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# Anchored expansion and random walk

## 1 Introduction

Anchored expansion was introduced by Benjamini, Lyons, and Schramm (1999) as a non-uniform version of the strong isoperimetric inequality, after Thomassen (1992) used more general “anchored” isoperimetric inequalities to give sufficient conditions for the transience of random walks on graphs. Let $`G=(V,w)`$ be an infinite weighted graph, that is a countable set $`V`$ together with a symmetric, nonnegative function $`w((u,v))`$, and let $`E`$ denote the set of edges, that is unordered pairs $`(u,v)`$ where $`w`$ is positive. Define the weight $`w(v)`$ of a vertex $`v`$ as the sum of the weights over the incident edges; we will assume that this is finite for every vertex. Define the volume $`||`$ of an edge or vertex set as the sum of the weights over the set, and define the edge boundary $`S`$ of a vertex set $`S`$ as the set of edges with one vertex inside $`S`$ and one outside. The strong isoperimetric inequality with constant $`i`$, perhaps the simplest isoperimetric inequality, states that

$$|S|i|S|$$
(1.1)
for all vertex sets $`S`$, and the Cheeger constant of a graph is the supremum of the $`i`$ for which this inequality holds. The implications of a positive Cheeger constant are very strong; the Markov kernel on a graph with positive Cheeger constant has spectral radius less than 1 (Cheeger (1970), Dodziuk (1984), Mohar (1988); these two conditions are in fact equivalent) and as a result, if the graph does not grow faster than exponentially, the random walk escapes at a positive speed, (i.e. linear rate). As is clear from the definition, having a positive Cheeger constant is a rather fragile property. Random perturbations, such as Bernoulli percolation on an (unweighted) graph, even with a very high retention probability, or a geometric stretching of edges, destroy it; see BLS (1999) for results on stability of graph properties under random perturbations.

A more stable condition, which we call $`i`$-anchored expansion, requires (1.1) to hold with possibly some exceptions provided that every vertex is contained in only finitely many connected exceptional $`S`$ (of course, there need not be a uniform bound on the number of such exceptions). We call the supremum of $`i`$ for which a graph $`G`$ has $`i`$-anchored expansion the anchored expansion constant $`\text{i}(G)`$; if this constant is grater than 0, then we say that $`G`$ has the anchored expansion property. If $`G`$ is connected with edge weights bounded from below (in particular, if $`G`$ is a connected, unweighted graph), then this is equivalent to a version of the original definition,

$$\text{i}(G)=\underset{Sv}{lim\; inf}\frac{|S|}{|S|},$$

here $`S`$ ranges over all connected vertex sets containing a fixed vertex $`v`$; the lim inf is then applied to the set of values obtained. This definition does not depend on the choice of the fixed vertex, and it explains the name “anchored expansion”. The only difference from the original definition (given for the unweighted case) is that here the volume of a vertex set is defined as the sum of degrees rather than the number of vertices.

Benjamini, Lyons and Schramm (1999) conjectured that in an unweighted graph with bounded degree and anchored expansion, the random walk has positive lim inf speed with positive probability. The main goal of this paper is to prove this conjecture in a slightly stronger form. Say a weighted graph has $`w_0`$-bounded geometry if all positive edge weights are at least 1 and all vertex weights are at most $`w_0`$, and let $`|X_n|`$ denote the graph distance between the random walker and the initial vertex at time $`n`$.

###### Theorem 1.1

There exists $`c>0`$ so that the random walk on a weighted graph with $`w_0`$-bounded geometry satisfies $`lim\; inf|X_n|/nc\text{i}(G)^7w_{0}^{}{}_{}{}^{3}`$ a.s.

This theorem gives a geometric explanation for positive speed in certain graphs, such as infinite components of $`p`$-Bernoulli percolation on graphs with positive Cheeger constant for high $`p`$, geometric edge-stretchings of such graphs, or supercritical Galton-Watson trees. For these graphs, Chen and Peres (1998), inspired by questions of Benjamini, Lyons, and Schramm (1999), proved the anchored expansion property. It is an open question (see Häggström, Schonmann and Steif (1999)) whether infinite clusters of Bernoulli percolation on a transitive graph have the anchored expansion property. The same authors prove that if $`G`$ is a transitive graph and there exists an automorphism-invariant percolation on $`G`$ where all infinite components have the anchored expansion property, then $`G`$ has positive Cheeger constant.

Since an exponential heat kernel bound is equivalent to having a positive Cheeger constant, one cannot hope that anchored expansion would imply such a strong bound. The following theorem gives a sub-exponential bound, which is strongest in the sense that the $`n^{1/3}`$ in the exponent cannot be improved.

###### Theorem 1.2

Let $`G`$ be a weighted graph with the anchored expansion property and $`w_0`$-bounded geometry. Let $`\alpha :=\text{i}(G)^2(w_{0}^{}{}_{}{}^{2}/2)^{1/3}/9`$. For every vertex $`x`$ there is an $`N`$ so that

$$p^n(x,y)<e^{\alpha n^{1/3}}\text{for all }n>N,yV.$$

Varopoulos (1991) showed that such a bound holds in Cayley graphs of any finitely generated group of exponential growth (see Hebisch and Saloff-Coste (1993) for a more general statement and a simpler proof). Such a group can be amenable (e.g. the lamplighter group $`G_1`$), in which case it is an example where such decay holds but anchored expansion does not.

Section 3 examines the geometry of graphs with $`i`$-anchored expansion, and shows that they are built from a graph with Cheeger constant at least $`i`$ and “islands”, each of which is finite but whose size is not necessarily bounded by a constant (a binary tree with “pipes” of increasing length attached to a scarce set of vertices is a graph with anchored expansion and unbounded “islands”). Section 4 proves some properties of random walk on such graphs. Using these results, in Section 5 we prove that the random walk has positive speed, and in Section 6 we establish the heat kernel bound.

## 2 Notation

The concept of the random walk on a weighted graph $`G=(V,w)`$ is just a geometric representation of a countable, reversible Markov chain with transition probabilities

$$p(u,v)=w((u,v))/w(u).$$

Conversely, if we have a reversible Markov chain with transition probabilities $`p(u,v)`$ and stationary measure $`w(v)`$ we get a weighted graph by the above formula. We will use the notation $`P`$ for the transition probability matrix of the walk. We will usually denote the walk itself by $`\{X_n\}`$, and $`\text{P}_v`$, $`\text{E}_v`$ will mean probability and expectation with respect to the walk started at vertex $`v`$.

We will consider the Hilbert space $`L^2(V,w)`$ of functions, equipped with the inner product and norm

$$(f,g)=\underset{vV}{}f(v)g(v)w(v),f=(f,f)^{\frac{1}{2}}.$$

For an operator $`P`$ on $`L^2(V,w)`$, we will use the norm $`P=supPf/f`$. The Markov kernel $`P`$ of a random walk on a weigthed graph is the operator on $`L^2(V,w)`$ defined by $`(Pf)(v):=\text{E}_vf(X_1)`$.

We will use the standard notation $`𝜹_x`$, for unit mass at $`x`$ (formally, $`𝜹_x`$ is an element of the dual of $`L^2(V,w)`$), and $`\text{1}_S`$ for the indicator (characteristic) function of the set $`S`$. The volume of a vertex set $`S`$ can be written as $`|S|=_{vS}w(v)=\text{1}_S^2`$. The number of vertices of $`S`$ will be denoted $`\mathrm{\#}S`$.

The induced subgraph of $`SV`$ is the graph $`G`$ with vertex set $`S`$ and edge set given by $`\{(u,v)E:u,vS\}`$, and we call $`S`$ connected if its induced subgraph is connected. We will often write $`GS`$ for the induced subgraph of $`VS`$. The inner vertex boundary of $`S`$ is the set of vertices in $`S`$ with a neighbor outside $`S`$, and the outer vertex boundary of $`S`$ the set of vertices outside $`S`$ with a neighbor in $`S`$.

By a path of length $`n`$ we mean a subgraph with vertex set $`(v_0,\mathrm{},v_n)`$ and edge set consisting of edges between consecutive $`v`$-s. The graph distance between two vertices in $`G`$ is the length of the shortest path with endpoints given by the two vertices. The notation $`|v|`$ for a vertex denotes the graph distance between $`v`$ and some declared fixed vertex; this vertex will usually be the starting point of the random walk we study. The lim inf speed of the walk is defined as $`lim\; inf|X_n|/n`$.

We will use $`c,c_2,c_3`$ to denote constants whose values might change from one expression to another.

## 3 Geometry of graphs with anchored expansion

Let $`G=(V,w)`$ be a weighted graph. For $`i<1`$, define the $`i`$-isolation of a finite-volume vertex set $`S`$ of $`G`$ by

$$\mathrm{\Delta }_iS=i|S||S|.$$

A vertex set $`S`$ with positive $`i`$-isolation will be called $`i`$-isolated. We will call a vertex set $`S`$ satisfying $`\mathrm{\Delta }_iS>\mathrm{\Delta }_iA`$ for every subset $`AS`$ of $`S`$ an $`i`$-isolated core. Since $`A`$ can be the empty set, an isolated core must be either empty or isolated. A nice property of $`i`$-isolated cores is given in the following lemma.

###### Lemma 3.1

Let $`A`$ be a vertex set and let $`S`$ be an $`i`$-isolated core which is not a subset of $`A`$. Then $`\mathrm{\Delta }_i(AS)>\mathrm{\Delta }_iA`$.

* Note that if $`B`$ and $`C`$ are disjoint vertex sets then

$$\mathrm{\Delta }_i(BC)=\mathrm{\Delta }_iB+\mathrm{\Delta }_iC+2|BC|.$$
(3.2)
The factor $`2`$ in the above expression appears since common boundary edges of $`B`$ and $`C`$ are not boundary edges of their union. Then $`\mathrm{\Delta }_i(AS)=\mathrm{\Delta }_i(AS)+\mathrm{\Delta }_iS+2|(AS)S|`$. The hypothesis can be used to bound the second term. The last term equals twice the total weight on edges with one endpoint in $`AS`$ and the other endpoint in $`S`$; this does not increase if we require the latter endpoint to be in a subset of $`S`$. Therefore

$$\mathrm{\Delta }_i(AS)>\mathrm{\Delta }_i(AS)+\mathrm{\Delta }_i(AS)+2|(AS)(AS)|=\mathrm{\Delta }_iA.\text{}$$

###### Corollary 3.2

The union of finitely many $`i`$-isolated cores is an $`i`$-isolated core.

* It suffices to prove this for two $`i`$-isolated cores $`S,S^{}`$. Let $`ASS^{}`$. Two applications of the lemma imply $`\mathrm{\Delta }_iA\mathrm{\Delta }_i(AS)\mathrm{\Delta }_i(ASS^{})`$, and one inequality is strict unless $`A=SS^{}`$.

Let $`A_i`$ denote the union of all $`i`$-isolated cores in $`G`$. It follows from the definitions and Corollary 3.2 that if $`G`$ has $`i`$-anchored expansion then every connected component of $`A_i`$ is a finite union of isolated cores, hence an $`i`$-isolated core.

If $`G`$ has $`i`$-anchored expansion, then the set $`A_i`$ has the remarkable property that $`GA_i`$ is a graph with Cheeger constant at least $`i`$. Indeed, let $`S`$ be a finite subset of $`VA_i`$, and let $`C`$ be a (possibly empty) $`i`$-isolated core containing all vertices adjacent to $`S`$ in $`A_i`$. A (possibly empty) minimal subset $`B`$ of $`CS`$ satisfying $`\mathrm{\Delta }_iB\mathrm{\Delta }_i(CS)`$ must be an $`i`$-isolated core, hence $`BA_i`$, and thus $`BC`$. Since $`C`$ is an $`i`$-isolated core, we get

$$\mathrm{\Delta }_i(CS)\mathrm{\Delta }_iB\mathrm{\Delta }_iC.$$
(3.3)
Let $`\mathrm{\Delta }_i^{GA_i}`$ denote $`i`$-isolation of vertex sets in the graph $`GA_i`$. When $`A_i`$ is removed from $`G`$, the volumes of both $`S`$ and $`S`$ decrease by $`|CS|`$. Thus we get $`\mathrm{\Delta }_i^{GA_i}S=\mathrm{\Delta }_iS+(1i)|CS|`$. Expressing $`\mathrm{\Delta }_iS`$ by (3.2) gives

$$\mathrm{\Delta }_i^{GA_i}S=\mathrm{\Delta }_i(CS)\mathrm{\Delta }_iC2|CS|+(1i)|CS|.$$

This is at most $`0`$ by (3.3), and we get the required isoperimetric inequality. Thus we have shown

###### Proposition 3.3

Every graph with $`i`$-anchored expansion contains a subgraph with Cheeger constant at least $`i`$.

Note that $`GA_i`$ is an isomorphism-invariant function of the graph $`G`$. If, for example, $`G^{}`$ is a transitive graph and $`GG^{}`$ is a random subgraph whose law is invariant under a group of automorphisms of $`G^{}`$, then the law of $`GA_i`$ is also invariant under this group.

We will call the connected components of $`A_i`$ ($`i`$-)islands, and $`GA_i`$ the oceans (plural since $`GA_i`$ is not always connected). If $`i^{}<i`$, then we have $`\mathrm{\Delta }_iS=(ii^{})|S|+\mathrm{\Delta }_i^{}S`$, so $`i^{}`$-isolated sets are also $`i`$-isolated, and if $`AS`$ and $`\mathrm{\Delta }_i^{}A<\mathrm{\Delta }_i^{}S`$, then $`\mathrm{\Delta }_iA<\mathrm{\Delta }_iS`$. In particular, $`i^{}`$-isolated cores are $`i`$-isolated cores as well, giving $`A_i^{}A_i`$. Thus decreasing $`i`$ has the effect of global warming: it raises the level of the oceans. The following lemma gives an upper bound on how much the level needs to be raised to sink certain islands.

###### Lemma 3.4

Let $`G`$ be a connected graph with $`i`$-anchored expansion and edge weights bounded below by 1. Let $`S`$ be a union of islands, each having volume at most $`i^1`$ for some $`i^{}>0`$. Then $`SVA_i^{}`$.

* Any $`i`$-island in $`S`$ has boundary volume at least $`1`$ and positive $`i`$-isolation, thus volume greater than $`i^1`$. This gives $`i^{}<i`$. Similarly, each $`i^{}`$-island has volume greater than $`i^1`$, so no $`i^{}`$-island is a subset of an island in $`S`$. But since $`A_i^{}A_i`$, this implies that $`A_i^{}S=\mathrm{}`$.

Let $`N_m`$ denote the $`m`$th positive time the walk is in $`GA_i`$. The process $`\{X_{N_m}\}`$ (often called the induced Markov chain on $`GA_i`$) is also a reversible Markov chain, that is a random walk on a weighted graph $`G_i`$. If $`G`$ is connected, then so is $`G_i`$. The vertex set of $`G_i`$ is given by $`VA_i`$, and its edge weight function satisfies

$$w_i((u,v))=w(u)\text{P}_u(X_{N_1}=v).$$

Clearly, for $`u,vVA_i`$ we have $`w_i((u,v))=w((u,v))`$ unless $`u`$ and $`v`$ are both on the outer vertex boundary of the same island in $`G`$. It is also clear that for $`vV(G_i)`$, we have $`w_i(v)=w(v)`$. The reversibility of the walk on $`G`$ implies that $`w_i`$ is a symmetric function on the edges.

The graph $`G_i`$ has the same vertex set as $`GA_i`$, but its edge and vertex weights are greater or equal. We now show that $`G_i`$ also has Cheeger constant at least $`i`$. To see this, let $`S`$ be a finite subset of $`VA_i`$ and follow the argument for $`GA_i`$ to get (3.3). Let superscript $`G_i`$ on volume or $`i`$-isolation denote these quantities measured in the base graph $`G_i`$. Since we have $`|S|^{G_i}=|S|`$ and $`|S|^{G_i}|S||CS|`$, it follows by (3.2) and (3.3) that

$$\mathrm{\Delta }_i^{G_i}S\mathrm{\Delta }_iS+|CS|=\mathrm{\Delta }_i(CS)\mathrm{\Delta }_iC|CS|0.$$

The upcoming analysis of random walks will need a rigorous formulation of the idea that large islands cannot be very close to each other. One could expect islands to have a neighborhood, whose radius depends on the size of the island, within which there are no other islands; or if this cannot be achieved, then at least one could group nearby islands together to get such a configuration. This is too optimistic as said, but Proposition 3.6 has a similar decomposition, for which we first have to introduce some tools.

A bridge structure interconnecting a vertex set $`SV(G)`$ is a set of vertices $`B`$ so that $`BS`$ is a connected vertex set. A bridge connecting two vertex sets $`S_1,S_2V(G)`$ is a vertex set $`B`$ so that the vertex set $`BS_1S_2`$ has a connected component intersecting both $`S_1`$ and $`S_2`$. Define the $`i`$-length of a bridge $`B`$ as the number of its vertices in the ocean, $`\mathrm{\#}(BA_i)`$. For a vertex set $`S`$ and a vertex $`vS`$ let $`\text{dist}_i(v,S)`$ equal $`1`$ plus the $`i`$-length of the shortest bridge connecting $`\{v\}`$ and $`S`$; for $`vS`$, let $`\text{dist}_i(v,S):=0`$.

###### Lemma 3.5

Let $`G`$ be a weighted graph with $`w_0`$-bounded geometry and $`\text{i}(G)>i>0`$ for some $`i`$. Let $``$ be a set whose elements are unions of $`i`$-islands, and let $`v`$ be a vertex. Suppose that for each $`R`$, there exists a bridge structure $`B`$ which interconnects $`R\{v\}`$ and satisfies

$$w_0\mathrm{\#}(B\{v\}A_i)/|R|\text{i}(G)i.$$
(3.4)
Then $``$ is finite.

* For $`R`$, let $`S`$ denote $`(B\{v\})A_i`$, and let $`A`$ denote the union of islands intersecting $`BR\{v\}`$. Then

$$|(AS)||A|+|S|i|A|+|S|.$$

The bound on the first term of the second inequality holds since $`A`$ is a union of islands. By (3.4) we have $`|S|/|A|\text{i}(G)i.`$ Therefore, using that $`A`$ and $`S`$ are disjoint, we get

$$\frac{|(AS)|}{|AS|}\frac{i|A|+|S|}{|A|+|S|}=\frac{i+|S|/|A|}{1+|S|/|A|}\frac{\text{i}(G)}{1+\text{i}(G)i}<\text{i}(G).$$

By the anchored expansion property there are only finitely many such sets $`AS`$ containing $`v`$. The lemma follows.

###### Proposition 3.6

Let $`G`$ be a graph with $`\text{i}(G)>0`$ and $`w_0`$-bounded geometry. Let

$$0<i\frac{2}{3}\text{i}(G),r(\mathrm{}):=a2^{\mathrm{}}/\mathrm{}^2,a:=\frac{3}{2}\pi ^2iw_{0}^{}{}_{}{}^{1}.$$

For each positive integer $`\mathrm{}`$ there is a (possibly empty) collection $`\mathrm{\Xi }_{\mathrm{}}`$ of vertex sets $`C`$, which we call level $`\mathrm{}`$ countries, so that the following hold:

* For each $`\mathrm{}`$ and $`C\mathrm{\Xi }_{\mathrm{}}`$, the set $`CA_i`$ is a union of $`i`$-islands, and is called the land of the country $`C`$. Its volume satisfies $`|CA_i|[2^\mathrm{}1,2^{\mathrm{}})`$.
* For each $`\mathrm{}`$ and $`C\mathrm{\Xi }_{\mathrm{}}`$, $`CA_i=\{vV(G_i):\text{dist}_i(v,CA_i)r(\mathrm{})\}`$, and this set is called the waters of the country $`C`$.
* Any two countries at the same level are disjoint.
* Every $`i`$-island is a subset of some country.
* Each vertex of $`G`$ is contained in at most finitely many countries.

* We start by constructing regions $`R`$, which are islands or unions of islands, together with bridge structures $`B(R)`$ connecting these islands if they are disjoint. First, for each $`\mathrm{}1`$, label each $`i`$-island with volume in $`[2^\mathrm{}1,2^{\mathrm{}})`$ as a level $`\mathrm{}`$ region, and for these regions $`R`$, set $`B(R)=\mathrm{}`$.

Define the waters of a level $`\mathrm{}`$ region $`R`$ as $`\{vV(G_i):\text{dist}_i(v,R)r(\mathrm{})\}`$. Then, for $`\mathrm{}=1,2,\mathrm{}`$ (in this order), consider a maximal matching of pairs of level $`\mathrm{}`$ regions whose waters intersect, and label the union $`R`$ of each matched pair $`(R_1,R_2)`$ of regions a level $`\mathrm{}+1`$ region. Set $`B(R)`$ to be the union of $`B(R_1)`$, $`B(R_2)`$ and a shortest (minimal length) bridge connecting $`R_1`$ and $`R_2`$.

For every level $`\mathrm{}`$ region $`R`$ and vertex $`v`$ in $`R`$ or in its waters, consider the bridge structure $`B(v,R)`$ given by the union of $`B(R)`$ and a shortest bridge connecting $`\{v\}`$ and $`R`$. We have

$$\mathrm{\#}(B(v,R)\{v\}A_i)r(\mathrm{})+\underset{n=1}{\overset{\mathrm{}1}{}}2^{\mathrm{}1n}2r(n)<a2^{\mathrm{}}\underset{n=1}{\overset{\mathrm{}}{}}n^2=\frac{i}{w_0}2^\mathrm{}2.$$

In the second expression the first term is an upper bound on the length of a shortest bridge connecting $`\{v\}`$ and $`R`$ plus $`1`$. The first factor in the sum is an upper bound on the number of pairs of level $`n`$ regions contained in $`R`$; the second factor is an upper bound of the length of a shortest bridge connecting such a pair.

Since then $`w_0\mathrm{\#}(B(v,R)\{v\}A_i)/|R|<i/2\text{i}(G)i`$, it follows by Lemma 3.5 that each vertex is contained in only finitely many regions or their waters. Therefore, every island is contained in a maximal region, that is a region which is not contained in any other regions. Call the union of a maximal region and its waters a country of level of the maximal region. Call the region itself the land of the country. This construction clearly satisfies the properties claimed in the proposition.

## 4 Random walk and anchored expansion

Let $`\{X_n\}`$ be the random walk on a graph $`G`$ with $`i`$-anchored expansion and $`w_0`$-bounded geometry. Our strategy for the analysis of this walk will be to handle the time spent in the oceans and in the islands separately. Let $`N_m`$ be the $`m`$-th positive time when $`\{X_n\}`$ visits a vertex in $`GA_i`$. We have seen that $`\{X_{N_m}\}`$ is the random walk on the graph $`G_i`$, which has Cheeger constant at least $`i`$. First, we show that

$$lim\; inf|X_{N_m}|/m\frac{|\mathrm{log}(1i^2)|}{\mathrm{log}w_0}>\frac{i^2}{\mathrm{log}w_0}\text{ a.s.}$$
(4.5)
For this, we first quote a version of the classical result of Cheeger (1970), Dodziuk (1984) and Mohar (1988), to be found, for example, in Lyons and Peres (1998).

###### Proposition 4.1

Let $`P`$ be the Markov kernel of the random walk on a weighted graph with Cheeger constant at least $`i`$. Then $`P(1i^2)^{1/2}(1i^2/2)`$.

This, together with the following lemma implies (4.5).

###### Lemma 4.2

Let $`G`$ be a weighted graph with $`P<1`$, and let $`f`$ be a nonnegative vertex function so that

$$g:=lim\; sup|f^1([0,n])|^{1/n}<\mathrm{}.$$

Then $`lim\; inff(X_n)/n2\mathrm{log}P/\mathrm{log}g`$ a.s.

If we set $`f(v):=|v|`$ in $`G`$ (this might be different from $`|v|`$ measured in $`G_i`$), then the bounded geometry property implies that $`gw_0`$, and the lemma applied to the walk $`X_{N_m}`$ on $`G_i`$ implies (4.5). In a similar fashion, we get the bound $`i^2/\mathrm{log}g`$ for the lim inf speed of random walks in graphs with Cheeger constant at least $`i`$ and exponential growth rate at most $`g`$.

* For a small $`\epsilon >0`$, let $`a:=2\mathrm{log}P/\mathrm{log}(g+\epsilon )\epsilon `$. We have

$`\text{P}_x[f(X_n)an]`$ $`=`$ $`𝜹_xP^n\text{1}_{f^1([0,an])}=w(x)^1(\text{1}_x,P^n\text{1}_{f^1([0,an])})`$
$``$ $`w(x)^1P^n\text{1}_{f^1([0,an])}`$
For sufficiently large $`n`$, this is bounded above by $`w(x)^1P^n(g+\epsilon )^{an/2}`$, which is summable, so $`f(X_n)>an`$ eventually a.s.

Our next goal is to bound the time spent in vertex sets, in particular, islands.

###### Lemma 4.3

Let $`G`$ be a graph with $`i`$-anchored expansion, let $`S`$ be a vertex set, and suppose $`i^{}i`$ is a constant so that $`S`$ is contained in $`G_i^{}`$. Let $`n`$ be an integer, $`xVA_i`$ be a vertex with $`\text{dist}_i(x,S)n+1`$, and let $`T`$ be the time the random walk on $`G`$ spends in $`S`$. Then we have

$`\text{P}_x(T>0)`$ $``$ $`2w(x)^{\frac{1}{2}}(1i^2)^{\frac{n}{2}}i^2|S|^{\frac{1}{2}},`$
$`\text{E}_xT`$ $``$ $`2w(x)^{\frac{1}{2}}(1i^2)^{\frac{n}{2}}i^2|S|^{\frac{1}{2}},`$
$`\text{E}_xT^2`$ $``$ $`8w(x)^{\frac{1}{2}}(1i^2)^{\frac{n}{2}}i^4|S|^{\frac{1}{2}}.`$
For an arbitrary vertex $`x`$, these bounds hold with $`n=0`$. If all edge weights are at least $`1`$ and $`S`$ is a union of islands, then we can use $`i^{}:=|S|^1`$.

* The quantities $`T`$, $`w(x)`$, $`|S|`$, $`|S|`$ do not change if they are considered (for the walk) in the graph $`G_i^{}`$ instead of the graph $`G`$, so we will do this.

Denote $`P_i,𝒢_i,P_i^{},𝒢_i^{}`$, the Markov and Green kernels of the walks on $`G_i`$, and $`G_i^{}`$, respectively. Recall that $`𝒢_i=_{m=0}^{\mathrm{}}P_i^m`$, so we have

$$𝒢_i\underset{m=0}{\overset{\mathrm{}}{}}P_i^m=\frac{1}{1P_i},$$

and so from Proposition 4.1 we get

$$P_i(1i^2)^{\frac{1}{2}}(1i^2/2),𝒢_i2i^2,$$
(4.6)
and these inequalities also hold with $`i`$ replaced by $`i^{}`$ everywhere. For the walk on $`G_i`$ started at $`yVA_i`$, the probability of moving into $`S`$ from the outside in one step is given by the function $`f(y)`$ which equals $`𝜹_yP_i^{}\text{1}_S`$ outside $`S`$, and 0 in $`S`$. Thus the chance of moving into $`S`$ from the outside after $`m`$ steps in $`VA_i`$ is given by $`𝜹_yP_i^mf`$, and therefore

$$\text{P}_x(T>0)\underset{m=n}{\overset{\mathrm{}}{}}𝜹_xP_i^mf.$$

In Green kernel notation, this can be written as an inner product

$$w(x)^1(\text{1}_x,P_i^n𝒢_if)w(x)^1\text{1}_xP_i^n𝒢_if.$$

The norms are all $`L^2(VA_i,w)`$, and the last inequality follows from the Schwarz inequality and the norm bounds. Since $`f1`$, the last norm is bounded above by $`(f,1)^{\frac{1}{2}}`$, which equals $`|S|^{\frac{1}{2}}`$. The first claim of the lemma now follows from (4.6).

For the expected value, write

$$\text{E}_xT=\underset{m=0}{\overset{\mathrm{}}{}}𝜹_xP_i^nP_i^{}^m\text{1}_S=w(x)^1(\text{1}_x,P_i^n𝒢_i^{}\text{1}_S).$$

Since $`\text{1}_S=|S|^{\frac{1}{2}}`$, the norm bound on the last formula and (4.6) give the second claim of the lemma.

Finally, denote $`\{X_n\}`$ the random walk on $`G_i^{}`$. Then

$$\text{E}_xT^2=\text{E}_x\underset{\genfrac{}{}{0pt}{}{s,t>n}{y,zS}}{}\text{1}(X_s=y)\text{1}(X_t=z),$$

and summing twice on or under the diagonal and extending the range of $`y`$ gives the upper bound

$$2\text{E}_x\underset{\genfrac{}{}{0pt}{}{s>n}{d0}}{}\underset{yV}{}\text{1}(X_s=y)\text{1}(X_{s+d}S).$$

By the Markov property this equals

$$2\underset{\genfrac{}{}{0pt}{}{s>n}{d0}}{}\underset{yV}{}\text{P}_x(X_s=y)\text{P}_y(X_dS)=2𝜹_xP_i^n𝒢_i^{}𝒢_i^{}\text{1}_S.$$

The third claim of the lemma follows if we write this as an inner product and use norm bounds, as before. Omitting the estimates for the first $`n`$ steps gives the proof for general $`x`$. Lemma 3.4 implies that we can use $`i^{}:=|S|^1`$.

The anchored expansion property suggests that large islands cannot be very frequent. The following lemma proves such a statement from the point of view of the random walk. It uses the hypotheses and the resulting decomposition of Proposition 3.6.

###### Lemma 4.4

Consider countries $`C`$ whose land is visited by time $`N_m`$, and let $`M_m`$ be the volume of the largest such land. Then we have

$$limsup\frac{M_m}{\mathrm{log}m(\mathrm{log}\mathrm{log}m)^2}<c<\mathrm{}\text{ a.s.}$$

* For a positive $`b`$, let $`g(n):=b\mathrm{log}n(\mathrm{log}\mathrm{log}n)^2`$, and let $`𝒜_{\mathrm{}}`$ be the event that the land of a country of level $`\mathrm{}`$ is visited by time $`g^1(2^{\mathrm{}})`$. It suffices to prove that only finitely many of these events happen, which will follow if $`\text{P}𝒜_{\mathrm{}}2^{\mathrm{}}`$ for every large $`\mathrm{}`$. Consider $`\mathrm{}`$ so large that the starting point of the walk is not contained in any level $`\mathrm{}`$ country, and $`r(\mathrm{})1`$. Let $`T_C`$ denote the first hitting time of a country $`C`$. Let $`𝒜_{\mathrm{},C}`$ denote the event that the land of the country $`C`$ is visited by time $`g^1(2^{\mathrm{}})`$, and let $`𝒜_C`$ denote the event that the land of the country $`C`$ is ever visited. The event $`𝒜_{\mathrm{},C}`$ implies $`𝒜_C`$ and $`T_Cg^1(2^{\mathrm{}})`$, and therefore

$$\text{P}𝒜_{\mathrm{},C}\underset{t=1}{\overset{g^1(2^{\mathrm{}})}{}}\text{P}(𝒜_C|T_C=t)\text{P}(T_C=t).$$

Summing over level $`\mathrm{}`$ countries we get

$`\text{P}𝒜_{\mathrm{}}`$ $``$ $`{\displaystyle \underset{C\mathrm{\Xi }_{\mathrm{}}}{}}{\displaystyle \underset{t=1}{\overset{g^1(2^{\mathrm{}})}{}}}\text{P}(𝒜_C|T_C=t)\text{P}(T_C=t)`$ (4.7)
$``$ $`\underset{\genfrac{}{}{0pt}{}{C\mathrm{\Xi }_{\mathrm{}}}{1tg^1(2^{\mathrm{}})}}{sup}\text{P}(𝒜_C|T_C=t){\displaystyle \underset{t=1}{\overset{g^1(2^{\mathrm{}})}{}}}{\displaystyle \underset{C\mathrm{\Xi }_{\mathrm{}}}{}}\text{P}(T_C=t).`$
For fixed $`t`$, the events in the inner summand of (4.7) are disjoint, so the second factor is bounded above by $`g^1(2^{\mathrm{}})`$. If $`C`$ is a level $`\mathrm{}`$ country with land $`S`$, then

$$\text{dist}_i(X_{T_C},S)=r(\mathrm{}).$$

Therefore by the Strong Markov Property and Lemma 4.3, $`\text{P}(𝒜_C|T_C=t)`$ is not more than

$$2w(x)^{\frac{1}{2}}(1i^2)^{(r(\mathrm{})2)/2}i^2|S|^{\frac{1}{2}}c^{}\mathrm{exp}(c_1^{}2^{\mathrm{}}/\mathrm{}^2)2^{\mathrm{}/2}c2^{\mathrm{}}\mathrm{exp}(c_12^{\mathrm{}}/\mathrm{}^2).$$

Then by (4.7), $`\text{P}𝒜_{\mathrm{}}g^1(2^{\mathrm{}})c2^{\mathrm{}}\mathrm{exp}(c_12^{\mathrm{}}/\mathrm{}^2)`$ and it suffices to prove that

$$g^1(2^{\mathrm{}})c^1\mathrm{exp}(c_12^{\mathrm{}}/\mathrm{}^2).$$

We apply $`g`$ to both sides and use its monotonicity to transform the above to

$$2^{\mathrm{}}b(c+c_1\frac{2^{\mathrm{}}}{\mathrm{}^2}(\mathrm{}\mathrm{log}22\mathrm{log}\mathrm{})^2).$$

This certainly holds for all large $`\mathrm{}`$ if $`b`$ is large.

The following corollary will be used in a later section. It implies that from the point of view of speed, distance can be measured while walking on water.

###### Corollary 4.5

Set

$$H_m:=\underset{N_{m1}<nN_m}{inf}|X_n|.$$
(4.8)
Then we have $`lim(H_m/|X_{N_m}|)=1`$ a.s.

* Between times $`N_{m1}`$ and $`N_m`$ the walker is on an island with diameter bounded above by the volume $`M_m`$ of the largest land visited by time $`N_m`$. Thus we have $`|X_{N_m}|M_m1H_m|X_{N_m}|.`$ Dividing by $`|X_{N_m}|`$, and using the lemma together with (4.5) proves the corollary.

## 5 Lower bound on the speed

This section contains the proof of Theorem 1.1. We also give some counterexamples indicating why the bounded geometry condition is important.

* There exists $`c>0`$ so that the random walk on a weighted graph with $`w_0`$-bounded geometry satisfies $`lim\; inf|X_n|/nc\text{i}(G)^7w_{0}^{}{}_{}{}^{3}`$ a.s.

* Let $`G`$ be a graph with the anchored expansion property and $`w_0`$-bounded geometry, and consider the construction of countries from Proposition 3.6. Using the notation of the previous section, we can decompose the inverse lim inf speed $`\underset{¯}{S}^1`$ as

$`lim\; supn/|X_n|`$ $`=`$ $`\underset{m}{lim\; sup}\underset{N_{m1}<nN_m}{sup}(n/|X_n|)`$ (5.9)
$``$ $`\underset{m}{lim\; sup}(N_m/H_m)=lim\; sup(N_m/|X_{N_m}|).`$
$`H_m`$ in the above expression is defined in (4.8), and the last equality follows from Corollary 4.5. Let $`K_m:=N_mm`$ denote the time spent in the islands up to time $`N_m`$. By (5.9) we have

$$\underset{¯}{S}^1lim\; sup(m/|X_{N_m}|)(1+lim\; sup(K_m/m)).$$

The first factor in the last expression is the inverse of the lim inf speed in the graph $`G_i`$, for which we have the bound (4.5). Thus in order to show that $`\underset{¯}{S}`$ is greater than a constant a.s. it suffices to find constants $`b_{\mathrm{}}`$ so that

$$lim\; sup(K_m/m)=lim\; sup(K_{m^2}/m^2)\underset{\mathrm{}1}{}b_{\mathrm{}}<\mathrm{}\text{ a.s.}$$
(5.10)
The equality holds since $`K_m`$ is non-decreasing.

For each $`\mathrm{}`$, if $`X_0=v`$ is contained in a level $`\mathrm{}`$ country $`C`$, then set $`C_{\mathrm{},0}:=C`$, otherwise set $`C_{\mathrm{},0}:=\mathrm{}`$. Set $`\tau _{\mathrm{},0}:=0`$, and for $`k1`$ define

$$\tau _{\mathrm{},k}=\mathrm{min}\{n\tau _{\mathrm{},k1}+1:X_nC=:C_{\mathrm{},k}\text{ for some }C\mathrm{\Xi }_{\mathrm{}}\{C_{\mathrm{},k1}\}\}.$$

Also, for $`k0`$, define the time spent in the land between stopping times:

$$T_{\mathrm{},k}=\mathrm{\#}\{n:\tau _{\mathrm{},k}n<\tau _{\mathrm{},k+1},X_nC_{\mathrm{},k}A_i\}.$$

We will use the rough bound $`K_m_{\mathrm{}=1}^{\mathrm{}}_{k=0}^mT_{\mathrm{},k}.`$ Since each vertex is contained in at most finitely many countries, we have $`T_{\mathrm{},0}=0`$ for all but finitely many $`\mathrm{}`$. So for (5.10) it suffices to find summable $`b_{\mathrm{}}`$ such that

$$\underset{m1,\mathrm{}0}{}\text{P}(\underset{k=1}{\overset{m^2}{}}T_{\mathrm{},k}>b_{\mathrm{}}m^2)<\mathrm{}.$$
(5.11)
Now fix $`\mathrm{}`$, and suppose that $`X_0=v`$ is on the inner vertex boundary of a level $`\mathrm{}`$ country with land $`R`$. If $`r(\mathrm{})1`$, then this means that $`v`$ is in the ocean and $`\text{dist}_i(v,R)=r(\mathrm{})`$. Lemma 4.3 with $`i^{}:=|R|^1`$ gives

$$\text{E}T_{\mathrm{},0}^28(1i^2)^{(r(\mathrm{})2)/2}|R|^{4.5}8(1i^2)^{a2^\mathrm{}1/\mathrm{}^21}2^{4.5\mathrm{}}=:a_{\mathrm{}}^2.$$
(5.12)
If $`r(\mathrm{})<1`$, then $`v`$ is contained in the land $`R`$, and this bound still holds (although it is very rough) by Lemma 4.3 applied to a general starting point. By the Markov property, this implies that for all $`k1`$, we have $`\text{E}(T_{\mathrm{},k}^2|(\tau _{\mathrm{},k}))a_{\mathrm{}}^2`$, where $`(\tau _{\mathrm{},k})`$ denotes the standard $`\sigma `$-field at the stopping time $`\tau _{\mathrm{},k}`$, that is the $`\sigma `$-field generated by information available up to time $`\tau _{\mathrm{},k}`$. Define

$$S_{\mathrm{},m}:=\underset{k=1}{\overset{m}{}}\left(T_{\mathrm{},k}\text{E}\left(T_{\mathrm{},k}|(\tau _{\mathrm{},k})\right)\right)\underset{k=1}{\overset{m}{}}(T_{\mathrm{},k}a_{\mathrm{}}).$$

Since $`\{S_{\mathrm{},m}\}_{m1}`$ is a martingale, we can write

$$\text{Var}S_{\mathrm{},m}=\underset{k=1}{\overset{m}{}}\text{E}\text{Var}\left(T_{\mathrm{},k}|(\tau _{\mathrm{},k})\right)ma_{\mathrm{}}^2.$$

Therefore, if $`b_{\mathrm{}}>a_{\mathrm{}}`$, then Chebyshev’s inequality gives

$$\text{P}(\underset{k=1}{\overset{m}{}}T_{\mathrm{},k}>mb_{\mathrm{}})\text{P}(S_{\mathrm{},m}>m(b_{\mathrm{}}a_{\mathrm{}}))\frac{ma_{\mathrm{}}^2}{m^2(b_{\mathrm{}}a_{\mathrm{}})^2}.$$

Thus if we set, for example, $`b_{\mathrm{}}:=(\mathrm{}+1)a_{\mathrm{}}`$, then it is clear from looking at the expression of $`a_{\mathrm{}}`$ that the conditions of (5.11) and (5.10) are satisfied. We thus have proved that the speed is greater than a constant depending on $`i`$ and $`w_0`$ only.

It remains to give a bound on the constant in terms of $`i`$ and $`w_0`$. Since $`b_{\mathrm{}}`$ can be large when $`\mathrm{}`$ is small, in order to get a reasonable bound, we need to deal with countries at or below some minimal level $`\mathrm{}_0`$ separately.

The value of $`\mathrm{}_0`$ will be determined later, for now just assume that $`2^\mathrm{}_0i`$. Then by Lemma 3.4 the land of countries of level up to $`\mathrm{}_0`$ is contained in $`VA_{2^\mathrm{}_0}`$. Let $`K_m^{}`$ denote the time the random walk spends in $`VA_{2^\mathrm{}_0}`$ by time $`N_m`$, and let $`K_m^{}`$ denote the time the walk spends in the land of countries of level greater than $`\mathrm{}_0`$ by time $`N_m`$. We then have $`N_mK_m^{}+K_m^{}`$.

Note that the sequence $`\{K_m^{}/|X_{N_m}|\}`$ is a subsequence of $`\{m/|X_{N_m^{}}|\}`$, where $`N_m^{}`$ is the time of the $`m`$th visit to $`G_{2^\mathrm{}_0}`$. By (4.5), the lim sup of this sequence, and thus the lim sup of the first one, is at most $`(2^\mathrm{}_0)^2\mathrm{log}w_0`$. The bound (4.5) on $`lim\; sup(m/|X_{N_m}|)`$, (5.9), and the bound (5.10) on $`lim\; sup(K_{\mathrm{}}^{}/m)`$ from the first part of the proof imply

$`\underset{¯}{S}^1`$ $``$ $`lim\; sup(K_m^{}/|X_{N_m}|)+lim\; sup(m/|X_{N_m}|)lim\; sup(K_m^{}/m)`$ (5.13)
$``$ $`(2^\mathrm{}_0)^2\mathrm{log}w_0+i^2\mathrm{log}w_0{\displaystyle \underset{\mathrm{}>\mathrm{}_0}{}}b_{\mathrm{}}.`$
We now want to choose an $`\mathrm{}_0`$ so that the last sum is small, say each term $`b_{\mathrm{}}`$ is at most $`2^{\mathrm{}}`$. From (5.12), since $`\mathrm{}1`$, we have

$$2^{\mathrm{}}b_{\mathrm{}}\mathrm{exp}(c\mathrm{}c_2\alpha ^12^{\mathrm{}}/\mathrm{}^2)$$
(5.14)
with $`\alpha :=w_0i^32`$. A simple computation shows that there is a constant $`c_3=c_3(c,c_2)1`$ so that the right hand side of (5.14) is at most $`1`$ if $`\mathrm{}\mathrm{}_0`$, where $`\mathrm{}_0`$ is chosen so that

$$2^\mathrm{}_0=c_3\alpha (\mathrm{log}_2\alpha )^3.$$

Using this choice of $`\mathrm{}_0`$, from (5.13) we conclude that

$$\underset{¯}{S}^1c_3^2\alpha ^2(\mathrm{log}_2\alpha )^6\mathrm{log}w_0+i^2\mathrm{log}w_0c^1w_{0}^{}{}_{}{}^{3}\text{i}(G)^7.\text{}$$

* Consider the binary tree with edge weights $`1`$, and for each $`n`$ attach an extra vertex to each vertex at distance $`n`$ from the root by an edge with weight $`1/(n\mathrm{log}n)`$. Add a self-loop to each new vertex so that it will have weight 1. This graph clearly has anchored expansion. The walk will visit infinitely many of these new vertices by the Borel-Cantelli Lemma, and at each visit it has at least constant probability to spend time at least $`n\mathrm{log}n`$ at the vertex. Thus in this graph the speed is zero; this shows that in Theorem 1.1 the bounded geometry condition cannot be left out, nor replaced by bounds on the vertex weights.

* It follows from bounded geometry that positive transition probabilities are bounded from below. This is another weaker condition, but too weak for Theorem 1.1. Define the pipe of length $`n`$ as the nearest neighbor graph on $`0,1,2,\mathrm{},n`$. Consider the binary tree, and for every $`n`$ and vertex at distance $`n`$, add a pipe of length $`2k`$ with edge weights $`1,2^1,\mathrm{},2^{k+1}`$,$`2^k,2^{k+1},\mathrm{},1`$ with $`2^kn\mathrm{log}n`$. The argument of the previous example applies again.

## 6 A heat kernel bound

This section contains the proof of Theorem 1.2 and examples showing that the bound there is sharp up to the constant factor in the exponent.

* Let $`G`$ be a weighted graph with the anchored expansion property and $`w_0`$-bounded geometry. Let $`\alpha :=\text{i}(G)^2(w_{0}^{}{}_{}{}^{2}/2)^{1/3}/9`$. For every vertex $`x`$ there is an $`N`$ so that

$$p^n(x,y)<e^{\alpha n^{1/3}}\text{for all }n>N,yV.$$

* Fix a vertex $`x`$, and let $`a_n:=an^{1/3}`$ for $`a>0`$ to be determined later. Let $`i:=\frac{2}{3}\text{i}(G)`$, let $`A_{i,n}A_i`$ be the union of islands with volume at least $`a_n`$, and define the territory of such an island $`C`$ as the set of vertices $`vV`$ with

$$\text{dist}_i(v,C)a_ni/(4w_0).$$
(6.15)
Lemma 3.5 implies that there are only finitely many $`n`$ for which $`x`$ is contained in the territory of an island of $`A_{i,n}`$. Consider large $`n`$ for which (i) this does not happen and (ii) the right hand side of (6.15) is at least $`1`$. Condition (ii) and the definition of $`\text{dist}_i`$ ensures that the inner vertex boundary of the territory of an island is a subset of the ocean, $`VA_i`$. Condition (i) implies that $`1/a_n<i`$, and, as shown in Section 3, $`A_{1/a_n}A_i`$. By Lemma 3.4, islands of $`A_i`$ with volume less than $`a_n`$ do not intersect $`A_{1/a_n}`$, so $`A_{1/a_n}A_{i,n}`$, and we have $`xV(G_{1/a_n})`$.

Let $`A_{i,n}^{}`$ denote the union of islands of $`A_{i,n}`$ which are at distance at most $`n`$ from $`x`$, and let $`p^{}=p^{}(n)`$ denote the transition kernel of the walk on $`G_{1/a_n}`$. Note that $`p^n(x,y)`$ is the sum of the probabilities of paths of length $`n`$ starting at $`x`$ and ending at $`y`$. Each such path stays in $`G_{1/a_n}`$ or visits $`A_{i,n}^{}`$. The total probability of the first kind of paths is at most $`p^n(x,y)`$ (regarded as $`0`$ if $`yA_{1/a_n}`$), so for all $`y`$ we have

$$p^n(x,y)p^n(x,y)+\text{P}_x(\{X_k\}\text{ hits }A_{i,n}^{}).$$

The first term on the right satisfies

$`p^n(x,y)`$ $`=`$ $`w(x)^1(\text{1}_x,P_{1/a_n}^n\text{1}_y)w_{0}^{}{}_{}{}^{\frac{1}{2}}P_{1/a_n}^n`$ (6.16)
$``$ $`w_{0}^{}{}_{}{}^{\frac{1}{2}}(1a_n^2)^{\frac{n}{2}}<w_{0}^{}{}_{}{}^{\frac{1}{2}}\mathrm{exp}(\frac{1}{2}na_n^2).`$
The first inequality follows from Cauchy-Schwarz, the second from Proposition 4.1 and the fact that $`G_{1/a_n}`$ has Cheeger constant at least $`1/a_n`$.

Suppose that there is a union $`R_n`$ of $`n+1`$ islands in $`A_{i,n}^{}`$ so that the territory of the first intersects the territory of all the others. Then there is bridge structure $`B`$ interconnecting $`R_n\{x\}`$ with

$$\mathrm{\#}(B\{x\}A_i)n+n(\frac{i}{2}w_{0}^{}{}_{}{}^{1}a_n1)w_{0}^{}{}_{}{}^{1}\frac{i}{2}|R|.$$

In the second expression, second term in parentheses is an upper bound on the number of vertices in a bridge connecting two islands with intersecting territories, and the first $`n`$ is an upper bound for the number of vertices needed for the connection to $`x`$. Lemma 3.5 then implies that there are finitely many $`n`$ such that $`R_n`$ exists. Thus for all large $`n`$, it is possible to $`n`$-color islands in $`A_{i,n}^{}`$ so that islands of the same color have disjoint territories. For such $`n`$, the probability of hitting some island is bounded by $`n`$ times the maximal probability of hitting some island of a given color.

Suppose that the walk starts at a vertex $`v`$ on the inner vertex boundary of the territory of an island $`CA_{i,n}^{}`$. By construction, this means that

$$\text{dist}_i(v,C)=a_ni/(4w_0)1.$$

Also note that another application of Lemma 3.5 shows that for some $`c`$ and all large $`n`$, $`A_{i,n}^{}`$ cannot contain islands with volume larger than $`cn`$. For such n, by Lemma 4.3 the probability of hitting $`C`$ is bounded by

$$2w(x)^{\frac{1}{2}}(1i^2)^{(a_ni/(4w_0)2)/2}i^2|C|^{\frac{1}{2}}c(i,w_0)n^{1/2}(1i^2)^{(a_ni/(4w_0)2)/2}.$$

In the first $`n`$ steps the walker has at most $`n`$ occasions to be at the inner vertex boundary of some island of a given color. Thus by the Markov property we get the bound

$$\text{P}_x(\{X_k\}\text{ hits }A_{i,n}^{})nncn^{1/2}\mathrm{exp}\left(\mathrm{log}(1i^2)ia_n/(8w_0)\right).$$
(6.17)
There exists an $`a<(2\alpha )^{1/2}`$ so that the exponents of (6.16) and (6.17) are at most $`cn^{1/3}`$ with $`c>\alpha `$. The statement of the theorem follows.

* Let $`\{X_n\}`$ be the nearest neighbor walk on the nonnegative integers started at 0. There is a constant $`a`$ so that $`\text{P}(X_1,\mathrm{},X_{n^3}<n)>e^{an}`$ for all $`n`$. Consider the binary tree with pipes of length $`\mathrm{}_n`$ attached to a vertex $`v_n`$ at distance $`\mathrm{}_n`$ from the root $`o`$ for some rapidly increasing sequence $`\{\mathrm{}_n\}`$. This graph has anchored expansion. However, consider the set of possible paths of length $`\mathrm{}_n^3`$ which start and end at $`o`$. A subset of these start at $`o`$, travel on a shortest path to the opposite end of the pipe starting at $`v_n`$, spend time $`\mathrm{}_n^34\mathrm{}_n`$ in the pipe, and use the remaining time to return to $`o`$. By the above, the probability measure of this set of paths is at least $`(1/4)^{4\mathrm{}_n}e^{a\mathrm{}_n}`$, and we get $`p^{\mathrm{}_n^3}(o,o)>e^{c\mathrm{}_n}`$. This shows that the conclusion of Theorem 1.2 is sharp up to the constant in the exponent.

* Chen and Peres (1998) showed that a supercritical Galton-Watson tree has anchored expansion, so the above theorem gives the $`e^{cn^{1/3}}`$ heat kernel upper bound. In this case, such bounds are immediate from results of Piau. For Galton-Watson trees where the probability of non-branching (zero or one offspring) is positive this bound is easily seen to be sharp up to the constant in the exponent (see Piau 1998).

Acknowledgments. The author thanks Itai Benjamini, Russell Lyons, Yuval Peres and Oded Schramm for illuminating discussions and comments on previous versions. Special thanks are due to Russell Lyons and the referee for their help in eliminating many mistakes and making this paper more readable.

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Department Of Mathematics, Massachusetts Institute of Technology, Cambridge, MA 02139, USA
balint@math.mit.edu


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# Untitled Document

PUPT-1977 MCTP-01-07 OHSTPY-HEP-T-01-002 NSF-ITP-01-10 hep-th/0102105

Non-Extremal Gravity Duals for Fractional D3-Branes on the Conifold

A. Buchel1, C. P. Herzog2, I. R. Klebanov1,2, L. Pando Zayas3 and A. A. Tseytlin4,5 Also at Lebedev Physics Institute, Moscow.

1 Institute for Theoretical Physics, University of California, Santa Barbara, California 93106-4030

2 Joseph Henry Laboratories, Princeton University, Princeton, New Jersey 08544

3 Michigan Center for Theoretical Physics, The University of Michigan, Ann Arbor, MI 48109

4 Department of Physics, The Ohio State University, Columbus, OH 43210

5 Blackett Laboratory, Imperial College, London SW7 2BZ, U.K.

Abstract

The world volume theory on $`N`$ regular and $`M`$ fractional D3-branes at the conifold singularity is a non-conformal $`𝒩=1`$ supersymmetric $`SU(N+M)\times SU(N)`$ gauge theory. In previous work the extremal Type IIB supergravity dual of this theory at zero temperature was constructed. Regularity of the solution requires a deformation of the conifold: this is a reflection of the chiral symmetry breaking. To study the non-zero temperature generalizations non-extremal solutions have to be considered, and in the high temperature phase the chiral symmetry is expected to be restored. Such a solution is expected to have a regular Schwarzschild horizon. We construct an ansatz necessary to study such non-extremal solutions and show that the simplest possible solution has a singular horizon. We derive the system of second order equations in the radial variable whose solutions may have regular horizons.

02/01

1. Introduction

In this paper we study non-extremal generalizations of the KT solution , which describes regular and fractional D3-branes at the apex of the conifold. The extremal KT solution is crucially dependent on the presence of Chern-Simons terms in type IIB supergravity. These terms cause the RR 5-from flux to vary radially. Indeed, while in regular D3-brane solutions $`dF_5=0`$, here the 3-form field strengths are turned on in such a way that the right-hand side of the equation

$$dF_5=H_3F_3$$

does not vanish. In fact, the 5-form flux increases without bound for large $`r`$. In  this behavior was attributed to a cascade of Seiberg dualities in the dual $`𝒩=1`$ supersymmetric $`SU(N)\times SU(N+M)`$ gauge theory.

Further examples of supergravity backgrounds with varying flux were constructed in \[2,,3,,4,,5\]. In particular, it is important to understand the resolution of the naked singularity present in the KT solution. The proposal of  is that the conifold becomes deformed. As a result of this deformation the extremal KS solution is perfectly non-singular and without a horizon in the IR, while it asymptotically approaches the KT solution in the UV (for large $`\rho `$). The mechanism that removes the naked singularity is related to the breaking of the chiral symmetry in the dual $`SU(N)\times SU(N+M)`$ gauge theory. The $`Z_{2M}`$ chiral symmetry, which may be approximated by $`U(1)`$ for large $`M`$, is broken to $`Z_2`$ by the deformation of the conifold .

In  a different mechanism for resolving this naked singularity was proposed. It was suggested that a non-extremal generalization of the KT solution may have a regular Schwarzschild horizon “cloaking” the naked singularity. The dual field theory interpretation of this would be the restoration of chiral symmetry at a finite temperature $`T_c`$ . One expects that turning on finite temperature in the field theory, which translates into non-extremality on the supergravity side \[7,,8\], leads to restoration of the chiral symmetry above some critical temperature $`T_c`$.1 Strictly speaking, we cannot a priori rule out the possibility that $`T_c=\mathrm{}`$. In that case, a regular black hole in KT geometry does not exist. While this possibility seems strange, the only way to decide the issue is to find the actual black hole solution where a regular Schwarzschild horizon does shield the singularity. The symmetry restoration is part of the deconfinement transition at $`T_c`$ for this particular $`𝒩=1`$ gauge theory. The proposal of  is that the description of the phase with restored symmetry involves a regular Schwarzschild horizon appearing in the asymptotically KT geometry. This proposal is analogous to the fact that the $`𝒩=4`$ SYM theory, which is not confining, is described at a finite temperature by a black hole in $`AdS_5`$ ,. The difference is that in our case the $`T=0`$ theory exhibits confinement and chiral symmetry breaking . So, the regular Schwarzschild horizon should appear only for some finite Hawking temperature. This would be a rather unusual and, to our knowledge, unstudied phenomenon from the supergravity point of view.

One implication is that, at temperatures below $`T_c`$, there should be non-extremal generalizations of the KS solution which are free of horizons, just like the extremal solution. The absence of a horizon is a manifestation of confinement, as evidenced by the resulting area law for Wilson loops or, alternatively, by counting of degrees of freedom. Once the horizon appears, the Bekenstein-Hawking entropy associated with it typically scales as $`N^2`$ where $`N`$ is the relevant number of colors. This factor indicates that the color degrees of freedom are not confined. If there is no horizon, then the entropy could only appear through string loop effects which would make it of order $`N^0`$, in agreement with color confinement. It is interesting, therefore, to study this theory as a function of the temperature, and to identify the phase transition where the chiral symmetry is restored.

In order to address these questions from a dual supergravity point of view, we need to study non-extremal generalizations of the KT and KS backgrounds. This problem was first addressed for the KT background in  partly with numerical methods. We rederive this solution analytically and show that the identification of the horizon as $`r=r_{}`$ in eq. (2.60) of  is incorrect because $`\mathrm{\Delta }_1(r_{})0`$. The vanishing of $`\mathrm{\Delta }_2(r_{})`$ is an artefact of the coordinate choice. We find a good radial coordinate $`u`$ and show that the solution derived in  has a singular horizon at $`u=\mathrm{}`$ which corresponds to $`r=\mathrm{}`$ on another branch of the solution. This type of singular horizon is deemed unacceptable in studies of black hole metrics.

Thus, the solution found in  does not have a regular Schwarzschild horizon shielding the naked singularity of the extremal KT metric for sufficiently high Hawking temperature. Instead, the horizon (defined as the locus where $`G_{00}=0`$) and the singularity are coincident, independent of the choice of the non-extremality parameter. We also show that, in the limit where we remove the fractional D3-branes (wrapped D5-branes), and leave only the regular D3-branes, the solution of  does not reduce to the standard non-extremal 3-brane metric. Instead, it reduces to a non-standard non-extremal version of a D3-brane solution whose metric has a singular horizon.

Nevertheless, the scenario for chiral symmetry restoration proposed in  is very appealing. This motivates us to introduce a more general $`U(1)`$ symmetric ansatz and to begin search for solutions that are asymptotically KT but possess regular Schwarzschild horizons.

2. Non-Extremal Generalization of the KT Ansatz

We start with an ansatz for the non-extremal KT background. Just as in  we impose the requirement that the background has a $`U(1)`$ symmetry associated with the $`U(1)`$ fiber of $`T^{1,1}`$. Our ansatz will be more general than that of . It turns out that in order to look for solutions which reduce to the standard non-extremal D3-brane in the limit of zero fractional brane charge $`P`$, one should not impose self-duality on the 3-forms away from extremality. This in turn implies that one is to adopt a more general ansatz for the metric than in  and also allow for a non-constant dilaton.

A general ansatz for a 10-d Einstein-frame metric consistent with the $`U(1)`$ symmetry of $`\psi `$-rotations and the interchange of the two $`S^2`$’s involves 4 functions $`x,y,z,w`$ of a radial coordinate $`u`$

$$ds_{10E}^2=e^{2z}(e^{6x}dX_0^2+e^{2x}dX_idX_i)+e^{2z}ds_6^2,$$

where

$$ds_6^2=e^{10y}du^2+e^{2y}(dM_5)^2,$$

$$(dM_5)^2=e^{8w}e_\psi ^2+e^{2w}\left(e_{\theta _1}^2+e_{\varphi _1}^2+e_{\theta _2}^2+e_{\varphi _2}^2\right)e^{2w}ds_5^2,$$

and

$$e_\psi =\frac{1}{3}(d\psi +\mathrm{cos}\theta _1d\varphi _1+\mathrm{cos}\theta _2d\varphi _2),e_{\theta _i}=\frac{1}{\sqrt{6}}d\theta _i,e_{\varphi _i}=\frac{1}{\sqrt{6}}\mathrm{sin}\theta _id\varphi _i.$$

Here $`X_0`$ is the euclidean time and $`X_i`$ are the 3 longitudinal 3-brane directions.

This metric can be brought into a more familiar D3-brane form

$$ds_{10E}^2=h^{1/2}(\rho )[g(\rho )dX_0^2+dX_idX_i]+h^{1/2}(\rho )[\mathrm{g}^1(\rho )d\rho ^2+\rho ^2ds_5^2],$$

with the redefinitions

$$h=e^{4z4x},\rho =e^{y+x+w},g=e^{8x},e^{10y+2x}du^2=\mathrm{g}^1(\rho )d\rho ^2.$$

When $`w=0`$ and $`e^{4y}=\rho ^4=\frac{1}{4u}`$, the transverse 6-d space is the standard conifold with $`M_5=T^{1,1}`$. Small $`u`$ thus corresponds to large distances (where we shall assume that $`h,g,v1,`$ as $`\rho \mathrm{}`$) and vice versa.

The function $`w`$ squashes the $`U(1)`$ fiber of $`T^{1,1}`$ relative to the 2-spheres; it does not violate the $`U(1)`$ symmetry. A Ricci-flat 6-d space with non-trivial $`w`$ is the generalized conifold of

$$ds_6^2=\kappa ^1(\rho )d\rho ^2+\rho ^2\left[\kappa (\rho )e_\psi ^2+e_{\theta _1}^2+e_{\varphi _1}^2+e_{\theta _2}^2+e_{\varphi _2}^2\right],$$

$$\kappa (\rho )=e^{10w}=1\frac{\rho _{}^6}{\rho ^6},\rho =e^{y+w},\rho _{}\rho <\mathrm{}.$$

This space has regular curvature, and a bolt singularity at $`\rho =\rho _{}`$ is removed by $`Z_2`$ identification of the angle $`\psi `$. The limit of the standard conifold is $`\rho _{}0`$ or $`y_{}\mathrm{}`$ which corresponds to $`w=0`$.

The extremal D3-brane on the conifold and the more general fractional D3-brane KT solution have $`x=w=0`$ (for their $`w0`$ analogs in the case when the 6-d space is the generalized conifold see ). Adding a non-constant $`x(u)`$ drives the non-extremality. For example, the non-extremal version of a D3-brane on a standard ($`w=0`$) conifold solution has $`x=au,e^{8x}=g=1\frac{2a}{\rho ^4},e^{4z+4x}=h=1+\frac{\stackrel{~}{q}}{\rho ^4},\rho =e^{y+x}.`$ Our aim will be to understand how switching on the non-extremality ($`x=au`$) changes the extremal KT solution.

Our ansatz for the $`p`$-form fields is dictated by symmetries and thus is exactly the same as in the extremal KT case :2 The function $`T`$ in  is related to $`f`$ by $`f=\frac{1}{\sqrt{2}}T`$, and we make similar rescaling of $`P`$: $`P=\frac{1}{\sqrt{2}}P_{KT}`$.

$$F_3=Pe_\psi (e_{\theta _1}e_{\varphi _1}e_{\theta _2}e_{\varphi _2}),$$

$$B_2=f(u)(e_{\theta _1}e_{\varphi _1}e_{\theta _2}e_{\varphi _2}),$$

$$F_5=+,=K(u)e_\psi e_{\theta _1}e_{\varphi _1}e_{\theta _2}e_{\varphi _2}.$$

As in , the Bianchi identity for the 5-form, $`dF_5=dF_5=H_3F_3`$, implies

$$K(u)=Q+2Pf(u).$$

In what follows, we shall derive the corresponding system of type IIB supergravity equations of motion describing radial evolution of the six unknown functions of $`u`$$`x,y,z,w,f`$ and $`\mathrm{\Phi }`$. We shall then discuss its solutions generalizing the work in  to the non-extremal case.

The simplest special fixed-point solution of our system turns out to have $`w=0`$, i.e. the case when $`T^{1,1}`$ is not squashed. If the fractional branes are present, then the only $`U(1)`$ symmetric solutions with $`w=\mathrm{\Phi }=0`$ are the KT solution  and its non-BPS generalization considered in . We will discuss the latter solution in some detail in sec. 4, finding its explicit analytic form and clarifying its geometry. Its horizon turns out to be singular. A related problem is that it does not reduce to the regular non-extremal D3-brane solution in the limit of no fractional brane charge, $`P0`$.

Demanding that the non-extremal solution have the correct $`P=0`$ limit leads to the necessity of relaxing the condition $`f^{}=Pe^{\mathrm{\Phi }+4y}`$, i.e. that the 3-forms are self dual. If the 3-forms are not self-dual, then $`\mathrm{\Phi }`$ and $`w`$ can no longer be held constant. In the next section we derive the resulting system of second-order differential equations.

3. Basic Equations

3.1. Effective 1-d action for radial evolution

As in , the most efficient way to derive the system of type IIB supergravity equations of motion is to follow \[10,,11\] and to start with the 1-d effective action for the radial evolution.

For the metric (2.1) $`\sqrt{G}=\frac{1}{108}e^{10y2z}`$ (up to angle-dependent factors), and computing the scalar curvature we find

$$d^{10}x\sqrt{G}R\frac{1}{27}𝑑u\left[5y^23x^22z^25w^2+e^{8y}(6e^{2w}e^{12w})\right].$$

Note that $`w=0`$ is a consistent fixed point of the equations of motion. Replacing $`M_5`$ in (2.1) by the standard $`T^{1,1}`$ or by $`S^5`$ produces exactly the same 1-d gravitational lagrangian. That means, in particular, that for $`w=0`$ the regular D3-brane solution and its non-extremal  version will not change if we replace the flat transverse space $`𝐑^6`$ with the conifold.

It is easy to see that the matter part $`L_m`$ of the effective lagrangian is essentially the same as it was in the extremal case  (apart from $`w`$-dependent factors): $`L_m`$ does not depend on the non-extremality function $`x`$. Thus, following ,

$$d^{10}x\sqrt{G}[\frac{1}{2}(\mathrm{\Phi })^2+\mathrm{}]$$

$$\frac{1}{27}𝑑u\frac{1}{8}\left[\mathrm{\Phi }^2+2e^{\mathrm{\Phi }+4z4y4w}f^2+2e^{\mathrm{\Phi }+4z+4y+4w}P^2+e^{8z}(Q+2Pf)^2\right].$$

From (3.1) and (3.1) we get the following 1-d effective lagrangian (ignoring an irrelevant overall numerical factor)

$$L=TV,$$

$$T=5y^23x^22z^25w^2\frac{1}{8}\mathrm{\Phi }^2\frac{1}{4}e^{\mathrm{\Phi }+4z4y4w}f^2,$$

$$V=e^{8y}(6e^{2w}e^{12w})+\frac{1}{4}e^{\mathrm{\Phi }+4z+4y+4w}P^2+\frac{1}{8}e^{8z}(Q+2Pf)^2,$$

supplemented with the “zero-energy” constraint $`T+V=0`$.

Since the non-extremality function $`x`$ does not appear in $`\sqrt{G}`$, $`G_{uu}`$, or the angular part of the metric, it is absent in $`L_m`$ and thus is a “modulus” – it has no potential (cf. (3.1)). Thus its dependence on $`u`$ is simply linear

$$x^{\prime \prime }=0,x=au,a=\mathrm{const}>0.$$

This is just what is expected of an extra kinetic energy (i.e. the $`x^2=a^2`$ term appearing in the “zero-energy” constraint) which spoils the BPS nature of the KT solution for a non-constant $`x`$.

3.2. The Superpotential and the extremal KT solution

The crucial observation made in  is that the lagrangian (3.1), (3.1) has a remarkable special structure – it admits a superpotential. Indeed, it can be be represented in the following way

$$L=3x^2\frac{1}{8}\mathrm{\Phi }^2$$

$$+5[y^{}+\frac{1}{5}e^{4y}(3e^{4w}+2e^{6w})]^25[w^{}\frac{3}{5}e^{4y}(e^{4w}e^{6w})]^2$$

$$2[z^{}+\frac{1}{4}e^{4z}(Q+2Pf)]^2\frac{1}{4}e^{\mathrm{\Phi }+4z4y4w}(f^{}+Pe^{\mathrm{\Phi }+4y+4w})^2$$

$$2\left[\frac{1}{4}e^{4y}(3e^{4w}+2e^{6w})\frac{1}{8}e^{4z}(Q+2Pf)\right]^{},$$

where the last term is a total derivative and may be dropped. Let us recall that, if, in general, $`V(\varphi )`$ can be expressed in terms of a function $`W(\varphi )`$ as $`V=g^{ij}_iW_jW,`$ where $`g_{ij}(\varphi )`$ is the kinetic term metric, then

$$L=TV=g_{ij}(\varphi )\varphi ^i\varphi ^jV(\varphi )=g_{ij}(\varphi ^i+g^{ik}_kW)(\varphi ^j+g^{jl}_lW)2W^{}.$$

As a result, there exists a special BPS solution of the corresponding 2-nd order equations, satisfying

$$\varphi ^i+g^{ik}_kW=0,$$

and thus also the zero-energy constraint. As follows from (3.1), in the present case

$$W=\frac{1}{4}e^{4y}(3e^{4w}+2e^{6w})\frac{1}{8}e^{4z}(Q+2Pf).$$

Note that $`W`$ does not depend on $`\mathrm{\Phi }`$. The corresponding system (3.1) of 1-st order equations is then :

$$x^{}=0,\mathrm{\Phi }^{}=0,$$

$$y^{}+\frac{1}{5}e^{4y}(3e^{4w}+2e^{6w})=0,w^{}\frac{3}{5}e^{4y}(e^{4w}e^{6w})=0,$$

$$f^{}+Pe^{\mathrm{\Phi }+4y+4w}=0,z^{}+\frac{1}{4}e^{4z}(Q+2Pf)=0.$$

The equation for $`f`$ in (3.1) implies self-duality of the complex 3-form field, i.e. $`H_3=e^\mathrm{\Phi }F_3`$.

Choosing the special solution $`w=0`$ of the $`w`$-equation in (3.1) we then find the KT solution

$$x=0,w=0,\mathrm{\Phi }=0,$$

$$e^{4y}=4u,f=f_0\frac{P}{4}\mathrm{ln}u,$$

$$e^{4z}=1+K_0u\frac{P^2}{2}u(\mathrm{ln}u1),K_0=Q+2Pf_0,$$

i.e.

$$e^{4z}=h=1+(Q+2Pf_0+\frac{P^2}{2})u\frac{P^2}{2}u\mathrm{ln}u.$$

In terms of the radial variable $`\rho `$ used in ,

$$e^{4y}=\rho ^4=\frac{1}{4u},f=f_1+P\mathrm{ln}\rho ,$$

$$h=1+(Q+2Pf_1+\frac{P^2}{2})\frac{1}{4\rho ^4}+\frac{P^2}{2\rho ^4}\mathrm{ln}\rho ,$$

where $`f_1=f_0+\frac{P}{2}\mathrm{ln}2`$.

A more general extremal solution of (3.1)–(3.1) with non-zero $`w`$ leads to fractional D3-branes on the generalized conifold (2.1) solution of .3 For its explicit form in terms of the $`\rho `$ coordinate, see eqs. (4.20), (4.21) in . While the generalized conifold has, in contrast to the standard conifold, regular curvature, the back reaction of D3-branes makes the metric singular: pure D3-branes on the generalized conifold have a horizon coinciding with the singularity. The fractional D3-brane solution is similar to the KT one: it has a naked singularity behind the $`K(u)=0`$ locus.

3.3. The full system of 2-nd order equations

We would like to generalize the solution (3.1) to the non-BPS case when $`x^{}0`$, i.e. the non-extremality parameter $`a`$ in (3.1) is non-zero. In order to do that we need to start with the original 2-nd order system following from (3.1), (3.1) or (3.1), i.e. the free equation for $`x`$ (3.1) plus a coupled system for $`y,w,z,f`$ and $`\mathrm{\Phi }`$

$$10y^{\prime \prime }8e^{8y}(6e^{2w}e^{12w})+\mathrm{\Phi }^{\prime \prime }=0,$$

$$10w^{\prime \prime }12e^{8y}(e^{2w}e^{12w})\mathrm{\Phi }^{\prime \prime }=0,$$

$$\mathrm{\Phi }^{\prime \prime }+e^{\mathrm{\Phi }+4z4y4w}(f^2e^{2\mathrm{\Phi }+8y+8w}P^2)=0,$$

$$4z^{\prime \prime }(Q+2Pf)^2e^{8z}e^{\mathrm{\Phi }+4z4y4w}(f^2+e^{2\mathrm{\Phi }+8y+8w}P^2)=0,$$

$$(e^{\mathrm{\Phi }+4z4y4w}f^{})^{}P(Q+2Pf)e^{8z}=0.$$

The integration constants are subject to the zero-energy constraint $`T+V=0`$, i.e.

$$5y^22z^25w^2\frac{1}{8}\mathrm{\Phi }^2\frac{1}{4}e^{\mathrm{\Phi }+4z4y4w}f^2$$

$$e^{8y}(6e^{2w}e^{12w})+\frac{1}{4}e^{\mathrm{\Phi }+4z+4y+4w}P^2+\frac{1}{8}e^{8z}(Q+2Pf)^2=3a^2.$$

This system has special properties reflecting the structure of the lagrangian (3.1). In particular, there is a subclass of simple solutions for which the 1-st order equations for $`f`$ and $`z`$ (3.1) are still satisfied, while (3.1) and (3.1) are replaced by their 2-nd order counterparts. Indeed, it is easy to see that if we set $`f^2P^2e^{2\mathrm{\Phi }+8y+8w}=0`$, i.e. $`f^{}=Pe^{\mathrm{\Phi }+4y+4w}`$, then (3.1) implies that $`z`$ should be subject to the first-order equation in (3.1). In this case the 3-forms are self-dual. Then it is consistent, in particular, to keep $`w=0`$ so that $`T^{1,1}`$ is not squashed. We will discuss this class of solutions first in the next section.

In general, if we relax the 1-st order conditions (3.1) on $`f,z`$ – and we will be forced to relax them in order to have a regular horizon – the dilaton will run according to (3.1), driven by the non-extremality $`x^{}=a>0`$. From (3.1), if we relax the first order constraint on $`f`$, the function $`w`$ will also be forced to run. Hence, we need the more general metric (2.1) in order to have a regular horizon. These nontrivial dilaton and $`w`$ dynamics constitute a novel phenomenon specific to the non-extremal fractional D3-brane case, $`a>0`$ and $`P>0`$.

4. A Singular Non-BPS Generalization of the KT Solution

Assuming that $`f`$ and $`z`$ are subject to (3.1), i.e.

$$f^{}+Pe^{\mathrm{\Phi }+4y+4w}=0,z^{}+\frac{1}{4}e^{4z}(Q+2Pf)=0,$$

so that (3.1) and (3.1) are satisfied automatically, the remaining equations (3.1), (3.1), (3.1) and (3.1) become

$$5y^{\prime \prime }4e^{8y}(6e^{2w}e^{12w})=0,$$

$$5w^{\prime \prime }6e^{8y}(e^{2w}e^{12w})=0,$$

$$\mathrm{\Phi }^{\prime \prime }=0,$$

and

$$5y^25w^2\frac{1}{8}\mathrm{\Phi }^2e^{8y}(6e^{2w}e^{12w})=3a^2.$$

Notice that the matter and gravity parts are now decoupled: eqs. (4.1)–(4.1) would be obtained just by looking for Ricci-flat uncharged black 3-brane solutions with a metric in the class (2.1). Finding first the functions $`y`$ and $`w`$, one is then to plug them back into (4.1) to determine the functions $`f`$ and $`z`$.

The BPS solution of (4.1)–(4.1) corresponds to $`a=0`$ and $`y,w`$ subject to (3.1), leading to the generalized conifold space (2.1), (2.1).

We begin an analysis of the non-BPS solutions by discussing the special case when $`w=\mathrm{\Phi }=0`$. In this case, the $`T^{1,1}`$ is not squashed, and the eqs. (4.1)–(4.1) simplify substantially. When $`P>0`$ we will see that we recover the non-BPS generalization of the KT solution first discussed in . In section 5.2 we will see that in the $`P=0`$ limit this solution does not become the standard (regular) non-extremal D3-brane solution. Similar singular non-BPS solutions with non-constant dilaton are constructed in Appendix A.

Integrating (4.1) and using (4.1) we find

$$y^{}=\sqrt{b^2+e^{8y}},b=\sqrt{\frac{3}{5}}a.$$

Assuming the required long-distance ($`u0`$) asymptotic conditions we then have

$$e^{4y}=\frac{b}{\mathrm{sinh}4bu}.$$

Integrating (4.1) shows that

$$f=f_{}\frac{P}{4}\mathrm{ln}\mathrm{tanh}2bu,$$

i.e. $`f`$ approaches a constant at large $`u`$ and has the KT behavior (3.1) at small $`u`$.

The large $`u`$ (short distance) behaviour is an improvement compared to the extremal KT case: since $`f`$ stays positive (does not change sign) so does $`K`$ which is a derivative of $`e^{4z}`$ (cf. (2.1),(4.1)). That means that $`e^{4z}`$ will keep growing at small distances, and does not go to zero. The total function $`h=e^{4z4x}`$ in (2.1) will vanish only at $`u=\mathrm{}`$ due to the vanishing of $`e^{4x}`$, i.e. here the singularity coincides with the horizon.

This is a rather peculiar situation, different from the naked singularity of the KT solution. The non-vanishing of the non-extremality parameter $`ab`$ is obviously crucial for this difference.4 Other known cases of solutions where a horizon coincides with a curvature singularity include, for example, dilatonic BPS Dp-branes  as well as D3-branes on generalized conifolds .

Explicitly, from the equation for $`z`$ in (4.1) $`e^{4z}=𝑑u[Q+2Pf(u)]`$, we find that $`z`$ can be expressed in terms of polylogarithms

$$e^{4z}=C+K_{}u+\frac{P^2}{8b}\left(\mathrm{Li}_2(e^{4bu})\mathrm{Li}_2(e^{4bu})\right),$$

where $`K_{}=Q+2Pf_{}`$.5 Note that $`e^{4z(0)}=C\frac{\pi ^2P^2}{32b}`$. The constant $`C`$ may be adjusted so that the solution has or does not have an asymptotically flat region; the latter possibility corresponds to $`h(0)=0`$.

The exact analytical solution presented here realises the non-BPS KT background discussed in  . In particular, the equation (2.53) in  for the warp factor $`\mathrm{}_1(\tau )\sqrt{f(x)}`$ that determines the position of the event horizon is solved with the identification6 Here $`f`$ and $`x`$ refer to the notation in .

$$xx(u)=\frac{4a}{3b}e^{4au}\mathrm{sinh}4bu,$$

$$f(x)f(x(u))=e^{8au},$$

provided we set $`a=\frac{243}{4}A`$. In , $`f(x_{})`$ was found numerically to vanish for $`x_{}0`$. Given (4.1), (4.1) we see that this statement is incorrect. This numerical error led to the wrong conclusion of the nonsingular horizon of the black hole solution in the KT geometry proposed in  .

Near $`u=0`$ we get from (4.1) the same expression as in the extremal case ($`a=0,b=0`$), i.e. the KT behaviour (3.1) where $`e^{4z}`$ is 1 at $`u=0`$ and grows as $`u`$ increases. For large $`u`$:

$$y=bu+\frac{1}{4}\mathrm{log}2b+\frac{1}{4}e^{8bu}+\mathrm{},f=f_{}+\frac{P}{2}e^{4bu}+\mathrm{},$$

$$e^{4z}=C+K_{}u\frac{P^2}{4b}e^{4bu}+\mathrm{}.$$

Thus $`e^{4z}`$ always grows never reaching zero. If we define the horizon as the locus where $`G_{00}=\mathrm{exp}(2z6x)`$ vanishes, then from these large $`u`$ asymptotics, it is clear that we have a horizon as $`u\mathrm{}`$. Moreover, from (2.1) and the differential equations (4.1), (4.1) and (4.1), we find that the Ricci scalar in this space-time is $`R=P^2e^{6z6y}`$. From the large $`u`$ asymptotics, it is clear that $`R`$ is singular in the limit $`u\mathrm{}`$.

We conclude that the non-BPS solution (4.1)–(4.1) does not have a horizon shielding the naked singularity of the extremal KT solution; instead, the introduction of non-extremality here creates a horizon at $`u=\mathrm{}`$ and shifts the singularity of the extremal KT background from a finite value of $`u`$ to the same point $`u=\mathrm{}`$.

In fact, if we take the $`P0`$ limit of (4.1)–(4.1), thus removing the fractional branes, we still have a singular horizon at $`u=\mathrm{}`$: even though the Ricci scalar vanishes, components of the curvature tensor blow up. The lesson is that the presence of the fractional charge does not influence the singularity significantly. We will show in the next section that this $`P=0`$ limit corresponds not to the ordinary non-extremal D3-brane solution but to a special non-BPS D3-brane solution.

5. General Non-Extremal Pure D3-Solution and Its Regular and Singular Cases

In this section we trace the singular horizon problem of the special solution found in the previous section to a similar problem in the $`P=0`$ case, i.e. to singularity of certain non-extremal generalizations of the regular extremal D3-brane solution.

In general, the system of second-order differential equations for $`y`$ (3.1) and $`z`$ (3.1) has an extra free integration constant – an extra parameter of non-BPS deformation in addition to the constant $`a`$ in $`x`$ in (3.1). The standard non-extremal D3 with regular horizon  is a special case of a more general class of solutions. One usually discards such more general solutions by imposing the condition that the horizon should be regular. That condition is satisfied only for a special choice of two free integration constants.

From the effective “7-d black hole” point of view, these more general solutions correspond to the case when an extra scalar (the radius of the internal 3-torus) has non-vanishing asymptotic charge. However, regular black holes should not have scalar hair – otherwise we get a singular horizon. It is only when this extra scalar charge is tuned to zero that we get a regular non-extremal D3-brane solution.

To consider the non-extremal pure D3-brane case let us start with the general system of equations (3.1)–(3.1) with $`P=0`$ and $`f=0`$.7 We could keep $`f`$ non-constant for $`P=0`$. That would introduce an extra potential term in the equations for the remaining fields. Like the $`\mathrm{\Phi }u`$ case discussed in Appendix A, this corresponds to having an extra scalar charge and most likely leads to a singular solution. To match the standard D3-brane solution we shall also set $`\mathrm{\Phi }=0`$ and $`w=0`$.8 The discussion of this section applies both to $`M_5=T^{1,1}`$ and $`M_5=S^5`$. Then we are left with (3.1) and the following system:

$$y^{\prime \prime }4e^{8y}=0,z^{\prime \prime }\frac{1}{4}Q^2e^{8z}=0,$$

i.e.

$$x^{}=a,y^2=b^2+e^{8y},z^2=c^2+q^2e^{8z},q\frac{1}{4}Q,$$

with the integration constants $`a,b,c`$ related by the zero-energy constraint (3.1)

$$5b^23a^22c^2=0.$$

Assuming that $`a,b,c0`$ (so that $`y\mathrm{}`$ for $`u0`$) and that $`h,g`$ in (2.1) approach 1 as $`u0`$, we find

$$e^{4y}=\frac{b}{\mathrm{sinh}4bu},e^{4z}=\frac{c}{q\mathrm{sinh}4c(u+k)},e^{4x}=e^{4au},$$

where $`k`$ is defined by

$$e^{4ck}=q^1(\sqrt{q^2+c^2}+c)\gamma .$$

Then (see (2.1))

$$\rho ^4=e^{4y+4x}=\frac{2be^{4(ab)u}}{1e^{8bu}},g=e^{8au},$$

$$h=e^{4z4x}=e^{4(ca)u}[1+\frac{q}{2c\gamma }(1e^{8cu})].$$

At small $`u`$ (large $`\rho `$) we have

$$g=1\frac{2a}{\rho ^4}+\mathrm{},h=1+\frac{\sqrt{q^2+c^2}a}{\rho ^4}+\mathrm{},\rho ^4=\frac{1}{4u}+\mathrm{}.$$

5.1. Standard regular non-extremal D3-brane solution

The standard non-extremal D3-brane solution  corresponds to the case when

$$b=c=a,$$

i.e. to a line in the 2-parameter $`(b,c)`$ space. Then the constraint (5.1) is satisfied, and (5.1), (5.1) become

$$e^{4y}=\frac{a}{\mathrm{sinh}4au},e^{4z}=\frac{a}{q\mathrm{sinh}4a(u+k)},e^{4x}=e^{4au},$$

$$\gamma =e^{4ak}=q^1(\sqrt{q^2+a^2}+a).$$

Note that near the horizon ($`u\mathrm{}`$)

$$y=y_{}au+y_1e^{8au}+O(e^{16au}),z=z_{}au+z_1e^{8au}+O(e^{16au}),$$

$$y_{}=\frac{1}{4}\mathrm{ln}2a,y_1=\frac{1}{4},z_{}=\frac{1}{4}\mathrm{ln}\frac{2a}{q\gamma },z_1=\frac{1}{4\gamma ^2},$$

while at large distances ($`u0`$)

$$y=\frac{1}{4}\mathrm{ln}4u\frac{2}{3}a^2u^2+O(u^3),z=\overline{q}u+O(u^2),\overline{q}=q\gamma ^1+a=\sqrt{q^2+a^2}.$$

It is only for the choice $`b=c=a`$ that the metric (2.1) takes the standard non-extremal D3-brane form \[12,,13\]

$$ds_{10E}^2=h^{1/2}(gdX_0^2+dX_idX_i)+h^{1/2}[g^1d\rho ^2+\rho ^2(dM_5)^2],$$

$$g=e^{8x}=1\frac{2a}{\rho ^4},\rho ^4=\frac{2a}{1e^{8au}},$$

$$h=e^{4z4x}=1+\frac{\stackrel{~}{q}}{\rho ^4},\stackrel{~}{q}=\gamma ^1q=\sqrt{q^2+a^2}a.$$

In an often-used parametrization $`q=2a\mathrm{sinh}\alpha \mathrm{cosh}\alpha `$ and $`\stackrel{~}{q}=2a\mathrm{sinh}^2\alpha `$, where the charge $`q`$ is fixed in the extremal $`a0`$ limit. The mass (density) of the solution is $`M=\sqrt{q^2+a^2}+\frac{3}{4}a>q`$, so this is the standard non-extremal black-brane type solution with a regular horizon.

Let us note also that the choice of $`k=0`$ in (5.1) leads to the black hole in AdS solution, where we remove the asymptotically flat region. Then the metric is (5.1) with

$$g=e^{8x}=1\frac{2a}{\rho ^4},\rho ^4=\frac{2a}{1e^{8au}},h=e^{4z4x}=\frac{q}{\rho ^4}.$$

5.2. Special singular non-extremal D3-brane solution

The general solution with arbitrary $`b`$ and $`c`$ reduces to the standard extremal D3-brane background only if we set $`b`$ and $`c`$ proportional to $`a`$, satisfying the constraint (5.1).

The simplest special case is $`c=0`$ where $`z`$ satisfies the 1-st order equation $`z^{}=qe^{4z}`$ (cf. (5.1)). Then from (5.1) we get

$$e^{4y}=\frac{b}{\mathrm{sinh}4bu},e^{4z}=1+4qu,e^{4x}=e^{4au},b=\sqrt{\frac{3}{5}}a,$$

and thus

$$\rho ^4=e^{4y+4x}=\frac{2be^{4(ab)u}}{1e^{8bu}},h=e^{4z4x}=(1+4qu)e^{4au},g=e^{8au}.$$

This solution, which is the $`P=0`$ limit of the solution  derived in section 4, has a singular horizon at $`u=\mathrm{}`$.

For small $`u`$ (large distances) and in the limit $`a0`$, we still get the standard asymptotic extremal D3-brane behavior

$$\rho ^4=\frac{1}{4u}+\mathrm{},g=1\frac{2a}{\rho ^4}+\mathrm{},h=1+\frac{qa}{\rho ^4}+\mathrm{}.$$

If we define the horizon as the place where $`G_{00}`$ vanishes, then its location is at infinite $`u`$. Note that there $`g0`$, but also $`h0`$; still $`G_{00}=h^{1/2}g0`$.

Since $`b<a`$, the radial coordinate $`\rho `$ is not a monotonic function of $`u`$: it grows to infinity at both $`u=0`$ and $`u=\mathrm{}`$, having a minimum at finite $`u`$. Therefore, $`\rho `$ is not a good (one-to-one) coordinate, and we must instead use $`u`$ to cover the entire space-time. The same remark applies to the fractional brane generalization of (5.1), i.e. to the solution of  found in section 4.

It is only in the case $`b=c=a`$ of the standard D3-brane solution (5.1) that $`\rho `$ is monotonic with $`\rho (0)=\mathrm{}`$, and $`\rho ^4(\mathrm{})=2a`$ is the position of the horizon.

The explicit form of the corresponding metric (2.1) in the special case of (5.1) is

$$ds_{10E}^2=(1+4qu)^{1/2}(e^{6au}dX_0^2+e^{2au}dX_idX_i)+(1+4qu)^{1/2}ds_6^2,$$

$$ds_6^2=(\frac{b}{\mathrm{sinh}4bu})^{5/2}du^2+(\frac{b}{\mathrm{sinh}4bu})^{1/2}(dM_5)^2.$$

This metric has a horizon as well as curvature singularity at $`u=\mathrm{}`$. (One can check that $`R_{mnkl}R^{mnkl}`$ is divergent there.)

6. Discussion

To summarize, the condition of regular horizon usually imposed on black holes excludes the special non-extremal D3-brane solution discussed in section 5.2. This solution is special in that $`z`$ satisfies the same 1-st order equation (without an extra integration constant) as in the extremal case. For that reason it is this solution that has the immediate simple fractional D3-brane generalization found in  and described explicitly in section 4. This solution has a singular horizon, which is now not surprising since for zero fractional D3-brane charge $`P`$, it reduces not to the standard regular D3-brane solution of section 5.1 but to the special singular solution of section 5.2.

Let us make the comparison with  more explicit. Just as for the $`P=0`$ case discussed in section 5.2, as we increase $`u`$ the radial coordinate $`\rho `$ reaches a minimum value $`\rho _{}`$ and then starts increasing again. In fact, $`\rho (u)`$ is exactly the same as in the $`P=0`$ case, eq. (5.1). In  $`\rho _{}`$ was incorrectly identified as the horizon. But it is not a horizon because $`g=e^{8x}`$ is finite there – the minimum value $`\rho _{}`$ is an artefact of the coordinate choice. In this solution the coordinate $`u`$ covers both branches of the $`\rho `$ coordinate. The singular horizon is located at $`u=\mathrm{}`$ where $`\rho =\mathrm{}`$.

The above discussion shows that in order for the non-extremal generalization of the KT solution to reduce to the standard black D3-brane in the $`P0`$ limit, the large $`u`$ asymptotics have to be (see (5.1), (5.1))

$$u1:x=au,yau+y_{},zau+z_{},$$

$$ww_{},\mathrm{\Phi }\mathrm{\Phi }_{},ff_{}.$$

These asymptotics guarantee the existence of a regular Schwarzschild horizon at $`u=\mathrm{}`$, and it is natural to expect that $`w,f`$ and $`\mathrm{\Phi }`$ have stationary points at this $`u\mathrm{}`$ horizon. Then it is easy to see that our system of equations (3.1)–(3.1) and the constraint (3.1) are indeed satisfied at large $`u`$. It is also not hard to check that turning on $`P`$ makes a small perturbation on these asymptotics.

Since in the $`P0`$ limit we need to keep $`c=a`$ in the equation (5.1) for $`z`$, we are forced to give up the 1-st order equations for $`z`$ and $`f`$ (4.1), i.e. the self-duality of the 3-forms. In turn, the equations (3.1) and (3.1) for $`\mathrm{\Phi }`$ and $`w`$ then receive sources and it is no longer possible to have solutions with $`\mathrm{\Phi }=0`$ and $`w=0`$. The reason for this special role of $`w`$ is that our ansatz for the forms (2.1)–(2.1) breaks the symmetry between $`\psi `$ and other directions of $`M_5`$. The lack of self-duality of the 3-forms causes the $`T^{1,1}`$ to become squashed at finite $`u`$.

Now we face a formidable task of solving the complete 2-nd order system of equations (3.1)–(3.1), looking for special non-singular solutions which interpolate between the KT asymptotics (3.1),(3.1) at small $`u`$ and the Schwarzschild horizon asymptotics (6.1), (6.1) for large $`u`$. Such solutions will be discussed in a future publication.

Acknowledgements

We are grateful to Steve Gubser and Peter Ouyang for useful discussions. This research was supported in part by the NSF under Grant No. PHY99-07949. The work of A. B. was also supported in part by the NSF under Grant No. PHY97-22022. The work of C. P. H. and I. R. K. was also supported in part by the NSF under Grant No. PHY98-02484. L.P.Z. would like to acknowledge the Office of the Provost at the University of Michigan and DOE for support. The work of A.T. is supported in part by the DOE grant DOE-FG02-91R-40690, PPARC SPG grant, and INTAS project 991590.

Appendix A. Non-BPS solution with non-constant dilaton and $`w=0`$

Here we discuss singular solutions with a non-constant dilaton,

$$\mathrm{\Phi }=4pu.$$

Now the zero-energy constraint is

$$5y^25w^2e^{8y}(6e^{2w}e^{12w})=3a^2+2p^2.$$

We find

$$e^{4y}=\frac{b}{\mathrm{sinh}4bu},5b^2=3a^2+2p^2.$$

The functions $`f`$ and $`z`$ are then determined from (4.1).

If we keep $`a`$ and $`p`$ independent and take $`P=0`$, then we do not get the standard non-extremal D3-brane solution but rather its generalization with non-zero dilatonic charge. If $`a=0`$ but the non-vanishing dilaton charge $`p0`$, we recover the conifold analog of the singular generalization of the extremal D3-brane solution discussed in \[14,,15\]. The fractional 3-brane case with non-zero $`P`$ still leads to a singular solution.

It is therefore necessary to relate $`p`$ and $`a`$, i.e. to demand that

$$p=ma,b=na,n=[\frac{1}{5}(3+2m^2)]^{1/2}.$$

The relation (A.1) is needed in order to get back the KT solution (and not its other non-BPS generalization with running dilaton) in the limit $`a=0`$. Then $`a`$ plays the role of the non-extremality parameter which “drives” the solution away from the BPS point of the KT background (3.1).

One particularly simple possibility is $`m=1`$, i.e.

$$p=b=a.$$

Then eqs. (4.1) become

$$f^{}+\frac{aPe^{4au}}{\mathrm{sinh}4au}=0,(e^{4z})^{}=Q+2Pf,$$

so that

$$f=f_{}\frac{P}{4}\mathrm{ln}(e^{8au}1),$$

which of course reduces to the KT expression in (3.1) in the BPS $`a=0`$ limit ($`f_0=f_{}\frac{P}{4}\mathrm{ln}8a)`$. $`f`$ goes in the same $`\mathrm{log}u`$ way for small $`u`$ (large distances) and linearly with $`u`$ for large $`u`$ (small distances), a novel behaviour.

The equation for $`z`$ gives

$$e^{4z}=C+K_{}u2aP^2u^2\frac{P^2}{16a}\mathrm{Li}_2(e^{8au}),$$

$$C=1+\frac{P^2\pi ^2}{96a},K_{}=Q+2f_{}P,$$

where $`C`$ is such that $`z(0)=0`$ to have the standard long distance limit. Explicitly, for small $`u`$ we reproduce the KT asymptotic behaviour

$$e^{4z}=1\frac{P^2}{2}u\mathrm{log}u+[K_{}+\frac{1}{2}P^2(1\mathrm{ln}8a)]u+O(u^2),$$

while for large $`u`$

$$e^{4z}=2aP^2u^2+K_{}u+O(e^{8au}),$$

indicating the presence of a special point at finite $`u`$ where $`e^{4z}`$ vanishes.9 Numerical analysis confirms that there exists a finite value of $`u`$ were $`z`$ goes to infinity. The behaviour of $`e^{4z}`$ is similar to that of the $`1+uu^2`$ function: its starts at 1, grows reaching a maximum, and then goes to zero at approximately $`u_s=1.617`$.

This point is a curvature singularity. According to (2.1), (2.1), $`h=e^{4z4x}`$, so that $`h=0`$ at finite $`u`$. Note that $`g=e^{8x}`$ and $`\rho =e^{y+x}`$ are still finite there, so this is a naked singularity. Just as in the KT case, the derivative of $`z`$ or $`(e^{4z})^{}=K(u)`$ becomes zero at $`u=u_0`$ before we reach that singular point: $`e^{8au_0}=1+2P^1e^{K_0}`$. Since the derivative of $`e^{4z}`$ changes sign, that means $`e^{4z}`$ reaches a maximum at $`u=u_0`$ and then goes to zero.

Above we considered the case of $`p>0`$ when the string coupling $`e^\mathrm{\Phi }=e^{4pu}`$ grows at small distances. One finds a somewhat nicer behaviour of the metric in the opposite case of $`m=1`$, i.e.

$$p=b=a.$$

Now for large $`u`$ the string coupling becomes weak and $`ff_{}`$. This produces a solution with a singular horizon at $`u=\mathrm{}`$. For example, if we choose $`Q+2Pf_{}=0`$, then $`e^{4z}`$ approaches a constant for large $`u`$. The horizon is singular because the string-frame metric becomes

$$ds_{string}^2e^{8au}dX_0^2+dX_idX_i+e^{12au}du^2+e^{4au}(dM_5)^2,$$

so that the longitudinal volume stays finite but the transverse volume vanishes at the horizon.

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