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# 1 Introduction

## 1 Introduction

Ultra-relativistic flow velocities are found in many astrophysical objects such as in Gamma Ray Bursts (GRB) as well as in AGN jets and their central engines where accretion is observed. The current understanding of multiwavelenght GRB afterglow observations, indicates that they are produced at the relativistic shocks, formed shortly after a violent explosion takes place where a blast wave impacts with the surrounding interstellar medium. Consequently shock waves form (Meszaros & Rees, 1993), and eventually relativistic diffusive shock acceleration takes place. Theoretical works of Vietri (1995,1997 and 1998) and Waxman (1995) suggested that diffusive acceleration at non-relativistic shocks is not fast enough to produce the highest energy particles observed, but they considered that a potential relativistic supesonic environment could succeed to do so. One of the first computational works (Quenby & Lieu, 1989)) concerning relativistic ($`\gamma `$3) diffusive acceleration with application to AGN relativistic flows reported a considerable enhancement in the acceleration rate of a factor$``$13. In this present work we present a numerical investigation for diffusive acceleration in ultra-relativistic shocks with application to GRBs theoretical models.

The standard analytical theory of diffusive shock acceleration operating in one dimensional astrophysical non-relativistic flows, where $`u_1`$, $`u_2`$ are the non-relativistic upstream and downstream flow speeds and the particle’s velocity is almost equal to c, yields a differential spectrum $`dn/dpp^\alpha `$, where $`\alpha =r+2/r+1`$ and $`r=u_1/u_2`$ and the analytically derived acceleration time constant is given by,

$$t_{acc}=\frac{c}{u_1u_2}\left[\frac{\lambda _1}{u_1}+\frac{\lambda _2}{u_2}\right]$$
(1)
where $`\lambda _1`$, $`\lambda _2`$ are the particle’s mean free paths, upstream and downstream respectively. It is known that the fractional energy increase for a single shock crossing, for relativistic flows, is $`(1V^2/c^2)^{0.5})`$ where V is the relativistic difference ($`u_1u_2`$) in flow velocities across the shock. Considering again relativistic flows and diffusion theory calculations for the cycle-time constant, it is found that the latter does not change from the non-relativistic case, and so we could expect a speed-up of acceleration, relative to the non-relativistic estimate. Because relativistic flows create large anisotropies in the plasma flow a detailed computational approach is necessary in this high $`\gamma `$ regime. Several studies have been made by many authors, but still, there is a controversy about the rate of particles energy gain and the time constant of the acceleration. These controversies need a solution as they are crucial for models of AGN jet cosmic ray acceleration and UHECR production and acceleration in GRBs (eg Vietri). In this present work we present a Monte Carlo simulation, investigating the diffusive acceleration in ultra-relativistic parallel shocks for values up to $`\gamma 990`$, with application to GRBs relativistic flows. We find a considerable acceleration rate enhancement and our results show explicitly that the energy boosting, scales as $`\gamma ^2`$ in the first shock passaging cycle. After that, the particle energy is multiplied by a large number, gaining large amounts of energy which could still account for the theory of UHECR. These results support theoretical predictions (eg. Vietri 1995) concerning UHECR origin and acceleration from GRBs’ highly relativistic plasma flows.

## 2 Numerical method

In this Monte Carlo code we consider both isotropic large angle and pitch angle diffusion which is calculated in the respective plasma rest frames, where particles are allowed to scatter in the respective fluid frames towards the shock. We consider only parallel shock ($`\theta =0`$, where $`\theta `$ is the angle between the shock normal and the magnetic field), either because that is the field configuration, or turbulence removes ”reflection” at the interface. A guiding centre approximation is used where the particle trajectory is followed in one-dimensional space along the x axis. A relativistic transformation is performed to the local plasma frames each time the particle scatters across the shock following it according to particle jump conditions and it is made leave the system from the moment that it ’escapes’ far downstream at the spatial boundary or if it reaches a well defined maximum energy. The particles ($``$$`10^7`$) of weight equal to one, are injected far upstream at a constant energy of high gamma, which supposes that a pre-acceleration of the particles has already taken place. They left to move towards the shock where along the way they collide with the pressumed scattering centers and consequently as they keep scattering between the upstream and downstream regions they gain each time an amount of energy. The compresion ratio is allowed to have the value of 4, for immediate comparison with the non-relativistic values. A main characteristic of the code is that a particle splitting technique is used, in order for the statistics to be as efficient as possible. The main notion of particle splitting is the fact that one can consider that each particle represents instead a large number of particles. When a number of particles escapes through the defined spatial or momentum boundaries during the acceleration process, we replace these lost particles with new ones -in order to have again the same initial number of particles- but in such a way that as their weight is decreased, the number of particles remains almost constant throughout the simulation. The probability that a particle will move a distance z along the field lines at pitch angle $`\theta `$ before it scatters is given by the following expression,

$$Prob\left(z\right)exp\left(z/\lambda \left|cos\theta \right|\right)$$
(2)
For the case of pitch angle diffusion scattering, the new pitch angle $`\theta ^{}`$ is calculated by the trigonometric formula,

$$cos\theta ^{}=cos\theta \sqrt{1sin^2\delta \theta }+sin\delta \theta \sqrt{1cos^2\theta }cos\varphi $$
(3)
where $`\varphi ϵ`$(0,$`2\pi `$) is the azimuth angle with respect to the original momentum direction. We note here that for the case of highly relativistic flows, the definition of particles pitch angle diffusion is scattering within an angle $``$ 1/$`\gamma _1`$, where $`\gamma _1`$ is the upstream gamma measured in the shock frame (Gallant & Achterberg, 1999). This important condition is explicitly included in our Monte Carlo simulations during the relativistic particle shock acceleration process, having as a main aim to investigate and compare our results with controversial theoretical predictions which depend whether either large angle or pitch angle diffusion operates in highly relativistic flows.

## 3 Results

The aim of this work is to investigate the energy boosting of particles accelerated in higly relativistic shock waves in comparison to the shock cycle and to study the cycle time constant for the particle acceleration, by simulating highly relativistic shock formations which potentially occur in GRBs. The results shown in the figures, have been recorded in the downstream side, in the shock frame and concern large angle isotropic scattering and pitch angle diffusion for a various number of upstream Lorentz $`\gamma `$ values. Figure 1, shows for both large angle scattering and pitch angle diffusion, the ratio of the computational time constant to the non-relativistic analytical acceleration time constant, as a function of the upstream Lorentz factor $`\gamma _{up}`$ plasma flows. We note here that in the case of the pitch angle diffusion, we allow for the mean free path of particle to scatter $`\pi /2`$ for the calculation of the analytical time-expression. We can observe that substantial ’speed-up’ of a factor $``$ 5 for large angle scattering is given and a considerable ’speed-up’ of a factor $``$ 200 is noted for pitch angle diffusion. The figures 2-5 show the mean energy gain of the accelerated particles versus the shock crossing where a substantial $`\gamma ^2`$ boosting is found, explicitly for the first cycle. After that, and for the following shock crossings, the energy of the particle is multiplied by a large factor. Our first indication ($`\gamma ^2`$) is in good aggreement with Gallant & Achterberg (1999) predictions who found ’that the energy of the particle for the first shock cycle is increased by a factor of $`\gamma _{up}^2`$’. On the other hand though, they found that …’in all subsequent shock crossing cycles the particle energy doubles’ and that due to the fact that the particle does not have time to re-isotropise upstream before being overtaken by the shock. Our results show that the particle energy is multiplied by a large factor. This could be justified from the moment we could assume that the acceleration speed-up found, gives enough time for the particle to re-isotropise upstream before being overtaken by the shock.

## 4 Conclusions

A Monte Carlo numerical investigation has been reported in the test particle limit of parallel diffusive shock acceleration. Very high gamma flow astrophysical plasmas have been used, from $`\gamma _{up}`$ $`50`$ up to $`\gamma _{up}`$ $`1000`$ which are relevant to highly relativistic astrophysical supersonic plasma flows in GRBs. A dramatic $`\gamma ^2`$ energy boost in the first shock crossing cycle has been observed and a considerable acceleration speed-up has been found for both isotropic large angle and pitch angle diffusion. Both these results support Vietri and Waxman GRB models and theoretical predictions for the model of Ultra High Energy Cosmic Ray origin from GRBs. The surprising implication of those results is that a modeler could consider that, indeed there is a distinctive case showing that a $`\gamma ^2`$ energy gain versus first shock crossing and a large energy multiplication in all other subsequent cycles is indeed happening in highly relativistic shock waves, ’making space’ to the particles in order to gain rather very large amounts of energy in few shock cycles. On the other hand the above implications, along with our numerical calculations, finding a considerable acceleration speed-up could sufficiently account for the theoretical predictions implying UHECR origin from GRB relativistic shock configurations. However these crucial issues, need further detailed investigation as many other parameters need to be included within the simulation codes such as shock obliquity, non-linear processes and energy losses in order for potential models to be as realistic as possible with the actual relativistic flow of GRBs. There is already under way a similar work concerning the above parameters.
Acknowledgments: A.Meli wishes to thank J.Kirk and M.Ostrowki for valuable discussions during the $`17^{th}`$ECRC 2000 in Lodz, Poland.

## 5 References

Baring, M.G, ICRC Salt Lake City, Proceedings (1999)
Bednarz, J. & Ostrowski, M. MNRAS 283, 447-456(1996)
Bednarz J. MNRAS 315L.37B(2000)
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Bell, A.R , MNRAS 182,443-455(1978)
Blanfdord, R.D $`\&`$ Ostriker, J.P ApJ 211, 793-808(1977)
Ellison, D.C.,& Jones, F.C., & Reynolds,S.P., ApJ 360, 702 (1990a)
Gallant, Y.A., & Achterberg A., MNRAS 305L, 6G (1999)
Jones, F.C, Ellison, D.C Sp.Sc.R 58, 259-346(1991)
Kirk,J.G., & Schneider, P., ApJ 315, 425 (1987a)
Kirk, J.G, $`\&`$ Schneider, P. AJ 322, 256-265(1987)
Kirk,J.G., & Webb, G.M., ApJ 331 , 336 (1988)
Lieu, R., & Quenby, J.J., ApJ 350 , 692 (1990)
Meszaros,P., & Rees, M.J., ApJ 405, 278 (1993)
Ostrowski, M., MNRAS 249, 551-559(1991)
Ostrowski, M. & Schlickeiser R., Sol.Ph 167, 381-394(1996)
Peacock, J.A, MNRAS 196, 135-152(1981)
Quenby, J.J., & Lieu, R., Nature 342, 654(1989)
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Vietri, M., ApJ 453, 883(1995)
Vietri, M., Phys.Rev.Lett.78, 4328V(1997)
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Waxman,E., Phys.Rev.Lett., 75, 386 (1995)


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# On the quasi - exact solvability of a singular potential in D - dimensions: confined and unconfined

## Abstract

The D - dimensional quasi - exact solutions for the singular even - power anharmonic potential $`V(q)=aq^2+bq^4+cq^6`$ are reported. We show that whilst Dong and Ma’s  quasi - exact ground - state solution (in D=2) is beyond doubt, their solution for the first excited state is exotic. Quasi - exact solutions for the ground and first excited states are also given for the above potential confined to an impenetrable cylindrical ( D=2 ) or spherical ( D=3 ) wall.

It is well known that a straightforward generalization of an elementary ansatz, for a particular state wave function, defines the related quasi (partially) - exact solvability of

$$V(q)=aq^2+bq^4+cq^6;a,c>0.$$
(1)
A model which is phenomenologically appealing for physicist and mathematicians alike \[1-6, and references therein\]. The study of such a singular potential model ( a non - trivial generalization of the simple spiked harmonic oscillator from the mathematical point of view) has relevance in connection with the imaginary time formation of quantum mechanics and its relation with diffusion theory . It has been widely used in atomic and optical physics .

On the other hand, the underlying time - independent radial Schrödinger equation, in $`\mathrm{}=2m=1`$ units,

$$\left[\frac{d^2}{dq^2}+\frac{L(L+1)}{q^2}+V(q)E_{k,L}\right]R_{k,L}(q)=0,$$
(2)
admits interdimensional degeneracies associated with the isomorphism between orbital angular momentum $`l`$ and dimensionality $`D`$ in $`L=l+(D3)/2`$. These degeneracies implicate that the $`D=2`$ and $`D=3`$ bound - state energies generate the ladder of the excited state energies for any given $`k`$ ( nodal zeros in the wave function) and non - zero $`l`$ from the $`l=0`$ result, with that $`k`$ ( for more details on this issue the reader may refer to \[6-9\]). Therefore, the $`D=2`$ and $`D=3`$ bound state energies of (1) should be correctly prescribed.

Nevertheless, the concept of a confined quantum system has originated with a model suggested by Michels et al. , who proposed the idea of simulating the effect of pressure on an atom by enclosing it in an impenetrable spherical box. Ever since, quantum systems enclosed in boxes have received considerable attention. An exhaustive list of publications was given by Fröman et al.  and more recently by Dutt et al.  and Varshni \[2,13-15\]. It is therefore interesting to carry out systematic studies of the effect of spherical ( D=3 ) or cylindrical ( D=2 ) impenetrable walls on the energy levels of the singular even - power potential in (1).

Very recently, Dong and Ma  have used the well known elementary ansatz

$$R_{0,L}(q)=exp\left(\frac{1}{2}\alpha _{0,L}q^2+\frac{1}{2}\beta _{0,L}q^2+\delta _{0,L}lnq\right),$$
(3)
for the ground state ($`k=0`$) wave function (unconfined) and obtained ( for $`D=2`$) a quasi - exact, no doubt, ground state solution ( satisfying the boundary conditions $`R_{k,L}(0)=R_{k,L}(\mathrm{})=0`$. Trying to generalize this ansatz for the first excited state, they have used

$$R_{1,L}(q)=(a_{1,L,1}+a_{1,L,2}q^2+a_{1,L,3}q^2)e^{(\frac{1}{2}\alpha _{1,L}q^2+\frac{1}{2}\beta _{1,L}q^2+\delta _{1,L}lnq)}.$$
(4)
When substituting (4) in (2) a set of relations, among the parameters involved, is obtained (see equations (14a) to (14e) in ). A straightforward manipulation of these would obviously lead to $`a_{1,L,1}=a_{1,L,2}=a_{1,L,3}=0`$ and a trivial solution $`R_{1,L}(q)=0`$ is clearly manifested. To avoid this catastrophe the authors have imposed a condition that the magnetic quantum number $`m`$ ( $`l=|m|`$ for $`D=2`$ in L here) of the first excited state is the same as that of the ground state. At this point, a vital clarification is in order. Although the above condition is exotic, only the ratio $`a_{1,L,2}/a_{1,L,3}=\sqrt{a/c}`$ is strictly determined. Yet within their proposal in (4) and with $`a_{1,L,1}=0`$, determining the ratio $`a_{1,L,2}/a_{1,L,3}`$ ought to suffice. In fact, the ansatz suggested in (4) contradicts with the well known generalized one  ( used, implicitly, latter by Dong in )

$$R_{k,L}(q)=F_{k,L}(q)exp\left(\frac{1}{2}\alpha _{k,L}q^2+\frac{1}{2}\beta _{k,L}q^2+\delta _{k,L}lnq\right),$$
(5)
$$F_{k,L}(q)=q^{2k}+\underset{i=0}{\overset{k1}{}}a_{k,L,i+1}q^{2i},$$
(6)
for the central singular even - power potential in (1). Which, in turn, when substituted in (2) ( for any $`k`$ and $`L`$) implies

$$\alpha _{k,L}=\sqrt{a},\beta _{k,L}=\sqrt{c},\delta _{k,L}=(\frac{3}{2}+\frac{b}{2\sqrt{c}}),$$
(7)
$$E_{k,L}=\alpha _{k,L}(1+4k+2\delta _{k,L}).$$
(8)
And for $`k=1`$, it yields

$$F_{1,L}(q)=q^2+a_{1,L,1},$$
(9)
$$a_{1,L,1}=\frac{16c^2}{4L(L+1)c^{3/2}+8c^2\sqrt{a}b^2\sqrt{c}4cb3c^{3/2}}$$
(10)
with the constraint between the potential parameters

$$4\alpha _{1,L}a_{1,L,1}=\delta _{1,1}^2+3\delta _{1,1}+2L(L+1)2\beta _{1,1}\alpha _{1,1}.$$
(11)
Moreover, for $`k=2`$ it reads

$$F_{2,L}(q)=q^4+a_{2,L,2}q^2+a_{2,L,1},$$
(12)
$$a_{2,L,1}=\frac{16c^2a_{2,L,2}}{4L(L+1)c^{3/2}+8c^2\sqrt{a}b^2\sqrt{c}4cb3c^{3/2}}$$
(13)
$$G=\frac{16c^2}{4L(L+1)c^{3/2}+8c^2\sqrt{a}b^2\sqrt{c}4cb3c^{3/2}}$$
(14)
$$a_{2,L,2}=\frac{32c^2}{b^2\sqrt{c}+12cb8c^2\sqrt{a}+(35+32G\sqrt{a}4L(L+1))c^{3/2}},$$
(15)
with the constraint between the potential parameters

$$4\sqrt{a}a_{2,L,2}=\delta _{2,L}^27\delta _{2,L}12+L(L+1)+2\sqrt{ac}$$
(16)
and so on.

Next, when the system - obeying potential (1) is confined to an impenetrable cylindrical (D=2) or spherical (D=3) box of radius $`R`$, where $`q=0`$ locates the center of the box, one would amend the generalized ansatz in (5) and (6) to

$$R_{k,L}(q)=(R^2q^2)F_{k,L}(q)exp\left(\frac{1}{2}\alpha _{k,L}q^2+\frac{1}{2}\beta _{k,L}q^2+\delta _{k,L}lnq\right).$$
(17)
Where the factor $`(R^2q^2)`$ ensures that $`R_{k,L}(q)`$ vanishes at $`q=0`$ and $`q=R`$  and guarantees its normalizability. Maintaining the well - behaved nature of the wave function we obtain

$$\alpha _{k,L}=\sqrt{a},\beta _{k,L}=\sqrt{c},\delta _{k,L}=(\frac{3}{2}+\frac{b}{2\sqrt{c}}),$$
(18)
$$E_{k,L}=\alpha _{k,L}(5+4k+2\delta _{k,L}),$$
(19)
for all $`k`$ and $`L`$, where both signs of $`\alpha _{k,L}`$ are now admissible.

For $`k=0`$ and $`\alpha _{0,L}=\pm \sqrt{a}`$ equation (2), along with (17), yields

$$R^2=\frac{16c^2}{4L(L+1)c^{3/2}8c^2\alpha _{0,L}b^2\sqrt{c}4cb3c^{3/2}}$$
(20)
with the constraint

$$\alpha _{0,L}=\frac{b^2\sqrt{c}12cb35c^{3/2}+4L(L+1)c^{3/2}}{8(2R^2c^{3/2}+c^2)}.$$
(21)
At this point we should report that our results reproduce those obtained by Varshni  for $`D=3`$ when potential (1) is confined to an impenetrable spherical box of radius $`R`$.

For $`k=1`$ and $`\alpha _{1,L}=\pm \sqrt{a}`$ one obtains

$$a_{1,L,1}=\frac{16c^2R^2}{16c^2+R^2[8c^2\alpha _{1,L}3c^{3/2}4cbb^2\sqrt{c}+4L(L+1)c^{3/2}]},$$
(22)
$$R^2=\frac{16a_{1,L,1}c^{3/2}\alpha _{1,L}99c^{3/2}20cb+4L(L+1)c^{3/2}8c^2\alpha _{1,L}b^2\sqrt{c}}{16c^{3/2}\alpha _{1,L}}.$$
(23)
with the constraint

$`\alpha _{1,L}`$ $`=`$ $`{\displaystyle \frac{1}{8}}[32c^2+a_{1,L,1}(35c^{3/2}12cbb^2\sqrt{c}+4L(L+1)c^{3/2})`$ (24)
$`+R^2(35c^{3/2}+12cb+b^2\sqrt{c}4L(L+1)c^{3/2})]`$
$`\times \left[a_{1,L,1}(c^2+4R^2c^{3/2})c^2\right]^1,`$
In a straightforward manner, one can carry out the quasi - exact solutions for any $`k`$ and dimesionality $`D`$ ( hence, any L) for the quantum system defined in (1) and (2), with and without impenetrable boxes.

Nevertheless, it should be noted that the ansatz in (17) ( for the confined system) for any $`k`$ addresses, with proper amendments, the $`k+1`$ quasi - exact solution for the unconfined system. For example, the $`k=0`$ solution of the confined system gives the $`k=1`$ solution for the unconfined one when $`R^2`$ ( $`R`$ is the radius of the spherical or cylindrical box) is set equal to $`a_{1,L,1}`$, provided that $`\alpha _{k,L}=\sqrt{a}`$ to maintain the well behaved nature of the wavefunction at $`q=\mathrm{}`$. Moreover, the D - dimensional quasi - exact solutions reported above reproduce the well known ones for $`D=3`$ ($`L=l`$) \[2, and references therein\] and $`D=2`$ ($`L=l1/2`$) \[5,6, and references therein\].

Of course, only a finite portion of the energy spectrum and associated eigenfunctions are found exactly, in a closed form, for the quantum mechanical quasi - exact solvable potentials, like the one in (1) ( a well known characteristic of quasi - exact soluble potentials \[1-6, 11-19\]). However, one may add to this that if $`N`$ is the number of sets of the potential parameters, satisfying all conditions, for a given state $`k`$, one could encounter sever reduction in $`N`$ for $`k+1`$ state. For example, in table 1 of , Varshni obtained ( for $`D=3`$) 8 sets for $`a=c=1`$, $`k=0`$ and $`\alpha _{0,L}=\sqrt{a}`$ for the confined potential (1). Whereas, for the same parameters with $`k+1`$, only two sets ( for $`l=0`$ and $`b=2.265309`$ and $`b=14.265309`$) could $`\mathrm{s}\mathrm{u}\mathrm{c}\mathrm{c}\mathrm{e}\mathrm{s}\mathrm{s}\mathrm{f}\mathrm{u}\mathrm{l}\mathrm{l}\mathrm{y}`$ be obtained, in the present work. And for $`l=1,2,3`$ none could be found.

To sum up, we have reemphasized the mixed mathematical and Physical role of the dimensionality $`D`$, through the D - dimensional generalization of an elementary ansatz in (5) and (17), and defined the related D - dimensional quasi - exact ( conditionally - exact, in view of Znojil ) solutions for the potential model in (1). Although only conditionally - exact solutions are reported here, they remain the benchmarks for testing perturbative and nonperturbative approximation methods for solving Schrödinger equation.


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# 1 Introduction

## 1 Introduction

The problem of possible inter-$`W`$ dynamical correlations continues to attract much experimental attention at LEP-II . The importance of these in a precision measurement of the $`W`$-mass  is by far the main reason for the flurry of present activities. However, this should not be the sole motivation for careful experimental work in this subfield. For example, the possible absence of Bose-Einstein correlations (BEC) between pions originating from different $`W`$’s raises interesting general and basic questions regarding the coherent versus incoherent nature of particle emission. Also the question of possible color- or string-reconnection effects may be of considerable importance for our understanding of the vacuum properties of Quantumchromodynamics.

As repeatedly emphasized by the Lund group , Bose-Einstein correlations of a coherent type, for which we suggest the name “String Symmetrization Correlations (SSC)”, are present in any string model of hadron production. Moreover, the SSC depend essentially only on local properties of the string and should thus be independent of the environment in which the string is fragmenting. This basic property is not in contradiction with experimental results on Bose-Einstein correlations in $`e^+e^{}`$ annihilations and lepton-nucleon scattering.

However, in systems comprising several strings, a second type of Bose-Einstein correlations may exist if the different strings behave independently so that they act as incoherent sources of particle emission. This second-order intensity correlation effect, or HBT effect, since first discovered by Hanbury Brown and Twiss , is expected to reflect the “geometry” of the collision process and, in particular, to be sensitive to the size of the “freeze-out” volume where the hadrons are formed. This volume could have an extension of many fermi’s and can thus be significantly larger than the typical “radii” of less than a fermi, commonly measured e.g. in BEC studies of $`e^+e^{}`$ annihilations. As a result, correlation functions of identical bosons may well show an additional enhancement at substantially smaller values of their momentum difference than for SSC correlations.

The reaction $`e^+e^{}\mathrm{W}^+\mathrm{W}^{}\overline{\mathrm{q}}_1\overline{\mathrm{q}}_2\mathrm{q}_3\mathrm{q}_4\text{hadrons}`$ is a prototypical example of a system of which the hadronisation proceeds via the fragmentation of two color-fields or strings. Barring possible reconnection effects at an early stage of the evolution of the system, these strings are thought to fragment independently. Thus, SSC within single $`W`$’s and inter-$`W`$ HBT correlations could coexist in this system, but manifest themselves in different ranges of e.g. the commonly used variable $`Q^2`$, the square of the difference of the four-momenta of the identical pions. No dedicated searches in this direction have been made so far. Moreover, if the HBT correlations are of much shorter range than naively expected, the influence on $`W`$-mass measurements is likely to be much weaker than present studies suggest.

Limited statistics as well as limited experimental sensitivity at very small $`Q`$ may prevent the HBT-type of correlation effect to be clearly observed in $`e^+e^{}W^+W^{}4q`$ events. However, as yet unexplored alternative reactions exist. Much larger statistics is available in e.g. $`e^+e^{}q\overline{q}+g\text{three-jet}`$ events. For these, due to the emission of a hard gluon, two color-disconnected strings are stretched, one between the quark and the gluon, another between the gluon and the antiquark. Depending on the origin of the identical pions studied, SSC as well as HBT correlations should contribute111I thank B. Andersson and G. Gustafson for discussions of this point. to the correlations among identical bosons.

In hadron-hadron, hadron-nucleus and nucleus-nucleus collisions, hadroproduction is also believed to result from the break-up of several to very many strings. Since the superposition of many independent particle “sources” weakens the measured strength of correlations of the SSC type, HBT correlations may well dominate the Bose-Einstein correlations measured in these processes. This could also explain the observed positive correlation between particle density (or multiplicity) and the measured BEC radii. Finally, due to the “inside-outside” character of hadron production, whereby low-momentum particles “freeze out” first (in any reference frame), one may expect a correlation between the width of the Bose-Einstein enhancement and particle momenta if the HBT correlations are the dominant effect.

Returning to correlations in the $`WW`$ system, experimental study of such effects should start from a well-defined mathematical framework. Since, in general, inter-$`W`$ dynamics introduces genuine correlations between the decay products of the $`W`$’s, we generalize the formalism presented in an earlier paper on the subject  where observables relevant for the case of stochastic independence and fully overlapping decays of the $`W`$’s were proposed. We consider the general case of stochastic dependence and the separation of the $`W`$ hadronic decay products in momentum space. We concentrate on second-order (two-particle) inclusive densities and correlation functions but the results can be generalized to higher orders.

In the mathematical treatment of the problem, a general inter-$`W`$ correlation function is introduced, representing an arbitrary stochastic correlation between hadrons from different $`W`$’s which could arise from color reconnection effects, Bose-Einstein correlations or others. Although most of the examples treated in this paper relate to Bose-Einstein studies involving identical particles, the formalism is general and can be used, where needed with a suitable change of kinematic variables, in other contexts as well.

## 2 Multivariate distributions and moments

Before discussing the problem of correlations among particles originating from $`W`$’s decaying into fully hadronic, so-called four-jet configurations, $`e^+e^{}q_1\overline{q}_2q_3\overline{q}_4\text{hadrons}`$, we first consider a more general problem.

Assume that a system (e.g. an event) comprising in total $`n`$ (observed) particles, can be subdivided into $`S`$ possibly stochastically correlated groups or “sources” $`\mathrm{\Omega }_i`$ ($`i=1,\mathrm{},S`$). We take the $`n`$ particles to be of identical type and assume that the groups are mutually exclusive i.e. every particle can be assigned to one and one group only222Such a subdivision can be based on a “natural” partition of the $`n`$ particles in $`S`$ groups according to the underlying dynamics. It could also be based on an experimentally dictated partition of the phase space in $`S`$ distinct (non-overlapping) regions e.g. as the result of jet clustering.: $`\mathrm{\Omega }_i\mathrm{\Omega }_j=0`$, $`i,j`$ and $`ij`$. No assumptions are made, however, about possible overlap in momentum space of particles from different groups.

Let $`n`$ be the total number of particles counted in the union of the $`S`$ groups,

$$n=\underset{m=1}{\overset{S}{}}n_m.$$
(1)
Consider further the multivariate multiplicity distribution $`P_S(n_1,\mathrm{},n_S)`$ giving the joint probability for the simultaneous occurrence of $`n_1`$ particles in class $`\mathrm{\Omega }_1`$, $`\mathrm{},`$ $`n_S`$ particles in class $`\mathrm{\Omega }_S`$. The probability distribution of $`n`$ is then given by

$$P(n)=\underset{n_1=0}{\overset{n}{}}\mathrm{}\underset{n_S=0}{\overset{n}{}}P_S(n_1,\mathrm{},n_S)\delta _{n,n_1+\mathrm{}+n_S}.$$
(2)
We further define the single-variate factorial moment generating function of $`P(n)`$

$$G(z)=\underset{n=0}{\overset{\mathrm{}}{}}(1+z)^nP(n).$$
(3)
By expanding $`(1+z)^n`$, (3) can be rewritten as

$`G(z)`$ $`=`$ $`1+{\displaystyle \underset{q=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^q}{q!}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{n!}{(nq)!}}P(n),`$ (4)
$`=`$ $`1+{\displaystyle \underset{q=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^q}{q!}}{\displaystyle \frac{n!}{(nq)!}},`$ (5)
$`G(z)`$ $`=`$ $`1+{\displaystyle \underset{q=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^q}{q!}}\stackrel{~}{F}_q;`$ (6)
where in the last line we introduce the symbol $`\stackrel{~}{F}_q`$ for the (unnormalized) factorial (or binomial) moment of the probability distribution $`P(n)`$. The brackets in Eq. (5) denote a statistical average.

$`\stackrel{~}{F}_q`$ $`=`$ $`n(n1)\mathrm{}(nq+1),`$ (7)
$`=`$ $`{\displaystyle _\mathrm{\Delta }}\text{d}y_1\mathrm{}{\displaystyle _\mathrm{\Delta }}\text{d}y_q\rho _q(y_1,\mathrm{},y_q).`$
The last equation expresses that, for identical particles, the factorial moment $`\stackrel{~}{F}_q`$ is equal to the integral over $`q`$-dimensional phase space (here for simplicity of notation represented by the variables $`y_i`$) of the $`q`$-particle inclusive density $`\rho _q(y_1,\mathrm{},y_q)`$ over the same phase space volume $`\mathrm{\Delta }`$ . The $`q`$-particle inclusive density $`\rho _q(y_1,\mathrm{},y_q)`$ is defined as

$$\rho _q(y_1,\mathrm{},y_q)=\frac{1}{\sigma }\frac{d^q\sigma }{dy_1\mathrm{}dy_q},$$
(8)
with $`\sigma `$ the total cross section of the considered reaction. Experimentally, this quantity is approximated by

$$\rho _q(y_1,\mathrm{},y_q)=\frac{1}{N_{\text{evt}}}\frac{dN^{\text{q-tuples}}}{dy_1\mathrm{}dy_q},$$
(9)
with $`dN^{\text{q-tuples}}`$ the number of $`q`$-tuples of particles, counted in a phase space domain $`(y_1+dy_1,\mathrm{},y_q+dy_q)`$; $`N_{\text{evt}}`$ is the number of events in the sample.

Factorial cumulants are formally defined as the coefficients of $`z^q/q!`$ in the Taylor expansion of the function $`\mathrm{log}G(z)`$:

$$\mathrm{log}G(z)=nz+\underset{q=2}{\overset{\mathrm{}}{}}\frac{z^q}{q!}\stackrel{~}{K}_q.$$
(10)
The (unnormalized) factorial cumulants of order $`q`$, $`\stackrel{~}{K}_q`$, also known as Mueller moments , are equal to the $`q`$-fold phase space integral of the $`q`$-particle inclusive (so-called “connected” or “genuine”) factorial cumulant correlation function $`C_q(y_1,\mathrm{},y_q)`$

$$\stackrel{~}{K}_q=_\mathrm{\Delta }\text{d}y_1\mathrm{}_\mathrm{\Delta }\text{d}y_qC_q(y_1,\mathrm{},y_q).$$
(11)
The correlation functions $`C_q(y_1,\mathrm{},y_q)`$ are, as in the cluster expansion in statistical mechanics, defined via the sequence

$`\rho _1(1)`$ $`=`$ $`C_1(1),`$
$`\rho _2(1,2)`$ $`=`$ $`C_1(1)C_1(2)+C_2(1,2),`$
$`\rho _3(1,2,3)`$ $`=`$ $`C_1(1)C_1(2)C_1(3)+C_1(1)C_2(2,3)+C_1(2)C_2(1,3)+`$ (12)
$`+C_1(3)C_2(1,2)+C_3(1,2,3),`$
etc. (13)
These relations can be inverted yielding

$`C_2(1,2)`$ $`=`$ $`\rho _2(1,2)\rho _1(1)\rho _1(2),`$
$`C_3(1,2,3)`$ $`=`$ $`\rho _3(1,2,3){\displaystyle \underset{(3)}{}}\rho _1(1)\rho _2(2,3)+2\rho _1(1)\rho _1(2)\rho _1(3),`$
$`C_4(1,2,3,4)`$ $`=`$ $`\rho _4(1,2,3,4){\displaystyle \underset{(4)}{}}\rho _1(1)\rho _3(1,2,3){\displaystyle \underset{(3)}{}}\rho _2(1,2)\rho _2(3,4)`$ (14)
$`+2{\displaystyle \underset{(6)}{}}\rho _1(1)\rho _1(2)\rho _2(3,4)6\rho _1(1)\rho _1(2)\rho _1(3)\rho _1(4),`$
etc. (15)
In the above relations we have abbreviated $`\rho _q(y_1,\mathrm{},y_q)`$ to $`\rho _q(1,2,\mathrm{},q)`$ etc.; the summations indicate that all possible permutations have to be taken (the number under the summation sign indicates the number of terms).

The factorial moments $`\stackrel{~}{F}_q`$ and factorial cumulants $`\stackrel{~}{K}_q`$ are easily found if $`G(z)`$ is known

$`\stackrel{~}{F}_q`$ $`=`$ $`{\displaystyle \frac{\text{d}^qG(z)}{\text{d}z^q}}|_{z=0},`$ (16)
$`\stackrel{~}{K}_q`$ $`=`$ $`{\displaystyle \frac{\text{d}^q\mathrm{log}G(z)}{\text{d}z^q}}|_{z=0}.`$ (17)
The counting distribution $`P(n)`$ is likewise determined by $`G(z)`$

$$P(n)=\frac{1}{n!}\frac{\text{d}^nG(z)}{\text{d}z^n}|_{z=1}.$$
(18)
Let us now introduce the multidimensional $`S`$-variate generating function

$`G_S(z_1,\mathrm{},z_S)`$ $`=`$ $`{\displaystyle \underset{n_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n_2=0}{\overset{\mathrm{}}{}}}\mathrm{}{\displaystyle \underset{n_S=0}{\overset{\mathrm{}}{}}}(1+z_1)^{n_1}\mathrm{}(1+z_S)^{n_S}P_S(n_1,\mathrm{},n_S),`$ (19)
from which the $`S`$-variate factorial moments are easily obtained by differentiation:

$`\stackrel{~}{F}_{q_1\mathrm{}q_S}=n_1^{[q_1]}\mathrm{}n_S^{[q_S]}`$ $`=`$ $`\left({\displaystyle \frac{}{z_1}}\right)^{q_1}\mathrm{}\left({\displaystyle \frac{}{z_S}}\right)^{q_S}G_S(z_1,\mathrm{},z_S)|_{z_1=\mathrm{}z_S=0}.`$ (20)
Likewise, $`S`$-variate factorial cumulants are obtained by differentiation of $`\mathrm{log}G_S(z_1,\mathrm{},z_S)`$.

Returning to the function $`G(z)`$ (3), it is not difficult to see that it can be written in terms of the multivariate generating function (19) as

$$G(z)=G_S(z_1,\mathrm{},z_S)|_{z_1=z_2=\mathrm{}=z_S=z}.$$
(21)
Equation (21) therefore allows to express the factorial moments of $`n`$ in terms of the multivariate factorial moments of $`\{n_1,\mathrm{},n_S\}`$.

Application of the Leibnitz rule

$$\left(\frac{\text{d}}{\text{d}z}\right)^qf(z)=\underset{\{a_j\}}{}\frac{q!}{a_1!a_2!\mathrm{}a_S!}\left(\frac{\text{d}}{\text{d}z}\right)^{a_1}f_1(z)\mathrm{}\left(\frac{\text{d}}{\text{d}z}\right)^{a_S}f_S(z)$$

to the function

$$f(z)=f_1(z)\mathrm{}f_S(z)$$

and using (21) leads immediately to the relation

$$\stackrel{~}{F}_q=\underset{\{a_j\}}{}\stackrel{~}{F}_{a_1\mathrm{}a_S}^{(S)}\frac{q!}{a_1!\mathrm{}a_S!}.$$
(22)
The summation is over all sets $`\{a_j\}`$ of non-negative integers such that

$$\underset{j=1}{\overset{S}{}}a_j=q.$$

Formula (22) is a generalization for factorial moments of the usual multinomial theorem.

Likewise, taking the natural logarithm of both sides of (21), one obtains an identical relation as (22) among single-variate and multivariate factorial cumulants.

As an example, for two groups ($`S=2`$) one finds from (22)

$`\stackrel{~}{F}_2`$ $`=`$ $`\stackrel{~}{F}_{02}^{(2)}+2\stackrel{~}{F}_{11}^{(2)}+\stackrel{~}{F}_{20}^{(2)},`$ (23)
$`\stackrel{~}{F}_3`$ $`=`$ $`\stackrel{~}{F}_{03}^{(2)}+3(\stackrel{~}{F}_{12}^{(2)}+\stackrel{~}{F}_{21}^{(2)})+\stackrel{~}{F}_{30}^{(2)},`$ (24)
$`\stackrel{~}{F}_4`$ $`=`$ $`\stackrel{~}{F}_{04}^{(2)}+6\stackrel{~}{F}_{22}^{(2)}+4(\stackrel{~}{F}_{13}^{(2)}+\stackrel{~}{F}_{31}^{(2)})+\stackrel{~}{F}_{40}^{(2)}.`$ (25)
The factorial moments $`\stackrel{~}{F}_{0i}`$, $`\stackrel{~}{F}_{i0}`$, are determined from the counting distribution in a single group. The univariate factorial moments $`\stackrel{~}{F}_q`$ are obtained from the sum of counts in the two groups. The “mixed” factorial moments $`\stackrel{~}{F}_{ij}^{(2)}`$ ($`i,j0`$) express inter-group stochastic dependences. The relations (23)-(25) are trivially extended to more than two groups.

## 3 $`𝑾^\mathbf{+}𝑾^{\mathbf{}}`$ correlations

### 3.1 Integral moments and cumulants

We now apply the general results from the previous section to the case of interest: the production of $`W^+W^{}`$ in $`e^+e^{}`$ annihilation, and their subsequent decay to four jets: $`W^+W^{}4q\text{ hadrons}`$. Here, the number of “sources” $`S`$ is equal to two.

Eq. (23) is of particular interest. In a less formal way, it can be written as:

$$\stackrel{~}{F}_2n(n1)=n_1(n_11)+n_2(n_21)+2n_1n_2,$$
(26)
where $`n_1`$ and $`n_2`$ are the number of particles from the decay of $`W^+`$ and $`W^{}`$, respectively. This equation could also be derived directly by noting that $`n=n_1+n_2`$ and working out the expression for $`n(n1)`$. To derive relations for $`S>2`$ or between factorial moments of higher order, it is evidently less cumbersome to make use of the generating functions and Eq.(22).

In absence of inter-$`W`$ correlations of whatever origin, kinematical, dynamical, due to experimental selections and cuts, …, one has

$$n_1n_2=n_1n_2.$$
(27)
Exhibiting explicitly the presence of inter-$`W`$ correlations we write (26) as

$$\stackrel{~}{F}_2n(n1)=n_1(n_11)+n_2(n_21)+2n_1n_2(1+\delta _I),$$
(28)
with

$$\delta _In_1n_2/n_1n_210,$$
(29)
a measure of positive or negative inter-$`W`$ correlations. Similarly, the factorial cumulant $`\stackrel{~}{K}_2`$ can be written as

$$\stackrel{~}{K}_2=\stackrel{~}{K}_{20}+\stackrel{~}{K}_{02}+2n_1n_2\delta _I.$$
(30)
This equation expresses the correlation function, integrated over full phase space, of the whole system in terms of the integrated correlation functions of each component separately, and of the integrated inter-$`W`$ correlation.

#### 3.1.1 Interlude

The quantity $`\delta _I`$ is related to the variances $`D_{W^\pm }^2`$ of the single-$`W^\pm `$, $`W^\pm q\overline{q}`$, and $`W^+W^{}4q`$ multiplicity distributions via the relation

$`D_{WW}^2`$ $`=`$ $`(nn)^2=[(n_1n_1)+(n_2n_2)]^2`$ (31)
$`=`$ $`D_{W^+}^2+D_W^{}^2+2n_1n_22n_1n_2`$ (32)
giving

$$\delta _I=\frac{D_{WW}^2D_{W^+}^2D_W^{}^2}{2n_1n_2}.$$
(33)
### 3.2 Differential distributions

In section 3.1, general relations were obtained relating factorial moments and cumulants of the multiplicity distributions of a $`W^+W^{}`$ system to those of its $`W^+`$ and $`W^{}`$ components. Since $`q`$-th order factorial moments are integrals over phase space of $`q`$-particle inclusive densities, we now turn to relations among the fully differential particle densities and correlation functions of a $`W^+W^{}`$ system and those of its composing parts, considering explicitly possible statistical dependences. We restrict the discussion to second-order densities and correlations.

For two stochastically independent systems, we derived in an earlier paper  the relations

$`C_2^{\text{ww}}(1,2)`$ $`=`$ $`C_2^{\text{w}^+}(1,2)+C_2^\text{w}^{}(1,2),`$ (34)
$`\rho _2^{\text{ww}}(1,2)`$ $`=`$ $`\rho _2^{\text{w}^+}(1,2)+\rho _2^\text{w}^{}(1,2)+\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)+\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1),`$ (35)
and further
$`\rho _1^{\text{ww}}(1)`$ $`=`$ $`\rho _1^{\text{w}^+}(1)+\rho _1^\text{w}^{}(1).`$ (36)
Here $`C_2^{\text{ww}}(1,2)`$ and $`C_2^{W^\pm }(1,2)`$ are the two-particle correlation functions for $`W^+W^{}4q`$ events and $`W^\pm 2q`$ events, respectively; $`\rho _1^{\text{ww}}(1)`$, $`\rho _1^\text{w}(1)`$ are the corresponding single-particle inclusive densities.

Inspection of (30) suggest to write a general expression for $`C_2^{\text{ww}}(1,2)`$ as

$$C_2^{\text{ww}}(1,2)=C_2^{\text{w}^+}(1,2)+C_2^\text{w}^{}(1,2)+\delta _I(1,2)\left\{\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)+\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)\right\}.$$
(37)
The function $`\delta _I(1,2)`$ describes correlations among different $`W`$’s.

For $`\delta _I(1,2)=0`$ (independent $`W`$’s), (37) expresses the additivity333For independent “sources”, additivity is valid for all orders of the cumulant correlation functions. of the factorial cumulant correlation functions, a necessary and sufficient condition for stochastic independence.

The factors $`\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)`$, $`\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)`$ are introduced for normalization and explicitly account for differences in the single-particle densities of the two $`W`$’s, as is the case when the momentum spectra of the decay products from different $`W`$’s are not identical i.e. do not fully overlap444In  it was implicitly assumed that $`\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)=\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)\rho _1^\text{w}(1)\rho _1^\text{w}(2),`$ where $`\rho _1^\text{w}(1)`$ is the single-particle inclusive density of one $`W`$ and with the further assumption that $`\rho _1^{\text{w}^+}(1)=\rho _1^\text{w}^{}(1)\rho _1^\text{w}(1)`$. Ignoring possible charge-dependence, these equations are valid if the $`W^+`$ and $`W^{}`$ hadronic decay products overlap completely in momentum space..

With the definitions

$`\rho _2^{\text{ww}}(1,2)`$ $`=`$ $`C_2^{\text{ww}}(1,2)+\rho _1^{\text{ww}}(1)\rho _1^{\text{ww}}(2)`$ (38)
$`\rho _2^\text{w}(1,2)`$ $`=`$ $`C_2^\text{w}(1,2)+\rho _1^\text{w}(1)\rho _1^\text{w}(2)`$ (39)
and using (36) we can write a general form for $`\rho _2^{\text{ww}}(1,2)`$

$`\rho _2^{\text{ww}}(1,2)`$ $`=`$ $`C_2^{\text{w}^+}(1,2)+C_2^\text{w}^{}(1,2)+\left\{\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)+\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)\right\}\delta _I(1,2)`$ (40)
$`+`$ $`\left\{\rho _1^{\text{w}^+}(1)+\rho _1^\text{w}^{}(1)\right\}\left\{\rho _1^{\text{w}^+}(2)+\rho _1^\text{w}^{}(2)\right\}.`$
Note that, in general, and in fully differential form, the terms $`\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)`$ and $`\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)`$ are not equal. $`\rho _2^{\text{ww}}(1,2)`$, however, must be symmetric in its arguments for identical particles. Equation (40), together with (39) takes the form

$`\rho _2^{\text{ww}}(1,2)`$ $`=`$ $`\rho _2^{\text{w}^+}(1,2)+\rho _2^\text{w}^{}(1,2)`$ (41)
$`+`$ $`\left\{1+\delta _I(1,2)\right\}\left\{\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)+\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)\right\}`$
Defining the experimentally often studied normalized two-particle density

$$R_2^{\text{ww}}(1,2)=\frac{\rho _2^{\text{ww}}(1,2)}{\rho _1^{\text{ww}}(1)\rho _1^{\text{ww}}(2)},$$
(42)
one finds

$$R_2^{\text{ww}}(1,2)=\frac{\rho _2^{\text{w}^+}(1,2)+\rho _2^\text{w}^{}(1,2)+\left\{\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)+\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)\right\}\left\{1+\delta _I(1,2)\right\}}{\rho _1^{\text{w}^+}(1)\rho _1^{\text{w}^+}(2)+\rho _1^\text{w}^{}(1)\rho _1^\text{w}^{}(2)+\rho _1^{\text{w}^+}(1)\rho _1^\text{w}^{}(2)+\rho _1^{\text{w}^+}(2)\rho _1^\text{w}^{}(1)}.$$
(43)
### 3.3 Correlations in the variable $`Q`$

The previous sections dealt exclusively with fully differential quantities. In practice, these are impossible to measure and a projection on a lower-dimensional space is needed. We here consider, for illustration, the kinematical variable $`Q^2=(p_1p_2)^2`$, the negative square of the difference in 4-momenta of particles 1 and 2. We use the notation $`\rho ^{\text{w}^+}\rho ^\text{w}^{}(Q)`$ for integrals of the type

$$d^3p_1d^3p_2\rho ^{\text{w}^+}(1)\rho ^\text{w}^{}(2)\delta \left(Q^2+(p_1p_2)^2\right).$$
(44)
In practical applications, such integrals are calculated using an event and track-mixing technique.

We assume from now on that $`\delta _I(1,2)`$ in (37) is a function of $`Q`$ only: $`\delta _I(Q)`$. This simplifies the calculations but may not be fully realistic. At least for Bose-Einstein studies, it is known that the correlation function of like-sign pairs is not isotropic in four-momentum space. To simplify further we also assume that

$$\rho _1^{\text{w}^+}\rho _1^{\text{w}^+}(Q)=\rho _1^\text{w}^{}\rho _1^\text{w}^{}(Q)\rho _1^\text{w}\rho _1^\text{w}(Q).$$

The expressions in the previous sections take the following form

$`\rho _2^{\text{ww}}(Q)`$ $`=`$ $`\rho _2^{\text{w}^+}(Q)+\rho _2^\text{w}^{}(Q)+2\left\{1+\delta _I(Q)\right\}\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q),`$ (45)
$`C_2^{\text{ww}}(Q)`$ $`=`$ $`C_2^{\text{w}^+}(Q)+C_2^\text{w}^{}(Q)+2\delta _I(Q)\left\{\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)\right\}.`$ (46)
Integrating these expressions over all $`Q`$, we have

$$\delta _I=\frac{1}{n_{W^+}n_W^{}}𝑑Q\delta _I(Q)\left\{\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)\right\}.$$
(47)
Further

$$R_2^{\text{ww}}(Q)=\frac{\rho _2^{\text{w}^+}(Q)+\rho _2^\text{w}^{}(Q)+2\left\{1+\delta _I(Q)\right\}\left\{\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)\right\}}{2\left\{\rho _1^\text{w}\rho _1^\text{w}(Q)+\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)\right\}}.$$
(48)
Introducing the “overlap function”

$$g(Q)=\frac{\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)}{\rho _1^\text{w}\rho _1^\text{w}(Q)},$$
(49)
we can rewrite (45)-(46) as

$`\rho _2^{\text{ww}}(Q)`$ $`=`$ $`\rho _2^{\text{w}^+}(Q)+\rho _2^\text{w}^{}(Q)+2\left\{1+\delta _I(Q)\right\}g(Q)\rho _1^\text{w}\rho _1^\text{w}(Q),`$ (50)
$`C_2^{\text{ww}}(Q)`$ $`=`$ $`C_2^{\text{w}^+}(Q)+C_2^\text{w}^{}(Q)+2\delta _I(Q)g(Q)\rho _1^\text{w}\rho _1^\text{w}(Q).`$ (51)
Likewise

$`R_2^{\text{ww}}(Q)`$ $`=`$ $`{\displaystyle \frac{\rho _2^{\text{w}^+}(Q)+\rho _2^\text{w}^{}(Q)+2\left\{1+\delta _I(Q)\right\}g(Q)\rho _1^\text{w}\rho _1^\text{w}(Q)}{2\rho _1^\text{w}\rho _1^\text{w}(Q)\left\{1+g(Q)\right\}}},`$ (52)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{R_2^{\text{w}^+}(Q)}{1+g(Q)}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{R_2^\text{w}^{}(Q)}{1+g(Q)}}+\left\{1+\delta _I(Q)\right\}{\displaystyle \frac{g(Q)}{1+g(Q)}}.`$ (53)
Here $`R_2^\text{w}(Q)`$ is the normalized two-particle density for a single $`W`$

$$R_2^\text{w}(Q)=\frac{\rho _2^\text{w}(Q)}{\rho _1^\text{w}\rho _1^\text{w}(Q)}=1+K_2^\text{w}(Q),$$
(54)
with $`K_2^\text{w}(Q)`$ the normalized two-particle cumulant density.

The meaning of the various terms in (50) is the following: a term such as $`\rho _2^{\text{w}^+}(Q)`$ “counts” the number of like-sign pairs within a single $`W^+`$. Integrated over all $`Q`$, it equals $`n_{\text{w}^+}(n_{\text{w}^+}1)`$; the term $`2\left\{1+\delta _I(Q)\right\}g(Q)\rho _1^\text{w}\rho _1^\text{w}(Q)`$, “counts” the number of pairs ($`i,j`$) with particle $`i`$ belonging to $`W^+`$ and particle $`j`$ belonging to $`W^{}`$. Its integral over all $`Q`$ is equal to $`2n_{\text{w}^+}n_\text{w}^{}`$; the term $`2g(Q)\rho _1^\text{w}\rho _1^\text{w}(Q)\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)`$ “counts” the number of pairs ($`i,j`$) in uncorrelated $`W`$’s. Its integral equals $`2n_{\text{w}^+}n_\text{w}^{}`$. These relations can serve as a check of any experimental method used to calculate the so-called “mixing” terms $`\rho _1^\text{w}\rho _1^\text{w}(Q)`$, $`\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)`$.

To simplify further the expressions, but without essential loss of generality, we shall from now on assume that

$$\rho _2^{\text{w}^+}(Q)=\rho _2^\text{w}^{}(Q)\rho _2^\text{w}(Q).$$
(55)
We obtain from (53)

$`R_2^{\text{ww}}(Q)`$ $`=`$ $`{\displaystyle \frac{R_2^\text{w}(Q)}{1+g(Q)}}+\left\{1+\delta _I(Q)\right\}{\displaystyle \frac{g(Q)}{1+g(Q)}}=1+{\displaystyle \frac{K_2^\text{w}(Q)+g(Q)\delta _I(Q)}{1+g(Q)}},`$ (56)
$`K_2^{\text{ww}}(Q)`$ $`=`$ $`{\displaystyle \frac{K_2^\text{w}(Q)}{1+g(Q)}}+\delta _I(Q){\displaystyle \frac{g(Q)}{1+g(Q)}}.`$ (57)
where $`K_2^{\text{ww}}(Q)=R_2^{\text{ww}}(Q)1`$, is the normalized cumulant density of the $`WW`$ system.

Both $`K_2^{\text{ww}}(Q)`$ and $`K_2^\text{w}(Q)`$ are often parameterized with Gaussians. However, from Eqs. (56)-(57), it is seen that neither $`R_2^{\text{ww}}(Q)`$ nor $`K_2^{\text{ww}}(Q)`$ will, in general, have the same functional $`Q`$-dependence as $`K_2^\text{w}(Q)`$ unless $`K_2^\text{w}(Q)\delta _I(Q)`$ and $`g(Q)`$ is constant.

Consider next the following limiting forms of the previous expressions.

* Fully overlapping and uncorrelated $`W`$-decays: $`\delta _I\mathbf{(}Q\mathbf{)}\mathbf{=}\mathrm{𝟎}`$.

Here, all factors $`\rho _1\rho _1(Q)`$ are equal so that $`g(Q)=1`$. Equations (56-57) become

$`R_2^{\text{ww}}(Q)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left\{1+R_2^\text{w}(Q)\right\},`$ (58)
$`K_2^{\text{ww}}(Q)`$ $`=`$ $`{\displaystyle \frac{1}{2}}K_2^W(Q).`$ (59)
For this special case, the cumulant correlation function for $`W^+W^{}4q`$ events is only half that of a single $`W`$, corresponding to $`W^+W^{}2q`$ events. This result was first derived in . Its validity basically rests on the additivity of factorial cumulants for sums of independent random variables555In general, for $`S`$ fully overlapping identical and independent “sources” it follows from the additivity of cumulants that
$$\frac{\stackrel{~}{K}_q^{(S)}}{n^q}=\frac{\stackrel{~}{K}_q^{(1)}}{S^{q1}},$$
(60)  with $`\stackrel{~}{K}_q^{(S)}`$ the unnormalized integrated factorial cumulant of a system composed of $`S`$ sources, $`n`$ its average multiplicity and $`\stackrel{~}{K}_q^{(1)}`$ the integrated factorial cumulant of a single source . We note that, besides the assumptions mentioned, no further approximations are involved in deriving (60) in contrast to the derivation in  where (60) is only obtained under (unnecessary) further conditions..
* Decreasing overlap, arbitrary $`\delta _I\mathbf{(}Q\mathbf{)}`$. Above production threshold, and with increasing center-of-mass energy, $`\sqrt{s}`$, the decay products of the two $`W`$’s will show a decreasing overlap in momentum space. The factor $`\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)`$ which is a measure of this overlap, will tend to zero for any fixed value of $`Q`$ when $`s\mathrm{}`$. For $`g(Q)0`$ one obtains

$`R_2^{\text{ww}}(Q)`$ $``$ $`{\displaystyle \frac{\rho _2^\text{w}(Q)}{\rho _1^\text{w}\rho _1^\text{w}(Q)}}=R_2^\text{w}(Q),`$ (61)
$`K_2^{\text{ww}}(Q)`$ $``$ $`K_2^W(Q).`$ (62)
This result is intuitively clear. The diminishing overlap of the $`W^+`$ and $`W^{}`$ decay products decreases the contribution from pairs of particles which originate from different $`W`$’s. For any fixed $`Q`$, $`R_2^{\text{ww}}(Q)`$ increasingly receives contributions from pairs belonging to the same $`W`$ only.

Equations (56-57) show that, as a consequence of not fully overlapping “sources”, genuine inter-source correlations, represented by $`\delta _I(Q)`$, are “diluted” in the actual measurement of $`R_2^{\text{ww}}(Q)`$ or $`K_2^{\text{ww}}(Q)`$ since $`g(Q)/(1+g(Q))`$ may become quite small in practical situations.

This has further implications. In experimental conditions where one is attempting to avoid the effect of inter-source correlations (such as in $`W`$-mass measurements), methods should be devised to render the overlap function as small as possible e.g. by suitably chosen cuts.

On the opposite, when the main interest is focussed on establishing inter-source correlations, one could try to devise methods that maximize $`g(Q)/(1+g(Q))`$ and thus increase the experimental sensitivity to $`\delta _I(Q)`$.

With respect to searches for inter-$`W`$ correlations at LEP, it remains to be investigated how much the presently adopted cuts and algorithms used to select with high efficiency $`WW`$ events, affect the shape of the overlap fuction and contribute to weaken (possible) genuine $`WW`$ correlation effects in the analyzed data. The same holds for studies of possible color-reconnection effects.

With the formalism described above, it is now straightforward to obtain expressions for a variety of observables used in experimental studies of inter-$`W`$ correlations. Some of these are reviewed in the following. Others are easily constructed using the results of this section.

## 4 Examples

### 4.1 The L3 test-statistics $`𝑫`$ and $`𝑫^{\mathbf{}}`$

The L3 collaboration, in a search for inter-$`W`$ (BE) correlations, discussed in a recent paper  the distributions (“test-statistics”)

$`\mathrm{\Delta }\rho (Q)`$ $`=`$ $`\rho _2^{\text{ww}}(Q)2\rho _2^\text{w}(Q)2\rho _2^{\text{mix}}(Q),`$ (63)
$`D(Q)`$ $`=`$ $`{\displaystyle \frac{\rho _2^{\text{ww}}(Q)}{2\rho _2^\text{w}(Q)+2\rho _2^{\text{mix}}(Q)}},`$ (64)
$`D^{}(Q)`$ $`=`$ $`{\displaystyle \frac{D(Q)}{D_{\text{MC, no BEC}}(Q)}};`$ (65)
where $`\rho _2^{\text{mix}}(Q)`$ is identical to $`\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)`$. The ratio $`D^{}(Q)`$ is obtained by dividing $`D(Q)`$ by the same derived from a Monte Carlo calculation without Bose-Einstein correlations. As very similar quantity was studied by ALEPH .

These distributions can be rewritten as

$`\mathrm{\Delta }\rho (Q)`$ $`=`$ $`2g(Q)\delta _I(Q)\rho _1^\text{w}\rho _1^\text{w}(Q),`$ (66)
$`D(Q)`$ $`=`$ $`1+\delta _I(Q){\displaystyle \frac{g(Q)}{R_2^\text{w}(Q)+g(Q)}},`$ (67)
$`D^{}(Q)`$ $`=`$ $`1+\delta _I(Q){\displaystyle \frac{g(Q)}{R_2^\text{w}(Q)+g(Q)}}.`$ (68)
Observe that (67) and (68) are formally, but not necessarily experimentally, identical666Eq.(68) remains unchanged when it is calculated from a Monte Carlo with only intra-$`W`$ correlations..

These expressions show that none of the studied observables isolates completely the genuine inter-$`W`$ correlation function $`\delta _I(Q)`$. It can be measured most directly via the unnormalized function $`\mathrm{\Delta }\rho (Q)`$, as seen from (66), once the mixing term $`\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)`$ is determined. This equation therefore (strongly) suggests to study the ratio

$$\frac{\mathrm{\Delta }\rho (Q)}{2\rho _2^{\text{mix}}(Q)}=\delta _I(Q).$$
(69)
It can be determined directly from data only.

### 4.2 The fraction of pairs from different $`𝑾`$’s

This distribution was used by L3  and DELPHI . The fraction of like sign pairs from different $`W`$’s is, in our notation, defined as

$$F(Q)=\frac{2\left\{1+\delta _I(Q)\right\}\rho _1^{\text{w}^+}\rho _1^\text{w}^{}(Q)}{\rho _2^{\text{ww}}(Q)},$$
(70)
or

$$F(Q)=\frac{g(Q)\left\{1+\delta _I(Q)\right\}}{R_2^\text{w}(Q)+g(Q)\left\{1+\delta _I(Q)\right\}}.$$
(71)
The equation can be solved for $`g(Q)`$ with the result

$$g(Q)=R_2^\text{w}(Q)\frac{F(Q)}{1F(Q)}\frac{1}{1+\delta _I(Q)}.$$
(72)
Using $`F(Q)`$ presented in , we have plotted $`g(Q)`$ and $`g(Q)/(1+g(Q))`$ in Fig. 1. Since $`\delta _I(Q)`$ is unknown, we assume, for illustration, the “Goldhaber”-form $`\delta _I(Q)=\mathrm{\Lambda }\mathrm{exp}(r_I^2Q^2)`$ and $`R_2^\text{w}=1+\lambda \mathrm{exp}(r^2Q^2)`$, with $`r=0.67`$ fm and $`\lambda =0.7`$ taken from . We set $`r_I=r`$.

The function $`g(Q)/(1+g(Q))`$ has a value between $`0.140.24`$ at $`Q=0`$, depending on $`\mathrm{\Lambda }`$, implying (cfr. Eq. (57)) that the effectively measured strength of possible inter-$`W`$ correlation effects is smaller by the same factor.

With $`g(Q)`$ derived from the L3 results, we calculated the quantity $`D(Q)`$ as a function of $`\mathrm{\Lambda }`$. The result is shown in Fig. 2. As is clear from (67), $`D(Q)`$ is not of the form $`(1+\stackrel{~}{\mathrm{\Lambda }}\mathrm{exp}(k^2Q^2))`$, used in .

To test for inter-$`W`$ correlations, a density function, $`R_2^{\text{ww}}(Q)_{\text{BES}}`$, is defined in  which is supposed to coincide with the data distribution $`R_{2,L3}^{\text{ww}}(Q)`$ (defined below) if inter-$`W`$ correlations are absent. This function is stated to describe the data on $`R_{2,L3}^{\text{ww}}(Q)`$, thus adding extra support to the claimed absence of inter-$`W`$ BEC.

The quantity $`R_{2,L3}^{\text{ww}}(Q)`$ is defined as the ratio of the like-sign two-particle density in the data to the same obtained from a Monte Carlo model without Bose-Einstein correlations. Assuming that the model reproduces perfectly $`R_2^\text{w}(Q)`$, this quantity is given by

$$R_{2,L3}^{\text{ww}}(Q)=\frac{R_2^\text{w}+g(Q)\left\{1+\delta _I(Q)\right\}}{1+g(Q)}=1+\frac{K_2^\text{w}+g(Q)\delta _I(Q)}{1+g(Q)}.$$
(73)
The “test” function $`R_2^{\text{ww}}(Q)_{\text{BES}}`$ is taken to be

$$R_2^{\text{ww}}(Q)_{\text{BES}}=1+\left\{1F(Q)\right\}K_2^\text{w}(Q),$$
(74)
with $`F(Q)`$ given by (71) and setting $`\delta _I(Q)=0`$. Equation (74) can then be written as

$$R_2^{\text{ww}}(Q)_{\text{BES}}=1+\frac{1+K_2^\text{w}(Q)}{1+K_2^\text{w}(Q)+g(Q)}K_2^\text{w}(Q).$$
(75)
With $`\delta _I(Q)=0`$ in (73) for no inter-$`W`$ correlations, it is seen that this distribution and that of Eq. (75) are different, unless $`K_2^\text{w}(Q)=0`$ or $`g(Q)=0`$. We conclude that (74) is not suitable to test for the “null hypothesis” $`\delta _I(Q)=0`$. An analogous test-distribution, used by the DELPHI Collaboration for similar purposes (see below), has the same defect.

### 4.3 The DELPHI observables

In the DELPHI analysis of Bose-Einstein correlations in $`WW`$ events , the following ratio is studied

$$R_{\text{4q}}^{\text{data}}=\frac{\rho _2^{\text{ww}}(Q)}{\rho _{\text{2,MC, no BE}}^{\text{ww}}(Q)},$$
(76)
where the denominator is calculated from a Monte Carlo without Bose-Einstein effects. This can be rewritten using (50) as

$$R_{\text{4q}}^{\text{data}}(Q)=\frac{R_2^\text{w}(Q)}{1+g(Q)}+\left\{1+\delta _I(Q)\right\}\frac{g(Q)}{1+g(Q)}=1+\frac{K_2^\text{w}(Q)+g(Q)\delta _I(Q)}{1+g(Q)},$$
(77)
which coincides with the general expression (56). We have assumed that, in the Monte Carlo, identical particle pairs are uncorrelated, i.e. $`\rho _2^\text{w}(Q)=\rho _1^\text{w}\rho _1^\text{w}(Q)`$.

The function (77) is plotted in Fig. 3, together with $`R_2^\text{w}`$ (denoted by $`R_{\text{2q}}`$ in ) measured in the DELPHI analysis and used here as input. From the above expression, and from the figure, it is clear that this distribution remains sensitive to inter-$`W`$ correlations. However, it cannot, in general, be described by the same parameterization as used for $`R_2^\text{w}(Q)`$, even for $`\delta _I(Q)=0`$. Fig.3 also shows, for illustration, the same function using a Gaussian parameterization of $`\delta _I(Q)`$ with a “radius-parameter” of 3 fm. The latter might be typical for the range of second-order interference (HBT) correlations associated with incoherent strings. In this case, the $`Q`$-region affected by BEC is restricted to values below $`100`$ MeV and will decrease even further for still larger “radii”.

In Fig. 4 we show the intercept, $`R_{\text{4q}}^{\text{data}}(Q)`$ at $`Q=0`$, and that of $`R_2^\text{w}(Q)`$, as a function of $`\mathrm{\Lambda }`$. It is seen that the intercept for the $`WW4q`$ channel remains below that of $`R_2^\text{w}(Q)`$ for $`\mathrm{\Lambda }<\lambda `$. It is, of course, independent of the values of the parameters $`r`$ and $`r_I`$.

#### 4.3.1 $`𝑹_{\text{4q}}\mathbf{(}𝑸\mathbf{)}\mathbf{(}\text{mixing}\mathbf{)}`$

DELPHI also studied a “test” distribution, $`R_{\text{4q}}(Q)(\text{mixing})`$, constructed from mixed independent ($`WW2q`$) events and defined as

$$R_{\text{4q}}(Q)(\text{mixing})=\frac{\left[\rho _2^\text{w}(Q)+\rho _2^{\text{mix}}(Q)\right]_{\text{data}}}{\left[\rho _2^\text{w}(Q)+\rho _2^{\text{mix}}(Q)\right]_{\text{MoCa, No Be}}}$$
(78)
with $`\rho _2^{\text{mix}}(Q)=\rho _1^{\text{w}^+}\rho _1^\text{w}^{}`$. The above expression is equal to

$$R_{\text{4q}}(Q)(\text{mixing})=1+\frac{K_2^\text{w}(Q)}{1+g(Q)}.$$
(79)
This expression indeed coincides with (77) for $`\delta _I(Q)=0`$ and can thus be used to test for inter-$`W`$ correlations. It is plotted in Fig. 3 and depends here (weakly) on $`\delta _I(Q)`$ which enters the definition of $`g(Q)`$. We remark again that $`R_{\text{4q}}(Q)(\text{mixing})`$ cannot, in general, be described by the same parameterization as used for $`R_2^\text{w}(Q)`$.

Defining $`\mathrm{\Delta }\lambda (\text{mixing})`$ as the difference in intercepts at $`Q=0`$ of $`R_{\text{4q}}(Q)(\text{mixing})`$ and $`R_{\text{4q}}^{\text{data}}`$ we find

$$\mathrm{\Delta }\lambda (\text{mixing})=\mathrm{\Lambda }\frac{g(0)}{1+g(0)},$$
(80)
with $`\mathrm{\Lambda }=\delta _I(0)`$.

#### 4.3.2 $`𝑹_{\text{4q}}\mathbf{(}𝑸\mathbf{)}\mathbf{(}\text{linear}\mathbf{)}`$

A further quantity studied by DELPHI is $`R_{\text{4q}}(Q)(\text{linear})`$, defined in Eq. (25) of ref. . It is constructed to supposedly coincide with $`R_2^{\text{ww}}(Q)`$ if inter-$`W`$ correlations are absent. With our notation it is given by

$$R_{\text{4q}}(Q)(\text{linear})=R_2^\text{w}(Q)+\left\{1R_2^\text{w}(Q)\right\}\frac{g(Q)}{R_2^\text{w}(Q)+g(Q)}.$$
(81)
This function is plotted in Fig. 5. The distribution differs from $`R_{\text{4q}}^{\text{data}}`$ even for $`\delta _I(Q)=0`$ (or $`\mathrm{\Lambda }=0`$) and, therefore, has not the intended properties. Nevertheless, from Fig. 3 and Fig. 5 it can be seen that $`R_{\text{4q}}(Q)(\text{linear})`$ and $`R_{\text{4q}}(Q)(\text{mixing})`$ are numerically quite close. The weak dependence on $`\mathrm{\Lambda }`$ is again due to the apriori unknown dependence of $`g(Q)`$ on $`\delta _I(Q)`$.

## 5 Summary

In this paper we described a mathematical formalism which should allow a systematic study and improved understanding of particle correlations in a physical system which is composed of $`S`$ possibly stochastically correlated parts. Most emphasis was put on two-particle inclusive densities and correlation functions for $`S=2`$, but the formalism can be extended to arbitrary orders and arbitrary $`S`$.

Taking the reaction $`e^+e^{}W^+W^{}q_1\overline{q}_2q_3\overline{q}_4\text{hadrons}`$ as a prime example, it was shown how to relate the measurement of correlations within one hadronically decaying $`W`$ to those measured in the full $`WW4q`$ system.

For the observables used in present studies, correlations in fully hadronic $`WW`$ decay’s can be expressed in terms of the correlation function of a single $`W`$, an inter-$`W`$ correlation $`\delta _I`$ and a function, $`g`$, which quantifies the degree of overlap in momentum space of the decay products from different $`W`$’s.

On several examples, we have shown that some of the presently used techniques to search for inter-$`W`$ correlations are not optimal. In some cases, experimental quantities have been used which lack the correct mathematical properties and are based on intuition rather than on sound mathematics.

The determination of the overlap function allows to assess quantitatively the sensitivity of a particular distribution to inter-$`W`$ correlations. Moreover, the influence of experimental and methodological cuts can be systematically investigated .

An estimate of $`g(Q)`$, presented here, indicates that the fully hadronic, four-jet decay channel of the reaction $`e^+e^{}W^+W^{}`$ may not be optimal to search for inter-$`W`$ Bose-Einstein effects. The usual event selections, requiring four well-isolated jets in the final state, weaken the sensitivity to possible inter-$`W`$ correlations. Better results may well be obtained in analyses using less stringent cuts, or which include e.g. three-jet events with suitably chosen topology so as to keep the QCD background at a tolerable level.

Our survey of some of the test-distributions used so far indicates that the observable $`\mathrm{\Delta }\rho (Q)`$, defined in Eq. (63), proposed in  and measured by L3 , provides a direct measure of possible inter-$`W`$ correlations. It suggests itself as suitable observable well-adapted for a global LEP-wide combination of $`WW`$ data.


text:
# 1 Introduction

## 1 Introduction

We present results of a detailed comparison between the parameters characterizing the structural and dynamical properties of a sample of 29 simulated disk-like objects (DLOs) and those measured in observed spiral galaxies. The properties we focus on are the bulge and disk structural parameters and the rotation curves, as they can be constrained with available data for observed spiral galaxies. These data are taken principally from the compilation of galaxy structural parameters of Broeils (1992), de Jong (1996) and Courteau (1996, 1997).

The DLOs have been identified in AP3M-SPH fully consistent hierarchical hydrodynamical simulations, realizations of a CDM flat model, with $`\mathrm{\Omega }_\mathrm{b}=0.1`$, $`\mathrm{\Lambda }=0`$ and $`b=2.5`$, made using 643 particles in a periodic box of comoving side 10 Mpc (H$`{}_{0}{}^{}=50`$ km s-1 Mpc-1), and where an inefficient Schmidt law-like algorithm to model the stellar formation processes has been implemented (see Tissera, Lambas, & Abadi 1997; Silk 1999).

## 2 Bulge-disk decomposition

A surface density bulge-disk decomposition was performed on the DLOs, using a double-exponential profile,

$$\mathrm{\Sigma }(R)=\mathrm{\Sigma }_\mathrm{b}(0)\mathrm{exp}[R/R_\mathrm{b}]+\mathrm{\Sigma }_\mathrm{d}(0)\mathrm{exp}[R/R_\mathrm{d}].$$
(1)
The resulting bulge and disk scale lengths, $`R_\mathrm{b}`$ and $`R_\mathrm{d}`$, and their ratio $`R_\mathrm{b}/R_\mathrm{d}`$, are consistent with available data (Courteau, de Jong, & Broeils 1996; de Jong 1996; Moriondo, Giovanelli, & Haynes 1999). See Fig. 1(a).

## 3 Rotation curves

The rotation curves of the simulated objects can be constructed by adding up in quadrature the contributions to circular rotation from the bulge and the disk, both formed by baryonic particles, and the dark matter halo,

$$V_{\mathrm{cir}}^2(r)=V_{\mathrm{bar}}^2(r)+V_{\mathrm{dm}}^2(r).$$
(2)
Our rotation curve analysis and shape modeling uses a parameterization based on the spatial scale $`R_{2.2}=2.2R_\mathrm{d}`$ and the velocity (mass) estimate $`V_{2.2}=V_{\mathrm{cir}}(R_{2.2})`$. These parameters were compared with those measured for the Courteau–Faber sample of bright Sb–Sc field spirals with long-slit H$`\alpha `$ rotation curves, and the Broeils (1992) compilation of late-type spirals with extended H i rotation curves. Deep surface photometry is available for both samples. In contrast to findings in other fully consistent hydrodynamical simulations (Navarro & Steinmetz 2000 and references therein), we find DLO $`V_{2.2}`$ values that are consistent with the observational data. This is a consequence of disk formation with conservation of the specific angular momentum $`j`$. See Fig. 1(b).

## 4 Luminous and dark matter contributions

In real spirals, the relative contributions of baryons and dark matter to the rotation curve cannot be inferred uniquely from the observations. One has to postulate some hypothesis to infer the mass distribution of the halo. The so-called ‘maximum disk (or maximal light) hypothesis’ (van Albada & Sancisi 1986) assumes that the halo dark mass component needed to fit the rotation curve should be minimum, or, equivalently, that the contribution of the disk and bulge to the inner parts of the rotation curves should be maximum. Considering this, one has $`(V_{\mathrm{lum}}/V_{\mathrm{cir}})_{R_{2.2}}0.85\pm 0.10`$, at the 95% confidence level (Sackett 1997). The other common constraint used is that of sub-maximal disks, obtained either by matching the vertical velocity dispersion, scale height and scale length of a thin exponential disk which yields the maximum disk rotation (Bottema 1993), or, independently, showing that the Tully–Fisher relation of bright spirals is independent of surface brightness (Courteau & Rix 1999). Then one has $`(V_{\mathrm{lum}}/V_{\mathrm{cir}})_{R_{2.2}}0.60\pm 0.10`$.

The average relative contribution of baryons to $`V_{2.2}`$ in our sample of DLOs can be measured directly. We find $`(V_{\mathrm{bar}}/V_{\mathrm{cir}})_{R_{2.2}}=0.67\pm 0.07`$, in very good agreement with Bottema (1993, 1997) and Courteau & Rix (1999). See Fig. 2.

Most DLOs have been found to have sub-maximal disks. This means that the amount of baryon mass that has ended up inside $`R<R_{2.2}`$ is not excessive, again as a consequence of $`j`$ conservation.

## 5 Conclusions

In conclusion, the comparison between the DLOs produced in our simulations and observational data allows us to affirm that the DLOs have counterparts in today spiral galaxies. This agreement suggests that the process operating in Fall & Efstathiou (1980) standard model for disk formation (i.e., gas cooling and collapse with $`j`$ conservation) is also at work in the quiescent phases of the DLO formation in these simulations. However, violent episodes (i.e., interactions and merger events) also occur and play an important role in the DLO assembly (Domínguez-Tenreiro, Tissera, & Sáiz 1998; Sáiz, Tissera, & Domínguez-Tenreiro 1999). To provide the right conditions for disk regeneration after the last violent episode of the DLO assembly, a compact central stellar bulge is needed; this will ensure the axisymmetric character of the gravitational potential well at scales of some kpcs at all times, avoiding excessive $`j`$ losses in violent events. A second condition is necessary: the availability of gas at low $`z`$, to form the disk. The good match of our DLO parameters with observational data suggests that our inefficient star formation algorithm meets both requirements. This global agreement with observations also represents an important step towards making numerical approaches more widely used for the study of galaxy formation and evolution in a cosmological framework, i.e., from primordial fluctuations.


text:
# Quantum Breakdown of the Quantized Hall Insulator

## Abstract

We present an analytical scaling theory for localization in a two–dimensional hierarchical network model that is designed to represent phase-coherent electron transport in the quantum-Hall regime. Scaling expressions for both the longitudinal and Hall resistivities are derived. In agreement with recent numerical studies, we find that the Hall resistivity is quantized in the metallic phase but diverges in the insulating phase. This suggests that the characteristics of a quantized Hall insulator can occur only in the presence of a strong dephasing mechanism.

The low–temperature transport properties of disordered two–dimensional (2D) electron systems subject to a strong perpendicular magnetic field exhibit a multitude of transitions between distinct phases. These include primarily the various quantum Hall (QH) phases, characterized by quantized values of the Hall resistivity; $`\rho _\text{H}=h/e^2\nu `$ in a wide range of carrier densities and magnetic fields centered around certain integer or fractional values of the filling factor $`\nu `$. These plateaus in $`\rho _\text{H}`$ are accompanied by a vanishing longitudinal resistivity $`\rho _\text{L}`$. At sufficiently high magnetic field, the series of QH–to–QH transitions is terminated by a transition to an insulator, marked by a divergence of $`\rho _\text{L}`$. Both kinds of transitions can be associated with competing trends toward localization and delocalization of electrons in the last, partially filled Landau level.

While insulating and conducting phases are distinguished quite unambiguously by a diverging or vanishing $`\rho _\text{L}`$, the behavior of $`\rho _\text{H}`$ in the insulator can be rather subtle. Theoretical studies assuming a low magnetic field $`B`$ indicate a possible dependence on the disorder-averaging procedure. In particular, certain models find a Hall insulator which is characterized by a finite $`\rho _\text{H}B`$ similar to the classical (Drude) form. In the proposed phase diagram of the QH effects, such a Hall insulator is expected to exist in the limits of strong disorder or high magnetic field, in agreement with some experimental results. More recent measurements have identified an insulating regime where $`\rho _\text{H}`$ is quantized at the plateau value of the nearby QH state — hence dubbed a quantized Hall insulator (QHI). A quantized $`\rho _\text{H}`$ is consistent with transport models that assume the existence of a local conductivity tensor. It was later proved on more general grounds that quantization of $`\rho _\text{H}`$ is a robust feature of an arbitrary network of weakly coupled QH puddles at fixed $`\nu `$, provided transport on the network is incoherent (i.e., governed by classical Kirchhoff laws). Recent numerical studies indicate that quantum interference actually destroys the QHI: once the localization length becomes much shorter than the dephasing length, $`\rho _\text{H}`$ diverges. Experimental data consistent with such a strongly localized regime are not yet available.

In the present work, we examine this intriguing possibility of a quantum breakdown of the QHI within an analytic approach, designed to gain more insight into the underlying localization mechanism. We consider electron transport on a random network that is constructed as a hierarchical lattice (see Fig. 1) and obtain scaling expressions for both longitudinal and Hall resistivities. Our calculation provides a 2D generalization of the familiar scattering approach to 1D localization. In contrast with the 1D case, we find an unstable fixed point for which $`\rho _\text{L}`$ does not scale. It separates a metallic phase with quantized $`\rho _\text{H}`$ from an insulating one where $`\rho _\text{H}`$ diverges exponentially with system size.

Our approach is inspired by the extensive use of network models as a framework for studying transport in QH samples. In essence, they are designed to mimic electron motion in a 2D sample at high magnetic fields which, in the presence of a smoothly varying disorder potential, follows chiral edge channels around electron puddles that are formed in local minima of the potential. Tunneling between these puddles occurs through saddle points of the disorder potential \[Fig. 1(a)\], each characterized by transmission and reflection amplitudes $`t`$ and $`r`$. The entire sample is then represented by a 2D network of four-fold vertices, connected by directed links. Numerical studies of a particular chess-board-like network have addressed the critical behavior near QH transitions. Most of the resulting estimates of critical properties were confirmed by real-space renormalization-group studies performed on hierarchical networks. In the present study, we adopt a similar approach, but focus on the asymptotic behavior of transport coefficients deep in the metallic and insulating phases rather than at the critical point.

We consider a special realization of a hierarchical lattice that is formed by iterative replacement of a single vertex by the network element shown in Fig. 1(c). \[The network resulting after the second iteration is depicted in Fig. 1(d).\] We have chosen this particular form of the elementary cell in order to model a true four-terminal geometry that is required to measure the Hall resistance. To see this, let us denote its four plaquettes (corresponding to filled QH puddles) by symbols $`𝒫_{jk}`$, where $`j,k`$ are the labels of the two elementary scatterers (saddle points) on the respective plaquette’s corners. The current is then fed into our elementary cell via plaquette $`𝒫_{12}`$ and drained from $`𝒫_{34}`$. No net current is entering or leaving plaquettes $`𝒫_{14}`$ or $`𝒫_{23}`$. The chemical potentials established in the outer links of $`𝒫_{14}`$ and $`𝒫_{23}`$ contain information about the Hall-voltage drop in the system; they could be measured by weakly coupled voltage probes.

Measurements or calculations attempting to characterize a system with randomness are, however, quite tricky in general. Usually, certain averaging procedures are involved, which may or may not be adequate to obtain the correct physics. In particular, large quantum fluctuations prevent self-averaging of physical quantities like, e.g., the resistance. It is then not possible to obtain reliable results when carelessly considering averages only. Rather, the entire distribution function has to be taken into account. Alternatively, if certain self-averaging quantities can be found, physical properties depending on these can be calculated reliably. A familiar example is a 1D chain of $`N`$ scatterers. The amplitude $`t_{jk}`$ for transmission through two scatterers connected in series is given in terms of transmission amplitudes $`t_j,t_k`$ for the individual scatterers and a random phase $`\phi _{jk}`$ :

$$\frac{1}{t_{jk}}=\frac{1r_jr_ke^{i\phi _{jk}}}{t_jt_k}.$$
(1)
As the (uniform) phase average of $`\mathrm{ln}|t_{jk}|^2`$ turns out to be additive \[$`\mathrm{ln}|t_{jk}|^2_{\phi _{jk}}=\mathrm{ln}(t_j^2t_k^2)`$\], and higher moments of its distribution are bounded, it is meaningful to define the typical transmission of a single scatterer by $`T_0=\mathrm{exp}\{\mathrm{ln}|t_j|^2_{t_j}\}`$. The typical transmission probability of the entire chain, given by $`T_0^N`$, vanishes exponentially with system size; i.e., the system shows exponential localization. For a system of $`N`$ scatterers connected in parallel, the roles of transmission and reflection are exchanged, and the system exhibits exponential delocalization. As the connectivity of QH networks completely intertwines serial and parallel connection of scatterers, competing tendencies to localization and delocalization exist, leading to a localization-delocalization transition. The hierarchical network considered here accounts for this aspect of a real QH network while, at the same time, being amenable to analytical study.

It is straightforward to solve the transmission problem for the elementary cell \[Fig. 1(c)\]. The expression for the reflection probability $`R^{(1)}=|o_{\text{le}}|^2/|i_{\text{le}}|^2`$ is

$$R^{(1)}=\frac{(1|t_{14}|^2)(1|t_{23}|^2)}{1+|t_{14}|^2|t_{23}|^22|t_{14}||t_{23}|\mathrm{cos}(\varphi \phi _{14}\phi _{23})},$$
(2)
where $`t_{14}`$ ($`t_{23}`$) is defined in terms of the transmission amplitudes $`t_j`$ for scatterers labeled 1 and 4 (2 and 3), and the phase $`\phi _{14}`$ ($`\phi _{23}`$) acquired when moving around the plaquette $`𝒫_{14}`$ ($`𝒫_{23}`$), according to Eq. (1). Essentially, this corresponds to a parallel connection of two scatterers with transmissions $`|t_{14}|^2`$ and $`|t_{23}|^2`$, each resulting from the serial connection of two single scatterers. The transmission probability $`T^{(1)}|o_{\text{ri}}|^2/|i_{\text{le}}|^2`$ is obviously given by $`T^{(1)}=1R^{(1)}`$. For our purposes, we also need to know the quantities $`P_{14}^{(1)}|a_{\text{14}}|^2/|i_{\text{le}}|^2`$ and $`P_{23}^{(1)}|a_{\text{23}}|^2/|i_{\text{le}}|^2`$ which represent the chemical potentials that would be measured by voltage probes coupled weakly to the outermost links of plaquettes $`𝒫_{14}`$ and $`𝒫_{23}`$, respectively. We find

$`P_{14}^{(1)}`$ $`=`$ $`{\displaystyle \frac{|t_{14}|^2}{t_1^2t_4^2}}{\displaystyle \frac{\left|t_4t_{23}e^{i\varphi }t_1\right|^2}{(1|t_{14}|^2)(1|t_{23}|^2)}}R^{(1)},`$ (4)
$`P_{23}^{(1)}`$ $`=`$ $`{\displaystyle \frac{r_3^2}{t_3^2}}{\displaystyle \frac{|t_{23}|^2}{1|t_{23}|^2}}R^{(1)}.`$ (5)
Finally, we consider phase averages for the logarithm of reflection and transmission probabilities for the elementary cell. It is straightforward to derive the exact results

$`\mathrm{ln}T^{(1)}_{\varphi ,\phi _{14},\phi _{23}}`$ $`=`$ $`\mathrm{ln}\left[\mathrm{max}\{|t_{14}|^2,|t_{23}|^2\}\right]_{\phi _{14},\phi _{23}},`$ (7)
$`\mathrm{ln}R^{(1)}_{\varphi ,\phi _{14},\phi _{23}}`$ $`=`$ $`\mathrm{ln}R_{14}^>+\mathrm{ln}R_{23}^>,`$ (8)
with $`R_{jk}^>\mathrm{max}\{r_j^2,r_k^2\}`$. In the limit of a broad distribution of transmissions for a single scatterer, Eq. (7) yields the approximate expression

$$\mathrm{ln}T^{(1)}_{\varphi ,\phi _{14},\phi _{23}}\mathrm{ln}\left[\mathrm{max}\{t_1^2t_4^2,t_2^2t_3^2\}\right].$$
(9)
We give phase averages for $`\mathrm{ln}P_{jk}^{(1)}`$ here for later use:

$`\mathrm{ln}P_{14}^{(1)}_{\varphi ,\phi _{14},\phi _{23}}`$ $`=`$ $`\mathrm{ln}\left[\mathrm{max}\{t_1^2,t_4^2|t_{23}|^2\}\right]_{\phi _{14},\phi _{23}},`$ (11)
$`\mathrm{ln}P_{23}^{(1)}_{\varphi ,\phi _{14},\phi _{23}}`$ $`=`$ $`\mathrm{ln}\left[t_2^2r_3^2R_{14}^>\right].`$ (12)
With these results, we are now in the position to derive a scaling theory for reflection and transmission probabilities of the hierarchical lattice. Successive performance of phase averages, starting with the 1st-level sublattices (i.e., the elementary cells), yields recursion relations for averages taken over the full distribution functions at the $`n`$th level of the hierarchy:

$`\mathrm{ln}T^{(n)}`$ $`=`$ $`2\mathrm{ln}T^{(n1)}+{\displaystyle \frac{1}{2}}\left|\mathrm{ln}{\displaystyle \frac{T_1^{(n1)}T_4^{(n1)}}{T_2^{(n1)}T_3^{(n1)}}}\right|,`$ (14)
$`\mathrm{ln}R^{(n)}`$ $`=`$ $`2\mathrm{ln}R^{(n1)}+\left|\mathrm{ln}\left[R_1^{(n1)}/R_4^{(n1)}\right]\right|.`$ (15)
Here we used Eqs. (Quantum Breakdown of the Quantized Hall Insulator) and the relation $`\mathrm{max}\{x,y\}=(x+y+|xy|)/2`$. Assuming the logarithm of $`T^{(n)}`$, $`R^{(n)}`$ to be approximately normally distributed with standard deviations $`\sigma _T^{(n)}`$, $`\sigma _R^{(n)}`$, we obtain for $`n1`$

$`\mathrm{ln}T^{(n)}`$ $`=`$ $`2\mathrm{ln}T^{(n1)}+\sqrt{{\displaystyle \frac{2}{\pi }}}\sigma ^{(n1)},`$ (17)
$`\mathrm{ln}R^{(n)}`$ $`=`$ $`2\mathrm{ln}R^{(n1)}+{\displaystyle \frac{2}{\sqrt{\pi }}}\sigma ^{(n1)},`$ (18)
$`\sigma _{T(R)}^{(n)}`$ $`=`$ $`\alpha ^n\sigma _{T(R)}.`$ (19)
Here, $`\alpha =\sqrt{2(\pi 1)/\pi }=1.1676\mathrm{}`$; $`\sigma _{T(R)}^2`$ is weakly dependent on $`n`$ via $`\sigma _{T(R)}^2[\sigma _{T(R)}^{(0)}]^2+\mathrm{\Delta }_{T(R)}^2/(\alpha ^21)`$, where $`\sigma _{T(R)}^{(0)}`$ denotes the standard deviation for the distribution of $`\mathrm{ln}T^{(0)}`$ ($`\mathrm{ln}R^{(0)}`$) associated with the elementary scatterers in our lattice, and $`\mathrm{\Delta }_T\pi `$ ($`\mathrm{\Delta }_R\sqrt{5/3}\pi `$) results from phase averaging of $`\mathrm{ln}[T^{(n)}]^2`$ ($`\mathrm{ln}[R^{(n)}]^2`$). The recursion relations are easily converted into explicit scaling expressions for the typical $`T^{(n)}`$, $`R^{(n)}`$:

$`T_{\text{typ}}^{(n)}`$ $`=`$ $`\mathrm{exp}\{\mathrm{ln}T^{(n)}\}=\left(\stackrel{~}{T}_0\right)^{2^n},`$ (21)
$`R_{\text{typ}}^{(n)}`$ $`=`$ $`\mathrm{exp}\{\mathrm{ln}R^{(n)}\}=\left(\stackrel{~}{R}_0\right)^{2^n},`$ (22)
with the abbreviations

$`\stackrel{~}{T}_0`$ $`=`$ $`T_0\mathrm{exp}\left\{{\displaystyle \frac{\sqrt{2}}{\sqrt{\pi }(2\alpha )}}\sigma _T\right\},`$ (24)
$`\stackrel{~}{R}_0`$ $`=`$ $`R_0\mathrm{exp}\left\{{\displaystyle \frac{2}{\sqrt{\pi }(2\alpha )}}\sigma _R\right\}.`$ (25)
The quantities $`T_0,R_0`$ are the usual typical transmission and reflection probabilities of elementary scatterers. Considering the ratio of average and standard deviation for $`\mathrm{ln}R^{(n)}`$, we find

$$\frac{\sigma _R^{(n)}}{|\mathrm{ln}R^{(n)}|}=\left(\frac{\alpha }{2}\right)^n\frac{\sigma _R}{|\mathrm{ln}\stackrel{~}{R}_0|},$$
(26)
which scales to zero in the limit of large $`n`$. The same relation holds for the transmission. Hence, the typical scaling behavior obtained in Eqs. (Quantum Breakdown of the Quantized Hall Insulator) is indeed representative of the behavior of the full distributions of reflection and transmission probabilities of a large hierarchical lattice. Note that, in contrast to any 1D situation, the typical values of both reflection and transmission probabilities for our network scale to zero exponentially with system size. This is a signature of the coexisting trends toward localization and delocalization in our network.

Physical quantities whose logarithmic average reduces to that of reflection and transmission probabilities will exhibit meaningful typical averages as well. This is obviously the case for the dimensionless longitudinal resistance of the $`n`$th-level hierarchical lattice, which is given by $`\rho _\text{L}^{(n)}=R^{(n)}/T^{(n)}`$. Using Eqs. (Quantum Breakdown of the Quantized Hall Insulator), we find $`\rho _{\text{L,typ}}^{(n)}=\left(\stackrel{~}{R}_0/\stackrel{~}{T}_0\right)^{2^n}`$. This result implies that there exist two phases, a metallic one for $`\stackrel{~}{R}_0<\stackrel{~}{T}_0`$, and an insulating one for $`\stackrel{~}{R}_0>\stackrel{~}{T}_0`$. The unstable critical point separating the two is defined by $`\stackrel{~}{R}_0=\stackrel{~}{T}_0`$. Hence, the phenomenology of the localization-delocalization transition is reproduced, similarly to other QH network models.

We now turn to the discussion of the Hall resistance. Deep in the QH phases where $`\rho _\text{L}0`$, it can be measured directly in a four-terminal geometry . In general, however, this four-terminal voltage $`V_{\text{4t}}`$ measures a combination of both longitudinal and Hall-voltage drop. To disentangle the two contributions, one uses the fact that the Hall voltage is antisymmetric under reversal of the direction of the magnetic field $`B`$, and defines it via $`V_\text{H}=[V_{\text{4t}}(B)V_{\text{4t}}(B)]/2`$. Applying this concept to our situation, we define the (normalized) Hall voltage of the elementary cell by

$$V_\text{H}^{(1)}=\frac{1}{2}\left[\left(P_{14}^{(1)}P_{23}^{(1)}\right)_B\left(P_{14}^{(1)}P_{23}^{(1)}\right)_B\right].$$
(27)
In a QH network, field reversal corresponds to reversal of the propagation direction along the chiral edge channels (represented by arrows in Fig. 1). Transmission and reflection probabilities are, of course, unaffected by this operation. The explicit expression for the Hall resistance $`\rho _\text{H}^{(1)}=V_\text{H}^{(1)}/T^{(1)}`$ of the elementary cell can be written as

$$\rho _\text{H}^{(1)}1=\frac{1}{2}\frac{_{j=1}^4t_j^22|t_{14}|^2|t_{23}|^2\left[e^{i\varphi }\left(\frac{r_1r_4}{t_1t_4}\frac{e^{i\phi _{14}}}{t_{23}^{}}+\frac{r_2r_3}{t_2t_3}\frac{e^{i\phi _{23}}}{t_{14}^{}}\right)+\text{c.c.}\right]}{|t_{14}|^2+|t_{23}|^22\mathrm{cos}(\varphi \phi _{14}\phi _{23})/|t_{14}||t_{23}|}.$$
(28)
Generalization to the hierarchical network is straightforward. Inspection shows that $`\rho _\text{H}^{(n)}1=𝒪\left(R^{(n1)}\right)1`$ in the metallic regime. In the insulator, however, $`\rho _\text{H}^{(n)}`$ fluctuates strongly, and the expression given in Eq. (28) does not yield a physically meaningful value. Instead, a typical Hall resistance has to be considered which we define by

$$\rho _{\text{H,typ}}^{(n)}=\frac{1}{2}\left[\frac{\mathrm{exp}\{\mathrm{ln}P_{14}^{(n)}\}\mathrm{exp}\{\mathrm{ln}P_{23}^{(n)}\}}{\mathrm{exp}\{\mathrm{ln}T^{(n)}\}}|_B\frac{\mathrm{exp}\{\mathrm{ln}P_{14}^{(n)}\}\mathrm{exp}\{\mathrm{ln}P_{23}^{(n)}\}}{\mathrm{exp}\{\mathrm{ln}T^{(n)}\}}|_B\right].$$
(29)
The quantities $`P_{14}^{(n)}`$ and $`P_{23}^{(n)}`$ are given by generalization of Eqs. (2) to the case of the hierarchical network after $`n`$ iterations. Their values for the field-reversed situation can be obtained by making the change $`12`$ and $`34`$ in all labels. Using phase averages derived earlier \[Eqs. (9)\], we relate the fluctuating chemical potentials to the transmission/reflection probabilities via

$`\mathrm{ln}P_{14}^{(n)}`$ $`=`$ $`\mathrm{ln}T^{(n1)},`$ (31)
$`\mathrm{ln}P_{23}^{(n)}`$ $`=`$ $`\mathrm{ln}T^{(n1)}+2\mathrm{ln}R^{(n1)}+{\displaystyle \frac{\sigma ^{(n1)}}{\sqrt{\pi }}}.`$ (32)
These translate into an explicit scaling expression for the typical Hall resistance,

$$\rho _{\text{H,typ}}^{(n)}=\left[1\left(\stackrel{~}{R}_0\right)^{2^n}\right]/\left(\stackrel{~}{T}_0\right)^{2^{n1}}\left(\stackrel{~}{T}_0\right)^{2^{n1}},$$
(33)
which scales to infinity exponentially with system size $`L=2^n`$. Equation (33) supports numerical evidence that the typical Hall resistance of a phase-coherent QH system diverges in the insulating regime, though more moderately than $`\rho _{\text{L,typ}}`$. Note that in the strongly insulating limit ($`\stackrel{~}{T}_0\stackrel{~}{R}_0`$), our hierarchical model yields a scaling relation $`\rho _{\text{H,typ}}\left(\rho _{\text{L,typ}}\right)^\gamma `$ with $`\gamma 1/2`$. The corresponding localization lengths $`\xi _L`$, $`\xi _H`$ (defined via $`\rho _{\text{L(H),typ}}\mathrm{exp}\{L/\xi _{L(H)}\}`$) are related by $`\xi _H2\xi _L`$.

In conclusion, we have derived a scaling theory for both longitudinal and Hall resistivities in a hierarchical network model of a QH system. A transition from a localized (insulating) phase to a delocalized (metallic) phase is found. In agreement with previous numerical results, we find that the Hall resistivity diverges in the insulating regime as a consequence of phase coherence of electron transport in the network. Hence, we expect the characteristics of a QHI to occur only in a regime where electrons dephase between elastic scattering events.

We thank A. Auerbach, O. Entin-Wohlmann, F. Evers, Y. Gefen, B. Huckestein, M. Janssen, A. MacKinnon, A. Mirlin, D. Polyakov, L. Pryadko, B. Shapiro, D. Sheng, S. Sondhi, and I. Zharekeshev for useful discussions. This work was supported by the DIP project of the German Ministry for Education and Research (BMBF), Grant No. 96–00294 from the United States–Israel Binational Science Foundation (BSF), and the Aspen Center for Physics. U.Z. thanks the Institute of Theoretical Physics at the Technion — Israel Institute of Technology for hospitality during two visits when part of this research was performed.