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# COANNIHILATION EFFECTS IN SUPERGRAVITY AND D-BRANE MODELS

## I Introduction

Supersymmetry (SUSY) models with R-parity invariance offers a leading candidate for the dark matter observed in the universe at large and locally in the Milky Way galaxy. Thus in models of this type, the lightest neutralino, $`\stackrel{~}{\chi }_1^0`$, is generally the lightest supersymmetric particle (LSP) and hence is absolutely stable. The observed dark matter is then the relic neutralinos left over after the Big Bang. SUSY models are predictive since they can calculate simultaneously the amount of relic density expected, Milky Way detection signals and the production cross sections at accelerators. Thus cosmological, astronomical and accelerator constraints simultaneously constrain the SUSY parameter space.

The procedure for calculating the relic density of neutralinos is well known. (For a review, see .) Over the past decade, a number of refinements of the analysis needed to get accurate answers have been included. Thus the treatment of threshold and s-channel resonances in the annihilation cross section in the early universe was discussed in . In calculating the relic density, in most of the parameter space it is sufficient to use the two body neutralino annihilation cross section, since the effects of heavier particles are suppressed by the Boltzman factor. However, in special situations, the next to lightest supersymmetric particle (NLSP) may become nearly degenerate with the LSP, and the coupled annihilation channels of LSP-LSP, NLSP-LSP, NLSP-NLSP must be simultaneously considered . This phenomena of coannihilation was considered within the framework of the minimal supersymmetric model (MSSM) in  for the situation when the lightest chargino, $`\stackrel{~}{\chi }_1^\pm `$, becomes nearly degenerate with the $`\stackrel{~}{\chi }_1^0`$. In this paper we consider supergravity (SUGRA) models with grand unification of the gauge coupling constants and soft SUSY breaking at the GUT scale $`M_G2\times 10^{16}`$ GeV. The low energy properties of the theory is thus obtained by running the renormalization group equations (RGE) from $`M_G`$ to the electroweak scale, where SUSY breaking at $`M_G`$ triggers $`SU(2)_L\times U(1)_Y`$ breaking at the electroweak scale. Aside from being in accord with the LEP data implying grand unification, radiative breaking of $`SU(2)_L\times U(1)_Y`$ greatly enhances the predictiveness of the theory as it reduces the number of SUSY parameters, and one finds generally for such models that the $`\stackrel{~}{\chi }_1^0`$ is mostly Bino, and the $`\stackrel{~}{\chi }_1^\pm `$ is mostly Wino (when the soft breaking masses are less than 1 TeV). Then the $`\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_1^\pm `$ do not become nearly degenerate and this type of coannihilation does not generally take place. (An exception for a class of D-brane models is discussed below.)

More recently it was pointed out that in SUGRA models, the sleptons (particularly the lightest stau, $`\stackrel{~}{\tau }_1`$) can become nearly degenerate with the $`\stackrel{~}{\chi }_1^0`$ leading to a new type of coannihilation, and this was explored for low and intermediate values of $`\mathrm{tan}\beta =H_2/H_1`$ . (Here $`H_{2,1}`$ give rise to ($`u`$,$`d`$) quark masses). In this paper we examine this effect for the full range of $`\mathrm{tan}\beta `$, i.e. $`2<\mathrm{tan}\beta <50`$ . Further, in addition to $`\stackrel{~}{\tau }_1\stackrel{~}{\chi }_1^0`$ coannihilation, we find the possibility of light stop $`\stackrel{~}{t}_1\stackrel{~}{\chi }_1^0`$ coannihilation as well as light sbottom $`\stackrel{~}{b}_1\stackrel{~}{\chi }_1^0`$ coannihilation.

We consider these effects for a range of models based on grand unfication of the gauge coupling constants: (1) Minimal supergavity model (mSUGRA)  where there is universal soft breaking masses at $`M_G`$, (2) Nonuniversal supergravity models , where the first two generation soft breaking masses are kept universal at $`M_G`$ (to suppress flavor changing neutral currents) as well as the gaugino masses, but the Higgs and third generation soft breaking masses are allowed to be nonuniversal, and (3) a D-brane model  based on Type IIB strings  where soft breaking masses at $`M_G`$ of the $`SU(2)_L`$ doublet squark, slepton and Higgs are kept degenerate but distinct from the $`SU(2)_L`$ singlets, and similarly the gaugino $`SU(2)_L`$ doublet soft breaking mass is distinct from the $`SU(2)_L`$ singlets. While the first two models have been characterized as SUGRA models, they can also be realized in string models, and in fact any string model based on grand unification at a high $`M_G`$ scale with the Standard Model gauge group holding below $`M_G`$, phenomenologically can be treated as a SUGRA model with an appropriate amount of nonuniversal soft breaking. Thus the three models sample the possibilities of universal soft breaking, nonuniversal soft breaking in the squark, slepton and Higgs sector but universal gaugino masses, and finally nonuniversality in the gaugino sector as well.

Since the Milky Way is perhaps 90$`\%`$ dark matter, it is a “laboratory” for studying the properties of dark matter (DM). Possible signals for DM include annihilation in the halo of the Galaxy, annihilation in the center of the Sun or Earth, and direct detection from scattering by terrestial nuclear targets. Of these, the last is most promising, and we restrict our discussion here to this. (For recent discussions of the other possibilities see ). In general, the neutralino-nucleus scattering has a spin independent and spin dependent part. However, for heavy nuclei (aside from exceptional situations discussed below), the spin independent scattering dominates, giving rise to approximately equal scattering by neutrons ($`n`$) and protons ($`p`$) in the nucleus. It is thus possible to extract from any data the neutralino-proton cross section, $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ (subject to astronomical uncertainties about the Milky Way). Current detectors (DAMA, CDMS, UKDMC) are sensitive to cross sections

$$\sigma _{\stackrel{~}{\chi }_1^0p}\stackrel{>}{}1\times 10^6\mathrm{pb}$$
(1)
with a one to two order of magnitude improvement possible in the near future. Future detectors (e.g. GENIUS, Cryoarray) plan to be sensitive down to

$$\sigma _{\stackrel{~}{\chi }_1^0p}\stackrel{>}{}(10^910^{10})\mathrm{pb}$$
(2)
and thus it is of interest to see what parts of the SUSY parameter space can be examined by such detectors.

In order to obtain accurate calculations of both the relic density and $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ for large $`\mathrm{tan}\beta `$, it is necessary to include a number of corrections in the analysis, and we list these here: (i) In relating the theory at $`M_G`$ to phenomena at the electroweak scale, the two loop gauge and one loop Yukawa renormalization group equations (RGE) are used, iterating to get a consistent SUSY spectrum. (ii) QCD RGE corrections are further included below the SUSY breaking scale for contributions involving light quarks. (iii) A careful analysis of the light Higgs mass $`m_h`$ is necessary (including two loop and pole mass corrections) as the current LEP limits impact sensitively on the relic density analysis. (iv) L-R mixing terms are included in the sfermion (mass)2 matrices since they produce important effects for large $`\mathrm{tan}\beta `$ in the third generation. (v) One loop corrections are included to $`m_b`$ and $`m_\tau `$ which are again important for large $`\mathrm{tan}\beta `$. (vi) The experimental bounds on the $`bs\gamma `$ decay put significant constraints on the SUSY parameter space and theoretical calculations here include the leading order (LO) and NLO corrections for large $`\mathrm{tan}\beta `$. Note that we have not in the following imposed $`b\tau `$ (or $`tb\tau `$) Yukawa unification or proton decay constraints as these depend sensitively on unknown post-GUT physics. For example, such constraints do not naturally occur in the string models where $`SU(5)`$ (or $`SO(10)`$) gauge symmetry is broken by Wilson lines at $`M_G`$ (even though grand unification of the gauge coupling constants at $`M_G`$ for such string models is still required).

In carrying out the above calculations we have included the latest LEP bound on the light Higgs mass, $`m_h>`$ 114 GeV  and the recent NLO corrections for large $`\mathrm{tan}\beta `$ for the $`bs\gamma `$ decay . (We have checked numerically that  and  give identical results.) Since there are still some remaining errors in the theoretical calculation of $`m_h`$ as well as uncertainty in the top quark mass, $`m_t=(175\pm 5)`$ GeV, we will conservatively assume here that $`m_h>`$ 110 GeV. In the MSSM, the constraint on $`m_h`$ is $`\mathrm{tan}\beta `$ dependent as $`Ah`$ production ($`A`$ is the CP odd Higgs) when $`m_A\stackrel{}{=}M_Z`$ is possible for $`\mathrm{tan}\beta \stackrel{>}{}9`$ and this can be confused with $`Zh`$ production. However, in SUGRA models, radiative electroweak breaking eliminates this part of the parameter space, and so it is correct to impose the LEP bound on $`m_h`$ for the full range of $`\mathrm{tan}\beta `$. LEP also gives the bound  $`m_{\stackrel{~}{\chi }_1^\pm }>`$ 102 GeV, and the Tevatron bound for the gluino $`(\stackrel{~}{g})`$ is  $`m_{\stackrel{~}{g}}>`$270 GeV (for squark ($`\stackrel{~}{q}`$) and gluino masses approximately equal). We assume an allowed 2$`\sigma `$ range from the CLEO data for the $`bs\gamma `$ branching ratio :

$$1.8\times 10^4B(BX_s\gamma )4.5\times 10^4$$
(3)
In calculating the relic density we will assume the bounds

$$0.02<\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2<0.25$$
(4)
where $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}=\rho _{\stackrel{~}{\chi }_1^0}/\rho _c`$, $`\rho _{\stackrel{~}{\chi }_1^0}`$ is the relic density of the $`\stackrel{~}{\chi }_1^0`$, $`\rho _c=3H_0^2/8\pi G_N`$ ($`H_0`$ is the present Hubble constant and $`G_N`$ is the Newton constant) and $`H_0=h100`$km s-1Mpc-1. The lower bound on $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ is somewhat lower than more conventional estimates ($`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2>0.1`$), and allows us to consider the possibility that not all the DM are neutralinos. (In the following, we will mention when results are sensitive to this lower bound.) Accurate determinations by the MAP and Planck satellites of the dark matter relic density will clearly strengthen the theoretical predictions, and already, analyses using combined data from the CMB, large scale structure, and supernovae data suggests that the correct value of the relic density lies in a relatively narrow band in the center of the region of Eq. (4. We will here, however, use the conservative range given in Eq. (4).

Supersymmetry theory allows one to calculate the $`\stackrel{~}{\chi }_1^0`$-quark cross section and we follow the analysis of  to convert this to $`\stackrel{~}{\chi }_1^0p`$ scattering. For this one needs the $`\pi N`$ $`\sigma `$ term,

$$\sigma _{\pi N}=\frac{1}{2}(m_u+m_d)p|\overline{u}u+\overline{d}d|p,$$
(5)
$`\sigma _0=\sigma _{\pi N}(m_u+m_d)p|\overline{s}s|p`$ and the quark mass ratio $`r=2m_s/(m_u+m_d)`$. We use here $`\sigma _0=30`$ MeV , and $`r=24.4\pm 1.5`$. Recent analyses, based on new $`\pi N`$ scattering data gives $`\sigma _{\pi N}65`$ MeV. Older $`\pi N`$ data gave $`\sigma _{\pi N}45`$ MeV. We will use in most of the analysis below the larger number. If the smaller number is used, it would have the overall effect in most of the parameter space of reducing $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ by about a factor of 3. However, in the special situation for $`\mu <`$0 where there is a cancellation of matrix elements, the choice of $`\sigma _{\pi N}`$ produces a more subtle effect, and we will exhibit there results from both values. Some of the results described below have been mentioned earlier in conference talks .

There have been in the recent past a number of calculations of $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ in the literature . However, none include simultaneously all the corrections discussed above, the large $`\mathrm{tan}\beta `$ range and the recent LEP $`m_h`$ bounds. We find general numerical agreement with other calculations for regions of parameter space where the omitted corrections are small.

## II  mSUGRA Model

We consider in this section the mSUGRA model. This model is the most predictive of the SUGRA models as it depends on only four additional parameters and one sign. These may be chosen as follows: $`m_0`$, the universal scalar soft breaking mass at $`M_G`$; $`m_{1/2}`$, the universal gaugino mass at $`M_G`$ (or alternately one may use $`m_{\stackrel{~}{\chi }_1^0}`$ or $`m_{\stackrel{~}{g}}`$ as these quantities approximately scale with $`m_{1/2}`$, i.e. $`m_{\stackrel{~}{\chi }_1^0}0.4m_{1/2}`$ and $`m_{\stackrel{~}{g}}2.8m_{1/2}`$); $`A_0`$, the universal cubic soft breaking coupling at $`M_G`$; $`\mathrm{tan}\beta =H_2/H_1`$; and $`\mu /|\mu |`$, the sign of the Higgs mixing parameter $`\mu `$ in the superpotential term $`W=\mu H_1H_2`$. We restrict the parameter space as follows:

$`m_0,m_{1/2}`$ $`<`$ $`1\mathrm{TeV}`$ (6)
$`|A_0/m_{1/2}|`$ $`<`$ $`4`$ (7)
$`2<\mathrm{tan}\beta `$ $`<`$ $`50`$ (8)
The relic density is calculated by solving the Boltzman equation in the early universe. If the excited SUSY states lie significantly above the $`\stackrel{~}{\chi }_1^0`$, then this takes the standard form :

$$\frac{dn}{dt}=3Hn\sigma _{ann}v(n^2n_{\mathrm{eq}}^2)$$
(9)
where $`n`$ is the neutralino number density, $`n_{\mathrm{eq}}`$ is its equilibrium value, $`\mathrm{}`$ means thermal average, $`\sigma _{\mathrm{ann}}`$ is the annihilation cross section $`\stackrel{~}{\chi }_1^0+\stackrel{~}{\chi }_1^0f`$ ($`f`$ = final state), and $`v`$ is the relative velocity. In this case, the effects of the heavier particles are suppressed by the Boltzman factor. If however, one or more particles, $`X_i`$, have masses $`m_i`$ near the neutralino ($`\stackrel{~}{\chi }_1^0X_1`$, $`m_{\stackrel{~}{\chi }_1^0}m_1`$), coannihilation effects can occur. In this case Eq. (9) holds for the neutralino number density with, however, $`n_{\mathrm{eq}}`$ and $`\sigma _{\mathrm{ann}}`$ given by

$$n_{\mathrm{eq}}=\underset{i}{}n_{i\mathrm{eq}}$$
(10)
$$\sigma _{\mathrm{ann}}=\underset{i,j}{}r_ir_j\sigma _{ij};r_i\frac{n_{i\mathrm{eq}}}{n_{\mathrm{eq}}}$$
(11)
In the nonrelativistic limit where freezeout occurs, the equilibrium number densities take the form

$$n_{i\mathrm{eq}}g_i(\frac{m_iT}{2\pi })^{3/2}exp(m_i/T)[1+\frac{15T}{8m_i}]$$
(12)
Here $`\sigma _{ij}`$ is the cross section for $`X_i+X_jf`$ ($`\sigma _{11}`$ is the neutralino annihilation cross section) and $`g_i`$ are the degeneracy factors. In our analysis, we have included all final states that are energetically allowed.

One sees from Eqs. (11,12) that the effects of coannihilation depend simultaneously on the near degeneracy of any heavier particle with the neutralino, and on the size of the annihilation cross sections. A large cross section can then compensate partially for the Boltzman factor. In SUGRA models two effects occur which enhance the coannihilation for the sleptons. First, since the neutralino is a Majorana particle, its annihilation cross section is p-wave suppressed. Consequently,

$$\sigma _{ij},\sigma _{i1}\stackrel{}{=}O[10\sigma _{11}];i,j=\mathrm{sleptons}$$
(13)
and the slepton cross sections are enhanced relative to the neutralino cross sections $`\sigma _{11}`$. Second, a numerical accident allows the selectrons to be nearly degenerate with the neutralino over a region of parameter space of increasing $`m_0`$, $`m_{1/2}`$. One can see this analytically for low and intermediate $`\mathrm{tan}\beta `$ for mSUGRA where the RGE can be solved analytically . At the electroweak scale one has

$$\stackrel{~}{m}_{e_R}^2=m_0^2+(6/5)f_1m_{1/2}^2\mathrm{sin}^2\theta _WM_W^2\mathrm{cos}(2\beta )$$
(14)
$$m_{\stackrel{~}{\chi }_1^0}=(\alpha _1/\alpha _G)m_{1/2}$$
(15)
where $`f_i=[1(1+\beta _it)^2]/\beta _i`$, $`t=\mathrm{ln}(M_G/M_Z)^2`$ and $`\beta _1`$ is the $`U(1)`$ $`\beta `$ function. Numerically this gives for e.g. $`\mathrm{tan}\beta =`$ 5

$`\stackrel{~}{m}_{\stackrel{~}{e}_R}^2`$ $`=`$ $`m_0^2+\mathrm{\hspace{0.17em}0.15}m_{1/2}^2+(37\mathrm{GeV})^2`$ (16)
$`m_{\stackrel{~}{\chi }_1^0}^2`$ $`=`$ $`0.16m_{1/2}^2`$ (17)
Thus for $`m_0=`$ 0, the $`\stackrel{~}{e}_R`$ becomes degenerate with the $`\stackrel{~}{\chi }_1^0`$ at $`m_{1/2}=370`$ GeV, i.e. coannihilation effects begin at $`m_{1/2}\stackrel{}{=}(350400)`$ GeV. For larger $`m_{1/2}`$, the near degeneracy is maintained by increasing $`m_0`$, and there is a corridor in the $`m_0m_{1/2}`$ plane allowing for an adequate relic density. (This is in accord with the numerical calculations of .)

For larger $`\mathrm{tan}\beta `$, the situation is more complicated, as the the L-R mixing in the $`\stackrel{~}{\tau }_1`$ (mass2) matrix, generally makes the $`\stackrel{~}{\tau }_1`$ the lightest slepton (lighter than the $`\stackrel{~}{e}_R`$ or $`\stackrel{~}{\mu }_R`$), and hence the $`\stackrel{~}{\tau }_1`$ dominates the coannihilation phenomena. The RGE must of course now be solved numerically, and there is strong sensitivity to $`A_0`$.

The new effects are exhibited in Fig. 1 where the allowed regions in the $`m_0m_{1/2}`$ plane satisfying Eq. (4) for $`A_0`$=$`m_{1/2}`$, 2$`m_{1/2}`$ and 4$`m_{1/2}`$ are shown for $`\mu >0`$ and $`\mathrm{tan}\beta =40`$. One sees several features of the large $`\mathrm{tan}\beta `$ region there. First, the allowed corridors are sensitive to the value of $`A_0`$, the allowed values of $`m_0`$ increasing with $`A_0`$. Further, the corridors end at a minimum value of $`m_{1/2}`$ due to the $`bs\gamma `$ constraint. (We note that these lower bounds on $`m_{1/2}`$ are sensitive to the NLO corrections to the $`bs\gamma `$ branching ratio mentioned in Sec. 1 above.) In fact, there is only the coannihilation region left in the parameter space, since the $`bs\gamma `$ constraint at large $`\mathrm{tan}\beta `$ has eliminated the non coannihilation part of the parameter space. (Actually, there can be small islands of allowed parameter space left in the non coannihilation region ($`m_{1/2}\stackrel{<}{}350`$ GeV) for large $`\mathrm{tan}\beta `$ due to a cancellation that can occur between the Standard Model amplitude and the chargino amplitude.) While for low $`\mathrm{tan}\beta `$, $`m_0`$ is generally small  ($`m_0\stackrel{<}{}200`$ GeV), we see that at large $`\mathrm{tan}\beta `$, $`m_0`$ can become quite large reaching up to 1 TeV for large $`A_0`$. Finally we mention that while for fixed $`A_0`$ the allowed corridors are relatively narrow, as one allows $`A_0`$ to vary from small to large values, the allowed region due to coannihilation covers most of the $`m_0m_{1/2}`$ plane.

We turn next to consider the $`\stackrel{~}{\chi }_1^0p`$ cross section. Large cross sections can arise for large $`\mathrm{tan}\beta `$ and small $`m_{\stackrel{~}{\chi }_1^0}`$, and in , it was shown that Eq. (1) could be satisfied in mSUGRA only also for small $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$, i. e. for

$$\mathrm{tan}\beta \stackrel{>}{}25,\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2\stackrel{<}{}0.1,m_{\stackrel{~}{\chi }_1^0}\stackrel{<}{}90\mathrm{GeV}$$
(18)
Small cross sections generally arise for small $`\mathrm{tan}\beta `$, large $`m_0`$ and large $`m_{1/2}`$. It is of interest to see what the minimum cross section predicted by theory is in order to know how much of the SUSY parameter space will be examined by proposed detectors. In order to see the effects of coannihilation, we first examine the domain $`m_{1/2}<350`$ GeV ($`m_{\stackrel{~}{\chi }_1^0}<140`$ GeV) where coannihilation does not take place. Fig. 2 exhibits the minimum cross section for $`\mathrm{tan}\beta =6`$, $`\mu >0`$, satisfying all the accelerator and relic density constraints. One sees that $`\sigma _{\stackrel{~}{\chi }_1^0p}\stackrel{>}{}1\times 10^9`$ pb for $`\mathrm{tan}\beta >6`$, and so the entire parameter space in this region would be accessible to detectors planned with sensitivity of Eq. (2).

At higher $`m_{1/2}`$, coannihilation occurs, allowing $`m_0`$ and $`m_{1/2}`$ to become larger, and hence the cross section should become smaller. We examine first the case $`\mu >0`$. The $`A_0`$ dependence at large $`\mathrm{tan}\beta `$ shown in Fig. 1 then implies that the cross section should also decrease with increasing $`A_0`$, since, as seen in Fig. 1, $`m_0`$ then increases. This is seen explicitly in Fig. 3.

Thus it is possible that as $`m_{1/2}`$ gets large, a consequence of coannihilation is that large $`\mathrm{tan}\beta `$ and large $`A_0`$ can give smaller cross sections than low $`\mathrm{tan}\beta `$. This is illustrated in Fig. 4 where $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ is plotted as a function of $`m_{1/2}`$ for $`A_0=4m_{1/2}`$, $`\mathrm{tan}\beta =`$ 40 (upper curve) and $`\mathrm{tan}\beta =3`$ (lower curve). One sees that for $`m_{1/2}>600`$ GeV, the $`\mathrm{tan}\beta =40`$ curve actually drops below the $`\mathrm{tan}\beta =3`$ curve, the $`A_0`$ dependence (producing large $`m_0`$) compensating for the $`\mathrm{tan}\beta `$ dependence. One has however, the bound

$$\sigma _{\stackrel{~}{\chi }_1^0p}\stackrel{>}{}1\times 10^{10}\mathrm{pb},\mathrm{for}\mu >0,m_{1/2}<1\mathrm{TeV}$$
(19)
Again, most of this parameter space will be within the reach of planned future detectors.

We turn next to the case of $`\mu <0`$. The situation here is more complicated. As pointed out for low and intermediate $`\mathrm{tan}\beta `$ in , an accidental cancellation can occur between the Higgs $`u`$-quark and the Higgs $`d`$-quark scattering amplitudes which can greatly reduce $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ and we investigate here whether this cancellation continues to occur in the high $`\mathrm{tan}\beta `$ region. Since the cancellation is somewhat subtle, we briefly describe how it comes about. In general, $`\stackrel{~}{\chi }_1^0`$, is a mixture of Bino($`\stackrel{~}{B}`$), Wino($`\stackrel{~}{W}`$) and the two Higgsinos ($`\stackrel{~}{H}_1,`$ $`\stackrel{~}{H}_2`$):

$$\stackrel{~}{\chi }_1^0=N_{11}\stackrel{~}{B}+N_{12}\stackrel{~}{W}+N_{13}\stackrel{~}{H}_1+N_{14}\stackrel{~}{H}_2$$
(20)
where $`N_{1i}`$ are the amplitudes. In much of the parameter space, the t-channel Higgs exchanges ($`h`$, $`H`$) dominate $`\sigma _{\stackrel{~}{\chi }_1^0p}`$. The $`d`$ and $`u`$ quark Higgs amplitudes are

$`A^d={\displaystyle \frac{g_2^2m_d}{2M_W}}\left({\displaystyle \frac{\mathrm{sin}\alpha }{\mathrm{cos}\beta }}{\displaystyle \frac{F_h}{m_h^2}}+{\displaystyle \frac{\mathrm{cos}\alpha }{\mathrm{cos}\beta }}{\displaystyle \frac{F_H}{m_H^2}}\right)`$ (21)
$`A^u={\displaystyle \frac{g_2^2m_u}{2M_W}}\left({\displaystyle \frac{\mathrm{cos}\alpha }{\mathrm{sin}\beta }}{\displaystyle \frac{F_h}{m_h^2}}+{\displaystyle \frac{\mathrm{sin}\alpha }{\mathrm{sin}\beta }}{\displaystyle \frac{F_H}{m_H^2}}\right)`$ (22)
where $`\alpha `$ is the Higgs mixing angle and

$`F_h=(N_{12}N_{11}\mathrm{tan}\theta _W)(N_{14}\mathrm{cos}\alpha +N_{13}\mathrm{sin}\alpha )`$ (23)
$`F_H=(N_{12}N_{11}\mathrm{tan}\theta _W)(N_{14}\mathrm{sin}\alpha N_{13}\mathrm{cos}\alpha )`$ (24)
Since the $`s`$-quark contribution to the scattering is quite large, the $`d`$-quark amplitude $`A^d`$ will generally be quite large. However $`A^d`$ will be suppressed if the amplitudes $`N_{13}`$, $`N_{14}`$ obey the equation

$$N_{14}N_{13}\frac{\mathrm{tan}\alpha +\frac{m_h^2}{m_H^2}\mathrm{cot}\alpha }{1+\frac{m_h^2}{m_H^2}}$$
(25)
In general $`\mathrm{tan}\alpha `$ is negative and small ($`\mathrm{tan}\alpha \stackrel{}{=}\mathrm{cot}\beta 0.1`$), and Eq. (25) can happen if $`N_{14}/N_{13}`$ is positive, which is the case for $`\mu <0`$. Once $`A^d`$ is sufficiently suppressed, it can cancel the remaining (smaller) $`u`$-quark contribution coming from $`A^u`$, leading to a nearly zero value of $`\sigma _{\stackrel{~}{\chi }_1^0p}`$. For fixed $`\mathrm{tan}\beta `$, total cancellation occurs at a fixed value of $`m_{1/2}`$, though the effects of cancellation has a width. What happens is shown in Fig. 5 where $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ is plotted in the large $`m_{1/2}`$ region for $`\mathrm{tan}\beta =6`$ (short dash), $`\mathrm{tan}\beta =8`$ (dotted), $`\mathrm{tan}\beta =10`$ (solid), $`\mathrm{tan}\beta =20`$ (dot-dash) and $`\mathrm{tan}\beta =25`$ (dashed). One sees that the cross section dips sharply when $`\mathrm{tan}\beta `$ is increased from 6 to 8, and and goes through a minimum for $`\mathrm{tan}\beta =8`$ at $`m_{1/2}\stackrel{}{=}810`$ GeV. For $`\mathrm{tan}\beta =10`$, the minimum recedes to $`m_{1/2}\stackrel{}{=}725`$ GeV, and then begins to advance for higher $`\mathrm{tan}\beta `$ i.e. rising to $`m_{1/2}\stackrel{}{=}830`$ GeV for $`\mathrm{tan}\beta =`$ 20, and $`m_{1/2}\stackrel{}{=}950`$ GeV for $`\mathrm{tan}\beta =25`$. Thus if we restrict $`m_{1/2}`$ to be below 1 TeV, the cross section will fall below the sensitivity of the planned future detectors for $`m_{1/2}\stackrel{>}{}450`$ GeV for a restricted region of $`\mathrm{tan}\beta `$ i. e.

$$\sigma _{\stackrel{~}{\chi }_1^0p}<1\times 10^{10}\mathrm{pb}\mathrm{for}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}450}\mathrm{GeV}<m_{1/2}<1\mathrm{TeV};\mathrm{\hspace{0.17em}\hspace{0.17em}5}\stackrel{<}{}\mathrm{tan}\beta \stackrel{<}{}30$$
(26)
At the minimum, the cross sections can become quite small, e. g. $`<1\times 10^{13}`$ pb, without major fine tuning of parameters, corresponding to an almost total cancellation. (Actually, as pointed out in , the true minimum of the cross section would then arise from the spin dependent part of the scattering, which though very small, does not possess the same cancelation phenomena.) Further, the widths of the minima for fixed $`\mathrm{tan}\beta `$ are fairly broad. While in this domain the proposed detectors obeying Eq. (2) will not be able to observe Milky Way wimps, mSUGRA would imply that the squarks and gluino would lie above 1 TeV, but at masses that would still be accessible to the LHC (i.e. $`<2.5`$ TeV). Also note that this phenomena occurs only for $`\mu <0`$ and for a restricted range of $`\mathrm{tan}\beta `$, so cross checks of the theory would still be available.

The minima occurring in Fig. 5 arose from cancellations between the Higgs $`u`$-quark and Higgs $`d`$-quark amplitudes, and as such are sensitive to the quark content of the proton. As discussed in Sec. 1, $`\sigma _{\pi N}`$ is not yet well determined, and Fig. 5 used $`\sigma _{\pi N}=65`$ MeV. In Fig. 6, we compare this choice(solid curve) for $`\mathrm{tan}\beta `$ = 10 with the parameters used in (dashed curve), where $`\sigma _{\pi N}=`$ 45 MeV. One sees that the minimum at $`m_{1/2}=`$ 725 GeV is shifted to $`m_{1/2}=`$ 600 GeV, with analagous shifts occurring for the other values of $`\mathrm{tan}\beta `$. Thus the extreme cancellations that occur in the coannihilation region for $`\mu <`$ 0 are quite sensitive to the properties of the proton.

## III SUGRA Models With Nonuniversal Soft breaking

We consider here models with nonuniversal soft breaking masses. In order to suppress flavor changing neutral currents, we maintain the universal soft breaking slepton and squark masses, $`m_0`$, at $`M_G`$ in the first two generations. However, experiment is compatible with nonuniversal Higgs and third generation soft breaking at $`M_G`$, and these can arise from nonuniversal couplings in the supergravity Kahler potential. We parameterize this situation as follows:

$`m_{H_1}^{2}`$ $`=`$ $`m_0^2(1+\delta _1);m_{H_2}^{2}=m_0^2(1+\delta _2);`$ (27)
$`m_{q_L}^{2}`$ $`=`$ $`m_0^2(1+\delta _3);m_{t_R}^{2}=m_0^2(1+\delta _4);m_{\tau _R}^{2}=m_0^2(1+\delta _5);`$ (28)
$`m_{b_R}^{2}`$ $`=`$ $`m_0^2(1+\delta _6);m_{l_L}^{2}=m_0^2(1+\delta _7).`$ (29)
where $`q_L=(\stackrel{~}{t}_L,\stackrel{~}{b}_L)`$ squarks, $`l_L=(\stackrel{~}{\nu }_\tau ,\stackrel{~}{\tau }_L)`$ sleptons etc. The $`\delta _i`$ measure the deviations from universality. (If one where to impose $`SU(5)`$ or $`SO(10)`$ symmetry then $`\delta _3=\delta _4=\delta _5\delta _{10}`$, and $`\delta _6=\delta _7\delta _{\overline{5}}`$.) In the following we limit the $`\delta _i`$ to obey

$$1<\delta _i<+1$$
(30)
The lower bound is necessary to prevent tachyons at $`M_G`$, and the upper bound represents a naturalness condition. We maintain gauge coupling constant unification at $`M_G`$ (which is in accord with LEP data). We also assume here gaugino mass unification. (Deviations from this can arise from nonuniversal couplings in the supergravity gauge function $`f_{ab}`$, and an example of this is treated in the next section.)

While the nonuniversal models contain a number of additional parameters, one can obtain an understanding of the new effects these imply from the following analytical considerations. In the decomposition of Eq. (20), the lightest neutralino is mostly Bino, i.e. $`N_{11}\stackrel{>}{}0.8`$. The Higgs mixing parameter $`\mu `$ to a large extent controls this mix, and as $`\mu ^2`$ decreases (increases) the higgsino content increases (decreases). In order to see qualitatively what happens we examine the low and intermediate $`\mathrm{tan}\beta `$ region where the RGE can be solved analytically. One finds for $`\mu ^2`$ the result (see e.g. ):

$`\mu ^2`$ $`=`$ $`{\displaystyle \frac{t^2}{t^21}}[({\displaystyle \frac{13D_0}{2}}+{\displaystyle \frac{1}{t^2}})+{\displaystyle \frac{1D_0}{2}}(\delta _3+\delta _4)`$ (31)
$``$ $`{\displaystyle \frac{1+D_0}{2}}\delta _2+{\displaystyle \frac{\delta _1}{t^2}}]m_0^2+\mathrm{universal}\mathrm{parts}+\mathrm{loop}\mathrm{corrections}.`$ (32)
where $`t=\mathrm{tan}\beta `$, and $`D_0\stackrel{}{=}1(m_t/200\mathrm{G}\mathrm{e}\mathrm{V}\mathrm{sin}\beta )^2\stackrel{}{=}0.25`$. One sees that the universal contribution to the $`m_0^2`$ term in $`\mu ^2`$ is small, making $`\mu ^2`$ quite sensitive to nonuniversal contributions. Also since $`D_0`$ is small, the Higgs and squark nonuniversalities enter coherrently, approximately in the combination $`\delta _3+\delta _4\delta _2`$. (The RGE can also be solved analytically for the SO(10) model where $`\mathrm{tan}\beta >40`$, and numerically otherwise, with results qualitatively similar to Eq. (32).) In addition we note here the mass of the CP odd Higgs boson, $`m_A`$ is

$`m_A^2`$ $`=`$ $`{\displaystyle \frac{t^2+1}{t^21}}[{\displaystyle \frac{3(1D_0)}{2}}+{\displaystyle \frac{1D_0}{2}}(\delta _3+\delta _4)`$ (33)
$``$ $`{\displaystyle \frac{1+D_0}{2}}\delta _2+\delta _1]m_0^2+\mathrm{universal}\mathrm{parts}+\mathrm{loop}\mathrm{corrections}.`$ (34)
The effects of the nonuniversalities can be seen to fall into the following categories:

(i) The spin independent neutralino-proton cross section depends upon the interference between the gaugino and higgsino parts of the neutralino, the larger the amount of interference the larger the cross section. Thus $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ can be significantly increased relative to mSUGRA by decreasing $`\mu ^2`$ (and hence increasing the higgsino content) by chosing $`\delta _3`$, $`\delta _4`$, $`\delta _1<0`$, $`\delta _2>0`$, and be decreased (though by not so large amount) with the opposite sign choice.

(ii) In the early universe annihilation cross section, the s-channel $`Z^0`$ pole amplitude depends on the higgsino contribution of the neutralino (the Bino and Wino parts giving zero coupling). Thus if $`\mu ^2`$ is lowered by chosing $`\delta _3`$, $`\delta _4`$, $`\delta _1<0`$, $`\delta _2>0`$ one gets an increased amount of annihilation, and a decreased amount with the opposite choice of signs. Thus deviations from universality can significantly effect the satisfaction of the relic density constraints of Eq. (4).

(iii) The third generation squark and slepton nonuniversalities shift the mass spectrum of the particles. Thus the positions of the corridors of coannihilation, and their widths can be significantly modified (also modifying the cross section $`\sigma _{\stackrel{~}{\chi }_1^0p}`$.)

Effects of type (i) were early observed in , and further discussed in  where is was seen that $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ could be increased by a factor of 10 or more with the sign choice $`\delta _{3,4,1}<0`$, $`\delta _2>0`$. We here update this result to take into account of the latest LEP bound $`m_h>114`$ GeV. Fig. 7 shows the maximum value of $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ for the nonuniversal models for $`\mu >0`$ with the above choice of signs for $`\delta _i`$ for $`\mathrm{tan}\beta =7`$ (lower curve) and $`\mathrm{tan}\beta =12`$ (upper curve). One sees that detectors obeying Eq. (1) are sampling the parameter space with $`\mathrm{tan}\beta 7`$ (compared with the mSUGRA result of $`\mathrm{tan}\beta 25`$).

To illustrate further some of the effects of nonuniversality, we consider first the case where there are only Higgs mass nonuniversal soft breaking, i.e. only $`\delta _{1,2}`$ are non zero. In general for the universal mSUGRA case, both $`\mu ^2`$ and $`m_A`$ are determined in terms of the other SUSY parameters. From Eqs. (32) and (34), we see that these quantities now depend on the additional parameters $`\delta _1`$ and $`\delta _2`$, and thus may be varied keeping the other (mSUGRA) parameters $`m_0`$, $`m_{1/2}`$, $`A_0`$ and $`\mathrm{tan}\beta `$ fixed. In , it was thus assumed that $`\mu ^2`$ and $`m_A`$ could be chosen arbitrarily. Actually, however, both $`\mu ^2`$ and $`m_A`$ are constrained by the bounds of Eq. (30), and varying $`\mu ^2`$ and $`m_A`$ arbitrarily can lead to points in parameter space with unreasonably large values of $`\delta _{1,2}`$ (or even tachyonic values with $`\delta _{1,2}<1`$). Thus here we will examine the actual parameter space subject to the conditions of Eq. (30) (as well as the usual relic density and accelerator bounds). As an example of an effect of type (ii), we consider in Fig.8 the case in the coannihilation region where $`A_0=m_{1/2}`$, $`\mathrm{tan}\beta =40`$, and chose $`\delta _2=1`$. Since $`\mu ^2`$ is insensitive to $`\delta _1`$ we set $`\delta _1=0`$. In this domain, the allowed stau coannihilation region corresponds to the lowest band in the $`m_0m_{1/2}`$ plane of Fig. 1, with $`m_0`$ running from about 200 GeV to 400 GeV and the corresponding corridor is only slightly effected by $`\delta _20`$. As shown in Fig. 8, the effect of the nonuniversal soft breaking now allows the opening up of a new wide band of allowed region at much higher values of $`m_0`$. Thus normally such large values of $`m_0`$ would give rise to too little annihilation to satisfy Eq. (4). However, by lowering $`\mu ^2`$ and hence raising the higgsino content of the neutralino, the $`Z^0`$ channel annihilation is enhanced allowing for an acceptable relic density. In Fig. 8, the low side of the band corresponds to $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=`$0.25, while the upper end to $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=`$0.02. If one were to raise the relic density lower bound to $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=`$0.1, the width of the band would be reduced by about 30$`\%`$ to 40$`\%`$. (The small dip at $`m_{1/2}=(400450)`$ GeV (i.e. $`m_{\stackrel{~}{\chi }_1^0}=`$(160 - 180)GeV) arises due to the opening of the $`t\overline{t}`$ channel in the annihilation cross section.) Thus we see that nonuniversal soft breaking allows for much larger values of $`m_0`$ than mSUGRA and hence a heavier mass spectrum, and this could be an experimental signal for nonuniversalities. (Universal soft breaking only allows for the coannihilation corridor in Fig. 8 at much lower $`m_0`$.) In addition, the larger $`m_0`$ leads to a smaller $`\sigma _{\stackrel{~}{\chi }_1^0p}`$.

We consider a second example where both effects of type (ii) and (iii) occur simultaneously, by examining third generation squark and slepton nonuniversal masses obtained when $`\delta _{10}(=\delta _3=\delta _4=\delta _5)`$ takes on the value $`\delta _{10}=`$ -0.7. (All other $`\delta _i`$ are chosen zero.) We again assume $`A_0=m_{1/2}`$, $`\mathrm{tan}\beta =40`$ and $`\mu >0`$. The effect of $`\delta _{10}`$ is shown in Fig. 9. The lowest band is the usual mSUGRA $`\stackrel{~}{\tau }_1`$ coannihilation band (shown here for reference only). The upper band corresponds to two phenomena: The lower half is the actual $`\stackrel{~}{\tau }_1`$ coannihilation region which has been shifted upwards due to the fact that $`m_0^2`$ for the $`\stackrel{~}{\tau }_1`$ has been replaced by $`m_0^2(1+\delta _{10}`$), and since $`\delta _{10}`$ is negative, one needs a larger $`m_0`$ to achieve the coannihilation corridor. The upper part corresponds to the opening of the $`Z^0`$ channel as in Fig. 8 since $`\delta _{10}<0`$ reduces $`\mu ^2`$ increasing the higgsino content of the neutralino. For $`m_{1/2}\stackrel{<}{}`$ 500 GeV, the two bands overlap. However at higher $`m_{1/2}`$, they are separated. Thus in the high $`m_{1/2}`$ region, the low side of the middle band (where $`\stackrel{~}{\tau }_1`$ coannihilation is occuring) corresponds to $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=`$0.02, while the upper side corresponds to $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=`$ 0.25. In the region between the two top bands, $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2>`$0.25 (and hence excluded). Finally, since $`\delta _3`$ and $`\delta _4`$ are negative (reducing $`\mu ^2`$ and also making the total $`m_0^2`$ contribution to $`\mu ^2`$ negative), for sufficiently large $`m_0`$, the $`Z^0`$ channel opens reducing $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ to 0.25 on the lower side of the top band, that band terminating when $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=`$ 0.02 on the top.

We note in both Figs. 8 and 9, that the effect of nonuniversalities can greatly enhance the allowed region in the $`m_0m_{1/2}`$ plane for large $`m_{1/2}`$, particularly by increasing $`m_0`$, and these changes occur without unreasonable amounts of nonuniversality.

We consider next the neutralino-proton cross sections arising in these nonuniversal soft breaking cases. One might have expected that the new regions in the $`m_0m_{1/2}`$ plane allowed by the relic density constraint would correspond to smaller values of $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ since they are bands of much larger $`m_0`$. However this is compensated by the fact that the nonuniversal effects considered above also reduce $`\mu ^2`$ and effects of type (i) compensate for the largeness of $`m_0`$ and in fact give a net increase to the cross section. This is illustrated for the example of Fig. 8 in Fig. 10 where $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ is plotted for $`\delta _2=`$1, $`\mathrm{tan}\beta =40`$, $`A_0=m_{1/2}`$. The solid line corresponds to the cross section for the $`\stackrel{~}{\tau }_1`$ coannihilation corridor (the lower band of Fig.8), while the long (short) dashed curves correspond to the cross sections along the top (bottom) of the $`Z^0`$ pole band. We see that the $`Z^0`$ band cross sections, where $`m_0`$ is very large, are quite large, and this region of parameters should soon be accesible to e.g. to the next phase of the CDMS experiment in the Soudan mine. The cross section in the lower $`m_0`$ domain corresponding to the $`\stackrel{~}{\tau }_1`$ coannihilation region are much smaller, and to explore this domain would require e.g. the GENIUS or Cryoarray detectors.

In Fig. 11, we examine the expected neutralino-proton cross section for the case of $`\delta _{10}=0.7`$, $`\mathrm{tan}\beta =40`$, $`A_0=m_{1/2}`$, $`\mu >0`$ of Fig. 9. Here the large dashed curve is the cross section running along the top of the upper band of Fig. 9 (the top of the $`Z^0`$ channel band) and the short dashed curve is the cross section along the bottom of the middle band (the bottom of the $`\stackrel{~}{\tau }_1`$ coannihilation corridor). The solid curve is shown for comparison and would be the cross section in the $`\stackrel{~}{\tau }_1`$ coannillation corridor for universal soft breaking (mSUGRA). We see again that the $`Z^0`$ corridor with very large $`m_0`$ would be accesible to the CDMS Soudan experiment. The actual $`\stackrel{~}{\tau }_1`$ coannihilation corridor cross section lies considerably higher than the universal case, but would probably require the GENIUS or Cryoarray detectors to explore.

In the above discussion, we have chosen the signs of the $`\delta _i`$ parameters to decrease $`\mu ^2`$ to illustrate the dramatic effects such $`\delta _i`$ can produce without any unusually large amount of nonuniversality. If instead one were to chose the opposite signs, e.g. $`\delta _2<0`$, or $`\delta _{10}>0`$, the $`\mu ^2`$ would have been increased. For this region of parameter space the $`Z^0`$ annihilation channel would now be absent (as in mSUGRA). The usual $`\stackrel{~}{\tau }_1`$ coannihilation corridors would of course still be present, but for the $`\delta _{10}>0`$ case at lower values of $`m_0`$. The cross sections for $`\mu >0`$ would then be somewhat reduced, but still accessible to future detectors.

The cross sections discussed above were for $`\mu >0`$. We now consider the $`\mu <0`$ case. In the mSUGRA model, it was seen that for large $`m_{1/2}`$ with $`m_{1/2}<1`$ TeV and a restricted range of $`\mathrm{tan}\beta `$, a special cancellation could occur which reduced $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ to be below $`10^{12}`$ pb (see Fig. 5), well below what future detectors could see. This cancellation involved the Higgs $`u`$-quark and Higgs $`d`$-quark amplitudes, when the neutralino components obey Eq. (25). However, nonuniversal choices such as those of Figs. (8-11), involve now two region of parameter space consistent with the relic density bounds: the coannihilation region, and the region above it dominated by the $`s`$-channel $`Z^0`$ pole. Eq. (25) can in fact hold for the coannihilation corridors, and the minima seen in the mSUGRA models occur here, at essentially the same points as in Fig. 5. However, for the $`Z^0`$ bands, $`\mu ^2`$ is quite reduced, and $`N_{14}`$ is increased violating Eq. (25). Thus no such minima occur for $`m_0`$ in the $`Z^0`$ bands of Figs. 8 and 9.

## IV D-Brane Models

Recent studies of Type IIB orientifolds have shown that it is possible to construct a number of string models with interesting phenomenological properties . The existance of open string sectors in Type IIB strings implies the presence of Dp-branes, and in the simplest cases, one can consider the full $`D=10`$ space compactified on a six torus $`T^6`$. Models of this type contain either 9-branes and $`5_i`$-branes, $`i=1,2,3`$, or 3-branes and $`7_i`$-branes. Associated with each set of n coincident branes is a gauge group $`U(n)`$. There are a number of ways in which one can embed the Standard Model in such systems. We consider here the model where $`SU(3)_C\times U(1)_Y`$ is associated with one set of $`5`$-branes, $`5_1`$, and $`SU(2)_L`$ with a second intersecting set $`5_2`$ . Strings starting on $`5_1`$ and ending on $`5_2`$ then carry the joint quantum numbers of the two sets of branes, the massless modes then being the quark and lepton left doublets, and the two Higgs doublets. Strings starting and ending on $`5_1`$ then carry the quantum numbers of that brane, the massless modes being then the quark and lepton right singlets.

Supersymmetry breaking can be treated phenomenologically by assuming that the F components of the dilaton $`S`$ and the moduli $`T_i`$ grow VEVs :

$`F^S`$ $`=`$ $`2\sqrt{3}<\mathrm{Re}S>\mathrm{sin}\theta _be^{i\alpha _s}m_{3/2}`$ (35)
$`F^{T_i}`$ $`=`$ $`2\sqrt{3}<\mathrm{Re}T_i>\mathrm{cos}\theta _b\mathrm{\Theta }_ie^{i\alpha _i}m_{3/2}`$ (36)
where $`\theta _b`$, $`\mathrm{\Theta }_i`$ are Goldstino angles ($`\mathrm{\Theta }_1^2+\mathrm{\Theta }_2^2+\mathrm{\Theta }_3^2=1`$). In the following we assume $`\mathrm{\Theta }_3=0`$. T-duality determines the Kahler potential , and using Eqs. (30,31) one generates the soft breaking terms at $`M_G`$ for the gauginos,

$`\stackrel{~}{m}_1`$ $`=`$ $`\stackrel{~}{m}_3=A_0=\sqrt{3}\mathrm{cos}\theta _b\mathrm{\Theta }_1e^{i\alpha _1}m_{3/2}`$ (37)
$`\stackrel{~}{m}_2`$ $`=`$ $`\sqrt{3}\mathrm{cos}\theta _b(1\mathrm{\Theta }_1^2)^{1/2}m_{3/2}`$ (38)
and for the squarks, sleptons and Higgs,

$`m_{12}^2`$ $`=`$ $`(13/2\mathrm{sin}^2\theta _b)m_{3/2}^2\mathrm{for}q_L,l_L,H_1,H_2`$ (39)
$`m_1^2`$ $`=`$ $`(13\mathrm{sin}^2\theta _b)m_{3/2}^2\mathrm{for}u_R,d_R,e_R.`$ (40)
Originally this model was considered to examine the possible effects of the new CP violating phases in Eqs.(32,33) and in the $`\mu `$ and $`B_0`$ parameters . However, it was subsequently seen that unless $`\mathrm{tan}\beta `$ is small (i.e. $`\mathrm{tan}\beta \stackrel{<}{}5`$) an unreasonable fine tuning of the GUT scale parameters is needed if the experimental constraints on the electron and neutron electric dipole moments are to be obeyed . The LEP data has now eliminated a considerable amount of the low $`\mathrm{tan}\beta `$ region, and since we are interested here in effects that arise for large $`\mathrm{tan}\beta `$, we will in the following set all the phases to zero. The model then depends on three parameters: $`\theta _b`$, $`\mathrm{\Theta }_1`$, and $`m_{3/2}`$, with $`\theta _b<0.615`$ and $`0<\mathrm{\Theta }_1<1`$, and contains a unique type of nonuniversal soft breaking. In terms of the notation of Eq. (26) one has

$`\delta _1`$ $`=`$ $`\delta _2=\delta _3=\delta _7=(3/2)\mathrm{sin}^2\theta _b`$ (41)
$`\delta _4`$ $`=`$ $`\delta _5=\delta _6=3\mathrm{sin}^2\theta _b`$ (42)
where we have equated $`m_0`$ to $`m_{3/2}`$. Note that these nonuniversalities hold for all three generations, not just the third generation. In addition the gaugino masses at $`M_G`$ are no longer universal (except when $`\mathrm{\Theta }_1=1/\sqrt{2}`$), and there are two “effective ” gaugino masses at $`M_G`$ which we label by $`m_{1/2}=\stackrel{~}{m}_1=\stackrel{~}{m}_3`$, and $`m_{1/2}^{}=\stackrel{~}{m}_2`$. The $`A_0`$ parameter in this model is then fixed by $`A_0=m_{1/2}`$.

We consider first the question of what parts of the parameter space might be accessible to current detectors which obey Eq. (1). From Eqs. (34,35) we see that the sfermion masses decrease with increasing $`\theta _b`$, and so we expect the largest cross sections to arise for small $`\theta _b`$, and of course for large $`\mathrm{tan}\beta `$. However, the $`bs\gamma `$ constraint eliminates the higher values of $`\theta _b`$. The limiting boundary obeying Eq. (1) is shown in Fig. 12, where $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ is plotted for $`\mathrm{tan}\beta =20`$ and $`\theta _b=0.2`$. For this case, the neutralino mass would be quite small but is still consistent with the LEP bounds***LEP determines the bound on $`m_{\stackrel{~}{\chi }_1^0}`$ by measuring lower bounds on the chargino mass and lower bounds on $`m_{\stackrel{~}{\chi }_1^0}+m_{\stackrel{~}{\chi }_2^0}`$ . This combined with lower bounds on the Higgs and slepton masses and the value of the $`Z`$ width, limits the SUSY parameter space giving rise to the $`m_{\stackrel{~}{\chi }_1^0}`$ bound. Thus the bounds depend on the SUSY model used, and LEP quotes 37 GeV for the MSSM, and 48 GeV for mSUGRA. We have checked that for the D-brane model being considered, the LEP data still implies $`m_{\stackrel{~}{\chi }_1^0}>37`$ GeV. . (The gap in the middle is due to over annihilation in the early universe through the s-channel $`Z`$ pole.) The cross section rises, of course with higher $`\mathrm{tan}\beta `$, and so current detectors are sampling regions where

$$\mathrm{tan}\beta \stackrel{>}{}25$$
(43)
It is easy to see that slepton coannihilation effects exist in this model similar to those of the SUGRA models. Since both the $`\stackrel{~}{e}_R`$ and $`\stackrel{~}{\chi }_1^0`$ both evolve from the GUT scale using the $`U(1)`$ gaugino, Eq.(16) still holds with $`m_0^2`$ replaced $`m_{3/2}^2(13\mathrm{sin}^2\theta _b)`$. Thus for fixed $`\theta _b`$, one can adjust $`m_{3/2}`$ so that the $`\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{e}_R`$ are nearly degenerate, allowing for coannihilation to take place. In addition, however, there can be regions of parameter space where there is chargino-neutralino coannihilation. This arises because of the nonuniversal gaugino masses at $`M_G`$. Thus from Eqs. (32,33), when $`\mathrm{\Theta }_1`$ gets large, $`\stackrel{~}{m}_2`$ becomes smaller than $`\stackrel{~}{m}_1`$, and the $`\stackrel{~}{\chi }_1^0`$ becomes mainly Wino, and can become degenerate with the $`\stackrel{~}{\chi }_1^\pm `$. Coannihilation becomes possible, however, only for a very small range in $`\mathrm{\Theta }_1`$ near 0.9.

As in SUGRA models, a cancellation of matrix elements can occur for $`\mu <0`$, allowing the cross sections to fall below the sensitivities of planned future detectors. This is exhibited in Fig. 13, where $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ is plotted for $`\mathrm{tan}\beta =6`$ (solid curve), 12 (dot-dash curve), and 20 (dashed curve). (The $`\mathrm{tan}\beta =6`$ curve terminates at low $`m_{\stackrel{~}{\chi }_1^0}`$ due to the $`m_h`$ constraint, while the higher $`\mathrm{tan}\beta `$ curves terminate at low $`m_{\stackrel{~}{\chi }_1^0}`$ due to the $`bs\gamma `$ constraint. The upper bound on $`m_{\stackrel{~}{\chi }_1^0}`$, corresponding to $`m_{\stackrel{~}{g}}<1`$ TeV, arises from the $`\mathrm{\Omega }h^2`$ constraint.) One sees that the cross section goes through a minimum at $`\mathrm{tan}\beta 12`$, though the expected rise at higher $`m_{\stackrel{~}{\chi }_1^0}`$ does not appear since the parameter space terminates before this sets in.

## V Stop And Sbottom Coannihilation.

It has been known for some time that the nearness of the $`t`$-quark Landau pole can significantly lower the $`\stackrel{~}{t}_1`$ mass , and this raises the possibility of $`\stackrel{~}{t}_1\chi `$ coannihilation occurring . Working against this possibility is the positive contributions to $`m_{\stackrel{~}{t}_1}^2`$ from the $`SU(3)`$ gaugino contribution, and of course the $`m_t^2`$ contribution. Nonuniversal soft breaking, however, opens additional possibilities of this type, as it can allow the coefficient of $`m_0^2`$ to become negative, reducing further the $`\stackrel{~}{t}_1`$ mass. To examine this in more detail, we consider the low and intermediate $`\mathrm{tan}\beta `$ regime where the RGE can be solved analytically. For the $`\stackrel{~}{t}_R`$ one finds

$`m_{\stackrel{~}{t}_R}^2`$ $`=`$ $`\left[D_0+({\displaystyle \frac{1D_0}{3}}(\delta _2+\delta _3)+{\displaystyle \frac{2+D_0}{3}}\delta _4)\right]m_0^2`$ (44)
$`+`$ $`{\displaystyle \frac{2}{3}}\left[(1D_0)D_0{\displaystyle \frac{H_3}{F}}A_0m_{1/2}{\displaystyle \frac{1}{2}}(1D_0)D_0A_0^2+em_{1/2}^2\right]`$ (45)
$`+`$ $`({\displaystyle \frac{1}{3}}f_1f_2+{\displaystyle \frac{8}{3}}f_3){\displaystyle \frac{\alpha _G}{4\pi }}m_{1/2}^2+m_t^2+{\displaystyle \frac{2}{3}}\mathrm{sin}^2\theta _WM_Z^2\mathrm{cos}2\beta `$ (46)
The $`f_i`$ form factors, $`i=1,2,3`$, are numerically approximately 40, 100, 700 respectively, and $`e`$, and $`H_3/F`$ given in , are approximately -2 and +2 respectively. One sees that for $`A_0`$ large and negative, the Landau pole $`A_0`$ terms do give a significant negative contribution and $`m_{\stackrel{~}{t}_R}^2`$ would be minimized for $`\delta _{2,3}>0`$ and $`\delta _4<0`$. The universal $`m_0^2`$ term, scaled by $`D_00.25`$, is already quite small, so it does not require too much nonuniversality to achieve a degeneracy with the $`\chi _1^0`$. (In fact this can be done even for the universal case if $`A_0`$ and $`m_{1/2}`$ are chosen sufficiently large. However, the degeneracy occurs in that case for parameters in the TeV domain.) Since early universe annihilation cross sections involving the stop are strong interaction phenomena compared with the electroweak neutralino cross sections, the coannihilation effect can be quite significant. However, it is necessary to impose the usual constraints, particularly the $`bs\gamma `$ bounds, and also that the stop must lie below the stau. Thus a satisfactory coannihilation region occurs only when $`m_0`$ is large (e.g. greater than about 800 GeV). The neutralino-proton cross section in this domain generally lies above $`10^{10}`$ pb, and thus should be accessible to future detectors.

Stop coannihilation phenomena are more subtle in the D-brane model, since the nonuniversalities are related i.e. $`\delta _2=\delta _3=(3/2)\mathrm{sin}^2\theta _bm_{3/2}^2=\delta _4/2`$. The $`m_0^2`$ term for this case is

$$[D_0(1+2D_0)\mathrm{sin}^2\theta _b]m_{3/2}^2$$
(47)
which is negative for $`\mathrm{sin}^2\theta _b\stackrel{>}{}1/6`$. (There are also modifications in the gaugino terms to acount for their nonuniversal nature in the D-brane model.) Thus stop coannihilation effects can occur also in this model. Here, however, the parameter space for coannihilation is narrowed and generally occurs when $`m_{3/2}>1`$ TeV.

$`b`$-squark coannihilation phenomena can also occur in these models. For low and intermediate $`\mathrm{tan}\beta `$, where one may neglect the $`b`$-quark Yukawa coupling (relative to the $`t`$-quark coupling), the $`\stackrel{~}{b}_R`$ mass is generally large (due to the $`SU(3)`$ gluino contribution). However, the $`\stackrel{~}{b}_L`$ mass can get small for nonuniversal soft breaking. Thus $`m_{\stackrel{~}{b}_L}`$ is given by

$`m_{\stackrel{~}{b}_L}^2`$ $`=`$ $`\left[{\displaystyle \frac{1+D_0}{2}}+({\displaystyle \frac{1D_0}{6}}(\delta _2+\delta _4)+{\displaystyle \frac{5+D_0}{6}}\delta _3)\right]m_0^2`$ (48)
$`+`$ $`{\displaystyle \frac{1}{3}}\left[(1D_0)D_0{\displaystyle \frac{H_3}{F}}A_0m_{1/2}{\displaystyle \frac{1}{2}}(1D_0)D_0A_0^2+em_{1/2}^2\right]`$ (49)
$`+`$ $`({\displaystyle \frac{1}{15}}f_1+f_2+{\displaystyle \frac{8}{3}}f_3){\displaystyle \frac{\alpha _G}{4\pi }}m_{1/2}^2+({\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{3}}\mathrm{sin}^2\theta _W)M_Z^2\mathrm{cos}2\beta +m_b^2`$ (50)
and the light $`b`$-squark can be achieved by chosing $`\delta _2,\delta _4>0`$ and $`\delta _3<0`$ so that the coefficent of the $`m_0^2`$ term is negative. In this case the light $`b`$-squark is mostly $`\stackrel{~}{b}_L`$, and since the $`t`$ and $`b`$ squarks form an $`SU(2)`$ doublet, the light stop lies just above the the light sbottom, and there can be regions where both contribute simultaneously to coannihilation. However, these coannihilation regions again occur for $`m_0>1`$ TeV.

## VI Conclusions

We have considered in this paper coannihilation effects in dark matter neutalino-proton detection cross sections which arise for large $`\mathrm{tan}\beta `$ and large values of $`A_0`$ for models which have grand unification of the gauge coupling constants at the GUT scale $`M_G`$. Coannihilation can occur if the light stau ($`\stackrel{~}{\tau }_1`$), light chargino ($`\stackrel{~}{\chi }_1^\pm `$), light stop ($`\stackrel{~}{t}_1`$) or light sbottom ($`\stackrel{~}{b}_1`$) become nearly degenerate with the neutralino. In order to examine these effects for a wide range of models, we have considered SUGRA models with universal soft breaking (mSUGRA), nonuniversal soft breaking in the Higgs and third generation squarks and sleptons, and finally a D-brane model based on type IIB orientifolds which possess nonuniversal gaugino masses. In all these we have imposed the cosmological neutralino relic density constraints as well as accelerator constraints on the SUSY parameter space (including in particular the large $`\mathrm{tan}\beta `$ NLO corrections to the $`bs\gamma `$ decay  as well as the large $`\mathrm{tan}\beta `$ SUSY corrections to $`m_b`$ and $`m_\tau `$). Radiative breaking of $`SU(2)\times U(1)`$ at the electroweak weak scale also gives strong constraints on the theory.

mSUGRA illustrates some of the effects arising for large $`\mathrm{tan}\beta `$. Thus for low $`\mathrm{tan}\beta `$, the regions in the $`m_0m_{1/2}`$ plane allowed by the relic density constraint Eq. (4) is relatively insensitive to $`A_0`$. However, for large $`\mathrm{tan}\beta `$, the $`bs\gamma `$ constraint allows only the $`\stackrel{~}{\tau }_1\stackrel{~}{\chi }_1^0`$ coannihilation corridors to remain (except for some small islands when $`m_{1/2}\stackrel{<}{}350`$ GeV) and as $`A_0`$ increases, these corridors have increasing $`m_0`$. Thus $`m_0`$ can rise to 1 TeV for large $`m_{1/2}`$. (See e.g. Fig. 1.) This lowers the value of $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ and even though $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ increases rapidly with $`\mathrm{tan}\beta `$, the value of $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ at large $`\mathrm{tan}\beta `$ and large $`A_0`$ can be smaller than $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ at $`\mathrm{tan}\beta =3`$, as illustrated in Fig.4. For $`\mu >0`$, however, one generally finds for the parameter space of Eqs. (6-8) that $`\sigma _{\stackrel{~}{\chi }_1^0p}\stackrel{>}{}10^{10}`$ pb, and so should be accessible to future detectors. In the high $`\mathrm{tan}\beta `$ domain, the $`bs\gamma `$ constraint produces a lower bound on $`m_{1/2}`$, which decreases with increasing $`A_0`$. Thus one finds that $`m_{\stackrel{~}{\chi }_1^0}\stackrel{>}{}120`$ GeV ($`m_{\stackrel{~}{g}}\stackrel{>}{}740`$ GeV) for $`A_0=4m_{1/2}`$, $`\mathrm{tan}\beta =40`$, $`\mu >0`$.

For $`\mu <0`$, a special cancellation can occur in mSUGRA allowing $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ to become much less than $`10^{10}`$ pb, as has been previously noted for low and intermediate $`\mathrm{tan}\beta `$ . The analytic origin of this effect is discussed in Sec. 2. The effect, however, occurs only for a fixed range of $`\mathrm{tan}\beta `$. Thus the position of these minima begins for $`\mathrm{tan}\beta 7`$ at $`m_{1/2}=1000`$ GeV, moves to lower $`m_{1/2}`$ until $`\mathrm{tan}\beta `$ increases to 10, and then increases to beyond $`m_{1/2}=1000`$ GeV at $`\mathrm{tan}\beta \stackrel{>}{}30`$. (See Fig. 5.) We note that while the cancellation occurs at a fixed value of $`m_{1/2}`$, the effects spread over a wide range of $`m_{1/2}`$ and in this region, halo dark matter would be inaccessible to current or planned detectors. However, if the recently reported anomaly in the muon gyromagnetic ratio  is indeed due to supersymmetry, then $`\mu `$ is positive and this case would be eliminated.

The nonuniversal soft breaking models illustrate new phenomena at large $`\mathrm{tan}\beta `$ not present in mSUGRA, and one can also understand these effects analytically. Thus the value of $`\mu ^2`$, obtained from radiative breaking of $`SU(2)\times U(1)`$, is a major element in controlling the value of $`\sigma _{\stackrel{~}{\chi }_1^0p}`$, and lowering $`\mu ^2`$ increases $`\sigma _{\stackrel{~}{\chi }_1^0p}`$. Thus for one sign of the nonuniversalities, $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ can be increased by a factor of 10 or more, allowing current detectors to sample the parameter space with $`\mathrm{tan}\beta `$ as low as $`7`$. (See Fig. 7.) For large $`\mathrm{tan}\beta `$ a new effect can occur. The value of $`\mu ^2`$ also controls the gaugino/higgsino content of the $`\stackrel{~}{\chi }_1^0`$, and lowering $`\mu ^2`$ increases the amount of Higgsino in the $`\stackrel{~}{\chi }_1^0`$. This then increases the amount of early universe annihilation via an off shell s-channel $`Z`$ boson, which opens an additional allowed region in the $`m_0m_{1/2}`$ plane, considerably wider than the $`\stackrel{~}{\tau }_1`$ coannihilation corridor and at much higher $`m_0`$. (See Fig. 8.) (Other simple choices of nonuniversal parameters can also raise the values of $`m_0`$ for the $`\stackrel{~}{\tau }_1`$ coannihilation corridor, as illustrated in Fig.9.) Though $`m_0`$ is large for this $`Z`$-channel annihilation, reducing $`\sigma _{\stackrel{~}{\chi }_1^0p}`$, this effect is compensated by the fact that $`\mu ^2`$ is decreased (which raises $`\sigma _{\stackrel{~}{\chi }_1^0p}`$). Thus $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ remains relatively large (see Figs. 10, 11), and this region of parameter space should become experimentally accessible in the relatively near future (e.g. when CDMS moves to the Soudan mine).

The D-brane model examined is quite constrained as all the squark and slepton nonuniversalities are controlled by a single parameter $`\theta _b`$. Current detectors are sampling parts of the parameter space where $`\mathrm{tan}\beta \stackrel{>}{}25`$. Because these models have also nonuniversal gaugino masses, the LEP lower bound on $`m_{\stackrel{~}{\chi }_1^0}`$ is much smaller than in SUGRA models, i.e. the same as in the MSSM: $`m_{\stackrel{~}{\chi }_1^0}37`$ GeV. However, the gaugino nonuniversality still allows the usual type of $`\stackrel{~}{\tau }_1\stackrel{~}{\chi }_1^0`$ coannihilation to occur. A unique feature of the gaugino nonuniversality is that $`\stackrel{~}{m}_2`$ can become smaller than $`\stackrel{~}{m}_1`$ allowing the $`\stackrel{~}{\chi }_1^0`$ to become mostly Wino and a $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_1^0`$ coannihilation domain to exist. However, the near degeneracy of $`\stackrel{~}{\chi }_1^\pm `$ and $`\stackrel{~}{\chi }_1^0`$ occurs only for a very small region of parameter space (when $`\mathrm{\Theta }_10.9`$). The cancellation phenomena in $`\sigma _{\stackrel{~}{\chi }_1^0p}`$ for $`\mu <0`$ also occurs for these D-brane models, the minimum value of $`m_{\stackrel{~}{\chi }_1^0}`$ where the cancellation is complete occuring at $`m_{\stackrel{~}{\chi }_1^0}315`$ GeV for $`\mathrm{tan}\beta 12`$.

Nonuniversal SUGRA models also allow for $`\stackrel{~}{t}_1\stackrel{~}{\chi }_1^0`$ coannihilation to occur. In this case, the light stop is mostly $`\stackrel{~}{t}_R`$. Then for $`A_0<0`$, the Landau pole contributions to $`m_{\stackrel{~}{t}_R}^2`$ are negative, and one can chose nonuniversal soft breaking so that the coefficient of $`m_0^2`$ is also negative. The $`\stackrel{~}{t}_1`$ then becomes nearly degenerate with the $`\stackrel{~}{\chi }_1^0`$ when $`m_0\stackrel{>}{}800`$ GeV, coannihilation setting in for that domain. Actually, $`\stackrel{~}{t}_1\stackrel{~}{\chi }_1^0`$ can also occur in mSUGRA, but to achieve the near degeneracy one needs $`A_0>4m_{1/2}`$. Similarly, this coannihilation can occur for the D-brane model but for $`m_{3/2}>1`$ TeV.

In a similar fashion, $`\stackrel{~}{b}_1\stackrel{~}{\chi }_1^0`$ coannihilation can occur for nonuniversal models when the $`\stackrel{~}{b}_1`$ is mainly $`\stackrel{~}{b}_L`$. Thus one may chose $`A_0<0`$ and nonuniversal parameters in $`m_{\stackrel{~}{b}_L}^2`$ so that the coefficient of $`m_0^2`$ is negative, making the $`\stackrel{~}{b}_1`$ nearly degenerate with the $`\stackrel{~}{\chi }_1^0`$. This coannihilation only sets in, however, for $`m_0>1`$ TeV.

## VII Acknowledgement

This work was supported in part by National Science Foundation grant No. PHY-0070964.

Note added: After completing this paper there appeared the paper “The CMSSM Parameter Space at Large $`\mathrm{tan}\beta `$” by J. Ellis, T. Falk, G. Ganis, K.A. Olive and M. Srednicki, hep-ph/0102098. This paper considers large $`\mathrm{tan}\beta `$ effects for the mSUGRA model only, and is restricted to $`A_0=0`$.


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# Pumped current and voltage for an adiabatic quantum pump

## I Introduction

An electron pump is a device that converts a periodic variation of its characteristics into a time-independent electric current. Such characteristics can be “macroscopic”, like the charge on the device or the conductance of point contacts, or “microscopic”, such as the location of a scatterer or the magnetic flux threading the sample. When there are two characteristics of the device that can be varied harmonically with a frequency $`\omega `$ and phase difference $`\varphi `$, pumping of electrons already occurs in the adiabatic limit $`\omega 0`$. In that case the pumped current is proportional to $`\omega \mathrm{sin}\varphi `$, and changes sign when the phase relationship between the parameters is reversed. Adiabatic electron pumps have been realized experimentally in (arrays of) Coulomb blockaded quantum dots, using the voltages on plunger gates, and/or the transparencies of the contacts as pumping parameters.

In this paper, we consider an adiabatic electron pump that consist of a semiconductor quantum dot coupled to two electron reservoirs by means of ballistic point contacts. Variation of two gate voltages allow for small changes of the shape of the dot, and thus for the flow of a dc current. Following a proposal by Spivak et al., such a device has been built and investigated by Switkes et al. The device of Ref.  is referred to as an “adiabatic quantum pump”, because the variation of the gate voltages predominantly affects the quantum interference of the electrons in the quantum dot, not their classical trajectories. An important property of the quantum dot used in the experiment of Ref.  is that its classical dynamics is chaotic. As a result, the magnitude and the sign of the expected pumped current $`\overline{I}`$ are subject to mesoscopic fluctuations. Since these fluctuations are large, the mean $`\overline{I}`$ and variance $`\overline{I}^2`$ are insufficient to describe the ensemble, and one needs to know the entire probability distribution $`P(\overline{I})`$.

Theoretical analysis has focused on the dc current $`\overline{I}`$ pumped through the dot,

$$\overline{I}=\frac{1}{T}_0^T𝑑tI(t),$$
(1)
$`T=2\pi /\omega `$ being the period of the pumping cycle. However, experimentally, the preferred measurement is that of the dc voltage $`\overline{V}`$ that the electron pump generates,

$$\overline{V}=\frac{1}{T}_0^T𝑑tV(t).$$
(2)
Naively, one might expect that, for small pumping amplitudes, $`\overline{I}`$ and $`\overline{V}`$ are related via the dot’s conductance $`G`$ as $`\overline{I}=\overline{V}G`$. However, as we show in this paper, this naive “Ohm’s law” is not always true, depending on whether the pumping frequency $`\omega `$ is small or large compared to the charge-relaxation rate $`\gamma `$ of the reservoirs. (For adiabatic pumping, $`\omega `$ must always be small compared to the charge relaxation rate of the quantum dot.) For $`\omega \gamma `$ and if the number $`N`$ of propagating channels in the point contacts between the quantum dot and the electron reservoirs is small, the pumped current $`\overline{I}`$ and the difference $`\overline{D}=\overline{V}G\overline{I}`$ can actually be of comparable magnitude.

A qualitative explanation why the pumped voltage and current are not related via the simple relation $`\overline{V}G\overline{I}`$ in the limit $`\omega \gamma `$ follows from the observation that both the pumped current and the pumped voltage have dc and ac components. For slow pumping, the electron pump generates a bias voltage that counteracts both the dc and ac currents generated in the dot. Since the conductance $`G`$ itself also varies in time, $`V_{\mathrm{ac}}G`$ has a dc component. It is this additional rectified dc component of the current that is responsible for the difference between $`\overline{V}G`$ and $`\overline{I}`$ for an adiabatic electron pump. When pumping is faster than the charge relaxation rate of the reservoirs, no ac bias voltage is generated to balance the ac current, and the difference between $`\overline{V}G`$ and $`\overline{I}`$ disappears.

The purpose of this paper is to find the distribution of the difference $`\overline{V}G\overline{I}`$ between pumped current and pumped voltage for adiabatic pumping of electrons through a chaotic quantum dot and to compare it to the distributions of $`\overline{I}`$ and $`\overline{V}`$. For a chaotic dot, these distributions have a universal form, independent of details of the pumping mechanism or the shape of the quantum dot. In section II we use the scattering approach to present a quantitative theory for the pumped voltage $`\overline{V}`$, and the difference $`\overline{D}=\overline{V}G\overline{I}`$. In section III we then evaluate the distribution of $`\overline{V}G\overline{I}`$ for an ensemble of chaotic quantum dots, using random matrix theory. We conclude in Sec. IV.

## II Pumped current and voltage

We consider a quantum dot coupled to two electron reservoirs via point contacts, see Fig. 1. The shape of the quantum dot is varied periodically by variation of two gate voltages, represented by dimensionless parameters $`X_1`$ and $`X_2`$. Alternatively, $`X_1`$ or $`X_2`$ can represent the value of an applied magnetic field, or any other parameter that characterizes the quantum dot.

As discussed in the introduction, the electron pump can be characterized experimentally via a direct measurement of the pumped current, or via a measurement of the voltage $`V(t)`$ between the two reservoirs generated as a result of the pumping of charge through the quantum dot. A formula for the dc current has been derived in Refs. . To derive a formula for the dc voltage $`\overline{V}`$, we introduce a simple model for the quantum dot and the two electron reservoirs, see Fig. 2. The dot and the reservoirs $`1`$, $`2`$ are connected to a screening gate via capacitances $`C`$ and $`C_1`$, $`C_2`$. Following Refs. , we introduce the emissivity $`e\delta q(m)/\delta X_j`$, which is the charge that exits the dot through point contact $`m`$ ($`m=1,2`$) when the parameter $`X_j`$ ($`j=1,2`$) is changed adiabatically by an amount $`\delta X_j`$. Then the total current flowing through contacts $`1`$ and $`2`$ reads

$`I_1(t)`$ $`=`$ $`e{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{\delta q(1)}{\delta X_i}}{\displaystyle \frac{dX_i}{dt}}+[V_1(t)V_2(t)]G,`$ (4)
$`I_2(t)`$ $`=`$ $`e{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{\delta q(2)}{\delta X_i}}{\displaystyle \frac{dX_i}{dt}}+[V_2(t)V_1(t)]G,`$ (5)
where $`G`$ is the dc cconductance of the quantum dot. Here we assume that all variations are made slowly on the scale of the dwell time of the quantum dot.

When current is measured, the voltages of the two reservoirs are equal, $`V_1(t)=V_2(t)`$. Hence the dc current $`\overline{I}`$ can be found from integration of Eq. (4) or (5). Using Stokes’ theorem, $`\overline{I}`$ can be rewritten as an integral over the surface area $`S`$ enclosed by the contour of the parameters $`X_1`$ and $`X_2`$ in the ($`X_1`$, $`X_2`$) plane,

$`\overline{I}`$ $`=`$ $`{\displaystyle \frac{e\omega }{2\pi }}{\displaystyle 𝑑X_1𝑑X_2\overline{i}(X_1,X_2)},`$ (7)
where

$`\overline{i}`$ $`=`$ $`{\displaystyle \frac{}{X_2}}{\displaystyle \frac{q(1)}{X_1}}{\displaystyle \frac{}{X_1}}{\displaystyle \frac{q(1)}{X_2}}`$ (8)
$`=`$ $`{\displaystyle \frac{}{X_2}}{\displaystyle \frac{q(2)}{X_1}}+{\displaystyle \frac{}{X_1}}{\displaystyle \frac{q(2)}{X_2}}.`$ (9)
When voltage is measured, the result depends on whether variation of the parameters $`X_1`$ and $`X_2`$ is fast or slow compared to the charge relaxation rates $`\gamma _{1,2}G/C_{1,2}`$ of the reservoirs. If the variation is fast compared to $`\gamma _{1,2}`$ (but still slow compared to the charge relaxation rate of the quantum dot), the voltage difference $`V_1V_2`$ is essentially time independent and takes the value

$`\overline{V}=\overline{I}/\overline{G},`$ (10)
where $`\overline{G}`$ is the conductance averaged over one cycle,

$`\overline{G}={\displaystyle \frac{1}{T}}{\displaystyle _0^T}𝑑tG(X_1(t),X_2(t)).`$ (11)
In the opposite limit $`\omega \gamma _{1,2}`$, which is the case we’ll consider in the remainder of the paper, one has $`I_1(t)=\eta I_2(t)`$, where $`\eta =C_1/C_2`$ is a numerical coefficient describing the capacitive division between the two reservoirs. Combining this with Eq. (II), we find

$`V_1(t)V_2(t)`$ $`=`$ $`{\displaystyle \frac{e}{G(1+\eta )}}{\displaystyle \underset{i=1}{\overset{2}{}}}\left({\displaystyle \frac{\delta q(1)}{\delta X_i}}{\displaystyle \frac{dX_i}{dt}}\eta {\displaystyle \frac{\delta q(2)}{\delta X_i}}{\displaystyle \frac{dX_i}{dt}}\right)`$ (12)
The dc voltage $`\overline{V}`$ is then found by integration over the period $`T`$, with the result

$`\overline{V}`$ $`=`$ $`{\displaystyle \frac{h\omega }{4\pi e}}{\displaystyle 𝑑X_1𝑑X_2\overline{v}(X_1,X_2)},`$ (15)
$`\overline{v}`$ $`=`$ $`{\displaystyle \frac{1}{1+\eta }}\left[{\displaystyle \frac{}{X_2}}({\displaystyle \frac{1}{g}}{\displaystyle \frac{q(1)}{X_1}}){\displaystyle \frac{}{X_1}}({\displaystyle \frac{1}{g}}{\displaystyle \frac{q(1)}{X_2}})\right]`$ (17)
$`{\displaystyle \frac{\eta }{1+\eta }}\left[{\displaystyle \frac{}{X_2}}({\displaystyle \frac{1}{g}}{\displaystyle \frac{q(2)}{X_1}}){\displaystyle \frac{}{X_1}}({\displaystyle \frac{1}{g}}{\displaystyle \frac{q(2)}{X_2}})\right],`$
where $`g=hG/2e^2`$ is the dimensionless conductance. For small harmonic variations of the parameters, $`X_1(t)=\delta X_1\mathrm{cos}(\omega t)`$ and $`X_2(t)=\delta X_2\mathrm{cos}(\omega t+\varphi )`$, the integrations are trivial, and one finds

$`\overline{I}`$ $`=`$ $`{\displaystyle \frac{1}{2}}e\omega \delta X_1\delta X_2\overline{i}\mathrm{sin}\varphi `$ (18)
for the pumped current, and

$`\overline{V}`$ $`=`$ $`{\displaystyle \frac{h\omega }{4e}}\delta X_1\delta X_2\overline{v}\mathrm{sin}\varphi `$ (19)
for the pumped voltage.

If the conductance $`G`$ were constant in a cycle, i.e., $`G`$ would not depend on $`X_1`$ and $`X_2`$, Eqs. (9) and (17)–(19) give the identity $`\overline{V}G=\overline{I}`$: the pumped current measured at zero bias and the pumped voltage measured at zero current are related by Ohm’s law. However, in general $`G`$ does depend on $`X_1`$ and $`X_2`$, and this “Ohm’s law” does not hold. The deviation is described by the difference

$$\overline{D}=\overline{V}G\overline{I}.$$
(20)
For small $`\delta X_1`$ and $`\delta X_2`$, we find from Eqs. (9), (17),

$`\overline{D}`$ $`=`$ $`{\displaystyle \frac{1}{2}}e\omega \delta X_1\delta X_2\overline{d}\mathrm{sin}\varphi ,`$ (22)
$`\overline{d}`$ $`=`$ $`{\displaystyle \frac{1}{1+\eta }}\left[{\displaystyle \frac{1}{g}}{\displaystyle \frac{g}{X_1}}{\displaystyle \frac{q(1)}{X_2}}{\displaystyle \frac{1}{g}}{\displaystyle \frac{g}{X_2}}{\displaystyle \frac{q(1)}{X_1}}\right]`$ (24)
$`{\displaystyle \frac{\eta }{1+\eta }}\left[{\displaystyle \frac{1}{g}}{\displaystyle \frac{g}{X_1}}{\displaystyle \frac{q(2)}{X_2}}{\displaystyle \frac{1}{g}}{\displaystyle \frac{g}{X_2}}{\displaystyle \frac{q(2)}{X_1}}\right].`$
The derivatives to $`X_1`$ and $`X_2`$ appearing in the above formulae are derivatives taken at constant values of the electro-chemical potential $`\mu `$ of the reservoirs. These are not necessarily equal to derivatives taken at a constant value of the (self-consistent) electrostatic potential $`V_{\mathrm{sc}}`$ inside the quantum dot. Changes of $`V_{\mathrm{sc}}`$ occur in a pumping cycle, because the total charge on the dot may vary during the pumping cycle. For technical reasons, it is preferred to treat $`V_{\mathrm{sc}}`$, or, equivalently, the kinetic energy $`E=\mu V_{\mathrm{sc}}`$, as an independent parameter, and to take derivatives at constant $`E`$. The above equations for pumped voltage and current can be rewritten using derivatives at constant $`E`$ if we substitute the parametric derivatives $`/X_1`$ and $`/X_2`$ in Eqs. (9), (17), and (24) by

$`{\displaystyle \frac{}{X}}|_\mu `$ $``$ $`{\displaystyle \frac{}{X}}|_E+{\displaystyle \frac{E}{X}}{\displaystyle \frac{}{E}},`$ (26)
$`{\displaystyle \frac{E}{X_i}}`$ $`=`$ $`{\displaystyle \frac{q/X_i}{C/2e^2+q/E}}.`$ (27)
Here $`C`$ is the capacitance of the quantum dot. In Eq. (26), we abbreviated

$$\frac{q}{X_j}=\frac{q(1)}{X_j}+\frac{q(2)}{X_j}.$$
(28)
For a realistic quantum dot, the charging energy $`e^2/C`$ is much larger than the mean level spacing $`\mathrm{\Delta }`$. In that limit, one finds that the dot charge remains constant during the pumping cycle, $`I_1(t)=I_2(t)`$ for all time. As a consequence, the pumped voltage $`\overline{V}`$ and the difference $`\overline{D}=\overline{V}G\overline{I}`$ lose their dependence on the capacitive division $`\eta `$.

In the absence of inelastic processes and for low temperatures (temperature $`T`$ below the mean level spacing $`\mathrm{\Delta }`$ in the quantum dot), the emissivities $`q(m)/X_j`$ and the conductance $`G`$ can be expressed in terms of the scattering matrix $`S`$ of the quantum dot and its derivatives to $`X_1`$, $`X_2`$, and $`E`$. The matrix $`S`$ has dimension $`2N`$, where $`N`$ is the number of propagating channels in each point contact; it is unitary (unitary symmetric) in the presence (absence) of a time-reversal symmetry breaking magnetic field. The derivatives of $`S`$ are parameterized via hermitian matrices $`R`$, $`R_j`$, defined as

$$R=i\frac{\mathrm{\Delta }}{2\pi }\frac{S}{E}S^{},R_j=i\frac{S}{X_j}S^{}.$$

Then the emissivities $`q(m)/E,q(m)/X`$, $`m=1,2`$, are given by

$`{\displaystyle \frac{q(m)}{E}}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Delta }}}\text{Re tr}P_mR,`$ (30)
$`{\displaystyle \frac{q(m)}{X_j}}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}\text{Re tr}P_mR_j.`$ (31)
Here $`P_1=1P_2`$ is a diagonal matrix with elements $`(P_1)_{jj}=1`$ if $`jm`$ and zero otherwise. The dc conductance $`g`$ is given by the Landauer formula,

$`g=\text{tr }S^{}P_1SP_2.`$ (32)
In the next section, we shall study the distribution of the dimensionless difference $`\overline{d}=\overline{v}g\overline{i}`$ for the case of a chaotic quantum dot.

## III Distribution of $`\overline{D}=\overline{V}G\overline{I}`$

For an ensemble of chaotic quantum dots, the statistical distribution of the scattering matrix and its derivatives is known from the literature. It takes its simplest form when the derative of $`S`$ is not parameterized by the matrices $`R_j`$, $`R`$, but by the symmetrized derivatives $`Q`$, $`Q_j`$,

$$Q=S^{1/2}RS^{1/2},Q_j=S^{1/2}R_jS^{1/2}.$$

In the prensence of time-reversal symmetry (labeled by the Dyson parameter $`\beta =1`$), the matrices $`Q`$, $`Q_1`$, and $`Q_2`$ are real symmetric. When time-reversal symmetry is broken by a magnetic field ($`\beta =2`$), $`Q`$, and $`Q_1`$, and $`Q_2`$ are hermitian. For ideal contacts, the joint distribution $`P(S,Q,Q_1,Q_2)`$ reads

$`P`$ $``$ $`\left(1+{\displaystyle \frac{2e^2}{C\mathrm{\Delta }}}\text{tr}Q\right)(detQ)^{N/22(\beta N+2\beta )}`$ (35)
$`\times \mathrm{exp}\left[{\displaystyle \frac{\beta }{2}}\text{tr}\left(Q^1\right)\right]\mathrm{\Theta }(Q)`$
$`\times \mathrm{exp}\left[{\displaystyle \frac{\beta }{16}}\text{tr}\left(\left(Q^1Q_1\right)^2+\left(Q^1Q_2\right)^2\right)\right],`$
where $`\mathrm{\Theta }(Q)=1`$ if all eigenvalues of $`Q`$ are positive and $`\mathrm{\Theta }(Q)=0`$ otherwise. The capacitance $`C`$ appears in the distribution because the ensemble is obtained by sweeping an external gate voltage, not the self-consistent energy $`E`$.

To find the distribution $`P(\overline{d})`$, we first integrate over $`Q_1`$ and $`Q_2`$ at fixed $`S`$ and $`Q`$, and then over $`S`$ and $`Q`$. The first integration can be done analytically, since, for fixed $`Q`$, $`Q_1`$ and $`Q_2`$ are Gaussian random matrices, see Eq. (35). The result of this integration takes a simple form,

$`P(\overline{d})`$ $`=`$ $`{\displaystyle \frac{1}{2\sigma }}e^{|\overline{d}|/\sigma }_{S,Q},`$ (36)
where the brackets indicate the average over $`S`$ and $`Q`$ that remains to be done. In equation (36) $`\sigma `$ is positive function of $`S`$ and $`Q`$, given by

$`\sigma ^2`$ $`=`$ $`\left({\displaystyle \frac{16}{\beta g}}\right)^2([\text{tr}A^2+{\displaystyle \frac{\delta _{\beta ,1}}{2}}\text{tr}(PRSPR^TS^{}`$ (38)
$`PRPR)]\text{tr}B^2(\text{tr}AB)^2),`$
where we abbreviated

$`A`$ $`=`$ $`R\left(P{\displaystyle \frac{\text{tr}PR}{C\mathrm{\Delta }/2e^2+\text{tr}R}}\right),`$ (39)
$`B`$ $`=`$ $`R\left(\mathrm{\Lambda }{\displaystyle \frac{\text{tr}\mathrm{\Lambda }R}{C\mathrm{\Delta }/2e^2+\text{tr}R}}\right),`$ (40)
and $`P=(P_1\eta P_2)/(1+\eta )`$, $`\mathrm{\Lambda }=i(P_1SP_2S^{}SP_2S^{}P_1)`$.

For the remaining integrations over $`S`$ and $`Q`$ we consider two limiting cases: multichannel point contacts ($`N1`$) and single channel point contacts ($`N=1`$).

### A Single-channel contacts

For $`N=1`$ the remaining number of variables is small, and can be integrated over numerically, using the distribution (35). Results for the (physically relevant) limit $`C\mathrm{\Delta }e^2`$ are shown in Fig. 3. In this limit, the distribution $`P(\overline{d})`$ does not depend on the capacitive division $`\eta `$ between the reservoirs. The results for larger values of $`C`$ are not very different from those shown in Fig. 3. This is illustrated in the inset of Fig. 3, where we have shown the distribution $`P(\overline{d})`$ for the case of large capacitance $`C\mathrm{\Delta }e^2`$ and asymmetric reservoirs (capacitive division $`\eta =0`$). For $`\overline{d}`$ close to zero, the distribution shows a cusp with a logarithmically divergent derivative at $`\overline{d}=0`$. For $`\overline{d}1`$, the distribution $`P(\overline{d})`$ has power-law tails. For $`C\mathrm{\Delta }e^2`$ these are

$`P(\overline{d})\{\begin{array}{cc}\overline{d}^3,\hfill & \beta =1,\hfill \\ \overline{d}^3\mathrm{log}\overline{d},\hfill & \beta =2.\hfill \end{array}`$ (43)
The tails of the distribution correspond to samples with an anomalously large eigenvalue of $`Q`$, corresponding to an anomalously large dwell time $`\tau _D`$: a value of $`\overline{d}`$ in the tail of the contribution typically corresponds to a dwell time $`\tau _D\tau _H\overline{d}^{2/\beta }`$, $`\tau _H=\mathrm{}/\mathrm{\Delta }`$ being the Heisenberg time. Since configurations with anomalously large dwell times are more sensitive to dephasing or thermal smearing, such perturbations will truncate the tails for $`\overline{d}(\tau _\varphi /\tau _H)^{\beta /2}`$ or $`\overline{d}(\tau _HT)^{\beta /2}`$.

For comparison, we have also calculated the distribution of the pumped current $`\overline{i}`$ and voltage $`\overline{v}`$. For single-channel contacts, the distribution again takes the form (36), with $`\sigma `$ replaced by $`\sigma _i`$ and $`\sigma _v`$, respectively. Expressions for $`\sigma _i`$ and $`\sigma _v`$ can be found in the appendix. The resulting distributions are shown in Fig. 4. (The distribution of the current was calculated previously in Ref. .) The main conclusion upon comparison of Figs. 3 and 4 is that, for single-channel point contacts, the distributions of $`\overline{i}`$ and of $`\overline{d}=\overline{v}g\overline{i}`$ have comparable widths. Hence, for $`N=1`$, deviations from “Ohm’s law”, as characterized by $`\overline{d}=\overline{v}g\overline{i}`$ are of the same order as the pumped current $`\overline{i}`$ itself.

### B Multi-channel contacts

The distribution of $`\overline{d}`$ in the limit $`N1`$ can be directly obtained from Eq. (36). The integration over the unitary matrix $`U`$ of eigenvectors of $`R`$ and over the scattering matrix $`S`$ is performed using the method of Ref. . For the remaining integration over the eigenvalues $`\tau _i,i=1,\mathrm{},2N,`$ of the matrix $`R`$ it is sufficient to know their density,

$`\rho (\tau )={\displaystyle \underset{j=1}{\overset{2N}{}}}\delta (\tau _j\tau )={\displaystyle \frac{N}{\pi \tau ^2}}\sqrt{(\tau _+\tau )(\tau \tau _{})},`$ (44)
where $`\tau _\pm =(3\pm \sqrt{8})/2N`$. This gives the result

$$\sigma ^2=\frac{4}{\beta N^4}\left[1+\frac{4}{\beta }\left(\frac{1\eta }{1+\eta }\right)^2\left(\frac{\mathrm{\Delta }}{\mathrm{\Delta }+2e^2/C}\right)^2\right].$$
(45)
Calculation of higher moments of $`\sigma `$ shows that fluctuations of $`\sigma `$ are small compared to the average as $`N\mathrm{}`$. Hence, we can conclude that the distribution of $`\overline{d}`$ in multi-channel limit is of the Poissonian form (36), with $`\sigma ^2`$ given by Eq. (45).

This is to be contrasted with the distribution of the pumped current $`\overline{i}`$, which is Gaussian for large $`N`$, with zero mean and with root mean square

$$\overline{i}^2^{1/2}=\frac{1}{\pi N}.$$
(46)
Hence we conclude that, for large $`N`$, typically $`\overline{d}`$ is a factor $`N`$ smaller than the pumped current, and can be neglected in a measurement. Hence, in the limit $`N\mathrm{}`$ the expectation of “Ohm’s law” $`\overline{v}g=\overline{i}`$ holds, and one readily concludes that the pumped voltage $`\overline{v}`$ has a Gaussian distribution with zero mean and with root mean square

$`\overline{v}^2^{1/2}`$ $`=`$ $`{\displaystyle \frac{2}{\pi N^2}}.`$ (47)
## IV conclusion

In summary, for adiabatic pumping of electrons through a chaotic quantum dot, we have derived expressions of the pumped current $`\overline{I}`$ (in case of a current measurement) or the pumped voltage $`\overline{V}`$ (in case of a voltage measurement) in terms of the scattering matrix of the quantum dot. Pumped current and voltage are not simply related by the dot’s conductance $`G`$. We have calculated the distribution of the difference $`\overline{V}G\overline{I}`$ for small pumping amplitudes, which is universal for a chaotic quantum dot. If the number $`N`$ of propagating channels in the contacts between the quantum dot and the reservoirs is one, $`\overline{I}`$ and $`\overline{V}G\overline{I}`$ can be of the same size; if $`N1`$, $`\overline{V}G\overline{I}`$ is typically a factor $`N`$ smaller than $`\overline{I}`$. Our results are valid in the limit of slow pumping, where the pumping frequency $`\omega `$ is much smaller than the charge relaxation rate $`\gamma `$ of the reservoirs. If $`\omega \gamma `$, the difference $`\overline{V}G\overline{I}`$ is suppressed.

The results obtained here are important in view of the interpretation of the experiment of Ref. . The observations of that experiment can also be explained if the observed dc voltage is the result of rectification of ac displacement currents generated by the time-dependent gate voltages that should drive the electron pump. Therefore, it is important to identify signatures that distinguish adiabatic pumping from mere rectification of displacement currents. For the case of a current measurement, two such signatures are the magnetic field symmetry and the typical size of the pumped current. Except for the case $`N=1`$, our results allow to translate these signatures to a voltage measurement as well. Further, the relation between pumped voltage and pumped current provides a third signature of a adiabatic pumping: For few-channel point contacts, $`\overline{I}`$, $`\overline{V}G`$, and the difference $`\overline{V}G\overline{I}`$ are all random and of comparable magnitude for a quantum pump, while, if the dc signal is due to rectification, there is a fixed relationship $`\overline{I}G^2\overline{V}`$, the proportionality constant being non-universal.

We thank C. Marcus for discussions. This work was supported by the NSF under grant no. DMR-0086509 and by the Sloan foundation.

## A

Below we present results for the “intermediate” distributions of the normalized current $`\overline{i}`$, voltage $`\overline{v}`$, and of the difference $`\overline{d}=\overline{v}g\overline{i}`$ after integration over the matrices $`Q_1`$ and $`Q_2`$ at fixed $`S`$ and $`Q`$, but before integration over $`S`$ and $`Q`$, for the case of a chaotic quantum dot with two single-channel point contacts. For that case, the distribution of $`\overline{d}`$ is given by

$`P(\overline{d})`$ $`=`$ $`{\displaystyle \frac{1}{2\sigma _d}}e^{|\overline{d}|/\sigma _d}_{S,Q},`$ (A1)
where the brackets $`\mathrm{}_{S,Q}`$ denote the remaining average over the scattering matrix $`S`$ and the symmetrized time-delay matrix $`Q`$. The distributions for $`\overline{i}`$, $`\overline{v}`$ have the same form with $`\sigma _d`$ replaced by $`\sigma _i`$ and $`\sigma _v`$, respectively. However, we should note that, unlike for the difference $`\overline{d}`$, the form (A1) does not hold for the distributions of $`\overline{i}`$ and $`\overline{v}`$ when $`N>1`$.

Below we list (statistical) expressions for $`\sigma _d`$, $`\sigma _i`$ and $`\sigma _v`$ for $`N=1`$ for the case $`C\mathrm{\Delta }e^2`$. We introduce the eigenvalues $`\tau _1,\tau _2`$ of the normalized time-delay matrix $`R`$. Their distribution can be found in Ref. . Further, we introduce two independent random variables $`t`$ (uniformly distributed between $`0`$ and $`1`$) and $`\varphi `$ (uniformly distributed between $`0`$ and $`2\pi `$) that arise from the randomly distributed eigenvectors of $`R`$ and the phases of the scattering matrix $`S`$. Finally, the equations for $`\sigma _d`$, $`\sigma _i`$, and $`\sigma _v`$ contain the dimensionless conductance $`g[0,1]`$, which has distribution $`P(g)=(\beta /2)g^{1+\beta /2}`$. We then find

$`\sigma _{d,\beta =1}^2`$ $`=`$ $`256{\displaystyle \frac{(\tau _1\tau _2)^3}{(\tau _1+\tau _2)^2}}{\displaystyle \frac{(1g)^2}{g}},`$
$`\sigma _{i,\beta =1}^2`$ $`=`$ $`256{\displaystyle \frac{(\tau _1\tau _2)^3}{(\tau _1+\tau _2)^2}}g,`$
$`\sigma _{v,\beta =1}^2`$ $`=`$ $`256{\displaystyle \frac{(\tau _1\tau _2)^3}{(\tau _1+\tau _2)^2}}{\displaystyle \frac{1}{g^3}},`$
$`\sigma _{d,\beta =2}^2`$ $`=`$ $`{\displaystyle \frac{1g}{g}}\left({\displaystyle \frac{8\tau _1\tau _2}{\tau _1+\tau _2}}\right)^2`$
$`\times \left(\tau _1\tau _2+t(1t)(\tau _1\tau _2)^2\mathrm{sin}^2\varphi \right),`$
$`\sigma _{i,\beta =2}^2`$ $`=`$ $`(4\tau _1\tau _2)^2\left(14t(1t)\left({\displaystyle \frac{\tau _1\tau _2}{\tau _1+\tau _2}}\right)^2\right),`$
$`\sigma _{v,\beta =2}^2`$ $`=`$ $`{\displaystyle \frac{1}{g^3}}\left({\displaystyle \frac{8\tau _1\tau _2}{\tau _1+\tau _2}}\right)^2[\tau _1\tau _2+(\tau _1\tau _2)^2`$
$`\times (2\sqrt{(1g)t(1t)}\mathrm{sin}\varphi +(12t)\sqrt{g})^2].`$