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# Theorem 1

A MAD Q-set

Arnold W. Miller111 Thanks to the Fields Institute for Research in Mathematical Sciences at the University of Toronto for their support during the time this paper was written and to Juris Steprans who directed the special program in set theory and analysis. Mathematics Subject Classification 2000: 03E35

> Abstract
>
> A MAD (maximal almost disjoint) family is an infinite subset $`𝒜`$ of the infinite subsets of $`\omega =\{0,1,2,\mathrm{},\}`$ such that any two elements of $`𝒜`$ intersect in a finite set and every infinite subset of $`\omega `$ meets some element of $`𝒜`$ in an infinite set. A Q-set is an uncountable set of reals such that every subset is a relative $`G_\delta `$ set. It is shown that it is relatively consistent with ZFC that there exists a MAD family which is also a Q-set in the topology in inherits a subset of $`P(\omega )=2^\omega `$.

In this paper we answer a question of Hrusak by showing that it is consistent that there exists a maximal almost disjoint family $`𝒜[\omega ]^\omega `$ which also a Q-set. A topological space is a Q-set iff every subset is a $`G_\delta `$. His reason for asking this question was because in a certain argument involving a topological space $`\mathrm{\Psi }(𝒜)`$ built from a MAD family it would have been helpful to assume that a MAD family cannot be a Q-set. Szeptycki  contains some results on vanDouwen’s $`\mathrm{\Psi }`$ and also on Q-sets.

Our construction is similar to that in Fleissner and Miller  where a Q-set is obtained which is concentrated on the rationals. In Judah and Shelah  it is shown consistent to have a Q-set while at the same time $`𝔟=𝔡=\omega _1`$. Their Q-set forcing has the Sack’s property. Their forcing is also used in Nowik and Weiss  to construct a Q-set with certain properties and also Gruenhage and Koszmider  to construct a topological space with certain properties. In our model as in  we have that $`𝔡=𝔠=\omega _2`$ and $`𝔟=\omega _1`$.

In Dow  and Brendle  a type of Q-set forcing is used which preserves towers (so $`𝔭=\omega _1`$) which generalizes Hechler dominating real forcing, and $`𝔟=𝔡=𝔠`$.

###### Theorem 1

It is relative consistent with ZFC, that there exists a MAD family $`𝒜[\omega ]^\omega `$ which also a Q-set.

Proof

We begin by forcing a generic MAD family and then we iterate our Q-set forcing to make the generic MAD into a Q-set. The difficulty is to ensure the family stays maximal.

Define: Let $``$ be the usual poset for forcing a MAD family:

$`(p,q)`$ iff

1. $`p:F2^N`$ for some finite $`F\omega _1`$ and $`N<\omega `$ (write $`F=\mathrm{dom}(p)`$ and $`N=N_p`$)
2. $`q`$ a partial function from a subset of $`[F]^2`$ into $`N`$
3. if $`q(\alpha ,\beta )=n`$, then for every $`i`$ with $`ni<N`$ either $`p(\alpha )(i)=0`$ or $`p(\beta )(i)=0`$.

The uniformity $`N`$ of lengths in condition(2) is not strictly necessary but it will be convenient and would occur on a dense set anyway.

Define:

$`(p_1,q_1)(p_2,q_2)`$ iff

1. $`\mathrm{dom}(p_1)\mathrm{dom}(p_2)`$
2. $`p_1(\alpha )p_2(\alpha )`$ for all $`\alpha dom(p_2)`$
3. $`q_1q_2`$

Intuitively, we are describing a family $`\{a_\alpha \omega :\alpha <\omega _1\}`$ as follows:

1. $`p(\alpha )=s`$ means ($`ia_\alpha `$ iff $`s(i)=1`$) for $`i<|s|`$
2. $`q(\alpha ,\beta )=n`$ promises that $`a_\alpha a_\beta n`$

Note that $`(p_1,q_1)`$ and $`(p_2,q_2)`$ are compatible iff there exists $`p_3p_1,p_2`$ such that $`(p_3,q_1q_2)`$ is in $``$.

This forcing is due to Hechler . For $`G`$ $``$-generic over $`M`$ define

$$x_\alpha ^G=\{p(\alpha ):q(p,q)G\}$$

And let $`X=\{x_\alpha ^G:\alpha <\omega _1\}`$ and let $`𝒜=\{a_\alpha \omega :\alpha <\omega \}`$ where each $`x_\alpha `$ is the characteristic function of $`a_\alpha `$, i.e.

$$a_\alpha =\{n:x_\alpha (n)=1\}$$

The following lemma is due to Hechler.

###### Lemma 2

$``$ is ccc. If $`G`$ is $``$-generic over $`M`$, then in $`M[G]`$ the set $`𝒜`$ is a maximal almost disjoint family of infinite subsets of $`\omega `$.

We will in a sense need to reprove this lemma since we will show that after our new version of Q-set forcing our generic family still remains a maximal almost disjoint family. The idea of the argument is that given a name $`\tau `$ for some infinite subset of $`\omega `$, we find an $`\alpha `$ which is not involved with deciding $`n\tau `$ for any $`n`$. Then we get a contradiction by swapping the value of $`x_\alpha (n)=0`$ to $`x_\alpha ^{}(n)=1`$ while still forcing $`n\tau `$. In the usual Q-set forcing while the condition forcing $`n\tau `$ doesn’t directly talk about $`x_\alpha `$, it may decide that $`[s]U_n`$ where the other condition says $`x_\alpha U_n`$. These conditions may become inconsistent when we change to $`x_\alpha ^{}`$ because it might be that $`sx_\alpha ^{}`$ even though $`s`$ is not a subset of $`x_\alpha `$.

A new Q-set forcing

The following is to motivate our definition of $`\stackrel{~}{}`$. It would be the definition of the new Q-set forcing in the model $`M[G]`$ where $`G`$ is $``$-generic.

Define. For $`x2^\omega `$,$`s2^{<\omega },k<\omega `$

$$\mathrm{swap}(x,s,k)=\{y2^\omega :sy,|\{i|s|:y(i)x(i)\}|k\}$$

Note that $`\mathrm{swap}(x,s,k)`$ is a countable closed subset of $`[s]`$. It contains $`x`$ if $`sx`$. Also $`\mathrm{swap}(x,,0)=\{x\}`$.

Suppose we are given $`X2^\omega `$ such that for all $`xyX`$ there are infinitely many $`n`$ with $`x(n)y(n)`$. For $`YX`$ define $`(X,Y)`$ as follows:

$`r(X,Y)`$ iff $`r`$ is a finite subset of

$$\{(n,s):n<\omega ,s2^{<\omega }\}\{(n,(x,t,k)):xY:t2^{<\omega },n,k<\omega \}$$

subject to the condition:

if $`(n,s)r`$ and $`(n,(x,t,k))r`$, then $`[s]\mathrm{swap}(x,t,k)=\mathrm{}`$.

The ordering is by inclusion $`r_1r_2`$ iff $`r_1r_2`$. The meaning of these conditions is

1. $`(n,s)`$ means “$`[s]U_n`$
2. $`(n,(x,t,k))`$ means “$`\mathrm{swap}(x,t,k)U_n=\mathrm{}`$

Now suppose $`G`$ is $`(X,Y)`$-generic over a model $`N`$. Define

$$U_n^G=\{[s]:rG(n,s)r\}$$

An easy genericity argument shows that

$$X\underset{n<\omega }{}U_n^G=XY$$

To see this suppose $`yY`$ and $`r`$ any condition, let $`n`$ be sufficiently large so as to not appear in $`r`$ at all. Then let $`r^{}=r\{(n,(y,,0)\}`$ and note that

$$r^{}|yU_n$$

On the otherhand let $`yXY`$, $`r`$ any condition, and $`n<\omega `$ arbitrary. Since $`y`$ is infinitely often different from any element of $`X`$ mentioned in $`r`$ (they must come from $`Y`$), we can find $`l<\omega `$ so that

$$[yl]\mathrm{swap}(x,s,k)=\mathrm{}$$

for any $`(n,(x,s,k))r`$. Now we let $`r^{}=r\{(n,yl)\}`$ then

$$r^{}|yU_n$$

Next we describe the ordering $`\stackrel{~}{}`$ which is a basic building block of our iteration. If $`G`$ is $``$-generic over $`M`$ then $`\stackrel{~}{}^G`$ is essentially the same as $`(X,X)`$.

Define.

$`((p,q),r)\stackrel{~}{}`$ iff

1. $`(p,q)`$
2. $`r`$ is a finite subset of the union of

$$\{(n,t):n<N_p,t2^{<N_p}\}$$

and

$$\{(n,(\alpha ,s,k)):\alpha \mathrm{dom}(p),s2^{<N_p},n,k<N_p\}$$
3. if $`(n,(\alpha ,s,k))r`$ and $`(n,t)r`$, then either $`s`$ and $`t`$ are incomparable or $`st`$ and

$$|\{i:|s|i<|t|,t(i)p(\alpha )(i)\}|>k$$

Condition (3) guarantees that for any $`x2^\omega `$ such that $`xp(\alpha )`$ that

$$\mathrm{swap}(x,s,k)[t]=\mathrm{}$$

The ordering is given by

$`((p_1,q_1),r_1)((p_2,q_2),r_2)`$ iff $`(p_1,q_1)((p_2,q_2)`$ and $`r_1r_2`$.

Note that $`((p_1,q_1),r_1)`$ and $`((p_2,q_2),r_2)`$ are compatible iff there exists $`p_3p_1,p_2`$ such that $`((p_3,q_1q_2),r_1r_2)`$ is a condition.

The $`\omega _2`$ iteration.

Our iteration can be described as a suborder of the product

$$\times \underset{\alpha <\omega _2}{}𝔼$$

Where $`𝔼`$ is the set of all finite subsets of

$$\{(n,t):n<\omega ,t2^{<\omega }\}\{(n,(\alpha ,s,k)):\alpha \omega _1,s2^{<\omega },n,k<\omega \}$$

and $`_{\alpha <\omega _2}𝔼`$ is the set of all $`r:\omega _2𝔼`$ such that $`r(\delta )`$ is trivial (ie. the empty set) for all but finitely many $`\delta `$.

By induction on $`\beta \omega _2`$ define

$$_\beta \times \underset{\alpha <\beta }{}𝔼$$

as follows:

Define. $`_0=`$,

Suppose that we have defined $`_\beta `$ and we are also given a $`_\beta `$ name $`Y_\beta `$ for a subset of $`\omega _1`$, ie.

$$|_\beta Y_\beta \omega _1$$

Define. $`((p,q),r)_{\beta +1}`$ iff

1. $`((p,q),r\beta )_\beta `$,
2. $`((p,q),r(\beta ))\stackrel{~}{}`$
3. $`((p,q),r\beta )|_\beta \alpha Y_\beta `$ whenever $`(n,(\alpha ,s,k))r(\beta )`$ for some $`n,s,k,\alpha `$

For limit ordinals $`\lambda \omega _2`$ we define $`((p,q),r)_\lambda `$ iff for all $`\beta <\lambda `$ we have $`((p,q),r\beta )_\beta `$ and for all but finitely many $`\beta <\lambda `$ we have that $`r(\beta )`$ is the trivial condition (i.e. empty set).

Since the iteration of ccc forcing is ccc all of these forcings are ccc. To see this directly we can argue as follows: Standard arguments using $`\mathrm{\Delta }`$ systems show that $`_\beta `$ has precalibre $`\omega _1`$, ie. any $`\omega _1`$ sequence of conditions contain an $`\omega _1`$ subsequence which is centered. Start with $`((p_\alpha ,q_\alpha ),r_\alpha )_\beta `$ for $`\alpha <\omega _1`$. We can find an uncountable $`\mathrm{\Sigma }\omega _1`$ and finite sets $`F`$ and $`H`$ and $`N<\omega `$ so that

1. $`N_\alpha =N`$ for all $`\alpha \mathrm{\Sigma }`$,
2. $`\mathrm{dom}(p_\alpha )\mathrm{dom}(p_\beta )=F`$ for $`\alpha \beta \mathrm{\Sigma }`$,
3. $`\mathrm{dom}(r_\alpha )\mathrm{dom}(r_\beta )=H`$ for $`\alpha \beta \mathrm{\Sigma }`$,
4. $`p_\alpha F`$ are all the same for $`\alpha \mathrm{\Sigma }`$,
5. $`q_\alpha [F]^2`$ are all the same for $`\alpha \mathrm{\Sigma }`$, and
6. $`r_\alpha H`$ are all the same with respect to $`\{(n,s):n<\omega ,s2^{<\omega }\}`$ for $`\alpha \mathrm{\Sigma }`$.

Then any two (or even finite subset) of them are compatible.

Assuming that the ground model satisfies the GCH by the usual book keeping argument we can arrange things so that for any $`Y\omega _1`$ which appears in $`M[G_{\omega _2}]`$ there will be a name for it in the list $`Y_\alpha `$ for some $`\alpha <\omega _2`$. The simplest way to do this is to take

$$\{Z_\beta ^\alpha :\beta <\omega _1:\alpha <\omega _2\}$$

which lists all $`\omega _1`$ sequences of countable subsets of $`\times _{\alpha <\omega _2}𝔼`$ with $`\omega _2`$ repetitions and then define

$$Y_\alpha =\{p,\stackrel{ˇ}{\beta }:\beta <\omega _1,pZ_\beta ^\alpha _\alpha \}$$

If we define

$$x_\alpha =\{s2^{<\omega }:((p,q),r)G,s=p(\alpha )\}\text{ and }X=\{x_\alpha :\alpha <\omega _1\}$$

Then $`X`$ will be the characteristic functions of an almost disjoint family $`𝒜=\{a_\alpha :\alpha <\omega _1\}`$. Furthermore if we define the open sets

$$U_n^\beta =\{[s]:((p,q),r)G(n,s)r(\beta )\}$$

then by the usual genericity argument

$$\underset{n<\omega }{}U_n^\beta X=\{x_\alpha :\alpha Y_\beta ^G\}$$

and so $`X`$ will be a $`Q`$-set.

The nontrivial part of our argument is to prove that $`𝒜`$ remains a maximal almost disjoint family. So let $`\tau `$ be a name for a counterexample, ie. suppose

$$((p_0,q_0),r_0)|\tau [\omega ]^\omega \text{ and }\alpha <\omega _1\tau a_\alpha \text{ is finite }$$

Let $`\mathrm{\Sigma }_{\omega _2}`$ be a countable set of conditions extending $`((p_0,q_0),r_0)`$ such that for any $`n\omega `$ $`\mathrm{\Sigma }`$ contains a maximal antichain beneath $`((p_0,q_0),r_0)`$ which decides $`n\tau `$. Let $`\alpha _0<\omega _1`$ be any ordinal not mentioned in any condition from $`\mathrm{\Sigma }`$. We show $`a_{\alpha _0}\tau `$ is infinite.

Suppose for contradiction that we have $`((p_1,q_1),r_1)((p_0,q_0),r_0)`$, and $`N_1<\omega `$ such that

$$((p_1,q_1),r_1)|\tau a_{\alpha _0}N_1$$

Without loss of generality we may assume that $`N_1=N_{p_1}`$. By tacking on strings of zeros to the conditions in $`p_1`$ we may assume that every integer occurring in $`r`$ is bounded by $`N_12`$ (and not just as required by $`N_1`$). Let

$$F=\{\beta :\{\alpha _0,\beta \}\mathrm{dom}(q_1)\}$$

Define $`r^{}r_1`$ as follows:

for each $`\delta `$

$$r^{}(\delta )=r_1(\delta )\{(n,(\alpha _0,t^{},k+1):(n,(\alpha _0,t,k))r_1(\delta ),t^{}A_{\delta ,n},t^{}t\}$$

where

$$A_{\delta ,n}=\{t^{}2^{N_11}:t^{}\text{ is incomparable with all }s\text{ such that }(n,s)r_1(\delta )\}$$

Note that $`((p_1,q_1),r^{})`$ is a valid condition because $`\alpha _0`$ is forced into $`Y_\delta `$ and $`t^{}`$ incomparable with all $`s`$ which might be a problem. Let $`G`$ be a generic filter containing $`((p_1,q_1),r^{})`$. Since $`\tau ^G`$ is almost disjoint from each $`a_\beta ^G`$ and infinite, there exists some $`n_0\tau ^G`$ with $`n_0>N_1`$ and $`n_0a_\beta ^G`$ for all $`\beta F`$. Let $`((p_2,q_2),r_2)\mathrm{\Sigma }G`$ be so that

$$((p_2,q_2),r_2)|n_0\tau $$

Since it is from $`\mathrm{\Sigma }`$ it does not mention $`\alpha _0`$.

Let $`((p^{},q^{}),r^{})G`$ be stronger than both $`((p_1,q_1),r^{})`$ and $`(p_2,q_2),r_2)`$ and such that $`N^{}>n_0`$. Note that $`((p^{},q_1q_2),r^{}r_2)`$ is a valid condition. Any $`\gamma `$ that needs to be forced into some $`Y_\beta `$ is already forced in by either $`((p_1,q_1),r^{}\beta )`$ or $`(p_2,q_2),r_2\beta )`$.

If $`p^{}(\alpha _0)(n_0)=1`$ then we already have a contradiction and there is nothing to prove. So assume not, and define $`p^{}`$ to be exactly the same as $`p^{}`$ except $`p^{}(\alpha _0)(n_0)=1`$.

Claim. $`((p^{},q_1q_2),rr_2)`$ is a valid condition, extending both $`((p_1,q_1),r_1)`$ and $`(p_2,q_2),r_2)`$.

Proof: Note that we have dropped the extra conditions from $`r^{}`$, these were put there just to prove this Claim. The fact that $`p^{}`$ extends both $`p_1`$ and $`p_2`$ uses that $`n_0>N_{p_1}=N_1`$ and $`\alpha _0`$ is not in the domain of $`p_2`$. Similarly since $`q_2`$ does not mention $`\alpha _0`$, so if $`\{\alpha _0,\beta \}\mathrm{dom}(q_1q_2)`$, then $`\beta F`$ and we know that $`p^{}(\beta )(n)=0`$ for each $`\beta F`$. So making $`p^{}(\alpha _0)(n)=1`$ does not violate any promises of disjointness made in $`q_1q_2`$. So we have that $`(p^{},q_1q_2)`$.

Now fix $`\delta `$ and we must check that

$$((p^{},q_1q_2),r_1(\delta )r_2(\delta ))\stackrel{~}{}$$

We need to check condition (3)

(3) if $`(n,(\alpha ,s,k)),(n,t)r_1(\delta )r_2(\delta )`$ then either $`s`$ and $`t`$ are incomparable or $`st`$ and

$$|\{i:|s|i<|t|,t(i)p^{}(\alpha )(i)\}|>k$$

Suppose it fails. It can only fail if the $`\alpha =\alpha _0`$ and since $`r_2`$ does not mention $`\alpha _0`$ it must be that $`(n,(\alpha _0,s,k))r_1(\delta )`$ and $`(n,t)r_2(\delta )`$. Also it must be that $`s`$ and $`t`$ are comparable with $`st`$ but

$$|\{i:|s|i<|t|,t(i)p^{}(\alpha _0)(i)\}|k$$

Note also that $`|t|>n_0>N_1`$ because otherwise

$$\{i:|s|i<|t|,t(i)p^{}(\alpha _0)(i)\}=\{i:|s|i<|t|,t(i)p^{}(\alpha _0)(i)\}$$

But then

$$|\{i:|s|i<|t|,t(i)p^{}(\alpha _0)(i)\}|>k$$

because $`((p^{},q_1q_2),r_1(\delta )r_2(\delta ))\stackrel{~}{}`$.

Now let $`t^{}=t(N_11)`$.

Case 1. $`t^{}`$ is comparable with some $`s^{}`$ such that $`(n,s^{})r_1(\delta )`$.

Recall that every integer occurring in $`r_1(\delta )`$ is bounded by $`N_11`$. So it must be that $`s^{}t^{}`$ but intuitively this is easy because $`r_1(\delta )`$ is already asserting $`[s^{}]U_n^\delta `$ and this implies $`[t]U_n^\delta `$. More formally, $`s^{}t^{}`$ and therefore $`s^{}`$ and $`s`$ are both initial strings of $`t^{}`$ and so comparable, but then we know:

$$|\{i:|s|i<|s^{}|<N_1,s^{}(i)p_1(\alpha _0)(i)\}|>k$$

But this is still true for $`p^{}`$ since we have not changed it below $`N_1`$.

Case 2. $`t^{}A_{\delta ,n}`$ and so we added $`(\alpha _0,t^{},k+1)`$ to $`r^{}(\delta )`$.

But remember $`((p^{},q_1q_2),r^{}r_2)`$ is a valid condition, which means that

$$|\{i:N_1i<|t|,t(i)p^{}(\alpha _0))(i)\}|>k+1$$

but $`k<N_12`$ and $`p^{}(\alpha _0)`$ agrees with $`p^{}(\alpha _0)`$ except at exactly one coordinate so

$$|\{i:|s|<Ni<|t|,t(i)p^{}(\alpha _0))(i)\}|>k$$

This proves that $`((p^{},q_1q_2),r_1(\delta )r_2(\delta ))\stackrel{~}{}`$ for every $`\delta `$.

Finally we must show that

$$((p^{},q_1q_2),(r_1r_2)\beta )|_\beta \gamma Y_\beta $$

whenever $`(n,(\gamma ,s,k))(r_1r_2)(\beta )`$ for some $`n,s,k`$. But by induction

$$((p^{},q_1q_2),(r_1r_2)\beta )$$

extends both $`((p_1,q_1),r_1\beta )`$ and $`((p_2,q_2),r_2\beta )`$, one of which does the required forcing.

This proves the Claim. The theorem now follows from the contradiction that

$$((p_1,q_1),r_1)|\tau a_{\alpha _0}N_1$$

$$((p_2,q_2),r_2)|n_0\tau $$

where $`n_0>N_1`$ and

$$((p^{},q_1q_2),r_1r_2)|n_0a_{\alpha _0}$$

QED

Remark. The usual Q-set forcing kills the maximality of an almost disjoint family $`X`$. To see this suppose $`\{x_n:n<\omega \}X`$ and conditions are finite consistent sets of sentences of the form: “$`[s]U_n`$” or “$`xU_n`$” where $`xX\{x_n:n<\omega \}`$. So when we force we get a $`G_\delta `$ set so that

$$_{n<\omega }U_nX=\{x_n:n<\omega \}$$

In the generic extension we can find $`\{k_n:n<\omega \}`$ increasing so that

$$k_{n+1}_{i<n}x_i\text{ and }\{y\omega :k_{n+1}y\}\underset{i<n}{}U_i$$

Why? Given $`p`$ find $`k_{n+1}>k_n`$ not in any $`x_i`$ for $`i<n`$ or in any $`x`$ mentioned in $`p`$ and put

$$p^{}=p\{[s1]U_i:i<n,s2^{k_{n+1}1}\}$$

But then $`\{k_n:n<\omega \}`$ is almost disjoint from all elements of $`X`$.

Remark. Since there are perfect almost disjoint families, eg.,

$$𝒜=\{\{xn:n<\omega \}:x2^\omega \}P(2^{<\omega })$$

there are always MAD families of arbitrarily large Borel order. Obviously a Q-set cannot have cardinality continuum, however a $`\sigma `$-set can.

Define. $`X2^\omega `$ is a $`\sigma `$-set iff for every Borel set $`B2^\omega `$ there exists a $`G_\delta `$ set $`G`$ such that $`BX=GX`$.

A Sierpinski set is an example of $`\sigma `$-set (Poprougenko, see Miller ).

###### Theorem 3

It is consistent with any cardinal arithmetic that there exists a MAD $`\sigma `$-set of size the continuum.

Proof

This is an easy modification of the argument of the main theorem. Taking any countable transitive model $`M`$ first force a generic MAD of size continuum, then do a finite support iteration of length continuum to make it into a $`\sigma `$-set.

QED

Remark. H.Woodin, see Larson , has shown that if there exists a measurable Woodin cardinal $`\kappa `$, and $`V`$ and $`V[G]`$ are both models of CH where $`V[G]`$ is a generic extension using a partial order of size less than $`\kappa `$, then $`V`$ and $`V[G]`$ model exactly the same $`\mathrm{\Sigma }_1^2`$ sentences. The existence of a MAD $`\sigma `$-set is a $`\mathrm{\Sigma }_1^2`$ sentence. It follows that

CH + there exists a measurable Woodin cardinal implies there is a MAD $`\sigma `$-set.

It is virtually certain that MAD $`\sigma `$-sets have nothing to do with large cardinals, so we have the conjecture:

###### Conjecture 4

CH implies there exists a MAD $`\sigma `$-set.

###### Theorem 5

The generic MAD set $`𝒜=\{a_\alpha :\alpha <\omega \}`$ is concentrated on $`\{a_n:n<\omega \}`$, ie. every open set containing $`\{a_n:n<\omega \}`$ contains all but countably many elements of $`A`$.

Proof

Let $`M`$ be a countable standard model of ZFC and $`G`$ be $``$-generic over $`M`$. Working in $`M`$ suppose

$$|\{a_n:n<\omega \}U\text{ an open set}$$

Let $`\mathrm{\Sigma }`$ be countable so that for every $`s2^{<\omega }`$ there exist a maximal antichain in $`\mathrm{\Sigma }`$ which decides “$`[s]U`$”.

Claim. $`|a_\alpha U`$ for any $`\alpha `$ larger than any mentioned in $`\mathrm{\Sigma }`$.

proof: Suppose not and let $`(p,q)|a_\alpha U`$. Choose some $`n`$ so that $`n`$ is not in the domain of $`p`$. Let $`p^{}=p\{(n,s)\}`$ where $`(\alpha ,s)p`$ and let

$$q^{}=q\{(\{n,\beta \},k):(\{\alpha ,\beta \},k)q\}$$

So $`(p^{},q^{})(p,q)`$ and it says the same things about $`a_n`$ and $`a_\alpha `$. There exists $`(\widehat{p},\widehat{q})\mathrm{\Sigma }`$ compatible with $`(p^{},q^{})`$ such that $`N_{\widehat{p}}>N_p`$ and

$$(\widehat{p},\widehat{q})|[x_nN_{\widehat{p}}]U$$

Let $`(p^{},q^{})`$ extend both $`(p^{},q^{})`$ and $`(\widehat{p},\widehat{q})`$. Change $`p^{}`$ to $`r`$ with same domain but $`r(\alpha )=p^{}(n)`$ and other coordinate all the same. But then $`(r,q^{}\widehat{q})`$ is a common extension of both $`(p^{},q^{})`$ and $`(\widehat{p},\widehat{q})`$. And this is a contradiction.

This proves the Claim and Theorem.

QED

###### Theorem 6

CH implies exists a MAD family which is concentrated on the finite subsets of $`\omega `$ and is a $`\lambda `$-set (ie. every countable subset is a relative $`G_\delta `$.

Proof

It is easy to construct a MAD family $`\{a_\alpha :\alpha <\omega _1\}`$ so that if $`f_\alpha :\omega a_\alpha `$ is the strictly increasing enumeration of $`\alpha `$, then for every $`\alpha <\beta `$ we have that $`f_\alpha <^{}f_\beta `$ and for every $`g\omega ^\omega `$ there exists $`\alpha <\omega _1`$ such that $`g^{}f_\alpha `$, ie. they form a scale. Rothberger (see Miller ) showed that any well-ordered subset of $`(\omega ^\omega ,^{})`$ is a $`\lambda `$-set and that any $`\omega _1`$ -ordered unbounded set is concentrated on the rationals.

QED

The same large cardinal results lead to the following conjecture:

###### Conjecture 7

CH implies there exists a MAD family which is concentrated on a countable subset of itself.

Paul Szeptycki pointed out that the Q-set forcing using in Theorem 1 can be used to prove the following:

###### Theorem 8

It is relatively consistent that there exists a Q-set $`X[\omega ]^\omega `$ satisfying the property that for every $`a[\omega ]^\omega `$ for all but countably many $`xX`$ we have that $`|xa|=|xa|=\omega `$, ie $`X`$ is a strong splitting family.

Proof

We replace $``$ by the Cohen real partial order, i.e., just drop the $`q`$’s from the $`(p,q)`$. We use the same $`\stackrel{~}{}`$. Note that in the basic argument for $`p^{}`$ we could have flipped $`p^{}(\alpha _0)(n_0)=1p(\alpha _0)(n_0)`$ and $`\alpha _0`$ could be any $`\alpha <\omega _1`$ not mentioned in $`\mathrm{\Sigma }`$.

QED

Arnold W. Miller

miller@math.wisc.edu

http://www.math.wisc.edu/$``$miller

University of Wisconsin-Madison

Department of Mathematics, Van Vleck Hall

480 Lincoln Drive

Madison, Wisconsin 53706-1388


text:
# Diverging magnetothermal response in the one-dimensional Heisenberg chain

## I Introduction

The nature of magnetic and thermal transport in magnetic insulators with reduced dimensions is a long standing problem. Huber, in one of the first works on the subject, hub68  evaluated the thermal conductivity $`\kappa (T)`$ for the Heisenberg-chain with an equation-of-motion approximation and found a finite $`\kappa (T)`$, a result which is, by now, known to be wrong. A few years later, Niemeijer and van Vianen calculated $`\kappa (T)`$ in the case $`J_z=0`$ using the Jordan-Wigner transform and found a diverging result.NieVia71  It has been shown recently, ZNP  that the energy-current operator commutes with the Hamiltonian for the spin-1/2 Heisenberg chain. The thermal conductivity is consequently infinite for this model. The intriguing question, “under which circumstances does an interacting quantum-system show an infinite thermal conductivity”, is being intensively studied theoretically, AlGr\_kappa ; hei02 ; KlSa  motivated, in part, by new experimental findings.

An anomalous large magnetic contribution to $`\kappa `$ has been observed for the spin-ladder system Sr14-xCaxCu24O41 and Ca9La5Cu24O41, sol00 ; hes01  raising the possibility of ballistic magnetic transport limited only by residual spin-phonon and impurity scattering. Large energy-relaxation times have been found in recent experimental Sol01  and theoretical AlGr\_kappa  studies of the thermal conductivity for the quasi-one dimensional spin-chain compounds $`\mathrm{SrCuO}_2`$ and $`\mathrm{Sr}_2\mathrm{CuO}_3`$, consistent with $`{}_{}{}^{17}O`$ NMR studies. thu01

It is known, ZNP ; ChLu  that there is no magnetothermal effect in the Heisenberg chain since the magnetic-current operator is a pseudo-vector. This can be seen by a simple symmetry argument in the standard setting, when we consider only a temperature gradient along the sample. A non-zero magnetothermal effect would yield a magnetization along an arbitrary quantization axis. But because of the isotropic conditions there is no preferred direction along which such a magnetization might occur, the effect vanishes consequently.

The situation is, however, different if there is an external magnetic field ZNP . A temperature gradient will now cause a magnetization current with a magnetization vector parallel to the field, see Fig. 1. This magnetothermal effect can be considered the generalization to magnetic systems of the Seebeck effect occurring in normal conductors. It is diverging for the isolated Heisenberg chain, leading to a finite non-zero ‘magnetothermal Drude weight’. In this paper we discuss magnetothermal effects in spin chains, i.e., we examine how the magnetic and thermal currents couple to external sources.

In Sec. II we will discuss the differences in between the thermomagnetic effects found in normal metals and the magnetothermal response we study here for magnetic insulators. In Sec. III, IV and in Sec. V we set-up the formalism for the magnetic and energy current operators in the presence of an external magnetic field and for the correlation and response-functions, respectively.

In Sec. VI we evaluate the magnetothermal response for the xy-chain via a Jordan-Wigner transformation and derive and discuss several generalized Einstein relations in Sec. VII. In Sec. VIII we derive and discuss a new exact magnetothermal Einstein relation.

We present in Sec. IX numerical results obtained from Quantum-Monte-Carlo Simulations and exact-diagonalization studies. Finally, we discuss the size of the magnetothermal effect expected for $`\mathrm{Sr}_2\mathrm{CuO}_3`$ together with a dimensional analysis in Sec. X.

## II Thermomagnetic and magnetothermal response

In a conventional solid there is normally a variety of ways in which external parameters (e.g., current density $`j`$, temperature gradient and magnetic field $`B`$) couple to the voltage $`\mu `$ and the thermal current $`j_E`$ leading to numerous thermoelectric and thermomagnetic effects. A phenomenological equation which gives full account of all these effects would look as (see, e.g., Ref. Abrikosov, )

$$\left(\begin{array}{c}\mathbf{}\mu \\ 𝐣_E\end{array}\right)=[\left(\begin{array}{cc}\rho & Q\\ \mathrm{\Pi }& \kappa \end{array}\right)+\left(\begin{array}{cc}R& N\\ E\kappa & L\kappa \end{array}\right)𝐁\times ]\left(\begin{array}{c}𝐣\\ \mathbf{}T\end{array}\right).$$

($`𝐁\times `$ is understood to be applied to both components separately.) $`\rho `$ is the resistivity, $`\kappa `$ the thermal conductivity, and the other coefficients describe the Seebeck- ($`Q`$), Peltier- ($`\mathrm{\Pi }`$), Hall- ($`R`$), Nernst- ($`N`$), Ettingshausen- ($`E`$), and Righi-Leduc-effect ($`L`$). The latter four effects are called thermomagnetic – for obvious reason – and are not to be confounded with the effects which are to be discussed in this paper which we denote magnetothermal effects. One should note that in magnetic systems the magnetic field corresponds to the chemical potential, leaving no analogues for the entries of the second matrix.

Following Ref. Abrikosov, , we write the dependence of the current densities $`j_M`$ (particle) and $`j_E`$ (energy) on external sources (field $`B=\mu `$ and temperature gradient $`T`$) in the following manner

$$\left(\begin{array}{c}j_M\\ j_E\end{array}\right)=\left(\begin{array}{cc}\widehat{L}_{MM}& \widehat{L}_{ME}\\ \widehat{L}_{EM}& \widehat{L}_{EE}\end{array}\right)\left(\begin{array}{c}B\\ (T)\end{array}\right).$$
(1)
\[We deviate from the standard notation by indexing the components of the tensor by $`M`$ and $`E`$ rather than 1 and 2. The notation with $`M`$ as particle index and $`B`$ as chemical potential borrows from spin systems, this article’s chief case of interest. Eq. (1) may therefore be used as a reference for both electrical and magnetic systems.\] Normally, the two off-diagonal components governing the Seebeck and Peltier effect are not independent but related via the Onsager relation. Here, with the given choice of external forces, it reads (where $`T`$ denotes temperature)

$$T\widehat{L}_{ME}=\widehat{L}_{EM}.$$
(2)
To compute the response functions $`\widehat{L}_{ij}`$ we use the standard Kubo-formula NieVia71 ; KlSa ; AlGr\_MC ; ZMR  which yields for the Heisenberg model generally an $`\widehat{L}`$-Tensor with infinite components, i.e., a delta function times a weight-factor. These weight-factors will be denoted by the entries of the $`L`$-Tensor $`L_{ij}`$ (without $`\widehat{}`$-accent). Normally, one has an additional finite contribution – the regular part – which will turn out to be zero for all but the MM-component. We assume that due to some – so far unaccounted – scattering processes with external degrees of freedoms (like phonons or impurities) the infinite peak broadens, and the coefficients (we consider only the real part) may be replaced according to (cf., e.g., Ref. AlGr\_MC, )

$$\widehat{L}_{ij}(\omega )L_{ij}\pi \delta (\omega )\frac{L_{ij}\tau }{1+(\omega \tau )^2}$$
(3)
with $`i,j\{M,E\}`$ and a finite relaxation time $`\tau `$ – for simplicity, a possible dependence on $`i`$ and $`j`$ shall be neglected.

## III Current operators

In this article, we discuss the analogue of the thermoelectric effect in spin-chains. The Hamiltonian is the standard $`xxz`$-chain, $`H=_nh_n`$ with

$$h_n=J_x\left(S_n^xS_{n+1}^x+S_n^yS_{n+1}^y\right)+J_zS_n^zS_{n+1}^z+\mu _BBS_n^z.$$
(4)
$`\mu _B`$ is the Bohr magneton and the lattice spacing will be denoted by $`c`$ ; the $`S_n`$ are supposed to be dimensionless.

Instead of the electrical current we consider the magnetic currentShastry

$`J_M`$ $`=`$ $`i\mu _B{\displaystyle \frac{c}{\mathrm{}}}{\displaystyle \frac{J_x}{2}}{\displaystyle \underset{n}{}}\left[S_n^+S_{n+1}^{}S_n^{}S_{n+1}^+\right]`$
$`=`$ $`J_x\mu _B{\displaystyle \frac{c}{\mathrm{}}}{\displaystyle \underset{n}{}}\left[𝐒_n\times 𝐒_{n+1}\right]_zi{\displaystyle \frac{c}{\mathrm{}}}[H,P_M],`$
where we have defined the magnetic polarization $`P_M=\mu _B_nnS_n^z`$, which is possible only for chains with open boundary conditions (OBC).

For the energy current NieVia71 ; ZNP  we have equivalently

$`{\displaystyle \frac{\mathrm{}}{c}}J_E`$ $`=`$ $`i{\displaystyle \underset{n}{}}[h_n,h_{n+1}]=B{\displaystyle \frac{\mathrm{}}{c}}J_M+{\displaystyle \underset{n}{}}\stackrel{~}{𝐒}_n(𝐒_{n+1}\times \stackrel{~}{𝐒}_{n+2})`$ (6)
$`=`$ $`B{\displaystyle \frac{\mathrm{}}{c}}J_M+{\displaystyle \underset{n}{}}det\left[\stackrel{~}{𝐒}_n𝐒_{n+1}\stackrel{~}{𝐒}_{n+2}\right]i[H,P_E],`$
where we have used $`𝐒_n=(S_n^x,S_n^y,S_n^z)`$ and the definition $`\stackrel{~}{𝐒}_n=(J_xS_n^x,J_yS_n^y,J_zS_n^z)`$. In the following we will denote with $`j_iJ_i/\mathrm{Vol},i\{M,E\}`$ the respective current densities. Here $`\mathrm{Vol}=cN`$ is the one-dimensional volume, where $`c`$ is the lattice constant and $`N`$ the number of sites.

The energy polarization $`P_E=_nnh_n`$ entering Eq. (6) for OBC represents a temperature gradient, and, as is well known, Barnard  entails always a magnetic polarization $`P_M`$, which stems from the chemical- potential-term (magnetic- field-term). To see this we insert a site-dependent (linear)

$$\beta =\beta (n)=\overline{\beta }+nc\beta $$

into the thermodynamical expectation value. ZMR  The Boltzmann-factor can be rewritten as follows:

$`\mathrm{exp}\left({\displaystyle \underset{n}{}}\beta (n)h_n\right)`$ $`=`$ $`\mathrm{exp}\left[\overline{\beta }\left(H+{\displaystyle \frac{c\beta }{\overline{\beta }}}{\displaystyle \underset{n}{}}nh_n\right)\right]`$ (7)
$`=`$ $`\mathrm{exp}\left[\overline{\beta }(H+FcP_E)\right]`$
where $`F=\beta /\overline{\beta }=(T)/\overline{T}`$. This motivates the use of $`P_E`$ to model a temperature gradient.

## IV Correlation functions

Setting up the notation for the response theory we define withSWZ ; ZMR

$$\mathrm{\Lambda }(AB)(z)\frac{i}{\mathrm{}}_0^{\mathrm{}}e^{izt}[A(t),B]𝑑t$$
(8)
the retarded Green’s function of two operators $`A`$ and $`B`$. In our case $`A`$ and $`B`$ will be mostly current operators; we therefore introduce the notation $`\mathrm{\Lambda }(J_iJ_j)\mathrm{\Lambda }_{ij}`$. $`\mathrm{\Lambda }(AB)(z)`$ vanishes when one of the operators is a constant of motion and commutes with the Boltzmann-factor: by the cyclic property of the trace one has in this case $`AB=BA`$.

The energy-current operator $`J_E`$ commutes with the Hamiltonian in the absence of an external magnetic field $`B`$. Using Eq. (6) we have $`\mathrm{\Lambda }_{ME}=\mathrm{\Lambda }_{EM}=B\mathrm{\Lambda }_{MM}`$ and $`\mathrm{\Lambda }_{EE}=B^2\mathrm{\Lambda }_{MM}`$.

The isothermal susceptibilityZMR  is given by

$$\chi ^T(AB)_0^\beta \mathrm{\Delta }A(\tau )\mathrm{\Delta }B𝑑\tau ,$$
(9)
with $`\mathrm{\Delta }A=AA`$ and $`\mathrm{\Delta }B=BB`$. It takes the usual form $`\chi ^T(AB)=\beta \mathrm{\Delta }A\mathrm{\Delta }B`$ when one of the operators is a constant of motion. The generalized Drude weight (which is used, e.g., in Ref. AlGr\_kappa, ) is defined by

$$AB\underset{z0}{lim}(iz)_0^{\mathrm{}}e^{itz}\mathrm{\Delta }A(t)\mathrm{\Delta }B𝑑t.$$
(10)
These three correlation functions are not independent, comparing the respective eigenstates-representation, e.g., $`Z\mathrm{\Lambda }(AB)(0)=_{E_nE_k}\mathrm{\Delta }A_{nk}\mathrm{\Delta }B_{kn}\left(e^{\beta E_k}e^{\beta E_n}\right)/\left(E_nE_k\right)`$, where $`Z`$ is the partition function, one finds

$$\beta AB+\mathrm{\Lambda }(AB)(0)=\chi ^T(AB).$$
(11)
Under open boundary conditions, when the relations $`J_j=i\frac{c}{\mathrm{}}[H,P_j]`$ are valid, we can express the isothermal susceptibility, Eq. (9),

$$\chi ^{T,OBC}(J_iJ_j)=i\frac{c}{\mathrm{}}[J_i,P_j]$$
(12)
as a static expectation value. Note, however, that the value of the susceptibility is independent of the boundary conditions in the thermodynamic limit: $`\chi ^{T,OBC}(J_iJ_j)=\chi ^{T,PBC}(J_iJ_j)`$.

## V Magnetothermal coefficients

We now discuss the general recipe for the computation of the entries of the $`L`$-Tensor, appearing in Eq. (3).

We assume a perturbation in the form of a polarization, (cf., e.g., Ref. ZMR, ) i.e., we add to the Hamiltonian a term $`cBP_M`$ with $`P_M:=\mu _B_nnS_n^z`$ and compute the response of the current density operator to obtain the MM-component. (A different but equivalent approach is given in Ref. SWZ, .) To compute the remaining entries of the $`L`$-Tensor, we replace the magnetic by the energy current density (in the second row) and/or substitute $`P_E:=_nnh_n`$ for $`P_M`$ – as well as $`cT`$ for $`cB`$ – and add a factor $`k_B\beta `$ (in the second column). \[One should compare this procedure with Eq. (7).\]

The linear response theory gives the following contribution to $`\widehat{L}_{ij}`$:ZMR

$$(k_B\beta )^{j1}\frac{c}{\mathrm{}}_0^{\mathrm{}}e^{izt}i[j_i,P_j(t)]𝑑t$$

where $`\beta ^M:=\beta `$, $`\beta ^E:=\beta ^2`$, etc., and $`j_i=J_i/\mathrm{Vol}`$ (see Sec. III). Integration by parts yields for the above expression

$$\underset{z0}{lim}\frac{(k_B\beta )^{j1}}{iz}\left[i\frac{c}{\mathrm{}}[j_i,P_j]\underset{\mathrm{\Lambda }_{ij}(z)}{\underset{}{\frac{i}{\mathrm{}}_0^{\mathrm{}}e^{izt}[j_i(t),J_j]𝑑t}}\right].$$

One should note that $`\mathrm{\Lambda }_{ij}(0)=0`$ if one of the currents commutes with the Hamiltonian, and consequently there is no regular part. The factor $`(iz)^1`$ accounts for the delta-function in the zero-frequency limit and we have

$$L_{ij}=(k_B\beta )^{j1}\left\{i\frac{c}{\mathrm{}}[j_i,P_j]\mathrm{\Lambda }_{ij}(0)\right\}.$$
(13)
It is also possible to express this result by the correlation function defined in Eq. (10) using Eqs. (11) and (12):

$$L_{ij}=(k_B\beta )^{j1}\left[\chi ^T(j_iJ_j)\mathrm{\Lambda }_{ij}(0)\right]=k_B^{j1}\beta ^jj_iJ_j.$$
(14)
From Eq. (13) follows the well-known result for the magnetic Drude weight $`L_{MM}=T_{MM}\frac{c}{\mathrm{}}\mathrm{\Lambda }_{MM}`$, where $`T_{MM}=i[j_M,P_M]`$ is the kinetic energy per site – apart from a prefactor. In view of Eq. (14) we define the generalized kinetic energy

$$T_{ij}=i[j_i(B=0),P_j(B=0)].$$
(15)
Here, one should note a particularity produced by the twofold rôle played by the operator $`P_E`$ in the xxz-chain: it not only describes thermal response but also acts as a ‘boost’-operator for the constants of motion.GRMA  Hence, $`J_E`$ as well as $`T_{EE}`$ are constants of motion.

Taking into account that $`J_E`$ commutes with the Hamiltonian for $`B=0`$ and using Eqs. (6) and (13) we have

$`L_{EM}`$ $`=`$ $`i{\displaystyle \frac{c}{\mathrm{}}}[j_E,P_M]B\mathrm{\Lambda }_{MM}`$ (16)
$`=`$ $`i{\displaystyle \frac{c}{\mathrm{}}}[j_E(B=0),P_M]+B\left\{i{\displaystyle \frac{c}{\mathrm{}}}[j_M,P_M]\mathrm{\Lambda }_{MM}\right\}`$
$``$ $`T_{EM}{\displaystyle \frac{c}{\mathrm{}}}+BL_{MM}`$
and at finite $`B`$: $`\mathrm{}L_{EE}/(ck_B\beta )=\{i[j_E(B=0)+Bj_M,P_E(B=0)+BP_M]B^2\mathrm{\Lambda }_{MM}\}=BT_{ME}+BT_{EM}T_{EE}B^2\{T_{MM}+\mathrm{}\mathrm{\Lambda }_{MM}/c\}`$.

The generalized kinetic energy $`T_{EM}=i[j_E,P_M]`$ appearing in Eq. (16) is given by (in units $`\mu _Bc/\mathrm{}`$)

$`T_{EM}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{Vol}}}{\displaystyle \underset{n}{}}(nϵ_{\alpha \beta \gamma }[\stackrel{~}{S}_n^\alpha ,S_n^z]S_{n+1}^\beta \stackrel{~}{S}_{n+2}^\gamma +\mathrm{cycl}.)`$ (17)
$`=`$ $`{\displaystyle \underset{n}{}}\{n\stackrel{~}{𝐒}_n\times (𝐒_{n+1}\times \stackrel{~}{𝐒}_{n+2})+\mathrm{cycl}.\}_z/\mathrm{Vol}`$
$`=`$ $`{\displaystyle \frac{1}{\mathrm{Vol}}}{\displaystyle \underset{n}{}}\{\stackrel{~}{𝐒}_{n+2}\times (\stackrel{~}{𝐒}_n\times 𝐒_{n+1})`$
$`\stackrel{~}{𝐒}_n\times (𝐒_{n+1}\times \stackrel{~}{𝐒}_{n+2})\}_z`$
$`=`$ $`{\displaystyle \frac{J_x^2}{\mathrm{Vol}}}{\displaystyle \underset{n}{}}\{S_n^+S_{n+1}^zS_{n+2}^{}S_n^{}S_{n+1}^zS_{n+2}^+`$
$`+{\displaystyle \frac{J_z}{2J_x}}(S_n^+S_{n+1}^{}S_{n+2}^z+S_n^{}S_{n+1}^+S_{n+2}^z`$
$`+S_n^zS_{n+1}^{}S_{n+2}^++S_n^zS_{n+1}^+S_{n+2}^{})\},`$
where ‘cycl.’ means cyclic permutation of $`\{n,n+1,n+2\}`$ – note that the $`\stackrel{~}{}`$-accent is permuted with the indices.

$`T_{EM}`$ changes sign under inversion of the $`S^z`$-magnetization $`M`$ and vanishes consequently for $`B=0`$, as does the magnetothermal response in this case, compare (16). The case of a finite $`B`$ is therefore of interest. We will consider only the effect linear in $`B`$, since magnetic fields amount normally only to small energies:

$$L_{EM}B\frac{}{B}L_{EM}|_{B=0}=B\left[T_{EM}(\beta M)\frac{c}{\mathrm{}}+L_{MM}\right].$$
(18)
The EM-coefficient, therefore, consists of two parts. One is the $`B`$-derivative of the zero-field $`L_{EM}`$; the other comes from the change of $`J_E`$ in magnetic field (namely, it acquires a term $`BJ`$) and is already linear in $`B`$ – for small $`B`$.

The quotient of $`L_{ME}`$ and $`L_{MM}`$

$$Q_M=\widehat{L}_{ME}/\widehat{L}_{MM}=L_{ME}/L_{MM}.$$
(19)
is called the (magnetic) thermopower. It has the advantage that geometric properties of samples cancel in experimental studies and that the relaxation times cancel.

To discuss $`L_{ME}`$ is superfluous, if one keeps the Onsager relation in mind. Anyway, if we follow the same steps as above, we arrive – with explicitly using OBC – at (in units $`\mu _Bc/\mathrm{}`$)

$`T_{ME}`$ $`=`$ $`i[j_M,P_E]`$
$`=`$ $`{\displaystyle \frac{i}{\mathrm{Vol}}}{\displaystyle \underset{n}{}}(n[\stackrel{~}{𝐒}_n\times 𝐒_{n+1},\stackrel{~}{𝐒}_n𝐒_{n+1}]+`$
$`(n+1)\stackrel{~}{𝐒}_n\times [𝐒_{n+1},𝐒_{n+1}\stackrel{~}{𝐒}_{n+2}]+`$
$`n[𝐒_{n+1},\stackrel{~}{𝐒}_n𝐒_{n+1}]\times \stackrel{~}{𝐒}_{n+2})_z`$
$`=`$ $`{\displaystyle }(n/2J_x^2(𝐒_n𝐒_{n+1})(n+1)\stackrel{~}{𝐒}_n\times (𝐒_{n+1}\times \stackrel{~}{𝐒}_{n+2})`$
$`n\stackrel{~}{𝐒}_{n+2}\times (\stackrel{~}{𝐒}_n\times 𝐒_{n+1}))_z/\mathrm{Vol}`$
$`=`$ $`{\displaystyle \underset{n}{}}J_x^2/2\{S_n^+S_{n+1}^zS_{n+2}^{}S_n^{}S_{n+1}^zS_{n+2}^+`$
$`+(n+1)J_z/J_x\left(S_n^+S_{n+1}^{}S_{n+2}^z+S_n^{}S_{n+1}^+S_{n+2}^z\right)`$
$`nJ_z/J_x\left(S_n^zS_{n+1}^{}S_{n+2}^++S_n^zS_{n+1}^+S_{n+2}^{}\right)`$
$`+M/\mu _BS_0^z\mathrm{Vol}/c\}/\mathrm{Vol},`$
which differs apparently from $`T_{EM}`$. This does not contradict the Onsager relation because we find that $`T_{ME}=T_{EM}`$ still holds. This may be seen by first using Eqs. (III) and (6):

$$T_{ME}T_{EM}=\frac{c}{\mathrm{}}[[H,P_M],P_E][[H,P_E],P_M]$$

then adding a term which is zero by the cyclic property of the trace:

$$=\frac{c}{\mathrm{}}[[H,P_M],P_E]+[[P_M,P_E],H]+[[P_E,H],P_M].$$

That this final expression is zero is just Jacobi’s identity.

Here it should be emphasized that $`T_{ME}`$ has non-negligible contributions from the boundary, and is – unlike $`T_{EM}`$ – sensitive to a change from PBC to OBC.

## VI Jordan-Wigner transform and free fermion model

For our spin Hamiltonian all quantities may easily be calculated when $`J_z=0`$ via the Jordan-Wigner mapping to a free fermion system. Under this condition the Hamiltonian is straightforwardly diagonalized by a Fourier transform with eigenvalues $`\mathrm{cos}k`$ (setting $`J_x1`$) following the Fermi-Dirac distribution $`n_k=c_k^{}c_k^{}=\left[1+\mathrm{exp}\left(\beta \mathrm{cos}k\right)\right]^1`$.

The Drude weight entering (18) is given simply by $`L_{MM}=T_{MM}c/\mathrm{}=\mathrm{cos}kn_k𝑑k/(2\pi c)(\mu _B^2c/\mathrm{}^2)`$. At the same time $`T_{EM}`$ simplifies to (again in units $`\mu _Bc/\mathrm{}`$):

$`T_{EM}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{Vol}}}{\displaystyle \underset{n}{}}\left\{S_n^+S_{n+1}^zS_{n+2}^{}S_n^{}S_{n+1}^zS_{n+2}^+\right\}`$
$`=`$ $`{\displaystyle \frac{dk}{2\pi c}\mathrm{cos}(2k)n_k}.`$
Following (18) we need to compute –right-hand side in units $`\mu _B^2c/\mathrm{}`$

$$(\beta M)(T_{EM})=\frac{\beta }{\mathrm{Vol}}\underset{k,q}{}\mathrm{cos}(2k)n_k\left(n_q\frac{1}{2}\right).$$

$`n_kn_q=n_kn_q`$ holds for $`kq`$, $`n_k^2=n_k`$ and $`_{k,q}\mathrm{cos}(2k)n_kn_q=0`$. We find:

$`(\beta M)(T_{EM})`$ $`=`$ $`{\displaystyle \frac{\beta }{\mathrm{Vol}}}{\displaystyle \underset{k}{}}\left[\mathrm{cos}(2k)\right]\left[n_kn_k^2\right]`$ (20)
$`=`$ $`\beta {\displaystyle \frac{dk}{2\pi c}\frac{\mathrm{cos}(2k)}{4\mathrm{cosh}^2\left[\beta \mathrm{cos}(k)/2\right]}}.`$
This result can be related with the temperature-derivative of the kinetic energy,

$$T_{EM}(\beta M)=\frac{d}{dT}\left[TT_{MM}\right],$$
(21)
where $`T_{MM}`$ for the xy-Model is defined above. The relation (21) is easily verified using a partial integration.

## VII Einstein relations

Let us recapitulate Einstein’s relation for diffusive transport in a metal: In a closed system the diffusive current $`j_D=\widehat{D}n`$, driven by a gradient in the particle density $`n`$, and the electrical current driven by an external potential, $`j=\widehat{\sigma }E`$, add to zero: $`j_D=j`$. This condition yields Einstein’s famous relation:

$$\frac{\widehat{\sigma }}{\widehat{D}}=\frac{n}{E}.$$
(22)
Here, in the case of a magnetic system, we are not interested in a variation of the electron particle density, but in a change in internal energy or magnetization. Hence, we replace $`n(x)A_n`$ where $`A_n`$ is either $`h_n`$ or $`\mu _BS_n^z`$. Furthermore, the currents are not driven by a field $`E`$, but by a polarization $`P_F=_nnF_n`$ (times the lattice constant $`c`$), for a conserved $`F`$: $`[F,H]=0`$. In our case the operator $`F`$ is either the magnetization or the internal energy.

We will also assume that there is diffusive transport for both the magnetization and the energy current. Thereby, we are led to the following definitions of the corresponding diffusion coefficients

$$j_M\widehat{D}_{MM}Mj_E\widehat{D}_{EE}E$$

where $`M`$ and $`E`$ are the magnetization and internal energy.

Generalized Einstein relations can be derived using static response of $`A|_n:=(A_{n+1}A_n)/c`$ to a perturbation $`cP_F`$, where $`c`$ is the lattice constant along the chain:

$$n/E\underset{n}{}\chi ^T(A|_ncP_F)/\mathrm{Vol},$$

where we perform a volume average. (This becomes mandatory because we consider the response to the current density rather than to the current at a fixed site.) Using the linearity of the isothermal susceptibility we find (by a discrete version of an integration by parts):

$`c\chi ^T(A|_nP_F)`$ $`=`$ $`{\displaystyle \underset{m}{}}\left\{\chi ^T\left[A_{n+1}(mF_m)\right]\chi ^T\left[A_n(mF_m)\right]\right\}`$
$`=`$ $`{\displaystyle \underset{m}{}}\left[(m+1)\chi ^T\left(A_nF_m\right)m\chi ^T\left(A_nF_m\right)\right]`$
$`=`$ $`{\displaystyle \underset{m}{}}\chi ^T(A_nF_m)`$
and with the volume average on both sides

$$\underset{n}{}c\chi ^T(A|_nP_F)/\mathrm{Vol}=\beta \mathrm{\Delta }A\mathrm{\Delta }F/\mathrm{Vol}.$$
(23)
We rewrite (22) for the case of magnetothermal response, $`j_M\widehat{L}_{ME}T=\widehat{D}_{MM}Mj_D`$, and find

$`{\displaystyle \frac{\widehat{L}_{ME}}{\widehat{D}_{MM}}}`$ $`=`$ $`{\displaystyle \frac{L_{ME}}{D_{MM}}}={\displaystyle \frac{M}{T}}={\displaystyle \frac{k_B}{k_BT}}{\displaystyle \frac{M}{(T/T)}}`$
$`=`$ $`k_B\beta \chi ^T\left(M|_nP_E\right)={\displaystyle \frac{k_B\beta ^2}{\mathrm{Vol}}}\mathrm{\Delta }M\mathrm{\Delta }H,`$
where we have assumed equal relaxation times $`\tau `$ for $`\widehat{L}_{ME}=\tau L_{ME}`$ and the magnetization diffusion: $`\widehat{D}_{MM}=\tau D_{MM}`$. (This assumption was only made for simplicity. At least, to our knowledge there is no reason why the relaxation times should equal each other. However, the assumption is natural as in both cases the finite relaxation time comes from the fact that magnons lose momentum, and the physical processes responsible for that should be in both cases the same.) Eq. (VII) leads to

$`{\displaystyle \frac{L_{ME}}{D_{MM}}}`$ $`=`$ $`{\displaystyle \frac{k_B\beta ^2}{\mathrm{Vol}}}\mathrm{\Delta }M\mathrm{\Delta }HB{\displaystyle \frac{d}{dB}}{\displaystyle \frac{k_B\beta ^2}{\mathrm{Vol}}}\mathrm{\Delta }M\mathrm{\Delta }H`$ (25)
$`=`$ $`{\displaystyle \frac{Bk_B\beta ^2}{\mathrm{Vol}}}\mathrm{\Delta }M\mathrm{\Delta }M{\displaystyle \frac{Bk_B\beta ^3}{\mathrm{Vol}}}\mathrm{\Delta }M^2\mathrm{\Delta }H`$
for small magnetic fields $`B`$, the structure of this equation is similar to Eq. (18). The first term of the right-hand-side of Eq. (25) is just $`B\chi /T`$, where $`\chi =\beta \mathrm{\Delta }M^2/\mathrm{Vol}`$ is the magnetic susceptibility. The second term of the right-hand-side of Eq. (25) simplifies to

$$\frac{Bk_B\beta ^3}{\mathrm{Vol}}\frac{d}{d\beta }\mathrm{\Delta }M\mathrm{\Delta }M=k_BB\beta ^3\frac{d}{d\beta }\frac{\chi }{\beta }=\frac{B}{T}\frac{d}{dT}[T\chi ]$$

We therefore find the new relation:

$$\frac{L_{ME}}{D_{MM}}=\frac{B}{T}\chi \frac{B}{T}\frac{d}{dT}[T\chi ]=B\frac{d\chi }{dT}.$$
(26)
Classically, the diffusion constant is $`\widehat{D}=v^2\tau `$, where $`v`$ is the velocity of the elementary excitations, here the magnon velocity. This leads at low-temperatures to a temperature-independent diffusion coefficient $`D=\widehat{D}/\tau =v^2`$ and via (26) to vanishing magnetothermal response for $`T0`$, whenever $`\chi (T)`$ becomes constant for $`T0`$. Setting $`A=M`$ and $`F=M`$ in the general Einstein relation yields ChLu ; AlGr\_MC

$$L_{MM}/D_{MM}=\chi ,$$
(27)
and with the choice $`A=H=F`$ one may obtain ChLu ; KlSa  an analogous relation: $`L_{EE}/D_{EE}=c_V`$.

We will now introduce a formula which we believe to be approximately valid at small $`T`$. As stated above, the diffusion constant is known not to vary much near $`T=0`$. Because of our restriction to low $`T`$ we assume a temperature-independent diffusion coefficient $`D_{MM}`$ (see discussion above). Then we can rewrite (27) as $`\frac{d}{dT}L_{MM}=\frac{d}{dT}[\chi D_{MM}]D_{MM}\frac{d}{dT}\chi `$. Inserting this expression into (26) we obtain

$$(L_{ME})=B\frac{d}{dT}L_{MM}.$$
(28)
In the case of free fermions this is just the result of Eq. (21). In the case of a finite interaction it seems to be correct in the limit $`T0`$ if we use data from Ref. Kl\_Drude, . We provide tests of this relation in section IX.

## VIII An exact Einstein equation

In Sec.VII we did set-up several versions of generalized Einstein relations appropriate for magnetothermal response. Those relations may be viewed as a link between the dynamical and static response theory, as they connect corresponding correlation functions by introducing diffusion constants.

Upon closer examination of the right-hand sides of the Einstein relations like (27)– namely, $`\chi `$, $`c_V`$ and $`d\chi /dT`$ – we find that that these are static expectation values of products of $`\mathrm{\Delta }M`$\- and $`\mathrm{\Delta }H`$-operators which could be generated by derivatives. Hence, it is an easy task to establish functional relations between the static correlations, e.g.,

$$T^2\frac{d^2}{dB^2}c_v=\frac{d}{dT}\left[T^2\frac{d}{dT}\left(T\chi \right)\right].$$

An intriguing question is, whether the analogous equations obtained by switching between static and dynamical responses – $`\chi L_{MM}`$, etc. – could also be valid. For one of these relations, Eq. (28), the range of validity is confined to the low temperature regime unless $`J_z=0`$. (A detailed discussion follows in Sec. IX.) One reason for the failure could be the fact that in this particular case one of the correlation functions does not reduce to a thermodynamical expectation value. We therefore focus on a relation between the thermal and magnetothermal response coefficients – both mere thermal expectation values. We claim that the relation

$$T^2\frac{d^2}{dB^2}T_{EE}=\frac{d}{dT}\left[T^2T_{EM}(\beta M)\right]$$
(29)
is exact. The proof is provided in the appendix. This equation could be useful to derive an analytical solution for the magnetothermal response.

The arguments of the proof rely mainly on the fact that one of the currents is a constant of motion. It is by the same line of arguments possible to show that Eq. (28) is exact in the case where $`[H,J_M]=0`$. Unfortunately, this is a very restricting constraint; only the xy-model and the Haldane-Shastry HamiltonianHalShas  meet the requirement.

## IX Numerical results

In the free fermion case $`L_{EM}`$ is easily accessible by a simple evaluation of the analytic expression (20) and a corresponding one for $`L_{MM}=T_{MM}`$, using (18). If $`J_z0`$ we have to compute a mere thermal expectation value in order to obtain $`T_{EM}`$, a task which is tractable to Monte-Carlo-simulations. Here, we use the stochastic series expansion (SSE), which is a Taylor expansion based Monte-Carlo-method. San\_loop

We assume a Hamiltonian of the form $`H=_nJ_nh_n`$, we may write the partition function $`Z=\frac{(\beta )^m}{m!}\alpha |_{i=1}^mJ_{\varphi _m(i)}h_{\varphi _m(i)}|\alpha `$ where the sum runs over all numbers $`m`$, all functions $`\varphi _m:\{1,\mathrm{},m\}`$, and $`S^z`$-eigenbasis-states $`\alpha `$. The SSE-program now samples the products of operators appearing in this expression of $`Z`$ with their relative weight factors.

Normally, with MC-methods it is problematic to measure operators which are not diagonal in the $`S^z`$-eigenbasis. But with SSE another class of operators is easily accessible: Following a standard procedure in statistical mechanics, we have $`h_n=(_{J_n}Z)/Z`$. For the SSE this means that we can measure any operator $`h_n`$ appearing in the Hamiltonian simply by counting how often it appears in the products sampled by our SSE-program (and dividing by $`J_n`$). So it is fairly easy to measure sums of products of parts of the Hamiltonian as $`S_n^+S_{n+1}^{}`$, $`S_n^{}S_{n+1}^+`$ or $`S_n^zS_{n+1}^z`$. To make use of this fact in the given context, it is expedient to find an expression for $`T_{EM}`$ which consists only of terms appearing in the Hamiltonian. Here we present one ($`T_{EM}`$ in units $`\mu _Bc/\mathrm{}`$):

$`T_{EM}`$ $`=`$ $`{\displaystyle \frac{i\mathrm{}}{\mu _Bc}}{\displaystyle \underset{n}{}}\{[j_n,h_{n+1}]+[h_n,j_{n+1}]\}/\mathrm{Vol}`$
$`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{2}}\{J_x^2[S_n^+S_{n+1}^{}S_n^{}S_{n+1}^+,S_{n+1}^+S_{n+2}^{}]`$
$`+J_x^2[S_n^+S_{n+1}^{}S_n^{}S_{n+1}^+,S_{n+1}^{}S_{n+2}^+]`$
$`+J_xJ_z[S_n^+S_{n+1}^{}S_n^{}S_{n+1}^+,S_{n+1}^zS_{n+2}^z]`$
$`+J_xJ_z[S_n^zS_{n+1}^z,S_{n+1}^+S_{n+2}^{}S_{n+1}^{}S_{n+2}^+]\}/\mathrm{Vol},`$
which then allows to assess the magnetothermal coefficient by the SSE.

The Drude weight – which is the other input in Eq. (18) – may in principle be calculated by the Bethe-Ansatz method. This was attempted by several authors, zot99 ; Kl\_Drude  but their calculations are still under discussion, AlGr\_Drude  and so far there are no reliable results. We therefore use exact-diagonalization to obtain data for the Drude-peak. This has clearly the disadvantage that we cannot make any statements about the low-$`T`$ and high-$`J_z`$ regimes where the convergence with $`\mathrm{Vol}\mathrm{}`$ is slow (cf. Ref. NMA, ).

In Figs. 2 and 3 we plot $`(\beta M)T_{EM}`$ in units of $`J_x\mu _B^2/\mathrm{}`$ – a detailed discussion of units follows in the next section, compare Eqs. (31) and (16) – as a function of temperature for various interaction strengths. The data for $`J_z0`$ are obtained by MC-simulations and – in Fig. 3 – by formula Eq. (28) and Eq. (18).

The MC-results in Fig. 2 are clearly not good enough to determine exactly the $`T=0`$\- value. However, for $`J_z=J_x`$ the data seems to extrapolate to $`0.25`$, which is the Bethe-Ansatz result for the dimensionless $`T=0`$ Drude weight for the isotropic Heisenberg chain. Shastry  This result would imply via (18) a vanishing magnetothermal response for $`T0`$ and via (28) a vanishing $`T`$-derivative of the Drude weight, in contrast to previous results. zot99

In Fig. 3 we present a comparison (at low $`T`$) between the MC-results for $`(\beta M)T_{EM}`$ and the results from equation (28), where we have used Bethe-Ansatz results (because of the finite size gap exact diagonalization provides here no alternative) from Ref. Kl\_Drude,  – which we prefer to Ref. zot99,  because it is in agreement with Ref. AlGr\_Drude,  – for the temperature-dependent Drude weight $`L_{MM}`$. The agreement is very good for $`T<0.2`$. As a consequence we may deduce from Eq. (28) that $`(\beta M)T_{EM}=L_{MM}\mathrm{}/c`$ at $`T=0`$, the linear magnetothermal effect as given by Eq. (18) vanishes consequently for $`T0`$.

The results for $`L_{EM}`$ and the thermopower (the prime denotes a derivative with respect to the magnetic field $`B`$) $`Q_M^{}=L_{ME}^{}/L_{MM}`$ are presented in Fig. 4 and Fig. 5, respectively. Here we use exact-diagonalization, because for the computation of the Drude weight QMC-methods normally fail at higher $`T`$. (The standard proceeding is to extrapolate from the Matsubara frequencies to $`\omega =0`$ as attempted in Ref. AlGr\_MC, . This procedure becomes soon unstable if $`T`$ – and hence the spacing of the Matsubara frequencies – grows.) We use exact-diagonalization for the computation of $`T_{EM}`$ as well. Since $`T_{EM}`$ converges much faster with system size than the Drude weight, the finite size error is determined by the Drude weight, so using QMC for $`T_{EM}`$ alone would not give better results. On the contrary, if we used MC-data we would introduce the statistical error. For the Drude peak we use Eq. (14) with $`j_iJ_j=_{E_n=E_k}n|j_i|kk|J_j|ne^{\beta E_n}/Z`$ ($`Z`$ is again the partition function) for $`T_{EM}`$ we simply use the expression in Eq. (17). The use of these expressions makes it possible for us to exploit translational symmetry which allows us to consider slightly larger systems than in Ref. NMA,  (namely, up to 18 sites).

Because of the resulting finite size gap we can only discuss the high-$`T`$ regime. (In the xy-model we find a vanishing thermopower at $`T=0`$ with a linear power-law.)

For small $`J_z`$ we find a maximum at intermediate temperatures which decreases and is shifted to higher $`T`$ as we increase $`J_z`$.

At higher $`J_z`$ the convergence becomes slower, so we cannot make any precise statements about the transport coefficients. However, in Fig. 4 and Fig. 5 the curves decrease with system size (for $`T`$ sufficiently large). This behavior can be confirmed for all systems sizes (smaller than 18 sites). If we assume that the direction of convergence does not change for larger system sizes, our curves provide an upper bound to the exact results . But this would imply a reversion of the effect (negative thermopower). While at $`J_z=0`$ the effect is always positive – apart from a reversion due to the finite size gap, one finds $`Q_M^{}0`$ for a certain $`T`$-interval if $`J_z`$ is large enough. Because of the slow convergence it is impossible for us to predict the precise location of this interval. Here one should emphasize that our conclusions were drawn from the inspection of relatively small systems, so we cannot really exclude that the observed reversion is only due to finite size effects.

However, we see the reason for this reversion in the fact that the magnetothermal coefficient consists of two summands \[see Eq. (18)\] which turn out to have opposite signs. These behave very differently under a change of $`J_z`$. While the Drude weight dominates at $`J_z=0`$, it drops dramatically as $`J_z`$ is increased towards 1 (this was also reported in Ref. zot99, ). The generalized kinetic energy does not decay so much, such that it becomes the dominating part.

## X Size of the magnetothermal effect

Based on Eqs. (1) and (30) and using the low $`B`$ approximation in Eq. (18) we present in this section estimates of the size of the magnetic Seebeck effect.

### X.1 Dimensional analysis

As we are considering effects linear in the magnetic field $`B`$ we use $``$ as a shorthand for $`\frac{}{B}`$. Using $`[J_M]=[\mu _B]\mathrm{m}/\mathrm{s}`$ and $`[J_E]=\mathrm{Wm}`$ (compare Eq. (III) and (6) and \[$`j_{M/E}]=[J_{M/E}]/\mathrm{m}`$) we may decompose the response coefficients into dimension-full and dimension-less quantities AlGr\_kappa :

$`L_{ME}^{}`$ $`=`$ $`{\displaystyle \frac{k_B\mu _B}{\mathrm{}}}{\displaystyle \frac{\mu _Bc}{\mathrm{}}}(J_x\beta )^3\stackrel{~}{L}_{ME}^{}`$ (30)
$`L_{EM}^{}`$ $`=`$ $`{\displaystyle \frac{J_x\mu _B}{\mathrm{}}}{\displaystyle \frac{\mu _Bc}{\mathrm{}}}(J_x\beta )^2\stackrel{~}{L}_{EM}^{},`$ (31)
where $`\stackrel{~}{}`$ denotes the dimensionless theory-result, $`c`$ is the distance between neighbor sites, and $`\mu _B`$ is the Bohr magneton. Note that $`L_{ME}`$ has a factor $`1/T`$ with respect to $`L_{EM}`$; hence a third factor $`J_x\beta `$ in (30). Inspection of that formula shows the units of $`L_{ME}`$ to be $`\mathrm{J}(\mathrm{Tesla})^2\mathrm{m}/(\mathrm{Ks}^2)`$.

For the sake of completeness we state the analogous results

$$L_{MM}=\frac{J_x\mu _B}{\mathrm{}}\frac{\mu _Bc}{\mathrm{}}(J_x\beta )\stackrel{~}{L}_{MM}$$

for the magnetic Drude weight and

$$L_{EE}=\frac{k_BJ_x}{\mathrm{}}\frac{J_xc}{\mathrm{}}(J_x\beta )^2\stackrel{~}{L}_{EE}$$

for the thermal Drude weight. The units can be read off as $`[L_{MM}]=\mathrm{J}(\mathrm{Tesla})^2\mathrm{m}/\mathrm{s}^2`$ and $`[L_{EE}]=\mathrm{Jm}/(\mathrm{Ks}^2)`$. Note that $`[\widehat{L}_{ij}]=[L_{ij}]\mathrm{s}`$, see (3).

We take the well studied one-dimensional Heisenberg chain $`\mathrm{Sr}_2\mathrm{CuO}_3`$ as an example, Sol01  with the following parameters $`c=3.91\mathrm{\AA }`$,busch  $`J_x/k_B=2.210^3\mathrm{K}`$. JSrCuO . There are two chains in an area of $`12.68\times 3.48\mathrm{\AA }^2`$.busch  This leads to a magnon velocity $`v_s=J_xc/\mathrm{}1.210^5\mathrm{m}/\mathrm{s}`$. The mean-free path $`\lambda _s(T)`$ extracted from a quasi-classical interpretation of thermal conductivity data Sol01  is strongly temperature dependent, it ranges from $`\lambda _s(200\mathrm{K})100\mathrm{\AA }`$ to $`\lambda _s(50\mathrm{K})800\mathrm{\AA }`$. This results via $`\lambda _s=v_s\tau `$ in a relaxation time $`\tau (200\mathrm{K})0.810^{13}\mathrm{s}`$ and $`\tau (50\mathrm{K})6.610^{13}\mathrm{s}`$, in order of magnitude.

### X.2 Thermopower

For the thermopower, we obtain

$$Q_M^{}=\frac{L_{ME}^{}}{L_{MM}}=\frac{k_B}{J_x}(J_x\beta )^2\frac{\stackrel{~}{L}_{ME}^{}}{\stackrel{~}{L}_{MM}}\frac{k_B}{J_x}\stackrel{~}{Q}_M^{}.$$

Typically, $`k_B/J_x10^3\mathrm{K}^1`$ (e.g., in $`\mathrm{Sr}_2\mathrm{CuO}_3`$) and at room temperature $`\stackrel{~}{Q}_M^{}0.1`$. This yields $`Q_M^{}10^4\mathrm{K}^1`$.

### X.3 Seebeck-effect

The dimensionless $`B`$-derivative of the magnetothermal response is $`(J_x\beta )^3\stackrel{~}{L}_{ME}^{}0.1`$, in order of magnitude, see Fig. 4. We therefore obtain from Eq. (30) at $`T=200\mathrm{K}`$ for the magnetic particle current density a value of

$$0.036\times B\times T\mathrm{moments}/\mathrm{s}$$

per Tesla per (Kelvin/m), i.e., in SI-units. For a sample of length $`1\mathrm{cm}=10^2\mathrm{m}`$ with a temperature difference of $`10\mathrm{K}`$ and a field of $`10\mathrm{Tesla}`$ we have a current of $`360`$ spin-1 moments (magnons) per second. A sample of $`\mathrm{Sr}_2\mathrm{CuO}_3`$ with a cross-section of $`1\mathrm{mm}^2`$ contains $`4.510^{12}`$ chains. It would induce a magnetic current of $`1.610^{15}`$ moments per second.

### X.4 Closed system

Finally, we consider again the setting of a closed system. We are given a sample with open ends such that no current may flow. A temperature gradient should therefore lead to a gradient in the magnetization. Using the Einstein relation for the magnetization current and Eq. (26) we have

$$M=\frac{L_{ME}}{D_{MM}}T=B\frac{\chi }{T}T.$$

$`\chi B=M`$ is the magnetization caused by the presence of a magnetic field. Hence, dividing by $`M`$

$$M/M=\frac{}{T}[\mathrm{ln}\stackrel{~}{\chi }]T$$

or multiplying both sides with the system length

$$\mathrm{\Delta }M/M=\frac{k_B}{J_x}\frac{}{\stackrel{~}{T}}[\mathrm{ln}\stackrel{~}{\chi }]\mathrm{\Delta }T.$$

Note, that $`\mathrm{\Delta }M/M`$ is not directly a function of magnetothermal coefficients. The magnitude of the dimensionless quantity $`\frac{}{\stackrel{~}{T}}[\mathrm{ln}\stackrel{~}{\chi }]`$ varies about $`0.1`$. We therefore find with $`J_x/k_B=2200\mathrm{K}`$ that the relative change in magnetization – from one end of the sample to the other – should be a fraction of the order of $`510^5\mathrm{K}^1\times \mathrm{\Delta }T`$.

### X.5 Peltier-effect

We want to review now briefly the adjoint (Peltier) effect, described by the coefficient $`L_{EM}`$. We now turn once again to our reference system $`\mathrm{Sr}_2\mathrm{CuO}_3`$. Here it is instructive to compare the energy currents driven by a temperature gradient and a gradient in the magnetic field.

We set all quantities as above, with the exception of the values $`(J_x\beta )^2\stackrel{~}{L}_{EM}^{}0.01`$, and $`(J_x\beta )^2\stackrel{~}{L}_{EE}^{}0.1`$, which we find more appropriate. We also do not compute the energy current density for one chain but per volume in SI-units. The result for the thermal response is

$$j_E=16\times T\mathrm{J}/(\mathrm{s}\mathrm{m}^2)$$

and for the magnetic response

$$j_E=3.310^4\times B\times B\mathrm{J}/(\mathrm{s}\mathrm{m}^2).$$

## XI Conclusion

We have shown that non-trivial magnetothermal currents may be induced in one-dimensional quantum-spin chains in an external magnetic field. We have argued that these effects might be especially important for the 1D Heisenberg chain where the energy-current operator commutes with the Hamiltonian and the magnetothermal response diverges. We have presented estimates of the size for the current of magnetic moments induced by a thermal temperature difference for $`\mathrm{Sr}_2\mathrm{CuO}_3`$. We believe the size of the induced magnetic current to be sizeable and note that the observability of magnetic currents in magnetic insulators has been discussed recently Meier02 .

The support of the German Science Foundation is acknowledged.

## XII Appendix

### XII.1 Proof of Eq. (29)

#### XII.1.1 Proof, first step

We present the proof of Eq. (29) in two steps. First we extend the Hamiltonian to comprise the static response to a thermal current:

$$H(\lambda ,B)=H(B)+\lambda J_E.$$

We indicate the expectation value at nonzero $`\lambda `$ and $`B`$ by indices. Moreover, we mean that these variables are zero, if we omit them in an index or an argument. ‘$`\mathrm{\Delta }`$’ means subtraction of the expectation value.

We now show that

$$J_M\mathrm{\Delta }H_{\lambda ,B}=J_E\mathrm{\Delta }M_{\lambda ,B}.$$
(32)
We explicitly assume PBC – no polarization operators– and invoke the equation of continuity to obtain a local version of the above formula

$`(J_M^nJ_M^{n1})\mathrm{\Delta }h_m_{\lambda ,B}`$ $`=`$ $`i[H,\mathrm{\Delta }S_n^z]\mathrm{\Delta }h_m_{\lambda ,B}`$
$`=\mathrm{\Delta }S_n^zi[H,\mathrm{\Delta }h_m]_{\lambda ,B}`$ $`=`$ $`\mathrm{\Delta }S_n^z(J_E^mJ_E^{m1})_{\lambda ,B}.`$
On the right-hand side of the above equation we perform a reflexion in space

$$(J_M^nJ_M^{n1})\mathrm{\Delta }h_m_{\lambda ,B}=\mathrm{\Delta }S_n^z(J_E^mJ_E^{m+1})_{\lambda ,B}.$$

Translational invariance leads for

$$a_{n,m}:=J_M^n\mathrm{\Delta }h_m_{\lambda ,B}b_{n,m}:=J_E^n\mathrm{\Delta }S_m^z_{\lambda ,B}$$

to $`a_{n,m}a_{nm}`$ and to

$$a_ka_{k1}=b_{k+1}b_ka_kb_{k+1}=a_{k1}b_k,$$

where $`k=nm`$. This last equation implies that

$$c:=a_kb_{k+1}$$

does not depend on the index $`k`$. Our strategy is to show that $`c`$ – a function on $`\lambda `$ and $`B`$ – may be neglected with impunity in the thermodynamic limit. To this end we look at the following estimate:

$$|c(B,\lambda )|=|b_{k+1}a_k|\underset{k}{\mathrm{min}}\{|b_{k+1}|+|a_k|\}.$$

The fact that all correlation function of the form $`\mathrm{\Delta }G_1\mathrm{\Delta }G_2`$ (as, e.g., $`a_k`$ and $`b_k`$) decay to zero when the spatial extension (i.e., the index $`k`$) goes to infinity leads to $`lim_{\mathrm{Vol}\mathrm{}}c=0`$. Hence we find that in the thermodynamic limit $`a_k=b_{k+1}a_k=b_k`$. And therefore:

$$J_MH_{\lambda ,B}/\mathrm{Vol}=J_EM_{\lambda ,B}/\mathrm{Vol}.$$

The initial claim (32) follows – once again – by a reflexion in space on the second term.

#### XII.1.2 Proof, second step

Having attained our first goal the further proceeding is standard. We apply consecutively derivatives with respect to $`\lambda `$ and $`B`$ on our result and obtain:

$$J_MJ_E\mathrm{\Delta }H\mathrm{\Delta }M=T\frac{d}{dB}J_EJ_E\mathrm{\Delta }M_B.$$

We note that the $`\mathrm{\Delta }H`$ (resp., $`\mathrm{\Delta }M`$) might come from a derivative with respect to $`d/d\beta =T^2d/dT`$ (resp., $`Td/dB`$) and use $`T_{EM}(\beta \mathrm{\Delta }M)=\beta JJ_E(\beta \mathrm{\Delta }M)`$ and $`T_{EE}=\beta ^2J_EJ_E`$. Our formula may then be rewritten as:

$$\frac{d}{dT}[T^2T_{EM}(\beta M)]=T^2\frac{d^2}{dB^2}T_{EE}_B,$$

Q.E.D.


text:
# Nodal domain distributions for quantum maps

## References


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# Multiplicity Fluctuation at Second-order Phase Transition on the Base of Squeezed States

## 1 Introduction

With increasing of the collision energy in $`e^+e^{},p\overline{p},ep,`$ heavy-ion experiments the role of the multiparticle production and the collective effects of particle interaction becomes more significant. Large progress has been achieved in study of the considered processes within perturbative Quantum Chromodynamics (QCD) -. Perturbative theory is not able to reproduce all consequences inherent to corresponding Lagrangian of the interaction, in particular, the collective aspects of the behaviour of considered systems as a whole can have fundamental significance for description of the features of the confinement and hadronization. Here methods of the statistical physics are fruitful since a mathematical apparatus used at investigation of the multiplicity distribution and particle correlations is common both for the statistical physics and for the processes of the multiparticle production . Investigations of the collective excited modes of the hadron (quark-gluon) medium began to carry out not long ago and have a phenomenological character.

For statistical systems the fluctuations are large near critical points. Therefore the multiplicity fluctuations of hadrons produced in high-energy heavy-ion collisions can be used as a measure of whether a quark-gluon system has undergone a phase transition . Until today the question concerning order of the parton-hadron PT in high-energy collisions is opened. Lattice gauge calculations indicate that for two flavors the PT is most likely of the second order . When strange quarks are included, it may become a weak first-order PT .

At present accelerator energies the average number of produced particles is large enough and therefore the scattering operator and other operators are inconvenient to consider in terms of number states. At the same time in such systems as lasers where the average number of photons is large it is conveniently to use the coherent state representation (P-representation) . There are a number of efforts to apply P-representation for investigation of the multiplicity fluctuations as a phenomenological manifestation of quark-hadron PT in the framework of the Ginzburg-Landau (GL) formalism both for the second-order  and first-order  PT. In both cases it was supposed that multiplicity distribution of the hadrons without PT is a Poissonian and scaling behaviour of the factorial moments has been found. Moreover the scaling exponent $`\nu `$ is equal 1.305 for second-order PT  and $`1.32<\nu <1.33`$ for the generalized GL model with first-order PT . There was the disagreement between experiment and theory. Indeed, NA22 data on particle production in hadronic collisions give $`\nu =1.45\pm 0.04`$ , heavy-ion experiments $`\nu =1.55\pm 0.12`$  and $`\nu =1.459\pm 0.021`$ .

At the same time the study of multiplicity fluctuations in a similar type of phase transition have carried out in nonlinear optics . It was shown that second-order PT is related to the symmetry-changing instability of stationary non-equilibrium states. This fact may be additional evidence for the use of optical methods at investigation problems of the PT in the multiparticle production processes.

Indeed, the idea of applying stochastic methods developed for studying photon-counting statistics of light beams to particle production processes was used for explanation of the experimentally observed properties hadrons, in particular, the multiplicity distributions, factorial and cumulant moments. It was shown that the most general distribution that characterizes $`e^+e^{},p\overline{p},`$ neutrino-induced collisions is a $`k`$-mode squeezed state distribution . Squeezed states (SS) involve coherent states as the specific case and posses uncommon properties: they display a specific behaviour of the factorial and cumulant moments  and can have both sub-Poissonian and super-Poissonian statistics corresponding to antibunching and bunching of photons , -. Although the SS are constructed in quantum optics (QO) their relevance to hadron production in high-energy collisions was recognized long ago . In particular, the multiplicity distribution of the pions has been explained by formalism of the squeezed isospin states . In addition, study of the evolution of gluon states at the non-perturbative stage of jet development has obtained the new squeezed gluon states - which could be necessary element of hadronization and, in particular, QGP$``$hadrons. Then using the Local parton hadron duality it is easy to show that in this case behaviour of hadron multiplicity distribution in jet events is differentiated from the negative binomial one. Such specific behaviour of the multiplicity distribution is confirmed by experiments for $`pp,p\overline{p}`$-collisions -.

Considering multiplicity distribution in different collisions without PT as squeezed one we generalize the coherent state representation taking into account the squeezed states within GL-approach for investigation of the multiplicity fluctuations at phase transition in QGP. Since the multiplicity fluctuations exhibit intermittency behaviour which is observed in a large number of experiments, we investigate conditions of appearance of this effect in depending on the parameters of GL model.

## 2 Multiplicity distribution of the squeezed states at second-order phase transition

It is convenient to start description of the squeezed-state formalism in GL theory with definition of the photon SS. Two basic kinds of single-mode ideal SS are used in QO: coherent squeezed state (CSS) and scaling SS (SSS)  defined as

$$\begin{array}{c}|\psi ,\eta =D(\psi )S(\eta )|0(CSS),\\ \\ |\psi ,\eta =S(\eta )D(\psi )|0(SSS),\end{array}\}$$
(1)
where $`D(\psi )=\mathrm{exp}\left\{\psi a^+\psi ^{}a\right\}`$ is a displacement operator, $`S(\eta )=\mathrm{exp}\left\{{\displaystyle \frac{\eta ^{}}{2}}a^2{\displaystyle \frac{\eta }{2}}(a^+)^2\right\}`$ is a squeeze operator, $`\psi =|\psi |e^{i\gamma }`$ is an eigenvalue of non-Hermitian annihilation operator $`a`$, $`|\psi |`$ and $`\gamma `$ are an amplitude and a phase of the coherent state correspondingly, $`\eta =re^{i\theta }`$ is an arbitrary complex number, $`r`$ is a squeeze factor, phase $`\theta `$ defines the direction of squeezing maximum . Using general formula for two-photon coherent state distribution  we can write the corresponding expression for CSS and SSS distributions in the form

$$P_n=\frac{1}{\mathrm{cosh}(r)n!}\left(\frac{\mathrm{tanh}(r)}{2}\right)^n\left|H_n(\xi _1)\right|^2e^{\xi _2},$$
(2)
where $`H_n(\xi _1)`$ is a Hermite polynomials, $`\xi _1`$ and $`\xi _2`$ are equal in case of CSS

$$\begin{array}{c}\xi _1=\sqrt{\frac{n\mathrm{sinh}^2(r)}{\mathrm{sinh}(2r)}}\left[\mathrm{cosh}(r)e^{i(\gamma \theta /2)}+\mathrm{sinh}(r)e^{i(\gamma \theta /2)}\right],\hfill \\ \\ \xi _2=\left[n\mathrm{sinh}^2(r)\right]\left\{\mathrm{cosh}(2r)[\mathrm{tanh}(r)\mathrm{cos}(2\gamma \theta )1]+\mathrm{sinh}(2r)[\mathrm{tanh}(r)\mathrm{cos}(2\gamma \theta )]\right\}\hfill \end{array}\}$$
(3)
and for SSS

$$\begin{array}{c}\xi _1=\sqrt{\frac{n\mathrm{sinh}^2(r)}{\mathrm{sinh}(2r)}}e^{i(\gamma \theta /2)}\left[\mathrm{cosh}(2r)\mathrm{sinh}(2r)\mathrm{cos}(2\gamma \theta )\right]^{\frac{1}{2}},\hfill \\ \\ \xi _2=\frac{[n\mathrm{sinh}^2(r)][\mathrm{tanh}(r)\mathrm{cos}(2\gamma \theta )1]}{\mathrm{cosh}(2r)\mathrm{sinh}(2r)\mathrm{cos}(2\gamma \theta )}.\hfill \end{array}\}$$
(4)
Here $`n`$ is an average multiplicity. In particular case at $`\gamma =\theta =0`$ expression (2) coincides with analogous expressions used for description of the multiplicity distribution in $`e^+e^{},p\overline{p},`$ neutrino-induced collisions .

In quantum field theory (multi-mode case) the average number of particles in observed state is defined as

$$n=\underset{V}{}𝑑za^+(z)a(z)$$
(5)
and then an average multiplicity for CSS and SSS is equal correspondingly to

$$\begin{array}{c}n=\underset{V}{}|\psi (z)|^2𝑑z+\mathrm{sinh}^2(r),\hfill \\ \\ n=(\underset{V}{}|\psi (z)|^2dz)[\mathrm{cosh}(2r)\mathrm{sinh}(2r)\mathrm{cos}(2\gamma \theta )]+\mathrm{sinh}^2(r).\hfill \end{array}\}$$
(6)
Here for simplicity we regard that phase of the coherent state and of squeezing effect are the same for whole space that is quantities $`\gamma ,r,\theta `$ are parameters. The probability density of finding $`n`$ particles in SS is

$$|n|\psi (z),\eta |^2=P_n^0.$$
(7)
Then using the expressions (6) for average multiplicity we can write $`P_n^0`$ in the form

$`P_n^0`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{cosh}(r)n!}}\left({\displaystyle \frac{\mathrm{tanh}(r)}{2}}\right)^n\left|H_n\left(\left[{\displaystyle \underset{V}{}}|\psi (z)|^2𝑑z\right]^{\frac{1}{2}}F_1(r,\gamma ,\theta )\right)\right|^2`$ (8)
$`\times \mathrm{exp}\left\{{\displaystyle \underset{V}{}}|\psi (z)|^2𝑑zF_2(r,\gamma ,\theta )\right\},`$
where $`F_1(r,\gamma ,\theta ),F_2(r,\gamma ,\theta )`$ are functions of the parameters $`r,\gamma ,\theta `$ and in case of CSS are equal to

$$\begin{array}{c}F_1(r,\gamma ,\theta )=\frac{\mathrm{cosh}(r)e^{i(\gamma \theta /2)}+\mathrm{sinh}(r)e^{i(\gamma \theta /2)}}{\sqrt{\mathrm{sinh}(2r)}},\hfill \\ \\ F_2(r,\gamma ,\theta )=\mathrm{cosh}(2r)[\mathrm{tanh}(r)\mathrm{cos}(2\gamma \theta )1]+\mathrm{sinh}(2r)[\mathrm{tanh}(r)\mathrm{cos}(2\gamma \theta )]\hfill \end{array}\}$$
(9)
and for SSS

$$F_1(r,\gamma ,\theta )=\frac{e^{i(\gamma \theta /2)}}{\sqrt{\mathrm{sinh}(2r)}},F_2(r,\gamma ,\theta )=\mathrm{tanh}(r)\mathrm{cos}(2\gamma \theta )1.$$
(10)
From Fig.1 it is obviously that at $`\theta =0`$ we have a sub-Poissonian distribution and at $`\theta =\pi `$ — super-Poissonian one. If the squeeze factor is more than one we have oscillations of given distribution (Fig.1: CSS distribution). Obviously that at $`r0`$ (the squeezing effect is absent) the probability density of finding $`n`$ particles is Poissonian

$$P_n^0=\frac{1}{n!}\mathrm{exp}\left\{\underset{V}{}|\psi (z)|^2𝑑z\right\}\left(\underset{V}{}|\psi (z)|^2𝑑z\right)^n.$$
(11)
Within standard GL model the free energy of the system is

$$F[\psi ]=𝑑z\{a|\psi (z)|^2+b|\psi (z)|^4+c|\psi /z|^2\},$$
(12)
where $`\psi (z)`$ is introduced to serve as a complex order parameter. Then the hadron multiplicity distribution can be given by the functional integral of the type

$$P_n=Z^1D\psi P_n^0e^{F[\psi ]},$$
(13)
here $`Z=D\psi e^{F[\psi ]}`$. Thus the probability of having a large $`n`$ in volume $`V`$ is controled by deviation of $`\psi `$ from $`\psi _0`$ (minimum of the GL potential) as specified by the thermodynamical factor $`e^{F[\psi ]}`$. Taking into account the explicit form of the probability density of finding $`n`$ particles in SS $`P_n^0`$ (8) we obtain the next expression for the hadron multiplicity distribution

$`P_n`$ $`=`$ $`{\displaystyle \frac{1}{2Z\mathrm{cosh}(r)}}{\displaystyle D\psi \frac{\mathrm{tanh}^n(r)}{2^nn!}\mathrm{exp}\left\{F[\psi ]+\underset{V}{}|\psi (z)|^2𝑑zF_2(r,\gamma ,\theta )\right\}}`$ (14)
$`\times \left|H_n\left(\left[{\displaystyle \underset{V}{}}|\psi (z)|^2𝑑z\right]^{\frac{1}{2}}F_1(r,\gamma ,\theta )\right)\right|^2.`$
To investigate obtained expression we identify $`V=\delta ^d`$ and regard that $`|\psi (z)|`$ is constant in every bin width $`\delta `$ ($`d`$ is a dimension). Then multiplicity distribution after phase transition is

$`P_n`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \mathrm{cosh}(r)}}D_1^1\left(|a|\sqrt{{\displaystyle \frac{\delta ^d}{2b}}}\right){\displaystyle \underset{0}{\overset{2\pi }{}}}𝑑\gamma \mathrm{exp}\left\{{\displaystyle \frac{\delta ^dF_2(r,\gamma ,\theta )(F_2(r,\gamma ,\theta )+2|a|)}{8b}}\right\}\mathrm{tanh}^n(r)`$ (15)
$`\times {\displaystyle \underset{k=0}{\overset{n/2}{}}}{\displaystyle \underset{l=0}{\overset{n/2}{}}}(1)^{k+l}{\displaystyle \frac{(2k1)!!(2l1)!!n!(nkl)!}{(2k)!(2l)!(n2k)!(n2l)!}}\left({\displaystyle \frac{2\delta ^d}{b}}\right)^{\frac{1}{2}(nkl)}F_1^{n2k}(r,\gamma ,\theta )`$
$`\times (F_1^{})^{n2l}(r,\gamma ,\theta )D_{(nkl+1)}\left(\left[|a|+F_2(r,\gamma ,\theta )\right]\sqrt{{\displaystyle \frac{\delta ^d}{2b}}}\right),`$
where $`D_f(w)`$ is a function of the parabolic cylinder. Obviously, this expression for $`P_n`$ is not depended on the phase which defines the direction of squeezing maximum since integrand is a harmonic function of this squeeze parameter. Influence of the phase transition on behaviour of the multiplicity distributions is shown on Fig111Values of the parameters $`a,b,r`$ correspond to case then we have intermittency and the scaling exponent value is equal to 1.459..2.

This expressions for $`P_n`$ (14), (15) will be essential at analysis phenomenon of intermittency.

## 3 Intermittency

One of the effective way to manifest the nature of the multiplicity fluctuations in high-energy collisions is to examine the dependence of the normalized factorial moments $`F_q`$

$$F_q=\frac{n(n1)\mathrm{}(nq+1)}{n^q}=\frac{f_q}{f_1^q}$$
(16)
on the bin width $`\delta `$ in rapidity. Here $`f_q=n(n1)(nq+1),`$ $`n`$ is the number of hadrons detected in $`\delta `$ in an event, and the average are taken over all events. The multiplicity fluctuations can exhibit intermittency behaviour which is manifested by power-law behaviour of $`F_q`$ on $`\delta `$

$$F_q\delta ^{\phi _q},$$
(17)
where $`\phi _q`$ is referred to as the intermittency index. Indeed, apart from collision energy and nuclear size we can vary only the size of a cell $`\delta `$ in phase space that is just the central theme of intermittency. This effect has been observed in a large number of experiments: $`e^+e^{},\mu p,pp,pA`$ and $`AA`$ collisions .

Therefore the intermittency analysis is used to explore universal characteristics of quark-hadron PT in the GL model. In this section we examine whether (17) is valid under taking into account PT. Since

$$f_q=\underset{n=q}{\overset{\mathrm{}}{}}\frac{n!}{(nq)!}P_n,$$
(18)
using (14) and (12) we obtain the next explicit form of $`f_q`$

$$\begin{array}{c}f_q=\frac{1}{2Z\mathrm{cosh}(r)}D\psi e^{F[\psi ]}\mathrm{exp}\left\{\underset{V}{}|\psi (z)|^2𝑑zF_2(r,\gamma ,\theta )\right\}\hfill \\ \\ \times \underset{n=q}{\overset{\mathrm{}}{}}\frac{1}{(nq)!}\left(\frac{\mathrm{tanh}(r)}{2}\right)^n|H_n\left([\underset{V}{}|\psi (z)|^2dz]^{\frac{1}{2}}F_1(r,\gamma ,\theta )\right)|^2,\hfill \end{array}$$
(19)
where $`V`$ is the volume of the cell in which the factorial moment is measured. Taking into account the formula

$$\begin{array}{c}\underset{k=0}{\overset{\mathrm{}}{}}\frac{t^k}{k!}H_{k+m}(x)H_{k+n}(y)=(14t^2)^{(m+n+1)/2}\mathrm{exp}\left[\frac{4xyt4t^2(x^2+y^2)}{14t^2}\right]\hfill \\ \\ \\ \times \underset{k=0}{\overset{min(m,n)}{}}2^{2k}k!\left(\begin{array}{cccccccccccccccccccc}m& & & & & & & & & & & & & & & & & & & \\ k& & & & & & & & & & & & & & & & & & & \end{array}\right)\left(\begin{array}{cccccccccccccccccccc}n& & & & & & & & & & & & & & & & & & & \\ k& & & & & & & & & & & & & & & & & & & \end{array}\right)t^kH_{mk}\left(\frac{x2ty}{\sqrt{14t^2}}\right)H_{nk}\left(\frac{y2tx}{\sqrt{14t^2}}\right)\hfill \end{array}$$
(20)
and identifying $`V=\delta ^d`$, regarding that $`|\psi (z)|`$ is constant in every bin width $`\delta `$, we rewrite the expression (19) taking into account the explicit form of $`F_1(r,\gamma ,\theta ),F_2(r,\gamma ,\theta )`$ for CSS (9) and SSS (10) correspondingly in the next form

$$\begin{array}{c}(\mathrm{CSS})\hfill \\ f_q=(2Z)^1\mathrm{sinh}^{2q}(r)\underset{0}{\overset{2\pi }{}}𝑑\gamma \underset{0}{\overset{\mathrm{}}{}}d|\psi |^2e^{F[\psi ]}\underset{n=0}{\overset{q}{}}\left(\frac{q!}{n!}\right)^2\frac{1}{(qn)!(2\mathrm{tanh}(r))^n}\hfill \\ \\ \times \left|H_n\left(\sqrt{\frac{|\psi |^2\delta ^d}{\mathrm{sinh}(2r)}}e^{i(\gamma \theta /2)}\right)\right|^2,\hfill \end{array}$$
(21)
$$\begin{array}{c}(\mathrm{SSS})\hfill \\ f_q=(2Z)^1\mathrm{sinh}^{2q}(r)\underset{0}{\overset{2\pi }{}}𝑑\gamma \underset{0}{\overset{\mathrm{}}{}}d|\psi |^2e^{F[\psi ]}\underset{n=0}{\overset{q}{}}\left(\frac{q!}{n!}\right)^2\frac{1}{(qn)!(2\mathrm{tanh}(r))^n}\hfill \\ \\ \times \left|H_n\left(\sqrt{\frac{|\psi |^2\delta ^d}{\mathrm{sinh}(2r)}}\left[\mathrm{cosh}(r)e^{i(\gamma \frac{\theta }{2})}\mathrm{sinh}(r)e^{i(\gamma \frac{\theta }{2})}\right]\right)\right|^2.\hfill \end{array}$$
(22)
Integrating obtained expressions we can represent their as

$$f_q=\frac{J_q}{J_0},$$
(23)
where in case CSS

$`J_q`$ $`=`$ $`{\displaystyle \frac{\pi }{\sqrt{2b\delta ^d}}}\mathrm{exp}\left\{{\displaystyle \frac{|a|^2\delta ^d}{8b}}\right\}\mathrm{sinh}^{2q}(r){\displaystyle \underset{n=0}{\overset{q}{}}}{\displaystyle \frac{(q!)^2}{(qn)!}}\mathrm{tanh}^n(r){\displaystyle \underset{k=0}{\overset{n/2}{}}}\left({\displaystyle \frac{(2k1)!!}{(2k)!}}\right)^2`$ (24)
$`\times {\displaystyle \frac{(\mathrm{sinh}(2r))^{2kn}}{(n2k)!}}\left({\displaystyle \frac{2\delta ^d}{b}}\right)^{\frac{1}{2}(n2k)}D_{(n2k+1)}\left(|a|\sqrt{{\displaystyle \frac{\delta ^d}{2b}}}\right)`$
and for SSS

$`J_q`$ $`=`$ $`{\displaystyle \frac{\pi }{\sqrt{2b\delta ^d}}}\mathrm{exp}\left\{{\displaystyle \frac{|a|^2\delta ^d}{8b}}\right\}\mathrm{sinh}^{2q}(r){\displaystyle \underset{n=0}{\overset{q}{}}}{\displaystyle \frac{(q!)^2}{(qn)!}}\mathrm{tanh}^n(r){\displaystyle \underset{k=0}{\overset{n/2}{}}}{\displaystyle \underset{l=0}{\overset{n/2}{}}}{\displaystyle \frac{(2k1)!!(2l1)!!}{(2k)!(2l)!}}`$ (25)
$`\times (\mathrm{sinh}(2r))^{k+ln}(nkl)!\left({\displaystyle \frac{2\delta ^d}{b}}\right)^{\frac{1}{2}(nkl)}D_{(nkl+1)}\left(|a|\sqrt{{\displaystyle \frac{\delta ^d}{2b}}}\right)`$
$`\times {\displaystyle \underset{j=0}{\overset{n2l}{}}}{\displaystyle \frac{(\mathrm{sinh}(r))^{lk+2j}(\mathrm{cosh}(r))^{2nk2l2j}}{j!(lk+j)!(nklj)!(n2lj)!}}.`$
Then according to (16),(23) the normalized factorial moments $`F_q`$ have the next form

$$F_q=J_qJ_1^qJ_0^{q1}.$$
(26)
On Fig.3 and Fig.4 we represent the results of analysis of the dependences of $`\mathrm{ln}F_q`$ on $`(\mathrm{ln}\delta ^d)`$ and of $`\mathrm{ln}F_q`$ on $`(\mathrm{ln}F_2)`$ correspondingly for the squeeze factors $`r=2.48`$ (CSS) and $`r=0.3876`$ (SSS) and for the next values of the parameters of the GL model $`a=10,b=0.20055`$.

If the local slope of $`\mathrm{ln}F_q`$ vs $`\mathrm{ln}F_2`$ is approximately constant then we would have the scaling behaviour (Ochs-Wosiek scaling law)

$$F_qF_{2}^{}{}_{}{}^{\beta _q},$$
(27)
which is valid for intermittent systems . The slopes $`\beta _q`$ are well fitted by the formula

$$\beta _q=(q1)^\nu ,$$
(28)
where $`\nu `$ is a scaling exponent. Dependence of $`\nu `$ on squeeze factor $`r`$ is represented on the Fig.5 at the same values of the parameters of the GL model.

It is obvious from Fig.5 that we have intermittency in case of the CSS when $`\nu =1.066`$ at $`r=2.48`$ and $`\nu =1.459`$ at $`r=0.3876`$ for SSS. Thus scaling behaviours of the normalized factorial moments for the scaling squeezed states are characterized by obtained scaling exponent $`\nu `$ that agrees with experimental NA22 data on particle production in heavy-ion experiments . Parameters at which the scaling exponent values agree with various experimental data  are represented in the Tab.1.

In case of the CSS the scaling exponent values are not agree with various experimental data  at any values of the parameters $`a,b,r`$.

## 4 Conclusion

We study multiplicity fluctuations and intermittency in second order phase transition from QGP to hadrons within of the GL model. Generalizing P-representation to squeezed state one (in particular, for two types: CSS, SSS) we obtain the explicit expressions for the probability of finding $`n`$ particles and for the normalized factorial moments $`F_q`$ which include additional parameters $`r,\theta `$ inherent to the squeezing effect.

Changing new parameters we can more successfully apply GL model for description of the phase transitions. Indeed, at $`a=10,b=0.20055`$ and at $`r=0.3876`$ in case of the scaling squeezed states of the hadrons we have intermittency when the value of the scaling exponent is equal to 1.459. Obtained value of the scaling exponent agrees with experimental data .

We hope that squeezed state approach will be available for description of fluctuations in the phase transition from quark-gluon plasma to hadrons in processes where an energy density is very high, for example, in heavy ion collisions at high energy.


text:
# Dynamic asset trees and Black Monday

## Abstract

The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised length and the mean occupation layer, as measured from an appropriately chosen centre called the ‘central node’. We show how the tree length shrinks during a stock market crisis, Black Monday in this case, and how a strong reconfiguration takes place, resulting in topological shrinking of the tree.

The study of the clustering of companies using the correlation matrix of asset returns with a simple transformation of the correlations into distances, producing a connected graph, was suggested by Mantegna , and later studied by Bonanno et al. . In the graph the nodes correspond to the companies, and the distances between them are obtained from the correlation coefficients. Clusters of companies are identified by means of minimum spanning tree. Many studies have been carried out on clustering in the financial market such as , and on financial market crashes . Recently we have studied a set of asset trees obtained by sectioning the return time series appropriately, and determining the minimum spanning trees from correlations between stock returns , according to Mantegna’s methodology. This multitude of trees was interpreted as a sequence of evolutionary steps of a single ‘dynamic asset tree’. In addition, we have introduced different measures to characterise the system, such as normalised tree length and mean occupation layer, and they were found to reflect upon the state of the market. The minimum spanning tree, as a strongly pruned representative of asset correlations, was found to be robust and descriptive of stock market events. In this paper, we give a brief demonstration of how the prominent 1987 stock market crash, which culminated in Black Monday (October 19, 1987), may be viewed from the perspective of dynamic asset trees.

First we give a brief description of the methodology. Assume that there are $`N`$ assets with price $`P_i(t)`$ for asset $`i`$ at time $`t`$. The logarithmic return of stock $`i`$ is given by $`r_i(t)=\mathrm{ln}P_i(t)\mathrm{ln}P_i(t1)`$, which for a certain sequence of trading days forms a return vector $`𝒓_i`$. In order to characterise the synchronous time evolution of stocks, we use the concept of equal time correlation coefficient between stocks $`i`$ and $`j`$, defined as

$$\rho _{ij}=\frac{𝒓_i𝒓_j𝒓_i𝒓_j}{\sqrt{[𝒓_i^2𝒓_i^2][𝒓_j^2𝒓_j^2]}},$$
(1)
where $`\mathrm{}`$ indicates a time average over the trading days included in the return vectors. The $`N\times N`$ correlation matrix is transformed to an $`N\times N`$ distance matrix with elements $`d_{ij}=\sqrt{2(1\rho _{ij})}`$, such that $`2d_{ij}0`$, respectively. The $`d_{ij}`$s fulfil the requirements of distances, even ultrametricity . The distance matrix is then used to determine the minimum spanning tree (MST) of the distances, denoted by $`𝐓`$, which is a simply connected graph that links the $`N`$ nodes with the $`N1`$ edges such that the sum of all edge weights, $`_{(i,j)𝐓}d_{ij}`$, is minimum. It should be noted, that in constructing the minimum spanning tree, we are effectively reducing the information space from $`N(N1)/2`$ separate correlation coefficients to $`N1`$ separate tree edges.

The dataset we have used in this study consists of daily closure prices for 116 stocks of the S&P 500 index , obtained from Yahoo . The time period of this data extends from the beginning of 1982 to the end of 2000, including a total of 4787 price quotes per stock. We divided this data into $`M`$ *windows* $`t=1,\mathrm{\hspace{0.17em}2},\mathrm{},M`$ of width $`T`$ corresponding to the number of daily returns included in the window, where consecutive windows were displaced by $`\delta T`$. In our study, $`T`$ was typically set between 2 to 6 years (500 to 1500 trading days) and $`\delta T`$ to one month (about 21 trading days).

In order to study the temporal state of the market we defined the *normalised tree length* as $`L(t)=\frac{1}{N1}_{d_{ij}𝐓^t}d_{ij}`$, where $`t`$ denotes the time at which the tree is constructed, and $`N1`$ is the number of edges in the MST. Figure 1 shows the normalised tree length $`L`$ as a function of time and window width. The two sides of the ridge converge as a result of extrapolating the window width $`T0`$ , pointing to Black Monday. In fact, we find that the normalised tree length $`L(t)`$ decreases during a market crash, indicating that the nodes on the tree are strongly pulled together, i.e. the tree shrinks in length.

In addition to the length, we are also interested in the topology of the tree. The robustness of asset tree topology can be investigated by the *single-step survival ratio* defined as $`\sigma _t=\frac{1}{N1}|E^tE^{t1}|`$. In this $`E^t`$ refers to the set of edges of the graph at time $`t`$, $``$ is the intersection operator and $`|\mathrm{}|`$ gives the number of elements in the set. In other words, the survival ratio is the fraction of edges found common in both graphs, which are one time step $`\delta T`$ apart. Under normal circumstances, the graphs in two consecutive time windows $`t`$ and $`t+1`$ should look very similar, at least for small values of $`\delta T`$. In Figure 2, we have depicted $`\sigma _t`$ for two window width values, where we find two prominent dips indicating that two strong tree reconfigurations take place. These two dips are positioned symmetrically around Black Monday and are, in fact, found to converge into it upon extrapolating $`T0`$. Thus we have shown that a remarkable change in tree topology takes place at the time of the market crash. In order to characterise this change, a new measure is needed.

To establish a reference in the graph, we introduced the concept of a *central node*. The central node is central, i.e. important, in the sense that any change in its price strongly affects the course of events in the market as a whole. Two alternative definitions emerged for the central node as either (i) the node with the highest *vertex degree* (number of incident edges), or (ii) the node with the highest correlation coefficient weighted vertex degree. In addition, one can have either (a) static (fixed at all times) or (b) dynamic (continuously updated) central node, without considerable effect on the results. In our studies, General Electric (GE) was chosen as the static central node, since for about 70% of the time windows it turned out to be the most connected node. In practice, both definitions yield very similar results, independnet of whether static or dynamic central node is employed. In general, roughly 80 percent of the time, the central node coincides with the center of mass of the tree, the exact figure depending on the values of the parameters .

In addition, we have characterised the tree topology or, more specifically, the location of the nodes in the tree. This is done by defining the *mean occupation layer* as $`l(t)=\frac{1}{N}_{i=1}^Nlev(v_i^t)`$, where $`lev(v_i)`$ denotes the level of vertex $`v_i`$ in relation to the central node, whose level is taken to be zero. In general, the mean occupation layer is found to fluctuate as a function of time (for a plot see ). However, one can easily identify two sharp dips located symmetrically around Black Monday. Upon extrapolating the window width $`T0`$, the dips are found to converge and, thus, the tree shrinks in topology during the crash. As one cannot evaluate the graph in the limit, a practical demonstration of the effect for $`T=1000`$ is provided in Figure 3, where plots of normal and crash market topology are presented. The first one was chosen from a normal, business as usual period, resulting in $`l(t_{normal})3.1`$. The latter corresponds to one of the two peaks of the mean occupation layer around the crash, yielding $`l(t_{crash})2.1`$, thus a value clearly below normal.

In summary, we have studied dynamic asset trees with reference to the 1987 stock market crash and, in particular, Black Monday. We have shown that the normalised tree length decreases during the crash. Using the concept of single-step survival ratio, we have found the tree topology to undergo a strong reconfiguration during the crash. We have used the mean occupation layer to characterise the nature of this reconfiguration, and found its value to fall at the time of the market crisis. Thus, the shrinking of asset trees on Black Monday is a twofold phenomenon - the asset tree shrinks in terms of tree length, as well as topology.

This research was partially supported by the Academy of Finland, Research Centre for Computational Science and Engineering, project no. 44897 (Finnish Centre of Excellence Programme 2000-2005) and OTKA (T029985).