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# 1 Introduction

## 1 Introduction

In the Standard Model, particle masses are generated via the Higgs mechanism implemented using one doublet of complex scalar fields. In this process one physical state remains in the spectrum, known as the Standard Model Higgs boson. The most important phenomenological consequence of an extended Higgs sector is the appearance of additional spin-0 states, both neutral and charged. For example, with the addition of one more doublet, five physical states remain after the spontaneous breaking of the $`\mathrm{SU}(2)_\mathrm{L}\times \mathrm{U}(1)_\mathrm{Y}`$ symmetry: three neutral and a pair of charged Higgs bosons. Among the possible extensions of the Higgs sector, those obtained by adding more doublets are preferred because they naturally lead at tree level to $`\mathrm{M}_\mathrm{W}\mathrm{M}_\mathrm{Z}\mathrm{cos}\theta _\mathrm{W}`$, a relation very well verified by experiment.

The ALEPH data collected at centre-of-mass energies up to 184 GeV have been used in Refs.  to search for pair production of charged Higgs bosons predicted in models with two Higgs doublets. The negative result of the search was translated into a lower limit on the $`\mathrm{H}^\pm `$ mass $`m_{\mathrm{H}^\pm }`$ of 59 GeV/c2 at 95% confidence level. In this paper an update of the search based on the data collected at $`\sqrt{s}=188.6\mathrm{GeV}`$ (hereafter referred to as the 189 GeV data) is presented. The theoretical framework and underlying assumptions are the same as detailed in Refs. . The $`\mathrm{H}^+`$ is assumed to decay predominantly into $`\mathrm{c}\overline{\mathrm{s}}`$ or $`\tau ^+\nu _\tau `$ final states (and respective charge conjugates for the $`\mathrm{H}^{}`$). Other decay modes are not considered and $`\text{B}\text{(}\mathrm{H}^+\tau ^+\nu _\tau \text{)}+\text{B}\text{(}\mathrm{H}^+\mathrm{c}\overline{\mathrm{s}}\text{)}=1`$ is assumed, but the analysis is equally sensitive to other hadronic decay modes. As a consequence, $`\mathrm{H}^+\mathrm{H}^{}`$ pair production leads to three final states ($`\mathrm{c}\overline{\mathrm{s}}\mathrm{s}\overline{\mathrm{c}}`$, $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$/$`\overline{\mathrm{c}}\mathrm{s}\tau ^+\nu _\tau `$ and $`\tau ^+\nu _\tau \tau ^{}\overline{\nu }_\tau `$) for which separate searches are performed.

This letter is organized as follows. After a brief description of the ALEPH detector in Section 2, the event selections are described in Section 3. The results and the conclusions are given in Sections 4 and 5.

## 2 The ALEPH detector

Only a brief description of the ALEPH subdetectors relevant for this analysis are given here. A more comprehensive description of the detector components is given in Ref.  and of the reconstruction algorithms in Ref. .

The trajectories of charged particles are measured with a silicon vertex detector, a cylindrical drift chamber, and a large time projection chamber (TPC). These are immersed in a 1.5 T axial field provided by a superconducting solenoidal coil. This system yields a resolution of $`\delta p_T/p_T`$ = $`6\times 10^4p_T0.005`$ ($`p_T`$ in $`\mathrm{GeV}/c`$). Hereafter, charged particle tracks reconstructed with at least four hits in the TPC, and originating from within a cylinder of length 20 cm and radius 2 cm coaxial with the beam and centred at the nominal collision point, are referred to as good tracks.

The electromagnetic calorimeter, placed between the tracking system and the coil, is a highly segmented sampling calorimeter which is used to identify electrons and photons and to measure their energies. It has a total thickness of 22 radiation lengths at normal incidence and provides a relative energy resolution of $`0.18/\sqrt{E}+0.009`$ ($`E`$ in GeV). The luminosity monitors extend the calorimetric coverage down to 34 mrad from the beam axis.

Muons are identified by their penetration in the hadron calorimeter, a 1.2 m thick iron yoke instrumented with 23 layers of streamer tubes, together with two surrounding layers of muon chambers. The hadron calorimeter also provides a measurement of the energy of charged and neutral hadrons with a relative resolution of $`85\%/\sqrt{E}`$ ($`E`$ in GeV).

The calorimetry and tracking information are combined in an energy flow algorithm, classifying a set of energy flow “particles” as photons, neutral hadrons and charged particles. From these objects, jets are reconstructed with an energy resolution of $`(0.60\sqrt{E}+0.60)\times (1+\mathrm{cos}^2\theta )`$ where $`E`$ in GeV and $`\theta `$ are the jet energy and polar angle, respectively.

## 3 Analysis

To ensure good potential for discovery, independent of the branching fraction B($`\mathrm{H}^+\tau ^+\nu _\tau `$), three selections are defined for the topologies $`\tau ^+\nu _\tau \tau ^{}\overline{\nu }_\tau `$, $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$/$`\overline{\mathrm{c}}\mathrm{s}\tau ^+\nu _\tau `$ (hereafter referred to as $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$) and $`\mathrm{c}\overline{\mathrm{s}}\mathrm{s}\overline{\mathrm{c}}`$. The most relevant selection criteria are chosen to achieve the best expected confidence level for exclusion of a mass hypothesis of 70 $`\mathrm{GeV}/c^2`$. Each selection is optimised individually with the most optimistic B($`\mathrm{H}^+\tau ^+\nu _\tau `$) in each case, i.e., $`0\%`$, $`100\%`$ and $`50\%`$ for the $`\mathrm{c}\overline{\mathrm{s}}\mathrm{s}\overline{\mathrm{c}}`$, $`\tau ^+\nu _\tau \tau ^{}\overline{\nu }_\tau `$ and $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$ channels, respectively.

### 3.1 Monte Carlo samples

Fully simulated Monte Carlo event samples reconstructed with the same program as the data have been used for background estimates, design of selections and cut optimization. Samples of all background sources corresponding to at least 20 times the collected luminosity were generated. The most important background sources are $`\mathrm{e}^+\mathrm{e}^{}\tau ^+\tau ^{}`$, $`\mathrm{q}\overline{\mathrm{q}}`$, four-fermion processes and two-photon collisions, simulated with the KORALZ , PYTHIA , KORALW  and PHOT02  generators.

The signal Monte Carlo events were generated using the HZHA  generator. Samples of at least 2000 signal events were simulated for each of the various final states for charged Higgs boson masses between 50 and 75 $`\mathrm{GeV}/c^2`$.

### 3.2 The $`𝝉^\mathbf{+}𝝂_𝝉𝝉^{\mathbf{}}\overline{𝝂}_𝝉`$ final state

The final state produced by leptonic decays of both charged Higgs bosons consists of two acoplanar $`\tau `$’s and missing energy carried away by the neutrinos. As this topology is identical to that expected from stau pair production with massless neutralinos, the “Large $`\mathrm{\Delta }M`$” selection described in Ref.  is used here to search for charged Higgs bosons in this channel. Efficiencies to select events from $`\mathrm{H}^+\mathrm{H}^{}\tau ^+\nu _\tau \tau ^{}\overline{\nu }_\tau `$ are of the order of $`35\%`$, as shown in Table 1 for a representative set of charged Higgs boson masses. The total expected background amounts to 15.5 events, mainly consisting of irreducible background from $`\mathrm{W}^+\mathrm{W}^{}\tau ^+\nu _\tau \tau ^{}\overline{\nu }_\tau `$. In the data, 20 events are selected, in agreement with the expectation. The systematic uncertainty on the number of expected signal events is estimated to be $`3.0\%`$, dominated by the effect of limited Monte Carlo statistics ($`2.7\%`$) and uncertainties on the cross-section for charged Higgs production ($`1.0\%`$). The systematic error on the background is estimated to be $`8\%`$. This is dominated by the effect of limited Monte Carlo statistics ($`4\%`$), uncertainties on the cross section for W pair production ($`2\%`$), and uncertainities on the cross section for two-photon processes ($`7\%`$). The systematic error on the luminosity is estimated to be 0.5%.

### 3.3 The $`𝐜\overline{𝐬}𝝉^{\mathbf{}}\overline{𝝂}_𝝉`$ final state

The mixed final state $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$ is characterised by two jets originating from the hadronic decay of one of the charged Higgs bosons and a thin jet plus missing energy due to the neutrinos from the subsequent decay of the charged Higgs and of the $`\tau `$.

As a first step in the analysis the thrust of the event is required to be less than 0.96 and the total number of good charged tracks greater than 7. To reduce background from two-photon processes and the contribution of beam related background which is not simulated, the energy deposited in a $`12^{}`$ cone around the beam axis is required to be less than $`2.5\%`$ of the centre-of-mass energy. Background from $`\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}(\gamma )`$ events is reduced by demanding that the polar angle $`\theta _{\mathrm{miss}}`$ of the missing momentum vector point away from the beam axis such that $`|\mathrm{cos}\theta _{\mathrm{miss}}|<0.9`$. To reduce the background from $`\mathrm{W}^+\mathrm{W}^{}\mathrm{q}\overline{\mathrm{q}}^{}\mathrm{}\overline{\nu }_{\mathrm{}}`$ where $`\mathrm{}`$ corresponds to an electron or muon, it is required that the events contain no identified lepton with a momentum greater than $`10\%`$ of the centre-of-mass energy.

At this point the events are clustered into three jets using the JADE algorithm . The $`y_{\mathrm{cut}}`$ value where the transition from two to three jets occurs is required to be greater than 0.001. The jet with the lowest charged track multiplicity is taken as the $`\tau `$ jet candidate. If at least two jets have the same multiplicity the $`\tau `$ jet candidate is taken to be the lowest momentum jet. The following quality cuts are then applied on the $`\tau `$ jet. It is required that the charged multiplicity of the $`\tau `$ jet be between one and three. The angle between the $`\tau `$ jet and the closest quark jet candidate is required to be between $`30^{}`$ and $`125^{}`$. The energy of the $`\tau `$ jet boosted into the charged Higgs boson rest frame, defined as the frame recoiling against the hadronic system, is required to be less than 40 GeV.

To further suppress backgrounds the following four variables are used:

* The angle $`\theta _{\mathrm{q}\overline{\mathrm{q}}^{}}`$ between the two hadronic jets.
* The total transverse momentum $`p_t^{tot}`$ divided by the total visible energy $`E_{vis}`$.
* The production angle of the events, reconstructed from the sum of the momenta of the two quark jets. This production angle is then charge tagged with the tracks from the $`\tau `$ jet to form the variable $`\theta _{prod}^{ch}`$. In the case of two tracks in the $`\tau `$ jet the charge of the highest momentum track is used.
* The $`\chi ^2`$ per number of degrees of freedom from a kinematic fit to the events using the constraints of energy and momentum conservation and the equality of the two masses produced in each side of the event.

The four variables are linearly combined in a discriminating variable $`D`$, displayed in Fig. 1a. The cut optimisation leads to $`D>0.26`$. In the data collected at $`\sqrt{s}=`$ 189 GeV, 20 events are selected, in agreement with the background expectation of 22.6. The efficiencies of selection for a range of masses are given in Table 1. The mass of the hadronic system, and hence the mass of the charged Higgs candidates, is rescaled such that the energy of the two jets is equal to the beam energy in order to improve the resolution. The reconstructed masses of the candidate events are displayed in Fig. 1b. The cutoff near 80 GeV/$`c^2`$ is due to the influence of the $`\theta _{\mathrm{q}\overline{\mathrm{q}}^{}}`$ variable.

The systematic uncertainty on the number of expected signal events is estimated to be 4.1%. The main contributions are from Monte Carlo statistics (3.5%), calibration uncertainties (1.5%) and uncertainty on the cross section for charged Higgs production (1.0%). The systematic error on the background level is estimated to be 12%. The main contributions are from Monte Carlo statistics (3%), uncertainty on the cross section for the $`\mathrm{W}^+\mathrm{W}^{}`$ process (2%) and from the statistics of data/Monte Carlo comparisons (10%). The systematic error on the luminosity is estimated to be 0.5%.

### 3.4 The $`𝐜\overline{𝐬}𝐬\overline{𝐜}`$ final state

The hadronic decays of two charged Higgs bosons lead to a final state of four well separated jets, which can be combined into two dijets with equal masses. With respect to Ref.  the preselection and jet pairing method remain unchanged.

The following five variables are used:

* The $`\chi ^2`$ per degree of freedom from a five-constraint kinematic fit. The constraints in the fit are from conservation of energy and momentum and the equality of the two charged Higgs masses in the event.
* The production polar angle $`\theta _{prod}`$, i.e., the angle between the charged Higgs boson momentum direction and the beam axis.
* The difference between the largest and the smallest jet energies, $`E_{max}E_{min}`$.
* The product of the minimum angle between any two jets, and the smallest jet energy, $`E_{min}\times \theta _{\mathrm{q}\overline{\mathrm{q}}^{}}`$.
* The QCD matrix element $`_{\mathrm{q}\overline{\mathrm{q}}^{}}`$ .

The variables are linearly combined into one discriminating variable $`D`$, shown in Fig. 2a. Events are accepted if $`D>4.4`$. Including in $`D`$ the charm tag used in Ref.  does not increase the discriminating power.

The analysis selects 263 events from the data for masses between 50 and 80 $`\mathrm{GeV}/c^2`$, corresponding to a background of 294.2 events expected from Standard Model processes. The fitted-mass distribution of the selected candidates can be seen in Fig. 2b. Efficiencies are of the order of 50% as shown in Table 1.

The systematic error on the number of events expected is estimated to be $`3.0\%`$. The main contributions are from Monte Carlo statistics ($`2.4\%`$), statistics of data/Monte Carlo comparison ($`1.2\%`$), and knowledge of signal cross sections ($`1.0\%`$). The systematic error on the background level is estimated to be $`3\%`$. The main contribution is from knowledge of the $`\mathrm{W}^+\mathrm{W}^{}`$ cross section ($`2\%`$). The contribution of the luminosity is estimated to be 0.5%.

## 4 Results

The numbers of candidates observed in the data collected at a centre-of-mass energy of 189 GeV are consistent with those expected from Standard Model processes for each of the three channels. Since, in addition, the mass distributions in the $`\mathrm{c}\overline{\mathrm{s}}\mathrm{s}\overline{\mathrm{c}}`$ and $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$ channels do not show any significant accumulation outside the $`\mathrm{W}^+\mathrm{W}^{}`$ region (Figs. 1 and 2), the results of the three selections described in this letter are combined with those obtained using $`\sqrt{s}=172`$$`183\mathrm{GeV}`$ data to set a 95% confidence level upper limit on the cross section for pair production of charged Higgs bosons.

In setting the limits several new features with respect to Refs.  are to be noted. Full background subtraction is performed according to Ref. . The likelihood ratio test statistic is used. The confidence levels are calculated using the semi-analytical approach described in Ref. . Systematic errors are conservatively taken into account by reducing the efficiencies and subtracted backgrounds by one standard deviation. The reconstructed mass of the charged Higgs boson is used as discriminating variable for the $`\mathrm{c}\overline{\mathrm{s}}\mathrm{s}\overline{\mathrm{c}}`$ and $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$ channels.

The upper limit on the $`\mathrm{H}^+\mathrm{H}^{}`$ production cross section at 188.6 GeV as a function of $`m_{\mathrm{H}^\pm }`$ is shown in Fig. 3 for three values of B($`\mathrm{H}^+\tau ^+\nu _\tau `$). The results from lower centre-of-mass energies have been scaled to $`\sqrt{s}`$ = 188.6 GeV according to the dependence of the cross section on the centre-of-mass energy.

In two-Higgs-doublet models the production cross section for $`\mathrm{H}^+\mathrm{H}^{}`$ depends, at lowest order, only on $`m_{\mathrm{H}^\pm }`$. The expected cross section at 188.6 GeV, corrected for initial state radiation, is shown in Fig. 3. Upper limits on the production cross section therefore translate into excluded domains for $`m_{\mathrm{H}^\pm }`$.

The result of the combination of the three analyses is displayed in Fig. 4. Charged Higgs bosons with masses less than 65.4 $`\mathrm{GeV}/c^2`$ are excluded at 95% confidence level independently of B($`\mathrm{H}^+\tau ^+\nu _\tau `$). The corresponding expected exclusion is 69.1 $`\mathrm{GeV}/c^2`$. For the values $`\text{B}\text{(}\mathrm{H}^+\tau ^+\nu _\tau \text{)}=0`$, 0.5 and 1, 95% C.L. lower limits on $`m_{\mathrm{H}^\pm }`$ are set at 69.9, 65.4 and 76.3 $`\mathrm{GeV}/c^2`$, respectively.

## 5 Conclusions

The search for pair-produced charged Higgs bosons in the three final states $`\tau ^+\nu _\tau \tau ^{}\overline{\nu }_\tau `$, $`\mathrm{c}\overline{\mathrm{s}}\tau ^{}\overline{\nu }_\tau `$ and $`\mathrm{c}\overline{\mathrm{s}}\mathrm{s}\overline{\mathrm{c}}`$ has been updated using 176.2 $`\mathrm{pb}^1`$ of data collected at $`\sqrt{s}=188.6`$ GeV. No evidence of charged Higgs boson production has been found and upper limits have been set on the production cross section as a function of B($`\mathrm{H}^+\tau ^+\nu _\tau `$) and of $`m_{\mathrm{H}^\pm }`$. Within the framework of two-Higgs-doublet models these results exclude at $`95\%`$ confidence level charged Higgs bosons with masses below 65.4 $`\mathrm{GeV}/c^2`$ independently of B($`\mathrm{H}^+\tau ^+\nu _\tau `$) and assuming $`\text{B}\text{(}\mathrm{H}^+\tau ^+\nu _\tau \text{)}+\text{B}\text{(}\mathrm{H}^+\mathrm{c}\overline{\mathrm{s}}\text{)}=1`$. Similar results have been reported by L3 .

Acknowledgements

It is a pleasure to congratulate our colleagues from the accelerator divisions for the successful operation of LEP at high energy. We are indebted to the engineers and technicians in all our institutions for their contribution to the excellent performance of ALEPH. Those of us from non-member states wish to thank CERN for its hospitality and support.


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# Maximum Entropy, Fluctuations and PriorsPresented at MaxEnt 2000, the 20th International Workshop on Bayesian Inference and Maximum Entropy Methods (July 8-13, 2000, Gif-sur-Yvette, France).

## 1 Introduction

The goal of inductive inference is to update a prior probability distribution to a posterior distribution when new information becomes available. The problem is to process this information in a systematic and objective way. When the information is in the form of constraints on the family of conceivable posterior distributions, there is one inference procedure that is singled out by requirements of universality, objectivity, and consistency: it is the method of maximum entropy (ME) . The standard justification relies on interpreting entropy, through the Shannon axioms, as a measure of the amount of uncertainty in a probability distribution , but this justification is not entirely unobjectionable. A relatively minor problem is that the Shannon axioms refer to discrete probability distributions rather than continuous ones. A more serious one is that it is not clear that they provide the only way to define the notion of uncertainty. This has motivated a number of attempts to justify the ME method directly, without invoking questionable measures of uncertainty . They have established the value of the concept of entropy irrespective of any interpretation in terms of heat, or disorder, or uncertainty. In these approaches entropy is purely a tool for consistent reasoning; strictly, *entropy needs no interpretation*. A welcome by-product has been that the entropy thus defined turns out to be directly applicable to continuous distributions. In Sect. 2, as background for the subject of this paper, we present a brief outline of one such ‘no-interpretation’ approach. Except for one slight modification we follow Ref. closely.

The main body of the paper addresses three problems. The unifying element is the particular form of the constraints; unlike most applications of the ME method the constraints are not in the form of known expectation values of certain variables.

The first problem we tackle provides an extension of the ME method itself. Once one accepts that the maximum entropy distribution is to be preferred over all others, the question is to what extent, how strongly, are distributions with lower entropy supposed to be ruled out. In statistical mechanics the answer to this question is well known. It was first obtained on the basis of combinatorial arguments in the pioneering work of Boltzmann, it is the foundation on which Einstein formulated his theory of fluctuations and Onsager erected his theory of irreversible processes. More recently it was explored by Jaynes . Our goal is to show (Sect. 3) that the answer can be obtained entirely from within the ME framework, without appeals to combinatorics, to large systems, or other forms of intuitive and/or approximate arguments.

The second problem turns out to be a special case of the first: we are concerned with the theory of fluctuations. The starting point for the standard theory (see *e.g.* Ref.) is Einstein’s inversion of Bolzmann’s formula $`S=k\mathrm{log}W`$ to obtain the probability of a fluctuation in the form $`W\mathrm{exp}S/k`$. A careful justification, however, reveals a number of approximations which, for most purposes, are legitimate and work very well. Later developments including the method of cumulants, the renormalization group, and the connection to non-equilibrium thermodynamics succeeded in clarifying most of the remaining conceptual and calculational issues.

A re-examination of fluctuation theory from the point of view of ME is, however, valuable. Our general conclusion (Sect. 4) is that the ME point of view allows exact formulations; in fact, it is clear that deviations from the canonical predictions can be expected, although in general they will be negligible. Other advantages of the ME approach include the explicit covariance under changes of coordinates, the absence of restrictions to the vicinity of equilibrium or to large systems, and the conceptual ease with which one deals with fluctuations of both the extensive as well as their conjugate intensive variables. This last point is an important one: within the canonical distribution the extensive variables are random variables while the intensive ones are fixed parameters, they do not fluctuate. There are, however, several contexts in which it makes sense to talk about fluctuations of the conjugate variables. We discuss the standard scenario of an open system that can exchange say, energy, with its environment. An altogether different interpretation, which we will not discuss here, is to consider fluctuations in conjugate variables as uncertainties in the estimation of parameters .

The third, and last problem we address is that of obtaining an objective prior for use in Bayes’ theorem. The goal is to obtain information about an unknown quantity $`\theta `$ on the basis of the observed value of another quantity $`x`$ and of a presumably known relation between $`x`$ and $`\theta `$. This is achieved through Bayes’ theorem, $`p(\theta |x)\pi (\theta )p(x|\theta )`$. The relation between $`x`$ and $`\theta `$ is supplied by a known model $`p(x|\theta )`$; previous knowledge about $`\theta `$ is codified into the prior probability $`\pi (\theta )`$.

The selection of a definite prior is a famously controversial issue. It has generated an enormous literature . The difficulty lies not so much in a lack of knowledge about $`\theta `$, but rather in that this knowledge is sometimes vague: it is not clear how to codify it in an objective way. Faced with this difficulty one reasonable attitude is to admit subjectivity, and recognize that different individuals may legitimately translate the same vague information into different prior distributions.

An alternative attitude has been to seek some objectivity by demanding properties such as invariance under reparametrization or other symmetry transformations. Considerable effort has been spent searching for that special state of knowledge characterized by complete ignorance, and accordingly, there are a number of proposals based on the notion of missing information -. In the end, it may turn out that such a search is misguided; non-informative priors might not exist .

A more positive, direct approach is to identify the information that we do in fact possess and then find an objective way to take it into account. Remarkably, it turns out that the very conditions that led us to contemplate using Bayes’ theorem constitute information that can be objectively translated into a prior using the ME method. The prior thus obtained (Sect. 5) turns out to be one particular member of the family of distributions known as “entropic priors.” The name and the first derivation of this family for the case of discrete distributions are due to Skilling . The generalization to the continuous case and further elaborations by Rodríguez appear in Ref.. The immediate motivation for the present work is found in Ref..

## 2 The logic behind the ME method

Let our beliefs about $`xX`$ be codified in a probability distribution $`m(x)`$. When new information becomes available we want to revise $`m(x)`$ to a posterior distribution $`p(x)`$. The ME method is designed to guide us in selecting $`p(x)`$ when the new information is in the form of a specification of the set of acceptable posterior distributions. The *information* is just a constraint on the region in the space of all distributions where the search will be carried out. (These constraints can, but need not, be linear.)

The selection is carried out by ranking the probability distributions according to increasing *preference*. Two desirable features to be imposed on this ranking scheme are the following. The first is a transitivity requirement: if distribution $`p_1`$ is preferred over distribution $`p_2`$, and $`p_2`$ is preferred over $`p_3`$, then $`p_1`$ is preferred over $`p_3`$. Such transitive rankings can be implemented by assigning a real number $`S[p]`$ to each $`p(x)`$, in such a way that if $`p_1`$ is preferred over $`p_2`$, then $`S[p_1]>S[p_2]`$. The real number $`S[p]`$ will be called the entropy of $`p(x)`$. (Thus entropies are real numbers by design.) The selected $`p`$ will be that which maximizes $`S[p]`$. (Thus *maximum* entropy.)

The problem of finding the functional form of $`S[p]`$ brings us to the second desirable feature to be imposed on the ranking scheme. We are looking for a general rule of inference; the ranking procedure, the rule $`S[p]`$, must be of universal applicability: the *same* rule must apply to a variety of different cases. If we happen to know what the selected distribution should be in a certain special case, then this knowledge can be used to constrain the form of $`S[p]`$. If enough special cases are known $`S[p]`$ will be completely determined. These special cases – the so-called axioms – must, by their very nature, be self-evident.

Four axioms are listed below. They all reflect the conviction that changing one’s mind is a serious matter, that one should only update those aspects of one’s beliefs for which hard evidence has been supplied.

Axiom 1: Subdomain independence. If the space $`X`$ is divided into non-overlapping subdomains $`D_i`$, and information is given about $`p(x)`$ for $`x`$ $`D_1`$, the selection procedure should *only* revise the (relative) values of $`p(x)`$ for $`xD_1`$. If the evidence makes no reference to $`xD_1`$ those values should be left unchanged. Non-overlapping subdomains are independent. The power of this axiom lies in that the choice of subdomains $`D_i`$ is arbitrary, the consequence is that non-overlapping domains contribute additively to $`S[p].`$

Axiom 2: Coordinate invariance. The ranking should not depend on the particular system of coordinates being used. The coordinates used to label the points $`x`$ do not carry any information. The consequence of this axiom is that the expression for $`S[p]`$ will involve coordinate invariants such as $`dxp(x)`$ and ratios such as $`p(x)/m(x)`$, where the function $`m(x)`$ is, at this point, any arbitrary measure.

Axiom 3: Subsystem independence. If a system is composed of two subsytems, $`x=(x_1,x_2)X=X_1\times X_2`$, the selection procedure should introduce no correlations for which there was no evidence either in the measure or in the constraints. As a consequence of this axiom a logarithm appears in the expression for $`S[p]`$.

Axiom 4: Objectivity. If there is no new information there is no reason to change one’s mind: when there are no constraints the selected posterior distribution should coincide with the prior distribution. The arbitrariness in $`m(x)`$ is now removed: $`m(x)`$ is the prior distribution.

The overall consequence of these axioms (for a proof see ) is that probability distributions should be ranked according to their entropy,

$$S[p]=𝑑xp(x)\mathrm{log}\frac{p(x)}{m(x)}.$$
(1)
Choosing the prior $`m(x)`$ can be tricky. When there is no information leading us to prefer one microstate of a physical system over another we might as well assign equal prior probability to each state. Thus it is reasonable to choose the density of states as the prior distribution $`m(x)`$; the invariant $`m(x)dx`$ is the number of microstates in $`dx`$. This is the basis for statistical mechanics.

Other examples of relevance to physics arise when there is no reason to prefer one region of the space $`X`$ over another. Then we should assign the same prior probability to regions of the same “volume,” and we can choose $`_R𝑑xm(x)`$ to be the volume of a region $`R`$ in the space $`X`$. On the basis of this choice of prior one can *derive* a considerable amount of the formalism of quantum mechanics. This includes the “postulates” that quantum states form a Hilbert space, that probabilities are computed through the Born rule, and that time evolution is unitary .

Notice that through the measure $`m(x)`$ Laplace’s principle of insufficient reason still plays a role, albeit in a somewhat modified form. Thus, subjectivity has not been eliminated. Just as with Bayes’ theorem, what is objective here is the manner in which information is processed, not the initial probability assignments.

## 3 Extending the ME method

Let $`X`$ be the space of microstates $`x`$ of a physical system ($`xX`$), and let $`m(x)dx`$ be the number of microstates in the range $`dx`$. (Although in this and in the next section we tend to drift into the language of statistical mechanics it will be clear that the central idea is easily exported to other contexts.) We assume that the expected values $`A^\alpha `$ of some $`n_A`$ variables $`a^\alpha (x)`$ ($`\alpha =1,2,\mathrm{},n_A`$) are known,

$$a^\alpha =𝑑xp(x)a^\alpha (x)=A^\alpha .$$
(2)
This limited information will certainly not be sufficient to answering all questions that one could conceivably ask about the system. Therefore, we make the further assumption that the set $`\{a^\alpha \}`$ has not been randomly chosen, that it has been carefully selected because previous experience indicates the information in (2) is relevant for our purposes.

The probability distribution $`p_0(x)`$ that best reflects the prior information contained in $`m(x)`$ updated by the information $`A^\alpha `$ is obtained by maximizing (1) subject to the constraints (2). The result is

$$p_0(x)=\frac{1}{Z}m(x)e^{\lambda _\alpha a^\alpha (x)},$$
(3)
where the partition function $`Z`$ and the Lagrange multipliers $`\lambda _\alpha `$ are given by

$$Z(\lambda )=𝑑xm(x)e^{\lambda _\alpha a^\alpha (x)}\text{and}\frac{\mathrm{log}Z}{\lambda _\alpha }=A^\alpha .$$
(4)
The question we address concerns the extent to which the maximum entropy distribution $`p_0(x)`$ should be preferred over other distributions with lower entropy. Consider a family of distributions $`p(x|\theta )`$ which depends on a finite, though arbitrarily large, number $`n_\theta `$ of parameters $`\theta ^i`$ ($`i=1,2,\mathrm{},n_\theta `$) and which includes $`p_0(x)`$ as one of its elements. We can choose the parameters $`\theta ^i`$ so that $`p(x|\theta =0)=p_0(x)`$.

The question about the extent that $`p(x|\theta =0)`$ is to be preferred over $`p(x|\theta 0)`$ can be phrased more suggestively as follows. To *what extent do we believe* that the correct selection should be $`\theta =0`$ rather than $`\theta 0`$? Thus, our question has metamorphosed into an inquiry about a degree of belief: the probability of $`\theta `$, $`\pi (\theta )`$. In fact, we should go further back. The original endeavor which led us to use the ME method in the first place was a question about the probability of $`x`$, now we are actually asking about the probability of “$`x`$ and $`\theta `$.” We want not just $`p(x)`$ but rather $`p(x,\theta )`$; asking about the reliability of the answer $`p_0(x)`$ has led us to expand the universe of discourse from $`X`$ to $`X\times \mathrm{\Theta }`$ where $`\mathrm{\Theta }`$ is the space of parameters $`\theta `$. It is remarkable that this is precisely the kind of question the ME method is designed to answer; the strategy is to determine the distribution $`p(x,\theta )`$ by maximizing an entropy subject to whatever constraints are known to hold. To proceed we must address two questions: precisely what is the form of the entropy to be maximized, and second, what are the constraints on $`p(x,\theta )`$.

No definition of entropy is complete until a measure over the space in question ($`X\times \mathrm{\Theta }`$) is specified. Our starting point is that a priori there is no known connection between $`x`$ and the arbitrary set of parameters $`\theta `$. Since a measure must not by itself introduce correlations for which there is no evidence, the prior measure $`m(x,\theta )`$ must be a product, $`m(x)\mu (\theta )`$ of the known density of states $`m(x)`$ and a still unknown measure $`\mu (\theta )`$ over the space $`\mathrm{\Theta }`$. Thus, the entropy to be maximized is

$$\sigma [p]=𝑑x𝑑\theta p(x,\theta )\mathrm{log}\frac{p(x,\theta )}{m(x)\mu (\theta )},$$
(5)
Next we incorporate the crucial piece of information that gives meaning to the parameters $`\theta `$ and establishes the relation between $`\theta `$ and $`x`$: the conditional probability $`p(x|\theta )`$ is known. This has two consequences: First, the joint distribution $`p(x,\theta )`$ is constrained to be of the form $`\pi (\theta )p(x|\theta )`$. Notice that this constraint is not in the usual form of an expectation value. Second, the ambiguity in the choice of the measure $`\mu (\theta )`$ in $`\mathrm{\Theta }`$ is resolved. The family of distributions $`p(x|\theta )`$ induces a natural distance in the space $`\mathrm{\Theta }`$: $`d\mathrm{}^2=g_{ij}d\theta ^id\theta ^j`$, where $`g_{ij}`$ is the Fisher-Rao metric ,

$$g_{ij}=𝑑xp(x|\theta )\frac{\mathrm{log}p(x|\theta )}{\theta ^i}\frac{\mathrm{log}p(x|\theta )}{\theta ^j}.$$
(6)
Accordingly we choose $`\mu (\theta )=g^{1/2}(\theta )`$, where $`g(\theta )`$ is the determinant of $`g_{ij}`$. Having identified the measure and the constraints, we allow the ME method to take over.

The preferred distribution $`p(x,\theta )`$ is chosen by varying $`\pi (\theta )`$ to maximize

$$\sigma [\pi ]=𝑑x𝑑\theta \pi (\theta )p(x|\theta )\mathrm{log}\frac{\pi (\theta )p(x|\theta )}{g^{1/2}(\theta )m(x)}.$$
(7)
Assume $`p(x|\theta )`$ is normalized, $`𝑑xp(x|\theta )=1`$. Maximizing (7) with respect to variations $`\delta \pi (\theta )`$ such that $`𝑑\theta \pi (\theta )=1`$, yields

$$0=𝑑\theta \left(\mathrm{log}\frac{\pi (\theta )}{g^{1/2}(\theta )}+S(\theta )+\mathrm{log}\zeta \right)\delta \pi (\theta ),$$
(8)
where the required Lagrange multiplier has been written as $`1\mathrm{log}\zeta `$, and

$$S(\theta )=𝑑xp(x|\theta )\mathrm{log}\frac{p(x|\theta )}{m(x)}.$$
(9)
Therefore the probability that the value of $`\theta `$ should lie within the small volume $`g^{1/2}(\theta )d\theta `$ is

$$\pi (\theta )d\theta =\frac{1}{\zeta }e^{S(\theta )}g^{1/2}(\theta )d\theta \text{with }\zeta =𝑑\theta g^{1/2}(\theta )e^{S(\theta )}.$$
(10)
Equation (10) is our main result. It tells us that, as expected, the preferred value of $`\theta `$ is that which maximizes the entropy $`S(\theta )`$ because this maximizes the scalar probability density $`\mathrm{exp}S(\theta )`$. But it also tells us the degree to which values of $`\theta `$ away from the maximum are ruled out. For macroscopic systems the preference for the ME distribution can be overwhelming.

Note that the density $`\mathrm{exp}S(\theta )`$ is a scalar function and the presence of the Jacobian factor $`g^{1/2}(\theta )`$ makes Eq.(10) manifestly invariant under changes of the coordinates $`\theta ^i`$ in the space $`\mathrm{\Theta }`$.

## 4 Fluctuations

Fluctuations of the variables $`a^\alpha (x)`$ or of any function $`b(x)`$ of the microstate $`x`$ are usually computed in terms of the various moments of the canonical ME distribution $`p_0(x)`$ given by Eqs.(3-4) (see, however, Ref.). Within this context all expected values, such as the constraints $`a^\alpha =`$ $`A^\alpha `$ and the entropy $`S(A)`$ itself are fixed, they do not fluctuate. The corresponding conjugate variables, the Lagrange multipliers $`\lambda _\alpha =S/A^\alpha `$, do not fluctuate either.

The standard way to make sense of $`\lambda `$ fluctuations is to couple the system of interest to a second system, a bath, and allow exchanges of the quantities $`a^\alpha `$. All quantities referring to the bath will be denoted by primes: microstates $`x^{}`$, density of states $`m^{}(x^{})`$, variables $`a^\alpha (x^{})`$, etc. Even though the overall expected value $`a^\alpha +a^\alpha =A_T^\alpha `$ of the combined system plus bath is fixed, the individual expected values $`a^\alpha =`$ $`A^\alpha `$ and $`a^\alpha =`$ $`A^\alpha =A_T^\alpha A^\alpha `$ are allowed to fluctuate. The ME distribution $`p_0(x,x^{})`$ that best reflects the prior information contained in $`m(x)`$ and $`m^{}(x^{})`$ updated by information on the total $`A_T^\alpha `$ is

$$p_0(x,x^{})=\frac{1}{Z_0}m(x)m^{}(x^{})e^{\lambda _{0\alpha }\left(a^\alpha (x)+a^\alpha (x^{})\right)}.$$
(11)
But less than ME distributions are not totally ruled out; to explore the possibility that the quantity $`A_T`$ is distributed between the two systems in a less than optimal way we consider distributions $`p(x,x^{},A)`$ constrained to the form

$$p(x,x^{},A)=\pi (A)p(x|A)p(x^{}|A_TA),$$
(12)
where

$$p(x|A)=\frac{1}{Z(\lambda )}m(x)e^{\lambda _\alpha a^\alpha (x)}.$$
(13)
The corresponding entropy is

$$S(A)=\mathrm{log}Z(\lambda )+\lambda _\alpha A^\alpha ,$$
(14)
with $`\lambda _\alpha `$ and $`Z(\lambda )`$ given by Eq.(4). Analogous expressions hold for the primed quantities. The formalism simplifies considerably when the bath is large enough that exchanges of $`A`$ do not affect it, and $`\lambda ^{}`$ remains fixed at $`\lambda _0`$. Then

$$S^{}(A_TA)=\mathrm{log}Z^{}(\lambda _0)+\lambda _{0\alpha }\left(A_T^\alpha A^\alpha \right)=\mathrm{c}onst\lambda _{0\alpha }A^\alpha \text{.}$$
(15)
The probability that the value of $`A`$ fluctuates into a small volume $`g^{1/2}(A)dA`$ is given by our main result Eq.(10),

$$\pi (A)dA=\frac{1}{\zeta (\lambda _0)}e^{S(A)\lambda _{0\alpha }A^\alpha }g^{1/2}(A)dA\text{where}g_{\alpha \beta }=\frac{^2S(A)}{A^\alpha A^\beta },$$
(16)
and $`\zeta (\lambda _0)`$ is a suitably defined normalization. To the extent that the right choice of variables has been made, Eq.(16) is exact.

An important difference with the usual theory stems from the presence of the Jacobian factor $`g^{1/2}(A)`$. This is required by coordinate invariance and can lead to small deviations from the canonical predictions. The quantities $`\lambda _\alpha `$ and $`A^\alpha `$ may be close but will not in general coincide with the quantities $`\lambda _{0\alpha }`$ and $`A_0^\alpha `$ at the point where the scalar probability density attains its maximum. When this maximum is very sharp and in its vicinity the Jacobian can be considered constant the usual results  follow. The remaining difficulties are purely computational and of the kind that can in general be tackled systematically using the method of steepest descent to evaluate the appropriate generating function.

Since we are not interested in variables referring to the bath we can integrate Eq.(12) over $`x^{}`$, and use the distribution $`p(x,A)=\pi (A)p(x|A)`$ to compute various moments. As an example, the correlation between $`\delta \lambda _\alpha =\lambda _\alpha \lambda _\alpha `$ and $`\delta a^\beta =a^\beta A^\beta `$ or $`\delta A^\beta =A^\beta A^\beta `$ is

$$\delta \lambda _\alpha \delta a^\beta =\delta \lambda _\alpha \delta A^\beta =\frac{\lambda _\alpha }{\lambda _{0\beta }}+\left(\lambda _{0\alpha }\lambda _\alpha \right)\left(A_0^\beta A^\beta \right).$$
(17)
When the differences $`\lambda _{0\alpha }\lambda _\alpha `$ or $`A_0^\beta A^\beta `$ are negligible one obtains the usual expression, $`\delta \lambda _\alpha \delta a^\beta \delta _\alpha ^\beta `$.

## 5 Entropic priors

The last problem we address is that of obtaining a prior $`\pi (\theta )`$ for use in Bayes’ theorem, $`p(\theta |x)\pi (\theta )p(x|\theta )`$. The traditional approach has been to attempt to determine or at least to constrain $`\pi (\theta )`$ by requiring that it be non-informative, that it satisfy coordinate invariance, and so on. The seemingly innocuous but fruitful new idea proposed by Rodríguez  is to focus attention on $`p(x,\theta )`$ instead of $`\pi (\theta )`$. One could well wonder whether this makes any difference. After all, once $`p(x|\theta )`$ is known, $`p(x,\theta )`$ can be calculated from $`\pi (\theta )`$ and vice versa.

It makes a huge difference. The selection of a preferred distribution using the ME method demands that one specify in which space the search will be conducted. Being a consequence of the product rule, Bayes’ theorem requires that $`p(x,\theta )`$ be defined and that assertions such as “$`x`$ *and* $`\theta `$” be meaningful. The relevant universe of discourse is neither $`X`$ nor $`\mathrm{\Theta }`$, but the product $`X\times \mathrm{\Theta }`$.

The complete specification of the space $`X\times \mathrm{\Theta }`$ requires a measure $`m(x,\theta )`$. At this point we do not know anything about the variables $`\theta `$, they are totally arbitrary. To the extent that no relation between $`x`$ and $`\theta `$ is known, the measure must be the product $`m(x)\mu (\theta )`$ of the separate measures in the spaces $`X`$ and $`\mathrm{\Theta }`$. Indeed, the distribution that maximizes

$$\sigma [p]=𝑑x𝑑\theta p(x,\theta )\mathrm{log}\frac{p(x,\theta )}{m(x)\mu (\theta )},$$
(18)
is $`p(x,\theta )m(x)\mu (\theta )`$; it is such that data about $`x`$ tells us nothing about $`\theta `$. In what follows we assume that $`m(x)`$ is known; *this is part of understanding what data it is that has been collected*. The measure $`\mu (\theta )`$ remains undetermined.

Next we incorporate the crucial piece of information: in order to infer something about $`\theta `$ on the basis of a measurement of $`x`$, a relation between $`x`$ and $`\theta `$ must exist. The relation is supplied by the model $`p(x|\theta )`$. This constrains the joint distribution $`p(x,\theta )`$ to be of the form $`\pi (\theta )p(x|\theta )`$ and removes the ambiguity in the choice of $`\mu (\theta )`$. As mentioned before, there is a natural choice $`\mu (\theta )=g^{1/2}(\theta )`$, where $`g(\theta )`$ is the determinant of the Fisher-Rao metric $`g_{ij}`$. Having identified the space, the measure, and the constraints, the ME method gives the probability $`\pi (\theta )`$ that the value of $`\theta `$ should lie within the small volume $`g^{1/2}(\theta )d\theta `$. It is our previous main result, Eq.(10),

$$\pi (\theta )d\theta e^{S(\theta )}g^{1/2}(\theta )d\theta .$$
(19)
It is remarkable that the ingredients that have been used are precisely those that led us to consider using Bayes’ theorem in the first place. Once the model is known, which means that the data space $`X`$, its measure $`m(x)`$, and the conditional distribution $`p(x|\theta )`$ are given, the prior probability $`\pi (\theta )`$ is unambiguously determined.

We emphasize that $`\pi (\theta )`$ in Eq.(19) is not the least informative distribution, it is the distribution *after* we learn $`p(x|\theta )`$. The distribution *before* we learn $`p(x|\theta )`$ is $`\mu (\theta )`$. We do not know it; this is truly noninformative.

No doubt the reader recognizes that essentially the same argument has been given twice, first in Sect. 3 and then here. There is a reason for this repetition. It was not a priori obvious (at least to this author) that there could have existed a relation between, say, the theory of thermodynamic fluctuations and the problem of selecting priors in Bayesian inference. They are most definitely not the same problem; the meanings of the various symbols and the motivations driving our interests in these questions do not coincide. It was therefore not at all clear that exactly the same mathematical formalism could provide the solution to both. Two verbal justifications, rather than just one, were needed.

The prior $`\pi (\theta )`$ in Eq.(19) is a member of the family of distributions labelled by the real parameter $`\alpha `$,

$$\pi (\theta ,\alpha )=\frac{1}{\zeta (\alpha )}e^{\alpha S(\theta )}g^{1/2}(\theta ),\text{with }\zeta (\alpha )=𝑑\theta g^{1/2}(\theta )e^{\alpha S(\theta )},$$
(20)
which are known as entropic priors -. The ME approach has unambiguously selected the $`\alpha =1`$ member. Indeed, it is easy to check that values $`\alpha 1`$ do not maximize the $`\sigma `$ entropy, $`\sigma [\pi (\theta ,1+\epsilon )]\sigma [\pi (\theta ,1)]`$.

The $`\alpha =1`$ entropic prior has, in the past, led to manifestly reasonable results. Examples include the entropic prior for the family of Gaussians , and the distribution dual to the Maxwell-Boltzmann distribution . The justifications given for these two cases are totally independent of each other and of ours; both are instances of Jeffreys’ prior for scale parameters . On the other hand, values $`\alpha 1`$ have also been used. To investigate this further we consider experiments that can be repeated.

Experiments need not be repeatable. Assume, however, that successive repetitions are possible and that they happen to be independent. Suppose, to be specific, that the experiment is performed twice so that the space of data $`X\times X=X^2`$ consists of the possible outcomes $`x_1`$ and $`x_2`$. Suppose further that $`\theta `$ is not a “random” variable; the value of $`\theta `$ is fixed but unknown. Then the joint distribution in the space $`X^2\times \mathrm{\Theta }`$ is

$$p(x_1,x_2,\theta )=\pi ^{(2)}(\theta )p(x_1,x_2|\theta )=\pi ^{(2)}(\theta )p(x_1|\theta )p(x_2|\theta ),$$
(21)
and the appropriate $`\sigma `$ entropy is

$$\sigma ^{(2)}[\pi ]=𝑑x_1𝑑x_2𝑑\theta p(x_1,x_2,\theta )\mathrm{log}\frac{p(x_1,x_2,\theta )}{\sqrt{g^{(2)}(\theta )}m(x_1)m(x_2)},$$
(22)
where $`g^{(2)}(\theta )`$ is the determinant of the Fisher-Rao metric for $`p(x_1,x_2|\theta )`$. From Eq.(6) it follows that $`g_{ij}^{(2)}=2g_{ij}`$ so that $`g^{(2)}(\theta )=2^dg(\theta )`$, $`d`$ being the dimension of $`\theta `$. Maximizing $`\sigma ^{(2)}[\pi ]`$ subject to $`𝑑\theta \pi ^{(2)}(\theta )=1`$ we get

$$\pi ^{(2)}(\theta )=\frac{1}{Z^{(2)}}g^{1/2}(\theta )e^{S^{(2)}(\theta )}=\frac{1}{Z^{(2)}}g^{1/2}(\theta )e^{2S^{(1)}(\theta )},$$
(23)
where $`S^{(2)}(\theta )=2S^{(1)}(\theta )2S(\theta )`$ is the entropy of $`p(x_1,x_2|\theta )`$. The generalization to $`n`$ repetitions of the experiment, with data space $`X^n`$, is immediate: the ME prior $`\pi ^{(n)}(\theta )`$ is obtained replacing $`S^{(2)}(\theta )`$ with $`S^{(n)}(\theta )=nS^{(1)}(\theta )`$. The coefficient in front of $`S^{(n)}(\theta )`$ remains $`\alpha =1`$ and the prior $`\pi ^{(n)}(\theta )`$ differs from $`\pi ^{(1)}(\theta )`$. This is puzzling. Do we have to revise our prior as more data comes in? In fact, for large $`n`$ the prior $`\pi ^{(n)}(\theta )`$ above becomes manifestly wrong: the exponential preference for the value of $`\theta `$ that maximizes $`S^{(1)}(\theta )`$ becomes so pronounced that no amount of data to the contrary can successfully overcome its effect.

Repeatable experiments present us with a problem, but how do we deny preferred status to $`\alpha =1`$ without simultaneously challenging the ME principle itself? There is one way out of this dilemma. Readers of Jaynes’ work will surely recognize the following argument: we have been conducting our search with the wrong constraint. There is something we know about repeatable experiments that we have not incorporated into the ME procedure above. I propose it is this: when we say an experiment can be repeated say, twice, $`n=2`$, we actually know more than just $`p(x_1,x_2|\theta )=p(x_1|\theta )p(x_2|\theta )`$. We also know that forgetting or discarding the value of say $`x_2`$, yields an experiment that is totally indistinguishable from the single, $`n=1`$, experiment. This *additional* information is quantitatively expressed by the constraint $`𝑑x_2p(x_1,x_2,\theta )=p(x_1,\theta )`$, or equivalently

$$𝑑x_2\pi ^{(2)}(\theta )p(x_1|\theta )p(x_2|\theta )=\pi ^{(1)}(\theta )p(x_1|\theta ),$$
(24)
which leads to $`\pi ^{(2)}(\theta )=\pi ^{(1)}(\theta )`$. In the general case we get the manifestly reasonable result $`\pi ^{(n)}(\theta )=\pi ^{(n1)}(\theta )=\mathrm{}=\pi ^{(1)}(\theta )`$; the undesired dependence on $`n`$ has been eliminated.

The conclusion is that our result Eq.(19) stands: $`\alpha =1`$ is the default value. Unless there is positive evidence to the contrary, the entropic prior with $`\alpha =1`$ should be preferred. But, of course, the results of Sect. 3 apply here too. The preference for maximum entropy is not absolute: $`\alpha =1`$ is just the maximum $`\sigma `$ distribution, and values of $`\alpha `$ corresponding to less than maximum $`\sigma `$ are not totally ruled out.

## 6 Final remarks

The method of maximum entropy has been extended to give a quantitative determination of the degree to which distributions with lower entropy are ruled out. The same idea was used to extend the theory of thermodynamic fluctuations and in the construction of priors for Bayesian inference. That a connection between these two historically independent topics should at all exist is in itself quite remarkable.

We conclude with a comment on the reliability of using entropy as a tool for reasoning. There are several reasons why the ME method could lead to an absurd answer. One possibility is that there is relevant prior information that remains unidentified. Another possible reason for failure is a wrong choice of variables. Choosing the right variables is perhaps the most serious difficulty in statistical mechanics; in fact, it takes many years of indoctrination before it is obvious that the Cooper pair wave function is the right variable to describe superconductivity.

These two possibilities, failure to identify the correct constraints or to identify the correct variables, *do not reflect* *a flaw of the ME method itself*. Of course, it is conceivable, that it is the ME axioms that fail, or that real numbers are not the right way to measure entropy, or even worse, that there is no universal set of rules for processing information. But one need not be overly cautious in this last respect. It is clear that the ME method is applicable to a vast range of problems, and at this point, there are absolutely no signs that the exploration of this territory is anywhere near completion.

Acknowledgments- I am indebted to C. C. Rodríguez and D. A. Davis for very valuable discussions.


text:
# Freiburg-THEP 00/12 TTP 00-17 hep-ph/0008094 August 2000 Two Loop QCD Vertices and Three Loop MOM 𝛽 functions

## 1 Introduction

There is no unique definition of the QCD coupling constant – $`\alpha _s`$: its value depends on the renormalization prescription employed. Within pQCD the definition which is most often used is based on the $`\overline{\text{MS}}`$-scheme . Such a definition is of great convenience for dealing with inclusive physical observables dominated by short distances (for a review see ). On one side the underlying use of dimensional regularization makes advanced calculations possible: e.g. the corresponding $`\beta ^{\overline{\text{MS}}}`$-function is available now with four-loop accuracy . On the other one, this makes the $`\overline{\text{MS}}`$-scheme virtually inapplicable in cases when one chooses to utilize a different regularization, including, most regrettably, the lattice one. In addition, the physical meaning of the $`\overline{\text{MS}}`$ normalization parameter $`\mu `$ is not transparent and leads to the well-known ambiguities when considering the decoupling of heavy particles.

These shortcomings are absent for a wide class of so-called momentum subtraction (MOM) schemes. The MOM-schemes require the values of properly chosen Green functions with predefined $`\mu `$-dependent configurations of external momenta to be fixed (usually to their tree values) independently on the considered order. Practical calculations can then be performed with any regularization, including the lattice one.

Unfortunately, even for massless QCD, there are infinitely many possibilities to define a momentum subtraction renormalization scheme. Not only is there an ambiguity which vertex to subtract, and at which exact configuration of external momenta. In addition, there is the freedom to use a certain linear combination of the scalar functions appearing in the gluon and quark vertices, which can be related to fixed polarization states of the external particles .

Recently, the momentum subtraction approach has been heavily used to relate lattice results for quark masses  and coupling constants  to their perturbatively determined $`\overline{\text{MS}}`$ counterparts.

In one of these papers  it has been argued that the knowledge of three-loop coefficients for the corresponding $`\beta `$-functions is necessary and even the four-loop contributions should be taken in to account. This is because the accessible energy ranges in these calculations are just reaching a level where perturbative QCD calculations start to be valid approximations.

The results of these lattice calculations have mainly been analyzed within the so-called $`\stackrel{~}{\text{mom}}`$-scheme. The scheme is defined using an asymmetric subtraction at $`q_1^2=q_2^2=\mu ^2,q_3=0`$. The perturbative calculations with such a definition are certainly much simpler than those for the schemes employing the symmetric subtraction point $`q_1^2=q_2^2=q_3^2=\mu ^2`$. As a consequence only for that scheme the non-trivial three-loop coefficient of the $`\beta `$-function is known111Very recently even the four-loop term has been computed in . On the other hand, on general grounds it is rather clear that $`\alpha _s`$ defined through the symmetric subtraction point should be less prone to all kinds of non-perturbative effects than the one based on the asymmetric subtraction.

In this paper we suggest a new (approximate) way to compute (massless) vertices at the symmetric point by using a large momentum expansion. The method reduces the problem to evaluation of massless propagators. We compute the two loop QCD corrections to the ghost gluon vertex, the quark gluon vertex, and the triple gluon vertex in the massless limit at the symmetric point in the $`\overline{\text{MS}}`$-scheme. The obtained results are then used to construct different coupling constant definitions in momentum subtraction schemes and the corresponding three-loop $`\beta `$ functions.

This letter is organized as follows: In the next Section we discuss the crucial difference concerning possible non-perturbative corrections to the running of the coupling constant defined with subtraction at the symmetric momentum configuration (which is used in MOM-schemes) and the asymmetric one (used in the so-called $`\stackrel{~}{\text{mom}}`$-schemes). Section 3 briefly describes our calculational method. In Section 4 the results for the vertex corrections at two loops are given. Then we derive the relations between the coupling constants in the MOM\- and the $`\overline{\text{MS}}`$-scheme (Section 5) and close by a short discussion on the effects of our results on the three loop $`\beta `$ function in the MOM-scheme (Section 6).

## 2 MOM vs. $`\stackrel{\mathbf{~}}{\text{MOM}}`$

A well-known way to take into account at least some of non-perturbative physics is the QCD sum rules method  based on the use of Operator Product Expansion (OPE) (for a recent review, see ). For instance, let us consider a correlator of two local operators

$$G^{AB}(q)=i\mathrm{e}^{iqx}dx0|T\{A(x)B(0)\}|0.$$
(1)
At large (and Euclidean) external momentum transfer $`q`$ the correlator (1) can be schematically represented in the form

$$G^{AB}(q)\underset{q\mathrm{}}{====}G_0^{AB}(q)+\underset{n}{}C_n^{AB}(q)O_n(0),$$
(2)
where the first term, $`G_0^{AB}(q)`$, stands for the purely perturbation theory contribution while the sum describes the factorization of the non-perturbative effects due to the large distances (hidden inside of vacuum expectation values (VEV) of various composite operators) and the coefficient functions $`C_n^{AB}(q)`$. The latter correspond to the short distance (of order $`1/|q|`$) contributions coming from the integration with respect to $`x`$ in (1) and, thus, are computable within perturbation theory.

Next, let us consider a three-point correlator

$$G^{ABC}(p,q)=i^2\mathrm{e}^{iqx+ipy}dxdy0|T\{A(x)B(0)C(y)\}|0$$
(3)
in the kinematical regime relevant for the MOM-scheme, that is for both $`q`$ and $`p`$ being large. In this case one can straitforwardly apply the OPE for three operators and write:

$$G^{ABC}(p,q)\underset{q,p\mathrm{}}{=====}G_0^{ABC}(p,q)+\underset{n}{}C_n^{ABC}(p,q)O_n(0).$$
(4)
Here the coefficient functions $`C_n^{ABC}(p,q)`$ are computable as an expansion in the (small) coupling constant $`\alpha _s(\mu )`$ normalized at (large) momentum scale of order $`|p||q|`$. An important feature of both Eqs. (2) and (4) is that the VEV of composite operators are universal and do not depend on the correlator.

The situation is significantly different for the case when only one external momentum, say, $`q`$ is large and another one is fixed or even set to zero (the latter case corresponds to a $`\stackrel{~}{\text{mom}}`$-scheme). Indeed, in this case the representation (4) should be replaced with

$`G^{ABC}(p,q)`$ $`\underset{q\mathrm{}}{=====}`$ $`G_0^{ABC}(p,q)+{\displaystyle \underset{i}{}}C_n^{\stackrel{~}{ABC}}(p,q)O_n(0)`$ (5)
$`+{\displaystyle \underset{n}{}}C_n^{AB}(q)i{\displaystyle \mathrm{e}^{ipy}dy0|T\{C(y)O_n(0)\}|0}.`$
In this representation the first sum comes from the integration region where both $`x`$ and $`y`$ are small and of order $`1/|q|`$. Note that the functions $`C_n^{ABC}(p,q)`$ are in general different from $`C_n^{\stackrel{~}{ABC}}(p,q)`$.

The second sum results from integration regions of small $`x1/|q|`$ only (where the OPE of two operators $`A`$ and $`B`$ can be employed). As the momentum $`p`$ is assumed to be small or even zero the two-point correlators in the second sum can not be perturbatively computed and should be considered as phenomenological quantities analogous to ”condensates”.

Thus, we conclude that the three-point correlators employed in $`\stackrel{~}{\text{mom}}`$-schemes contain, in in addition to the VEV of composite operators, an extra source of the non-perturbative corrections — VEV of bilocal operators — in comparison to the same correlators with symmetrical pattern of the external momenta.

## 3 Method of the calculation

The analytic computation of arbitrary two loop three point functions seems to be excluded at the time being. Therefore our computation is based on the method of asymptotic expansions  which reduces the complexity of the integrals. We consider three point graphs with incoming momenta $`q_1`$, $`q_2`$, and $`(q_1+q_2)`$ and identify one momentum as large, say $`q_1`$. The ordinary large momentum procedure is used to find an expansion with respect to $`q_2^2/q_1^2`$ and $`q_1.q_2/q_1^2`$. The symmetric point further demands that $`(q_1+q_2)^2=q_1^2`$, so $`q_1.q_2`$ can be reexpressed by $`q_2^2`$. Setting $`q_2^2=zq_1^2`$ yields a series in the variable $`z`$.

Using the described method we found very good numerical agreement with the analytical results for the one loop vertex corrections given in  and the one and two loop scalar three point integrals given in  by computing only 4 to 6 terms of the expansion.

The use of the large momentum procedure results in an asymmetric approach and marks one momentum. Therefore one obtains at least two independent series by choosing different momentum distributions. The numerical values of the series must coincide at the symmetrical point ($`z=1`$). This provides a powerful check on our method and can be tested by examining the non-symmetric scalar ladder type topology computed in .

We use the series with the best convergence to estimate the mean value and the variation of independent expansions as an indication for the size of the uncertainty. This description is in most cases equivalent to an error estimation based on the size of the highest expansion term available.

Throughout the whole computation we made use of several computer programs. The diagrams were generated using QGRAF  and the large momentum procedure was applied by EXP . The actual evaluation of the integrals was done using the MINCER  package written in FORM .

## 4 Two loop vertex corrections

We parametrize the QCD vertices at the symmetrical point ($`p_1^2=p_2^2=p_3^2=p^2`$) as follows:

* ghost gluon vertex ($`p_1`$ is the incoming momentum of the out-ghost)

$$\stackrel{~}{\mathrm{\Gamma }}_\mu ^{abc}(p_1,p_2,p_3)=ig_sf^{abc}p_1^\nu \left(g_{\mu \nu }\stackrel{~}{\mathrm{\Gamma }}(p^2)+\mathrm{}\right),$$
(6)
* quark gluon vertex

$$\mathrm{\Lambda }_{\mu ,ij}^a(p_1,p_2,p_3)=g_sT_{ij}^a\left(\gamma _\mu \mathrm{\Lambda }(p^2)+\mathrm{}\right),$$
(7)
* triple gluon vertex

$`\mathrm{\Gamma }_{\mu \nu \lambda }^{abc}(p_1,p_2,p_3)=ig_sf^{abc}\times `$ (8)
$`\left[\left(g_{\mu \nu }\left(p_1p_2\right)_\lambda +g_{\nu \lambda }\left(p_2p_3\right)_\mu +g_{\lambda \mu }\left(p_3p_1\right)_\nu \right)\mathrm{\Gamma }(p^2)+\mathrm{}\right]`$

with the strong coupling constant $`g_s`$, the structure constants of the SU(N) Lie algebra $`f^{abc}`$, and the matrices of the fundamental representation $`T_{ij}^a`$. The terms contained in the ellipsis are defined in such a way that they do not interfere with the displayed form factor. This means that e.g. for Eq. (7) the dots could contain only the structures $`p_i^\mu ,/p_ip_j^\mu `$ and so on. Note, that our choice of the kinematical structures (6-8) is, probably, the simplest one. However, our approach could be applied, if necessary, to any other choice, should the latter be more convenient and/or natural for a specific physical problem.

With Eqs. (7) and (8) we follow the prescription of . Concerning the ghost gluon vertex our definition partly avoids the ambiguity connected with the identification of the vertex form factors and differs from the one used in .

Each form factor receives quantum corrections:

$$\mathrm{\Gamma }=1+\frac{\alpha _s}{\pi }\mathrm{\Gamma }^{(1)}+\left(\frac{\alpha _s}{\pi }\right)^2\mathrm{\Gamma }^{(2)}+\mathrm{}$$
(9)
and similarly for $`\stackrel{~}{\mathrm{\Gamma }}`$ and $`\mathrm{\Lambda }`$.

In the following we restrict ourselves to Landau gauge so the gluon propagator is taken to be purely transversal. A further simplification can be achieved by observing that the MOM-scheme is usually defined at $`p^2=\mu ^2`$ with the ’t Hooft mass $`\mu `$. Therefore all logarithms $`\mathrm{log}(p^2/\mu ^2)`$ drop out. All quantities displayed in the following are computed using the $`\overline{\text{MS}}`$-scheme for the renormalization.

The one loop corrections to the ghost gluon vertex, the quark gluon vertex, and the triple gluon vertex can be found in . There the integral

$$I=2_0^1\frac{\mathrm{log}(x)}{x^2x+1}=2.3439072\mathrm{}$$
(10)
was defined. The results are displayed in table 1 where we have distinguished between contributions proportional to different color factors of the SU(N) (for SU(3) $`C_F=4/3`$, $`C_A=3`$, and $`T=1/2`$, $`n_f`$ represents the number of fermions).

Our numerical results for the two loop contributions are summarized in table 2. The number in the brackets denotes our error estimation on the last digit.

Inserting the values of the color factors for SU(3) and linearly adding the errors one would surely overestimate the uncertainty. Therefore we first computed the series with color factors already inserted and then extracted the results which read

$`\stackrel{~}{\mathrm{\Gamma }}^{(2)}(\mu ^2)`$ $`=`$ $`1.770(9)0.1727(3)n_f,`$
$`\mathrm{\Lambda }^{(2)}(\mu ^2)`$ $`=`$ $`5.590(6)0.7594(2)n_f,`$
$`\mathrm{\Gamma }^{(2)}(\mu ^2)`$ $`=`$ $`2.0(4)+0.72(9)n_f.`$ (11)
## 5 Relations between coupling constants

The MOM renormalization condition implies that the value of one of the above defined functions should be equal to 1 when the corresponding MOM-scheme is used. This allows for the computation of the coupling constant in that MOM-scheme ($`\alpha _s^{\text{MOM}}`$) as a perturbative series in the coupling constant of the $`\overline{\text{MS}}`$-scheme ($`\alpha _s^{\overline{\text{MS}}}`$) which is of the form

$`{\displaystyle \frac{\alpha _s^{\text{MOM}}}{\alpha _s^{\overline{\text{MS}}}}}`$ $`=`$ $`\left\{1+{\displaystyle \frac{\alpha _s^{\overline{\text{MS}}}}{\pi }}\left(d_{10}+d_{11}n_f\right)+\left({\displaystyle \frac{\alpha _s^{\overline{\text{MS}}}}{\pi }}\right)^2\left(d_{20}+d_{21}n_f+d_{22}n_f^2\right)+\mathrm{}\right\}.`$ (12)
We will refer to MOM quantites computed on the basis of the triple gluon vertex, the quark gluon vertex, and the ghost gluon vertex as MOMggg, MOMq, and MOMh, respectively.

Using the well known results for the self energies of the quark, the gluon, and the ghost at one and two loops in the $`\overline{\text{MS}}`$-scheme we find the coefficients shown in table 3.

## 6 Beta function

We define the perturbative series of a generic $`\beta `$ function by

$`\mu ^2{\displaystyle \frac{\text{d}}{\text{d}\mu ^2}}{\displaystyle \frac{\alpha _s(\mu ^2)}{\pi }}=\beta (\alpha _s)=\left({\displaystyle \frac{\alpha _s}{\pi }}\right)^2{\displaystyle \underset{i0}{}}\beta _i\left({\displaystyle \frac{\alpha _s}{\pi }}\right)^i.`$ (13)
The $`\beta `$ function in the MOM-scheme ($`\beta ^{\text{MOM}}`$) can be computed directly from the results presented in the last section using the relation

$$\beta ^{\text{MOM}}(\alpha _s^{\text{MOM}})=\mu ^2\frac{\text{d}}{\text{d}\mu ^2}\frac{\alpha _s^{\text{MOM}}(\mu ^2)}{\pi }=\beta ^{\overline{\text{MS}}}\frac{\text{d}\alpha _s^{\text{MOM}}}{\text{d}\alpha _s^{\overline{\text{MS}}}}|_{\alpha _s^{\overline{\text{MS}}}\alpha _s^{\text{MOM}}}.$$
(14)
In our framework the first two terms in the perturbative series of the $`\beta `$ function are scheme-independent. To compute $`\beta _2^{\text{MOM}}`$ the knowledge of the two loop vertex corrections is sufficient if $`\beta _2^{\overline{\text{MS}}}`$ is given.

$`\beta ^{\overline{\text{MS}}}`$ is known up to four loops  and the first three terms read:

$`\beta _0^{\overline{\text{MS}}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{11}{3}}C_A{\displaystyle \frac{4}{3}}Tn_f\right),`$
$`\beta _1^{\overline{\text{MS}}}`$ $`=`$ $`{\displaystyle \frac{1}{16}}\left({\displaystyle \frac{34}{3}}C_A^24C_FTn_f{\displaystyle \frac{20}{3}}C_ATn_f\right),`$
$`\beta _2^{\overline{\text{MS}}}`$ $`=`$ $`{\displaystyle \frac{1}{64}}({\displaystyle \frac{2857}{54}}C_A^3+2C_F^2Tn_f{\displaystyle \frac{205}{9}}C_FC_ATn_f{\displaystyle \frac{1415}{27}}C_A^2Tn_f`$ (15)
$`\text{ }+{\displaystyle \frac{44}{9}}C_FT{}_{}{}^{2}n_{f}^{2}+{\displaystyle \frac{158}{27}}C_AT{}_{}{}^{2}n_{f}^{2}).`$
The vertex corrections given above lead to the following values for the three loop $`\beta `$ function in the MOM-scheme:

$`\beta _2^{\text{MOMh}}`$ $`=`$ $`44.82(5)9.730(5)n_f+0.3276(1)n_f^2,`$
$`\beta _2^{\text{MOMq}}`$ $`=`$ $`28.86(3)9.206(3)n_f+0.35322(7)n_f^2,`$
$`\beta _2^{\text{MOMggg}}`$ $`=`$ $`24(2)+0.04(63)n_f1.05(3)n_f^2+0.0415330n_f^3.`$ (16)
Note, that a large uncertainty of the $`n_f`$-coefficient for the MOMggg-scheme is the result of an accidental cancellation between $`\beta _2^{\overline{\text{MS}}}`$ and the corrections induced by the one and two loop vertex corrections in this case.

It is instructive to compare the MOMggg-scheme with the (standard) $`\overline{\text{MS}}`$-scheme as well as with the $`\stackrel{~}{\text{mom}}\mathrm{gg}`$ one. The latter is defined with the help of the asymmetric subtraction of the triple gluon vertex (more details in ). The three-loop contributions to the corresponding $`\beta `$-functions read

$`\beta _2^{\overline{\text{MS}}}`$ $`=`$ $`22.32034.36892n_f+0.0940394n_f^2,`$
$`\beta _2^{\stackrel{~}{\text{mom}}\mathrm{gg}}`$ $`=`$ $`37.68995.57013n_f0.223177n_f^2+0.0138889n_f^3.`$ (17)
Thus, one observes that (at three loops) the MOMggg-scheme is numerically significantly closer to the $`\overline{\text{MS}}`$-scheme that to the $`\stackrel{~}{\text{mom}}\mathrm{gg}`$ one.

Very recently, in  an attempt has been made to ”predict” the value of $`\beta _2^{\text{MOMggg}}|_{n_f=0}`$ with the help of an OPE analysis of the flavourless non-perturbative gluon propagator and the symmetric triple gluon vertex in the Landau gauge. They have found

$$\beta _2^{\text{MOMggg}}|_{lattice}=1.5(3)\beta _2^{\stackrel{~}{\text{mom}}\mathrm{gg}}|_{n_f=0}$$
(18)
while our result is

$$\beta _2^{\text{MOMggg}}|_{n_f=0}=0.64(5)\beta _2^{\stackrel{~}{\text{mom}}\mathrm{gg}}|_{n_f=0}.$$
(19)
We believe that the rough (that is in the sign and overall magnitude) agreement between Eqs. (18) and (19) could be improved by taking into account anomalous dimensions of power corrections as discussed in .

## Conclusion

We have presented a new approach to approximately compute three-point Green functions in massless theories. The approach is based on the use of asymptotic expansion methods. It reduces the problem of computing of a three-point N-loop correlator (with Euclidean external momenta) to the calculation of the N-loop massless propagators. We have checked the method by recomputing a few analytically known results. In all cases the resulting series proved to be accurate approximations to the exact results.

We have applied the approach to compute the two loop QCD corrections to the ghost gluon vertex, the quark gluon vertex, and the triple gluon vertex in the massless limit at the symmetric momentum point. The results have been used to construct the corresponding three-loop $`\beta `$ functions. In principle, the calculation could be extended to include one more loop (as the three-loop massless propagators are still accessible with MINCER). Unfortunately, for the time being the hardware constraints look insurmountable.

## Acknowledgements

We would like to thank J.H. Kühn for numerous fruitful discussions and A.I. Davydychev for providing us with information about the results of . We are grateful to the authors of the work  for sending us a draft version of it.

This work was supported by DFG under contract FOR 264/2-1, the Graduiertenkolleg “Elementarteilchenphysik an Beschleunigern” and the DFG-Forschergruppe “Quantenfeldtheorie, Computeralgebra und Monte-Carlo-Simulationen”.