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# Magneto-electronic transport theory in ferromagnets above the Curie temperature and in semiconductors

## I 1. Introduction

Doped-compounds including oxides and its electrical and magnetic measurements have contributed enormously to the understanding of electrical properties of ferromagnets at $`T`$ $`>`$ $`T_C`$ (paramagnetic $``$ ferromagnetic transition $`T`$) and semiconductors. The complete mechanism above $`T_C`$ for ferromagnets is somewhat vague since the variation of $`\rho (T,doping,pressure,magneticfield(𝐇))`$ in term of hopping activation energy, $`E_p`$ is still unclear. I.e., the variation of $`E_p`$ with doping is not explicitly predictable. Hence, it is essential to study and understand the variation of $`\rho (T,doping,pressure,𝐇)`$ in order to enhance the predictability of electrical properties that may accelerate the possible applications of these materials. Two-dimensional (2D) $`E_I`$ based Fermi liquid model was originally used to describe $`c`$-axis and $`ab`$-planes conduction of overdoped cuprate superconductors arulsamy1 ; arulsamy2 ; arulsamy2a ; andrew2 . Subsequently, it was further developed to capture both $`T_{crossover}`$ ($`c`$-axis pseudogap) and $`T^{}`$ (spin gap characteristic $`T`$) in $`ab`$-planes peculiar conduction involving spinons and holons, which is known as the hybrid model arulsamy3 ; arulsamy4 . Take note that there are three typographical errors in Ref. arulsamy3 , two of them can be found in Eq. (9) of Ref. arulsamy3  where $`(m_e^{}m_h^{})^{3/4}`$ and $`(2\pi \mathrm{}^2/k_B)^{3/2}`$ should be replaced with $`(m_e^{}m_h^{})^{1/4}`$ and $`(2\pi \mathrm{}^2/k_B)^{3/2}`$ respectively. Therefore, the fitting parameter, $`A_2`$ is actually equals to $`(A_2/2e^2)(m_e^{}m_h^{})^{1/4}(2\pi \mathrm{}^2/k_B)^{3/2}`$. One can safely claim that manganites are one of the well studied compound after Cuprates due to its vast applications with hardly any temperature constraints. Literally, La-Nd based manganites have been investigated in almost all aspects of experimental techniques, yet there are still several theoretical rendezvous on magneto-electronic properties both below and above $`T_C`$. A wide variety of these properties based on doping and Mn’s valence state in manganites were reported to understand the transport mechanism(s) fresard ; mancini ; nagaevi ; horyn ; aguero ; chan ; kumar ; machado . Among them, the influence of grain boundary as a barrier ju , as a region of depleted $`T_C`$ hernandez  and polaronic effect nagaevii ; yang  on electrical properties were reported. Direct proportionality of H with $`T_C`$ nagaeviii ; nagaeviv ; abramovich  and resistivity with defects or substrate-film lattice incompatibility rubi ; hur ; heffner ; prokhorov ; boujelbeni ; boujelbenii ; sun ; mei ; coldea  are also regarded as equally important to determine the electrical properties of manganites. Furthermore, metallic conduction below $`T_C`$ has been studied using double exchange mechanism (DEM) between $`s`$ and $`d`$ orbitals demin  and the displacement of hysteresis loop in field-cooled sample with an additional scenario of non-linear spin and charge fluctuations due to magnon solontsov . Explanations in term of hopping electrons and DEM yu , and the influence of microstructural transition arises from ionic radius or valence state of Nd in NdxSm1-xCa0.8MnO3 filippov  were also reported extensively.

Presently, the discovery of ferromagnetism (FM) in diluted magnetic-semiconductors (DMS) such as Mn doped GaAs is expected to have an enormous impact on scientific and technological developments since both electronic and magnetic properties are realized simultaneously. Two primary advantages of DMS over manganites are the ease of controlling electrons’ ($`n`$) and holes’ ($`p`$) concentrations and electromigration hardly plays any significant role due to zilch oxygen content. Electromigration in oxides is a process of migration and diffusion of mainly oxygen atoms (weakly bound) in the vicinity of high temperature, $`T`$ (random direction), electric, E and magnetic fields, H (directional) as well as in high vacuum. The attention for the discovery of DMS by Munekata et al. munekata1  and later by Ohno et al. ohno2 ; ohno3  in the early 90s was actually due to the possibility of having a brand new type of magneto-electronic materials other than manganites both in term of experimental facts and theories though it does not mimic the excitement for the discovery of cuprate superconductors in the late 80s. Nevertheless, DMS is indeed unique in a sense that it exposes the potential applications in a wide variety of electronic industries namely, high-density non-volatile magnetic memory integrated with semiconductor integrated-circuits, magnetic sensors, optical isolators integrated with semiconductor lasers for optical communication systems henini4  and nanotechnology takahashi ; aguekian . The intensive progress of DMS’s sample growth is apparently fuelled by the advancement of Molecular-Beam-Epitaxy’s (MBE) technique in the 90s ohno ; park ; hayashi ; yasuda . Basically, FM arising from the said doped material was argued against the well known Zener DEM zener5 ; zener6  since DMS requires long-range spin interaction. This long-range spin interaction is necessary to produce FM due to very low concentration of magnetic ion (Mn) in DMS and consequently it is named as such. The highest Curie temperature ($`T_C`$) has been reported to be at 110 K for MBE grown, Ga0.947Mn0.053As compound ohno3 . Recently however, Teraguchi et alteraguchi  and Saito et alsaito  have highlighted that Ga0.94Gd0.06N and Zn0.8Cr0.2Te have $`T_C`$s of about 300 K and 400 K respectively. As a matter of fact, it is well known that only oxides namely, Pr,La,Nd-Ca,Sr-Mn,Fe-O compounds provide the established phenomenon called FM with $`T_C`$ ranging from above and far below room temperature ($`T_r`$). In fact, the discovery of FM in manganites were first reported by Jonker and van Santen jonker7 ; santen8  in early 50s and antiferromagnetism (AFM) in CdxMn3-xO4 by Dey dey . This particular oxide is also captured in detail by Zener DEM zener5 ; zener6  with slight improvements in term of polaronic effect louca9 ; millis10  due to Jahn-Teller splitting of Mn3+ ions. However, FM with a $`T_C`$ up to 110 K that was observed in Ga-Mn-As magnetic semiconductors ohno3  have invoked theoretical and experimental endeavors due to long-range spin interaction.

Several competing models have attempted to describe FM in Mn doped GaAs that includes Ruderman-Kittel-Kasuya-Yosida (RKKY) model, DEM and antiferromagnetic (AFM) superexchange mechanism as well as the Mn-holes (Mn-$`h`$) complex. Actually the RKKY approach in the presence of the Friedel oscillations can be approximated to DEM for DMS dietl11 . The itinerant character of magnetic electrons and quantum oscillations (Friedel) of the electron’s spin polarization around the localized spins were established for the theory of magnetic metals. Hence, the resulting competition between FM and AFM interactions give rise to spin-glass freezing dietl11 ; dietl12 . In DMS however, the mean distance between the carriers are larger than the distance between spins. As a consequence, the exchange interaction mediated by the carriers in DMS favors FM rather than spin-glass freezing, which is for magnetic metals dietl11 ; dietl12 . Originally, Van Esch et al. esch13 ; esch14  have given an interpretation for FM in DMS in term of interaction between Mn ions and $`h`$ surrounding it in which, the Mn ions are neutral Mn3+ acceptors associated with 3$`d^5`$ \+ $`h`$ configuration. In addition, this neutral Mn3+ acceptors that contribute to magnetic properties could be compensated by As, where for a higher concentrations of Mn, instead of replacing Ga it will form a six-fold coordinated centers with As (Mn6Asesch13 ; esch14 . These centers will eventually reduce the magnitude of FM in DMS due to the loss of spin-spin interaction between Mn(3$`d^5)`$ and $`h`$. Interestingly, Dietl et al. dietl11 ; dietl12  have successfully incorporated both DEM and AFM superexchange mechanism into the Mn-$`h`$ complex in order to capture the overall mechanism involved in III-V DMS. Such incorporations are important since DEM seems to be the only mechanism that predicts $`T_C`$ accurately after taking band structure effect into account dietl11 ; dietl12 . DMS was assumed to be charge-transfer insulators by Dietl et al. because $`h`$ from Mn2+ does not reside on $`d`$ orbitals but occupies an effective mass Bohr orbit with large intrasite correlation energy. Moreover, Mn ions also function as a source of localized spins as well as acceptors dietl11 . Dietl et aldietl11 ; dietl12  have further suggested that FM between localized spins ($`S`$ = 5/2) of Mn is mediated by delocalized or weakly localized holes surrounding it and the resulting spin-spin interaction are indeed long range as it should be. On the other hand, the short-range AFM superexchange (if any) arises from the spin polarization of occupied electron bands (valence band). As such, AFM superexchange is mediated by short-ranged localized spins unlike FM where it requires at least weakly localized spins for long range interaction. The readers are referred to Dietl et aldietl11  for a thorough review on DMS.

Apart from that, Okabayashi et alokabayashi21  have pointed out convincingly that there exists an indeterminacy on pin pointing whether Mn2+ (negative) or Mn3+ (neutral) ion that dominates Ga0.93Mn0.07As DMS. Both ions (Mn2+ and Mn3+) were found to be favorable towards FM. In order to explain this scenario, Ando et alando22  have proposed that Mn3+ ions populate at very low Mn concentrations due to low screening effect or large long-range Coulomb interaction. I.e. long-range Coulomb interaction will be screened-out for higher Mn concentrations. This interesting effect of transition between Mn2+ (negative) $``$ Mn3+ (neutral) with Mn doping can also be analyzed in accordance with iFLT. The mechanism that governs DMS above $`T_C`$ and the predictability of its $`\rho (T`$,doping) and $`R_H(T`$,doping) as well as the changes in $`T_C`$ with H are also evaluated. Actually, the transition of Mn2+ (negative) $``$ Mn3+ (neutral) can be described by simply calculating $`E_I`$ for each doping from its respective $`\rho (T`$,doping).

In this paper, iFDS is re-derived to extract the Lagrange multipliers so as to trigger sufficient interest for applications in other compounds such as ferromagnetic manganites and DMS above $`T_C`$. $`\rho (T)`$ curves are simulated at various doping or gap ($`E_I`$), pressure and $`T`$ to further enhance its applicability. Basically, we will stress the polaronic effect in semiconducting manganites and DMS in order to obtain accurate predictions of the charge carriers transport mechanisms above $`T_C`$ where the changes in $`E_I`$ is well accounted for with doping. In addition, it is also shown with detailed derivation of somewhat different Lagrange multipliers that separately influence the standard FDS and iFDS. In addition, the probability functions of electrons and holes, charge carriers’ concentrations, $`\rho (T`$,doping) and $`R_H(T`$,doping) models in 1D, 2D and 3D are derived as well via the standard quantum statistical method. Interpretations of electrical properties based on these models for manganites and DMS are highlighted in detail. Quantum statistical method is used instead of other approaches because the former method will lead to the final results to understand $`\rho (T,doping,pressure,𝐇)`$ without unnecessary approximations.

## II 2. Theoretical details

### II.1 2.1. Fermi-Dirac distribution function based on ionization energy

Both FDS and iFDS are for the half-integral spin particles such as electrons and holes. Its total wave function, $`\mathrm{\Psi }`$ has to be antisymmetric in order to satisfy quantum-mechanical symmetry requirement. Under such condition, interchange of any 2 particles ($`A`$ and $`B`$) of different states, $`\psi _i`$ and $`\psi _j`$ ($`j`$ $``$ $`i`$) will result in change of sign, hence the wave function for Fermions is in the form of

$`\mathrm{\Psi }_{i,j}(C_A,C_B)=\psi _i(C_A)\psi _j(C_B)\psi _i(C_B)\psi _j(C_A),`$ (1)
The negative sign in Eq. (1) that fulfils antisymmetric requirement is actually due to one of the eigenvalue of exchange operator griffiths6 , P = $``$1. The other eigenvalue, P = $`+`$1 is for Bosons. $`C_A`$ and $`C_B`$ denote all the necessary cartesian coordinates of the particles $`A`$ and $`B`$ respectively. Equation (1) is nothing but Pauli’s exclusion principle. The one-particle energies $`E_1`$, $`E_2`$, $`E_3`$, …, $`E_m`$ for the corresponding one-particle quantum states $`q_1`$, $`q_2`$, $`q_3`$, …, $`q_m`$ can be rewritten as ($`E_{initialstate}`$ $`\pm `$ $`E_I)_1`$, ($`E_{initialstate}`$ $`\pm `$ $`E_I)_2`$, ($`E_{initialstate}`$ $`\pm `$ $`E_I)_3`$, …, ($`E_{initialstate}`$ $`\pm `$ $`E_I)_m`$. Note here that $`E_{initialstate}`$ \+ $`E_I`$ = $`E_{electrons}`$ and $`E_{initialstate}`$ $``$ $`E_I`$ = $`E_{holes}`$. Subsequently, the latter ($`E_{initialstate}`$ $`\pm `$ $`E_I)_i`$ version where $`i`$ = 1, 2, 3, …, $`m`$ with $`E_I`$ as an additional inclusion will be used to derive iFDS and its Lagrange multipliers. This $`\pm E_I`$ is inserted carefully to justify that an electron to occupy a higher state $`N`$ from initial state $`M`$ is more probable than from initial state $`L`$ if condition $`E_I(M)`$ $`<`$ $`E_I(L)`$ at certain $`T`$ is satisfied. As for a hole to occupy a lower state $`M`$ from initial state $`N`$ is more probable than to occupy state $`L`$ if the same condition above is satisfied. $`E_{initialstate}`$ is the energy of a particle in a given system at a certain initial state and ranges from $`+\mathrm{}`$ to 0 for electrons and 0 to $`\mathrm{}`$ for holes. In contrast, standard FDS only requires $`E_i`$ ($`i`$ = 1, 2, 3, …, $`m`$) as the energy of a particle at a certain state. Denoting $`n`$ as the total number of particles with $`n_1`$ particles with energy ($`E_{initialstate}`$ $`\pm `$ $`E_I)_1`$, $`n_2`$ particles with energy ($`E_{initialstate}`$ $`\pm `$ $`E_I)_2`$ and so on implies that $`n`$ = $`n_1`$ \+ $`n_2`$ \+ $`n_3`$ \+ … + $`n_m`$. As a consequence, the number of ways for $`q_1`$ quantum states to be arranged among $`n_1`$ particles is given as

$`P(n_1,q_1)={\displaystyle \frac{q_1!}{n_1!(q_1n_1)!}}.`$ (2)
Now it is easy to enumerate the total number of ways for $`q`$ quantum states ($`q`$ = $`q_1`$ \+ $`q_2`$ \+ $`q_3`$ \+ … + $`q_m`$) to be arranged among $`n`$ particles, which is

$`P(n,q)={\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{q_i!}{n_i!(q_in_i)!}}.`$ (3)
The most probable configuration at certain $`T`$ can be obtained by maximising $`P(n,q)`$ subject to the restrictive conditions

$`{\displaystyle \underset{i}{\overset{\mathrm{}}{}}}n_i=n,`$
$`{\displaystyle \underset{i}{\overset{\mathrm{}}{}}}dn_i=0.`$ (4)
$`{\displaystyle \underset{i}{\overset{\mathrm{}}{}}}(E_{initialstate}\pm E_I)_in_i=E,`$
$`{\displaystyle \underset{i}{\overset{\mathrm{}}{}}}(E_{initialstate}\pm E_I)_idn_i=0.`$ (5)
The method of Lagrange multipliers griffiths6  can be employed to maximise Eq. (3). Hence, a new function, $`F(x_1,x_2,x_3,\mathrm{}\mu ,\lambda ,\mathrm{})`$ = $`f+\mu f_1+\lambda f_2`$ +… is introduced and all its derivatives are set to zero

$`{\displaystyle \frac{F}{x_n}}=0;{\displaystyle \frac{F}{\mu }}=0;{\displaystyle \frac{F}{\lambda }}=0.`$ (6)
As such, one can let the new function in the form of

$`F=\mathrm{ln}P+\mu {\displaystyle \underset{i}{\overset{\mathrm{}}{}}}dn_i+\lambda {\displaystyle \underset{i}{\overset{\mathrm{}}{}}}(E_{initialstate}\pm E_I)_idn_i.`$ (7)
After applying Stirling’s approximation, $`F`$/$`n_i`$ can be written as

$`{\displaystyle \frac{F}{n_i}}`$ $`=\mathrm{ln}(q_in_i)\mathrm{ln}n_i+\mu +\lambda (E_{initialstate}\pm E_I)_i`$ (8)
$`=0.`$
Thus, the Fermi-Dirac statistics based on ionization energy is simply given by

$`{\displaystyle \frac{n_i}{q_i}}={\displaystyle \frac{1}{\mathrm{exp}[\mu +\lambda (E_{initialstate}\pm E_I)_i]+1}}.`$ (9)
The importance of $`E_I`$’s inclusion is that it can be interpreted as a charge gap that will be described later and also, particularly the $`E_I`$ can be used to estimate the resistivity transition upon substitution of different valence state ions.

### II.2 2.2. Lagrange multipliers

By utilizing Eq. (9) and taking $`\mathrm{exp}[\mu +\lambda (E\pm E_I)]`$ $``$ 1, one can arrive at the probability function for electrons in an explicit form as arulsamy2

$`f_e(𝐤)=\mathrm{exp}\left[\mu \lambda \left({\displaystyle \frac{\mathrm{}^2𝐤^2}{2m}}+E_I\right)\right],`$ (10)
Similarly, the probability function for $`h`$ is given by

$`f_h(𝐤)=\mathrm{exp}\left[\mu +\lambda \left({\displaystyle \frac{\mathrm{}^2𝐤^2}{2m}}E_I\right)\right].`$ (11)
The parameters $`\mu `$ and $`\lambda `$ are the Lagrange multipliers. $`\mathrm{}`$ $`=`$ $`h/2\pi `$, $`h`$ $`=`$ Planck constant and $`m`$ is the charge carriers’ mass. Note that $`E`$ has been substituted with $`\mathrm{}^2𝐤^2/2m`$. In the standard FDS, Eqs. (10) and (11) are simply given by, $`f_e(𝐤)`$ $`=`$ $`\mathrm{exp}[\mu \lambda (\mathrm{}^2𝐤^2/2m)]`$ and $`f_h(𝐤)`$ $`=`$ $`\mathrm{exp}[\mu +\lambda (\mathrm{}^2𝐤^2/2m)]`$. Equation (4) can be rewritten by employing the 3D density of states’ (DOS) derivative, $`dn`$ $`=`$ $`V𝐤^2d𝐤/2\pi ^2`$, that eventually gives griffiths6

$`n`$ $`=`$ $`{\displaystyle \frac{V}{2\pi ^2}}e^\mu {\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝐤^2\mathrm{exp}\left[{\displaystyle \frac{\lambda \mathrm{}^2𝐤^2}{2m}}\right]𝑑𝐤,`$ (12)
$`p={\displaystyle \frac{V}{2\pi ^2}}e^\mu {\displaystyle \underset{\mathrm{}}{\overset{0}{}}}𝐤^2\mathrm{exp}\left[{\displaystyle \frac{\lambda \mathrm{}^2𝐤^2}{2m}}\right]𝑑𝐤.`$ (13)
$`n`$ is the concentration of electrons whereas $`p`$ represents holes’ concentration. $`V`$ denotes volume in k-space. The respective solutions of Eqs. (12) and (13) are given below

$`\mu _e`$ $`=`$ $`\mathrm{ln}\left[{\displaystyle \frac{n}{V}}\left({\displaystyle \frac{2\pi \lambda \mathrm{}^2}{m}}\right)^{3/2}\right],`$ (14)
$`\mu _h`$ $`=`$ $`\mathrm{ln}\left[{\displaystyle \frac{p}{V}}\left({\displaystyle \frac{2\pi \lambda \mathrm{}^2}{m}}\right)^{3/2}\right].`$ (15)
The subscripts $`e`$ and $`h`$ represent electrons and holes respectively. Separately, Eq. (5) after neglecting $`\pm E_I`$ (for FDS) can be written as

$`E`$ $`={\displaystyle \frac{V\mathrm{}^2}{4m\pi ^2}}e^\mu {\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝐤^4\mathrm{exp}\left(\lambda {\displaystyle \frac{\mathrm{}^2𝐤^2}{2m}}\right)𝑑𝐤`$ (16)
$`={\displaystyle \frac{3V}{2\lambda }}e^\mu \left({\displaystyle \frac{m}{2\pi \lambda \mathrm{}^2}}\right)^{3/2}.`$
Quantitative comparison griffiths6  between Eq. (16) and with the energy of a 3D ideal gas, $`E`$ $`=`$ $`3nk_BT/2`$, after substituting Eq. (14) into Eq. (16) will enable one to conclude $`\lambda _{FDS}`$ $`=`$ 1/$`k_BT`$. $`k_B`$ is the Boltzmann constant. Applying the identical procedure to iFDS, i.e. by employing Eqs. (10) and (11), then Eqs. (12) and (13) are respectively rewritten as

$`n`$ $`=`$ $`{\displaystyle \frac{V}{2\pi ^2}}e^{\mu \lambda E_I}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝐤^2\mathrm{exp}\left(\lambda {\displaystyle \frac{\mathrm{}^2𝐤^2}{2m}}\right)𝑑𝐤,`$ (17)
$`p`$ $`=`$ $`{\displaystyle \frac{V}{2\pi ^2}}e^{\mu \lambda E_I}{\displaystyle \underset{\mathrm{}}{\overset{0}{}}}𝐤^2\mathrm{exp}\left(\lambda {\displaystyle \frac{\mathrm{}^2𝐤^2}{2m}}\right)𝑑𝐤.`$ (18)
The respective solutions of Eqs. (17) and (18) are

$`\mu +\lambda E_I`$ $`=`$ $`\mathrm{ln}\left[{\displaystyle \frac{n}{V}}\left({\displaystyle \frac{2\pi \lambda \mathrm{}^2}{m}}\right)^{3/2}\right],`$ (19)
$`\mu \lambda E_I`$ $`=`$ $`\mathrm{ln}\left[{\displaystyle \frac{p}{V}}\left({\displaystyle \frac{2\pi \lambda \mathrm{}^2}{m}}\right)^{3/2}\right].`$ (20)
Note that Eqs. (19) and (20) simply imply that $`\mu _e(iFDS)`$ $`=`$ $`\mu _e`$ \+ $`\lambda E_I`$ and $`\mu _h(iFDS)`$ $`=`$ $`\mu _h`$ $``$ $`\lambda E_I`$. Furthermore, using Eq. (5), one can rewrite Eq. (16) as

$`E`$ $`={\displaystyle \frac{V\mathrm{}^2}{4m\pi ^2}}e^{\mu \lambda E_I}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝐤^4\mathrm{exp}\left(\lambda {\displaystyle \frac{\mathrm{}^2𝐤^2}{2m}}\right)𝑑𝐤`$ (21)
$`={\displaystyle \frac{3V}{2\lambda }}e^{\mu \lambda E_I}\left({\displaystyle \frac{m}{2\pi \lambda \mathrm{}^2}}\right)^{3/2}.`$
Again, quantitative comparison between Eq. (21) and with the energy of a 3D ideal gas, $`E`$ $`=`$ $`3nk_BT/2`$, after substituting Eq. (19) into Eq. (21) will enable one to determine $`\lambda `$. It is found that $`\lambda `$ remains the same as 1/$`k_BT`$. I.e., $`\lambda _{FDS}`$ $`=`$ $`\lambda _{iFDS}`$ as required by the standard FDS. Hence, the relationship between FDS and iFDS in term of Lagrange multipliers has been derived and shown clearly.

### II.3 2.3. Resistivity models

Denoting $`\mu `$ $`=`$ $`E_F`$ (Fermi level), $`\lambda `$ $`=`$ 1/$`k_BT`$, $`\mathrm{}^2𝐤^2/2m`$ $`=`$ $`E`$ and substituting these into Eqs. (10) and (11) will lead one to write

$`f_e(E)`$ $`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{E_FE_IE}{k_BT}}\right],`$ (22)
$`f_h(E)`$ $`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{EE_IE_F}{k_BT}}\right].`$ (23)
At this point, one might again wonder the reason for $`E_I`$’s inclusion. The unique reason is that it directly determines the kinetic energies of electrons which carry the identity of its origin atom. Detailed experimental implications are given in the discussion. These iFDS probability functions for electrons and holes are unique in a sense that it allow the prediction of charge carriers’ concentrations at various $`T`$ and doping. It is worth noting that, $`E_I`$ in Eq. (23) for $`h`$ follows naturally from the Dirac’s theory of antiparticle interpretations sakurai7 . Besides, the charge carriers are not entirely free since there exist a gap-like parameter that can be related to electrons-ion or Coulomb attraction. In fact, application of Eqs. (22) and (23) in semiconducting manganites will be explained in section IIIB. The general equations to compute charge carriers’ concentrations are stated below,

$`n`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}f_e(E)N_e(E)𝑑E,`$ (24)
$`p`$ $`=`$ $`{\displaystyle \underset{\mathrm{}}{\overset{0}{}}}f_h(E)N_h(E)𝑑E.`$ (25)
Existence of $`E_g`$, which is the energy gap due to energy band splitting or lattice based gap is not inserted explicitly thus it is (if any) can be coupled with $`E_I`$, which is tied to ions via Coulomb attraction. Having said that, now it is possible to obtain the geometric-mean concentrations of electrons and holes for 1D, 2D and 3D respectively in the forms of (assuming $`n`$ $``$ $`p`$)

$`\sqrt{np}(1D)=`$ $`{\displaystyle \frac{(m_e^{}m_h^{})^{1/4}}{\mathrm{}}}\left({\displaystyle \frac{k_BT}{2\pi }}\right)^{1/2}`$ (26)
$`\times \mathrm{exp}\left[{\displaystyle \frac{E_I}{k_BT}}\right],`$
$`\sqrt{np}(2D)`$ $`=`$ $`{\displaystyle \frac{k_BT}{\pi \mathrm{}^2}}\left(m_e^{}m_h^{}\right)^{1/2}\mathrm{exp}\left[{\displaystyle \frac{E_I}{k_BT}}\right],`$ (27)
$`\sqrt{np}(3D)=`$ $`2\left[{\displaystyle \frac{k_BT}{2\pi \mathrm{}^2}}\right]^{3/2}(m_e^{}m_h^{})^{3/4}`$ (28)
$`\times \mathrm{exp}\left[{\displaystyle \frac{E_I}{k_BT}}\right].`$
In which

$`n(3D)=`$ $`2\left[{\displaystyle \frac{k_BT}{2\pi \mathrm{}^2}}\right]^{3/2}(m_e^{})^{3/2}`$ (29)
$`\times \mathrm{exp}\left[{\displaystyle \frac{E_FE_I}{k_BT}}\right].`$
$`p(3D)=`$ $`2\left[{\displaystyle \frac{k_BT}{2\pi \mathrm{}^2}}\right]^{3/2}(m_h^{})^{3/2}`$ (30)
$`\times \mathrm{exp}\left[{\displaystyle \frac{E_FE_I}{k_BT}}\right].`$
It is apparent that $`n`$(1D,2D,3D) $``$ $`\mathrm{exp}[(E_FE_I)/k_BT]`$ and $`p`$(1D,2D,3D) $``$ $`\mathrm{exp}[(E_FE_I)/k_BT]`$ while the rest are just typical physical constants except $`T`$. As such, the constant, $`E_F`$ in the exponential term will appear where appropriate if one assumes $`n`$ $``$ $`p`$ or $`p`$ $``$ $`n`$ instead of $`\sqrt{np}`$. The DOS, $`N(E,1D)`$ $`=`$ $`(E^{1/2}\sqrt{m^{}/2})/\pi \mathrm{}`$, $`N(E,2D)`$ $`=`$ $`m^{}/\pi \mathrm{}^2`$ and $`N(E,3D)`$ $`=`$ $`(E^{1/2}/2\pi ^2)(2m^{}/\mathrm{}^2)^{3/2}`$ were employed in which, $`m^{}`$ is the effective mass. Consequently, the resistivity models for 1D, 2D and 3D can be derived from $`\rho `$ $`=`$ $`m/ne^2\tau `$ by taking 1/$`\tau `$ $`=`$ $`A_{D=1,2,3}T^2`$ as a consequence of electron-electron scattering and $`m=m_e^{}m_h^{}(m_e^{}m_h^{})^{1/2}`$. The subscript $`D=1,2,3`$ represents dimensionality, i.e. $`A_1`$, $`A_2`$ and $`A_3`$ are $`T`$-independent scattering rate constants in 1D, 2D and 3D respectively. $`\tau `$ denotes scattering rate due to electron-electron scattering in the absence of H. Therefore, the respective $`\rho (T,E_I)`$ are given by

$`\rho (1D)=`$ $`{\displaystyle \frac{A_1\mathrm{}(m_e^{}m_h^{})^{1/4}}{e^2}}\left({\displaystyle \frac{2\pi }{k_B}}\right)^{1/2}`$ (31)
$`\times T^{3/2}\mathrm{exp}\left[{\displaystyle \frac{E_I}{k_BT}}\right],`$
$`\rho (2D)`$ $`=`$ $`{\displaystyle \frac{A_2\pi \mathrm{}^2}{e^2k_B}}T\mathrm{exp}\left[{\displaystyle \frac{E_I}{k_BT}}\right],`$ (32)
$`\rho (3D)`$ $`=`$ $`{\displaystyle \frac{A_3}{2e^2}}\left[{\displaystyle \frac{2\pi \mathrm{}^2}{k_B}}\right]^{3/2}(m_e^{}m_h^{})^{1/4}`$ (33)
$`\times T^{1/2}\mathrm{exp}\left[{\displaystyle \frac{E_I}{k_BT}}\right].`$
In which

$`\rho _e(3D)`$ $`=`$ $`{\displaystyle \frac{A_3}{2e^2}}\left[{\displaystyle \frac{2\pi \mathrm{}^2}{k_B}}\right]^{3/2}(m_e^{})^{1/2}`$ (34)
$`\times T^{1/2}\mathrm{exp}\left[{\displaystyle \frac{E_IE_F}{k_BT}}\right].`$
$`\rho _h(3D)`$ $`=`$ $`{\displaystyle \frac{A_3}{2e^2}}\left[{\displaystyle \frac{2\pi \mathrm{}^2}{k_B}}\right]^{3/2}(m_h^{})^{1/2}`$ (35)
$`\times T^{1/2}\mathrm{exp}\left[{\displaystyle \frac{E_I+E_F}{k_BT}}\right].`$
### II.4 2.4. Hall resistance

The equations of motion for charge carriers under the influence of static H and electric field (E) can be written in an identical fashion as given in Ref. kittel8 , which are given by

$`m\left[{\displaystyle \frac{d}{dt}}+{\displaystyle \frac{1}{\tau _H}}\right]v_y=e𝐄_ye𝐇_xv_z,`$ (36)
$`m\left[{\displaystyle \frac{d}{dt}}+{\displaystyle \frac{1}{\tau _H}}\right]v_z=e𝐄_z+e𝐇_xv_y.`$ (37)
The subscripts $`x`$, $`y`$ and $`z`$ represent the axes in $`x`$, $`y`$ and $`z`$ directions while the scattering rate, 1/$`\tau _H`$ $`=`$ $`A_{D=2,3}^{(H)}T^2`$ in which $`A_{D=2,3}^{(H)}`$ may not be necessarily equals to $`A_{D=2,3}`$, though both $`A_{D=2,3}`$ and $`A_{D=2,3}^{(H)}`$ are independent of $`T`$. $`A^{(H)}`$ and $`\tau _H`$ denote the $`T`$-independent scattering rate constant and scattering rate respectively with applied H. In a steady state of a static H and E, $`dv_z/dt`$ = $`dv_y/dt`$ = 0 and $`v_z`$ = 0 hence, Ez can be obtained from

$`𝐄_z={\displaystyle \frac{e𝐇_x𝐄_y\tau _H}{m}}.`$ (38)
In addition, it is further assumed that $`\rho _x(T)`$ $`=`$ $`\rho _y(T)`$ $`=`$ $`\rho _z(T)`$ $`=`$ $`\rho (T)`$. $`R_H^{(z)}`$ is defined as Ez/$`j_y`$Hx, $`j_y`$ $`=`$ Ey/$`\rho (T)`$ and $`\mathrm{tan}\theta _H^{(z)}`$ $`=`$ Ez/Ey. Parallel to this,

$`R_H^{(z)}={\displaystyle \frac{\mathrm{tan}\theta _H^{(z)}\rho (T)}{𝐇_x}}.`$ (39)
$`j_y`$ is the current due to charge carriers’ motion along $`y`$-axis and $`\theta _H^{(z)}`$ is the Hall angle. Furthermore, $`\mathrm{tan}\theta _H^{(z)}`$ can be rewritten as $`e𝐇_x\tau _H/m`$. Therefore, it is easy to surmise that $`\mathrm{cot}\theta _H^{(z)}`$ $``$ $`T^2`$. After employing Eq. (32) with $`E_F`$ ($`n`$ $``$ $`p`$) and Eq. (34), then one can respectively arrive at

$`R_H^{(2D)}`$ $`=`$ $`{\displaystyle \frac{A_2\pi \mathrm{}^2}{A_2^{(H)}em_e^{}k_B}}T^1\mathrm{exp}\left[{\displaystyle \frac{E_IE_F}{k_BT}}\right],`$ (40)
$`R_H^{(3D)}`$ $`=`$ $`{\displaystyle \frac{A_3}{2A_3^{(H)}e^2(m_e^{})^{3/2}}}\left[{\displaystyle \frac{2\pi \mathrm{}^2}{k_B}}\right]^{3/2}`$ (41)
$`\times T^{3/2}\mathrm{exp}\left[{\displaystyle \frac{E_IE_F}{k_BT}}\right].`$
The negative charges in Eqs. (38), (40) and (41) are due to the assumption that the charge carriers are electrons. Note that $`R_H`$($`T`$,1D) for any given samples that exhibit purely 1D conduction is obviously irrelevant or simply, could not be derived with above procedures, since Hall effect requires at least 2D conduction.

### II.5 2.5. Special cases

There are nowhere in the above derivations that take into account any free electrons and $`T`$-dependence of electron-phonon scattering. Hence, the models derived thus far are obviously not suitable for such applications except for semiconducting free electrons above conduction band. In this case, Eqs. (24) and (25) should be integrated from $`E_g`$ $``$ $`\mathrm{}`$ and 0 $``$ $`\mathrm{}`$ respectively after replacing $`E_I`$ $`=`$ 0 in Eqs. (22) and (23). As for metals with free electrons and strong phonon contributions, it is advisable to switch to the well known Bloch-Grüneisen formula given by tu9 ,

$`\rho (T,3D)`$ $`=`$ $`\rho _0+\lambda _{tr}{\displaystyle \frac{128\pi m^{}(k_BT)^5}{ne^2(k_B\mathrm{\Theta }_D)^4}}`$ (42)
$`\times {\displaystyle \underset{0}{\overset{\mathrm{\Theta }_D/2T}{}}}{\displaystyle \frac{x^5}{\mathrm{sinh}^2x}}dx.`$
$`\lambda _{tr}`$ $`=`$ electron-phonon coupling constant, $`\rho _0`$ $`=`$ $`\rho (T=0)`$, $`m^{}`$ = average effective mass of the occupied carrier states, $`\mathrm{\Theta }_D`$ $`=`$ Debye temperature, $`n`$ $`=`$ free electrons concentrations. As a matter of fact, one should not be encouraged to substitute any of the Eqs. (26)$``$(30) for $`n`$ into Eq. (42) just to capture the electron-phonon scattering because the scattering of free electrons considered in Eq. (42) may not be compatible with gapped-electrons’ scattering of iFDS, unless proven otherwise.

### II.6 2.6. The rationale behind iFDS

Recall that $`E_I`$ is the gap from electron-ion attraction along the easiest path while $`E_g`$ is the averaged gap from the energy band splitting. $`E_g`$ from the theory of electronic band structure (TEBS) does not give the correct prediction on how certain ionic substitutions affect the transport properties of strongly correlated systems. As I have pointed out in the last paragraph of the introduction, iFDS follows a brand new approach instead of the common TEBS, which is not suitable and/or reliable for the strongly correlated systems namely, superconductors, ferromagnets and ferroelectrics. In fact, application of iFDS in the normal state of high-$`T_c`$ superconductors have been carried out while its consequences in ferroelectrics has been reported as well andrew3 . Usually, one needs to incorporate TEBS into FDS to take the lattice properties into account to expose the transport mechanism and one can also include the defects so as to arrive at a comprehensive theory. However, the magnitude of lattice effects and anisotropies calculated from TEBS is obviously not suitable for the transport theory because the charge carriers move along the easiest path complying the principle of least action. This is why TEBS-FDS is not reliable when it comes to the transport properties of strongly correlated systems. It is also important to realize that for simple systems, the lattice properties are isotropic therefore the magnitude of say, $`E_g`$ calculated from TEBS is comparable with $`E_g`$ from the easiest path, thus simple systems are very well described by TEBS-FDS. Unlike TEBS-FDS, iFDS takes care of the crystalline lattice via $`E_I`$ in accordance with the easiest path (transport measurements) since any changes to lattice’s crystallinity due to substitution will be mirrored through the easiest path’s $`E_I`$ and subsequently shall be picked up by the electrons, influencing its transport mechanism. Whereas, the TEBS-FDS theory assumes that all the lattice effects including $`E_g`$ and its magnitudes are isotropic, which will be imposed on the electrons unnecessarily. In other words, it is logically desirable to let the electrons reveal the obstacles via iFDS rather than forcing $`E_g`$ onto the electrons in order to calculate the electronic transport properties.

I would like to stress here that if one substitutes $`E_I`$ with $`E_g`$ in Eq. (33) to comply with the standard FDS, then one has to feed the value of $`E_g`$ from elsewhere (such as TEBS) in order to predict the transport properties and apparently, TEBS is not suitable for the reasons described above. Hence, the Eqs. (26)$``$(35) and Eqs. (40)$``$(41) can be directly employed to analyze the doping effect on the transport properties of ferromagnets above $`T_C`$, be it diluted (DMS) or concentrated (manganites). Take note that the proposed theory based on iFDS is in its infancy, thus the correct method to insert defects via $`E_I`$ will be developed later on. Consequently, the application of iFDS is to be confined to pure crystalline and polycrystalline samples. The above-stated arguments do not invalidate the importance of TEBS since the lattice properties and its consequences on electronic structure are indeed invaluable to derive lattice based Hamiltonian.

## III 3. Discussion

### III.1 3.1. Simulated curves

Figures 1a, 1b and 1c illustrate the variation of $`\rho (T)`$ from Eqs. (31)$``$(33) respectively with conduction dimensionality and doping parameter ($`E_I`$). The proportionality of Eqs. (31)$``$(33) with $`E_I`$ is similar to Eqs. (34) and (35), thus it does not matter whether one chooses $`\sqrt{np}`$, $`n`$ or $`p`$ in the subsequent analysis as well as for manganites. One can also identify the $`\rho (T)`$ transition from metallic $``$ semiconducting conduction with increasing $`E_I`$. It is also worth noting that $`\rho (T`$,1D), $`\rho (T`$,2D) and $`\rho (T`$,3D) are $``$ $`T^{3/2}`$, $`T`$ and $`\sqrt{T}`$ respectively if and only if $`E_I`$ $``$ $`T`$. Another point worth to extract from these curves are the relationship between $`T_{crossover}`$ and $`E_I`$, where $`T_{crossover}`$ $`<`$ $`E_I`$ for 1D, $`T_{crossover}`$ $`=`$ $`E_I`$ for 2D and $`T_{crossover}`$ $`>`$ $`E_I`$ for 3D. Apparently, these relations are again due to the proportionalities of $`\rho (T`$,1D) $``$ $`T^{3/2}`$, $`\rho (T`$,2D) $``$ $`T`$ and $`\rho (T`$,3D) $``$ $`\sqrt{T}`$. Figures 2a and 2b plot the simulated $`R_H(T)`$ curves in 2D and 3D as well as at different $`E_I`$(0 K, 150 K, 310 K) that follow from Eqs. (40) and (41). There are no significant differences of $`R_H`$ between 2D and 3D since $`R_H`$(2D) and $`R_H`$(3D) are $``$ to $`T^1`$ and $`T^{3/2}`$ respectively. Besides, the $`T`$ from $`\mathrm{exp}[E_I/T]`$ also inversely proportional to both $`R_H`$(2D) and $`R_H`$(3D). These scenarios will always lead $`R_H`$ to increase with lowering $`T`$ without any observable $`T_{crossover}`$ regardless of $`E_I`$’s magnitude, unlike $`\rho (T)`$. It is convenient to directly quantify $`\rho (T)`$ variation with doping by relating $`E_I`$ as a doping parameter, as will be discussed in the following paragraph for manganites at $`T`$ $`>`$ $`T_C`$.

### III.2 3.2. Manganites

As stated previously, Jonker and van Santen jonker7 ; santen8  suggested that FM is due to indirect coupling of $`d`$-shells via conducting electrons. Subsequently, Zener zener5 ; zener6 , Anderson and Hasegawa anderson14  have provided sufficient theoretical backgrounds on DEM. However, this paper will not discuss the property of DEM below $`T_C`$, instead the electrical properties above $`T_C`$ (paramagnetic phase) will be addressed in detail in which, DEM is employed at $`T`$ $`<`$ $`T_C`$ (ferromagnetic phase). It is interesting to observe reduced $`\rho (T)`$ and increased Curie temperature ($`T_C`$) at higher $`𝐇`$ for La1-xCax-SrxMnO3 compounds mukovskii15 ; mahendiran16 ; gupta17 . The results that larger H giving rise to conductivity at $`T`$ $``$ $`T_C`$ point towards the enhancement of conductivity from DEM where the exponential increase of $`\rho (T)`$ is suppressed with larger H. Additionally, small polarons have also been attributed billinge18  to play a significant role on $`\rho (T)`$ at $`T`$ $`>`$ $`T_C`$. As a matter of fact, this polaronic effect is naturally captured by Eqs. (33)$``$(35) in which the gap-parameter, $`E_I`$ that represents electron-ion attraction is also a parameter that measures the combination of electrons and its strain field due to neighboring ions, which is nothing but polarons. The absolute value of $`E_I`$ can be obtained from kittel8

$`E_I`$ $`=`$ $`{\displaystyle \frac{e^2}{8\pi ϵϵ_0r_B}}.`$ (43)
$`ϵ`$ and $`ϵ_0`$ are the dielectric constant and permittivity of free space respectively, $`r_B`$ is the Bohr radius. Furthermore, the decrement of $`E_I`$ with H indicates that $`r_B`$ increases with H. Identical relationship was also given between polaronic radius, $`r_p`$ and $`E_p`$ by Banerjee et albanerjee19 . Actually, Millis et almillis10  have somewhat proved the inadequacy of DEM alone to describe $`\rho (T,doping`$,H) and reinforced the need to include small polarons as a consequence of Jahn-Teller (JT) splitting of Mn3+ ions. This statement was further justified by experimental work of Banerjee et albanerjee19 ; banerjee21 ; banerjee22  in which, they have established the existence of small polarons at $`T`$ $`>`$ $`T_C`$ in La0.5Pb0.5Mn1-xCrxO3 for $`x`$ $`=`$ 0 $``$ 0.45 using thermoelectric power and positron annihilation lifetime measurements. Banerjee et al. suggested that the substitution of Cr3+ into Mn sites localizes $`e_g^1`$ electrons that gives rise to $`\rho (T)`$ banerjee19 ; banerjee21 ; banerjee23 . However, the increment of activation energy, $`E_p`$ with $`x`$ is still unclear in term of $`e_g^1`$ electrons’ localization. On the other hand, $`\rho (T)`$ (Eqs. (33)$``$(35)) based on iFDS could explain the increment of $`E_I`$ with $`x`$ as well as the structural changes accompanied by this doping, which is due to the fact that valence state of Cr and Mn may change with doping that can be calculated with Eq. (44) as will be shown later.

In addition, Moskvin moskvin24 ; moskvin25  reinforces the importance of considering different charge distribution in MnO6, Mn and Oxygen instead of just considering the DEM. Parallel to this, doping-friendly resistivity models derived from iFDS will indeed lead to identical conclusions with Billinge et al. and Moskvin since iFDS naturally considers polarons and the substitution of Ca2+ or Cr2+,3+,4+ into La1-xCaxMn1-yCryO3 system does indeed modify the overall charge distribution in accordance with the valence state of Ca, La, Mn and Cr. Add to that, Louca and Egami louca26  invoked the JT distortion to describe the effect of lattice on $`T_C`$. They have utilized the results of pulsed neutron-diffraction experiments to conclude that the variation in Mn-O bond length with Sr substitution in La1-xSrxMnO3 compound can be related to JT. Again, note here that the change of Mn-O length with Sr substitution implies the valence state of Mn varies with doping. In an identical compound of La1-xCaxMnO3, substitution of Ca into La, will have to satisfy the inequality of average $`E_I`$ between Ca2+ (867 kJmol-1) and La3+ (1152 kJmol-1) i.e., $`E_I`$(La3+) $`>`$ $`E_I`$(Ca2+). Here, one can easily fix the valence state of Ca2+ and La3+ as noted. As a consequence, this will ease the prediction of $`\rho (T)`$ with doping. If one of the ions is multivalence, then the linear algebraic equation as given below must be used to predict the valence state of the multivalence ion from $`\rho (T)`$ curves arulsamy2 ; arulsamy2a .

$`{\displaystyle \frac{\delta }{j}}{\displaystyle \underset{i=z+1}{\overset{z+j}{}}}E_{Ii}+{\displaystyle \frac{1}{z}}{\displaystyle \underset{i=1}{\overset{z}{}}}E_{Ii}`$ $`=`$ $`{\displaystyle \frac{1}{q}}{\displaystyle \underset{i=1}{\overset{q}{}}}E_{Ii}.`$ (44)
The first term, $`\frac{\delta }{j}_{i=z+1}^{z+j}E_{Ii}`$ above has $`i`$ $`=`$ $`z`$ \+ 1, $`z`$ \+ 2,…, $`z`$ \+ $`j`$ and $`j`$ $`=`$ 1, 2, 3,…. It is solely due to multivalence ion for example, assume Mn3+,4+ is substituted with Nd3+ (La0.7Ca0.3Mn1-xNdxO3) hence from Eq. (44), the first term is due to Mn4+ ion’s contribution or caused by reaction of the form Mn3+ $``$ electron $``$ Mn4+ (4940 kJmol-1), hence $`j`$ is equals to 1 in this case and $`\delta `$ represents the additional contribution from Mn4+. The second ($`i`$ $`=`$ 1, 2, 3, …, $`z`$) and last ($`i`$ $`=`$ 1, 2, 3, …, $`q`$) terms respectively are due to reaction of the form Mn $``$ 3(electrons) $``$ Mn3+ and Nd $``$ 3(electrons) $``$ Nd3+. Recall that $`q`$ = $`z`$ = 3+ and $`i`$ = 1, 2, 3,… represent the first, second, third, … ionization energies while $`j`$ = 1, 2, 3, … represent the fourth, fifth, sixth, … ionization energies. Therefore, $`z`$ \+ $`\delta `$ gives the minimum valence number for Mn which can be calculated from Eq. (44). Now, it is possible to explain the doping effect in La0.5Pb0.5Mn1-xCrxO3 system banerjee19 ; banerjee21 . The inequalities of $`E_I`$s are given as Mn3+ (1825 kJmol-1) $`>`$ Cr3+ (1743 kJmol-1) and Mn4+ (2604 kJmol-1) $`>`$ Cr4+ (2493 kJmol-1). These relations strongly indicate that $`\rho (T)`$ should decrease with Cr3+ content contradicting with experimental data from Refs. banerjee19 ; banerjee21 . The only way to handle this situation is to use Eq. (44) so as to calculate the minimum valence state of Cr3+δ, which is 3.033+. Actually, the valence state of Cr that substitutes Mn3+ is Cr\>3.033 and of course, the valence state of Mn is fixed to be 3+. There is no need to vary it because $`\rho (T)`$ was found to increase with Cr content banerjee19 ; banerjee21 . Actually, the existence of Mn2+ is unlikely and negligible, while Mn4+ (if any) will further increase the value of $`\delta `$ in Cr3+δ, in which both scenarios comply with iFDS via Eq. (44) and the resistivity measurements banerjee19 ; banerjee21 .

The effect of hydrostatic (external) pressure ($`P`$) and chemical doping (internal $`P`$) on metal-insulator transition of Pr0.7Ca0.2Sr0.1MnO3, Pr0.7Ca0.21Sr0.09MnO3, Pr0.58La0.12Ca0.3MnO3 and Pr0.54La0.16Ca0.3MnO3 systems were reported by Medvedeva et almed27 . It is found that $`\rho (T)`$ and $`T_C`$ are observed to be decreased and increased respectively with increasing $`P`$ ranging from 0 $``$ 15 kbar. As anticipated, $`\rho (T)`$ above and below $`T_C`$ have been decreased significantly with $`P`$ i.e. $`P`$ affects both Mn-O-Mn bond angle and length. Hence, it is apparent that doping and $`P`$ give rise to the variation in the valence state of Pr and Mn in order to achieve a certain crystal structure and simultaneously increase the number of charge carriers. As such, changes in $`\rho (T)`$ above $`T_C`$ can be very well accounted for with Eqs. (28)$``$(30), (33)$``$(35) where $`P`$ reduces $`E_I`$ (increases $`r_B`$) of certain ions in a similar fashion to doping (internal $`P`$). However, this paper as stated earlier does not attempt to describe the correct mechanism(s) involved below $`T_C`$ and its variations with $`P`$ and doping. In short, at $`T`$ $`<`$ $`T_C`$, the interactions among DEM with JT or polarons or all may play a significant role as suggested by Billinge et albillinge18  and Medvedeva et almed27 .

### III.3 3.3. Diluted magnetic semiconductors

It is quite straight forward to extend iFLT described above to DMS. Firstly, Oiwa et aloiwa , Matsukura et almatsu , Dietl et aldietllast  and Iye et aliye  have done detailed investigations on Ga-As-Mn based DMS. The variation of electrical resistivities with temperature and doping for Ga1-xMnxAs in Refs oiwa ; matsu ; dietllast  (sample A1) differ slightly from Ref iye  (sample B2). It has been reported that the maximum $`T_C`$ is $``$ 70 K for Ga0.957Mn0.043As iye  whereas Ga0.947Mn0.053As had a $`T_C`$ of $``$ 100 K. Apart from $`T_C`$s, there is a switch-over in the variation of $`\rho (T,x)`$ where $`\rho (T,x)`$ decreases with $`x`$ initially before switching to increasing $`\rho (T,x)`$ with $`x`$. $`\rho (T,x)`$’s variation for sample A1 is $`\rho (T,0.015)`$ $`>`$ $`\rho (T,0.022)`$ $`>`$ $`\rho (T,0.071)`$ $`>`$ $`\rho (T,0.053)`$ $`>`$ $`\rho (T,0.043)`$ $`>`$ $`\rho (T,0.035)`$ while for sample B2, $`\rho (T,0.015)`$ $`>`$ $`\rho (T,0.022)`$ $`>`$ $`\rho (T,0.071)`$ $`>`$ $`\rho (T,0.035)`$ $`>`$ $`\rho (T,0.043)`$ $`>`$ $`\rho (T,0.053)`$. The initial reduction of $`\rho (T)`$ with $`x`$ is due to $`E_I`$ (Mn3+ = 1825 kJmol-1) $`<`$ $`E_I`$ (Ga3+ = 1840 kJmol-1), i.e. it supports that Mn3+ substitutes at Ga3+ sites. However, $`\rho (T)`$’s switch-over (from decreasing to increasing with $`x`$) at critical concentrations, $`x_{c1}`$ = 0.035 and $`x_{c2}`$ = 0.053 for samples A1 and B2 respectively can only be explained if one employs the mechanism proposed by Van Esch et al. esch13 ; esch14  and Ando et al. ando22  in which, Mn6As formations is substantial above $`x_c`$ in such a way that Mn3+ ions do not substitute Ga3+ ions. Therefore, $`\rho (T)`$ will be influenced by Mn6As clusters, defects and Ga-Mn-As phase simultaneously significantly above $`x_c`$. This is indeed in fact in accordance with iFDS based resistivity models since if one assumes Mn2+ substitutes Ga3+, then $`\rho (T)`$ should further decrease with $`x`$ without any switch-overs. Hence, the formation of Mn6As with $`x`$ is inevitable in III-V Ga1-xMnxAs DMS. Again, $`T_C`$ of DMS is also directly proportional to H, identical to manganites. All the values of $`E_I`$ discussed above (including in section IIIB) were averaged in accordance with $`E_I[X^{z+}]=_{i=1}^z\frac{E_{Ii}}{z}`$ and should not be taken literally since those $`E_I`$s are not absolute values. The absolute values need to be obtained from the $`r_B`$ dependent $`E_I`$ equation stated earlier andrew ; andrew4 . Prior to averaging, the 1st, 2nd, 3rd and 4th ionization energies for all the elements mentioned above were taken from Ref. web28  and the predictions stated above are only valid for reasonably pure materials without any significant impurity phases as well as with minimal grain boundary effects.

## IV 4. Conclusions

In conclusion, the ionization energy based Fermi-Dirac statistics is useful to estimate the transitional progress of $`\rho (T,doping,pressure`$,H) from metallic $``$ semiconducting or vice versa in both manganites and diluted magnetic semiconductors. This is made possible by an additional unique constraint, which is nothing but the ionization energy that captures the electron’s kinetic energy and maps it to its origin atom. The relation of Lagrange multipliers ($`\lambda `$ and $`\mu `$) between FDS and iFDS have been derived explicitly solely to flush-out any misinterpretations that will lead to further complications in describing experimental data on semiconducting ferromagnets and DMS at $`T`$ $`>`$ $`T_C`$. The presented iFDS model however, does not admit completely free-electrons and strong electron-phonon scattering. Importantly, $`E_I`$ captures the polaronic effect quite naturally to explain the paramagnetic phase electrical properties of the said materials accurately.

## Acknowledgments

The author is grateful to Arulsamy Innasimuthu, Sebastiammal Innasimuthu, Arokia Das Anthony and Cecily Arokiam of CMG-A for the financial aid. ADA also thanks Prof. Feng Yuan Ping for his support.


text:
# Risk and Utility in Portfolio Optimization

## 1 Introduction

Two of the main pillars of mathematical finance are modern portfolio theory (MPT) and the Capital Asset Pricing Model(CAPM). The seminal work on MPT is attributed to Markowitz who presented his mean-variance approach to asset allocation in 1952. It was soon amplified by Sharpe in 1964 and by Lintner in 1965 with the introduction of the concept of the capital market line and subsequent development of the CAPM. MPT permeates the teaching and practice of classical financial theory. Substantial portions of most textbooks on finance are devoted to it and its implications. Its influence has been profound.

The notion that portfolio volatility, the square root of the variance of the portfolio yield, is an adequate proxy for risk is fundamental to MPT. Similarly, the notion that there exists at least one risk - free asset is fundamental to the construction of the capital market line and the formulation of the CAPM. In the present paper, we discuss issues surrounding both of these notions and, abandoning them, introduce a novel method of portfolio optimization. The notion that variance measures risk is now viewed as a weak compromise with economic reality. Variance measures uncertainty, and there are circumstances of interest in which great uncertainty implies little risk. Similarly, supposing that there are risk-free assets or, more precisely, assets with unvarying yield is a poor approximation, particularly for long-time horizons.

There have been attempts to develop MPT with alternative definitions of risk, including a semi-variance, RMS loss, average downside risk, value at risk (VAR) and others but to our knowledge, none is based on the classic notion that the probability of failure to meet a preset goal is the proper quantitative measure of risk or on the elimination of the notion of a risk-free asset.

In the following sections we give a brief introduction of MPT with critiques of each of the above two fundamental notions. We show that the probability of success can be interpreted as an expected utility that is deficient in some desirable features. We construct an additional utility with the desired properties and include it in the portfolio optimization. We discuss how to define a real portfolio optimization problem using historical data and report the result of our risk and utility evaluation using the daily closing prices for 13,000 stocks listed on the NYSE and NASDAQ during the period 1977-1996. We conclude by presenting the results of our optimization for a portfolio drawn from a subset of low-risk, high utility stocks and discuss the implications of our main findings.

## 2 Modern Portfolio Theory

The asset allocation problem is one of the fundamental concerns of financial theory. It can be phrased as a question: What is the optimal allocation of funds $`F`$ among a set of assets $`\{A_i\}`$ for a predetermined level of risk? Phrased in this way it leaves unspecified the meaning of optimality and of risk. Modern portfolio theory offers a two step answer via a particular specification of optimality and risk. The first step was taken in 1952 with the introduction of the mean-variance approach of Markowitz. By equating risk with variance, Markowitz derived an efficient frontier of portfolios which maximize return for given risk and opened the door to further advances in this theoretical framework.

The addition of a risk-free asset by Sharpe and Lintner in the mid 1960s led to the capital market line and the CAPM. They supposed that there exists a risk-free asset $`A_0`$, whose yield, $`Y_0`$, did not fluctuate. The line drawn from $`Y_0`$ tangent to the efficient frontier is then the locus of yields of all optimal portfolios which can be constructed by adding the risk-free asset to holdings drawn from the tangent set which via equilibrium arguments is indentified with the market portfolio. Along that line, termed the capital market line, return increases linearly with risk. The one-fund theorem follows, stating that any portfolio on the capital market line may be constructed from a combination of the risk-free asset and the market portfolio.

## 3 A Critique

We have two fundamental objections to MPT. First, volatility measures the uncertainty of yield. While it may be positively correlated with risk in some cases, it does not, in general, measure risk. Suppose, for example, that the specific goal for the portfolio is that its mean yield $`\overline{Y}`$ must equal or exceed a minimum acceptable value $`Y_M`$. Suppose also that the volatility of the portfolio is large, perhaps significantly larger than $`Y_M`$. Nevertheless, if the mean yield is also large, enough so that $`\overline{Y}Y_M`$ significantly exceeds the volatility, $`V`$, the probability that the goal is not met will be small. There can be large uncertainty with little risk.

Second, no asset is risk-free in the long term, and, depending on risk tolerance, perhaps not even in the short term. There are various risks associated with any supposedly risk-free asset, including e.g., inflation risk, interest-rate risk, and exchange-rate risk. We conclude that $`A_0`$, the candidate risk-free asset, should be added to the asset mix and optimized with the rest. The results of this addition are far reaching. The efficient frontier is modified, the capital market line disappears, and the one-fund theorem is in general not valid. The efficient market portfolio is no longer unique.

## 4 Optimizing Via The Probability Of Success

### 4.1 Risk As The Probability Of Failure

For more than four centuries, the probability of failure has been taken as the quantitative measure of risk. Let $`p`$ be the probability of success. Then the risk is $`1p`$ and the adverse odds $`(1p)/p`$. However, to define success there must be a goal. We take as the goal of asset allocation the one previously introduced, namely that the expected portfolio yield equal or exceed $`Y_M`$, a minimum acceptable yield.

The average yields and volatilities of the individual assets depend on $`T_H`$, the investment horizon (holding period) as of course does the entire probability distribution of $`Y_i`$, $`P(Y_i)`$. We have investigated the dependence of $`P(Y_i)`$ and the volatility, $`V_i`$, on $`T_H`$ for 13,000 stocks using price-time data from 1977-1996. We found a non-universal power law dependence of $`V_i`$ on $`T_H`$, $`V_iT_{H}^{}{}_{}{}^{s_i},\mathrm{\hspace{0.33em}0.5}s_i1.0`$ We conclude that specifying $`T_H`$ is an essential part of defining the goal. The minimum acceptable, yield $`Y_M`$, has two components, which must be specified independently, $`Y_M=Y_M^0+\mathrm{\Delta }Y_M`$ where, $`Y_M^0`$ is the minimum acceptable real (deflated) after-tax yield. $`\mathrm{\Delta }Y_M`$ is an allowance for transaction costs, inflation, and tax costs.

### 4.2 Risk Tolerance And Portfolio Optimization

In MPT, selecting a value for the volatility, $`V`$, of the optimal portfolio establishes uncertainty tolerance. Instead, we specify a minimum acceptable value of $`p`$, $`p^{}`$. Stating that $`p`$ must equal or exceed $`p^{}`$, establishes our risk tolerance. With $`\{A_i\}`$, $`Y_M`$, and $`T_H`$ chosen and with knowledge of $`P[\{Y_i\}|T_H]`$ the joint probability distribution of the $`Y_i`$, $`p`$ can be evaluated for each allocation vector, $`\{X_i\}`$,

$$p=_{Y_M}^{\mathrm{}}𝑑YP[Y|T_H].$$
(1)
Optimization then consists of finding the supremum of $`\overline{Y}`$ for $`pp^{}`$ subject to $`_iX_i=1,_iX_i\overline{Y}_i=\overline{Y}`$.

## 5 Risk And Utility

### 5.1 The Probability of Success as a Utility

The definition of $`p`$ given by Eq. (1) can be rewritten as

$$p=𝑑YU_p(YY_M)P(Y)=U_p(YY_M),$$
(2)
that is as the expectation value of the Heaviside unit function,

$$U_p(\zeta )=1,\zeta 0;U_p(\zeta )=0,\zeta <0.$$
(3)
In this form, it can be interpreted as an expected utility with $`U_p(YY_M)`$ the utility function. $`U_p(YY_M)`$ punishes all losses equally and thus lacks the ability to discriminate. Thus $`p`$ has shortcomings when viewed as a utility.

### 5.2 A Supplementary Utility

The criterion $`pp^{}`$ should be kept as the specification of risk tolerance. To overcome the objections to $`p`$ as a utility, we add to our optimization constraints a supplementary utility tolerance which must be met as well. We define $`U`$ as the expectation of the following utility function,

$$U(Y)=1e^{(YY_M)/\mathrm{\Delta }Y_M},U=U(Y).$$
(4)
In Eq. (4), $`\mathrm{\Delta }Y_M`$, introduced in section 4.1, is a natural choice for utility sensitivity. In contrast to the Heaviside function, this function, while not unique, has the required utility characteristics. It penalizes failure to meet the goal by going negative and rapidly increasing in magnitude with decreasing yield below $`Y_M`$. It has positive and diminishing marginal utility as well.

## 6 Portfolio Optimization, Normally Distributed Yields

For short enough horizons, $`T_H`$, the random yield, $`Y`$, of a portfolio specified by $`\{X_i\}`$ is still linearly related to $`\{Y_i\}`$, as in section 4.2. Suppose now, that the $`Y_i`$ are correlated Gaussian random variables. Given its linearity in the $`Y_i`$, $`Y`$ is then normally distributed with probability distribution

$$P(Y)=e^{\frac{(Y\overline{Y})^2}{2V^2}}/\sqrt{2\pi V^2}.$$
(5)
### 6.1 The Risk Boundary

The definition in Eq. (2) of $`p`$ now becomes

$$p=_{Y_M}^{\mathrm{}}𝑑Y\frac{e^{(Y\overline{Y})^2/2V^2}}{\sqrt{2\pi V^2}}.$$
(6)
Introducing $`z`$, a modified Sharpe’s ratio,

$$z=(\overline{Y}Y_M)/\sqrt{2}V,$$
(7)
allows us to rewrite Eq. (6) as

$$p=(1+erf(z))/2.$$
(8)
The minimum acceptable value $`p^{}`$ of $`p`$ thus defines through Eq. (8) a minimum acceptable value of $`z`$, $`z^{}`$. For example, if $`p^{}=0.9`$ then $`z^{}=0.906`$. Specifying that $`p=p^{}`$ introduces a linear risk boundary

$$\overline{Y}=Y_M+\sqrt{2}z^{}V$$
(9)
in the $`\overline{Y}V`$ plane, as shown in Fig. (1). Portfolios having acceptable risk, $`pp^{}`$, lie above the boundary. Those with unacceptable risk, $`p<p^{}`$, lie below it.

### 6.2 The Utility Boundary

From Eq. (4) and Eq. (5) the expected utility, $`U`$, is simply

$$U=1e^w,$$
(10)
where the utility ratio $`w`$ is

$$w=(\overline{Y}Y_MV^2/2\mathrm{\Delta }Y_M)/\mathrm{\Delta }Y_M.$$
(11)
A minimum acceptable value $`U^{}`$ of $`U`$ implies a minimum acceptable value $`w^{}`$ of $`w`$. For example, $`U^{}=0`$ implies $`w^{}=0`$. Specifying $`U^{}`$ defines the utility boundary

$$\overline{Y}=Y_M+w^{}\mathrm{\Delta }Y_M+V^2/2\mathrm{\Delta }Y_M$$
(12)
in the $`\overline{Y}V`$ plane, also shown in Fig. 1. Above the boundary, portfolios have $`UU^{}`$ and are acceptable. Below, they have $`U<U^{}`$ and are unacceptable.

### 6.3 The Acceptability Boundary

A portfolio is fully acceptable if it meets both the risk and utility criteria, that is if $`pp^{}(zz^{})`$ and $`UU^{}(ww^{}`$). Depending on the value of $`w^{}`$ for a given $`z^{}`$, the resulting acceptability boundary in the $`\overline{Y}V`$ plane can coincide with the utility boundary or can have one risk boundary and one or two utility boundary segments as illustrated in Fig. 1. The aceptability boundary is always effectively convex.

### 6.4 Portfolio Optimization

Portfolio optimization can now proceed by finding

$$sup_{\{X_i\}}\overline{Y}=\underset{i}{}X_i\overline{Y}_is.t.\underset{i}{}X_i=1,pp^{},UU^{}.$$
(13)
The acceptability boundary is convex, and the efficient frontier is concave. Consequently, there are zero, one, or two intersections as illustrated in Fig. 1. If there are no intersections because the acceptability boundary lies above the efficient frontier, no portfolio can be constructed which meets the investment criteria. If there are two intersections, the upper intersection specifies the optimal portfolio. Because of the convex/concave characteristics of the boundaries and the monotonic upward shift of the acceptability boundary with increasing $`p`$ and $`U`$, this optimal portfolio has maximum allowable risk and minimum allowable utility. One intersection is the marginal case.

## 7 The $`pU`$ Plane

### 7.1 Setting The Investment Criteria

We choose $`Y_M^0`$ to be 6% and $`\mathrm{\Delta }Y_M`$ to be 5% so that $`Y_M`$ is 11%. We explore holding periods between 1 and 5 years and set a conservative value of $`p^{}`$=0.9 and an aggressive value of $`U^{}`$=0. We do not allow short positions, $`0X_i1`$. We select stocks as the candidate assets. Our historical data source is the daily closing prices of 13,000 NYSE and NSADAQ stocks during the 20 year period 1977-1996 obtained from Genesis Financial Services.

### 7.2 Scatter Plot Results

The risk and utility criteria divide the $`pU`$ plane into four sectors:

1. $`p<p^{}`$, $`U<U^{}`$-unacceptable $`p`$ and $`U`$ values.
2. $`p<p^{}`$, $`UU^{}`$-unacceptable $`p`$ and acceptable $`U`$ values.
3. $`pp^{}`$, $`U<U^{}`$-acceptable $`p`$ and unacceptable $`U`$ values.
4. $`pp^{}`$, $`UU^{}`$-acceptable $`p`$ and $`U`$ values.

Typical scatter-plot results are shown in Table I for $`p^{}=0.9`$ and $`U^{}=0`$. The entries in each sector column give the number of stocks from among those in the entire universe of 13,000. $`T_D`$ is the time span of the working data. The proportion of stocks which individually meet the $`p^{}`$ and $`U^{}`$ criteria is small. The total population of sectors B and D, where $`UU^{}`$ is substantially larger than that of sectors C and D where, $`pp^{}`$, illustrating the more aggressive character of the utility criterion.

## 8 Results

Optimizing $`p`$ instead of $`\overline{Y}`$ as an alternative to section 6.4, we now construct an illustrative example of portfolio optimization. The investment criteria we use are $`Y_M`$=11%, $`\mathrm{\Delta }Y`$=5%, $`T_H=5`$ years, $`T_D`$=10 years, $`p^{}`$=0.9, $`U^{}=0`$, $`0X_i1`$, and $`\{A_i\}`$ comprises a set of 20 stocks drawn from the 129 stocks in sector D, all of which have $`p_ip^{}`$ and $`U_iU^{}`$. We now find $`\{X_i\}_{opt}`$ as $`argsup_{\{X_i\}}ps.t\mathrm{.\hspace{0.33em}\hspace{0.33em}0}X_i1,_iX_i=1`$ from which we evaluate $`p_{opt}`$, $`U_{opt}`$, and $`\overline{Y}_{opt}`$. The results are $`p_{opt}=1.0`$, $`U_{opt}=.918`$, and $`\overline{Y}_{opt}25.0\%`$ and $`V_{opt}=4.5\%`$. Only 6 of the 20 stocks have nonzero allocation ratios: $`X_3`$=0.35, $`X_6`$=0.043, $`X_{12}`$=0.043, $`X_{13}`$=0.185, $`X_{17}`$=0.336, and $`X_{18}`$=0.043.

## 9 Summary and Conclusions

We started with a brief summary of MPT to introduce the concepts of the efficient frontier, the capital market line, and the market portfolio. We then argued that the concept of a risk-free return is invalid for longer holding periods. To replace the volatility, which measures uncertainty not risk, we introduced the probability of failure to meet a preset investment goal as a measure of risk. The corresponding probability of success, $`p`$, is a utility which neither penalizes failure nor incorporates diminishing positive marginal utility. We supplement $`p`$ with an appropriately defined utility $`U`$ and impose minimum acceptable values of $`p`$ and $`U`$ for the portfolio. To explore the feasibility of implementing $`pU`$ based portfolio optimization, we computed the $`p_i`$ and $`U_i`$ values for individual stocks over various holding periods using historical data drawn from a database of 13,000 stocks. Composing the asset set of 20 stocks from the acceptable sector of the $`pU`$ plane, we optimized the probability of success for a lower bound to the expected yield. The results imply the feasibility of constructing a convex $`\overline{Y}p`$ efficient frontier in the $`\overline{Y}p`$ plane. The optimal portfolio can be that which maximizes $`\overline{Y}`$ on the frontier subject to $`pp^{}`$ and $`UU^{}`$ or simply that which maximizes $`p`$. The $`U_i`$, $`p_i`$ scatter plot is a powerful tool for candidate asset selection.

All of this is an academic exercise unless it is accompanied by a measure of confidence that the use of historical data generates predictive power. Fundamental analysis of the candidate companies, industries, etc., must therefore be an essential component of portfolio construction.