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# Muon anomalous magnetic moment in technicolor models

## Abstract

Contributions to the muon anomalous magnetic moment are evaluated in the technicolor model with scalars and topcolor assisted technicolor model. In the technicolor model with scalars, the additional contributions come from the loops of scalars, which were found sizable only for a very large $`f/f^{^{}}`$ disfavored by the experiment of $`bs\gamma `$. The topcolor effect is also found to be large only for an unnaturally large $`\mathrm{tan}\theta ^{}`$, and thus the previously evaluated loop effects of extended technicolor bosons, suppressed by $`m_\mu ^2/M_{ETC}^2`$, must be resorted to account for the E821 experiment. So, if the E821 experiment result persists, it would be a challenge to technicolor models.

Key words: technicolor, muon, anomalous magnetic moment

Introduction

While it is often argued that the standard model (SM) should be augmented by new physics at higher energy scales because of some unanswered fundamental questions, the recently reported 2.6 standard deviation of the muon anomalous magnetic moment over its SM prediction  may serve as the first evidence of existence of new physics at a scale not far above the weak scale . Since the experiment of the muon anomalous magnetic moment will be further developed, it will be a very powerful tool for testing the SM and probing new physics.

There are numerous speculations on the possible forms of new physics, among which supersymmetry (SUSY) and technicolor are the two typical different frameworks. Although both frameworks are well motivated, SUSY has been more favored by precision electroweak experiment than technicolor. The SUSY contributions to the muon anomalous magnetic moment were computed by many authors. It was found that SUSY can give the large contributions and thus naturally explain the reported deviation  ***There are also some attempts to explain the reported deviation in other approaches..

Confronted with the new experiment results of the muon anomalous magnetic moment, both supersymmetry and technicolor should be examined. In this letter, we will evaluate technicolor contributions. First we will present a detailed analysis in the framework of technicolor model with scalars , which is likely to give significant contributions since the couplings of scalars to muon could be significantly enhanced by the parameter $`f/f^{^{}}`$. Then we give an analysis for the topcolor-assisted technicolor model, which also seemingly can give large contributions since this model predicts a new gauge boson $`Z^{}`$. Finally, for other technicolor models, we will give a comment.

Technicolor with scalars

Technicolor with scalars has a minimal $`SU(N)`$ technicolor sector, consisting of two techniflavors p and m. The technifermions transform as singlet under color and as fundamentals under the $`SU(N)`$ technicolor group. In addition to the above particle spectrum, there exists a scalar doublet $`\varphi `$ to which both the ordinary fermions and technifermions are coupled. Unlike the SM Higgs doublet, $`\varphi `$ does not cause electroweak symmetry breaking but obtains a non-zero effective vacuum expectation value (VEV) when technicolor breaks the symmetry.

If we write the matrix form of the scalar doublet as

$$\mathrm{\Phi }=\left[\begin{array}{cc}\overline{\varphi }^0& \varphi ^+\\ \varphi ^{}& \varphi ^0\end{array}\right]\frac{(\sigma +f^{^{}})}{\sqrt{2}}\mathrm{\Sigma }^{^{}},$$
(1)
and adopt the conventional non-linear representation $`\mathrm{\Sigma }=exp(\frac{2i\mathrm{\Pi }}{f})`$ and $`\mathrm{\Sigma }^{^{}}=exp(\frac{2i\mathrm{\Pi }^{^{}}}{f^{^{}}})`$ for technipions, with fields in $`\mathrm{\Pi }`$ and $`\mathrm{\Pi }^{^{}}`$ representing the pseudoscalar bound states of the technifermions $`p`$ and $`m`$, then the kinetic terms for the scalar fields are given by

$`_{K.E.}`$ $`=`$ $`{\displaystyle \frac{1}{2}}_\mu \sigma ^\mu \sigma +{\displaystyle \frac{1}{4}}f^2Tr(D_\mu \mathrm{\Sigma }^{}D^\mu \mathrm{\Sigma })`$ (3)
$`+{\displaystyle \frac{1}{4}}(\sigma +f^{^{}})^2Tr(D_\mu \mathrm{\Sigma }^{{}_{}{}^{}}D^\mu \mathrm{\Sigma }^{^{}}).`$
Here $`D^\mu `$ denotes the $`SU(2)_L\times SU(2)_R`$ covariant derivative, $`\sigma `$ is an isosinglet scalar field, $`f`$ and $`f^{}`$ are the technipion decay constant and the effective VEV, respectively.

The mixing between $`\mathrm{\Pi }`$ and $`\mathrm{\Pi }^{^{}}`$ gives

$`\pi _a`$ $`=`$ $`{\displaystyle \frac{f\mathrm{\Pi }+f^{^{}}\mathrm{\Pi }^{^{}}}{\sqrt{f^2+f^{}_{}{}^{}2}}},`$ (4)
$`\pi _p`$ $`=`$ $`{\displaystyle \frac{f^{^{}}\mathrm{\Pi }+f\mathrm{\Pi }^{^{}}}{\sqrt{f^2+f^{}_{}{}^{}2}}},`$ (5)
with $`\pi _a`$ becoming the longitudinal component of the W and Z, and $`\pi _p`$ remaining in the low-energy theory as an isotriplet of physical scalars. From Eq. (3) one can obtain the correct gauge boson masses providing that $`f^2+f^{}_{}{}^{}2=v^2`$ with the electroweak scale $`v=246GeV`$.

Additionally, the contributions to scalar potential generated by the technicolor interactions should be included in this model. The simplest term one can construct is

$$_T=c_14\pi f^3Tr\left[\mathrm{\Phi }\left(\begin{array}{cc}h_+& 0\\ 0& h_{}\end{array}\right)\mathrm{\Sigma }^{}\right]+h.c.,$$
(6)
where $`c_1`$ is a coefficient of order unity, $`h_+`$ and $`h_{}`$ are the Yukawa couplings of scalars to $`p`$ and $`m`$. From Eq. (6) the mass of the charged scalar at lowest order is obtained as

$$m_{\pi _p}^2=2\sqrt{2}(4\pi f/f^{})v^2h$$
(7)
with $`h=(h_++h_{})/2`$. When the largest Coleman-Weinberg corrections for the $`\sigma `$ field are included in the effective chiral Lagrangian, one obtains the constraint

$$\stackrel{~}{M}_\varphi ^2f^{}+\frac{\stackrel{~}{\lambda }}{2}f^{}_{}{}^{}3=8\sqrt{2}\pi c_1hf^3$$
(8)
and the isoscalar mass as

$$m_\sigma ^2=\stackrel{~}{M}_\varphi ^2+\frac{2}{3\pi ^2}[6(\frac{m_t}{f^{}})^4+Nh^4]f^{}_{}{}^{}2$$
(9)
in limit $`(i)`$ where the shifted $`\varphi ^4`$ coupling $`\stackrel{~}{\lambda }`$ is small and can be neglected , and

$$m_\sigma ^2=\frac{3}{2}\stackrel{~}{\lambda }f^{}_{}{}^{}2\frac{1}{4\pi ^2}[6(\frac{m_t}{f^{}})^4+Nh^4]f^{}_{}{}^{}2$$
(10)
in limit $`(ii)`$ where the shifted mass of the scalar doublet $`\varphi `$, $`\stackrel{~}{M_\varphi }`$ is small and can be neglected.

The advantage of this model is that it can successfully account for fermion masses without generating large flavor-changing neutral current effects, and without exceeding the experimental bounds on oblique electroweak radiative corrections. Furthermore, we stress at the lowest order, only two independent parameters $`(f/f^{^{}},m_{\pi _p})`$ in the limits (i) and (ii) mentioned above are needed to describe the phenomenology.

The contributions to the muon anomalous magnetic moment stem from the diagrams shown in Fig. 1. The relevant interactions can be extracted from Eq. (3) and Eq. (6)

$``$ $`=`$ $`({\displaystyle \frac{v}{f^{^{}}}}){\displaystyle \frac{gm_\mu }{2m_W}}\sigma \overline{\mu }\mu ({\displaystyle \frac{f}{f^{^{}}}}){\displaystyle \frac{igm_\mu }{2m_W}}\pi _p^0\overline{\mu }\gamma _5\mu `$ (13)
$`+({\displaystyle \frac{f}{f^{^{}}}}){\displaystyle \frac{igm_\mu }{2\sqrt{2}m_W}}\left[\pi _p^+\overline{\nu _\mu }(1+\gamma _5)\mu \pi _p^{}\overline{\mu }(1\gamma _5)\nu _\mu \right]`$
$`ieA_\mu \pi _p^+\stackrel{}{^\mu }\pi _p^{}.`$
Describing the $`\gamma \mu \mu `$ vertex in the most general Lorentz structure form

$`\mathrm{\Gamma }_\alpha `$ $`=`$ $`i\{\gamma _\alpha [F_VF_A\gamma _5]+[iF_S+F_P\gamma _5]p_\alpha `$ (15)
$`+[iF_M+F_E\gamma _5]\sigma _{\alpha \beta }p^\beta \}`$
with $`p`$ being the incoming momentum of the photon and the form factors $`F_i`$ being functions of the invariant $`s=p^2`$, we obtain the explicit expression of the usual anomalous magnetic dipole moment as

$`a_\mu `$ $`{\displaystyle \frac{2m_f}{e}}F_M(0)=a_\mu ^{\pi ^0}+a_\mu ^\sigma +a_\mu ^{\pi ^\pm }`$ (18)
$`={\displaystyle \frac{G_Fm_\mu ^2}{\sqrt{2}\pi ^2}}({\displaystyle \frac{f}{f^{^{}}}})^2\{f_1(a_{\pi _p},b_{\pi _p})+i{\displaystyle \frac{m_\mu ^2}{m_{\pi _p}}}f_1(a_{\pi _p},b_{\pi _p})`$
$`+({\displaystyle \frac{v}{f}})^2[f_1(a_\sigma ,b_\sigma )+2f_2(a_\sigma ,b_\sigma )]\}.`$
Here $`a_h,b_h`$ ($`h=\sigma ,\pi _p`$) are the roots of equation $`m_\mu ^2x^2m_h^2x+m_h^2=0`$ with the convention $`a_h>b_h`$, and the functions $`f_i`$ are given by

$`f_1(x,y)`$ $`=`$ $`{\displaystyle \frac{1}{xy}}\left[y^3\mathrm{ln}{\displaystyle \frac{y}{y1}}x^3\mathrm{ln}{\displaystyle \frac{x}{x1}}\right]+x+y+{\displaystyle \frac{1}{2}},`$ (19)
$`f_2(x,y)`$ $`=`$ $`{\displaystyle \frac{1}{xy}}\left[x^2\mathrm{ln}{\displaystyle \frac{x}{x1}}y^2\mathrm{ln}{\displaystyle \frac{y}{y1}}\right]1.`$ (20)
We should bear in mind that the parameter space chosen in our numerical calculations is consistent with known experimental measurements. At first, we apply the lower experimental bound of $`107.7GeV`$ for the SM Higgs and $`78.6GeV`$ for charged Higgs boson in Two-Higgs-Doublet model  directly to constrain the mass of the scalars, and set the mass of the charged scalar less than $`1TeV`$, leaving $`f/f^{^{}}`$ as a free parameter. We perform a complete scan of the parameter space of technicolor with scalars, and display the additional contribution due to the neutral scalars as a function of $`f/f^{^{}}`$ in Fig. 2, with the mass of $`m_{\pi _p}`$ varying from 107.7 GeV to 1 TeV for any fixed value of $`f/f^{}`$.

A couple of remarks are due regarding our results:

* In limit $`(i)`$, contributions to the muon anomalous magnetic moment from the neutral scalars can be positive or negative and not large enough except for very large $`f/f^{^{}}`$; whereas the charged scalar can only provide the contribution to the imaginary part which is much smaller than the real one.
* Unlike the case in limit $`(i)`$, the additional contributions are negligible in limit $`(ii)`$. No very large $`f/f^{^{}}`$ is allowed by the model.
* As expected, for any fixed value of $`f/f^{^{}}`$, the total contribution decreases rapidly as the mass of the charged scalar increases.

The limit on $`f/f^{^{}}`$ has been investigated by several authors, and obtained from the studies of $`bX_c\tau \nu `$ , $`bX_s\gamma `$, $`Zb\overline{b}`$ , $`BX_s\mu ^+\mu ^{}`$  and B-$`\overline{B}`$ mixing, which is given by

$$\frac{f}{f^{^{}}}0.03\left(\frac{m_{\pi _p}}{1GeV}\right)(95\%C.L.).$$
(21)
According to this limit, $`f/f^{^{}}>200`$, which is needed to give large contributions to the muon anomalous moment, seems unlikely.

Topcolor-assisted technicolor model

The other competitive candidate, which might provide large additional contributions to the muon anomalous moment, is the topcolor-assisted technicolor model . The model assume: (i) electroweak interactions are broken by technicolor; (ii) the top quark mass is large because it is the combination of a dynamical condensate component, generated by a new strong dynamics, together with a small fundamental component,generated by an extended technicolor (ETC) ; (iii) the new strong dynamics is assumed to be chiral critically strong but spontaneously broken by technicolor at the scale $`1TeV`$, and it generally couples preferentially to the third generation. This needs a new class of technicolor models incorporating “top-color”. The dynamics at $`1TeV`$ scale involves the gauge structure:

$`SU(3)_1`$ $`\times SU(3)_2\times U(1)_{Y_1}\times U(1)_{Y_2}`$ (23)
$`SU(3)_{QCD}\times U(1)_{EM}`$
where $`SU(3)_1\times U(1)_{Y_1}[SU(3)_2\times U(1)_{Y_2}]`$ generally couples preferentially to the third (first and second) generation, and is assumed to be strong enough to form chiral $`<\overline{t}t>`$ but not $`<\overline{b}b>`$ condensation by the $`U(1)_{Y_1}`$ coupling. A residual global symmetry $`SU(3)^{^{}}\times U(1)^{^{}}`$ implies the existence of a massive color-singlet heavy $`Z^{^{}}`$ and an octet $`B_\mu ^A`$. A symmetry-breaking pattern onlined above will generically give rise to three top-pions, $`\stackrel{~}{\pi }`$, near the top mass scale.

In this model, in addition to the previously evaluated loop effects of ETC bosons which generates the muon mass , the muon anomalous magnetic moment receives additional contributions only from a gauge boson $`Z_\mu ^{^{}}`$, top-pions $`\stackrel{~}{\pi }^0,\stackrel{~}{\pi }^\pm `$ and technipions with Feynman diagrams similar to Fig. 1 and $`\sigma ,\pi _p`$ replaced by $`Z_\mu ^{^{}}`$, top-pions (technipions), respectively. The interaction of top-pions, neutral gauge boson with muon are given by

$`^{eff}`$ $`=`$ $`{\displaystyle \frac{1}{2}}g_1\mathrm{tan}^2\theta ^{^{}}Z_\alpha ^{^{}}\left[\overline{\mu }_L\gamma ^\alpha \mu _L+2\overline{\mu }_R\gamma ^\alpha \mu _R\right]`$ (25)
$`+{\displaystyle \frac{m_\mu }{f_\pi }}[{\displaystyle \frac{i}{\sqrt{2}}}\overline{\mu }_L\stackrel{~}{\pi }^0\gamma _5\mu _R+\overline{\nu }_{\mu L}\stackrel{~}{\pi }^+\mu _R+h.c.]`$
where $`g_1`$ is the $`U(1)_Y`$ coupling constant at the scalar $`1TeV`$. The SM $`U(1)_Y`$ and the $`U(1)^{^{}}`$ field $`Z_\alpha ^{^{}}`$ is then defined by orthogonal rotation with mixing angle $`\theta ^{^{}}`$.

In this letter, we don’t take small technipions effects into account. Note when the Lagrangian in Eq. (25) is used to calculate the additional technicolor effects to the muon anomalous magnetic moment, the small contribution from the charged top-pions, as well as neutral one, can be neglected safely, as in the case of technicolor with scalars. Now we present the contributions from the neutral gauge boson $`Z^{^{}}`$

$`a_\mu `$ $`=`$ $`{\displaystyle \frac{g_1^2}{32\pi ^2}}\mathrm{tan}^2\theta ^{^{}}\{a_Z^{^{}}b_Z^{^{}}{\displaystyle \frac{11}{2}}`$ (28)
$`+{\displaystyle \frac{1}{a_Z^{^{}}b_Z^{^{}}}}[a_Z^{^{}}(a_Z^{^{}}^2+5a_Z^{^{}}6)\mathrm{ln}{\displaystyle \frac{a_Z^{^{}}}{a_Z^{^{}}1}}`$
$`b_Z^{^{}}(b_Z^{^{}}^2+5b_Z^{^{}}6)\mathrm{ln}{\displaystyle \frac{b_Z^{^{}}}{b_Z^{^{}}1}}]\},`$
where $`a_Z^{^{}},b_Z^{^{}}`$ are defined in Eq. (18).

The additional contribution due to the neutral gauge boson $`Z^{^{}}`$ to the muon anomalous magnetic moment as a function of $`\mathrm{tan}\theta ^{^{}}`$ is shown is Fig. 3, with the mass of $`Z^{^{}}`$ varying from 100 GeV to 1 TeV for any fixed value of $`\mathrm{tan}\theta ^{^{}}`$. One can see the topcolor-assisted model can also give large contributions in case of a large $`\mathrm{tan}\theta ^{}`$, which, however, is not favored by the model because a small $`\mathrm{tan}\theta ^{^{}}1`$ is ultimately demanded to select the top quark direction for condensation. To account for the E821 experiment, the ETC loop contributions must be resorted, which is suppressed by $`m_\mu ^2/M_{ETC}^2`$ and requires $`M_{ETC}1`$ TeV, as evaluated in .

We also scanned other technicolor models and found that models without ETC to generate the fermions masses are more unlikely to give the large contributions to the muon anomalous magnetic moment since the new particle couplings to the muon do not have any enhancement factors like $`f/f^{}`$.

In summary, we evaluated technicolor contributions to the muon anomalous magnetic moment in two frameworks of technicolor: technicolor model with scalars and the topcolor-assisted technicolor model. We found that the technicolor model with scalars can give the large contributions required by the E821 experiment only for a very large $`f/f^{^{}}`$ which, however, is disfavored by the experiment of $`bs\gamma `$. The $`Z^{}`$ loop in the topcolor-assisted model can also give large contributions in case of a large $`\mathrm{tan}\theta ^{}`$, which is not in accord with the motivation for building this model. Thus to account for the E821 experiment, the ETC loop contributions suppressed by $`m_\mu ^2/M_{ETC}^2`$  must be resorted.

Therefore, if the current deviation of the muon anomalous moment from its SM prediction persists as the experiment is further developed, it would be a challenge to the technicolor models.

Acknowledgments

We thank L. Y. Shan, C. X. Yue and X. Zhang for helpful discussions. This work is supported in part by a grant of Chinese Academy of Science for Outstanding Young Scholars.


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# Symmetries in the Hubbard model with n-fold orbital degeneracy

## I Introduction

Recently considerable attention has been directed to the studies on correlated electrons in the present of orbital degree of freedom which is relevant to transitional-metal oxides, $`C_{60}`$ materials and artificial quantum dot arrays. Apart from the numerical and perturbative works theories based on symmetries were presented for one-dimensional models of these systems. An $`SU(4)`$ theory describing spin systems with orbital degeneracy was proposed for a theoretical understanding of the observed unusual properties. The ground-state phase diagrams for the system with a symmetry breaking of $`SU(4)SU(2)\times SU(2)`$ were discussed in ref.. For the 2-fold orbital degenerate Hubbard model a recent paper presented the $`SU(4)`$ theory and showed the underlying $`SU_d(4)`$ symmetry of spin-orbital double and a charge $`SU_c(4)`$ symmetry with an extended Lieb-Mattis transformation mapping those two $`SU(4)`$ generators into each other. On the basis of elementary degenerate perturbative theory, it was also shown that the effective Hamiltonian is equivalent to the $`SO(6)`$ and $`SU(4)`$ Heisenberg models respectively at half-filling and quarter-filling with strong coupling. In ref., the one-dimensional $`SU(4)`$ Hubbard model is extensively studied on the basis of Bethe ansatz solution. As for the symmetry theory of one-dimensional Hubbard model without orbital degeneracy, it has been well-investigated. Yang introduced the pairing operators and so constructed the symmetry $`SU(2)\times SU(2)`$. Based on the symmetry Fabian H.L.E$`\beta `$ler et. al. discussed the completeness of the Bethe ansatz solutions, M.Pernici showed the off-diagonal long-range order, D.B.Uglov and V.E.Korepin presented the Yangian symmetry $`Y(sl(2))Y(sl(2))`$ , and Fabian H.L.E$`\beta `$ler and Holger Frahm considered the density correlations. And it has been argued that the two-dimensional single-band Hubbard model has approximate $`SO(5)`$ symmetry. But the research works on the Hubbard model with orbital degeneracy are still in accumulation. In the present paper we study the symmetries of the Hubbard model of electrons with generally $`n`$-fold orbital degeneracy. We show and clarify that the $`SU_d(2n)`$ and $`SU_c(2n)`$ symmetries hold respectively, unlike in the simple Hubbard model for which both of the two symmetries are valid, for model with unified on-site interaction and that with partly attractive interactions. But the sub-symmetry $`SU_d^{(e)}(n)SU_d^{(o)}(n)`$ is found both valid for the two models and for arbitrary chemical potential $`\mu `$. An extended Lieb-Mattis transformation as in  is given to map these two symmetries into each other. By assuming at most two electrons on each site, on the basis of which the Bethe ansatz can be applied in one-dimensional model, we find the $`SU_d(2n)`$ and $`SU_c(2n)`$ symmetries both exist in each kind of the two models so we have a larger symmetry $`SU_d(2n)\times SU_c(2n)`$. Under the exclusion another underlying symmetry $`\left(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫\right)\left(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫\right)`$, which is not included in the $`SU_d(2n)\times SU_c(2n)`$, is also revealed for the unified $`U`$ model with $`\mu =U`$ so that the model totally possesses the symmetry $`SU_d(2n)\times SU_c(2n)\times \left[\left(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫\right)\left(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫\right)\right]`$. The underlying symmetry is also valid for the partially attractive model with $`\mu =U.`$

Consider the $`n`$-fold orbital degenerate electrons with states

$`|1`$ $`=`$ $`|1,,|2=|1,,`$ (2)
$`\mathrm{},`$
$`|2n1`$ $`=`$ $`|n,,|2n=|n,,`$ (3)
where in a state $`|l,\sigma `$ $`l`$ denotes the $`l`$th orbital component and $`\sigma =,`$ label the spin components. We start with a general Hamiltonian with n-fold orbital degeneracy expressed by

$$H=\underset{x,x^{}}{}\underset{a}{}\left(t_{xx^{}}C_a^+(x)C_a(x^{})+t_{xx^{}}^{}C_a^+(x^{})C_a(x)\right)+\underset{x}{}\underset{aa^{}}{}U_{aa^{}}n_a(x)n_a^{}(x)\mu \underset{x,a}{}n_a(x)$$
(4)
where $`C_a^+(x)`$ creates a fermion of state $`|a`$ at site $`x`$ and $`n_a(x)`$ is the corresponding particle number operator. The notation of site is not restricted to one-dimensional case.

## II $`SU_d(2n)`$ and $`SU_c(2n)`$ symmetries

Besides the $`U(1)`$ symmetry there exist two kinds of $`SU(2n)`$ symmetries for the orbital degenerate Hubbard model. We define

$`E_{ss^{}}`$ $`=`$ $`{\displaystyle \underset{x}{}}C_s^+(x)C_s^{}(x),`$ (5)
$`D_m`$ $`=`$ $`N_mN_{m+1},N_m={\displaystyle \underset{x}{}}C_m^+(x)C_m(x),`$ (6)
they fulfill the commutation relations

$`[E_{ss^{}},E_{tt^{}}]`$ $`=`$ $`\delta _{s^{},t}E_{st^{}}\delta _{s,t^{}}E_{ts^{}},`$ (7)
$`[D_m,E_{ss^{}}]`$ $`=`$ $`(\delta _{m,s}\delta _{m,s^{}}\delta _{m+1,s}+\delta _{m+1,s^{}})E_{ss^{}}.`$ (8)
These operators can construct an $`SU(2n)`$ Lie algebra

$$SU_d(2n):\{D_m,E_{ss^{}}m=1,\mathrm{},2n1;1ss^{}2n\},$$
(9)
with $`n(2n1)`$ of $`E_{ss^{}}`$ and there are totally $`(2n)^21`$ of generators. $`\{D_m\}`$ forms the commuting Cardan subalgebra of rank $`2n1`$. The $`E_{s(s+1)}`$’s are the generators related to the simple roots. For any of $`t_{xx^{}}`$ and $`\mu `$, all generators of $`SU_d(2n)`$ commute with the Hamiltonian (4) with unified on-site interaction $`U_{aa^{}}=U`$, so we have $`SU_d(2n)`$ symmetry of spin-orbital double in this case.

Let us define another set of operators

$`F_{\alpha _{2k1}}={\displaystyle \underset{x}{}}f(x)C_{2k1}^+(x)C_{2k}^+(x),`$ (10)
$`F_{\alpha _{2k}}={\displaystyle \underset{x}{}}f(x)C_{2k}(x)C_{2k+1}(x),`$ (11)
$`Q_m={\displaystyle \frac{1}{2}}{\displaystyle \underset{x}{}}[C_m^+(x)C_m(x)+C_{m+1}^+(x)C_{m+1}(x)1],`$ (12)
where $`k=1,\mathrm{},n`$, $`m=1,\mathrm{},2n1`$, $`f(x)^2=1`$, and $`f(x+\delta )=f(x)`$ for any site $`x`$ and nearest-neighbor $`x+\delta `$. The above operators can realize another $`SU(2n)`$ Lie algebra which we shall denote by $`SU_c(2n)`$:

$$\{Q_m,F_\alpha ,F_\alpha \}.$$
(13)
$`\{Q_m\}`$ is the Cardan subalgebra. The $`F_{\alpha _{2k1}}`$and $`F_{\alpha _{2k}}`$ are the generators related to the simple roots, other generators relating to positive roots can be obtained by $`F_{\alpha _i+\alpha _j}=[F_{\alpha _i},F_{\alpha _j}]`$, the generators with negative roots will be $`F_\alpha =(F_\alpha )^{}`$. If we assume that the on-site coupling $`U_{aa^{}}=U`$ for the states labeled by $`a`$, $`a^{}`$ with different spin components while $`U_{aa^{}}=U`$ for states with the same spin components

$`U_{aa^{}}`$ $`=`$ $`U\text{ for odd-even pair }a,a^{},`$ (14)
$`U_{aa^{}}`$ $`=`$ $`U\text{ for odd-odd or even-even pair }a,a^{},`$ (15)
and the amplitudes $`t_{xx^{}}`$ of odd-neighbor hopping are real and those of even-neighbor hopping are imaginary

$`t_{xx^{}}^{}`$ $`=`$ $`t_{xx^{}}\text{ when }x\text{-}x^{}\text{ is odd neighbor},`$ (16)
$`t_{xx^{}}^{}`$ $`=`$ $`t_{xx^{}}\text{ when }x\text{-}x^{}\text{ is even neighbor},`$ (17)
we will have the following relations

$$[H,F_{\alpha _{2k}}]=2(\mu U)F_{\alpha _{2k}},[H,F_{\alpha _{2k1}}]=2(\mu U)F_{\alpha _{2k1}}.$$
(18)
If the chemical potential $`\mu =U`$, the Hamiltonian will commute with all the generators of $`SU_c(2n)`$ so the model has the charge $`SU_c(2n)`$ symmetry. In terms of the partially attractive (15), it can be easily proved that such a Hamiltonian with $`\mu =U`$ has the half-filled form

$$H=\underset{x,x^{}}{}\underset{a}{}\left(t_{xx^{}}C_a^+(x)C_a(x^{})+t_{xx^{}}^{}C_a^+(x^{})C_a(x)\right)+\underset{x}{}\underset{aa^{}}{}U_{aa^{}}\left(n_a(x)\frac{1}{2}\right)\left(n_a^{}(x)\frac{1}{2}\right).$$
(19)
The usual Hubbard model with the nearest-neighbor hopping is included in the class of (17). Whether $`f(x)`$ can be well defined depends on the lattice structures, if in a lattice any sum of the nearest-neighbor pair $`\delta +\delta ^{}`$ is not a nearest-neighbor and there are even sites on every perpendicular directions, $`f(x)`$ can be well defined as

$$f(x)=\mathrm{exp}(i\pi 𝐱),\pi =(\pi ,\pi ,\mathrm{}),𝐱=(x_1,x_2,\mathrm{}),$$
(20)
$`x_i`$ is the $`i`$th components of the site coordinate in the lattice basis. Such lattices (bipartite lattice) can be simple squared, centered squared in 2-dimension; simple cubic and body-centered cubic in 3-dimension. For 1-d case and even total sites, $`f(x)=\mathrm{exp}(i\pi x)`$.

It should be noted that the $`SU_d(2n)`$ does not commute with the partially attractive Hamiltonian which has only the $`SU_c(2n)`$ symmetry, neither does $`SU_c(2n)`$ with the unified $`U`$ model which possesses the $`SU_d(2n)`$ symmetry. The two kinds of symmetries can be mapped into each other by an extended Lieb-Mattis transformation

$`C_a(x)`$ $``$ $`\mathrm{exp}(i\pi 𝐱)C_a^+(x)\text{ for even }a,`$ (21)
$`C_a(x)`$ $``$ $`C_a(x)\text{ for odd }a.`$ (22)
The transformation leaves the hopping term (17) invariant and changes the sign of $`U_{aa^{}}`$ with odd-even pair $`a`$,$`a^{}`$ in (19) so maps the model (19) into the unified $`U_{aa^{}}=U`$ model.

The particle number of each states and the total spin can be expressed by

$`N_{2n}`$ $`=`$ $`\left(N_e{\displaystyle \underset{m=1}{\overset{2n1}{}}}mD_m\right)/2n,`$ (23)
$`N_j`$ $`=`$ $`{\displaystyle \underset{m=j}{\overset{2n1}{}}}D_m+\left(N_e{\displaystyle \underset{m=1}{\overset{2n1}{}}}mD_m\right)/2n,j<2n,`$ (24)
$$S_{total}=\underset{m=1}{\overset{n}{}}D_{2m1}/2,$$
(25)
where $`N_e`$ is the number of total electrons.

## III $`SU_d^{(e)}(n)SU_d^{(o)}(n)`$ symmetry

Unlike in the transitional Hubbard model for which both of the two symmetries are valid for on-site attractive and repulsive interactions, as we can see in previous section, for the orbital-degenerate Hubbard model the $`SU_d(2n)`$ symmetry of spin-orbital double only holds for the unified $`U`$ Hubbard model with arbitrary chemical potential $`\mu `$ whereas the charge $`SU_c(2n)`$ symmetry merely exists in the other partly-attractive half-filled model of which the chemical potential is $`\mu =U`$. But considering that $`SU_d(2n)`$ and $`SU_c(2n)`$ share some common generators $`E_{2\nu ,2\nu ^{}}`$ and $`E_{2\nu 1,2\nu ^{}1}`$, we will find the shared sub-symmetry $`SU_d^{(e)}(n)SU_d^{(o)}(n)`$ yields for the two models with

$`SU_d^{(e)}(n):\left\{D_{2\nu ,2\nu +2},E_{2\nu ^{},2\nu ^{\prime \prime }}\right|\nu n1,1\nu ^{}\nu ^{\prime \prime }n\},`$ (26)
$`SU_d^{(o)}(n):\left\{D_{2\nu 1,2\nu +1,E_{2\nu ^{}1,2\nu ^{\prime \prime }1},}\right|\nu n1,1\nu ^{}\nu ^{\prime \prime }n\},`$ (27)
where $`D_{m,m+2}=N_mN_{m+2}`$. Especially, we shall illustrate that the symmetry is valid for the partially attractive model with arbitrary chemical potential $`\mu `$.

As the hopping term in the Hamiltonian and the chemical potential term $`\mu _{x,a}n_a(x)`$ are $`SU_d(2n)`$ invariant, whether the Hubbard model possesses $`SU_d(2n)`$ symmetry depends on the commutation relation of the on-site interacting term and the $`SU_d(2n)`$ generators

$`[E_m^k,{\displaystyle \underset{aa^{}}{}}U_{aa^{}}n_a(x)n_a^{}(x)]`$ $`=`$ $`C_m^+(x)C_{m+k}(x)\left({\displaystyle \underset{a^{}m+k}{}}n_a^{}(x)U_{m+k,a^{}}{\displaystyle \underset{a^{}m}{}}n_a^{}(x)U_{m,a^{}}\right)`$ (28)
$`+\left({\displaystyle \underset{am+k}{}}n_a(x)U_{a,m+k}{\displaystyle \underset{am}{}}n_a(x)U_{a,m}\right)C_m^+(x)C_{m+k}(x)`$ (29)
where

$`E_m^k={\displaystyle \underset{x}{}}C_m^+(x)C_{m+k}(x).`$

Surely for the case of unified $`U_{aa^{}}=U`$ we easily find that the above commutation vanishes so that we have the $`SU_d(2n)`$ symmetry in this case, as is obtained in the second section. Although for the partially attractive model the above commutator does not go null for all $`k^{}`$s and consequently we do not have $`SU_d(2n)`$ symmetry, the case with even $`k`$ will be an exception. From the partially attractive (15) we find for even $`k`$’s

$`U_{a,m+k}=U_{a,m}=U,`$

$`\left({\displaystyle \underset{am+k}{}}n_a(x)U_{a,m+k}{\displaystyle \underset{am}{}}n_a(x)U_{a,m}\right)`$ $`=`$ $`n_m(x)U_{m,m+k}n_{m+k}(x)U_{m+k,m}`$
$`=`$ $`\left(n_m(x)n_{m+k}(x)\right)(U).`$
Then eq.(29) becomes

$`[E_m^k,{\displaystyle \underset{aa^{}}{}}U_{aa^{}}n_a(x)n_a^{}(x)]`$
$`=`$ $`C_m^+(x)C_{m+k}(x)\left(n_m(x)n_{m+k}(x)\right)(U)+\left(n_m(x)n_{m+k}(x)\right)C_m^+(x)C_{m+k}(x)(U)`$
$`=`$ $`\left(C_m^+(x)C_{m+k}(x)+C_m^+(x)C_{m+k}(x)\right)(U)=0`$
where we have used relations: $`n_mC_m=C_m^+n_m=0`$, $`n_mC_m^+=C_m^+`$, $`C_mn_m=C_m`$. $`E_m^k`$ with even $`k`$’s and odd (or even) $`m`$’s correspond to the $`SU_d^{(o)}(n)`$ (or $`SU_d^{(e)}(n)`$) generators. As a result, the $`SU_d^{(e)}(n)SU_d^{(o)}(n)`$ generators in (27) commute with the Hamiltonian of the partially attractive model for any chemical potential $`\mu `$. Therefore the $`SU_d^{(e)}(n)SU_d^{(o)}(n)`$ symmetry is shared by the two models both for arbitrary $`\mu `$.

## IV At most two electrons on each site

The application of Bethe ansatz method to the 1-dimensional degenerate Hubbard model is based on such an assumption that prevents scattering process involving three or more electrons on one site. For the traditional Hubbard model the configurations of more than two electrons on one site are excluded automatically by the Pauli principle. In the continuum limit and for small densities or $`Ut`$ in the lattice model, the unwanted configurations in degenerate Hubbard model become negligible, so the Hamiltonian with three-electron configurations excluded will describe the system well. If we exclude more than two electrons on each site, we will find that the Hamiltonian has both $`SU_d(2n)`$ and $`SU_c(2n)`$ symmetries and furthermore a larger symmetry $`SU_d(2n)\times SU_c(2n)`$. In addition, we will find an underlying symmetry $`\left(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫\right)\left(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫\right)`$.

Consider $`U_{aa^{}}=U`$ case, the Hamiltonian reads

$$=t\underset{<x,x^{}>}{}\underset{a}{}𝒫C_a^+(x)C_a(x^{})𝒫+U\underset{x}{}\underset{aa^{}}{}n_a(x)n_a^{}(x)\mu \underset{x,a}{}n_a(x),$$
(30)
where $`<x,x^{}>`$ represents the nearest neighbor sites and let us define

$$_{\alpha _{2k1}}=\underset{x}{}\mathrm{exp}(i\pi 𝐱)𝒫C_{2k1}^+(x)C_{2k}^+(x)𝒫,$$
(31)
$$_{\alpha _{2k}}=\underset{x}{}\mathrm{exp}(i\pi 𝐱)𝒫C_{2k}(x)C_{2k+1}(x)𝒫,$$
(32)
where the operator $`𝒫`$ projects onto the subspace of states having at most two electrons on each site. Other generators can be given from the $`_{\alpha _{2k1}}`$ and $`_{\alpha _{2k}}`$ as in the $`SU_c(2n)`$ in section II. The $`𝒫`$ operator excludes such terms as $`n_sC_s^{}^+C_{s^{\prime \prime }}^+`$, $`C_sC_s^{}n_{s^{\prime \prime }}`$ with three different $`s,s^{}`$ and $`s^{\prime \prime }`$ so that

$$[𝒫C_s^+(x)C_s^{}^+(x)𝒫,\underset{x^{}}{}\underset{aa^{}}{}n_a(x^{})n_a^{}(x^{})]=2𝒫C_s^+(x)C_s^{}^+(x)𝒫,$$
(33)
thus we have the relations similar to (18)

$$[,_{\alpha _{2k}}]=2(\mu U)_{\alpha _{2k}},[,_{\alpha _{2k1}}]=2(\mu U)_{\alpha _{2k1}}.$$
(34)
Set $`\mu =U`$ and the $`_{\alpha _{2k1}}`$ and $`_{\alpha _{2k}}`$ will commute with the $``$. $`_{\alpha _{2k1}}`$, $`_{\alpha _{2k}}`$ and $`N_sN_s^{}`$ can generate the $`SU_c(2n)`$ symmetry so that $``$ has both $`SU_d(2n)`$ and $`SU_c(2n)`$ symmetries,

$$SU_c(2n):\{𝒬_m,_\alpha \},$$
(35)
$$SU_d(2n):\{𝒟_m,_{ss^{}}\},$$
(36)
where $`𝒬_m=𝒫Q_m𝒫`$ and the $`SU_d(2n)`$ generators are correspondingly revised to be

$$_{ss^{}}=𝒫E_{ss^{}}𝒫,𝒟_m=𝒫D_m𝒫.$$
(37)
It also can be similarly shown that both of the two symmetries hold for the $`𝒫`$-modified model with partially attractive $`U_{aa^{}}=U`$,$`U`$. As the two symmetries both hold for each of the models we can construct the larger symmetry $`SU_d(2n)\times SU_c(2n)`$ for each of them. If we do not exclude more than two electrons on each site, these two symmetries respectively belong to different models.

Besides $`SU_d(2n)\times SU_c(2n)`$ there exist some less obvious symmetries. Define

$$_{2k,2k^{}}^{(+)}=\underset{x}{}\mathrm{exp}(i\pi 𝐱)𝒫C_{2k}^+(x)C_{2k^{}}^+(x)𝒫,_{2k,2k^{}}^{()}=(_{2k,2k^{}}^{(+)})^{},$$
(38)
$$_{2k1,2k^{}1}^{(+)}=\underset{x}{}\mathrm{exp}(i\pi 𝐱)𝒫C_{2k1}^+(x)C_{2k^{}1}^+(x)𝒫,_{2k1,2k^{}1}^{()}=(_{2k1,2k^{}1}^{(+)})^{},$$
(39)
such generators are not included in (35) which contains pairing operators $`_{ss^{}}^{(\pm )}`$ only with odd-even pair $`ss^{}`$. It can be easily verified that these operators also commute with the unified $`U`$ model (30) with $`\mu =U`$ so we find an underlying symmetry $`(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫)(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫)`$ with

$$SU_c^{(e)}(2)_𝒫:\{𝒬_{2k,2k^{}},_{2k,2k^{}}^{(+)},_{2k,2k^{}}^{()}\}kk^{},k,k^{}=1,\mathrm{},n,$$
(40)
$$SU_c^{(o)}(2)_𝒫:\{𝒬_{2k1,2k^{}1},_{2k1,2k^{}1}^{(+)},_{2k1,2k^{}1}^{()}\}kk^{},k,k^{}=1,\mathrm{},n.$$
(41)
There are respectively $`C_n^2=n(n1)/2`$ of the $`SU_c^{(e)}(2)_𝒫`$ and $`SU_c^{(o)}(2)_𝒫`$ symmetries. The extended Lieb-Mattis transformation (22) maps the above symmetry into itself. An revised Lieb-Mattis transformation mapping into the corresponding $`SU_d^{(e)}(2)_𝒫`$ and $`SU_d^{(o)}(2)_𝒫`$ will involve a third kind of Hamiltonians with partially attractive $`U_{aa^{}}`$, which differs from what we discussed before. So finally we have the symmetry $`SU_d(2n)\times SU_c(2n)\times \left[(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫)(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫)\right]`$ for (30) with $`\mu =U`$. But for $`U_{aa^{}}=U`$, $`U`$ case the underlying symmetry is valid for another chemical potential. The Hamiltonian under that exclusion is

$$^{}=\underset{<x,x^{}>}{}\underset{a}{}t𝒫C_a^+(x)C_a(x^{})𝒫+\underset{x}{}\underset{aa^{}}{}U_{aa^{}}n_a(x)n_a^{}(x)\mu \underset{x,a}{}n_a(x)$$
(42)
where the partially attractive interaction $`U_{aa^{}}`$ is also defined by (15). Compared with (18) the commutation relations are different

$$[^{},_{2k,2k^{}}^{(+)}]=2(\mu +U)_{2k,2k^{}}^{(+)},$$
(43)
$$[^{},_{2k,2k^{}}^{()}]=2(\mu +U)_{2k,2k^{}}^{()}.$$
(44)
The different sign of $`U`$ comes from $`U_{2k,2k^{}}=U`$ while in eq.(18) it’s $`U_{2k,2k\pm 1}=U`$. Therefore the symmetry $`\left(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫\right)\left(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫\right)`$ holds for $`\mu =U`$. It should be noted the symmetry is valid under the exclusion, without the $`𝒫`$-exclusion its generators will commute with neither of the two kinds of models. And unlike $`SU_d^{(o)}(n)SU_d^{(e)}(n)SU_d(2n)`$ in section III, none of the $`SU_c^{(o)}(2)_𝒫`$ or $`SU_c^e(2)`$ is any sub-symmetry of $`SU_c(2n)`$.

Considering the commutations $`_{\alpha _{2k}}`$ and $`_{ss^{}}`$, we have

$$[SU_d^{(ss^{})}(2),SU_c^{(ss^{})}(2)]=0$$
(45)
$$[SU_d^{(ss^{})}(2),SU_c^{(s^{\prime \prime }s^{\prime \prime \prime })}(2)]=0,\text{for seperate pairs (}ss^{}\text{) and (}s^{\prime \prime }s^{\prime \prime \prime })\text{,}$$
(46)
but

$`[SU_d^{(ss^{})}(2),SU_c^{(s^{}s^{\prime \prime })}(2)]0,`$

where $`SU_d^{(ss^{})}(2)`$ and $`SU_c^{(ss^{})}(2)`$ are sub-symmetries involving only the states $`s`$ and $`s^{}`$. The whole symmetry cannot be written in a direct product $`SU_d(2n)SU_c(2n)`$ but $`SU_d(2n)\times SU_c(2n)`$. This is also a difference from the single band Hubbard model of which the symmetry in our notation is a direct product of the two $`SU(2)`$’s: i.e., $`SO(4)SU_d(2)SU_c(2)`$. Therefore for the one-dimensional model (30) which can be solved by the Bethe ansatz, the discussion on the completeness of the Bethe ansatz solution and the off-diagonal long-range order will be expected quite different since in the single band case it’s based on the vanishing commuation of the $`SU_d(2)`$ and $`SU_c(2)`$.

## V Brief summary

In summary, we studied the symmetries of the Hubbard model of $`n`$-fold orbital degenerate electrons. We show and clarify that the $`SU_d(2n)`$ and $`SU_c(2n)`$ symmetries hold respectively for the model with unified on-site interaction and that with partly attractive interactions. An extended Lieb-Mattis transformation is given to map these two symmetries into each other. But the sub-symmetry $`SU_d^{(e)}(n)SU_d^{(o)}(n)`$ is found to be possessed by the two models and both for arbitrary chemical potential $`\mu `$. By excluding more than two electrons on the same sites we find the $`SU_d(2n)`$ and $`SU_c(2n)`$ symmetries both exist in each kind of the two models, so we have an enlarged symmetry $`SU_d(2n)\times SU_c(2n)`$. Under this exclusion, another underlying symmetry $`(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫)(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫)`$ is also found for the unified $`U`$ model with chemical potential $`\mu =U`$, and consequently this model has the symmetry $`SU_d(2n)\times SU_c(2n)\times \left[(SU_c^{(e)}(2)_𝒫\times \mathrm{}\times SU_c^{(e)}(2)_𝒫)(SU_c^{(o)}(2)_𝒫\times \mathrm{}\times SU_c^{(o)}(2)_𝒫)\right]`$. The underlying symmetry is valid for the partially attractive model with chemical potential $`\mu =U.`$

## VI Acknowledgments

The work is supported by NSFC-19975040 and EYFC98 of China Education Ministry, YQL is also supported by AvH Stiftung.


text:
# Optimal local discrimination of two multipartite pure states

## 1 Introduction

Entanglement lies at the heart of many aspects of quantum information theory and it is therefore desirable to understand its structure as well as possible. One attempt to improve our understanding of entanglement is the study of our ability to perform information theoretic tasks locally on non-local states, such as the local implementation of non-local quantum gates , telecloning , the remote manipulation and preparation of quantum states  or the recently studied question of the local discrimination of non-local states by a variety of authors. In  it was shown that any two orthogonal pure states can be perfectly discriminated locally, whereas in  examples of two orthogonal mixed states were presented which cannot be distinguished perfectly locally. Another surprising development is that there exist bases of product orthogonal pure states which cannot be locally reliably discriminated, despite the fact that each state in the basis contains no entanglement . Here we discuss the issue of discriminating two non-orthogonal pure states locally, and show that in this regime the optimal global procedure can be achieved.

## 2 Background Material

We will begin by recalling the optimal method for discriminating two states when we are not restricted to local actions. Suppose that we are given one of two mixed states $`\rho _1`$ and $`\rho _2`$ (not necessarily orthogonal) with prior probabilities $`p_1`$ and $`p_2`$ respectively, and we have been asked to optimally determine which state we have actually been given. Helstrom  (see also  for a very readable account) showed that the optimal discrimination protocol is as follows. Consider the following Hermitian matrix:

$$\mathrm{\Delta }=p_1\rho _1p_2\rho _2$$
(1)
As it is Hermitian, $`\mathrm{\Delta }`$ has a basis of orthogonal eigenvectors $`\{|\delta _i\}`$. In general $`k`$ of these eigenstates will have positive (or zero) eigenvalues and $`nk`$ will be negative, where $`n`$ is the dimension of $`\mathrm{\Delta }`$. We will denote the positive eigenstates as $`\{|\delta _i^+\},i=1\mathrm{}k`$ and the negative eigenstates as $`\{|\delta _i^{}\},i=k+1\mathrm{}n`$. The optimal measurement is then to measure in this basis and whenever one of the positive eigenstates is obtained return the answer $`\rho _1`$ and whenever a negative eigenstate is obtained return the answer $`\rho _2`$. In this case the probability of error will be given by:

$$P_E=\underset{i=1}{\overset{k}{}}p_2\text{tr}(\rho _2|\delta _i^+\delta _i^+|)+\underset{i=k+1}{\overset{n}{}}p_1\text{tr}(\rho _1|\delta _i^{}\delta _i^{}|)$$
(2)
This is the optimal probability which can be achieved by any POVM . In particular, in the case of two pure states $`|\psi _1,|\psi _2`$ with prior probabilities $`p_1`$ and $`p_2`$ respectively, the optimal measurement consists of measuring in the basis $`\{|+,|\}`$, where $`\{|+,|\}`$ are the positive and negative eigenvalue eigenstates of the matrix $`\mathrm{\Delta }=p_1|\psi _1\psi _1|p_2|\psi _2\psi _2|`$. Although in this case $`\mathrm{\Delta }`$ will in general also have many eigenstates of eigenvalue zero, they are not important as they will never occur in any measurement of the two pure states. The probability of error is then given by:

$$P_E=p_2\text{tr}(|\psi _2\psi _2|++|)+p_1\text{tr}(|\psi _1\psi _1||)$$
(3)
It will be useful to note that the states $`\{|+,|\}`$ are constructed in such a way that we can always write:

$`|\psi _1=a|++b|`$
$`|\psi _2=c|++d|`$ (4)
for some complex coefficients $`a,b,c,d`$.

We will later require the results of Walgate et. al.  to show that this probability of error can be achieved using a locally implementable measurement. They showed that any two bipartite orthogonal pure states $`|+`$ and $`|`$ on Hilbert space $`H_AH_B`$ can be expressed in the following way:

$`|+={\displaystyle \underset{i}{}}\alpha _i|i|\eta _i`$
$`|={\displaystyle \underset{i}{}}\beta _i|i|\mu _i`$ (5)
where the $`\{|i\}`$ form an orthonormal basis for $`H_A`$ and the $`|\eta _i,|\mu _i`$ are normalised states satisfying:

$$\mu _i|\eta _i=0.$$
(6)
Other than this condition the $`|\eta _i`$ and $`|\mu _i`$ needn’t be orthogonal, although we will treat them as normalised (this is slightly different to the convention used in ). By proving the existence of such a decomposition,  showed how two orthogonal pure states can be discriminated locally. First Alice must measure her side in the basis $`\{|i\}`$. If she obtains the outcome $`|j`$, Bob must then measure in an orthonormal basis containing the states $`|\eta _j`$ and $`|\mu _j`$. As $`\mu _i|\eta _i=0i`$, this is always possible. If the outcome corresponds to $`|\eta _j`$ then the state was $`|+`$, if the outcome corresponds to $`|\mu _j`$ then the state was $`|`$. In more formal terms this corresponds to performing a locally-implementable measurement with elements $`\{\{|i\eta _ii\eta _i|\},\{|i\mu _ii\mu _i|\}\}`$, such that if the outcomes $`\{|i\eta _ii\eta _i|\}`$ are obtained we know that the state was $`|+`$ and if the outcomes $`\{|i\mu _ii\mu _i|\}`$ are obtained then the state was $`|`$.

## 3 Optimal local inconclusive discrimination of two multipartite pure states

They key point in generalising this result to non-orthogonal states is that in order to discriminate two nonorthogonal pure states $`|\psi _1`$ and $`|\psi _2`$ optimally we need to measure in a basis of the two orthogonal states $`\{|+,|\}`$ given by the eigenvectors of $`\mathrm{\Delta }`$. So we can ‘pretend’ that we are essentially trying to discriminate between one of the two orthogonal states $`\{|+,|\}`$, and implement the local measurment $`\{\{|i\eta _ii\eta _i|\},\{|i\mu _ii\mu _i|\}\}`$. If the outcomes $`\{|i\eta _ii\eta _i|\}`$ are obtained we say that the original state was $`|\psi _1`$, whereas if the outcomes $`\{|i\mu _ii\mu _i|\}`$ are obtained we say that the original state was $`|\psi _2`$. Indeed, with this POVM the probability of error will be given by:

$$P_E=\underset{i}{}p_2\text{tr}(|\psi _2\psi _2|i\eta _ii\eta _i|)+p_1\text{tr}(|\psi _1\psi _1|i\mu _ii\mu _i|)$$
(7)
It is easy to verify (using equation (2)) that this probability of error is equal to that of equation (2), thus demonstrating that we can achieve the optimal discrimination probability for two bipartite pure states by using only local operations.

The generalisation to multipartite pure states follows in a similar manner. Walgate et. al.  pointed out that the decomposition (5) also implies that any two multipartite orthogonal states can be discriminated using only local actions. Imagine two orthogonal three party pure states shared between Alice, Bob and Chris. Bob and Chris can at first be grouped as one party, and then the decomposition (5) can be applied to the Alice-(Bob,Chris) split. Then Alice measures her side according to the above bipartite protocol, leaving (Bob-Chris) in one of two orthogonal states depending upon which tripartite pure state they all originally shared. Then Bob & Chris can simply apply the bipartite protocol to tell which state they had. The same method can easily be seen to generalize to any two multipartite orthogonal pure states. This result in turn can be used to show, following exactly the same argument as the above bipartite one, that any two multiparty pure states can be distinguished in an optimal manner using local operations only.

It is worth pointing out that the above argument also extends to some mixed state scenarios. In particular, when the two mixed states to be distinguished collectively span only a two dimensional space then there will be only two non-trivial eigenstates of the matrix $`\mathrm{\Delta }`$. In this situation the above reasoning implies that two mixed states with this property can be optimally distinguished locally.

## 4 Conclusive discrimination

The above arguments apply to the case of inconclusive discrimination, in which we have to say that the state we are given is either $`\rho _1`$ or $`\rho _2`$, but we are allowed to sometimes make errors, the probability of which me must minimise. However, there is also the case of conclusive discrimination, in which we are allowed to give three outcomes; $`\rho _1`$, $`\rho _2`$ or ‘don’t know’. In this case, we must never be wrong when we return outcomes $`\rho _1`$ or $`\rho _2`$, and we have to try to minimise the probability of getting the ‘don’t know’ outcome. It is therefore also of interest to know how to optimise conclusive local discrimination. The optimal conclusive protocol for globally discriminating two pure states is discussed in references . In some situations this protocol reduces to performing an orthogonal measurement of two orthogonal states, in which case exactly the same arguments as above apply again, and the optimal discrimination protocol can be matched by a local one. In particular, this applies to situations in which  (taking $`p_2p_1`$ ):

$$|\psi _1|\psi _2|(\frac{p_1}{p_2})^{1/2}.$$
(8)
In which case the optimal discrimination probability is given by:

$$P_{success}=p_1(1|\psi _1|\psi _2|^2).$$
(9)
However, the general optimal conclusive case requires three outcomes to have non-zero probability (corresponding to $`\rho _1`$, $`\rho _2`$ and ‘don’t know’), thus requiring a minimum of three orthogonal pure states to be distinguished locally. As the question of locally discriminating three orthogonal pure states is currently unanswered, we were not able to extend these results to the entire conclusive case. However, we were able to make some progress in some situations with equal prior probabilities, $`p_1=p_2`$. In this situation,  show that the optimal global discrimination probability for two pure states is given by:

$$1P_E=1|\psi _1|\psi _2|$$
(10)
It is easy to verify that in the case of two product pure states if Alice and Bob implement such a measurement independently, and then compare their results, then the probability that they both fail is equal to the minimal global failure probability. Hence two product pure states of prior probability 1/2 can be locally discriminated optimally. It has also recently been shown that any two product pure states with arbritrary prior probabilities can be optimally conclusively discriminated locally . For more general two qubit pure states, the situation is not so straightforward. We considered trying to perform local one-dimensional projections on Alice side which would give her no information, and leave Bob’s particle in residual states which could perhaps be easily distinguished from one another. Although this is a very restricted protocol, it is more suitable for analysis than a more general scheme. We will write the two pure states to be distinguished in terms of two matrices $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ in the following manner (see, for example ):

$`|\psi _1={\displaystyle \underset{i,j}{}}(\mathrm{\Psi }_1)_{ij}|i|j,`$
$`|\psi _2={\displaystyle \underset{i,j}{}}(\mathrm{\Psi }_2)_{ij}|i|j.,`$ (11)
In this notation, if Alice performs a local measurement an orthonormal basis consisting of the states $`|\chi `$ and $`|\chi ^{}`$, then the condition

$`\chi |\mathrm{\Psi }_1\mathrm{\Psi }_1^{}|\chi =\chi |\mathrm{\Psi }_2\mathrm{\Psi }_2^{}|\chi `$ (12)
guarantees that the states after Alice’s measurement on Bob’s side are given with the same probability as the initial two pure states $`|\psi _1`$ or $`|\psi _2`$. If Bob then were to apply the optimal conclusive discrimination on his side, the overall probability of successful discrimination would be given by

$`\stackrel{~}{P}_D=1|\chi |\mathrm{\Psi }_2\mathrm{\Psi }_1^{}|\chi ||\chi ^{}|\mathrm{\Psi }_2\mathrm{\Psi }_1^{}|\chi ^{}|,`$ (13)
whereas the global optimal probability is equal to

$`P_D`$ $`=`$ $`1|\chi |\mathrm{\Psi }_2\mathrm{\Psi }_1^{}|\chi +\chi ^{}|\mathrm{\Psi }_2\mathrm{\Psi }_1^{}|\chi ^{}|`$ (14)
$`=`$ $`1\text{Trace}[\mathrm{\Psi }_2\mathrm{\Psi }_1^{}]=1|\psi _1|\psi _2|.`$
If both equation (12) and $`\stackrel{~}{P}_D=P_D`$ are satisfied then we can say that such a protocol is optimal. We have numerically and analytically confirmed that this is the case for a large set of states, although we were not able to prove that such a solution is always possible. In cases with unequal prior probability this method does not always work optimally, although there may still be room to improve the protocol by dropping the condition that Alice learns nothing from her measurement. However, in such situations a much more intractable system of equations and inequalities has to be satisfied (see ), and we were not able to obtain any significant solutions.

## 5 Local discrimination according to any figure of merit

Given that we have considered the problem of optimal distinguishability under two quality measures, one could ask the question as to whether there are states that can be distinguished locally as well as globally according to any discrimination figure of merit. An interesting example of states for which this is possible is the set of Schmidt correlated states . The method for distinguishing these states is in fact very powerful, as it leads to the solution of a more general problem. The reason for this is that we can transform these states locally into local states with the same distinguishability properties. Consider the special case of two Schmidt correlated pure states, say:

$`\varphi _1=\alpha |00+\beta |11`$
$`\varphi _2=\gamma |00+\delta |11.`$ (15)
Imagine that we have been given one of these states with some arbitrary prior probabilities. If Alice performs a measurement in the basis $`\{|0+|1,|0|1\}`$, then she will leave Bob’s particle in some residual state. It is easy to check that if Alice informs Bob of the measurement outcome, then he can easily rotate his state back to either $`\alpha |0+\beta |1`$ or $`\gamma |0+\delta |1`$, depending upon whether $`\varphi _1`$ or $`\varphi _2`$ respectively was originally shared (this solution can also be found according to the discussion in Eqs. (12-14)). Bob can then locally recreate the state that he and Alice shared by adding an ancilla qubit in the state $`|0`$ and performing a control-NOT operation. Surprisingly, this means that for Schmidt correlated states the optimal global discrimination protocol can be achieved locally, depsite the fact that the reduced density matrices are so similar. This method can easily be generalised to any number of Schmidt correlated mixed states of any dimension  and any number of particles (where for more than two particles Schmidt correlated would refer to mixtures of cat-states with the same cat-state basis).

The question then arises, when is it possible to express two pure states in a Schmidt correlated form? In the following section we discuss necessary and sufficient conditions for this to be possible. These conditions are satisfied by many states, particularly by those with sufficient degeneracy amongst their Schmidt coefficients. An interesting consequence is that any two maximally entangled states can always be expressed in Schmidt correlated form, thus showing that two maximally entangled states can always be discriminated locally optimally, regardless of which figures of merit are chosen.

## 6 When two pure states can be written in Schmidt Correlated form

In this section we will discuss when it is possible to express two general pure states in Schmidt correlated form. Using the matrix notation of equation (11), it can be shown that a local basis change corresponding to unitaries $`UV`$ transforms the matrices representing the two pure states $`|\psi _1`$ and $`|\psi _2`$ as $`U\mathrm{\Psi }_1V^T`$ and $`U\mathrm{\Psi }_2V^T`$ respectively. Two states can be brought into maximally correlated form by such local unitaries if both the resulting state matrices are diagonal, i.e.:

$`(U\mathrm{\Psi }_1V^T)_{ij}=x_i\delta _{ij}`$
$`(U\mathrm{\Psi }_2V^T)_{ij}=y_i\delta _{ij}`$ (16)
for some complex $`\{x_i\}`$ and $`\{y_i\}`$. It is a well known consequence of the singular value decomposition theorem  of matrix analysis that any square matrix $`\mathrm{\Psi }`$ can be brought into diagonal form by two unitaries $`U,V`$ acting as $`U\mathrm{\Psi }V^T`$. Our question now concerns a modification of this result - when can two matrices $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ be brought into diagonal form by the same unitaries $`U`$ and $`V`$? In cases where the Schmidt decomposition of each pure state is unique, it may be easy to see if the two pure states are already Schmidt correlated. However, in cases where there is degeneracy amongst the Schmidt coefficients it is not always apparent whether some local basis change would bring both states into Schmidt correlated form. A necessary and sufficient condition is presented in :

Lemma 1: Two square matrices $`F`$ and $`G`$ can be brought into diagonal form by the same unitaries $`U,V`$ iff both $`FG^{}`$ and $`G^{}F`$ are normal, i.e. they commute with their Hermitian conjugates.

In more physical terms, this means that two pure states can be brought into Schmidt correlated form by the same local unitaries iff the corresponding matrix representations $`F`$ and $`G`$ satisfy:

$$[FG^{},GF^{}]=0,$$
(17)
and

$$[G^{}F,F^{}G]=0.$$
(18)
Although these conditions at first appear quite opaque, there are some cases where they give valuable insights. As mentioned earlier, an immediate consequence is that two maximally entangled states can always be brought into Schmidt correlated form. This surprising result follows from the fact that the reduced density matrices for a pure state represented by a matrix $`F`$ are given by $`\rho _A(F)=FF^{}`$ and $`\rho _B^T(F)=F^{}F`$. As maximally entangled states have reduced density matrices proportional to the identity, we can immediately see that any $`F,G`$ corresponding to maximally entangled states are proportional to unitary matrices. It is straightforward to verify that any such matrices satisfy the conditions of Lemma 1. In fact, we can easily go further and explicitly construct the local unitaries which will bring any two maximally entangled states into Schmidt correlated form. Without loss of generality, we can set the local bases such that $`F`$ is real and proportional to the identity (i.e. $`F_{ij}=1/\sqrt{d}\delta _{ij}`$). Hence we can consider $`F`$ to be invariant under any unitary matrix $`U`$ acting as $`UFU^{}`$. As $`G`$ is unitary, it can be diagonalised by a unitary transformation $`\sigma G\sigma ^{}`$, where $`\sigma `$ is another unitary matrix. This corresponds to the physical operation $`\sigma \sigma ^{}`$. Hence $`G`$ will be made diagonal by such a transformation, and as $`F`$ is invariant under this operation, we will have succeeded in bringing both $`F`$ and $`G`$ into Schmidt correlated form.

It is in fact the degeneracy of the Schmidt coefficients of maximally entangled states which allows them to be brought into Schmidt correlated form in this way. In the rest of this section we will sketch the proof of Lemma 1, thereby seeing why this is the case. Without loss of generality we can set $`F`$ to be a diagonal positive semidefinite matrix with degenerate eigenvalues $`\alpha _i`$, each of degeneracy $`d_i`$. In particular let us partition $`F`$ into blocks determined by the degeneracies in its eigenvalues, i.e.

$$F=\left(\begin{array}{ccccc}F_1& 0& 0& 0& 0\\ 0& F_2& 0& 0& 0\\ 0& 0& .& .& .\\ 0& 0& .& .& \\ 0& 0& .& & .\end{array}\right),$$
(19)
where the $`F_i=\alpha _iI_{d_i}`$, and $`I_{d_i}`$ is a $`d_i\times d_i`$ identity matrix.

In  it has been shown that if $`F`$ is of this form and both $`FG^{}`$ and $`G^{}F`$ are normal, then $`G`$ must have the same block structure as $`F`$, i.e.

$$G=\left(\begin{array}{ccccc}G_1& 0& 0& 0& 0\\ 0& G_2& 0& 0& 0\\ 0& 0& .& .& .\\ 0& 0& .& .& \\ 0& 0& .& & .\end{array}\right),$$
(20)
and in addition we must have that each $`G_i`$ is a normal matrix of dimension $`d_i\times d_i`$. As each $`G_i`$ is normal, it can be diagonalised by a unitary transformation, say $`U_i`$. Hence the unitary matrix $`W=_iU_i`$ will diagonalise $`G`$ and leave $`F`$ unchanged (and hence diagonal). This corresponds to the physical operation $`WW^{}`$. Hence any two matrices $`F,G`$ with the property that $`FG^{}`$ and $`G^{}F`$ are normal can be made Schmidt-correlated by local unitaries.The converse follows from performing a few lines of algebra to show that if $`UFV^T=D_1`$ and $`UGV^T=D_2`$, where $`D_1`$ and $`D_2`$ are diagonal, then both $`FG^{}`$ and $`G^{}F`$ must be normal.

If there is no degeneracy amongst the Schmidt coefficients of $`F`$, then $`G`$ will be forced to have a diagonal block structure. Hence if $`F`$ has no degeneracy, $`G`$ must be diagonal if it is possible to express the states in Schmidt correlated form, and the states will be ‘obviously’ Schmidt correlated from their Schmidt decomposition. If two pure states are not ‘obviously’ Schmidt correlated in this way, it will only be possible to use local unitaries to make them so if there is sufficient degeneracy in the Schmidt coefficients of both states.

## 7 Conclusion

We have demonstrated that any two multipartite pure states can be inconclusively discriminated optimally using only local operations. We have also shown that this is possible for certain mixed states and certain regimes of conclusive discrimination. We then turned our attention to finding sets of entangled states that can be recreated locally, thus allowing any global discrimination figure of merit to be achieved locally. We find that this is true for the Schmidt correlated states, and as a consequence this is also for any two maximally entangled states.

It would be interesting to know if there are many other states which can be locally recreated using other techniques. If this can be shown to apply to any two pure states, then we would know that two pure states can be distinguished optimally under any figure of merit using only local operations.

Acknowledgements. We would like to thank Jon Walgate and Vlatko Vedral for some illuminating discussions. We would also like to thank Koenraad Audenaart for drawing the results of  to our attention. SV would also like to thank Sougato Bose for interesting conversations on this issue in the past. This work was supported by the Leverhulme Trust, the European Union EQUIP IST-FET project, the UK Engineering and Physical Sciences Research Council, the European Science Foundation QIT programme and the Italian Ministero dell’Università e della Ricerca Scientifica e Tecnologica.


text:
# THE MERCHANDISING MATHEMATICIAN MODEL. STOCHASTIC DEMAND AND SUPPLY.

## 1 INTRODUCTION

The very aim of any conscious and rational economic activity is optimization of the profit in given economic conditions and, usually, during definite intervals. The interval is chosen so that it contains a certain characteristic economic cycle (e.g. one year, a season, an insurance period or a contract date). Of course, often it is possible and reasonable to make prognosis for a distant future of an undertaking by extrapolation from the already known facts. The quantitative description of an undertaking is extremely difficult when the time of duration of the intervals in question is itself a random variable (denoted by $`\tau `$ in the following). The profit gained during the specific period, described as a function of $`\tau `$, becomes also a random variable and as that does not measure the quality of the undertaking. To investigate activities that have different periods of duration we define, following the queuing theory Billingsley (1979), the profit intensity as a measure of this economic category. An acceptable definition of the profit must provide us with an additive function. It seems that the proposed interval interest rate notion leads to consistent results.

## 2 THE PROFIT INTENSITY

Let $`t`$, $`\upsilon _t`$ and $`\upsilon _{t+\tau }`$ denote the beginning of an interval of the duration $`\tau `$, the value of the undertaking (asset) at the beginning and at the end of the interval, respectively. We define the logarithmic rate of return $`r_{t,t+\tau }`$ as

$$r_{t,t+\tau }\mathrm{ln}\left(\frac{\upsilon _{t+\tau }}{\upsilon _t}\right).$$
$`(1)`$
Let the expectation value of the random variable $`\xi `$ in one cycle (buying-selling or vice versa) be denoted by $`E\left(\xi \right)`$. If $`E\left(r_{t,t+\tau }\right)`$ and $`E\left(\tau \right)`$ are finite then we define the profit intensity for one cycle $`\rho _t`$ Piotrowski(1999) as

$$\rho _t\frac{E\left(r_{t,t+\tau }\right)}{E\left(\tau \right)}.$$
$`(2)`$
This definition is an immediate consequence of the Wald identity Resnick(1998):

$$E\left(S_\tau ^{}\right)=E\left(X_1\right)E\left(\tau ^{}\right),$$
$`(3)`$
where $`S_\tau ^{}X_1+\mathrm{}+X_\tau ^{}`$ is the sum of $`\tau ^{}`$ equally distributed random variables $`X_k,k=1,\mathrm{},\tau ^{}`$ and $`\tau ^{}`$ is the stopping time, Billingsley (1979) and Resnick (1998). It is obvious that the profit intensity we have defined in the Equation (2) is just the $`E\left(X_1\right)`$ from the Wald identity, Equation (3). The expected profit is the left hand side of the Wald identity. If we are interested in the profit expected in a time unit we have, according to Wald, divide the expected profit by the expectation value of the stopping time, so we get the Equation (2). We can also calculate the variance of the profit intensity by using the proposition 10.14.4 from the reference Resnick (1998):

$$E\left(\left(S_\tau ^{}\tau ^{}E\left(X_1\right)\right)^2\right)=E\left(\tau ^{}\right)Var\left(X_1\right).$$
$`(4)`$
Of course, our definition of the profit intensity is applicable also in more general cases when the random variables $`X_i`$ are correlated or have different distributions.

The profit expected after an arbitrary time interval, say $`[0,T]`$ is given by

$$\rho _{0,T}_0^T\rho _t𝑑t.$$
$`(5)`$
The proposed definition of the profit intensity is a convenient starting point for the consideration of the proposed below model. Relations to the commonly used measures of profits (returns) can be easily obtained by simple algebraic manipulations.

## 3 THE MERCHANDISING MATHEMATICIAN MODEL

Let us consider the simplest possible market event of exchanging two goods which we would call the asset and the money and denote by $`\mathrm{\Theta }`$ and $`\$`$, respectively. The proposed model comprises two moves. First move consist in a rational buying of the asset $`\mathrm{\Theta }`$ (exchanging $`\$`$ for $`\mathrm{\Theta })`$. The meaning of the adjective rational will be explained below. The second move consist in a random (immediate) selling of the purchased amount of the asset $`\mathrm{\Theta }`$ (exchanging $`\mathrm{\Theta }`$ for $`\$`$). Note that the order of these transactions can be reversed and, in fact, is conventional. Let $`V_\mathrm{\Theta }`$ and $`V_\$`$ denote some given amounts of the asset and the money, respectively. If at some time $`t`$ the assets are exchanged in the proportion $`V_\$:V_\mathrm{\Theta }`$ than we call the number

$$p_t\mathrm{ln}\left(V_\$\right)\mathrm{ln}\left(V_\mathrm{\Theta }\right)$$
$`(6)`$
the logarithmic quotation for the asset $`\mathrm{\Theta }`$. If the trader buys some amount of the asset $`\mathrm{\Theta }`$ at the quotation $`p_{t_1}`$ at the moment $`t_1`$ and sells it at the quotation $`p_{t_2}`$ at the later moment $`t_2`$ then his profit (or more precise the logarithmic rate of return) will be equal to

$$r_{t_1,t_2}=p_{t_2}p_{t_1}.$$
$`(7)`$
The logarithmic rate of return, contrary to $`p_t`$, does not depend on the choice of unit used to measure the assets in question. From the projective geometry point of view $`r_{t_1,t_2}`$ is an invariant and $`p_t`$ is not, cf the discussion of demand and supply curves in the Section 4.

The merchandising mathematician model (MM model) consists in what we call the rational purchase followed by a random selling of some asset $`\mathrm{\Theta }`$. The rational purchase is simply a purchase bound by a fixed withdrawal price $`a`$ that is such a logarithmic quotation for the asset $`\mathrm{\Theta }`$, $`a`$, above which the trader gives the buying up. The quotation method does not matter to the process of rational purchase. A random selling can be identified with the situation when the withdrawal price is set to $`\mathrm{}`$ (the trader in question is always bidding against the rest of traders).

Let us suppose now that the model describes a stationary process, that is the probability density $`\eta \left(p\right)`$ of the random variable $`p`$ (the logarithmic quotation) does not depend on time. Note that it is sufficient to know the logarithmic quotations up to arbitrary constant because what matters is the profit and profit is always a difference of quotations. This is analogous with the classical physics where only differences of the potential matter (cf Newton’s gravity). Therefore we can suppose that expectation value of the random variable $`p`$ is equal to zero, $`E\left(p\right)=0`$. We shall also suppose that the market is large enough not to be influenced by our trader. Let the expression $`[sentence]`$ takes value 0 or 1 if the $`sentence`$ is false or true, respectively (Iverson convention), Graham, Knuth, and Patashnik (1994). The mean time of a random transaction (buying or selling, it is a matter of convention) will be denoted by $`\theta `$. The value of $`\theta `$ is fixed in our model due to the stationarity assumption. Besides, to eliminate paradoxes (e.g. infinite profits during finite time spreads) $`\theta `$ should be greater than zero. Let $`x`$ denote the probability that the rational purchase would not occur:

$$xE_\eta \left(\left[p>a\right]\right).$$
$`(8)`$
The expectation value of the rational purchase time of the asset $`\mathrm{\Theta }`$ is equal to

$$\theta \left(\left(1x\right)+2x\left(1x\right)+3x^2\left(1x\right)+4x^3\left(1x\right)+\mathrm{}\right).$$
$`(9)`$
The ratio of the expected duration of the whole buying-selling cycle and the expected time of a random reverse transaction is given by

$$\begin{array}{cc}\hfill \frac{E_\eta \left(\tau \right)}{\theta }=& 1+\left(1x\right)_{k=1}^{\mathrm{}}kx^{k1}\hfill \\ \hfill =& 1+\left(1x\right)\frac{d}{dx}_{k=0}^{\mathrm{}}x^k\hfill \\ \hfill =& 1+\left(1x\right)\frac{d}{dx}\frac{1}{1x}=1+\frac{1}{1x}\hfill \end{array}.$$
$`(10)`$
Therefore the mean length of the whole cycle is given by

$$E_\eta \left(\tau \right)=\left(1+\left(E_\eta \left(\left[pa\right]\right)\right)^1\right)\theta .$$
$`(11)`$
The logarithmic rate of return for the whole cycle is

$$r_{t,t+\tau }=p_\mathrm{\Theta }+p_\mathrm{\Theta },$$
$`(12)`$
where the random variable $`p_\mathrm{\Theta }`$ (quotation at the moment of purchase) has the distribution restricted to the interval $`(\mathrm{},a]`$:

$$\eta _\mathrm{\Theta }\left(p\right)=\frac{\left[pa\right]}{E_\eta \left(\left[pa\right]\right)}\eta \left(p\right).$$
$`(13)`$
The random variable $`p_\mathrm{\Theta }`$ (quotation at the moment of selling) has the probability density $`\eta `$, as the selling is at random. The expectation value of the of the profit after the whole cycle is

$$\rho _\eta \left(a\right)=\frac{_{\mathrm{}}^ap\eta \left(p\right)𝑑p}{1+_{\mathrm{}}^a\eta \left(p\right)𝑑p},$$
$`(14)`$
which follows from Equations (5) and (13). This function has very interesting properties (we will often drop the subscript $`\eta `$ in the following text) stated as the Theorem 1.

###### THEOREM 1

The maximal value of the function $`\rho `$ , $`a_{max}`$ , lies at a fixed point of $`\rho `$, that is fulfills the condition $`\rho \left(a_{max}\right)=a_{max}`$. Such a fixed point $`a_{max}`$ exists and $`a_{max}>0`$.

Proof
The fixed point condition:

$$\frac{_{\mathrm{}}^ap\eta \left(p\right)𝑑p}{1+_{\mathrm{}}^ap\eta \left(p\right)𝑑p}=a$$
$`(15)`$
can be rewritten as :

$$a\left(1+_{\mathrm{}}^ap\eta \left(p\right)𝑑p\right)=_{\mathrm{}}^a\left(p+a\right)\eta \left(p\right)𝑑p+_{\mathrm{}}^aa\eta \left(p\right)𝑑p.$$
$`(16)`$
This leads to

$$a=_{\mathrm{}}^0p\eta \left(pa\right)𝑑p.$$
$`(17)`$
The derivative of the righthand side of the Equation. (17) is equal to

$$_{\mathrm{}}^a\eta \left(p\right)𝑑p$$
$`(18)`$
and it is obvious that the righthand side of the Equation (17) is a non-increasing positive function of $`a`$ that tends to $`0`$ for $`a\mathrm{}`$. Remember that we have supposed that the expectation value of $`p`$ is equal to $`0`$ so that $`\eta `$ cannot identically vanish for $`p0`$. To end the proof it sufficient no notice that the vanishing of the derivative of the function $`\rho `$ :

$$a\eta \left(a\right)\left(1+_{\mathrm{}}^ap\eta \left(p\right)𝑑p\right)+\eta \left(a\right)_{\mathrm{}}^ap\eta \left(p\right)𝑑p=0.$$
$`(19)`$
is exactly the fixed point condition (14) multiplied by $`\eta \left(a\right)`$. So for a non-vanishing $`\eta \left(a\right)`$ the proof ends here. If $`\eta \left(a\right)`$ vanishes then the derivative of $`\rho `$:

$$\frac{d\rho \left(a\right)}{da}=\frac{a\eta \left(a\right)}{1+_{\mathrm{}}^a\eta \left(p\right)𝑑p}+\frac{\eta \left(a\right)_{\mathrm{}}^ap\eta \left(p\right)𝑑p}{\left(1+_{\mathrm{}}^a\eta \left(p\right)𝑑p\right)^2}$$
$`(20)`$
is non-negative in small vicinities of $`a`$ and there is no extremum at $`a`$.

It might be useful to analyze an example here.

###### EXAMPLE 1 (normal distribution)

Let now $`\eta (p,\sigma )`$ be the standard normal probability density with the variance $`\sigma `$ and expectation value $`\widehat{p}`$ of a random variable $`p`$

$$\eta (p,\sigma )\frac{1}{\sqrt{2\pi }\sigma }\mathrm{exp}\left(\frac{\left(p\widehat{p}\right)^2}{2\sigma ^2}\right)$$
$`(21)`$
In this case the expectation value of the profit during a whole cycle $`\rho (a,\sigma )_{normal}`$ (we have explicitly shown the dependence on the variance $`\sigma `$) has a nice scaling property :

$$\rho (a,\sigma )_{normal}=\sigma \rho (a,1)_{normal},$$
$`(22)`$
and it is sufficient to work out the $`\sigma =1`$ case only. If this is the case we get the maximal expectation value of the profit for $`a=0.27603`$. According to the Theorem 1. the maximal expected profit is also equal to $`0.27063`$.

It is worth to notice that the condition (16) clearly shows what the maximal possible profit is.

It tempting to claim that the function $`\rho `$ is a contraction. In a general case this is not true. Simple inspection reveals that if the probability has a very narrow and high maximum then $`\rho `$ is not a contraction in the vicinity of the maximum. But for any realistic probability density one can start at any value of $`a`$ and by iteration wind up in the fixed point (Banach fixed point theorem). We skip the details because they are technical and unimportant for the conclusions of the paper.

## 4  DEMAND AND SUPPLY CURVES

The literature on economics including texts avoiding mathematical formalism abounds in graphs and diagrams presenting various demand and supply curves. Blaug in Blaug (1985) quotes at least a hundred of such diagrams. This illustrates the importance the economists attach to them. Such approach is also possible in the MM model. Let us consider the functions

$$F_sE_{\eta _1}\left(\left[\xi x\right]\right)=_{\mathrm{}}^x\eta _1\left(p\right)𝑑p,$$
$`(23)`$
and

$$F_dE_{\eta _2}\left(\left[\xi x\right]\right)=_x^{\mathrm{}}\eta _2\left(p\right)𝑑p,$$
$`(24)`$
where we have introduced two, in general case different, appropriate probability density $`\eta _1`$ and $`\eta _2`$. They may differ due to the existence of a monopoly, specific market regulations, taxes, cultural habits and so on. Let us recall that one can find two ways of presenting demand/supply curves in the literature. The first one (French) is based on the assumption that the demand is a function of prices and is usually referred to as the Cournot convention. The Anglo-Saxon literature prefers the Marshall convention with reversed roles of the coordinates. The demand (supply) is not always a monotonic function of prices (cf. the discussed below turning back of demand/supply curves) therefore the Marshall convention seems to be less convenient (one cannot use the notion of a function). The MM model with the price-like parameter $`x`$ refers to the Cournot convention. So, for a fixed value $`x`$ of the logarithm of the price of an asset $`\mathrm{\Theta }`$, the value of the supply function $`F_s(x)`$ is given by the probability of the purchase of a unit at the price $`e^x`$. The asset would be provided by everyone who is willing to sell it at the price $`e^x`$ or lower. The function $`F_d(x)`$ can be interpreted in an analogous way. If we neglect the sources of possible differences between $`\eta _1`$ and $`\eta _2`$ and, in addition, suppose that at any fixed price there are no indifferent traders (that is everybody wants to sell or buy) then we can claim that

$$E_{\eta _1}\left([\zeta x]\right)+E_{\eta _2}\left([\zeta >x]\right)=1.$$
$`(25)`$
The differentiation of the Equation (25) leads to $`\eta _1=\eta _2`$. Under these conditions the price $`e^y`$ for which $`E_{\eta _1}\left([\zeta y]\right)=E_{\eta _2}\left([\zeta >y]\right)=\frac{1}{2}`$ establishes the equilibrium price in the classical meaning. This simply means that this price the most frequent one. Recall that the MM model is scaled so that this price is $`e^0=1`$.

It would be instructive to analize the problem from the projective geometry point of view. In this approach the market is described in the $`N`$dimensional real projective space, $`\mathrm{}P^N`$ that is $`(N+1)`$dimensional vector space $`\mathrm{}^{N+1}`$ (one real coordinate for each asset) subjected to the equivalence relation $`v\lambda v`$ for $`v\mathrm{}^{N+1}`$ and $`\lambda 0`$. For example we identify all portfolios having assets in the same proportions. The actual values can be obtained by rescaling by $`\lambda `$. The details would be presented elsewhere. In this context separate profits gained by buying or selling are not invariant (coordinate free). The profit $`r_{t,t+\tau }`$ gained during the whole cycle is given by the logarithm of an appropriate anharmonic (cross) ratio, Courant and Robbins (1996), and is an invariant (e.g. its numerical value does not depend on units chosen to measure the assets). The anharmonic ratio for four points lying on a given line, $`A,B,C,D`$ is the double ratio of lengths of segments $`\frac{AC}{AB}:\frac{DC}{DB}`$ and is denoted by $`[A,B,C,D]`$. In our case the anharmonic ratio in question, $`[\mathrm{\Theta },U_\mathrm{\Theta },U_\mathrm{\Theta },\$]`$, concerns the pair of points:

$$U_\mathrm{\Theta }(\upsilon ,\upsilon e^{p_\mathrm{\Theta }},\mathrm{})andU_\mathrm{\Theta }(w,we^{p_\mathrm{\Theta }},\mathrm{})$$
$`(26)`$
and the pair $`\mathrm{\Theta }and\$`$. The last pair results from the crossing of the hypersurfaces $`\overline{\mathrm{\Theta }}`$ and $`\overline{\$}`$ corresponding to the portfolios consisting of only one asset $`\mathrm{\Theta }`$ or $`\$`$, respectively and the line $`U_\mathrm{\Theta }U_\mathrm{\Theta }`$. The dots represent other coordinates (not necessary equal for both points). The line connecting $`U_\mathrm{\Theta }`$ and $`U_\mathrm{\Theta }`$ may be represented by the one-parameter family of vectors $`u(\lambda )`$ with $`\mu `$coordinates given by

$$u_\mu \left(\lambda \right)\lambda \left(U_\mathrm{\Theta }\right)_\mu +\left(1\lambda \right)\left(U_\mathrm{\Theta }\right)_\mu .$$
$`(27)`$
This implies that the values of $`\lambda `$ corresponding to the points $`\mathrm{\Theta }`$ and $`\$`$ are given by the conditions:

$$u_0\left(\lambda _\$\right)=\lambda _\$\left(U_\mathrm{\Theta }\right)_0+\left(1\lambda _\$\right)\left(U_\mathrm{\Theta }\right)_0=0$$
$`(28)`$
and

$$u_1\left(\lambda _\$\right)=\lambda _\mathrm{\Theta }\left(U_\mathrm{\Theta }\right)_1+\left(1\lambda _\mathrm{\Theta }\right)\left(U_\mathrm{\Theta }\right)_1=0.$$
$`(29)`$
Substitution of the Equation (26) leads to

$$\lambda _\$=\frac{w}{w\upsilon }$$
$`(30)`$
and

$$\lambda _\mathrm{\Theta }=\frac{we^{p_\mathrm{\Theta }}}{we^{p_\mathrm{\Theta }}\upsilon e^{p_\mathrm{\Theta }}}.$$
$`(31)`$
The calculation of the logarithm of the cross ratio $`[\mathrm{\Theta },U_\mathrm{\Theta },U_\mathrm{\Theta },\$]`$ on the line $`U_\mathrm{\Theta }U_\mathrm{\Theta }`$ leads to

$$\begin{array}{cc}\hfill \mathrm{ln}[\mathrm{\Theta },U_\mathrm{\Theta },U_\mathrm{\Theta },\$]=& \mathrm{ln}[\frac{we^{p_\mathrm{\Theta }}}{we^{p_\mathrm{\Theta }}\upsilon e^{p_\mathrm{\Theta }}},1,0,\frac{w}{w\upsilon }]\hfill \\ \hfill =& \mathrm{ln}\frac{vwe^{p_\mathrm{\Theta }}}{ve^{p_\mathrm{\Theta }}w}=p_\mathrm{\Theta }p_\mathrm{\Theta }\hfill \end{array}$$
$`(32)`$
which corresponds to the formula (7).

Contrary to the classical economics the balance in the MM model does not result in uniform quotations (prices) for the asset $`\mathrm{\Theta }`$ but only in a stationarity of the supply and demand functions $`E_{\eta _1}\left([\zeta x]\right)`$ and $`E_{\eta _2}\left([\zeta x]\right)`$. Therefore the MM model is not valid when the changes in the probabilities happens during periods shorter or of the order of the mean time transaction $`\theta `$. Of course the presented above stochastic interpretation of the supply and demand remains valid in such situations. In addition we can consider piecewise decreasing functions $`F_s`$ and $`F_d`$. Such generalization requires that these function cease to be probability distribution functions because their derivatives (probability densities) are not positive definite. This corresponds to the effect of turning back of the supply and demand curves what happens for work supplies and the Giffen goods, Stigler (1947). In the Marshall convention these curves loose the function property. In the Cournot convention these curves are diagrams of multivalued functions. In this way negative probability densities (Wigner function) gain interesting economics reason for the existence. Wigner functions emerged in the quantum theory, Feynman (1987). By a choice of stochastic process consistent with the MM model one can determine the dynamics of such a model, cf Blaquiere (1980). Therefore we suspect that the departure from the laws of supply and demand might be the first known example of a macroscopic reality governed by quantum-like rules. Such hypothetical quantum economics started with the evidence given by Robert Giffen in the British Parliament, Stigler (1947) would have earlier origin than the quantum physics. It should be noted here that from the quantum game theory point of view the Gauss distribution function is the only supply (demand) curve that fulfills the physical correspondence principle. The authors would devote a separate paper to this very interesting problem.

Let us note that the distribution functions allow for correct description of the famous Zeno paradoxes (when grains form a pile? when you start to be bald?) because the introduction of probabilities removes the original discontinuity. For example the problem of morally right prices: if the price is low (state 0) nobody wants to sell and if the price is high (state 1) everybody wants to sell. Without the probability theory we are not able to describe intermediate states which, in fact, are typical on the markets. Does it suggest that the MM model can also be applied to problems where there is a necessity of finding maximum (minimum) of a profit intensity like parameter?

## 5 CONCLUDING REMARKS

We have discussed the model where the trader fixes the maximal price he is willing to pay for the asset $`\mathrm{\Theta }`$ and then after some time sells it at random. One can easily reverse the buying and selling strategies. If this is the case the formula (13) should be modified to:

$$\rho \left(b\right)=\frac{_b^{\mathrm{}}p\eta \left(p\right)𝑑p}{1+_b^{\mathrm{}}\eta \left(p\right)𝑑p},$$
$`(33)`$
where $`b`$ denotes the minimal acceptable price of $`\mathrm{\Theta }`$ (that is below which the trader gives up the selling).

It is interesting that the optimal behaviour of the trader consist in fixing the withdrawal price below the mean quotation so that the difference is exactly the profit expected during a mean buying-selling cycle. If he or she manages to do so then the optimal and stable position is reached and no further manoeuvring is necessary. So the best strategy is the self-consistent correction of the withdrawal price, cf Theorem 1. The existence of such a mechanism is highly required in dynamical markets where the distributions of quotations are continuously changing. Please note that if we set finite withdrawal prices for both type of transactions (buying and selling) the above simple recipe cease to work. One might ask if this suggests that the two-way transactions should be avoided? Or the only correct model is the one consisting in random buying followed by selling with fixed withdrawal price? One might suggest (suspect?) that the later case is the only one when it is possible to define the quotation distribution relatively to the subsequent selling. This might be compared with widely spread opinion among brokers that the moment of closing of a open position is much more important than the actual moment of opening this position (i.e. random buying). Of course the terms selling and buying are conventional: while selling the asset $`\mathrm{\Theta }`$ one buys $`\$`$.

At the end we would like to note that the process of searching optimal solutions and fixed points are the key issues of contemporary mathematical economics, Debreu (1981). Such classical results as generalised Brouwer theorem, Kakutani (1941), and the Brown-Robinson iteration, Robinson (1951), are widely applied. The proposed MM model combines both ideas. The authors envisage the extension of the MM model to the randomized withdrawal price cases which might also generalise the results of Piotrowski and Sładkowski (2001), where thermodynamics of investors was considered and the temperature of portfolios was defined.

Institute of Theoretical Physics, University of Białystok, Lipowa 41, Pl-15424 Białystok, Poland; e-mail: ep@alpha.uwb.edu.pl,

and

Institute of Physics, University of Silesia, Uniwersytecka 4, Pl-40007 Katowice, Poland, e-mail: sladk@us.edu.pl

REFERENCES

* Billingsley, R. (1979): Probability and Measure. New York: J. Wiley and Sons.
* Blaquiere, A. (1980): ”Wave Mechanics as a Two-Player Game”, in Dynamical Systems and Microphysics. New York: Springer-Verlag.
* Blaug, M. (1985): Economic Theory in retrospect. Cambridge: Cambridge University Press.
* Courant, R., and Robbins, H. (1996): What is Mathematics? An Elementary Approach to Ideas and Methods. Oxford: Oxford University Press.
* Debreu, G. (1981) in Handbook of Mathematical Economics, vol. II, ed. by K. J. Arrow and M. D. Intriligator. Amsterdam: Elsevier Science.
* Feynman, R. P. (1987): ”Negative Probabilities in Quantum Mechanics”, in Quantum Implications, Essays in Honour of D. Bohm, ed. by B. J. Hiley and F. D. Peat. London: Routledge & Kegan Paul.
* Graham, R. L., Knuth, D. E., and Patashnik, O. (1994): Concrete Mathematics. Reading: Addison-Wesley.
* Kakutani, S. (1941): ”A Generalization of Brouwer’s Fixed Point Theorem”, Duke Mathematical Journal, 8 457-458.
* Piotrowski, E. W. (1999): ”Profit Intensity - Model of a Rational Merchant”, Statistical Review (Przegla̧d Statystyczny), 46, 191-197.
* Piotrowski E. W., and Sładkowski, J. (2001): The Thermodynamics of Portfolios”, Acta Physica Polonica, B32 597-608.
* Resnick, S. I. (1998): A Probability Path. Boston: Birkhauser.
* Robinson, J. (1951): ”An Iterative Method of Solving a Game”, Annals of Mathematics, 54 296-301.
* Stigler, G. J. (1947): ”Notes on the History of the Giffen Paradox”, Journal of Political Economy, 55 152-156 .


text:
# Kasner-AdS spacetime and anisotropic brane-world cosmology

## I Introduction

String theory suggests that the spacetime we live in might be fundamentally higher-dimensional . Some of these extra dimensions might be compactified to account for apparently four-dimensional spacetime we observe experimentally. Recently, Randall and Sundrum proposed a new model with relatively large extra dimension  as a way to solve the hierarchy problem in high energy physics. In this model, the matter fields and interactions with exception of gravity are localized on 3-branes that live in a 5-dimensional bulk spacetime, which is taken to be anti-de Sitter (AdS).

The Randall and Sundrum model has gained considerable popularity, in both high energy physics and cosmology communities. A number of cosmological scenarios based on the brane-world concept was explored , including some models with inflation on the brane  and different embedding geometries .

In the present letter, we explore possible anisotropic brane-world cosmologies. We obtain a new class of exact solutions to the 5-dimensional vacuum Einstein-AdS equations in the bulk, which is homogeneous but anisotropic, and is related to Kasner solution. We then consider brane embedding in this anisotropic bulk spacetime, and derive brane equations of motion. These are solved by a static brane configuration with the brane tension tuned to the Randall-Sundrum prescription. The geometry on the 3-brane is given by 4-dimensional Kasner solution.

We also discuss implications of existence of these anisotropic solutions to the brane-world cosmology, and ponder possible ways to solve the initial conditions problem  in the brane-world context.

## II Kasner-AdS spacetime

In the usual brane world scenario , the $`3`$-branes live in a $`5`$-dimensional AdS bulk spacetime, which is described by a metric

$$ds^2=f(r)dt^2+\frac{dr^2}{f(r)}+r^2d\sigma _3^2,$$
(1)
where $`d\sigma _3^2`$ is a $`3`$-dimensional metric of a unit sphere, plane or hyperboloid for $`K=+1,0,1`$ respectively, and

$$f(r)=K+\frac{r^2}{\mathrm{}^2},$$
(2)
with $`\mathrm{}`$ giving the curvature scale of the AdS spacetime. This bulk spacetime is a solution of vacuum Einstein-AdS equations

$$R_{\mu \nu }\frac{1}{2}Rg_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu },$$
(3)
with negative cosmological constant

$$\mathrm{\Lambda }=\frac{6}{\mathrm{}^2}.$$
(4)
We now generalize the spacetime (1) to include spatial anisotropy. For simplicity, we will only consider spatially flat case ($`K=0`$), for which the spatial part of AdS metric was

$$d\sigma _3^2=dx^2+dy^2+dz^2.$$
(5)
In order to introduce anisotropy to the bulk spacetime, yet keep the spatial slices homogeneous, we allow the coefficients of the spatial metric to vary with time

$$d\sigma _3^2=e^{2a(t)}dx^2+e^{2b(t)}dy^2+e^{2c(t)}dz^2.$$
(6)
The vacuum Einstein-AdS equations (3) then give the evolution of anisotropy scales $`a`$, $`b`$ and $`c`$, which obey three dynamical equations of motion, namely

$$\ddot{a}+\dot{a}^2\dot{b}\dot{c}=0$$
(7)
and permutations thereof with respect to interchanges of $`\{a,b,c\}`$, and a constraint

$$\dot{a}\dot{b}+\dot{b}\dot{c}+\dot{c}\dot{a}=0,$$
(8)
where dot denotes derivatives with respect to time $`t`$. The general solution of these equations, modulos the translational and scaling freedom in the coordinate choice, is

$$a=\alpha \mathrm{ln}t,b=\beta \mathrm{ln}t,c=\gamma \mathrm{ln}t,$$
(9)
where parameters $`\alpha `$, $`\beta `$ and $`\gamma `$ satisfy either

$$\alpha =\beta =\gamma =0,$$
(10)
in which case the original flat spatial metric (5) is recovered, or

$$\alpha ^2+\beta ^2+\gamma ^2=\alpha +\beta +\gamma =1.$$
(11)
The spatial geometry in this case is homogeneous but anisotropic, and is given by the metric

$$d\sigma _3^2=t^{2\alpha }dx^2+t^{2\beta }dy^2+t^{2\gamma }dz^2.$$
(12)
Thus we have obtained a new solution (12,11,1) of five dimensional vacuum Einstein-AdS equations (3). It is related to the well-known Kasner solution of vacuum Einstein equations in four dimensions (indeed, the three dimensional spatial line elements are identical), so we will call it a Kasner-AdS spacetime. Its properties with respect to spatial anisotropy are similar to those of Kasner spacetime. However, its global structure is different in that it not only has a cosmological singularity at $`t=0`$, but also a timelike singularity at $`r=0`$, where the curvature diverges

$$C_{\alpha \beta \gamma \delta }C^{\alpha \beta \gamma \delta }=\frac{16\mathrm{}^4}{r^4t^4}\alpha \beta \gamma .$$
(13)
This does not pose a significant problem for the brane-world scenario, however, as the central part of the spacetime is avoided in orbifold construction .

It is worth noting that similar generalization to 5-dimensional AdS theory is possible for any Ricci-flat 4-dimensional metric, Schwarzschild black hole in particular . It might be interesting to look for spatially closed anisotropic solutions, as they are likely to be of Mixmaster type and chaotic. However, this topic is beyond the scope of this letter. For several other interesting generalizations of Kasner solution, see .

## III Brane in anisotropic bulk

We now consider what will happen if the $`3`$-brane is embedded in the anisotropic Kasner-AdS spacetime derived above, instead of the usual AdS spacetime. Following , we describe the $`3`$-brane embedding by a hypersurface $`\mathrm{\Sigma }`$ defined by $`r=R(t)`$. Induced brane-world metric is then

$`ds_4^2`$ $`=`$ $`\left(f{\displaystyle \frac{R_{,t}^2}{f}}\right)dt^2+R^2d\sigma _3^2`$ (14)
$`=`$ $`d\tau ^2+A^2d\sigma _3^2,`$ (15)
where we introduced cosmological time

$$d\tau =\left(f\frac{R_{,t}^2}{f}\right)^{\frac{1}{2}}dt,dt=\frac{1}{f}\left(f+A_{,\tau }^2\right)^{\frac{1}{2}}d\tau $$
(16)
and cosmological scale factor

$$A(\tau )=R(t(\tau )).$$
(17)
The coordinates on the brane are $`\{\tau ,x,y,z\}`$, and the corresponding holonomic basis vectors are

$$e_{(\tau )}^\mu =(\frac{1}{f}(f+\dot{A}^2)^{\frac{1}{2}},\dot{A},0,0,0)$$
(18)
and $`e_{(a)}^\mu =\delta _a^\mu `$ for index $`a`$ spanning $`\{x,y,z\}`$. Here and later the dot denotes the derivative with respect to cosmological time $`\tau `$. The outward pointing unit vector normal to the brane is

$$n^\mu =(\frac{\dot{A}}{f},(f+\dot{A}^2)^{\frac{1}{2}},0,0,0).$$
(19)
By direct calculation, the extrinsic curvature tensor for the brane embedded in the spacetime (1,6), defined as

$$𝒦_{ab}=e_{(a)}^\mu e_{(b)}^\nu n_{\mu ;\nu },$$
(20)
has the following nonvanishing components:

$$𝒦_{\tau \tau }=\frac{1}{2}\frac{\ddot{A}+f^{}}{\sqrt{f+\dot{A}^2}},$$
(21)
$$𝒦_{xx}=Ae^{2a}\left(\frac{A\dot{A}}{f}\frac{a}{t}+\sqrt{f+\dot{A}^2}\right),$$
(22)
as well as $`𝒦_{yy}`$ and $`𝒦_{zz}`$, which are the same as the expression for $`𝒦_{xx}`$ above, except anisotropy scale $`a`$ is replaced by $`b`$ and $`c`$ correspondingly.

Assuming $`Z_2`$ symmetry common to the brane-world models , the jump in extrinsic curvature across the brane is

$$[𝒦_{ab}]=\pm 2𝒦_{ab},$$
(23)
where sign depends on which side of the brane the bulk is (plus if bulk is outside, i.e. towards the larger $`r`$, and minus if bulk is inside, i.e. towards smaller $`r`$).

The jump in extrinsic curvature is caused by the matter distribution on the brane; more precisely, Israel’s junction condition  links it with the surface stress-energy tensor

$$[𝒦_{ab}]=\kappa _D^2\left(S_{ab}\frac{1}{D2}Sg_{ab}\right),$$
(24)
where $`D`$ is the dimensionality of the spacetime ($`D=5`$ in our case), and $`\kappa _D^2`$ is $`D`$-dimensional Newton’s constant. Together with expressions for extrinsic curvature (21,22), junction condition (24) gives equations of motion of the brane, provided the brane matter content is known.

Assuming the matter on the brane is composed of vacuum energy of density $`\lambda `$ and pressureless matter of density $`\rho `$, the stress-energy tensor and its trace are

$$S_b^a=\text{diag}(\rho \lambda ,\lambda ,\lambda ,\lambda ),S=\rho 4\lambda .$$
(25)
The brane equations of motion are then

$$\frac{\ddot{A}+f^{}}{\sqrt{f+\dot{A}^2}}=\pm \frac{\kappa _5^2}{3}(2\rho \lambda ),$$
(26)
$$\frac{\dot{A}}{f}\frac{a}{t}+\sqrt{\frac{f}{A^2}+\frac{\dot{A}^2}{A^2}}=\frac{\kappa _5^2}{6}(\rho +\lambda ),$$
(27)
plus two equations coming from $`yy`$ and $`zz`$ components of $`[𝒦_{ab}]`$, which are identical to the last equation, except anisotropy scale $`a`$ is replaced by $`b`$ and $`c`$ correspondingly. Since for anisotropic bulk $`a`$, $`b`$ and $`c`$ depend on time differently (as given by equation (9)), the only way to satisfy all equations simultaneously without introducing anisotropic matter content on the brane, is to have the anisotropic term in (27) vanish. This is achieved when $`A=\text{const}`$, i.e. when brane is not moving. In that case, the junction conditions (26,27) simplify greatly and become

$$\frac{1}{\mathrm{}}=\pm \frac{\kappa _5^2}{6}(2\rho \lambda )=\frac{\kappa _5^2}{6}(\rho +\lambda ).$$
(28)
They are satisfied (and thus anisotropic brane-world construction is possible) when the brane parameters are

$$\lambda =\frac{6}{\kappa _5^2\mathrm{}},\rho =0,$$
(29)
which is precisely the tuning condition of Randall and Sundrum .

## IV Discussion

We have shown that the geometrical construction of the Randall and Sundrum’s brane world  can be carried out without assumption of spatial isotropy. This results in a wider class of solutions of Einstein-AdS equations in five dimensions that are anisotropic in the bulk and have Kasner geometry on the brane. Written in terms of fifth coordinate $`w=\mathrm{}\mathrm{ln}(r/\mathrm{})`$ that Randall and Sundrum use, the spacetime metric is

$$ds^2=e^{2w/\mathrm{}}(dt^2+t^{2\alpha }dx^2+t^{2\beta }dy^2+t^{2\gamma }dz^2)+dw^2.$$
(30)
In view of existence of such solutions, the old problem of initial conditions in cosmology  rises once again, now in the brane-world context. The standard AdS brane-world solution is highly symmetrical and essentially forms a set of measure zero among the configuration space of possible solutions. Why should we be living in such a special spacetime? This requires justification: for example, a mechanism by which homogeneous and isotropic AdS brane-world can be reached from wide range of initial conditions.

In the accepted 4-dimensional cosmology, the answer to the problem of initial conditions was provided by inflation. Inflation on the brane has been considered in the literature (see for example ), and even the tendency of the brane embedded into AdS bulk to dissipate anisotropy was reported , but it is not perfectly clear what would happen if the bulk itself was anisotropic (or non-homogeneous, for that matter). Would inflation on the brane be enough to isotropize both the brane and the bulk (which has much larger volume), or would some sort of “bulk inflation” be needed?

These questions require further study.

## Acknowledgments

This research was supported in part by the Natural Sciences and Engineering Research Council of Canada. I would like to thank Prof. Lev Kofman for many helpful discussions.