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# ”quasi-particles” in bosonization theory of interacting fermion liquids at arbitrary dimensions

## Abstract

Within bosonization theory we introduce in this paper a new definition of ”quasi-particles” for interacting fermions at arbitrary space dimenions. In dimensions higher than one we show that the constructed quasi-particles are consistent with quasi-particle descriptions in Landau Fermi liquid theory whereas in one-dimension the ”quasi-particles” are non-perturbative objects (spinons and holons) obeying fractional statistics. The more general situation of Fermi liquids with singular Landau interaction is discussed.

The concept of ”quasi-particles”, as excitations adiabatically connected to excitations in corresponding non-interacting Fermi gas has formed the basis for our understanding of Fermi liquids at dimensions higher than one. Based on Bethe-ansatz solutions of exactly solvable models, it is now understood that similar to fermions in higher dimensions, the low energy behaviours of interacting fermions in one dimension can also be described as gases of ”free”, or quasi-particles, except that these particles are not adiabatically connected to free fermions as in Landau fermi-liquid theory, but are non-perturbative objects called ”spinon” and ”holon” characterizing the spin- and charge- degrees of freedom of the system separately. The spinons and holons are neither fermions or bosons, but are objects obeying fractional(exclusion) statistics.

The purpose of the present paper is to show that the two rather different pictures of ”quasi-particles” in Landau Fermi liquid and in Bethe-ansatz solutions in one dimension, can be understood in bosonization theory by introducing a new definition of ”quasi-particle” operators. Our approach provides a simple way of unifying the two ”quasi-particle” pictures and provides a more general framework of understanding quasi-particles in interacting fermion systems. We shall also discuss the situation of generalized Fermi liquids with singular Landau interaction within our framework.

To warm up we first review briefly bosonization theory in one and higher dimensions. The main idea of bosonization theory is that the low energy excitation spectrum of Fermi and Luttinger liquids can both be described by effective harmonic theories describing elastic deformation of Fermi surfaces. The deformation at position $`\stackrel{}{k}_F`$ on the Fermi surface is described by the coarse-grained Wigner operator

$`\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})={\displaystyle \frac{1}{V}}{\displaystyle \underset{\mathrm{\Lambda }<k<\mathrm{\Lambda }}{}}c_{\stackrel{}{k}_F+k\widehat{k}_F+\stackrel{}{q}/2\sigma }^+c_{\stackrel{}{k}_F+k\widehat{k}_F\stackrel{}{q}/2\sigma },`$where $`V=`$volume, $`\widehat{k}_F`$ is a unit vector along the direction of $`\stackrel{}{k}_F`$ and $`\mathrm{\Lambda }<<k_F`$ is a high momentum cutoff. $`c(c^+)`$ are the usual fermion annihilation(creation) operators. We shall set $`\mathrm{}=1`$ in this paper. Notice that in one dimension $`\stackrel{}{k}_F\pm k_F`$ and $`\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})\rho _{L(R)\sigma }(q)`$, i.e. left and right Fermi points. $`\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})`$’s obey approximate commutation relations

$$[\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q}),\rho _{\stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q}^{})]=\delta ^D(\stackrel{}{q}\stackrel{}{q}^{})\delta ^{D1}(\stackrel{}{k}_F\stackrel{}{k}_F^{})\delta _{\sigma \sigma ^{}}\frac{\stackrel{}{q}.\stackrel{}{k}_F}{m}N_\mathrm{\Lambda }(0),$$
(1)
where $`D`$=dimension and $`N_\mathrm{\Lambda }(0)=N(0)/S_d`$, where $`N(0)`$ is the density of states of spin-$`\sigma `$ fermions on Fermi surface, and $`S_d=𝑑\mathrm{\Omega }=`$ solid angle on the Fermi surface. For computation purpose it is convenient to introduce canonical boson operators $`b^+(b)`$ defined by $`\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})=\left(\frac{|\stackrel{}{k}_F.\stackrel{}{q}|}{m}N_\mathrm{\Lambda }(0)\right)^{\frac{1}{2}}(\theta (\stackrel{}{k}_F.\stackrel{}{q})b_{\stackrel{}{k}_F\sigma }^+(\stackrel{}{q})+\theta (\stackrel{}{k}_F.\stackrel{}{q})b_{\stackrel{}{k}_F\sigma }(\stackrel{}{q}))`$. The $`b(b^+)`$ operators satisfy canonical boson commutation relations.

The low energy physics of the systems is described by effective Hamiltonian $`H=H_0+H_1`$, where $`H_0`$ is the kinetic energy and $`H_1`$ is the interaction. In terms of $`b(b^+)`$ operators, $`H_0`$ takes the form

$$H_0=\frac{1}{V}\underset{\stackrel{}{k}_F,\stackrel{}{q},\sigma }{}\frac{|\stackrel{}{k}_F.\stackrel{}{q}|}{m}b_{\stackrel{}{k}_F\sigma }^+(\stackrel{}{q})b_{\stackrel{}{k}_F\sigma }(\stackrel{}{q}),$$
(2)
where we have linearized the fermion dispersion around the Fermi surface to obtain (2). $`H_1`$ can be written as

$$H_1=\frac{1}{2V}\underset{\stackrel{}{k}_F,\sigma ,\stackrel{}{k}_F^{},\sigma ^{},|\stackrel{}{q}|<\mathrm{\Lambda }}{}f_{\stackrel{}{k}_F\sigma \stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q})\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})\rho _{\stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q}),$$
(3)
where $`f_{\stackrel{}{k}_F\sigma \stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q})`$’s are effective parameters characterizing the residual (marginal) fermion-fermion interactions in the low energy and small wavevector limit. With Eqs. (1) to (3), the Heisenberg equation of motion for $`\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})`$ is

$$\left(i\frac{}{t}+\frac{\stackrel{}{k}_F.\stackrel{}{q}}{m}\right)\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})=\frac{\stackrel{}{k}_F.\stackrel{}{q}}{m}N_\mathrm{\Lambda }(0)\underset{\stackrel{}{k}_F^{}\sigma ^{}}{}f_{\stackrel{}{k}_F\sigma \stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q})\rho _{\stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q}),$$
(4)
and is the same as Landau transport equation for quasi-particles in Fermi liquid theory in the $`\stackrel{}{q}0`$ limit where $`f_{\stackrel{}{k}_F\sigma \stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q}0)`$ can be identified as Landau parameters. The same form of equation of motion for $`\rho _{L(R)\sigma }(q)`$ is also obtained at one dimension.

Although the equations of motion have the same form at one and higher dimensions, the resulting eigen-state spectrums are very different. At higher dimensions there are two kinds of eigen-state solutions to Eq. (4), the particle-hole continuum and collective modes. The particle-hole continuum are eigenstates adiabatically connected to the particle-hole spectrum of non-interacting fermions, whereas collective modes are non-perturbative eigenstates that disappear in the absence of interaction. The validity of Fermi liquid theory is warranted by the existence of adiabatic particle-hole spectrum. In one dimension only non-perturbative collective density and spin wave excitations exist. The collective excitations are not adiabatically connected to excitation spectrum of non-interacting fermions showing that the systems are not Landau Fermi liquids.

Next we consider the construction of quasi-particle operators. Our goal is to search for a bosonization representation of the quasi-particle operator that is valid in the low energy, long wave length limit. To gain insight we first consider non-interacting fermions. In the spirit of Landau Fermi liquid theory we consider a (spin-$`\sigma `$) quasi-particle wavepacket with momentum $`\stackrel{}{k}_F`$ at position $`\stackrel{}{r}`$. Notice that quantum mechanics requires that there exist uncertainties $`\delta r\mathrm{\Lambda }^1`$ and $`\delta k\mathrm{\Lambda }`$ in the position and momentum of the particle. For non-interacting fermions the quasi-particle wavepacket can be identified as a free spin-$`\sigma `$ fermion wavepacket described by

$`\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r}){\displaystyle \frac{1}{2\pi }}{\displaystyle _\mathrm{\Lambda }^\mathrm{\Lambda }}k^{D1}𝑑ke^{ik\widehat{k}_F.\stackrel{}{r}}c_{\stackrel{}{k}_F+k\widehat{k}_F\sigma },`$where we have assumed that there is no uncertainty in the direction $`\widehat{k}_F`$. In the limit $`\mathrm{\Lambda }<<k_F`$ it is easy to see that the wave-packet operator satisfies the equation of motion

$$i\frac{}{t}\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r})=[\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r}),H_o\mu N]=\frac{i\stackrel{}{k}_F.}{m}\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r})+O(\mathrm{\Lambda }/k_F).$$
(5)
where $`N=`$ number of particles and $`\mu `$ is the chemical potential.

We shall now show that we can use Eq. (5), which specifies the dynamics of a free-particle wavepacket, as the definition of quasi-particle operators for free fermions in bosonization theory. To see this we write $`\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r})=\widehat{f}_{\widehat{k}_F}e^{J_{\stackrel{}{k}_F\sigma }(\stackrel{}{r})}`$, where $`J_{\stackrel{}{k}_F\sigma }(\stackrel{}{r})_\stackrel{}{q}\alpha _{\stackrel{}{k}_F\sigma }(\stackrel{}{q},\stackrel{}{r})\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})`$ is a linear combination of $`\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})`$ operators, i.e. $`\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r})`$ represents a coherent state of bosonic waves in bosonization theory. $`\widehat{f}_{\widehat{k}_F}`$ is an operator (Klein factor) introduced to ensure the anti-communication relation between $`\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r})`$ fields in different directions $`\stackrel{}{k}_F`$’s. The linear coefficients $`\alpha `$’s characterizing $`J_{\stackrel{}{k}_F\sigma }(\stackrel{}{r})`$ are determined by requiring that $`\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r})`$ satisfies the equation of motion (5) with the bosonized $`H_0`$ (Eq. (2)). After some straightforward algebra, we obtain

$$J_{\stackrel{}{k}_F\sigma }(\stackrel{}{r})(e^{})\frac{1}{V}\underset{\stackrel{}{q}}{}\frac{me^{i\stackrel{}{q}.\stackrel{}{r}}}{N_\mathrm{\Lambda }(0)\stackrel{}{k}_F.\stackrel{}{q}}\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q}),$$
(6)
where $`e^{}`$ is an arbitrary number that is not fixed by the equation of motion. The meaning of $`e^{}`$ can be seen by examining the communication relation between $`\psi `$ operator and the total charge operator $`\rho (\stackrel{}{q})=_{\stackrel{}{k}_F,\sigma }\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})`$. We obtain

$`[\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r}),\rho (\stackrel{}{q})]=(e^{})e^{i\stackrel{}{q}.\stackrel{}{r}}\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r}),`$showing that $`e^{}`$ represents the charge carried by the quasi-particle and is equal to one for free fermions. The reason why we cannot determine $`e^{}`$ by the equation of motion is that the solutions of Eq. (5) represent coherent superposition of boson waves travelling with constant velocity $`\stackrel{}{v}_F=\stackrel{}{k}_F/m`$, and superposition of different solutions is again a solution to the equation. We note that in usual bosonization theory $`\psi _\sigma (\stackrel{}{r})=_{\stackrel{}{k}_F}\psi _{\stackrel{}{k}_F\sigma }(\stackrel{}{r})`$ is identified as the bosonization representation of fermion operator and is usually derived by requiring that $`\psi _\sigma (\stackrel{}{r})`$ satisfies the correct commutation relation with the density operator. We define $`\psi _\sigma (\stackrel{}{r})`$ as the quasi-particle operator through the equation of motion in our approach. For free fermions the two definitions give identical result.

In the presence of interaction we define quasi-particle operators as operators representing coherent states of bosonic waves satisfying equations of motion of form

$$i\frac{}{t}\psi _{\stackrel{}{k}_F\gamma }^{(Q)}(\stackrel{}{r})=[\psi _{\stackrel{}{k}_F\gamma }^{(Q)}(\stackrel{}{r}),H\mu N]i\stackrel{}{v}_\gamma .\psi _{\stackrel{}{k}_F\gamma }^{(Q)}(\stackrel{}{r})+O(\mathrm{\Lambda }/k_F).$$
(7)
where $`H`$ is the full bosonized Hamiltonian and $`\gamma `$ is a branch index. $`\stackrel{}{v}_\gamma \stackrel{}{k}_F/m_\gamma `$ is the velocity of branch $`\gamma `$ quasi-particles at position $`\stackrel{}{k}_F`$ on the Fermi surface. The nature of the different branches and corresponding $`\stackrel{}{v}_\gamma `$ are determined self-consistently by requiring that $`\psi _{\stackrel{}{k}_F\gamma }^{(Q)}(\stackrel{}{r})`$ satisfies the equation of motion (7). Writing $`\psi _{\stackrel{}{k}_F\gamma }^{(Q)}(\stackrel{}{r})=\widehat{f}_{\widehat{k}_F}e^{J_{\stackrel{}{k}_F}^{(Q)}(\gamma ,\stackrel{}{r})}`$ where $`J_{\stackrel{}{k}_F\sigma }(\stackrel{}{r})_\stackrel{}{q}\alpha _{\stackrel{}{k}_F\sigma }(\stackrel{}{q},\stackrel{}{r})\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})`$ as before, we obtain from (7) a linear eigenvalue equation for the coefficents determining $`\alpha `$. The nature of the quasi-particle branches and $`\stackrel{}{v}_\gamma `$ are determined by the eigenvectors and eigenvalues of the eigenvalue equation.

To illustrate we consider interacting fermions at dimensions $`D>1`$. A easy way to obtain the quasi-particle operators is to notice that at dimenions higher than one, a continuous spectrum of particle-hole pair solution $`\overline{\rho }_{\stackrel{}{p}_Fs}(\stackrel{}{q})=\rho _{\stackrel{}{p}_Fs}(\stackrel{}{q})+_{\stackrel{}{k}_F\sigma }\xi _{\stackrel{}{p}_Fs\stackrel{}{k}_F\sigma }(\stackrel{}{q})\rho _{\stackrel{}{k}_F\sigma }(\stackrel{}{q})`$ to Eq. (4) exists, with eigen-energy $`ϵ=\stackrel{}{p}_F.\stackrel{}{q}/m`$ and

$`\xi _{\stackrel{}{p}_Fs\stackrel{}{k}_F\sigma }(\stackrel{}{q})={\displaystyle \frac{1}{V}}\left({\displaystyle \frac{\frac{\stackrel{}{p}_F.\stackrel{}{q}}{m}}{\frac{\stackrel{}{k}_F.\stackrel{}{q}}{m}\frac{\stackrel{}{p}_F.\stackrel{}{q}}{m}}}\right)N_\mathrm{\Lambda }(0)A_{\stackrel{}{k}_F\sigma \stackrel{}{p}_Fs}(\stackrel{}{q}),`$where $`A_{\stackrel{}{k}_F\sigma \stackrel{}{p}_Fs}(\stackrel{}{q})`$ is the quasi-particle scattering matrix in Landau Fermi Liquid theory. A quasi-particle operator with momentum $`\stackrel{}{p}_F`$, $`\psi _{\stackrel{}{p}_Fs}^{(Q)}(\stackrel{}{r})=\widehat{f}_{\widehat{p}_F}e^{J_{\stackrel{}{p}_F}^{(Q)}(s,\stackrel{}{r})}`$ satisfying equation of motion (7) can be obtained by choosing

$$J_{\stackrel{}{p}_F}^{(Q)}(s,\stackrel{}{r})=\frac{1}{V}\underset{\stackrel{}{q}}{}\frac{me^{i\stackrel{}{q}.\stackrel{}{r}}}{N_\mathrm{\Lambda }(0)\stackrel{}{p}_F.\stackrel{}{q}}\overline{\rho }_{\stackrel{}{p}_F\sigma }(\stackrel{}{q}).$$
(8)
The branch index is given by $`\gamma =s=`$ spin index and $`m_\gamma =m`$ as for non-interacting fermions. The quasi-particle operators constructed this way represent bare-fermions dressed by particle-hole pair excitations (described by the coefficients $`\xi `$) and are adiabatically connected to the non-interacting fermions. Notice that we have set $`e^{}=1`$ to ensure adiabaticity. We expect that the quasi-particle operator constructed this way corresponds to the eigen-quasi-particle state in Fermi liquid theory. To confirm we compute the charge carried by the quasi-particle operator we constructed. We obtain

$$[\psi _{\stackrel{}{p}_Fs}^Q(\stackrel{}{r}),\rho (\stackrel{}{q})]=\left(1\underset{\stackrel{}{k}_F\sigma }{}\xi _{\stackrel{}{k}_F\sigma \stackrel{}{p}_Fs}(\stackrel{}{q})\right)e^{i\stackrel{}{q}.\stackrel{}{r}}\psi _{\stackrel{}{p}_Fs}^Q(\stackrel{}{r}),$$
(9)
suggesting that the charge $`<\rho (\stackrel{}{q})>`$ carried by the quasi-particle excitation is $`<\rho (\stackrel{}{q})>=1_{\stackrel{}{k}_F\sigma }\xi _{\stackrel{}{k}_F\sigma \stackrel{}{p}_Fs}(\stackrel{}{q})`$, in exact agreement with Fermi liquid theory where the $`\xi `$ factors describe screening effect. The same agreement with Fermi liquid theory is also obtained for the current and spin operators.

Next we consider fermions in one dimension. We consider bosonized Hamiltonian $`H`$ with $`\stackrel{}{k}_F\pm k_F=R,L`$ and $`f_{\stackrel{}{k}_F\sigma \stackrel{}{k}_F^{}\sigma ^{}}(\stackrel{}{q})=f_s(q)+f_a(q)\stackrel{}{\sigma }.\stackrel{}{\sigma }^{}`$, i.e., we neglect current-current interactions. The resulting equation of motion (4) for bosonic excitations has two branches of solution with dispersions $`ϵ_{s(a)}(q)=(\sqrt{v_F^2+2f_{s(a)}(q)v_F/\pi })q=v_{s(a)}q`$, where $`v_F=k_F/m`$ and $`s,a`$ represents density and spin wave fluctuations, respectively. Notice that $`v_sv_a`$ as long as $`f_s(q)f_a(q)`$, reflecting general spin-charge separation of interacting fermions at one dimension.

To construct quasi-particle operators we proceed as before and define quasi-particle operators using Eq. (7), with $`\psi _{\stackrel{}{p}_F\gamma }^{(Q)}(\stackrel{}{r})\psi _{L(R)\gamma }^{(Q)}(x)`$, and $`(\stackrel{}{k}_F.)/m\pm v_F/x`$. Writing $`\psi _{L(R)\gamma }^{(Q)}(x)=\widehat{f}_{L(R)}e^{J_{L(R)}^{(Q)}(\gamma ,x)}`$ where $`J^{(Q)}`$ is linear in the $`\rho _{L(R)\sigma }(\stackrel{}{q})`$ operators, we obtain from solving Eq. (7),

$$J_{R(L)}^{(Q)}(\gamma ,x)=\frac{e_\gamma ^{}}{2V}\underset{q}{}\frac{e^{iqx}}{q}\left((\frac{+()1}{\eta _\gamma })(\rho _{L\gamma }(q)+\rho _{R\gamma }(q))+(\rho _{R\gamma }(q)\rho _{L\gamma }(q))\right),$$
(10)
where $`\gamma =s,a`$ and $`\rho _{L(R)[s(a)]}(q)=_\sigma \left[1(\sigma )\right]\rho _{L(R)\sigma }(q)`$ is the coarse-grained density(spin) Wigner operator. Notice that $`\psi _{L(R)s(a)}^{(Q)}(x)`$’s constructed this way represent ”quasi-particles” corresponding to coherent states formed by density (s) and spin (a) bosonic waves separately (spin-charge separation) and are not adiabatically connected to the original fermions. The self-determined quasi-particle velocities $`v_{s(a)}`$ are equal to the corresponding boson density(spin) wave velocities and $`\eta _{s(a)}=v_F/v_{s(a)}`$. The magnitude of charge(spin) carried by the quasi-particle $`e_{s(a)}^{}`$ can be determined if we identify the quasi-particle excitations we constructed as holons ($`\gamma =s`$) and spinons ($`\gamma =a`$) in Bethe Ansatz solutions. The charge(spin) carried by the holon(spinon) equals 1(1/2) and $`e_s^{}=e_a^{}=1`$ correspondingly.

The quasi-particles we constructed carry fractional (excluson) statistics. The statistics of the quasi-particles can be determined directly by examining the commutation rules between quasi-particles. We find that the spin and charge quasi-particles satisfy non-trivial commutation relation among themselves. We obtain

$`\psi _{L(R)\gamma }^{(Q)}(x)\psi _{L(R)\gamma }^{(Q)}(x^{})=e^{(i\pi /\eta _\gamma )sgn(xx^{})}\psi _{L(R)\gamma }^{(Q)}(x^{})\psi _{L(R)\gamma }^{(Q)}(x),`$indicating that the charge and spin quasi-particles are exclusons with statistical parameter $`1/\eta _s`$ and $`1/\eta _a`$, respectively, in agreement with previous results.

A natural question that arise is what is the most general criteria that quasi-particle operators can be constructed in a fermionic system at dimensions $`>1`$, given that the low energy dynamics of the system is described by equation of motion of form (4)? This question is important because it has been observed in recent years that non-Fermi liquid behavior appears in certain systems at two dimension, for example, fermions in half-filled Landau level or in strongly fluctuating gauge fields. The low energy physics of these systems are believed to be described by transport equation similar to Eq. (4), except that the effective Landau interactions and corresponding effective masses are frequency dependent and are singular in the $`\omega ,q0`$ limit.

For frequency-independent Landau interactions it can be shown that quasi-particle operators defined by Eq. (7) can be constructed as long as there exists a continuum eigen-spectrum of the equation of motion (4) with eigenenergy $`ϵ_{\stackrel{}{p}_F}(\stackrel{}{q})=\stackrel{}{v}_\gamma .\stackrel{}{q}`$ at small q, at every point $`\stackrel{}{p}_F`$ on the Fermi surface. The solutions may or may not be adiabatically connected to the non-interacting fermions. The physical reason for this requirement is clear: if the low energy excitations of the system is characterized by quasi-particle occupation numbers with quasi-particle dispersion that is continuous across the Fermi surface, then particle-hole spectrum of the form $`ϵ_{\stackrel{}{p}_F}(\stackrel{}{q})=\stackrel{}{v}_\gamma .\stackrel{}{q}`$ must exist for all $`\stackrel{}{p}_F`$ at small $`q`$. What is surprising is that this is also a sufficient condition for existence of quasi-particles in bosonization theory with our definition.

For transport equations with frequency-dependent Landau parameters the above conclusion does not hold because the eigenstates of the transport equations are not orthogonal to each other, although we expect that the conclusion may be qualitatively similar. This seems to be the case for fermions in half-filled Landau level or in fluctuations transverse gauge fields. Notice that in the case when the particle-hole continuum solution is non-perturbative, we expect that some Ward identities derived for Landau Fermi liquids may be violated, and non-Fermi liquid behaviours may appear in the physical response functions.

The author thanks Prof. Y. B. Kim for helpful comments.


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# Consistency of the Shannon entropy in quantum experiments

## I Introduction

Since its introduction in 1948, the Shannon entropy Shannon (1948) has played a central rôle in all branches of communication theory, where it allows a precise and operational definition of useful concepts like transmission rate and channel capacity, and has found many important applications in other branches of science as well Tribus (1979); Zellner (1980). Shannon introduced it to quantify the amount of “uncertainty” or “choice” present in a probability distribution for a set of messages or symbols. In this regard, his entropy possesses some mathematical properties Shannon (1948); Aczél and Daróczy (1975); Wehrl (1978, 1977); Cox (1961); Aczél (1984); Ochs (1976) that correspond to intuitive properties expected from a measure of uncertainty.

In a recent paper Brukner and Zeilinger (2001), however, Brukner and Zeilinger analyse the application of the Shannon entropy to the statistical outcomes of two simple quantum-mechanical thought-experiments and of a non-quantum-mechanical, or ‘classical’, one, and conclude that two particular properties of the Shannon entropy are violated in quantum experiments while holding in classical ones.

This conclusion poses serious limitations when we wish to use the Shannon entropy, because of its particular properties, in quantum-mechanical problems. It would be therefore reasonable to ascertain in which sense or to what extent (if any) the claimed violations occur.

Deep criticisms of the conclusions of Ref. (Brukner and Zeilinger, 2001) have already appeared in the literature, mainly Hall’s Hall (2000) and Timpson’s Timpson (2003a, b). These interesting criticisms are mainly of a theoretical (and partly philosophical) nature, and so do not explain whether or how the concrete and interesting thought-experiments given in Ref. (Brukner and Zeilinger, 2001) really represent a violation of the Shannon entropy’s properties.

The purpose of the present paper is more pragmatic: to re-analyse the experiments presented in Ref. (Brukner and Zeilinger, 2001) and to show *by explicit calculation* that *they present in fact no violation of any property of the Shannon entropy*.

We shall see that the seeming “violations” appear only because the authors of Ref. (Brukner and Zeilinger, 2001) tacitly shift between different contexts (different experimental arrangements), thus misapplying Shannon’s formulae. In order to explain what is meant here by ‘context’, and to make the last point clearer, let us consider the following example:111A less informal example is presented in the published version of this paper, Phys. Rev. A 69, 062108 (2004).

In another Wonderland, Alice is acquainted with two Cheshire Cats: a Frumious one and a very Mome one. The Frumious Cheshire Cat always appears with its tail ($`T`$) first, and then with the rest ($`R`$) of its body (head included), and in these apparitions Alice always observes first only that $`T=2\mathrm{cm}`$, and then that $`R=3\mathrm{cm}`$, hence

$$\text{“ }T+R=5\mathrm{cm}\text{ ”}.$$
(1)
The Mome Cheshire Cat, instead, always appear with its rest ($`R`$) first, and then comes the tail ($`T`$), so that, when meeting it, Alice can first observe that $`R=30\mathrm{cm}`$, and then that $`T=20\mathrm{cm}`$; hence

$$\text{“ }R+T=50\mathrm{cm}\text{ ”}.$$
(2)
Looking at Eqs. (1) and (2), Alice concludes:

$$\text{“ }T+RR+T\text{ ”},$$
(3)
or: “the commutative property of addition is violated for Cheshire Cats”.

Is Alice’s conclusion about the commutative property correct? No. First of all, we see that the content of Eq. (1) is really just “$`2\mathrm{cm}+3\mathrm{cm}=3\mathrm{cm}+2\mathrm{cm}=5\mathrm{cm}`$”, and analogously for Eq. (2), hence the commutative property is in fact clearly satisfied in those equations.

On the other hand, what Alice means by Eq. (3) is just “$`2\mathrm{cm}+3\mathrm{cm}30\mathrm{cm}+20\mathrm{cm}`$”, so that this equation has little to do with the commutative property of addition. In fact Eq. (3), as it is written, makes simply no sense, because the various mathematical symbols therein are inconsistently used: they have different values on the right- than on the left-hand side.

This comes about because Alice tacitly shifts from a given context, where the symbols ‘$`T`$’ and ‘$`R`$’ refer to the Frumious Cheshire Cat and have some values, to a different context, where the same symbols refer to the Mome Cheshire Cat and have different values — but the commutative property of addition is not meant to apply that way. Related to this is the fact that Alice seems to attribute a *temporal* meaning to the *order* in which the summands appear in the additions (1)–(3), but we know that the order of terms in an addition has no temporal meaning. If Alice wishes to express temporal details, she can do so by, e.g., appending subscripts to the symbols, like $`T_t^{}`$, $`R_{t^{\prime \prime }}`$, etc.; in any case she cannot burden the addition operation with meanings that the latter does not have.

Hence, Alice’s incorrect conclusion stems from her using, inconsistently, the *same* symbols $`T`$ and $`R`$ for two different and incompatible logical and experimental contexts. She could have used, e.g., $`T_{\text{Mome},t^{}}`$, $`R_{\text{Frum},t^{\prime \prime }}`$, etc., instead, writing her findings as

$$\begin{array}{c}T_{\text{Mome},t^{}}+R_{\text{Mome},t^{\prime \prime }}=R_{\text{Mome},t^{\prime \prime }}+T_{\text{Mome},t^{}}\hfill \\ \hfill T_{\text{Frum},t^{\prime \prime }}+R_{\text{Frum},t^{}}=R_{\text{Frum},t^{}}+T_{\text{Frum},t^{\prime \prime }},\end{array}$$
(4)
where all symbols are consistently and informatively used and it is clear that no violations of any mathematical property occur.

*In nuce*, an analogous *faux pas* is made in Ref. (Brukner and Zeilinger, 2001), although less apparent, because there instead of the addition we have more complex mathematical functions — probabilities and entropies —, and quantum experiments take the place of the example’s Cheshire-Cats experiments. In the mentioned paper, the authors compare probabilities and Shannon entropies pertaining to different contexts (different experimental arrangements); thus their equations do not pertain to the properties they meant to discuss. To my knowledge, this simple point has hitherto never been noticed in the literature, and will be shown here by explicit calculation.

We shall also investigate how the peculiar reasoning in Ref. (Brukner and Zeilinger, 2001) comes about, and find that it stems from an improper temporal interpretation of the logical symbols ‘$``$’ and ‘$``$’. This point has not been noticed in the literature either.222In fact, even Timpson (Timpson, 2003a, p. 15) seems to attach an improper temporal sense to the logical concept of ‘joint probability’.

It is also clear that such kinds of *seeming* “violations”, arising through mathematical and logical misapplication, can then easily be made to appear not only in quantum experiments, but in classical ones as well, and this will also be shown by simple examples.

For these purposes, some notation and definitions for probabilities and the Shannon entropy will first be introduced, where the rôle of the context — e.g., the given experimental arrangement — is emphasized. Then, after a discussion of the two questioned properties of the entropy, the experiments of Ref. (Brukner and Zeilinger, 2001) will be presented and re-analysed. Finally, two “counter-experiments” will be presented.

## II Definitions and notation

We shall work with probability theory as extended logic (Jeffreys, 1998; Cox, 1961; Jaynes, 2003), so we denote by $`P(al)`$ the probability of the proposition $`a`$ given the prior knowledge $`l`$. This prior knowledge, also called (prior) data or prior information, represents the *context* the proposition refers to. It is useful to write explicitly the prior knowledge — a usage advocated by Keynes Keynes (1921), Jeffreys Jeffreys (1957, 1998), Koopman Koopman (1940a, b, 1957), Cox Cox (1946, 1961, 1979), Good Good (1950), and Jaynes Jaynes (2003) — because the meaning and the probability of a proposition always depend on a given context. Compare, e.g., $`P(`$“Tomorrow it will snow”$``$“We are in Stockholm and it is winter”$`)`$ and $`P(`$“Tomorrow it will snow”$``$“We are in Rome and it is summer”$`)`$.333The relevance of prior knowledge is nicely expressed in the following brief dialogue, which I could not resist quoting, between Holmes and Watson (Doyle, 1891), taking place after the two listened to a client’s statement:   “I think that I shall have a whisky and soda and a cigar after all this cross-questioning. I had formed my conclusions as to the case before our client came into the room.”
“My dear Holmes!”
“\[…\] My whole examination served to turn my conjecture into a certainty. Circumstantial evidence is occasionally very convincing, as when you find a trout in the milk, to quote Thoreau’s example.”
“But I have heard all that you have heard.”
“Without, however, the knowledge of pre-existing cases which serves me so well.”  Even more, the probability of a proposition can be undefined in a given context (i.e., that proposition is meaningless in that context): consider, e.g., $`P(`$“My daughter’s name is Kristina”$``$“I have no children”$`)`$. Common usage tends to omit the context and writes $`P(a)`$ instead of $`P(al)`$, but this usage can in some cases — especially when the context is *variable*, i.e., several different contexts are considered in a discussion — lead to ambiguities, as will be shown.

In particular, a proposition can represent an outcome of an experiment or observation that was, is, or will be, performed. The context in this case consists of all the details of the experimental arrangement and of the theoretical model of the latter which are necessary to assign a probability to that outcome. This is true for both “classical” and “quantum” experiments.

The importance of the context is also evident when considering a set of propositions

$$A\stackrel{\text{def}}{=}\{a_i:i=1,\mathrm{},n_a\}$$
(5)
such that, in the context $`l`$, they are mutually exclusive and exhaustive (i.e., one and only one of them is true). Indeed, it is clear that the propositions may be mutually exclusive and exhaustive in some context while not being such in another. For example, the propositions $`\{`$“A red ball is drawn at the first draw”,“A wooden ball is drawn at the first draw”$`\}`$ are mutually exclusive and exhaustive in the context “Balls are drawn from an urn containing one red plastic ball and one blue wooden ball”, but are neither mutually exclusive nor exhaustive in the context “Balls are drawn from an urn containing one red wooden ball, one red plastic ball, and one blue plastic ball”, and make no sense in the context “Cards are drawn from a deck”.

In the following, propositions which are mutually exclusive and exhaustive in a given context will be called *alternatives*, and their set a *set of alternatives*.444Another name for such a set could be ‘event’ (cf. Tribus Tribus (1961)); Cox uses the terms ‘(inductive) system’ Cox (1961) and (with a slightly more general meaning)‘question’ Cox (1979). Such a set may represent the possible, mutually exclusive outcomes in a given experiment.

The probability distribution for a set of alternatives $`\{a_i:i=1,\mathrm{},n_a\}`$ in the context $`l`$ will be denoted by

$$P(Al)\stackrel{\text{def}}{=}\{P(a_il):i=1,\mathrm{},n_a\},$$
(6)
and has, of course, the usual properties
$$P(a_ia_i^{}l)=0\text{for }ii^{},$$
(7)
$$\underset{i}{}P(a_il)=1,$$
(8)
where the *conjunction* Lewis and Langford (1932); Copi (1959); Hamilton (1993) (sometimes also called ‘logical product’) of $`a`$ and $`b`$ is denoted by $`ab`$.

The Shannon entropy Shannon (1948) is a function of the probability distribution for a given set of alternatives $`A`$ *in a given context $`l`$*. It is defined as

$$H[P(Al)]\stackrel{\text{def}}{=}K\underset{i}{}P(a_il)\mathrm{ln}P(a_il),K>0,$$
(9)
with the usual conventions for the units in which it is expressed and the positive constant $`K`$, and the limiting procedure when vanishing probabilities are present.555Cox Cox (1961, 1979) gives a generalisation of Shannon’s formula which is valid for a general set of not necessarily mutually exclusive propositions. The Shannon entropy can be considered to quantify the amount of “uncertainty” associated with a probability distribution.666A very small sample of the literature on Shannon’s entropy is represented by the work of Kullback Kullback (1959), Rényi Rényi (1970), Aczél et al. Aczél and Daróczy (1975); Aczél (1984), Wehrl Wehrl (1978), Shore et al. Shore and Johnson (1980), Jaynes Jaynes (2003); see also Forte Forte (1984).

Given two sets of alternatives $`A`$ and $`B`$ in the context $`l`$, the set of all conjunctions of the propositions $`\{a_i\}`$ with the propositions $`\{b_j\}`$,

$$AB\stackrel{\text{def}}{=}\{a_ib_j:i=1,\mathrm{},n_a;j=1,\mathrm{},n_b\},$$
(10)
is also a set of alternatives in $`l`$, as follows from the rules of probability theory; it will be called a *composite set*.777I prefer the term ‘composite’ to the term ‘joint’, as the latter seems to bring about improper temporal meanings. Thus the composite probability distribution

$$\begin{array}{c}P(ABl)\stackrel{\text{def}}{=}\{P(a_ib_jl):i=1,\mathrm{},n_a;j=1,\mathrm{},n_b\}\hfill \end{array}$$
(11)
satisfies the properties

$$P\left((a_ib_j)(a_i^{}b_j^{})l\right)=0\text{for }ii^{}\text{ or }jj^{},$$
(12)
$$\underset{ij}{}P(a_ib_jl)=1.$$
(13)
The probability distributions for the sets of alternatives $`A`$, $`B`$, and $`AB`$ in the context $`l`$ are related by the following standard probability rules (see e.g. Jaynes (Jaynes, 2003, Ch. 2), Jeffreys (Jeffreys, 1998, Ch. 1)(Jeffreys, 1957, Ch. 2), Cox (Cox, 1961, Ch. 1))

$$\begin{array}{cc}\hfill P(a_il)& =\underset{j}{}P(a_ib_jl),\hfill \\ \hfill P(b_jl)& =\underset{i}{}P(a_ib_jl)\hfill \end{array}$$
(14a)
(marginal probabilities), and
$$\begin{array}{cc}\hfill P(a_ib_jl)& =P(a_ib_jl)P(b_jl)\hfill \\ & =P(b_ja_il)P(a_il)\hfill \end{array}$$
(14b)
(product rule), from which
$$\begin{array}{cc}& P(a_ib_jl)=\frac{P(a_ib_jl)}{P(b_jl)}\text{if }P(b_jl)0\text{,}\hfill \\ & P(b_ja_il)=\frac{P(a_ib_jl)}{P(a_il)}\text{if }P(a_il)0\hfill \end{array}$$
(14c)
(Bayes’ rule) follow.

All the probability distributions for the sets of alternatives $`A`$, $`B`$, and $`AB`$ have associated Shannon entropies. It is also possible to define the *conditional entropy* of the distribution for $`B`$ relative to the distribution for $`A`$, as follows:

$$\begin{array}{c}H[P(BAl)]\stackrel{\text{def}}{=}\underset{i}{}P(a_il)H[P(Ba_il)]\hfill \\ \hfill =K\underset{i}{}P(a_il)\underset{j}{}P(b_ja_il)\mathrm{ln}P(b_ja_il).\end{array}$$
(15)
An analogous definition is given for $`H[P(ABl)]`$.

## III Properties of the Shannon entropy and quantum experiments

The various Shannon entropies presented in the previous section possess several mathematical properties Shannon (1948); Aczél and Daróczy (1975); Wehrl (1978, 1977); Cox (1961); Aczél (1984); Ochs (1976) which have a fairly intuitive meaning when the Shannon entropy is interpreted as a measure of “uncertainty”. We shall focus our attention on two of these properties which, it is claimed Brukner and Zeilinger (2001), are violated in quantum experiments.

Consider the probability distribution for a composite set of alternatives $`AB`$ in a context $`l`$. The entropy $`H[P(Bl)]`$ and the conditional entropy $`H[P(BAl)]`$ satisfy

$$H[P(Bl)]H[P(BAl)].$$
(16a)
This property (also called *concavity* since it arises from the concavity of the function $`x\mathrm{ln}x`$), intuitively states that the uncertainty of the probability distribution for $`B`$ in the context $`l`$ decreases or remains the same, *on average*, when the context is “updated” because one of the $`\{a_i\}`$ is known to be true. An *intuitive* picture can be given as follows. Imagine that someone performs an experiment (represented by $`l`$) consisting in two observations (represented by the sets $`A`$ and $`B`$), and writes the results of the experiment in an observation record, say, on a piece of paper denoted by ‘$`l`$’, under the headings ‘$`A`$’ and ‘$`B`$’. Now suppose that we know all the details of the experiment except for the outcomes: we have not yet taken a look at the record and are uncertain about what result is written under ‘$`B`$’. If we now read the result written under ‘$`A`$’, our uncertainty about the result under ‘$`B`$’ will decrease or remain the same on average (i.e., in most, though *not all*, cases), since the former result can give us some clues about the latter.
The second property (*strong additivity* Aczél and Daróczy (1975)) reads

$$\begin{array}{cc}\hfill H[P(ABl)]& =H[P(Al)]+H[P(BAl)]\hfill \\ & =H[P(Bl)]+H[P(ABl)],\hfill \end{array}$$
(16b)
and its intuitive meaning is that the uncertainty of the probability distribution for the composite set of alternatives $`AB`$ is given by the sum of the uncertainty of the probability distribution for $`A`$ and the average uncertainty of the updated probability distribution for $`B`$ if one of the $`\{a_i\}`$ is known to be true, or *vice versa*. Using the intuitive picture already proposed, we are initially uncertain about both outcomes written on the record ‘$`l`$’. This uncertainty will first decrease as we read the outcome for ‘$`A`$’, and then disappear completely when we read the outcome for ‘$`B`$’ (given that we do not forget what we have read under ‘$`A`$’). Equivalently, the total uncertainty will first decrease and then disappear as we read first the outcome under ‘$`B`$’ and then the one under ‘$`A`$’.

Three remarks are appropriate here. The first is that *the above are mathematical, not physical, properties*: they are not experimentally observed regularities, but rather follow mathematically, through the properties of basic arithmetical functions like the logarithm, once we put some numbers (the probabilities $`P(a_1l)`$, $`P(b_2l)`$, $`P(b_2a_1l)`$, etc.) into the formulae (9) and (15). In particular, *they can be neither proven nor disproved by experiment*, but only correctly or incorrectly applied. It is for this reason that one suspects that the seeming violations found in Ref. (Brukner and Zeilinger, 2001) are only caused by an incorrect application of the formulae (16); we shall see that this is the case, because in the mentioned paper some probabilities are used in the right-hand sides of Eqs. (16), and (numerically) *different* probabilities in the left-hand sides.

This leads us to the second remark: *the above properties hold when all the probabilities in question refer to the same context*; otherwise, they are not guaranteed to hold. This is because if a specific set of alternatives, in two different contexts, has two different sets of probabilities, then it will yield, in general, two different entropies as well. Hence we cannot expect the formulae (16) to hold if we use, in the left-hand sides, the probabilities relative to a given experiment, and, in the right-hand sides, those relative to a different experiment. This remark amounts simply to saying that the expression ‘$`x+y=y+x`$’ holds only if we give $`x`$ and $`y`$ the same value on both sides (cf. Alice’s example in the Introduction). The (somewhat pedantic) notation $`H[P(Al)]`$ and $`H[P(BAl)]`$, instead of the more common $`H(A)`$ and $`H(BA)`$, is used here to stress this point.

The third remark (cf. also Koopman Koopman (1957)) is that an expression like ‘$`BA`$’ does not imply that “the observation represented by $`A`$ is performed *before* the one represented by $`B`$”; nor does ‘$`AB`$’ mean that the two observations are carried out “simultaneously”. The temporal order of the observations is formally contained in the context $`l`$, and *the symbols ‘$``$’ and ‘$``$’ have a logical, not temporal, meaning*. One must be careful not to confuse logical concepts with mathematical objects or physical procedures, even when there may be some kind of relationship amongst them; this kind of confusion is strictly related to what Jaynes called “the mind projection fallacy” Jaynes (1989, 1990, 2003).

Consider, e.g., the following situation: an urn contains a red, a green, and a yellow ball, and we draw two balls without replacement (this is our context $`l_\text{u}`$). Consider the propositions $`a\stackrel{\text{def}}{=}`$“Red at the first draw”, and $`b\stackrel{\text{def}}{=}`$“Green at the second draw”. Now, suppose that we also know that the second draw yields ‘green’; what is the probability that the first draw yields ‘red’? The answer, to be found in any probability-theory textbook, is $`P(abl_\text{u})=P(abl_\text{u})/P(bl_\text{u})=(1/3)\times (1/2)/(1/3)=1/2`$. We see that *the expression ‘$`ab`$’ does not mean that $`b`$ precedes $`a`$* (nor does it mean that $`b`$ “causes” $`a`$): it just expresses a *logical* connexion. We can also ask: what is the probability of obtaining *first* ‘red’ and *then* ‘green’? The answer is again standard: $`P(abl_\text{u})=1/6`$. We see that *the expression ‘$`ab`$’ does not mean that $`a`$ and $`b`$ happen simultaneously*: it just expresses a *logical* connexion.888We can change the example by considering, instead, the order in which three identically prepared radioactive nuclei, in three different laboratories, will decay. The analysis and the conclusion will nevertheless be the same. ‘Quantumness’ plays no rôle here.

Note that Shannon himself, in his paper, does not attribute any temporal meaning to the conditional or joint entropies, but only the proper logical one. He uses, e.g. (Shannon, 1948, §§11 and 12), the expressions $`H[P(XYl)]`$ and $`H[P(XYl)]`$ (which in his notation are ‘$`H_y(x)`$’ and ‘$`H(x,y)`$’ (Shannon, 1948, §6)) where ‘$`Y`$’ represents the *received* signal, while ‘$`X`$’ represents the signal *source* — i.e., where $`X`$ actually *precedes* $`Y`$.999From Shannon’s paper: “First there is the entropy $`H(x)`$ of the source or of the input to the channel \[…\]. The entropy of the output of the channel, i.e., the received signal, will be denoted by $`H(y)`$. \[…\] The joint entropy of input and output will be $`H(x,y)`$. Finally there are two conditional entropies $`H_x(y)`$ and $`H_y(x)`$, the entropy of the output when the input is known and conversely. Among these quantities we have the relations $`H(x,y)=H(x)+H_x(y)=H(y)+H_y(x)`$” (Shannon, 1948, §11). We may also remark that Shannon’s entropy formulae for channel characteristics are not directly dependent on the actual physical details of the system(s) constituting the channel, which can be classical, quantum, or even made of pegasi and unifauns. Only their statistical properties are directly relevant.

Hence, the conjunction $`a_ib_jb_ja_i`$ (and $`BAAB`$) is commutative even if the matrix product of two operators which can in some way be associated with these propositions is not.

We shall see that these remarks have indeed a bearing on the analysis presented in Ref. (Brukner and Zeilinger, 2001), where the validity of the formulae (16) was analysed in two quantum experiments and a classical one, and it was found that, *seemingly*, Eqs. (16) did not hold in the quantum case, while they still held in the classical one. These experiments will be now presented using first their original notation of Ref. (Brukner and Zeilinger, 2001) (indicated by the presence of quotation marks), which makes no reference to the context, and then re-analysed using the expanded notation introduced above.

### III.1 First quantum experiment

The first quantum experiment (Brukner and Zeilinger, 2001, Fig. 4) runs as follows. Suppose we send a vertically polarised photon through a horizontal polarisation filter. The set of alternatives $`B\stackrel{\text{def}}{=}\{b_{\text{out}},b_{\text{not-out}}\}`$ refers to the photon’s coming out of the filter, with $`b_{\text{out}}\stackrel{\text{def}}{=}`$“The photon comes out of the horizontal filter”, $`b_{\text{not-out}}\stackrel{\text{def}}{=}`$“The photon does not come out of the horizontal filter”. Since we are sure about $`b_{\text{not-out}}`$, i.e., “$`P(b_{\text{not-out}})=1`$”, we have that

$$\text{“ }H(B)=0\text{ ”}.$$
(17)
Then we insert a diagonal ($`45^{\mathrm{}}`$) filter before the horizontal one; the set of alternatives $`A`$ refers to the photon’s coming out of the diagonal filter, with $`a_{\text{out}}`$ and $`a_{\text{not-out}}`$ defined analogously. Now, if we know that the photon has come out of the diagonal filter, we are no longer sure that it will not get through the horizontal filter, and so the uncertainty on $`B`$ is increased by knowledge of $`A`$:

$$\text{“ }H(BA)>0\text{ ”}.$$
(18)
Thus we find

$$\text{“ }0=H(B)<H(BA)\text{ ”}\text{(seemingly)}$$
(19)
and property (16a) is seemingly violated.

Only seemingly, though. The fact that a diagonal filter was considered in the reasoning leading to Eq. (18) but *not* in the reasoning leading to Eq. (17), makes us doubt whether the comparison of the entropies “$`H(B)`$” and “$`H(BA)`$” really corresponds to Eq. (16a): these entropies, in fact, apparently refer to two different experimental arrangements — i.e., to two different contexts. It becomes evident that this is indeed the case if we proceed by calculating numerically and explicitly *all* the probabilities first, and then the entropies, keeping the context in view.

Let us consider again the first experimental set-up, which will be denoted by $`l_{\text{one}}`$, where *only one*, horizontal, filter is present. For the set $`B`$, we have of course that, using our notation,

$$P(b_{\text{out}}l_{\text{one}})=0,P(b_{\text{not-out}}l_{\text{one}})=1,$$
(20)
so that the Shannon entropy is

$$H[P(Bl_{\text{one}})]=H(0,1)=0\mathrm{bit}.$$
(21)
At this point, asking for the probabilities for the set of alternatives $`A`$, we realise that the propositions $`a_{\text{out}}\stackrel{\text{def}}{=}`$“The photon comes out of the diagonal filter” and $`a_{\text{not-out}}\stackrel{\text{def}}{=}`$“The photon does not come out of the diagonal filter” make no sense here, since no diagonal filter is present; consequently, there exist *no* entropies like $`H[P(Al_{\text{one}})]`$ or $`H[P(BAl_{\text{one}})]`$. So in this experimental set-up it is not even meaningful to consider the property (16a).

When we insert a diagonal filter before the horizontal one, we have a new, *different* experimental arrangement, which will be denoted by $`l_{\text{two}}`$. In this new set-up it does make sense to speak of both sets $`A`$ and $`B`$.101010In the original formulation of the example Brukner and Zeilinger (2001), the authors denote “by $`A`$ and $`B`$ the properties of the photon to have polarization at $`+45^{\mathrm{}}`$ and horizontal polarization, respectively”; so that $`A`$ should perhaps be defined as $`\{`$“The photon has diagonal ($`45^{\mathrm{}}`$) polarisation”,“The photon has no diagonal ($`45^{\mathrm{}}`$) polarisation”$`\}`$, and $`B`$ analogously. However, there are problems with these propositions. If the photon is absorbed by the diagonal filter, then it makes no sense to say that the photon has no diagonal polarisation, since the photon is no longer present (note that this problem has nothing to do with the non-existence of properties of a system before an observation: the point is that, if no photon is present, then it does not make sense to speak about its properties anyway). For this reason the alternative propositions $`a_{\text{out}}`$, $`b_{\text{not-out}}`$, etc., have been used here; however, this has not affected the point of the experiment in Ref. (Brukner and Zeilinger, 2001) — namely, the seeming violation of property (16a). Quantum mechanics yields the following probabilities:

$$P(a_{\text{out}}l_{\text{two}})=\frac{1}{2},P(a_{\text{not-out}}l_{\text{two}})=\frac{1}{2},$$
(22)
$$\begin{array}{cc}& P(b_{\text{out}}a_{\text{out}}l_{\text{two}})=\frac{1}{2},\hfill \\ & P(b_{\text{not-out}}a_{\text{out}}l_{\text{two}})=\frac{1}{2},\hfill \end{array}$$
(23)
$$\begin{array}{cc}& P(b_{\text{out}}a_{\text{not-out}}l_{\text{two}})=0,\hfill \\ & P(b_{\text{not-out}}a_{\text{not-out}}l_{\text{two}})=1.\hfill \end{array}$$
(24)
whence, by the product rule, it follows that
$$P(b_{\text{out}}l_{\text{two}})=\frac{1}{4},P(b_{\text{not-out}}l_{\text{two}})=\frac{3}{4}.$$
(25)
At this point we notice that the probabilities for the set $`B`$, Eqs. (25), *differ numerically* from those calculated in the previous set-up, Eqs. (20). This difference forces us to take note of the difference of the set-ups $`l_{\text{one}}`$ and $`l_{\text{two}}`$; if we ignored this, inconsistencies would arise already for the probabilities, even *before* computing any entropy.

The Shannon entropy for the probability distribution for the set $`B`$ appropriate in this context is readily calculated:

$$H[P(Bl_{\text{two}})]=H(\frac{1}{4},\frac{3}{4})0.81\mathrm{bit},$$
(26)
and we see that, in fact, it differs from the one in the first set-up: thus, *in the first quantum example of Ref. *(*Brukner and Zeilinger*,* 2001) the expression “$`H(B)`$” is inconsistently and ambiguously used*.

The conditional entropy relative to $`A`$ is:

$$H[P(BAl_{\text{two}})]=0.5\mathrm{bit},$$
(27)
and, as a consequence,

$$0.81\mathrm{bit}H[P(Bl_{\text{two}})]H[P(BAl_{\text{two}})]=0.5\mathrm{bit},$$
(28)
in accord with the property (16a).

So *no* violations of the property (16a) are found here. Equation (19), from Ref. (Brukner and Zeilinger, 2001), is simply incorrect, and the seeming “violations” that arose from it disappear at once if we write that equation more correctly as

$$H[P(Bl_{\text{one}})]<H[P(BAl_{\text{two}})],$$
(29)
where we see that the left-hand side refers to the set-up $`l_{\text{one}}`$, whereas the right-hand side refers to the different set-up $`l_{\text{two}}`$, so that *the comparison is between entropies relative to different experiments*, and the equation *does not concern property (16a)*. This fact escaped the attention of the authors of Ref. (Brukner and Zeilinger, 2001), partly because the contexts were not explicitly written, and partly because the probabilities were not explicitly calculated (so that the authors did not notice that the probabilities for $`B`$ had two numerically different sets of values). The authors also seem to interpret the expression “$`H(B)`$” as implying that no observation must precede $`B`$, and the expression “$`H(BA)`$” as implying that the observation relative to $`B`$ must be preceded by the one relative to $`A`$. As already remarked, this needs not be the case.

It should be noted that the experimental arrangements $`l_{\text{one}}`$ and $`l_{\text{two}}`$ are *incompatible*, also in the formal sense that their conjunction $`l_{\text{one}}l_{\text{two}}`$ is false. We could erroneously see $`l_{\text{two}}`$ as a “more detailed” description of $`l_{\text{one}}`$, equivalent, for example, to the conjunction of $`l_{\text{one}}`$ *and* the proposition “Moreover, a diagonal polarisation filter is present between the photon source and the horizontal filter”. But this is not the case: $`l_{\text{one}}`$ states that *nothing* is present between the source and the horizontal filter; if it had been otherwise, and $`l_{\text{one}}`$ had left open the possibility that something unknown could be between source and filter (a linear or circular polarisation filter, or a mirror, or an opaque screen, or something else), then we should have assigned a different state to the photon reaching the horizontal filter, and the calculation of the probabilities would have been very different Fuchs (2001).

### III.2 Second quantum experiment

The second experiment (Brukner and Zeilinger, 2001, Fig. 5) is as follows. We send a spin-1/2 particle with spin up along the $`z`$ axis through a Stern-Gerlach apparatus aligned along the axis $`a`$ that lies in the $`xz`$ plane and forms an angle $`\alpha `$ with the $`z`$ axis. Let us denote by $`A`$ the set $`\{a_{\text{up}},a_{\text{down}}\}`$ with $`a_{\text{up}}\stackrel{\text{def}}{=}`$“The particle comes out with spin up along $`a`$ and $`a_{\text{down}}\stackrel{\text{def}}{=}`$“The particle comes out with spin down along $`a`$. We have the following probabilities, in the notation of Ref. (Brukner and Zeilinger, 2001):

$$\text{“ }P(a_{\text{up}})=\mathrm{cos}^2\frac{\alpha }{2},P(a_{\text{down}})=\mathrm{sin}^2\frac{\alpha }{2}\text{ ”},$$
(30)
and a corresponding Shannon entropy which amounts to

$`\text{“ }H(A)=H(\mathrm{cos}^2\frac{\alpha }{2},\mathrm{sin}^2\frac{\alpha }{2})\text{ ”}.`$ (31)
The particle then proceeds to a second Stern-Gerlach apparatus aligned along the $`x`$ axis; let us denote the corresponding set of alternatives by $`B\stackrel{\text{def}}{=}\{b_{\text{up}},b_{\text{down}}\}`$, where $`b_{\text{up}}`$ and $`b_{\text{down}}`$ are defined analogously to $`a_{\text{up}}`$ and $`a_{\text{down}}`$ above. The conditional probabilities for $`B`$ relative to the outcomes for $`A`$ are:

$$\begin{array}{cc}& \text{“ }P(b_{\text{up}}a_{\text{up}})=\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right)\text{ ”},\hfill \\ & \text{“ }P(b_{\text{down}}a_{\text{up}})=\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right)\text{ ”},\hfill \end{array}$$
(32)
$$\begin{array}{cc}& \text{“ }P(b_{\text{up}}a_{\text{down}})=\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right)\text{ ”},\hfill \\ & \text{“ }P(b_{\text{down}}a_{\text{down}})=\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right)\text{ ”},\hfill \end{array}$$
(33)
and we can easily calculate the following Shannon conditional entropy:

$`\text{“ }H(BA)`$ $`=\mathrm{cos}^2\frac{\alpha }{2}\times H(\mathrm{cos}^2\frac{\alpha }{2},\mathrm{sin}^2\frac{\alpha }{2})`$ (34)
$`+\mathrm{sin}^2\frac{\alpha }{2}\times H(\mathrm{sin}^2\frac{\alpha }{2},\mathrm{cos}^2\frac{\alpha }{2})`$
$`=H(\mathrm{cos}^2\frac{\alpha }{2},\mathrm{sin}^2\frac{\alpha }{2})\text{ ”}.`$
The sum of the entropies thus far calculated is

$$\text{“ }H(A)+H(BA)=2H(\mathrm{cos}^2\frac{\alpha }{2},\mathrm{sin}^2\frac{\alpha }{2})\text{ ”}.$$
(35)
Now we suppose to exchange the two Stern-Gerlach apparatus, putting the one along $`x`$ before the one along $`a`$. We then find the following probabilities for $`B`$:

$$\text{“ }P(b_{\text{up}})=\frac{1}{2},P(b_{\text{down}})=\frac{1}{2}\text{ ”},$$
(36)
with the associated Shannon entropy

$`\text{“ }H(B)=H(\frac{1}{2},\frac{1}{2})\text{ ”}.`$ (37)
The conditional probabilities, given by quantum theory, for the set $`A`$ relative to the outcomes for $`B`$ are:

$$\begin{array}{cc}& \text{“ }P(a_{\text{up}}b_{\text{up}})=\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right)\text{ ”},\hfill \\ & \text{“ }P(a_{\text{down}}b_{\text{up}})=\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right)\text{ ”},\hfill \end{array}$$
(38)
$$\begin{array}{cc}& \text{“ }P(a_{\text{up}}b_{\text{down}})=\mathrm{cos}^2(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2})\text{ ”},\hfill \\ & \text{“ }P(a_{\text{down}}b_{\text{down}})=\mathrm{sin}^2(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2})\text{ ”},\hfill \end{array}$$
(39)
and together with the probabilities (36) they lead to the conditional entropy

$`\text{“ }H(AB)`$ $`=\mathrm{sin}^2\frac{\alpha }{2}\times H(\mathrm{sin}^2\frac{\alpha }{2},\mathrm{cos}^2\frac{\alpha }{2})`$ (40)
$`+\mathrm{cos}^2\frac{\alpha }{2}\times H(\mathrm{cos}^2\frac{\alpha }{2},\mathrm{sin}^2\frac{\alpha }{2})`$
$`=H(\mathrm{cos}^2\frac{\alpha }{2},\mathrm{sin}^2\frac{\alpha }{2})\text{ ”}.`$
The sum of the entropies (37) and (40) now yields

$$\text{“ }H(B)+H(AB)=H(\frac{1}{2},\frac{1}{2})+H(\mathrm{cos}^2\frac{\alpha }{2},\mathrm{sin}^2\frac{\alpha }{2})\text{ ”},$$
(41)
but this is in general (e.g. for $`\alpha =\mathrm{\pi }/4`$) different from the sum (35), and thus we find that, in general,

$$\text{“ }H(A)+H(BA)H(B)+H(AB)\text{ ”}\text{(seemingly)},$$
(42)
in seeming contradiction with the property (16b).

However, we notice that two different relative positions of the Stern-Gerlach apparatus were considered, in order to arrive at Eqs. (35) and (41) respectively. This makes the seeming contradiction above just an artifact produced, again, by the comparison of Shannon entropies relative to two different experimental arrangements, analogously to what happened in the experiment with photons previously discussed. Also in this case, this is shown by an explicit calculation of all the probabilities relative to the experiments.

In the first set-up, which can be denoted by $`m`$, we send the spin-1/2 particle to the Stern-Gerlach apparatus oriented along $`a`$ (associated to the set of alternatives $`A`$), which is in turn placed before the one oriented along $`x`$ (associated to the set $`B`$). Basic quantum-mechanical rules yield the following probabilities (in our notation):

$$P(a_{\text{up}}m)=\mathrm{cos}^2\frac{\alpha }{2},P(a_{\text{down}}m)=\mathrm{sin}^2\frac{\alpha }{2},$$
(43a)
$$\begin{array}{cc}& P(b_{\text{up}}a_{\text{up}}m)=\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),\hfill \\ & P(b_{\text{down}}a_{\text{up}}m)=\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),\hfill \end{array}$$
(43b)
$$\begin{array}{cc}& P(b_{\text{up}}a_{\text{down}}m)=\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),\hfill \\ & P(b_{\text{down}}a_{\text{down}}m)=\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),\hfill \end{array}$$
(43c)
and these are sufficient to calculate, by the product rule (14b), the joint probabilities

$`p_{ab}`$ $`\stackrel{\text{def}}{=}P(a_{\text{up}}b_{\text{up}}m)=\mathrm{cos}^2\frac{\alpha }{2}\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),`$ (44a)
$`p_{a\overline{b}}`$ $`\stackrel{\text{def}}{=}P(a_{\text{up}}b_{\text{down}}m)=\mathrm{cos}^2\frac{\alpha }{2}\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),`$ (44b)
$`p_{\overline{a}b}`$ $`\stackrel{\text{def}}{=}P(a_{\text{down}}b_{\text{up}}m)=\mathrm{sin}^2\frac{\alpha }{2}\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),`$ (44c)
$`p_{\overline{a}\overline{b}}`$ $`\stackrel{\text{def}}{=}P(a_{\text{down}}b_{\text{down}}m)=\mathrm{sin}^2\frac{\alpha }{2}\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right).`$ (44d)
The formulae above show clearly that, as remarked in §II, it *does* make sense to consider the *composite probability* of the outcomes of the two *temporally separated* observations, as a composite probability needs have nothing to do with the fact that the observations are performed “simultaneously” or not.

From the joint probabilities, we can compute all probabilities involved in this set-up. Applying the marginal probability rule (14a) and Bayes’ rule (14c) we find:

$$P(a_{\text{up}}m)=p_{ab}+p_{a\overline{b}},P(a_{\text{down}}m)=p_{\overline{a}b}+p_{\overline{a}\overline{b}},$$
(45)
$$P(b_{\text{up}}m)=p_{ab}+p_{\overline{a}b},P(b_{\text{down}}m)=p_{a\overline{b}}+p_{\overline{a}\overline{b}},$$
(46)
$$\begin{array}{cc}& P(a_{\text{up}}b_{\text{up}}m)=\frac{p_{ab}}{p_{ab}+p_{\overline{a}b}},\hfill \\ & P(a_{\text{down}}b_{\text{up}}m)=\frac{p_{\overline{a}b}}{p_{ab}+p_{\overline{a}b}},\hfill \end{array}$$
(47)
$$\begin{array}{cc}& P(a_{\text{up}}b_{\text{down}}m)=\frac{p_{a\overline{b}}}{p_{a\overline{b}}+p_{\overline{a}\overline{b}}},\hfill \\ & P(a_{\text{down}}b_{\text{down}}m)=\frac{p_{\overline{a}\overline{b}}}{p_{a\overline{b}}+p_{\overline{a}\overline{b}}},\hfill \end{array}$$
(48)
$$\begin{array}{cc}& P(b_{\text{up}}a_{\text{up}}m)=\frac{p_{ab}}{p_{ab}+p_{a\overline{b}}},\hfill \\ & P(b_{\text{down}}a_{\text{up}}m)=\frac{p_{a\overline{b}}}{p_{ab}+p_{a\overline{b}}},\hfill \end{array}$$
(49)
$$\begin{array}{cc}& P(b_{\text{up}}a_{\text{down}}m)=\frac{p_{\overline{a}b}}{p_{\overline{a}b}+p_{\overline{a}\overline{b}}},\hfill \\ & P(b_{\text{down}}a_{\text{down}}m)=\frac{p_{\overline{a}\overline{b}}}{p_{\overline{a}b}+p_{\overline{a}\overline{b}}}.\hfill \end{array}$$
(50)
Here the probabilities (43) have been re-written in terms of the joint probabilities.

A look at Eqs. (47) and (48) shows that Bayes’ rule also applies in “quantum experiments”, and provides a counter-example to the incorrect statement that the expression ‘$`a_{\text{up}}b_{\text{up}}`$’ would mean “$`b_{\text{up}}`$ precedes $`a_{\text{up}}`$”.

We can proceed to calculate the Shannon entropies

$`H[P(Am)]=K[(p_{ab}+p_{a\overline{b}})\mathrm{ln}(p_{ab}+p_{a\overline{b}})+(p_{\overline{a}b}+p_{\overline{a}\overline{b}})\mathrm{ln}(p_{\overline{a}b}+p_{\overline{a}\overline{b}})],`$ (51)
$`H[P(Bm)]=K[(p_{ab}+p_{\overline{a}b})\mathrm{ln}(p_{ab}+p_{\overline{a}b})+(p_{a\overline{b}}+p_{\overline{a}\overline{b}})\mathrm{ln}(p_{a\overline{b}}+p_{\overline{a}\overline{b}})],`$ (52)
as well as the conditional entropies

$`\begin{array}{cc}\hfill H[P(BAm)]& =K(p_{ab}+p_{a\overline{b}})\left({\displaystyle \frac{p_{ab}}{p_{ab}+p_{a\overline{b}}}}\mathrm{ln}{\displaystyle \frac{p_{ab}}{p_{ab}+p_{a\overline{b}}}}{\displaystyle \frac{p_{a\overline{b}}}{p_{ab}+p_{a\overline{b}}}}\mathrm{ln}{\displaystyle \frac{p_{a\overline{b}}}{p_{ab}+p_{a\overline{b}}}}\right)\hfill \\ & +K(p_{\overline{a}b}+p_{\overline{a}\overline{b}})\left({\displaystyle \frac{p_{\overline{a}b}}{p_{\overline{a}b}+p_{\overline{a}\overline{b}}}}\mathrm{ln}{\displaystyle \frac{p_{\overline{a}b}}{p_{\overline{a}b}+p_{\overline{a}\overline{b}}}}{\displaystyle \frac{p_{\overline{a}\overline{b}}}{p_{\overline{a}b}+p_{\overline{a}\overline{b}}}}\mathrm{ln}{\displaystyle \frac{p_{\overline{a}\overline{b}}}{p_{\overline{a}b}+p_{\overline{a}\overline{b}}}}\right)\hfill \\ & =K[p_{ab}\mathrm{ln}p_{ab}p_{\overline{a}b}\mathrm{ln}p_{\overline{a}b}p_{a\overline{b}}\mathrm{ln}p_{a\overline{b}}p_{\overline{a}\overline{b}}\mathrm{ln}p_{\overline{a}\overline{b}}\hfill \\ & +(p_{ab}+p_{a\overline{b}})\mathrm{ln}(p_{ab}+p_{a\overline{b}})+(p_{\overline{a}b}+p_{\overline{a}\overline{b}})\mathrm{ln}(p_{\overline{a}b}+p_{\overline{a}\overline{b}})],\hfill \end{array}`$ (53)
$`\begin{array}{cc}\hfill H[P(ABm)]& =K(p_{ab}+p_{\overline{a}b})\left({\displaystyle \frac{p_{ab}}{p_{ab}+p_{\overline{a}b}}}\mathrm{ln}{\displaystyle \frac{p_{ab}}{p_{ab}+p_{\overline{a}b}}}{\displaystyle \frac{p_{\overline{a}b}}{p_{ab}+p_{\overline{a}b}}}\mathrm{ln}{\displaystyle \frac{p_{\overline{a}b}}{p_{ab}+p_{\overline{a}b}}}\right)\hfill \\ & +K(p_{a\overline{b}}+p_{\overline{a}\overline{b}})\left({\displaystyle \frac{p_{a\overline{b}}}{p_{a\overline{b}}+p_{\overline{a}\overline{b}}}}\mathrm{ln}{\displaystyle \frac{p_{a\overline{b}}}{p_{a\overline{b}}+p_{\overline{a}\overline{b}}}}{\displaystyle \frac{p_{\overline{a}\overline{b}}}{p_{a\overline{b}}+p_{\overline{a}\overline{b}}}}\mathrm{ln}{\displaystyle \frac{p_{\overline{a}\overline{b}}}{p_{a\overline{b}}+p_{\overline{a}\overline{b}}}}\right)\hfill \\ & =K[p_{ab}\mathrm{ln}p_{ab}p_{\overline{a}b}\mathrm{ln}p_{\overline{a}b}p_{a\overline{b}}\mathrm{ln}p_{a\overline{b}}p_{\overline{a}\overline{b}}\mathrm{ln}p_{\overline{a}\overline{b}}\hfill \\ & +(p_{ab}+p_{\overline{a}b})\mathrm{ln}(p_{ab}+p_{\overline{a}b})+(p_{a\overline{b}}+p_{\overline{a}\overline{b}})\mathrm{ln}(p_{a\overline{b}}+p_{\overline{a}\overline{b}})],\hfill \end{array}`$ (54)
where the expressions have been simplified making use of the additivity property of the logarithm.

Finally, from Eqs. (51) and (53), (52) and (54), we find

$`H[P(Am)]+H[P(BAm)]`$ $`H[P(Bm)]+H[P(ABm)]`$ (55)
$`=K(p_{ab}\mathrm{ln}p_{ab}+p_{\overline{a}b}\mathrm{ln}p_{\overline{a}b}+p_{a\overline{b}}\mathrm{ln}p_{a\overline{b}}+p_{\overline{a}\overline{b}}\mathrm{ln}p_{\overline{a}\overline{b}})`$
$`H[P(ABm)],`$
whence *we see that the property (16b) is satisfied* (we find, e.g., that $`H[P(Am)]+H[P(BAm)]H[P(Bm)]+H[P(ABm)]H[P(ABm)]1.20\mathrm{bit}`$, for $`\alpha =\mathrm{\pi }/4`$).

We note that the way in which Eq. (55) has been found does not depend on the numerical values of the probabilities $`\{p_{ij}\}`$, but only on the additivity property of the logarithm; so the calculations above can be seen as a mathematical proof of the property (16b) for the special case of sets with only two alternatives.

If we invert the positions of the two Stern-Gerlach apparatus, placing the one oriented along $`x`$ (associated to the set $`B`$) before the one oriented along $`a`$ (associated to the set $`A`$), we then realise a new, *different* experimental arrangement, which can be denoted by $`m_{\text{inv}}`$. The probabilities for the sets of alternatives $`A`$ and $`B`$ will thus *differ* from those in $`m`$: we have indeed

$$P(b_{\text{up}}m_{\text{inv}})=\frac{1}{2},P(b_{\text{down}}m_{\text{inv}})=\frac{1}{2},$$
(56a)
$$\begin{array}{cc}& P(a_{\text{up}}b_{\text{up}}m_{\text{inv}})=\mathrm{sin}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),\hfill \\ & P(a_{\text{down}}b_{\text{up}}m_{\text{inv}})=\mathrm{cos}^2\left(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}\right),\hfill \end{array}$$
(56b)
$$\begin{array}{cc}& P(a_{\text{up}}b_{\text{down}}m_{\text{inv}})=\mathrm{cos}^2(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}),\hfill \\ & P(a_{\text{down}}b_{\text{down}}m_{\text{inv}})=\mathrm{sin}^2(\frac{\mathrm{\pi }}{4}\frac{\alpha }{2}).\hfill \end{array}$$
(56c)
It is clear that, from this point on, we can proceed as in the analysis of the first set-up, obtaining

$$\begin{array}{c}H[P(Am_{\text{inv}})]+H[P(BAm_{\text{inv}})]\hfill \\ \hfill \begin{array}{cc}& =H[P(Bm_{\text{inv}})]+H[P(ABm_{\text{inv}})]\hfill \\ & \begin{array}{cc}\hfill =K(& p_{ab}^{}\mathrm{ln}p_{ab}^{}+p_{\overline{a}b}^{}\mathrm{ln}p_{\overline{a}b}^{}\hfill \\ & +p_{a\overline{b}}^{}\mathrm{ln}p_{a\overline{b}}^{}+p_{\overline{a}\overline{b}}^{}\mathrm{ln}p_{\overline{a}\overline{b}}^{}),\hfill \end{array}\hfill \\ & H[P(ABm_{\text{inv}})]\hfill \end{array}\end{array}$$
(57)
where the $`\{p_{ij}^{}\}`$ are the values of the joint probabilities $`\{P(a_ib_jm_{\text{inv}})\}`$, different, in general, from the $`\{p_{ij}\}`$. In any case, *property (16b) is again satisfied in the new context* (we have, e.g., $`H[P(Am_{\text{inv}})]+H[P(BAm_{\text{inv}})]H[P(Bm_{\text{inv}})]+H[P(ABm_{\text{inv}})]H[P(ABm_{\text{inv}})]1.60\mathrm{bit}`$, for $`\alpha =\mathrm{\pi }/4`$).

Thus we have found *no* inconsistencies in this second experiment either: Equation (42), from Ref. (Brukner and Zeilinger, 2001), is simply incorrect, and can more correctly be written as

$$\begin{array}{c}H[P(Am)]+H[P(BAm)]\hfill \\ \hfill H[P(Bm_{\text{inv}})]+H[P(ABm_{\text{inv}})],\end{array}$$
(58)
or equivalently and more briefly as

$$H[P(ABm)]H[P(ABm_{\text{inv}})],$$
(59)
and its content is that the Shannon entropies in the experiment $`m`$ are in general different from those in the different experiment $`m_{\text{inv}}`$. This does not surprise us, since the experiments have different set-ups.

The fact that Eq. (42) *does not pertain to property (16b)* is not noticed in Ref. (Brukner and Zeilinger, 2001), again because the contexts are not kept explicit in the notation. Moreover, the expression “$`H(BA)`$” is considered there as implying that the observation corresponding to $`A`$ is performed *before* the one corresponding to $`B`$:111111Cf. the discussion of the formula “$`H(A)+H(BA)=H(B)+H(AB)`$” in Ref. (Brukner and Zeilinger, 2001, §III). it is for this reason that, in order to calculate “$`H(BA)`$”, the authors consider the experiment in which the observation corresponding to $`A`$ is performed before the one corresponding to $`B`$, but then, in order to calculate “$`H(AB)`$”, they feel compelled to change the order of the observations — with the only effect of changing the whole problem and all probabilities instead! But, as already remarked, the conditional symbol ‘$``$’ does not have that meaning. The point is that the temporal order of acquisition of knowledge about two physical events does not necessarily correspond to the temporal order in which these events occur.

### III.3 Classical experiment

Together with the two quantum experiments, the authors of Ref. (Brukner and Zeilinger, 2001) also present an example of a classical experiment in which, they claim, the property (16b) is not violated. It is useful to re-analyse this example as well, in order to show that, in fact, it is *not* an instance of confirmation of the property (16b), because it, too, involves two different experimental arrangements.

The idea (Brukner and Zeilinger, 2001, Fig. 3) is as follows. We fill a box with four balls of different colours (black and white) and compositions (plastic and wood). There are two black plastic balls, one white plastic ball, one white wooden ball. We shake the box, draw a ball blindfold, and consider the set $`A\stackrel{\text{def}}{=}\{a_{\text{black}},a_{\text{white}}\}`$ for the ball’s being black or white. If the ball is black, then we put all black balls in a new box, draw a new ball from this box, and consider the set $`B\stackrel{\text{def}}{=}\{b_{\text{plastic}},b_{\text{wood}}\}`$ for this ball’s being plastic or wooden. We proceed analogously if the first drawn ball was white instead.121212In Brukner and Zeilinger’s original example, the black and white balls are put into two separate boxes after the first draw, and a ball is drawn *from each box* separately. But these two final draws are then related to two separate observations, not one, so that in total we have *three* observations in this experiment, and the formula (16b) is not even appropriate. The experiment has thus been modified here, in order to preserve the two authors’ original intention. Let us denote the set-up just described by $`n`$.

The probabilities of first drawing a black or a white ball are respectively $`P(a_{\text{black}}n)=1/2`$ and $`P(a_{\text{white}}n)=1/2`$ and thus their Shannon entropy is

$$H[P(An)]=H(\frac{1}{2},\frac{1}{2})=1\mathrm{bit}.$$
(60)
The conditional probabilities of the second drawn ball’s being plastic or wooden, given the outcome of the first observation, are

$$P(b_{\text{plastic}}a_{\text{black}}n)=1,P(b_{\text{wood}}a_{\text{black}}n)=0,$$
(61)
if the first result was ‘black’, and
$$P(b_{\text{plastic}}a_{\text{white}}n)=\frac{1}{2},P(b_{\text{wood}}a_{\text{white}}n)=\frac{1}{2},$$
(62)
if it was ‘white’. From these probabilities the following Shannon conditional entropy can be computed:

$`H[P(BAn)]`$ $`=\frac{1}{2}H(1,0)+\frac{1}{2}H(\frac{1}{2},\frac{1}{2})`$ (63)
$`=\frac{1}{2}\times 0\mathrm{bit}+\frac{1}{2}\times 1\mathrm{bit}=0.5\mathrm{bit}.`$
Combining Eqs. (60) and (63) we obtain

$$H[P(An)]+H[P(BAn)]=1.5\mathrm{bit}.$$
(64)
Now we suppose to make the observations in inverse order instead. We shake the initial box, draw a ball, consider first the set $`B\stackrel{\text{def}}{=}\{b_{\text{plastic}},b_{\text{wood}}\}`$ for the ball’s being plastic or wooden. Depending on the outcome we fill a new box either with the plastic or the wooden balls, and draw a new ball; then we consider the set $`A\stackrel{\text{def}}{=}\{a_{\text{black}},a_{\text{white}}\}`$ for the new ball. Let us denote this new experiment by $`n_{\text{inv}}`$. It is clear that $`n`$ and $`n_{\text{inv}}`$ are really different experiments, for the following reason: in $`n`$, between the two draws, the second box contains black or white balls; while in $`n_{\text{inv}}`$ it contains plastic or wooden balls.

The probabilities for the set $`B`$ this time are $`P(b_{\text{plastic}}n_{\text{inv}})=\frac{3}{4}`$ and $`P(b_{\text{wood}}n_{\text{inv}})=\frac{1}{4}`$, with an entropy

$$H[P(Bn_{\text{inv}})]=H(\frac{3}{4},\frac{1}{4})0.81\mathrm{bit},$$
(65)
while the conditional probabilities for $`A`$ are

$$\begin{array}{cc}& P(a_{\text{black}}b_{\text{plastic}}n_{\text{inv}})=\frac{2}{3},\hfill \\ & P(a_{\text{white}}b_{\text{plastic}}n_{\text{inv}})=\frac{1}{3},\hfill \end{array}$$
(66)
if the first result was ‘plastic’, and
$$\begin{array}{cc}& P(a_{\text{black}}b_{\text{wood}}n_{\text{inv}})=0,\hfill \\ & P(a_{\text{white}}b_{\text{wood}}n_{\text{inv}})=1,\hfill \end{array}$$
(67)
if it was ‘wooden’. The conditional entropy is

$`H[P(ABn_{\text{inv}})]`$ $`=\frac{3}{4}H(\frac{2}{3},\frac{1}{3})+\frac{1}{4}H(0,1)`$ (68)
$`\frac{3}{4}\times 0.92\mathrm{bit}+\frac{1}{3}\times 0\mathrm{bit}`$
$`0.69\mathrm{bit},`$
and adding this time Eqs. (65) and (68), we find

$$H[P(Bn_{\text{inv}})]+H[P(ABn_{\text{inv}})]=1.5\mathrm{bit}.$$
(69)
We see that the entropies (64) and (69) are equal,

$$\begin{array}{c}H[P(An_{\text{inv}})]+H[P(BAn_{\text{inv}})]\hfill \\ \hfill =H[P(Bn_{\text{inv}})]+H[P(ABn_{\text{inv}})],\end{array}$$
(70)
which is equivalent to

$$H[P(ABn)]=H[P(ABn_{\text{inv}})],$$
(71)
but it is clear that *this is not the statement of property (16b)*, because the right- and left-hand sides of this equation refer to two different experiments. The content of the equality above is only that the Shannon entropies for the probability distributions for the composite set of alternatives $`AB`$ are equal in the two experiments $`n`$ and $`n_{\text{inv}}`$.

## IV The rôle of “quantumness”

We have shown thus far that the quantum experiments in Ref. (Brukner and Zeilinger, 2001) did *not* involve any violation of the Shannon entropy’s properties. However, we may still imagine someone raising the following argument:

> “Very well, the properties (16) are not violated in any experiment. But one notices that the equality *for different contexts*
>
> $$H[P(ABn)]=H[P(ABn_{\text{inv}})],$$
> (71)$`_\text{r}`$
> while holding in the classical experiment of §III.3, does not hold in general in the quantum one of §III.2, where it is found instead that
>
> $$H[P(ABm)]H[P(ABm_{\text{inv}})].$$
> (59)$`_\text{r}`$
> From this particular case, one can see that in classical experiments the Shannon entropy remains the same if the temporal order of observations is changed, whereas in quantum experiments the entropy changes together with the change in temporal order. This phenomenon is thus a peculiarity of the quantum nature of the experiments — a sort of ‘quantum-context-dependence’ of the Shannon entropy.”

But this argument has no validity, of course. The Shannon entropy is *always* “context dependent”, and this comes from the fact that probabilities are *always* context dependent, in *both* classical and quantum experiments. We can further and illustrate this fact by means of two more experiments, which will also serve as counter-examples of the ones already discussed.

### IV.1 First counter-example

The first counter-example is a modification, based on the examples presented by Kirkpatrick Kirkpatrick (2003a, b) of the experiment with the balls discussed in §III.3.131313Cf. also the toy models discussed by Hardy Hardy (1999) and Spekkens (Spekkens, 2004). The balls are in addition big or small as well now: there are one big black plastic ball, one small black plastic ball, one small white plastic ball, and one small white wooden ball.

Initially, we prepare the box so that it contains only all small balls. Then we shake the box, draw a ball blindfold, and consider the set $`A\stackrel{\text{def}}{=}\{a_{\text{black}},a_{\text{white}}\}`$ for the ball’s being black or white. If the drawn ball is black, then we prepare the box so that it contains only *all* black balls (also the big black one that was initially not in the box), draw a new ball from this box, and consider the set $`B\stackrel{\text{def}}{=}\{b_{\text{plastic}},b_{\text{wood}}\}`$ for this ball’s being plastic or wooden. We proceed analogously if the first drawn ball was white.141414The Reader should not, too simply, identify the “system” here with some specific group of balls. It is rather associated with a variable collection of balls, in analogy with a classical *open* system associated with variable number (and species) of particles. It is easy to see that, in the set-up just described, denoted by $`k`$, we have the following probabilities:

$$P(a_{\text{black}}k)=\frac{1}{3},P(a_{\text{white}}k)=\frac{2}{3},$$
(72)
$$P(b_{\text{plastic}}a_{\text{black}}k)=1,P(b_{\text{wood}}a_{\text{black}}k)=0,$$
(73)
$$P(b_{\text{plastic}}a_{\text{white}}k)=\frac{1}{2},P(b_{\text{wood}}a_{\text{white}}k)=\frac{1}{2}.$$
(74)
The Shannon entropies are

$$H[P(Ak)]=H(\frac{1}{3},\frac{2}{3})0.92\mathrm{bit},$$
(75)
$$\begin{array}{cc}\hfill H[P(BAk)]& =\frac{1}{3}H(1,0)+\frac{2}{3}H(\frac{1}{2},\frac{1}{2})\hfill \\ & =\frac{1}{3}\times 0\mathrm{bit}+\frac{2}{3}\times 1\mathrm{bit}0.67\mathrm{bit},\hfill \end{array}$$
(76)
and their sum is

$$\begin{array}{c}H[P(Ak)]+H[P(BAk)]\hfill \\ \hfill \begin{array}{cc}& H[P(Bk)]+H[P(ABk)]\hfill \\ & H[P(ABk)]1.58\mathrm{bit}.\hfill \end{array}\end{array}$$
(77)
Now let us consider the set-up $`k_{\text{inv}}`$, in which the observations are made in reverse order, but with the same general procedure. The probabilities are then:

$$P(b_{\text{plastic}}k_{\text{inv}})=\frac{2}{3},P(b_{\text{wood}}k_{\text{inv}})=\frac{1}{3},$$
(78)
$$\begin{array}{cc}& P(a_{\text{black}}b_{\text{plastic}}k_{\text{inv}})=\frac{2}{3},\hfill \\ & P(a_{\text{white}}b_{\text{plastic}}k_{\text{inv}})=\frac{1}{3},\hfill \end{array}$$
(79)
$$\begin{array}{cc}& P(a_{\text{black}}b_{\text{wood}}k_{\text{inv}})=0,\hfill \\ & P(a_{\text{white}}b_{\text{wood}}k_{\text{inv}})=1.\hfill \end{array}$$
(80)
These lead to the entropies

$$H[P(Bk_{\text{inv}})]=H(\frac{2}{3},\frac{1}{3})0.92\mathrm{bit},$$
(81)
$$\begin{array}{cc}\hfill H[P(ABk_{\text{inv}})]& =\frac{2}{3}H(\frac{2}{3},\frac{1}{3})+\frac{1}{3}H(0,1)\hfill \\ & \frac{2}{3}\times 0.92\mathrm{bit}+\frac{1}{3}\times 0\mathrm{bit}\hfill \\ & 0.61\mathrm{bit},\hfill \end{array}$$
(82)
and the sum

$$\begin{array}{c}H[P(Bk_{\text{inv}})]+H[P(ABk_{\text{inv}})]\hfill \\ \hfill \begin{array}{cc}& H[P(Ak_{\text{inv}})]+H[P(BAk_{\text{inv}})]\hfill \\ & H[P(ABk_{\text{inv}})]1.53\mathrm{bit}.\hfill \end{array}\end{array}$$
(83)
Comparing Eqs. (77) and (83) we find

$$H[P(ABk)]H[P(ABk_{\text{inv}})].$$
(84)
Hence, for this experiment, of a clearly classical nature, we obtain different statistics and entropies depending on the order in which we observe colour and composition.151515We may note, incidentally, that it has long been known that the *thermodynamic* entropy of a classical thermodynamic system in a non-equilibrium state depends on its complete previous history Truesdell (1984).

Note, in any case, that in each of the two set-ups — Eqs. (77) and (83) — the properties (16) are always satisfied, just as in the quantum experiments.

### IV.2 Second counter-example

The second counter-example is of a quantum-mechanical nature. It runs precisely like the experiment with spin-1/2 particles discussed in §III.2, except that now the particle has initially spin up, not along the $`z`$ axis, but along the axis $`b`$ that bisects the angle $`\widehat{ax}`$ (i.e., $`b`$ lies in the $`xaz`$ plane and forms an angle $`\beta \stackrel{\text{def}}{=}\mathrm{\pi }/4\alpha /2`$ with both the $`x`$ and $`a`$ axes; remember that $`\alpha `$ is the angle $`\widehat{az}`$). The analysis of this experiment proceeds completely along the lines of the re-analysis of §III.2, if we introduce the contexts $`q`$ and $`q_{\text{inv}}`$, and change Eqs. (43) with

$$P(a_{\text{up}}q)=\mathrm{cos}^2\frac{\beta }{2},P(a_{\text{down}}q)=\mathrm{sin}^2\frac{\beta }{2},$$
(85a)
$$\begin{array}{cc}& P(b_{\text{up}}a_{\text{up}}q)=\mathrm{cos}^2\beta ,\hfill \\ & P(b_{\text{down}}a_{\text{up}}q)=\mathrm{sin}^2\beta ,\hfill \end{array}$$
(85b)
$$\begin{array}{cc}& P(b_{\text{up}}a_{\text{down}}q)=\mathrm{sin}^2\beta ,\hfill \\ & P(b_{\text{down}}a_{\text{down}}q)=\mathrm{cos}^2\beta ,\hfill \end{array}$$
(85c)
and Eqs. (56) with

$$P(b_{\text{up}}q_{\text{inv}})=\mathrm{cos}^2\frac{\beta }{2},P(b_{\text{down}}q_{\text{inv}})=\mathrm{sin}^2\frac{\beta }{2},$$
(86a)
$$\begin{array}{cc}& P(a_{\text{up}}b_{\text{up}}q_{\text{inv}})=\mathrm{sin}^2\beta ,\hfill \\ & P(a_{\text{down}}b_{\text{up}}q_{\text{inv}})=\mathrm{cos}^2\beta ,\hfill \end{array}$$
(86b)
$$\begin{array}{cc}& P(a_{\text{up}}b_{\text{down}}q_{\text{inv}})=\mathrm{cos}^2\beta ,\hfill \\ & P(a_{\text{down}}b_{\text{down}}q_{\text{inv}})=\mathrm{sin}^2\beta .\hfill \end{array}$$
(86c)
It is obvious that this leads to the equalities $`P(a_ib_jq)=P(a_ib_jq_{\text{inv}})`$ and eventually to the equality

$$H[P(ABq)]=H[P(ABq_{\text{inv}})],$$
(87)
exactly as it happened in the experiment with the balls of §III.3 (for $`\alpha =\mathrm{\pi }/4`$, e.g., we have $`H[P(ABq)]0.83\mathrm{bit}`$). But here the experiment is a purely quantum one: we see indeed that the observables *do not commute* here, the initial state is *pure*, and its density matrix is *not diagonal* in either of the observables’ bases. Compare this result with the discussion in Ref. (Brukner and Zeilinger, 2000).

## V Conclusions

We have shown that the properties of the Shannon entropy are not violated in quantum experiments, contrary to the conclusions of Ref. (Brukner and Zeilinger, 2001). In that paper, an idiosyncratic temporal interpretation of the conditional symbol ‘$``$’ and of the conjunction symbol ‘$``$’ leads the authors to change experimental set-ups in order to calculate various entropies. As a result, they compare entropies relative to different experimental arrangements instead, and do not notice that the probabilities are also different, and so their results (Eqs. (19) and (42) in this paper), besides not being formally correctly written, do not pertain to the properties of the Shannon entropy (Eqs. (16)), which refer to a single, well-defined experiment and hold unconditionally.

The peculiar results arising from the comparison of entropies relative to different experimental contexts can thus appear or not appear in any kind of experiments, classical as well as quantum; this has been shown by means of two counter-examples: a classical one, in which a change in the temporal order of the experiment leads to a change in entropy values, and a genuinely quantum one, in which the same temporal change leads to no entropy changes.

A conclusion is that Bohr’s dictum ought to be observed also in mathematical notation, and not only in the analysis of quantum phenomena, but in the analysis of classical phenomena as well, because probabilities — and, consequently, Shannon entropies — always depend on “the *whole experimental arrangement*” Bohr (1949) taken into account.

## Acknowledgements

I thank Professor Gunnar Björk for continuous encouragement and advice, Professor Sandra Brunsberg for advice, and Professor Kim Kirkpatrick for useful discussions. Financial support from the Foundation Angelo Della Riccia and the Foundation BLANCEFLOR Boncompagni-Ludovisi née Bildt is gratefully acknowledged.