text:
# The high temperature region of the Viana-Bray diluted spin glass model11footnote 1Dedicated to Giovanni Jona Lasinio, in occasion of his 70th birthday

## 1 Introduction

Diluted mean field spin glasses attract a great interest among physicists and probabilists, for at least two reasons. First of all, due to their finite degree of connectivity, they represent a sort of intermediate situation between fully connected models and realistic spin glasses with finite range interactions. Secondly, many random optimization problems arising in theoretical computer science are mapped in a natural way into the study of the ground state of diluted mean field spin glass models. The mean field character of these systems makes them exactly solvable, at least in the framework of Parisi theory of replica symmetry breaking . Recently, many results have been obtained in this direction, culminating in the resolution of the K-sat model within the framework of “one-step replica symmetry breaking” in . Much less is know from the rigorous point of view, two remarkable exceptions being Refs.  and . In , through a suitable extension of the interpolation methods introduced in  and  for fully connected models, S. Franz and M. Leone proved, for a wide class of diluted models, that the thermodynamic limit for the free energy density exists, and that it is bounded below by Parisi solution with replica symmetry breaking. In Ref. , instead, M. Talagrand proved that replica symmetry holds for sufficiently high temperature or low average connectivity.

In the present work we concentrate on the case of the Viana-Bray model , , where each spin interacts through two body couplings of random sign with a finite random number of other spins, even in the infinite volume limit. This is a diluted version of the well known Sherrington-Kirkpatrick (SK) model  . We identify the replica symmetric region, and we obtain a complete control of the system there. In particular, through a suitable extension of the “quadratic replica coupling method” we introduced in , we prove that annealing holds for the free energy, in the infinite volume limit. Moreover, as in , we prove limit theorems for the fluctuations of (multi)-overlaps and of the free energy. While the fluctuations of the multi-overlaps on the scale $`1/\sqrt{N}`$ turn out to be Gaussian in the infinite volume limit, like for the SK model, free energy fluctuations (on the scale $`1/N`$) tend to a non-Gaussian random variable, whose variance diverges at the boundary of the replica symmetric region.

The organization of the paper is as follows. In Section 2 we give the basic definitions concerning the model, and in Section 3 we discuss the role played by the multi-overlaps in its thermodynamical description. The relationship between the model under consideration and the fully connected one is considered in Section 4. In Sections 5 and 6, we identify the replica symmetric region and we prove annealing for the free energy. Finally, in Sections 7 and 8 we prove limit theorems for the fluctuations in the annealed region, while Section 9 is dedicated to conclusions and outlook to future developments.

## 2 Definition of the model

The Hamiltonian of the Viana-Bray model , for a given configuration of the $`N`$ Ising spin variables $`\sigma _i=\pm 1,i=1,\mathrm{},N`$, is defined as

$$H_N(\sigma ,\alpha ;𝒥)=\underset{\mu =1}{\overset{\xi _{\alpha N}}{}}J_\mu \sigma _{i_\mu }\sigma _{j_\mu }.$$
(1)
Here, $`\xi _{\alpha N}`$ is a Poisson random variable of mean value $`\alpha N`$, for some $`\alpha >0`$, i.e.,

$$P(\xi _{\alpha N}=k)=\pi (k,\alpha N)e^{\alpha N}\frac{(\alpha N)^k}{k!}k=0,1,2,\mathrm{},$$
(2)
while $`\{J_\mu \}`$ is a family of independent identically distributed (i.i.d.) symmetric random variables, and $`i_\mu ,j_\mu `$ are i.i.d. integer valued random variables, uniformly distributed on the set $`\{1,2,\mathrm{},N\}`$. We denote by $`𝒥`$ the dependence of the Hamiltonian on the whole set of quenched disordered variables $`\xi _{\alpha N},J_\mu ,i_\mu ,j_\mu `$. The parameter $`\alpha `$ fixes the average degree of connectivity of the system. Indeed the number of different sites, which interact with a given spin variable, behaves approximately like a Poisson random variable of parameter $`2\alpha `$, for large values of $`N`$. This is to be compared with the case of the SK model, where any spin interacts with all the other $`N1`$. A second important difference with respect to the SK model is that, in the present case, the infinite volume limit of the system does depend on the probability distribution $`\rho (J)`$ of $`J_\mu `$. In the case $`\rho (J)=1/2(\delta (J1)+\delta (J+1))`$, the Viana-Bray model is closely related to the so called 2-XOR-SAT problem  of computer science. In the course of this work, we do not specify the form of $`\rho (J)`$, but for simplicity we assume $`J`$ to be a bounded random variable

$$|J|1.$$
(3)
More general cases can be considered, at the expense of some additional technical work.

The partition function $`Z_N(\beta ,\alpha ;𝒥)`$, the disorder dependent free energy $`f_N(\beta ,\alpha ;𝒥)`$, the Gibbs state $`\omega _𝒥`$ and the quenched free energy $`\beta A_N(\beta ,\alpha )`$ are defined in the usual way, for a given value of the inverse temperature $`\beta `$:

$`Z_N(\beta ,\alpha ;𝒥)={\displaystyle \underset{\{\sigma \}}{}}e^{\beta H_N(\sigma ,\alpha ;𝒥)}`$ (4)
$`f_N(\beta ,\alpha ;𝒥)={\displaystyle \frac{1}{N\beta }}\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)`$ (5)
$`\omega _𝒥(𝒪)=Z_N(\beta ,\alpha ;𝒥)^1{\displaystyle \underset{\{\sigma \}}{}}𝒪(\sigma )e^{\beta H_N(\sigma ,\alpha ;𝒥)}`$ (6)
$`A_N(\beta ,\alpha )={\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)=\beta Ef_N(\beta ,\alpha ;𝒥).`$ (7)
Here, $`𝒪`$ is a generic function of the spin variables, and $`E`$ denotes expectation with respect to all quenched random variables:

$$E(.)=E_{\xi _{\alpha N}}E_{\{J_\mu \}}E_{\{i_\mu \}}E_{\{j_\mu \}}(.).$$
(8)
Like in the case of fully connected models, it is possible to prove that $`f_N(\beta ,\alpha ;𝒥)`$ is self-averaging when the system size grows to infinity, and to give bounds, exponentially small in $`N`$, on the probability of its fluctuations. The precise result is stated and proved in Appendix A.

As usual, one introduces real replicas as independent identical copies of the system, subject to the same disorder realization, and denotes with $`\mathrm{\Omega }_𝒥(.)`$ the disorder dependent product Gibbs state

$$\mathrm{\Omega }_𝒥=\omega _𝒥^{(1)}\omega _𝒥^{(2)}\mathrm{},$$
(9)
where the state $`\omega _𝒥^{(a)}`$ acts on the $`a`$-th replica. Moreover, the average $`.`$, involving both thermal and disorder averages, is defined as

$$.=E\mathrm{\Omega }_𝒥(.).$$
(10)
A very important role is played by the multi-overlaps between $`n`$ configurations $`\sigma ^{(1)},\mathrm{},\sigma ^{(n)}`$, defined as

$$q_{1\mathrm{}n}=\frac{1}{N}\underset{i=1}{\overset{N}{}}\sigma _i^{(1)}\mathrm{}\sigma _i^{(n)}.$$
(11)
Of course,

$$1q_{1\mathrm{}n}1.$$
(12)
Notice that for $`n=2`$ one recovers the usual definition of the overlap as normalized scalar product between two configurations.

While for fully connected models the whole physical content of the theory is encoded in the probability distribution of the overlaps , all multi-overlaps play an essential role in the present case , . In Section 4 we will show how, when the limit of infinite connectivity is suitably performed, the multi-overlaps with $`n>2`$ become inessential.

## 3 The role of the multi-overlaps

An important ingredient of the methods employed in  is a smart use of the properties of the Poisson random variables. Indeed, while the choice of the Poisson distribution for the number $`\xi _{\alpha N}`$ of terms appearing in the Hamiltonian (1) is in principle not essential (any other random variable sharply concentrated around the value $`\alpha N`$ would yield an equivalent model, in the infinite volume limit), it turns out to be a great technical simplification. The basic elementary properties one employs, for the distribution function of a Poisson random variable $`\xi _\lambda `$ of parameter $`\lambda >0`$, are

$$k\pi (k,\lambda )=\lambda \pi (k1,\lambda )$$
(13)
and

$$\frac{d}{d\lambda }\pi (k,\lambda )=\pi (k,\lambda )+\pi (k1,\lambda )(1\delta _{k,0}).$$
(14)
In a sense, Eq. (13) replaces the identity

$$EJF(J)=EF^{}(J),$$
(15)
which plays a fundamental role in the study of the fully connected models, and which holds for any smooth function $`F`$ if $`J`$ is a Gaussian standard random variable.

For instance, let us show how Eq. (13) allows to express the internal energy of the Viana-Bray model as a sum of simple averages involving multi-overlaps. For an analogous computation, see Ref. . One has

$`{\displaystyle \frac{}{\beta }}A_N(\beta ,\alpha )={\displaystyle \frac{H}{N}}={\displaystyle \frac{1}{N}}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\pi (k,\alpha N){\displaystyle \underset{\mu =1}{\overset{k}{}}}J_\mu \sigma _{i_\mu }\sigma _{j_\mu }_k,`$ (16)
where $`._k`$ denotes the average where the value of the random variable $`\xi _{\alpha N}`$ has been fixed to $`k`$. Then, using property (13),

$$\frac{H}{N}=\frac{1}{N}\underset{k=1}{\overset{\mathrm{}}{}}k\pi (k,\alpha N)J_k\sigma _{i_k}\sigma _{j_k}_k=\alpha \underset{k=1}{\overset{\mathrm{}}{}}\pi (k1,\alpha N)J_k\sigma _{i_k}\sigma _{j_k}_k.$$
(17)
Now, we use the identity

$`J_k\sigma _{i_k}\sigma _{j_k}_k=E\omega _𝒥(J_k\sigma _{i_k}\sigma _{j_k})_k=E{\displaystyle \frac{\omega _𝒥\left(J_k\sigma _{i_k}\sigma _{j_k}\mathrm{exp}(\beta J_k\sigma _{i_k}\sigma _{j_k})\right)_{k1}}{\omega _𝒥(\mathrm{exp}(\beta J_k\sigma _{i_k}\sigma _{j_k}))_{k1}}},`$ (18)
to rewrite (17) as

$`{\displaystyle \frac{H}{N}}=\alpha E{\displaystyle \frac{_{i,j=1}^N}{N^2}}{\displaystyle \frac{\omega _𝒥(J\sigma _i\sigma _j\mathrm{exp}(\beta J\sigma _i\sigma _j))}{\omega _𝒥(\mathrm{exp}(\beta J\sigma _i\sigma _j))}}`$ (19)
$`={\displaystyle \frac{\alpha }{N^2}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}EJ{\displaystyle \frac{\mathrm{tanh}(\beta J)+\omega _𝒥(\sigma _i\sigma _j)}{1+\mathrm{tanh}(\beta J)\omega _𝒥(\sigma _i\sigma _j)}},`$ (20)
where $`J`$ is independent of the couplings $`J_\mu `$ on which $`\omega _𝒥`$ depends. Notice that we have employed the identity

$$e^{\beta J\sigma _i\sigma _j}=\mathrm{cosh}(\beta J)+\sigma _i\sigma _j\mathrm{sinh}(\beta J)$$
(21)
in the last step. Thanks to (3), $`|\mathrm{tanh}(\beta J)|\mathrm{tanh}\beta <1`$ so that the expression in (20) can be expanded in absolutely convergent Taylor series around $`\mathrm{tanh}(\beta J)=0`$. Recalling the definition of the multi-overlaps and the symmetry of the random variable $`J`$, one finally finds

$`{\displaystyle \frac{}{\beta }}A_N(\beta ,\alpha )={\displaystyle \frac{H}{N}}`$ $`=`$ $`\alpha E(J\mathrm{tanh}(\beta J))`$
$`+\alpha {\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}q_{1\mathrm{}2n+2}^2E\left\{J\mathrm{tanh}^{2n+1}(\beta J)(1\mathrm{tanh}^2(\beta J))\right\}.`$
In the particular case where $`J_\mu =\pm 1`$, the above expression reduces to

$$\frac{}{\beta }A_N(\beta ,\alpha )=\alpha \mathrm{tanh}\beta +\alpha \underset{n=0}{\overset{\mathrm{}}{}}(\mathrm{tanh}\beta )^{2n+1}(1\mathrm{tanh}^2\beta )q_{1\mathrm{}2n+2}^2.$$
(23)
## 4 The infinite connectivity limit and the SK model

In this section, we discuss the relationship between the Viana-Bray and the fully connected SK model. As it was already observed in  , the latter is obtained when the average connectivity $`\alpha `$ tends to infinity, provided that the strength of the couplings $`J_\mu `$, or equivalently the inverse temperature, is suitably rescaled to zero. Let us discuss this point in greater detail. To this purpose, recall that the SK model in zero external field is defined by the Hamiltonian

$$H_N^{S.K.}(\sigma ;J)=\frac{1}{\sqrt{N}}\underset{1i<jN}{}J_{ij}\sigma _i\sigma _j,$$
(24)
where the couplings $`J_{ij}`$ are i.i.d. centered Gaussian random variables of unit variance. Now, we want to compare the Viana-Bray model, with parameters $`\beta `$ and $`\alpha `$, with the SK model, at an inverse temperature $`\beta ^{}`$ defined as

$$\beta ^2=2\alpha E\mathrm{tanh}^2(\beta J).$$
(25)
In particular we show that, in the limit $`\alpha \mathrm{}`$, $`\beta 0`$ with $`\beta ^{}=const`$, one has

$$\left\{\underset{N\mathrm{}}{lim}\frac{1}{N}E\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)\right\}\stackrel{\alpha \mathrm{}}{}\left\{\underset{N\mathrm{}}{lim}\frac{1}{N}E\mathrm{ln}Z_N^{S.K.}(\beta ^{};J)\right\}.$$
(26)
To this purpose, let $`0t1`$ and define an auxiliary partition function $`Z_N(t)`$ as

$$Z_N(t)=\underset{\{\sigma \}}{}\mathrm{exp}\left(\beta \underset{\mu =1}{\overset{\xi _{\alpha Nt}}{}}J_\mu \sigma _{i_\mu }\sigma _{j_\mu }+\beta ^{}\sqrt{\frac{1t}{N}}\underset{1i<jN}{}J_{ij}\sigma _i\sigma _j\right).$$
(27)
Of course, for $`t=1`$ one recovers the partition function (4) of the diluted model, while for $`t=0`$ one has the partition function of the fully connected model, at inverse temperature $`\beta ^{}`$. The $`t`$ derivative of $`1/NE\mathrm{ln}Z_N(t)`$ can be performed along the lines of the computation of $`_\beta A_N(\beta ,\alpha )`$ in the previous section, with the result

$`{\displaystyle \frac{d}{dt}}{\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(t)`$ $`=`$ $`\alpha \left(E\mathrm{ln}\mathrm{cosh}(\beta J){\displaystyle \frac{1}{2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{E\mathrm{tanh}^{2n}(\beta J)}{n}}q_{1\mathrm{}2n}^2\right)`$ (28)
$`{\displaystyle \frac{\beta ^2}{4}}\left(1q_{12}^2\right)`$
$`=`$ $`\left(\alpha E\mathrm{ln}\mathrm{cosh}(\beta J){\displaystyle \frac{\beta ^2}{4}}\right){\displaystyle \frac{\alpha }{2}}{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{E(\mathrm{tanh}^{2n}(\beta J))}{n}}q_{1\mathrm{}2n}^2.`$
The term (28) derives from the $`t`$ dependence of the Poisson random variable $`\xi _{\alpha Nt}`$ in (27), while (4) comes from the $`\sqrt{1t}`$ factor which multiplies the SK Hamiltonian. Before we proceed, let us notice that we have proved the inequality, uniform in $`N`$,

$$\frac{d}{dt}\frac{1}{N}E\mathrm{ln}Z_N(t)\alpha E\mathrm{ln}\mathrm{cosh}(\beta J)\frac{\beta ^2}{4},$$
(30)
whose implications will be discussed below. Now, it is easy to see that the $`t`$ derivative we are considering vanishes for $`\beta 0`$, $`\alpha \mathrm{}`$, if the constraint (25) is satisfied. Indeed, for $`\alpha \mathrm{}`$ Eq. (25) reduces to

$$2\alpha \beta ^2EJ^2=\beta ^2+O\left(\frac{1}{\alpha }\right),$$
(31)
so that

$$\alpha E\mathrm{ln}\mathrm{cosh}(\beta J)\frac{\beta ^2}{4}=\alpha E\mathrm{ln}(1+\frac{\beta ^2J^2}{2})\frac{\beta ^2}{4}+O\left(\frac{1}{\alpha }\right)=O\left(\frac{1}{\alpha }\right)$$
(32)
and

$`{\displaystyle \frac{\alpha }{2}}{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{E\mathrm{tanh}^{2n}(\beta J)}{n}}q_{1\mathrm{}2n}^2{\displaystyle \frac{\alpha }{2}}{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\beta ^{2n}}{n}}\stackrel{\alpha \mathrm{}}{}0,`$ (33)
which concludes the proof of (26). $`\mathrm{}`$

## 5 The replica symmetric bound and the annealed region

In  it was proven that the Parisi solution for the SK model, with an arbitrary number of levels of replica symmetry breaking, is a lower bound for the free energy, at any temperature. Along the same lines, this result was extended in  to the case of diluted models. In this context, one has to face the additional difficulty that, even at the level of the replica symmetric approximation, the Parisi order parameter is a function  (the probability distribution of the effective field) rather than a single number, as it happens instead for fully connected models . In the present section, we recall briefly the replica symmetric bound for the Viana-Bray model under consideration, and we discuss the high temperature or low connectivity phase, where this bound actually gives the correct limit.

Let $`g`$ be an arbitrary symmetric random variable (we assume its distribution to be regular enough to guarantee that all expressions below are well defined), and define the random variable $`u`$ as

$$\mathrm{tanh}(\beta u)=\mathrm{tanh}(\beta J)\mathrm{tanh}(\beta g).$$
(34)
Here, $`J`$ is distributed like any of the couplings $`J_\mu `$ and is independent of them (as well as of $`g`$). For given $`\beta `$ and $`\alpha `$, the replica symmetric trial functional $`F_{RS}(\beta ,\alpha ;g)`$ is defined as

$`F_{RS}(\beta ,\alpha ;g)`$ $`=`$ $`\mathrm{ln}2+\alpha E\mathrm{ln}\mathrm{cosh}(\beta J)+E\mathrm{ln}\mathrm{cosh}\left(\beta {\displaystyle \underset{\mathrm{}=1}{\overset{\xi _{2\alpha }}{}}}u_{\mathrm{}}\right)2\alpha E\mathrm{ln}\mathrm{cosh}(\beta u)`$ (35)
$`{\displaystyle \frac{\alpha }{2}}E\mathrm{ln}\left(1\mathrm{tanh}^2(\beta J)\mathrm{tanh}^2(\beta g_1)\mathrm{tanh}^2(\beta g_2)\right).`$
Here, $`u_{\mathrm{}}`$ are independent copies of $`u`$ and $`g_1,g_2`$ are independent copies of $`g`$. Then, one has

$$\frac{1}{N}E\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)\underset{g}{inf}F_{RS}(\beta ,\alpha ;g)+O\left(\frac{1}{N}\right),$$
(36)
where the infimum is taken over the space of symmetric random variables $`g`$. It is not difficult to see, computing the functional derivative of $`F_{RS}(\beta ,\alpha ;g)`$ with respect to the probability distribution $`P(g)`$ of $`g`$, that a sufficient condition of extremality for the replica symmetric functional is

$$g\stackrel{d}{=}\underset{\mathrm{}=1}{\overset{\xi _{2\alpha }}{}}u_{\mathrm{}}=\frac{1}{\beta }\underset{\mathrm{}=1}{\overset{\xi _{2\alpha }}{}}\mathrm{tanh}^1(\mathrm{tanh}(\beta J_{\mathrm{}})\mathrm{tanh}(\beta g_{\mathrm{}})),$$
(37)
where the equality holds in distribution. It is clear that the above equation always admits the trivial solution $`g`$ concentrated at the value zero, i.e., with $`P(g)=\delta (g)`$. In this case,

$`F_{RS}(\beta ,\alpha ;g0)=\mathrm{ln}2+\alpha E\mathrm{ln}\mathrm{cosh}(\beta J)`$ (38)
which corresponds to take the expectation with respect to the the random coupling signs before the logarithm, in the definition (7) of $`A_N(\beta ,\alpha )`$:

$`F_{RS}(\beta ,\alpha ;0)={\displaystyle \frac{1}{N}}E\mathrm{ln}E_{\{sign(J_\mu )\}}Z_N(\beta ,\alpha ;𝒥).`$ (39)
In the following, we call $`1/\beta F_{RS}(\beta ,\alpha ;0)`$ the “annealed free energy”. The following result shows that, in a certain region of the parameters $`\beta `$ and $`\alpha `$, the trivial solution of (37) is actually the only one:

###### Proposition 1.

If

$$2\alpha E\mathrm{tanh}^2(\beta J)<1(annealedregion),$$
(40)
the only symmetric random variable $`g`$ satisfying equation (37) is the degenerate one: $`P(g)=\delta (g)`$.

Notice that, for $`\alpha <1/2`$, the annealed region extends up to $`\beta =\mathrm{}`$.

Proof of Proposition 1. Let

$$\varphi (v)=Ee^{ivg}$$
(41)
be the characteristic function of $`g`$, which can be rewritten, thanks to condition (37), as

$$\mathrm{ln}\varphi (v)=2\alpha \left(E\mathrm{exp}\left(i\frac{v}{\beta }\mathrm{tanh}^1(\mathrm{tanh}(\beta J)\mathrm{tanh}(\beta g))\right)1\right).$$
(42)
This implies that

$$|\mathrm{ln}\varphi (v)|2\alpha |v|\sqrt{2\alpha E\mathrm{tanh}^2(\beta J)},$$
(43)
where we used the fact that

$$Eg^22\alpha ,$$

as it easily follows from (37) and from $`|J|1`$. Now, one can iterate the procedure, replacing the random variable $`g`$ which appears at the right hand side of (42) with the expression given by Eq. (37), and so on. At the $`n`$-th step of the iteration one has the bound

$$\left|\mathrm{ln}\varphi (v)\right|2\alpha |v|\left(2\alpha E\mathrm{tanh}^2(\beta J)\right)^{n/2}.$$
(44)
which goes to zero when $`n\mathrm{}`$, if condition (40) holds. $`\mathrm{}`$

On the other hand it is easy to realize that, outside the annealed region, the choice of the identically vanishing $`g`$ does not realize the infimum in (36). Indeed, consider even the simple case of a two-valued random variable $`g`$ with distribution

$$P(g)=\frac{1}{2}(\delta (gg_0)+\delta (g+g_0)).$$

When $`g_00`$, one finds

$`F_{RS}(\beta ,\alpha ;g)F_{RS}(\beta ,\alpha ;g0)={\displaystyle \frac{\alpha }{2}}\beta ^4g_0^4(12\alpha E\mathrm{tanh}^2(\beta J))+O(g_0^6),`$ (45)
which is negative if (40) does not hold.

It is interesting to observe that breaking of annealing outside the region (40) can also be proved through a comparison with the SK model. Indeed, integration of the inequality (30) with respect to $`t`$ between 0 and 1 gives

$`\mathrm{ln}2+\alpha E\mathrm{ln}\mathrm{cosh}(\beta J){\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)\mathrm{ln}2+{\displaystyle \frac{\beta ^2}{4}}{\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N^{S.K.}(\beta ^{};J),`$
i.e., the difference between the quenched and the annealed free energies is larger (in absolute value) for the diluted model than for its fully connected counterpart if $`\beta ,\alpha `$ and $`\beta ^{}`$ are related by the condition (25). Therefore, since it is well known that

$$\underset{N\mathrm{}}{lim}\frac{1}{N}E\mathrm{ln}Z_N^{S.K.}(\beta ^{};J)<\mathrm{ln}2+\frac{\beta ^2}{4}$$
(46)
for $`\beta ^{}>1`$, one has immediately breakdown of annealing for the Viana-Bray model, when $`\beta ^2=2\alpha E\mathrm{tanh}^2(\beta J)>1`$.

## 6 Control of the annealed region

In the present section we prove that annealing actually holds for the Viana-Bray model in the region of parameters (40), i.e., that

###### Theorem 1.

For $`2\alpha E\mathrm{tanh}^2(\beta J)<1`$,

$`{\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)=\mathrm{ln}2+\alpha E\mathrm{ln}\mathrm{cosh}(\beta J)+O\left({\displaystyle \frac{1}{N}}\right).`$ (47)
We prove the theorem via a suitable adaptation of the “quadratic replica coupling” method we introduced in  for the SK model. While the above result can also be obtained through the “second moment method” , which consists in showing that

$$\frac{1}{N}\mathrm{ln}E(Z_N)^2=\frac{1}{N}\mathrm{ln}(EZ_N)^2+o(1),$$
(48)
the quadratic method we employ allows us to obtain self-averaging of the multi-overlaps in a stronger form, and to prove limit theorems for the fluctuations, as shown in the next two sections.

Consider a system of two coupled replicas of the model, defined by the partition function

$`Z_N^{(2)}(\beta ,\alpha ,\lambda ;𝒥)={\displaystyle \underset{\{\sigma ^1,\sigma ^2\}}{}}e^{\beta H_N(\sigma ^1,\alpha ;𝒥)\beta H_N(\sigma ^2,\alpha ;𝒥)+N\frac{\lambda }{2}q_{12}^2,}`$ (49)
where $`\lambda 0`$. Notice that the quadratic interaction gives a large weight to the pairs of configurations whose overlap is different from zero. Like in  the idea is to show that, if $`\lambda `$ is not too large, the interaction does not modify the infinite volume free energy density, so that $`q_{12}`$ must be typically close to zero. Indeed, we can prove

###### Theorem 2.

In the region

$`(\lambda +2\alpha E\mathrm{tanh}^2(\beta J))<1,\lambda ,\alpha 0,`$ (50)
one has

$`{\displaystyle \frac{1}{2N}}E\mathrm{ln}Z_N^{(2)}(\beta ,\alpha ,\lambda ;𝒥)=\mathrm{ln}2+\alpha E\mathrm{ln}\mathrm{cosh}(\beta J)+O\left({\displaystyle \frac{1}{N}}\right)`$ (51)
and

$`q_{1\mathrm{}2n}^2q_{12}^2=O\left({\displaystyle \frac{1}{N}}\right).`$ (52)
Of course, this result implies the previous Theorem 2 since, for $`\lambda =0`$,

$$\frac{1}{2N}E\mathrm{ln}Z_N^{(2)}(\beta ,\alpha ,0;𝒥)=\frac{1}{N}E\mathrm{ln}Z_N(\beta ,\alpha ;𝒥).$$

Proof of Theorem 2. First of all, since

$`{\displaystyle \frac{}{\alpha }}{\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)=E\mathrm{ln}\mathrm{cosh}(\beta J){\displaystyle \frac{1}{2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{E\mathrm{tanh}^{2n}(\beta J)}{n}}q_{1\mathrm{}2n}^2,`$ (53)
and

$$q_{1\mathrm{}2n}^2=\frac{1}{N^2}\underset{i,j=1}{\overset{N}{}}E\omega _𝒥^{2n}(\sigma _i\sigma _j)\frac{1}{N^2}\underset{i,j=1}{\overset{N}{}}E\omega _𝒥^2(\sigma _i\sigma _j)=q_{12}^2,$$
(54)
one can write

$`{\displaystyle \frac{}{\alpha }}(F_{RS}(\beta ,\alpha ;0){\displaystyle \frac{1}{N}}E\mathrm{ln}Z_N){\displaystyle \frac{q_{12}^2}{2}}E\mathrm{ln}(1\mathrm{tanh}^2(\beta J))^1.`$ (55)
Therefore, using convexity of $`\mathrm{ln}Z_N^{(2)}`$ with respect to $`\lambda `$ and the identity

$$\frac{}{\lambda }\frac{1}{2N}E\mathrm{ln}Z_N^{(2)}(\beta ,\alpha ,\lambda ;𝒥)|_{\lambda =0}=\frac{1}{4}q_{12}^2,$$
(56)
one has

$`{\displaystyle \frac{}{\alpha }}\left(F_{RS}(\beta ,\alpha ;0){\displaystyle \frac{E\mathrm{ln}Z_N}{N}}\right){\displaystyle \frac{2E\mathrm{ln}(1\mathrm{tanh}^2(\beta J))^1}{\lambda }}\left({\displaystyle \frac{E\mathrm{ln}Z_N^{(2)}(\lambda )}{2N}}{\displaystyle \frac{E\mathrm{ln}Z_N}{N}}\right).`$ (57)
Next, we need an upper bound for $`1/(2N)E\mathrm{ln}Z_N^{(2)}`$. To this purpose, we take $`\lambda `$ to depend on $`\alpha `$ as $`\lambda (\alpha )=\lambda _02\alpha E\mathrm{tanh}^2(\beta J)`$, and we compute

$`{\displaystyle \frac{d}{d\alpha }}{\displaystyle \frac{1}{2N}}E\mathrm{ln}Z_N^{(2)}(\beta ,\alpha ,\lambda (\alpha );𝒥)={\displaystyle \frac{1}{2}}E\mathrm{tanh}^2(\beta J)q_{12}^2_{\alpha ,\lambda (\alpha )}+E\mathrm{ln}\mathrm{cosh}(\beta J)`$ (58)
$`+{\displaystyle \frac{1}{4N^2}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}E\mathrm{ln}\left[(1+\mathrm{tanh}^2(\beta J)\mathrm{\Omega }_{\alpha ,\lambda (\alpha )}(\sigma _i^1\sigma _j^1\sigma _i^2\sigma _j^2))^24\mathrm{tanh}^2(\beta J)\omega _{\alpha ,\lambda (\alpha )}^2(\sigma _i\sigma _j)\right],`$
where we employed Eq. (14) and the symmetry of $`J`$. Here, the averages refer to the coupled system with parameters $`\alpha ,\lambda (\alpha )`$. Then,

$`{\displaystyle \frac{d}{d\alpha }}{\displaystyle \frac{1}{2N}}E\mathrm{ln}Z_N^{(2)}(\beta ,\alpha ,\lambda (\alpha );𝒥)`$ $``$ $`{\displaystyle \frac{1}{2}}E\mathrm{tanh}^2(\beta J)q_{12}^2_{\alpha ,\lambda (\alpha )}`$
$`+E\mathrm{ln}\mathrm{cosh}(\beta J)+{\displaystyle \frac{1}{2}}\mathrm{ln}(1+E\mathrm{tanh}^2(\beta J)q_{12}^2)`$
$``$ $`E\mathrm{ln}\mathrm{cosh}(\beta J),`$ (60)
where we used Jensen’s inequality to take expectation inside the logarithm, and the elementary estimate

$$\mathrm{ln}(1+x)x.$$

Therefore, integrating between 0 and $`\alpha `$ one has

$`{\displaystyle \frac{1}{2N}}E\mathrm{ln}Z_N^{(2)}(\beta ,\alpha ,\lambda ;𝒥)`$ $``$ $`\alpha E\mathrm{ln}\mathrm{cosh}(\beta J)+{\displaystyle \frac{1}{2N}}\mathrm{ln}{\displaystyle \underset{\{\sigma ^1,\sigma ^2\}}{}}e^{N\lambda _0q_{12}^2/2},`$ (61)
since at $`\alpha =0`$ only the quadratic replica coupling survives in the Hamiltonian. At this point, the proof proceeds exactly like in : one introduces an auxiliary Gaussian standard random variable $`z`$ with probability distribution

$$d\mu (z)=e^{z^2/2}\frac{dz}{\sqrt{2\pi }}$$

and performs a simple rescaling, to write

$`{\displaystyle \frac{1}{2N}}\mathrm{ln}{\displaystyle \underset{\{\sigma ^1,\sigma ^2\}}{}}e^{N\lambda _0q_{12}^2/2}={\displaystyle \frac{1}{2N}}\mathrm{ln}{\displaystyle \underset{\{\sigma ^1,\sigma ^2\}}{}}{\displaystyle e^{\sqrt{\lambda _0N}q_{12}z}𝑑\mu (z)}`$ (62)
$`=\mathrm{ln}2+{\displaystyle \frac{1}{2N}}\mathrm{ln}{\displaystyle \sqrt{\frac{N}{2\pi }}\mathrm{exp}N\left(\frac{y^2}{2}+\mathrm{ln}\mathrm{cosh}\left(y\sqrt{\lambda _0}\right)\right)}.`$ (63)
For $`\lambda _0=\lambda +2\alpha E\mathrm{tanh}^2(\beta J)<1`$, one can employ the inequality

$$2\mathrm{ln}\mathrm{cosh}xx^2$$
(64)
to deduce, from Eqs. (61) and (63),

$$\frac{1}{2N}E\mathrm{ln}Z_N^{(2)}(\beta ,\alpha ,\lambda ;𝒥)\frac{1}{N}\mathrm{ln}EZ_N(\beta ,\alpha ;𝒥)+\frac{1}{4N}\mathrm{ln}\frac{1}{1\lambda _0},$$
(65)
so that Eq. (57) reduces to

$`{\displaystyle \frac{}{\alpha }}\left(F_{RS}(\beta ,\alpha ;0){\displaystyle \frac{E\mathrm{ln}Z_N}{N}}\right)`$ $``$ $`{\displaystyle \frac{2E\mathrm{ln}(1\mathrm{tanh}^2(\beta J))^1}{\lambda }}\left(F_{RS}(\beta ,\alpha ;0){\displaystyle \frac{E\mathrm{ln}Z_N}{N}}\right)`$
$`+O(N^1).`$
As in , this implies

$$\left(F_{RS}(\beta ,\alpha ;0)\frac{E\mathrm{ln}Z_N}{N}\right)=O(N^1),\text{for}\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}2}\alpha E\mathrm{tanh}^2(\beta J)<1,$$
(66)
since

$$\left(F_{RS}(\beta ,\alpha ;0)\frac{E\mathrm{ln}Z_N}{N}\right)|_{\alpha =0}=0.$$

Statement (51) then follows if one notices that, thanks to (65), (66) and to monotonicity of the free energy with respect to $`\lambda `$,

$$F_{RS}(\beta ,\alpha ;0)+O(N^1)=\frac{1}{N}E\mathrm{ln}Z_N\frac{1}{2N}E\mathrm{ln}Z_N^{(2)}(\lambda )F_{RS}(\beta ,\alpha ;0)+O(N^1)$$
(67)
in the region (50). Finally, statement (52) follows from (51) and from convexity of $`E\mathrm{ln}Z_N^{(2)}`$ with respect to $`\lambda `$. $`\mathrm{}`$

## 7 Multi-overlap fluctuations in the annealed region

In the previous section, we proved that the multi-overlap among any $`2n`$ configurations $`\sigma ^{(a_1)},\mathrm{},\sigma ^{(a_{2n})}`$ is typically small, in the annealed region. To study the infinite volume behavior of the multi-overlap fluctuations, we define

$$\eta _N^{a_1\mathrm{}a_{2n}}=\sqrt{N}q_{a_1\mathrm{}a_{2n}}\frac{1}{\sqrt{N}}\underset{i=1}{\overset{N}{}}\sigma _i^{(a_1)}\mathrm{}\sigma _i^{(a_{2n})}.$$

(Due to symmetry under permutation of the indices $`a_i`$, we will always assume them to be ordered as $`a_1<a_2<\mathrm{}<a_{2n}`$.) Then, like for the SK model at high temperature , , , one can prove that the rescaled (multi)-overlaps behave like independent centered Gaussian variables, in the infinite volume limit. Indeed, we prove the following

###### Theorem 3.

In the annealed region (40), the variables $`\eta _N^{a_1\mathrm{}a_{2n}}`$ converge in distribution, as $`N\mathrm{}`$, to a centered Gaussian process $`\eta ^{a_1\mathrm{}a_{2n}}`$ with covariances

$`(\eta ^{a_1\mathrm{}a_{2n}})^2={\displaystyle \frac{1}{12\alpha E\mathrm{tanh}^{2n}(\beta J)}}`$ (68)
$`\eta ^{a_1\mathrm{}a_{2n}}\eta ^{b_1\mathrm{}b_{2n}}=0\text{if}i:a_ib_i`$ (69)
$`\eta ^{a_1\mathrm{}a_{2n}}\eta ^{a_1\mathrm{}a_{2n^{}}}=0\text{if}nn^{}.`$ (70)
Remark Notice that, when the boundary of the annealed region (40) is approached, only the variance of $`\eta ^{a_1a_2}`$ diverges.

Proof of Theorem 3. For simplicity, here we prove only that

$$\varphi _N(u)e^{iu\eta _N^{12}}\mathrm{exp}\left(\frac{u^2}{2(12\alpha E\mathrm{tanh}^2(\beta J))}\right).$$
(71)
The generalization (68) to $`n>1`$ and the proof of the independence (69)-(70) of the limit random variables, though technically heavier, present no additional conceptual difficulty.

The proof is based on the cavity method  (see ,  and, in particular, ), which in essence consists in analyzing what happens when one removes one of the spins, thereby transforming the original system into one of size $`N1`$. As in , the idea is to write down a linear differential equation for $`\varphi _N(u)`$, in the thermodynamic limit. First of all, using symmetry among sites one can write

$`_u\varphi _N(u)=i\eta _N^{12}e^{iu\eta _N^{12}}=i\sqrt{N}\sigma _N^1\sigma _N^2e^{iu\eta _N^{12}}.`$ (72)
Notice that, thanks to Theorem 2 of the previous section,

$$\left|_u\varphi _N(u)\right|(\eta _N^{12})^2^{\frac{1}{2}}C,$$
(73)
uniformly in $`N`$. Then, defining

$$u^{}=u\sqrt{11/N},$$

one has

$`_u\varphi _N(u)`$ $`=`$ $`i\sqrt{N}\sigma _N^1\sigma _N^2\mathrm{exp}\left(iu\sigma _N^1\sigma _N^2/\sqrt{N}+iu^{}\eta _{N1}^{12}\right)`$ (74)
$`=`$ $`u\varphi _N(u)+i\sqrt{N}\sigma _N^1\sigma _N^2e^{iu^{}\eta _{N1}^{12}}+o(1)`$ (75)
where the term $`o(1)`$, vanishing for $`N\mathrm{}`$, arises from the expansion of $`\mathrm{exp}(iu\sigma _N^1\sigma _N^2/\sqrt{N})`$ around $`u=0`$ and from the replacement $`u^{}u`$. Now consider the set

$$𝒜=\{𝒥:\mathrm{}\mu :i_\mu =j_\mu =N\},$$
(76)
where $`i_\mu ,j_\mu `$ are the random site indices appearing in (1). Since the probability of $`𝒜`$ is very close to one,

$$P(𝒜)=1O(1/N),$$

one can write

$`i\sqrt{N}\sigma _N^1\sigma _N^2e^{iu^{}\eta _{N1}^{12}}=i\sqrt{N}\sigma _N^1\sigma _N^2e^{iu^{}\eta _{N1}^{12}}1_𝒜+o(1)`$ (77)
where $`1_𝒜`$ is the indicator function of the set $`𝒜`$. Next, we single out all terms $`J_\nu \sigma _{i_\nu }\sigma _N`$ in the Hamiltonian (1) involving the N-th spin (the number of these terms is a Poisson variable $`\xi _{2\alpha }`$ of mean value $`2\alpha `$) and we rewrite (77) as

$`i\sqrt{N}E{\displaystyle \frac{\mathrm{\Omega }^{}\left(e^{iu^{}\eta _{N1}^{12}}Av\sigma _N^1\sigma _N^2\mathrm{exp}(\beta _{\mathrm{}=1,2}\sigma _N^{\mathrm{}}_{\nu =1}^{\xi _{2\alpha }}J_\nu \sigma _{i_\nu }^{\mathrm{}})\right)}{\mathrm{\Omega }^{}\left(Av\mathrm{exp}(\beta _{\mathrm{}=1,2}\sigma _N^{\mathrm{}}_{\nu =1}^{\xi _{2\alpha }}J_\nu \sigma _{i_\nu }^{\mathrm{}})\right)}}i\sqrt{N}E{\displaystyle \frac{A}{B}},`$ (78)
where $`Av`$ denotes average on the two-valued unbiased variables $`\sigma _N^{\mathrm{}}=\pm 1`$ and $`\mathrm{\Omega }^{}(.)`$ is the Gibbs average for a system with $`N1`$ spins and connectivity parameter $`\alpha ^{}=\alpha (11/(N1))`$<sup>4</sup><sup>4</sup>4This is because the average number of terms appearing in the modified Hamiltonian of the $`N1`$ spin system is $`N\alpha 2\alpha \alpha ^{}(N1)`$. Of course, since we are restricting to the set $`𝒜`$, the indices $`i_\nu `$ are i.i.d. random variables uniformly distributed on $`\{1,\mathrm{},N1\}`$. Now, we show that the denominator $`B`$ in (78) can be replaced by the random variable

$$\stackrel{~}{B}=\underset{\nu =1}{\overset{\xi _{2\alpha }}{}}\mathrm{cosh}^2(\beta J_\nu ),$$
(79)
by neglecting an error term which vanishes in the thermodynamic limit. To this purpose we use the obvious identity

$$E\frac{A}{B}=2E\frac{A}{\stackrel{~}{B}}E\frac{AB}{\stackrel{~}{B}^2}+E\frac{A}{B}\left(\frac{\stackrel{~}{B}B}{\stackrel{~}{B}}\right)^2,$$
(80)
as it was done in . As we will show below, the last term in the r.h.s. vanishes for $`N\mathrm{}`$. The first term is easily computed. Indeed, recalling the mutual independence of the variables $`J_\nu ,i_\nu `$ and using the formula

$$Ea^{\xi _\lambda }=e^{\lambda (1a)},$$

which holds for $`a0`$ if $`\xi _\lambda `$ is a Poisson random variable of mean $`\lambda `$, one finds

$`i\sqrt{N}E{\displaystyle \frac{A}{\stackrel{~}{B}}}`$ $`=`$ $`i\sqrt{N}E\mathrm{\Omega }^{}\left\{e^{iu^{}\eta _{N1}^{12}}\mathrm{sinh}\left(2\alpha E\mathrm{tanh}^2(\beta J){\displaystyle \frac{\eta _{N1}^{12}}{\sqrt{N1}}}\right)\right\}.`$
Then, expanding the $`\mathrm{sinh}(\mathrm{})`$ at first order around zero and recalling that

$$\underset{N}{sup}(\eta _N^{12})^2<\mathrm{},$$

one has

$`i\sqrt{N}E{\displaystyle \frac{A}{\stackrel{~}{B}}}`$ $`=`$ $`2i\alpha E\mathrm{tanh}^2(\beta J)E\mathrm{\Omega }^{}\left\{e^{iu^{}\eta _{N1}^{12}}\eta _{N1}^{12}\right\}+o(1)`$
$`=`$ $`2\alpha E\mathrm{tanh}^2(\beta J)_u\varphi _N(u)+o(1).`$
As for the second term in (80), one finds again

$`i\sqrt{N}E{\displaystyle \frac{AB}{\stackrel{~}{B}^2}}=2\alpha E\mathrm{tanh}^2(\beta J)_u\varphi _N(u)+o(1).`$ (82)
Finally, we show that the last term can be neglected. First of all, one has

$$B1,$$

as it follows from Jensen inequality, interchanging the thermal average $`\mathrm{\Omega }^{}`$ and the exponential in the definition of $`B`$. Therefore,

$`\sqrt{N}\left|E{\displaystyle \frac{A}{B}}\left({\displaystyle \frac{\stackrel{~}{B}B}{\stackrel{~}{B}}}\right)^2\right|\sqrt{N}Ee^{2\beta \xi _{2\alpha }}\left(1{\displaystyle \frac{B}{\stackrel{~}{B}}}\right)^2.`$ (83)
The computation of (83) proceeds in analogy with that of $`EA/\stackrel{~}{B}`$. In this case, however, one finds that the dominant term in the Taylor expansion is of order

$$\frac{1}{\sqrt{N}}(\eta _N^{12})^2=o(1).$$
(84)
Therefore, recalling Eqs. (80), (7), (82), together with Eq. (74), we find that $`\varphi _N(u)`$ solves the linear differential equation

$`\left(12\alpha E\mathrm{tanh}^2(\beta J)\right)_u\varphi _N(u)=u\varphi _N(u)+o(1)`$ (85)
which, together with the obvious initial condition

$$\varphi _N(0)=1,$$
(86)
implies the result (71). $`\mathrm{}`$

## 8 Free energy fluctuations

Is easy to realize that the Viana-Bray model resembles locally a spin glass model on a tree, where the number of branches starting at each node is a Poisson random variable of parameter $`2\alpha `$ and the couplings associated to the branches are i.i.d. random variables $`J_\mu `$. The non-triviality of the Viana-Bray model arises from the presence of loops of length $`O(\mathrm{ln}N)`$ in the underlying graph. For the model on the tree, the computation of the partition function for any disorder realization is elementary,

$`Z_N^{tree}(\beta ,\alpha ;𝒥)=2^N{\displaystyle \underset{\mu =1}{\overset{\xi _{\alpha N}}{}}}\mathrm{cosh}(\beta J_\mu ),`$ (87)
so that

$$\frac{1}{N}E\mathrm{ln}Z_N^{tree}(\beta ,\alpha ;𝒥)=\mathrm{ln}2+\alpha E\mathrm{ln}\mathrm{cosh}(\beta J).$$
(88)
Theorem 1 shows that, in the annealed region, the Viana-Bray model behaves like its tree-like counterpart, as far as only the infinite volume limit of the free energy density is concerned. However, the difference between the two models becomes evident if one looks at the difference between the respective free energies, on the scale $`1/N`$. Indeed, the following result holds:

###### Theorem 4.

Define the random variable

$$\widehat{f}_N(\beta ,\alpha ;𝒥)\mathrm{ln}Z_N(\beta ,\alpha ;𝒥)(N\mathrm{ln}2+\underset{\mu =1}{\overset{\xi _{\alpha N}}{}}\mathrm{ln}\mathrm{cosh}(\beta J_\mu )),$$
(89)
where $`J_1,\mathrm{},J_{\xi _{\alpha N}}`$ are the same couplings which appear in the Hamiltonian (1). In the annealed region (40) $`\widehat{f}_N(\beta ,\alpha ;𝒥)`$ converges in distribution, as $`N\mathrm{}`$, to a non-Gaussian random variable $`\widehat{f}`$ with characteristic function

$`E\mathrm{exp}(is\widehat{f})=\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}is(is1)\mathrm{}(is(2n1)){\displaystyle \frac{\mathrm{ln}(12\alpha E\mathrm{tanh}^{2n}(\beta J))}{(2n)!}}\right\}.`$ (90)
The variance of the limit random variable diverges when the boundary of the annealed region is approached.

Remark It is not difficult to check that, when the infinite connectivity limit is performed as in Section 4, the limit random variable becomes Gaussian (the terms of order higher than $`s^2`$ disappear in the series) and one recovers the well known result of Ref.  for the fluctuations of the SK free energy at zero external field and $`\beta ^{}<1`$.

Proof of Theorem 4. The idea of the proof is to write down a linear differential equation for the characteristic function

$`\varphi _N(\alpha ,s)=E\mathrm{exp}(is\widehat{f}_N).`$ (91)
Of course, for $`\alpha =0`$ both the Viana-Bray and the tree model consist in an empty graph, so that

$$\varphi _N(0,s)=1.$$
(92)
As for the $`\alpha `$ derivative, the computation can be performed along the lines of the computation of $`_\beta A_N(\beta ,\alpha )`$ in Section 3, with the result

$`{\displaystyle \frac{\varphi _N(\alpha ,s)}{\alpha }}=N\varphi _N(\alpha ,s)+{\displaystyle \frac{1}{N}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}Ee^{is\widehat{f}_N}\left(1+\mathrm{tanh}(\beta J)\omega _𝒥(\sigma _i\sigma _j)\right)^{is}.`$ (93)
Since $`|\mathrm{tanh}(\beta J)|<\mathrm{tanh}\beta <1`$, one can expand the r.h.s. in an absolutely convergent Taylor series, using the formula

$$(1+x)^a=1+\underset{n=1}{\overset{\mathrm{}}{}}\frac{a(a1)\mathrm{}(a(n1))}{n!}x^n$$

and write

$`{\displaystyle \frac{\varphi _N(\alpha ,s)}{\alpha }}={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}E\mathrm{tanh}^{2n}(\beta J){\displaystyle \frac{is(is1)\mathrm{}(is(2n1))}{(2n)!}}Ee^{is\widehat{f}}\mathrm{\Omega }_𝒥(Nq_{1\mathrm{}2n}^2).`$ (94)
Notice that, thanks to Theorem 2,

$$Nq_{1\mathrm{}2n}^2Nq_{12}^2\underset{N}{sup}Nq_{12}^2<\mathrm{}$$

and the derivative in (94) can be bounded uniformly in $`N`$. Next, we can replace $`\mathrm{\Omega }_𝒥(Nq_{1\mathrm{}2n}^2)`$ with $`Nq_{1\mathrm{}2n}^2`$. Indeed, thanks to Theorem 3 of the previous section,

$`(\mathrm{\Omega }_𝒥(Nq_{1\mathrm{}2n}^2)Nq_{1\mathrm{}2n}^2)^2=(\eta _N^{1\mathrm{}2n})^2(\eta _N^{2n+1\mathrm{}4n})^2(\eta _N^{1\mathrm{}2n})^2^2=o(1).`$ (95)
Therefore, denoting by $`\varphi `$ the infinite volume limit of $`\varphi _N`$, one has

$`{\displaystyle \frac{\varphi (\alpha ,s)}{\alpha }}={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{is(is1)\mathrm{}(is(2n1))}{(2n)!}}{\displaystyle \frac{E\mathrm{tanh}^{2n}(\beta J)}{12\alpha E\mathrm{tanh}^{2n}(\beta J)}}\varphi (\alpha ,s),`$ (96)
from which the statement of the theorem follows after integration with respect to $`\alpha `$. $`\mathrm{}`$

## 9 Outlook and conclusions

In this paper, we have provided a complete picture of the high temperature or low connectivity phase of the Viana-Bray model, where annealing holds. Breaking of annealing is forecasted by the divergence of fluctuations of the free energy density (on the scale $`1/N`$) and of the two-replica overlap (on the scale $`1/\sqrt{N}`$). On the other hand, the fluctuations of the multi-overlap among $`2n4`$ configurations show no singularity when the boundary of the annealed region is approached.

The high temperature phase of the diluted $`p`$-spin model with $`p>2`$ can be studied with the same techniques, but in this case one does not control the whole expected annealed region. On the other hand, the methods we presented here do not extend directly to the study of the replica symmetric region of the K-sat model, or of the diluted mean field model in presence of a magnetic field. In this case annealing does not hold, even at high temperature, and the random variable $`g`$ which realizes the infimum of the replica symmetric functional is not trivial, as it is well known (see for instance ). We plan to report on this subject in a future paper.

## Appendix

## Appendix A Self-averaging of free energy and ground state energy densities

In this section we prove an upper bound, exponentially small in $`N`$ and independent of $`\beta `$, for the fluctuations of the disorder dependent free energy density of the Viana-Bray model. Independence of $`\beta `$ implies that the bound holds also for the fluctuations of the ground state energy density. Similar results have been known for a long time in the case of fully connected mean field spin glass models (for instance, see  and references therein) and for some random optimization problems , .

###### Theorem 5.

For any value of $`\beta ,\alpha `$ and $`N`$, one has

$$P\left(\left|\frac{1}{N\beta }\mathrm{ln}Z_N\frac{1}{N\beta }E\mathrm{ln}Z_N\right|u\right)2e^{N\left(u\alpha (1+\frac{u}{\alpha })\mathrm{ln}(1+\frac{u}{\alpha })\right)}.$$
(97)
Remarks The theorem can be immediately extended to the more general class of diluted spin glass models considered in . In particular, for the diluted $`p`$-spin model  with $`p3`$ the above result holds without any modification, while for the K-sat model one has to replace (97) by

$`P\left({\displaystyle \frac{\mathrm{ln}Z_N}{N\beta }}{\displaystyle \frac{E\mathrm{ln}Z_N}{N\beta }}u\right)e^{N\left(u\alpha (1+\frac{u}{\alpha })\mathrm{ln}(1+\frac{u}{\alpha })\right)}u>0`$ (98)
$`P\left({\displaystyle \frac{\mathrm{ln}Z_N}{N\beta }}{\displaystyle \frac{E\mathrm{ln}Z_N}{N\beta }}u\right)e^{N\left(u\alpha (1\frac{u}{\alpha })\mathrm{ln}(1\frac{u}{\alpha })\right)}\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}<u<\alpha `$ (99)
$`P\left({\displaystyle \frac{\mathrm{ln}Z_N}{N\beta }}{\displaystyle \frac{E\mathrm{ln}Z_N}{N\beta }}u\right)=0u\alpha .`$ (100)
(The latter is a simple consequence of the fact that, for the K-sat, $`1/N\mathrm{ln}Z_N\mathrm{ln}2`$ for any disorder realization, and that $`1/NE\mathrm{ln}Z_N\mathrm{ln}2\alpha \beta `$, as it is easily verified from the definition of the model.) In particular, Eqs. (98)-(99) allow to recover the bound given in  for the fluctuations of the minimal fraction of unsatisfied clauses in the K-sat problem.

Proof of Theorem 5. We sketch just the main steps in the proof, since it is very similar in spirit to that given for fully connected models in  , the main difference being that the role of Gaussian integration by parts is replaced here by the properties (13), (14) of Poisson random variables.

Introduce the interpolating parameter $`0t1`$ and define, for $`s`$,

$$\phi _N(t)=\mathrm{ln}E_1\mathrm{exp}\left\{sE_2\mathrm{ln}Z_N(t)\right\},$$
(101)
where

$`Z_N(t)={\displaystyle \underset{\{\sigma \}}{}}\mathrm{exp}\beta \left({\displaystyle \underset{\mu =1}{\overset{\xi _{2\alpha Nt}^1}{}}}J_\mu ^1\sigma _{i_\mu ^1}\sigma _{j_\mu ^1}+{\displaystyle \underset{\nu =1}{\overset{\xi _{2\alpha N(1t)}^2}{}}}J_\nu ^2\sigma _{i_\nu ^2}\sigma _{j_\nu ^2}\right).`$ (102)
Here, all variables with upper index $`1`$ are independent from those with index $`2`$, and $`E_{\mathrm{}}`$ denotes the average

$$E_{\mathrm{}}(.)=E_\xi ^{\mathrm{}}E_{\{J_\mu ^{\mathrm{}}\}}E_{\{i_\mu ^{\mathrm{}}\}}E_{\{j_\mu ^{\mathrm{}}\}}(.),\mathrm{}=1,2.$$

The motivation for the introduction of $`\phi _N(t)`$ is the identity

$`\mathrm{exp}\{\phi _N(1)\phi _N(0)\}=E\mathrm{exp}\left\{s\left(\mathrm{ln}Z_NE\mathrm{ln}Z_N\right)\right\}.`$ (103)
Since we want to bound the r.h.s. of (103), we compute the $`t`$ derivative of $`\phi _N(t)`$. After some straightforward computations, one finds

$`\phi _N^{}(t)=\alpha {\displaystyle \frac{_{i,j=1}^N}{N}}{\displaystyle \frac{E_1\left\{e^{sE_2\mathrm{ln}Z_N(t)}E_J\left(e^{sE_2\mathrm{ln}\omega (e^{\beta J\sigma _i\sigma _j})}1sE_2\mathrm{ln}\omega (e^{\beta J\sigma _i\sigma _j})\right)\right\}}{E_1\mathrm{exp}\left\{sE_2\mathrm{ln}Z_N(t)\right\}}}`$
and, thanks to the trivial bounds

$$\beta E_2\mathrm{ln}\omega (e^{\beta J\sigma _i\sigma _j})\beta $$

one has

$$|\phi _N^{}(t)|\alpha N(e^{|s|\beta }1|s|\beta ).$$
(104)
Putting together Eqs. (104) and (103), employing Tchebyshev’s inequality and optimizing on $`s`$, one finally finds the statement of the theorem. $`\mathrm{}`$

Acknowledgments

F.L.T. wishes to thank in particular Erwin Bolthausen for useful conversations and for his kind invitation to the Institute of Mathematics of the University of Zurich, where a large part of this work was done.

This work was supported in part by Swiss Science Foundation, by MIUR (Italian Minister of Instruction, University and Research), and by INFN (Italian National Institute for Nuclear Physics).


format: text

text:
# Robustness and Predictivity of 4 TeV Unification

## Abstract

The stability of the predictions of two of the standard model parameters, $`\alpha _3(M_Z)`$ and $`\mathrm{sin}^2\theta (M_Z)`$, in a $`M_U4`$ TeV unification model is examined. It is concluded that varying the unification scale between $`M_U2.5`$ TeV and $`M_U5`$ TeV leaves robust all predictions within reasonable bounds. Choosing $`M_U=3.8\pm 0.4`$ TeV gives, at lowest order, accurate predictions at $`M_Z`$. The impact of threshold effects on unification depends on the spectrum of states beyond the standard model.

preprint: June 2003
Introduction

One of the principal motivations for extending the standard model is the GUT gauge hierarchy between the weak scale and the grand unification or GUT scale. A related concern, not addressed here, is the Planck hierarchy between the weak scale and the Planck scale; the model we consider has flat spacetime, vanishing Newton’s constant and infinite Planck scale.

The most popular solution of the GUT hierarchy is low-energy supersymmetry where the three gauge couplings $`\alpha _i(\mu )`$ (i = 1,2,3) run logarithmically from $`\mu =M_Z91`$ GeV, where they are known, up to $`M_{GUT}2\times 10^{16}`$ GeV, where they coincide with impressive accuracy.

In a recently-proposed model, grand unification occurs differently. The three couplings run from $`\mu =M_Z`$ up to a lower unification scale $`M_U4`$ TeV, at which scale the theory is embedded in a larger gauge group $`GSU(3)^{12}`$. The $`SU(3)`$ gauge couplings $`\alpha _j(\mu )`$ (j=1-12) are all equal at $`\mu =M_U`$. The embedding of the standard model gauge group in the larger gauge group $`G`$ provides a group-theoretical explanation for the different values of $`\alpha _i(M_U)`$.

This low-scale unification model also has a top-down inspiration from string theory through the AdS/CFT correspondence  arising from consideration of a Type IIB superstring in d = 10 dimensional spacetime compactified on $`AdS_5\times S^5`$. Using a finite group $`\mathrm{\Gamma }=Z_{12}`$ in an abelian orbifold $`AdS_5\times S^5/\mathrm{\Gamma }`$ gives a quiver gauge theory with gauge group $`SU(N)^{12}`$ either with no supersymmetry $`𝒩=0`$  or with $`𝒩=1`$ supersymmetry

Several issues were left open in : robustness of the predictions under variations of the scale $`M_U`$ (conversely, the accuracy of the predictions at $`\mu =M_Z`$); the size of flavor-changing effects, and the consistency of the additional states around $`MM_U`$ with constraints imposed by precision low-energy data. In this article we shall address all of these issues.

Robustness of Predictions to Variation in $`M_U`$

The calculations of  were done in the one-loop approximation to the renormalization group equations without threshold effects. Because the couplings remain weak this can be self-consistent provided the masses of the new states in the model are sufficiently close to $`M_U`$. Other corrections due to non-perturbative effects, and the effects of large extra dimensions, are outside of the scope of this paper. In one sense the robustness of this TeV-scale unification is almost self-evident, in that it follows from the weakness of the coupling constants in the evolution from $`M_Z`$ to $`M_U`$. That is, in order to define the theory at $`M_U`$, one must combine the effects of threshold corrections ( due to O($`\alpha (M_U)`$) mass splittings ) and potential corrections from redefinitions of the coupling constants and the unification scale. We can then impose the coupling constant relations at $`M_U`$ as renormalization conditions and this is valid to the extent that higher order corrections do not destabilize the vacuum state.

We shall approach the comparison with data in two different but almost equivalent ways. The first is “bottom-up”, where we use as input the requirement that the values of $`\alpha _3(\mu )/\alpha _2(\mu )`$ and $`\mathrm{sin}^2\theta (\mu )`$ are expected to be $`5/2`$ and $`1/4`$, respectively, at $`\mu =M_U`$. Using the experimental ranges allowed for $`\mathrm{sin}^2\theta (M_Z)=0.23113\pm 0.00015`$, $`\alpha _3(M_Z)=0.1172\pm 0.0020`$ and $`\alpha _{em}^1(M_Z)=127.934\pm 0.027`$ from  we have plotted in Figure 1 the values of $`\mathrm{sin}^2\theta (M_U)`$ (vertical axis) and $`\alpha _3(M_U)/\alpha _2(M_U)`$ (horizontal axis) for a range of $`M_U`$ between 1.5 TeV and 8 TeV. Allowing a maximum discrepancy of $`\pm 1\%`$ in $`\mathrm{sin}^2\theta (M_U)`$ and $`\pm 4\%`$ in $`\alpha _3(M_U)/\alpha _2(M_U)`$ as reasonable estimates of corrections, we deduce that the unification scale $`M_U`$ may vary between 2.5 TeV and 5 TeV. Thus the theory is robust in the sense that uncertainty in the renormalization group equations does not effect the existence of unification.

Accuracy of Predictions at $`\mu =M_Z`$

Alternatively, to test of predictivity we fix the unification values at $`M_U`$ of $`\mathrm{sin}^2\theta (M_U)=1/4`$ and $`\alpha _3(M_U)/\alpha _2(M_U)=5/2`$ and compute the resultant predictions at the scale $`\mu =M_Z`$. The results are shown for $`\mathrm{sin}^2\theta (M_Z)`$ in Fig. 2 with the allowed range $`\alpha _3(M_Z)=0.1172\pm 0.0020`$. The precise data on $`\mathrm{sin}^2(M_Z)`$ are indicated in Fig. 2 demonstrating that the model makes correct predictions for $`\mathrm{sin}^2\theta (M_Z)`$. Similarly, in Fig 3, there is a plot of the prediction for $`\alpha _3(M_Z)`$ versus $`M_U`$ with $`\mathrm{sin}^2\theta (M_Z)`$ held within the allowed empirical range. The two quantities plotted in Figs 2 and 3 are consistent for similar ranges of $`M_U`$: both $`\mathrm{sin}^2\theta (M_Z)`$ and $`\alpha _3(M_Z)`$ are within the empirical limits if $`M_U=3.8\pm 0.4`$ TeV.

Precision Electroweak Data

The model has many additional gauge bosons at the unification scale, including neutral $`Z^{^{}}`$’s and charged $`W^{}s`$, which could mediate flavor-changing processes on which there are strong empirical upper limits. The lower bound on a $`Z^{^{}}`$ coupling like the standard $`Z`$ is $`M(Z^{^{}})<1.5`$ TeV  which is below the $`M_U`$ values considered here; however, the couplings of the other $`SU(3)`$ gauge groups associated with $`SU(3)_W`$ have a coupling generically stronger by a factor $`4`$ requiring that $`M(Z^{^{\prime \prime }})<6TeV`$ and hence a real danger of too-strong FCNC. This is, in our view, the tightest constraint on the viability of such conformality models. Full analysis requires commitment to a specific identification of quark flavors in the quiver diagram .

Since there are many new states predicted at the unification scale $`4`$ TeV, there is, in addition, a potential of being ruled out by other precision low energy data, as conveniently studied in terms of the parameters $`S`$ and $`T`$ introduced in , designed to measure departure from the predictions of the standard model. Concerning $`T`$, if the new $`SU(2)`$ doublets are mass-degenerate and hence do not violate a custodial $`SU(2)`$ symmetry, they do not contribute $`T`$. This provides a constraint on the spectrum of new states. According to , a multiplet of degenerate heavy chiral fermions gives a contribution to $`S`$:

$$S=C\underset{i}{}\left(t_{3L}(i)t_{3R}(i)\right)^2/3\pi $$
(1)
where $`t_{3L,R}`$ is the third component of weak isospin of the left- and right- handed component of fermion $`i`$ and $`C`$ is the number of colors. In the present model, the additional fermions are non-chiral and fall into vector-like multiplets and so do not contribute to $`S`$. Provided that the extra isospin multiplets at the unification scale $`M_U`$ are sufficiently mass-degenerate, therefore, there is no conflict of chiral fermions with precision data at low energy.

For contribution of new gauge bosons, we refer to the analysis in . In the limit where the bilepton gauge bosons are degenerate $`M_{++}=M_+`$ the contribution to $`S`$ vanishes except for the subtlety of the pinch contribution. From the formula presented in  we find ($`S|_P`$ is the pinch contribution):

$$S=S_0+S|_P$$
(2)
The first term in Eq.(2) is explicitly:

$`S_0`$ $`=`$ $`16\pi \mathrm{Re}{\displaystyle \frac{\mathrm{\Pi }^{3Y}(m_Z^2)\mathrm{\Pi }^{3Y}(0)}{m_Z^2}}`$ (3)
$`=`$ $`{\displaystyle \frac{9}{4\pi }}[\mathrm{ln}{\displaystyle \frac{M_{++}^2}{M_+^2}}+{\displaystyle \frac{2}{m_Z^2}}(M_{++}^2\overline{F}_0(m_Z^2,M_{++},M_{++})M_+^2\overline{F}_0(m_Z^2,M_+,M_+))`$ (6)
$`+{\displaystyle \frac{4}{3}}\left(\overline{F}_0(m_Z^2,M_{++},M_{++})\overline{F}_0(m_Z^2,M_+,M_+)\right)`$
$`2(\overline{F}_3(m_Z^2,M_{++},M_{++})\overline{F}_3(m_Z^2,M_+,M_+))],`$
in which $`\overline{F}_{0,3}`$ are given by:

$`\overline{F}_0(s,M,m)={\displaystyle _0^1}𝑑x\mathrm{ln}\left((1x)M^2+xm^2x(1x)s\right)\mathrm{ln}Mm`$ (7)
$`=`$ $`\begin{array}{c}\frac{2}{s}\sqrt{(M+m)^2s}\sqrt{s(Mm)^2}\mathrm{tan}\sqrt{\frac{s(Mm)^2}{(M+m)^2s}}+\frac{M^2m^2}{s}\mathrm{ln}\frac{M}{m}2,\hfill \end{array}`$ (9)
and

$`\overline{F}_3(s,M,m)={\displaystyle _0^1}𝑑xx(1x)\mathrm{ln}\left((1x)M^2+xm^2x(1x)s\right){\displaystyle \frac{1}{6}}\mathrm{ln}Mm`$ (10)
$`=`$ $`{\displaystyle \frac{1}{6}}\left[1+{\displaystyle \frac{M^2+m^2}{s}}{\displaystyle \frac{2(M^2m^2)^2}{s^2}}\right]\overline{F}_0(s,M,m)`$ (12)
$`{\displaystyle \frac{1}{6}}\left(1{\displaystyle \frac{2(M^2+m^2)}{s}}\right){\displaystyle \frac{M^2m^2}{s}}\mathrm{ln}{\displaystyle \frac{M}{m}}+{\displaystyle \frac{1}{18}}{\displaystyle \frac{(M^2m^2)^2}{3s^2}}.`$
The second term in Eq.(2) is:

$`S|_P`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}[3\mathrm{ln}{\displaystyle \frac{M_{++}^2}{M_+^2}}+2(1+2\mathrm{sin}^2\theta _W)\overline{F}_0(m_Z^2,M_{++},M_{++})`$ (14)
$`(14\mathrm{sin}^2\theta _W)\overline{F}_0(m_Z^2,M_+,M_+)].`$
From these equations, we find that the contributions of gauge bosons to $`S`$ are suppressed by $`(M_Z/M_U)^210^4`$ and so even for many such new gauge bosons the contribution to $`S`$ is acceptably small provided the $`SU(2)`$ doublets are adequately degenerate.

Threshold Effects

In the above analysis we have assumed all the new states beyond the standard model are essentially mass degenerate at $`M_U`$. More realistically, a subset of the new states may lie below $`M_U`$ and consequently effect the running of the couplings $`\alpha _{3_c,2_L,Y}`$ because of changes in the corresponding renormalization group $`\beta `$functions.

For the chiral fermions there are 48 bifundamental representations under $`SU(3)^{12}`$, some of which are in the light sector of the standard model, but most of which are heavy. We may label them by their transformation properties under $`SU(3)_C\times SU(3)_W\times SU(3)_H`$ and they are shown in Table 1. In the normalization of the $`\beta `$function a factor $`g^3/(16\pi ^2)`$ has been absorbed so that in the three-family minimal standard model (MSM) with one Higgs doublet: $`\beta _{3C}^{MSM}=7,\beta _{2L}^{MSM}=19/6`$ and $`\beta _Y^{MSM}=41/6`$. All the $`\mathrm{\Delta }\beta `$ entries in Table 1 are necessarily positive. Note that $`Y=(2/\sqrt{3})(T_{8W}T_{8H})`$ with $`T_8=\mathrm{diag}(1/\sqrt{12})(1,1,2)`$.

FERMION MULTIPLET $`\mathrm{\Delta }\beta _C`$ $`\mathrm{\Delta }\beta _{2L}`$ $`\mathrm{\Delta }\beta _Y`$  CC: $`(\mathrm{𝟑},\overline{\mathrm{𝟑}})_C`$ 2 0 0  CW: $`5(\mathrm{𝟑}_C,\overline{\mathrm{𝟑}}_W)+2(\overline{\mathrm{𝟑}}_C,\mathrm{𝟑}_W)`$ 7 7 28/3   $`2(\mathrm{𝟑}_C,\overline{\mathrm{𝟑}}_W)+2(\overline{\mathrm{𝟑}}_C,\mathrm{𝟑}_W)`$ 4 4 16/3  CH: $`2(\mathrm{𝟑}_C,\overline{\mathrm{𝟑}}_H)+5(\overline{\mathrm{𝟑}}_C,\mathrm{𝟑}_H)`$ 7 0 28/3   $`2(\mathrm{𝟑}_C,\overline{\mathrm{𝟑}}_H)+2(\overline{\mathrm{𝟑}}_C,\mathrm{𝟑}_H)`$ 4 0 16/3  WW: $`9(\mathrm{𝟑},\overline{\mathrm{𝟑}})_W`$ 0 9 12  HH: $`9(\mathrm{𝟑},\overline{\mathrm{𝟑}})_H`$ 0 0 12  WH: $`9(\mathrm{𝟑}_W,\overline{\mathrm{𝟑}}_H)+6(\overline{\mathrm{𝟑}}_W,\mathrm{𝟑}_H)`$ 0 15 40   $`6(\mathrm{𝟑}_W,\overline{\mathrm{𝟑}}_H)+6(\overline{\mathrm{𝟑}}_W,\mathrm{𝟑}_H)`$ 0 12 32

TABLE 1

For the CW, CH, WH multiplets, the vector-like part in the second row, like all the CC, WW, HH multiplets naturally acquire a mass $`M_U`$. Of the remaining chiral pieces, 45 of the 81 states are light being chiral under the standard model gauge group and the remaining 36 also acquire mass $`M_U`$ under the symmetry breaking $`3^{12}3_C3_W3_H3_C2_L1_Y`$ since they are vector-like under $`3_C2_L1_Y`$. Threshold effects occur when some of the heavy states lie below $`M_U`$. We shall illustrate below, by examples, the magnitude of such effects.

There are 36 bifundamental scalars under $`SU(3)^{12}`$. These transform under the $`SU(3)_C\times SU(3)_W\times SU(3)_H`$ subgroup and contribute to the $`\mathrm{\Delta }\beta _{3C,2L,Y}`$ as shown in Table 2.

SCALAR MULTIPLET $`\mathrm{\Delta }\beta _C`$ $`\mathrm{\Delta }\beta _{2L}`$ $`\mathrm{\Delta }\beta _Y`$  CC: $`(\mathrm{𝟑},\overline{\mathrm{𝟑}})_C`$ 1 0 0    CW: $`4(\mathrm{𝟑}_C,\overline{\mathrm{𝟑}}_W)+(\overline{\mathrm{𝟑}}_C,\mathrm{𝟑}_W)`$ 5/2 5/2 10/3  CH: $`(\mathrm{𝟑}_C,\overline{\mathrm{𝟑}}_H)+4(\overline{\mathrm{𝟑}}_C,\mathrm{𝟑}_H)`$ 5/2 0 10/3  WW: $`4(\mathrm{𝟑},\overline{\mathrm{𝟑}})_W`$ 0 2 8/3  HH: $`4(\mathrm{𝟑},\overline{\mathrm{𝟑}})_H`$ 0 0 8/3  WH: $`10(\mathrm{𝟑}_W,\overline{\mathrm{𝟑}}_H)+7(\overline{\mathrm{𝟑}}_W,\mathrm{𝟑}_H)`$ 0 16 128/3

TABLE 2

All of the scalar representations are real under $`3_C2_L1_Y`$, indeed under $`SU(3)^{12}`$, so all will naturally acquire a mass $`M_U`$. One $`SU(2)_L`$ doublet from the WH row of Table 2 must, however, remain light as the standard Higgs doublet; this is the hierarchy problem.

Threshold effects are generally larger for fermions than for scalars, as seen from Table 1 and 2. Let us therefore illustrate how fermion masses below $`M_U`$ can effect the unification of $`\alpha _{3C}`$, $`\alpha _{2L}`$ and $`\alpha _Y`$.

Without any threshold corrections, the consistent unification of teh three couplings, $`\alpha _{3C,2L,Y}^1`$ is illustrated in Fig. 4.

Whether this unification survives threshold effects depends on the spectrum. We illustrate this by Fig. 5-7. Fig.5 shows all the vector like CH fermions at 2 TeV; Fig. 6 shows all the vector-like WH fermions at 2 TeV. In both cases, unification fails. Fig. 7 shows all the vector-like CW fermions at 2 TeV; here, the unification is consistent at a higher scale $`M_u5`$ TeV. In all cases, $`\alpha _{3C}(M_Z)`$ and $`\mathrm{sin}^2\theta (M_Z)`$ are at their experimental values.

Thus threshold effects are very significant because of the large number of extra states and may spoil unification. When $`\mathrm{\Delta }\beta _{3C},\mathrm{\Delta }\beta _{2L}`$ and $`\mathrm{\Delta }\beta _Y`$ are comparable, unification can remain consistent. Similar results are obtained for threshold effects from the scalar multiplets in Table 2.

Discussion

The plots we have presented clarify the accuracy of the predictions of this TeV unification scheme for the precision values accurately measured at the Z-pole. The predictivity is as accurate for $`\mathrm{sin}^2\theta `$ as it is for supersymmetric GUT models. There is, in addition, an accurate prediction for $`\alpha _3`$ which is used merely as input in SusyGUT models.

At the same time, the accuracy of the predictions remains robust if we allow the unification scale to vary from about 2.5 TeV to 5 TeV.

Threshold effects are large in some cases and may spoil unification, which depend on the spectrum of new states.

In conclusion, since this model ameliorates the GUT hierarchy problem and naturally accommodates three families, it provides a viable alternative to the widely-studied GUT models which unify by logarithmic evolution of couplings up to much higher scales.

Acknowledgments

This work was supported in part by the US Department of Energy under Grant No. DE-FG02-97ER-41036.

Figure Captions

Fig. 1.

Plot of $`\mathrm{sin}^2\theta (M_U)`$ versus $`\alpha _3(M_U)/\alpha _2(M_U)`$ for various choices of $`M_U`$.

Fig.2.

Plot of $`\mathrm{sin}^2\theta (M_Z)`$ versus $`M_U`$ in TeV, assuming $`\mathrm{sin}^2\theta (M_U)=1/4`$ and $`\alpha _3/\alpha _2(M_U)=5/2`$.

Fig.3.

Plot of $`\alpha _3(M_Z)`$ versus $`M_U`$ in TeV, assuming $`\mathrm{sin}^2\theta (M_U)=1/4`$ and $`\alpha _3/\alpha _2(M_U)=5/2`$.

Fig.4.

Plot of $`\alpha _{3C}^1,(2/5)\alpha _{2L}^1,(2/15)\alpha _Y^1`$ versus $`E`$(TeV) with no threshold effects.

Fig.5.

Plot of $`\alpha _{3C}^1,(2/5)\alpha _{2L}^1,(2/15)\alpha _Y^1`$ versus $`E`$(TeV) with all the vector-like CH fermions at 2 TeV.

Fig.6.

Plot of $`\alpha _{3C}^1,(2/5)\alpha _{2L}^1,(2/15)\alpha _Y^1`$ versus $`E`$(TeV) with all the vector-like WH fermions at 2 TeV.

Fig.7.

Plot of $`\alpha _{3C}^1,(2/5)\alpha _{2L}^1,(2/15)\alpha _Y^1`$ versus $`E`$(TeV) with all the vector-like CW fermions at 2 TeV.


text:
# Entanglement concentration by ordinary linear optical devices without post-selection

## Abstract

Recently, entanglement concentrations have been experimently demonstrated by post-selection ( T. Yamamoto et al, Nature, 421, 343(2003), and Z. Zhao et al, Phys. Rev. Lett., 90,207901(2003) ), i.e., to each individual outcome state, one has to destroy it to know whether it has been purified. Here we give proposal for entanglement concentration without any post selection by using only practically existing linear optical devices. In particular, a sophisticated photon detector to distinguish one photon or two photons is not required.

The resource of maximally entangled state(EPR state) plays a fundamentally important role in testing the quantum laws related to the non-locality and in many tasks of quantum information processing such as the quantum teleportation, quantum dense coding, entanglement based quantum key distribution and quantum computation. So far, it is generally believed that the two-photon polarized EPR state is particularly useful in quantum information processing.

If certain type of non-maximally entangled states are shared by distant two parties Alice and Bob initially, the raw states can be distilled into highly entangled states by local quantum operation and classical communication through the entanglement concentration scheme. Although research on such issues have been extensively done theoretically, the feasible experimental schemes and experimental demonstrations of the entanglement concentration are rare. So far, some schemes by linear optical devices have been proposed and some experimental demonstrations have also been reported. In all these schemes, one has to verify that each of the indicator light beams contains $`exactly`$ one photon. However, by our current technology, it’s not likely to really implement a sophisticated detector in the scheme to distinguish one photon or two photon in a light beam. What we can see from a normal photon detector is that whether it is clicked or not. When it is clicked, the measured light beam could contain either exactly one photon or 2 photons in the previously proposed entanglement concentration schemes. In a recent experimental report, the unwanted events that one indicator beam contain two photons are excluded by post selection: Both the two indicator beams and the two outcome beams are measured. If all the 4 detectors are clicked, the maximally entangled state must have been created on the two outcome beams. Such a post selection destroies the outcome itself. That is to say, limited by the available technology of photon detector, one can only verify a maximally entangled state by totally destroying that state. This means, without a sophisticated photon detector, the set-up is not supposed to really produce any maximally entangled state through the entanglement concentration, even though the requested raw states are supplied deterministically. A similar drawback also appears in . The very recent experiment also relies on post-selection.

So far non-post-selection entanglement concentration in polarization space with linear optical devices has never been proposed, though there are some studies on the possibility of the entanglement concentration to continuous variable states through the Gaussification scheme.

In the situation of Ref., the entanglement is in the two level polarization space and all pairs are equally shared by two remotely separated parties. This case is rather important because the polarization entanglement is easy manipulate, e.g., the local rotation operation. Also the assumption of two pair states with unknown $`identical`$ parameters is reasonable in cases such as that Alice sends two halves of EPR pairs to Bob through the same dephasing channel. Note that here each group contains two identical pairs with unknown parameters, the parameters for the pair states in different groups are different. Now we go to the main result of this Letter.

We will show that the following raw state

$`|r,\varphi ={\displaystyle \frac{1}{1+r^2}}(|HH+re^{i\varphi }|VV)(|HH+re^{i\varphi }|VV)`$ (1)
can be probabilistically distilled into maximally entangled state without post selection, even though only normal photon detectors are used. Note that in Eq.(1) $`r>0`$, both $`r`$ and $`\varphi `$ are unknown parameters. In particular, the special case $`r=1`$ is just the one treated in the recent experiment. Since the raw state contains unknown parameters, our purification(concentration) scheme is actually to distill the maximum entanglement from the un-normalized mixed state

$`{\displaystyle _0^{\mathrm{}}}{\displaystyle _0^\pi }|r,\varphi r,\varphi |𝑑r𝑑\varphi .`$ (2)
However, for simplicity we shall use the pure state notation $`|r,\varphi `$, keeping in the mind that both parameters are totally unknown. Consider the schematic diagram, figure 1. This diagram is a modified scheme from the one given by Pan et al in Ref.. However, as we shall see, the modification leads to a totally different result: Our scheme uniquely produces the even-ready maximally entangled state through entanglement purification, provided that the requested state in Eq.(2) is supplied.

Our scheme requires the two fold coincidence event as the indication that the maximally entangled state has been produced on the outcome beams 2’,3’, i.e. whenever both photon detectors $`D_x,D_w`$click, the two outcome beams, beam 2’ and beam 3’ must be in the maximally entangled state:

$`|\mathrm{\Phi }^+_{2^{},3^{}}={\displaystyle \frac{1}{\sqrt{2}}}(|H_2^{}|H_3^{}|+V_2^{}|V_3^{}).`$ (3)
Now we show the mathematical details for the claim above. The polarizing beam splitters transmit the horizontally polarized photons and reflect the vertically polarized photons. For clarity, we use the Schrodinger picture. And we assume the non-trivial time evolutions to the light beams only takes place in passing through the optical devices.

Consider Fig.(1). Suppose initially two remote parties Alice and Bob share two pairs of non-maximally entangled photons as defined by Eq.(1), denoted by photon pair 1,2 and photon 3,4 respectively. The half wave plate HWP1 here is to change the polarization between the horizontal and the vertical. After photon 3 and 4 each pass through HWP1, the state is evolved to:

$`{\displaystyle \frac{1}{1+r^2}}(|HH_{12}+re^{i\varphi }|VV_{12})(|VV_{34}+re^{i\varphi }|HH_{34}).`$ (4)
Furthermore, after the beams pass through the two horizontal polarizing beam splitters( denoted by PBS1), with perfect synchronization, the state is

$`|\chi ^{}={\displaystyle \frac{1}{1+r^2}}(|H_1^{}|H_2^{}+re^{i\varphi }|V_3^{}|V_4^{})(|V_1|V_2+re^{i\varphi }|H_3|H_4).`$ (5)
This can be recast to the summation of three orthogonal terms:

$`|\chi ^{}={\displaystyle \frac{1}{1+r^2}}(|A+|B+|C)`$ (6)
where

$`|A=re^{i\varphi }(|H_1^{}|H_2^{}|H_3^{}|H_4^{}+|V_1^{}|V_2^{}|V_3^{}|V_4^{});`$ (7)
$`|B=|H_1^{}|V_1^{}|H_2^{}|V_2^{};`$ (8)
$`|C=r^2e^{2i\varphi }|H_3^{}|V_3^{}|H_4^{}|V_4^{}.`$ (9)
Obviously, term $`|B`$ means that there is no photon in beam 4’ therefore this term will never click detector $`D_w`$. Consequently term $`|B`$ will never cause the two fold coincidence. Similarly, term $`|C`$ means there is no photon in beam 1’ therefore it will never cause the required two fold coincidence either. Since neither term $`|B`$ nor term $`|C`$ will cause the required two fold coincidence, we disregard these two terms and only consider term $`|A`$ hereafter. The overall factor $`\frac{1}{1+r^2}`$ or $`re^{i\varphi }`$ plays no role in any physical results therefore is replaced by a normalization factor hereafter.

The HWP2 takes a $`\pi /4`$ rotation of the beam’s polarization, i.e., it changes $`|H`$ into $`\frac{1}{\sqrt{2}}(|H+|V)`$ and $`|V`$ into $`\frac{1}{\sqrt{2}}(|H|V)`$. After the beams pass through HWP2, state $`|A`$ is evolved to

$`|\mathrm{\Phi }^+_{1^{\prime \prime }4^{\prime \prime }}|\mathrm{\Phi }^+_{2^{}3^{}}+|\mathrm{\Psi }^+_{1^{\prime \prime }4^{\prime \prime }}|\mathrm{\Phi }^{}_{2^{}3^{}}`$ (10)
where $`|\mathrm{\Phi }^\pm _{ij}=\frac{1}{\sqrt{2}}(|H_i|H_j\pm |V_i|V_j`$ and $`|\mathrm{\Psi }^\pm _{ij}=\frac{1}{\sqrt{2}}(|H_i|V_j\pm |V_i|H_j`$. After pass through the two PBS2 in the figure, $`|A`$ is evolved to state

$`|x|w|\mathrm{\Phi }^+_{2^{}3^{}}+|y|z|\mathrm{\Phi }^+_{2^{}3^{}}+(|x|z+|y|w)|\mathrm{\Phi }^{}_{2^{}3^{}}`$ (11)
where $`|s`$ denote the state of one photon in beam $`s`$, $`s`$ can be $`x,y,z`$ or $`w`$. From the above formula we can see that only the first term will cause the two fold coincidence event that both detectors are clicked. And we see that this term indicates a maximally event-ready entangle state between beam 2’ and 3’, i.e. $`\frac{1}{\sqrt{2}}(|H_2^{}|H_3^{}+|V_2^{}|V_3^{})`$. Note that our result here is independent of the parameters $`r,\varphi `$. Also, the quality of the outcome is not affected by the efficiency of the photon detectors. Actually, the overall efficiency of the scheme can be increased by 4 times with two more photon detectors $`D_y,D_z`$, detecting the beam $`y`$ and beam $`z`$ respectively.

To really produce the event-ready entanglement through our purification scheme one need the deterministic supply of the requested raw states. This is rather challenging a task. However, even without such a deterministic supply, one can still experimentally demonstrate that our scheme $`can`$ produce the event-ready maximally entangled pair $`if`$ the deterministic supply is offered. In a real experiment to demonstrate our scheme, one can probabilistically produce the requested non-maxmally entangled initial state by the type II SPDC process or other processes for the pair 1,2 and the pair 3,4. In such a case it is also possible that actually the pair 1,2 contains nothing while 3,4 contains two pairs, and vice versa. However, one may discard those cases by a post selection, i.e., by studying the 4 fold coincidence. We must point out that, this post selection method does not affect the non-post-selection nature of our scheme: Limitted to the imperfection in the raw state preparation, the experimental motivation here is not the very ambitious one to $`really`$ produce the event-ready maximally entangled pairs, instead, it is to verify that this set-up $`can`$ produce the event-ready maximally entanglement pairs provided that the requested raw state $`|r,\varphi r,\varphi |𝑑r𝑑\varphi `$ is supplied deterministically. The post selection here is only to exclude those events where a wrong raw state had been produced, it is not used to exclude the corrupted outcome due to the imperfection of the devices, such as the yes-no photon detector. Here the manufacturer can claim safely to their customers that the set-up produces event-ready EPR pairs provided that the customers input the requested raw states.

With the SPDC process, the initial state prepared for pair 1,2 and pair 3,4 by Fig.1,2 is

$`|in=2|raw_1+\sqrt{3}|u_1+\sqrt{3}|u_2`$ (12)
where state $`|raw_1=\frac{1}{1+r^2}(a_{1H}^{}a_{2H}^{}+re^{i\varphi }a_{1V}^{}a_{2V}^{})(a_{3H}^{}a_{4H}^{}+re^{i\varphi }a_{3V}^{}a_{4V}^{})|0`$ is just the requested raw state of our entanglement concentrator, $`|u_1=\frac{1}{(1+r^2)\sqrt{3}}(a_{1H}^{}a_{2H}^{}+e^{i\varphi }a_{1V}^{}a_{2V}^{})^2|0`$ and $`|u_2=\frac{1}{(1+r^2)\sqrt{3}}(a_{3H}^{}a_{4H}^{}+e^{i\varphi }a_{3V}^{}a_{4V}^{})^2|0`$. Note that we have omitted the overall normalization factor which plays no role here.

Consider the scheme in Fig.2. Note that R there is a phase shifter which offers a shift $`\theta `$ randomly chosen from $`\{\theta _1=0,\theta _2=\pi /2,\theta _3=\pi /2,\theta _4=\pi \}`$. Therefore the input state is now

$`\rho ={\displaystyle \frac{1}{4}}{\displaystyle \underset{j=1}{\overset{4}{}}}|\theta _j\theta _j|`$ (13)
and $`|\theta _j=2e^{i\theta _j}|raw_1+\sqrt{3}e^{2i\theta _j}|u_1+\sqrt{3}|u_2`$. By a straightforward calculation we have

$`\rho =4|raw_1raw_1|+3|u_1u_1|+3|u_2u_2|.`$ (14)
Therefore the input state is now in a classical probabilistic mixture of the requested raw state $`|raw_1`$ and the unwanted states $`|u_1`$, $`|u_2`$. This is to say, if we input the state for $`1000`$ times, $`400`$ of them are the requested raw state $`|raw_1`$ and 300 of them are $`|u_1`$ and 300 of them are $`|u_2`$. We shall first observe the consequence $`C_1`$ caused by only inputing state $`|u_1u_1|`$ for 300 times, then observe the consequence $`C_2`$ caused by only inputing state $`|u_2u_2|`$ for 300 times. We finally observe the consequence caused by sending $`\rho `$ for 1000 times. This consequence, with subtraction of $`C_1`$ and $`C_2`$, is the net consequence caused by the 400 times inputs of requested raw state $`|raw_1raw_1|`$.

To only input state $`|u_1u_1|`$ we block beam 3,4 and input only the pair 1,2 into the set-up in Fig.2. Suppose we input 300 copies of state $`|u_1u_1|`$. In such a case, the only type of 4-fold clicking is $`(D_x,D_w,D_{2H},D_{3V})`$. Suppose we have observed $`N`$ times of such kind 4-fold clicking. Other types of four fold simultaneous clicking, $`(D_x,D_w,D_{2H},D_{3H})`$ or $`(D_x,D_w,D_{2V},D_{3V})`$ or $`(D_x,D_w,D_{2V},D_{3H})`$ will never be observed. With the same source, if we rotate both beam 2’ and beam 3’ by $`\pi /4`$ before detection, we shall find $`N/4`$ times of 4-fold events for each of the simultaneous clicking of $`(D_x,D_w,D_{2H},D_{3V})`$, $`(D_x,D_w,D_{2V},D_{3H})`$,$`(D_x,D_w,D_{2H},D_{3H})`$ and $`(D_x,D_w,D_{VH},D_{3V})`$ .

Similarly, if we block beam 1 and 2 and input state $`|u_2u_2|`$ for 300 times, we shall observe $`N`$ times of 4-fold clicking $`(D_x,D_w,D_{2V},D_{3H})`$ and no other types of 4-fold clicking. And also, if we insert a $`\pi /4`$ HWP to both beam 2’ and beam 3’ and repeat the test, we shall find $`N/4`$ times of 4-fold events for each of the simultaneous clicking of $`(D_x,D_w,D_{2H},D_{3V})`$, $`(D_x,D_w,D_{2V},D_{3H})`$,$`(D_x,D_w,D_{2H},D_{3H})`$ and $`(D_x,D_w,D_{VH},D_{3V})`$ .

Keeping these facts in the mind we now consider the test by Fig. 2 with the input state $`\rho `$ given by Eq.(14). We input state $`\rho `$ for 1000 times. Physically, this is equivalently to input each of state $`|raw_1`$, $`|u_1`$ and $`|u_2`$ for 400 times, 300 times and 300 times, respectively. We shall observe $`N`$ times four fold coincidence events events of each of $`(D_x,D_w,D_{2H},D_{3V})`$, $`(D_x,D_w,D_{2V},D_{3H})`$, $`(D_x,D_w,D_{2H},D_{3H})`$, $`(D_x,D_w,D_{2V},D_{3V})`$ without inserting HWP to beam 2’ or beam 3’. However, as we have already known that, among all these 4-fold events, the 300 inputs of $`|u_1u_1|`$ have caused $`N`$ times of 4-fold clicking $`(D_x,D_w,D_{2H},D_{3V})`$; the 300 inputs of $`|u_2u_2|`$ have caused $`N`$ times 4-fold clicking of $`(D_x,D_w,D_{2V},D_{3H})`$. This is to say, the only 4-fold events caused by the 400 times inputs of $`|raw_1raw_1|`$ are just the $`(D_x,D_w,D_{2H},D_{3H})`$ and $`(D_x,D_w,D_{2V},D_{3V})`$. This shows the following conclusion:
Conclusion 1: We shall only observe 4-fold events of either $`(D_x,D_w,D_{2H},D_{3H})`$ or $`(D_x,D_w,D_{2V},D_{3V})`$, $`if`$ the input is deterministically $`|raw_1raw_1|`$.

We then insert a $`\pi /4`$ HWP to both beam 2’ and beam 3’. This time we shall find $`N/2`$ four fold events of $`(D_x,D_w,D_{2H},D_{3V})`$, $`N/2`$ four fold events of $`(D_x,D_w,D_{2V},D_{3H})`$, $`3N/2`$ times of four fold events of $`(D_x,D_w,D_{2H},D_{3H})`$ and $`3N/2`$ times of four fold events of $`(D_x,D_w,D_{2V},D_{3V})`$. However, as we have already known from the previous paragraphs, in such a case the 300 times of inputs of $`|u_1u_1|`$ and $`|u_2u_2|`$ have caused $`N/2`$ times of four fold coincidence events for each of the four types of four fold simultaneous clicking. Therefore the net result caused by the 400 time inputs of $`|raw_1raw_1|`$ is only the four fold events of $`(D_x,D_w,D_{2H},D_{3H})`$ and $`(D_x,D_w,D_{2V},D_{3V})`$, each appearing $`N`$ times. This shows the following conclusion:
Conclusion 2: After inserting a $`\pi /4`$ HWP to both beam 2’ and beam 3’, one shall only only observe 4-fold events of either $`(D_x,D_w,D_{2H},D_{3H})`$ or $`(D_x,D_w,D_{2V},D_{3V})`$, $`if`$ the input is $`|raw_1raw_1|`$.

Combining conclusion 1 and conclusion 2 we conclude that no matter whether we insert $`\pi /4`$ HWP to beam 2’, 3’, the net four fold events caused by $`|raw_1raw_1|`$ are only $`(D_x,D_w,D_{2H},D_{3H})`$ and $`(D_x,D_w,D_{2V},D_{3V})`$. Therefore the non-post-selection entanglement concentrator is demonstrated. In carrying out the experiment, one should make sure $`N`$ large enough so that $`\frac{\sqrt{N}}{N}<<1`$, to reduce the statistical error. This requires that the set-up has to be stable for several hours.

Acknowledgement: We thank Prof. H. Imai for support. We thank Dr K. Matsumoto and Dr A. Tomita for discussions.


text:
# 1 Introduction

## 1 Introduction

As it is well known, according to the standard paradigm  a particle species goes through two main regimes during the cosmological evolution. At early times each constituent of the universe is in thermal equilibrium, a condition which is maintained until the particle interaction rate $`\mathrm{\Gamma }`$ remains larger than the expansion rate $`H`$. At some time, however, $`H`$ will overcome $`\mathrm{\Gamma }`$ because the particles will be so diluted by the expansion that they will not interact anymore. The epoch at which $`\mathrm{\Gamma }=H`$ is called ‘freeze-out’, and after that time the number of particles per comoving volume for that given species will stay constant for the remaining cosmological history. This is how cold dark matter particle relics (neutralinos, for example) are generated. This framework, although simple in principle, can be very complicated in practice. On one hand, we need a particle theory in order to compute $`\mathrm{\Gamma }`$, on the other we have to choose a cosmological model to specify $`H`$. Even a small change in $`\mathrm{\Gamma }`$ and/or $`H`$ would result in a delay or anticipation of the ‘freeze-out’ time of a given particle species and, as a consequence, in a measurable change in the relic abundance observed today.

The standard scenario  assumes that before Big Bang Nucleosynthesis (BBN), the dominant cosmological component was radiation and so the Hubble parameter was evolving according to $`H^2\rho _ra^4`$, where $`\rho _r`$ is the energy density of radiation and $`a`$ is the scale factor of the universe. This is a reasonable assumption, but the available data do not exclude modifications to this scenario. For example, it is conceivable that in the pre-BBN era, a scalar field had dominated the expansion for some time111We mean, of course, after the end of inflation., leaving room to radiation only afterwards. To be more concrete, if we imagine to add a significant fraction of scalar energy density to the background radiation at some time in the past, this would produce a variation in $`H^2`$, depending on the scalar equation of state $`w_\varphi `$.222Remember that the energy density of each cosmological component scales as $`\rho _x/\rho _x^o=(a/a_o)^{3(w_x+1)}`$, if $`w_x`$ is the corresponding equation of state. If $`w_\varphi >w_r=1/3`$, the scalar energy density would decay more rapidly than radiation, but temporarily increase the global expansion rate. This possibility was explicitly considered in Ref. , where it was calculated that a huge enhancement of the relic abundance of neutralinos could be produced in this way.

The effect of an early scalar field dominance on electroweak baryogenesis is discussed in Ref.. An alternative possibility for non-standard ‘freeze-out’ is proposed in Ref..

In this paper we will recall how a period of scalar ‘kination’ (see below) could affect the relic density of neutralinos and discuss if this primordial scalar field could be identified with the Quintessence scalar, i.e. the field thought to be responsible for the present acceleration of the universe . We will find that modifications to the standard Quintessence paradigm are necessary and discuss some concrete examples.

## 2 Scalar field ‘kination’

The early evolution of a cosmological scalar field $`\varphi `$ with a runaway potential $`V(\varphi )`$ is typically characterised by a period of so–called ‘kination’ , during which the scalar energy density

$$\rho _\varphi \frac{\dot{\varphi }^2}{2}+V(\varphi )$$
(1)
is dominated by the kinetic contribution $`E_k=\dot{\varphi }^2/2V(\varphi )`$. After this initial phase, the field comes to a stop and remains nearly constant for some time (‘freezing’ phase), until it eventually reaches an attractor solution333For a detailed discussion of the existence and stability of attractor solutions for general potentials see .. A simple and interesting example is that of inverse power law potentials:

$$V(\varphi )=M^{4+n}\varphi ^n$$
(2)
with $`M`$ a mass scale and $`n`$ a positive number. These potentials exhibit the attractive feature of a stable attractor solution characterised by a constant scalar equation of state

$$w_n=\frac{nw2}{n+2}$$
(3)
which depends only on the exponent $`n`$ in the potential and on the background equation of state $`w`$. Since $`n`$ is positive, the condition $`w_n<w`$ always holds and the scalar field, which can be sub-dominant at the beginning, will eventually overtake the background energy density. This is a welcome feature if we are modelling the present acceleration of the universe through the scalar field dynamics (Quintessence), since during matter domination ($`w=w_m=0`$) the attractor has negative equation of state for any $`n`$.

In general, a scalar field in a cosmological setting obeys the evolution equation

$$\ddot{\varphi }+3H\dot{\varphi }+\frac{dV}{d\varphi }=0$$
(4)
and, for any given time during the cosmological evolution, the relative importance of the scalar energy density w.r.t. to matter and radiation in the total energy density $`\rho `$

$$\rho \rho _m+\rho _r+\rho _\varphi $$
(5)
depends on the initial conditions, and is constrained by the available cosmological data on the expansion rate and large scale structure. As it is well known, the cosmological expansion rate is governed by the Friedmann equation

$$H^2\left(\frac{\dot{a}}{a}\right)^2=\frac{8\pi }{3M_p^2}\rho $$
(6)
where $`\rho `$ includes all the contributions of eq.(5), and we have assumed a spatially flat universe. Then, if we modify the standard picture according to which only radiation plays a role in the post-inflationary era and suppose that at some time $`\widehat{t}`$ the scalar contribution was small but non negligible w.r.t. radiation, then at that time the expansion rate $`H(\widehat{t})`$ should be correspondingly modified444We recall that the available data do not exclude that the scalar contribution could have been important for some time in the pre-BBN era. However, and this is our point, future observations might be able to explore the consequences of this possibility.. Since during the kination phase the scalar to radiation energy density ratio evolves like $`\rho _\varphi /\rho _ra^{3(w_\varphi w_r)}=a^2`$, the scalar contribution would rapidly fall off and leave room to radiation domination.

Is this of any interest to us? The answer is yes, because there is a clear cosmological signature of this early phase: the relic density of neutralinos . The reasoning goes as follows: since the fall off of $`\rho _\varphi `$ is so rapid during kination, we can respect the BBN bounds and at the same time keep a significant scalar contribution to the total energy density just few red-shifts before. For example, a scalar to radiation ratio $`\rho _\varphi /\rho _r=0.01`$ at BBN ($`z10^9`$) would imply $`\rho _\varphi /\rho _r=0.1`$ at $`z3.16\times 10^9`$ and $`\rho _\varphi /\rho _r=1`$ at $`z10^{10}`$, if the scalar field is undergoing a kination phase. As extensively discussed in , calculations of the relic densities of dark matter (DM) particles are usually done under the assumption that the universe is dominated by radiation while they decouple from the primordial plasma and reach their final relic abundance. However, as we have seen, it is conceivable that the scalar energy density respects the BBN bounds and at the same time contributes significantly to the total energy density at the time DM particles decouple. Indeed, an increase in the expansion rate $`H`$ due to the additional scalar contribution would anticipate the decoupling of particle species and result in a net increase of the corresponding relic densities. As shown in , a scalar to radiation energy density ratio $`\rho _\varphi /\rho _r0.01`$ at BBN would give an enhancement of the neutralino codensity of roughly three orders of magnitude.

## 3 Quintessence?

As discussed in the previous section, the enhancement of the relic density of neutralinos requires that at some early time the scalar energy density was dominating the Universe. This fact raises a problem if we want to identify the scalar contribution responsible for this phenomenon with the Quintessence field  which (we suppose) accelerates the Universe today. Indeed, the scalar initial conditions are crucial to establish the scalar energy density contribution at any time.

In particular, the range of initial conditions which give rise to a non-negligible Quintessence contribution at present is huge but nonetheless does not include the case of a dominating scalar field at the beginning. In other words, the initial conditions must be such that the scalar energy density is sub-dominant (or, at most, of the same order of magnitude of $`\rho _r`$) at the beginning, if we want the Quintessence field to reach the cosmological attractor in time to be responsible for the presently observed acceleration of the expansion . For initial conditions ρϕ

>

ρr

>

subscript𝜌italic-ϕsubscript𝜌𝑟\rho_{\phi}\mathrel{\vbox{\hbox{$>$}\nointerlineskip\hbox{$\sim$}}}\rho_{r} we obtain the so-called ‘overshooting’ behaviour: the scalar field rapidly rolls down the potential and after the kination stage remains frozen at an energy density which is much smaller than the critical one. The larger is the ratio $`\rho _\varphi /\rho _r`$ at the beginning, the smaller will be the ratio $`\rho _\varphi /\rho _c^o`$ today.

There is also another situation in which the attractor is not reached in time. If the initial conditions are such that ρϕ

<

ρco

<

subscript𝜌italic-ϕsuperscriptsubscript𝜌𝑐𝑜\rho_{\phi}\mathrel{\vbox{\hbox{$<$}\nointerlineskip\hbox{$\sim$}}}\rho_{c}^{o} (the initial scalar density is smaller than the present critical energy density), then the scalar field would remain frozen throughout the whole cosmological history and join the attractor only beyond the present time. In this case the ratio $`\rho _\varphi /\rho _c^o`$ remains unchanged and smaller than one until today (this the so-called ‘undershooting’ behaviour).

We should notice, however, that these rules strictly apply only to the standard case of a single uncoupled field with an inverse power law potential $`V\varphi ^n`$. As shown in  more complicated dynamics are possible if we relax this hypothesis and consider more general situations. The presence of several scalars and/or of a small coupling with the dark matter fields could modify the dynamics in such a way that the attractor is reached in time even if we started, for example, in the overshooting region.

More fields. Consider a potential of the form

$$V(\varphi _1,\varphi _2)=M^{n+4}\left(\varphi _1\varphi _2\right)^{n/2}$$
(7)
with M a constant of dimension mass. In this case, as discussed first in , the two fields’ dynamics enlarges the range of possible initial conditions for obtaining a quintessential behaviour today. This is due to the fact that the presence of more fields allows to play with the initial conditions in the fields’ values, while maintaining the total initial scalar energy density fixed. Doing so, it is possible to obtain a situation in which for a fixed $`\rho _\varphi ^{in}`$ in the overshooting region, if we keep initially $`\varphi _1=\varphi _2`$ we actually produce an overshooting behaviour, while if we choose to start with $`\varphi _1\varphi _2`$ (and the same $`\rho _\varphi ^{in}`$) it is possible to reach the attractor in time. This different behaviour emerges from the fact that, if at the beginning $`\varphi _2\varphi _1`$ then, in the example at hand, $`V/\varphi _2V/\varphi _1`$ and so $`\varphi _2`$ (the smaller field) will run away more rapidly and tend to overshoot the attractor, while $`\varphi _1`$ (the larger field) will move more slowly, join the attractor trajectory well before the present epoch and drive the total scalar energy density towards the required value555We should specify that this interplay between the two fields is successful only until they both remain smaller than 1 in Planck units. Otherwise, also $`\varphi _1`$ would exit the allowed region for reaching the attractor in time and the behaviour of the total energy density would be worsened w.r.t. the equal fields’ case. This fact can be checked numerically but has also a qualitative explanation. The key of the two-fields mechanism is that one field starts its cosmological evolution far from the attractor region, while the other is kept sufficiently close in order to join it in time. This does not work anymore if both fields start too far away from the attractor (even though on opposite sides). In fact, if we allow $`\varphi _1`$ to become larger than 1 initially, then this would correspond to push it down to the ‘undershooting’ region and prevent it as well to reach the attractor in time.. In figure 2 the comparison between different cosmological evolutions depending on the fields’ initial conditions, keeping $`\rho _\varphi ^{in}`$ fixed, is illustrated.

Interaction. Suppose now that the Quintessence scalar is not completely decoupled from the rest of the Universe. Among the possible interactions, as will be discussed below, two interesting cases are the following:

$$V_b=\frac{b}{2}H^2\varphi ^2\text{or}V_c=c\rho _m\varphi $$
(8)
If we add $`V_b`$ or $`V_c`$ to the potential $`V=M^{n+4}\varphi ^n`$, the cosmological evolution will be accordingly modified. The main effect is that now the potential acquires a (time-dependent) minimum and so the scalar field is prevented from running freely to infinity. As a result, the long freezing phase that characterises the evolution of a scalar field with initial conditions in the overshooting region can be avoided. As can be seen in figure 3, the interactions in eq. (8) drive the scalar field trajectory towards the attractor (in the case of $`V_b`$) or towards $`\rho _m`$ (in the case of $`V_c`$) well before the non-interacting case.

Effective interaction terms like $`V_b`$ in eq. (8) were first introduced in Ref.  and are more recently discussed in Ref. . The point is that supersymmetry breaking effects in the early universe can induce mass corrections to the scalar Lagrangian of order $`H^2`$. Indeed, if a term like $`\delta K\chi ^{}\chi \varphi ^{}\varphi `$ is present in the Kahler potential, where $`\chi `$ is a field whose energy density is dominating the universe, this will result in a correction proportional to $`\rho _\chi \varphi ^{}\varphi `$ in the Lagrangian. Then, if the universe is critical $`\rho _\chi H^2`$ and we obtain a mass correction for $`\varphi `$ which goes like $`\delta VH^2\varphi ^2`$.

The second type of interaction ($`V_c`$ in eq. (8)) emerges in the context of scalar-tensor theories of gravity, in which a metric coupling exists between matter fields and massless scalars666For a detailed discussion of these theories in the context of Quintessence cosmology see, for example, Refs... These theories, expressed in the so-called ‘Einstein frame’ are defined by the action (see, for example, ):

$$S=S_g+S_m$$
(9)
where $`S_m=S_m[\mathrm{\Psi }_m,A^2(\varphi )g_{\mu \nu }]`$ is the matter action which includes the scalar interaction via the multiplicative factor $`A^2(\varphi )`$ before the metric tensor $`g_{\mu \nu }`$, and the gravitational action reads

$$S_g=\frac{1}{16\pi G}d^4x\sqrt{g}[R2g^{\mu \nu }_\mu \varphi _\nu \varphi 2V(\varphi )].$$
(10)
The scalar field equation in this context is modified w.r.t. eq.(4) by the presence of an additional source term

$$\ddot{\varphi }+3H\dot{\varphi }+\frac{1}{2}\frac{dV}{d\varphi }=4\pi G\alpha (\varphi )T$$
(11)
where $`\alpha (\varphi )d\mathrm{log}A(\varphi )/d\varphi `$ and $`T`$ is the trace of the matter energy-momentum tensor $`T^{\mu \nu }`$. The case $`\alpha (\varphi )=0`$ (i.e. $`A(\varphi )=`$ const.) corresponds to the standard scenario with the scalar field decoupled from matter fields; while it can be easily seen that eq.(11) is equivalent to switching on an interaction term like $`V_c`$ of eq. (8), if we choose the function $`A(\varphi )`$ to be an exponential.

As it is well known, introducing an interaction between the matter fields and a light scalar should always done with great care in order to avoid unwanted effects like time variation of constants and modification of gravitational laws (for discussions of these issues in the Quintessence context see Refs.). Limits on the possible values of the couplings $`b`$ and $`c`$ in eq. (8) depend on the details of the theory that originates them and on the cosmological epoch we are considering. Just as a rough estimate, we recall that at the present time solar system measurements impose on metric theories of gravity (see ) an upper bound for $`c`$ of order $`10^1`$.

## 4 Conclusions

In this letter we have shown that modifications to the standard Quintessence paradigm are possible in order to make the Quintessence scalar responsible of an enhancement of the relic density of neutralinos. We have illustrated through specific examples that this can be obtained in two different ways: by considering more scalar fields in the Quintessence fluid and introducing an interaction term in the scalar potential.

Acknowledgements. It is a pleasure to thank Massimo Pietroni for useful comments and discussions.