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# Entropy Production in Driven Spatially Extended Systems

## 1 Introduction

The production of entropy in spatially extended systems was already discussed, both at length and in depth, by the founding fathers of thermodynamics and statistical mechanics. It is instructive to divide the discussion in two (very unequal) parts.
First there is the situation of a perfectly closed (or truly isolated) classical mechanical system undergoing a Hamiltonian dynamics and evolving towards equilibrium from nonequilibrium initial conditions. That is known as the approach or the convergence or the relaxation towards equilibrium. The issue here is to understand the usual second law of thermodynamics that associates an arrow of time to the macroscopic behavior leading to equilibrium and to derive from the reversible microscopic laws the irreversible kinetic and hydrodynamic equations describing this evolution on the appropriate space-time scale.
Secondly, there are the many phenomena of dissipation in open driven systems. Here one considers a stationary situation of a system or medium in contact with several reservoirs that interact with the system. Think of heat baths or particle reservoirs at different temperatures or concentrations through which a nonequilibrium state is maintained in the system or also of particle systems subject to an external driving field. As a result, a stationary current is installed and entropy is produced.

The plan is that I start by recalling some of the main ingredients in the qualitative understanding of macroscopic irreversibility for the first scenario, return to equilibrium. That has obtained most attention in the past and it is well understood. On the other hand, for the nonequilibrium steady state scenario the literature is mostly limited to the close to equilibrium situation and Section 3 must remind us of the phenomenology of entropy production. Then, I get a chance to say something new when in Section 4 I give a Boltzmann-like definition of entropy production in a simplified context. Formula (4.2) is most important. The general framework is presented in Sections 5 and 6. The application in the final Section 7 is on the asymmetric exclusion process.

The paper uses and studies aspects of thermodynamics, statistical mechanics and probability theory with a variety of language and tools. One application and source of inspiration is however not included, that of the theory of smooth dynamical systems. Yet, some of the work that I will present here was started in  (see also ) from trying to understand the Gallavotti-Cohen results in  on the fluctuations of the phase space contraction in dynamical systems with very strong hyperbolicity assumptions and the ‘new theoretical ideas in nonequilibrium statistical mechanics’ à la Ruelle, see . Some apology can be read in Section 6.
The present paper is, except for the Sections 4 and 7.2, a short review and, by lack of space, the many details and proofs are omitted. More can be found in - and I am especially grateful to Frank Redig for the joint work.

## 2 Approach to equilibrium

Here I only remind the reader about the problem of irreversibility in closed Hamiltonian systems and about its resolution. There is nothing new here (see e.g. ) except perhaps for some measures of emphasis.

What is the problem? The microscopic dynamics is time-reversal invariant. Why then do we always see individual macroscopic systems taking a particular course in time, evolving towards equilibrium? What makes the direction of time in macroscopic behavior?
The resolution of this paradox has many sides and it can easily take you away for quite some time. Yet the beginning is easy and it says that there is absolutely no problem, it is a matter of counting and you could not expect otherwise: equilibrium is what you should expect. Here the basic ingredient is that there is a huge difference in scales between the microworld and the macroworld and that irreversibility belongs to the macroworld.

### 2.1 Boltzmann entropy

Take a system of $`N`$ (large!) components $`x(i),i=1,\mathrm{},N`$, each having $`n`$ possible values. A microstate $`x=(x(i),i=1,\mathrm{},N)`$ is one of the $`n^N`$ possible configurations. The set of all these configurations (or, when additional constraints are given, some subset of this) is the microscopic phase space $`\mathrm{\Omega }`$. From a microscopic perspective each element of $`\mathrm{\Omega }`$ is equivalent and we remain indifferent in the estimates of plausibility: each $`x`$ has the same probability for being realized. From a macroscopic point of view, some distinction can be made. For this we make a choice of macroscopic variables which are approximately additive (and, in presence of a ‘natural’ dynamics, are locally conserved). The macrovariable partitions $`\mathrm{\Omega }`$ in a number of subsets. Say for $`\mathrm{\Omega }=\{+1,1\}^N`$ and macrovariable $`X_N(x)_ix(i)/N`$ each of these subsets will contain between 1 and, for $`N`$ very large, almost $`2^N`$ elements. So we all expect that randomly picking an element from $`\mathrm{\Omega }`$ gives us a configuration that ‘typically’ has zero $`X_N`$ (with standard error $`1/\sqrt{N}`$). In other words, while all microstates are equivalent, some microstates are more typical from a macroscopic point of view.
To connect the microscopic world with macroscopic behavior Boltzmann introduced the entropy

$$S(X)\mathrm{log}W(X)$$

where $`W(X)`$ is the number of microstates $`x`$ for which $`X_N(x)=X`$. The logarithm is very convenient and makes $`S(X)`$ extensive. In the same way (and by some abuse of notation), we speak about the entropy $`S`$ of a microstate $`x`$:

$$S(x)S(X_N(x)).$$

Of course, the phase space for realistic systems is a bit more complicated. We should be speaking about a (classical) Hamiltonian dynamics for $`N`$ point particles enclosed in a finite box with $`x`$ corresponding to the positions and momenta of all the particles. The phase space $`\mathrm{\Omega }`$ is now the collection of all these microstates constrained to given values of certain macrovariables $`Y_N`$. As we have a closed system with energy conservation, we can keep in mind that the total energy $`Y_N(x)=E`$ is thus fixed. We are interested in the evolution of a second class of macrovariables $`X_N`$. Let us think here about the macroscopic variable that corresponds to the spatial density profile, say the number of particles to the left of our box. Yet, for this more complicated phase space, more or less the same counting procedure can be followed. In this same language, microstates have a larger entropy when they correspond to a macroscopic value that can be microscopically realized in more ways. Now it is important to get a feeling of the huge differences that can arise when the system is large. For air, under normal circumstances, there are about $`10^{25}`$ molecules in a box of 1 $`m^3`$. If we divide this box in pieces of 1 $`cm^3`$ we get $`10^{60000000000000000000000000}`$ possible arrangements that would correspond to a homogeneous density profile (about the same number of particles in each piece) while only $`10^6`$ possibilities of having all of them in just one such piece of the box. When considering these huge numbers and reasoning about plausibilities just as we do in everyday life, it appears that only a great conspiracy of initial conditions or dynamics can lead to an effective decrease in entropy: that is, we expect that $`S(x_t)`$ grows as $`x_t`$ follows the microscopic trajectory and equilibrium corresponds to maximal entropy. The law of increase of entropy is a statistical law, but one with a ‘moral certainty.’
It must be added that larger entropy does not necessarily mean less ordered or more spatially homogeneous. It depends on the type of interaction and/or the value of the energy that is fixed. It suffices to think of gravity (where clustering of mass is typical) or of molecular interactions at low energy leading to ordered structures.

### 2.2 Initial conditions

Note that the counting argument above is symmetric in time, valid as such for prediction as well as for for retrodiction. So the real surprise is to see nonequilibrium initial conditions. When trying to see the origin of these special low entropy initial conditions we soon get in a chain of arguments leading to cosmological questions. Here input from the standard model of physical cosmology is necessary. The upshot is summarized by Richard Feynman: “it is necessary to add to the physical laws the hypothesis that in the past the universe was more ordered, in the technical sense, than it is today…to make an understanding of the irreversibility” or, much earlier, by Ludwig Boltzmann: “That in nature the transition from a probable to an improbable state does not take place as often as the converse, can be explained by assuming a very improbable initial state of the entire universe surrounding us. This is a reasonable assumption to make, since it enables us to explain the facts of experience, and one should not expect to be able to deduce it from anything more fundamental.” I refer to the pleasant Chapter 7 in  for some specific analysis.

## 3 Phenomenology of steady state entropy production

The definition of entropy production for nonequilibrium steady states cannot be completely arbitrary. Standard treatments are however largely restricted to close to equilibrium phenomenology.

Entropy production appears in the close to equilibrium thermodynamics of steady state irreversible processes as the product of thermodynamic fluxes and thermodynamic forces. The forces are produced by gradients in intensive variables, the so called affinities that are maintained throughout. One thinks of gradients in chemical or electrostatic potential or in temperature. The fluxes are currents in the conjugate extensive variables. In linear response, they are linear combinations of the affinities. In this way, linear transport coefficients are defined that are functions of the intensive variables that locally characterize the state of the system.
As an example take a cylindric solid material through which a stationary heat current $`J_Q`$ is maintained by coupling the material at its right and left ends to reservoirs at temperature $`T_r`$ and $`T_{\mathrm{}}`$ respectively. Assuming a linear relation between the affinity $`1/T`$ and the current $`J_Q`$ with a linear response coefficient $`L_Q`$, one arrives at Fourier’s law

$$J_Q=L_Q(\frac{1}{T})=hT$$

where $`hL_Q/T^2`$ is the heat conductivity. Here is expressed the empirical finding (close to equilibrium) of the proportionality of the heat current with the temperature gradient. The entropy production in the material is then

$$\dot{S}=J_Q\frac{1}{T}=hT^2[(\frac{1}{T})]^2$$

Of course, the (close to equilibrium) entropy of the material remains constant (its macrostate is unchanged) and all produced entropy is carried away by the entropy current to be poured into the reservoirs. (The relation between entropy current and entropy production is established in the so called entropy balance equation.) If we integrate the entropy production over the material, we see that the entropy of the reservoirs is changed by

$$\frac{dS}{dt}=aJ_E(\frac{1}{T_r}\frac{1}{T_{\mathrm{}}})$$

where $`a`$ is the cross-section area of the cylinder. To maintain the steady state we will have to carry away this extra entropy outside the coupled system. I refer to  for the standard treatment and to  for more recent studies.

## 4 Multiplicity under constraints

An elementary mathematical clarification of the connection between Boltzmann entropy and thermodynamic equilibrium entropy goes by considering the multiplicity of microstates for a particular macroscopic observation, (see also ).
Take $`N`$ particles each of which can be in a certain phase space cell $`i`$ (for example having energy $`E_i),i=1,\mathrm{},n`$. In total, there are $`n^N`$ microstates. The number of such microstates with $`m_1`$ particles in cell $`i=1`$, … and $`m_n`$ particles in cell $`i=n`$ ($`m_1+\mathrm{}+m_n=N`$) is given by the multinomial coefficient

$$W_N(m_1,m_2,\mathrm{},m_n)=\frac{N!}{m_1!\mathrm{}m_n!}$$

With proportions $`p_im_i/N`$ and via Stirling’s formula,

$$\underset{N}{lim}\frac{1}{N}\mathrm{ln}W_N(p_1N,\mathrm{},p_nN)=\underset{i=1}{\overset{n}{}}p_i\mathrm{ln}p_i$$
(4.1)
where the right hand side is the Shannon entropy of the probability measure $`(p_i)`$. Imagine now as further constraint that

$$\underset{i=1}{\overset{n}{}}p_iE_i=E$$

Then, the multiplicities or the Shannon entropy of (4.1) is maximal when

$$p_i=\frac{e^{\beta E_i}}{Z_\beta }$$

with $`\beta =\beta (E)`$ found from the constraint. This maximal entropy is the equilibrium or Gibbs’ entropy

$$S(E)=\mathrm{ln}Z_\beta +\beta E$$

We can now move $`E`$ to a new value $`E+dE`$ while supposing that the energy levels $`E_i`$ do not change. Obviously, the maximal entropy does change and it is doing so according to

$$dS=\beta dE$$

which is Clausius’ formula $`dS=\delta Q/T`$ for the change in equilibrium entropy from a heat transfer $`\delta Q`$ at reservoir temperature $`T=1/\beta `$ for fixed volume.

I suggest a very similar scheme for entropy production. I sketch it here without explicit reference to dynamics just to emphasize, in this highly simplified setting, the structure of the definition that later, in fuller glory, will follow. (In brackets I will announce the analogue.)
Consider again $`N`$ variables $`\sigma (i),i=1\mathrm{},N`$ with, for simplicity, $`\sigma (i)=0,1`$, i.e., $`n=2`$ in the above (this should be thought of as the pathspace, the space of all microscopic space-time trajectories. Thus $`N`$ is the number of particles times the number of times they are observed; $`\sigma (i)=1`$ indicates a right-moving particle at that time while $`\sigma (i)=0`$ indicates left-moving). Let us select the first $`MN`$ of these variables and let $`(\eta (i),i=1,\mathrm{},M)`$ be a fixed configuration on them. (That is, we select a particular history for a given space-time volume.) That of course constrains the number $`m_1`$ of all variables that are in the first microstate ($`1`$):

$$NM+\underset{i=1}{\overset{M}{}}\eta (i)m_1\underset{i=1}{\overset{M}{}}\eta (i)$$

Let $`W_M^{(N)}(\eta ,m)`$ be the number of microstates $`\sigma \{0,1\}^N`$ so that $`\sigma (i)=\eta (i)`$ for $`i=1,\mathrm{},M`$ and so that

$$\underset{i=1}{\overset{N}{}}\sigma (i)=mN$$

(That will correspond to a given macroscopic value for some current.) Consider the involution $`\eta (i)\overline{\eta }(i)1\eta (i),i=1,\mathrm{},M`$ (time-reversal will take that role later). I suggest now to inspect the logarithmic ratio

$$\dot{S}_M^{(N)}(\eta ,m)\mathrm{ln}\frac{W_M^{(N)}(\eta ,m)}{W_M^{(N)}(\overline{\eta },m)}$$
(4.2)
(That will be the entropy production.) Evaluating this for large $`N`$, while fixing all the rest, gives

$$\dot{S}_M(\eta ,m)\underset{N}{lim}\dot{S}_M^{(N)}(\eta ,m)=\underset{i=1}{\overset{M}{}}[\eta (i)\overline{\eta }(i)]\mathrm{ln}\frac{m}{1m}$$
(4.3)
(Observe that for $`\lambda \mathrm{ln}m/(1m)`$ indeed $`\mathrm{exp}\lambda /(1+\mathrm{exp}\lambda )=m`$ so that (4.3) is the product of the field $`\lambda 0`$ for $`m1/2(=`$ the equilibrium value) and the variable current or flux in the space-time volume $`M`$.) If we now also let $`M`$ grow very large, we will have that

$$\underset{i=1}{\overset{M}{}}\eta (i)mM,\underset{i=1}{\overset{M}{}}[\eta (i)\overline{\eta }(i)](2m1)M$$

and hence, $`\dot{S}_M(\eta ,m)/M`$ converges to the relative entropy

$$\dot{S}(m)=(2m1)\mathrm{ln}\frac{m}{1m}=m\mathrm{ln}\frac{m}{1m}+(1m)\mathrm{ln}\frac{1m}{m}$$

(That is, the mean entropy production is positive and it equals the relative entropy between the original distribution and its time-reversal.)

## 5 Gibbs measures with an involution

The following must be considered as a program, the ideal context that we should keep in mind for more concrete realizations.

I write $`K`$ for a finite set and take $`\mathrm{\Omega }K^{\text{ }\text{}^{d+1}}`$. This $`(d+1)`$dimensional configuration space announces that $`\mathrm{\Omega }`$ plays the role of pathspace; its elements $`\sigma (\sigma _t(i),(t,i)\text{ }\text{}\times \text{ }\text{}^d)`$ are space-time trajectories with values $`\sigma _t(i)K`$ at the space-time point $`(t,i)`$. Consider regular space-time cubes $`V_{T,L}\{(t,i)\text{ }\text{}^{d+1}:|t|T,|i|L\}`$ centered around the origin, where $`T`$ stipulates the temporal and $`L`$ the spatial extension. Let $`\mathrm{\Theta }_{T,L}`$ be the involution on $`\mathrm{\Omega }`$ that reverses the time:

$`(\mathrm{\Theta }_{T,L}\sigma )_t(i)`$ $``$ $`\sigma _t(i)\text{ if }(t,i)V_{T,L},`$
$``$ $`\sigma _t(i)\text{ otherwise}`$
(I could also have included a kinematical time-reversal $`\pi `$ as involution on $`K`$ and then write $`(\mathrm{\Theta }_{T,L}^\pi \sigma )_t(i)\pi (\sigma _t(i))`$ for $`(t,i)V_{T,L}`$ but, for simplicity, I will stick here to the choice $`\pi =`$identity.) Given a local function $`f`$ on $`\mathrm{\Omega }`$ it is possible to find large enough $`T_o,L_o`$ so that for all $`TT_o,LL_o,f(\sigma )=f(\sigma _t(i),(t,i)V_{T,L})`$. There is therefore no ambiguity in writing $`f\mathrm{\Theta }`$ for the new (time-reversed) function and similarly, for a probability measure $`\mu `$ on $`\mathrm{\Omega }`$, to write $`\mu \mathrm{\Theta }`$ for the new probability measure with expectations $`\mu \mathrm{\Theta }(f)\mu (f\mathrm{\Theta })`$.
Next, consider a translation invariant space-time interaction potential $`U=(U_A)`$ parametrized by the finite subsets $`A`$ of $`\text{ }\text{}^{d+1}`$. Each $`U_A`$ is a function of the variables $`\sigma _t(i),(t,i)A`$, and let me assume, just for convenience, that $`U_A0`$ whenever the diameter of the set $`A`$ is larger than a finite radius. I define the associated entropy production in a finite set $`\mathrm{\Lambda }`$ as

$$\dot{S}_\mathrm{\Lambda }\dot{S}_\mathrm{\Lambda }^{(U)}\underset{A\mathrm{\Lambda }}{}[U_A\mathrm{\Theta }U_A]$$
(5.5)
Clearly, $`\dot{S}_\mathrm{\Lambda }`$ is asymmetric under time-reversal $`\mathrm{\Theta }`$ and it is measurable from the values of the variables in the set $`\mathrm{\Lambda }`$. Definition (5.5) is the analogue of (4.2). In all realistic realizations of this definition, $`\dot{S}_\mathrm{\Lambda }`$ can be interpreted as a sum over products of fields and currents. The reader is probably waiting to see some dynamics and it may seem strange to speak about such an entropy production but I only deal with the general framework here and one illustration is contained in Section 7.
Let $`\mu `$ be a translation-invariant probability measure on $`\mathrm{\Omega }`$. I define the mean entropy production (MEP) in $`\mu `$ as the expectation

$$\text{MEP}(U,\mu )\underset{\mathrm{\Lambda }}{lim}\frac{1}{|\mathrm{\Lambda }|}\mu (\dot{S}_\mathrm{\Lambda })$$
(5.6)
Limits are understood in the sense of increasing cubes $`\mathrm{\Lambda }=V_{T,L}`$. It is important to realize that you do not in fact need to take the $`\mu `$average in the above but for a fixed (large enough) $`T,\dot{S}/|\mathrm{\Lambda }|`$ will become $`\mu `$almost surely equal to the MEP if $`\mu `$ is ergodic with respect to spatial translations.
Let $`\mu `$ be a translation invariant Gibbs measure for the potential $`(U_A)`$. It has an entropy density $`s(\mu )`$ that equals the entropy density $`s(\mu \mathrm{\Theta })`$ of the time-reversed Gibbs distribution. Yet, $`\mu `$ and $`\mu \mathrm{\Theta }`$ need not be equal; they can be discriminated via their relative entropy density $`s(\mu |\mu \mathrm{\Theta })=s(\mu \mathrm{\Theta }|\mu )`$ (see ).

Theorem 1 (MEP) Let $`\mu `$ be a translation invariant Gibbs measure for the potential $`(U_A)`$. Then

$$\text{MEP}(U,\mu )=s(\mu |\mu \mathrm{\Theta })0$$
(5.7)
with equality if and only if the potentials $`U`$ and $`U\mathrm{\Theta }`$ are physically equivalent.

Remarks:

* The identification of the MEP with the relative entropy density was announced at the very end of Section 4.
* There can be no spontaneous breaking of time-reversal symmetry: If the MEP is zero, then $`\mu `$ and $`\mu \mathrm{\Theta }`$ must be Gibbs measures for the same potential, which means that $`(U_A)`$ and $`(U_A\mathrm{\Theta })`$ must be physically equivalent. This property of ‘no current without heat’ is established for infinite interacting particle systems in .

I now present the local (in space) fluctuation theorem (LFT) for Gibbs measures with an involution. Take $`T`$ and $`L`$ large and fix the volume $`VV_{T,L}`$ and a subset $`\mathrm{\Lambda }V_{T,L^{}}`$ with $`L^{}<<L`$. For a function $`f`$ of the variables in $`V`$, define the expectation

$$\text{I}\text{E}_V(f)\frac{1}{Z_V}\underset{\sigma K^V}{}f(\sigma )e^{_{AV}U_A(\sigma )}$$

with $`Z_V`$ the normalizing partition function. There is no need for translation invariance here and the potential $`(U_A)`$ is allowed to contain time-reversal invariant hard core interactions. I write

$$Z_{V\mathrm{\Lambda }}(\sigma _\mathrm{\Lambda })\underset{\sigma _{\mathrm{\Lambda }^c}K^{V\mathrm{\Lambda }}}{}e^{_{AV,A\mathrm{\Lambda }^c\mathrm{}}U_A(\sigma _{\mathrm{\Lambda }^c}\sigma _\mathrm{\Lambda })}$$

for the partition function in $`\mathrm{\Lambda }^cV\mathrm{\Lambda }`$ with boundary condition $`\sigma _\mathrm{\Lambda }`$ in $`\mathrm{\Lambda }`$. Put

$$F_\mathrm{\Lambda }^V(\sigma _\mathrm{\Lambda })\mathrm{ln}\frac{Z_{V\mathrm{\Lambda }}(\mathrm{\Theta }\sigma _\mathrm{\Lambda })}{Z_{V\mathrm{\Lambda }}(\sigma _\mathrm{\Lambda })}$$

which, for local interactions, depends on the variables in (the interior boundary $`\mathrm{\Lambda }`$ of) $`\mathrm{\Lambda }`$.
Put $`R_\mathrm{\Lambda }^V\dot{S}_\mathrm{\Lambda }F_\mathrm{\Lambda }^V`$.
Theorem 2 (LFT)

* For every function $`G`$

$$\text{I}\text{E}_V[G(R_\mathrm{\Lambda }^V)]=\text{I}\text{E}_V[G(R_\mathrm{\Lambda }^V)e^{R_\mathrm{\Lambda }^V}]$$
(5.8)
$$\text{I}\text{E}_V[G(\dot{S}_\mathrm{\Lambda })]=\text{I}\text{E}_V[G(\dot{S}_\mathrm{\Lambda })e^{\dot{S}_\mathrm{\Lambda }+F_\mathrm{\Lambda }^V}]$$
(5.9)
* For every family $`(\lambda _A)`$ of complex numbers

$$\text{I}\text{E}_V[e^{_{A\mathrm{\Lambda }}\lambda _A[U_A\mathrm{\Theta }U_A]}]=\text{I}\text{E}_V[e^{_{A\mathrm{\Lambda }}(1\lambda _A)[U_A\mathrm{\Theta }U_A]}e^{F_\mathrm{\Lambda }^V}]$$
(5.10)

Remarks:

* I take it understood that, for sufficiently local interactions, the potential $`F_\mathrm{\Lambda }^V`$ is of the order of the boundary of $`\mathrm{\Lambda }`$. Therefore, asymptotically in logarithmic sense, (5.9) leads directly to the symmetry (5.8) for the distribution of the entropy production $`\dot{S}_\mathrm{\Lambda }`$ itself, a symmetry first uncovered in  for the large deviation rate function of the phase space contraction in the SRB state of reversible dissipative mixing Anosov diffeomorphisms. One should however not take for granted that $`F_\mathrm{\Lambda }^V`$ is uniformly bounded by $`|\mathrm{\Lambda }|`$. In many of the models to which one wishes to apply the above scheme, one really needs to prove that it concerns here just a ‘boundary term.’ One origin of problems can be that time is taken continuous and an unbounded number of changes can happen in any finite interval. This is less of a problem for jump processes where one uses that the Poisson process has all exponential moments but when working on non-compact phase spaces, the ‘boundary term’ $`F_\mathrm{\Lambda }^V`$ can possibly have non-existing exponential moments and thus really can change the large deviation rate function.
* The identity (5.10) generates, by suitable differentiation, equalities between correlation functions. A discussion with an application to the Onsager reciprocity relations is contained in . I like to compare (5.10) with the Ward identities as we know them from quantum field theory; the mathematical origin is very similar and non-perturbative, liberating us from close to equilibrium assumptions.

## 6 Gibbsian hypothesis

The ambition in the above framework for the study of nonequilibrium driven systems is to use the standard Gibbs formalism and in particular its fluctuation theory in the ‘current’-ensemble. The mathematics will therefore not deviate significantly from what is e.g. found in the contributions .
A frequently asked question is where these Gibbs measures come from or how they should be connected with a dynamics. Here two short answers.

### 6.1 Pathspace measure construction

The first answer is illustrated below in Section 7 and many more examples can be found in - and . One constructs the Gibbs measure explicitly as the pathspace measure of a stationary process. Most easy is the case of stochastic dynamics. It is not really necessary to realize the pathspace measure as a bona fide Gibbs measure as we know it say for lattice spin systems; what is needed is to understand how the pathspace measure is governed by a space-time action which is approximately local and additive in space-time. Technically, this is a matter of setting up the appropriate Girsanov formula and I refer to the standard treatments in . Interestingly enough, this method of constructing the process via a Gibbsian space-time distribution has also lead to new existence and uniqueness results for classes of diffusion processes, see e.g. .
Deterministic dynamics are here more of a problem but, for example, we have learnt from - how the Gibbsian structure can be exploited on the level of the symbolic dynamics for sufficiently strongly chaotic dynamics.

### 6.2 Maximum entropy principle

The first answer has the advantage of being explicit and directly connected to model dynamics that one may have in mind. I believe however that the second answer is more to the point. The reason to use Gibbs measures here is exactly the same as for using Gibbs measures in usual classical or quantum equilibrium statistical mechanics. All that changes is the type of ensemble because we must work with the currents as macro-observables. To do this on space-time is the only price that must be paid but it is a necessary one. Gibbs measures appear then as solutions of the maximum entropy principle but that need not be restricted to equilibrium conditions.

## 7 Asymmetric exclusion process

I illustrate the previous generalities using one concrete model, that of a bulk driven diffusive lattice gas. First about the mean entropy production, to check that it coincides with what one should expect. Secondly, about the local entropy production fluctuations.

### 7.1 MEP for ASEP

I start with the asymmetric exclusion process (ASEP) on a one-dimensional ring $`\{1,2,\mathrm{},\mathrm{}\}`$ (periodic boundary conditions). Each site $`i`$ of the ring is either occupied by a particle (denoted by $`\eta (i)=1`$) or is empty ($`\eta (i)=0`$). The particle-configuration $`\eta `$ is subject to a Markovian particle conserving asymmetric hopping dynamics with rates

$$c(i,i+1,\eta )=\eta (i)(1\eta (i+1))\frac{e^{E/2}}{2}+\eta (i+1)(1\eta (i))\frac{e^{E/2}}{2}$$
(7.11)
for changing the configuration from $`\eta `$ to $`\eta ^{i,i+1}`$ obtained by exchanging the occupations at sites $`i`$ and $`i+1`$. In words, particles hop to nearest neighbor sites when there is a vacancy at a rate that depends on the direction. $`E`$ is now an external driving field. We can easily obtain the space-time interaction from the standard Girsanov formula for Markov chains. The entropy production is then the relative action under time reversal and its expectation in a steady state is the MEP.
The product measure $`\rho _u`$ with uniform density $`u[0,1]`$ is a stationary (non-reversible) measure for this dynamics. If we now consider a trajectory $`(\eta _t,t[T,T])`$ of the stationary process in which at a certain time, when the configuration is $`\eta `$, a particle hops from site $`i`$ to $`i+1`$, then the time-reversed trajectory shows a particle jumping from $`i+1`$ to $`i`$. The contribution of this event to the entropy production is therefore

$$\mathrm{ln}c(i,i+1,\eta )\mathrm{ln}c(i,i+1,\eta ^{i,i+1})=E[\eta (i)(1\eta (i+1))\eta (i+1)(1\eta (i))]$$
(7.12)
This jump in the trajectory itself happens with a rate $`c(i,i+1,\eta )`$ and therefore the mean entropy production equals

$`\text{MEP}(u,E)`$ $`=`$ $`{\displaystyle c(0,1,\eta )\mathrm{ln}\frac{c(0,1,\eta )}{c(0,1,\eta ^{01})}\rho _u(d\eta )}`$ (7.13)
$`=`$ $`Eu(1u)\mathrm{sinh}({\displaystyle \frac{E}{2}})`$
That is correct: the MEP is the product of the field $`E`$ with the current $`j(u,E)`$ where the current $`j(u,E)`$ is the expected net number of particles passing through a given bond:

$`j(u,E)`$ $``$ $`{\displaystyle \rho _u(d\eta )c(i,i+1,\eta )[\eta (i)(1\eta (i+1))\eta (i+1)(1\eta (i))]}`$
$`=`$ $`u(1u)\mathrm{sinh}({\displaystyle \frac{E}{2}})`$
In quadratic approximation (that is close to equilibrium) $`j(u,E)u(1u)E/2`$ and,

$$\text{MEP}(u,E)\frac{j(u,E)^2}{h_c}$$
(7.14)
which is the dissipated heat through a conductor in an electric field $`E`$ with Ohmic conductivity $`h_cu(1u)/2=\rho _u([\xi (0)(1\xi (1))\xi (1)(1\xi (0))]^2)/4`$ given in terms of the variance of the microscopic current (at $`E=0`$).

### 7.2 LFT for ASEP

I take a $`(2+1)`$dimensional set-up. There are (spatial) squares $`V_0[L,L]^2\text{ }\text{}^2`$ and $`\mathrm{\Lambda }_0[L^{},L^{}]^2\text{ }\text{}^2`$ with $`L^{}<L`$ large, and a continuous time interval $`[T,T]`$ in which we observe the ASEP with the external field $`E`$ in the horizontal direction. That is the 2-dimensional analogue of 7.1 but now on $`V_0`$ with periodic boundary conditions and hopping rates

$$c(i,j,\eta )\frac{e^{E/2}}{2}\eta (i)(1\eta (j))+\frac{e^{E/2}}{2}\eta (j)(1\eta (i))$$

for a horizontal bond $`ij=i+e_1`$ with $`e_1`$ the unit vector in the positive horizontal direction, and

$$c(i,j,\eta )\frac{1}{2}[\eta (i)(1\eta (j))+\eta (j)(1\eta (i))]$$

for a vertical bond $`ij=i\pm e_2`$. As stationary measure I take again $`\rho _u`$ (Bernoulli with density $`u`$) and $`(\eta _s(i),s[T,T],iV_0)`$ denotes the stationary process.
I show what becomes of relations (5.8) and (5.9). Let $`\text{I}\text{E}_V^E[]`$ denote the expectation with respect to the process in $`V[T,T]\times V_0`$ with (pathspace) law $`P_V^E`$. For a function $`f`$ measurable from $`\mathrm{\Lambda }[T,T]\times \mathrm{\Lambda }_0`$,

$`\text{I}\text{E}_V^E[f\mathrm{\Theta }_{T,L^{}}]`$ $`=`$ $`\text{I}\text{E}_V^E[f\mathrm{\Theta }_{T,L}]=\text{I}\text{E}_V^E[f{\displaystyle \frac{d(P_V^E\mathrm{\Theta }_{T,L})}{dP_V^E}}]`$
$`=`$ $`\text{I}\text{E}_V^E[f{\displaystyle \frac{dP_V^E|_\mathrm{\Lambda }}{dP_V^E|_\mathrm{\Lambda }}}]`$
so that, with

$$R_\mathrm{\Lambda }^V=\mathrm{ln}\frac{dP_V^E|_\mathrm{\Lambda }}{dP_V^E|_\mathrm{\Lambda }}$$

and $`f=G(R_\mathrm{\Lambda }^V)`$, the identity (7.2) is just (5.8). $`R_\mathrm{\Lambda }^V`$ is computed from a Girsanov formula for the non-Markovian point proces $`dP_V^E|_\mathrm{\Lambda }`$ and for this I first need to identify the intensities (see ). In order to have a Gibbsian structure (allowing me to pass to (5.9)) these intensities must be the same in the bulk of $`\mathrm{\Lambda }`$ as they were in the bulk of $`V`$. That is easy to verify from considering the conditional expectation of a function $`g`$ in $`\mathrm{\Lambda }_0`$ at time $`t+\delta `$ given the past history in $`\mathrm{\Lambda }_0`$:

$`\text{I}\text{E}_V^E[g(\eta _{t+\delta }(i),i\mathrm{\Lambda }_0)|\eta _s(i),s[T,t],i\mathrm{\Lambda }_0]=`$ (7.16)
$`\text{I}\text{E}_V^E[\text{I}\text{E}_V^E[g(\eta _{t+\delta }(i),i\mathrm{\Lambda }_0)|\eta _s(i),s[T,t],iV_0]|\eta _s(i),s[T,t],i\mathrm{\Lambda }_0]`$
The conditional expectation inside is explicit from the Markov process in $`V_0`$:

$`\text{I}\text{E}_V^E[g(\eta _{t+\delta }(i),i\mathrm{\Lambda }_0)|\eta _s(i),s[T,t],iV_0]`$ (7.17)
$`=g(\eta _t(i),i\mathrm{\Lambda }_0)+\delta L_V^Eg(\eta _t(i),iV_0)+O(\delta ^2)`$
with $`L_V^E`$ the Markov generator of the process. Since $`L_V^E`$ is a sum over all bonds with local rates, we see that the process restricted to $`\mathrm{\Lambda }_0`$ has the same rates except for the boundary of $`\mathrm{\Lambda }_0`$ where a birth and death process is added. As a result the Girsanov formula for $`R_\mathrm{\Lambda }^V`$ is indeed

$$R_\mathrm{\Lambda }^V=\dot{S}_\mathrm{\Lambda }F_\mathrm{\Lambda }^V$$

measurable in $`\mathrm{\Lambda }`$ with

$$\dot{S}_\mathrm{\Lambda }(\eta _\mathrm{\Lambda })=E_T^T\underset{i,i+e_1\mathrm{\Lambda }_0}{}[\eta _t(i)(1\eta _t(i+e_1))\eta _t(i+e_1)(1\eta _t(i))]dN_i^1(t)$$
(7.18)
where $`N_i^1(t)`$ is the number of jumps between $`i`$ and $`i+e_1`$ up to time $`t`$, and

$`F_\mathrm{\Lambda }^V(\eta _\mathrm{\Lambda })`$ $`=`$ $`{\displaystyle \underset{i\mathrm{\Lambda }}{}}{\displaystyle \underset{b_i}{}}{\displaystyle _T^T}[\mathrm{ln}{\displaystyle \frac{\kappa _{b_i}^E(\eta ,t)}{\kappa _{b_i}^E(\eta ,t)}}`$
$`+\eta _t(i)\mathrm{ln}{\displaystyle \frac{\lambda _{b_i}^E(\eta ,t)\kappa _{b_i}^E(\eta ,t)}{\lambda _{b_i}^E(\eta ,t)\kappa _{b_i}^E(\eta ,t)}}]dN_{b_i}(t)`$
where the second sum is over all bonds $`b_i`$ starting at site $`i\mathrm{\Lambda }_0`$ with the other end $`j\mathrm{\Lambda }_0^c`$ and, with $`b_i=ij`$,

$$\lambda _{b_i}^E(\eta ,t)e^{E_j/2}\text{I}\text{E}_V^E[1\eta _t(j)|\eta _s(k),k\mathrm{\Lambda }_0,s[T,t]]$$

and

$$\kappa _{b_i}^E(\eta ,t)e^{E_j/2}\text{I}\text{E}_V^E[\eta _t(j)|\eta _s(k),k\mathrm{\Lambda }_0,s[T,t]]$$

for $`E_j=\pm E`$ if $`j=i\pm e_1`$ and $`E_j=0`$ if $`j=i\pm e_2`$. The expression (7.18) is the entropy production, that is field times current in $`\mathrm{\Lambda }`$, and (7.2) is the boundary term. That establishes (5.9).


format: text

text:
# Open Archives Initiative protocol development and implementation at arXiv

## 1 Introduction

### 1.1 Background

The Los Alamos e-print archive, now called arXiv  and formerly known as ‘xxx’, was started by Paul Ginsparg in August 1991. It allows unrefereed author self-archiving of research papers and no-fee retrieval by users worldwide. Initially arXiv was limited to high-energy theoretical physics, operated over email only, and served $``$200 users. The number of users grew to over 1000 in a few months and has grown to over 70,000 now. The scope of archive has expanded and new facilities have been added steadily since 1991 . The following is a list of some of the more significant developments:

* Physics e-print archive started: hep-th archive with email interface.
* ftp interface added. hep-ph and hep-lat added locally; alg-geom, astro-ph and cond-mat added remotely.
* Web interface added.
* Data at some remote archives (using the same software) moved to main site, the remote sites become mirrors.
* Automatic PostScript generation from source.
* PDF generation added.
* Web upload facility added.
* Worldwide mirror network grows.
* arXiv involved in the OAI.

### 1.2 The present

arXiv is the dominant means of information dissemination within certain areas of physics, notably high-energy physics, and has growing significance in many others . It has rendered the paper distribution of pre-prints obsolete. The following is a list of some key statistics:

* Covers physics, mathematics, computer science, and non-linear systems.
* Serves over 70,000 users in over 100 countries.
* Estimated 13 million downloads in 2000.
* Over 30,000 new submissions in 2000, over 150,000 e-prints total (approximately linear growth in submission rate, $``$3500 extra each year).
* $`>`$99% of submissions entirely automated.
* Submission via web (68%), email (27%) and ftp (5%).
* Some journals now accept and arXiv identifiers instead of requiring direct submission (e.g. APS: Phys. Rev. D, Elsevier: Phys. Lett. B).
* Los Alamos site funded by DOE222arXiv has direct DOE grant funding and also support from the ‘Library Without Walls’ project (LWW/STB-RL) within Los Alamos National Lab. and NSF; mirror sites funded locally.

### 1.3 arXiv software

The software running arXiv comprises of the order of 30,000 lines of Perl running under Linux with numerous other programs (, ghostscript, tar, gnuzip,…). The Perl code has evolved through many incremental changes on a system that has run continuously for 9.5 years, punctuated only by moves to newer hardware and a few short outages. We are currently putting significant effort into tidying and rewriting the code in a modular fashion but, unfortunately, we do not have the resources to engage in a complete off-line rewrite.

The growth of the arXiv far beyond early expectations means that some aspects will need to be changed. For example, the metadata is currently stored in plain files and will probably be moved to an XML database. This would allow more uniform parsing and character encoding, and provide better extraction facilities for services such as the OAI data provider interface. Also, the 3-digit serial number built into our identifiers limits each archive to 999 submissions per month (000 is not used). In November 2000, the astro-ph archive had 583 submissions. This limitation makes it impossible to combine the current array of physics archives into one archive with an extended subject-class structure as exists for other subject areas on arXiv. All changes must be implemented without disrupting the operation of the main site or the mirror sites.

### 1.4 Involvement of arXiv in the OAI

The Open Archives Initiative (OAI) developed from a meeting held in Santa Fe in 1999 which was initiated by Paul Ginsparg (arXiv, Los Alamos National Lab.), Rick Luce (Los Alamos National Lab.) and Herbert Van de Sompel (University of Ghent, Los Alamos National Lab.). arXiv has continued to be actively involved in both management of the initiative and technical development of the protocol.

The protocol that resulted from the Santa Fe meeting  was a subset of the Dienst protocol  developed at Cornell University. While the syntax has changed significantly, the philosophy remains similar and our implementation has developed from that written to comply with the Santa Fe Convention and announced on 15th February 2000.

The initial focus of the OAI was author self-archived scholarly literature — e-prints, as they are often known. While the scope of the OAI has expanded considerably, the e-print community has led the protocol development. An example of this lead is the eprints.xsd schema (appendix 2 in the protocol specification ) which defines an e-print community specific description section for the response to the Identify verb.

## 2 OAI protocol v1.0 implementation

In the remainder of this paper I describe the arXiv implementation of the data provider side of the OAI protocol v1.0 . I discuss issues associated with some of the concepts used in the protocol and then comment on each of the verbs.

### 2.1 Identifiers

Internally, the arXiv software uses identifiers of the form arch-ive/0101027 to refer to the latest version of an e-print, where arch-ive is the archive name (e.g. hep-th or math, and 0101027 is built up from last two digits of the year YY, the month number MM, and a serial number NNN. Some archives have compulsory subject-classes and the primary subject class is indicated by a two letter code appended to the archive name giving a complete identifier of the form arch-ive.SC/0101027, where SC is the subject-class. The subject-class is not necessary in order to locate the e-print but the form of the identifier including the subject-class is considered the canonical form.

There are multiple versions of some e-prints and the identifier just described is considered to refer to the latest version. A suffix vN is used to denote a specific version, where N is the version number (starting at 1). The details of the internal identifiers are likely to change to circumvent the limitations mentioned earlier. The existing identifiers must, however, continue to work because they have been widely used a references.

The OAI protocol specifies that identifiers must follow the URI  syntax. Our implementation exposes only the metadata of the latest version of each e-print and we follow the rules of the oai-identifier type shown in appendix 2 of the OAI protocol specification . We prepend to our internal identifier the scheme name (oai), a colon separator (:), our repository name (arXiv), and another colon (:). The resulting identifiers have the form oai:arXiv:arch-ive\[.SC\]/0101027. The following are example internal identifiers and the corresponding OAI identifiers:

```
  hep-th/9901001        oai:arXiv:hep-th/9901001
  quant-ph/9912010      oai:arXiv:quant-ph/9912010
  math.SG/0001001       oai:arXiv:math.SG/0001001
  cs.SE/0101002         oai:arXiv:cs.SE/0101002

```

### 2.2 Datestamps

Until now, the significant dates in arXiv records have been the dates of submission of different revisions (as recorded in the Date lines of the metadata, and in the daily log file) and the dates of cross-listings (as recorded in the daily log file). We have had no need to record by-hand modifications to the metadata or the date of addition or modification of a journal-reference (which is the only metadata element an author is allowed to change without generating a new revision).

In the context of the OAI, we need a datestamp that reflects any change in the metadata so that any change in the metadata will cause the metadata to be re-harvested. We store the metadata for each e-print in a separate file, so the easiest way to provide the required datestamp is to use the file modification date extracted from the file modification time.

It is straightforward to extract such a datestamp for a single record. However, the requirement for a search by datestamp as used in the ListIdentifiers and ListRecords requests requires that we compile indexes of datestamps. Further, the need to support incremental harvesting without missing any changes means we need to rebuild (or at least update) these indexes at whichever is the larger of the update interval ($`<`$1 day for by-hand modifications, 1 day for submissions, etc.) or the datestamp resolution (1 day). If a longer interval were used then it would be necessary to create datestamps tied to the rebuild times to avoid a service provider that harvested more frequently (e.g. daily) missing updates.

Within the existing protocol there is still the possibility for problems dependent upon the time of day the harvesting occurs in relation to any updates. The simplest solution is for harvesters to overlap successive harvests by 1 day so that any updates occuring on the day of the previous harvest are sure to be included, even if they occured after the previous harvest. Double-harvesting a few records should not cause any problems.

### 2.3 Sets

The OAI protocol characterizes sets as “an optional construct for grouping items in a repository for the purpose of selective harvesting of records”, and they may be arranged in zero or more hierarchies. arXiv has a two- or three-level (depending on subject area) grouping hierarchy based on the subject of the e-print. The three levels are:

There are four groups: physics, math, cs, nlin

The physics group has many archives (e.g. hep-th, astro-ph, cond-mat and even physics). Group and archive may be identified for the three other groups.

Some archives have subject-classes and individual e-prints may belong to one or more subject-class. However, we make a distinction between the primary subject-class and any others (which are treated in the same way as cross-lists to other archives).

It is possible to cross-list e-prints to archives other than the primary archive, or other subject-classes within the same or other archives. The purpose of cross-lists is to avoid the need to submit a single e-print to multiple archives. For example, if an e-print in the astro-ph archive is cross-listed to the hep-ph archive, then ‘readers’ of hep-ph will see the astro-ph e-print in the announcement email and the daily-listings on the web. The cross-listed astro-ph e-print will also be included in searches of the hep-ph archive.

We feel that it is desirable to reflect the existing arXiv organization, including the idea of cross-lists, in the OAI set structure. We currently declare four sets which correspond to the four groups listed above. If an e-print in one group is cross-listed to another group, or an archive within another group, then it will appear in the sets for both groups. If there were a need for it then we could also expose the subject-class layer in the set structure (skipping the archive layer which is an historical artifact). This was demonstrated in a prototype implementation.

Data from arXiv has previously been harvested in a manner that would now be achieved with sets. Data from the computer science archive (now the cs set) was harvested by the NCSTRL  project using a version of the Dienst protocol .

It is worth noting that data providers do not have to implement sets. Also, even when harvesting from data providers that implement sets, service providers do not have to use the sets (i.e. they never specify a set).

### 2.4 Deleted records

arXiv does not allow e-prints to be removed once submitted. We do permit authors to submit a withdrawal notice as a new revision which means that anyone looking for that e-print will see that the author wishes for it to be considered withdrawn. However, earlier revisions remain available. From the perspective of our OAI implementation, we export metadata for the withdrawal notice in the same was as for any other e-print.

There are a very small number (9 at present) of e-prints that have been removed because they were inappropriate or were duplicate copies. We have chosen to use the OAI status="deleted" attribute for these papers. This is currently implemented using a lookup table.

### 2.5 Metadata formats

We disseminate metadata for e-prints in the following formats:

Dublin Core encoded in XML.

RFC1807 encoded in XML.

Test-bed for new internal XML metadata format.

XML encoded version of current internal metadata format.

Details of the oai\_dc and oai\_rfc1807 formats are given by the schemas in appendix 1 of the protocol specification .

Many mappings are obvious, e.g. Title $``$ Dublin Core ‘title’, and Abstract $``$ Dublin Core ‘description’. Other elements in Dublin Core and RFC1807 have to be extracted from less specific fields in the current arXiv metadata. One example is the language of the e-print. Most e-prints on arXiv are in English but some are in other languages (with an English abstract). The language is usually reflected by a comment such as ‘in French’ in the our ‘Comments’ field. We look for such declarations and export the information in the ‘language’ field of RFC1807 metadata.

We currently store author names and affiliations commingled in a rather free format which is quite difficult to untangle in general. We attempt to extract the surnames, forenames or initials, surname prefixes (e.g. de, von), surname suffixes (e.g. III) and affiliations. For example, arXiv metadata might say:

```
Authors: Fred A Bloggs, Mark Smith II (Univ A), T Sawyer (Univ B)

```

where, following convention, we assume Fred A Bloggs has affiliation Univ A and we must recognize II as a suffix rather than the surname of Mark Smith. Involvement in the OAI has highlighted the need for arXiv to collect better metadata.

### 2.6 Document verb

This verb is not part of the OAI protocol specification and the HTTP return is an error (400 Malformed request). However, an HTML page is also returned and this provides some notes about the current status of our implementation and some links to example requests for other verbs. The request is:

`http://arXiv.org/oai1?verb=Document` ,

where `http://arXiv.org/oai1` is the BASE-URL of the arXiv OAI implementation, and
`verb=Document` is the keyword argument specifying the verb.

### 2.7 Identify verb

Implementation of the Identify verb is simply a matter of generating an appropriately formatted XML record containing information from various configuration variables. The request and response are shown in figure 1. arXiv returns two description containers:

Declares our use of the OAI identifier scheme defined by `oai-identifier.xsd`, and gives a sample identifier `oai:arXiv:quant-ph/9901001` .

As we are part of the e-prints community, we include a description container that follows the eprints.xsd schema (appendix 2 of the protocol specification ).

### 2.8 ListSets verb

This is very straightforward to implement. The groups, the top level of our subject-classification structure, already have long and short names in the existing arXiv code. These names aretaken from configuration variables and written out as XML. The request and response are shown in figure 2.

As we have a small number of sets there has been no need to implement the partial response and acceptance of a resumptionToken. Any request which supplies a resumptionToken will result in a 400 error.

### 2.9 ListMetadataFormats verb

The metadata formats that can be disseminated by the arXiv OAI interface are stored in configuration variables (along with pointers to the routines that convert from our native format). Implementation of this verb is simply a matter of writing out this information in the correct format. The request and response are shown in figure 3.

As we have a small number of metadata formats there has been no need to implement the partial response and acceptance of a resumptionToken. Any request which supplies a resumptionToken will result in a 400 error.

### 2.10 GetRecord verb

The majority of the effort involved in implementing the GetRecord verb is in performing the metadata format conversion and mapping from our internal format to the format requested. This has been discussed above. Once the request has been parsed, there are four possible outcomes:

1. Item does not exist $``$ no `<record>` container returned.
2. Item is ‘deleted’ $``$ `<record status="deleted">` container with `<header>` block returned.
3. Item exists but can not be disseminated in the requested metadata format $``$ `<record>` container with `<header>` but no `<metadata>` block returned.
4. Item exists and can be disseminated in the requested metadata format $``$ `<record>` container with `<header>` and `<metadata>` blocks returned.

As metadata for all items in arXiv can be disseminated in all four metadata formats supported, case 3 applies only if an unsupported metadata format is requested. Figure 4 shows an example GetRecord request and response.

We have chosen not to implement the `<about>` container at this time because we do not have rights information for individual metadata records and consider that the overall statement supplied in the Identify response is adequate.

### 2.11 ListIdentifiers verb

This verb is essentially a search by datestamp, the optional from and until parameters specifying the datestamp range, and the optional set parameter limiting the archives searched. We do not want to return all $`>`$150,000 identifiers in one response and so implement partial responses and supply a resumptionToken as necessary. Our index of updates is time ordered so we choose to return identifiers in datestamp order and build the resumptionToken from a concatenation of the new from parameter, the until parameter and the set. This means that the resumptionToken does not expire at any particular time although the response will change if the index of updates changes. An example ListIdentifiers request and response is shown in figure 5.

### 2.12 ListRecords verb

This verb is essentially a combination of the ListIdentifiers and GetRecord verbs. We implement the search by datestamp and set using the same code as for ListIdentifiers. Then, for each identifier found, we use the same code the implements the GetRecord verb to write XML metadata records in the format requested. An example request and response is shown in figure 6.

### 2.13 Flow Control

The main arXiv site, http://arXiv.org/, is heavily used and has various automated scripts to prevent badly written and non-conforming (i.e. not obeying /robots.txt) robots from loading the server to the point where there is denial-of-service to other users. arXiv is particularly vulnerable because of the fact that most papers are stored as source and processed to produce PostScript or PDF on demand (with a large cache). Flow control is thus essential to avoid legitimate OAI service providers getting blocked.

Flow control is implemented with a combination of HTTP 503 Retry-After replies and, for the list requests, the use of partial responses and the resumptionToken. A harvester that abides by the delay specified in the Retry-After reply will not get blocked. The strategy is simple: the OAI code keeps track of the time of the last request from each site and enforces a minimum before answering further requests. If a request comes sooner than is permitted, a Retry-After reply is issued where the delay returned is the time that the harvester must wait before a request will be answered. To avoid loading the server with searches by date, there is a longer delay for ListIdentifiers and ListRecords requests than for other requests. A harvester that knew the delay could pre-emptively wait between requests. With the current protocol there is no way to communicate this delay so the usual situation will be that every fulfilled request is followed by a request answered by a Retry-After reply indicating the time the harvester must wait.

Before the addition of flow control we had repeated problems with OAI developers getting blocked by arXiv’s robot detection scripts. This is no longer a problem and the arc  harvester has managed to harvest metadata for all arXiv records several times without running foul of the robot detection scripts.

One could also implement load-balancing over a number of servers using the HTTP 302 response permitted by the OAI protocol. This has not been implemented for arXiv) as we currently run only one server at the main site.

### 2.14 Implementation cost

The current implementation has evolved from the Open Archives Dienst Subset  implementation so it is hard to estimate the time it would take to write the interface from scratch using the OAI v1.0 protocol specification. The arXiv implementation is complicated significantly by internal inconsistencies in the archive structure. The list below indicates some of the major efforts:

$``$2-3 weeks effort which included time to understand Dienst, writing utility routines such as an XML writing library (now available in standard libraries), coding a search by date, and coding conversion of our metadata to RFC1807.

$``$2 days which included writing $``$UTF-8 conversion code for the special characters which are currently mostly encoded in our metadata. Also included rewriting parsing code for simplified syntax.

Many small changes during protocol development, most of which involved simplifications in the code!

The majority of the effort necessary to create a new implementation is likely to be in routines to implement metadata format conversion; a search to find records by datestamp; and perhaps flow control through partial responses and Retry-After returns.

## 3 The future

I hope that the OAI protocol will be widely adopted as a means of exposing metadata by the scholarly publishing community and by others. The utility of this is contingent upon the development services using this metadata. One can imagine resource discovery tools that index all OAI compliant repositories and using just the required Dublin Core  metadata still provide much more structured search facilities than generic Web search engines such as Google .

I am confident that the scholarly publishing community, especially the e-print community, will be quick to use the OAI protocol. There already exists one OAI-based cross-archive search engine (arc ). The e-prints community is also developing a metadata set able to encode a richer set of information than Dublin Core and to include relations between records. I hope that this will lead to community specific tools with additional functionality based on this extra information.

## 4 Acknowledgements

This work has been carried out as part of the development of arXiv in collaboration with Paul Ginsparg and Thorsten Schwander. I am also thankful for many helpful discussions with other members of the OAI Technical Working Group and the OAI v1.0 Alpha Test Group.


text:
# 1 Introduction

## 1 Introduction

This work is devoted to the functional–analytic aspects of the operator realization of the Wick power series

$$\underset{k}{}d_k:\varphi ^k:(x)$$
(1)
of a free field $`\varphi `$ whose two-point vacuum expectation value $`w(x_1x_2)=\mathrm{\Psi }_0,\varphi (x_1)\varphi (x_2)\mathrm{\Psi }_0`$ does not satisfy the positivity condition. The construction of such series exhibits some peculiarities which have no analogues in the positive metric case and should be taken into account in the covariant quantization of gauge theories. Of particular interest are the problems of adequate choice of test functions and of appropriate generalization of the spectral condition, which have been raised by Moschella and Strocchi . As shown in , a simple way of overcoming these problems is the use of a relevant Paley–Wiener–Schwartz–type theorem for analytic functionals. Here we outline the development  of this approach based on exploiting in a systematic manner the analytic properties of the Hilbert majorant of the two-point function $`w(x_1x_2)`$. We present a general and model independent criterion which enables one to find easily the adequate test functions on which a given Wick series is convergent. Particular emphasis is given to formulating the spectral condition for those quantum fields that are well defined only under smearing with test functions analytic in $`p`$-space and showing that it is satisfied for the sums of Wick series with arbitrarily singular infrared behavior.

## 2 Analytic Properties of the Hilbert Majorant

We begin by recalling some of the standard facts concerning the indefinite metric formalism , restricting our consideration to the case of a single neutral scalar field $`\varphi (x)`$ in $`𝚍`$-dimensional space-time ($`𝚍2`$). In this formalism, the state space $``$ is endowed by a pseudo-Hilbert structure. This means that $``$ is provided with two sesquilinear forms $`,`$ and $`(,)`$. Because of a failure in positivity, the vacuum expectation values $`\mathrm{\Psi }_0,\varphi (x_1)\mathrm{}\varphi (x_n)\mathrm{\Psi }_0`$ are expressible in terms of the indefinite metric $`,`$, whereas the positive scalar product $`(,)`$ defines the notion of convergence in $``$. The forms $`,`$ and $`(,)`$ are connected by the relation

$$(\mathrm{\Phi },\eta \mathrm{\Psi })=\mathrm{\Phi },\mathrm{\Psi },\mathrm{\Phi },\mathrm{\Psi },$$
(2)
where $`\eta `$ is a self-adjoint involutory operator, which is called the Krein operator. As a consequence,

$$|\mathrm{\Phi },\mathrm{\Psi }|\sqrt{(\mathrm{\Phi },\mathrm{\Phi })}\sqrt{(\mathrm{\Psi },\mathrm{\Psi })},\mathrm{\Phi },\mathrm{\Psi }.$$
(3)
Assuming that $`\varphi `$ is a tempered operator–valued distribution defined on Schwartz’s test function space $`S`$, we can formulate as usual all Wightman axioms with the exception of the spectral condition. In the indefinite metric case, the implementers of the translation group $`U(\xi )`$ are not unitary but pseudounitary and are, as a rule, unbounded operators. For this reason, the standard formulation of the spectral condition in terms of the generators of translations becomes meaningless. However, one can express the spectral condition in terms of the matrix elements of $`U(\xi )`$:

$$\mathrm{supp}\mathrm{\Phi },U(\xi )\mathrm{\Psi }e^{ip\xi }d\xi \overline{𝕍}_+,$$
(4)
where $`\overline{𝕍}_+`$ is the closed upper light cone, and $`\mathrm{\Phi },\mathrm{\Psi }`$ are arbitrary vectors in the domain of $`\varphi `$. Equivalently, the spectral condition can be expressed in terms of the support properties of the vector-valued functional

$$\mathrm{\Psi }(f)=\varphi (x_1)\mathrm{}\varphi (x_n)f(x_1,\mathrm{},x_n)dx_1\mathrm{}dx_n\mathrm{\Psi }_0,$$
(5)
Namely, the inclusion

$$\mathrm{supp}\widehat{\mathrm{\Psi }}K_n=\{(p_1,\mathrm{},p_n):p_m+\mathrm{}+p_n\overline{𝕍}_{},m=1,\mathrm{},n\}$$
(6)
is valid, where $`\widehat{\mathrm{\Psi }}`$ is the Fourier transform of $`\mathrm{\Psi }(f)`$. This form of the spectral condition can be used as long as there are test functions of compact support in $`p`$-space. The case when test functions in $`p`$-space are analytic is considered in Section 4.

The two-point function $`w(x_1x_2)`$ serves as the kernel of the sesquilinear form $`f,g_S=\varphi (f)\mathrm{\Psi }_0,\varphi (g)\mathrm{\Psi }_0`$ on $`S(^𝚍)\times S(^𝚍)`$:

$$f,g_S=w(x_1x_2)\overline{f}(x_1)g(x_2)dx_1dx_2,$$
(7)
while the form $`(f,g)_S=(\varphi (f)\mathrm{\Psi }_0,\varphi (g)\mathrm{\Psi }_0)`$ defines the distribution $`w_{\mathrm{maj}}`$, which is called the majorant of $`w`$:

$$(f,g)_S=w_{\mathrm{maj}}(x_1,x_2)\overline{f}(x_1)g(x_2)dx_1dx_2.$$
(8)
For a free scalar field $`\varphi `$, the factorization property of the $`n`$-point Wightman functions implies the relation

$$:\varphi (f_1)\mathrm{}\varphi (f_m):\mathrm{\Psi }_0,:\varphi (g_1)\mathrm{}\varphi (g_n):\mathrm{\Psi }_0=\delta _{mn}\underset{\pi }{}\underset{j}{}f_j,g_{\pi (j)}_S,$$
(9)
where $`f_i,g_jS`$, $`\pi `$ runs over all permutations of indices, and $`::`$ denotes the Wick-ordered product defined in terms of Wightman functions by the recursive relation

$$\begin{array}{c}:\varphi (f_1)\mathrm{}\varphi (f_n):=\varphi (f_1):\varphi (f_2)\mathrm{}\varphi (f_n):\hfill \\ \hfill \underset{j=2}{\overset{n}{}}\mathrm{\Psi }_0,\varphi (f_1)\varphi (f_j)\mathrm{\Psi }_0_S:\varphi (f_2)\mathrm{}\varphi (f_{j1})\varphi (f_{j+1})\mathrm{}\varphi (f_n):.\end{array}$$
(10)
A formula analogous to (9) holds for the positive scalar product:

$$(:\varphi (f_1)\mathrm{}\varphi (f_m):\mathrm{\Psi }_0,:\varphi (g_1)\mathrm{}\varphi (g_n):\mathrm{\Psi }_0)=\delta _{mn}\underset{\pi }{}\underset{j}{}(f_j,g_{\pi (j)})_S.$$
(11)
It means that the state space $``$ is obtainable by the usual Fock procedure from the one-particle subspace $`^1=\overline{\{\mathrm{\Psi }:\mathrm{\Psi }=\varphi (f)\mathrm{\Psi }_0,fS\}}`$, where bar stands for the closure in the topology defined by $`(,)`$. In particular, the relation (11) implies that $`^1`$ is mapped onto itself by the Krein operator $`\eta `$. Indeed, by (2) and (9), the vector $`\eta \varphi (f)\mathrm{\Psi }_0`$ is $`(,)`$–orthogonal to all vectors of the form $`:\varphi (g_1)\mathrm{}\varphi (g_m):\mathrm{\Psi }_0`$ with $`m1`$. Because of (11) and the cyclicity of the vacuum, the linear span of such vectors is dense in the orthogonal complement $`(^1)^{}`$ and therefore $`\eta \varphi (f)\mathrm{\Psi }_0`$ lies in $`(^1)^{}=^1`$. For a continuous mapping, the image of the closure of a set is contained in the closure of its image, whence $`\eta ^1^1`$. Since $`\eta `$ is an involutory operator, this inclusion implies $`^1=\eta \eta ^1\eta ^1`$, and so $`\eta ^1=^1`$.

The key observation, which is central to our approach and serves as a starting point in , is that the majorant inherits the momentum–space support properties of the initial two-point function and, consequently, its analyticity properties in $`x`$-space. The following lemma shows that the roots of this fact lie in the general structure of the indefinite metric formalism.

Lemma. Let $`\varphi (x)`$ be a free field acting in the corresponding Fock–Hilbert–Krein space. Then

$$\mathrm{supp}\widehat{w}_{\mathrm{maj}}(p_1,p_2)(\mathrm{supp}\widehat{w})\times (\mathrm{supp}\widehat{w}).$$

Proof. The null space $`N_{<>}`$ of the form $`,_S`$ coincides with the null space $`N_{()}`$ of the form $`(,)_S`$. Indeed, let $`fN_{<>}`$. Then $`\varphi (f)\mathrm{\Psi }_0,\varphi (g)\mathrm{\Psi }_0=0`$ for any $`gS`$ and, by continuity, $`\varphi (f)\mathrm{\Psi }_0,\mathrm{\Phi }=(\varphi (f)\mathrm{\Psi }_0,\eta \mathrm{\Phi })=0`$ for any $`\mathrm{\Phi }^1`$. Since $`\eta ^1=^1`$, we see that $`fN_{()}`$, and so $`N_{<>}N_{()}`$. Analogously, $`N_{()}N_{<>}`$.

Now suppose the lemma is false and fix a point $`(q_1,q_2)\mathrm{supp}\widehat{w}_{\mathrm{maj}}`$ which does not belong to $`(\mathrm{supp}\widehat{w})\times (\mathrm{supp}\widehat{w})`$. For definiteness, let $`q_1\mathrm{supp}\widehat{w}`$. To prove the statement, it is sufficient to find a test function $`fN_{<>}`$ which does not belong to $`N_{()}`$. The relation $`f,g_S=\widehat{w}(p)\overline{\widehat{f}}(p)\widehat{g}(p)dp/(2\pi )^𝚍`$, which is obtained by rewriting (7) in momentum space, implies that all test functions such that $`\mathrm{supp}\widehat{f}\mathrm{supp}\widehat{w}=\mathrm{}`$ belong to $`N_{<>}`$. Let $`O`$ be an open neighbourhood of $`q_1`$ such that $`O\mathrm{supp}\widehat{w}=\mathrm{}`$. By assumption, there exists a test function $`H𝒟(O\times ^𝚍)`$ 111 As usual, for an open set $`O`$ we denote by $`𝒟(O)`$ the space composed of smooth functions whose support is contained in $`O`$. such that $`\widehat{w}_{\mathrm{maj}}(H)0`$. Since $`𝒟(O)𝒟(^𝚍)`$ is dense in $`𝒟(O\times ^𝚍)`$, one can assume that $`H(p_1,p_2)=F(p_1)G(p_2)`$, where $`F𝒟(O)`$ and $`G𝒟(^𝚍)`$. Taking into account the relation (8) in the form $`(f,g)_S=\widehat{w}_{\mathrm{maj}}(p_1,p_2)\overline{\widehat{f}}(p_1)\widehat{g}(p_2)dp_1dp_2/(2\pi )^{2𝚍}`$ and setting $`\overline{\widehat{f}}(p)=F(p)`$, $`\widehat{g}(p)=G(p)`$, we obtain that $`(f,g)_S0`$ and hence $`fN_{()}`$. However, $`\mathrm{supp}\widehat{f}\mathrm{supp}\widehat{w}=\mathrm{}`$ and $`fN_{<>}`$. The lemma is proved.

In view of the inclusion $`\mathrm{supp}\widehat{w}\overline{𝕍}_+`$, which is implied by the spectral condition, it immediately follows from the proved lemma that $`w_{\mathrm{maj}}`$ is the boundary value of an analytic function $`𝐰_{\mathrm{maj}}(z,z^{})`$ which is holomorphic in the tubular domain $`\{z,z^{}:y=\mathrm{Im}z𝕍_{},y^{}=\mathrm{Im}z^{}𝕍_+\}`$. Moreover, for all $`y𝕍_+`$ the following bound holds

$$|𝐰(xx^{}2iy)|^2|𝐰_{\mathrm{maj}}(xiy,x+iy)||𝐰_{\mathrm{maj}}(x^{}iy,x^{}+iy)|,$$
(12)
where $`𝐰(z)`$ is the Wightman analytic function whose boundary value is $`w`$. Indeed, taking $`f(\xi )=(\nu /\sqrt{\pi })^𝚍e^{\nu ^2(\xi xiy)^2}`$ and $`g(\xi )=(\nu /\sqrt{\pi })^𝚍e^{\nu ^2(\xi x^{}iy)^2}`$, setting $`\mathrm{\Phi }=\varphi (f)\mathrm{\Psi }_0`$, $`\mathrm{\Psi }=\varphi (g)\mathrm{\Psi }_0`$, and writing the left- and right-hand sides in (3) as integrals over a plane in the analyticity domain and passing to the limit as $`\nu \mathrm{}`$, we immediately obtain (12).

## 3 The Convergence Criterion for Wick Series

When finding those test functions under smearing with which the Wick power series is convergent, we make use of the generalized Gelfand-Shilov spaces of type $`S`$. Let us recall that the space $`S_a^b`$ in this class is determined by two non-decreasing sequences of positive numbers $`a_k`$ and $`b_l`$ and consists of smooth functions on $`^n`$ that satisfy the bounds

$$\underset{x}{sup}\underset{|\kappa |k}{sup}\underset{|\lambda |l}{sup}|x^k^lf(x)|CA^kB^la_kb_l,$$

with constants $`A,B,C`$ depending on $`f`$. From the functional analysis standpoint it is reasonable to impose the conditions

$$a_k^2a_{k1}a_{k+1},a_{k+l}C_1h_1^{k+l}a_ka_l,b_k^2b_{k1}b_{k+1},b_{k+l}C_2h_2^{k+l}b_kb_l,$$

where $`C_{1,2}`$ and $`h_{1,2}`$ are constants. The indicator functions $`a(r)=sup_kr^k/a_k`$, and $`b(s)=sup_ks^k/b_k`$ characterize the behavior of the test functions and of their Fourier transforms at infinity, while in the context of QFT they indicate the infrared and ultraviolet behavior of the fields defined on $`S_a^b`$. The spaces defined by $`a_k=k^{\alpha k}`$, $`b_l=l^{\beta l}`$ $`(\alpha ,\beta 0)`$ are most often used in applications, but even a wider framework is preferable for the problem under consideration because it allows more precisely characterizing that behavior.

It is reasonable to require $`d_10`$ and to construct the operator realization not only of the series (1) but also of all series $`_kd_k^{}:\varphi ^k:(x)`$ which are subordinate to the series (1) in the sense that $`|d_k^{}|C|d_k|`$. In this case, the domain generated by applying the sums of (1) and all its subordinate series to the vacuum contains the cyclic domain of the initial field $`\varphi (x)=_{k=0}^{\mathrm{}}\delta _{1,k}:\varphi ^k:(x)`$ and therefore is dense in $``$.

The convergence (in any sense) of (1) and its subordinate series smeared with test functions in $`S_a^b`$ implies that the repeated action of their sums on the vacuum should be well defined. This means that for any $`f_1,\mathrm{},f_nS_a^b`$ the series

$$_{\{k_j\}}d_{k_1}^{(1)}\mathrm{}d_{k_n}^{(n)}:\varphi ^{k_1}:(f_1)\mathrm{}:\varphi ^{k_n}:(f_n)\mathrm{\Psi }_0$$
(13)
should be convergent in $``$ provided $`|d_k^{(j)}|C|d_k|`$, $`1jn`$. Conversely, as is shown in , if all series of the form (13) are convergent, then (1) and all its subordinate series averaged with test functions in $`S_a^b(^𝚍)`$ converge in the sense of a strong graph limit (see  for the definition), and their sums are well defined on a common dense invariant domain.

It is easy to see that a series $`_\nu \mathrm{\Psi }_\nu `$ of vectors in a Hilbert space is unconditionally convergent provided the number series $`_{\mu ,\nu }(\mathrm{\Psi }_\mu ,\mathrm{\Psi }_\nu )`$ is absolutely convergent. Hence, to establish the convergence of (13), it is sufficient to prove the convergence of the series

$$\underset{k_1,\mathrm{},k_{2n}}{}\underset{j=1}{\overset{2n}{}}|d_{k_j}||(:\varphi ^{k_1}:(f_1)\mathrm{}:\varphi ^{k_n}:(f_n)\mathrm{\Psi }_0,:\varphi ^{k_{n+1}}:(f_1)\mathrm{}:\varphi ^{k_{2n}}:(f_n)\mathrm{\Psi }_0)|.$$
(14)
Reducing the products of Wick monomials to the totally normally ordered form by means of the Wick theorem and applying the Fock structure condition (11), we can express the scalar products in (14) in terms of the two-point function $`w`$ and its majorant $`w_{\mathrm{maj}}`$. It is also convenient to pass in (14) to the summation over the multi-indices $`K=\{k_{j,m},\mathrm{\hspace{0.17em}1}j<m2n\}`$ with nonnegative integer components which have the sense of the number of pairings between $`:\varphi ^{k_j}:`$ and $`:\varphi ^{k_m}:`$. As a result, the series (14) takes the form

$$\underset{K}{}D_K|W^K(\overline{f}f)|,$$
(15)
where $`f=f_1\mathrm{}f_n`$ and

$`W^K`$ $`={\displaystyle \underset{1j<mn}{}}w(x_mx_j)^{k_{jm}}{\displaystyle \underset{n+1j<m2n}{}}w(x_jx_m)^{k_{jm}}{\displaystyle \underset{\genfrac{}{}{0.0pt}{}{1jn}{n+1m2n}}{}}w_{\mathrm{maj}}(x_j,x_m)^{k_{jm}},`$
$`D_K`$ $`={\displaystyle \frac{\kappa !}{K!}}{\displaystyle \underset{1j2n}{}}|d_{\kappa _j}|,\kappa _j=k_{1,j}+\mathrm{}+k_{j1,j}+k_{j,j+1}+\mathrm{}+k_{j,2n}.`$
From the results of Section 2, it follows that all distributions $`W^K`$ are the boundary values of analytic functions $`𝐖^K(z)`$ which are holomorphic in the same tubular domain. For this reason, we can study the convergence of the series (15) by means of the following theorem proven in .

Theorem 1. Let $`V`$ be an open convex cone and let $`(v_K)`$ be a countable family of tempered distributions which are the boundary values of functions $`𝐯_K(z)`$ holomorphic in the tubular domain $`T^V=\{z:\mathrm{Im}zV\}`$. If there exists a vector $`\eta V`$ such that

$$\underset{K}{}\underset{0<t<\delta }{inf}e^{st}\frac{|𝐯_K(x+it\eta )|}{a(|x|/A)}dxC_{\delta ,ϵ,A}b(ϵs)$$

for every positive $`\delta `$, $`ϵ`$ and $`A`$, then the family $`(v_K)`$ is unconditionally summable in the space $`S_{}^{}{}_{a}{}^{b}`$ which is dual of $`S_a^b`$.

We characterize the infrared and ultraviolet behavior of the majorant by a pair of monotone nonnegative functions $`w_{IR}`$ and $`w_{UV}`$ increasing as their arguments tend to infinity and to zero, respectively, and satisfying the bound

$$|𝐰_{\mathrm{maj}}(z,z^{})|C_1w_{IR}(|z|+|z^{}|)+C_2w_{UV}(|y|+|y^{}|),$$
(16)
where $`y=\mathrm{Im}z`$ and $`y^{}=\mathrm{Im}z^{}`$ belong to the negative and positive $`y_0`$-semi-axes, respectively. On the coefficients $`d_k`$ of the series (1) we impose the restrictions

$$\underset{k\mathrm{}}{lim}(k!|d_{2k}|)^{1/k}=0,|d_{k+l}|Ch^{k+l}|d_k||d_l|.$$
(17)
The first condition ensures that the Wightman functions of the sum of (1) are analytic in the usual domain of local QFT, whereas the second one permits passing from multiple series over the multi-index $`K`$ to one-tuple series over $`|K|=_{1j<m2n}k_{jm}`$.

The following convergence criterion is formulated in terms of the characteristics $`w_{IR}`$ and $`w_{UV}`$ and therefore solves the convergence problem for Wick series in a model independent way.

Theorem 2. Let $`\varphi `$ be a free field acting in the pseudo-Hilbert space $``$, and let the positive majorant of its correlation function satisfy the inequality $`(\text{16})`$ in which $`w_{IR}`$ and $`w_{UV}`$ are monotone. Under the conditions $`(\text{17})`$ on the coefficients, the sums of the series $`(\text{1})`$ and all its subordinate series are well defined as operator-valued generalized functions on every space $`S_a^b`$ whose indicator functions satisfy the inequalities

$$\underset{k}{}L^kk!|d_{2k}|w_{IR}(r)^kC_{L,ϵ}a(ϵr),\underset{t>0}{inf}e^{st}\underset{k}{}L^kk!|d_{2k}|w_{UV}(t)^kC_{L,ϵ}b(ϵs)$$

for arbitrarily large $`L>0`$ and arbitrarily small $`ϵ>0`$.

The proof can be obtained by applying Theorem 1 to the series of distributions $`_KD_KW^K(x)`$ because the unconditional convergence of this series in $`S_{}^{}{}_{a}{}^{b}`$ is equivalent to the convergence of (15) for any $`fS_a^b`$. The details of the proof can be found in . Here we only note that because of (12), the bound (16) on the majorant proves to be sufficient for estimating $`𝐖^K(z)`$, although the explicit expression for $`W^K`$ contains not only $`w_{\mathrm{maj}}`$ but also the two-point function $`w`$.

Remark. Since $`w_{\mathrm{maj}}`$ is a tempered distribution, its singularities are no worse than polynomial or logarithmic ones. Therefore, it can be assumed that the inequalities

$$w_{IR}(\lambda r)C_\lambda w_{IR}(r),w_{UV}(t/\lambda )C_\lambda ^{}w_{UV}(t),$$

hold for any $`\lambda >0`$, at least in the limiting sense, i.e., for $`r>R(\lambda )`$ and $`t<\delta (\lambda )`$. In this case, the conditions specified in Theorem 2 take a simpler form

$$\underset{k}{}L^kk!d_{2k}w_{IR}(r)^kC_La(r),\underset{t>0}{inf}e^{st}\underset{k}{}L^kk!d_{2k}w_{UV}(t)^kC_Lb(s),$$

where $`L>0`$ is arbitrarily large. In the most important case of the normal exponential $`:\mathrm{exp}ig\varphi :(x)`$ we arrive at

$$\mathrm{exp}\{Lw_{IR}(r)\}C_La(r),\underset{t>0}{inf}\mathrm{exp}\{st+Lw_{UV}(t)\}C_Lb(s).$$

## 4 Generalized Spectral Condition

Simple models treated in  show that the local and covariant formulation of gauge theories may require, for infrared reasons, the use of test function spaces consisting of functions analytic in $`p`$-space. The operator realization of the Wick exponential of the dipole ghost field is a typical example. In this case, the definitions (4) and (6) as well as the very notion of support of a generalized function break down. In  a generalization of the spectral condition was proposed which is applicable to the case of arbitrarily high infrared singularity. In order to formulate this generalization, we need an alternative description of test function spaces in terms of complex variables. Namely, let us introduce the following definition.

Definition 1. Let $`\alpha (s)`$ and $`\beta (s)`$ be nonnegative continuous functions indefinitely increasing on the half-axis $`s0`$, let $`\alpha (s)`$ be convex and differentiable for $`s>0`$, and let $`\beta (s)`$ be convex with respect to $`\mathrm{ln}s`$ and satisfy the condition $`2\beta (s)\beta (hs)`$ with a constant $`h>1`$. We define $`_\beta ^\alpha `$ to be the inductive limit $`\underset{}{\mathrm{lim}}_{A,B>0}_{\beta ,B}^{\alpha ,A}`$, where the Banach spaces $`_{\beta ,B}^{\alpha ,A}`$ consist of entire analytic functions on $`^n`$ with the finite norm

$$g_{A,B}=\underset{p,q}{sup}|g(p+iq)|\mathrm{exp}\{\alpha (A|q|)+\beta (|p|/B)\}.$$

From the listed restrictions on $`\alpha `$ and $`\beta `$, it follows that the spaces $`_\beta ^\alpha `$ form a subclass of the spaces $`S_b^a`$. Namely, $`_\beta ^\alpha `$ coincides with the space $`S_b^a`$ defined by $`a_k=sup_{r0}r^ke^{\alpha _{}(r)}`$ and $`b_l=sup_{s0}s^le^{\beta (s)}`$, where $`\alpha _{}(r)=sup_{s>0}(rs\alpha (s))`$. What is more, those restrictions ensure that for the generalized functions defined on $`_\beta ^\alpha `$, the notion of a carrier cone can be introduced which replaces the usual notion of support, see  for proofs. Loosely speaking, a closed cone $`K`$ is called a carrier cone of a generalized function $`u_{}^{}{}_{\beta }{}^{\alpha }`$ if $`u`$ decreases outside $`K`$ like $`\mathrm{exp}\{\alpha (|p|)\}`$. In a more formal language, this means that $`u`$ allows a continuous extension to a test function space whose elements grow outside $`K`$ as $`\mathrm{exp}\{\alpha (|p|)`$. To be precise, with any open cone $`U`$ we associate the space $`_\beta ^\alpha (U)`$ which is defined exactly as $`_\beta ^\alpha `$ with the exception that the norm $`g_{A,B}`$ is replaced by

$$g_{U,A,B}=\underset{p,q}{sup}|g(p+iq)|\mathrm{exp}\{\alpha (A|q|)\alpha \delta _U(Ap)+\beta (|p|/B)\},$$

where $`\delta _U(p)`$ is the distance from the point $`p`$ to the cone $`U`$.

Definition 2. A closed cone $`K`$ is called a carrier cone of $`u_{}^{}{}_{\beta }{}^{\alpha }`$ if $`u`$ has a continuous extension to the space $`_\beta ^\alpha (K)=\underset{}{\mathrm{lim}}_{UK\{0\}}_\beta ^\alpha (U)`$.

Once we have the definition of carrier cones, the desired generalization of the spectral condition becomes straightforward.

Definition 3. We say that a field $`\varphi (x)`$ defined on the test function space $`_\beta ^\alpha `$ satisfies the generalized spectral condition if the Fourier transforms of the vector–valued functionals (5) are carried by the cones $`K_n`$ defined in (6).

In , we have proved the following theorem showing the relevance of this definition.

Theorem 3. Suppose the assumptions of Theorem $`2`$ are fullfilled and furthermore the space $`S_b^a`$ belongs to the subclass of spaces described by Definition $`1`$. Then the sums of the series $`(\text{1})`$ and all its subordinate series satisfy the generalized spectral condition.

We expect that the proposed description of spectral properties may be useful for both the analysis of concrete models with singular infrared behavior and the self-consistent Euclidean formulation of general gauge QFT.

Acknowledgements. This work was supported in part by the Russian Foundation for Basic Research Grant No. 99-01-00376 and INTAS Grant No. 99-1-590 (A. G. S.), and in part by RFBR Grants No. 99-02-17916 (M. A. S.) and No. 00-15-96566.