text:
# 1. Introduction

## 1. Introduction

In this paper, we obtain lower bounds on the spectral gap above frustration free ground states, which are special ground states which exist for certain special quantum spin systems. In the simplest case, a “frustration free” quantum spin chain can be defined as follows: For each site, let $`_x^d`$ be a finite dimensional Hilbert space, such that all $`_x`$ are equivalent to one another. For any finite subset $`\mathrm{\Lambda }`$, one defines $`_\mathrm{\Lambda }=_{x\mathrm{\Lambda }}_x`$. Consider an interaction $`\mathrm{\Phi }`$, defined on all finite subsets of $``$, such that $`\mathrm{\Phi }(\mathrm{\Lambda }_0)(_{\mathrm{\Lambda }_0})`$ for all finite $`\mathrm{\Lambda }_0`$. Then for any finite subset $`\mathrm{\Lambda }`$, we define

$$H(\mathrm{\Lambda })=\underset{\mathrm{\Lambda }_0\mathrm{\Lambda }}{}\mathrm{\Phi }(\mathrm{\Lambda }_0),$$

where, as usual, $`\mathrm{\Phi }(\mathrm{\Lambda }_0)(_{\mathrm{\Lambda }_0})`$ is extended to $`_\mathrm{\Lambda }`$ by tensoring with the identity on $`_{\mathrm{\Lambda }\mathrm{\Lambda }_0}`$. This is the set-up for a typical quantum spin system. What distinguishes a frustration free quantum spin system are two assumptions

1. For each $`\mathrm{\Lambda }_0`$, $`\mathrm{\Phi }(\mathrm{\Lambda }_0)`$ is a positive operator.
2. For each nonempty $`\mathrm{\Lambda }`$, the subspace $`𝒢(\mathrm{\Lambda })=\mathrm{Ker}(H(\mathrm{\Lambda }))`$ satisfies $`dim(𝒢(\mathrm{\Lambda }))>0`$.

In this case, we call $`𝒢(\mathrm{\Lambda })`$ the ground state space, and declare the ground states to be frustration free.

We point out an obvious implication. Since all $`\mathrm{\Phi }(\mathrm{\Lambda }_0)`$ are positive,

$$\mathrm{Ker}(H(\mathrm{\Lambda }))=_{\mathrm{\Lambda }_0\mathrm{\Lambda }}\mathrm{Ker}(\mathrm{\Phi }(\mathrm{\Lambda }_0)).$$

This means that any ground state $`\psi 𝒢(\mathrm{\Lambda })`$ not only minimizes the total energy, i.e. is a minimum energy eigenvector of $`H(\mathrm{\Lambda })`$, it also minimizes all the local interaction energies. This is to be contrasted with a frustrated spin system.

To mention just a few interesting examples of frustration free systems, there are ferromagnets: the isotropic Heisenberg ferromagnet has a frustration free ground state, as do the anisotropic “kink” ferromagnets known as XXZ models. A frustration free antiferromagnet is the AKLT model, invented by Affleck, Kennedy, Lieb and Tasaki , which is an important model for understanding the role of spin-dimension in antiferromagnetic chains. (Haldane  conjectured that the antiferromagnetic, isotropic Heisenberg chain has gapless excitations above the ground state if the spin is half-integer but is gapfull if the spin takes an integer value.) There are numerous stochastic models, such that the Markov generators can be viewed as frustration free models. Of these, we just mention one, the Kac model , for which the gap has recently been computed exactly by Carlen, Carvalho and Loss  using a technique, similar in spirit, but different than the martingale method, which is specific to mean field models. We point this out to indicate that this is still a very active field of research.

Henceforth we will assume that $`\mathrm{\Phi }`$ is only a nearest neighbor interaction, and that it is translation invariant. Neither of these requirements is essential.222An example of a non-translation invariant frustration free model was treated in . There, the XXZ model is perturbed by a defect, which nevertheless is still frustration free. In that paper, the “martingale method” is applied in a slightly different way because there the spin chain is grown on both edges, while we will grow the spin chain along one edge only. This allows us to write $`H_\mathrm{\Lambda }=_{x,x+1\mathrm{\Lambda }}h(x,x+1)`$, where $`h(x,x+1)`$ is a fixed positive operator of just two spins.

## 2. Main Theorem

The main result of this paper is a method of calculating lower bounds for the spectral gap, by diagonalizing a family of finite dimensional matrices, with dimensions much smaller than the starting Hamiltonians $`H_\mathrm{\Lambda }`$, $`\mathrm{\Lambda }`$. There are two situations where this is particularly useful: First, if there is a symmetry which allows explicit diagonalization of these matrices, which is the case for the spin-$`1/2`$ XXZ model. Second, for the finitely correlated states (see Section 4) the matrices involved are all of a fixed finite dimension. If the dimension is small enough, the matrices can be diagonalized by hand, which is the case for the AKLT model.

Suppose $`\mathrm{\Lambda }=[a,b]`$ and $`\mathrm{\Lambda }_0=[c,d]\mathrm{\Lambda }`$. Then we define $`H(c,d)=H_{\mathrm{\Lambda }_0}`$, interpreted as an operator on $`_\mathrm{\Lambda }`$. We suppress the dependence on $`\mathrm{\Lambda }`$ from the notation. Similarly we define $`𝒢(c,d)=\mathrm{Ker}H(c,d)`$. We define $`G(c,d)=\mathrm{Proj}(𝒢(c,d))`$ to be the orthogonal projection onto $`𝒢(c,d)`$. The spectral gap, $`\gamma (c,d)`$, is defined to be the largest number such that

$$H(c,d)\gamma (c,d)(1G(c,d)).$$

This number is independent of $`\mathrm{\Lambda }`$, and depends only on $`cd+1=\mathrm{\#}[c,d]`$. We define $`\gamma _N=\mathrm{min}_{2nN}\gamma (1,n)`$, which has the useful property of being a nonincreasing function of $`N`$. A sensible convention is that $`H(a,a)=0`$, $`𝒢(a,a)=_a=^d`$, and $`G(a,a)=1`$. However, there is no way to define $`\gamma (a,a)`$, since both $`H(a,a)`$ and $`1G(a,a)`$ vanish.

The auxiliary Hamiltonian, whose analysis is easier than that of $`H_\mathrm{\Lambda }`$ and which gives information on $`\gamma (a,b)`$, is just the ground state projector restricted to an appropriate subspace. Suppose $`\mathrm{\Lambda }_0=[m,n]\mathrm{\Lambda }=[a,b]`$. Define

(2.1)
$$\epsilon (m,n)=sup\{\psi |G(0,n)\psi :\psi 𝒢(m,0),\psi 𝒢(m,n)^{},\psi =1\}.$$

The value of $`\epsilon (m,n)`$ is independent of $`a`$ and $`b`$ as long as $`am`$ and $`bn`$, and by translation symmetry the answer would be the same if the interval $`[m,n]`$ were replaced by $`[xm,x+n]`$ for any $`x`$. For $`m,n1`$, we define

$$\epsilon _{m,n}=\underset{m^{}m}{sup}\epsilon (m^{},n),$$

which is monotone decreasing in $`m`$, but not necessarily in $`n`$.

Our main result is the following:

###### Theorem 2.1.

Suppose that $`\epsilon _{m,n}<1/2`$, for some $`nm1`$. For any $`N2`$ and $`\psi 𝒢(1,N)^{}`$, define

$$\psi _1=(1G(1,Nn))\psi ,\psi _2=G(1,Nn)\psi ,$$

whence it follows $`\psi =\psi _1+\psi _2`$. (If $`Nn+1`$ then $`\psi _1=0`$, $`\psi _2=\psi `$.) Then

(2.2)
$$\psi |H(1,N)\psi \gamma _{m+n}(\alpha (\epsilon _{m,n})\psi _1^2+\beta (\epsilon _{m,n})\psi _2^2),$$

where $`\alpha (\epsilon )=(\sqrt{1\epsilon }\sqrt{\epsilon })^2`$ and $`\beta (\epsilon )=\sqrt{1\epsilon }(\sqrt{1\epsilon }\sqrt{\epsilon })`$.

Our improved bound is due to the following simple estimate.

###### Lemma 2.2.

(a) Suppose $`H`$ is a positive matrix, $`G=\mathrm{Proj}(\mathrm{Ker}(H))`$, and $`\gamma `$ is the gap; so that $`H\gamma (1G)`$. If $`\varphi `$ is a vector which is not in the kernel of $`H`$ – not necessarily orthogonal to the kernel either – then for any $`\psi `$

(2.3)
$$\psi |H\psi \gamma |\psi |(1G)\varphi |^2/\varphi |(1G)\varphi .$$

(b) If $`G`$ is an orthogonal projection, $`\varphi `$ is a nonzero vector, and $`\psi `$ is any vector orthogonal to $`\varphi `$, then

(2.4)
$$|\psi |G\varphi |^2\psi ^2\varphi ^2G_\varphi (1G_\varphi ),$$

where $`G_\varphi =\varphi |G\varphi /\varphi ^2`$.

Proof:  Both are by Cauchy-Schwarz. First,

$`|\psi |(1G)\varphi |^2=|(1G)\psi |(1G)\varphi |^2`$ $`(1G)\psi ^2(1G)\varphi ^2`$
$`\gamma ^1\psi |H\psi (1G)\varphi ^2.`$
For the second, choose an orthonormal basis $`\varphi _1,\varphi _2,\mathrm{}`$ with $`\varphi _1=\varphi /\varphi `$. Then

$`|\psi |G\varphi |{\displaystyle \underset{n2}{}}|\psi |\varphi _n\varphi _n|G\varphi |`$ $`\left({\displaystyle \underset{n2}{}}|\psi |\varphi _n|^2\right)^{1/2}\left({\displaystyle \underset{n2}{}}G\varphi |\varphi _n\varphi _n|G\varphi \right)^{1/2}`$
$`=\psi \left({\displaystyle \underset{n2}{}}G\varphi |\varphi _n\varphi _n|G\varphi \right)^{1/2}.`$
Moreover,

$$\underset{n2}{}G\varphi |\varphi _n\varphi _n|G\varphi =G\varphi |G\varphi G\varphi |\varphi _1\varphi _1|G\varphi =G\varphi ^2(1G\varphi ^2/\varphi ^2).$$

Proof: (Of Theorem 2.1) The proof is by induction. The first step is to check that the proposition is trivially satisfied for $`Nm+n`$. Indeed, since $`\alpha \beta 1`$, we have

$$\gamma (N)\gamma _{m+n}\mathrm{max}(\alpha \gamma _{m+n},\beta \gamma _{m+n}),$$

by the definition of $`\gamma _{m+n}`$. The next step is the induction step.

For the induction hypothesis we suppose the proposition is true whenever $`NN_0`$, where $`N_0m+n`$, and then prove the proposition is also true for $`N=N_0+1`$. This means we must show

(2.5)
$$\psi |H(1,N)\psi \gamma _{m+n}[\alpha \psi _1^2+\beta \psi _2^2]$$

where $`G(1,N)\psi =0`$, $`\psi _1=[1G(1,Nn)]\psi `$ and $`\psi _2=[G(1,Nn)G(1,N)]\psi `$. It is useful to make a further orthogonal decomposition

$$\psi _{11}=[1G(1,N2n)]\psi _1,\psi _{12}=[G(1,N2n)G(1,Nn)]\psi _1.$$

(We have assumed that $`N>2n`$, otherwise we set $`\psi _{11}=0`$.) By the induction hypothesis, we conclude

$$\psi _1|H(1,Nn)\psi _1\gamma _{m+n}[\alpha \psi _{11}^2+\beta \psi _{12}^2].$$

Since $`\psi _2𝒢(1,Nn)`$, it is clear that $`\psi |H(1,Nn)\psi =\psi _1|H(1,Nn)\psi _1`$. So to prove equation (2.5), we just need to prove

(2.6)
$$\psi |H(Nn,N)\psi \gamma _{m+n}(\beta \psi _2^2(\beta \alpha )\psi _{12}^2).$$

We assume

(2.7)
$$\psi _2^2>\left(1\frac{\alpha }{\beta }\right)\psi _{12}^2=\frac{\sqrt{\epsilon }}{\sqrt{1\epsilon }}\psi _{12}^2$$

because otherwise equation (2.6) is automatically satisfied. (Henceforth, we will write $`\epsilon `$ in place $`\epsilon _{m,n}`$.)

To estimate the left hand side of equation (2.6), we use Lemma 2.4. Specifically, by part (a), substituting $`\psi _2`$ for $`\varphi `$, we have

$$\psi |H(Nn,N)\psi \gamma _{m+n}\frac{|\psi |[1G(Nn,N)]\psi _2|^2}{\psi _2|[1G(Nn,N)]\psi _2},$$

where we have used $`\gamma _{m+n}\gamma _{n+1}`$. We define the number

$$\eta =G(Nn,N)_{\psi _2}=\psi _2|G(Nn,N)\psi _2/\psi _2^2$$

which allows us to rewrite

(2.8)
$$\psi |H(Nn,N)\psi \gamma _{m+n}|\psi |[1G(Nn,N)]\psi _2|^2/(1\eta )\psi _2^2.$$

The denominator is not zero because, by (2.7), $`\psi _20`$, and by the definition of $`\epsilon _{m,n}`$, $`\eta \epsilon _{m,n}<1/2`$.

Writing $`G`$ in place of $`G(Nn,N)`$,

(2.9)
$$\psi |[1G]\psi _2=(1\eta )\psi _2^2\psi _{11}|G\psi _2\psi _{12}|G\psi _2.$$

It is easy to see that

(2.10)
$$\psi _{11}|G\psi _2=\psi _{11}|G(Nn,N)\psi _2=0$$

because $`\psi _{11}`$ and $`G(Nn,N)\psi _2`$ are both eigenvectors of the Hermitian operator $`G(1,N2n)`$, with different eigenvalue. (Note that $`G(Nn,N)`$ commutes with $`G(1,N2n)`$ because they are localized on disjoint intervals.) By Lemma 2.4 (b),

(2.11)
$$\begin{array}{cc}\hfill |\psi _{12}|G\psi _2|& \psi _{12}\psi _2\sqrt{\eta (1\eta )}.\hfill \end{array}$$

Combining equations (2.9), (2.10) and (2.11), gives

(2.12)
$$\psi |[1G]\psi _2\sqrt{1\eta }\psi _2(\sqrt{1\eta }\psi _2\sqrt{\eta }\psi _{12}).$$

Using (2.7) and observing that $`\frac{\eta }{1\eta }\frac{\sqrt{\epsilon }}{\sqrt{1\epsilon }}`$, the right hand side of (2.12) is positive. Hence

(2.13)
$$|\psi |[1G]\psi _2|^2(1\eta )\psi _2^2(\sqrt{1\eta }\psi _2\sqrt{\eta }\psi _{12})^2.$$

Therefore, by (2.8), equation (2.6) would follow from

(2.14)
$$(\sqrt{1\eta }\psi _2\sqrt{\eta }\psi _{12})^2\beta \psi _2^2(\beta \alpha )\psi _{12}^2.$$

The proof is reduced to checking that the bilinear form

$$B(x,y)=(\beta \alpha +\eta )x^22\sqrt{\eta (1\eta )}xy+(1\eta \beta )y^2$$

is positive. The conditions for positivity are

(2.15)
$$\beta \alpha +\eta 0,1\eta \beta 0,$$

(2.16)
$$\eta (1\eta )(1\eta \beta )(\beta \alpha +\eta ).$$

They must be satisfied for all $`\eta `$ in the range $`[0,\epsilon ]`$ (where we write $`\epsilon `$ for $`\epsilon _{m,n}`$). Condition (2.16) is equivalent to $`(1\beta )(\beta \alpha )\eta (2\beta \alpha )`$. By condition (2.15), this is the same as

$$\eta (1\beta )(\beta \alpha )/(2\beta \alpha )$$

for all $`\eta \epsilon `$. However the inequality with $`\eta =\epsilon `$ subsumes all those with $`\eta <\epsilon `$. Again using (2.15), this is equivalent to

$$\alpha \beta (12\epsilon \beta )/(1\epsilon \beta ).$$

The maximum value of $`\alpha `$ satisfying these constraints occurs when

$$\alpha =(\sqrt{1\epsilon }\sqrt{\epsilon })^2,\beta =1\epsilon \sqrt{\epsilon (1\epsilon )},$$

which is just what we set out to prove.

The previous theorem can be used to obtain uniform bounds for the spectral gap above all finite volume ground states. The situation for infinite volume ground states is usually more complicated than just taking the limit of the finite volume gaps. An infinite volume ground state is a state $`\omega `$ on the quasilocal observable algebra $`𝒜_0`$ which is locally stable in the sense that for any finite volume $`\mathrm{\Lambda }`$, and any $`X𝒜_\mathrm{\Lambda }`$, $`\omega (X^{}\delta (X))0`$, where $`\delta `$ is the derivation $`\delta (X)=lim_\mathrm{\Lambda }^{}[H_\mathrm{\Lambda }^{},X]`$. For such a ground state, one can define the gap $`\gamma (\omega )`$ to be the greatest number $`\gamma `$ satisfying

$$\omega (\delta (X)^{}\delta ^2(X))\gamma \omega (\delta (X)^{}\delta (X)),$$

for any local observable $`X𝒜_\mathrm{\Lambda }`$, with $`\mathrm{\Lambda }`$ finite. The purpose of taking three powers of $`\delta `$ on the left hand side is to restrict to the positive energy states, since many ground states may be quasilocal perturbations of one another. With this definition, we can state the main corollary.

###### Corollary 2.3.

Suppose that $`\epsilon _{m,n}<1/2`$, for some $`nm1`$. Then there is a uniform lower bound on the finite volume spectral gaps

$$\underset{N2}{inf}\gamma (N)\gamma _{m+n}(12\sqrt{\epsilon _{m,n}(1\epsilon _{m,n})}).$$

Moreover, if $`\omega `$ is an infinite volume ground state, obtained as a weak-$``$ limit of finite volume ground states, then $`\gamma (\omega )`$ obeys the same bound.

Proof:  The proof of the first part follows trivially from Theorem 2.1. One simply observes that $`\beta (\epsilon )>\alpha (\epsilon )`$ and $`\alpha (\epsilon )=12\sqrt{\epsilon (1\epsilon )}`$.

The proof of the second part follows an argument of Koma and Nachtergaele , which was stated for the XXZ model. Suppose $`\omega `$ is a weak-$``$ limit of finite volume ground states $`\omega _N(\mathrm{})=\psi _N|\mathrm{}\psi _N`$, where the unit vectors $`\psi _N`$ are each in $`_{\mathrm{\Lambda }_N}`$ for $`\mathrm{\Lambda }_N`$. Then for any local $`X𝒜_\mathrm{\Lambda }`$, there exists an $`N_0`$ with $`X𝒜_{\mathrm{\Lambda }_N}`$ for all $`NN_0`$, and $`\omega (X)=lim_N\mathrm{}\omega _N(X)`$, the limit starting at $`N=N_0`$. Now note that $`\delta (X)^{}\delta ^2(X)`$ is also local, localized in $`\mathrm{\Lambda }^{(2)}`$ consisting of all points no more than 2 units from $`\mathrm{\Lambda }`$. There is also an $`N_0`$ such that $`\mathrm{\Lambda }_N\mathrm{\Lambda }^{(2)}`$ for all $`N>N_0`$, and then we evaluate

$$\omega _N(\delta (X)^{}\delta ^2(X))=\delta (X)\psi _N|H(\mathrm{\Lambda }_N)\delta (X)\psi _N.$$

Let $`\psi _N^{}=\delta (X)\psi _N`$. Then if $`\varphi `$ is any ground state of $`H=H(\mathrm{\Lambda }_N)`$,

$$\varphi |\psi _N^{}=\varphi |(HXXH)\psi _N=0$$

because $`H\psi _N=H\varphi =0`$. So $`\psi _N^{}`$ is orthogonal to the ground state space, hence

$$\omega _N(\delta (X)^{}\delta ^2(X))\gamma (N)\psi _N^{}|\psi _N^{}=\gamma (N)\omega _N(\delta (X)^{}\delta (X)).$$

Using the uniform lower bound for the finite volume gap, and taking liminf’s proves the claim.

Theorem 2.1 apparently is a stronger result than the last corollary. For example, one can use it to prove that, whenever the lower bound on the infinite volume gap is achieved, then the first excitation is not an “edge state”. The only example we know where the lower bound is attained is the XXZ model, and there the first excitation is actually not an eigenvalue but the bottom of a continuous band of spectrum with quasi-momentum 0. This is an important difference between the XXZ model and the AKLT model, where the lowest variational excitations (see ) have quasi-momentum equal to $`\pi `$.

## 3. Example 1 : The XXZ model

The XXZ ferromagnet, with kink-inducing boundary fields is a translation invariant, nearest-neighbor model with anisotropic exchange

$$h(n,n+1)=\mathrm{sech}(\xi )𝑺_n𝑺_{n+1}(1\mathrm{sech}(\xi ))S_n^3S_{n+1}^3+j\mathrm{tanh}(\xi )(S_n^3S_{n+1}^3).$$

where $`\xi 0`$ determines the amount of anisotropy. The isotropic Heisenberg model is $`\xi =0`$, while $`\xi =\mathrm{}`$ is the Ising model with kink boundary conditions. For $`j=1/2`$, the Hamilton is invariant under the action of the quantum group $`\text{SU}_q(2)`$, where $`q=e^\xi `$. In this section we will prove the following proposition.

###### Proposition 3.1.

Let $`\xi >0`$. Then the spectral gap above any infinite volume, weak-$``$ limit of finite volume kink ground states is $`\gamma (\xi )=1\mathrm{sech}\xi `$.

The representation of $`\text{SU}_q(2)`$ is generated by three spin operators

$$S^3(1,N)=\underset{n=1}{\overset{N}{}}S_n^3,S^+(1,N)=\underset{n=1}{\overset{N}{}}e^{(n1)\xi }S_n^+,S^{}(1,N)=\underset{n=1}{\overset{N}{}}e^{(Nn)\xi }S_n^{}.$$

The first is the usual generator of $`\text{U}(1)`$; the other two are deformations of the spin raising and lowering operators for $`\text{SU}(2)`$. Notably, they are not permutation invariant. For us, the fundamental feature is a decomposition property. Define $`S^{3,+,}(a,b)=\tau ^{a1}(S^{3,+,}(1,b+1a))`$, where $`\tau `$ is the translation automorphism. Then for any $`1nN`$

$`S^+(1,N)`$ $`=S^+(1,n)+e^{n\xi }S^+(n+1,N),`$
$`S^{}(1,N)`$ $`=e^{(Nn)\xi }S^{}(1,n)+S^{}(n+1,N).`$
The representation theory $`\text{SU}_q(2)`$ for $`q>0`$ is identical to that of $`\text{SU}(2)`$ in many respects. In particular, the Clebsch-Gordon series is the same. This means the irreducible representations of each dimension, or multiplets, occur with the usual multiplicities in $`(1,N)`$. Particularly, there is a unique maximal dimensional multiplet. As in the isotropic case, it is known  that the ground state subspace of the XXZ ferromagnet is precisely this maximal dimensional multiplet. Moreover, it was shown  that all the infinite volume ground states are obtained as weak-$``$ limits of these states, which means Proposition 3.1 is particularly relevant. We refer to a generic $`n`$-dimensional $`\text{SU}_q(2)`$ multiplet as $`V(n)`$.

To prove the proposition, we use Corollary 2.3. Nachtergaele already calculated every $`\epsilon (m,1)`$ in . We will repeat his argument, for completeness. This also serves as a slightly simpler preparation for the calculation in the next section. A major motivation for this letter is the fact that Nachtergaele’s calculation, with our improved bound, is sufficient to calculate the exact gap.

We now state a lemma which is generally helpful for calculating $`\epsilon (m,n)`$.

###### Lemma 3.2.

The Hermitian operator $`K(m,n)=G(m,0)G(0,n)G(m,0)`$ has range contained in the Hilbert space $`𝒢(m,0)𝒢(1,n)`$. The eigenspace for eigenvalue $`1`$ is precisely $`𝒢(m,n)`$. The number $`\epsilon (m,n)`$ is the largest eigenvalue less than $`1`$.

Proof:  The first statement is true because $`G(0,n)G(m,0)`$ has range contained in $`𝒢(1,n)`$, and $`[G(m,0),G(1,n)]=0`$ implies $`K(m,n)`$ also has range contained in $`𝒢(1,n)`$. Clearly $`𝒢(m,n)`$ is an eigenvalue-1 eigenspace of $`K(m,n)`$. If $`K(m,n)\psi =\psi `$, then $`G(m,0)\psi =\psi `$ and $`\psi |G(0,n)\psi =1`$, which implies $`G(0,n)\psi =\psi `$. Since $`H`$ is a nearest-neighbor Hamiltonian, this implies $`\psi 𝒢(m,n)`$. The last statement follows from the minimax principle.

Proof: (Of Proposition 3.1) In the case of the XXZ model, the space $`𝒢(m,0)(m,0)`$ is the unique $`(m+2)`$-dimensional multiplet $`V(m+2)`$. The space $`𝒢(1,1)`$ is just $`V(2)`$. By Clebsch-Gordon, $`V(m+2)V(2)=V(m+3)V(m+1)`$. Since $`G(m,0)`$ and $`G(0,1)`$ are $`\text{SU}_q(2)`$ invariant, so is $`K(m,1)`$. This implies that $`K(m,1)=\lambda _1\mathrm{Proj}(V(m+3))+\lambda _2\mathrm{Proj}(V(m+1))`$. Of course, since $`V(m+3)`$ is the maximal dimensional irreducible multiplet in $`(m,1)`$, we know $`\lambda _1=1`$, by the lemma. We can restrict to the two-dimensional (invariant) subspace of $`𝒢(m,0)𝒢(1,1)`$, which is the intersection with the eigenspace $`\{\psi :S^3(m,1)\psi =m/2\psi \}`$. Then it is easy to determine $`\lambda _2`$ from the trace. In the following we will use a nonorthogonal basis, which simplifies the algebra a bit.

Every vector can be written as

$$\psi =(\alpha S^{}(m,0)+\beta e^{(m+1)\xi }S^{}(1,1)|\mathrm{\Omega }$$

for some $`\alpha `$, $`\beta `$, where $`|\mathrm{\Omega }`$ is the all up-spins state. Note $`S^{}(1,1)`$ is the spin lowering operator for the interval $`[1,1]=\{1\}`$; i.e., it is the spin lowering operator at the site $`1`$. We observe that

$$\psi =(\alpha S^{}(m,1)+\alpha e^{m\xi }S^{}(0,0)+\beta e^{(m+1)\xi }S^{}(1,1)|\mathrm{\Omega }.$$

Since $`S^{}(0,1)=S^{}(0,0)+e^\xi S^{}(1,1)`$, it is clear that

$$G(0,1)\psi =\left(\alpha S^{}(m,1)+\frac{\alpha +\beta e^{2\xi }}{1+e^{2\xi }}e^{m\xi }(S^{}(0,0)+e^\xi S^{}(1,1))\right)|\mathrm{\Omega }.$$

Similarly, since $`S^{}(m,0)=S^{}(m,1)+e^{m\xi }S^{}(0,0)`$, we have

$`G(m,0)G(0,1)\psi `$ $`=((Z+e^{2m\xi })^1(\alpha Z+e^{2m\xi }{\displaystyle \frac{\alpha +e^{2\xi }\beta }{1+e^{2\xi }}})S^{}(m,0)`$
$`+{\displaystyle \frac{\alpha +e^{2\xi }\beta }{1+e^{2\xi }}}e^{(m+1)\xi }S^{}(1,1))|\mathrm{\Omega }`$
where $`Z=S^{}(m,1)|\mathrm{\Omega }^2=(1e^{2m\xi })/(1e^{2\xi })`$. (We are exploiting the fact that $`G(0,1)`$ and $`G(m,0)`$ are rank-one projections restricted to the appropriate subspace.) Hence the eigenvalues are equal to the eigenvalues of the matrix

$$\frac{1}{(Z+e^{2m\xi })(1+e^{2\xi })}\left[\begin{array}{cc}Z(1+e^{2\xi })+e^{2m\xi }& e^{2(m+1)\xi }\\ (Z+e^{2m\xi })& e^{2\xi }(Z+e^{2m\xi })\end{array}\right]$$

The trace of this matrix is $`1+e^{2\xi }Z/((Z+e^{2m\xi })(1+e^{2\xi }))`$. Since one of the eigenvalues is 1, that means the other eigenvalue is

$$\epsilon (m,1)=\frac{e^{2\xi }Z}{(Z+e^{2m\xi })(1+e^{2\xi })}=\frac{e^{2\xi }}{1+e^{2\xi }}\frac{1e^{2m\xi }}{1e^{2(m+1)\xi }}.$$

This is increasing with $`m`$. So, $`\epsilon _{1,1}=e^{2\xi }/(1+e^{2\xi })<1/2`$ for $`\xi >0`$. Also, $`\gamma _2=1`$. So $`\gamma _2(12\sqrt{\epsilon _{1,1}(1\epsilon _{1,1})})=1\mathrm{sech}\xi `$.

By Corollary 2.3 this gives the lower bound for the gap of Proposition 3.1. But it is also easy to obtain this as an upper bound for the gap above the all-up-spins state, using a sequence of variational wave function approximating a long spin-wave state of quasimomentum zero. Since the all-up-spin state is a weak-$``$ limit of the kink ground states upon translation to the left, this upper bound also works for the gap above the kink states.  Note: The exact gap of the spin-$`1/2`$ XXZ chain was previously determined rigorously, by different means, by Koma and Nachtergaele .

## 4. Example 2 : The AKLT model

In this section we will show how to calculate $`\epsilon (m,n)`$ for the AKLT model. The AKLT model is a spin-1, translation invariant, nearest neighbor model with interaction

$$h(n,n+1)=P_2(𝑺_n+𝑺_{n+1})$$

where $`P_2`$ is projection onto the spin-2 states in the tensor product of the two spins-1. This model was introduced by Affleck, Kennedy, Lieb and Tasaki, in . They calculated the ground states, proved that the ground states are exponentially clustering, and proved the existence of a positive spectral gap . However, their existence proof gave no explicit lower bound on the gap, which is is a question of physical interest (see e.g. ). In , Nachtergaele developed a version of the martingale method for quantum spin systems to obtain explicit lower bounds on the gap of many finitely correlated spin chains. Finitely correlated spin chains are a class of frustration free quantum spin chains, including the AKLT model . The martingale method was originally developed by Lu and Yau  to obtain the exact scaling of the spectral gap and logarithmic Sobolev inequality constant for certain stochastic spin systems. The key point of Lu and Yau’s proof for the spectral gap was the introduction of a filtration, such that the Gibbs measure is a martingale with respect to that filtration. This is the same idea for the case of quantum spin systems, except in place of the Gibbs measure one uses the ground state. The martingale property guarantees that the decomposition one obtains for the Hilbert space is actually a direct sum decomposition. In retrospect, this same decompositon is also the key element of the existence proof in , although they did not call it a martingale decomposition.

There are several versions of the frustration free ground states of the AKLT model. Affleck, Kennedy, Lieb and Tasaki first wrote them down in the Ising basis, as a weighted sum over certain configurations which are “alternating sign rows”. These are configurations of $`+`$’s, $``$’s and $`0`$’s such that between any two $`+`$’s there is a $``$ and between any two $``$’s there is a $`+`$. Aside from this rule, $`0`$’s may occur anywhere. Physicists refer to this as diluted Neél order. On the basis of this, it was conjectured  that the AKLT state has a long range order, for an order parameter which itself is a product of arbitrarily many terms. Partly in order to explain this, Kennedy and Tasaki  came up with a nonlocal unitary transformation. One of the nice features of their transformation is the fact that it makes the ground states into product states. This simplifies calculations, so we shall use their representation.

There is another representation of the AKLT ground state, which we shall not use, but we would like to mention, which is the quantum Markov chain (known as matrix product representation by physicists). Fannes, Nachtergaele and Werner  used this to prove many interesting features of the valence bond solid states, in particular that all the correlations could be modeled on a finite-dimensional space. They called states with this property, which include many generalizations of the original VBS states, finitely correlated states. More recently, physicists Kolezhuk and Mikeska  have used this approach to study spin ladders, and derived new examples of frustration free models beyond those which were known for spin chains.

The Kennedy-Tasaki unitary transformation is $`U=_{j<k}\mathrm{exp}(i\pi S_j^zS_k^x)`$. It makes the four ground states of the AKLT model, which are otherwise somewhat complicated states, into product states $`\mathrm{\Phi }_k(1,N)=_{n=1}^N(\varphi _k)_n`$, where $`\varphi _{1,2}=[|0\pm \sqrt{2}|+]/\sqrt{3}`$ and $`\varphi _{3,4}=[|0\pm \sqrt{2}|]/\sqrt{3}`$. We denote $`\mathrm{\Phi }_i(a,b)=_{n=a}^b(\varphi _i)_n`$. These four states are not orthogonal, but we can calculate the Gram matrix

$$M(a,b):=[\mathrm{\Phi }_i(a,b)|\mathrm{\Phi }_j(a,b)]_{i,j=1}^4=[\varphi _i|\varphi _j^{ba+1}]_{i,j=1}^4.$$

Specifically,

(4.17)
$$M(1,N)=I_4+3^N\left[\begin{array}{cccc}0& (1)^N& 1& 1\\ (1)^N& 0& 1& 1\\ 1& 1& 0& (1)^N\\ 1& 1& (1)^N& 0\end{array}\right].$$

We denote the inverse as $`W(a,b):=M(a,b)^1`$, and it equals

(4.18)
$$\begin{array}{cc}\hfill W(1,N)& =(1+2(1)^N3^N33^{2N})^1\hfill \\ & \times \left(I_43^N\left[\begin{array}{cccc}(1)^N2& (1)^N& 1& 1\\ (1)^N& (1)^N2& 1& 1\\ 1& 1& (1)^N2& (1)^N\\ 1& 1& (1)^N& (1)^N2\end{array}\right]\right).\hfill \end{array}$$

We can write the ground state projector as

$$G(a,b)=\underset{i,j=1}{\overset{4}{}}\mathrm{\Phi }_i(a,b)W(a,b)_{ij}\mathrm{\Phi }_j(a,b)^{},$$

where $`\mathrm{\Phi }_j(a,b)^{}`$ is the covector dual to $`\mathrm{\Phi }_j(a,b)`$. Indeed this operator is clearly Hermitian, and it has the correct range. It is an easy exercise for the reader to check that it behaves correctly on the four ground states.

We will use Lemma 3.2 to calculate $`\epsilon (m,n)`$. An important point is that we do not need to use an orthogonal basis to obtain a matrix representation. So, instead, we use the basis

$$\mathrm{\Theta }_{ij}(m,n)=\mathrm{\Phi }_i(m,0)\mathrm{\Phi }_j(1,n).$$

We will calculate the matrix for $`G(m,0)G(0,n)G(m,0)`$ in this basis. Of course $`G(m,0)`$ fixes $`\mathrm{\Theta }_{ij}(m,n)`$. Before calculating $`G(0,n)\mathrm{\Theta }_{ij}(m,n)`$, we note that for any $`ac<b`$, $`\mathrm{\Phi }_i(a,b)=\mathrm{\Phi }_i(a,c)\mathrm{\Phi }_i(c+1,b)`$. Hence,

$`G(0,n)\mathrm{\Theta }_{ij}(m,n)`$
$`={\displaystyle \underset{kl}{}}\mathrm{\Phi }_k(0,n)\left(W(0,n)_{kl}\mathrm{\Phi }_l(0,n)^{}\mathrm{\Phi }_i(m,1)\mathrm{\Phi }_i(0)\mathrm{\Phi }_j(1,n)\right)`$
$`={\displaystyle \underset{kl}{}}W(0,n)_{kl}M(0,0)_{li}M(1,n)_{lj}\mathrm{\Phi }_i(m,1)\mathrm{\Phi }_k(0,n).`$
Finally,

$`G(m,0)G(0,n)\mathrm{\Theta }_{ij}(m,n)`$
$`={\displaystyle \underset{rs}{}}{\displaystyle \underset{kl}{}}\mathrm{\Phi }_r(m,0)(W(m,0)_{rs}W(0,n)_{kl}M(0,0)_{li}M(1,n)_{lj}`$
$`\mathrm{\Phi }_s(m,0)^{}\mathrm{\Phi }_i(m,1)\mathrm{\Phi }_k(0,0)\mathrm{\Phi }_k(1,n))`$
$`={\displaystyle \underset{klrs}{}}W(0,n)_{kl}M(0,0)_{li}M(1,n)_{lj}W(m,0)_{rs}M(0,0)_{sk}M(m,1)_{si}\mathrm{\Theta }_{rk}.`$
Let $`𝒜`$ be the $`16\times 16`$ matrix with

$$𝒜(ij,rk)=\underset{ls}{}W(0,n)_{kl}M(0,0)_{li}M(1,n)_{lj}W(m,0)_{rs}M(0,0)_{sk}M(m,1)_{si}.$$

The top four eigenvalues are 1, corresponding to the four-fold degenerate ground state space $`𝒢(m,n)`$. Therefore, $`\epsilon (m,n)`$ is the fifth largest eigenvalue.

To diagonalize $`𝒜`$, we observe that while $`U`$ has obscured the $`\text{SU}(2)`$ symmetry of $`\stackrel{~}{H}_N`$, it is still there. It’s just no longer a “local” symmetry. Each of $`𝒢(m,0)`$ and $`𝒢(1,n)`$ is equal to $`V(3)V(1)`$. Thus, the space on which $`𝒜`$ acts is $`(V(3)V(1))^2=V(5)3V(3)2V(1)`$, using Clebsch-Gordon. Abusing notation, we refer to $`3V(3)`$ and $`2V(1)`$ as the spin-1 and spin-0 subspace. $`𝒜`$ is $`\text{SU}(2)`$ symmetric since each $`G(a,b)`$ is. Using this and Schur’s lemma, we know that $`V(5)`$ is an eigenspace of $`𝒜`$ with eigenvalue $`\lambda _5`$. We also know that the eigenspace of $`𝒜`$ for eigenvalue 1 is $`𝒢(m,n)V(3)V(1)`$. Let $`V(1)^{}`$ be the orthogonal complement of $`𝒢(m,n)2V(1)`$ in $`2V(1)`$. Since this is one dimensional, it is an eigenspace for $`𝒜`$ with eigenvalue $`\lambda _1`$. Let $`W`$ be the orthogonal complement of $`𝒢(m,n)3V(3)`$ in $`3V(3)`$. Then $`𝒜`$ restricted to this block, and restricted to an eigenspace of $`S^3`$, is a $`2\times 2`$ matrix. There are two eigenvalues $`\lambda _{3,\pm }`$, which are irrational, but solvable by radicals. So $`𝒜`$ is solvable by hand, and the eigenvalues are

$`\lambda _5(m,n)`$ $`={\displaystyle \frac{1}{9}}{\displaystyle \frac{(1(1/3)^m)(1(1/3)^n)}{(1(1/3)^{m+1})(1(1/3)^{n+1})}},`$
$`\lambda _1(m,n)`$ $`={\displaystyle \frac{1}{9}}{\displaystyle \frac{(1(1/3)^{m1})(1(1/3)^{n1})}{(1(1/3)^{m+1})(1(1/3)^{n+1})}},`$
$`\lambda _{3\pm }(m,n)`$ $`={\displaystyle \frac{1}{9}}{\displaystyle \frac{1+(1/3)^m+(1/3)^n19(1/3)^{m+n+2}\pm 2\sqrt{R(m,n)}}{(1(1/3)^{m+1})(1(1/3)^{n+1})}}`$
$`R(m,n)`$ $`=[(1/3)^m(1/3)^n]^2128(1/3)^{2m+2n+4}`$
$`+4(1/3)^{m+n+2}(1+(1/3)^m)(1+(1/3)^n).`$
To calculate $`\epsilon _{1,1}`$, we set $`n=1`$ and observe that the maximum eigenvalue occurs for $`m=1`$, $`\lambda _5(1,1)=1/4`$. Since $`\gamma (2)=1`$, Corollary 2.3 gives

$$\underset{N2}{inf}\gamma (N)1\frac{\sqrt{3}}{2}0.133975.$$

If we instead use $`\epsilon _{3,3}`$, we must numerically diagonalize the six-site chain to calculate $`\gamma _6`$. We have done this using Lanczos, and the answer is $`\gamma _6=0.3985(\pm 0.00005)`$. Taking $`n=3`$ we find $`\epsilon (3,3)=\lambda _5(3,3)=(7/20)^2`$. So we obtain

$$\underset{N2}{inf}\gamma (N)0.137194.$$

Several authors have calculated variational upper bounds for the spectral gap above the AKLT ground states. One of these authors was Knabe  who not only calculated variational upper bounds, but obtained rigorous lower bounds, too. Fáth and Solyóm  showed Knabe’s trial states to be equivalent to the single mode approximation states of Arovas, Auerbach and Haldane , and themselves gave a third interpretation as hidden domain walls. These all give an upper bound of $`\gamma (N)10/27=0.370\mathrm{}`$. Our lower bound is not spectacular, but at least has the correct order. By yet different methods, Fannes, Nachtergaele and Werner  obtained the excellent lower bound $`\gamma (N)3/10`$.

## Acknowledgements

It is a pleasure to thank Bruno Nachtergaele for several fruitful discussions. S.S. is a National Science Foundation Postdoctoral Fellow.


format: text

text:
# The 2dF Galaxy Redshift Survey: the luminosity function of cluster galaxies

## 1 Introduction

The galaxy luminosity function (hereafter LF), which describes the number of galaxies per unit volume as a function of luminosity, is a fundamental tool for testing theories of galaxy formation and interpreting observations of galaxies at high redshift for evidence of evolution. Furthermore, precise and accurate measurements of the LF in different environments have the potential to provide important clues as to the role of ‘environmental’ processes (e.g., dynamical interactions in rich clusters) in determining the properties of the present-day galaxy population.

One of the main legacies of the numerous redshift surveys that have been undertaken in the last decade or more is the wealth of LF measurements for galaxies in the low density ‘field’ environment. A compilation and comparison of these various measurements was recently published by Cross et al. (2001). This work showed that while the data were adequately represented by a Schechter function, there were serious discrepancies between the various measurements, with the LFs differing by as much as a factor of 2 at the $`L^{}`$ point, and with a scatter of a factor of 10 at $`0.01L^{}`$. These differences are due to a combination of surface brightness selection, colour, aperture effects and local density variations among others. These problems have now been overcome in the recent analysis of large redshift surveys such as the 2dF Galaxy Redshift Survey (2dFGRS: Folkes et al. 1999, Madgwick et al. 2001, Norberg et al. 2002) and the Sloan Digital Sky Survey (SDSS: Blanton et al. 2001).

Rich clusters of galaxies provide the other extreme in environment, representing the highest density regions inhabited by galaxies. It is generally easier to derive LFs in clusters, since they provide rich ensembles of galaxies all at the same distance, whose over-density with respect to the surrounding field is sufficiently high to efficiently identify members either photometrically, through the statistical removal of foreground and background galaxies (e.g., Driver et al. 1998a and references therein) or spectroscopically (Small et al., 1997; De Propris et al., 1998; Adami et al., 2000)

These techniques have been used to measure LFs for individual clusters, which in many cases have been combined to form a ‘composite’ LF to improve statistics (particularly at the brightest luminosities) and average out systematic uncertainties (Dressler, 1978; Lugger, 1986; Colless, 1989; Lugger, 1989; Gaidos, 1997; Lumsden et al., 1997; Valotto et al., 1997; Rauzy et al., 1998; Garilli et al., 1999; Paolillo et al., 2001; Goto et al., 2002; Yagi et al., 2002). However, these studies have not been unanimous on the exact form of the LF, with some claiming there to be significant differences between the LFs from cluster to cluster and between cluster and field (Dressler, 1978; Lopez-Cruz et al., 1997; Lumsden et al., 1997; Valotto et al., 1997; Garilli et al., 1999; Driver et al., 1998a; Goto et al., 2002), while others finding no differences and concluding that galaxies in all environments appear to be drawn from a single, ‘universal’ LF (Lugger, 1986; Colless, 1989; Lugger, 1989; Gaidos, 1997; Rauzy et al., 1998; Trentham, 1998; Paolillo et al., 2001; Yagi et al., 2002). A summary of the Schechter function fits from some of these previous studies (all of which are based on the technique of background subtraction, unlike the present work which uses spectroscopic identifications of cluster members) is given in Table 1. We have transformed magnitudes to $`H_0=100`$ km s-1 Mpc-1 but we have not changed their cosmology.

With the 2dF Galaxy Redshift Survey (2dFGRS; Colless et al. 2001) now complete, there is an opportunity to revisit these issues and simultaneously address the detailed form of the LF in rich clusters and in the field in a consistent manner. High-quality measurements of the field LF based on 2dFGRS data have already been published by Madgwick et al. (2002) and Norberg et al. (2002). In this paper we present an analysis of the LFs of 60 rich clusters, taken from the sample of known clusters within the 2dFGRS survey region that were identified and characterised by De Propris et al. (2002).

The enormity of 2dFGRS in terms of its size, depth and sky coverage has a number of distinct advantages in comparison to previous LF studies. Firstly, cluster membership is determined unambiguously from spectroscopic redshifts for nearly all galaxies, eliminating the introduction of systematic errors into the derived LFs through field subtraction (Driver et al., 1998b). Secondly, the apparent magnitude limit of 2dFGRS ($`b_J=19.45`$) is sufficiently deep that, at the redshifts covered here ($`z<0.11`$), our study extends to $`5`$ magnitudes fainter than $`M^{}`$ – at least as deep as previous studies. Thirdly, the sheer number of clusters (60) that we can study together with the almost 1-in-1 sampling of their galaxy populations, provides the level of statistical discrimination needed, particularly at the bright end of the LF (Colless, 1989), to detect differences that are of physical interest. Finally, our comparison of the cluster and field LFs is done entirely within the 2dFGRS and hence based on the same input catalogue, galaxy photometry and redshift observations. The field and cluster samples therefore share most of the selection effects and observational biases and the resulting LFs can be compared fairly: we also note that the field LF in Madgwick et al. (2002) is derived from galaxies with $`z<0.15`$ and is therefore similar to the volume-limited sample of cluster galaxies.

The plan of this paper is as follows: The next section describes our cluster sample and the procedure used for constructing composite LFs. We then present our derived LFs in Section 3, both for the entire sample of clusters and for subsets differentiated on the basis of velocity dispersion, Bautz-Morgan type, richness, and the presence of substructure. Section 4 compares our data with previous work and the field. Our results are discussed and summarised in Section 5. We adopt the ‘concordance’ cosmology with $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and $`H_0=100`$. This is about 0.07 magnitudes brighter than the Einstein-DeSitter model at the mean redshift ($`z=0.07`$) of our cluster sample.

## 2 Cluster selection and LF construction

### 2.1 Cluster sample

The clusters studied here were drawn from the sample of known clusters within the 2dFGRS, constructed by cross-matching the Abell (Abell, 1958; Abell et al., 1989), APM (Dalton et al., 1997) and EDCC (Lumsden et al., 1992) catalogues with the 2dFGRS catalogue (De Propris et al., 2002). Our selection was restricted to clusters with $`z<0.11`$ – in order to sample well below the predicted $`M^{}`$ – and those with at least 40 confirmed members within the Abell radius (1.5 $`h^1`$ Mpc). As part of our previous investigation of the redshifts and velocity dispersions of these clusters (De Propris et al., 2002), we used a ‘gapping’ algorithm to identify their bona fide members. It is these galaxies that we use for our LF construction. Table 2 lists the clusters used in this study and their relevant properties. We only present a few lines here, the full table being available electronically. The total number of clusters used is 60. As per De Propris et al. (2002), only unique names are cited in the ID column in order of preference as Abell, APM and EDCC; cross references to other cluster catalogues are available in a table on the WWW at the Astrophysical Data Center (http://adc.gsfc.nasa.gov/adc.html). We stress that this is not intended as an homogeneous sample, selected according to well-defined criteria (e.g., X-ray luminosity,) but a selection of the richest nearby clusters, although the sample is likely to be complete in this respect. The 4186 galaxies used here make up about 3% of the total 2dF sample at $`z<0.11`$.

For clusters not classified by Abell et al. (1989), we determine a Bautz-Morgan (B-M) type based on the luminosity distribution of the brightest members. Our cluster database upon which the De Propris et al. (2002) study was based, has since been updated to reflect the final survey total of 221,000 galaxies.

### 2.2 Composite LFs

The quality of individual cluster LFs varies, depending on the number of members and the completeness of the redshift identification as described in greater detail below. Rather than present LFs for each individual cluster, we derive a ‘composite’ LF and study its variation in subsamples constructed according to physically meaningful criteria (e.g. cluster mass, dynamical evolutionary status). This approach makes it feasible to look for real differences which are hidden by small number statistics in individual cases.

Composite LFs were built following the prescriptions of Colless (1989), by summing galaxies in absolute magnitude bins and scaling by the richness of their parent cluster. Specifically, the following summation was carried out:

$$N_{cj}=\frac{N_{c0}}{m_j}\underset{i}{}\frac{N_{ij}}{N_{i0}},$$
(1)
where $`N_{cj}`$ is the number of galaxies in the $`j`$th absolute magnitude bin of the composite LF, $`N_{ij}`$ is the number in the $`j`$th bin of the $`i`$th cluster LF, $`N_{i0}`$ is the normalization used for the $`i`$th cluster LF (taken as the corrected number of galaxies brighter than $`M_{b_\mathrm{J}}=19`$; see below for details), $`m_j`$ is the number of clusters contributing to the $`j`$th bin, and $`N_{c0}`$ is the sum of all the normalizations:

$$N_{c0}=\underset{i}{}N_{i0}.$$
(2)
The formal errors in $`N_{cj}`$ are computed according to:

$$\delta N_{cj}=\frac{N_{c0}}{m_j}\left[\underset{i}{}\left(\frac{\delta N_{ij}}{N_{i0}}\right)^2\right]^{1/2},$$
(3)
where $`\delta N_{cj}`$ and $`\delta N_{ij}`$ are the formal errors in the $`j`$th LF bin for the composite and $`i`$th cluster, respectively.

For each cluster we count galaxies in bins of absolute magnitude:

$$M_{b_\mathrm{J}}=b_\mathrm{J}\mu A_{b_\mathrm{J}}K_{b_\mathrm{J}}^z,$$
(4)
where $`b_\mathrm{J}`$ is the apparent magnitude, $`\mu `$ is the distance modulus, $`A_{b_\mathrm{J}}`$ is the extinction and $`K_{b_\mathrm{J}}^z`$ is the $`k`$correction. In principle, the $`k`$correction could be determined from the $`\eta `$ parameter (Madgwick et al., 2002), but this is only possible for a fraction of the cluster members with adequate signal-to-noise ratio in their spectra. For this reason we adopt a single $`k`$correction of the form

$$K_{b_\mathrm{J}}^z=2.6z+4.3z^2,$$
(5)
following Madgwick et al. (2002), which is appropriate for the early-type galaxies which predominate amongst our sample of cluster members (Fig. 1). The average offset between this correction and the one for star forming galaxies is 0.09 magnitudes.

Since we do not have redshifts for all galaxies in the cluster fields, (the overall completeness is 81%) we correct for this as a function of apparent magnitude. In each apparent magnitude bin (corresponding to the appropriate absolute magnitude bin for each cluster) we count the number of cluster members $`N_C`$, the number of galaxies with a measured redshift $`N_R`$ and the number of galaxies in the input catalogue $`N_I`$. The completeness-corrected number of cluster members in each bin is therefore

$$N_{ij}=\frac{N_CN_I}{N_R},$$
(6)
which assumes that redshift identification is not biased towards or against galaxies that are members of rich clusters. The size of this correction varies from cluster to cluster, and as a function of magnitude, but is typically small ($``$10–20%).

Here $`N_I`$ is a Poisson variable, since it is drawn from an ideal (infinite) distribution, and $`N_C`$ is a binomial random variable, the number of ‘successes’ (cluster members) in $`N_R`$ ‘trials’ (redshift measurements) with probability of success $`N_C/N_R`$. Therefore the errors are given by

$$\frac{\delta ^2N_{ij}}{N_{ij}^2}=\frac{\sigma ^2(N_I)}{N_I^2}+\frac{\sigma ^2(N_C)}{N_C^2},$$
(7)
which simplifies, using the standard binomial error expression, to

$$\frac{\delta ^2N_{ij}}{N_{ij}^2}=\frac{1}{N_I}+\frac{1}{N_C}\frac{1}{N_R}.$$
(8)
We also determine LFs for different galaxy spectral types. These types are the same as those used by Madgwick et al. (2002) in their analysis of the field LF and are based on a classification parameter ($`\eta `$) derived from a principal component analysis of the 2dFGRS spectra. We determine LFs for the early (type 1), mid (type 2) and late (types 3+4) spectral classes (there are too few galaxies to compute separate LFs for the latter two classes). Fig. 1 shows the relationship between spectral type and morphological type and also the distribution of spectral type in both the cluster and field samples. The types are defined as in Madgwick et al. (2002): type 1 galaxies have $`\eta <1.4`$, type 2’s $`1.4<\eta <1.1`$ and types 3 and 4 $`\eta >1.1`$.

The composite luminosity functions for each spectral type are computed as for the overall sample, except that the completeness-corrected number of galaxies is determined separately for each type as

$$N_{ij}(S)=N_{ij}\times \frac{N_C(S)}{_SN_C(S)},$$
(9)
where $`N_C(S)`$ is the number of cluster galaxies having spectral type S (1, 2 or 3+4) and the summation is carried out for cluster members over all spectral types. The errors are given by

$$\frac{\delta ^2N_{ij}(S)}{N_{ij}^2(S)}=\frac{1}{N_I}+\frac{1}{N_C(S)}\frac{1}{N_R},$$
(10)
where $`N_C(S)`$ is a binomial variable and $`_SN_C(S)`$ is a Poisson variable, with $`k`$corrections for each spectral type as given in Madgwick et al. (2002).

## 3 Results

In Fig. 2, we show the composite LF derived for our complete ensemble of 60 clusters over the full range of absolute magnitude: $`22.5<M_{b_\mathrm{J}}<15`$. This LF is based on 4,186 cluster members, yielding errors less than 2% over the range $`21.0<M_{b_\mathrm{J}}<16.0`$. A $`\chi ^2`$ fit of this LF by a Schechter (1976) function shown in Fig. 2 as a solid curve gives a characteristic magnitude of $`M_{b_\mathrm{J}}^{}=20.07\pm 0.07`$ and a faint-end power-law slope of $`\alpha =1.28\pm 0.03`$. We tabulate these values in Table 3 together with a measure of the goodness of fit. This is only good to about 1% because of the large discrepancies with the last two bins, where completeness corrections are larger and only a few (4) clusters contribute.

Here, as for all our other LFs, the $`1\sigma `$ errors are derived by a Monte Carlo simulation, where the independent variable vector is replicated 1,000 times, each data point being replaced by the fitted function value plus noise (based on the original error bar for each point), and the function fitted again to the simulated data. The dispersion about the derived $`M^{}`$ and $`\alpha `$ is then used to calculate the errors. The right-hand panel of Fig. 2 shows the $`\chi ^2`$ error contours corresponding to the 1, 2 and 3$`\sigma `$ levels. It can be seen the $`M^{}`$ and $`\alpha `$ values are highly correlated, and hence the errors in these quantities quoted in Table 3 are not independent. The fitting procedure is carried out over all three parameters and we marginalized over the normalization to draw these error contours.

We then consider LFs split according to the spectral types described in Madgwick et al. (2002). These types are closely related to the star formation rate and somewhat more loosely to morphology. Our purpose here is to consider the universality of type-specific LFs and how the cluster environment affects star formation. Fig. 3 shows the corresponding data and fits, with error ellipses, for galaxies of spectral types 1, 2 and 3+4.

For purposes of comparison, and to assess the effect of removing the brightest cluster galaxies, we also carry out a fit to the data in Fig. 2 over a restricted absolute magnitude range, $`M_{b_\mathrm{J}}>21.5`$. This yields a LF with $`M_{b_\mathrm{J}}^{}=20.02\pm 0.14`$ and $`\alpha =1.27\pm 0.04`$—exclusion of the brightest cluster members thus has no effect on the faint-end slope and leads to a marginally fainter characteristic magnitude, as expected.

We also consider cluster subsamples and plot their LFs and error contours as described below:

(i) We split the sample at a velocity dispersion of $`800`$ km s-1, as this is the approximate value at which the distribution of cluster velocity dispersions, N($`\sigma `$), turns over (De Propris et al., 2002), separating massive systems from relatively poor ones. About the same number of galaxies are found in each subsample.

(ii) We used the normalisation parameter, $`N_{i0}`$, as a measure of richness, with its median value being used to divide the sample. Here the choice is somewhat arbitrary and is mostly motivated by having similar numbers of galaxies in each subset and hence equal statistical weights.

(iii) Bautz-Morgan (B-M) types measure the dominance of the brightest cluster members over the rest of the cluster population. In the cannibalism model of Ostriker & Hausman (1978), the brightest cluster galaxies grow at the expense of other less massive galaxies and therefore the LF should vary as the cluster evolves. We chose to divide clusters into two bins: ‘early’ B-M types, (B-M types I, I-II and II) and ‘late’ B-M types (having B-M types II-III and III). The former may be evolved systems, whereas the latter may be at an earlier stage of dynamical evolution. Again, this split ensures approximately equal numbers of galaxies in each composite LF.

(iv) The presence of substructure may be an indicator of recent or on-going cluster merging: substructure can be measured from the 3D distribution of cluster members, although to some extent the definition of substructure is arbitrary. We use the Lee statistic first applied to clusters by Fitchett (1988), which measures the probability that cluster galaxies form a single group or can be split into two groups in position-velocity space. Since most clusters showing substructure consist of two groups this approach is economical. We arbitrarily defined clusters with substructure to be those where the Lee statistic indicates a greater than 50% probability that they consist of two groups. By this definition, about 25% of our clusters contain substructure, a fraction comparable to the 31% of ENACS clusters showing substructure (Solanes et al., 1999).

(v) We analyze radial trends by considering galaxies inside and outside two King core radii from the cluster centre. The King core radius is about 150 $`h^1`$ kpc (Adami et al., 1998) and, as the densest region of the cluster, is the most likely to show environmental effects. Our choice of two King radii is again motivated by the need to obtain sufficient statistics (i.e. about half the galaxies in each sample).

LFs for all these subsamples, together with their best-fitting Schechter functions and the associated error ellipses are shown in Fig. 4.

Even with our large sample of clusters, some of the brighter and/or fainter absolute magnitude bins are not well-populated in a few of the above subsamples—the brighter bins because very bright galaxies are intrinsically less common, and the fainter bins because of the relatively small numbers of clusters at low redshift. For this reason we carry out our fit over a smaller luminosity range, $`21.5<M_{b_\mathrm{J}}<16.0`$, for this part of the analysis. For purposes of comparison, the total LF over the same range has $`M_{b_\mathrm{J}}^{}=20.21\pm 0.11`$ and $`\alpha =1.36\pm 0.04`$.

Table 3 shows the derived values for $`M^{}`$ and $`\alpha `$, and the 1$`\sigma `$ errors, derived from the Monte Carlo simulations referred to above, for our full sample, the cluster subsamples described in the previous section and the individual spectral types. We also tabulate values for the field LF from Madgwick et al. (2002). Data points for all our LFs are also made available in electronic form on the MNRAS website.

## 4 Discussion

We used the simulations of Colless (1989) to analyze the ability of our data to detect differences in LF parameters: we find that our LFs are of sufficient quality to detect differences of 0.15 mag in $`M^{}`$ and 0.07 in $`\alpha `$ at the $`1\sigma `$ level, which is an improvement by a factor of more than 2 over previous studies. Furthermore, unlike all previous work, we are not limited by uncertainties in background subtraction. In the following we compare our results to previous determinations of both the cluster and field LFs and study the universality of the LF with cluster subsamples. Type-specific LFs are also discussed. We finally consider the implications of our findings for models of galaxy formation.

### 4.1 Comparison with Previous Work

A comparison with previous work is shown in Table 1. Among previous studies only Garilli et al. (1999), Paolillo et al. (2001) and Goto et al. (2002) reach luminosity limits comparable to ours. Garilli et al. (1999) derive $`M_g^{}=20.30\pm 0.10`$ and $`\alpha =0.94\pm 0.07`$. Paolillo et al. (2001) derive $`M_g^{}=20.22\pm 0.15`$ and $`\alpha =1.07\pm 0.08`$ from their 39 clusters. Once we correct for the colour difference between $`g`$ and $`b_\mathrm{J}`$ and for the different cosmologies (using the mean redshifts of the cluster sample) the characteristic luminosities of Garilli et al. (1999) and Paolillo et al. (2001) agree with our value within their 2$`\sigma `$ errors, whereas the two $`\alpha `$s differ at about 2$`\sigma `$; the two LFs agree with each other at about the 1.5$`\sigma `$ level: the difference is only marginally significant.

The LF of Goto et al. (2002) from SDSS data is in considerable disagreement with ours: $`M^{}`$is brighter by about 1.2 magnitudes and $`\alpha `$ is flatter. This LF disagrees with Colless (1989); Lumsden et al. (1997) and Valotto et al. (1997), all of which use APM data. It also disagrees with the $`M^{}`$ and $`\alpha `$ values of Garilli et al. (1999) and Paolillo et al. (2001) in the $`g`$ band. One possibility is a systematic offset between APM and SDSS photometry, but this appears to be ruled out by a comparison of SDSS Early Release Data, the Millennium Galaxy Catalogue and 2dF photometry (Cross et al. 2002, in preparation).

Earlier work is generally more limited in luminosity coverage: values for the Schechter function fits for Colless (1989); Lumsden et al. (1992); Valotto et al. (1997) and Rauzy et al. (1998) are, once we apply the necessary cosmological and filter corrections, in reasonable agreement with our data. With the exception of Goto et al. (2002), the agreement with previous work is generally satisfactory.

### 4.2 Cluster versus Field

One of the motivations behind this work and previous studies is to test the universality of the LF and its dependence on the environment. The most dramatic comparison in this context is between rich clusters and the field, because of the factor of 100 or more difference in galaxy density between the two environments.

Having derived a statistically robust composite cluster LF from the 2dFGRS data, of foremost interest now is to make this comparison with its 2dFGRS counterpart for the field. We base this comparison on the LFs published by Madgwick et al. (2002); these cover the absolute magnitude range $`23.0<M_{b_\mathrm{J}}<13.5`$, and include an overall field LF, and LFs derived by dividing the galaxies into four different spectral classes (see Figure 1). The $`M_{b_\mathrm{J}}^{}`$ and $`\alpha `$ parameter values for their Schechter function fits to these LFs are listed at the bottom of Table 3. We also compare these LFs directly using a two-sample $`\chi ^2`$ test, the results of which, for both $`M_{b_\mathrm{J}}<16.0`$ (the full magnitude range) and $`M_{b_\mathrm{J}}<18`$ (the brighter cluster members), are shown in Table 4.

The error ellipses for the Schechter function fits to all these LFs are compared in Fig. 5. We only show the 3$`\sigma `$ contour for field galaxies as the errors are small.

The $`\chi ^2`$ comparison shows that the overall cluster and field LFs differ at more than 3$`\sigma `$, and this conclusion is also borne out by a comparison of the error contours presented in Fig. 5. In terms of the individual LF parameters, the overall cluster LF is 0.3 magnitudes brighter in $`M^{}`$ and 0.1 steeper in $`\alpha `$ than the overall field LF. We note here that although the ‘field’ LF is actually the total LF for all environments, clusters do not contribute to the field sample to any great extent, as cluster members are only 3% of the total number of galaxies in the survey; even for bright galaxies this fraction is less than 6%.

Significant differences are also found when the field and cluster LFs for the different spectral classes are compared. For ease of comparison, Fig. 6 shows type-dependent LFs for both field and cluster galaxies; the the field LFs are normalized so that the overall field LF matches the overall cluster LF at $`M_{b_\mathrm{J}}=18`$.

The $`\chi ^2`$ tests show that the LFs for type 1 cluster and field galaxies are different over their entire range. This is due to the fact that the type 1 LF in clusters is both brighter and much steeper than in the field. The LFs of type 2 galaxies also differ, but Fig. 6 both shows that the difference is primarily due to the steeper faint-end slope; the $`\chi ^2`$ fit shows that, to $`M_{b_\mathrm{J}}<18`$, the two LFs match adequately. Finally, the LF of star-forming galaxies (types 3 and 4) are essentially identical in clusters and the field. These differences in the shapes of the types-specific LFs, and the different contributions from each type (as shown in Fig. 1), account for the differences between the overall cluster and field LFs. The steeper faint-end slopes for type 1 and type 2 galaxies in clusters may lead, at magnitudes fainter than those covered by our sample, to an upturn of the effective LF slope, such as has been claimed to exist in some clusters (De Propris & Pritchet, 1998).

One caveat concerns the assumption implicit in equation 9, that the galaxies without spectral types have the same type distribution as those for which types could be determined. In order to test the importance of this issue, we have computed LFs for each of the spectral types without any completeness correction. We find that $`M^{}`$ is hardly changed whereas $`\alpha `$ is flattened by about 0.1; nevertheless, the LFs of type 1 and 2 galaxies remain steeper than in the field whereas types 3+4 are consistent with the field LF. Incompleteness in spectral type comes from two sources: galaxies which were not observed and therefore have neither redshift nor spectral type and which are therefore an unbiased sample, and galaxies whose spectra have too low a signal-to-noise to yield a redshift or a spectral type. The untyped galaxies are roughly divided evenly between these two categories. It is only the latter one that may suffer from bias, in that galaxies of a specific type may be preferentially misidentified. We have therefore adopted a ‘maximal correction’ where all of these galaxies are assigned to each type in turn. This effect is small for types 1 and 2 but may be significant for types 3 and 4. This is shown in Fig. 6. However, no matter what correction is applied, cluster galaxies of all types have LFs with faint-end slopes as steep or steeper than their counterparts in the field.

These differences between the type-dependent LFs in the cluster and field samples appear to be inconsistent with previous claims for a universal type-dependent LF (Binggeli et al., 1988; Jerjen & Tammann, 1997; Andreon, 1998). However, it needs to be noted that these earlier studies are concerned with morphological types, which are only moderately well correlated with our spectral types (Fig. 1), so that a given spectral type may include a range of morphological types.

It is instructive at this stage to compare LF parameters for field and cluster galaxies, divided by spectral type. Fig. 7 shows that, progressing from late to early types, the cluster LFs have brighter $`M^{}`$ and flatter $`\alpha `$, as observed in the field LFs (Madgwick et al., 2002). The trend in the value of $`M^{}`$ with type is stronger in clusters than in the field, with a similar value of $`M^{}`$ for type 3+4 galaxies but a significantly brighter $`M^{}`$ for type 1 galaxies. However the trend of $`\alpha `$ with type is weaker for cluster galaxies than for field galaxies—at faint magnitudes the type 3+4 LF is steeply rising ($`\alpha =1.3`$) in both clusters and the field, but the type 1 LF in the field is actually falling at faint magnitudes ($`\alpha =0.52`$) while in clusters it is merely flat ($`\alpha =1.05`$). This trend of $`\alpha `$ with environment for type 1 galaxies is apparent even within the cluster sample: the type 1 galaxies in richer clusters have a LF with a steeper faint end than those in poorer clusters, which in turn have a steeper LF than type 1 galaxes in the field (see Table 3 and Fig. 7). This is consistent with the trend for star formation rate to be broadly anticorrelated with the faint-end slope, which has been observed by Martinez et al. (2002) for galaxies in groups identified within the 2dFGRS 100K release. Both Yagi et al. (2002) and Goto et al. (2002) claim similar variations in their samples.

### 4.3 Cluster subsamples

We have also compared subsamples of clusters chosen according to velocity dispersion, richness, Bautz-Morgan type and likelihood of containing substructure: similarly, we also considered samples of galaxies within and outside two King core radii from the cluster centre. These results are summarized in Table 3. We find that the values of $`M^{}`$ and $`\alpha `$ for each pair considered (e.g. low and high velocity dispersion) do not differ at more than 1.5$`\sigma `$ in all cases. The only possible exception is for the case of clusters containing substructure, where $`\alpha `$ appears to be steeper. In all cases (again, excepting clusters with likely substructure) the derived LF parameters are consistent with those of the total LF within about 1.5$`\sigma `$. This is in contrast with Lumsden et al. (1997), who provided weak evidence for differences in the LFs of clusters with high and low $`\sigma `$, and with Valotto et al. (1997), who suggested differences between rich and poor clusters.

The difference in the LF of clusters with substructure is potentially interesting, as it is generally believed that substructure is an indicator of recent or ongoing cluster merging. However an examination of the confidence contours for the fitted Schechter function parameters, shown in Fig. 4, shows that when the correlated nature of the parameters is considered, the fits to the LFs of the clusters with and without substructure are in fact consistent at better than 2$`\sigma `$.

The similarity of the LFs for the various subsamples is confirmed by two-sample $`\chi ^2`$ tests, which indicate that the probabilities that the pairs of contrasted subsamples have consistent LFs are: 99.3% for early and late Bautz-Morgan clusters, 35.6% for high and low $`\sigma `$ clusters, 50.0% for rich and poor clusters, 27.1% for clusters with and without substructure and 0.9% for galaxies within and outside of 300 kpc from the cluster centre. Inspection of Fig. 4 shows that the LFs of galaxies in the inner 300 kpc and the outer regions of clusters differ in detail; in particular, the inner region LF is a poor fit to the Schechter function, with a deficit of $`L^{}`$ galaxies and an excess of brighter objects. This is reminiscent of the galactic cannibalism scenario of Ostriker & Hausman (1978) and Malumuth & Richstone (1984), where $`L^{}`$ galaxies are preferentially destroyed to fuel the growth of giant ellipticals, D and cD galaxies.

An alternate approach to quantifying the differences between LFs is to calculate the dwarf to giant ratio (D/G). We define giants as galaxies with $`21.5<M_{b_\mathrm{J}}<18`$ and dwarfs as galaxies with $`18<M_{b_\mathrm{J}}<16.0`$, as in Driver et al. (1998a). These ratios are tabulated in Table 3 for all the LFs we consider. In general, our cluster samples have D/G ratios comparable with those of moderately rich systems in Driver et al. (1998a). The D/G ratios for the contrasting pairs of subsamples only differ at the $``$1$`\sigma `$ level, except for clusters with and without substructure (1.5$`\sigma `$) and the inner and outer regions of clusters (2.2$`\sigma `$)—in no case is the difference in D/G ratio highly significant.

The overall impression is therefore one of broad universality of the LF over a range of cluster properties. This is surprising if one considers the very considerable differences between the LFs of the various spectral types in the field (Madgwick et al., 2002), since different mixtures of types would lead to different LFs. For instance, the morphology-density relation might lead one to expect that rich and massive clusters would be more elliptical-rich than poor, low-mass clusters; likewise, early B-M clusters should be dominated by ellipticals, while late B-M type clusters should be spiral-rich. Mixing the field LFs of the different morphological mixes in these differing proportions would lead to clusters with significantly different LFs. The reason this does not appear to be the case is that the LFs of the different types are more similar in clusters than they are in the field, so that changing the mixture of types within clusters has less effect than one might have expected.

### 4.4 Implications for Galaxy Formation

The main conclusions of our analysis are as follows:

(i) We have determined the composite LF of galaxies in clusters from the 2dFGRS. The LF is well-fitted by a Schechter function with parameters $`M_{b_\mathrm{J}}^{}=20.07\pm 0.07`$ and $`\alpha =1.28\pm 0.03`$. This is significantly different to the field LF of Madgwick et al. (2002), having a characteristic magnitude that is approximately 0.3 mag brighter and a faint-end power-law slope that is approximately 0.1 steeper.

(ii) There is no significant evidence for variations in the LF across a broad range of cluster properties; the LF appears similar for clusters with high and low velocity dispersions, for rich and poor clusters, for clusters with early and late Bautz-Morgan types, and for clusters with and without substructure. However the core regions of clusters differ from the outer parts in having an excess of very bright galaxies.

(iii) Breaking down the LF by spectral type, the same trends are apparent in clusters as in the field: the LFs of earlier-type galaxies, with lower star-formation rates, have brighter characteristic magnitudes and shallower faint-end slopes; the LFs of later-type galaxies, with higher star-formation rates, have fainter characteristic magnitudes and steeper faint-end slopes. The trend in faint-end slope, which is the dominant difference between the LFs of the various spectral types in the field, is much less pronounced in clusters. The smaller differences between the LFs of different spectral types in clusters explain why variations in cluster properties giving rise to significant variations in the mixture of types do not lead to significant differences in the cluster LFs.

(iv) A comparison between the field and cluster LFs of each spectral type reveals that while the LF of late-type, star-forming galaxies is very similar in clusters and the field, the LF of early-type galaxies with low star-formation rates is both brighter and steeper in clusters than in the field; intermediate types in clusters have an LF with a similar bright end but a steeper faint end than their field counterparts. As early and intermediate spectral types are predominant in clusters, the overall cluster LF is also brighter and steeper than the overall field LF.

The above results may be compared with two recent redshift-based studies of galaxy clusters. De Propris et al. (1998) derived the $`K`$-band LF of galaxies in the inner 25 arcmin of the Coma cluster from a 100%-complete sample of members, and found that the cluster’s LF is indistinguishable from the general field LF. Christlein & Zabludoff (2002) use a redshift survey of 6 clusters (with a redshift completeness of 20–50%) to derive $`R`$-band LFs for both the cluster members and the field galaxies in the fore- and background of the clusters. They also find that the $`R`$-band field and cluster LFs are very similar. These results are for samples selected in red and infrared passbands, and are therefore less sensitive to star formation, to which our $`b_\mathrm{J}`$-selected sample is more closely correlated. In contrast to these results, we find that there are small but statistically significant differences between field and cluster galaxies, with the blue-selected cluster LF being both brighter and steeper than that in the field. The similarity between the field and cluster LFs in the red and near-infrared passbands suggests that field and cluster galaxies with the same total stellar mass have similar integrated star-formation histories, while the difference between the field and cluster LFs in the blue simply means that the star-formation rate is significantly affected by the cluster environment.

Up until now it has been possible to claim that the observed differences between cluster and field LFs were due in large part simply to the different proportions in which supposedly universal type-specific LFs were mixed in the two environments. This explanation is now precluded by the finding that the type-specific LFs differ significantly with environment (in fact, as Fig. 5 shows, the difference between clusters and the field is less for the overall LF than for some of the type-specific LFs).

Another way to understand the differences between the field and cluster LFs is to consider a simple ‘closed box’ model. In this model one considers the type-specific field LFs to be the initial LFs within the volumes which today have collapsed to form the clusters. The relative normalizations of the LFs are based on the observed relative numbers of the different types in the field and in clusters (types 1:2:3+4 in the proportions 0.36:0.32:032 in the field and 0.54:0.24:0.22 in clusters; see Fig. 1) and the assumption that the total number of objects in the initial and final LFs is the same (i.e. neglecting mergers within the closed-box volume). Evolution from the initial (field) LFs to the final (cluster) LFs occurs almost entirely through processes which suppress star-formation as the cluster collapses and becomes denser (Lewis et al., 2002), converting galaxies from later types to earlier types. In the simplest version of this model, this suppression of star-formation does not affect the galaxies’ luminosities. Fig. 8 shows the initial (field) and final (cluster) LFs of each spectral type in this naive model, and compares these LFs to the observed cluster LFs.

This model has some successes: it is consistent with the fact that the type 3+4 cluster LF has the same shape but a lower normalization than the field LF, and it does cause the initial field LFs of the type 1 and 2 galaxies to evolve towards the forms they are observed to have in clusters. However this passive steepening of the LFs, achieved by shifting galaxies from the steeper LFs of later types to the shallower LFs of earlier types, fails to steepen the LFs sufficiently to reproduce the observed clusters.

A more successful model requires both passive steepening as galaxies shift from later to earlier types and also active steepening due to luminosity-dependent fading. In such a model, the suppression of star-formation affects about a third of type 3+4 galaxies, independent of luminosity. The affected galaxies’ instantaneous star-formation rate decreases, lowering the strength of their $`H\alpha `$ emission so that they become type 2 galaxies. This leaves the shape of the type 3+4 LF the same, but reduces the numbers of these strongly star-forming galaxies. When type 2 galaxies undergo further suppression of their star-formation rate, this has the effect of decreasing their $`b_\mathrm{J}`$ luminosities and eventually converting them to type 1, where further fading may occur. This fading must be greater for brighter galaxies in order to actively steepen the LF slopes and reproduce the observed cluster LFs.

In addition, some merging (or cannibalism) is required to explain the small number of very bright type 1 galaxies in clusters which are not present in the field LFs, and may also help explain the deficit of bright type 2 and $`L^{}`$ type 1 cluster galaxies. This is consistent with the conclusions of Christlein & Zabludoff (2002), who find that the only difference between the $`R`$-band LFs of cluster and field galaxies is an excess of bright non-starforming galaxies. However the higher dwarf-to-giant ratio in the LFs of earlier-type galaxies in clusters indicates that star-formation suppression is more important than mergers in shaping the cluster LF.

It should be noted that the field LF is in fact the mean LF of the entire galaxy population, and is therefore dominated by galaxies belonging to groups. Thus our results therefore imply that suppression of star-formation is the dominant effect in evolving from the typical group environment to the rich cluster environment. Merger effects are expected to be more important in groups, however, and this will be investigated in a future paper based on the group catalogue derived directly from the 2dFGRS.

The closed-box model is over-simplified in a variety of ways, and can only serve as a qualitative guide to understanding the processes shaping the LF of cluster galaxies. Unfortunately, a quantitative interpretation of our results is hampered by the fact that few theoretical studies have considered the evolution of the LF and its dependence on environment, and most have been limited to the brighter cluster members (e.g. Malumuth & Richstone 1984). Detailed semi-analytic models are clearly required to explore the relative importance of the various mechanisms that may be driving the evolution of galaxies in clusters. These models will need to be complemented by more stringent observational constraints to distinguish the effects of the different processes involved. It will be particularly important to obtain the near-UV and near-IR LFs for large spectroscopic samples of cluster galaxies. These will yield both the instantaneous star-formation rate and the total stellar mass of the galaxies, and reveal where galaxies are evolving due to mergers and where they are undergoing changes in their star-formation rate.

## Acknowledgements

We would like to thank the referee, Stefano Andreon, for a number of suggestions which have improved the content of this paper. We also thank Daniel Christlein and Ann Zabludoff for having shown us their results in advance of submission. R.D.P. and W.J.C. acknowledge funding from the Australian Research Council for this work. We are indebted to the staff of the Anglo-Australian Observatory for their tireless efforts and assistance in supporting 2dF throughout the course of the survey. We are also grateful to the Australian and UK time assignment committees for their continued support for this project.


text:
# 1 Introduction.

## 1 Introduction.

Some time ago Verlinde considered the holographic principle  in a Friedmann-Robertson-Walker(FRW) universe in radiation dominated phase. Such a radiation is considered to be described by a Conformal Field Theory with a large central charge. In that work a very interesting relationship between the FRW equations controlling the cosmological expansion on the one hand and the formulas that relate the energy and the entropy of the CFT on the other hand was found. In particular three amazing relations mapping the $`D`$-dimensional Friedmann equation

$$H^2=\frac{16\pi G}{(D1)(D2)}\frac{E}{V}\frac{1}{R^2}$$
(1)
into the Cardy formula

$$S=2\pi \sqrt{\frac{c}{6}(L_0\frac{c}{24})},$$
(2)
very well known in two dimensional CFT, has been set up, that is

$`2\pi L_0`$ $``$ $`{\displaystyle \frac{2\pi }{D1}}ER`$
$`2\pi {\displaystyle \frac{c}{12}}`$ $``$ $`(D2){\displaystyle \frac{V}{4GR}}`$ (3)
$`S`$ $``$ $`(D2){\displaystyle \frac{HV}{4G}}.`$
The scenario considered in  was that of a closed radiation dominated FRW universe with a vanishing cosmological constant. Such relations hold precisely when the holographic entropy bound is saturated. Within this context Verlinde proposed that the Cardy formula for $`2D`$ CFT can be generalized to arbitrary spacetime dimensions. Such a generalized entropy formula is known as the Cardy-Verlinde formula.

Later soon, this result was generalized and understood in several set ups . The CFT dominated universe has been described as a co-dimension one brane, in the background of various kinds of (A)dS black holes. In such cases, when the brane crosses the black hole horizon, the entropy and temperature are expressed in terms of the Hubble constant and its time derivative. Verlinde’s proposal has inspired a considerable activity shedding further light on the various aspects of the Cardy-Verlinde formula. Nevertheless there is still no answer to the question about whether the merging of the CFT and FRW equations is a mere formal coincidence or, quoting Verlinde, whether this fact “strongly indicated that both sets of these equations arise from a single underlying fundamental theory”. Moreover it is very striking that the Cardy formula obtained in the very particular framework of two dimensional Conformal Field Theory gets generalized as directly as proposed. One thus wonders whether there is no essentially two-dimensional aspect overlooked in the whole calculation.

Aiming at a more complete picture of such a difficult task we seek, in this paper, new connections that can be established between the Friedmann equation and the Cardy formula. Our point of departure is the work of Kraniotis and Whitehouse , where those authors found solutions for the Friedmann equation that directly and naturally connects the Friedmann-Robertson-Walker cosmology with the theory of modular forms and elliptic curves .

## 2 Friedmann equation and Weierstra$`ß`$ form .

In this section we apply the procedure shown in  to the radiation333In the reference  the matter dominated universe is studied. dominated four-dimensional universe with $`k=1`$ and non vanishing cosmological constant. The Friedmann equation takes the form

$$H^2=\frac{8\pi G}{3}\frac{C_1}{R^4}+\frac{\mathrm{\Lambda }}{3}\frac{1}{R^2}$$
(4)
where the density is $`\rho =E/V=C_1R^4`$.

Equation (4) can be recast into the form

$$(\dot{R})^2=1+\frac{\mathrm{\Lambda }}{3}R^2+\frac{8\pi GC_1}{3}R^2.$$
(5)
For the time variable we define the elliptic integral

$`t`$ $`=`$ $`{\displaystyle \left[1+\frac{\mathrm{\Lambda }}{3}R^2+\frac{8\pi GC_1}{3}R^2\right]^{1/2}𝑑R}`$ (6)
$`=`$ $`{\displaystyle R\left[R^2+\frac{8\pi GC_1}{3}+\frac{\mathrm{\Lambda }}{3}R^4\right]^{1/2}𝑑R}.`$ (7)
Now let us consider the auxiliar integral

$$u=\left[R^2+C_2+\frac{\mathrm{\Lambda }}{3}R^4\right]^{1/2}𝑑R,$$
(8)
with $`C_2=\frac{8\pi GC_1}{3}`$. We have

$$t=R𝑑u.$$
(9)
The integral (8) can be reduced to a cubic form upon introducing the variable $`X=\frac{1}{R^2}`$, that is

$$u=\left[X^2+C_2X^3+\frac{\mathrm{\Lambda }}{3}X\right]^{1/2}(\frac{1}{2})𝑑X.$$
(10)
We introduce the variable $`X=\frac{\xi +\frac{1}{12}}{\frac{C_2}{4}}`$, leading us to the relation

$$v=2u=\left[4\xi ^3(\frac{1}{12}\frac{\mathrm{\Lambda }C_2}{12})\xi \frac{1}{216}+\frac{\mathrm{\Lambda }C_2}{12^2}\right]^{1/2}𝑑\xi .$$
(11)
This integral can be identified with the Weierstra$`ß`$ normal form, arising from the well known differential equation of the Weierstra$`ß`$ function $`\mathrm{}`$ , that is

$$(\mathrm{}^{})^2=4\mathrm{}^3g_2\mathrm{}g_3.$$
(12)
The Weierstra$`ß`$ function $`\mathrm{}(u)=\mathrm{}(u|\omega _1,\omega _2)=\mathrm{}(u,\tau =\omega _1/\omega _2)`$ is an even meromorphic elliptic function of semiperiods $`\omega _1`$, $`\omega _2`$. Such semiperiods are given by the expressions

$$\omega _1=_{e_1}^{\mathrm{}}\frac{dz}{\sqrt{4z^3g_2zg_3}},\omega _2=_{e_3}^{\mathrm{}}\frac{dz}{\sqrt{4z^3g_2zg_3}},$$
(13)
where $`e_1,e_2,e_3`$ are the roots of the cubic polynomial $`4z^3g_2zg_3`$ with discriminat

$$\mathrm{\Delta }=g_2^327g_3^2.$$
(14)
Thus $`\xi =\mathrm{}(v+ϵ)`$, where $`ϵ`$ is a constant of integration. Moreover, the cubic invariants are

$$g_2=\frac{1}{12}\frac{\mathrm{\Lambda }C_2}{12}\mathrm{and}g_3=\frac{1}{216}\frac{\mathrm{\Lambda }C_2}{12^2}.$$
(15)
Substituting back into $`R`$, we find

$$R=\sqrt{\frac{8\pi C_1G}{12\mathrm{}(v+ϵ)+1}}$$
(16)
and

$$t=\frac{1}{2}R𝑑v=\frac{1}{2}\sqrt{\frac{8\pi C_1G}{12\mathrm{}(v+ϵ)+1}}𝑑v.$$
(17)
These interesting results open us another door to the understanding of the Verlinde’s maps. The fact that we can obtain the Weierstra$`ß`$ $`\mathrm{}`$-function from the Friedmann equation shows a new way of interpreting the relation between the Cardy formula and the Friedmann equation. This is due to the particular properties of this function. First, it is known from the theory of the elliptic curves  that the topological equivalence of an elliptic curve with a torus is given by an explicit mapping involving the Weierstra$`ß`$ $`\mathrm{}`$-function and its first derivative. This map is, in effect, a parametrization of the elliptic curve by points in a “fundamental parallelogram” in the complex plane. Another important property of this function is its non trivial modular transformation properties . It is a meromorphic modular form of weight $`2`$, that is,

$`\mathrm{}({\displaystyle \frac{u}{c\tau +d}},{\displaystyle \frac{a\tau +b}{c\tau +d}})`$ $`=`$ $`(c\tau +d)^2\mathrm{}(u,\tau ),\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\mathrm{𝐒𝐋}(2,Z).`$ (20)
From (15) it is not hard to see that for $`\mathrm{\Lambda }=0`$ we get $`\mathrm{\Delta }=0`$. This case is not studied because the solutions are not given by elliptic functions and do not have modular properties.

We thus stress that the most important result arising out of this approach is the correspondence established between the given Friedmann equation and a particular torus through the parameter $`\tau `$. It is clear that $`\tau `$ is a function of the cosmological constant $`\mathrm{\Lambda }`$ depending on the dimension as well (this will become evident in the next section).

On the other hand, we know that when we have a CFT theory, a partition function on a torus with modular parameter $`\tau `$ can be introduced, being given by the expression

$$Z(\tau )=Trq^{L_0c/24},$$
(21)
where $`qe^{2\pi i\tau }`$ ( for simplicity we have suppressed the $`\overline{\tau }`$ dependence).

Using the modular properties of this partition function it is possible to find  the density of states and consequently the Cardy entropy formula

$$S=2\pi \sqrt{\frac{c}{6}(L_0\frac{c}{24})}.$$
(22)
These facts lead to the chain of connections: Friedmann equation $``$ Weierstra$`ß`$ equation $``$ Torus $``$ CFT Partition Function Z($`\tau (\mathrm{\Lambda }`$, $`D`$))$``$ Cardy Formula. Therefore, in this context, Verlinde’s maps are less intriguing. We actually do not obtain a direct definition of the quantities appearing in Cardy-formula as a function of the quantities appearing in the Friedmann equation, but the very existence of a Cardy formula is natural, given the partition function on a torus.

## 3 Further examples.

In this section we extend the approach of the previous section to two further cases. First we study the case $`D=6`$, $`k=1`$, $`\mathrm{\Lambda }0`$. Here the Friedmann equation takes the form

$$H^2=\frac{16\pi G}{(61)(62)}\frac{C_1}{R^6}+\frac{2\mathrm{\Lambda }}{(61)(62)}\frac{1}{R^2}.$$
(23)
The time integral and the auxiliar integral are now defined, respectively, as:

$`t`$ $`=`$ $`{\displaystyle \left[1+\frac{\mathrm{\Lambda }}{10}R^2+\frac{4\pi GC_1}{5}R^4\right]^{1/2}𝑑R}`$ (24)
$`=`$ $`{\displaystyle R^2\left[R^4+\frac{4\pi GC_1}{5}+\frac{\mathrm{\Lambda }}{10}R^6\right]^{1/2}𝑑R}`$ (25)
and

$$u=\left[R^4+C_4+\frac{\mathrm{\Lambda }}{10}R^6\right]^{1/2}𝑑R,$$
(26)
where $`C_4=\frac{4\pi GC_1}{5}`$.

Introducing $`X=\frac{1}{R^2}`$ we get

$$u=\left[X+C_4X^3+\frac{\mathrm{\Lambda }}{10}\right]^{1/2}\frac{1}{2}𝑑X.$$
(27)
After some manipulations we arrive at the Weierstra$`ß`$ normal form

$$v=C_4^{1/2}u=\left[4X^3\frac{4X}{C_4}+\frac{2\mathrm{\Lambda }}{5C_4}\right]^{1/2}𝑑X,$$
(28)
with cubic invariants

$$g_2=\frac{4}{C_4}\mathrm{and}g_3=\frac{2\mathrm{\Lambda }}{5C_4}.$$
(29)
Substituting back into $`R`$, we find

$$R=\sqrt{\frac{1}{\mathrm{}(v+ϵ)}},$$
(30)
and

$$t=\frac{1}{C_4^{1/2}}R^2𝑑v=\frac{1}{C_4^{1/2}}\frac{dv}{\mathrm{}(v+ϵ)}.$$
(31)
In this case the solution keeps the modularity when $`\mathrm{\Lambda }=0`$ because $`\mathrm{\Delta }0`$. From (23) it is clear that the parameters $`g_2,g_3`$ and $`\tau `$ depends on the dimension. But here as in the four dimensional case we obtain a map from the six dimensional Friedmann equation to a particular torus with modular parameter $`\tau =\tau (\mathrm{\Lambda },D)`$. This forces us to reexamine the argument appearing in the literature that the Cardy-Verlinde formula is actually D-dimensional. In fact we get a torus with a different $`\tau `$.

Similar results apply also to the eight-dimensional universe with radiation dominated and $`\mathrm{\Lambda }=0`$, where we find a solution in terms of the Weierstra$`ß`$ function, with

$$g_2^{(D=8)}=0\mathrm{and}g_3^{(D=8)}=\frac{4}{C_6},$$
(32)
where $`C_6=\frac{8\pi GC_1}{21}`$.

## 4 Conclusion.

The solution of the Friedmann equation in terms of the Weierstra$`ß`$ function $`\mathrm{}(u)`$ leads to a modular invariant partition function defined on a torus obtained from that cosmological equation. Thus the two dimensional character of the Cardy-Verlinde formula becomes evident, since there we can define a CFT partition function, computing the entropy following Cardy’s prescription. This work thus proposes a natural two dimensional space for Cardy-Verlinde formula, establishing a framework for Verlinde’s maps. Although the form of the map has different disguises in different dimensions and frameworks, we have obtained the results in at least four different and inequivalent situations. We think that this results lead us further in the comprehension of the physical implications of Verlindes’s proposal, implying new features about the mathematical structure of the cosmological equations.
ACKNOWLEDGMENT: This work was partially supported by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP), Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq).