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# Some Highlights of Percolation

## 1 . Introduction and description of the percolation model

Percolation was introduced by Broadbent and Hammersley (see ,) as a probabilistic model for the flow of fluid or a gas through a random medium. It is one of the simplest models which has a phase transition, and is therefore a valuable tool for probabilists and statistical physicists in the study of phase transitions. For many mathematicians percolation on general graphs may be of interest because it exhibits relations between probabilistic and topological properties of graphs. On the applied side, percolation has been used to model the spread of a disease or fire, the spread of rumors or messages, to model the displacement of oil by water, to estimate whether one can build nondefective integrated circuits with certain wiring restrictions.

We shall give a brief survey of some of the important results obtained for this model and list some open problems. The present article is only a very restricted survey and its references (in particular to the physics literature) are far from complete. We apologize to the authors of relevant articles which we have not cited. Earlier surveys are in , , , , , and the reader can find more elaborate treatments in the books ,  and .

The oldest (indirect) reference to percolation that I know of is a problem submitted to the Amer. Math. Monthly (vol 1, 1894, pp. 211-212) in 1894 by De Volson Wood, Professor of Mechanical Engineering at the Stevens Inst. of Technology in Hoboken NJ. Here is the text of the problem.

“An actual case suggested the following:

An equal number of white and black balls of equal size are thrown into a rectangular box, what is the probability that there will be contiguous contact of white balls from one end of the box to the opposite end ? As a special example, suppose there are 30 balls in the length of the box, 10 in the width and 5 (or 10) layers deep.”

Even though percolation theory was not invented to answer this problem, it naturally came to study problems of this kind. By the way, we still have no answer to De Volson Wood’s problem. Percolation as a mathematical theory was invented by Broadbent and Hammersley (,). Broadbent wanted to model the spread of a gas or fluid through a random medium of small channels which might or might not let gas or fluid pass. To model these channels he took the edges between nearest neighbors on $`^d`$ and made all edges independently open (or passable) with probability $`p`$ or closed (or blocked) with probability $`1p`$. Write $`P_p`$ for the corresponding probability measure on the configurations of open and closed edges (with the obvious $`\sigma `$-algebra generated by the sets determined by the states of finitely many edges). A path on $`^d`$ will be a sequence (finite or infinite) $`v_1,v_2,\mathrm{}`$ of vertices of $`^d`$ such that for all $`i1,v_i`$ and $`v_{i+1}`$ are adjacent on $`^d`$. The edges of such a path are the edges $`\{v_i,v_{i+1}\}`$ between successive vertices and a path is called $`\mathrm{𝑜𝑝𝑒𝑛}`$ if all its edges are open. Broadbent’s original question amounted to asking for

$$P_p\{\text{ an open path on }^d\text{ form }\mathrm{𝟘}\text{ to }\mathrm{}\}.$$
(1.1)
This question has an obvious analogue on any infinite connected graph $`𝒢`$ with edge set $``$ and vertex set $`𝒱`$. Again one makes all edges independently open or closed with probability $`p`$ and $`1p`$, respectively, and one denotes the corresponding measure on the edge configurations by $`P_p`$. $`E_p`$ is expectation with respect to $`P_p`$. An open path is defined as before with $`𝒢`$ taking the role of $`^d`$. A path $`(v_1,v_2,\mathrm{})`$ is called self-avoiding if $`v_iv_j`$ for $`ij`$. (1.1) now is replaced by

$$P_p\{\text{ an infinite self-avoiding open path starting at }v\},$$
(1.2)
with $`v`$ any vertex in $`𝒱`$.

The preceding model is called bond-percolation. There is also an analogous model, called site-percolation. In the latter model all edges are assumed passable, but the vertices are independently open or closed with probability $`p`$ or $`1p`$, respectively. An open path is now a path all of whose vertices are open. One is still interested in (1.2). Site percolation is more general than bond percolation in the sense that the positivity of (1.2) for some $`v`$ in bond-percolation on a graph $`𝒢`$ is equivalent to the positivity of (1.2) for some $`v`$ in site-percolation on the covering graph or line graph of $`𝒢`$. However, site percolation on a graph may not be equivalent to bond percolation on another graph (see , Section 2.5 and Proposition 3.1).

Unless otherwise stated we restrict ourselves in the remaining sections to site percolation. We shall often use $`𝒱`$ and $``$ to denote the vertex and edge set of whatever graph we are discussing at that moment, without formally introducing the graph as $`𝒢=(𝒱,)`$. It should be clear from the context what $`𝒱`$ and $``$ stand for in such cases. For $`A𝒱`$, we shall use $`|A|`$ to denote the number of vertices in $`A`$. Further if $`A,B`$ and $`C`$ are sets of vertices, then $`AB`$ means that there exists an open path from some vertex in $`A`$ to some vertex in $`B`$, while $`A\stackrel{𝐶}{}B`$ means that there exists an open path with all its vertices in $`C`$, from some vertex in $`A`$ to some vertex in $`B`$. In particular, with some abuse of notation, we have

$$\{|𝒞(v)|=\mathrm{}\}=\{v\mathrm{}\}.$$

###### Definition 1

We call a graph $`𝒢=(𝒱,)`$ quasi-transitive if there is a finite set of vertices $`V_0`$, such that for each vertex $`v`$ there is a graph automorphism of $`𝒢`$ which maps $`v`$ to one of the vertices in $`V_0`$.

All vertices which can be mapped by a graph automorphism to a fixed $`v_0V_0`$ are equivalent for our purposes. In a quasi-transitive graph each vertex is equivalent to one of finitely many vertices. A special subclass is formed by the transitive graphs, which have $`|V_0|=1`$, so that all vertices are equivalent for our purposes. (For example, the Cayley graph of a finitely generated group is transitive.)

We shall restrict ourselves here to graphs which are

$$\text{connected, infinite but locally finite, and quasi-transitive}.$$
(1.3)
Graphs which satisfy (1.3) automatically have countable vertex sets and edgesets. We define, for $`v𝒱`$,

$$\begin{array}{cc}\hfill \theta ^v(p)& =P_p\{v\mathrm{}\}\hfill \\ & =P_p\{\text{ an infinite self-avoiding open path starting at }v\}.\hfill \end{array}$$
(1.4)
For a quasi-transitive graph $`\theta ^v(p)=\theta ^{v_0}(p)`$ for some $`v_0V_0`$. It is an easy consequence of the FKG inequality that either $`\theta ^v(p)>0`$ for all $`v`$ or $`\theta ^v(p)=0`$ for all $`v`$ (see , Section 4.1). We call $`\theta ^v(p)`$ the percolation probability (from $`v`$). Much of the earlier work on percolation theory deals with properties of the function $`p\theta ^v(p)`$, or more generally with the full distribution of the so-called cluster sizes. The cluster $`𝒞(v)`$ of the vertex $`v`$ is the set of all points which are connected to the origin by an open path. By convention, this always contains the vertex $`v`$ itself (even if $`v`$ itself is closed in the case of site percolation). The clusters are the maximal components of the graph with vertex set $`𝒱`$ and with an edge between two sites only if they are adjacent on $`𝒢`$ and are both open. $`\theta ^v(p)`$ is just the $`P_p`$-probability that $`|𝒞(v)|=\mathrm{}`$.

## 2 . Existence of phase transition and related properties of the critical probability

The most important property of the percolation model is that it exhibits a phase transition, that is, there exists a threshold value $`p_c`$ such that the global behavior of the system is quite different in the two regions $`p<p_c`$ and $`p>p_c`$. To make this more precise let us consider the percolation probability as a function of $`p`$. It is non-decreasing. This is easiest seen from Hammersley’s () joint construction of percolation systems for all $`p[0,1]`$ on $`𝒢`$. Let $`\{U(v),v𝒱\}`$ be independent uniform $`[0,1]`$ random variables. Declare $`v`$ to be $`p`$-open if $`U(v)p`$. Then the configuration of $`p`$-open vertices has distribution $`P_p`$ for each $`p[0,1]`$. Clearly the collection of $`p`$-open vertices is nondecreasing in $`p`$ and hence also $`\theta ()`$ is nondecreasing. Clearly $`\theta ^v(0)=0`$ and $`\theta ^v(1)=1`$. Roughly speaking the graph of $`\theta ^v()`$ (for a fixed $`v`$) therefore looks as in figure 1, but not all the features exhibited in this figure have been proven.

Figure 1: Graph of $`\theta `$. Many aspects of this graph are still conjectural.

The critical probability is defined as

$$p_c=p_c(𝒢)=sup\{p:\theta ^v(p)=0\}.$$
(2.1)
As remarked after (1.4) this is independent of $`v`$. By definition we then have

$$P_p\{|𝒞(v)|=\mathrm{}\}=0\text{ for }p<p_c,v𝒱,$$

so that

$$\text{all clusters are finite a.s. }[P_p]\text{ when }p<p_c.$$
(2.2)
On the other hand, for $`p>p_c`$ there is a strictly positive $`P_p`$-probability that $`|𝒞(v)|`$ is infinite. It then follows from Kolmogorov’s zero-one law that

$$P_p\{\text{some }|𝒞(v)|=\mathrm{}\}=1,p>p_c.$$
(2.3)
Thus the global behavior of the system is quite different for $`0p<p_c`$ and for $`p_c<p<1`$. We therefore can say that there is a phase transition at $`p_c`$, provided the intervals $`[0,p_c)`$ and $`(p_c,1]`$ are both nonempty. It is easy to see from a so-called Peierls argument (just as in ) that $`p_c(𝒢)>0`$ for any graph $`𝒢`$ of bounded degree (and hence certainly if (1.3) holds). It is much harder to do show that $`p_c(𝒢)<1`$ holds for certain $`𝒢`$. Hammersley  proved this for bond-percolation on $`^d`$, but a similar argument works for site-percolation and various other periodic graphs. (Basically, we say that $`𝒢`$ is periodic or can be periodically imbedded in $`^d`$ if $`𝒱`$ can be imbedded in $`^d`$ (with $`d2`$) such that $`𝒱`$ as well as the edges of $`𝒢`$, as represented by the straight line segments between the pairs of vertices adjacent in $`𝒢`$, form a subset of $`^d`$ which is invariant under translations by $`d`$ linearly independent vectors. If this is the case we call $`d`$ the dimension of $`𝒢`$. We refer the reader to , Section 2.1 for details.) Thus

###### Theorem 1

$$0<p_c(^d)<1.$$

Thus, at least on $`^d`$, there really is a phase transition. On any graph one says that the system is in the subcritical (supercritical) phase if $`p<p_c`$ (respectively, $`p>p_c`$). Because percolation is such a simple model with a phase transition, percolation has received a great deal of attention from physicists. Percolation is one of the Potts models, corresponding to the parameter $`q`$ in the Potts model equal to 1; the famous Ising model for magnetism is essentially the same as the Potts model with $`q=2`$. One hopes that understanding of the percolation model will help understand all the Potts models and even the more general Fortuin-Kasteleyn or random cluster models (see , which also explains the relation, due to Fortuin and Kasteleyn, between random cluster models and Potts models).

The exact value of $`p_c(𝒢)`$ is known only for a handful of graphs, and all of these are periodic two-dimensional graphs. This leads to
Open problem 1: Find $`p_c(𝒢)`$ for a wide class of graphs.
However, it is generally agreed that the solution to this problem would not have any explanatory value. The critical probabilities which have been determined so far depend heavily on special symmetry properties of the underlying graph, and the values of these critical probabilities vary with the graph. One has therefore moved on to properties which are believed to be shared by large classes of graphs; see Section 4 below. The rigorously known critical probabilities can be found in , Chapter 3. Here we merely mention the one case which will be important later on:

$$p_c(\text{site percolation on triangular lattice})=\frac{1}{2}.$$
(2.4)
Also known is the following asymptotic result, both for the site and for the bond version:

$$p_c(^d)\frac{1}{2d}\text{ as }d\mathrm{}.$$
(2.5)
This has been proven by several people;  gives the best higher order terms in (2.5).

One can define another critical probability as the threshhold value for the finiteness of the clustersize of a fixed vertex. Thus,

$$p_T(𝒢)=sup\{p:E_p\{|𝒞(v)|\}=\mathrm{}\}.$$
(2.6)
Since $`P_p\{|𝒞(v)|=\mathrm{}\}>0`$ for $`p>p_c`$, it is obvious that $`E_p\{|𝒞(v)|\}=\mathrm{}`$ for all $`p>p_c`$, so that $`p_T(𝒢)p_c(𝒢)`$. It was a crucial step in establishing the known values for $`p_c`$ to show that $`p_T(𝒢)=p_c(𝒢)`$. The original proof of this fact was only for bond percolation on $`^2`$ (; this proof made strong use of crossing probabilities similar to those appearing in De Volson Wood’s problem in Section 1). Proofs of $`p_T=p_c`$ for some other special lattices are in  and ). Later Menshikov () and Aizenman and Barsky () gave independent and different proofs of exponential decay of the distribution of $`|𝒞(v)|`$ for $`p<p_c`$. This is a cornerstone of the subject and is of course a much stronger statement than $`p_T=p_c`$.

###### Theorem 2

(Menshikov and Aizenman and Barsky) Assume that $`𝒢`$ is periodic. Then for $`p<p_c(𝒢)`$ there exists constants $`0<C_1,C_2<\mathrm{}`$ such that

$$P_p\{|𝒞(v)|n\}C_1e^{C_2n},n0.$$
(2.7)
(2.7) gives a basic estimate for the subcritical phase. By an earlier “subadditivity” argument of  (2.7) can be sharpened to a “local limit theorem” (see , Theorem 6.78): for each $`p<p_c`$ there exists a $`0<C_3(p)<\mathrm{}`$ such that

$$\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}P_p\{|C(v)|=n\}=C_3(p).$$
(2.8)
These results give us a measure of control over the subcritical phase. In the supercritical phase many estimates rely on another fundamental result of percolation theory, which was proven by Grimmett and Marstrand . The simplest form of the result is as follows:

###### Theorem 3

$$p_c(^d)=\underset{k\mathrm{}}{lim}p_c(_+^2\times \{1,2,\mathrm{},k\}^{d2}).$$
(2.9)
One may replace $`_+^2`$ by $`^2`$ here.

The graph appearing in the right hand side here consists of a finite number of copies of the first quadrant in $`^2`$ or of the whole $`^2`$. Thus (before the limit is taken) this graph looks very much like $`^2`$ and many of the special tools for percolation on $`^2`$ can be applied to this graph. Because of this one could prove a number of results on $`^d`$ for $`p>lim_k\mathrm{}p_c(_+^2\times \{1,2,\mathrm{},k\}^{d2})`$. Theorem 3 now shows that these results hold throughout the supercritical regime (at least when $`𝒢=^d`$ or a similar graph). As an example of this situation we mention a result of , namely the right hand inequality in (2.10) (the left hand inequality is due to ): For site percolation on $`^d`$ with $`p>p_c(^d)`$ there exist $`0<C_4(p),C_5(p)<\mathrm{}`$ such that

$$C_4(p)\frac{1}{n^{(d1)/d}}\mathrm{log}P_p\{|C(v)|=n\}C_5$$
(2.10)
for all large $`n`$.
Open problem 2: Does

$$\underset{n\mathrm{}}{lim}n^{(d1)/d}\mathrm{log}P_p\{|C(v)|=n\}\text{ exist ?}$$

(under the conditions for (2.10)). The reader should notice the contrast between (2.6), (2.7) — which give exponential decay for the clustersize distribution in the subcritical case — and (2.10) which corresponds to a “stretched exponential” for the tail of the clustersize in the supercritical case. The tail of this distribution at criticality, i.e., for $`p=p_c`$ will be discussed in Section 4.

## 3 . Uniqueness of infinite clusters and properties of the percolation probability

It is natural to ask “how many infinite clusters can there be ?” In  it is shown that for periodic graphs for each $`p`$, exactly one of the following three situations prevails:
$`P_p\{\text{there is no infinite open cluster}\}=1`$,
$`P_p\{\text{there is exactly one infinite open cluster}\}=1`$ or
$`P_p\{\text{there are infinitely many infinite open clusters}\}=1`$.
As pointed out in , the proof of  carries over to any quasi-transitive graph by a zero-one law for events which are invariant under graph automorphisms. Of course, the first alternative here holds for $`p<p_c`$, but can the last situation occur for some $`pp_c`$ ? The first proof that this is impossible on $`^d`$ is in . This proof was improved and generalized a few times, but the most elegant, and by now standard, proof is due to Burton and Keane . Their method works for any amenable graph. To make this precise we define for any set $`W𝒱`$,

$$W=\{w𝒱:wW\text{ but }w\text{ is adjacent to some }vW\}.$$

We call the graph $`𝒢`$ amenable if there exists a sequence $`\{W_n\}𝒱`$ for which $`|W_n|/|W_n|0`$.

###### Theorem 4

(Burton and Keane) If $`𝒢`$ satisfies (1.3), and if $`𝒢`$ is amenable, then for all $`p[0,1]`$

$$P_p\{\text{there exist more than one infinite open cluster}\}=0.$$
(3.1)
The proof of this result is the same as in , except that one should argue on the expected number of encounter points where Burton and Keane use the ergodic theorem to make the number of encounter points itself large. (We owe this observation to O. Häggström.) Simple examples (such as a regular tree) show that (3.1) does not have to hold for nonamenable graphs. This is one example of a relation between percolation properties and algebraic/topological properties of the underlying graph (see ,  and  and some of their references for other examples). What can be said about uniqueness/nonuniqueness in the nonamenable case ? Benjamini and Schramm  introduced a further critical probability:

$$p_u=p_u(𝒢):=inf\{p:\text{a.s. }[P_p]\text{ there is a unique infinite cluster}\}.$$
(3.2)
By definition $`p_up_c`$. We have $`p_c<p_u=1`$ on a regular $`b`$-ary tree (in which all vertices have degree $`b+1`$) with $`b2`$. The first example of a graph with $`p_c<p_u<1`$ was given in . Note that there is no a priori reason why uniqueness should be monotone in $`p`$, that is why uniqueness a.s. $`[P_p^{}]`$ should imply uniqueness a.s. $`[P_{p^{\prime \prime }}]`$ whenever $`p^{\prime \prime }p^{}`$. This has been proven to be the case for graphs satisfying (1.3). More precisely, the following theorem (and somewhat more) is proven in  (see also  and ):

###### Theorem 5

Let $`𝒢`$ satisfy (1.3) and let the percolation configurations on $`𝒢`$ be constructed simultaneously for all $`p[0,1]`$ by Hammersley’s method described in the beginning of Section 2. Let $`N(p)`$ be the number of $`p`$-open infinite clusters. Then a.s.,

$$N(p)=\{\begin{array}{cc}0\hfill & \text{ for }p[0,p_c)\hfill \\ \mathrm{}\hfill & \text{ for }p(p_c,p_u)\hfill \\ 1\hfill & \text{ for }p(p_u,1].\hfill \end{array}$$

Note that this theorem does not give the value of $`N(p)`$ at $`p=p_c`$ or $`p_u`$ (see also the lines after Theorem 1.2 in  and Open problem 3 below).

Other obvious questions concern the smoothness of the function $`\theta ^v()`$, and in particular whether this function is continuous. Clearly $`p\theta ^v(p)`$ is always continuous for $`p<p_c`$, since $`\theta ^v(p)=0`$ for all such $`p`$. Russo  noted that $`\theta ^v()`$ is everywhere right continuous and  proved that (under (1.3)) if for some fixed $`p_0>p_c`$ there is a.s. $`[P_{p_0}]`$ a unique infinite cluster, then $`\theta ^v()`$ is also left continuous at $`p_0`$. Thus, under (1.3), the remaining problem is
Open problem 3: Is $`p\theta ^v(p)`$ (left) continuous on $`[p_c,p_u]`$ ?
On $`^d`$ which has $`p_c(^d)=p_u(^d)`$, continuity is equivalent to $`\theta (p_c)=0`$. It has long been conjectured that this is the case. It is known that this holds for $`d19`$ by the theory of Hara and Slade ; actually this deals with bond percolation, but should go through also for site percolation on $`^d`$. It also follows from work of Harris  and the author , Theorem 3.1, that continuity holds when $`d=2`$ (both for bond and site percolation).  and  prove that on a Cayley graph of a non-amenable group there is no percolation at $`p_c`$.

## 4 . Behavior at and near $`p_c`$

From now on we shall restrict ourselves to transitive graphs which are periodically imbedded in $`^d`$, so that the origin is a vertex of the graph. Since all vertices are equivalent in a transitive graph, we drop the superscript $`v`$ from various quantities such as $`\theta (p)`$; we further write $`𝒞`$ for the open cluster of the origin.

We saw in (2.7) and (2.10) that the probability of a cluster of size $`n<\mathrm{}`$ decays exponentially or as a stretched exponential in the subcriticial and supercritical regime, respectively. The behavior at criticality is quite different. In fact, it is believed that there exists constants $`0<C_i<\mathrm{}`$ such that

$$C_6n^{(d1)/2}P_{p_c}\{|C(v)|n\}C_7n^{C_8}.$$
(4.1)
Indeed, for periodic graphs in dimension $`d=2`$ the left hand inequality is proven in , but the argument remains valid in any dimension. In an Abelian sense one knows even more (see the proof of Proposition 10.29 in ). The right hand inequality of (4.1) for certain two-dimensional graphs can be found in , Theorem 8.2, while for $`d19`$ with $`\delta =2`$ it follows from  and . It is natural to conjecture that

$$P_{p_c}\{|C(v)|n\}n^{1/\delta }$$
(4.2)
for some $`\delta =\delta (𝒢)>0`$, where $`a(n)b(n)`$ means $`\mathrm{log}(a(n)/\mathrm{log}b(n)1`$ as $`n\mathrm{}`$. (One may conjecture that (4.2) and similar relations below hold with an even stronger interpretation of $``$ but we shall not pursue this here.)

(4.2) is one example of a so-called power law. Another (conjectured) power law is for $`P_{p_c}\{v^{}v^{\prime \prime }\}`$. It is believed that for some constant $`\eta `$

$$P_{p_c}\{v^{}v^{\prime \prime }\}|v^{}v^{\prime \prime }|^{2d\eta }\text{ as }|v^{}v^{\prime \prime }|\mathrm{}.$$
(4.3)
Here $`|v|`$ denotes the $`\mathrm{}^1`$ norm of the image of $`v`$ under the imbedding into $`^d`$. Again this is supported by the following partial result for periodic graphs whose image under the periodic imbedding into $`^d`$ is invariant under permutations of the coordinates. For such graphs (4.1) implies that there exist constants $`0<C_i<\mathrm{}`$ such that

$$C_9|v^{}v^{\prime \prime }|^{C_{10}}P_{p_c}\{v^{}v^{\prime \prime }\}C_{11}|v^{}v^{\prime \prime }|^{C_{12}}.$$
(4.4)
Physicists also conjectured that various quantities behave like powers of $`|pp_c|`$ as $`pp_c,pp_c`$. Such conjectures are analogues of results which were known (often on a nonrigorous basis) or conjectured for related models. They were also rigorously known for quite some time for percolation on regular trees. In addition, Hara and Slade in a series of important papers (see in particular , ) have developed the so-called lace expansion technique to give us a good understanding of percolation in high dimensions. Roughly speaking, they prove many of the physicists conjectures for bond percolation on $`^d`$ with $`d19`$, by showing that most quantities show mean field behavior near $`p_c`$, that is, they have the same singularity on $`^d`$ with $`d19`$ as on a regular tree. It is believed that this will remain true for $`d>6`$. In fact Hara and Slade can prove their results for percolation in any dimension $`>6`$ for what they call “spread out” models. (These have $`^d`$ as vertex set but there may be some open bonds between points which are not nearest neighbors on $`^d`$.)

The most common of the conjectured power laws (with the traditional names for the exponents) are as follows. Here $`A(p)B(p)`$ means $`\mathrm{log}A(p)/\mathrm{log}B(p)1`$ as $`pp_c`$ (with $`pp_c`$).

$$\left(\frac{d}{dp}\right)^3\left[\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n}P_p\{|𝒞|=n\}\right]=\left(\frac{d}{dp}\right)^3E_p\{|𝒞|^1\}|pp_c|^{1\alpha },$$
(4.5)
$$\theta (p)(pp_c)^\beta ,pp_c,$$
(4.6)
$$\chi (p):=E\{|𝒞(v)|;|𝒞(v)|<\mathrm{}\}|pp_c|^\gamma .$$
(4.7)
Another power law is supposed to hold for the so-called correlation length, $`\xi (p)`$. Intuitively speaking, if $`pp_c`$, the correlation length is the minimal size a cube should have so that one can detect from a typical percolation configuration in such a cube that $`p`$ is not equal to $`p_c`$. On scales which are small with respect to the correlation length, the system is expected to behave as if it is critical. On the other hand, on scales which are large with respect to the correlation length, one should be able to partition the system into cubes of edgelength equal to a large multiple of the correlation length and regard these cubes as “supersites”; for $`p>p_c`$ (respectively $`p<p_c`$) these supersites should behave as sites in site percolation with a $`p`$ value close to 1 (respectively close to 0). On such scales the details of the lattice other than its dimension should play little role, if any. Several possible formal definitions are in use for the correlation length. Here we define the correlation length $`\xi (p)`$ by

$$[\xi (p)]^1=\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}P_p\{\mathrm{𝟘}ne_1,\mathrm{𝟘}\mathrm{}\},$$
(4.8)
where $`e_1`$ is the first coordinate vector. Strictly speaking,  only proves that this is a good definition for (bond or site) percolation on $`^d`$, but this definition should make sense with minor changes for percolation on general periodic graphs. The conjectured powerlaw then takes the form

$$\xi (p)|pp_c|^\nu .$$
(4.9)
Other power laws have been conjectured for electrical conductance and for the graph-theoretical length of an open crossing between opposite faces of a cube.

In all these cases proofs of power bounds instead of actual power laws are known for many graphs which are periodically imbedded in $`^d`$ with $`d=2`$ or $`d`$ large (see , Chapter 8, , Chapter 10, , ). For instance,

$$C_{13}|pp_c|^1\chi (p)C_{14}|pp_c|^{C_{15}}\text{ for }p<p_c.$$
(4.10)
In fact, the left hand inequality holds for all $`d`$ (see , , Theorem 10.28).

Most remarkable is the conjecture of “universality”. That is, it is generally believed that each of the so-called critical exponents $`\alpha ,\beta ,\gamma ,\delta ,\eta ,\nu `$ depends for periodic graphs on the dimension $`d`$ only, and not on the details of the graph $`𝒢`$. For instance, they should have the same value for bond and for site percolation on $`^2`$ and on the triangular lattice. This is in contrast to the critical probablity $`p_c`$, which definitely does depend on the details of $`𝒢`$. For this reason the principal concern these days is to establish power laws and universality, and little attention is being paid to open problem 1. (See next section for more on what is now known.)

There are also nonrigorous arguments to derive simple relations between various of these exponents. These are the so-called scaling laws:

$$\alpha +\beta (\delta +1)=2$$
(4.11)
$$\gamma +2\beta =\beta (\delta +1)$$
(4.12)
$$\gamma =\nu (2\eta )$$
(4.13)
$$d\nu =\gamma +2\beta \text{ for }2d6.$$
(4.14)
The last relation, which involves the dimension $`d`$ is called a hyper-scaling law. These scaling relations, except (4.11), have been established for many graphs with $`d=2`$ (assuming that the exponents exist; see ) and are also known for high $`d`$. There is also a “conditional proof” of the hyperscaling relation . That is, (4.14) (or rather the relation $`(2\eta )=d(\delta 1)/(\delta +1)`$) has been shown to be implied by other (not yet established) laws for percolation (). It is widely believed that these other laws hold for $`3d6`$.

There are predictions by physicists of the values of these exponents when $`d=2`$ or when $`d`$ is large. In fact, as we already pointed out, it is believed that all these exponents are even independent of $`d`$ for $`d>6`$. The existence of these exponents and their predicted values have now been proven to be correct when $`𝒢`$ is the triangular lattice (, , , ). It is also known that these exponents (except for $`\alpha `$ and perhaps $`\eta `$) exist and take the same values as on a regular tree for $`d19`$ (, , ).

This section raises the obvious and very extensive
Open problem 4: Prove power laws, universality and scaling relations.

In the next section we shall describe some of the progress made on this problem in dimension 2. We already mentioned the work of Hara and Slade in high dimensions. No progress has been made in dimensions 3, 4 and 5. So we may pose a more modest problem for these dimensions.
Open problem 5: Find upper and lower power bounds for $`\theta (p),\chi (p)`$, $`\xi (p)`$ and $`P_{p_c}\{|𝒞|n\}`$ when $`3d5`$.

As we pointed out above, bounds on one side are already known for most of these quantities, but as far as we know no bound of the form

$$\xi (p)C_{16}|pp_c|^{C_{17}}$$
(4.15)
has been proven for $`3d5`$, not even for $`p<p_c`$. This is probably the most fundamental bound to prove, from which several other bounds might follow. Note that it is not hard to see that on $`^d`$

$$\xi (p)C_{18}|\mathrm{log}(p_cp)|^{(d1)/d}(p_cp)^{1/d}\text{ for }p<p_c.$$
(4.16)
Indeed, the proof of the left hand inequality in (4.4) actually gives

$$P_{p_c}\{0\stackrel{[0,n]^d}{}ne_1\}C_9n^{3(d1)}.$$
(4.17)
From this one trivially has for $`p<p_c`$

$$\begin{array}{cc}\hfill P_p\{\mathrm{𝟘}kne_1\}& \left[P_p\{\mathrm{𝟘}\stackrel{[0,n]^d}{}ne_1\}\right]^k\hfill \\ & \left[\left(\frac{p}{p_c}\right)^{(n+1)^d}P_{p_c}\{\mathrm{𝟘}\stackrel{[0,n]^d}{}ne_1\}\right]^k\hfill \\ & \left[\left(\frac{p}{p_c}\right)^{(n+1)^d}C_9n^{3(d1)}\right]^k.\hfill \end{array}$$
(4.18)
Now take $`n=\left[|\mathrm{log}(p_cp)|\right]^{1/d}(p_cp)^{1/d}`$ and estimate $`\xi (p)`$ from

$$\begin{array}{cc}\hfill [\xi (p)]^1& =\underset{k\mathrm{}}{lim}\frac{1}{kn}\mathrm{log}P_p\{\mathrm{𝟘}kne_1,\mathrm{𝟘}\mathrm{}\}\hfill \\ & =\underset{k\mathrm{}}{lim}\frac{1}{kn}\mathrm{log}P_p\{\mathrm{𝟘}kne_1\}\text{ for }p<p_c.\hfill \end{array}$$

A somewhat different aspect of the behavior of critical percolation concerns the random variable

$$N(v):=inf\{\text{number of closed vertices in any path from }\mathrm{𝟘}\text{ to }v\}.$$
(4.19)
If no percolation occurs for $`p=p_c`$, then $`N(v)\mathrm{}`$ as $`v\mathrm{}`$, a.s. $`[P_{p_c}]`$. For bond percolation on $`^2`$ it is known that $`[\sigma _{p_c}(N(v))]^1[N(v)E_{p_c}N(v)]`$ satisfies a central limit theorem with $`E_{p_c}N(v)\mathrm{log}|v|`$ and $`\sigma _{p_c}(N(v))`$, the standard deviation of $`N(v)`$, of order $`[\mathrm{log}|v|]^{1/2}`$ (see ). On $`^d`$ with $`d3`$ it is only known () that $`N(v)=O(|v|^\epsilon )`$ a.s. $`[P_{p_c}]`$, for every $`\epsilon >0`$.
Open problem 6: Improve the bound for $`N(v)`$ and find a limit theorem for $`N(v)`$ in dimension $`3`$.

## 5 . Conformal invariance and SLE

In this section we only consider graphs which are periodically imbedded in $`^2`$. Special attention will be paid to site percolation on the triangular lattice.

We already briefly discussed the interpretation of the correlation length in the preceding section. In view of (4.4), the definition (4.8) assigns the value $`\mathrm{}`$ to the correlation length when $`p=p_c`$, at least if $`P_{p_c}\{|𝒞|=\mathrm{}\}=0`$, as is widely believed (and is known for $`d=2`$ or $`d19`$). Thus the correlation length is not a useful length scale for critical percolation. Other than the spacing between vertices, there seems to be no lengthscale which plays a role for critical percolation. In this case one may hope to take some sort of limit without normalization of a critical percolation system in a larger and larger region. It is not clear in what topology one should take a limit. Matters look somewhat friendlier if one fixes a region and considers a limit as the spacing between vertices tends to zero. Even then it is not clear what topology will be most useful for taking a limit. A discussion of these issues can be found in  and the beginning of . Putting this problem aside, let us first ask for limits of simple quantities such as crossing probabilities. Let $`D`$ be a Jordan domain in $`^2`$ with a smooth boundary and let $`A_1`$ and $`A_2`$ be two disjoint arcs of $`D`$. Identify $`𝒢`$ with its periodic imbedding in $`^2`$. (This imbedding is not unique, but for the present purposes we can just fix some imbedding.) We can then define $`\delta 𝒢`$ as the result of multiplying the image of $`𝒢`$ under the imbedding by a factor $`\delta >0`$. This image has vertices located at $`\{\delta v:v𝒱\}`$ and edges between two points $`\delta v^{},\delta v^{\prime \prime }`$ if and only if $`v^{}`$ and $`v^{\prime \prime }`$ are adjacent in $`𝒢`$. For any percolation configuration on $`𝒢`$ we say that there exists an open path on $`\delta 𝒢`$ from $`A_1`$ to $`A_2`$ in $`D`$ if there is an open path $`v_1,\mathrm{},v_m`$ on $`𝒢`$ such that $`\delta v_iD`$ for $`2im1`$ and the edge between $`\delta v_1`$ and $`\delta v_2`$ intersects $`A_1`$ and the edge between $`\delta v_{m1}`$ and $`\delta v_m`$ intersects $`A_2`$. We then define

$$h(D,A_1,A_2,\delta ):=P_{p_c}\{\text{ open path on }\delta 𝒢\text{ from }A_1\text{ to }A_2\text{ in }D\},$$
(5.1)
and ask whether this has a limit as $`\delta 0`$. (Here is were contact is made with De Volson Wood’s problem in the Amer. Math. Monthly.) It is conjectured that this limit, call it $`h(D,A_1,A_2)`$, exists, and moreover that it is conformally invariant. By this we mean that if $`\varphi `$ is a conformal map from $`D`$ onto $`D^{}=\varphi (D)`$ which extends to a homeomorphism between $`\overline{D}:=`$ closure of $`D`$ and $`\overline{D}^{}`$, then

$$h(D,A_1,A_2)=h(\varphi (D),\varphi (A_1),\varphi (A_2)).$$
(5.2)
Conformal invariance of a limit of critical percolation had been conjectured by physicists (see  and its references) on the grounds that this had been found in related models. The stress on studying this for crossing probabilities is due to , which also credits Aizenman with the formulation of conformal invariance for crossing probabilities (actually in a slightly more general form than (5.2)). Cardy used conformal invariance and the Riemann mapping theorem to equate $`h(D,A_1,A_2)`$ to $`h(,[z,0],[1,\mathrm{}))`$, where $``$ is the upper half plane and $`z(\mathrm{},0)`$ a suitable point on the boundary of $``$, i.e., the real axis. He then derived (nonrigorously) a differential equation for $`h(,[z,0],[1,\mathrm{}))`$ as a function of $`z`$. From this he obtained an explicit formula for $`h(,[z,0],[1,\mathrm{}))`$, and hence for $`h(D,A_1,A_2)`$ in special cases, such as when D is a rectangle and $`A_1,A_2`$ two opposite sides of $`D`$. In an astonishing paper Smirnov  succeeded in showing that for site percolation on the triangular lattice, the limit $`h(D,A_1,A_2)`$ indeed exists and is conformally invariant. To do this Smirnov introduces an extra variable $`z\overline{D}`$ , and considers

$$\begin{array}{cc}\hfill f(z,D,A_1,A_2,\delta )& :=P_{p_c}\{\text{ self-avoiding open path on }\delta 𝒢\text{ from }A_1\hfill \\ & \text{to }B_1A_2\text{ in }D\text{ which separates }z\text{ from }B_2\},\hfill \end{array}$$

where $`B_1,B_2`$ are the arcs on $`D`$ between $`A_1`$ and $`A_2`$ (i.e., the boundary of $`D`$ consists of the four arcs $`A_1,B_1,A_2,B_2`$ and one successively traverses these arcs as one goes around the boundary of $`D`$ in one direction). He now shows that any limit of $`f(z,D,A_1,A_2,\delta )`$ along a subsequence $`\delta _n0`$ is a harmonic function of $`zD`$ which has to satisfy certain boundary conditions which uniquely determine the limit. Therefore $`lim_{\delta 0}f(z,D,A_1,A_2,\delta _n)`$ exists. Moreover, the limit is conformally invariant, because it is characterized as the harmonic function which satisfies a certain boundary condition. The original problem for the crossing probabilities $`h(D,A_1,A_2,\delta )`$ can be treated as a special case, by letting $`z`$ approach the single point in $`\overline{A}_2\overline{B}_1`$. One can find the limit function $`h(D,A_1,A_2)`$ explicitly if $`D`$ is a rectangle, and $`A_1,B_1,A_2,B_2`$ its sides, and thereby one can recover Cardy’s formula.

Somewhat before Smirnov, Schramm  had introduced stochastic Loewner evolutions (SLE) in order to describe a scaling limit of growing random sets (and in particular the scaling limit of loop erased random walk in dimension two, and related processes). For percolation, the simplest version of SLE is probably the so-called chordal SLE (see ), described as follows. Let $``$ and $`\overline{}`$ be the open upper and closed upper half plane, respectively, and let $`\{B(t)\}_{t0}`$ be a standard Brownian motion starting at 0. Let $`g_t(z)`$ be the solution of the Loewner equation

$$\frac{g_t(z)}{t}=\frac{2}{g_t(z)\xi (t)},g_0(z)=z$$
(5.3)
with $`\xi (t)=\sqrt{\kappa }B(t)`$ for some parameter $`\kappa >0`$. The solution to (5.3) exists for $`t<\tau (z):=inf\{s:0\text{ is a limit point of the }`$ set $`\{g_u(z)\xi (u),u<s\}\}`$. Define $`H_t:=\{z:\tau (z)>t\},K_t=\{z\overline{H}:\tau (z)t\}`$. Chordal SLE<sub>κ</sub> is the collection of maps $`\{g_t:t0\}`$. It turns out that $`g_t`$ is the unique conformal homeomorphism from $`H_t`$ onto $``$ for which $`lim_z\mathrm{}[g_t(z)z]=0`$. It is shown in  that for $`\kappa 8`$ there exists a continuous path $`\gamma :[0,\mathrm{})\overline{}`$ such that $`K_t`$ is the hull of $`\gamma [0,t]`$, that is, $`K_t`$ is the closure of the union of the bounded components of $`\overline{}\gamma [0,t]`$. In many situations one can also start with the path $`\gamma `$ and then define $`g_t`$ as the conformal homeomorphism from its hull $`K_t`$ onto $``$. This must then satisfy a Loewner equation (5.3). $`\gamma `$ is called the trace of the corresponding SLE process.

Schramm () showed that the scaling limit of loop erased random walk can be described by an analogue of SLE<sub>2</sub> in the unit disc. ( still had to assume that this scaling limit exists and is conformally invariant, but this has since been proven in ). In  Schramm expresses the belief that SLE<sub>6</sub> is appropriate for the description of the scaling limit of the boundary of percolation clusters. This has been proven to be correct for percolation on the triangular lattice.

Figure 2: The exploration process, which separates the open (white) hexagons from the closed (black) ones. We thank Oded Schramm for providing us with this figure.

To give a specific example, consider the hexagonal lattice, imbedded in $`^2`$ in such a way that the hexagonal faces which intersect the x-axis have their centers on this axis and that the origin lies on the common boundary of two such faces. Make the hexagonal faces in the upper half plane independently open or closed with probability 1/2. If one thinks of the centers of the hexagonal faces as vertices of the triangular lattice then one sees that this is equivalent to critical site percolation on the triangular lattice on $``$ (recall that its critical probability equals 1/2). Now impose the boundary condition that all faces with center on the positive (negative) x-axis are open (closed, respectively). There is then a curve,$`\gamma _\delta `$, in the upper half plane and running on the boundaries of some of the hexagonal faces, which starts at 0 and traverses the boundary between the open cluster of the positive x-axis and the closed cluster of the negative x-axis. This curve is called the exploration process; see Figure 2. The distribution of this curve $`\gamma _\delta `$ converges to the distribution of the trace of SLE<sub>6</sub> (as the mesh size goes to zero, and using the Hausdorff metric on the space of curves, determined up to parametrization) (see , ). Actually these references discuss the analogous situation on an equilateral triangle instead of $``$ and concentrate on showing the existence of the limit. The identification of the limit as SLE<sub>6</sub> is based on the work of Lawler, Schramm and Werner (, ).

To prove this result Smirnov (, ) first uses a compactness argument to show that any sequence $`\delta _n0`$ has a subsequence along which the distribution of $`\gamma _{\delta _n}`$ converges to some distribution $`\mu ^{e.p.}`$ on Hölder continuous curves. Then he proves that $`\mu ^{e.p.}`$ is independent of the subsequence $`\{\delta _n\}`$ by showing that $`\mu ^{e.p.}`$ has certain properties which characterize SLE<sub>6</sub>. This of course also shows that $`\mu ^{e.p.}`$ is the distribution of the trace of SLE<sub>6</sub>. The second step relies on a reduction of various $`\mu ^{e.p.}`$-probabilities to crossing probabilities of the form (5.1) and on the existence and conformal invariance of the limit of (5.1). In addition it relies on a “locality property.” Note that one can construct $`\gamma _\delta `$ from “local” information only; at any step $`\gamma _\delta `$ turns to the right (left) if its tip has a closed (respectively, open) hexagon in front of it.

SLE turns out to be the perfect tool for calculating critical exponents. Lawler, Schramm, Smirnow and Werner in  and  were able to use the correspondence with SLE<sub>6</sub> to prove for percolation on the triangular lattice, not only Cardy’s formula, but also the power laws (4.2), (4.3), (4.6), (4.7) and (4.9) with the values for $`\nu ,\beta ,\gamma ,\delta `$ and $`\eta `$ which were predicted by physicists (see  for relevant references). It was further shown in  by Beffara that the Hausdorff dimension of the trace of SLE<sub>6</sub> is 7/4. Thus, this is also the Hausdorff dimension of the exploration process “in the scaling limit.” This dimension had already been predicted by Saleur and Duplantier .


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# Pressure-temperature phase diagrams of selenium and sulfur in terms of Patashinski model

## 1 Inroduction.

Structural transitions in liquid Se and S similar to those in crystalline state were discovered by Brazhkin et.al. . At these transitions, drastic changes of structure and physical properties (electrical conductivity, heat capacity, etc.) occur . Actually, the pressure - temperature phase diagrams of these substances demonstrate two kinds of phase transitions. The first one corresponds to the sharp change of local order in the system. In solid state, these transitions are known as polymorphous ones. The possibility of polymorphous transitions in liquid area is under permanent discussion. Another kind of transitions, i.e. melting, is associated with global order changes. To describe the phase diagram, one has to describe both transitions in terms of one and the same statistical model or, in other words, one has to describe all phases of the system in terms of one and the same set of order parameters. Such a description may be realized via local state representation in statistical mechanics of condensed matter introduced by Patashinski . The idea that local state representation may describe the liquid - liquid phase transition was suggested in , and we tried to realize it in the present paper. Here, we give brief introduction into Patashinski model (section 2), then we perform calculations for the system with two competing local structures. The results are applied to the binary system and to the system with two polymorphous local modifications, such as Se and S (section 3). Further applications of the model are discussed in Conclusion.

## 2 Patashinski model.

Physical background of the model arises from the fact that in condensed substance the interaction on atomic length-scale is strong enough to result in a substantial restriction of relative positions of particles. This is being referred to as the local order in condensed systems. The size of strongly correlated cluster and the nature of local order depends on the temperature, pressure, and composition of the material. The local ordering implies that atoms positions in the local cluster correspond to some deformed ideal pattern. In close-packed materials, one supposes several geometrical objects (the fragments of HCP and FCC lattices and icosahedron) to be such a pattern. The pattern can be characterized by geometric parameters which are invariant under rotations (coordination lengths and numbers, characteristic angles in the pattern). These parameters are the same for most clusters and fix up the type of local order in the material.

To account the limitations imposed on relative positions of particles by the local order, one describes the system in terms of local order parameters. Since the concept of local order assumes a space scale larger than mean interatomic distance, a coarsening of the description is necessary. The resulting model is then a simplification that allows one to understand global ordering starting from the assumed local order and from the interaction of local orders in different clusters. The formalism considered was first offered by A.Patashinski and M.Chertkov in , and below in this section we will follow this paper.

As was discussed above, material is treated as a system of small clusters of equal size, each cluster being in one of a set of $`N`$ local structural states. The same set of local states is assumed for all clusters; a number $`i=\overline{1,N}`$ is assigned to each of the states of this set. A state of the whole material is then described by the field $`\sigma _i(r)`$, where $`\sigma _i(r)`$ is an $`N`$ \- component vector defined by the rule: $`\sigma _i(r)=1`$, if the state of the cluster placed at point $`r`$ has number $`i`$, and $`\sigma _i(r)=0`$ in other case. To proceed with a statistical theory of the local and global order, one has to find the non-equilibrium free energy (effective Hamiltonian, ) as a function of the configuration $`\{\sigma _i(r)\}`$. One expects the effective Hamiltonian $`H\{\sigma \}`$ to include independent contributions from different clusters, and interaction energy that depends on the states of more than one cluster:

$$H\{\sigma \}=\underset{r,r^{}}{}\sigma _i(r)M_{ij}(rr^{})\sigma _j(r^{})\underset{r}{}\sigma _i(r)\alpha _i(r)$$
(1)
Here and below, the Einstein’s summation rule is supposed. In (1), $`\alpha _i`$ is internal energy of a cluster having state number $`i`$, and interaction energy is written as two-cluster interaction of general form. Free energy (1) defines the order parameter field

$`<\sigma _i(r)>=w_i(r)={\displaystyle \frac{1}{Z}}{\displaystyle \underset{\{\sigma \}}{}}\sigma _i(r)\mathrm{exp}({\displaystyle \frac{H\{\sigma \}}{T}}),`$
$`Z={\displaystyle \underset{\{\sigma \}}{}}\mathrm{exp}({\displaystyle \frac{H\{\sigma \}}{T}})`$ (2)
Here, the partition function $`Z(\alpha _i(r),T)`$ is a sum over all local states. As can be seen from (2), the $`\omega _i(r)`$ is the probability of state numbered by $`i`$ to occur at point $`r`$, and

$$\underset{i=1}{\overset{N}{}}w_i(r)=1.$$
(3)
Partition function $`Z`$ may be treated as generating functional for the order parameter field $`w(r)`$:

$$w_i(r)=\frac{\delta \mathrm{ln}Z}{\delta \alpha _i(r)}.$$
(4)
To calculate $`Z`$, one uses Hubbard - Stratonovich transformation. Namely, let us suppose that the quadratic form in Hamiltonian is positively defined, and its kernel may be written in the form:

$$M_{ij}(r)=E_{ij}J(r).$$
(5)
(As it will be shown below, this is not relevant for the mean field approximation). Introducing real $`N`$-component ”conjugated” field $`\psi _i(r)`$, one rewrites $`Z`$ as

$`Z={\displaystyle }{\displaystyle \underset{i;r}{}}D\psi _i(r)\mathrm{exp}\{{\displaystyle \frac{1}{2T}}{\displaystyle \underset{r,r^{}}{}}J^1(rr^{})E_{ij}\psi _i(r)\psi _j(r^{})\}\times `$
$`\times {\displaystyle \underset{i;r}{}}Tr\mathrm{exp}[{\displaystyle \frac{1}{T}}(E_{ij}\psi _i(r)\sigma _j(r)+\alpha _j(r)\sigma _j(r))].`$ (6)
Here, the integration $`D\psi `$ goes over all components $`\psi _i`$ of the field $`\psi (r)`$ in each point $`r`$. In (6), the summation over local states can be easily done:

$`Z={\displaystyle \underset{i;r}{}D\psi _i(r)\mathrm{exp}\{\frac{F}{T}\}},`$
$`F={\displaystyle \frac{1}{2}}{\displaystyle \underset{r,r^{}}{}}J^1(rr^{})E_{ij}\psi _i(r)\psi _j(r^{})`$
$`T{\displaystyle \underset{r}{}}\mathrm{ln}[{\displaystyle \underset{i}{}}\mathrm{exp}\{{\displaystyle \frac{1}{T}}(E_{ij}\psi _j(r)+\alpha _i(r))\}].`$ (7)
In this relation, $`\psi _i(r)`$ is a continuous variable, so one is able to apply well-known method of analysis - to find out the most probable configuration which minimizes the thermodynamic potential, then to investigate fluctuations around it, etc. Here, we shall restrict ourselves with the first step, which is the mean field approximation (MFA).

Function $`\psi (r)`$, which minimizes the thermodynamic potential $`F`$ in (7) (most probable configuration) obeys following equation:

$`{\displaystyle \underset{r^{}}{}}J^1(rr^{})\psi _i(r^{})=Z_0^1\mathrm{exp}[{\displaystyle \frac{1}{T}}(E_{ij}\psi _j(r)+\alpha _i)],`$
$`Z_0={\displaystyle \underset{i}{}}\mathrm{exp}[{\displaystyle \frac{1}{T}}(E_{ij}\psi _j(r)+\alpha _i)].`$ (8)
Substituting solution of this equation into (7), and using relation $`F(\psi )=T\mathrm{ln}Z`$, one gets the generating functional $`Z`$. The probability $`w_i(r)=\delta F/\delta \alpha _i(r)`$ coincides then with the right side of (8). Then, for $`w_i(r)`$, one has

$`w_i(r)=<\sigma _i(r)>={\displaystyle \underset{r^{}}{}}J^1(rr^{})<\psi _i(r^{})>.`$ (9)
The $`F`$ is similar to nonequilibrium thermodynamic potential in the Landau theory, with order parameter $`\psi ^\alpha (r)`$. At equilibrium, $`F`$ is minimal. Let us define $`w_i(r)`$ for nonequilibrium $`\psi `$ using (9). Now the nonequilibrium potential $`F`$ may be written in terms of $`w_i(r)`$:

$`F={\displaystyle \frac{1}{2}}{\displaystyle \underset{r,r^{}}{}}M_{ij}(rr^{})w_i(r)w_j(r^{})`$
$`T{\displaystyle \underset{r}{}}\mathrm{ln}[{\displaystyle \underset{i}{}}\mathrm{exp}({\displaystyle \frac{1}{T}}({\displaystyle \underset{r^{}}{}}M_{ij}(rr^{})w_j(r^{})+\alpha _i))].`$ (10)
As can be seen from (10), condition (5) is not essential in MFA. The nonequilibrium thermodynamic potential written in terms of order parameter field $`w_i(r)`$, is the base of Landau-like theory. At equilibrium, one has

$`{\displaystyle \frac{\delta F}{\delta w_i(r)}}=0,`$ (11)
with normalizing condition (3). In explicit form, this equation may be written as

$`w_i(r)=Z^1(r)\mathrm{exp}({\displaystyle \frac{E_i(r)}{T}})`$
$`E_i(r)={\displaystyle \underset{r^{}}{}}M_{ij}(rr^{})w_j(r^{})+\alpha _i(r)`$
$`Z(r)={\displaystyle \underset{i=1}{\overset{N}{}}}\mathrm{exp}({\displaystyle \frac{E_i(r)}{T}}).`$ (12)
Here, the $`E_i(r)`$ may be understood as the energy of cluster having local state number $`i`$, while the states of surrounding clusters are characterized by the mean probability $`w_j(r^{})`$. If the field $`\alpha `$ depends no on spatial coordinates, $`\alpha (r)=\alpha (0)`$, then $`E_i,w_i`$ are spatially homogeneous too:

$`E_i=M_{ij}w_j+\alpha _i,M_{ij}={\displaystyle \underset{r}{}}M_{ij}(r).`$ (13)
The normalizing condition (3) is fulfilled for solutions of (12) automatically. Depending on parameters of the theory ($`M_{ij},\alpha _i,T`$), equations (12) may have a set of solutions. In the vicinity of the first order phase transition, one expects at least two minima of $`F`$, corresponding to stable and metastable phases. The lowest minima corresponds to the stable one. As an example of application of formalism described, let us consider $`N`$ \- local states model with special interaction:

$`M_{ij}=J\delta _{ij},`$
$`\alpha _i(r)=0`$ (14)
which is the Potts model . In , the Potts model was applied to describe the melting of a single-component material. The set of local states in this case should be understood as a set of allowed orientations of local clusters. The physical picture is that each cluster of condensed material may be treated as a deformed cluster of ideal crystal. It is obvious for crystal phase; For liquid, this statement is an assumption , which seems to be correct for a wide range of materials. For locally crystalline material, one studies the statistics of orientations of local anisotropy. To obtain the effective Hamiltonian of orientational degrees of freedom, one uses following considerations. If two clusters share a boundary, then the minimum of their interaction energy corresponds to the coinciding of their orientations. If the minimum is deep enough, then one is able to divide the space of orientations in equal cells and to use a coarsened description of orientations in terms of orientation cells. The number of cells has to be chosen as to comprise the orientation attraction region, where the interaction energy is close to its minimum. Denoting the depth of the minimum as $`J`$, and the number of cells as $`N`$, one arrives at the effective Hamiltonian (14) of the Potts model which behavior is known. At low temperatures, the material is orientationally ordered: all clusters with probability $`1`$ have one and the same orientation (crystal). At high temperatures, all orientations are of equal probability (liquid). The melting of the material is therefore described as an orientation disordering. More detailed microscopic consideration of the relation between the Potts model and melting may be found in . Note that an appropriate choice of two phenomenological parameters $`J,N`$ makes it possible do relate correctly several quantities, such as melting temperature, spinodal temperatures, the hidden heat of transition, heat capacity jump. That is more than one would expect from such a simple model.

The melting theory, based on the Potts model, and our further considerations essentially deal with the statement that the local order does not change via melting - the same set of ideal patterns may be assigned to the liquid and to the crystal. This statement has no universal character, this is suggestion. In some cases, inherent amorphous structures may be involved during melting . But for systems considered, there exist supportive arguments for the crystalline local structure both in the crystal and in the liquid .

## 3 System with two competing local structures

In this section, we discuss an idealized model of a material having two possible local structures. Each structure has its own set of allowed orientations. One introduces two indexes to enumerate the local states:

$$\sigma _k^i;i=1,2;i=1k=\overline{1,n};i=2k=\overline{1,m}.$$
(15)
The upper index corresponds to the type of local order, while the lower one enumerates the orientations. The first and the second structures have $`n`$ and $`m`$ allowed orientations respectively. If only two-cluster interactions are accounted, then Hamiltonian takes the form

$$H=\alpha \underset{r}{}\underset{i=1}{\overset{n}{}}\sigma _i^1(r)+\underset{r,r^{}}{}\sigma _k^i(r)M_{kl}^{ij}(rr^{})\sigma _l^j(r^{}),$$
(16)
where $`\alpha `$ is the difference of internal energies of two local structures. The kernel of interaction differs from zero only for nearest neighbors. We suppose it may be written in the form:

$$M_{kl}^{11}=\stackrel{~}{J}_1\delta _{kl};M_{kl}^{22}=\stackrel{~}{J}_2\delta _{kl};M_{kl}^{12}=M_{lk}^{21}=\stackrel{~}{\epsilon }$$
(17)
Such a form of interaction arises from following. Let the two structures differ sharply from each other. If two clusters with different structures share a boundary, then their interaction energy is $`\stackrel{~}{\epsilon }`$ despite of their orientations; the orientational interaction of neighbors having one and the same local structure is described by the Potts model. Parameters $`\stackrel{~}{J}_1,\stackrel{~}{J}_2`$ are the depths of orientational interaction of structures 1 and 2 respectively, and $`\stackrel{~}{\epsilon }`$ \- is an interstructural surface energy. Following notations will be used below:

$$\epsilon =\stackrel{~}{\epsilon }\nu ;J_1=\stackrel{~}{J}_1\nu ;J_2=\stackrel{~}{J}_2\nu ,$$
(18)
were $`\nu `$ is the number of nearest neighbors.

For the mean - field order parameter, one supposes, in analogue with the Potts model:

$`w_1^1=w_1;w_{k1}^1={\displaystyle \frac{pw_1}{n1}}`$
$`w_1^2=w_2;w_{k1}^2={\displaystyle \frac{1pw_2}{m1}}.`$ (19)
Here, $`p`$ is the mean probability of the first structure. Relations (19) realize the idea of orientational ordering; the number 1 is assigned to the orientation which is most probable in the crystalline state. Now one is able to introduce following classification of possible phases in the model:

1. $`w_1p,p1`$ \- crystal with the first type of local structure;
2. $`w_1=p/n,p1`$ \- liquid with the first type of local structure;
3. $`w_21p,p0`$ \- crystal with the second type of local structure;
4. $`w_2=(1p)/m,p0`$ \- liquid with second type of local structure;

For the thermodynamic potential (10) per one cluster, one gets

$`f=`$ $``$ $`J_2(1p)^2\left(\stackrel{~}{w}_2{\displaystyle \frac{\stackrel{~}{w}_2^2}{2}}{\displaystyle \frac{(1\stackrel{~}{w}_2)^2}{2(m1)}}\right)`$ (20)
$``$ $`J_1p^2\left(\stackrel{~}{w}_1{\displaystyle \frac{\stackrel{~}{w}_1^2}{2}}{\displaystyle \frac{(1\stackrel{~}{w}_1)^2}{2(n1)}}\right)`$
$``$ $`\epsilon p(1p)+T(1p)\mathrm{ln}(1p)+Tp\mathrm{ln}p`$
$`+`$ $`Tp\mathrm{ln}\stackrel{~}{w}_1+T(1p)\mathrm{ln}\stackrel{~}{w}_2+p\alpha ,`$
where the values $`\stackrel{~}{w}_1=w_1/p,\stackrel{~}{w}_2=w_2/(1p)`$ obey equations

$`\stackrel{~}{w}_1`$ $`=`$ $`\left[1+(n1)\mathrm{exp}\left({\displaystyle \frac{J_1p(1n\stackrel{~}{w}_1)}{T(n1)}}\right)\right]^1,`$ (21)
$`\stackrel{~}{w}_2`$ $`=`$ $`\left[1+(m1)\mathrm{exp}\left({\displaystyle \frac{J_2(1p)(1m\stackrel{~}{w}_2)}{T(m1)}}\right)\right]^1`$ (22)
With the help of (20), the phase diagram of the model can be plotted in MFA for two physically different cases, considered below.

The first case is binary system in which the second type of local order occurs due to presence of second component, i.e the binary system with limited miscibility of the components. The two types of local order correspond to the pure substances $`A`$ and $`B`$. The model can be applied to systems in which the two types of local order differ sharply (have different groups of local symmetry or incompatible interatomic distances). In detail, the calculations are performed in , where it was shown that all types of phase diagrams for binary systems with limited miscibility of the components (eutectic and monotectic ones) are described correctly. To demonstrate validity of the model, we calculated the concentration - temperature phase diagrams for well known binary systems Ga-Pb and Ag-Cu. The results are plotted on fig.1. One can see some deviations from experimental data published by Elliott . Determination of model parameters was made by following way. The parameters are $`J_1,n,J_2,m,\alpha ,\epsilon `$. Parameters $`J_1,n`$ and $`J_2,m`$ correspond to pure components and were determined from the heat capacity temperature dependencies of pure Ag, Cu, Ga, Pb . For binary system, where the concentration of second component is an external parameter, the value of $`\alpha `$ does not play any role: it should be chosen as to provide the fixed concentration of mixture. The only parameter to fit known diagram is $`\epsilon `$! Thus, the agreement with the experiment is rather good.

For the Ag-Cu system the parameters are : $`J_1=1.356,n=4`$ (Cu ), $`J_2=1.234,n=4`$ (Ag), $`\epsilon =0.275`$. The Ag melting temperature was chosen as the unity. For Ga-Pb, the parameters are $`J_1=3.18,m=11`$ (Pb), $`J_2=1.6,n=11`$ (Ga), $`\epsilon =1.596`$. Temperature unity corresponds to the Ga melting point.

## 4 Selenium and sulfur.

Consider now the system where atoms rearrangement changing the type of local order in small cluster is allowed. Instead of binary system, one has the substance with polymorphous modifications. The thermodynamic potential (20) may be applied to plot the phase diagram also. Phase transitions arise, if one changes the model parameters - $`J_1,J_2,\alpha ,\epsilon `$. In physical situation, the change of parameters may occur under pressure. Here, we describe the pressure - temperature phase diagrams of Se and S which are known experimentally . The coefficients in the model were chosen as to fit the experiment. The calculations are presented at fig.2, fig.3. For sulfur, the calculations were done by following way. First, the parameter $`n`$ (number of orientations of low - pressure structure) was determined from the heat capacity data for melting at atmospheric pressure. Since there is no reliable heat capacity data for high pressure structure, the parameter $`m`$ was supposed to be near $`4`$. We suggest this value because of our experience in similar calculations: for systems with high density, the number of orientations tends to two ”magic” values, $`4`$ or $`11`$. In our case, the value $`4`$ provides better correspondence to experiment. We suppose linear pressure dependence for $`J_1,J_2,\alpha `$ and no pressure dependence for other parameters ( $`n,m,\epsilon `$ ). The coefficients in linear dependencies $`J_1=a_1p+b_1,J_2=a_2p+b_2,\alpha =a_3p+b_3`$ were determined from the ”tales” of experimental diagram: $`a_1,b_1`$ \- from the low temperature and low pressure line between phases 1 and 2, $`a_3,b_3`$ \- from the interphase line near critical point, $`a_2,b_2`$ \- from the melting line at high pressure. The central part of the diagram was then plotted automatically. For sulfur, the parameters are $`n=2.5,m=4,a_1=0.527,b_1=2.433,a_2=0.558,b_2=3.296,a_3=0.094,b_3=1.535,\epsilon =4.506`$. One can see good correspondence between calculations and experimental data. At higher temperatures, there exist another phase transition into metallic liquid, but it is out of our consideration.

For selenium, the calculations were done by similar way. The only difference is that the position of melting line at high pressure is not known from experiment, so we tried to reproduce the interphase line between crystal phases at low temperatures, which position on the diagram was supposed by V.Brazhkin . So, the correspondence to the experiment in the case of Se allows to wish better. The parameters for selenium are $`n=2.5,m=4,a_1=0.623,b_1=2.433,a_2=0.443,b_2=1.3,a_3=0.226,b_3=1.145,\epsilon =4.133`$.

In both cases, temperature scale was chosen as to make the melting temperature at atmospheric pressure equal to unity.

## 5 Conclusion

The main advantage of the model considered is the fact that all possible phases are described by one and the same order parameter \- vector of mean probabilities. This gives one possibility to write out the expression for thermodynamic potential which is valid for all situations, and thus to investigate the phase transitions.

In the model, the drastic changes of structure in liquid are described as the continuation of the line of polymorphous phase transition into the liquid area, where it terminates in the critical point. Below critical temperature, the two types of local order are well distinguished, and phases 2 and 4 (see classification) are divided by the line of the first order phase transitions. At critical temperature, the transition is of second order. Above it, the local structures are degenerated by thermal fluctuations. Note, that the well-known phase diagrams at fig.1 and phase diagrams presented at fig.2, fig.3 are the diagrams of one and the same model. The only difference is that for fig.2, fig.3 one uses pressure instead of concentration as a thermodynamic parameter.

Further application of the model concern an interesting line corresponding to the equilibrium of liquid and crystal having different types of local order (phases 1 and 4). We hope the model to explain ”anomalous” melting of covalent crystals with diamond structure (C,Si,Ge) and compositions of type $`A_{III}B_V`$ (In-Sb, Ga-Sb) with zincblende structure. Melting of these substances is accompanied with changing of the type of chemical bonds and sharp changing of local order (coordination number rises approximately in two times) . This results in essential increasing of density and in the semiconductor - metal transition during melting . At the same time, at high pressures, these substances transform into metallic crystals with the structure of white Sn . One can say that there exist a line of semiconductor - metal transition which changes its direction at the crossing point with the line of metal crystal melting. This point is the point of three - phase equilibrium of covalent crystal, metallic crystal, and metallic liquid. In principle, the line of coexistence of crystal and liquid with different local structures may terminate at lower pressure in the crossing point with the line of covalent crystal - covalent liquid transition. Then the line of polymorphous transition should be plotted into the liquid area and terminated in the critical point. For substances mentioned, this is doubtful because the ”covalent” melting should take place at large temperatures . It is more reliable that the line terminates near the liquid - gas equilibrium, which is out of the validity of the model due to the destroying of local order at high temperatures.

## 6 Acknowledgments

We thank RFBR for financial support (grant N 02-02-96419), and collective of High Pressure Physics Institute of Russian Academy of Sciences (V.Brazhkin, R.Voloshin, S.Popova, V.Ryzhov, A.Lyapin) for helpful discussions.


text:
# Entangled multiplet by angular momentum addition

## Abstract

We present the visible entangled states of 4-qubit system which can be observed easily in physical laboratories. This was motivated from the fact that the entangled state of 2-qubit system comes from singlet and triplet states which are constructed through the angular momentum addition formalism. We show that 4-qubit system has the new entangled states different from GHZ or W types entangled states.

Entanglement has been in a crucial issue since the beginning of quantum mechanics. In the new revolution of recent quantum theory, entanglement of quantum states is also of fundamental interest for quantum information processing such as quantum computation, teleportation, quantum key distribution and clock synchronization. Entanglement has been remained difficult even though there were several investigations to qualify the entanglement and to classify types of the entangled states. In the bipartite case, the pure state is the simplest in every respect. However, as already known the multipartite situation is more complicated to classify the nature of the entanglement and quantify the degree of entanglement. The mathematical and physical structure of entanglement is not yet fully understood for multipartite case. Some groups suggested the way how to compare the entanglement properties of pure multipartite qubits.

In order to understand the mathematical and physical structure of entanglement we need to recognize the visible entangled states. The pure entangled state of bipartite case is the Einstein-Podolsky-Rosen (EPR) state. The three particle system has the entangled states that can be classified by two types; Greenberger-Horne-Zeilinger (GHZ) and W states. The four particle system also has GHZ and W states as visible states. One believes the four particle system has more states beyond GHZ and W states. The authors of Ref.  constructed the new type visible entangled state, $`|\varphi _4`$. Here we consider how to construct the visible entangled states by angular momentum addition formalism. Then we try to find new entangled states of the four particles system. Historically, the entangled states of two qubits were begun by spin-$`\frac{1}{2}`$ singlet state that comes from the spin coupling. So we can suggest the entangled states of any multiqubit system through the angular momentum addition formalism which is well known in the area of atomic and nuclear physics.

Let us start with the two spin-$`\frac{1}{2}`$ particles. We can combine two spin angular momenta to form a total spin momentum $`\stackrel{}{S}`$,

$$\stackrel{}{S}=\stackrel{}{S_1}+\stackrel{}{S_2}.$$
(1)
Then we have two classes of the basis of Hilbert space. The first class corresponds to eigenstates of a complete set of commuting operators, $`\stackrel{}{S}_1^2,S_{1z},\stackrel{}{S}_2^2,S_{2z}`$. The corresponding eigenstates will be written as

$$|s_1m_1s_2m_2,$$
(2)
where $`s_i(i=1,2)`$ and $`m_i`$ denote the eigenvalues of $`\stackrel{}{S}_i^2`$ and $`S_{iz}`$, respectively, as

$`\stackrel{}{S}_i^2|s_1s_2m_1m_2`$ $`=`$ $`s_i(s_i+1)\mathrm{}^2|s_1s_2m_1m_2`$ (3)
$`S_{iz}|s_1s_2m_1m_2`$ $`=`$ $`m_i\mathrm{}|s_1s_2m_1m_2.`$ (4)
If there is no coupling between two spins, the quantum state can be written by the tensor product of eigenstate of each particle as Eq. (4). The second class corresponds to the eigenstate of a complete set of commuting operators, $`\stackrel{}{S}_1^2,\stackrel{}{S}_2^2,\stackrel{}{S}^2,S_z`$. The corresponding eigenstates will be written as

$$|s_1m_1sm,$$
(5)
where $`s`$ and $`m`$ denote the eigenvalues of $`\stackrel{}{S}_i^2`$ and $`S_{iz}`$, respectively, as

$`\stackrel{}{S}^2|s_1s_2sm`$ $`=`$ $`s(s+1)\mathrm{}^2|s_1s_2sm`$ (6)
$`S_z|s_1s_2sm`$ $`=`$ $`m\mathrm{}|s_1s_2sm.`$ (7)
There is the unitary transformation connecting these two basis called by Wigner or Clebsch-Gordan coefficient. When an interaction between two spins is introduced as perturbation, $`\stackrel{}{S}^2`$ and $`S_z`$ may be conserved, but not the individual z-component $`S_{1z}`$ and $`S_{2z}`$. The state of Eq. (7) diagonalize the $`\stackrel{}{S}^2`$ and $`S_z`$ simultaneously and can be basis vectors. The states of Eq. (7) can be written by the linear combinations of the uncoupled states of Eq. (4) as

$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}11=|,`$ (8)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}10={\displaystyle \frac{1}{\sqrt{2}}}(|+|),`$ (9)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}11=|,`$ (10)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}00={\displaystyle \frac{1}{\sqrt{2}}}(||),`$ (11)
where in right hand side $``$ and $``$ denote the spin up and the spin down, respectively. Here we omit the eigenvalues, $`s_1`$ and $`s_2`$, for simplicity and wrote the eigenstate as $`|m_1m_2`$. The states in Eqs. (9) and (11) are two components of Bell basis which are maximally entangled. The entangled states can be differentiated by eigenvalues of total spin and $`z`$-component.

We can also construct the entangled states of three spin-$`\frac{1}{2}`$ particles system by the same method. We have two kinds of quantum states. The one is the state of an uncoupled representation and the other is the states of a coupled representation. The coupled states are eigenstates of $`\stackrel{}{S}_{12}^2=(\stackrel{}{S}_1+\stackrel{}{S}_2)^2`$, $`\stackrel{}{S}^2=(\stackrel{}{S}_{12}+\stackrel{}{S}_3)^2`$, $`\stackrel{}{S}_3^2`$ and $`S_z=S_{1z}+S_{2z}+S_{3z}`$. After simple calculation, we can obtain the relation between the states of the uncoupled representations and of the coupled representation as

$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{3}{2}}`$ $`=`$ $`|`$ (13)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{3}}}(|+|+|)`$ (14)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{3}}}(|+|+|)`$ (15)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{3}{2}}`$ $`=`$ $`|`$ (16)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{6}}}(|+|)+\sqrt{{\displaystyle \frac{2}{3}}}|`$ (17)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{6}}}(|+|)\sqrt{{\displaystyle \frac{2}{3}}}|`$ (18)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{2}}}(||)|`$ (19)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{2}}}(||)|.`$ (20)
The states in Eqs. (14) and (15) are W states. The states from Eq. (13) to Eq. (20) do not have GHZ states, GHZ state may be constructed by the linear combination of Eq. (13) and Eq. (16). This implies that the entangled state of tripartite system can be constructed by the spin coupling of three spin-$`\frac{1}{2}`$ particles.

Here we can have alternative coupled representations. The first one couples $`\stackrel{}{S}_2`$ and $`\stackrel{}{S}_3`$ to give $`\stackrel{}{S}_{23}`$ and add $`\stackrel{}{S}_1`$ to give the total spin, $`\stackrel{}{S}`$. The other couples $`\stackrel{}{S}_1`$ and $`\stackrel{}{S}_3`$ to give $`\stackrel{}{S}_{13}`$ and add $`\stackrel{}{S}_2`$ to give the total spin, $`\stackrel{}{S}`$. These three coupled representations are related to the coupling order and not independent because they are connected by a linear transformation. The situation of coupling orders can be also happen in any multiqubit systems. Thus we will use the necessary representations for our purpose.

When we have four spin momentum vectors, we may also use an uncoupled representation or one in which the vectors couple to a resultant $`\stackrel{}{S}`$ and $`M`$, that is , an eigenstate of $`\stackrel{}{S}^2=(\stackrel{}{S}_1+\stackrel{}{S}_2+\stackrel{}{S}_3+\stackrel{}{S}_4)^2`$ and $`S_z=S_{1z}+S_{2z}+S_{3z}+S_{4z}`$. However, the latter is no longer unique and requires further quantum numbers. There are two possibilities for the further quantum numbers. The first case is an addition of two spin-1 vectors come from resultant of two spin-$`\frac{1}{2}`$ vectors. The second case is an consecutive addition of four half spins.

At first, we consider a case that couples $`\stackrel{}{S}_1`$ and $`\stackrel{}{S}_2`$ to a resultant $`\stackrel{}{S}_{12}`$, $`\stackrel{}{S}_3`$ and $`\stackrel{}{S}_4`$ to $`\stackrel{}{S}_{34}`$ and finally adding $`\stackrel{}{S}_{12}`$ and $`\stackrel{}{S}_{34}`$ to give $`\stackrel{}{S}`$. The final state can be written as

$$|(S_1S_2)S_{12},(S_3S_4)S_{34},SM$$
(21)
being an common eigenstate of the spin operators $`\stackrel{}{S_1}^2,\stackrel{}{S_2}^2,\stackrel{}{S_3}^2,\stackrel{}{S_4}^2,\stackrel{}{S_{12}}^2,\stackrel{}{S_{34}}^2,\stackrel{}{S}^2`$ and $`S_z`$. These form a complete set for describing its angular momentum properties. This situation describes the coupling between four particles. The eigenstates of these spin operators can be written as the linear combinations of uncoupled states,

$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}122=|`$ (23)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}121={\displaystyle \frac{1}{2}}(|+|+|+|),`$ (24)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}120={\displaystyle \frac{1}{\sqrt{6}}}(|+|+|+|+|+|),`$ (25)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}121={\displaystyle \frac{1}{2}}(|+|+|+|),`$ (26)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}122=|,`$ (27)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}111={\displaystyle \frac{1}{2}}(|+|||),`$ (28)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}110={\displaystyle \frac{1}{\sqrt{2}}}(||),`$ (29)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}111={\displaystyle \frac{1}{2}}(|+|||),`$ (30)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}100={\displaystyle \frac{1}{\sqrt{3}}}(|+|){\displaystyle \frac{1}{2\sqrt{3}}}(|+|+|+|),`$ (31)
$`|{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}111={\displaystyle \frac{1}{\sqrt{2}}}(||)|,`$ (32)
$`|{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}110={\displaystyle \frac{1}{2}}(||)(|+|),`$ (33)
$`|{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}111={\displaystyle \frac{1}{\sqrt{2}}}(||)|`$ (34)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}011={\displaystyle \frac{1}{\sqrt{2}}}|(||),`$ (35)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}010={\displaystyle \frac{1}{2}}(|+|)(||),`$ (36)
$`|{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}011={\displaystyle \frac{1}{\sqrt{2}}}|(||),`$ (37)
$`|{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}000={\displaystyle \frac{1}{2}}(||)(||),`$ (38)
where the left hand sides is basis of coupled case and the right hand the linear combinations of an uncoupled representation. The above basis vectors give the entangled states as 4-GHZ in Eq. (29), W states in Eqs. (24), (26), (28) and (30) and the unknown entangled state in Eqs. (25). The Eq. (31) is similar to Eqs. (25) except with different coefficients. The new entangled state in Eq. (25) is distinguished from GHZ and W states. However, this unknown states is similar to the W state. If one qubit among the W states is traced out then the remaining qubits are entangled and are a three qubit W state by means of filtering measurement. However if one qubit among Eq. (25) is traced out then the remaining qubits are entangled in a three qubit W states with certainty.

The entanglement measures for the pure states in multipartite system are suggested by some groups. The authors in Ref.  defined the global entanglement in multiparticle systems. They defined Q function from states in Hilbert space to nonnegative real number. We can calculate the value of Q function for our entangled states in Eqs. (12). The GHZ state and the state in Eq. (25) are $`1`$ and the W state is $`\frac{3}{4}`$. Then the Q function does not enable to distinguish the GHZ states from the state in Eq. (25). The authors in Ref.  introduced the maximal connectedness and the persistency of entanglement of multiqubit system. According to their definition the GHZ state is maximally connected but W state not. However, their persistency are $`P_e=1`$ and $`P_e=3`$ for the GHZ and W state , respectively. The state in Eq. (25) is not maximally connected and the persistency is $`P_e=3`$. These facts indicate us that maximal connectedness and persistency can not distinguish the W state from the state in Eq. (25).

We can have the second possibility with a consecutive additions of four spin-$`\frac{1}{2}`$ system. Then we choose other quantum numbers as $`S_1,S_{12},S_{123},S,M`$. We obtain eigenstates which specifies the state of the coupled four vector system:

$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}22=|`$ (40)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}21={\displaystyle \frac{1}{2}}(|+|+|+|),`$ (41)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}20={\displaystyle \frac{1}{\sqrt{6}}}(|+|+|+|+|+|),`$ (42)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}21={\displaystyle \frac{1}{2}}(|+|+|+|),`$ (43)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}22=|,`$ (44)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}11={\displaystyle \frac{1}{\sqrt{12}}}(|+|+|)+{\displaystyle \frac{\sqrt{3}}{2}}|),`$ (45)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}10={\displaystyle \frac{1}{\sqrt{6}}}(|+|+||||),`$ (46)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}11={\displaystyle \frac{\sqrt{3}}{2}}|+{\displaystyle \frac{1}{\sqrt{12}}}(|+|+|),`$ (47)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}11={\displaystyle \frac{1}{\sqrt{3}}}(|+|){\displaystyle \frac{1}{2\sqrt{3}}}(|+|+|+|),`$ (48)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}10={\displaystyle \frac{1}{\sqrt{2}}}(||)|,`$ (49)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}11={\displaystyle \frac{1}{2}}(||)(|+|),`$ (50)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}1{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}00={\displaystyle \frac{1}{\sqrt{2}}}(||)|`$ (51)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}11={\displaystyle \frac{1}{\sqrt{2}}}(||)|,`$ (52)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}10={\displaystyle \frac{1}{2}}(||)(|+|),`$ (53)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}11={\displaystyle \frac{1}{\sqrt{2}}}(||)|,`$ (54)
$`|{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}0{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}00={\displaystyle \frac{1}{2}}(||)(||).`$ (55)
These states have the W state and new entangled states like Eqs. (46) and (48) but do not have the GHZ state. As three particle case, the GHZ state can be constructed by linear combination.

This letter suggests the visible entangled states in four particle system. These states in Eqs. (12) and Eqs. (13) contain GHZ and W type entangled states and other types which may play important roles to check the mathematical and physical structure of entanglement. For example, we check the measurements of entanglements which distinguish well in pure tripartite systems are not able in the four particle systems. This fact shows that we need the new entanglement measure to compare the entanglement properties for multipartite qubit systems. The generalization to higher multipartite case is straightforward and we believe that our visible entangled states will play a role to find the new entanglement measure. We believe that the physical system of these entanglement construction scenario can be easily implemented in the experiment.

Acknowledgements

H. -j Lee and D. Ahn were supported by the Korean Ministry of Science and Technology through the Creative Research Initiatives Program under Contact No. M10116000008-02F0000-00610 and S. D. Oh was supported by the Korea Science and Engineering Foundation through the Contract No. R06-2002-007-01003-0(2002) and by Korea Research Foundation through the contract No. KRF-2002-070-c00029.


text:
# Theorem 1

The Jacobi field of a Lévy process

Yuri M. Berezansky

Institute of Mathamatics NAN Ukraine, Tereshchenkivska 3, 01601 Kiev, Ukraine
E-mail: berezan@mathber.carrier.kiev.ua

Eugene Lytvynov

Institut für Angewandte Mathematik, Universität Bonn, Wegelerstr. 6, D-53115 Bonn,
Germany; BiBoS, Univ. Bielefeld, Germany
E-mail: lytvynov@wiener.iam.uni-bonn.de

Dmytro A. Mierzejewski

Zhytomyr State Pedagogical University, Velyka Berdychivska Street 40, 10008 Zhytomyr, Ukraine
E-mail: mierz@zspu.edu.ua

## Abstract

We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($``$-valued) Lévy process on a Riemannian manifold. The support of the measure of jumps in the Lévy–Khintchine representation for the Lévy process is supposed to have an infinite number of points. We characterize the gamma, Pascal, and Meixner processes as the only Lévy processes whose Jacobi field leaves the set of finite continuous elements of the extended Fock space invariant.

2000 AMS Mathematics Subject Classification. Primary: 60G51, 60G57, 47B36. Secondary: 60H40.

The aim of this notice is to derive an explicit formula for the Jacobi field  that is acting in an extended Fock space  and corresponds to an ($``$-valued) Lévy process on a Riemannian manifold. The support of the measure of jumps in the Lévy–Khintchine representation for the process is supposed to have an infinite number of points. The proof of this formula will be based on a result of , see also . We will characterize the gamma, Pascal, and Meixner processes as the only Lévy processes whose Jacobi field leaves the set of finite continuous elements of the extended Fock space invariant.

So, let $`X`$ be a complete, connected, oriented $`C^{\mathrm{}}`$ (non-compact) Riemannian manifold and let $`(X)`$ be the Borel $`\sigma `$-algebra on $`X`$. Let $`\sigma `$ be a Radon measure on $`(X,(X))`$ that is non-atomic and non-degenerate (i.e., $`\sigma (O)>0`$ for any open set $`OX`$). We denote by $`𝒟`$ the space $`C_0^{\mathrm{}}(X)`$ of all infinitely differentiable, real-valued functions on $`X`$ with compact support. It is known that $`𝒟`$ can be endowed with a topology such that the natural embedding of $`𝒟`$ into the real $`L^2`$-space $`L^2(X;\sigma )`$ is dense, continuous, and nuclear. Thus, we can consider the standard nuclear triple $`𝒟^{}L^2(X;\sigma )𝒟`$, where $`𝒟^{}`$ is the dual space of $`𝒟`$ with respect to the zero space $`L^2(X;\sigma )`$. The dual pairing between $`\omega 𝒟^{}`$ and $`f𝒟`$ will be denoted by $`\omega ,f`$. By $`𝒞(𝒟^{})`$ we will denote the cylinder $`\sigma `$-algebra on $`𝒟^{}`$.

Let $`:=\{0\}`$. We endow $``$ with the relative topology of $``$ and let $`()`$ be the Borel $`\sigma `$-algebra on $``$. Let $`\nu `$ be a Radon measure on $`(,())`$ whose support contains an infinite number of points. Let $`\stackrel{~}{\nu }(ds):=s^2\nu (ds)`$. We suppose that $`\stackrel{~}{\nu }`$ is a finite measure on $`(,())`$, and furthermore, there exists $`\epsilon >0`$ such that

$$_{}\mathrm{exp}\left(\epsilon |s|\right)\stackrel{~}{\nu }(ds)<\mathrm{}.$$
(1)
Therefore, the measure $`\stackrel{~}{\nu }`$ has all moments finite, and the set of all polynomials is dense in $`L^2(;\stackrel{~}{\nu })`$.

We now define a centered Lévy process on $`X`$ as a generalized process on $`𝒟^{}`$ whose law is the probability measure $`\rho _{\nu ,\sigma }`$ on $`(𝒟^{},𝒞(𝒟^{}))`$ given by its Fourier transform

$$_𝒟^{}e^{i\omega ,\phi }\rho _{\nu ,\sigma }(d\omega )=\mathrm{exp}\left[_{\times X}(e^{is\phi (x)}1is\phi (x))\nu (ds)\sigma (dx)\right],\phi 𝒟$$
(2)
(compare with ). The existence of $`\rho _{\nu ,\sigma }`$ follows from the Bochner–Minlos theorem. Formula (2) is the Lévy–Khintchine representation for the Lévy process.

We will now construct a decomposition of the $`L^2`$-space $`L^2(𝒟^{};\rho _{\nu ,\sigma })`$ following the idea of orthogonalization of continuous polynomials with respect to a probability measure that is defined on a co-nuclear space, cf. \[15, Sect. 11\].

We denote by $`𝒫(𝒟^{})`$ the set of continuous polynomials on $`𝒟^{}`$, i.e., functions on $`𝒟^{}`$ of the form $`F(\omega )=_{i=0}^n\omega ^i,f_i`$, $`\omega ^0:=1,f_i𝒟^{\widehat{}i}`$, $`i=0,\mathrm{},n`$, $`n_+`$. Here, $`\widehat{}`$ stands for symmetric tensor product. The greatest number $`i`$ for which $`f^{(i)}0`$ is called the power of a polynomial. We denote by $`𝒫_n(𝒟^{})`$ the set of continuous polynomials of power $`n`$.

By (1), (2), and \[15, Sect. 11\], $`𝒫(𝒟^{})`$ is a dense subset of $`L^2(𝒟^{};\rho _{\nu \sigma })`$. Let $`𝒫_n^{}(𝒟^{})`$ denote the closure of $`𝒫_n(𝒟^{})`$ in $`L^2(𝒟^{};\rho _{\nu ,\sigma })`$, let $`𝐏_n(𝒟^{})`$, $`n`$, denote the orthogonal difference $`𝒫_n^{}(𝒟^{})𝒫_{n1}^{}(𝒟^{})`$, and let $`𝐏_0(𝒟^{}):=𝒫_0^{}(𝒟^{})`$. Then, we evidently have:

$$L^2(𝒟^{};\rho _{\nu ,\sigma })=\underset{n=0}{\overset{\mathrm{}}{}}𝐏_n(𝒟^{}).$$
(3)
The set of all projections $`:^n,f_n:`$ of continuous monomials $`^n,f_n`$, $`f_n𝒟^{\widehat{}n}`$, onto $`𝐏_n(𝒟^{})`$ is dense in $`𝐏_n(𝒟^{})`$. For each $`n`$, we define a Hilbert space $`𝔉_n`$ as the closure of the set $`𝒟^{\widehat{}n}`$ in the norm generated by the scalar product

$$(f_n,g_n)_{𝔉_n}:=\frac{1}{n!}_𝒟^{}:\omega ^n,f_n::\omega ^n,g_n:\rho _{\nu ,\sigma }(d\omega ),f_n,g_n𝒟^{\widehat{}n}.$$
(4)
Denote

$$𝔉:=\underset{n=0}{\overset{\mathrm{}}{}}𝔉_nn!,$$
(5)
where $`𝔉_0:=`$. By (3)–(5), we get the unitary operator $`𝒰:𝔉L^2(𝒟^{};\rho _{\nu ,\sigma })`$ that is defined through $`𝒰f_n:=:^n,f_n:`$, $`f_n𝒟^{\widehat{}n}`$, $`n_+`$, and then extended by linearity and continuity to the whole space $`𝔉`$.

We will now write down an explicit formula for the scalar product $`(,)_{𝔉_n}`$. In the case of the Gamma process, this formula is due to  and , in the case of the Pascal and Meixner process due to  and , and in the case of a general Lévy process due to .

We denote by $`_{+,\mathrm{\hspace{0.17em}0}}^{\mathrm{}}`$ the set of all sequences $`\alpha `$ of the form $`\alpha =(\alpha _1,\alpha _2,\mathrm{},\alpha _n,0,0,\mathrm{})`$, $`\alpha _i_+`$, $`n`$. Let $`|\alpha |:=_{i=1}^{\mathrm{}}\alpha _i`$. For each $`\alpha _{+,\mathrm{\hspace{0.17em}0}}^{\mathrm{}}`$, $`1\alpha _1+2\alpha _2+\mathrm{}=n`$, $`n`$, and for any function $`f_n:X^n`$ we define a function $`D_\alpha f_n:X^{|\alpha |}`$ by setting

$`(D_\alpha f_n)(x_1,\mathrm{},x_{|\alpha |}):=`$ $`f(x_1,\mathrm{},x_{\alpha _1},\underset{\text{2 times }}{\underset{}{x_{\alpha _1+1},x_{\alpha _1+1}}},\underset{\text{2 times }}{\underset{}{x_{\alpha _1+2},x_{\alpha _1+2}}},\mathrm{},\underset{\text{2 times }}{\underset{}{x_{\alpha _1+\alpha _2},x_{\alpha _1+\alpha _2}}},`$
$`\underset{\text{3 times }}{\underset{}{x_{\alpha _1+\alpha _2+1},x_{\alpha _1+\alpha _2+1},,x_{\alpha _1+\alpha _2+1}}},\mathrm{}).`$ (6)
Let $`(P_n())_{n=0}^{\mathrm{}}`$ be the system of polynomials with leading coefficient 1 that are orthogonal with respect to the measure $`\stackrel{~}{\nu }(ds)`$ on $``$. We have, for any $`f_n,g_n𝒟^{\widehat{}n}`$, $`n`$,

$$(f_n,g_n)_{𝔉_n}=\underset{\alpha _{+,\mathrm{\hspace{0.17em}0}}^{\mathrm{}}:\mathrm{\hspace{0.17em}1}\alpha _1+2\alpha _2+\mathrm{}=n}{}K_\alpha _{X^{|\alpha |}}(D_\alpha f_n)(x_1,\mathrm{},x_{|\alpha |})$$

$$\times (D_\alpha g_n)(x_1,\mathrm{},x_{|\alpha |})\sigma ^{|\alpha |}(dx_1,\mathrm{},dx_{|\alpha |}),$$
(7)
where

$$K_\alpha =\frac{n!}{\alpha _1!\alpha _2!\mathrm{}}\underset{k1}{}\left(\frac{P_{k1}_{L^2(;\stackrel{~}{\nu })}}{k!}\right)^{2\alpha _k}.$$
(8)
By using (7), (8), one derives the following representation of $`𝔉_n`$ (see \[10, formula (5.19)\]):

$$𝔉_n:=\underset{\alpha _{+,\mathrm{\hspace{0.17em}0}}^{\mathrm{}}:\mathrm{\hspace{0.17em}1}\alpha _1+2\alpha _2+\mathrm{}=n}{}𝔉_{n,\alpha },𝔉_{n,\alpha }:=L_\alpha ^2(X^{|\alpha |};\sigma ^{|\alpha |})K_\alpha .$$
(9)
Here,

$$L_\alpha ^2(X^{|\alpha |};\sigma ^{|\alpha |})=L^2(X;\sigma )^{\widehat{}\alpha _1}L^2(X;\sigma )^{\widehat{}\alpha _2}\mathrm{},$$

and for each $`f_n𝒟^{\widehat{}n}𝔉_n`$, the $`𝔉_{n,\alpha }`$-coordinate of $`f_n`$ is equal to $`D_\alpha f_n`$. Thus, we can extend $`D_\alpha `$ by continuity to the orthogonal projection of $`𝔉_n`$ onto $`𝔉_{n,\alpha }`$. In what follows, we will also denote by $`S_\alpha `$ the orthogonal projection of $`L^2(X^{|\alpha |};\sigma ^{|\alpha |})`$ onto $`L_\alpha ^2(X^{|\alpha |};\sigma ^{|\alpha |})`$. Taking (9) into account, we will call $`𝔉`$ an extended Fock space (compare with ).

For an arbitrary $`\phi 𝒟`$, we consider in the space $`L^2(𝒟^{};\rho _{\nu ,\sigma })`$ the operator $`M(\phi )`$ of multiplication by the function $`,\phi `$, and let $`J(\phi ):=𝒰M(\phi )𝒰^1`$. We denote by $`_{\mathrm{f}in}(𝒟)`$ the set of all vectors of the form $`(f_0,f_1,\mathrm{},f_n,0,0,\mathrm{})`$, $`f_i𝒟^{\widehat{}i}`$, $`i=0,\mathrm{},n`$, $`n_+`$. Evidently, $`_{\mathrm{f}in}(𝒟)`$ is a dense subset of $`𝔉`$.

###### Theorem 1

For any $`\phi 𝒟`$, we have:

$$_{\mathrm{f}in}(𝒟)\mathrm{Dom}(J(\phi )),J(\phi )_{\mathrm{f}in}(𝒟)=J^+(\phi )+J^0(\phi )+J^{}(\phi ),$$
(10)
the linear operators $`J^+(\phi )`$, $`J^0(\phi )`$, $`J^{}(\phi )`$ being defined as follows: for any $`f_n𝒟^{\widehat{}n}`$, $`n_+`$,

$$J^+(\phi )f_n=\phi \widehat{}f_n,$$
(11)
$`J^0(\phi )f_n𝔉_n`$ and each $`𝔉_{n,\alpha }`$-coordinate of $`J^0(\phi )f_n`$ is equal to

$$\left(J^0(\phi )f_n\right)_\alpha (x_1,\mathrm{},x_{|\alpha |})=\underset{k=1}{\overset{\mathrm{}}{}}\alpha _ka_{k1}S_\alpha \left(\phi (x_{\alpha _1+\mathrm{}+\alpha _k})(D_\alpha f_n)(x_1,\mathrm{},x_{|\alpha |})\right)\sigma ^{|\alpha |}\text{-a.e.,}$$
(12)
$`J^{}(\phi )f_n=0`$ if $`n=0`$, $`J^{}(\phi )f_n𝔉_{n1}`$ if $`n`$, and each $`𝔉_{n1,\alpha }`$-coordinate of $`J^{}(\phi )f_n`$ is equal to

$$\begin{array}{c}\left(J^{}(\phi )f_n\right)_\alpha (x_1,\mathrm{},x_{|\alpha |})=n\stackrel{~}{\nu }()S_\alpha \left(_X\phi (x)(D_{\alpha +1_1}f_n)(x,x_1,\mathrm{},x_{|\alpha |})\sigma (dx)\right)\hfill \\ \hfill +\underset{k2}{}\frac{n}{k}\alpha _{k1}b_{k1}S_\alpha \left(\phi (x_{\alpha _1+\mathrm{}+\alpha _k})(D_{\alpha 1_{k1}+1_k}f_n)(x_1,\mathrm{},x_{|\alpha |})\right)\sigma ^{|\alpha |}\text{-a.e.}\end{array}$$
(13)
In formulas (12) and (13), we denoted $`\alpha \pm 1_n:=(\alpha _1,\mathrm{},\alpha _{n1},\alpha _n\pm 1,\alpha _{n+1},\mathrm{})`$ for $`\alpha _{+,\mathrm{\hspace{0.17em}0}}^{\mathrm{}}`$ and $`n`$; the real numbers $`a_n`$ and positive numbers $`b_n`$ are given through the recurrence relation

$$sP_n(s)=P_{n+1}(s)+a_nP_n(s)+b_nP_{n1}(s),n_+,P_1(s):=0.$$
(14)
Finally, $`J(\phi )`$ is essentially self-adjoint on $`_{\mathrm{f}in}(𝒟)`$.

By (10), the operator $`J(\phi )_{\mathrm{f}in}(𝒟)`$ is a sum of creation, neutral, and annihilation operators, and hence $`J(\phi )_{\mathrm{f}in}(𝒟)`$ has a Jacobi operator structure. The family of operators $`(J(\phi ))_{\phi 𝒟}`$ is called the Jacobi field corresponding to the Lévy processes with law $`\rho _{\nu ,\sigma }`$.

The proof of (10)–(13) follows from \[10, Theorem 5.1, Corollaries 4.2 and 5.1\]. The essential self-adjointness of $`J(\phi )`$ on $`_{\mathrm{f}in}(𝒟)`$ follows from (10), (11) and \[4, Theorem 4.1\] whose proof admits a direct generalization to the case of the extended Fock space $`𝔉`$.

We notice that the operator $`J^+(\phi )`$ leaves the set $`_{\mathrm{f}in}(𝒟)`$ invariant, while the operators $`J^0(\phi )`$ and $`J^{}(\phi )`$, in general do not.

###### Corollary 1

Suppose that, for each $`\phi 𝒟`$, $`J^0(\phi )_{\mathrm{f}in}(𝒟)_{\mathrm{f}in}(𝒟)`$ and $`J^{}(\phi )_{\mathrm{f}in}(𝒟)_{\mathrm{f}in}(𝒟)`$, so that $`J(\phi )_{\mathrm{f}in}(𝒟)_{\mathrm{f}in}(𝒟)`$. Then, $`\stackrel{~}{\nu }`$ is a finite measure on $``$ such that $`a_n=\lambda (n+1)`$ and $`b_n=\varkappa n(n1)`$, $`n_+`$. Here, $`a_n`$ and $`b_n`$ are the coefficients from (14), and $`\lambda `$ and $`\varkappa >0`$ are arbitrarily chosen parameters. Furthermore, we have in this case, for each $`f_n𝒟^{\widehat{}n}`$, $`n_+`$:

$`\left(J^0(\phi )f_n\right)(x_1,\mathrm{},x_n)=\lambda n\left(\phi (x_1)f_n(x_1,\mathrm{},x_n)\right)\widehat{},\sigma ^n\text{-a.e.,}`$
$`\left(J^{}(\phi )f_n\right)(x_1,\mathrm{},x_{n1})=n\stackrel{~}{\nu }(){\displaystyle _{}}\phi (x)f_n(x,x_1,\mathrm{},x_{n1})\sigma (dx)`$
$`+\varkappa n(n1)\left(\phi (x_1)f_n(x_1,x_1,x_2,x_3,\mathrm{},x_{n1})\right)\widehat{},\sigma ^{(n1)}\text{-a.e.}`$
Here, $`()\widehat{}`$ denotes symmetrization of a function. The choice $`|\lambda |=2`$ corresponds to a gamma process, $`|\lambda |>2`$ corresponds to a Pascal process, and $`|\lambda |<2`$ corresponds to a Meixner process.

Corollary 1 is derived from Theorem 1 and \[10, Corollary 5.1\], by using the idea that that the off-diagonal values of a continuous function of several variables uniquely determine the on-diagonal values of this function.

The Jacobi fields of the gamma, Pascal, and Meixner processes (in the case $`\stackrel{~}{\nu }()=1`$ and $`\varkappa =1`$) were studied in , see also .

Acknowledgements. The first named author was partially supported by INTAS, Project 00-257 and the DFG, Project 436 UKR 113/61. The second author acknowledges the financial support of the SFB 611, Bonn University, and the DFG Research Project 436 UKR 113/43.