general condition we may exactly compute the parameters $`G`$ and $`A`$ introduced in the previous section. Everything reduces to compute the three overlap quantities: $`\overline{q^2},\overline{q^4}`$ and $`\overline{q^2^2}`$. The computations are quite elementary and here we present the final results. For the numerator and denominator of eq.(5) we get,

$$Numerator\frac{2(V1)}{V^3}\overline{R^2}^2+\frac{4(V1)(V2)}{V^3}\overline{R^2}\overline{R}^2\frac{2(2V^25V+3)}{V^3}\overline{R}^4,$$
(14)
$$Denominator\frac{2}{V^2}\frac{2}{V^3}+\frac{4(V1)(V2)}{V^3}\overline{R}^2\frac{2(2V^25V+3)}{V^3}\overline{R}^4,$$
(15)
where

$$\overline{R}=_{\mathrm{}}^{\mathrm{}}𝑑hP(h)\mathrm{tanh}^2(\beta h),$$
(16)
$$\overline{R^2}=_{\mathrm{}}^{\mathrm{}}𝑑hP(h)\mathrm{tanh}^4(\beta h),$$
(17)
and $`P(h)`$ is the generic distribution (13). The expressions for the parameters $`G`$ and $`A`$ may be further simplified yielding,

$$G=\frac{(\overline{R^2}\overline{R}^2)(\overline{R^2}+(2V3)\overline{R}^2)}{(1\overline{R}^2)(1+(2V3)\overline{R}^2)},$$
(18)
and

$$A=\frac{2(V1)(\overline{R^2}\overline{R}^2)(\overline{R^2}+(2V3)\overline{R}^2)}{V(1+(V1)\overline{R}^2)^2}.$$
(19)
Note that in the limit $`V\mathrm{}`$ both numerator and denominators in (14) and (15) vanish. The quantity $`A`$ also vanishes like $`1/V`$ but the ratio $`G`$ stays finite,

$$\underset{V\mathrm{}}{lim}G(V,T)=\frac{\overline{R^2}\overline{R}^2}{1\overline{R}^2}.$$
(20)
The finite volume quantity $`G(T,V)`$ in (18) satisfies the conjecture (8). A simple integration by parts reveals that the asymptotic low-temperature behavior of $`\overline{R}`$ and $`\overline{R^2}`$ is given by,

$$\overline{R}=1TD+O(T^2),\overline{R^2}=\overline{R}\frac{T}{3}D+O(T^2),$$
(21)
where $`D`$ is a positive constant given by

$$D=2P(0).$$
(22)
Substituting the asymptotic behavior (21) in (18) we obtain $`G(V,T=0)=1/3`$. Note that the same result is obtained substituting (21) in (20) because in this simple example the two limits $`T0`$ and $`V\mathrm{}`$ may be interchanged. This is not generally true: in particular when a phase transition takes place at $`T=0`$ the two limits may not be interchanged anymore.

For the parameters $`G_c`$ and $`A_c`$ introduce in (9)(10) we get:

$$G_c=\frac{\overline{R^4}(\overline{R^2})^2}{2V24(V2)\overline{R^2}+(2V3)(\overline{R^2})^23\overline{R^4}}$$
(23)
$$A_c=\frac{\overline{R^4}(\overline{R^2})^2}{V(1\overline{R^2})^2}$$
(24)
We observe that $`G_c`$ behaves in a different way. It tends to zero for $`T`$ finite and is again independent of the volume for $`T=0`$ but takes the value $`13/31`$. For $`G_c`$ the two limits ($`V\mathrm{}`$ and $`T0`$) now do not commute. Figures 1234 show the behavior of $`G,G_c,A,A_c`$ as functions of temperature for different values of $`V`$ for the case of a Gaussian fields distribution $`P(h)=(2\mathrm{\Pi })^{1/2}\mathrm{exp}(h^2/2)`$.

In case of a gap of amplitude $`\mathrm{\Delta }`$ in the field distribution one finds that both $`A`$ and $`G`$ vanish exponentially with that gap $`GT\mathrm{exp}(\beta \mathrm{\Delta })`$ and the conjecture does not hold anymore.

We will now prove that, under some general conditions, the conjectured zero-temperature values for $`G`$ and $`G_c`$ hold for any disordered system.

## IV A proof of the conjecture

To generally prove (8) and (11) we start by considering a general Hamiltonian $`(\{\sigma \})`$ where the $`\{\sigma _i;i=1,..,V\}`$ are Ising variables which may take the values $`\pm 1`$ . This Hamiltonian may be written in terms of the local fields,

$$=\underset{i=1}{\overset{V}{}}h_i\sigma _i,$$
(25)
where the $`h_i`$ are local fields proportional to

$$h_i\frac{}{\sigma _i},$$
(26)
which depend on the configuration $`\{\sigma \}`$. Suppose now that the Hamiltonian $``$ may only take continuous values so there is no ground state degeneracy (apart from a global symmetry in the Hamiltonian such as time-reversal symmetry; this case will be discussed below). In particular, no local field $`h_i`$ vanishes. Let us denote by $`\{\sigma ^{}\}`$ the (unique) ground state configuration. The ground state is stable with respect all possible number of spin flips, so that the value of the energy in that configuration $`(\{\sigma ^{}\})`$ is an absolute minimum. In particular the ground state is stable respect to single spin flips and the local fields evaluated at the ground state satisfy the property,

$$\sigma _i^{}=sign(h_i^{})$$
(27)
where $`h_i^{}`$ are evaluated at $`\sigma ^{}`$. To prove the conjecture we need to prove the following statement:

* Statement: Excitations which involve the reversal of a single spin yield the dominant contribution to the low-temperature behavior for all the quantities $`(\overline{q^k})^l`$ for any positive integers $`k,l`$ and by extension, to the numerator and denominator in (5,7,9,10).

This statement somehow allows to map the most probable excitations in (25) with those of the instructive example presented before (12). Nevertheless, we must emphasize two points. The first one is that the ground-state local field distribution in the previous example (12) was taken uncorrelated for different sites and also the same distribution was taken for each spin $`i`$. In general this is not true. Local fields at different sites may be correlated and the distribution on a given site may depend on the site. For instance, in models with open boundaries the local field distribution for the sites located on the surface is certainly different from the distribution of those in the bulk. The second observation is that, in general, the lowest excitations in (25) may involve groups of several spins (and not a single spin flip like in the simple case (12)). So in order to prove the conjecture we must show that excitations in (25) which involve the reversal of any number of spins larger than one always yield subdominant low-temperature corrections to the single-spin excitation case.

In what follows we present a constructive proof of the previous statement without need to refer to the results of the instructive example which had some restrictive assumptions. We start from the general Hamiltonian (25) and analyze the low-temperature behavior of the order parameters $`\overline{q^2},\overline{q^4}`$ and $`\overline{q^2^2}`$. We will first consider the case of one spin excitations and later on the more general one of higher-order excitations.

* One-spin excitations

The calculation proceeds as follows. Consider the ground state $`\{\sigma ^{}\}`$ of (25) as unique and one-spin excitations which involves the reversal of a single spin. If we consider the ground state plus this class of $`V`$ possible excitations we can compute the correlation function $`\sigma _i\sigma _j`$ ($`ij`$), obtaining the result:

$$\sigma _i\sigma _j=\sigma _i^{}\sigma _j^{}\left(12\frac{\mathrm{exp}(2\beta h_i^{}\sigma _i^{})+\mathrm{exp}(2\beta h_j^{}\sigma _j^{})}{1+_{l=1}^V\mathrm{exp}(2\beta h_l^{}\sigma _l^{})}\right)$$
(28)
Defining $`x_i=\mathrm{exp}(2\beta h_i^{}\sigma _i^{})`$, we get in the $`\beta \mathrm{}`$ limit,

$$\sigma _i\sigma _j=\sigma _i^{}\sigma _j^{}(12(x_i+x_j))(ij),$$
(29)
where we have aproximated by 1 the term in the denominator of the ratio in (28). Such an approximation is allowed provided one performs the limit $`\beta \mathrm{}`$ before the infinite volume limit. Note that, in that denominator, each exponential contributes to the sum at most with a term proportional to the temperature (see below). Because there are $`V`$ terms of that type, at most that term is of order $`VT`$. Hence, in the limit $`TV1`$, that denominator equals 1. The result (29) is the only quantity we need in order to evaluate $`q^2`$ and $`q^2^2`$. In terms of the variable $`T_{ij}=\sigma _i\sigma _j^2`$, these are given by,

$$q^2=\frac{1}{V}+\frac{1}{V^2}\underset{ij}{}T_{ij},$$
(30)
$$q^2^2=\frac{1}{V^2}+\frac{2}{V^3}\underset{ij}{}T_{ij}+\frac{2}{V^4}\underset{ij}{}T_{ij}^2+\frac{4}{V^4}\underset{(ijk)}{}T_{ij}T_{ik}+\frac{1}{V^4}\underset{(ijkl)}{}T_{ij}T_{kl},$$
(31)
where the indexes in the sums run from $`1`$ to $`V`$ and correspond to different sites. To average (30),(31) over the disorder we need to compute disorder averages of terms of the type $`x_i^mx_j^n`$ where $`i,j`$ denote sites and $`m,n`$ positive integers. It is easy to show that, in the absence of gap in the ground-state local-field distribution, the terms with $`i=j`$ yield the dominant low-temperature corrections and vanish linearly with $`T`$. Terms with $`ij`$ yield higher-order $`O(T^2)`$ contributions. Suppose $`P(\{h_i^{}\})`$ stands for the ground-state local-field probability distribution. For the terms $`x_i^mx_j^n`$ ($`ij`$), we have

$$\overline{x_i^mx_j^n}=_{\mathrm{}}^{\mathrm{}}\mathrm{exp}(2m\beta h_i^{}\sigma _i^{})\mathrm{exp}(2n\beta h_j^{}\sigma _j^{})P(h_1^{},..,h_V^{})dh_1^{}..dh_V^{}.$$
(32)
The field variables $`h_k^{}(ki,j)`$ may be integrated out, yielding the following expression

$$\overline{x_i^mx_j^n}=_{\mathrm{}}^{\mathrm{}}\mathrm{exp}(2m\beta h_i^{}\sigma _i^{})\mathrm{exp}(2n\beta h_j^{}\sigma _j^{})\widehat{P}_{ij}(h_i^{},h_j^{})𝑑h_i^{}𝑑h_j^{},$$
(33)
$$\widehat{P}_{ij}(h_i^{},h_j^{})=_{\mathrm{}}^{\mathrm{}}P(h_1^{},..,h_V^{})\underset{k(i,j)}{}dh_k^{}.$$
(34)
If the local field distribution $`P(\{h_i^{}\})`$ has finite weight at the point $`h_i=0i`$, then the same holds for the two-sites probability $`\widehat{P}_{ij}(0,0)`$ so that we may expand this term around $`(0,0)`$ in (33) obtaining thereby,

$$\overline{x_i^mx_j^n}=_{\mathrm{}}^{\mathrm{}}\mathrm{exp}(2m\beta h_i^{}\sigma _i^{})\mathrm{exp}(2n\beta h_j^{}\sigma _j^{})\left(\widehat{P}_{ij}(0,0)+\left(\frac{\widehat{P}_{ij}}{h_i^{}}\right)_{(0,0)}h_i^{}+\left(\frac{\widehat{P}_{ij}}{h_j^{}}\right)_{(0,0)}h_j^{}+O(h_i^{}h_j^{})\right)𝑑h_i^{}𝑑h_j^{},$$
(35)
where $`O(h_i^{}h_j^{})`$ denote higher-order terms at least quadratic in the fields. A simple saddle-point calculation (in the $`\beta \mathrm{}`$ limit) gives then,

$$\overline{x_i^mx_j^n}=\frac{T^2}{mn}\widehat{P}_{ij}(0,0)+O(T^3).$$
(36)
The dominant terms in the limit $`T0`$ correspond to terms of the type $`\overline{x_i^n}`$, which give

$$\overline{x_i^n}=\frac{T\widehat{P}_i(0)}{n},$$
(37)
where $`\widehat{P}_i(0)`$ is the value of the single-site probability distribution on the site $`i`$ evaluated at $`h=0`$,

$$\widehat{P}_i(h^{})=_{\mathrm{}}^{\mathrm{}}P(h_1,..,h_V)\delta (h_ih^{})\underset{ki}{}dh_k.$$
(38)
This probability is not independent of the spin $`i`$, as our Hamiltonian can contain terms which introduce asymmetry between different sites. This is an important difference with respect to the computation of the previous section where the local field distribution (13) was site independent. Actually, this independency was necessary in the “instructive example” to fully carry out the analytic computation of $`G`$ and $`G_c`$. The key point is that, at the level of one-spin excitations, low-temperature corrections to overlap averages are linear in $`T`$ and $`\widehat{P}_i(0)`$. According to expressions (30), (31) all sites are equivalent (inequivalence of sites enters only through the value of $`\widehat{P}_i(0)`$), so the only invariant term linear in $`P`$ is $`_i\widehat{P}_i(0)`$. The numerator in (5) yields,

$$\overline{q^2^2}\overline{q^2}^2=\frac{16T_iP_i(0)}{3V^4}(V1)^2+O(T^2).$$
(39)
To compute the overlap $`\overline{q^4}`$ we use the expression,

$$\overline{q^4}=\frac{1}{V^4}\left(3V^22V+(6V8)\underset{ij}{}T_{ij}+\underset{(i,j,k,l)}{}T_{ijkl}\right),$$
(40)
where $`T_{ijkl}=\sigma _i\sigma _j\sigma _k\sigma _l^2`$. Similarly as for the two-point correlation function (29) we obtain

$$\sigma _i\sigma _j\sigma _k\sigma _l=\sigma _i^{}\sigma _j^{}\sigma _k^{}\sigma _l^{}(12(x_i+x_j+x_k+x_l))(i,j,k,l\text{all  different}).$$
(41)
With the same assumptions as for the two-points function we obtain for the denominator in (4)

$$\overline{q^4}\overline{q^2}^2=\frac{16T{}_{i}{}^{}P_{i}^{}(0)}{V^4}(V1)^2+O(T^2),$$
(42)
which finally yields,

$$G=\frac{1}{3}+O(T).$$
(43)
A similar calculation for $`G_c`$ yields $`G_c=\frac{13}{31}+O(T)`$.
* Two-spin excitations

Let us consider now excitations which involve only two different spins in the lattice ($`V(V1)/2`$ different type of excitations). In this calculation one-spin excitations are not included. It is easy to check that these excitations yield $`O(T^2)`$ corrections to the two-spin and four-spin correlations. Under the same conditions as before these are given by,

$$\sigma _i\sigma _j=\sigma _i^{}\sigma _j^{}(14(x_i+x_j)\underset{li,j}{}x_l)(ij)$$
(44)
$$\sigma _i\sigma _j\sigma _k\sigma _l=\sigma _i^{}\sigma _j^{}\sigma _k^{}\sigma _l^{}(14(x_i+x_j+x_k+x_l)\underset{mi,j,k,l}{}x_m)(\mathrm{i},\mathrm{j},\mathrm{k},\mathrm{l}\mathrm{all}\mathrm{different})$$
(45)
A saddle point calculation shows that corrections to the ground-state correlation functions are quadratic in $`T`$. Finite $`T`$ corrections now depend on both $`\overline{x_i}\overline{x_j}`$ and $`\overline{x_ix_j}`$ for $`ij`$. Now, for the quantity $`G`$ we expect a dependence of both numerator and denominator on terms of the type $`\widehat{P}_i(0)\widehat{P}_j(0)`$ as well as $`\widehat{P}_{ij}(0,0)`$. They can enter in different forms, for instance $`_{ij}\widehat{P}_{ij}(0,0)`$, $`(_i\widehat{P}_i(0))^2`$ or $`(_i\widehat{P}_i(0)^2)`$. A universal value for $`G`$ is not guaranteed anymore. In particular, supposing uncorrelated local fields (which in principle may not be true) and independency of the one-site probability distribution $`\widehat{P}_i(0)`$ on the site $`i`$ we obtain, after a simple but lengthy calculation,

$$\overline{q^2}^2\overline{q^2}^2=\frac{128T^2P(0)^2}{9V^3}(V2)^2(V1)+O(T^3)$$
(46)
$$\overline{q^4}\overline{q^2}^2=\frac{64T^2P(0)^2}{V^3}(V2)^2(V1)+O(T^3)$$
(47)
and their ratio yields $`G=\frac{2}{9}+O(T)`$ which is different than before. We stress again that the result $`2/9`$ is not universal and will certainly not hold in the most general case. This calculation has been shown to stress how the $`1/3`$ value is a fingerprint of the dominancy in the limit $`T0`$ of the one-spin excitations.
* Higher-order excitations

The generalisation to the most general case of $`K`$-spin excitations is straightforward. Including only this class of excitations we obtain $`O(T^K)`$ corrections to correlations which involve any finite number of spins. This can be easily seen from the fact that any possible excitation of this type will involve the reversal of $`K`$ different spins, each spin $`i`$ contributing by a factor $`x_i=\mathrm{exp}(2\beta h_i^{})`$ to the correction. The simultaneous effect of all spins yields a product type $`_{i=1}^Kx_i`$ which immediately gives (in the limit $`\beta \mathrm{}`$) the $`T^K`$ term. The numerator and denominator in $`G`$ are of order $`T^K`$ with $`O(T^{K+1})`$ corrections. The final result for $`G`$ for any value of $`K`$ is not easy to compute and, as previously discussed, will depend on a larger number of invariants which involve different combinations of the terms $`\widehat{P}_i(0),\widehat{P}_{i_1i_2}(0,0),..,\widehat{P}_{i_1,..i_K}(0,0)`$.

When all possible excitations are treated together the calculation proceeds as before. The dominant contribution for OPF will always come from samples whose lowest excitations are one-spin excitations. Consequently, in the zero-temperature limit (for $`V`$ finite) one-spin excitations dominate the correction to correlation functions proving our conjecture. Note that the result we are stating here is quite natural. OPF at very low temperatures are always dominated by those rare samples characterised by local fields $`\beta h<<1`$ where one spin-excitations yield the largest contribution. From a numerical point of view this implies that more samples are needed to compute with a reasonable precision the values of $`G`$ and $`G_c`$ as $`T`$ goes down. This is because for $`T0`$ the effect from rare samples on OPF becomes more and more important. Let us stress again that the present derivation assumed that $`TV1`$. In the opposite limit or in an intermediate regime the result obviously does not hold. In that case, it may well happen that dominant contributions in OPF involve the reversal of a large number of spins (domain excitations) which, in the limit $`TV1`$, may also involve the whole system .

The hypothesis of a unique-ground state is apparently in contradiction with the case in which there is time-reversal symmetry. Indeed all spin-correlations computed in this section are invariant under time-reversal symmetry and the present conclusions remain unchanged. The situation is certainly different in disordered systems with non-trivially degenerate ground states (for instance, finite-dimensional spin glasses with discrete couplings) where we expect that $`G(V,T)`$ vanishes exponentially with $`1/T`$ like in the instructive example of the previous section. Again, in the other limit (finite temperature and $`V\mathrm{}`$) the behavior of these degenerate models may completely change and $`G`$ could be finite again .

## V The 1D Ising spin glass

In this section we present an analysis of the 1D-Ising spin-glass model with free boundary conditions. We consider the folllowing hamiltonian:

$$=\underset{i=1}{\overset{N1}{}}J_i\sigma _i\sigma _{i+1},$$
(48)
where the couplings are randomly distributed according to the probability distribution $`P(J)`$. Our aim is to obtain an analytic expression for $`G`$ and $`A`$ eqs. (5) and (7). As this model has the transition at $`T=0`$, we expect that in the large volume limit $`G`$ will go to zero except at $`T=0`$, where $`G=1/3`$. Moreover, we show that at zero temperature $`G=1/3`$ for any finite system, although here the two limits ($`V\mathrm{}`$ and $`T0`$) do not commute. In order to obtain an expression for the moment of the order parameter $`q`$ we have computed the following object:

$$\overline{e^{yq}^m},$$
(49)
where $`m`$ is a positive integer and $`q`$ is the overlap between two different configurations of spins, which is the generator of the moments of the overlap $`\overline{q^p^s}`$. Once obtained this expression, by partial derivation respect to $`y`$ we will obtain expressions for the expectation values of all the moments of $`q`$, such as:

$$\overline{q^n}=\frac{^n\overline{e^{yq}}}{y^n}|_{y=0}.$$
(50)
In our computation we are only interested on the quantities: $`\overline{q^2},\overline{q^4}`$ and $`\overline{q^2^2}`$. Consequently we only need to compute (49) for $`m=1,2`$. The former can be easily computed by (50). By doing some more work we can obtain an expression for $`\overline{q^2^2}`$:

$$\overline{q^2^2}=\frac{1}{3}\left[\frac{^4\overline{e^{yq}}^2}{y^4}\frac{^4\overline{e^{yq}}}{y^4}\right]_{y=0},$$
(51)
where we have used the fact that in this model $`q=\mathrm{\hspace{0.33em}0}`$.

### A The transfer matrix method

For general $`m`$, (49) can be computed through the transference matrix method . We have to compute:

$$\underset{\alpha =1}{\overset{m}{}}\frac{_{\{\sigma ^\alpha \}\{\tau ^\alpha \}}\mathrm{exp}\left(y_{i=1,N}\frac{\sigma _i^\alpha \tau _i^\alpha }{N}+\beta _{i=1}^{N1}J_i(\sigma _i^\alpha \sigma _{i+1}^\alpha +\tau _i^\alpha \tau _{i+1}^\alpha )\right)}{𝒵^2}$$
(52)
where $`𝒵`$$`=2_i2\mathrm{cosh}(\beta J_i)`$ is the partition function of a 1D chain, $`\alpha `$ is the index for each pair of replicas and we have $`m`$ systems of two replicas.

In order to perform the average over the disorder, we are interested in considering the transfer matrix associated to each point $`i`$, so that it contains all the dependence of the $`J_i`$. For a single pair of replicas this matrix reads:

$$V_iV(\sigma _i,\tau _i;\sigma _{i+1},\tau _{i+1})=\frac{exp\left(y\frac{\sigma _i\tau _i+\sigma _{i+1}\tau _{i+1}}{2N}+\beta J_i(\sigma _i\sigma _{i+1}+\tau _i\tau _{i+1})\right)}{(2\mathrm{cosh}(\beta J_i))^2}.$$
(53)
For general $`m`$ our matrix associated to each point consists of the tensorial product of $`m`$ matrices $`V_i`$. At this stage we are ready to perform the average over the disorder and for any $`i`$ we have:

$$\overline{T}=\overline{T_i}=\overline{\underset{1}{\overset{m}{}}V_i}$$
(54)
Then our calculation is reduced to:

$$\overline{e^{yq}^m}=\frac{1}{4}e^{y\frac{_\alpha \sigma _1^\alpha \tau _1^\alpha }{2N}}\overline{T}^{N1}e^{y\frac{_\alpha \sigma _N^\alpha \tau _N^\alpha }{2N}},$$
(55)
so we must compute the trace of the product

$$\overline{T}^{N1}B,$$
(56)
where $`A`$ is a $`4m\times 4m`$ matrix, which is the tensorial product of $`m`$ matrices, which contain the terms of the two edges which had fallen out in the symmetrization process,

$$B=\underset{\alpha }{}\frac{1}{2^2}e^{y\frac{\sigma _1^\alpha \tau _1^\alpha +\sigma _N^\alpha \tau _N^\alpha }{2N}}.$$
(57)
The rest of the calculation is straightforward: In first place we have to diagonalise $`\overline{T}`$, and obtain the set of eigenvalues and eigenvectors, so that in this new base we have

$$\overline{T}_{\lambda }^{}{}_{}{}^{N1}=\left(\begin{array}{ccc}\lambda _1^{N1}& \mathrm{}\mathrm{}& \mathrm{}\mathrm{}.\\ \mathrm{}..& \lambda _2^{N1}& \mathrm{}\mathrm{}.\\ \mathrm{}..& \mathrm{}\mathrm{}..& \mathrm{}\mathrm{}.\\ \mathrm{}..& \mathrm{}\mathrm{}& \lambda _{2^{2m}}^{N1}\end{array}\right),$$
(58)
where the subindex $`\lambda `$ stands for the diagonalised matrix. We then have to obtain the change of base matrix $`M`$ which expresses the new set of eigenvectors $`\{\lambda ^i\}`$ in terms of the old base $`\{\sigma ^\alpha \}`$. We finally obtain:

$$\overline{e^{yq}^m}=TrM\overline{T}_{\lambda }^{}{}_{}{}^{N1}M^TB.$$
(59)
We have to point out that the case $`m=1`$ is easy to solve. However, the case $`m=2`$ turns up to be more difficult as the diagonalization of $`\overline{V}`$ is not trivial. To compute $`\overline{q^2^2}`$ one can always use the traditional method by using the fact that

$$\sigma _i\sigma _j=\underset{p=i,j1}{}\mathrm{tanh}\beta J_pij.$$
(60)
### B Results

Here we report on the obtained results in the low-temperature limit and in the infinite-volume limit. The relevant quantities $`\overline{q^2},\overline{q^4}`$ and $`\overline{q^2^2}`$ only depend on $`N`$, $`\overline{R}`$ and $`\overline{R^2}`$ which have been introduced in section III, and whose low-temperature behavior is given by (21). At finite temperature, where $`\overline{R}^N`$ and $`\overline{R^2}^N`$ $`1`$ we obtain for the numerator and denominator in (5):

$$numerator=\frac{4(1+\overline{R})(\overline{R}^2\overline{R^2})}{N^3(\overline{R}1)^3(\overline{R^2}1)}+𝒪(\frac{1}{N^2}),$$
(61)
$$denominator=\frac{4(1+\overline{R})(\overline{R}^2\overline{R^2})}{N^2(\overline{R}1)^3(\overline{R^2}1)}+𝒪(\frac{1}{N^3}),$$
(62)
where we have kept the lowest orders in $`1/N`$ and we have made the following aproximations $`lim_N\mathrm{}\overline{R}^N,\overline{R^2}^N0`$. We see that in this limit $`G`$ goes to zero as $`1/N`$. However, if we take the low temperature limit (21), where $`\overline{A},\overline{A^2}1`$ then we get the expressions

$$numerator=\frac{4D(N^41)T}{45N^3}+𝒪(T^2),$$
(63)
$$denominator=\frac{4D(N^41)T}{15N^3}+𝒪(T^2),$$
(64)
where $`D`$ is given by $`D=2P(0)`$. This yields $`G=\frac{1}{3}+𝒪(T)`$, independently of the size of the system. A detailed computation up to second order in $`T`$ gives us that in the large volume limit: $`G=\frac{1}{3}BTN`$, $`B`$ being a constant. In fact for the parameter $`A`$, we get in the limit $`T0`$:

$$A=\frac{4D(N^41)T}{45N^3}+𝒪(T^2).$$
(65)
In figures (5) and (6) we show $`G`$ and $`A`$ as a function of the temperature for a Gaussian distribution odf couplings $`P(J)=(2\mathrm{\Pi })^{1/2}exp(J^2/2)`$. Note that the low-temperature correction to $`G`$ and (65) scale as $`TN`$ when $`N\mathrm{}`$ reflecting the fact that as we get close to the transition point $`T=0`$, the correlation length diverges as $`1/T`$. We recover the desired result at $`T=0`$, however we have to stress out that in this model both limits $`T0`$ and $`N\mathrm{}`$ do not commute.

## VI The spherical Sherrington-Kirkpatrick spin glass

In this section we present some numerical simulations for the values of $`G`$ and $`A`$ in the Sherrington-Kirkpatrick (SK) spherical spin glass. This case is quite interesting because its low-temperature behavior corresponds to the second possibility mentioned in section II where OPF vanish (in the $`V\mathrm{}`$ limit) much slower than the paramagnetic example studied in the previous section. Correspondingly the study of OPF in this model turns out to be very complicated because the equilibrium solution is marginally stable. The model is defined by

$$=\underset{i<j}{}J_{ij}\sigma _i\sigma _j,$$
(66)
where $`\mathrm{}<\sigma _i<\mathrm{}`$ and the values of $`\sigma _i`$ satisfy the spherical global constraint $`_{i=1}^N\sigma _i^2=N`$. The couplings have average zero and variance $`1/N`$. The statics of this model can be solved with and without replicas . In the former case one finds a transition at a temperature $`T_c=1`$ where the Edwards-Anderson parameter is different from zero and equal to $`1T`$. In the latter case the transition corresponds to a macroscopic condensation of spin configurations onto the eigenvector corresponding to the largest eigenvalue. In the replica framework it has been shown  that the replica symmetric solution is the only possible one within the Parisi scheme. Since OPF vanish, the computation of $`G`$ requires the knowledge of finite-size corrections in the numerator and denominator in (5). A simple calculation reveals that the replica symmetric solution is marginally stable (the replicon eigenvalue vanishes everywhere below $`T_c`$) so the spin-glass susceptibility diverges. The situation is similar to what happens in the usual Sherrington-Kirkpatrick model with Ising spins. There the spin-glass susceptibility diverges proportionally to the volume while now the divergence is much slower (like $`N^{1/3}`$). This is so because in the present model OPF vanish like $`N^{2/3}`$ while in the original SK model OPF are finite.

Again, to compute $`G`$ we need to know the precise value of the amplitudes entering in the finite-size corrections in the parameters $`\overline{q^2},\overline{q^2^2},\overline{q^4}`$. It is well known that analytic calculations of finite-size corrections in spin glasses are extremely difficult, specially for the amplitudes which are the quantities we are interested in. For the SK model these amplitudes are partially known only for some quantities . For the present case we will use theoretical considerations and numerical simulations to estimate the asymptotic behavior of the different overlaps.

We have simulated model (66) with a Monte Carlo dynamics where a change of a randomly chosen spin is proposed $`\sigma _i\sigma _i+\delta r_i`$ where $`\delta `$ is a constant number typically of order 1 and $`r_i`$ is a random number uniformly distributed between $`1/2`$ and $`1/2`$. The value of $`\delta `$ is chosen to have a reasonable acceptance rate. The value of all other spins is recalculated in order to satisfy the global spherical constraint. Moves are accepted according to the Glauber algorithm. Note that although we need to recalculate the value of all spins (changing them by multiplying by a normalization constant) the change in the energy can be simply calculated in a finite number of operations independent of $`N`$ and simulations are as fast as with Ising spins. Our investigation has focused on small sizes, which reveal how $`G`$ is a powerful tool to investigate phase transitions. The number of samples simulated are typically several thousands for very small sizes ($`N=4,6,8,12,16`$) and several hundreds for larger ones ($`N=24,32,40,48,64`$). Overlaps have been computed by collecting statistics over a large time window (tipically of order $`10^5`$ Monte Carlo steps for each sample). We have evaluated, $`\overline{q^2}^2,\overline{q^2^2},\overline{q^4}`$ for different sizes and temperatures.

Figure 7 shows the results for $`G`$. Note that already for the smallest sizes there is a crossing of the different curves. The crossing appears for values of $`T`$ well above $`T_c=1`$ for the smallest sizes and moves to lower temperatures as the size increases converging to the expected value $`T_c=1`$. It is quite surprising that already for very small sizes the transition can be clearly seen. The crossing moves down in temperature as the sizes increase and already for several tens of spins converges to the correct value $`T=1`$. As a comparison we show in figure 8 the behavior of the usual Binder parameter defined as

$$B=\frac{1}{2}\left(3\frac{\overline{q^4}}{\overline{q^2}^2}\right)$$
(67)
In this case the crossing point appears at low temperatures for small sizes and moves up very slowly as the size increases. But already for the largest sizes the crossing is still at $`T0.8`$ quite far from $`T=1`$. A similar effect has been observed in simulations of the Sherrington-Kirkpatrick model with Ising spins . These results indicate that a numerical study of the parameter $`G`$ can be extremely useful to locate phase transitions in disordered systems by studying very small sizes .

To analyze better the behavior of $`G`$ at low temperatures we have tried to extrapolate $`G`$ to the large $`N`$ limit. Below $`T_c`$ we expect for all three quantities $`\overline{q^2},\overline{q^2^2},\overline{q^4}`$ the following finite-size corrections,

$$\overline{q^2}^2,\overline{q^2^2},\overline{q^4}=q_{EA}^4+\frac{a}{N^{2/3}}+\frac{b}{N}+\frac{c}{N^{4/3}}+\frac{d}{N^{5/3}},$$
(68)
with $`q_{EA}=1T`$. From these expressions we expect for $`G`$ the following behavior,

$$G=G_{\mathrm{}}+\frac{A}{N^{1/3}}+\frac{B}{N^{2/3}}+O(1/N).$$
(69)
We have fitted the values of $`G`$ to this expression with $`G_{\mathrm{}},A,B`$ as fitting parameters. The results and the fits are shown in figure 9. The extrapolated values for the lowest temperatures $`T=0.6,0.7`$ are $`G_{\mathrm{}}(T=0.6)=0.34\pm 0.2,(A(T=0.6)=0.71\pm 0.1`$ and $`B(T=0.6)=0.49\pm 0.13)`$, $`G_{\mathrm{}}(T=0.7)=0.29\pm 0.2,(A(T=0.7)=0.66\pm 0.1`$ and $`B(T=0.7)=\mathrm{0..49}\pm 0.12)`$. Within errors these are compatible with the value $`1/3`$. Trying to have an estimate of $`G_{\mathrm{}}`$ at higher temperatures is very difficult because critical effects are strong.

We must conclude that for this model the universal value $`1/3`$ is well compatible with the data suggesting that this may be a generic result for a spin-glass phase. Still we should do more extensive simulations to reach a final conclusion. Although going to larger sizes at the lowest temperatures may be factible this will require much longer computational time.

## VII Outlook and discussion

In this paper we have investigated order parameter fluctuations (OPF) in spin glasses. In particular we have considered four different parameters: $`G,A`$ for disconnected thermal averages and $`G_c,A_c`$ for connected thermal averages. It has been recently shown that these models can be very useful to investigate phase transitions in disordered systems  and several recent numerical works  indeed support this conclusion. In this work we have concentrated our attention to obtain general results and to apply them to certain solvable cases where these can be explictly checked.

We have demonstrated that for models with a unique ground state and no gap in the ground-state local field distribution (for instance, all discrete models with continuous disordered couplings taken from a distribution without gap) $`G`$ and $`G_c`$ take the respective universal values $`G=1/3`$, $`G_c=13/31`$ at zero temperature for any finite volume. This is consequence of the dominancy of one-spin excitations in OPF. For infinite volume this result still holds only in the regime where the limit $`T0`$ is taken before the limit $`V\mathrm{}`$ and fast enough such that $`TV0`$. This result has then been checked calculating OPF in an instructive example without many body interactions and for the case of the one-dimensional Ising spin glass where explicit computations can be done using the transfer matrix method. All these good properties suggest that both parameters $`G,G_c`$ are ideal candidates to investigate phase transitions in disordered systems much alike the Binder cumulant is for ordered systems.

The extension of this result to the other limit where $`V\mathrm{}`$ is taken before $`T0`$ or, more generally, the limit $`V\mathrm{}`$ for $`T`$ finite is far from trivial. In this last case, $`G(V,T)`$ is not volume independent anymore. So the question is whether $`G(V,T)`$ converges in the large $`V`$ limit to the universal temperature independent value 1/3. At finite temperatures there are different possible scenarios for the value of $`G`$. In case OPF are finite in the $`V\mathrm{}`$ limit stochastic stability arguments and replica equivalence suggest that $`G`$ should be 1/3 everywhere in the spin-glass phase. Replica equivalence is a very generic property which, to our knowledge, has not been emphasized before in the present context and implies that the free energy of a replicated disordered system must be proportional to the number of replicas. Note that at zero temperature replica equivalence cannot be used because the limits $`V\mathrm{}`$ and $`T0`$ may not commute in that case. Actually, as we proved in section IV only for models with a unique ground state and absence of gap in the fields distribution, $`G`$ takes the universal value $`1/3`$ but vanishes (exponentially fast with $`1/T`$) in the presence of a finite gap in that distribution.

The other interesting case is when OPF vanish. And here we can offer only more speculative arguments. A possible scenario is that which distinguishes two possibilities depending whether, in the infinite-volume limit, OPF vanish like $`1/V`$ or slower like $`1/V^\alpha `$ with $`\alpha <1`$. If OPF vanish like $`1/V`$, $`G`$ may take the value 0 typical of a paramagnetic phase (for instance the case of the one-dimensional spin-glass model) or a temperature dependent value (the instructive example of section III). For these two solvable cases the parameter $`G`$ is quite different. In the one-dimensional Ising spin glass we find $`G=\frac{1}{3}\delta _{T,0}`$ while in the instructive example we find $`G=\widehat{G}(T)`$ with $`\widehat{G}`$ a monotonous decreasing function of $`T`$ with $`\widehat{G}(0)=1/3`$. The reason for these two different behaviors in a disordered phase may be adscribed to the fact that, in the first case, there is a critical point at $`T=0`$ while in the second there is no critical point at all. So $`G`$ is a good indicator for a phase transition. But this observation must be taken with caution because the parameter $`G_c`$ shows a different behavior for the instructive example $`G_c=\frac{13}{31}\delta _{T,0}`$ similar to the behavior of $`G`$ in the one-dimensional spin glass. We expect the interesting behavior to be present in models where OPF vanish like $`1/V^\alpha `$ with $`\alpha <1`$. This class of models includes disordered systems where the replica symmetric solution is marginally stable and eventually finite-dimensional spin glasses if replica symmetry is not broken, a question still unsolved. This case is much more subtle because replica equivalence cannot be used (nor probably the stochastic stability property) and finite-size corrections must be known. To address this question we have done a numerical study of the spherical Sherrington-Kirkpatrick spin glass. Two are the main outcomes: 1) The parameter $`G`$ is an excellent tool to locate the spin-glass transition already for very small sizes (more precise than the usual Binder parameter) and 2) An infinite-volume numerical extrapolation (compatible with the expected form for the finite-size corrections) of the value of $`G`$ in the spin-glass phase is well compatible with the value 1/3.

shares the same p

Before concluding we want to stress that, apart from their applicability to the study of spin-glass transitions, OPF are interesting quantities which deserve further investigation. The outcome of the proof in section IV is that OPF are much sensitive and rely completely on the effect of rare samples. Actually, rare samples are those which induce the largest OPF and fix the value of $`G`$ to $`1/3`$. A comprehensive study of rare events in disordered systems is still missing. Averaging of extensive quantities such as the replicated free energy in standard renormalization group approaches may wipe out a large number of effects such as those discussed here. Certainly more detailed investigations are needed to clarify the situation. Although a final theorem which resolves this problem may be at hand we think that the search for non-trivial counterexamples of the different possibilities discussed in this paper could be very useful.

Acknowledgments. We acknowledge discussions with M. Picco and A. J. Bray. We are indebted to A. A. Garriga and A. Rocco for a careful reading of the manuscript. F.R is supported by the Ministerio de Educación y Ciencia in Spain (PB97-0971). M. S. is supported by the Ministerio de Educación y Ciencia of Spain, grant AP-98 36523875.


format: text

text:
# Unifying the Strengths of Forces in Higher Dimensions

\[

## Abstract

We consider the embedding of the Standard Model fields in a $`(4+d)`$-dimensional theory while gravitons may propagate in $`d^{}`$ extra, compact dimensions. We study the modification of strengths of the gravitational and gauge interactions and, for various values of $`d`$ and $`d^{}`$, we determine the energy scale at which these strengths are unified. Special cases where the unification of strengths is characterized by the absence of any hierarchy problem are also presented.

\]

It is widely believed that any fundamental theory capable of describing our world at higher energy scales always predicts the existence of extra, spatial, compact dimensions. Being motivated by attempts to lower the string scale at the gauge unification scale  or the TeV scale , the concept of large  or small  extra dimensions, that are being felt only by gravitons, has been used in order to attack the hierarchy problem. On the other hand, the existence of extra dimensions, where gauge bosons can propagate, was proposed in an attempt to explain the size of the supersymmetry breaking scale  or to lower the unification scale of the gauge interactions . In both cases, the Kaluza-Klein excitations of either gravitons or Standard Model particles appear in the framework of the 4-dimensional, effective theory and, in principle, may modify the low-energy physics. The accuracy with which the electroweak and strong interactions have been probed at low energies demands that any contributions to SM processes coming from the KK excitations be extremely small which, in turn, places a lower bound on the energy scale associated with the extra dimensions.

In this letter, we assume the existence of two different sets of extra dimensions: one being felt only by gravitons and one where gauge bosons can propagate. The presence of the extra dimensions modifies simultaneously the strength of both the gravitational and gauge interactions. We search for specific combinations of the numbers and sizes of the extra dimensions that leads to the unification of strengths of forces in the framework of the higher-dimensional theory.

We start our analysis by considering a higher-dimensional formulation of an $`SU(N)`$ Yang-Mills theory with matter. We assume that the vector and scalar particles, i.e. the gauge bosons, $`\widehat{A}_M^\alpha `$, and the Higgs field, $`\widehat{\varphi }`$, may propagate in $`4+d`$ dimensions, while all the fermionic particles, $`\mathrm{\Psi }`$, are localized on the 4-dimensional boundary***Our results apply also in the case where the fermions live in the bulk.. The $`(4+d)`$-dimensional action functional, that describes the above theory and preserves Lorentz invariance, may be written as

$`S_{4+d}={\displaystyle }d^4xd^dz\{`$ (1)
$``$ $`{\displaystyle \frac{1}{4}}\left(_M\widehat{A}_N^\alpha _N\widehat{A}_M^\alpha +{\displaystyle \frac{\widehat{g}}{\sqrt{\mathrm{\Lambda }^d}}}C_{\alpha \beta \gamma }\widehat{A}_M^\beta \widehat{A}_N^\gamma \right)^2`$ (2)
$``$ $`\overline{\mathrm{\Psi }}_{L,R}\gamma ^\mu \left(_\mu {\displaystyle \frac{i\widehat{g}}{\sqrt{\mathrm{\Lambda }^d}}}t^\alpha \widehat{A}_\mu ^\alpha \right)\mathrm{\Psi }_{L,R}\delta (\stackrel{}{z})`$ (3)
$``$ $`\left|\left(_M{\displaystyle \frac{i\widehat{g}}{\sqrt{\mathrm{\Lambda }^d}}}t^\alpha \widehat{A}_M^\alpha \right)\widehat{\varphi }\right|^2\widehat{\mu }^2\widehat{\varphi }^{}\widehat{\varphi }{\displaystyle \frac{\widehat{\lambda }}{2\mathrm{\Lambda }^d}}(\widehat{\varphi }^{}\widehat{\varphi })^2`$ (4)
$``$ $`({\displaystyle \frac{\widehat{Y}_1}{\sqrt{\mathrm{\Lambda }^d}}}\overline{\mathrm{\Psi }}_L\widehat{\varphi }\mathrm{\Psi }_R+{\displaystyle \frac{\widehat{Y}_2}{\sqrt{\mathrm{\Lambda }^d}}}\overline{\mathrm{\Psi }}_L\widehat{\varphi }_c\mathrm{\Psi }_R+h.c.\left)\delta (\stackrel{}{z})\right\},`$ (5)
where $`\widehat{g}`$, $`C_{\alpha \beta \gamma }`$ and $`t^a`$ are the coupling constant, the structure constants and the generators, respectively, of the $`SU(N)`$ gauge group while $`\widehat{\mu }^2`$ and $`\widehat{\lambda }`$ are the mass and coupling constant of the Higgs field. In order to render the coupling constants of the theory dimensionless in $`(4+d)`$-dimensions, an arbitrary energy scale $`\mathrm{\Lambda }`$ has been introduced. Note that, in the above, $`M,N=\{t,x_1,x_2,x_3,z_1,z_2,\mathrm{},z_d\}`$, $`\mu ,\nu =\{t,x_1,x_2,x_3\}`$ and the hat denotes $`(4+d)`$-dimensional quantities.

Next, we assume that the extra $`d`$ dimensions are compactified over an internal manifold with the size of every compact dimension being $`2L`$. Then, we can Fourier expand the $`(4+d)`$-dimensional vector and scalar fields along the compact dimensions in the following way

$$\widehat{\mathrm{\Phi }}(x,z)=\widehat{\mathrm{\Phi }}^{(0)}(x)+\underset{\stackrel{}{n}=1}{\overset{\mathrm{}}{}}\frac{\widehat{\mathrm{\Phi }}^{(\stackrel{}{n})}(x)}{\sqrt{2}}\left(e^{i\frac{\pi \stackrel{}{n}}{L}\stackrel{}{z}}+e^{i\frac{\pi \stackrel{}{n}}{L}\stackrel{}{z}}\right),$$
(6)
where $`\stackrel{}{n}=\{n_1,n_2,\mathrm{},n_d\}`$. By performing a Kaluza-Klein compactification, i.e by using the above field expansion and integrating over the extra dimensions, the action (5) reduces to an effective 4-dimensional theory. A prominent feature of this effective theory is its complexity due to extra terms involving the massive Kaluza-Klein (KK) excitations, $`\widehat{\mathrm{\Phi }}^{(\stackrel{}{n})}(x)`$, of all the fields propagating in the extra dimensions, apart from the usual, massless zero-modes, $`\widehat{\mathrm{\Phi }}^{(0)}(x)`$. Here, we are only interested in the part of the effective theory that contains the zero modes of the various fields and, more specifically, in the relations that hold between the $`(4+d)`$ and 4-dimensional couplings and masses. These are found to be

$$g=\frac{\widehat{g}}{(2L\mathrm{\Lambda })^{d/2}},Y_{1,2}=\frac{\widehat{Y}_{1,2}}{(2L\mathrm{\Lambda })^{d/2}},$$
(7)
$$\mu ^2=\widehat{\mu }^2,\lambda =\frac{\widehat{\lambda }}{(2L\mathrm{\Lambda })^d},$$
(8)
where we have used the following field redefinitions

$$A_\mu ^a=(2L)^{d/2}\widehat{A}_\mu ^a,\varphi =(2L)^{d/2}\widehat{\varphi }$$
(9)
in order to obtain canonical kinetic terms in 4-dimensions. Note that the fermionic fields being always localized on the 4-dimensional boundary remain unchanged.

In the framework of the 4-dimensional effective theory, the gauge bosons and fermions acquire mass through the spontaneous symmetry breaking of the gauge group. Their masses are given in terms of the vacuum expectation value of the Higgs field which is also redefined according to eq. (9). The question, then, arises whether the mass spectrum of the 4-dimensional effective theory corresponds to a different one in the framework of the original (4+d)-dimensional theory. To answer this question, we consider the masses of the fermions which are given by the following expression

$$m_{\mathrm{\Psi }_{L,R}}=Y_{1,2}\frac{\upsilon }{\sqrt{2}}=\frac{\widehat{Y}_{1,2}}{\mathrm{\Lambda }^{d/2}}\frac{\widehat{\upsilon }}{\sqrt{2}}=\widehat{m}_{\mathrm{\Psi }_{L,R}}.$$
(10)
Similar relations can also be written for the masses of the gauge bosons and the Higgs field. In all cases, the tree-level masses, that are generated via the Higgs mechanism in the 4-dimensional theory, remain unaltered when one embeds this theory in a higher-dimensional one.

However, this is not the case with the coupling constant $`\widehat{g}`$ that eventually determines the strength of the gauge interactions of the theory. The $`SU(N)`$ gauge group of the $`(4+d)`$-dimensional theory (5) could be replaced by the $`U(1)\times SU(2)\times SU(3)`$ group with the gauge field $`\widehat{A}_M^\alpha `$, the generators $`t^\alpha `$ and the coupling constant $`\widehat{g}`$ standing for each one of the corresponding quantities of the Standard Model group, i.e. $`(\widehat{B}_M,\widehat{W}_M^a,\widehat{G}_M^\alpha )`$, $`(Y/2,\tau ^a/2,\lambda ^\alpha /2)`$ and $`(\widehat{g}_1,\widehat{g}_2,\widehat{g}_3)`$, respectively. In that case, each coupling constant and gauge boson of the SM group is redefined according to eqs. (7) and (9), respectively.

By making use of the redefinition (7) for the gauge coupling constants, we find that the electric charge $`e`$ changes as follows

$$\widehat{e}=\widehat{g}_1\mathrm{cos}\widehat{\theta }_W=(2L\mathrm{\Lambda })^{d/2}g_1\mathrm{cos}\theta _W=(2L\mathrm{\Lambda })^{d/2}e,$$
(11)
where we have used the fact that the Weinberg angle $`\theta _W`$ remains unaltered since its tangent is given by the ratio of the gauge couplings $`g_1`$ and $`g_2`$. The above rescaling of the electric charge inevitably affects the strength of the electromagnetic interactions in higher dimensions. The strength of a force is classically defined as the potential energy of the corresponding interaction between two identical particles, separated by a distance equal to the particle’s Compton wavelength, compared to the energy of the rest mass of each particle. As is well known, in 4-dimensions and for two particles with mass $`m`$ and charge $`e`$, the above rule gives the result

$$\alpha _{EM}=\frac{E_{int}}{E_m}=\frac{1}{mc^2}\frac{e^2}{4\pi ϵ_0(\mathrm{}/mc)}=\frac{e^2}{4\pi ϵ_0}\frac{1}{137},$$
(12)
where we have set $`c=\mathrm{}=1`$. Generalizing the above definition of the strength of a force in $`(4+d)`$ dimensions, we obtain

$$\widehat{\alpha }_{EM}=\frac{\widehat{E}_{int}}{\widehat{E}_m}=\frac{1}{\widehat{m}}\frac{(\widehat{e}^2/\mathrm{\Lambda }^d)}{4\pi ϵ_0(1/\widehat{m})^{1+d}}=\alpha _{EM}\left(\frac{m}{M_x}\right)^d,$$
(13)
where we have used the fact that the masses of the particles do not change, according to (10), and where we have defined $`M_x(2L)^1`$. The above result clearly reveals that the strength of the electromagnetic force changes as the gauge bosons start “feeling” the extra dimensions. Moreover, the strength of the force strongly depends not only on the number and size of extra dimensions but also on the mass of the test particle, i.e. on the energy scale where the measurement takes place. It is also worth noting that the auxiliary energy scale $`\mathrm{\Lambda }`$ does not appear in the electromagnetic strength formula (13).

So far, we have not considered the gravitational interactions. We now assume that gravitons may propagate, apart from the usual 4 dimensions, in $`d^{}=\delta +d`$ extra dimensions, where $`\delta `$ is the number of transverse dimensions, with size $`2L^{}`$, felt only by gravitons. In that case, the $`(4+d^{})`$-dimensional action functional

$$S_{4+d^{}}=\frac{M_{GR}^{2+d^{}}}{16\pi }d^4xd^d^{}z\sqrt{G_{4+d^{}}}R_{4+d^{}}$$
(14)
reduces to an effective, 4-dimensional Einstein’s theory of gravity only when the following relation between the sizes of the extra dimensions and the energy scales of gravity, $`M_P`$ and $`M_{GR}`$, in 4 and $`(4+d^{})`$ dimensions, respectively,

$$(2L^{})^\delta (2L)^dM_{GR}^{2+d^{}}=M_P^2$$
(15)
holds. The strength of the gravitational interactions also changes when one introduces extra dimensions for the gravitons. Using the same rule as above, the strength of the gravitational interaction between two particles with mass $`m`$, in 4 dimensions, is given by the expression

$$\alpha _{GR}=\frac{E_{int}}{E_m}=\frac{1}{mc^2}\frac{G_Nm^2}{(\mathrm{}/mc)}=\left(\frac{m}{M_P}\right)^2,$$
(16)
where $`G_NM_P^2`$ and natural units, $`\mathrm{}=c=1`$, have been used again. The corresponding expression in $`4+d^{}`$ dimensions takes the form

$$\widehat{\alpha }_{GR}=\frac{\widehat{E}_{int}}{\widehat{E}_m}=\frac{1}{\widehat{m}}\frac{\widehat{G}_N\widehat{m}^2}{(1/\widehat{m})^{1+d^{}}}=\left(\frac{m}{M_{GR}}\right)^{2+d^{}},$$
(17)
where, now, $`\widehat{G}_N=1/M_{GR}^{2+d^{}}`$. By choosing appropriately the sizes of the transverse and longitudinal, extra dimensions, the higher-dimensional gravity scale, $`M_{GR}`$, could be much lower than the 4-dimensional one, a fact which, subsequently, changes the strength of gravity.

The question we would like to address is the following: can the gravitational and electromagnetic forcesUnder the assumption that the electromagnetic, weak and strong forces “feel” the same number $`d`$ of extra dimensions, we may assume that their strengths remain comparable at every scale even in $`(4+d)`$-dimensions. have comparable strengths in a world where both gravitons and gauge bosons feel extra dimensions? If so,

$$\widehat{\alpha }_{EM}=\widehat{\alpha }_{GR}\alpha _{EM}(\frac{m_U}{M_x})^d=\left(\frac{m_U}{M_{GR}}\right)^{2+d^{}},$$
(18)
where $`m_U`$ denotes the scale where the unification of strengths takes place. Hereafter, for simplicity, we will take $`\alpha _{EM}10^2`$. Regarding the values $`\delta `$ and $`d`$ of the extra dimensions, we may form four distinct categories :

(i) $`\delta =d=0`$ . In this case, $`M_{GR}M_P`$ and only at energies $`m_U10^{18}`$ GeV, i.e. close to the Planck scale, the strengths of the forces become equal.

(ii) $`\delta 0`$, $`d=0`$ . Here, we assume that only the gravitational fields can feel extra $`\delta `$ dimensions. Then, from eq. (18), we may easily conclude that the unification of strengths takes place at a scale $`m_U=(0.20.6)M_{GR}`$, for $`1\delta 7`$Motivated by M-theory, we assume that $`\delta `$, $`d7`$.. This means that the strength of the gravitational force becomes comparable to that of the other forces only when the measurement takes place near the gravity scale, independently of where $`M_{GR}`$ lies. The contact with M-theory  is made for $`\delta =1`$ and $`M_c(2L^{})^1=10^{12}`$ GeV. Then, the unification takes place at $`m_UM_{GUT}M_{GR}10^{16}`$ GeV. In the case where $`M_{GR}1`$ TeV , the hierarchy problem is removed by bringing the gravitational scale down to the electroweak one, $`M_W`$. However, the energy gap between $`M_W`$ and the compactification scale $`M_c`$, which, for $`\delta =2`$, amounts to 15 orders of magnitude, remains unexplained.

One could resolve the above problem by increasing the number $`\delta `$ of extra dimensions accompanied with a small increase in the value of the higher-dimensional gravity scale $`M_{GR}`$. For example, allowing the compactification scale, $`M_c`$, to be close to the electroweak one, i.e. $`M_c=10^{\pm 1}M_W`$, the gravity scale lies in the range $`M_{GR}=(10^510^7)`$ GeV, for $`\delta 6`$. In this case, there is no energy gap between $`M_c`$ and $`M_W`$ while the gravity scale is still close to the electroweak scale (the ratio $`M_{GR}/M_W`$, in this case, is the same as the one of the top quark mass over the down quark mass, $`m_t/m_d10^4`$).

(iii) $`\delta =0`$ , $`d0`$ . In this case, it is the $`d`$ extra, longitudinal dimensions that “open up” for the gauge and scalar fields, as well as for gravitons, at the scale $`M_x`$. Substituting eq. (15) into eq. (18) and solving for $`m_U`$, we find that the unification of strengths takes place only near the string scale, i.e. $`m_U=M_s10^{18}`$ GeV, independently of the number $`d`$ of extra dimensions. If we take the new gravity scale, $`M_{GR}`$, to be the string scale, then, from eq. (15), we are led to the following relation between $`M_x`$ and $`M_{GR}`$:

$$M_x=10^{2/d}M_{GR}=(0.010.5)M_{GR},$$
(19)
for $`1d7`$. In this case, the compactification scale $`M_x`$ is 1 or 2 orders of magnitude smaller than the gravity scale. A quite interesting result arises for $`d=1`$. Then, eq. (19) gives the result $`M_x10^{16}`$ GeV, which coincides with the scale of the unification of gauge couplings, $`M_{GUT}`$, in the minimal supersymmetric standard model (according to the power-law mechanism for the unification of gauge couplings , the presence of the extra dimensions does not affect the unification scale $`M_{GUT}`$ when $`M_xM_{GUT}`$). The compactification scale, $`M_x`$, being very close to $`M_s`$ does not introduce any new energy scale in the theory and is sufficiently high to suppress the “dangerous” baryon number violating operators. From that point of view, the above arrangement of energy scales resembles the one that arises in the framework of string unification  where the compactification scale, $`M_x`$, is very close to the string scale, $`M_s`$. This arrangement is indeed necessary in order to prevent the gauge coupling $`\widehat{\alpha }_{EM}`$ from acquiring an unacceptable small value near the unification scale, a goal which is also accomplished in our case. Although the hierarchy between the electroweak scale, $`M_W`$, and the gravity scale, $`M_{GR}`$, still remains, the existence of an extra, longitudinal dimension that “opens up” just above $`M_{GUT}`$ may provide a natural explanation for the energy gap between $`M_{GUT}`$ and $`M_s`$.

(iv) $`\delta 0`$ , $`d0`$ . This is the most general case where both gravitational and gauge fields feel a number of extra dimensions. According to eq. (18), the unification of strengths, now, takes place at the energy scale

$$m_U^{2+\delta }=\alpha _{EM}M_P^2M_c^\delta .$$
(20)
We make the natural assumption that the ultimate unification of strengths occurs near the new gravity scale, i.e. $`m_U=M_{GR}`$. Then, the combination of eqs. (15) and (20) leads to the same relation (19) between the compactification scale $`M_x`$ and the gravity scale $`M_{GR}`$. On the other hand, the scale $`M_c`$, associated with the size of the transverse dimensions felt only by gravitons, can be found from the following expression:

$$M_c^\delta =\alpha _{EM}^1\frac{M_{GR}^{2+\delta }}{M_P^2}.$$
(21)
Note that it is only the number of transverse dimensions $`\delta `$ that determines the compactification scale $`M_c`$, in terms of $`M_P`$ and $`M_{GR}`$, exactly in the same way that it is only the number of longitudinal dimensions $`d`$ that determines the corresponding expression of $`M_x`$. If we, now, choose $`M_{GR}=M_s10^{18}`$ GeV and $`d=1`$, the interesting result $`M_xM_{GUT}`$ of case (iii) arises once again. However, in order for this picture to be viable in the existence of extra, transverse dimensions for gravitons, the compactification scale $`M_c`$ should lie very close to the string scale for every value of $`\delta `$. Since $`M_c,M_xM_{GUT}`$, the unification pattern of gauge couplings is not affected by the presence of the extra dimensions, either transverse or longitudinal, and the ultimate unification of all forces takes place exactly at the string scale. Moreover, the compactification scale $`M_c`$, being very close to $`M_s`$, does not introduce any new energy scale in the theory. The only other case where this problem is also resolved is when $`M_c=10^{\pm 1}M_W`$, according to the analysis presented in case (ii). For $`\delta =6`$ and $`M_c=10`$ GeV, the gravity scale lies at the energy scale $`2\times 10^5`$ GeV. Then, for $`d=1`$, eq. (19) shows that the unification of strengths takes place only if $`M_x`$ is exactly two orders of magnitude smaller than $`M_{GR}`$, i.e. $`M_x=2`$ TeV. Remarkably, this is in perfect agreement with the proposal of the existence of a single extra dimension for the gauge bosons with size at the TeV scale necessary for the explanation of the supersymmetry breaking scale . The existence of an extra dimension of this size would lead to the unification of gauge couplings, through the power-law mechanism , at an energy scale which is, approximately, one order of magnitude larger than $`M_x`$ . The extra hypothesis, that gravitons may feel 6 extra, compact dimensions, brings the scale of gravity down to $`200`$ TeV, thus, completing the picture of unification of forces and removing the hierarchy problem (by changing appropriately the values of $`\delta `$ and $`M_c`$, we may easily recover the case where $`M_{GUT}=M_{GR}=M_s=10`$ TeV ).

Finally, let us stress that all the results presented above can be consistently embedded in a Type I string theory framework. Combining and rearranging eqs. (15) and (18), we can write our unification constraint in the form

$$(\frac{m_U}{M_P})^2=\widehat{\alpha }_{EM}(m_U\mathrm{\hspace{0.17em}2}L^{})^\delta (m_U\mathrm{\hspace{0.17em}2}L)^d,$$
(22)
which reduces to the Type I string constraint $`M_s^2(\alpha _{gauge}M_P\sqrt{V})^1`$ if we identify $`m_U`$ with $`M_s`$, and $`\widehat{\alpha }_{EM}`$ with $`\alpha _{gauge}^2`$. The total compactified volume is now $`V=(2L)^d(2L^{})^\delta `$ and a T-duality transformation $`m_Ur(m_Ur)^1`$ needs to be performed, where $`r2L,2L^{}`$.

In conclusion, in this letter, we have demonstrated that the addition of extra, compact dimensions for gravitons and gauge bosons modify the strengths of gravitational and gauge interactions and consequently the scale of their unification. When the gravitons propagate in $`4+\delta `$ dimensions, the unification takes place only near the higher dimensional gravity scale, $`M_{GR}`$. If we choose $`M_cM_W`$, no new scale is introduced in the theory while $`M_{GR}`$ turns out to be a few orders of magnitude larger than $`M_W`$. In the case where the gauge bosons feel $`d`$ extra dimensions, the unification occurs only near the string scale, $`M_s`$. If $`M_{GR}M_s`$, $`M_x`$ turns out to be, for $`d=1`$, of the order of the gauge coupling unification scale. Thus, the energy gap between $`M_s`$ and $`M_{GUT}`$ is attributed to the existence of one extra dimension for the gauge bosons which “opens up” just above $`M_{GUT}`$. An even more remarkable result arises in the case where both $`\delta `$ and $`d`$ are non-zero under the assumption that the gravitons can feel 6 extra dimensions with $`M_c=10`$ GeV. Then, for $`d=1`$, $`M_x`$ has exactly the right value to explain the size of the supersymmetry breaking scale with the gravity scale being only 2 orders of magnitude larger than $`M_x`$. In the framework of this 11-dimensional theory, the unification of all forces takes place at $`200`$ TeV and the hierarchy problem is completely removed. It is worth noting that all the results derived from the above analysis, based on a non-renormalizable, effective field theory for gauge and gravitational interactions, can be consistently embedded in the framework of string theory unification.

The authors would like to thank K.R. Dienes, H.P. Nilles, R.G. Roberts, G.G. Ross and K. Tamvakis for fruitful discussions and comments. A.D is supported from Marie Curie Research Training Grants ERB-FMBI-CT98-3438. P.K. is grateful to the Particle Physics Group at Rutherford Appleton Laboratory for the warm hospitality and financial support.


text:
# Broad-Band X-Ray Study of a Transient Pulsar RX J0059.2-7138

## 1. Introduction

Accretion-powered X-ray pulsars are binary systems consisting of a neutron star and a stellar companion (here, X-ray binary pulsars or XBPs in short). The gravitational energy of accreting matter is converted to X-ray radiation, hence its luminosity is generally variable, depending on the mass-accretion rate. Transient behavior is also observed from many XBPs, most of which have a Be star companion with an eccentric orbit (e.g. Stella et al. 1982; Bildsten et al. 1997).

XBPs have been observed mainly in the hard X-ray band ($`2`$–40 keV) with non-imaging satellites (e.g. Nagase 1989). Their spectra are generally described by a power-law with a high-energy exponential cut-off (hereafter, ECUT power-law) with a photon index of $`\mathrm{\Gamma }1`$ and a cut-off energy at around 10–20 keV. A fluorescent emission line at 6.4 keV from neutral iron atoms has been observed in many bright XBPs, which serves as a probe of the circumstellar matter of the binary system. In the soft X-ray band (below $`2`$ keV), however, their spectra have not been well studied due to a large interstellar absorption, because most of the XBPs are located in the galactic plane (e.g. Bildsten et al. 1997).

In order to study soft X-rays from XBPs, therefore, the Magellanic Cloud sources have great advantages, owing to the low interstellar absorption and well-calibrated distances. Woo et al. (1995, 1996) made broad-band spectroscopic studies in the 0.1–40 keV band of SMC X-1 and LMC X-4, respectively, and found a “soft excess” below $`2`$ keV, in addition to the usual hard spectrum given by an ECUT power-law model. Such a soft excess was also discovered from a transient XBP XTE J0111.2$``$7317 in the Small Magellanic Cloud (SMC), by an ASCA observation in the 0.5–10.0 keV band (Yokogawa et al. 2000). However, since such a broad-band spectroscopy has been performed on only a few XBPs, whether or not the soft component is common among XBPs is still unclear, especially for transient XBPs.

Hughes (1994) serendipitously discovered a new transient XBP, RX J0059.2$``$7138, in the SMC with the soft X-ray band observation of ROSAT, and found that the spectrum is unusually soft, which is composed of a blackbody with a temperature of $`kT35`$ eV and a steep power-law with a photon index of $`\mathrm{\Gamma }2.4`$. A proposed candidate for the optical counterpart was revealed to be a Be star by Southwell and Charles (1996).

In order to examine the nature of the unusually soft spectrum of RX J0059.2$``$7138, observations in the higher energy band are essential. RX J0059.2$``$7138 was also detected in a simultaneous observation of the SNR E 0102$``$72.2 with the ASCA satellite, which is sensitive in the $`0.7`$–10.0 keV band. A preliminary short report on the ASCA results can be found in Kylafis (1996).

In this paper, we combine the ROSAT and ASCA data, and perform a broad-band timing spectroscopy, covering $`0.1`$–10.0 keV. We show that the spectrum of RX J0059.2$``$7138 has a hard component, which resembles the spectra of usual XBPs well, and that the pulsations are due to the hard component. In addition, a non-pulsating soft component is present in the spectrum. We assume the distance to RX J0059.2$``$7138 to be 60 kpc, the nominal value to the SMC (Mathewson 1985).

## 2. Observations

The transient XBP RX J0059.2$``$7138 was serendipitously detected on May 12–13 in 1993, in the simultaneous ASCA and ROSAT observations of E 0102$``$72.2, the brightest supernova remnant in the SMC. ASCA and ROSAT observations spanned about 99 ks (MJD 49119.38–MJD 49120.52) and 20 ks (MJD 49119.95–MJD 49120.18), respectively.

ASCA carries four X-ray Telescopes (XRT) with two Gas Imaging Spectrometers (GIS 2 and GIS 3) and two Solid-state Imaging Spectrometers (SIS 0 and SIS 1) on the focal planes (Tanaka et al. 1994; Serlemitsos et al. 1995; Ohashi et al. 1996; Burke et al. 1994). Since RX J0059.2$``$7138 was outside of the SISs’ field of view and was located near the calibration source of GIS 3, we used only the GIS 2 data in this paper. The GISs were operated in the normal PH mode with a time resolution of 0.0625 s (high bit rate) or 0.5 s (medium bit rate). We rejected any data obtained when the satellite was in the SAA (South Atlantic Anomaly) region, when the elevation angle of the Earth limb was less than $`5^{}`$ or when the cut-off rigidity was less than 4 GV, and also removed particle events using the rise-time discrimination method. The total exposure time of GIS 2 was $``$35 ks after screening.

ROSAT carries a soft X-ray telescope with a High Resolution Imager (HRI) and a Position Sensitive Proportional Counter (PSPC) with one of the two on the focal plane (Trümper 1983). In this observation, PSPC-B was on the focus and operated in the pointing mode. We took the screened data from the HEASARC archive, of which the total exposure time was $`5`$ ks.

## 3. Analyses and Results

For the GIS data, X-ray photons were collected from an elliptical region around RX J0059.2$``$7138 (figure 1). The background data were extracted from off-source areas on the edge of GIS 2 at the same off-axis angle as the source (figure 1), because both the diffuse X-rays and non-X-ray background depend on the off-axis angle.

As for the ROSAT PSPC, we selected a circular region of $`3^{}`$-radius around the source, while the data from an annulus of inner and outer radii $`3^{}`$ and $`6^{}`$ were used as the background. Since a super-soft source (SSS) 1E 0056.8$``$7154 was located at $`4^{}`$ northwest of RX J0059.2$``$7138 and the X-ray flux of this SSS was fairly large in the ROSAT band below $`0.5`$ keV, we excluded a circular region of a $`3^{}`$-radius around this SSS from the analyses of the ROSAT PSPC.

### 3.1. Timing Analysis

In total, the numbers of counts from the source regions are 21847 in the 0.7–10.0 keV band (ASCA GIS 2) and 23250 in the 0.07–2.4 keV band (ROSAT PSPC). After the barycentric correction of arrival time for each event, we carried out timing analyses.

The pulse period was already determined to be 2.7632$`\pm 0.0002`$ s with the ROSAT data alone (Hughes 1994). We used the ASCA data to obtain a more precise period, because the duration of the ASCA observation is nearly five-times longer than the ROSAT observation. We performed epoch-folding on all of the ASCA GIS 2 data, and determined a trial pulse period to be 2.76322 s. We then divided the ASCA observation into three segments, each having a duration of $`33`$ ks, and folded each of the light curves with a trial period of 2.76322 s.

To the folded pulse profiles of the first and the last segments, we made a cross correlation, and determined the average apparent barycentric pulse period during the observation to be 2.763221$`\pm `$0.000004 s. This value is consistent with, and more precise than, the previous result of 2.7632$`\pm 0.0002`$ s (Hughes 1994).

The cross correlation between the middle and the first/last segments shows the upper limit of the phase difference to be $`0.04`$. Based on the assumption of a constant period change during the observation, this upper limit of the phase difference is converted to the upper limit of the period derivative of $`|\dot{p}|<6\times 10^{10}`$ s s<sup>-1</sup>.

Figure 2 shows the pulse profiles in the six energy bands (0.07–0.4 keV, 0.4–1.0 keV, and 1.0–2.4 keV in ROSAT PSPC, and 0.7–2.0 keV, 2.0–4.0 keV, and 4.0–10.0 keV in ASCA GIS) folded with a pulse period of 2.763221 s. The pulse fractions, defined as $`(I_{\mathrm{max}}I_{\mathrm{min}})/2I_{\mathrm{average}}`$, in these energy bands are 0.07$`\pm `$0.06, 0.14$`\pm `$0.04, 0.26$`\pm `$0.04 (0.07–0.4 keV, 0.4–1.0 keV, and 1.0–2.4 keV in ROSAT PSPC) and 0.24$`\pm `$0.05, 0.37$`\pm `$0.05, and 0.36$`\pm `$0.05 (0.7–2.0 keV, 2.0–4.0 keV, and 4.0–10.0 keV in ASCA GIS), respectively. The pulse shape is nearly sinusoidal and independent of the X-ray energy. The apparent decrease of the pulse fraction with decreasing energy, which was already found in the ROSAT data (Hughes 1994), is also seen in the ASCA data below $`2`$ keV.

On a longer timescale (50–100 s), Hughes (1994) reported a flickering variability of about 30% of the mean rate in the ROSAT data. Such variability was also seen in the ASCA data with no energy dependence, while no larger variability, like a burst, was detected.

### 3.2. Spectral Analysis

Figure 3 shows the phase-averaged spectra after background subtraction. Since the pulse profile is essentially energy independent while the pulse fraction increases with energy below $`2`$ keV, we can naturally assume that the spectrum of RX J0059.2$``$7138 consists of two components: a hard component dominant above $`2`$ keV, which has an energy-independent pulsation, and a soft component dominant below $`2`$ keV with no pulsation.

With this working hypothesis, we first determined the hard component using the ASCA spectrum above $`2`$ keV. Since no significant emission line was detected, we fitted the spectrum with a single power-law model. However, because systematic negative residuals remained above $`7`$ keV, we introduced a high-energy exponential cut-off to the single power-law model (ECUT power-law) and fitted the spectrum again. We then obtained an acceptable fit to an ECUT power-law model with a photon index of $`\mathrm{\Gamma }0.4`$, a cut-off energy of $`E_\mathrm{c}6.6`$ keV and a folding energy of $`E_\mathrm{f}8.8`$ keV.

To investigate the soft component, we then simultaneously fitted the ROSAT and ASCA spectra in the 0.1–10.0 keV band with various two-component models, in which an ECUT power-law model was always adopted to the hard component. For the additional soft component, we adopted a blackbody, disk blackbody, bremsstrahlung, thin-thermal plasma (Mewe et al. 1985), and broken power-law model. In these two-component model fits, a common absorbing gas column with solar abundance was adopted for both the hard and soft components. All models were statistically rejected at the 90% confidence level with wavy residuals below $`1`$ keV. In particular, an edge-like structure was seen at $`0.5`$ keV, which may correspond to the absorption edge of neutral oxygen atoms. Allowing the oxygen abundance in the absorption column to be free, we obtained statistically acceptable fits only when the soft component was either a thin-thermal plasma or a broken power-law. The best-fit parameters for these models are separately listed in tables 1 and 2, while the best-fit model is shown in figure 3.

We separately made phase-resolved spectra from phases 0–0.5 (‘on-pulse’) and 0.5–1 (‘off-pulse’). We fit these spectra with the two accepted models, and found that only the normalization of the hard component varies with the pulse phase. The best-fit parameters of these models are also listed in tables 1 and 2, while the best-fit model is shown in figure 4. We also extracted the “pulsed spectrum” by subtracting the off-pulse spectrum from that of on-pulse. We found that the pulsed spectrum is fitted with an ECUT power-law with absorption, of which the best-fit parameters are consistent with those of the hard component of the phase-averaged spectrum. These facts indicate that the pulsating X-rays contribute only to the hard component, consistent with the initial working hypothesis.

## 4. Discussion

### 4.1. Comparison to the Previous Results

Hughes (1994) analyzed only the ROSAT data, and showed that the spectrum is fitted by a model having an extremely soft spectrum: a blackbody ($`kT35`$ eV) plus a steep power-law ($`\mathrm{\Gamma }2.4`$). However, we have shown that the spectrum in the ASCA band (the hard component) is as hard as those of usual XBPs, and the ROSAT spectrum consists of mostly the “soft excess” below $`2`$ keV.

For a consistency check, we first fitted our ROSAT spectrum with Hughes’ model, and obtained best-fit parameters consistent with Hughes (1994). However, as can be also seen in figure 2 in Hughes (1994), systematic positive residuals were found above $`1.5`$ keV, which implies the existence of a hard component. We then fitted the ASCA and ROSAT spectra simultaneously with a three-component model, consisting of the hard ECUT power-law to the Hughes’ two-component model. In this model, the best-fit blackbody temperature became much lower than the original result. After corrections for absorption and detector efficiency, the bolometric luminosity of the soft black body has an unrealistic value of $`10^{45}\mathrm{erg}\mathrm{s}^1`$.

On the other hand, as we found, the combined ASCA and ROSAT spectra can be fitted with two different components, with a more reasonable luminosity of $`10^{38}\mathrm{erg}\mathrm{s}^1`$ for both components. Also, the energy-dependent pulse fraction and energy-independent pulse profile are naturally explained by our two-component model. We thus infer that the present model is more probable, hence the spectrum of RX J0059.2$``$7138 is not unusual for an XBP, at least in the hard energy band.

### 4.2. Oxygen Over-Abundance

We found an edge-like structure at 0.5 keV, which would be a hint of over-abundance of oxygen in the absorbing matter. One may argue, however, that the ROSAT spectrum fitted by Hughes (1994) does not show any structure at 0.5 keV. We should note that the blackbody and power-law components in the Hughes’s model cross at around 0.5 keV, which may produce an artificial dip, and hence would compensate for the edge-like structure.

To check whether the structure is real or not, we fitted a narrow-band spectrum (0.2–0.8 keV) with a power-law absorbed by cool matter of solar abundance. Because the structure remained near 0.5 keV, we claim that the edge-like structure is real.

Since the oxygen abundance of the SMC interstellar matter is less than the solar value (Russell, Dopita 1992), we can infer that there exists oxygen-rich matter around the binary system of RX J0059.2$``$7138. The companion star, which should have ejected the oxygen-rich matter, may be in an evolved stage where the stellar surface becomes abundant only in oxygen, although such stars (e.g. WO stars) are very rare.

On the other hand, metals such as carbon, nitrogen, and oxygen could be brought to the surface of a massive star by turbulent diffusion, due to the rapid rotation or tides in a binary system (Maeder 1987). We thus fitted the spectra again, based on the assumption that abundances of carbon and nitrogen in the absorbing matter are the same as that of oxygen. The abundance was then determined to be $`6`$ solar, which leads us to a more comfortable possibility that the surface of the companion star is enriched in CNO, which may be caused by tidal effects in the close binary system.

We found that a thin-thermal plasma with very low abundance of 0.02 solar can fit the soft X-ray spectrum. As we discuss in the next subsection, the soft component is likely to originate from a large region surrounding the binary system. This creates a dilemma that the X-ray emitting circumstellar medium is extremely under-abundant, while the X-ray absorbing circumstellar gas is CNO over-abundant. Although we have no clear idea of how to solve this dilemma, we suggest that the thin-thermal plasma is not a physical model, but is a phenomenological model like a broken power-law for the soft component.

### 4.3. Origin of the Hard and Soft Components

Since the pulsation was found to be mostly due to the hard component, we can conclude that the hard component originates from a small region, probably near to the polar cap of the neutron star. Hence, the origin would be the same as those of other XBPs. However, the cut-off energy is lower than that of the usual XBPs (10–20 keV; e.g. Mihara 1995a). According to the correlation between the cut-off energy and magnetic field strength (Mihara 1995a, 1995b), the magnetic field of RX J0059.2$``$7138 is estimated to be $`6\times 10^{11}<B<1\times 10^{12}`$ G, which is one of the weakest magnetic fields in XBPs.

A puzzle is the origin of the soft component. Since it shows no pulsation, it is likely that the soft component originates from a relatively large region, covering a significant fraction of the full binary system. In fact, when we adopt the thin-thermal plasma model as the soft component, the emission measure is very large: $`n^2V10^{61}\mathrm{cm}^3`$ (table 1), where $`n`$ and $`V`$ are number density and volume of the plasma. If we assume that the plasma is distributed spherically, its radius should be larger than 0.07 AU under the optically thin condition, which does not conflict with the thin thermal scenario for the soft component.

At present, only a few XBPs are known to have a soft excess. Her X-1 has a soft component which is described by a blackbody ($`kT0.09`$ keV; Dal Fiume et al. 1998), and is pulsating. McCray et al. (1982) found the phase shift between pulse profiles of the soft and the hard components, and argues that the soft component is produced by reprocessing of the hard component in the inner accretion disk. Another XBP, LMC X-4 has a soft component of a blackbody ($`kT0.03`$ keV) plus a bremsstrahlung ($`kT0.4`$ keV) (Woo et al. 1996). The blackbody component is almost constant during the pulse phase, while the bremsstrahlung component is pulsating with some phase shift from the hard component. Woo et al. (1996) argued that the blackbody component is emitted from the accretion disk, and the bremsstrahlung component is from somewhere near the neutron star, collimated as a fan-beam.

The soft component of RX J0059.2$``$7138 is, however, different from these XBPs; it is not pulsating, it is not a blackbody spectrum and it has no emission line. Hence, the origin of the soft X-rays would be different from those proposed by the above-mentioned authors. As a matter of fact, RX J0059.2$``$7138 is a unique source among the XBPs with soft excess; because it probably has a Be star companion (Southwell, Charles 1996), it is different from either low-mass companion systems (Her X-1) or from high-mass supergiant companion systems (LMC X-4).

Broad-band spectroscopic studies on the spectra of XBPs with a Be star companion have until now been very limited, due to the transient nature of this class and the relatively narrow energy ranges of the previous and contemporaneous satellites. New-generation satellites having a broad-band sensitivity and a wide field of view, such as ASTRO-E, XMM, and Chandra Observatory, will greatly improve our understanding on the soft excess of XBPs.

We express our thanks to J. Hughes, who told us about the serendipitous detection of RX J0059.2$``$7138 in the GIS field and the referee for his useful comments. J.Y. is supported by JSPS Research Fellowship for Young Scientists. This research has made use of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center.

## References

Bildsten L., Chakrabarty D., Chiu J., Finger M.H., Koh D.T., Nelson R.W., Prince T.A., Rubin B.C. et al. 1997, ApJS 113, 367

Burke B.E., Mountain R.W., Daniels P.J., Dolat V.S., Cooper M.J. 1994, IEEE Trans. Nucl. Sci. 41, 375

Dal Fiume D., Orlandini M., Cusumano G., Del Sordo S., Feroci M., Frontera F., Oosterbroek T., Palazzi E. et al. 1998, A&A 329, L41

Hughes J.P. 1994, ApJ 427, L25

Kylafis N.D. 1996, in Supersoft X-ray Sources, ed J. Greiner, Lecture Notes in Physics 472 (Springer, Berlin) p41

Maeder A. 1987, A&A 178, 159

Mathewson D.S. 1985, Proc. Astron. Soc. Aust. 6, 104

McCray R.A., Shull J.M., Boynton P.E., Deeter J.E., Holt S.S., White N.E. 1982, ApJ 262, 301

Mewe R., Gronenschild E.H.B.M., van den Oord G.H.J. 1985, A&AS 62, 197

Mihara T. 1995a, PhD Thesis, The University of Tokyo

Mihara T. 1995b, RIKEN Review No. 10

Nagase F. 1989, PASJ 41, 1

Ohashi T., Ebisawa K., Fukazawa Y., Hiyoshi K., Horii M., Ikebe Y., Ikeda H., Inoue H. et al. 1996, PASJ 48, 157

Russell S.C., Dopita M.A. 1992, ApJ 384, 508

Serlemitsos P.J., Jalota L., Soong Y., Kunieda H., Tawara Y., Tsusaka Y., Suzuki H., Sakima Y. et al. 1995, PASJ 47, 105

Southwell K.A., Charles P.A. 1996, MNRAS 281, L63

Stella L., White N.E., Rosner R. 1982, ApJ 308, 669

Tanaka Y., Inoue H., Holt S.S. 1994, PASJ 46, L37

Trümper J. 1983, Adv. Space Sci. 2, 241

Woo J.W., Clark G.W., Blondin J.M., Kallman T.R., Nagase F. 1995, ApJ 445, 896

Woo J.W., Clark G.W., Levine A.M., Corbet R.H.D., Nagase F. 1996, ApJ 467, 811

Yokogawa J., Paul B., Ozaki M., Nagase F., Chakrabarty D., Takeshima T. 2000, ApJ, submitted