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# 1 Introduction

## 1 Introduction

The order parameters are useful tools for investigation of phase transitions. Up to now there is no good definition of the order parameter for the temperature phase transition in QCD with dynamical quarks. The traditional order parameters like the expectation value of the Polyakov line and the tension of the chromoelectric string work well in the quenched case (no dynamical quarks) but they fail to distinguish between the phases of the full QCD. Indeed, even at zero temperature the string spanned on a quark and an anti–quark can be broken by sea quarks making both the Polyakov line and the string tension useless candidates for the order parameter. Moreover, the value of the quark condensate $`\overline{\mathrm{\Psi }}_q\mathrm{\Psi }_q`$ is strict order parameter only for massless dynamical quarks.

Below we discuss the quantities which may serve as the order parameters for full QCD if the monopole (or, ”dual superconductor”) confinement mechanism  is valid. In this picture the monopoles defined with the help of the Abelian projection  are supposed to be condensed in the confinement phase. The monopole condensate causes a dual analogue of the Abrikosov vortex to be formed between quarks and anti–quarks. As a result the quarks and anti–quarks are confined into colorless states. In the deconfinement phase the monopoles are not condensed and quarks are not confined. Thus the natural confinement–deconfinement order parameter is the value of the monopole condensate, which should be nonzero in the confinement phase and zero in the deconfinement phase.

There are two (formal) difficulties in defining of the monopole condensate. At first, the monopole condensate is defined as an expectation value of the monopole field. However, the monopoles are the topological defects in the compact Abelian gauge field and, as a result, the immediate output of the lattice simulations can not provide us with values the monopole fields. This difficulty can be overcame by noticing that the lattice output comes in a form of information about the monopole trajectories. Then one can apply a known procedure which allows us to rewrite the path integral over monopole trajectories as an integral over the monopole fields, and get the monopole condensate.

The second difficulty is that the expectation value of the (e.g., scalar) field $`\varphi `$ should always be zero regardless whether this field is condensed or not. The reason is very simple: the path integral includes the integration over all possible gauges while the charged field is a gauge dependent quantity. These two problems were solved in Ref. , where the gauge invariant monopole creation operator for compact QED (cQED) was explicitly constructed. The numerical calculations in the lattice cQED  and in the Maximal Abelian projection of the lattice $`SU(2)`$ gluodynamics  confirm that the expectation value of this operator is an order parameter for the confinement–deconfinement phase transition. Other types of the monopole creation operators were investigated in Refs. .

However, it noticed recently in Ref.  that the “old” monopole creation operator  depends on the shape of the Dirac string in the models with electrically charged dynamical fields. Exactly the same situation appears in the Abelian projection of QCD: the off-diagonal gluons become electrically charged dynamical fields while the diagonal gluons turns into compact Abelian gauge fields containing monopole singularities. Below we figure out whether the dependence on the Dirac string in the “old” version of the monopole creation operator is crucial for the usage of the expectation value of this operator as an order parameter. Another (“new”) monopole creation operator was suggested in Ref. . This operator does not depend on the shape of the Dirac string even in the presence of the dynamical electric charges. However, the numerical calculations  show that the construction of this operator is rather complicated and the simulations are time consuming.

The structure of the this paper is as follows. We explicitly describe the “new” and the “old” monopole creation operators in Sections 2 and 3, respectively. The results of the numerical calculations of these creation operators in the compact Abelian Higgs model are presented in Section 4. We demonstrate that both these operators can be used to detect confinement–deconfinement phase transitions in the theories with charged matter. Our conclusions are presented in Section 5.

## 2 “Old” monopole creation operator.

The gauge invariant creation operator $`\mathrm{\Phi }`$ was suggested by Dirac :

$`\mathrm{\Phi }=\varphi (x)\mathrm{exp}\left\{i{\displaystyle E_k(\stackrel{}{x}\stackrel{}{y})A_k(\stackrel{}{y})d^3y}\right\},`$ (1)
here $`\varphi (x)`$ and $`A_k(x)`$ are the electrically charged field and the gauge potential, which transform under the gauge transformations as

$`\varphi (x)\varphi (x)e^{i\alpha (x)},A_k(x)A_k(x)+_k\alpha (x).`$ (2)
The Coulomb field, $`E_k(x)`$, satisfies the equation:

$`_kE_k=\delta ^{(3)}(x).`$ (3)
It is easy to see that the operator $`\mathrm{\Phi }`$, eq. (1), is invariant under the gauge transformations (2).

The Fröhlich–Marchetti construction  of the monopole creation operator in cQED is based on eq. (1). At first step the partition function of cQED is transformed to a dual representation. For the general form of the cQED action it can be shown  that the dual theory is an Abelian Higgs model (AHM) in the limit when both the Higgs boson mass and the gauge boson mass are infinite. In this theory the Higgs field, $`\varphi _x`$, corresponds to the monopole defect in the original cQED. The gauge field $`^{}B`$ is dual to the original gauge field $`\theta `$. Thus the gauge invariant creation operator (1) for the AHM model corresponds to the monopole creation operator in the original cQED. The explicit expression for this operator on the lattice is ($`cf`$. eq.(2)):

$$\mathrm{\Phi }_x^{\mathrm{mon},\mathrm{old}}=\varphi _xe^{i(^{}B,^{}H_x)},$$
(4)
where $`^{}H_x`$ is the Coulomb field of the monopole, $`\delta ^{}H_x=^{}\delta _x`$, and $`^{}\delta _x`$ is the discrete $`\delta `$–function defined on the dual lattice. Here and below we will use the differential form notations on the lattice: $`(a,b)=_ca_cb_c`$ is the scalar product of the forms $`a`$ and $`b`$ defined on the $`c`$–sells; $`(a,a)a^2`$ is the norm of the form $`a`$; $`d`$ is the forward derivative (an analog of the gradient); $`\delta `$ is the backward derivative (an analog of the divergence) and $`^{}`$–operation transfers a form to the dual lattice. For a description of the language of the differential forms on the lattice see, $`e.g.`$, review .

Performing the inverse duality transformation for the expectation value of the creation operator (4) we get the expectation value, $`\mathrm{\Phi }^{mon}`$, of this operator in cQED:

$`\mathrm{\Phi }^{\mathrm{mon},\mathrm{old}}={\displaystyle \frac{1}{𝒵}}{\displaystyle _\pi ^\pi }𝒟\theta \mathrm{exp}\{S(\text{d}\theta +W)\},𝒵={\displaystyle _\pi ^\pi }𝒟\theta \mathrm{exp}\{S(d\theta )\},`$ (5)
where $`\text{d}\theta `$ is the plaquette angle, and $`S`$ is the periodic lattice action, $`S(\text{d}\theta +2\pi n)=S(\text{d}\theta )`$, $`n`$. The form $`W=2\pi \delta \mathrm{\Delta }^1^{}(H_x\omega _x)`$ depends on the Dirac string $`^{}\omega _x`$ defined on the dual lattice. The Dirac strings start and end on the monopoles and anti–monopoles, $`\delta ^{}\omega _x=^{}\delta _x`$. The operator $`\mathrm{\Delta }=\text{d}\delta +\delta \text{d}`$ is the lattice Laplacian. The numerical investigation of this creation operator in cQED shows  that it can be used as the confinement–deconfinement order parameter.

The operator (4) is well defined for the theories without dynamical matter fields. However, if an electrically charged matter is added, then the creation operator (4) depends on the position of the Dirac string. To see this fact let us consider the compact Abelian Higgs model with the Villain form of the action:

$`𝒵_{AHM}={\displaystyle _\pi ^\pi }𝒟\theta {\displaystyle _\pi ^\pi }𝒟\phi {\displaystyle \underset{n(c_2)}{}}{\displaystyle \underset{l(c_1)}{}}\mathrm{exp}\left\{\beta \mathrm{d}\theta +2\pi n^2\gamma \mathrm{d}\phi +q\theta +2\pi l^2\right\}.`$ (6)
Here $`\theta `$ is the compact Abelian gauge field and $`\phi `$ is the phase of the dynamical Higgs field. The integer $`q`$ is the charge of the Higgs field. For the sake of simplicity we consider the London limit (the Higgs mass is infinitely large while the Higgs condensate is fixed).

Let us perform the Berezinsky-Kosterlitz-Thouless (BKT) transformation  with respect to the compact gauge field $`\theta `$:

$`\text{d}\theta +2\pi n=\text{d}A+2\pi \delta \mathrm{\Delta }^1j,\text{with}A=\theta +2\pi \delta \mathrm{\Delta }^1m[j]+2\pi k.`$ (7)
Here $`A`$ is the non–compact gauge field, $`^{}m[j]`$ is a surface on the dual lattice spanned on the monopole current $`^{}j`$ ($`\delta ^{}m[j]=^{}j`$) and $`k`$ is the integer–valued vector form111A detailed description of the duality and BKT transformations in terms of the differential forms on the lattice can be found, $`e.g.`$, in Ref. .. We substitute eqs.(7) in eq.(6) and shift of the integer variable, $`ll+qk`$.

Next we perform the BKT transformation with respect to the compact scalar field $`\phi `$:

$`\text{d}\phi +2\pi l=\text{d}\vartheta +2\pi \delta \mathrm{\Delta }^1\sigma ,\text{with}\vartheta =\phi +2\pi \delta \mathrm{\Delta }^1s[\sigma ]+2\pi p.`$ (8)
Here $`\vartheta `$ is the non–compact scalar field, $`^{}s[\sigma ]`$ is a $`3D`$ hyper–surface on the dual lattice spanned on the closed surface $`^{}\sigma `$ ($`\delta ^{}s[\sigma ]=^{}\sigma `$) and $`p`$ is the integer–valued scalar form.

Substituting eqs. (7,8) into the partition function (6) and integrating the fields $`A`$ and $`\phi `$ we get the representation of the compact AHM in terms of the monopole currents $`^{}j`$ and world sheets of Abrikosov strings $`^{}\sigma `$ (”the BKT–representation”):

$`𝒵_{AHM}𝒵_{BKT}={\displaystyle \underset{\stackrel{^{}j\left(^{}c_3\right)}{\delta ^{}j=0}}{}}{\displaystyle \underset{\stackrel{^{}\sigma _j\left(^{}c_2\right)}{\delta ^{}\sigma _j=q^{}j}}{}}\mathrm{exp}\{`$ $``$ $`4\pi ^2\beta (j,{\displaystyle \frac{1}{\mathrm{\Delta }+m^2}}j)4\pi ^2\gamma (\sigma _j,{\displaystyle \frac{1}{\mathrm{\Delta }+m^2}}\sigma _j)\},`$ (9)
the dual surface variable $`^{}\sigma _j=^{}\sigma +q^{}m[j]`$ is spanned $`q`$–times on the monopole current $`j`$, $`\delta ^{}\sigma _j=q^{}j`$, since the flux of the magnetic monopole having an unit magnetic charge can be taken out by $`q`$ strings carrying the elementary flux $`2\pi /q`$. The mass of the gauge boson $`\theta `$ is $`m=q\sqrt{\gamma /\beta }`$.

The BKT–representation (9) of the AHM partition function (6) can also be transformed into the dual representation using simple Gaussian integrations. We use two dual compact fields $`^{}B`$ (vector field) and $`^{}\xi `$ (scalar field) in order to represent the closeness properties of the currents $`^{}\sigma _j`$ and $`^{}j`$, respectively. We also introduce two dual non–compact fields, $`^{}F`$ (vector field) and $`^{}G`$ (rank-2 tensor field), in order to get a linear dependence on, correspondingly, the currents $`^{}\sigma _j`$ and $`^{}j`$ under the exponential function:

$`𝒵_{BKT}`$ $`=`$ $`\mathrm{const}.{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝒟^{}F{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝒟^{}G{\displaystyle _\pi ^\pi }𝒟^{}B{\displaystyle _\pi ^\pi }𝒟^{}\xi {\displaystyle \underset{^{}j(^{}c_3)}{}}{\displaystyle \underset{^{}\sigma _j(^{}c_2)}{}}`$ (10)
$`\mathrm{exp}\{^{}\beta (^{}G,(\mathrm{\Delta }+m^2)^{}G)^{}\gamma (^{}F,(\mathrm{\Delta }+m^2)^{}F)`$
$`+i(^{}F,^{}\sigma _j)+i(^{}G,^{}j)+i(^{}B,\delta ^{}\sigma _jq^{}j)i(^{}\xi ,\delta ^{}j)\},`$
where

$`^{}\beta ={\displaystyle \frac{1}{16\pi ^2\gamma }},^{}\gamma ={\displaystyle \frac{1}{16\pi ^2\beta }}.`$ (11)
Note that in this representation the integer variables $`^{}\sigma _j`$ and $`^{}j`$ are no more restricted by the closeness relations. Therefore we can use the Poisson summation formula with respect to these variables and integrate out the fields $`^{}F`$ and $`^{}G`$. Finally, we obtain the dual field representation of the partition function (6):

$`𝒵_{BKT}`$ $``$ $`𝒵_{dualfield}={\displaystyle _\pi ^\pi }𝒟^{}B{\displaystyle _\pi ^\pi }𝒟^{}\xi {\displaystyle \underset{^{}u(^{}c_3)}{}}{\displaystyle \underset{^{}v(^{}c_2)}{}}`$
$`\mathrm{exp}\{^{}\beta (\text{d}^{}B+2\pi ^{}u,(\mathrm{\Delta }+m^2)(\text{d}^{}B+2\pi ^{}u))`$
$`^{}\gamma (\text{d}^{}\xi +q^{}B+2\pi ^{}v,(\mathrm{\Delta }+m^2)(\text{d}^{}\xi +q^{}B+2\pi ^{}v))\},`$
where $`^{}u`$ and $`^{}v`$ are the integer valued forms defined on the plaquettes and links of the dual lattice, respectively. Clearly, this is the dual Abelian Higgs model with the modified action. The gauge field $`^{}B`$ is compact and the radial variable of the Higgs field is frozen. The model is in the London limit and the dynamical scalar variable is the phase of the Higgs field $`^{}\xi `$.

Thus in the presence of the dynamical matter the dual gauge field $`^{}B`$ becomes compact222Another way to establish this fact is to realize that the pure compact gauge model is dual to the non–compact $`U(1)`$ with matter fields (referred above as the (dual) Abelian Higgs model). Reading this relation backwards one can conclude that the presence of the matter field leads to the compactification of the dual gauge field $`^{}B`$.. The compactness of the dual gauge field implies that it transforms under the gauge transformations as:

$$^{}B^{}B+\text{d}^{}\alpha +2\pi ^{}k,$$
(13)
where the integer valued field $`k`$ is chosen in such a way that $`^{}B(\pi ,\pi ]`$.

One can easily check that the operator (4) is not invariant under these gauge transformations:

$$\mathrm{\Phi }_x^{\mathrm{mon},\mathrm{old}}(H)\mathrm{\Phi }_x^{\mathrm{mon},\mathrm{old}}(H)e^{2\pi i(^{}k,^{}H_x)}.$$
(14)
## 3 “New” monopole creation operator.

The invariance of the operator (4) under the gauge transformations (13) can be achieved if and only if the function $`^{}H_x`$ is an integer–valued form. Thus, if we take into account the Maxwell equation, $`\delta ^{}H_x=^{}\delta _x`$, we find that $`^{}H_x`$ should be a string attached to the monopole (”the Mandelstam string”): $`^{}H_x^{}j_x`$, $`^{}j_x`$, $`\delta ^{}j_x=^{}\delta _x`$. The string must belong to the three–dimensional time–slice. However, one can show  that for a fixed string position the operator $`\mathrm{\Phi }`$ creates a state with an infinite energy. This difficulty may be bypassed  by summation over all possible positions of the Mandelstam strings with a measure $`\mu (^{}j)`$:

$`\mathrm{\Phi }_x^{\mathrm{mon},\mathrm{new}}=\varphi _x{\displaystyle \underset{\stackrel{j_x}{\delta ^{}j_x=^{}\delta _x}}{}}\mu (^{}j_x)e^{i(^{}B,^{}j_x)}.`$ (15)
The summation over the strings provides an entropy factor which cancels the energy suppression. An example of a “reasonable” measure $`\mu (j_x)`$ is :

$`\mu (^{}j_x)=\mathrm{exp}\left\{{\displaystyle \frac{1}{2\kappa }}^{}j_x^2\right\}.`$ (16)
If the Higgs field $`\varphi `$ is $`q`$–charged ($`q`$), the summation in eq.(15) should be taken over $`q`$ different strings with the unit flux. Measure (16) corresponds to the dual formulation of the $`3D`$ XY–model with the Villain action:

$$S_{XY}(\chi ,r)=\frac{\kappa }{2}\text{d}\chi 2\pi B+2\pi r^2.$$
(17)
The Mandelstam strings correspond to the ordinary vortices in the XY-model (17).

The two point correlation function in the XY-model (17) is given by

$$e^{i\chi _x}e^{i\chi _y}=\underset{j_{xy}}{}\mu (^{}j_{xy})e^{i(^{}B,^{}j_{xy})},$$
(18)
where $`\delta ^{}j_{xy}=^{}\delta _x^{}\delta _y`$. For sufficiently large coupling $`\kappa `$ and sufficiently small field $`B`$ we get

$$e^{i\chi _x}e^{i\chi _y}\text{const},$$
(19)
as $`|xy|\mathrm{}`$. So that the correlation function (18) might yield an appropriate measure of the Mandelstam strings.

Performing the inverse duality transformation of the creation operator (15) in the dual representation of the compact AHM (2) we get the expectation value of this operator in terms of the compact gauge field $`\theta `$ in the original representation (6):

$`\mathrm{\Phi }^{\mathrm{mon},\mathrm{new}}={\displaystyle \frac{1}{Z}}{\displaystyle \underset{\stackrel{^{}j\left(^{}c_3\right)}{\delta ^{}j=^{}\delta _x}}{}}{\displaystyle _\pi ^\pi }D\theta \mathrm{exp}\left\{{\displaystyle \frac{1}{2\kappa }}\text{d}^{}j^2S(\text{d}\theta +{\displaystyle \frac{2\pi }{q}}\stackrel{~}{j})\right\}.`$ (20)
The current $`\stackrel{~}{j}^{}{}_{}{}^{(3)}_{}^{}{}_{}{}^{(4)}j`$ is defined via a double duality operation which is first applied in the 3D time slice and then in the full 4D space.

We thus defined “old” (5) and “new” (20) monopole creation operators.

## 4 Numerical results

Below we present results of the numerical simulation of the old and the new monopole creation operators. We study them in the Abelian Higgs model with compact gauge field and infinitely deep potential for the Higgs field corresponding to the London limit. This is the simplest model containing both the monopoles and the electrically charged fields. We used the Wilson form of the action which is more suitable for the numerical simulations than the Villain action used for the analytical calculations above:

$`𝒵_{AHM}^\mathrm{W}={\displaystyle _\pi ^\pi }𝒟\theta {\displaystyle _\pi ^\pi }𝒟\phi e^{\beta \mathrm{cos}\mathrm{d}(\theta )+\gamma \mathrm{cos}(\mathrm{d}\phi +q\theta )}.`$ (21)
The expectation values of the old and new monopole creation operators in the Wilson form are given by

$`\mathrm{\Phi }^{\mathrm{mon},\mathrm{old}}`$ $`=`$ $`{\displaystyle \frac{1}{Z}}{\displaystyle _\pi ^\pi }D\theta \mathrm{exp}\{\beta \mathrm{cos}(\text{d}\theta +2\pi \delta \mathrm{\Delta }^1^{}(H_x\omega _x))+\gamma \mathrm{cos}(q\theta )\},`$ (22)
$`\mathrm{\Phi }^{\mathrm{mon},\mathrm{new}}`$ $`=`$ $`{\displaystyle \frac{1}{Z}}{\displaystyle \underset{\stackrel{^{}j\left(^{}c_3\right)}{\delta ^{}j=^{}\delta _x}}{}}{\displaystyle _\pi ^\pi }D\theta \mathrm{exp}\{{\displaystyle \frac{1}{2\kappa }}\text{d}^{}j^2+\beta \mathrm{cos}\left(\text{d}\theta +{\displaystyle \frac{2\pi }{q}}\stackrel{~}{j}\right)+\gamma \mathrm{cos}(q\theta )\},`$ (23)
respectively. We have fixed the unitary gauge, therefore the phase of the Higgs field is eaten up by the corresponding gauge transformation.

The value of the monopole order parameter, $`\varphi `$, corresponds to the minimum of the (effective constraint) potential on the monopole field. This potential can be estimated as follows:

$`V_{\mathrm{eff}}(\mathrm{\Phi })=\mathrm{ln}\left[\delta \left(\mathrm{\Phi }\mathrm{\Phi }^{\mathrm{mon},\mathrm{new}/\mathrm{old}}\right)\right].`$ (24)
We are studying the model with $`q=7`$. The compact Abelian Higgs model with multiple charged Higgs fields is known to have a nontrivial phase structure containing the Coulomb, Higgs and Confinement phases . In this paper we concentrate on the phase transition between the confinement and the Coulomb phases.

We simulated the 4D Abelian Higgs model with anti-periodic boundary conditions in the $`3D`$ space (the single monopole charge can not exist in the finite volume with periodic boundary conditions). For the new creation operator we perform our calculations on the $`4^4,6^4,8^4`$ lattices and the coupling constant $`\gamma =0.3`$. For each configuration of 4D fields we simulated 3D model to get the ensemble of the Mandelstam strings with the weight $`\mu (j_x)`$. We generated 60 statistically independent 4D field configurations, and for each of these configurations we generated 40 configurations of 3D Mandelstam strings.

According to eq. (17) the weight function (16) corresponds to the 3D XY–model with the Villain action. The XY model has the phase transition at $`\kappa _c(B=0)0.32`$ . Our numerical observations show that in presence of the external field $`B`$ the critical coupling constant gets shifted, $`\kappa _c^B0.42`$.

Typical configurations of the Mandelstam strings corresponding to the phase with the condensate of these strings (disordered phase, large $`\kappa `$) and to the phase without the string condensate (ordered phase, small $`\kappa `$) are shown in Figures 1(a,b).

One can expect that the operator (15) plays the role of the order parameter in the phase, where the Mandelstam strings are condensed ($`\kappa >\kappa _c`$).

In Figures 2 we present the effective potential (24) in the confinement ($`\beta =0.85`$) and deconfinement ($`\beta =1.05`$) phases. The potential is shown for two values of the $`3D`$ coupling constants $`\kappa >\kappa _c`$ corresponding to high densities of the Mandelstam strings. In the confinement phase, Figure 2(a), the potential $`V(\mathrm{\Phi })`$ has a Higgs form signaling the monopole condensation. According to our numerical observations this statement does not depend on the lattice volume. In the deconfinement phase, Figure 2(b), the potential has minimum at $`\mathrm{\Phi }=0`$ which indicates the absence of the monopole condensate.

For small values of the $`3D`$ coupling constant $`\kappa `$ (in the phase where Mandelstam strings $`j_x`$ are not condensed), we found (Figure 3) that the potential $`V(\mathrm{\Phi })`$ has the same behavior for the both phases of $`4D`$ model. Thus the operator (15) serves as the order parameter for the deconfinement phase transition, if Mandelstam strings are condensed, i.e. the coupling constant $`\kappa `$ should be larger than the critical value $`\kappa _c(B)`$.

Now let us show that the expectation value of the old monopole creation operator (4) behaves as an order parameter for the Dirac string with a fixed length. We generate the compact Abelian Higgs model for $`\gamma =0.3`$, $`q=1`$ and couplings $`\beta =0.6`$ (confinement phase) and $`\beta =1.2`$ (deconfinement phase).

We use Dirac strings of the given length in proportion $`1:1.5`$ on the $`4^4,6^4,8^4,10^4,12^4,16^4`$ lattices. The form of the Dirac strings is shown in Figure 4.

For each value of $`\beta `$ and for the fixed form of the Dirac string we took average over 3000 values of the monopole creation operator. The dependence of the minimum of the effective potential, $`\mathrm{min}V(\mathrm{\Phi })`$, on lattice of the size $`L`$ for the fixed length of Dirac string $`\mathrm{}`$ is shown in Figure 5.

We fitted the data for $`\mathrm{\Phi }_{\mathrm{min}}`$ by the formula $`\mathrm{\Phi }_{\mathrm{min}}=aL^b+\mathrm{\Phi }_{\mathrm{min}}^{inf}`$, where $`a,b`$ are fitting parameters. It occurs that $`b=1`$ within statistical errors. The resulting values of $`\mathrm{\Phi }_{\mathrm{min}}^{inf}`$ are collected in Table 1.

We obtain that $`\mathrm{\Phi }_{\mathrm{min}}^{inf}`$ vanishes at the point of the phase transition. Thus the operator (15) serves as the order parameter for the deconfinement phase transition provided the length of Dirac string is fixed.

## 5 Conclusions

The new monopole creation operator proposed in Ref.  can be used as a test of the monopole condensation in the theories with electrically charged matter fields. Our calculations indicate that the operator should be defined in the phase where the Mandelstam strings are condensed. The minimum of the effective potential corresponds to the value of the monopole field which is zero in deconfinement phase and nonzero in the confinement phase.

In the infinite volume limit the potential corresponding to the old version of the monopole creation operator shows the same features as the potential calculated with the use of the new operator. The shape of the old effective potential depends on the length of the Dirac string. This fact indicates that the Dirac strings with different shapes provide different monopole creation operators and all of them can serve as order parameters for the confinement–deconfinement phase transition.

## Acknowledgments.

The authors are grateful to F.V. Gubarev for useful discussions. V.A.B. and M.I.P were partially supported by grants RFBR 02-02-17308, RFBR 01-02-17456, INTAS 00-00111 and CRDF award RP1-2364-MO-02. M.N.Ch. is supported by JSPS Fellowship P01023.


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# Radiative 𝜌→𝜂𝛾 decay in light cone QCD

## 1 Introduction

Radiative transition between vector(V) and pseudoscalar(P) mesons represent an important source of information on low energy hadron physics. These transitions are governed by magnetic dipole (M1) radiation of the photon and had played one of the central roles for checking the predictions of quark model and SU(3) symmetry, as well as it was very useful in the determination of the magnetic dipole moment of $`N^{}(1535)`$ in $`\gamma N\eta N`$ process . Recently the theoretical activity on the VP$`\gamma `$ magnetic dipole transition have increased(see  and references therein), in particular, due to the fact that the analysis of the radiative $`VP\gamma `$ decay with $`\eta `$ and $`\eta ^{}`$ mesons in final state can provide insights to the long standing issue of the $`\eta `$ and $`\eta ^{}`$ mixing (for review see  and references therein). The usual parametrization of $`\eta \eta ^{}`$ mixing in the octet–singlet basis, which will be used in this work, is as follows: the current-particle matrix elements are defined as

$`0|J_{5\mu }^\alpha |P(p)=if_P^\alpha p_\mu (\alpha =8;0;P=\eta ,\eta ^{})`$ (1)
where $`J_{5\mu }^8`$, the $`SU(3)_F`$ octet axial vector current, is given by

$`J_{5\mu }^8={\displaystyle \frac{1}{\sqrt{6}}}(\overline{u}\gamma _\mu \gamma _5u+\overline{d}\gamma _\mu \gamma _5d2\overline{s}\gamma _\mu \gamma _5s)`$ (2)
and $`J_{5\mu }^0`$, the $`SU(3)_F`$ singlet current is given by:

$`J_{5\mu }^0={\displaystyle \frac{1}{\sqrt{3}}}(\overline{u}\gamma _\mu \gamma _5u+\overline{d}\gamma _\mu \gamma _5d+\overline{s}\gamma _\mu \gamma _5s)`$ (3)
Two mixing angles $`\theta _8`$ and $`\theta _0`$ are required in order to consistently describe mixing . Accordingly the couplings in Eq.(1) can be defined as follows

$`f_\eta ^8=f_8cos\theta _8`$ , $`f_\eta ^0=f_0sin\theta _0`$ (4)
$`f_\eta ^{}^8=f_8sin\theta _8`$ , $`f_\eta ^{}^0=f_0cos\theta _0`$ (5)
Alternatively, two independent axial vector currents with distinct flavors can be considered

$`J_{5\mu }^q`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\overline{u}\gamma _\mu \gamma _5u+\overline{d}\gamma _\mu \gamma _5d)`$
$`J_{5\mu }^s`$ $`=`$ $`\overline{s}\gamma _\mu \gamma _5s`$ (6)
and the couplings of these currents with $`\eta `$ and $`\eta ^{}`$ mesons are defined similarly to Eq.(1) :

$`f_\eta ^q=f_qcos\phi _q`$ , $`f_\eta ^{}^q=f_qsin\phi _q`$ (7)
$`f_\eta ^s=f_ssin\phi _s`$ , $`f_\eta ^{}^s=f_scos\phi _s`$ (8)
As we see that in each basis there are two angles and in  it was shown that, to a very good accuracy, the mixing can described in terms of single angle $`\phi `$ since $`|\phi _s\phi _q|/|\phi _s+\phi _q|<<1`$ which is also confirmed by a QCD sum rules calculation .

In present work we will follow to the first approach, neglecting the mixing angles $`\theta _0`$ and $`\theta _8`$ due to their smallness and calculate the coupling constant of $`\rho \eta \gamma `$ decay in framework of light cone QCD sum rules (more about of light cone QCD sum rules and its applications can be found in  and ).

The paper is organized as follows: In section 2 we derive light cone QCD sum rules for $`\rho \eta \gamma `$ decay constant, section 3 is devoted to the numerical analysis of the sum rules and contain our conclusions.

## 2 Light Cone QCD Sum Rules for $`\rho \eta \gamma `$ coupling constant

In this section we calculate the coupling constant of $`\rho \eta \gamma `$ decay using light cone QCD sum rules method. In order to calculate this coupling constant we consider the following two point correlation function

$`\mathrm{\Pi }_{\mu \nu }=i{\displaystyle d^4xe^{ip_2x}0|T\left\{J_\nu ^\eta (x)J_\mu ^\rho (0)\right\}|0_\gamma }`$ (9)
where $`\gamma `$ denotes the external electromagnetic field, and $`J_\nu ^\eta `$ and $`J_\mu ^\rho `$ are the interpolating currents with $`\eta `$ and $`\rho `$ meson quantum numbers. Here we would make the following remark. As we already noted that both of the mixing angles in Eq. (5) are small, in the following discussion we will neglect the mixing, i.e we take $`J_\mu ^\eta J_{5\mu }^8`$.

At the phenomenological level the Eq.(9) can be expressed as:

$`\mathrm{\Pi }_{\mu \nu }={\displaystyle \frac{0|J_\nu ^\eta |\eta (p_2)\eta (p_2)|\rho (p_1)_\gamma \rho (p_1)|J_\mu ^\rho |0}{(p_2^2m_\eta ^2)(p_1^2m_\rho ^2)}}`$ (10)
where $`p_1=p_2+q`$ and q is the photon momentum. The matrix elements entering Eq.(10) are defined as

$`0|J_\mu ^\rho |\rho `$ $`=`$ $`m_\rho f_\rho \epsilon _\mu ^\rho `$ (11)
$`0|J_{5\nu }^8|\eta (p_2)`$ $`=`$ $`if_\eta ^8p_{2\nu }`$ (12)
The remaining matrix element $`\eta (p_2)|\rho (p_1)_\gamma `$ which describes the M1 transition, can be parameterized as,

$`\eta (p_2)|\rho (p_1)_\gamma =eϵ_{\mu \nu \alpha \beta }\epsilon _\mu ^\rho p_{1\nu }\epsilon _\alpha ^\gamma q_\beta F(q^2)`$ (13)
where $`\epsilon ^\gamma `$ is the photon polarization vector. Since the photon is real, we need the value of $`F(q^2)`$ only at the point $`q^2=0`$. We can use an alternative parametrization for the $`\rho \eta \gamma `$ vertex:

$`L_{int}={\displaystyle \frac{e}{m_\rho }}g_{\rho \eta \gamma }ϵ_{\mu \nu \alpha \beta }(_\mu \rho _\nu _\nu \rho _\mu )(_\alpha A_\beta _\beta A_\alpha )`$ (14)
Comparing Eqns. (13) and (14) we see that

$`F(q^2=0){\displaystyle \frac{g_{\rho \eta \gamma }}{m_\rho }}`$ (15)
Using Eqns. (10) – (14), for the physical part of the sum rules we get

$`\mathrm{\Pi }_{\mu \nu }^{ph}={\displaystyle \frac{g_{\rho \eta \gamma }f_\rho f_\eta ^8p_{2\nu }ϵ_{\mu \sigma \alpha \beta }p_{1\sigma }\epsilon _\alpha ^\gamma q_\beta }{(p_2^2m_\eta ^2)(p_1^2m_\rho ^2)}}`$ (16)
Our next task is the calculation of correlator Eq.(1) from the QCD side. The correlator receives both perturbative and non-perturbative contributions. In calculation of the non-perturbative contributions by the OPE on the light cone one needs to know the matrix elements of nonlocal operators between vacuum and the photon states;i.e. $`\gamma (q)|\overline{q}\mathrm{\Gamma }_iq|0`$ where $`\mathrm{\Gamma }_i`$ is an arbitrary Dirac matrix. These matrix elements can be expressed in terms of photon wave functions with definite twist. In calculations we neglect twist 3 three particle photon wave functions since their contributions are small. Twist two and twist four photon wave functions are defined as :

$`\gamma (q)|\overline{q}\sigma _{\alpha \beta }q|0`$ $`=`$ $`ie_q\overline{q}q{\displaystyle _0^1}due^{iuqx}\{(\epsilon _\alpha q_\beta \epsilon _\beta q_\alpha )[\chi \phi (u)+x^2[g_1(u)g_2(u)]]+`$ (17)
$`[qx(\epsilon _\alpha x_\beta \epsilon _\beta x_\alpha )+\epsilon x(x_\alpha q_\beta q_\alpha x_\beta )]g_2(u)\}`$
$`\gamma (q)|\overline{q}\gamma _\alpha \gamma _5q|0`$ $`=`$ $`{\displaystyle \frac{f}{4}}e_qϵ_{\mu \alpha \beta \rho }\epsilon ^\alpha q^\beta x^\rho {\displaystyle _0^1}𝑑ue^{iuqx}\psi (u)`$ (18)
where for simplicity we use $`\overline{q}\mathrm{\Gamma }q`$ to denote $`J_{5\mu }^8=\frac{1}{\sqrt{6}}(\overline{u}\mathrm{\Gamma }u+\overline{d}\mathrm{\Gamma }d2\overline{s}\mathrm{\Gamma }s)`$.

In Eqs.(17) and (18) $`e_q`$ is the corresponding quark charge, $`\chi `$ is the magnetic susceptibility, $`\phi (u)`$, and $`\psi (u)`$ are the leading twist two and $`g_1(u)`$, and $`g_2(u)`$ are the twist four photon wave functions.

After standard calculations we get the following expression for correlator from QCD side in the coordinate representation:

$`\mathrm{\Pi }_{\mu \nu }=`$ $`{\displaystyle \frac{1}{\sqrt{12}}}{\displaystyle \frac{i}{16}}(e_ue_d){\displaystyle }d^4xe^{ip_2x}\{[6(\epsilon x)ϵ_{\alpha \beta \nu \mu }q_\alpha x_\beta 6(qx)ϵ_{\alpha \beta \nu \mu }\epsilon _\alpha x_\beta +6x^2ϵ_{\alpha \beta \nu \mu }\epsilon _\alpha q_\beta `$ (19)
$`12x_\nu ϵ_{\alpha \beta \rho \mu }\epsilon _\alpha q_\beta x_\rho ]+f\pi ^2x^2[x_\nu ϵ_{\alpha \beta \rho \mu }\epsilon _\alpha q_\beta x_\rho +`$
$`x_\mu ϵ_{\alpha \beta \rho \nu }\epsilon _\alpha q_\beta x_\rho ]{\displaystyle _0^1}due^{iuqx}\psi (u)\}/\pi ^4x^6`$
The sum rules for $`g_{\rho \eta \gamma }`$ are obtained by equating the phenomenological and theoretical parts (in Eq.(19) it is necessary to perform Fourier transformation first) of the correlator.

Performing double Borel transformation on variables $`p_2^2=p^2`$ and $`p_1^2=(p+q)^2`$ on both sides of the correlation function in order to suppress the contributions of the continuum and higher states (procedure of subtraction in light cone sum rules one can find in ), and also to remove the subtraction terms in the dispersion relation, we obtain the following sum rules for $`g_{\rho \eta \gamma }`$ coupling constant

$`g_{\rho \eta \gamma }={\displaystyle \frac{e^{[m_\rho ^2/M_1^2+m_\eta ^2/M_2^2]}(e_ue_d)}{2\sqrt{3}f_\eta ^uf_\rho }}(1u_0)\{{\displaystyle \frac{3}{2\pi ^2}}M^2E_0(s_0/M^2)+f\psi (u_0)\}`$ (20)
where $`E_0(s_0/M^2)=1e^{s_0/M^2}`$ is the function used to subtract continuum, $`s_0`$ is the continuum and

$`u_0={\displaystyle \frac{M_1^2}{M_1^2+M_2^2}},M^2={\displaystyle \frac{M_1^2M_2^2}{M_1^2+M_2^2}}`$ (21)
where $`M_1^2`$ and $`M_2^2`$ are the Borel mass parameters in $`\rho `$ and $`\eta `$ channels. Note that in Eq.(21) we take into account $`F_\eta ^u=F_\eta ^d`$. The masses of $`\eta `$ meson is close to the $`\rho `$ meson mass. For this reason, it is natural to set $`M_1^2=M_2^2=2M^2`$ from which it follows that $`u_0=1/2`$.

## 3 Numerical Analysis

In this section we present our numerical result on $`g_{\rho \eta \gamma }`$ coupling constant. From sum rules Eq.(20) we see that for estimating $`g_{\rho \eta \gamma }`$ coupling constant first of all one needs to know the photon wave function $`\psi (u)`$. It was shown in  that the photon wave function do not deviate remarkably from its asymptotic form which is given by $`\psi (u)=1`$ . The values of the other constants appearing in the sum rules are: $`m_\rho =0.77GeV`$, $`m_\eta =0.55GeV`$, $`f=0.028GeV^2`$. Leptonic decay constant of $`\rho `$ meson $`f_\rho =0.15GeV`$ follows from experimental result of the $`\rho e^+e^{}`$ decay , $`\mathrm{\Gamma }(\rho e^+e^{})=(6,85\pm 0,11)KeV`$. More recent analysis shows that the coupling of $`\eta `$ meson with the octet axial vector current is $`f_\eta ^8=0.159GeV`$  and this result we will use in our analysis.

In Fig. 1 we present the dependence of the coupling constant $`g_{\rho \eta \gamma }`$ on the Borel parameter $`M^2`$ at three different values of the continuum threshold: $`s_0=1.4GeV^2,1.6GeV^2,1.8GeV^2`$. Since the Borel mass $`M^2`$ is an auxiliary parameter and the physical quantities should not depend on it, we must look for the region where $`g_{\rho \eta \gamma }`$ is practically independent of $`M^2`$. We obtain that this condition is satisfied when $`1GeV^2M^21.4GeV^2`$. From this figure we also obtained that the variation of $`s_0`$ from $`s_0=1.4GeV^2`$ to $`s_0=1.8GeV^2`$ causes a change on the result on $`g_{\rho \eta \gamma }`$ of about $`10\%`$. Therefore one can say that the result $`g_{\rho \eta \gamma }`$ is insensitive to $`s_0`$ and $`M^2`$. Our final prediction on the coupling constant is

$`g_{\rho \eta \gamma }=(1.4\pm 0.2)`$ (22)
where the error is attributed to the variation of $`s_0`$, $`M^2`$ and neglected twist three photon wave functions.

At the end we would like to compare our prediction on $`g_{\rho \eta \gamma }`$ with experimental result. The decay width of the $`\rho \eta \gamma `$ decay is given by

$`\mathrm{\Gamma }(\rho \eta \gamma )={\displaystyle \frac{\alpha g_{\rho \eta \gamma }^2}{24}}m_\rho (1m_\eta ^2/m_\rho ^2)^3`$ (23)
The experimental value is $`\mathrm{\Gamma }(\rho ^0\eta \gamma )=(57\pm 10)KeV`$. Using this value of $`\mathrm{\Gamma }(\rho ^0\eta \gamma )`$, the $`g_{\rho \eta \gamma }`$ coupling constant is obtained from Eq.(23) as:

$`g_{\rho \eta \gamma }=(1.42\pm 0.12)`$ (24)
which is very close to the sum rule prediction.

Finally we note that the coupling constant $`g_{\omega \eta \gamma }`$ can be obtained from $`g_{\rho \eta \gamma }`$ with the help of the relation $`g_{\rho \eta \gamma }=3g_{\omega \eta \gamma }`$


text:
# Time-Dependent Random Walks and the Theory of Complex Adaptive Systems

\[

## Abstract

Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are time-dependent. We determine the survival probability in the presence of an absorbing boundary. For an unbiased walk the survival probability is maximized in the case of large temporal oscillations in the jumping probabilities. On the other hand, a random walker who is drifted towards the absorbing boundary performs best with a constant jumping probability. We use the results to reveal the underlying dynamics responsible for the phenomenon of self-segregation and clustering observed in the evolutionary minority game.

\]

Random walk is one of the most ubiquitous concepts of statistical physics. In fact, it finds applications in virtually every area of physics (see e.g.,  and references therein). Random walks in the presence of absorbing traps are much studied in recent years as models for absorbing-state phase transitions , polymer adsorption , granular segregation , and the spreading of an epidemic .

In this Letter we analyze the problem of a random walk with an absorbing boundary, in which the jumping probabilities are time-dependent. In addition to the intrinsic interest of such time-dependent random walks, our study is motivated by the flurry of activity in the field of complex adaptive systems.

Agent-based models of complex adaptive systems are attracting significant interest across many disciplines . They find applications in social, biological, physical, and economic sciences. Of particular interest are situations in which members compete for a limited resource, or to be in a minority . In financial markets for instance, more buyers than sellers implies higher prices, and it is therefore better for a trader to be in a minority group of sellers. Predators foraging for food will do better if they hunt in areas with fewer competitors. Rush-hour drivers, facing the choice between two alternative routes, wish to choose the route containing the minority of traffic .

One of the most studied models in the field of complex adaptive systems is the minority game (MG) , and its evolutionary version (EMG)  (see also  and references therein). The game describes agents who each make a binary decision (e.g., “to buy”/”to sell”, or “taking route A”/“taking route B”) at every point in the game. Profit is made by those who find themselves in the minority group, i.e. who end up selling when most wish to buy, or vice versa. Each winner gains $`R`$ points (the “prize”), while agents belonging to the majority group lose $`1`$ point (the “fine”). The agents have a common “memory” look-up table, containing the outcomes of recent occurrences. Faced with a given bit string of recent occurrences, each agent chooses the outcome in the memory with probability $`g`$, known as the agent’s “gene” value. If an agent score falls below some value $`d`$, then its strategy (i.e., its gene value) is modified. In other words, each agent tries to learn from his past mistakes, and to adjust his strategy in order to survive.

Early studies of the EMG were restricted to situations in which the prize-to-fine ratio $`R`$ was assumed to be equal unity. A remarkable conclusion deduced from the EMG  is that a population of competing agents tends to self-segregate into opposing groups characterized by extreme behavior. It was realized that in order to flourish in such situations, an agent should behave in an extreme way ($`g=0`$ or $`g=1`$) .

On the other hand, in many real life situations the prize-to-fine ratio may take a variety of different values . A different kind of strategy may be more favorite in such situations. In fact, we know from real life situations that extreme agents not always perform better than cautious ones. In particular, our daily experience indicates that in difficult situations (e.g., when the prize-to-fine ratio is low) human people tend to be confused and indecisive. In such circumstances they usually seek to do the same (rather than the opposite) as the majority.

Based on this qualitative expectation, we have recently extended the exploration of the EMG to include situations in which the prize-to-fine ratio $`R`$ differs from unity. It was found  that an intriguing phase transition exist in the model: “confusion” and “indecisiveness” take over when the prize-to-fine ratio falls below some critical value, in which case “cautious” agents (characterized by $`g=\frac{1}{2}`$) perform better than extreme ones. In such circumstances agents tend to cluster around $`g=\frac{1}{2}`$ (see Fig. 1 of Ref. ) rather than self-segregate into two opposing groups.

Moreover, it has been demonstrated  that the population of evolving agents never establishes a genuine stationary distribution. In fact, the probability of a particular agent to win oscillates in time. This fact has been overlooked in former studies of the EMG. The score of each agent may therefore be described by a random walk with time-dependent jumping (winning) probabilities.

Thus, the problem of random walkers whose jumping probabilities are time-dependent is of great interest for the understanding of the dynamics of complex adaptive systems. The aim of the present Letter is to analyze this problem, and to provide an analytical explanation for the phase-transition observed in such systems.

An unbiased random walk. We study a discrete-time random walk on the nonnegative integers, $`x_t=0,1,2,\mathrm{},`$ with the origin absorbing. Initially the walker is at $`x_0=1`$ (We shall later generalize our results to include situations in which $`x_0>1`$.) The probability $`p(t)`$ to step to the right is time-dependent and is given by $`p(t)=\frac{1}{2}(1)^tA`$, where $`|A|`$ is the amplitude of the temporal oscillations in the jumping probabilities ($`\frac{1}{2}<A<\frac{1}{2}`$).

We denote by $`y`$ the location of the rightmost site yet visited. The probability $`P(x,y,t)`$ for a random walker to be at a position $`x`$ at time $`t`$ follows the evolution equation

$`P(x,y,t+2)=[({\displaystyle \frac{1}{2}}+A)^2+({\displaystyle \frac{1}{2}}A)^2]P(x,y,t)`$ (1)
$`+({\displaystyle \frac{1}{2}}+A)({\displaystyle \frac{1}{2}}A)[P(x2,y,t)+P(x+2,y,t)],`$ (2)
for $`xy2`$. We also have $`P(0,y,t)=0`$, representing the absorbing boundary at the origin. Denoting $`D(y,t)P(y,y,t)`$, the additional boundary conditions are

$`D(y,t+2)`$ $`=`$ $`({\displaystyle \frac{1}{4}}A^2)[P(y2,y,t)+P(y2,y1,t)`$ (4)
$`+D(y2,t)]+[{\displaystyle \frac{1}{2}}+(1)^yA]^2D(y,t),`$
$`P(y2,y,t+2)`$ $`=`$ $`({\displaystyle \frac{1}{4}}A^2)[P(y4,y,t)+D(y,t)]`$ (6)
$`+2({\displaystyle \frac{1}{4}}+A^2)P(y2,y,t),`$
and

$`P(y2,y1,t+2)`$ $`=`$ $`({\displaystyle \frac{1}{4}}A^2)P(y4,y1,t)`$ (9)
$`+2({\displaystyle \frac{1}{4}}+A^2)P(y2,y1,t)`$
$`+[{\displaystyle \frac{1}{2}}(1)^yA]^2D(y2,t).`$
It proofs useful to define the generating function $`\widehat{P}(x,y,z)=_{t=0}^{\mathrm{}}z^tP(x,y,t)`$ (and similarly for D). Multiplying Eqs. (1)-(9) by $`z^t`$ and summing over $`t`$, one finds that $`\widehat{P}(x,y,z)`$ satisfies the recursion relation

$`z^2\widehat{P}(x,y)`$ $`=`$ $`({\displaystyle \frac{1}{4}}A^2)[\widehat{P}(x2,y)+\widehat{P}(x+2,y)]`$ (11)
$`+2({\displaystyle \frac{1}{4}}+A^2)\widehat{P}(x,y),`$
(we drop the argument $`z`$ for brevity), subject to the boundary conditions

$`z^2\widehat{D}(y)`$ $`=`$ $`({\displaystyle \frac{1}{4}}A^2)[\widehat{P}(y2,y)+\widehat{P}(y2,y1)`$ (13)
$`+\widehat{D}(y2)]+[{\displaystyle \frac{1}{2}}+(1)^yA]^2\widehat{D}(y),`$
$`z^2\widehat{P}(y2,y)`$ $`=`$ $`({\displaystyle \frac{1}{4}}A^2)[\widehat{P}(y4,y)+\widehat{D}(y)]`$ (15)
$`+2({\displaystyle \frac{1}{4}}+A^2)\widehat{P}(y2,y),`$
and

$`z^2\widehat{P}(y2,y1)`$ $`=`$ $`({\displaystyle \frac{1}{4}}A^2)\widehat{P}(y4,y1)`$ (18)
$`+2({\displaystyle \frac{1}{4}}+A^2)\widehat{P}(y2,y1)`$
$`+[{\displaystyle \frac{1}{2}}(1)^yA]^2\widehat{D}(y2).`$
The solution of Eq. (11) subject to the boundary condition at the origin, $`\widehat{P}(0,y)=0`$, is $`\widehat{P}(x,y)=(\lambda ^x\lambda ^x)\widehat{B}(y)`$, where $`\lambda `$ is a function of $`z`$ and $`A`$. To determine the survival probability as $`t\mathrm{}`$, we shall analyze the behavior of $`\widehat{P}(x,y,z)`$ as $`z1`$. In this limit

$$\widehat{C}(x)\lambda ^x\lambda ^x=2\mathrm{sinh}\left[\sqrt{\frac{ϵ}{2(\frac{1}{4}A^2)}}x\right],$$
(19)
where $`ϵ=1z`$.

Substituting Eqs. (15) and (18) in Eq. (13) one obtains the recursion relation

$`\left[(2+q){\displaystyle \frac{\widehat{C}(y2)}{\widehat{C}(y4)}}(1+q)\right]\widehat{B}(y)={\displaystyle \frac{1}{2}}q\widehat{B}(y1)`$ (20)
$`+{\displaystyle \frac{1}{2}}(1+q){\displaystyle \frac{\widehat{C}(y2)}{\widehat{C}(y4)}}\widehat{B}(y2),`$ (21)
whose asymptotic solution is

$$\widehat{B}(y)=\frac{\sqrt{sϵ}}{\mathrm{sinh}^2(\sqrt{sϵ}y)}\frac{\frac{1}{2}+A}{\frac{1}{2}+(1)^yA},$$
(22)
where $`q\frac{1}{2}+(1)^yA`$ and $`s\frac{1}{2(\frac{1}{4}A^2)}`$.

The survival probability is determined by $`S(t)=_{y=0}^{\mathrm{}}_{x=0}^yP(x,y,t)`$. Taking cognizance of Eqs. (19) and (22) one finds that the singular behavior of its generating function, $`\widehat{S}(z)`$, is dominated by

$$\widehat{S}(z)=\underset{y=0}{\overset{\mathrm{}}{}}\widehat{B}(y)\underset{x=0}{\overset{y}{}}\widehat{C}(x)=\sqrt{\frac{2(\frac{1}{2}+A)}{\frac{1}{2}A}}ϵ^{\frac{1}{2}}.$$
(23)
Nothing that for large $`t`$, the coefficient of $`z^t`$ in $`(1z)^{\frac{1}{2}}`$ is $`1/\sqrt{\pi t}`$, we have that the asymptotic behavior of the survival probability is

$$S(t;x_0=1)=\sqrt{\frac{\frac{1}{2}+A}{\frac{1}{2}A}}\sqrt{\frac{2}{\pi }}t^{\frac{1}{2}}.$$
(24)
Finally, it is straightforward to prove the recursion relations $`S(t;x_0=2n+1,A)=(1+\frac{n}{\frac{1}{2}+A})S(t;x_0=1,A)`$ and $`S(t;x_0=2n,A)=(\frac{n}{\frac{1}{2}A})S(t;x_0=1,A)`$. Thus, the survival probability for an arbitrary value of the initial position $`x_0`$ is given by

$$S(t)=\frac{x_0+[1(1)^{x_0}]A}{\sqrt{14A^2}}\sqrt{\frac{2}{\pi }}t^{\frac{1}{2}}.$$
(25)
We therefore conclude that an unbiased random walker whose jumping probabilities display large temporal oscillations (i.e., $`|A|\frac{1}{2}`$) has the largest survival probability. On the other hand, the survival probability $`S(t)`$ has a minimum at $`A=0`$ for even values of $`x_0`$ (corresponding to a fixed, time-independent jumping probability), and at $`A=\frac{1}{2x_0}`$ for odd values of $`x_0`$.

Figure 1 displays the survival probability as a function of $`A`$, the amplitude of the temporal oscillations in the jumping probabilities. We find an excellent agreement between the analytically predicted results \[see Eq. (25)\] and the numerical ones.

A biased random walk. We next consider situations in which the step length to the left is larger than the step length $`R`$ to the right (where $`R1`$). Thus, the walker is drifted towards the absorbing boundary. We shall also generalize the analysis to include situations in which the jumping probability to the left is different from the corresponding jumping probability to the right. The (time-dependent) jumping probability to the right is now given by $`p(t)=\frac{1}{2}\epsilon (1)^tA`$, where $`\frac{1}{2}+\epsilon <A<\frac{1}{2}\epsilon `$.

In order to survive under such conditions, the walker must step to the right more times than he steps to the left. More precisely, at least a fraction $`f=\frac{1}{1+R}`$ of his steps must be to the right (at any given point in the walk). The chance for the mean number of right-steps to deviate from its average is exponentially decreasing with time. Using an analysis along the same lines as before, one finds that the asymptotic large $`t`$ limit of the survival probability is now given by

$$S(t)=bt^{\frac{3}{2}}e^{Ft},$$
(26)
where the associated entropy function (or large-deviation function) reads

$`F={\displaystyle \frac{1}{2}}[f_+\mathrm{ln}\left({\displaystyle \frac{f_+}{p_+}}\right)+(1f_+)\mathrm{ln}\left({\displaystyle \frac{1f_+}{1p_+}}\right)`$ (27)
$`+f_{}\mathrm{ln}\left({\displaystyle \frac{f_{}}{p_{}}}\right)+(1f_{})\mathrm{ln}\left({\displaystyle \frac{1f_{}}{1p_{}}}\right)],`$ (28)
with $`p_\pm =\frac{1}{2}\epsilon \pm A`$, and

$`f_\pm `$ $`=`$ $`f\pm [14\epsilon ^2+4A^2`$ (30)
$`\sqrt{(14\epsilon ^2+4A^2)^264f(1f)A^2}]/8A.`$
\[The explicit expression of the prefactor $`b=b(R)`$ is not important for the analysis\].

The survival probability at late times is dominated by the exponential factor $`e^{Ft}`$. We note that $`e^F`$ \[and thus also $`S(t)`$\] is a monotonic decreasing function of $`|A|`$. One therefore concludes that a biased random walker (one who is drifted towards the absorbing boundary) with a constant jumping probability (i.e., with $`A=0`$) has the largest survival probability. On the other hand, a (biased) random walker with large temporal oscillations in his jumping probabilities has the poorest chances of survival.

Complex adaptive systems. We now apply the results derived in the present work to provide an explanation for the intriguing phase-transition observed in the EMG \[transition from self-segregation to clustering (with an intermediate M-shaped phase), as the value of the prize-to-fine ratio $`R`$ falls below some critical value\].

As mentioned, it has been demonstrated  that the population of evolving agents never establishes a true stationary distribution. In fact, the probability of a particular agent to win (to step to the right in the terminology of this Letter) oscillates in time, the amplitude being dependent on the particular gene-value of the agent . “Extreme” agents (with $`g=0,1`$) have an oscillation amplitude which is larger than the corresponding amplitude of “cautious” agents (those with $`g=\frac{1}{2}`$). In fact, the winning probability of $`g\frac{1}{2}`$ agents is practically constant in time. We therefore write $`A^2=a^2(R)(g\frac{1}{2})^2`$ .

One should also take into account the self-interaction (or so-called market impact in financial market terminology) that agents in such systems experience . An agent has a smaller probability of winning when participating in the game as compared to an outsider, someone whose action does not affect the outcome. The self-interaction term has the form $`\epsilon (g)=\frac{\epsilon _0}{\sqrt{N}}g(1g)`$ .

Substituting the expressions for $`A(g)`$ and $`\epsilon (g)`$ in Eq. (27) one finds that $`e^F`$ \[and thus also $`S(t)`$\] has three qualitatively different forms, depending on the precise value of $`R`$ (the step-lengths ratio, or equivalently the prize-to-fine ratio). Figure 2 displays the function $`e^F`$, which determines the long-time survival probability of the agents. This figure demonstrates the phase-transition from self-segregation to clustering observed in the evolutionary minority game  (compare, in particular, with the numerical results presented in Fig. 1 of ).

The phase-transitions are described by the following critical values:

$$R_c^{(1)}=1(\frac{2}{a^2}2)\frac{\epsilon _0}{\sqrt{N}};R_c^{(2)}=1(\frac{2}{a^2}1)\frac{\epsilon _0}{\sqrt{N}}.$$
(31)
For $`R>R_c^{(1)}`$ the survival probability $`S(t)`$ is peaked around $`g=0`$ and $`g=1`$, and has a minimum at $`g=\frac{1}{2}`$. To survive under such conditions, an agent (a biased random walker) should behave in an extreme way (that is, should have large temporal oscillations in his jumping probabilities). On the other hand, for $`R<R_c^{(2)}`$ \[poor conditions, in which the fine (length step to the left) is larger than the reward (length step to the right)\] one finds that $`S(t)`$ is peaked around $`g=\frac{1}{2}`$. This corresponds to cautious agents with constant (time-independent) jumping probabilities. Thus, cautious agents out-perform the extreme ones under harsh conditions. \[It should be emphasized that this occurs despite the fact that the average winning probability of extreme agents ($`\frac{1}{2}`$) is actually larger than the corresponding probability of cautious agents ($`\frac{1}{2}\epsilon `$)\].

There is also an intermediate phase \[for $`R_c^{(2)}<R<R_c^{(1)}`$\], in which the survival probability has an M-shaped distribution. This behavior is a direct consequence of two opposing factors: (a) the fact that a biased random walker with a constant jumping probability ($`A=0`$, or equivalently $`g=\frac{1}{2}`$) has the largest survival probability, and (b) the fact that the market impact (which decreases the winning probability) is the largest for $`g=\frac{1}{2}`$ agents. Note that the phase-transition from self-segregation to clustering becomes sharp as the number of agents $`N`$ increases. In fact, the intermediate (M-shaped) phase disappears in the $`N\mathrm{}`$ limit, in which case the transition occurs at $`R_c^{(1)}=R_c^{(2)}=1`$ \[see Eq. (31)\].

In summary, in this Letter we have analyzed the dynamics of random walks with time-dependent jumping probabilities. In particular, we have calculated the survival probability of such walkers in the presence of an absorbing boundary. It was shown that the best strategy to be adopted by the walkers depends on the precise value of the step-lengths ratio $`R`$. In the unbiased case ($`R=1`$) the survival probability is maximized by a walker who has large temporal oscillations in his jumping probabilities. On the other hand, a random walker who is drifted towards the absorbing boundary is better off keeping his jumping probabilities constant (i.e., time-independent).

Furthermore, we have shown that the results, when applied to the theory of complex adaptive systems, provide a direct analytical explanation for the phase-transition (from self-segregation to clustering) observed in the evolutionary minority game.

ACKNOWLEDGMENTS

I thank Mordehai Milgrom for his kind assistance, and a support by the Dr. Robert G. Picard fund in physics. I would also like to thank Ehud Nakar, Oded Hod, Assaf Pe‘er and Clovis Hopman for helpful discussions. This research was supported by grant 159/99-3 from the Israel Science Foundation.