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# Random complex zeroes, I. Asymptotic normality

## Introduction and the main result

Zeroes of random polynomials and other analytic functions were studied by mathematicians and physicists under various assumptions on random coefficients. One class of models introduced not long ago by Bogomolny, Bohigas and Leboeuf , Kostlan , and Shub and Smale  has a remarkably unique unitary invariance:

> “…indeed it has no true freedom at all. It is (statistically) unique in the same sense as ‘the Poisson process’, or ‘the thermal (black body) electromagnetic field’ are unique…”
> Hannay \[13, p. L755\]

Following Hannay , we use the term ‘chaotic analytic zero points’ (CAZP, for short). We consider here three CAZP models: the elliptic CAZP, the flat CAZP, and the hyperbolic CAZP called by Leboeuf \[17, p. 654\] $`SU(2)`$, $`W_1`$, and $`SU(1,1)`$ in accordance with the symmetry group of the model. These models may be described analytically or geometrically. The analytical description is short and elementary: CAZP is the (random) set of zeroes of such a (random) analytic function $`\psi `$,

(0.1) $`\psi (z)`$ $`={\displaystyle \underset{k=0}{\overset{L}{}}}\zeta _k\sqrt{{\displaystyle \frac{L(L1)\mathrm{}(Lk+1)}{k!}}}z^k`$ $`\text{(elliptic, }L=1,2,\mathrm{}\text{)},`$
(0.2) $`\psi (z)`$ $`={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\zeta _k\sqrt{{\displaystyle \frac{L^k}{k!}}}z^k`$ $`\text{(flat, }L>0\text{)},`$
(0.3) $`\psi (z)`$ $`={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\zeta _k\sqrt{{\displaystyle \frac{L(L+1)\mathrm{}(L+k1)}{k!}}}z^k`$ $`\text{(hyperbolic, }L>0\text{)},`$
where $`\zeta _0,\zeta _1,\mathrm{}`$ are independent standard complex Gaussian (random) variables; that is, the distribution $`𝒩_{}(0,1)`$ of each $`\zeta _k`$ has the density $`\pi ^1\mathrm{exp}(|z|^2)`$ with respect to the Lebesgue measure $`m`$ on $``$, $`dm(z)=(d\text{Re}z)(d\text{Im}z)`$. For the elliptic CAZP one could assume equivalently that $`(\zeta _0,\mathrm{},\zeta _L)`$ is uniformly distributed on the sphere $`|\zeta _0|^2+\mathrm{}+|\zeta _L|^2=\text{const}`$ (which changes the function $`\psi `$ without changing its zeroes). The analytic function (0.1) is a polynomial of degree $`L`$, the function (0.2) with probability one is an entire function (indeed, $`lim\; sup|\zeta _k|^{1/k}=1`$ a.s.), and the function (0.3) with probability one is analytic in the unit disk.

Why just these coefficients? Because of symmetry of the models revealed by a geometric description, given in Sect. 1; readers not bothered by this question may skip that section.

We introduce unified notations: $``$ for the domain of the random function, and $`G`$ for the symmetry group.

$$\begin{array}{cccc}& & & \\ & \text{ }\text{(domain)}& \begin{array}{c}\text{invariant}\\ \text{metric}\end{array}& G\text{ }\text{(symmetries)}\\ & & & \\ \text{Elliptic}& \{\mathrm{}\}\text{, that is, }𝕊^2& \frac{|dz|}{1+|z|^2}& z\frac{az+b}{\overline{b}z+\overline{a}},|a|^2+|b|^2=1\\ \text{Flat}& & |dz|& zaz+b,|a|=1\\ \text{Hyperbolic}& 𝔻=\{z:|z|<1\}& \frac{|dz|}{1|z|^2}& z\frac{az+b}{\overline{b}z+\overline{a}},|a|^2|b|^2=1\end{array}$$

A symmetry $`gG`$ transforms the random function $`\psi `$ into another random function $`z\psi (g(z))`$ whose distribution depends on $`g`$. However, for every $`gG`$ there exists a complex-valued function $`u_g`$ on $``$, $`|u_g(z)|=1`$, such that two random functions

(0.4)
$$z\frac{\psi (g(z))}{\psi (g(z))}\text{and}zu_g(z)\frac{\psi (z)}{\psi (z)}$$

are identically distributed. Here

$$\psi (z)=\left(𝔼|\psi (z)|^2\right)^{1/2}=\{\begin{array}{cc}(1+|z|^2)^{L/2}\hfill & \text{(elliptic)},\hfill \\ \mathrm{exp}(L|z|^2/2)\hfill & \text{(flat)},\hfill \\ (1|z|^2)^{L/2}\hfill & \text{(hyperbolic)}.\hfill \end{array}$$

For example, a shift $`g(z)=z+b`$ (for the flat case); here $`u_g(z)=\mathrm{exp}(iL\mathrm{Im}(z\overline{b}))`$. The symmetry ensures that *the distribution of the (random) set of zeroes of $`\psi `$ is invariant under $`G`$*. For details, see Sect. 1.

In each of the three cases we have a parameter $`L`$ which is assumed to be large. Increasing $`L`$, we increase accordingly the mean number of random zeroes per unit area of $``$.

In the flat case, there is another interpretation: introducing $`L`$, we just make a homothety of the plane with coefficient $`\sqrt{L}`$. This makes some computations simpler.

In the other two models, changing the value of the parameter $`L`$, we can change the properties of the process. We mention a recent discovery of Peres and Virág  that in the special case $`L=1`$ of the hyperbolic model, the point process is a determinantal one . In this case, Peres and Virág found a simple expression for $`n`$-point correlation functions and explicitly computed the distribution of random zeroes in discs in $`𝔻`$.

Below, the asymptotic normality is stated for smooth functionals of the random set of zeroes, namely, for the random variables (often called the *linear statistics of zeroes*)

(0.5)
$$Z_L(h)=\underset{z:\psi _L(z)=0}{}h(z)=_{}h𝑑n_{\psi _L}$$

where $`h`$ is a smooth test function, and $`n_\psi `$ is the counting measure on the set of zeroes. In the elliptic case, $`n_{\psi _L}(𝕊^2)=L`$; in the other two cases $`n_\psi `$ is infinite but locally finite. The choice of the test-functions depends on the model: in the elliptic case $`h`$ is a real-valued $`C^2`$-function on the Riemann sphere, in the flat case $`h`$ is a real-valued $`C^2`$-function with a compact support in the plane, and in the hyperbolic case $`h`$ is a $`C^2`$-function with a compact support in the unit disk. Multiple zeroes may be ignored, as well as a possible zero at $`\mathrm{}`$ in the elliptic case, since it happens with zero probability.

Expectation of the linear statistics. For the elliptic model, invariance itself gives us the expectation of the random variable $`Z_L(h)`$; in the other two cases it defines the expectation up to a numerical coefficient which can be easily found using the Edelman-Kostlan formula $`𝔼n_\psi =(2\pi )^1\mathrm{\Delta }\mathrm{log}\psi dm`$ (see , ):

$$𝔼Z_L(h)=L\frac{1}{\pi }_{}h𝑑m^{}$$

where

$$dm^{}(z)=\{\begin{array}{cc}dm(z)\hfill & \text{(flat)},\hfill \\ (1+|z|^2)^2dm(z)\hfill & \text{(elliptic)},\hfill \\ (1|z|^2)^2dm(z)\hfill & \text{(hyperbolic)}\hfill \end{array}$$

is the invariant measure on $``$.

Fluctuations of the linear statistics. These are computed in Section 2. We get

(0.6)
$$\mathrm{Var}Z_L(h)=\frac{\kappa }{L}\mathrm{\Delta }^{}h_{L^2(m^{})}^2+o(L^1),L\mathrm{},$$

where $`\kappa `$ is a numerical constant (the same for each of the three cases), and $`\mathrm{\Delta }^{}`$ is the invariant Laplacian on $``$:

$$\mathrm{\Delta }^{}h(z)=\{\begin{array}{cc}\mathrm{\Delta }h(z)\hfill & \text{(flat)},\hfill \\ (1+|z|^2)^2\mathrm{\Delta }h(z)\hfill & \text{(elliptic)},\hfill \\ (1|z|^2)^2\mathrm{\Delta }h(z)\hfill & \text{(hyperbolic)}.\hfill \end{array}$$

This shows a decay of the fluctuations of the linear statistics.111The situation changes if we allow non-smooth test functions $`h`$. In particular, for the flat model, the variance of the number of random zeroes in a smooth domain $`\mathrm{\Lambda }`$ is asymptotic to $`\sqrt{L}`$ times the perimeter of $`\mathrm{\Lambda }`$, see . The difference between these two types of behavior reflects high frequency oscillations of random zeroes which are not taken into account when the test function is smooth. Note that in the flat case formula (0.6) was found in a paper by Forrester and Honner , in which they also conjectured the asymptotics in the elliptic case and checked it numerically. The estimate $`\mathrm{Var}Z_L(h)=O(1)`$, $`L\mathrm{}`$, was obtained by Shiffman and Zelditch in .

###### Main Theorem.

In each of the three cases, the random variables

$$\frac{\sqrt{L}}{\sqrt{\kappa }\mathrm{\Delta }^{}h_{L^2(m_{})}}\left(Z_L(h)L\frac{1}{\pi }_{}h𝑑m^{}\right)$$

converge in distribution to $`𝒩(0,1)`$ for $`L\mathrm{}`$.

The proof of Main Theorem is based on the asymptotic normality theorem for non-linear functionals of Gaussian processes. Results of this type are known; usually, their proofs rely on the classical method of moments combined with the diagram technique (see Breuer and Major , and the references therein). In Section 2 we shall prove another result in that spirit using a similar strategy. In Section 3, we deduce Main Theorem from this result and prove the asymptotics (0.6).

For real random polynomials $`P_N(x)=_{k=0}^N\xi _kx^k`$ where $`\xi _k`$ are independent identically distributed (real-valued) random variables such that $`𝔼\xi _k=0`$, $`\left(\xi _k=0\right)=0`$, and $`𝔼|\xi _k|^{2+ϵ}<\mathrm{}`$, Maslova ,  evaluated the variance of the number of real zeroes of $`P_N`$, and proved the corresponding version of asymptotic normality. Her methods are quite different from ours. Probably, Main Theorem persists for more general models like zeroes of random holomorphic sections of high powers of Hermitian line bundles over Kähler manifolds extensively studied by Bleher, Shiffman and Zelditch .

Three toy models for the flat CAZP. It is instructive to compare the flat CAZP with simpler (‘toy’) models of random point processes in the plane, especially, random perturbations of a lattice. *The first toy model:* each point of the lattice $`\sqrt{\frac{\pi }{2}}^2=\{\sqrt{\frac{\pi }{2}}(k+li):k,l\}`$ is deleted at random, independently of others, with probability $`1/2`$; the remaining points are a random set. The corresponding smooth linear statistics $`Z_L^{(1)}(h)=h(z/\sqrt{L})𝑑n^{(1)}(z)`$ (where $`n^{(1)}`$ is the counting measure on the random set) is asymptotically normal with parameters $`𝔼Z_L^{(1)}(h)=L\pi ^1h𝑑m`$ and $`\mathrm{Var}Z_L^{(1)}(h)=\pi ^1h^2(z/\sqrt{L})𝑑m(z)=L\pi ^1h_{L^2(m)}^2`$, which is quite different from (0.6): the variance grows, not decays; and $`h`$ appears, not $`\mathrm{\Delta }h`$.

*The second toy model:* points of the lattice $`\sqrt{\pi }^2`$ move independently, forming the random set $`\{\sqrt{\pi }(k+li)+c\eta _{k,l}:k,l\}`$ where $`\eta _{k,l}`$ are independent standard complex Gaussian random variables, and $`c(0,\mathrm{})`$ is a parameter. The corresponding $`Z_L^{(2)}(h)=h(z/\sqrt{L})𝑑n^{(2)}(z)`$ is asymptotically normal with parameters $`𝔼Z_L^{(2)}(h)=(1+o(1))L\pi ^1h𝑑m`$ and $`\mathrm{Var}Z_L^{(2)}(h)=(c^2+o(1))(2\pi )^1h_{L^2(m)}^2`$ (where $``$ stands for gradient). This time, the variance does not grow, but still, it does not decay; and $`h`$ is not $`\mathrm{\Delta }h`$.

*The third toy model* reaches asymptotic similarity to the flat CAZP, but is more complicated. Lattice points are initially aggregated into three-point clusters, and each cluster scatters in a special (equiangular and equidistant) way. Namely, we consider the random set

$$\{\sqrt{3\pi }(k+li)+ce^{2\pi im/3}\eta _{k,l}:k,l;m=0,1,2\},$$

where $`\eta _{k,l}`$ and $`c`$ are as before. The corresponding $`Z_L^{(3)}(h)=h(z/\sqrt{L})𝑑n^{(3)}(z)`$ is asymptotically normal with parameters $`𝔼Z_L^{(3)}(h)=(1+o(1))L\pi ^1h𝑑m`$ and $`\mathrm{Var}Z_L^{(3)}(h)=(1+o(1))L^13c^4(16\pi )^1\mathrm{\Delta }h_{L^2(m)}^2`$. This time, we can mimic (0.6) by choosing $`c=2(\pi \kappa /3)^{1/4}`$.

We come to a vague idea of two conservation laws for random zeroes: mass conservation and center-of-mass conservation. Mass is conserved in the second and third toy models; center-of-mass is conserved in the third toy model only. Both should be conserved in the flat CAZP, in some sense (to be understood). An attempt to understand the mass conservation is made in our next work . The center-of-mass conservation remains unexplored.

About the three directions ($`e^{2\pi im/3}:m=0,1,2`$): four or more directions may be used equally well, but two directions are not enough. Indeed, every quadratic form $`Q:`$ satisfies $`\frac{1}{n}_{m=0}^{n1}Q(e^{2\pi im/n})=\frac{1}{4}\mathrm{\Delta }Q(0)`$ provided that $`n3`$; however, $`Q(1)+Q(1)`$ is not proportional to $`\mathrm{\Delta }Q(0)`$.

Maybe, the failure of two-point clusters hints at a third conservation law.

Acknowledgment. We thank Leonid Pastur, Leonid Polterovich and Zeev Rudnik for useful discussions.

## 1 Geometrical description of models

By the geometrical description of CAZP we mean something like this:

> The CAZP process on a complex 1-dimensional analytic manifold is the intersection of its isometric embedding into a projective space with a random hyperplane.

However, we do not formalize the description; we only explain, how it works in the three models considered. For related more advanced theories, see the works of Gromov \[11, Sect. 3.3\], Shub and Smale , and Bleher, Shiffman and Zelditch .

### 1.1 Three homogeneous spaces

Each model is based on a simply connected homogeneous space $``$; it may be thought of as a real 2-dimensional manifold or a complex 1-dimensional analytic manifold.222The choice of a complex structure on our real manifold does not introduce arbitrariness; there exist only two invariant complex structures, conjugate to each other, both leading to the same CAZP. The former may be embedded into a Euclidean space, the latter — into the projective space $`P(^2)`$ of 1-dimensional subspaces of $`^2`$. The complex plane $``$ is embedded into $`P(^2)`$ by $`z\{(u,uz):u\}`$; in order to cover the whole $`P(^2)`$, one additional point is needed, $`\mathrm{}\{(0,u):u\}`$. The symmetry group $`G`$ in the real case is a subgroup of the group of motions of the Euclidean space. In the complex case, $`G`$ is a subgroup of the group of projective transformations of $`P(^2)`$. The latter is covered by the group $`SL(2)`$, and we may take $`GSL(2)`$; such an action need not be effective (since $`(1)`$ acts trivially), which is harmless.

Elliptic model. The real manifold is the sphere

$$𝕊^2=\{(x_0,x_1,x_2):x_0^2+x_1^2+x_2^2=1\}^3,$$

the symmetry group being $`SO(3)`$ (orientation-preserving rotations of $`^3`$). The complex manifold is the whole $`P(^2)`$, with $`G=SU(2)`$; or alternatively, $`\{\mathrm{}\}`$ with transformations $`z(az+b)/(cz+d)`$, $`\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)SU(2)`$, preserving the spherical metric $`|dz|/(1+|z|^2)`$. The correspondence (well-known as the stereographic projection) is $`z=(x_1+ix_2)/(1x_0)`$. See also \[17, Sect. 2\] and \[20, Chap. 4\].

Flat model. The real manifold is the plane $`^2`$ with the group of (orientation-preserving) motions, that is, shifts and rotations. The complex manifold is the complex plane $``$ with transformations $`ze^{i\phi }(z+u)`$, preserving the Euclidean metric $`|dz|`$; or alternatively, $`P(^2)`$ minus a single point, with transformations preserving the point. The correspondence is just $`z=x_1+ix_2`$.

Hyperbolic model. The real manifold is $`\{(x_0,x_1,x_2):x_0=\sqrt{1+x_1^2+x_2^2}\}^3`$, the upper sheet of a hyperboloid (in other words, a pseudosphere), the symmetry group being the connected component of $`SO(2,1)`$ (rotations of $`^3`$ that preserve the sheet and orientation). The complex manifold is the disc $`𝔻=\{z:|z|<1\}`$, with transformations $`z(az+b)/(\overline{b}z+\overline{a})`$, $`|a|^2|b|^2=1`$, preserving the hyperbolic metric $`|dz|/(1|z|^2)`$; or alternatively, the corresponding part of $`P(^2)`$, with $`G=SU(1,1)`$ (isomorphic to $`SL(2,)`$). The correspondence is $`z=(x_1+ix_2)/(1+x_0)`$. See also \[17, Sect. 2\] and \[20, Chap. 5\].

### 1.2 Enlarging symmetry

The symmetry group $`G`$ acts transitively on $``$. It acts also on discrete subsets of $``$, but not transitively. A $`G`$-invariant random discrete subset of $``$ is far from being unique in distribution.

The key ingredient of the construction is an embedding $`\iota `$ of $``$ into a high-dimensional projective space $`P(^n)`$, $`n\{1,2,\mathrm{}\}\{\mathrm{}\}`$, and use of the high-dimensional symmetry group $`U(n)`$ of rotations of $`^n`$. Of course, the image $`\iota ()`$ is not $`U(n)`$-invariant. However, we use $`U(n)`$-invariance for determining a probability measure on hyperplanes. Choosing at random a hyperplane, we observe its intersection with $`\iota ()`$. The case $`n=\mathrm{}`$ does involve some technicalities; we will return to the point later.

The embedding must be $`(G,U(n))`$-invariant in the following sense: for every $`gG`$ there exists $`UU(n)`$ such that the diagram

(1.1)
$$\begin{array}{c}\text{}\end{array}$$

is commutative. Surprisingly, such an embedding is unique (up to a rotation)! Uniqueness of $`\iota `$ leads to a model, (statistically) unique in the same sense as the Poisson process (recall the quote from Hannay in the Introduction).

Now we switch from a heuristic to rigorous style.

Let $`H`$ be a Hilbert space over $``$, either finite-dimensional, or infinite-dimensional and separable. The projective space $`P(H)`$ is, by definition, the set of all one-dimensional subspaces of $`H`$. Each non-zero vector $`xH\{0\}`$ spans such a subspace $`P(x)P(H)`$. A transformation $`P(U):P(H)P(H)`$ corresponds to every unitary operator $`UU(H)`$; namely, $`P(U)\left(P(x)\right)=P(Ux)`$. Note that $`P(e^{i\phi }U)=P(U)`$. Two maps $`\iota ,\iota ^{}:P(H)`$ are called unitarily equivalent, if $`\iota ^{}=P(U)\iota `$ for some $`UU(H)`$. A map $`\iota :P(H)`$ is called holomorphic, if locally (in a neighborhood of any point of $``$) it is the composition of some holomorphic map $`H\{0\}`$ and the canonical projection $`H\{0\}P(H)`$, $`xP(x)`$.

The well-known Fubini-Study metric333Or rather, the geodesic metric corresponding to the Fubini-Study metric tensor, up to a coefficient. on $`P(H)`$,

$$\mathrm{dist}(P(x),P(y))=\mathrm{arccos}\frac{|x,y|}{xy},$$

is $`U(n)`$-invariant. Given a one-to-one map $`\iota :P(H)`$, we get a metric on $``$,

$$\mathrm{dist}_\iota (z,z^{})=\mathrm{dist}(\iota (z),\iota (z^{}));$$

assuming smoothness of $`\iota `$ and taking $`z^{}`$ infinitesimally close to $`z`$ we get a tensor field $`g_\iota `$ on $``$, the Riemannian metric induced by $`\iota `$. If $`\iota `$ and $`\iota ^{}`$ are unitarily equivalent, then they induce the same Riemannian metric (since $`\mathrm{dist}_\iota =\mathrm{dist}_\iota ^{}`$).

###### Calabi’s rigidity theorem.

If two holomorphic embeddings444‘Embedding’ means one-to-one. The theorem holds also for immersions, but we need only embeddings. of a complex manifold into $`P(H)`$ induce the same Riemannian metric on $``$, then they are unitarily equivalent. (\[8, Th. 9\], see also \[27, Sect. 4\].)

If a holomorphic embedding $`\iota :P(H)`$ is $`(G,U(n))`$-invariant (recall (1.1)), then it induces a $`G`$-invariant Riemannian metric on $``$. However, such a metric is unique up to a coefficient (since $`G`$ can rotate $``$ around any given point). It means that *the coefficient is the only possible parameter of a holomorphic $`(G,U(n))`$-invariant embedding $`\iota :P(H)`$* (treated up to unitary equivalence).

Another implication of Calabi’s theorem: *if a holomorphic embedding $`\iota :P(H)`$ induces a $`G`$-invariant Riemannian metric on $``$, then $`\iota `$ is $`(G,U(n))`$-invariant.*

By the way, $`(G,U(n))`$-invariance leads to a *projective* representation of $`G`$ (that is, a homomorphism from $`G`$ to the factor group of $`U(H)`$ by its center), not necessarily a homomorphism $`GU(H)`$.

### 1.3 Relation to the analytical description

In order to finish the description, it remains to write down the corresponding embeddings $`\iota `$ in each of the three cases, to check invariance of induced metrics, and to explain the rotation invariant choice of the random hyperplane in the case when the dimension of $`H`$ is infinite.

All invariant metrics on $``$ are proportional to the one mentoned in the Introduction. The only freedom left to us is to choose the numerical coefficient $`\sqrt{L}`$ of the invariant metric on $``$.

Elliptic case. For the sphere $`𝕊^2`$, the existence of such an embedding depends on the parameter $`L`$. Only for $`L=1,2,3,\mathrm{}`$ the invariant metric on $`𝕊^2`$ is embeddable into $`P(H)`$.555 One can easily get this using the Edelman-Kostlan formula: if $`L`$ is non-integer, then we would get a non-integer answer for the average number of zeroes of our random function on $`𝕊^2`$. For such $`L`$, an embedding $`𝕊^2P(^{L+1})`$ is well-known to physicists as the system of spin-$`J`$ coherent states ($`J=L/2`$), see , \[20, Sect. 4.3\], . Sometimes, mathematicians call the wave function of a coherent state “the Szegö kernel” (see ). Treated up to rotations of $`^{L+1}`$, the map is unique. By rigidity, every such embedding uses only a finite-dimensional subspace of $`H`$.

The embedding $`𝕊^2P(^{L+1})`$ may be described as the composition $`𝕊^2^{L+1}\{0\}P(^{L+1})`$, where $`𝕊^2`$ is the stereographic projection mentioned in Sect. 1.1, $`^{L+1}\{0\}P(^{L+1})`$ is the canonical projection $`xP(x)`$, and $`\stackrel{~}{\iota }:^{L+1}\{0\}`$ is given by

$$\stackrel{~}{\iota }(z)=(\sqrt{\left(\genfrac{}{}{0pt}{}{L}{0}\right)},\sqrt{\left(\genfrac{}{}{0pt}{}{L}{1}\right)}z,\mathrm{},\sqrt{\left(\genfrac{}{}{0pt}{}{L}{L}\right)}z^L),$$

which evidently corresponds to (0.1).

The induced metric is easy to calculate:

$$\stackrel{~}{\iota }(z),\stackrel{~}{\iota }(z^{})=\underset{k=0}{\overset{L}{}}\sqrt{\left(\genfrac{}{}{0pt}{}{L}{k}\right)}z^k\sqrt{\left(\genfrac{}{}{0pt}{}{L}{k}\right)}\overline{z}^k=(1+z\overline{z}^{})^L;$$

$$\mathrm{dist}_\iota (z,z^{})=\mathrm{arccos}\frac{|\stackrel{~}{\iota }(z),\stackrel{~}{\iota }(z^{})|}{\stackrel{~}{\iota }(z)\stackrel{~}{\iota }(z^{})}=\mathrm{arccos}\left(\frac{|1+z\overline{z}^{}|}{\sqrt{1+|z|^2}\sqrt{1+|z^{}|^2}}\right)^L.$$

$`G`$-invariance of the metric for every $`L`$ follows immediately from its $`G`$-invariance for $`L=1`$; however, for $`L=1`$ the embedding $`P(^{L+1})`$, given by $`z\{(u,uz):u\}`$, is already familiar to us (recall the beginning of Sect. 1.1). An explicit calculation gives for $`\mathrm{\Delta }z0`$

$$\begin{array}{c}\mathrm{dist}_\iota (z\frac{1}{2}\mathrm{\Delta }z,z+\frac{1}{2}\mathrm{\Delta }z)\hfill \\ \hfill =\mathrm{arccos}(1\frac{|\mathrm{\Delta }z|^2}{(1+|z|^2+\frac{1}{4}|\mathrm{\Delta }z|^2)^2\mathrm{Re}^2(\overline{z}\mathrm{\Delta }z)})^{L/2}\\ \hfill =\mathrm{arccos}\left(1\frac{L}{2}\frac{|\mathrm{\Delta }z|^2}{(1+|z|^2)^2}(1+o(1))\right)=\sqrt{L}\frac{|\mathrm{\Delta }z|}{1+|z|^2}(1+o(1)).\end{array}$$

Flat case. If the needed embedding $`\iota :P(H)`$ exists for $`L=1`$, then for every $`L(0,\mathrm{})`$ the map $`z\iota (L^{1/2}z)`$ fits; we restrict ourselves to $`L=1`$. The construction of $`\iota `$ is well-known to physicists as the usual system of coherent states (Schrödinger, von Neumann, Klauder, et al.), see \[20, Chapter 1\]. Its explicit form is given (similarly to the elliptic case) by the composition $`H\{0\}P(H)`$ where the first map $`\stackrel{~}{\iota }:H\{0\}`$ is given by

$$\stackrel{~}{\iota }(z)=(1,z,\frac{z^2}{\sqrt{2!}},\frac{z^3}{\sqrt{3!}},\mathrm{})l^2=H,$$

cf. (0.2).

We have

$$\stackrel{~}{\iota }(z),\stackrel{~}{\iota }(z^{})=\underset{k=0}{\overset{\mathrm{}}{}}\frac{z^k}{\sqrt{k!}}\frac{\overline{z}^k}{\sqrt{k!}}=\mathrm{exp}(z\overline{z}^{});$$

$$\begin{array}{c}\mathrm{dist}_\iota (z,z^{})=\mathrm{arccos}\mathrm{exp}\left(\mathrm{Re}(z\overline{z}^{})\frac{1}{2}|z|^2\frac{1}{2}|z^{}|^2\right)\hfill \\ \hfill =\mathrm{arccos}\mathrm{exp}\left(\frac{1}{2}|zz^{}|^2\right);\end{array}$$

$$\mathrm{dist}_\iota (z,z+\mathrm{\Delta }z)=\mathrm{arccos}\left(1\frac{1}{2}|\mathrm{\Delta }z|^2(1+o(1))\right)=|\mathrm{\Delta }z|(1+o(1)).$$

Hyperbolic case. The corresponding system of coherent states is usually investigated in terms of unitary representations of the group $`G=SU(1,1)`$, see \[20, Chap. 5\], \[17, Sect. 2\], which leads to a special treatment of integer values of $`L`$. In our approach, *projective* representations appear irrespective of unitary representations, and $`L`$ runs over $`(0,\mathrm{})`$.

As before, $`\iota (z)=P(\stackrel{~}{\iota }(z))`$, but now $`z𝔻`$, and $`\stackrel{~}{\iota }:𝔻l^2`$ is given by

$$\stackrel{~}{\iota }(z)=(1,\sqrt{L}z,\sqrt{\frac{L(L+1)}{2!}}z^2,\sqrt{\frac{L(L+1)(L+2)}{3!}}z^3,\mathrm{}),$$

cf. (0.3). The corresponding embedding of the hyperbolic plane to $`P(H)`$ was known already to Bieberbach in 1932. We have

$$\stackrel{~}{\iota }(z),\stackrel{~}{\iota }(z^{})=\underset{k=0}{\overset{\mathrm{}}{}}\sqrt{\left(\genfrac{}{}{0pt}{}{L+k}{k}\right)}z^k\sqrt{\left(\genfrac{}{}{0pt}{}{L+k}{k}\right)}\overline{z}^k=(1z\overline{z}^{})^L;$$

$$\mathrm{dist}_\iota (z,z^{})=\mathrm{arccos}\left(\frac{|1z\overline{z}^{}|}{\sqrt{1|z|^2}\sqrt{1|z^{}|^2}}\right)^L;$$

$$\begin{array}{c}\mathrm{dist}_\iota (z\frac{1}{2}\mathrm{\Delta }z,z+\frac{1}{2}\mathrm{\Delta }z)\hfill \\ \hfill =\mathrm{arccos}(1+\frac{|\mathrm{\Delta }z|^2}{(1|z|^2\frac{1}{4}|\mathrm{\Delta }z|^2)^2\mathrm{Re}^2(\overline{z}\mathrm{\Delta }z)})^{L/2}\\ \hfill =\mathrm{arccos}\left(1\frac{L}{2}\frac{|\mathrm{\Delta }z|^2}{(1|z|^2)^2}(1+o(1))\right)=\sqrt{L}\frac{|\mathrm{\Delta }z|}{1|z|^2}(1+o(1)).\end{array}$$

### 1.4 Random hyperplane in Hilbert space?

In $`^n`$, the only $`U(n)`$-invariant distribution on hyperplanes, the uniform distribution, may be represented via the normal (to the hyperplane) vector $`(\zeta _1,\mathrm{},\zeta _n)`$ distributed uniformly on the sphere. The normal distribution for $`(\zeta _1,\mathrm{},\zeta _n)`$ can be used instead (as well as any spherically invariant distribution).

In a Hilbert space $`H=l^2`$ there is no rotation-invariant probability measure on hyperplanes (nor Lebesgue measure in $`H`$). Nevertheless, an infinite sequence of independent normal $`𝒩_{}(0,1)`$ random variables $`\zeta _k`$ can be used. Of course, it is not a random element of $`H`$, since the event $`|\zeta _k|^2<\mathrm{}`$ is of probability $`0`$. However, for every $`x=(c_1,c_2,\mathrm{})l^2`$ the series $`c_k\overline{\zeta }_k`$ converges a.s., and we may *denote* its sum by $`x,\zeta `$. The ‘bad’ set of zero probability, on which the series does not converge, depends on $`x`$; the union over all $`xH`$ is not a set of zero probability.666In fact, it is the event $`|\zeta _k|^2=\mathrm{}`$, of probability $`1`$. We cannot choose $`\zeta `$ at random and speak about ‘the function $`xx,\zeta `$ on $`H`$’.

What we really need, is the function $`z\stackrel{~}{\iota }(z),\zeta `$ for $`z`$, that is, the function $`xx,\zeta `$ for $`x\stackrel{~}{\iota }()`$ only. The corresponding series converges a.s. for all these $`x`$ simultaneously. Thus, ‘the random hyperplane of $`H`$’ is ill-defined, but still, its intersection with $`\stackrel{~}{\iota }()`$ is well-defined.

It remains to explain unitary invariance of the construction described above. Random variables $`x,\zeta `$ can be used simultaneously for a *countable* set of points $`x`$. In particular, for every orthonormal basis $`(e_1,e_2,\mathrm{})`$ of $`H`$, the sequence of random variables $`e_k,\zeta `$ is well-defined. Some reflection shows that the joint distribution of these $`e_k,\zeta `$ does not differ from that of $`\zeta _k`$. It follows easily that our construction can start with an arbitrary basis, resulting in the same distribution of the random function $`z\stackrel{~}{\iota }(z),\zeta `$. See also \[14, Sect. 1.3\].

## 2 Asymptotic normality for non-linear functionals of Gaussian processes

### 2.1 The result

Let $`T`$ be a measure space endowed with a finite positive measure $`\mu `$, $`\mu (T)=1`$. A complex-valued Gaussian process on $`T`$ may be defined as

(2.1)
$$w(\omega ,t)=\underset{k}{}\zeta _k(\omega )f_k(t)$$

where $`f_k:T`$ are measurable functions such that

$$\underset{k}{}|f_k(t)|^2<\mathrm{}\text{for all }tT,$$

and $`\zeta _k=\xi _k+i\eta _k`$ are independent standard complex Gaussian variables; i.e. $`\zeta _k𝒩_{}(0,1)`$. The latter means that $`\xi _k`$ and $`\eta _k`$ are independent centered Gaussian (real) variables with variance $`\frac{1}{2}`$; then $`𝔼\zeta _k=0`$ and $`𝔼|\zeta _k|^2=1`$. We restrict ourselves to the case

$$\underset{k}{}|f_k(t)|^2=1\text{for all }tT.$$

Then $`w(t)𝒩_{}(0,1)`$ for all $`tT`$.

Now, a few words about the convergence of the series (2.1). Treating each term $`\zeta _k(\omega )f_k(t)`$ as an element of the space $`^2=L^2\left((\mathrm{\Omega },P)\times (T,\mu )\right)`$, we have

$$\zeta _kf_k_^2=\zeta _k_{L^2(\mathrm{\Omega },P)}f_k_{L^2(T,\mu )}=f_k_{L^2(T,\mu )}$$

and the terms are pairwise orthogonal. Therefore, the series (2.1) converges in the space777Moreover, for each $`tT`$, the series (2.1) converges in $`L^2(\mathrm{\Omega },P)`$ (for an obvious reason), and by the Kolmogorov-Khinchin theorem \[15, Ch. 3\] the series converges in $`L^2(T,\mu )`$ for almost all $`\omega \mathrm{\Omega }`$. $`^2`$.

In what follows, we always assume that the sum of the series (2.1) is not the zero function in the space $`^2`$.

The correlation function $`\rho :T\times T`$ of the process $`w(t)`$ equals

$$\rho (s,t)\stackrel{\mathrm{def}}{=}𝔼\left\{w(s)\overline{w(t)}\right\}=\underset{k}{}f_k(s)\overline{f_k(t)}.$$

Clearly, $`|\rho (s,t)|1`$ and $`\rho (t,t)=1`$.

Consider a sequence of complex Gaussian processes $`w_n`$ with the correlation functions $`\rho _n(s,t)`$ and define a sequence of random variables

$$Z_n=_T\phi (|w_n(t)|)\mathrm{\Theta }(t)𝑑\mu (t)$$

where $`\phi :_+`$ is a measurable function such that

$$_0^{\mathrm{}}\phi ^2(r)e^{r^2/2}r𝑑r<\mathrm{},$$

and $`\mathrm{\Theta }:T`$ is a measurable bounded function. We shall prove that under some natural assumptions on the off-diagonal decay of the correlation functions $`\rho _n(s,t)`$ when $`n\mathrm{}`$, the random variables $`Z_n`$ are asymptotically normal.

###### 2.2 Theorem.

Suppose that for each $`\alpha `$

(2.3)
$$\underset{n\mathrm{}}{lim\; inf}\frac{_{T^2}|\rho _n(s,t)|^{2\alpha }\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t)}{sup_{sT}_T|\rho _n(s,t)|𝑑\mu (t)}>0,$$

and that

(2.4)
$$\underset{n\mathrm{}}{lim}\underset{sT}{sup}_T|\rho _n(s,t)|𝑑\mu (t)=0.$$

Then the distributions of the random variables

$$\frac{Z_n𝔼Z_n}{\sqrt{\mathrm{Var}Z_n}}$$

converge weakly to $`𝒩(0,1)`$ for $`n\mathrm{}`$.

If $`\phi `$ is an increasing function, then it suffices to assume that condition (2.3) holds only for $`\alpha =1`$.

Remarks:

(i)  The function $`|\rho (s,t)|^{2\alpha }`$ which appears in the integrand on the left-hand side of condition (2.3) is a positive definite function on $`T\times T`$ (see formula (2.6) below). Hence, for $`\alpha `$, the integral $`_{T^2}|\rho (s,t)|^{2\alpha }\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t)`$ is always non-negative.

(ii)  The role of condition (2.4) is to guarantee that

$$\underset{n\mathrm{}}{lim}\mathrm{Var}Z_n=0.$$

In fact, under assumption (2.3), the sequences

$$n\text{Var}Z_n\text{and}n_T|\rho _n(s,t)|𝑑\mu (t)$$

have the same decay (see expression (2.7) below).

### 2.2 Some preliminaries

We shall deal with the space $`L_{}^2\stackrel{\mathrm{def}}{=}L^2(,𝒩_{}(0,1))`$ and its subspaces $`𝒫_m`$ which consist of the polynomials in $`\zeta `$ and $`\overline{\zeta }`$ of degrees $`\alpha `$ and $`\beta `$ correspondingly, $`\alpha +\beta =m`$. The space $`L_{}^2`$ has a polynomial basis

$$\{\frac{1}{\sqrt{\alpha !\beta !}}:\zeta ^\alpha \overline{\zeta }^\beta :\}_{\alpha ,\beta _+}$$

where $`:\zeta ^\alpha \overline{\zeta }^\beta :`$ is the orthogonal projection of the polynomial $`\zeta ^\alpha \overline{\zeta }^\beta `$ onto the subspace $`H^{:m:}\stackrel{\mathrm{def}}{=}𝒫_m𝒫_{m1}`$, $`m=\alpha +\beta `$ \[14, Example 3. 32\].888The expression $`:\zeta ^\alpha \overline{\zeta }^\beta :`$ is called the *Wick product*. Thus any square integrable function $`\mathrm{\Phi }`$ of a random variable $`\zeta 𝒩_{}(0,1)`$ is of the form

$$\mathrm{\Phi }(\zeta )=\underset{\alpha ,\beta _+}{}\frac{c_{\alpha \beta }}{\sqrt{\alpha !\beta !}}:\zeta ^\alpha \overline{\zeta }^\beta :,\mathrm{\Phi }^2=\underset{\alpha ,\beta }{}|c_{\alpha \beta }|^2.$$

In what follows, we shall deal only with the radial functions $`\phi (|\zeta |)`$. In this case,

(2.5)
$$\phi (|\zeta |)=\underset{\alpha =0}{\overset{\mathrm{}}{}}\frac{c_{2\alpha }}{\alpha !}:|\zeta |^{2\alpha }:$$

where $`c_{2\alpha }`$ and $`_\alpha c_{2\alpha }^2=\phi ^2`$. Indeed, the group of rotations $`\zeta e^{i\theta }\zeta `$ acts on the space $`L_{}^2`$ leaving invariant the subspaces $`H^{:m:}`$. If $`m`$ is odd, then $`H^{:m:}`$ contains no radial functions; if $`m=2\alpha `$ is even, then the subspace of radial polynomials in $`H^{:m:}`$ is one-dimensional and is spanned by $`:|\zeta |^{2\alpha }:=:\zeta ^\alpha \overline{\zeta }^\alpha :`$.

In the proof of Theorem 2.2, we may assume without loss of generality that

$$_{}\phi (|\zeta |)e^{|\zeta |^2/2}𝑑m(\zeta )=0,$$

that is, $`𝔼Z_n=0`$. Then expansion (2.5) starts with $`\alpha =\alpha _01`$, $`c_{2\alpha _0}0`$.

Since

(2.6)
$$𝔼(\frac{1}{\alpha !}:|w(s)|^{2\alpha }:)(\frac{1}{\beta !}:|w(t)|^{2\beta }:)=\{\begin{array}{cc}|\rho (s,t)|^{2\alpha }\hfill & \text{if }\alpha =\beta ,\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$

\[14, Theorem 3.9\] (see also Example at the end of the next subsection), we have

$$𝔼\left\{\phi (|w_n(s)|)\phi (|w_n(t)|)\right\}=\underset{\alpha \alpha _0}{}c_{2\alpha }^2|\rho _n(s,t)|^{2\alpha },$$

and

(2.7)
$$\begin{array}{c}𝔼Z_n^2=𝔼\left(_T\phi (|w_n(t)|)\mathrm{\Theta }(t)𝑑\mu (t)\right)^2\hfill \\ \hfill =_{T^2}𝔼\left\{\phi (|w_n(s)|)\phi (|w_n(t)|)\right\}\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t)\\ \hfill =\underset{\alpha \alpha _0}{}c_{2\alpha }^2_{T^2}|\rho _n(s,t)|^{2\alpha }\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t).\end{array}$$

The proof of Theorem 2.2 uses the classical method of moments, though it cannot be applied directly to the random variables $`Z_n`$ since $`\phi `$ (and therefore, $`Z_n`$) need not have more than two moments. First, we approximate $`\phi `$ by the polynomials

$$\phi _m(|\zeta |)=\underset{\alpha m}{}\frac{c_{2\alpha }}{\alpha !}:|\zeta |^{2\alpha }:m\alpha _0,$$

and $`Z_n`$ by the random variables

$$Z_{n,m}=_T\phi _m(|w_n(t)|)\mathrm{\Theta }(t)𝑑\mu (t).$$

Then the moment method will be applied to $`Z_{n,m}`$.

Applying formula (2.7) to $`Z_nZ_{n,m}`$ (that is, replacing the function $`\phi `$ by $`\phi \phi _m`$), we get

$$\begin{array}{c}𝔼\left(Z_nZ_{n,m}\right)^2=\underset{\alpha m+1}{}c_{2\alpha }^2_{T^2}|\rho _n(s,t)|^{2\alpha }\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t)\hfill \\ \hfill \mathrm{\Theta }_{L^{\mathrm{}}(T,\mu )}^2\underset{\alpha m+1}{}c_{2\alpha }^2\underset{sT}{sup}_T|\rho _n(s,t)|𝑑\mu (t)\\ \hfill \stackrel{(\text{2.3})}{}\frac{\mathrm{\Theta }_{L^{\mathrm{}}(T,\mu )}^2}{\eta (\alpha _0)}\phi \phi _m_{L_{}^2}^2_{T^2}|\rho _n(s,t)|^{2\alpha _0}\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t)\end{array}$$

where $`\eta (\alpha )`$ denotes the expression on the left-hand side of (2.3). Using again formula (2.7), we finally get

$$𝔼\left(Z_nZ_{n,m}\right)^2\frac{\mathrm{\Theta }_{L^{\mathrm{}}(T,\mu )}^2}{c_{2\alpha _0}^2\eta (\alpha _0)}\phi \phi _m_{L_{}^2}^2𝔼Z_n^2.$$

Hence

$$\underset{m\mathrm{}}{lim}\underset{n}{sup}𝔼\left(\frac{Z_n}{\sqrt{\text{Var}Z_n}}\frac{Z_{n,m}}{\sqrt{\text{Var}Z_{n,m}}}\right)^2=0,$$

and if for each fixed $`m\alpha _0`$ the random variables $`Z_{n,m}/\sqrt{\mathrm{Var}Z_{n,m}}`$ converge in distribution to $`𝒩(0,1)`$ when $`n\mathrm{}`$, then the random variables $`Z_n/\sqrt{\mathrm{Var}Z_n}`$ have the same property.

From now on, we always assume that $`\phi `$ is a polynomial (and hence $`Z_n`$ has the moments of all orders).

### 2.3 More preliminaries (the diagram formula)

The next step is to evaluate the moments $`𝔼Z_n^p`$, $`p`$, and to compare them with $`\left(𝔼Z_n^2\right)^{p/2}`$ times the moments of the standard normal distribution.

We have

(2.8)
$$\begin{array}{c}𝔼Z_n^p=\int \cdots \int _{T^p}𝔼\left\{\underset{j=1}{\overset{p}{}}\phi (|w_n(t_j)|)\right\}\underset{j=1}{\overset{p}{}}\mathrm{\Theta }(t_j)d\mu (t_j)\hfill \\ \hfill \stackrel{(\text{2.5})}{=}\underset{\alpha _1,\mathrm{},\alpha _p\alpha _0}{}\frac{c_{2\alpha _1}\mathrm{}c_{2\alpha _p}}{\alpha _1!\mathrm{}\alpha _p!}\int \cdots \int _{T^p}𝔼\{\underset{j=1}{\overset{p}{}}:|w_n(t_j)|^{2\alpha _j}:\}\underset{j=1}{\overset{p}{}}\mathrm{\Theta }(t_j)d\mu (t_j).\end{array}$$

We compute the integrand $`𝔼\{_{j=1}^p:|w_n(t_j)|^{2\alpha _j}:\}`$ using the diagram technique \[14, Chapter 3\].

Fix the exponents $`\alpha _1,\mathrm{},\alpha _p`$. A diagram $`\gamma `$ is a graph with $`2(\alpha _1+\mathrm{}+\alpha _p)`$ vertices labeled by the indices $`1,\overline{1},2,\overline{2},\mathrm{},p,\overline{p}`$ ($`\alpha _j`$ vertices are labeled by $`j`$ and other $`\alpha _j`$ vertices are labeled by $`\overline{j}`$), and each vertex has degree one (i.e., the edges have no common end points). The edges may connect only the vertices labeled by $`i`$ and $`\overline{j}`$ with $`ij`$. The set of all such graphs is denoted by $`\mathrm{\Gamma }(\alpha _1,\mathrm{},\alpha _p)`$. For some choices of $`\alpha _1,\mathrm{},\alpha _p`$, $`\mathrm{\Gamma }(\alpha _1,\mathrm{},\alpha _p)`$ may be the empty set, for example, $`\mathrm{\Gamma }(\alpha _1,\alpha _2)=\mathrm{}`$ iff $`\alpha _1\alpha _2`$, and $`\mathrm{\Gamma }(\alpha _1,\alpha _2,\alpha _3)=\mathrm{}`$ if $`\alpha _1>\alpha _2+\alpha _3`$. The value of the diagram $`\gamma `$ equals

$$V_\gamma (t_1,\mathrm{},t_p)\stackrel{\mathrm{def}}{=}\underset{(i,\overline{j})e(\gamma )}{}\rho (t_i,t_j)$$

where the product is taken over all edges of $`\gamma `$. In this notation, the diagram formula \[14, Theorem 3.12\] reads999The diagrams we consider do not contain edges which join the vertices labeled by $`i`$ and $`j`$ (and by $`\overline{i}`$ and $`\overline{j}`$) since $`𝔼\left\{w(t_i)w(t_j)\right\}=𝔼\left\{\overline{w(t_i)}\overline{w(t_j)}\right\}=0`$.

(2.9)
$$𝔼\{\underset{j=1}{\overset{p}{}}:|w_n(t_j)|^{2\alpha _j}:\}=\underset{\gamma \mathrm{\Gamma }(\alpha _1,\mathrm{},\alpha _p)}{}V_\gamma (t_1,\mathrm{},t_p)$$

(as usual, summation over the empty set means that the sum has zero value).

###### 2.10 Example.

Consider the simplest case $`p=2`$. If $`\alpha _1\alpha _2`$, then $`\mathrm{\Gamma }(\alpha _1,\alpha _2)=\mathrm{}`$, and $`𝔼\{:|w(t_1)|^{2\alpha _1}::|w(t_2)|^{2\alpha _2}:\}=0`$. Now, suppose $`\alpha _1=\alpha _2=\alpha `$. Then we can glue together the vertices labeled by the same indices. We get a graph with four vertices and two edges of multiplicity $`\alpha `$:

(2.11)
$$\begin{array}{c}\text{}\end{array}$$

The edges connecting $`1`$ and $`\overline{2}`$ contribute the factor $`\rho (t_1,t_2)^\alpha `$, the other $`\alpha `$ edges contribute the factor $`\rho (t_2,t_1)^\alpha =\overline{\rho (t_1,t_2)}^\alpha `$. Thus the value of the diagram is $`|\rho (t_1,t_2)|^{2\alpha }`$, and $`𝔼\{:|w(t_1)|^{2\alpha }::|w(t_2)|^{2\alpha }:\}=\mathrm{}\mathrm{\Gamma }(\alpha ,\alpha )|\rho (t_1,t_2)|^{2\alpha }`$. It remains to find the total number of diagrams in $`\mathrm{\Gamma }(\alpha ,\alpha )`$.

All the diagrams in $`\mathrm{\Gamma }(\alpha ,\alpha )`$ can be obtained from the fixed one by permutation of $`\alpha `$ vertices labeled by $`1`$, and by another independent permutation of $`\alpha `$ vertices labeled by $`2`$. Therefore, $`\mathrm{}\mathrm{\Gamma }(\alpha ,\alpha )=(\alpha !)^2`$, and we recover formula (2.6).

### 2.4 The main argument

For $`p`$ even, there are diagrams with a simple structure whose total contribution to $`𝔼Z_n^p`$ equals $`\left(𝔼Z_n^2\right)^{p/2}𝔼\xi ^p`$, where $`\xi 𝒩(0,1)`$. Contribution of the other diagrams is negligible.

###### 2.12 Definition.

A diagram $`\gamma `$ is called regular if the set $`\{1,2,\mathrm{},p\}`$ is split into $`q=p/2`$ pairs and there are no edges between the vertices $`i`$ and $`\overline{j}`$ if $`i`$ and $`j`$ belong to different pairs. Otherwise, the diagram is called irregular.

In other words, the diagram is regular if after glueing together the vertices labeled by the same index it becomes a disjoint union of $`q=p/2`$ “elementary diagrams” drawn on (2.11) (having, generally speaking, different multiplicities of the edges).

$$\begin{array}{c}\text{}\text{}\end{array}$$

Suppose $`p`$ is even and the diagram $`\gamma `$ is regular. For each $`j`$, we glue together all the vertices labeled by $`j`$ and $`\overline{j}`$, obtaining a reduced diagram $`\gamma ^{}`$; i.e., a graph with $`p`$ vertices and multiple edges which is split into $`q=p/2`$ connected components.

For example, if $`\gamma `$ is related to the partition

(2.13)
$$\{1,2,\mathrm{},p\}=\{1,2\}\{3,4\}\mathrm{}\{p1,p\},$$

then the reduced diagram $`\gamma ^{}`$ is

$$\begin{array}{c}\text{}\end{array}$$

where $`2\beta _k=2\alpha _{2k1}=2\alpha _{2k}`$ is the multiplicity of the edge which connects the vertices $`2k1`$ and $`2k`$. The $`k`$-th component of the reduced diagram $`\gamma ^{}`$ contributes by the factor $`|\rho (t_{2k1},t_{2k})|^{2\beta _k}`$, so that the value of diagram $`\gamma `$ is $`_{k=1}^q|\rho (t_{2k1},t_{2k})|^{2\beta _k}`$. Integrating this over $`T^p`$ against the measure $`_{l=1}^p\mathrm{\Theta }(t_l)d\mu (t_l)`$, we get

(2.14)
$$\underset{k=1}{\overset{q}{}}_{T^2}|\rho (s,t)|^{2\beta _k}\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t).$$

Now we need to do some counting. Each reduced diagram $`\gamma ^{}`$ is defined by the choice of the partition, like (2.13), and the multiplicities $`\beta _1,\mathrm{},\beta _q`$ of the edges. Since the glueing procedure is not one-to-one, each reduced diagram has a “multiplicity” (that is, the number of regular diagrams which give the same reduced diagram $`\gamma ^{}`$ after glueing) depending on $`\beta _1,\mathrm{},\beta _q`$ which also should be taken into account.

Notice that if we started with a different partition of the set $`\{1,2,\mathrm{},p\}`$ into disjoint pairs, then anyway we would finish with the same answer (2.14). Therefore, we must multiply the expression (2.14) by the number of partitions of the set $`\{1,2,\mathrm{},p\}`$ into disjoint pairs. The number of such partitions equals $`𝔼\xi ^p`$ where $`\xi 𝒩(0,1)`$ \[14, Remark 1.29\].

Next, let us count the “multiplicity” of the reduced diagram. If we fix a regular diagram $`\gamma `$, then all other regular diagrams having the same reduced diagram $`\gamma ^{}`$ can be obtained from $`\gamma `$ by $`p`$ independent permutations: we can permute $`\alpha _1`$ vertices labeled by $`1`$, then $`\alpha _2`$ vertices labeled by $`2`$ and so on. Since these permutations are independent, the total multiplicity of the reduced diagram equals

(2.15)
$$\alpha _1!\alpha _2!\mathrm{}\alpha _p!=(\beta _1!)^2(\beta _2!)^2\mathrm{}(\beta _q!)^2,$$

and we need to put this factor before the product (2.14) when we summate over reduced diagrams; i.e. over all possible choices of the numbers $`\beta _1,\mathrm{},\beta _q\alpha _0`$.

Combining all pieces, we get

$$\begin{array}{c}\text{regular}=\underset{\beta _1,\mathrm{},\beta _q\alpha _0}{}\frac{c_{2\beta _1}^2\mathrm{}c_{2\beta _q}^2}{(\beta _1!)^2\mathrm{}(\beta _q!)^2}(\beta _1!)^2\mathrm{}(\beta _q!)^2𝔼\xi ^p\text{product (}\text{2.14}\text{)}\hfill \\ \hfill =\left(𝔼\xi ^p\right)\left(\underset{\beta \alpha _0}{}c_{2\beta }^2_{T^2}|\rho (s,t)|^{2\beta }\mathrm{\Theta }(s)\mathrm{\Theta }(t)𝑑\mu (s)𝑑\mu (t)\right)^q\stackrel{(\text{2.7})}{=}\left(𝔼\xi ^p\right)\left(𝔼Z_n^2\right)^{p/2}.\end{array}$$

Therefore,

$$𝔼Z_n^p=\left(𝔼\xi ^p\right)\left(𝔼Z_n^2\right)^{p/2}+\text{irregular},$$

and we need to show that the contribution of irregular diagrams is negligible with respect to the main term $`\left(𝔼Z_n^2\right)^{p/2}`$ when $`n\mathrm{}`$.

Since $`\phi `$ is a polynomial, there are only finitely many irregular diagrams which enter expression (2.8) for $`𝔼Z_n^p`$ after plugging in the diagram formula (2.9). We shall show that if the diagram $`\gamma `$ is irregular, then

(2.16)
$$\int \cdots \int _{T^p}|V_\gamma (t_1,t_2,\mathrm{},t_p)|𝑑\mu (t_1)\mathrm{}𝑑\mu (t_p)=o\left(\left(\underset{sT}{sup}_T|\rho _n(s,t)|𝑑\mu (t)\right)^{p/2}\right),$$

for $`n\mathrm{}`$. Then due to assumption (2.3) (and expression (2.7) for $`𝔼Z_n^2`$)

$$\int \cdots \int _{T^p}|V_\gamma (t_1,t_2,\mathrm{},t_p)|𝑑\mu (t_1)\mathrm{}𝑑\mu (t_p)=o\left(\left(𝔼Z_n^2\right)^{p/2}\right),$$

and

$$\text{irregular}=o\left(\left(𝔼Z_n^2\right)^{p/2}\right),n\mathrm{},$$

which finishes the proof of Theorem 1.2 in the case of general radial functions up to the proof of (2.16).

Proof of (2.16): First, we make another reduction of the diagram and define a $`p`$-vertex graph with simple edges which couple the vertices $`i`$ and $`j`$ if and only if at least one of the pairs $`(i,\overline{j})`$ or $`(\overline{j},i)`$ was coupled in the original diagrams (without taking into account the multiplicities of the original coupling). We denote the reduced diagram by $`\gamma ^{}`$. For example:

$$\begin{array}{c}\text{}\end{array}\begin{array}{c}\text{}\end{array}$$

Then

(2.17)
$$|V_\gamma (t_1,\mathrm{},t_p)|\underset{(i,j)e(\gamma ^{})}{}|\rho (t_i,t_j)|$$

where the product is taken over all edges of $`\gamma ^{}`$. We have to estimate from above the integral of $`|V_\gamma |`$ over $`T^p`$. Replacing $`|V_\gamma |`$ by its upper bound (2.17), we obtain the integral which factorizes into the product of integrals described by connected components of the diagram $`\gamma ^{}`$.

Let us start with one $`m`$-vertex component of the diagram $`\gamma ^{}`$. The component can be a complicated graph — anyway, we can always turn this graph into a tree with $`m`$ vertices by deleting some edges (this procedure only increases the integral we are estimating). Having a tree, we choose a vertex belonging to only one edge and integrate it out, which gives the factor $`\left(sup_{sT}_T|\rho _n(s,t)|𝑑\mu (t)\right)`$ and the rest of the tree which is a new tree with $`m1`$ vertices. By induction, any $`m`$-vertex tree describes the integral which does not exceed

$$\left(\underset{sT}{sup}_T|\rho _n(s,t)|𝑑\mu (t)\right)^{m1}.$$

Now, suppose the reduced diagram $`\gamma ^{}`$ has $`k`$ connected components and the $`i`$-th component has $`m_i`$ vertices.101010Observe that $`m_1+\mathrm{}+m_k=p`$. Then the right-hand side of (2.17) integrated over $`T^p`$ does not exceed

$$\left(\underset{sT}{sup}_T|\rho _n(s,t)|𝑑\mu (t)\right)^{(m_11)+\mathrm{}+(m_k1)}=\left(\underset{sT}{sup}_T|\rho _n(s,t)|𝑑\mu (t)\right)^{pk}.$$

Since the diagram $`\gamma `$ is irregular, $`k<p/2`$ and we get (2.16).

### 2.5 The last step

It remains to explain why in the case when the function $`\phi `$ is increasing, it suffices to assume that condition (2.3) holds only for $`\alpha =1`$.

In the proof given above, condition (2.3) was used only in the estimate

$$\underset{sT}{sup}_T|\rho _n(s,t)|𝑑\mu (t)\frac{𝔼Z_n^2}{c_{2\alpha _0}^2\eta (\alpha _0)}$$

where $`\alpha _01`$ is the minimal positive integer such that $`c_{2\alpha _0}0`$, and $`\eta (\alpha )`$ is the left-hand side of (2.3); i.e., we need condition (2.3) only with $`\alpha =\alpha _0`$. If the function $`\phi `$ increases, then $`\alpha _0=1`$. Indeed, it is easy to find that $`:|\zeta |^2:=|\zeta |^21`$. Then

$$c_2=_0^{\mathrm{}}\phi (r)(r^21)re^{r^2/2}𝑑r=_0^{\mathrm{}}\left(\phi (r)\phi (1)\right)\left(r^21\right)re^{r^2/2}𝑑r>0,$$

concluding the proof of Theorem 1.2.

## 3 Asymptotic normality for chaotic analytic zero points

### 3.1 From chaotic analytic zeroes to non-linear functionals of Gaussian processes

Recall the random objects defined in the Introduction: the Gaussian analytic functions $`\psi _L(z)`$ (see (0.1), (0.2) and (0.3)), the random measures $`n_{\psi _L}`$ counting their zeroes, and the linear statistics $`Z_L(h)`$. Since

$$2\pi dn_\psi =\mathrm{\Delta }\mathrm{log}|\psi |dm=\mathrm{\Delta }^{}\mathrm{log}|\psi |dm^{}$$

where $`dm^{}`$ and $`\mathrm{\Delta }^{}`$ are the invariant measure and the invariant Laplacian on $``$, we have

$$Z_L(h)=\frac{1}{2\pi }_{}\mathrm{log}|\psi _L(z)|(\mathrm{\Delta }^{}h)(z)𝑑m^{}(z)$$

obtaining in each of the three cases a family of non-linear functionals of the complex-valued Gaussian process $`\psi _L`$ defined on $``$. We normalize the process $`\psi `$ putting

(3.1)
$$w_L(z)=\frac{\psi _L(z)}{\sqrt{𝔼|\psi _L(z)|^2}}=\{\begin{array}{cc}\psi _L(z)(1+|z|^2)^{L/2}\hfill & \text{(elliptic)},\hfill \\ \psi _L(z)e^{L|z|^2/2}\hfill & \text{(flat)},\hfill \\ \psi _L(z)(1|z|^2)^{L/2}\hfill & \text{(hyperbolic)}.\hfill \end{array}$$

In the flat and hyperbolic cases we use a large real parameter instead of the large integer parameter used in Section 2. Note that the (non-Gaussian) random process $`\mathrm{log}|w(z)|`$ is stationary (that is, its distribution is invariant with respect to the corresponding group of isometries), though the Gaussian process $`w(z)`$ is not (because of the phase multipliers in (0.4)). In all three cases, $`w(z)𝒩_{}(0,1)`$ for each $`z`$. We obtain

$$Z_L(h)𝔼Z_L(h)=\frac{1}{2\pi }_𝕄\mathrm{log}|w_L|\mathrm{\Delta }^{}hdm^{}.$$

Indeed, the left-hand side has zero expectations since $`𝔼\mathrm{log}|w_L(z)|=\mathrm{const}`$, and the invariant Laplacians of the test functions are orthogonal to the constants. It remains to check conditions (2.3) (with $`\alpha =1`$) and (2.4) of Theorem 2.2, and to compute the asymptotics of the variance of the random variables $`Z_L(h)`$.

### 3.2 Checking conditions (2.3) and (2.4)

Let

$$\rho _L(z_1,z_2)=𝔼\left(w_L(z_1)\overline{w_L(z_2)}\right)=\frac{𝔼\left(\psi _L(z_1)\overline{\psi _L(z_2)}\right)}{\sqrt{𝔼|\psi _L(z_1)|^2𝔼|\psi _L(z_2)|^2}}.$$

The function of two variables, $`|\rho _L(z_1,z_2)|`$, reduces to a function of one variable, $`|\rho _L(z,0)|`$, by $`G`$-invariance, $`|\rho _L(z_1,z_2)|=|\rho _L(g(z_1),g(z_2))|`$. Explicit formulas for $`\rho _L(z,0)=|\rho _L(z,0)|`$ follow from (0.1), (0.2), (0.3) and (3.1); namely,

$`\rho _L(z,0)`$ $`=(1+|z|^2)^{L/2}`$ $`\text{(elliptic)},`$
$`\rho _L(z,0)`$ $`=\mathrm{exp}\left({\displaystyle \frac{1}{2}}L|z|^2\right)`$ $`\text{(flat)},`$
$`\rho _L(z,0)`$ $`=(1|z|^2)^{L/2}`$ $`\text{(hyperbolic)}.`$
A straightforward inspection shows that in all three cases the functions $`\frac{L}{2\pi }\rho _L(z,0)`$ converge weakly to the point mass at the origin:

$$\underset{L\mathrm{}}{lim}\frac{L}{2\pi }_{}\rho _L(z,0)\mathrm{\Theta }(z)𝑑m^{}(z)=\mathrm{\Theta }(0)$$

for any continuous test-function $`\mathrm{\Theta }`$ (as usual, with a compact support if $``$ is non-compact).

By $`G`$-invariance, for any $`\beta >0`$, any continuous test-function $`\mathrm{\Theta }`$ and any $`z_2`$,

$$\underset{L\mathrm{}}{lim}\frac{L\beta }{2\pi }_{}|\rho _L(z_1,z_2)|^\beta \mathrm{\Theta }(z_1)𝑑m^{}(z_1)=\mathrm{\Theta }(z_2)$$

(recall that $`|\rho _L|^\beta =|\rho _{\beta L}|`$ ). At last, multiplying the both sides of this equation by $`\mathrm{\Theta }(z_2)`$ and integrating by $`z_2`$, we get

(3.2)
$$\underset{L\mathrm{}}{lim}\frac{L\beta }{2\pi }_^2|\rho _L(z_1,z_2)|^\beta \mathrm{\Theta }(z_1)\mathrm{\Theta }(z_2)𝑑m^{}(z_1)𝑑m^{}(z_2)=\mathrm{\Theta }_{L^2(m^{})}^2.$$

Now, conditions (2.3) and (2.4) become evident: for $`L\mathrm{}`$,

$$\underset{z_2}{sup}_{}|\rho _L(z_1,z_2)|dm^{}(z_1)=_{}|\rho _L(z,0|dm^{}(z)\frac{2\pi }{L},$$

this gives us (2.4). To get (2.3), observe that the double integral in the numerator of (2.3) has the same decay

$$_^2|\rho _L(z_1,z_2)|^2\mathrm{\Theta }(z_1)\mathrm{\Theta }(z_2)𝑑m^{}(z_1)𝑑m^{}(z_2)\frac{\pi }{L}\mathrm{\Theta }_{L^2(m^{})}^2.$$

### 3.3 Asymptotics of the variance

We shall use formula (2.7) for the variance of $`Z(h)`$,

$$𝔼Z_L^2(h)=\frac{1}{4\pi ^2}\underset{\alpha 1}{}c_{2\alpha }^2_^2|\rho _L(z_1,z_2)|^{2\alpha }\mathrm{\Delta }^{}h(z_1)\mathrm{\Delta }^{}h(z_2)𝑑m^{}(z_1)𝑑m^{}(z_2),$$

where $`c_{2\alpha }`$ are defined by the expansion

$$\mathrm{log}|\zeta |=\underset{\alpha =0}{\overset{\mathrm{}}{}}\frac{c_{2\alpha }}{\alpha !}:|\zeta |^{2\alpha }:\text{for }\zeta 𝒩_{}(0,1)$$

(cf. (2.5)). Denoting

$$\kappa =\frac{1}{4\pi }\underset{\alpha 1}{}\frac{c_{2\alpha }^2}{\alpha },$$

we reduce (0.6) to relation (3.2) with $`\beta =2\alpha `$:

$$𝔼Z_L^2(h)=\frac{1+o(1)}{4\pi ^2}\underset{\alpha 1}{}c_{2\alpha }^2\frac{\pi }{L\alpha }\mathrm{\Delta }^{}h_{L^2(m^{})}^2=\frac{\kappa +o(1)}{L}\mathrm{\Delta }^{}h_{L^2(m^{})}^2.$$

Mikhail Sodin

School of Mathematics

Tel Aviv University

Tel Aviv 69978, Israel

sodin@tau.ac.il

Boris Tsirelson

School of Mathematics

Tel Aviv University

Tel Aviv 69978, Israel

tsirel@tau.ac.il

www.tau.ac.il/~tsirel/


text:
# Transit times of radiation through photonic bandgap materials: Pulse reshaping of classical and quantum fields in the time domain

## I Introduction

The propagation speed of particles through tunneling regions has been studied theoretically since the early days of quantum mechanics, and optical analogs of tunneling have been explored in recent years because of their experimental accessibility. The physical meaning of group velocities greater than the vacuum speed of light $`c`$ has been investigated in experimental work on the propagation of photons through layered dielectric materials with photonic bandgaps at the frequency of the light Steinberg et al. (1993); Steinberg and Chiao (1995); Spielmann et al. (1994). The measured delays of individual photons in these experiments were consistent with the group delay calculated as the derivative of the phase of the transmission amplitude with respect to angular frequency. The group delay can be negative, seemingly consistent with propagation at a speed greater than $`c`$. As has been pointed out previously these anomalous delays are the result of pulse reshaping and they do not imply a violation of Einstein causality Steinberg et al. (1993); Steinberg and Chiao (1995); Spielmann et al. (1994).

In this paper we take advantage of the regularity of layered dielectric mirrors to explore explicit effects of pulse reshaping in the time domain on idealized model pulses, and we use this framework to interpret the origin of the observed pulse delays. We study reshaping of both classical field pulses and fully-quantized single-photon “pulses.” We make a quantitative connection between the time-domain reshaping and the conventional group delay that yields insight into the origin of observed negative delays. (Experimentally, the time-domain detection of “superluminal” optical pulses is difficult, but such studies are possible in the terahertz Reiten et al. (2001) and microwave Mojahedi et al. (2000) regions of the electromagnetic spectrum, and analogous acoustic waves that travel faster than the speed of sound are experimentally accessible Robertson et al. (2002).) Our time-domain analysis is a specific example of the “interference between …causally propagating consecutive components” that was proposed as universal mechanism for understanding delays in nondissipative media in Ref. Japha and Kurizki (1996), and we extend the classical ideas of Ref. Japha and Kurizki (1996) into the domain of quantum mechanics and the transmission of single photons. Our analysis is complementary to analyses in the frequency domain like that of Ref. Romero-Rochín et al. (2001).

We consider propagation through mirrors comprised of layers of non-dispersive linear dielectric materials, each of which can be characterized by a single real index of refraction $`n_i`$. This means that within a single material electromagnetic waves propagate with equal phase and group velocities given by $`c/n_i`$. The reduced speeds within such materials are partially responsible for observed pulse delays, but the reshaping due to multiple reflections also plays a significant role. Analogous anomalous sound speeds due to pulse reshaping in one-dimensional acoustic bandgaps have also been investigated experimentally Robertson et al. (2002).

We study propagation of plane waves which are normally incident on layered dielectrics; the thickness of a layer is given by $`d_i`$ and the index by $`n_i`$. To keep things simple we limit the analysis to materials in which the optical path length is the same for all layers, which means that the time it takes light to cross a layer is the same for all layers. For convenience we define a time $`\delta _A`$ which is the round trip time within a layer, i.e., twice the transit time,

$$\delta _A=\frac{2d_in_i}{c},$$
(1)
which is independent of the index $`i`$. We also define a time $`\delta _B`$ which corresponds to the delay of a wavefront propagating through the entire mirror:

$$\delta _B=\frac{1}{c}\underset{i}{}d_i(n_i1).$$
(2)
In Sec.II we examine the propagation of classical fields and delineate the dependence of the observed delays on the two parameters $`\delta _A`$ and $`\delta _B`$. In Sec. III we extend the analysis to fully-quantized single photon fields, and draw parallels between the propagation of classical and quantum fields.

## II Propagation of Classical Fields

Pulse reshaping in layered dielectrics is most dramatic for pulses with abrupt changes in amplitude, and we first consider the effects on square pulses. Although the reshaping of such pulses leads to significant distortion, the simplicity of square pulses makes it easy to disentangle the effects leading to transit-time delays. After demonstrating the nature of the reshaping effects with square pulses we discuss slowly varying pulses, and derive quantitative expressions for delays.

### II.1 Reshaping of Square Pulses

We consider a classical square pulse with complex magnitude $``$ and duration $`\tau `$, and assume that in the absence of any dielectric material this pulse arrives at the observation point at $`t=0`$, so that the observed complex field amplitude after propagating through a vacuum can be written

$$E_1(t)=\{\begin{array}{cc}0\hfill & \text{for }t<0\hfill \\ e^{i\omega t}\hfill & \text{for }0t\tau \hfill \\ 0\hfill & \text{for }t>\tau \hfill \end{array}.$$
(3)
When the field passes through a layered dielectric slab the field arriving at the observation point is composed of multiple reflections. The leading edge of the transmitted field undergoes no reflections, and is delayed by the time $`\delta _B`$; reflected fractions of the field will be additionally delayed by multiples of $`\delta _A`$. We write the total field arriving at the observation point as the sum of terms grouped according the how much time the field has spent traversing the mirror. The first term corresponds to light that suffers no reflections; the second to light that spends an “extra” time $`\delta _A`$ within the mirror; the third to light that spends an “extra” time $`2\delta _A`$ within the mirror, etc. (The terms are not grouped by the number of reflections. For example, some fields spending an “extra” time $`2\delta `$ will have undergone two internal reflections, while some will have undergone four.) We separate the transmission coefficient for each term into a real factor describing the attenuation, and a complex factor giving the phase shift, so that the total field arriving at the observation point is written

$`E_2(t)`$ $`=`$ $`e^{i\omega t}[\mathrm{\Theta }(t\delta _B)T_0e^{i2\pi c\delta _B/\lambda }`$ (4)
$`+\mathrm{\Theta }(t\delta _B\delta _A)T_1e^{i2\pi c(\delta _B+\delta _A)/\lambda }`$
$`+\mathrm{\Theta }(t\delta _B2\delta _A)T_2e^{i2\pi c(\delta _B+2\delta _A)/\lambda }`$
$`+\mathrm{}],`$
where in this expression (and throughout this article) $`\lambda `$ refers to the wavelength in vacuum. For a single dielectric layer the attenuation coefficients are

$$T_j=\frac{4n}{(n+1)^2}\left(\frac{n1}{n+1}\right)^{2j2}.$$
(5)
For more complex materials the coefficients $`T_i`$ are constructed from products of the appropriate single-interface reflection and transmission coefficients.

For pulses with durations $`\tau `$ that are large compared to the round-trip time $`\delta _A`$, many terms in Eq. (4) have time to “turn on” before the pulse completely passes by the observation point. In the middle of such pulses the effective total transmission coefficient is

$$T_{\mathrm{total}}=\underset{j}{\overset{N}{}}T_je^{i2\pi c(\delta _B+j\delta _A)},$$
(6)
where $`N`$ is the number of terms that are “on” at the observation time. As $`N`$ grows large the transmission approaches that given by the standard steady-state transmission coefficient, which can be expressed as

$$T_{\mathrm{s}.\mathrm{s}.}=\underset{j}{\overset{\mathrm{}}{}}T_je^{i2\pi c(\delta _B+j\delta _A)}.$$
(7)
Some examples of the effects of simple dielectric layers on square pulses are illustrated in Fig. 1. The top graph in the figure illustrates the time-dependence of the transmission through a single layer whose optical path length is $`(m+1/4)\lambda `$, so that $`e^{i2\pi c\delta _A/\lambda }=1`$, corresponding to a minimum in the steady-state transmission. The first arrival of the transmitted pulse is delayed by $`\delta _B`$, and this early arriving field is larger in magnitude than the rest of the pulse because at this time there are not yet any interference effects reducing the field. The lower graph displays transmission through a three-layer mirror. The additional layers result in an increased delay in the arrival of the leading edge and a reduction in the steady-state transmission coefficient. The additional layers also result in an enhancement of the large magnitude of the leading-edge (when compared to the steady-state transmission). The relatively large early-time transmission lasts for times on the order of $`\delta _A`$, the time between arrival of fields corresponding to terms in Eq. (4). Note, though, that for multi-layer mirrors it takes more time for the effects of all of the multiple reflections to “turn on” at the observation point, and it takes longer for the transmitted pulse to settle down to the steady-state intensity.

The net effect of the layered dielectric is to create a transmitted field whose first arrival is delayed by $`\delta _B`$, but whose temporal intensity profile is reshaped so that there is relatively more intensity at early times compared to the intensity profile of the vacuum pulse. This shifting of intensity to relatively earlier times contributes to an effective advance of the pulse. If a single arrival time is to be assigned to a pulse (or a photon), the relative role of these two effects must be accounted for when understanding seemingly anomalous velocities.

We note that for wavelengths corresponding to transmission maxima, the intensity profiles would differ from those illustrated in Fig. 1. The time of first arrival would be unchanged, but the initial field would be relatively low, and would take time to “build up” to its steady-state value. The resulting pulse profile would show relatively more intensity at later times compared to the profile of the vacuum pulse, contributing to an effective delay.

### II.2 Transmission of slowly varying pulses

For smoothly varying pulses any reshaping effects will be much smaller than those illustrated for square pulses in the previous section, but the transmitted pulse is built up from multiple reflections in much the same way. For pulses that vary slowly enough, the transmitted pulse that is constructed in this way will have the same shape as the incident pulse. We demonstrate that the transmitted pulse may be constructed such that it is delayed or advanced relative to the vacuum pulse. (No violation of causality is implied, and the intensity of the transmitted pulse is always lower than that of the vacuum pulse.)

For simplicity we consider a portion of an incident pulse with linear amplitude modulation, and assume that the linear modulation has been in effect since a time $`t_0`$, so that the incident field can be written

$$E_1(t)=_0\left[1+m(tt_0)\right]e^{i\omega t}.$$
(8)
In the following analysis we assume that the round trip time within the slab is much less than the time that the modulation has been in effect, i.e., $`\delta _A(tt_0)`$. This means that a very large number of the terms in a series like that of Eq. (4) have “turned on,” and the transmitted field is

$`E_2(t)`$ $`=`$ $`_0e^{i\omega t}\{[1+m(tt_0\delta _B)]T_0e^{i2\pi c\delta _B/\lambda }+[1+m(tt_0\delta _B\delta _A)]T_1e^{i2\pi c(\delta _B+\delta _A)/\lambda }`$ (9)
$`+[1+m(tt_0\delta _B2\delta _A)]T_2e^{i2\pi c(\delta _B+2\delta _A)/\lambda }+\mathrm{}\}`$
$`=`$ $`_0e^{i\omega t}{\displaystyle \underset{j=0}{\overset{N}{}}}\left[1+m(tt_0\delta _Bj\delta _A)\right]T_je^{i2\pi c(\delta _B+j\delta _A)/\lambda },`$
where $`N`$ is the number of terms that have “turned on.” When $`N`$ is large, the transmitted field is approximately

$$E_2(t)_0e^{i\omega t}T_{\mathrm{s}.\mathrm{s}.}\left[1+m\left(tt_0\delta _B\delta _A\frac{_{j=1}^{\mathrm{}}jT_je^{i2\pi c(\delta _B+j\delta _A)/\lambda }}{T_{\mathrm{s}.\mathrm{s}.}}\right)\right].$$
(10)
To first order in the small quantity $`\delta _A/(tt_0\delta _B)`$ the transmitted field is

$$E_2(t)_0e^{i(\omega t+\alpha )}T_{\mathrm{s}.\mathrm{s}.}\left\{1+m\left[tt_0\delta _B\delta _A\text{Re}\left(\frac{_{j=1}^{\mathrm{}}jT_je^{i2\pi c(\delta _B+j\delta _A)/\lambda }}{T_{\mathrm{s}.\mathrm{s}.}}\right)\right]\right\},$$
(11)
where $`\alpha `$ is a phase shift that will not be of further consequence in this analysis.

Comparing the expression for the transmitted field given by Eq. (11) to that of the incident field, Eq. (8), shows that the net result of the multiple reflections is an effective time delay of the linearly changing field given by

$$\delta _{\mathrm{effective}}=\delta _B+\delta _A\text{Re}\left(\frac{_{j=1}^{\mathrm{}}jT_je^{i2\pi c(\delta _B+j\delta _A)/\lambda }}{T_{\mathrm{s}.\mathrm{s}.}}\right).$$
(12)
This effective delay can be positive, corresponding to a true delay, or it can be negative, corresponding to an advance. The exact value of the delay depends on the indices of refraction in the material comprising the mirror and the number of layers in the mirror.

The first term in Eq. (12), $`\delta _B`$, is simply the delay due to the reduced speed of wave-fronts within the dielectric materials. It is always a positive quantity, corresponding to an actual delay. The second term contains the more complicated effects of phased reflections, and may be positive or negative. If it is negative and greater in magnitude than $`\delta _B`$, the multiple reflection effects that led to the reshaping of square pulses dominate over the effect of reduced wave-front velocity, and the total delay is negative. It is important to note that the effective time delay does not arise from the simple shifting of the incident field at a given time to a new time. Rather, the effective delay is the result of the superposition of attenuated and phase-shifted fields from many previous times.

Pulses will maintain their shapes and exhibit delays given by $`\delta _{\mathrm{effective}}`$ as long as the time scale characterizing the modulation is long compared to $`\delta _A`$, the time between the arrival of successive reflections. The peak of the transmitted pulse may arrive after the peak of the vacuum pulse would have arrived, or before. This is because the transmitted pulse is not the result of simple attenuation of the incident peak, but rather it is constructed from the superposition of many reflections, as in Eq. (4). Slowly varying pulses are special in the sense that the newly constructed pulse has the same shape as the incident pulse. We emphasize that the effective delay does not apply to the arrival time of any feature associated with an abrupt change in the field; the arrival of the leading edge of any disturbance associated with such an abrupt change will be delayed by $`\delta _B`$.

We conclude this section by demonstrating that the effective delay given by Eq. (12) is identical to that predicted by the conventional group delay, which is the derivative of the phase of the transmission amplitude with respect to angular frequency. Experimental measurements of delays have been consistent with the group delay, and our time-domain approach gives a physical picture of the origin of the observed delays.

The steady-state transmission coefficient is given by Eq. (7), and the phase of this transmission coefficient is

$`\varphi `$ $`=`$ $`\mathrm{arctan}\left[{\displaystyle \frac{\text{Im}(T_{\mathrm{s}.\mathrm{s}.})}{\text{Re}(T_{\mathrm{s}.\mathrm{s}.})}}\right]`$ (13)
$`=`$ $`\mathrm{arctan}\left[{\displaystyle \frac{\text{Im}(_j^{\mathrm{}}T_je^{i2\pi c(\delta _B+j\delta _A)})}{\text{Re}(_j^{\mathrm{}}T_je^{i2\pi c(\delta _B+j\delta _A)})}}\right].`$
It is straightforward to show that

$`{\displaystyle \frac{d\varphi }{d\omega }}`$ $`=`$ $`{\displaystyle \frac{1}{\left[\left(\frac{\text{Im}(T_{\mathrm{s}.\mathrm{s}.})}{\text{Re}(T_{\mathrm{s}.\mathrm{s}.})}\right)^2+1\right]}}{\displaystyle \frac{d}{d\omega }}\left[{\displaystyle \frac{\text{Im}(T_{\mathrm{s}.\mathrm{s}.})}{\text{Re}(T_{\mathrm{s}.\mathrm{s}.})}}\right]`$ (14)
$`=`$ $`\delta _B\delta _A\text{Re}\left({\displaystyle \frac{_{j=1}^{\mathrm{}}jT_je^{i2\pi c(\delta _B+j\delta _A)/\lambda }}{T_{\mathrm{s}.\mathrm{s}.}}}\right),`$
which is equal to $`\delta _{\mathrm{effective}}`$, the effective delay given by Eq. (12), which was derived above from time-domain considerations.

The equivalence (for slowly varying pulses) of the group delay with the effective delay derived in the time-domain is a further demonstration that the group delay has a physical meaning, even in cases in which it results in a seemingly anomalous advance in the peak of the transmitted pulse relative to the peak of a vacuum pulse. For pulses which vary rapidly on the time-scale given by $`\delta _A`$ there will be significant distortion of the shape of the pulse that will depend on the details of the pulse shape and the characteristics of the dielectric mirror. Any discussion of delays for such pulses must carefully account for such distortions in a way that is beyond the scope of the present analysis.

## III Propagation of Single-Photon Quantum Fields

In the preceding section we discussed the effects of layered dielectric materials on the propagation of classical fields, but the experimental determinations of propagation time cited above involved the detection of individual photons. In this section we demonstrate a way in which the time-domain picture presented for classical fields can be extended to single-photon quantum fields. We develop a model in which an excited atom spontaneously emits a quantized multimode photon, and we investigate the time-dependent probability for excitation of a detector atom located on the opposite side of a dielectric mirror from the emitting atom. The time dependent excitation probability displays interference effects that are exact analogs to those experienced by classical fields.

### III.1 Quantum Model

We consider a large one-dimensional multimode optical cavity of total length $`L`$ which contains a symmetric dielectric mirror in the center of the cavity. (See Fig. 2.) The mirror is comprised of layers of homogeneous linear dielectric like that considered in Sec. II. We find the classical standing-wave modes of the electromagnetic field in a cavity that includes the dielectric material, and quantize the modes of this inhomogeneous cavity.

The cavity also contains a pair two-level atoms at fixed positions $`z_1`$ and $`z_2`$ on opposite sides of the dielectric region. The atom at $`z_1`$ is initially in the excited state and spontaneously emits a photon into the quantized modes of the cavity; it serves as the source of the quantized field to be transmitted through the mirror. The atom at $`z_2`$ begins in the ground state and serves as a detector of the transmitted radiation. (It is also possible to determine equivalent information about the transmitted radiation from quantities involving field operators such as the expectation value of the intensity operator, $`\widehat{E}^{}\widehat{E}^+`$ Mandel and Wolf (1995). We use the excitation of a two-level atom because of the ease with which can compute this quantity to high precision in our model.)

The cavity is assumed to be large, in the sense that the length $`L`$ is very much greater than the wavelength of the light emitted by the atoms, i.e., this is not a microcavity. The finite length $`L`$ does not contribute to the physical phenomena under investigation; it simply provides a convenient quantization volume for the field modes used in our calculations.

We use a standard Hamiltonian of quantum optics to calculate the time evolution of the system, and pay particular attention to the amplitude for the atom on the right side of the cavity to be found in the excited state. We note that the effects of the spontaneously emitted photon propagate causally in this model. The explicit form of the Hamiltonian we use is Meystre and Sargent (1999); Sargent et al. (1974); Loudon (1983)

$`H`$ $`=`$ $`H_{\mathrm{atoms}}+H_{\mathrm{field}}+H_{\mathrm{interaction}}`$ (15)
$`=`$ $`{\displaystyle \underset{j}{}}\mathrm{}\omega ^{(\mathrm{at})}\sigma _z^{(j)}+{\displaystyle \underset{m}{}}\mathrm{}\omega _ma_m^{}a_m`$
$`+{\displaystyle \underset{j,m}{}}\mathrm{}\left(g_{jm}a_m\sigma _+^{(j)}+g_{jm}^{}a_m^{}\sigma _{}^{(j)}\right),`$
in which the atoms are labeled with the index $`j`$ and the field modes with index $`m`$, and where $`\omega ^{(at)}`$ is the zero-field resonance frequency of both atoms, $`\omega _m`$ is the frequency of the $`m^{\mathrm{th}}`$ field mode, $`a_m`$ and $`a_m^{}`$ are the annihilation and creation operators for the $`m^{\mathrm{th}}`$ mode, $`\sigma _+^{(j)}`$, $`\sigma _{}^{(j)}`$, and $`\sigma _z^{(j)}`$ are the pseudo-spin operators which act on atom $`j`$, and $`g_{jm}`$ gives the coupling of the $`j^{\mathrm{th}}`$ atom to the $`m^{\mathrm{th}}`$ field mode. In this Hamiltonian we have made the standard electric-dipole and rotating-wave approximations.

The mode frequencies $`\omega _m`$ in the Hamiltonian are simply those of the classical standing wave modes of the electromagnetic field. The spatial mode functions are normalized so that the energy per photon in the quantized modes is $`\mathrm{}\omega _m`$. The relative magnitudes of the coupling constants $`g_{jm}`$ reflect the spatial dependence of the classical mode functions, specifically the relative magnitude of the mode functions at the positions of the two atoms. Calculation of the mode frequencies and spatial mode functions for the inhomogeneous cavity involves the solution of a classical boundary value problem. This is a straightforward process in principle, although the large number of boundaries in a multi-layer dielectric mirror leads to algebraic complexity. We used transfer matrix methods Walker (1992) (adapted to electromagnetic standing waves) and the “shooting method” Press et al. (1988) to determine numerically the mode frequencies.

In the limit of a large cavity we may assume that the frequencies of all atomic transitions are very much greater than the fundamental frequency of the cavity. In this limit we can make the approximation that all modes that influence the dynamics of the system are near the atomic resonance, and the atom-field coupling constants can be factored into a product of a frequency-independent constant and a space-dependent coupling factor. The coupling constants $`g_{jm}`$ are given in terms of the electric dipole matrix element $`d_j`$ between the two levels of atom $`j`$, the effective volume of the cavity $`V`$, a mode-dependent normalization factor $`𝒩_m`$, and the permittivity of free space $`ϵ_0`$, by

$`g_{jm}`$ $`=`$ $`\pm d_j𝒩_m\left({\displaystyle \frac{\omega ^{(\mathrm{at})}}{2\mathrm{}ϵ_0V}}\right)\mathrm{sin}\left[k_m(L/2z_j)\right]`$ (16)
$`=`$ $`\pm \mathrm{\Omega }_j𝒩_m\mathrm{sin}\left[k_m(L/2z_j)\right],`$
where $`k_m`$ is the wave-vector for mode $`m`$, and in the last line we have defined the quantity

$$\mathrm{\Omega }_j=d_j\left(\frac{\omega _j^{(\mathrm{at})}}{2\mathrm{}ϵ_0V}\right)^{1/2},$$
(17)
which is independent of the cavity mode-frequency. For symmetrically place atoms, modes with even spatial mode functions yield coupling constants with the same sign for each atom; odd mode functions give coupling constants of opposite signs. In performing our numerical calculations we use an equal number of modes above and below the atomic resonance frequency.

The basis states for describing the system are

* $`|e,g;0`$: left atom excited, right atom in ground state, no photon,
* $`|g,e;0`$: right atom excited, left atom in ground state, no photon,
* $`|g,g;1_m`$: both atoms in ground state, one photon in $`m^{\mathrm{th}}`$ cavity mode,

and we write the state of the system as the linear combination

$`|\psi (t)`$ $`=`$ $`c_1(t)|e,g;0+c_2(t)|g,e;0`$ (18)
$`+{\displaystyle \underset{m}{}}b_m(t)|g,g;1_m.`$
In all the examples in this paper the system starts in the state

$$|\psi (0)=|e,g;0,$$
(19)
and we pay particular attention to the complex amplitude $`c_2(t)`$ for the detector atom to be found in the excited state. Although it is difficult physically to prepare a state which corresponds to our initial condition, this idealized state has the advantage that at $`t=0`$ all of the energy is localized at a single point (the position of the excited atom), making causal wavefronts evolving from this state particularly easy to identify. (A visualization of the propagation of the wavefronts of the intensity of the quantum field in similar models is presented in Ligare and Oliveri (2002); Bužek et al. (1999).)

### III.2 Method of Solution

It is possible to find analytical solutions for the time evolution of atom-cavity systems with a single photon in simple inhomogeneous cavities Ligare , but the complexity of the mode structure for a cavity with a many-layered mirror makes this approach intractable. Therefore we construct numerical solutions for the coefficients $`c_1(t)`$, $`c_2(t)`$ and $`b_k(t)`$ of Eq. (18).

We use the time-independent Schrödinger equation to determine the energies $`E_q`$ and eigenstates $`|E_q`$ of the total Hamiltonian. The time evolution of the system is then straightforward to calculate. If the system begins in state

$`|\psi (0)`$ $`=`$ $`|e,g;0`$ (20)
$`=`$ $`{\displaystyle \underset{q}{}}|E_qE_q|e,g;0,`$
then the state of the system at a later time $`t`$ is given by

$$|\psi (t)=\underset{q}{}e^{iE_qt/\mathrm{}}|E_qE_q|e,g;0.$$
(21)
Projecting Eq. (21) onto the basis states gives the the time-dependent coefficients of Eq. (18):

$`c_1(t)`$ $`=`$ $`e,g;0|\psi (t)`$ (22)
$`=`$ $`{\displaystyle \underset{q}{}}e^{iE_qt/\mathrm{}}e,g;0|E_qE_q|e,g;0`$
$`=`$ $`{\displaystyle \underset{q}{}}e^{iE_qt/\mathrm{}}\left|e,g;0|E_q\right|^2,`$
$`c_2(t)`$ $`=`$ $`g,e;0|\psi (t)`$ (23)
$`=`$ $`{\displaystyle \underset{q}{}}e^{iE_qt/\mathrm{}}g,e;0|E_qE_q|e,g;0,`$
and

$`b_k(t)`$ $`=`$ $`g,g;1_k|\psi (t)`$ (24)
$`=`$ $`{\displaystyle \underset{q}{}}e^{iE_qt/\mathrm{}}g,g;1_k|E_qE_q|e,g;0.`$
We use standard numerical matrix diagonalization routines to determine the eigenvalues and eigenvectors used in these equations. We consider systems with as many as 2,000 modes, which leads to large matrix representations of the Hamiltonian, but the the matrix is sparse. Our approach is similar to that used previously in several studies Ligare and Becker (1995); Ligare and Oliveri (2002); Bužek et al. (1999).

### III.3 Reshaping of single photon “pulses”

The graphs of this section demonstrate the analogy between the classical field and the quantum amplitude to find the detector atom in the excited state. The total quantum amplitude is the result of interference from multiple reflections in very much the same way as the classical field is the result of multiple reflections. In this section we present results for three cavities: an empty, or vacuum cavity, a cavity with a simple homogeneous dielectric region, and a cavity containing a dielectric mirror. The results for the simple cavity help elucidate the more complicated behavior seen in the propagation of through the dielectric mirror.

For atoms in an empty cavity with no dielectric mirror it is possible to find an analytic solution for the dynamics Purdy et al. . The probability for the source atom to be in the excited state decays exponentially with decay constant $`\gamma _1=|\mathrm{\Omega }_1|^2L/c`$ until the time at which reflections first interrupt the decay; for atomic positions $`z_1=.25L`$ and $`z_2=.25L`$ this decay proceeds until reflections return to the atom time $`t=0.5L/c`$. For atoms at these positions the amplitude to find the detector atom in the excited state remains identically zero until time $`t=0.5L/c`$, the time at which radiation can first reach the detector. Choosing units such that $`L/c=1`$ (which we will use for the remainder of the article) the amplitude to find detector atom in the excited state in an empty cavity is Purdy et al.

$`c_2^0(t)`$ $`=`$ $`\mathrm{\Theta }\left(t{\displaystyle \frac{1}{2}}\right){\displaystyle \frac{\sqrt{\gamma _1\gamma _2}}{\gamma _1\gamma _2}}`$ (25)
$`\times \left(e^{\frac{\gamma _1}{2}(t\frac{1}{2})}e^{\frac{\gamma _2}{2}(t\frac{1}{2})}\right),`$
in which the decay constant for the detector atom is $`\gamma _2=|\mathrm{\Omega }_2|^2L/c`$, and the step-function expresses the turn-on of the excitation at $`t=0.5`$ and the causal dynamics inherent in our model.

In the limit of very fast detector atom response, i.e., $`\gamma _2\mathrm{}`$, the amplitude $`c_2(t)`$ will instantaneously reflect the strength of the field incident on the detector atom. Fig. 3 illustrates the detector atom response for the case $`\gamma _1=16`$ and $`\gamma _2=256`$. The rapid rise reflects the response of the detector atom to the sudden arrival at $`t=0.5`$ of radiation from the source atom, and occurs on the time scale given by $`1/\gamma _2`$. The slower decline reflects the exponential shape of the radiation pulse emitted by the source as it passes by the detector atom Ligare and Oliveri (2002); Bužek et al. (1999). While in a given run of an actual experiment the excitation of the detector atom will be observed at a particular instant of time, the evolution of the excitation probability is continuous, and resembles the excitation expected for a classical oscillator driven by a classical field pulse.

An illustration of the effect of a single dielectric slab on a pulse is given in Fig. 4.

This figure gives the time-dependence of the detector atom excitation probability after transmission of the radiation through a single dielectric slab whose width and index are chosen so that the classical delays are $`\delta _A=0.05`$ and $`\delta _B=0.015`$ in the units of the figure. Because the decay rate of the source atom is relatively slow, this figure is analogous to the top graph in Fig. 1, which gives the intensity of a classical square pulse after passing through a single slab of dielectric material. The excitation of the detector atom “turns on” at the expected classical time, $`0.5+\delta _B`$, and is interrupted at multiples of $`\delta _A`$, the classical round-trip time within the material. The excitation probability “settles down” to an attenuated and delayed version of the vacuum “pulse” of Eq. (25), where the attenuation factor is given by the classical $`|T_{\mathrm{s}.\mathrm{s}.}|^2`$.

The data points in the figure are the result of the fully quantum mechanical calculations described in Sec. III.2, while the solid line combines the quantum results for excitation in an empty cavity with the classical techniques for multiple reflections. In Sec. II the classical field is built up from a sum of appropriately attenuated, delayed, and phase shifted fields in Eq. (4); the solid line in Fig. 4 is built up from attenuated, delayed, and phase shifted versions of the quantum excitation amplitude Eq. (25) using the same classical attenuation, delay, and phase shift parameters that were used to produce the upper graph in Fig. 1, i.e.,

solid line $``$ $`[c_2^0(t\delta _B)T_0e^{i2\pi c\delta _B/\lambda }`$ (26)
$`+c_2^0(t\delta _B\delta _A)T_1e^{i2\pi c(\delta _A+\delta _B)/\lambda }`$
$`+c_2^0(t\delta _B2\delta _A)T_2e^{i2\pi c(\delta _A+2\delta _B)/\lambda }`$
$`+\mathrm{}]^2.`$
The same principles apply to propagation through more complicated dielectric mirror structures. The excitation amplitude after transmission through an 11 element mirror with alternating high and low index regions is illustrated in Fig. 5. This mirror is similar to the (HL)<sup>5</sup>H mirror used in the experiments of references Steinberg et al. (1993); Steinberg and Chiao (1995). The “high” index of refraction is $`n_H=3.0`$ and the “low” index is $`n_L=1.5`$, giving an intensity transmission coefficient at the minimum in the transmission of $`|T_{\mathrm{s}.\mathrm{s}.}|^2=4.34\times 10^4`$. The upper graph in this figure also shows the empty-cavity excitation probability given by the square of Eq. (25) scaled by the classical steady-state transmission factor, $`|T_{\mathrm{s}.\mathrm{s}.}|^2`$.

The effects of the abrupt turn-on of the excitation are evident in the large variations in the early-time detection probability before the effects of multiple reflection have taken full effect. These variations are analogous to those in Figs. 1 and 4, but they last longer in this case because of the relatively large number of layers comprising the mirror. The lower graph in Fig. 5 displays the initial turn-on of the excitation of the detector atom. (Note that the vertical scale on this graph corresponds to amplitude rather than probability; the amplitude can assume negative values just as the classical field $`E_2`$ can.) As in Fig. 4, the data points are the result of the fully quantum mechanical calculations, while the solid line combines the quantum results for excitation in an empty cavity from Eq. (25) with the classical techniques for multiple reflections as in Eq. (26). There is no excitation before the time $`t=0.5+\delta _B`$, and at later times the excitation is interrupted after successive multiples of the single-layer round trip time $`\delta _A`$. We call attention to the vastly different excitation probabilities at early and late times. The initial large peaks occur before the effects of multiple reflection have reduced the transmission.

The finite rise time evident in the lower graph in Fig. 5 is determined by the response of the detector atom characterized by $`\gamma _2`$. A more rapid detector response would show a more abrupt rise which more closely follows the step-function turn-on of the field at the detector atom. The modeling of more rapid changes would require the inclusion of more modes in our numerical analysis.

The transmission of a photon from the source through a dielectric mirror and to the detector can happen via many indistinguishable pathways: it can travel directly without undergoing reflection; it may undergo a single reflection in one of many ways, or it may undergo multiple reflections. The numerical results of this section demonstrate that the excitation amplitude for the detector atom is built up from interfering amplitudes for all of these processes in exactly the same way that the the classical transmitted field is built up from multiple reflections.

## IV Conclusion

We have examined the transmission of radiation through layered dielectric mirrors in the time domain. For slowly varying classical pulses we have derived a formula for pulse delays that takes into account the time-domain buildup of the steady-state transmission. The finite time that it takes to build up this steady-state transmission results in pulse reshaping, and our formula helps delineate the competing effects of pulse reshaping and the reduced front velocities in dielectric materials. The delays calculated in our model are equivalent to those calculated from the conventional group delay, but our model provides an aid to understanding and interpreting the origin of the anomalous delay times that have been observed in experiments.

We have also demonstrated that our interpretation can be extended to include quantized fields. We have studied numerically a model in which a spontaneously emitted photon propagates through a layered dielectric mirror, and excites a detector atom. The quantum amplitude to find the atom in the excited state is the result of interfering terms due to the possibility of multiple reflections in much the same way that the classical field is the result of the interference of multiply reflected fields. The terms in the quantum amplitude “turn-on” at exactly the same time as the classical field terms, and with exactly the same relative amplitudes and phases. Individual photons will be detected at a range of times described by this amplitude, and it is the distribution of arrival times of single photons that is shifted in time in exactly the same way as the classical pulse is shifted.

###### Acknowledgements.

Two of the authors (A G.-C. and C. D.) acknowledge support from National Science Foundation Research Experiences for Undergraduates Program (Grant Number PHYS-9732158).