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# On drift and entropy growth for random walks on groups

## 1 Introduction

We consider symmetric random walks on groups induced by the measure $`\mu `$. In this paper we assume that the support of $`\mu `$ is finite and generates the group. We consider two functions

$$H(n)=\underset{gG}{}(\mu ^n)\mathrm{ln}(\mu ^n(g))$$

and

$$L(n)=\underset{\mu ^n}{E}l(g).$$

Here $`l`$ denotes the word metric, corresponding to the fixed set of generators and $`\mu ^n`$ is the $`n`$-th convolution of $`\mu `$. The function $`H(n)`$ is called the entropy and $`L(n)`$ is called the drift of the random walk. $`H(n)`$ measures how far the measure $`\mu ^n`$ removed from being uniformely distributed. $`L(n)`$ shows how fast (in average) the random walk is moving away from the origin.

It is known that $`H(n)`$ is asymptotically linear iff $`L(n)`$ is asymptotically linear () and iff the Poisson boundary of the random walk is nontrivial (). In particular, it is so for any non-amenable group. On the other hand, for many examples (e.g. for any Abelian group) $`L(n)`$ is asymptotically $`\sqrt{n}`$.

Until recently the existence problem for groups with intermediate growth rate of $`L(n)`$ was open. First examples were found by the author in $`\text{[3]},\text{[5]}`$. In these examples $`L(n)n^{1\frac{1}{2^k}}`$ (for any positive integer $`k`$) and $`L(n)n/\mathrm{ln}(n)`$.

In this paper we find new possibilities for the rate of $`L(n)`$. In particular, we show that $`L(n)`$ can be asymptotically equal to

$$\frac{n}{\mathrm{ln}(\mathrm{ln}(\mathrm{}\mathrm{ln}(n)\mathrm{}))}.$$

We also estimate the growth of the entropy for random walks on these groups.

The structure of the paper is the following. In section 2 we state that certain functions are concave. We use this auxiliary lemma in the next section.

In section 3 we consider a two-dimensional simple random walk. We find asymptotics of some class of functionals depending on local times of this two-dimensional random walk.

In section 4 we construct examples of groups and we apply results of the previous section to find asymptotics of the drift in these groups.

In section 5 we give some general estimates for the entropy $`H(n)`$. We apply these estimates to the examples considered in section 4. These examples shows that there are infinitely many possibilities for asymptotics of the entropy. They also show that the growth of the entropy (as well as of the drift) can be very close to linear and yet sublinear.

## 2 An auxiliary lemma

###### Lemma 1

For $`0<\alpha <1`$ let

$$T_{k,\alpha }=\underset{k}{\underset{}{\mathrm{exp}(\mathrm{exp}\mathrm{}\mathrm{exp}((4k)^{1/\alpha })..).}}$$

1. Let

$$\stackrel{~}{L}_{k,\alpha }(x)=\frac{x}{\underset{k}{\underset{}{(\mathrm{ln}(\mathrm{ln}(\mathrm{}\mathrm{ln}(x))\mathrm{})}})^\alpha }.$$

Then $`\stackrel{~}{L}_{k,\alpha }(x)`$ is concave on the segment $`[T_{k,\alpha },\mathrm{})`$.
2. There exists a continuous increasing function $`L_{k,\alpha }:[0,\mathrm{})[0,\mathrm{})`$ and $`X>0`$ such that $`L_{k,\alpha }(x)`$ is concave, $`L_{k,\alpha }(0)=0`$ and for $`x>X`$ $`L_{k,\alpha }(x)=\stackrel{~}{L}_{k,\alpha }(x)`$
3. For any $`n1`$ the function

$$\frac{1}{\underset{k}{\underset{}{\mathrm{ln}(\mathrm{ln}(\mathrm{}\mathrm{ln}(n/x))\mathrm{})^\alpha }}}.$$

is concave on the segment $`(0,\frac{n}{T_{k,\alpha }}]`$.

Proof. We prove this lemma in the Appendix.

## 3  Some functionals of two-dimensional random walk

We say that the random walk is simple if $`\mu `$ is equidistributed. In this section we consider a simple random walk on $`Z^2`$. Let $`b_z^{(n)}`$ be the number of times the random walk has visited the element $`z`$ ($`zZ^2`$) up to the moment $`n`$. Let $`R^{(n)}`$ be the number of different elements visited until the moment $`n`$. ($`R^{(n)}`$ is called range of the random walk). First we formulate a simple property of the range.

###### Lemma 2

There exist $`q_1,q_2>0`$ such that for any $`n>1`$

$$\mathrm{Pr}[R^{(n)}q_1\frac{n}{\mathrm{ln}(n)}]q_2.$$

Proof. Let $`\stackrel{~}{R}^{(n)}=R^{(n)}\frac{\mathrm{ln}(n)}{n}`$. Note that

$$E[\stackrel{~}{R}^{(n)}]1,$$

since (see for example )

$$E[R^{(n)}]\frac{n}{\mathrm{ln}(n)}.$$

Hence it suffices to show that there exists $`C`$ such that

$$\sigma ^2[\stackrel{~}{R}^{(n)}]C.$$

In the proof of the theorem 1 §4  it is shown that for any random walk on a lattice

$$\sigma ^2[R^{(n})]2E[R^{(n)}]E[R^{(n[n/2])}+R^{(n/2)}R^{(n)}]+E[R^{(n)}]6(E[R^{(n)}])^2+E[R^{(n)}].$$

Hence

$$\sigma ^2[\stackrel{~}{R}^{(n)}]6+\frac{1}{E[R^{(n)}]}.$$

This completes the proof of the lemma.

###### Lemma 3

Let $`T>0`$ and $`f`$ be a concave strictly increasing function such that

1. For any $`C>1`$ $`Cf(x)f(Cx)`$,
2. $`f(0)=0`$ and there exists $`x`$ such that $`f(x)>1`$,
3. For any $`n1`$ $`xf(n/x)`$ is concave on the segment $`(0,n/T]`$.

Consider a simple random walk on $`\text{ZZ}^2`$. Then there exists $`K>0`$ such that

$$E\left(\underset{z\text{ZZ}^2}{}f(b_z^{(n)})\right)Kf(\mathrm{ln}(n))\frac{n}{\mathrm{ln}(n)}.$$

Proof. Note that

$$f\left(b_z^{(n)}\right)f(n/R^{(n)})R^{(n)},$$

since f is concave. Hence

$$E\left[f\left(b_z^{(n)}\right)\right]E[f(n/R^{(n)})R^{(n)}]=$$

$$E[f(n/R^{(n)})R^{(n)}|0,R^{(n)}<n/T]+E[f(n/R^{(n)})R^{(n)}|R^{(n)}n/T].$$

Let $`M`$ be the maximum of $`f`$ on the segment $`[0,T]`$, that is $`M=f(T)`$, since $`f`$ is an increasing function. Then the second term is not greater than

$$E[MR^{(n)}|R^{(n)}n/T]ME[R^{(n)}]\frac{n}{\mathrm{ln}(n)}.$$

But for $`n`$ large enough we have $`f(\mathrm{ln}(n))>1`$ and hence

$$\frac{n}{\mathrm{ln}(n)}f(\mathrm{ln}(n))\frac{n}{\mathrm{ln}(n)}.$$

Now we want to estimate the first term. Since $`xf(n/x)`$ is concave on $`(0,n/T]`$ we have

$$E[f(n/R^{(n)})R^{(n)}|0,R^{(n)}<n/T]$$

$$E[R^{(n)}|0<R^{(n)}<n/T]f\left(\frac{n}{E[R^{(n)}|0,R^{(n)}<n/T]}\right)$$

$$E[R^{(n)}]f(\frac{n}{E[R^{(n)}]})f(\mathrm{ln}(n))\frac{n}{\mathrm{ln}(n)}.$$

Then there exists $`K>0`$ such that

$$E\left(\underset{z\text{ZZ}^2}{}f(b_z^{(n)})\right)Kf(\mathrm{ln}(n))\frac{n}{\mathrm{ln}(n)}.$$

This completes the proof of the lemma.

The following lemma gives an estimate from the other side.

###### Lemma 4

Let $`f`$ be a strictly increasing function on $`[0,\mathrm{})`$ such that $`f(0)=0`$ and for any $`C>1`$ $`f(Cx)Cf(x)`$. Then for $`n`$ large enough and for some positive $`ϵ`$ we have

$$E\left[\underset{z\text{ZZ}^2}{}f(b_z^{(n)})\right]ϵf(\mathrm{ln}(n))\frac{n}{\mathrm{ln}(n)}.$$

Proof. Note that for any $`\epsilon _1>0`$ there exists $`K>0`$ such that for $`n`$ large enough

$$\mathrm{Pr}\left[b_0^{(n)}K\mathrm{ln}(n)\right]1\epsilon _1$$

(This follows from theorem 1 ). Let $`n4`$ and let $`m=\left[n/2\right]`$. Since $`m>1`$ lemma 2 implies that

$$\mathrm{Pr}[R^{(m)}q_1\frac{m}{\mathrm{ln}(m)}]q_2.$$

Let $`x_1^{(n)},\mathrm{},x_s^{(n)}`$ be different points visited by the random walk up to the moment $`n`$, enumerated in the order of visiting.

Let $`\beta _i^n=b_{x_i^{(n)}}^{(n)}`$.

Take $`\epsilon _1`$ such that $`\epsilon _11/2q_2`$

Note that for any $`0iq_1\frac{m}{\mathrm{ln}(m)}`$

$$\mathrm{Pr}\left[\beta _i^{(n)}K\mathrm{ln}(m)\right]\mathrm{Pr}[R^{(m)}i]\mathrm{Pr}\left[\beta _i^{(n)}K\mathrm{ln}(m)\right]$$

$$q_2\mathrm{Pr}\left[\beta _i^{(n)}K\mathrm{ln}(m)|R^{(m)}i\right]$$

$$q_2\mathrm{Pr}\left[\beta _0^{(m)}K\mathrm{ln}(m)\right]\mathrm{Pr}\left[R^{(m)}i\right]$$

$$q_2^2(1\epsilon _1)q_2^2/2$$

Hence for any $`n`$ large enough

$$E\left[\underset{z\text{ZZ}^2}{}f(b_z^{(n)})\right]\frac{q_2^2}{2}f(K\mathrm{ln}(\left[n/2\right]))q_1\frac{n/2}{\mathrm{ln}(n/2)}f(\mathrm{ln}(n))\frac{n}{\mathrm{ln}(n)}.$$

###### Corollary 1

1. Let $`L_{k,\alpha }(x)`$ be the function defined in Lemma 1 ($`0<\alpha <1`$). Then

$$E\left[\underset{z\text{ZZ}^2}{}L_{k,\alpha }(b_z^{(n)})\right]L_{k+1,\alpha }(n).$$
2. Let $`f(x)=x^\alpha (0<1<\alpha )`$ then

$$E\left[\underset{z\text{ZZ}^2}{}f(b_z^{(n)})\right]n/\mathrm{ln}(n)^{(1\alpha )}$$

Proof. This corollary follows from lemma 2 and lemma 3 since for $`n>N`$

$$\frac{n}{\mathrm{ln}(n)}L_{k,\alpha }(\mathrm{ln}(n))\frac{n}{\mathrm{ln}(n)}\frac{\mathrm{ln}(n)}{(\mathrm{ln}(\mathrm{ln}\mathrm{}\mathrm{ln}(n)\mathrm{}))^\alpha }L_{k+1,\alpha }(n)$$

and

$$\frac{n}{\mathrm{ln}(n)}\mathrm{ln}(n)^{1\alpha }=n/\mathrm{ln}(n)^\alpha .$$

## 4 Main result

First we recall the definition of the wreath product.

###### Defintion 1

The wreath product of $`C`$ and $`D`$ is a semidirect product $`C`$ and $`_CD`$, where $`C`$ acts on $`_CD`$ by shifts: if $`cC`$, $`f:CD,f_CD`$, then $`f^c(x)=f(xc^1),xC`$. Let $`CD`$ denote the wreath product.

###### Lemma 5

Let $`a_1,a_2,\mathrm{},a_k`$ generate A. Consider the symmetric simple random walk on $`A`$ corresponding to this set of generators. Let

$$L(n)=L_n^A.$$

Then for some simple random walk on $`B=\text{ZZ}^2\mathrm{A}`$

$$L_n^BE\underset{z\text{ZZ}^2}{}L(b_z^{(n)})$$

Proof. The proof of this lemma is similar to that of lemma 3 in . For any $`aA`$ $`\stackrel{~}{a}^e`$ denotes the function from $`\text{ZZ}^2`$ to $`A`$ such that $`\stackrel{~}{a}^e(0)=a`$ and $`\stackrel{~}{a}^e(x)=e`$ for any $`x0`$. Let $`a^e=(e,\stackrel{~}{a}^e)`$. Let $`e_1^{},e_2^{}`$ be the standard generators of $`\text{ZZ}^2`$ and $`e_1=(e_1^{},e)`$, $`e_2=(e_2^{},e)`$.

Consider the following set of generators of $`B`$:

$$(a_j^e)^pe_s(a_n^e)^q,$$

$`p,q=0,1`$ or $`1`$, $`s=1`$ or $`2`$ and $`1j,nk`$.

Consider the simple random walk on $`B`$, corresponding to this set of generators.

Suppose that this random walk hits $`(a,f)`$ at the moment $`n`$. Let $`l_A(f(z))=c_z`$. Then

$$\frac{1}{2}c_zl(a,f)2(c_z+R)$$

To see this note that multiplying by one of the generators changes the value of $`f`$ in at most 2 points and that two multiplyings suffice if we want to change the value of $`f`$ in $`a`$ standing at the point $`a`$.

Hence

$$\frac{1}{2}E\left[c_z\right]=\frac{1}{2}E[c_z]E[l(a,f)]2(E[c_z]+E[R])$$

The projection of this random walk on ZZ is simple and symmetric. Note that in any $`i\text{ZZ}^2`$ there is a simple random walk on $`A`$. The measure that defines this random walk is supported on $`a_i`$($`1in`$), $`e`$, and inverses of these elements. It is uniformely distributed on $`a_i`$ and their inverses. Let $`\widehat{L}_n^A`$ be the drift that corresponds to this new measure. It is clear that

$$\widehat{L}_n^AL_n^A.$$

Note that

$$E[c_z|b_z=b,z0,az]=\widehat{L}_{2b}^A$$

$$E[c_z|b_z=b,z=0,az]=\widehat{L}_{2b1}^A$$

$$E[c_z|b_z=b,z0,a=z]=\widehat{L}_{2b1}^A$$

$$E[c_z|b_z=b,z=0,a=z]=\widehat{L}_{2b2}^A$$

Hence

$$E\left[\mathrm{min}(\widehat{L}_{2b}^A,\widehat{L}_{2b1}^A,\widehat{L}_{2b2})\right]E[c_z|b_z=b]E\left[\mathrm{max}(\widehat{L}_{2b}^A,\widehat{L}_{2b1}^A,\widehat{L}_{2b2})\right]$$

There exist $`C_2,C_3>0`$ such that

$$C_2L(n)\widehat{L}_{2n2}^A,\widehat{L}_{2n1}^A,\widehat{L}_{2n}^AC_3L(n)$$

Hence

$$C_2E[\underset{iZ^2}{}L(b_z)]E[c_z]C_3E[\underset{iZ^2}{}L(b_z)]$$

This completes the proof of the lemma.

###### Theorem 1

1. Let $`F`$ be a finite group. Consider the following groups that are defined recurrently

$$G_1=\text{ZZ}^2\mathrm{F};\mathrm{G}_{\mathrm{i}+1}=\text{ZZ}^2\mathrm{G}_\mathrm{i}.$$

Then for some simple random walk on $`G_i`$ and for any $`n`$ large enough we have

$$L_n^{G_i}\frac{n}{\underset{k}{\underset{}{\mathrm{ln}(\mathrm{ln}\mathrm{}\mathrm{ln}n)\mathrm{})}}}$$
2. Consider the following groups that are defined recurrently

$$F_1=\text{ZZ};\mathrm{F}_{\mathrm{i}+1}=\text{ZZ}\mathrm{F}_\mathrm{i}$$

and let

$$H_{1,i}=\text{ZZ}^2\mathrm{F}_\mathrm{i};\mathrm{H}_{\mathrm{j}+1,\mathrm{i}}=\text{ZZ}^2\mathrm{H}_{\mathrm{j},\mathrm{i}}$$

Then for some simple random walk on $`H_{j,i}`$ and for any $`n`$ large enough we have

$$L_{H_{j,i}}(n)\frac{n}{\underset{j}{\underset{}{\sqrt[2^i]{\mathrm{ln}(\mathrm{ln}(\mathrm{}\mathrm{ln}}}}(n)\mathrm{}))}.$$

Proof.

1. We prove the theorem by induction on $`i`$. Base $`i=1`$. In this case $`G_i=\text{ZZ}^2\mathrm{F}`$ and $`L(n)`$ is asymptorically equal to $`\frac{n}{\mathrm{ln}(n)}`$ () Induction step follows from the previous lemma and corollary 1.
2. We prove the statement by induction on $`j`$. For $`H_{1,i}=F_i`$ the asymptotics of the drift is found in . Is is proven there that for some random walk on $`F_i`$

$$L_{F_i}(n)n^{1\frac{1}{2^k}}.$$

The induction step follows from the previous lemma and colollary 1.

## 5 Estimates of the entropy

In this section we give estimates for the entropy of a random walk. It is known (see ) that for a wide class of measures on nilpotent groups $`H(n)\mathrm{ln}(n)`$. As it was mentioned before $`H(n)`$ is asymptotically linear for any nonamenable group. In this section we study intermediate examples.

Let $`v(n)`$ be the growth function of the group (that is $`v(n)=\mathrm{\#}\{gG:l(g)n\}`$). Let

$$l=\underset{n\mathrm{}}{lim}L(n)/n,$$

$$h=\underset{n\mathrm{}}{lim}H(n)/n,$$

$$v=\underset{n\mathrm{}}{lim}\mathrm{ln}(v(n))/n.$$

(See for example  for the proof that these limits exist.) It is known (see ) that

$$hvl.$$

The following lemma generalizes this fact.

###### Lemma 6

For any $`\epsilon >0`$ there exists $`C>0`$ such that

$$H(n)(v+\epsilon )L(n)+\mathrm{ln}(n)+C.$$

Proof. Let $`a_i^{(n)}=\mathrm{Pr}_{\mu ^n}l(g)`$. Then by definition

$$L(n)=\underset{i=0}{\overset{n}{}}ia_i^{(n)}.$$

Note that

$$H(n)\underset{i=1}{\overset{n}{}}a_i^{(n)}\mathrm{ln}(v(i)/a_i^{(n)})=$$

$$\underset{i=1}{\overset{n}{}}a_i^{(n)}\mathrm{ln}(v(i))+\underset{i=1}{\overset{n}{}}a_i^{(n)}(ln(a_i^{(n)}))\underset{i=1}{\overset{n}{}}a_i^{(n)}\mathrm{ln}(v(i))+\mathrm{ln}(n).$$

For any $`\epsilon >0`$ there exists $`K>0`$ such that $`v(i)K(v+\epsilon )^i`$. Hence

$$H(n)\underset{i=1}{\overset{n}{}}a_i^{(n)}(i(v+\epsilon )+\mathrm{ln}(K))+\mathrm{ln}(n)=$$

$$(v+\epsilon )\underset{i=1}{\overset{n}{}}a_i^{(n)}i+\mathrm{ln}(K))+\mathrm{ln}(n)=(v+\epsilon )L(n)+\mathrm{ln}(K))+\mathrm{ln}(n).$$

Another lemma estimates the entropy from the other side:

###### Lemma 7

1. There exists $`C>0`$ such that

$$H(n)C\underset{\mu ^n}{E}l^2(g)/n\mathrm{ln}(n)CL^2(n)/n\mathrm{ln}(n)$$
2. There exists $`K>0`$ such that

$$L(n)K\sqrt{n(\mathrm{ln}(v(n))+\mathrm{ln}(n))}.$$

Proof.

1. Let $`p_n(x)`$ be the probability to hit $`x`$ after $`n`$ steps. In  it is shown that there exist $`K_1,K_2>0`$ such that for any $`x`$ and $`n`$

$$p_n(x)K_1n^{3/4}\mathrm{exp}(K_2l(x)^2/n)K_1n\mathrm{exp}(K_2l(x)^2/n).$$

Note that then

$$\underset{gG:l(g)=i}{}\mu ^n(g)\mathrm{ln}(\mu ^n(g))(\mathrm{ln}(K_1)\mathrm{ln}(n)+K_2i^2/n)a_i^{(n)}$$

Hence

$$H(n)\mathrm{ln}(K_1)\mathrm{ln}(n)+K_2\underset{i=0}{\overset{n}{}}i^2/na_i^{(n)}=$$

$$\mathrm{ln}(K_1)\mathrm{ln}(n)+K_2/n\underset{\mu ^n}{E}l^2(g)C/n\underset{\mu ^n}{E}l^2(g)\mathrm{ln}(n).$$

The last inequality follow from the fact that for some $`C_2>0`$ $`H(n)C_2`$.
2. This follows from the first part of the lemma, since $`H(n)\mathrm{ln}(v(n))`$.

As a corollary from the two previous lemmas we get the following theorem.

###### Theorem 2

Let $`G_i`$ be the groups defined in theorem 1. Then for some random walk on $`G_i`$ we have

$$K_1n/\underset{i}{\underset{}{\mathrm{ln}(\mathrm{ln}\mathrm{}\mathrm{ln}}}(n)\mathrm{})^2H_{G_i}(n)K_2n/\underset{i}{\underset{}{\mathrm{ln}(\mathrm{ln}\mathrm{}\mathrm{ln}}}(n)\mathrm{})$$

for some positive constansts $`K_1`$ and $`K_2`$. In particular, all $`G_i`$ have different asymptotics of the entropy.

## Appendix A Proof of the auxiliary lemma

In the appendix we give the proof of lemma 1.

1. Let $`m_{k,\alpha }(x)=(\underset{k}{\underset{}{\mathrm{ln}(\mathrm{ln}\mathrm{}\mathrm{ln}(x)\mathrm{})}})^\alpha `$. We want to prove that $`x/m_{k,\alpha }(x)`$ is concave on $`[T_{k,\alpha },\mathrm{})`$. Note that

$$(x/m_{k,\alpha })^{\prime \prime }=\frac{xm_{k,\alpha }^{\prime \prime }m_{k,\alpha }^22m_{k,\alpha }^{}m_{k,\alpha }^2+2xm_{k,\alpha }(m_{k,\alpha }^{})^2}{m_{k,\alpha }^4}.$$

Since $`m_{k,\alpha }(x)>0`$ on $`(0,n/T_{k,\alpha }]`$ it suffices to prove that

$$2x(m_{k,\alpha }^{})^2xm_{k,\alpha }m_{k,\alpha }^{\prime \prime }2m_{k,\alpha }^{}m_{k,\alpha }.$$

To prove this we will show that

$$2x(m_{k,\alpha }^{})^2<1/2m_{k,\alpha }m_{k,\alpha }^{}$$

and that

$$m_{k,\alpha }(m_{k,\alpha }^{\prime \prime })x1.5m_{k,\alpha }^{}m_{k,\alpha }.$$

Note that

$$m_k^{}(x)=\frac{\alpha }{x\underset{k1}{\underset{}{\mathrm{ln}(x)\mathrm{ln}(\mathrm{ln}(x))\mathrm{}\mathrm{ln}(\mathrm{ln}(\mathrm{}\mathrm{ln}(x)\mathrm{}))}}m_{k,\alpha }^{1\alpha }}.$$

We see that $`0<m_{k,\alpha }^{}(x)<1/x`$ and we know that $`m_{k,\alpha }(x)>4`$ ($`x[T_{k,\alpha },\mathrm{})`$). This proves the first inequality.

Now let

$$r_{k,\alpha }(x)=\alpha /m_k^{}=x\underset{k1}{\underset{}{\mathrm{ln}(x)\mathrm{ln}(\mathrm{ln}(x))\mathrm{}\mathrm{ln}(\mathrm{ln}(\mathrm{}\mathrm{ln}(x)\mathrm{}))}}m_{k,\alpha }^{1\alpha }.$$

Note that

$$r_{k,\alpha }^{}(x)=m_{k,\alpha }^{1\alpha }m_{1,1}(x)m_{2,1}(x)\mathrm{}m_{k1,1}(x)+$$

$$\underset{i=1}{\overset{k1}{}}r_{k,\alpha }(x)\frac{m_{i,1}^{}(x)}{m_{i,1}(x)}+r_{k,\alpha }\frac{(1\alpha )m_{k,\alpha }^{}}{m_{k,\alpha }}.$$

Note that for $`1ik1`$ $`m_{i,1}^{}(x)1/x`$ and that $`m_{k,alpha}^{}(x)1/x`$. Since $`m_{k,\alpha }(x)2k`$ and for $`1ik1`$ $`m_i(x)2k`$ we get

$$r_{k,\alpha }^{}x1.5r_{k,\alpha }.$$

This implies that

$$(m_{k,\alpha }^{\prime \prime })x=\alpha xr_{k,\alpha }^{}/r_{k,\alpha }^2\alpha 1.5/r_{k,\alpha }=1.5m_{k,\alpha }^{}.$$

So we have proven also the second inequality.
2. Let $`\beta _k=\stackrel{~}{L}_{k,\alpha }(T_{k,\alpha })/(2T_{k,\alpha })`$. Consider the function $`y_k(x)=\beta _kx`$. Note that $`y_(T_{k,\alpha })<\stackrel{~}{L}(T_{k,\alpha })`$ and that for $`x>X`$ $`y_(x)>\stackrel{~}{L}(x)`$. Take maximal $`z`$ such that $`y_(z)=\stackrel{~}{L}(z)`$. Let $`L_{k,\alpha }(x)=y(x)`$ if $`0xz`$ and $`L_{k,\alpha }(x)=\stackrel{~}{L}_{k,\alpha }(x)`$ if $`xz`$. Note that $`y(x)`$ is concave ($`x[0,x]`$), $`\stackrel{~}{L}_k(x)`$ is concave if $`x>z`$ and that $`\stackrel{~}{L}_{k,\alpha }^{}(z)y^{}(z)`$. This implies that $`L_{k,\alpha }`$ is concave.
3. We can assume without loss of generality that $`\alpha =1`$ since $`x^\alpha `$ is a concave function. Let $`g(x)=\underset{k}{\underset{}{ln(ln\mathrm{}(ln(n/x)))}}`$. We want to proof that $`1/g`$ is concave on the given segment. Note that

$$(1/g)^{\prime \prime }=\frac{g^{\prime \prime }g^2+2g(g^{})^2}{g^4}.$$

Since $`g`$ is positive on the given segment, we need to prove that

$$2(g^{})^2vg^{\prime \prime }g.$$

Let

$$h(x)=x\underset{k1}{\underset{}{\mathrm{ln}(n/x)\mathrm{ln}(\mathrm{ln}(n/x))\mathrm{}\mathrm{ln}(\mathrm{ln}\mathrm{}\mathrm{ln}(n/x)\mathrm{}))}}.$$

Note that $`g^{}(x)=1/h`$ and $`g^{\prime \prime }(x)=h^{}/(h^2)`$. We want to prove that $`2<gh^{}`$. Since $`g(x)>2`$ on the given segment, it suffices to note, that $`h^{}(x)>1`$. This follows from the fact that $`h(x)/x`$ increases and greater than $`1`$.

The author expresses her gratitude to A.M.Vershik for stating the problem and many useful discussions.


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# Quantum Complex Hénon-Heiles Potentials

## ACKNOWLEDGMENTS

MṢ is grateful to the Physics Department at Washington University for their hospitality during his sabbatical. This work was supported by the U.S. Department of Energy.

FIGURE 2

FIGURE 3

FIGURE 4


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# Strange quark stars within the Nambu–Jona-Lasinio model

## I Introduction

The direct application of QCD at moderate temperatures and nonzero baryon densities is not possible at present. Therefore, more simple effective models respecting some basic symmetry properties of QCD are commonly used. The Nambu–Jona-Lasinio (NJL) model  which is dealing with constituent quarks and respects chiral symmetry is one of the most popular model of this kind. In recent years this model has been widely used for describing hadron properties (see reviews ), phase transitions in dense matter  and multiparticle bound states . This model has been also applied for studying the Equation of State (EoS) of $`\beta `$–equilibrated matter appropriate for stars . Unfortunately, the repulsive vector interaction, which is very important in dense baryon–rich environment , was not taken into account there. The main goal of our paper is to study the influence of this interaction on the EoS and the structure of quark stars. We assume that these stars are composed of pure quark matter, similar to previous studies using a simplified EoS of the MIT bag model . We do not consider hybrid stars where the quark matter is matched to the hadron matter at low densities. The reason of this is two–fold. First, all matching procedures are quite ambiguous and model dependent. Second, our calculations show that the interiors of such stars have so high densities that the quark degrees of freedom seem to be more appropriate. At least this should be a reasonable first approximation to hybrid stars. One more advantage of using quark degrees of freedom is related to the problem of strangeness content of the star matter. In recent years many calculations have been done in hadronic models where strangeness appears through either hyperon formation  or kaon condensation . Within the NJL model the strangeness degree of freedom is handled in a very simple way through the population of matter by strange quarks at sufficiently high baryon densities.

## II $`\beta `$–equilibrium quark matter

### A Description of the model

Below we use the SU(3)–flavour version of the NJL model proposed in Ref. , but including not only the scalar but also the vector 4–fermion interaction. The color singlet part of the Lagrangian in the mean field approximation can be written as  ($`\mathrm{}=c=1`$)

$``$ $`=`$ $`{\displaystyle \underset{f}{}}\overline{\psi }_f(i/m_f\gamma _0G_V\rho _f)\psi _f{\displaystyle \frac{G_S}{2}}{\displaystyle \underset{f}{}}\rho _{Sf}^{\mathrm{\hspace{0.17em}2}}`$ (1)
$`+`$ $`{\displaystyle \frac{G_V}{2}}{\displaystyle \underset{f}{}}\rho _f^{\mathrm{\hspace{0.17em}2}}+4K{\displaystyle \underset{f}{}}\rho _{Sf}+_e.`$ (2)
Here $`\psi _f`$ is the field operator of quarks with flavour $`f=u,d,s`$ and

$`\rho _{Sf}`$ $`=`$ $`<\overline{\psi }_f\psi _f>,`$ (3)
$`\rho _f`$ $`=`$ $`<\overline{\psi }_f\gamma _0\psi _f>`$ (4)
are their scalar and vector densities. Angular brackets in Eqs. (3)–(4) denote quantum–statistical averaging. $`G_S`$, $`G_V`$ and $`K`$ in Eq. (2) are respectively the coupling constants of scalar, vector and flavour–mixing interactions.

The last term in Eq. (2) is the leptonic part of the Lagrangian. Below we take into account only electrons and treat them as ideal gas of massless particles. As calculation show, the maximum value of the electron chemical potential $`\mu _e`$ does not exceed significantly the muon mass so that the muon admixture should be small. In this approximation

$$_e=\overline{\psi }_ei/\psi _e,$$
(5)
where $`\psi _e`$ is the electron field.

The constituent quark masses, $`m_f`$, are determined from the coupled set of gap equations

$$m_f=m_{0f}G_S\rho _{Sf}+2K\underset{f^{}f}{}\rho _{Sf^{}},$$
(6)
where $`m_{0f}`$ is the bare (current) mass of quarks with flavour $`f`$ . The single–particle energies of quarks are equal to $`E_f(p)=\sqrt{m_f^{\mathrm{\hspace{0.17em}2}}+p^2}`$ .

Within this model chiral condensates $`<\overline{\psi }_f\psi _f>`$ are given by the scalar densities of quarks occupying both the negative and positive energy states. The divergent contributions of negative energy states of the Dirac sea are regularized by introducing a 3–momentum cut–off $`\mathrm{\Theta }(\mathrm{\Lambda }p)`$ in momentum space integrals. In the case of spatially homogeneous matter at zero temperature one arrives at the following expression

$$\rho _{Sf}=\frac{\nu m_f}{2\pi ^2}\underset{p_{Ff}}{\overset{\mathrm{\Lambda }}{}}\frac{\mathrm{d}pp^2}{E_f(p)}=\frac{\nu m_f}{4\pi ^2}\left[p_{Ff}^{\mathrm{\hspace{0.17em}2}}\mathrm{\Phi }\left(\frac{m_f}{p_{Ff}}\right)\mathrm{\Lambda }^2\mathrm{\Phi }\left(\frac{m_f}{\mathrm{\Lambda }}\right)\right].$$
(7)
Here $`\nu =6`$ is the spin–color degeneracy factor, $`p_{Ff}=(\frac{6\pi ^2}{\nu }\rho _f)^{1/3}`$ is the Fermi momentum of quarks with flavour $`f`$ and

$$\mathrm{\Phi }(x)=\sqrt{1+x^2}\frac{x^2}{2}\mathrm{ln}\frac{\sqrt{1+x^2}+1}{\sqrt{1+x^2}1}.$$
(8)
The model parameters $`m_{0f},G_S,K,\mathrm{\Lambda }`$ can be fixed by reproducing the observed masses of $`\pi ,K`$ , and $`\eta ^{}`$ mesons as well as the pion decay constant $`f_\pi `$. As shown in Ref. , a reasonable fit is achieved with the following values:

$`m_{0u}=m_{0d}`$ $`=`$ $`5.5\mathrm{MeV},m_{0s}=140.7\mathrm{MeV},`$ (9)
$`G_S=20.23\mathrm{GeV}^2,`$ $`K=155.9\mathrm{GeV}^5,\mathrm{\Lambda }=0.6023\mathrm{GeV}.`$ (10)
Several attempts have been made to extract the vector coupling constant by fitting the nucleon axial charge $`g_A`$  and masses of vector mesons . It was established that the ratio of the vector and scalar coupling constants $`\xi G_V/G_S`$ should be of the order of unity. But still there is no agreement between the values used by different authors. As demonstrated in Refs. , the EoS of baryon–rich matter, in particular, the existence of bound states and phase transitions is highly sensitive to $`\xi `$ . Due to uncertainty in the parameter $`G_V`$ , below we present the results for various values of $`\xi `$ within the interval $`0\xi 1`$ .

### B Equation of state

We assume that the quark matter is in chemical equilibrium with respect to the strong and weak interactions. If neutrinos accompanying weak processes escape freely ($`\mu _\nu =0`$), one obtains the following conditions

$$\mu _d=\mu _s=\mu _u+\mu _e,$$
(11)
relating the chemical potentials $`\mu _i`$ of various particle species $`i=u,d,s,e`$ . These equations are automatically satisfied if $`\mu _i`$ are represented as linear combinations of the baryon ($`\mu _B`$), strange ($`\mu _S`$) and charge ($`\mu _Q`$) chemical potentials:

$$\mu _i=B_i\mu _B+S_i\mu _S+Q_i\mu _Q,$$
(12)
where $`B_i`$, $`S_i`$ and $`Q_i`$ are the baryon, strangeness and charge quantum numbers of the particle species $`i`$ . From Eqs. (11) it is evident that $`\mu _S=0`$ and $`\mu _Q=\mu _e`$. In the considered case of zero temperature the chemical potentials can be written in the explicit form:

$`\mu _f`$ $`=`$ $`\sqrt{m_f^{\mathrm{\hspace{0.17em}2}}+p_{Ff}^2}+G_V\rho _f,`$ (13)
$`\mu _e`$ $``$ $`p_{Fe}=(3\pi ^2\rho _e)^{1/3},`$ (14)
where $`\rho _e`$ is the number density of electrons.

The chemical potentials, constituent quark masses and particle densities $`\rho _i`$ are found by simultaneously solving Eqs. (6)–(7), (11)–(14) under conditions of fixed baryon and charge densities,

$`\rho _B`$ $`=`$ $`{\displaystyle \underset{i}{}}B_i\rho _i={\displaystyle \frac{1}{3}}(\rho _u+\rho _d+\rho _s),`$ (15)
$`\rho _Q`$ $`=`$ $`{\displaystyle \underset{i}{}}Q_i\rho _i={\displaystyle \frac{1}{3}}(2\rho _u\rho _d\rho _s)\rho _e.`$ (16)
Unless stated otherwise, the condition of local charge neutrality $`\rho _Q=0`$ is assumed.

To obtain the EoS of quark matter, one can calculate the energy density $`ϵ=T^{00}`$ directly from the Lagrangian (2). At zero temperature one arrives at the expression (see Ref.  for details)

$`ϵ`$ $`=`$ $`{\displaystyle \underset{f}{}}\left[{\displaystyle \frac{\nu }{2\pi ^2}}{\displaystyle \underset{p_{Ff}}{\overset{\mathrm{\Lambda }}{}}}dpp^2E_f(p)+{\displaystyle \frac{G_S}{2}}\rho _{Sf}^{\mathrm{\hspace{0.17em}2}}+{\displaystyle \frac{G_V}{2}}\rho _f^{\mathrm{\hspace{0.17em}2}}\right]`$ (17)
$``$ $`4K{\displaystyle \underset{f}{}}\rho _{Sf}+{\displaystyle \frac{p_{Fe}^4}{4\pi ^2}}ϵ_{\mathrm{vac}}.`$ (18)
The constant $`ϵ_{\mathrm{vac}}`$ is introduced in order to set the energy density of the physical vacuum ($`p_{Fi}=0`$) equal to zero. This constant can be expressed through the vacuum values of constituent quark masses. The latter are obtained by solving the gap equations (6) for the case $`p_{Ff}=0`$ . At zero temperature the pressure can be obtained from the energy density by using the thermodynamic identity

$$P=\underset{i}{}\mu _i\rho _iϵ.$$
(19)
To characterize the flavour composition of quark matter, we introduce the strangeness fraction parameter

$$r_s=\frac{|S|}{3B}=\frac{\rho _s}{\rho _u+\rho _d+\rho _s}$$
(20)
where $`B`$ and $`S`$ are the baryon charge and strangeness of matter.

### C Possibility of a phase transition

Some results concerning properties of the $`\beta `$–equilibrated quark matter at zero temperature are presented in Figs. 1 and 2. Fig. 1 shows pressure as a function of baryon density for three values of the parameter $`\xi `$, namely for $`\xi =0,\mathrm{\hspace{0.17em}0.5}`$ and 1. Below we compare our results with the predictions of the Hadron Chiral Model (HCM)  for the $`\beta `$–equilibrated hadronic matter. Pressure calculated in that model is also shown in Fig. 1. Fig. 2 represents equilibrium concentrations of different quark flavours in $`\beta `$–equilibrium matter. Comparison of the NJL model predictions for different $`\xi `$ reveals a strong sensitivity to this parameter . At $`\xi =0`$ one can see two zero–pressure points at nonzero baryon densities. They correspond to a local maximum and a local minimum in the energy per baryon $`ϵ/\rho _B`$ . In the considered case the local minimum corresponds to a bound state of quark matter. This means that finite droplets of such matter can exist in mechanical equilibrium with vacuum even without gravitational force.

At $`\xi 0.5`$ the pressure curve $`P=P(\rho _B)`$ does not cross zero, but still contains parts unstable with respect to the baryon and charge density fluctuations. This implies the possibility of a first order phase transition of the liquid–gas type. In the case of isospin–symmetric matter similar phase transitions have been studied in Ref.  . As demonstrated in Fig. 3 parameters of the phase transition are rather sensitive to $`\xi `$ . Dashed lines in this figure show the states unstable with respect to the decomposition of matter into two ($`k=1,2`$) coexisting phases with different baryon ($`\rho _B^{(k)}`$) and charge ($`\rho _\mathrm{Q}^{(k)}`$) densities. The spatially averaged baryon density is defined as

$$\rho _B=\lambda \rho _B^{(1)}+(1\lambda )\rho _B^{(2)},$$
(21)
where $`\lambda `$ is the volume fraction occupied by the denser phase ($`0\lambda 1`$) .

The Gibbs conditions of two–phase equilibrium, relating pressures $`P^{(k)}=P(\rho _B^{(k)},\rho _Q^{(k)})`$, and chemical potentials of the two phases can be written as

$`P^{(1)}`$ $`=`$ $`P^{(2)},`$ (22)
$`\mu _B^{(1)}`$ $`=`$ $`\mu _B^{(2)},`$ (23)
$`\mu _Q^{(1)}`$ $`=`$ $`\mu _Q^{(2)}.`$ (24)
In accordance with the general discussion of Ref. , these conditions can be fulfilled simultaneously only at nonzero $`\rho _Q^{(k)}`$ . As a consequence, only the “global” charge neutrality condition

$$\lambda \rho _Q^{(1)}+(1\lambda )\rho _Q^{(2)}=0$$
(25)
should be satisfied in the mixed phase region. By using Eqs. (21)–(25) one can calculate the equilibrium pressure in this region as a function of baryon density $`\rho _B`$ . As shown in Fig. 3 this pressure increases nearly linearly with $`\rho _B`$ . Deviations from the Maxwell construction ($`P=\mathrm{const}`$) are more visible at larger $`\xi `$ . However, the mixed phase region becomes more narrow in this case and disappears completely at $`\xi 0.65`$ . At $`\xi =1`$ no traces of this phase transition are present any more and the resulting EoS is rather stiff.

## III Properties of quark stars

In this section the above derived EoS is used to construct the models of compact stars composed of pure quark matter. As will be shown below, the properties of such stars differ significantly depending on whether the matter is self–bound or not. In the case of self–bound electrically–neutral matter one would expect the existence of macroscopic objects of any size above a certain critical mass determined by the surface effects. But certainly the gravitational interaction becomes more and more important when the mass of these objects grows.

The gravitational field is described in a standard way by using a spacetime–dependent metric $`g_{\mu \nu }(x^\alpha )`$ obeying the Einstein’s equations . We consider only spherically symmetric configurations and neglect all dynamical effects, like oscillation and rotation. Moreover, we restrict our considerations to stars without magnetic field and at zero temperature. It is also assumed that matter can be treated as an ideal fluid. Under these assumptions the Einstein’s equations are reduced to the Tolman–Oppenheimer–Volkoff (TOV) equations . For a given EoS and a fixed central baryon density $`\rho _c`$ the inside solution of the metric $`g_{\mu \nu }(r)`$, the energy density and pressure profiles can be determined by solving the TOV equations until the radius $`R`$ where the pressure vanishes. The outside solution is given by the Schwarzschild metric and depends only on the total gravitational mass $`M`$ of the star.

The low–density ($`ϵ<ϵ_{\mathrm{drip}}=4.310^{11}`$ g/cm3) outer layer of a star (’crust’) contains mainly nuclei and electrons. To describe this nuclear crust we use the EoS suggested in Ref. .

### A Mass–density curves

Fig. 4 represents the gravitational mass of stars as a function of central baryon density $`\rho _c`$. One can see that the maximum masses predicted by the NJL model depend strongly on the relative strength of the scalar and vector interactions $`\xi `$. At $`\xi =0`$ the maximum mass has a quite low value $`M_{\mathrm{max}}=1.23M_{}`$ with a high central baryon density $`\rho _c^{\mathrm{max}}=9.2\rho _0`$, which is typical for quark matter stars. For higher values of $`\xi `$ the EoS becomes stiffer (see Fig. 1) which results in increasing maximum mass. On the other hand, the central density $`\rho _c^{\mathrm{max}}`$ of the maximum–mass stars decreases with $`\xi `$. For $`\xi =1`$ the maximum–mass star has $`M_{\mathrm{max}}=1.60M_{}`$ and $`\rho _c^{\mathrm{max}}=7.8\rho _0`$.

In Fig. 4 our results are compared with the predictions for neutron stars obtained within the HCM 111The slight differences between the results presented here and in  are due to improved numerics.. The upper curve corresponds to the HCM calculation where hyperons are neglected whereas the lower one shows the results with the inclusion of hyperons. One can see that at higher $`\xi `$ the NJL results for quark stars become close to the predictions of the HCM (with inclusion of hyperons) for neutron stars.

### B Mass–radius relations

The calculated mass–radius relations are presented in Fig. 5. Again the predictions of the NJL model are compared with the results of the HCM. One can see that at $`\xi =1`$ the value of the minimal radius $`R_{\mathrm{min}}=R(M_{\mathrm{max}})11.2`$ km predicted by the NJL model is close to the HCM prediction. Here, again we conclude that at large $`\xi `$ the properties of quark and neutron stars are similar.

At decreasing $`\xi `$ the minimal radius becomes closer to the predictions for quark stars made in Refs. . For self–bound matter ($`\xi <0.4`$) the mass–radius relation changes in a qualitative way. In this case the corresponding curves start from the origin and $`MR^3`$ at small $`R`$ (without crust). It is not clear to us whether it is necessary to include the crust for these self–bound stars or not. But if we do this following the standard prescriptions  we see that the low–mass stars acquire an extended mantel of crust, which may reach hundreds of kilometers. On the other hand for quark stars with high masses (near to the maximum mass) the inclusion of the crust leads to a relatively small increase of the radii, of about several hundred meters.

### C Density profiles

Fig. 6 represents the baryon density profiles $`\rho _B(r)`$ predicted by the NJL model as well as by the HCM (with hyperons). In all cases the results are shown for the respective maximum–mass stars. The profile of a self–bound quark star at $`\xi =0`$ has a step–like behavior at the star’s surface at radius $`r8`$ km. Here the density jumps from $`\rho _B2.6\rho _0`$ to a much lower value corresponding to the crust density, or to zero if the crust is neglected. For $`\xi =0.5`$ the corresponding EoS has a phase transition at a finite (nonzero) pressure (see Sect. II C). One can see that in this case the density in the mixed–phase region changes quite steeply but continuously. For $`\xi =1`$ no phase transition occurs and the baryon density decreases much smother resulting in a bigger radius. The density profile of a maximum–mass star predicted by the HCM starts at a much lower central baryon density, $`\rho _c6.5\rho _0`$ , but extends to a larger radius. Comparing these results we conclude again that with increasing $`\xi `$ the quark stars become more and more similar to neutron stars.

### D Strangeness content

In this section we discuss the strangeness content of the quark matter as predicted by the NJL model. In Fig. 7 the strangeness fraction $`r_s`$ (see Eq. (20)) is shown as a function of the baryon density. One can see that the threshold density for the appearance of strange quarks depends significantly on the parameter $`\xi `$ and diminishes with it. At $`\rho _B\stackrel{>}{}\mathrm{\hspace{0.17em}6}\rho _0`$ the effect of the vector coupling on $`r_s`$ becomes less important. For all $`\xi `$ the strangeness fraction tends to $`1/3`$ that simply means that dense quark matter is composed of equal numbers of up, down and strange quarks. This is clear since the difference in bare masses of light and strange quarks becomes unimportant at high densities and the SU(3)–flavour symmetry is effectively restored. Similar to neutron stars, stable quark stars should have smaller central densities than the one corresponding to the maximum–mass star. This stability condition gives a maximum value for the strangeness fraction $`r_s^{\mathrm{max}}`$ in the star’s center, indicated by open dots in Fig. 7. These values differ slightly for different $`\xi `$ values. Indeed, $`r_s^{\mathrm{max}}`$ increases from $`0.25`$ to $`0.29`$ when $`\xi `$ changes from $`0`$ to $`1`$. In neutron star models dealing with charge–neutral hadronic matter the strangeness fraction due to formation of hyperons  is typically smaller than in the quark stars. As one can see in Fig. 7, a much smaller value $`r_s^{\mathrm{max}}0.12`$ , is predicted by the HCM.

It is instructive to calculate the total strangeness content of a star. It is obtained by integrating the strange number density $`\rho _s`$ over the star’s volume

$$N_s=\sqrt{g}\rho _su^0𝑑V=4\pi _0^Rr^2\frac{\rho _s}{\sqrt{12m(r)/r}}𝑑r,$$
(26)
where $`u^0`$ is the time component of the 4–velocity of matter and $`m(r)`$ is the gravitational mass at the radius $`r`$ . The ratio of the total strangeness number $`N_s`$ to the total baryon number $`N_B`$ is shown in Fig. 8 for different $`\xi `$ values. Due to the low central density the low–mass stars ($`M\stackrel{<}{}M_{}`$) have a negligible strangeness content for all $`\xi `$. For larger masses $`N_s/N_B`$ is strongly sensitive to $`\xi `$. For the maximum–mass stars the value of $`N_s/N_B`$ changes from $`0.07`$ to $`0.39`$ when $`\xi `$ increases from $`0`$ to $`1`$ . This difference originates from the different density dependence of the strangeness fraction $`r_s`$ (see Fig. 7) in combination with the baryon density profiles of the maximum–mass stars. The stars with higher $`\xi `$ contain more strange particles due to a lower threshold in density. The quark stars with large strangeness content, say $`N_s/N_B>0.3`$ can be named strange quark stars.

## IV Conclusions

In this paper the NJL model is used to construct the EoS of cold $`\beta `$–equilibrium quark matter and to study the structure of compact stellar objects. It was found that the EoS depends strongly on the relative strength of the vector and scalar interaction $`\xi =G_V/G_S`$. When repulsive vector interaction is small ($`\xi <0.4`$) the matter is self–bound, i.e. there is a zero pressure point at a finite baryon density. At higher values of $`\xi `$ ($`0.4<\xi <0.65`$) the EoS has no zero–pressure points but still has a first order phase transition at non–vanishing pressure. The properties of the mixed phase were found by using the Gibbs conditions for the case of two independent chemical potentials  and assuming global charge neutrality. We have calculated the mass–density and mass–radius curves, the density profiles and strangeness distribution in such stars. It is found that maximum mass grows from $`1.23M_{}`$ to $`1.6M_{}`$ when $`\xi `$ increases from $`0`$ to $`1`$. In the case of self–bound matter the baryon density at the star’s surface varies very rapidly from a high value, corresponding to the zero–pressure point in the EoS, to nearly zero density. The radii of such stars could be quite small even if the crust is added (the minimum radius in this case is about $`7`$ km). At $`\xi 1`$ the quark star global properties (maximum mass $`1.6M_{}`$, radius $`11`$ km) are similar to those for neutron stars. However, the quark stars have much higher strangeness content as compared with stars composed of hadronic matter with hyperons. These quark stars near their maximum masses can be aptly dubbed strange quark stars.

In the future we are planing to construct a more realistic EoS when hadronic degrees of freedom will be included at low densities.

## Acknowledgments

The authors are thankful to J. Schaffner–Bielich for helpful discussions. This work has been supported by the RFBR Grant No. 00–15–96590, the Alexander von Humboldt Foundation, the Graduiertenkolleg “Experimentelle und Theoretische Schwerionenphysik”, GSI, BMBF, DFG, and the Hessische Landesgraduiertenförderung.


text:
# Solution of A Generalized Stieltjes Problem

## I Introduction

The study of nonlinear algebraic sets of equations that arise in various physical contexts is a rich field of study. A famous example is the problem of Stieltjes, namely the set of equations $`x_l=_{ml}1/(x_lx_m)`$, for $`n`$ variables $`x_l`$, that arises when we consider the stationary points of the Random Matrix Gaussian Ensemble “action” $`1/2x_l^21/2_{lm}\mathrm{log}(|x_lx_m|)`$ . In that context, the well known result is that the $`x_l`$ are all real, and further are the roots of Hermite’s polynomials of degree $`n`$, forming a dense set along the real line with the familiar semicircular density of states as $`n\mathrm{}`$.

In a recent study of the “most elementary excitations” of the Heisenberg ferromagnet in 1-d , we came across a one parameter generalization of the Stieljes problem

$`{\displaystyle \frac{1}{z_l}}=\pi d+{\displaystyle \frac{2d}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{1}{z_lz_m}}.`$ (1)
where the single parameter “d” ( $`0d1`$) has the physical significance of the density of (hardcore) particles on a lattice. By a simple redefinition of variables (see below), this is recognizable as a generalized Stieltjes problem $`\frac{\beta _l}{1+i\lambda \beta _l}=\frac{1}{n}_{ml}\frac{1}{\beta _l\beta _m}`$, where, as the parameter $`\lambda `$ vanishes, it reduces to the standard problem.

We found the equation quite fascinating in its own terms, requiring some new tricks to solve. It further appears that this problem connects with  that of the asymptotic distribution of zeros of the standard polynomials (orthogonal in most instances though not in the present case). It provides an explicit example of a case where the zeros live on a nontrivial curve in the complex plane, which is determined here.

The paper is organized as follows. In Sec. II we obtain a perturbative solution of Eq. (1) while in Sec. III we give the exact solution. The construction of the “Green’s function” and the determination of distribution of zeros are described in Sec. IV. We summarize our results in Sec. V. Some results of Stieltjes on the properties of zeros of orthogonal polynomials are described in Appendix (A). In Appendix (B) we describe a second method of obtaining the Green’s function.

## II The perturbative solution

We first present a “perturbative solution” in a parameter displayed below, perturbing around the Stieltjes example. In Eq. (1) we make a change of variables $`z_l=(1+i\lambda \beta _l)/(\pi d)`$, with $`\lambda =\sqrt{2d}`$. The new variable $`\beta _l`$ satisfies the following equation:

$`{\displaystyle \frac{\beta _l}{1+i\lambda \beta _l}}={\displaystyle \frac{1}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{1}{\beta _l\beta _m}}`$ (2)
We note that for $`\lambda =0`$, this equation reduces to the well known form whose solution can be found in terms of the roots of the Hermite polynomials, the example of Stieltjes . The general formalism for this is summarized and expanded upon in App. (A). Thus one obtains $`\beta _l=x_l`$ where $`x_l`$ satisfy $`H_n(\sqrt{n}x_l)=0`$, where $`H_n`$ is the Hermite polynomial of degree $`n`$. The division by $`n`$ in Eq(2) is our preference, since it enables an easier passage to the “thermodynamic limit”” $`n\mathrm{}`$, and we discuss this feature later.

One possible approach is to try for a perturbative solution around the known result of Stieltjes to various orders in the small parameter $`\lambda `$ (see below). The perturbation analysis requires a knowledge of the eigenvectors and eigenvalues of an interesting matrix studied by Calogero (we call this the Calogero matrix) in which the matrix elements are algebraic functions of $`x_l`$, the roots of the Hermite polynomials.

For $`\lambda 0`$ we try a perturbation series solution of the form $`\beta _l=_k\beta _l^{(k)}(i\lambda )^k`$. Putting this in Eq. (1) and matching terms order by order we get the following set of equations for the unknown coefficients $`\beta _l^{(k)}`$:

$`\beta _l^{(0)}`$ $`{\displaystyle \frac{1}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{1}{\beta _l^{(0)}\beta _m^{(0)}}}=0`$ (3)
$`\beta _l^{(1)}`$ $`+{\displaystyle \frac{1}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{\beta _l^{(1)}\beta _m^{(1)}}{[\beta _l^{(0)}\beta _m^{(0)}]^2}}=[\beta _l^{(0)}]^2`$ (4)
$`\beta _l^{(2)}`$ $`+{\displaystyle \frac{1}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{\beta _l^{(2)}\beta _m^{(2)}}{[\beta _l^{(0)}\beta _m^{(0)}]^2}}=2\beta _l^{(1)}\beta _l^{(0)}[\beta _l^{(0)}]^3+{\displaystyle \frac{1}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{[\beta _l^{(1)}\beta _m^{(1)}]^2}{[\beta _l^{(0)}\beta _m^{(0)}]^3}}`$ (5)
$`\beta _l^{(3)}`$ $`+{\displaystyle \frac{1}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{\beta _l^{(3)}\beta _m^{(3)}}{[\beta _l^{(0)}\beta _m^{(0)}]^2}}=2\beta _l^{(2)}\beta _l^{(0)}+[\beta _l^{(1)}]^23\beta _l^{(1)}[\beta _l^{(0)}]^2+[\beta _l^{(0)}]^4`$ (8)
$`+{\displaystyle \frac{2}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{[\beta _l^{(2)}\beta _m^{(2)}][\beta _l^{(1)}\beta _m^{(1)}]}{[\beta _l^{(0)}\beta _m^{(0)}]^3}}{\displaystyle \frac{1}{n}}{\displaystyle \underset{ml}{}}{\displaystyle \frac{[\beta _l^{(1)}\beta _m^{(1)}]^3}{[\beta _l^{(0)}\beta _m^{(0)}]^4}}`$
$`\mathrm{}`$
As noted above, the lowest order solution is given by $`\beta _l^{(0)}=x_l`$ where $`H_n(\sqrt{n}x_l)=0`$. It turns out that it is possible to solve the equations of the perturbative series at every order. To see this we first define the Calogero matrix :

$`T_{lm}=\delta _{lm}{\displaystyle \underset{jl}{}}{\displaystyle \frac{1}{(x_lx_j)^2}}(1\delta _{lm}){\displaystyle \frac{1}{(x_lx_m)^2}}.`$ (9)
We then note that the set of equations in Eq. (8), for $`k>0`$, have the following general structure

$`\beta _l^{(k)}+{\displaystyle \frac{1}{n}}{\displaystyle \underset{m}{}}T_{lm}\beta _m^{(k)}=g_l^{(k)}`$ (10)
where the function $`g_l^{(k)}`$ appearing at $`k`$th order in perturbation is a function of lower order terms only and so is known. Hence at every stage we have to essentially solve a linear matrix equation with the same matrix appearing at all orders. This can be done by using some rather special properties of the Calogero matrix, $`T`$. The following result is easily obtained.

$`T_{lm}x_m^r=rx_l^r{\displaystyle \frac{(r1)(2nr)}{2}}x_l^{r2}{\displaystyle \underset{s=1}{\overset{[r/21]}{}}}(r2s1)({\displaystyle \underset{m=1}{\overset{n}{}}}x_m^{2s})x_l^{r2s2}`$ (11)
where $`[p]`$ denotes the largest integer $`p`$. Note that the rhs of Eq. (11) involves powers of $`x_l`$ alone. It is also possible to show that at every order the function $`g_l^{(k)}`$ is a known polynomial of degree $`(k+1)`$ in the variable $`x_l`$. Thus it follows that the $`k`$th order solution can be obtained in the form

$`\beta _l^{(k)}={\displaystyle \underset{r=0}{\overset{k+1}{}}}c_r^{(k)}x_l^r,`$ (12)
where the coefficients $`c_r^{(k)}`$ are obtained by inserting the above form into Eq. (10) , using the property Eq. (11) of the Calogero matrix $`T`$ and then comparing lhs and rhs of the equation. Till second order we get:

$`\beta _l=x_l+i\lambda [{\displaystyle \frac{1}{3}}x_l^2+{\displaystyle \frac{1}{3}}(1{\displaystyle \frac{1}{n}})]+(i\lambda )^2[{\displaystyle \frac{1}{36}}x_l^3+{\displaystyle \frac{1}{72}}(14{\displaystyle \frac{11}{n}})x_l]+O(\lambda ^3)`$ (13)
It is straightforward, though tedious, to carry the perturbation to any order. We have been unable to find a closed form for the general term.

As an example of this perturbation theory we note that the first order terms in $`\lambda `$ is already enough to compute several objects of interest. In the ferromagnet problem, one needs the “energy” of the state $`w`$ , defined by $`w=4/(nd)_l1/z_l^2`$.( The present $`w=nϵ/dJ`$ or Ref()). To obtain this energy to order $`d^2`$ the perturbation series till first order in $`\lambda `$ suffices. In the limit of large $`n`$ the $`x_l`$ form a continuum stretching from $`\sqrt{2}`$ to $`\sqrt{2}`$ with the familiar semicircular density of states $`\rho (x)=\frac{1}{\pi }\sqrt{2x^2}`$. This solution can be used to obtain the energy to order $`d^2`$. The energy $`w`$ for low $`d`$ can be found as $`w=4\pi ^2[dd^2\{6<(\beta _l^{(0)})^2>+4<\beta _l^{(1)}>\}+O(d^3)]`$, where the averages are normalized sums over the indicated variables. Using the explicit expression Eq (13) and converting the sums to integrals over the semicircular density of states we get finally the low density formula

$`w=4\pi ^2d(1d)+O(d^3).`$ (14)
## III Exact solution

The exact solution of Eq. (1) can be obtained using the results of Stieltjes which are described in App. (A). We will give two different but related solutions. The first one is directly related to the perturbative approach. We first note that after change of variables $`u_l=\sqrt{n}\beta _l`$, Eq. (2) becomes of the form Eq. (A8) with $`p(u)=(1+i(2d/n)^{1/2}u);q(u)=2u`$. The $`\{u_l\}`$ are then obtained as zeros of the the corresponding polynomial function $`g(u)`$ which in this case satisfies the following differential equation:

$`(1+i\nu u)g^{\prime \prime }(u)2ug(u)+2ng(u)=0,`$ (15)
where $`\nu =\sqrt{2d/n}`$. For $`\nu =0`$ this is just Hermite’s equation and we recover our zeroth order perturbative result. For $`\nu 0`$, we obtain the following series solutions (which we denote by $`Q_n(u)`$):

$`Q_n(u)={\displaystyle \underset{k=0}{\overset{n}{}}}c_ku^k\mathrm{with}`$ (16)
$`c_k={\displaystyle \frac{(k+2)(k+1)}{2(nk)}}c_{k+2}{\displaystyle \frac{i\nu k(k+1)}{2(nk)}}c_{k+1}`$ (17)
$`c_{n1}={\displaystyle \frac{i\nu n(n1)c_n}{2}};c_n=2^n.`$ (18)
To obtain our second solution to Eq. (1), we make the change of variables $`z_l=y_l/(\pi n)`$, so that Eq. (1) is transformed to:

$`{\displaystyle \frac{n/d+y_l}{y_l}}=2{\displaystyle \underset{ml}{}}{\displaystyle \frac{1}{y_ly_m}}`$ (19)
This is in a form where we can once again apply Stieltjes result. The corresponding differential equation in this case is the associated Laguerre equation Eq. (A11). Thus $`\{z_l\}`$ are obtained as zeros of the associated Laguerre polynomials $`L_n^{(n/d1)}(n\pi z)`$ . Note that the usual orthogonal Laguerre polynomials $`L_n^a(y)`$ have $`a>1`$, while in our case $`a=(n/d+1)<(n+1)`$. In this case it can be proved  that for $`n`$ even there are no real zeros while for odd $`n`$ there is a single real zero. Physically this corresponds to the fact that the single-particle potential \[see App. (A)\] in this case is no longer confining and therefore we cannot get any position of equilibrium for the particles.

The two solutions described are related as:

$`Q_n(x)={\displaystyle \frac{(i)^nn!2^{n/2}}{(n/d)^{n/2}}}L_n^{n/d1}(i(2n/d)^{1/2}xn/d).`$ (20)
We note that since in the limit $`d0`$ we get $`Q_n(x)H_n(x)`$, this leads to the following interesting identity relating the Hermite and Laguerre polynomials:

$`\underset{d0}{lim}{\displaystyle \frac{(i)^nn!2^{n/2}}{(n/d)^{n/2}}}L_n^{n/d1}(i(2n/d)^{1/2}xn/d)=H_n(x).`$ (21)
Such a relation is of course well known, e.g.  for the case of large positive order $`m`$ in $`L_n^m`$

## IV Asymptotic distribution of zeros

In the previous section it was shown that the solutions to Eq. (1) are the zeros of generalized associated Laguerre polynomials. Unlike in the case of usual orthogonal polynomials where the zeros are always real, in the present case the zeros are complex. Szego  already notes that the zeros of $`L_n^{|m|}(z)`$ are in general non-real except for at most one root. We found numerically that all the complex roots live on a smooth curve in the complex plane, we now proceed to obtain the distribution of the roots in the complex plane in the asymptotic limit $`n\mathrm{}`$.

Let us define the following Green’s function (also known as the Stieltjes transform in the mathematics literature):

$`G(z)={\displaystyle \frac{1}{n}}{\displaystyle \underset{l=1}{\overset{n}{}}}{\displaystyle \frac{1}{zz_l}}.`$ (22)
An important aspect of our analysis is in the way in which we scale the various arguments by $`n`$, and normalize by $`n`$ as above. The remaining variables, such as $`G`$, $`z`$ and $`y`$ below are of $`O(1)`$ as $`n\mathrm{}`$, whereby various simplifications arise for large $`n`$.

Using the results described in App. (A) we get:

$`G(z)={\displaystyle \frac{1}{nF(z)}}{\displaystyle \frac{dF(z)}{dz}}={\displaystyle \frac{1}{n}}{\displaystyle \frac{d}{dz}}\mathrm{ln}(F(z)),`$ (23)
where, in the present case, we have $`F(z)=L_n^{n/d1}(n\pi z)`$. The usual integral equation representation of the associated Laguerre polynomial gives

$`F(z)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle \frac{\mathrm{exp}(\frac{n\pi zy}{1y})}{(1y)^{n/d}y^{n+1}}𝑑y}={\displaystyle \frac{1}{2\pi i}}{\displaystyle \frac{e^{n\varphi (y,z)}}{y}𝑑y},\mathrm{where}`$ (24)
$`\varphi (y,z)`$ $`=`$ $`\mathrm{ln}(y){\displaystyle \frac{1}{d}}\mathrm{ln}(1y){\displaystyle \frac{\pi zy}{1y}}.`$ (25)
The contour can be taken as any closed loop around the origin which does not cross the branch line which we take as the real line from $`y=1`$ to $`\mathrm{}`$. In the large $`n`$ limit the integral can be evaluated by a saddle point method, as is standard in statistical physics. The saddle point of $`\varphi `$ is determined for each $`z`$ We can choose the contour to pass through the appropriate saddle point. In the usual case, this deformation leads to the asymptotically exact result for the “free energy”, here we show that it leads to the exact Green’s function. The saddle-points are determined through $`\varphi (y,z)/y=0`$ which gives

$`y_\pm ={\displaystyle \frac{12d\pi dz\pm \pi d\sqrt{(zz_+)(zz_{})}}{2(1d)}}\mathrm{where}`$ (26)
$`z_\pm ={\displaystyle \frac{12d}{\pi d}}\pm {\displaystyle \frac{i2}{\pi }}\sqrt{{\displaystyle \frac{1}{d}}1}.`$ (27)
Out of the two saddlepoints we choose the one which gives a smaller value for $`Re[\varphi (y,z)]`$ since that gives the dominant contribution to the integral. Further it needs to be ensured that it is possible to actually draw a contour, enclosing the origin and not crossing the branch-cut, such that, along the contour, $`\varphi (y,z)`$ takes its minimum value at the saddlepoint. We find that either of the branches can be chosen depending on the location of $`z`$ in the complex plane. The condition

$`Re[\delta \varphi ]=Re[\varphi (y_{},z)\varphi (y_+,z)]=0`$ (28)
determines the curve in $`\mathrm{}z`$ plane on which the roots lie. This condition actually determines two curves $`C_1`$ and $`C_2`$, where $`C_1`$ concaves towards the negative $`Re[z]`$ axis ( like $`x=y^2`$ ) and $`C_2`$ concaves in the other direction. The curves $`C_1`$ and $`C_2`$ together form a closed region $`R`$ in $`\mathrm{}z`$ plane surrounding the point $`(12d)/(\pi d)`$ \[see Fig. (1)\]. To the right of the curve $`C_1`$, the saddlepoint $`y_+`$ dominates. As we cross into the region $`R`$, the saddlepoint $`y_{}`$ takes over. However when we again cross the curve $`C_2`$, the saddlepoint $`y_{}`$ continues to determine the free energy even though $`\varphi (y_+,z)`$ is smaller. This is because it is no longer possible to construct the necessary contour through $`y_+`$ \[this is illustrated in Fig. (2)\] and we remain stuck to $`y_{}`$. Thus it is the curve $`C_1`$ which determines the locus of roots of the polynomials.

A brief discussion of the curves is in order. In terms of $`\kappa =\sqrt{\frac{d}{1d}}`$ we replace $`z`$ by a variable $`\psi `$ defined through $`z=\frac{1}{\pi \kappa ^2}[(1\kappa ^2)+2\kappa \mathrm{sinh}(\psi )]`$ and hence the branch line of the square roots is a curve joining the two points $`\psi =\pm i\pi /2`$. The difference in “free energies” can be written as

$`\delta \varphi =i\pi +2\psi +{\displaystyle \frac{2}{\kappa }}\mathrm{cosh}(\psi ){\displaystyle \frac{1+\kappa ^2}{\kappa ^2}}\mathrm{log}\{{\displaystyle \frac{1+\kappa \mathrm{exp}(\psi )}{1\kappa \mathrm{exp}(\psi )}}\}.`$ (29)
A particularly nice case is that of $`d=1/2`$ where we have $`\kappa =1`$ and hence another transformation to $`b=(b_{re}+ib_{im})`$ defined through $`\mathrm{sinh}(b)\mathrm{sinh}(\psi )=1`$ gives

$`\delta \varphi =i\pi +2[b\mathrm{coth}(b)].`$ (30)
The roots thus live on the curve $`b_{re}=Re\mathrm{coth}(b_{re}+ib_{im})`$, which simplifies to the curve

$`b_{im}={\displaystyle \frac{1}{2}}\mathrm{arccos}[\mathrm{cosh}(2b_{re})\mathrm{sinh}(2b_{re})/b_{re}].`$ (31)
Note that $`z=2/(\pi \mathrm{sinh}(b))`$, and $`b_{re}`$ varies between $`bl=.00079`$ and $`bu=1.19968`$ the values at which the argument of the $`arccos`$ hits $`\pm 1`$. By choosing the appropriate branch of the $`\mathrm{arccos}`$ function we obtain a smooth curve as depicted in Fig. (1).

In Fig. (3) we show curves at different densities, obtained by solving Eq. (28) numerically. We also plot the roots as obtained from an exact numerical solution of Eq. (1) for $`n=54`$.

The asymptotic Green’s function follows from Eq. (23):

$`G(z)={\displaystyle \frac{d\varphi (y,z)}{dz}}|_{y^\pm }={\displaystyle \frac{\pi y_\pm }{1y_\pm }},`$ (32)
where either of the branches $`y_\pm `$ is chosen depending on the value of $`z`$. A second method of deriving the Green’s function is described in App. (B).

Density of zeros: The Green’s function contains complete information on the roots and we now proceed to extract the density of zeros from it. We note that for the case when the roots are all located on the real axis, the density of zeros is given by the discontinuity in the imaginary part of the Green’s function across the branch line formed by the roots. Here we develop a generalization of this procedure for the case when the roots are distributed on a curve.

We first assume that the curve can be parametrized by a continuous variable $`s`$ so that points on it are given by $`z(s)=(x(s),y(s))`$. The greens function is given by

$`G(z)={\displaystyle \frac{1}{n}}{\displaystyle \underset{l}{}}{\displaystyle \frac{1}{zz(s_l)}}.`$ (33)
We now define the following limiting function:

$`G_L(s)=\underset{\eta 0}{lim}G(z(s)+\eta )=\underset{\eta 0}{lim}{\displaystyle \frac{1}{n}}{\displaystyle \underset{l}{}}{\displaystyle \frac{1}{z(s)z(s_l)+\eta }};\eta =\eta _x+i\eta _y`$ (34)
Expanding around $`s_l`$ we get:

$`\underset{\eta 0}{lim}{\displaystyle \frac{1}{z(s)z(s_l)+\eta }}`$ $`=`$ $`\underset{\eta 0}{lim}{\displaystyle \frac{1}{z^{}(s_l)}}{\displaystyle \frac{1}{[(ss_l)+\widehat{\eta }]}}\mathrm{where}\widehat{\eta }={\displaystyle \frac{\eta }{z^{}(s_l)}}`$ (35)
$`=`$ $`Pi\pi {\displaystyle \frac{\delta (ss_l)}{z^{}(s_l)}}sign(\widehat{\eta }_y),`$ (36)
where $`P`$ denotes the principal part having a continuous variation across the curve. Putting this into Eq. (34) and using the definition $`\rho (s)=\frac{1}{n}\delta (ss_l)`$ we get

$`G_L(s)`$ $`=`$ $`Pi\pi {\displaystyle \frac{\rho (s)}{z^{}(s)}}sign(\widehat{\eta }_y)`$ (37)
$`=`$ $`P+{\displaystyle \frac{i\pi \rho (s)}{x^{}(s)+iy^{}(s)}}sign[\eta _xy^{}(s)\eta _yx^{}(s)].`$ (38)
We note that the above result has a simple geometric meaning: the discontinuity is related to the variation along the normal to the curve. The discontinuity in the Green’s function across the curve is thus given by

$`G_L^+(s)G_L^{}(s)=\pm {\displaystyle \frac{2\pi i\rho (s)}{z^{}(s)}}=2\pi (\alpha +i\beta ),`$ (39)
where $`\alpha `$ and $`\beta `$ define the real and imaginary parts of the jump. Defining the projected densities $`\rho _x(x)=\frac{1}{n}\delta (xx_l)=\rho (s)/|x^{}(s)|`$ and $`\rho _y(y)=\frac{1}{n}\delta (yy_l)=\rho (s)/|y^{}(s)|`$ we then get:

$`\rho _x(x)={\displaystyle \frac{\alpha ^2+\beta ^2}{|\beta |}};\rho _y(y)={\displaystyle \frac{\alpha ^2+\beta ^2}{|\alpha |}}.`$ (40)
In Fig. (4) we plot the density of zeros, $`\rho (s)`$, obtained numerically from Eqns. (28) and (40), with the parameter $`s`$ chosen as the Euclidean length along the curve.

## V Conclusions

In summary we have studied a set of coupled nonlinear algebraic equations which are essentially the Bethe ansatz equations for the lowest energy states of the Heisenberg ferromagnetic chain, at small densities. Both a perturbative and an exact solution of the equations were obtained. In the former case we find that due to some very special properties of the Calogero matrix, we are able to calculate the perturbation series to all orders. The exact solution of the equations were obtained following a method due to Stieltjes and these are given by the zeros of generalized associated Laguerre polynomials. These zeros are distributed on the complex plane and using Green’s functions and saddle-point techniques we have obtained the exact asymptotic distribution. It may be noted that there are other examples in physics where one needs to study complex zeros of polynomials as for example in the case of the Yang-Lee zeros. However this is probably one of the few examples where the distribution of zeros in the complex plane has been computed exactly.

## A

We give an account of Stieltjes electrostatic interpretation of zeros of the orthogonal polynomials . The case of the Hermite polynomials is widely known in the physics literature and has been widely applied. This does not seem to be the case for the other orthogonal polynomials.

We first outline the derivation of the electrostatic interpretation for the Hermite polynomial. Consider a set of charges in one-dimensions interacting by a logarithmic repulsive force and confined within a harmonic potential well. The potential energy of the system is given by:

$`E={\displaystyle \frac{1}{2}}{\displaystyle \underset{l=1,n}{}}x_l^2{\displaystyle \frac{1}{2}}{\displaystyle \underset{lm}{}}\mathrm{ln}x_lx_m`$ (A1)
The minimum of the energy is given by

$`E/x_l=x_l{\displaystyle \underset{ml}{}}{\displaystyle \frac{1}{x_lx_m}}=0.`$ (A2)
Stieltjes result is that the $`n`$ zeros of the Hermite polynomial $`H_n(x)`$ satisfy this equation. To show this, consider the $`n`$th-degree polynomial

$`g(x)={\displaystyle \underset{l=1,n}{}}(xx_l),`$ (A3)
where $`x_l`$ are the $`n`$ roots of Eq. (A2). Taking derivatives with respect to $`x`$ we get

$`g^{}(x)={\displaystyle \underset{l}{}}{\displaystyle \underset{ml}{}}(xx_m);g^{\prime \prime }(x)={\displaystyle \underset{kl}{}}{\displaystyle \underset{mk,l}{}}(xx_m).`$ (A4)
Hence

$`{\displaystyle \frac{g^{\prime \prime }(x_l)}{g^{}(x_l)}}=2{\displaystyle \underset{ml}{}}{\displaystyle \frac{1}{x_lx_m}}=2x_l`$ (A5)
since $`x_l`$ satisfy Eq. (A2). Thus we have $`g^{\prime \prime }(x_l)2x_lg^{}(x_l)=0`$. We further note that $`f(x)=g^{\prime \prime }(x)2xg^{}(x)`$ is a polynomial of degree $`n`$ with the same roots as $`g(x)`$ and so they must be identical apart from constant multiplicative factor. This constant factor is determined by evaluating the coefficient of $`x^n`$ in $`f(x)`$ which is $`2n`$. We thus obtain $`f(x)=2ng(x)`$ or

$`g^{\prime \prime }(x)2xg^{}(x)+2ng(x)=0`$ (A6)
which is just the equation for the Hermite polynomials. Thus it has been shown that the energy function in Eq. (A1) is minimized by a configuration in which the $`n`$ particles are located at the zeros of the $`H_n(x)`$.

This result can be generalized by replacing $`2x_l`$ in Eq. (A5) by the expression $`q(x_l)/p(x_l)`$ where $`q(x)`$ and $`p(x)`$ are arbitrary polynomials of degree $`1`$ and $`2`$ respectively. Taking $`q(x)=q_0+q_1x`$ and $`p(x)=p_0+p_1x+p_2x^2`$ we repeat the previous arguments to obtain

$`p(x)g^{\prime \prime }(x)+q(x)g^{}(x)+[n(n1)p_2nq_1]g(x)=0.`$ (A7)
Denoting the polynomial solutions of this general equation by $`g_n(x)`$ we have the following result: The zeros of the polynomial $`g_n(x)`$ correspond to the solution of the set of equations

$`{\displaystyle \frac{q(x_l)}{2p(x_l)}}+{\displaystyle \underset{ml}{}}{\displaystyle \frac{1}{x_lx_m}}=0.`$ (A8)
This corresponds to a minimization of the following $`n`$-particle potential energy:

$`E={\displaystyle \frac{1}{2}}{\displaystyle \underset{l}{}}{\displaystyle \frac{q(x_l)}{p(x_l)}}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{lm}{}}\mathrm{ln}x_lx_m.`$ (A9)
We note that these results are valid for arbitrary complex values of the coefficients $`p_i`$ and $`q_i`$, though a physical interpretation cannot be given in all cases. In fact, as we shall now see, all the cases which give rise to real confining potentials are precisely the ones corresponding to the classical orthogonal polynomials. Physically we expect that for a confining potential there will be real solutions to the minimization problem and this is reflected in the fact that all orthogonal polynomials of the $`n`$th degree have exactly $`n`$ real zeros (this of-course also follows from the Sturm-Liouville theory). We now list the various cases which result in the standard orthogonal polynomials.

(i) $`p_20`$: In this case, it can be shown that upto linear and scale transformations of the variable $`x`$, the most general form of the differential equation which leads to a confining potential is the following:

$`(1x^2)g^{\prime \prime }(x)+[ba(a+b+2)x]g^{}(x)+n(n+a+b+1)g(x)=0;a,b>1`$ (A10)
The resulting potential $`V(x)=(1+a)\mathrm{ln}(1x)(1+b)\mathrm{ln}(1+x)`$ confines particles within the domain $`1<x<1`$. This is the equation for Jacobi polynomials, $`P_n^{(a,b)}(x)`$, of which the Legendre and Chebyshev polynomials are special cases .

(ii)$`p_2=0,p_10`$: In this case the most general form with a bounding potential is

$`xg^{\prime \prime }(x)+(a+1x)g^{}(x)+ng(x)=0;a>1`$ (A11)
The resulting potential $`V(x)=x(a+1)\mathrm{ln}x`$ confines particles to $`(0,\mathrm{})`$ and corresponds to the associated Laguerre polynomials, $`L_n^a(x)`$ .

(iii) Finally we have the case $`p_1=p_2=0,p_00`$ and this gives rise to Hermite’s equation which has the harmonic potential $`V(x)=x^2/2`$.

We note that apart from these special cases the other cases, where $`p_i,q_i`$ are allowed to take arbitrary complex values, also may give rise to important physical applications as indeed is so for the example of Bethe roots considered in this paper.

## B

Here we derive a differential equation satisfied by the Green’s function. We also show how this also can be applied to the case of the other orthogonal polynomials inorder to extract the density of zeros in those cases. We start with Eq. (23) and take a single derivative to get:

$`n{\displaystyle \frac{dG(z)}{dz}}={\displaystyle \frac{1}{F^2}}({\displaystyle \frac{dF}{dz}})^2+{\displaystyle \frac{1}{F}}{\displaystyle \frac{d^2F}{dz^2}}`$ (B1)
Now $`F(z)=L_n^{n/d1}(n\pi z)`$ and so satisfies the following second order equation (which is Eq. (A11) with the substitution $`y=n\pi z`$ and $`a+1=n/d`$):

$`z{\displaystyle \frac{d^2F}{dz^2}}+(n/d+\pi nz){\displaystyle \frac{dF}{dz}}\pi n^2F=0`$ (B2)
Using this and Eq. (23) we can eliminate the derivatives on the right hand side of Eq. (B1) to get our equation for the Green’s function:

$`{\displaystyle \frac{1}{n}}{\displaystyle \frac{dG(z)}{dz}}=G^2(z)({\displaystyle \frac{1}{dz}}+\pi )G(z)+{\displaystyle \frac{\pi }{z}}.`$ (B3)
In the limit $`n\mathrm{}`$, the left hand side vanishes and the roots of the quadratic on the right hand give us the two branches of the Green’s function. To choose between the branches ofcourse requires a examination of the saddle points as described in section (IV).

This procedure of obtaining the asymptotic Green’s function is easily generalizable to other polynomial equations and we briefly discuss a few applications to cases where the zeros are real.

(1) Associated Laguerre polynomials with $`a+1=pn>0`$: The replacement $`d=1/p`$ at once gives us:

$`G(z)={\displaystyle \frac{\pi zp\pm \pi \sqrt{(zx_+)(zx_{})}}{2z}}`$ (B4)
$`\mathrm{with}\mathrm{x}_\pm =(\mathrm{p}2\pm 2\sqrt{\mathrm{p}+1})/\pi .`$ (B5)
The roots are located in the region $`x_{}<x<x_+`$ and the density of zeros, given by the discontinuity in the imaginary part of the Green’s function is obtained as:

$`\rho (x)={\displaystyle \frac{1}{2x}}\sqrt{(x_+x)(xx_{})}`$ (B6)
We can also consider the case where the coefficient $`a`$ does not scale with $`n`$ but is a finite constant. The Green’s function and density of zeros are found to be independent of $`a`$:

$`G(z)`$ $`=`$ $`{\displaystyle \frac{\pi }{2}}[1\sqrt{1+{\displaystyle \frac{4}{\pi z}}}]`$ (B7)
$`\rho (x)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{4}{\pi |x|}}1};4/\pi <x<0`$ (B8)
(2) Hermite polynomials: In this case we use scaled variables such that the zeros $`z_l`$ satisfy $`H_n(\sqrt{n}z_l)=0`$. Proceeding as before we get the following equation for the Green’s function:

$`{\displaystyle \frac{1}{n}}{\displaystyle \frac{dG(z)}{dz}}=G^2(z)+2zG(z)2.`$ (B9)
The asymptotic Green’s function and the density of zeros follow immediately:

$`G(z)`$ $`=`$ $`z\sqrt{z^22}`$ (B10)
$`\rho (x)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}\sqrt{2x^2}`$ (B11)
(3) Jacobi polynomials: If $`z_l`$ satisfy $`P_n^{(a,b)}(z_l)=0`$, then the corresponding equation for the Green’s function is

$`{\displaystyle \frac{1}{n}}{\displaystyle \frac{dG(z)}{dz}}=G^2(z){\displaystyle \frac{ba(a+b+2)z}{n(1z^2)}}G(z){\displaystyle \frac{n+a+b+1}{n(1z^2)}}.`$ (B12)
We thus get the following asymptotic Green’s function and density of states.

$`G(z)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{z^21}}}`$ (B13)
$`\rho (x)`$ $`=`$ $`{\displaystyle \frac{1}{\pi \sqrt{1x^2}}};1<x<1`$ (B14)
The results in Eq. (B8), (B11) and (B14) are identical to those given in Refn.  where they have been obtained by different methods.


text:
# 1 Introduction

## 1 Introduction

The local conformal symmetry plays great role in gravitational physics. But, the most important is that, due to the quantum effects of the matter fields, conformal symmetry is violated by the trace anomaly . This anomaly is relevant for the applications of quantum field theory on curved space-time . In particular, it is in the heart of such achievement as the first inflationary cosmological model of Starobinsky  and the semiclassical approach to the derivation of the Hawking radiation from the black holes . Recently, there was a considerable interest to study the general properties of the anomaly through the anomaly induced effective action  (see also  for the consequent discussions). In particular, this effective action has been used to obtain systematic classification of the black hole vacuum states  and for the more detailed analysis of the Starobinsky model . One has to notice, that the anomaly-induced action is defined with accuracy to an arbitrary conformal invariant functional . Since, in general, there is no regular way to derive the conformal part of the effective action, it is useful to have various versions of the conformal invariant actions, so that one could apply them to mimic the unknown conformal functional . We remark, that the form of some conformal invariants constructed from curvature tensor has been already discussed my mathematicians (see, e.g. ).

The anomaly induced gravitational action is a direct $`4d`$ analog of the Polyakov action in $`2d`$. Since the quantum analysis of the Polyakov theory was led to the numerous interesting advances (starting from ), it is quite natural the emergence of the idea to use the $`4d`$ induced action of  to construct the quantum theory of gravity  and to generalize the $`c`$-theorem from $`2d`$ for the $`4d`$ space-time . With respect to the renormalization group one can mention that the contribution of all matter fields to anomaly and to the renormalization group equations for the parameter of the vacuum action possess some amusing universality. If we write the vacuum action in the form

$`S_{vacuum}={\displaystyle d^4x\sqrt{g}\left\{a_1C^2+a_2E+a_3\mathrm{}R\right\}},`$ (1)
then all existing matter (non-gravitational) fields: scalars

$`S_0={\displaystyle d^4x\sqrt{g}\left\{\frac{1}{2}g^{\mu \nu }_\mu \varphi _\nu \varphi +\frac{1}{12}R\varphi ^2\right\}}`$ (2)
spinors

$$S_{1/2}=\frac{i}{2}d^4x\sqrt{g}\left\{\overline{\mathrm{\Psi }}\gamma ^\mu _\mu \mathrm{\Psi }_\mu \overline{\mathrm{\Psi }}\gamma ^\mu \mathrm{\Psi }\right\}=$$

$`=i{\displaystyle d^4x\sqrt{g}\overline{\mathrm{\Psi }}\gamma ^\mu _\mu \mathrm{\Psi }}+\mathrm{surface}\mathrm{term}`$ (3)
and vectors

$`S_1={\displaystyle d^4x\sqrt{g}\left\{\frac{1}{4}F_{\mu \nu }F^{\mu \nu }\right\}}`$ (4)
give positive contribution to the $`\beta `$-function of the parameter $`a_1`$ and negative contribution to the $`\beta `$-function of the parameter $`a_2`$ (see formulas (36) below). In relation to the beta-function of the $`a_2`$ parameter the situation remains the same in the framework of a supergravity theory. Besides (2), (3) and (4), conformal supergravity includes Weyl gravity (spin-2) and corresponding spin-$`3/2`$ fields. This universality has one important consequence: one can not cancel anomaly by choosing the appropriate number of the fields of different spins. Therefore, in this point one meets an important deviation between $`2d`$ and $`4d`$ cases, because in $`2d`$ the anomaly cancellation is indeed possible and this provides the existence of the critical dimension in string theory.

Taking into account the interest to the higher (than $`2d`$) dimensional conformal field theories, one can formulate two relevant questions: i) whether one can construct the conformal invariant theories distinct from the theories (2), (3) and (4)? ii) If this is possible, what would be the contribution to anomaly of these fields? In principle, it might happen that including some special amount of these new fields into the definition of the integration measure, one could cancel the anomaly. In this case these new conformal fields would violate universality of the renormalization group flow. Summing up, the second question can be formulated as: whether it is possible to maintain the conformal symmetry at quantum level by introducing some new fields?

Once the investigation of the second problem has been performed  and it was found that the cancellation is impossible for the fields which compose the conformal supergravity theory. As an example of the work done in direction i), one can indicate Ref. , where new tensor operators with local conformal symmetry have been constructed. On the other hand, it was noticed long ago  that there is the high derivative conformal operator

$`\mathrm{\Delta }=\mathrm{}^2+2R^{\mu \nu }_\mu _\nu {\displaystyle \frac{2}{3}}R\mathrm{}+{\displaystyle \frac{1}{3}}(_\mu R)^\mu .`$ (5)
Moreover, the contribution of the corresponding free scalar

$`S_4={\displaystyle d^4x\sqrt{g}\phi \mathrm{\Delta }\phi }`$ (6)
to the trace anomaly has opposite sign , as compared to the usual fields (2), (3) and (4)333In  the contribution of (5) to the anomaly was taken with negative sign, for this was taken as the compensation of the integration over the auxiliary field..

Why the existence of two different conformal scalars (2) and (6) is possible? The remarkable difference between two conformal scalars is the transformation law for the fields

$`g_{\mu \nu }g_{\mu \nu }^{}=g_{\mu \nu }e^{2\sigma },\varphi \varphi ^{}=\varphi e^\sigma ,\phi \phi ^{}=\phi .`$ (7)
The main purpose of the present article is to construct the spinor analog of the action (6). The form of the first integral in (3) is dictated by the requirement of action to be Hermitian. Furthermore, in the conventional spinor case (3) the conformal transformation has the form

$`\mathrm{\Psi }\mathrm{\Psi }^{}=\psi e^{3\sigma /2},\overline{\mathrm{\Psi }}\overline{\mathrm{\Psi }}^{}=\overline{\psi }e^{3\sigma /2}`$ (8)
Therefore, in order to construct the high derivative conformal action, one has to try the Hermitian action

$`S_3={\displaystyle \frac{i}{2}}{\displaystyle d^4x\sqrt{g}\left\{\overline{\psi }\gamma ^\mu 𝒟_\mu \psi 𝒟_\mu \overline{\psi }\gamma ^\mu \psi \right\}},`$ (9)
where $`𝒟_\mu `$ is some third derivative covariant operator, and postulate the following transformation law for the spinor $`\psi `$:

$`\psi \psi ^{}=\psi e^{\sigma /2},\overline{\psi }\overline{\psi }^{}=\overline{\psi }e^{\sigma /2}.`$ (10)
Indeed, these requirements guarantee the global conformal invariance with $`\sigma =const`$ . However, the possibility to have local conformal invariance is not at all obvious and we are going to investigate it here.

The article is organized as follows. In section 2 we present the construction of the conformal operator $`𝒟_\mu `$, and in section 3 – the calculation of its contribution to the trace anomaly. In the last section we draw our conclusions and present some mathematical conjecture and some speculations about possible physical applications of this and other possible conformal operators.

## 2 The derivation of the conformal operator

The covariant derivative of the spinor is defined in a usual way

$$_\mu \psi =_\mu \psi +\frac{i}{2}\omega ^{ab}_\mu \mathrm{\Sigma }_{ab}\psi ,_\mu \overline{\psi }=_\mu \overline{\psi }\frac{i}{2}\omega ^{ab}_\mu \overline{\psi }\mathrm{\Sigma }_{ab},$$

where $`\mathrm{\Sigma }_{ab}=\frac{i}{2}(\gamma _a\gamma _b\gamma _b\gamma _a)`$. Consequently,

$$[_\mu ,_\nu ]\psi =\widehat{}_{\mu \nu }\psi =\frac{1}{4}\gamma ^\alpha \gamma ^\beta R_{\alpha \beta \mu \nu }\psi .$$

Using dimensional reasons, one can fix the possible form of the operator $`𝒟_\mu `$ as

$`𝒟_\mu =_\mu \mathrm{}+k_1R_{\mu \nu }^\nu +k_2R_\mu ,`$ (11)
where $`k_1`$ and $`k_2`$ are some unknown coefficients. Integrating by parts and omitting the surface terms, we get

$`S=i{\displaystyle d^4x\sqrt{g}\overline{\psi }\gamma ^\mu \stackrel{~}{𝒟}_\mu \psi }+\mathrm{}`$ (12)
where

$`\stackrel{~}{𝒟}_\mu ={\displaystyle \frac{1}{2}}(_\mu \mathrm{}+\mathrm{}_\mu )+k_1R_{\mu \nu }^\nu +k_2R_\mu +\left({\displaystyle \frac{k_1}{4}}+{\displaystyle \frac{k_2}{2}}\right)(_\mu R).`$ (13)
Making commutations of the covariant derivatives

$`{\displaystyle \frac{1}{2}}(_\mu \mathrm{}+\mathrm{}_\mu )=_\mu \mathrm{}+{\displaystyle \frac{1}{2}}[\mathrm{},_\mu ]`$ (14)
one can calculate

$`[\mathrm{},_\mu ]\psi `$ $`=`$ $`[_\rho ,_\mu ]^\rho \psi +^\rho [_\rho ,_\mu ]\psi =`$ (15)
$`=`$ $`{\displaystyle \frac{1}{2}}\gamma ^\alpha \gamma ^\beta R_{\alpha \beta \mu \rho }^\rho \psi +R_{\mu \rho }^\rho \psi {\displaystyle \frac{1}{4}}\gamma ^\alpha \gamma ^\beta (^\rho R_{\alpha \beta \mu \rho })\psi .`$
Substituting (15) into (13), we obtain the useful form of the operator.

$`\stackrel{~}{𝒟}_\mu =_\mu \mathrm{}+a_1R_{\mu \rho }^\rho +a_2R_\mu +a_3(_\mu R),`$ (16)
where $`a_1=k_1`$, $`a_2=k_2`$ e $`a_3=\frac{a_1}{4}+\frac{a_2}{2}\frac{1}{8}`$ – the last is a condition of Hermiticity. Our purpose will be to find such a values of $`a_{1,2,3}`$, which provide both Hermiticity and conformal invariance of the action (9).

For the one-parameter Lie group, one can safely restrict the consideration by the infinitesimal version of the transformation

$$g_{\mu \nu }g_{\mu \nu }^{^{}}=(1+2\sigma )g_{\mu \nu },\psi \psi ^{^{}}=(1\sigma /2)\psi ,\overline{\psi }\overline{\psi }^{}=(1\sigma /2)\overline{\psi }.$$

Then, disregarding the highest orders in $`\sigma `$, after some long algebra we arrive at the following transformations

$`(\overline{\psi }\gamma ^\mu _\mu \mathrm{}\psi )^{^{}}`$ $`=`$ $`(_\mu \overline{\psi }\gamma ^\mu \mathrm{}\psi )^{^{}}+_\mu ^{^{}}(\overline{\psi }\gamma ^\mu \mathrm{}\psi )^{^{}}=`$ (17)
$`=`$ $`(14\sigma )_\mu \overline{\psi }\gamma ^\mu \mathrm{}\psi _\mu \sigma \overline{\psi }\gamma ^\mu \mathrm{}\psi _\mu \overline{\psi }\gamma ^\mu _\nu \sigma ^\nu \psi +`$
$`+`$ $`i_\mu \overline{\psi }\gamma ^\mu \mathrm{\Sigma }_{\rho \nu }^\nu \sigma ^\rho \psi +{\displaystyle \frac{1}{2}}_\mu \overline{\psi }\gamma ^\mu \mathrm{}\sigma \psi +_\mu ^{^{}}(\overline{\psi }\gamma ^\mu \mathrm{}\psi )^{^{}},`$
$`(\overline{\psi }\gamma ^\mu R_{\mu \rho }^\rho \psi )^{^{}}=`$ $`(14\sigma )\overline{\psi }\gamma ^\mu R_{\mu \rho }^\rho \psi {\displaystyle \frac{i}{2}}\overline{\psi }\gamma ^\mu R_\mu ^\nu \mathrm{\Sigma }_{\nu \rho }^\rho \sigma \psi `$ (18)
$``$ $`{\displaystyle \frac{1}{2}}\overline{\psi }\gamma ^\mu R_{\mu \nu }^\nu \sigma \psi 2\overline{\psi }\gamma ^\mu _\mu _\nu \sigma ^\nu \psi `$
$``$ $`\overline{\psi }\gamma ^\mu \mathrm{}\sigma _\mu \psi ,`$
$`(\overline{\psi }\gamma ^\mu R_\mu \psi )^{^{}}=(14\sigma )\overline{\psi }\gamma ^\mu R_\mu \psi 6\overline{\psi }\gamma ^\mu \mathrm{}\sigma _\mu \psi +\overline{\psi }\gamma ^\mu R_\mu \sigma \psi ,`$ (19)
$`(\overline{\psi }\gamma ^\mu _\mu R\psi )^{^{}}=(14\sigma )\overline{\psi }\gamma ^\mu _\mu R\psi 2\overline{\psi }\gamma ^\mu R_\mu \sigma \psi 6\overline{\psi }\gamma ^\mu _\mu \mathrm{}\sigma \psi .`$ (20)
Substituting these formulas into (12) with (16), we find that the conformal invariance

$`(\sqrt{g}\overline{\psi }\gamma ^\mu \stackrel{~}{𝒟}_\mu \psi )^{^{}}=\sqrt{g}\overline{\psi }\gamma ^\mu \stackrel{~}{𝒟}_\mu \psi `$ (21)
holds for the unique choice of the Hermitian parameters

$`a_1=1,a_2={\displaystyle \frac{5}{12}},a_3={\displaystyle \frac{1}{12}}.`$ (22)
## 3 One-loop divergences and anomaly

The one-loop effective action, for the free theory of field $`\psi `$ can be presented in the form

$`\mathrm{\Gamma }^{(1)}=i\text{Tr}ln(\gamma ^\mu \stackrel{~}{𝒟}_\mu )={\displaystyle \frac{i}{2}}\text{Tr}ln(\gamma ^\mu \stackrel{~}{𝒟}_\mu \gamma ^\nu \stackrel{~}{𝒟}_\nu ),`$ (23)
that can be further rewritten as

$`\gamma ^\mu \stackrel{~}{𝒟}_\mu \gamma ^\nu \stackrel{~}{𝒟}_\nu =\stackrel{~}{𝒟}_\mu \stackrel{~}{𝒟}^\mu +{\displaystyle \frac{1}{2}}\gamma ^\mu \gamma ^\nu [\stackrel{~}{𝒟}_\mu ,\stackrel{~}{𝒟}_\nu ].`$ (24)
It proves useful to reduce the last expression to the form of the minimal six derivative operator

$`\gamma ^\mu \stackrel{~}{𝒟}_\mu \gamma ^\nu \stackrel{~}{𝒟}_\nu =\widehat{H}=\widehat{1}\mathrm{}^3+\widehat{V}^{\mu \nu }_\mu _\nu \mathrm{}+\widehat{Q}^{\mu \nu \alpha }_\mu _\nu _\alpha +\widehat{U}^{\mu \nu }_\mu _\nu +\widehat{N}^\mu _\mu +\widehat{P}.`$ (25)
By dimensional reasons, the $`\widehat{Q}^{\mu \nu \alpha },\widehat{N}^\mu `$ and $`\widehat{P}`$ \- terms can not contribute to the divergences, and therefore have no interest for us. Indeed, this can be checked explicitly. The derivation of the divergences can be performed using the generalized Schwinger-DeWitt technique developed in . Since all the steps in this calculus are quite similar to the ones presented in  for the four-derivative operator, we will not exhibit the details here. The general expression for the divergences has the form

$$\frac{i}{2}\text{Tr}ln\widehat{H}|_{div}=\frac{\mu ^{n4}}{(4\pi )^2(n4)}d^nx\sqrt{g}\{\frac{7}{120}R_{\mu \nu \alpha \beta }^2+\frac{1}{15}R_{\mu \nu }^2\frac{1}{6}R^2\frac{2}{5}\mathrm{}R+$$

$`+\text{tr}[{\displaystyle \frac{1}{2}}\widehat{V}^{\mu \nu }\widehat{}_{\mu \nu }+{\displaystyle \frac{1}{6}}\widehat{V}^{\mu \nu }(R_{\mu \nu }{\displaystyle \frac{1}{2}}Rg_{\mu \nu })+{\displaystyle \frac{1}{4}}g^{\mu \nu }\widehat{U}_{\mu \nu }{\displaystyle \frac{1}{24}}\widehat{V}^{\mu \nu }\widehat{V}_{\mu \nu }{\displaystyle \frac{1}{48}}(\widehat{V}^{\mu \nu }g_{\mu \nu })^2]\},`$ (26)
and of course they do not depend on $`\widehat{Q}^{\mu \nu \alpha },\widehat{N}^\mu `$ and $`\widehat{P}`$ \- terms.

Now we are in a position to calculate the divergent part of the one-loop effective action using (26). For the sake of generality we shall perform the calculations for arbitrary values of $`a_{1,2,3}`$, and will substitute (22) only afterwards. After some long calculus, disregarding the non-essential terms with more than four derivatives of the external metric, we arrive at the relations

$`\gamma ^\mu \gamma ^\nu [\stackrel{~}{𝒟}_\mu ,\stackrel{~}{𝒟}_\nu ]`$ $`=`$ $`{\displaystyle \frac{1}{8}}\gamma ^\alpha \gamma ^\beta \gamma ^\mu \gamma ^\nu R_{\alpha \beta \rho \lambda }R_{\mu \nu }^{\rho \lambda }\mathrm{}2\gamma ^\mu \gamma ^\nu R_{\nu \rho }_\mu ^\rho \mathrm{}`$ (27)
$``$ $`{\displaystyle \frac{1}{2}}\mathrm{}R\mathrm{}{\displaystyle \frac{1}{2}}R\mathrm{}^2+[\gamma ^\mu ,\gamma ^\nu ]R_{\nu \rho }_\mu ^\rho \mathrm{}+`$
$`+`$ $`a_1\gamma ^\mu \gamma ^\nu \gamma ^\alpha \gamma ^\beta \left(R_{\alpha \beta \sigma \rho }R^\sigma _{[\nu }_{\mu ]}^\rho +{\displaystyle \frac{1}{2}}R_{\alpha \beta [\mu }^\sigma R_{\nu ]\sigma }\mathrm{}\right)+`$
$`+`$ $`a_2R^2\mathrm{}2a_2\gamma ^\mu \gamma ^\nu RR_{\nu \rho }_\mu ^\rho +\mathrm{}`$
$`\stackrel{~}{𝒟}_\mu \stackrel{~}{𝒟}^\mu `$ $`=`$ $`\mathrm{}^3+(2a_1+1)R_{\mu \nu }^\mu ^\nu \mathrm{}{\displaystyle \frac{1}{16}}\gamma ^\alpha \gamma ^\beta \gamma ^\lambda \gamma ^\sigma R_{\alpha \beta \mu \rho }R_{\lambda \sigma }^{\mu \rho }\mathrm{}+`$ (28)
$`+`$ $`a_1\mathrm{}R^{\mu \nu }_\mu _\nu +2a_1_\mu _\rho R^{\mu \sigma }^\rho _\sigma +`$
$`+`$ $`(a_1+a_1^2)R^{\mu \sigma }R_{\sigma \rho }_\mu ^\rho +(a_2+a_3)\mathrm{}R\mathrm{}+`$
$`+`$ $`2(a_2+a_3)_\mu _\nu R^\mu ^\nu +(a_2+2a_1a_2)RR_{\mu \nu }^\mu ^\nu +`$
$`+`$ $`2a_2R\mathrm{}^2+a_2^2R^2\mathrm{}+\mathrm{}.`$
Then, the relevant blocks of (25) are

$`\widehat{V}^{\mu \nu }`$ $`=`$ $`2a_1R^{\mu \nu }+(2a_2{\displaystyle \frac{1}{4}})Rg^{\mu \nu }`$ (29)
$`\widehat{U}^{\mu \nu }`$ $`=`$ $`a_1\mathrm{}R^{\mu \nu }+2a_1_\rho ^\mu R^{\rho \nu }+(a_2+a_3{\displaystyle \frac{1}{4}})g^{\mu \nu }\mathrm{}R+`$ (30)
$`+`$ $`(a_1^2+a_1)R^\mu _\rho R^{\rho \nu }+2(a_2+a_3)^\mu ^\nu R+(2a_1a_2+a_2)RR^{\mu \nu }+`$
$`+`$ $`(a_1^2{\displaystyle \frac{a_2}{2}})g^{\mu \nu }R^2{\displaystyle \frac{1}{2}}a_1\gamma ^{[\mu }\gamma ^{\rho ]}\gamma ^\alpha \gamma ^\beta R_{\alpha \beta }^{\sigma \nu }R_{\sigma \rho }{\displaystyle \frac{a_1}{2}}R_{\alpha \beta }^2g^{\mu \nu }`$
$``$ $`a_2\gamma ^\mu \gamma ^\rho R_\rho ^\nu R.`$
Using the formula (26), for the generic operator (16) we arrive at the following divergences

$`\mathrm{\Gamma }_{\mathrm{div}}^{(1)}={\displaystyle \frac{1}{\epsilon }}{\displaystyle d^4x\sqrt{g}\left\{\alpha R_{\mu \nu \alpha \beta }^2+\beta R_{\mu \nu }^2+\gamma R^2+\delta \mathrm{}R\right\}},`$ (31)
where

$`\alpha `$ $`=`$ $`{\displaystyle \frac{7}{120}},\beta ={\displaystyle \frac{1}{3}}a_1^2{\displaystyle \frac{2}{3}}a_1+{\displaystyle \frac{1}{15}},`$ (32)
$`\gamma `$ $`=`$ $`{\displaystyle \frac{1}{3}}a_1^24a_2^22a_1a_2{\displaystyle \frac{1}{6}}a_1{\displaystyle \frac{4}{3}}a_2{\displaystyle \frac{1}{8}},`$
$`\delta `$ $`=`$ $`2a_1+6a_2+6a_3{\displaystyle \frac{7}{5}}.`$
Replacing the coefficients (22) corresponding to the Hermitian conformal operator, and using the basis of the square of the Weyl tensor, Gauss-Bonnet term

$$C^2=C_{\mu \nu \alpha \beta }C^{\mu \nu \alpha \beta }=R_{\mu \nu \alpha \beta }^22R_{\mu \nu }^2+\frac{1}{3}R^2,E=R_{\mu \nu \alpha \beta }^24R_{\mu \nu }^2+R^2$$

and $`R^2`$ , we arrive at the final result

$`\mathrm{\Gamma }_{\mathrm{div}}^{(1)}={\displaystyle \frac{\mu ^{(n4)}}{\epsilon }}{\displaystyle d^nx\sqrt{g}\left\{\frac{1}{60}C^2+\frac{3}{40}E\frac{12}{5}\mathrm{}R\right\}},`$ (33)
which is conformal invariant up to total derivatives. The cancellation of the non-conformal $`\sqrt{g}R^2`$-term confirms the correctness of our calculations of both conformal operator and divergences.

The conformal anomaly is directly related to the divergences , so that we have, using (33):

$`<T^\mu _\mu >={\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\sqrt{g}}}{\displaystyle \frac{\delta \mathrm{\Delta }S}{\delta \sigma }}={\displaystyle \frac{1}{(4\pi )^2}}\left(\omega C^2+bE+c\mathrm{}R\right).`$ (34)
with

$`\omega ={\displaystyle \frac{1}{60}},b=+{\displaystyle \frac{3}{40}},c={\displaystyle \frac{12}{5}}`$ (35)
Consider the cancellation of anomaly. In the four-dimensional space ($`D=4`$), if one has only conventional scalar, spinor and vector fields, the cancellation of anomaly is impossible due to the fact that all these fields contribute to the coefficients $`\omega `$ and $`b`$ (35) with the same signs. But, situation might change if we have some high derivative fields. For instance, some examples of finite and anomaly-free theory has been given in , where the IR and UV conformal fixed points of the renormalization group flow were established. Now, we shall see, that including the new conformal fields one can achieve the anomaly cancellation in a different way.

Imagine that we have a theory with $`N_0`$ real massless conformal invariant scalars (2), $`N_{1/2}`$ Dirac spinors (3) and $`N_1`$ massless vectors. In addition, the theory includes $`n_3`$ copies of the high derivative spinor (9) and $`n_4`$ copies of the high derivative scalar (6). Then the total expression for the anomaly is (34), with the following total coefficients:

$$\omega _t=\left(\frac{1}{120}N_0+\frac{1}{20}N_{1/2}+\frac{1}{10}N_1\right)\left(\frac{1}{15}n_4+\frac{1}{60}n_3\right),$$

$$b_t=\left(\frac{1}{360}N_0+\frac{11}{360}N_{1/2}+\frac{31}{180}N_1\right)+\left(\frac{7}{90}n_4+\frac{3}{40}n_3\right),$$

$`c_t={\displaystyle \frac{N_0}{180}}+{\displaystyle \frac{N_{1/2}}{30}}{\displaystyle \frac{N_1}{10}}{\displaystyle \frac{2}{45}}n_4{\displaystyle \frac{12}{5}}n_3.`$ (36)
In order to obtain the conditions of anomaly cancellation, one has to consider only the coefficients $`\omega _t`$ and $`b_t`$, because $`c_t`$ can be always canceled by adding the local finite counterterm

$`\mathrm{\Delta }S_c={\displaystyle \frac{c_t}{12(4\pi )^2}}{\displaystyle d^4x\sqrt{g}R^2}.`$ (37)
Then, from (36) one arrives at the following solutions for the amount of the high derivative fields

$`n_3=N_1{\displaystyle \frac{1}{2}}N_{1/2}{\displaystyle \frac{1}{8}}N_0,n_4={\displaystyle \frac{5}{4}}N_1+{\displaystyle \frac{7}{8}}N_{1/2}+{\displaystyle \frac{5}{32}}N_0.`$ (38)
Indeed, both $`n_3`$ and $`n_4`$ must be integers. One can see, that the cancellation of trace anomaly is, in principle, possible, but it puts some restrictions on the field composition $`N_{0,1/2,1}`$ of the matter theory. Namely: we need $`N_0+4N_{1/2}8N_1`$, $`N_0`$ to be multiple of 32, $`N_{1/2}`$ to be multiple of 8 and $`N_1`$ to be multiple of 4. The last conditions can be easily satisfied for some gauge groups. Then, in some theory with extended supersymmetry, if the one-loop anomaly is exact, the proper choice of the numbers $`n_3`$ and $`n_4`$ can provide the complete cancelation of anomaly.

## 4 Conclusions and speculations

We have constructed the 3-derivative spinor action which possesses local conformal invariance. Our solution is a generalization of the flat-space operators  with global scale invariance. The relation between the corresponding spinor and conventional massless Dirac spinor is similar to the one between fourth derivative scalar (6) and usual conformal scalar (2). One can formulate the following mathematical conjecture: those are only first representatives of the infinite family of the conformal invariant operators with even (for scalars) and odd (for spinors) number of derivatives in $`D=4`$. The scalars and spinors corresponding to these operators transform according to their classical dimension. The generalization to the $`D4`$ is also possible (see  for the $`\mathrm{\Delta }`$ operator). To check this conjecture would be an interesting mathematical problem.

The contributions of a new third derivative spinor to the trace anomaly has the sign opposite to the one of the usual scalars, spinors and vectors, and the same as for the high derivative scalar (6). One can guess that this sign distribution is related to the emergence and dominating contributions of the high derivative unphysical ghosts, which are always present in the spectrum of the high derivative operators. As an extension of our conjecture, one can suppose that the signs of the contributions of the (yet unknown) higher order conformal operators to the trace anomaly coefficients $`\omega _t`$ and $`b_t`$ will alter, as in (36). Therefore, if there exists a SYM theory with extended supersymmetry, for which the one-loop anomaly is exact, one can define the integration measure, in curved space-time, in such a way that the $`D=4`$ conformal symmetry is exact. This definition of the measure must include proper number of functional determinants of the operators like $`\mathrm{\Delta }`$ and $`\gamma ^\mu \stackrel{~}{𝒟}_\mu `$. It might happen, that the investigation of this hypothesis can shed some light on the supersymmetry breaking mechanism which may be, after all, related to the conformal anomaly.

Acknowledgments.

We are grateful to I.L. Buchbinder for useful discussion, and to the CNPq (Brazil) for grant (I.Sh.) and schoolarship (G.B.P.). I.Sh. is also grateful to the RFFI (Russia) for the support of the group of theoretical physics at Tomsk Pedagogical University through the project 99-02-16617.