text:
# Search for the Electric Dipole Moment of the 𝜏 Lepton

## 1 Introduction

While large CP violating asymmetry in the quark sector has recently been confirmed in B-meson decay at B factories , the Standard Model (SM) does not predict any appreciable CP violation (CPV) in the lepton sector. However, physics beyond the SM, such as multi-Higgs, SUSY, and lepto-quark models , could result in CPV in leptonic processes; since new bosons and Higgs would strongly couple with heavy particles through quantum loop effects, CP violating phenomena could be significantly enhanced, particularly in $`\tau `$ decay, due to its very large mass compared to other leptons.

The contribution from CP violating interactions in the $`\tau `$-pair production process can be parametrized in a model-independent way using the electric dipole moment (or form factor) for the $`\tau `$ lepton. Up to now, searches for the electric dipole form factor $`d_\tau `$ have been performed at LEP  in the reaction $`e^+e^{}\tau ^+\tau ^{}\gamma `$ and by ARGUS  in the $`e^+e^{}\tau ^+\tau ^{}`$ reaction and the following upper limits at 95% confidence level were obtained: $`3.1<d_\tau <3.1`$ ($`10^{16}e`$cm) from L3 , $`3.8<d_\tau <3.6`$ ($`10^{16}e`$cm) from OPAL  and $`|Re(d_\tau )|<4.6\times 10^{16}e`$cm, $`|Im(d_\tau )|<1.8\times 10^{16}e`$cm from ARGUS .

We have searched for a form factor $`d_\tau `$ at the $`\gamma \tau \tau `$ vertex in the process $`e^+e^{}\gamma ^{}\tau ^+\tau ^{}`$ using triple momentum and spin correlation observables. The effective Lagrangian can be expressed as

$$_{CP}=id_\tau (s)\overline{\tau }\sigma ^{\mu \nu }\gamma _5\tau _\mu A_\nu ,$$
(1)
where the electric dipole form factor $`d_\tau `$ depends in general on $`s`$, the squared energy of the $`\tau `$-pair system. In common with other analyses we ignore this possible $`s`$-dependence, assuming $`d_\tau (s)d_\tau `$, constant. The squared spin density matrix ($`_{\mathrm{prod}}^2`$) for the reaction $`e^+(𝒑)e^{}(𝒑)\tau ^+(𝒌,𝑺_+)\tau ^{}(𝒌,𝑺_{})`$ is given by

$`_{\mathrm{prod}}^2=_{\mathrm{SM}}^2+Re\left(d_\tau \right)_{Re}^2+Im\left(d_\tau \right)_{Im}^2,`$ (2)
$`_{\mathrm{SM}}^2=`$
$`{\displaystyle \frac{e^4}{k_0^2}}\left[k_0^2+m_\tau ^2+\left|𝒌^2\right|\left(\widehat{𝒌}\widehat{𝒑}\right)^2𝑺_+𝑺_{}\left|𝒌\right|^2\left(1\left(\widehat{𝒌}\widehat{𝒑}\right)^2\right)\right]`$
$`+2\left(\widehat{𝒌}𝑺_+\right)\left(\widehat{𝒌}𝑺_{}\right)\left(\left|𝒌\right|^2+\left(k_0m_\tau \right)^2\left(\widehat{𝒌}\widehat{𝒑}\right)^2\right)`$
$`2k_0\left(k_0m_\tau \right)\left(\widehat{𝒌}\widehat{𝒑}\right)\left(\left(\widehat{𝒌}𝑺_+\right)\left(\widehat{𝒑}𝑺_{}\right)+\left(\widehat{𝒌}𝑺_{}\right)\left(\widehat{𝒑}𝑺_+\right)\right)`$
$`+2k_0^2\left(\widehat{𝒑}𝑺_+\right)\left(\widehat{𝒑}𝑺_{}\right),`$ (3)
$`_{Re}^2=4{\displaystyle \frac{e^3}{k_0}}\left|𝒌\right|[(m_\tau +(k_0m_\tau )\left(\widehat{𝒌}\widehat{𝒑}\right)^2)(𝑺_+\times 𝑺_{})\widehat{𝒌}`$
$`+k_0\left(\widehat{𝒌}\widehat{𝒑}\right)(𝑺_+\times 𝑺_{})\widehat{𝒑}],`$ (4)
$`_{Im}^2=4{\displaystyle \frac{e^3}{k_0}}\left|𝒌\right|[(m_\tau +(k_0m_\tau )\left(\widehat{𝒌}\widehat{𝒑}\right)^2)(𝑺_+𝑺_{})\widehat{𝒌}`$
$`+k_0\left(\widehat{𝒌}\widehat{𝒑}\right)(𝑺_+𝑺_{})\widehat{𝒑}],`$ (5)
where $`k_0`$ is the energy of the $`\tau `$, $`m_\tau `$ is the $`\tau `$ mass, $`𝒑`$ is the momentum vector of $`e^+`$, $`𝒌`$ is the momentum vector of $`\tau ^+`$ in the center-of-mass frame, $`𝑺_\pm `$ are the spin vectors for $`\tau ^\pm `$, and the hat denotes a unit momentum. We disregard the higher order terms proportional to $`|d_\tau ^2|`$ assuming $`d_\tau (s)`$ to be small. $`_{\mathrm{SM}}^2`$ corresponds to the SM term. $`_{Re}^2`$ and $`_{Im}^2`$ are the interference terms (related to the real and imaginary parts of $`d_\tau `$, respectively) between the SM and CPV amplitudes. $`_{Re}^2`$ is CP odd and T odd, while $`_{Im}^2`$ is CP odd, but T even. In the above equations, $`e^+`$ and $`e^{}`$ are assumed to be unpolarized and massless particles.

We adapt the so-called optimal observable method , which maximizes the sensitivity to $`d_\tau `$ by optimizing the relevant quantities, $`𝒪_{Re}`$ and $`𝒪_{Im}`$, for measured kinematic variables, as described below. Here the optimal observables are defined as

$$𝒪_{Re}=\frac{_{Re}^2}{_{\mathrm{SM}}^2},𝒪_{Im}=\frac{_{Im}^2}{_{\mathrm{SM}}^2}.$$
(6)
The mean value of the observables is expressed as

$`𝒪_{Re}`$ $``$ $`{\displaystyle 𝒪_{Re}𝑑\sigma }{\displaystyle 𝒪_{Re}_{\mathrm{prod}}^2𝑑\varphi }`$ (7)
$`=`$ $`{\displaystyle _{Re}^2𝑑\varphi }+Re(d_\tau ){\displaystyle \frac{(_{Re}^2)^2}{_{\mathrm{SM}}^2}𝑑\varphi },`$
where the integration is over the phase space ($`\varphi `$) sustained by the relevant kinematic variables. The cross-term containing the integral of the product of $`_{Re}^2`$ and $`_{Im}^2`$ drops out because of their different symmetry properties. The expression for the imaginary part is similar. The means of the observables $`𝒪_{Re}`$ and $`𝒪_{Im}`$ are thus expressed as linear functions of $`d_\tau `$

$`𝒪_{Re}`$ $`=`$ $`a_{Re}Re(d_\tau )+b_{Re},`$
$`𝒪_{Im}`$ $`=`$ $`a_{Im}Im(d_\tau )+b_{Im}.`$ (8)
Eight different final states in the decay of $`\tau `$-pairs, $`(e\nu \overline{\nu })(\mu \nu \overline{\nu })`$, $`(e\nu \overline{\nu })(\pi \nu )`$, $`(\mu \nu \overline{\nu })(\pi \nu )`$, $`(e\nu \overline{\nu })(\rho \nu )`$, $`(\mu \nu \overline{\nu })(\rho \nu )`$, $`(\pi \nu )(\rho \nu )`$, $`(\rho \nu )(\rho \overline{\nu })`$, and $`(\pi \nu )(\pi \overline{\nu })`$, are analyzed, where all particles except $`\nu `$ and $`\overline{\nu }`$ are positively or negatively charged. Because of the undetectable particles, we can not fully reconstruct the quantities $`𝒌`$ and $`𝑺_\pm `$. Therefore, for each event we calculate possible kinematic configurations and obtain the mean value of $`_{\mathrm{SM}}^2`$, $`_{Re}^2`$ and $`_{Im}^2`$ by averaging over the calculated configurations. In the case when both $`\tau `$ leptons decay hadronically ($`\tau \pi \nu `$ or $`\rho \nu `$), the $`\tau `$ flight direction is calculated with a two-fold ambiguity and we take the average of $`_{\mathrm{SM}}^2`$, $`_{Re}^2`$ and $`_{Im}^2`$ over the two solutions. In the case when either one or both $`\tau `$ leptons decay leptonically ($`\tau e\nu \overline{\nu }`$ or $`\mu \nu \overline{\nu }`$), a Monte Carlo (MC) treatment is adopted to take into account the additional ambiguity in the effective mass of the $`\nu \overline{\nu }`$ system ($`m_{\nu \overline{\nu }}`$). For each event we generate 100 MC configurations using a hit-and-miss approach by varying $`m_{\nu \overline{\nu }}`$, and compute the averaged $`_{\mathrm{SM}}^2`$, $`_{Re}^2`$ and $`_{Im}^2`$ over successful tries in which the $`\tau `$ direction can be constructed kinematically. In the calculation, we ignore the effect of undetected photons coming from initial state radiation, radiative $`\tau `$ decays and bremsstrahlung. This effect has been examined and found to be negligible compared to the total errors.

## 2 Data and event selection

In this analysis, we used 26.8 million $`\tau `$-pairs ($`29.5\mathrm{fb}^1`$) accumulated with the Belle detector  at the KEKB accelerator . KEKB is an asymmetric energy $`e^+e^{}`$ collider with a beam crossing angle of 22 mrad. Its center-of-mass energy is 10.58 GeV, corresponding to the $`\mathrm{{\rm Y}}(4S)`$ resonance, with beam energies of 8 and 3.5 GeV for electrons and positrons, respectively. Belle is a general-purpose detector with an asymmetric structure along the beam direction. Among the detector elements, the central drift chamber (CDC) and the silicon vertex detector (SVD) are essential to obtain the momentum vectors of charged particles. The combined information from the silica Aerogel Cherenkov counters (ACC), the time-of-flight counters (TOF), the CsI electromagnetic calorimeter (ECL), and the $`\mu /\mathrm{K}_\mathrm{L}`$ detector (KLM) is used for particle identification.

The MC event generators KORALB / TAUOLA  are used for $`\tau `$-pair production and decays. The detector simulation is performed by a GEANT-based program, GSIM. Actual data and MC generated events are reconstructed by the same program written by the Belle collaboration.

We chose the eight final state $`\tau `$-pair modes mentioned above. All of the final state particles were reconstructed with the following conditions. Each charged track is required to have a transverse momentum $`p_t>0.1`$ GeV/$`c`$. Photon candidates should deposit an energy of $`E>0.1`$ GeV in the ECL. A signal event is required to have two charged tracks with zero net-charge and no photon apart from $`\rho ^\pm \pi ^\pm \pi ^0`$, $`\pi ^0\gamma \gamma `$.

A track was identified as an electron using a likelihood ratio combining $`dE/dx`$ in the CDC, the ratio of energy deposited in the ECL and momentum measured in the CDC, the shower shape of the ECL and the hit pattern from the ACC. The identification efficiency was estimated to be 92% with a $`\pi ^\pm `$ fake rate of 0.3% . A muon was evaluated from its range and hit pattern at the KLM detector; its efficiency and fake rate were obtained by MC as 91% and 2%, respectively. A pion track was found by requiring that a track be identified as a hadron by the KLM information, and not identified as an electron. The efficiency was estimated to be 81%. The purity for the obtained samples is about 89%. A $`\rho ^\pm `$ was reconstructed from a charged track and a $`\pi ^0`$ where the track should be neither an electron nor a muon, and for $`\pi ^0\gamma \gamma `$, the reconstructed $`\pi ^0`$ should have an invariant mass between 110 and 150 MeV/$`c^2`$ and a momentum in the laboratory frame larger than $`0.2`$ GeV/$`c`$. In order to suppress the background and to enhance the particle identification ability, the detection of leptonic particles was restricted to within the barrel region, $`0.60<\mathrm{cos}\theta ^{\mathrm{lab}}<0.83`$, and that of single pions to within the KLM barrel region, $`0.50<\mathrm{cos}\theta ^{\mathrm{lab}}<0.62`$, where $`\theta ^{\mathrm{lab}}`$ is the polar angle relative to the $`e^{}`$ beam direction. For the same reason, the particle momentum was required to be greater than 0.5 GeV/$`c`$ for an electron, 1.2 GeV/$`c`$ for both a muon and pion, and 1.0 GeV/$`c`$ for $`\rho ^\pm `$ in the laboratory frame.

The dominant backgrounds are due to two-photon as well as Bhabha and $`\mu \mu `$ processes. In order to remove two-photon events, we required the missing momentum not to be directed towards the beam-pipe region (imposing a selection $`0.950<\mathrm{cos}\theta ^{\mathrm{lab}}<0.985`$), and to reject the latter processes we required that the sum of the charged track momenta be less than 9 GeV/$`c`$ in the center-of-mass frame. Additional selections were imposed particularly on the $`e\pi `$ mode where a large number of Bhabha events could contribute through misidentification. For the $`e\pi `$ mode, we remove events which satisfy the following criteria: the opening angle of the two tracks in the plane perpendicular to the beam axis is greater than $`175^{}`$, and their momentum sum is greater than 6 GeV/$`c`$ in the $`\tau `$-pair rest frame. Finally, we removed events in which the $`\tau `$ flight direction could not be kinematically reconstructed, which mostly arise from $`\tau `$-pairs having hard initial-state radiation and misidentified $`\tau `$-pair backgrounds.

The yield of events passing this selection is given in Table 1 for each of the eight selected modes. The mean energy of the $`\tau `$-pair system in the obtained sample is $`\sqrt{s}=10.38`$ GeV; this sets the scale at which $`d_\tau (s)`$ is measured. Because of events with soft radiated photons, the energy scale is slightly lower than the beam energy. The dominant background sources are also listed in the table. Hadronic $`\tau `$ decays with two or more $`\pi ^0`$’s make a large contribution of a few percent. For the modes including $`\pi ^\pm `$, the misidentification of kaons and muons as pions yields other backgrounds; for example, 5.3% of $`\mu K`$ final states is included in the $`\mu \pi `$ mode. The other backgrounds are estimated by MC to be a few percent from two-photon processes, and less than 1% from Bhabha, $`\mu \mu `$, and multihadronic processes.

Figs 1 and 2 show the resulting momentum and $`\mathrm{cos}\theta ^{lab}`$ distributions, respectively, for charged particles in the laboratory frame. Very good agreement with MC is found, except for low-momentum electrons (Fig. 1(a)) and pions (Fig. 1(c)). The dip in the $`\mathrm{cos}\theta `$ distribution of the muon (Fig. 2(b)) is due to an efficiency drop at the overlapping region between the barrel and endcap KLM elements.

The resultant $`𝒪_{Re}`$ and $`𝒪_{Im}`$ distributions are shown in Fig. 3 along with those obtained from MC simulation with $`d_\tau =0`$. Good agreement is found between the experimental data and the MC samples. The ratio of the data to MC shows flat distributions around 1.0, although they are not shown here.

## 3 Extraction of $`d_\tau `$

In order to extract the $`d_\tau `$ value from the observable using Eq. (8), we have to know the coefficient $`a`$ and the offset $`b`$. In the ARGUS analysis  which also used the optimal observable method, the first term of Eq. (7) was assumed to be negligible because of the property of the CP violating term under the ideal detection hypothesis $`_{Re}^2𝑑\varphi =0`$. The value of $`d_\tau `$ was thus obtained as the ratio of the observable’s mean to the second term, $`Re(d_\tau )=𝒪_{Re}/𝒪_{Re}^2`$. Experimentally, the detector acceptance $`\eta `$ affects the means of the observables as

$$𝒪_{Re}\eta (\varphi )𝒪_{Re}_{\mathrm{prod}}^2𝑑\varphi .$$
(9)
Similar expressions are obtained for the imaginary part. This means that the first term of Eq. (7) is not necessarily zero and the coefficient may differ from $`𝒪_{Re}^2`$ when the detector acceptance is taken into account. In their study, the acceptance effect produced the largest systematic uncertainty, on the order of $`10^{16}e`$cm.

In order to reduce this systematic effect, we use both parameters $`a`$ and $`b`$ extracted from the correlation between $`𝒪_{Re}`$($`𝒪_{Im}`$) and $`Re(d_\tau )`$($`Im(d_\tau )`$) obtained by a full MC including acceptance effects.

An example of the correlation between $`𝒪_{Re}`$($`𝒪_{Im}`$) and $`Re(d_\tau )`$($`Im(d_\tau )`$) is shown in Fig. 4. Each point is obtained from MC with detector simulation and event selection. By fitting the correlation plot with Eq. (8), the parameters $`a`$ and $`b`$ are obtained. The misidentified background from $`\tau `$-pair events shows some dependence on $`d_\tau `$, because the spin direction is correlated with the momenta of the final state particles. Therefore, both the coefficient $`a`$ and offset $`b`$ are corrected with the parameters obtained from the MC misidentified background. The resultant coefficients and offsets are shown in Fig. 5.

As can be seen from the values of the coefficient $`a`$ showing the sensitivity to $`d_\tau `$, the $`\pi \rho `$ and $`\rho \rho `$ modes have the highest sensitivities, while the $`\pi \pi `$ mode yields a somewhat lower value. This is because both $`𝑺`$ and $`𝒌`$ in the $`\pi \pi `$ mode are inferred only from the $`\pi `$ momentum vector, so that taking the mean value of two possible solutions with equal weights significantly reduces the achievable sensitivity. On the other hand, the momentum sum and angular distribution of $`\rho \pi \pi ^0`$ decay in the $`\pi \rho `$ and $`\rho \rho `$ modes provide different weights on the possible solutions, and therefore there is less reduction in sensitivity. Other modes, which include leptons, have low sensitivities because of a lack of information about the $`\tau ^\pm `$ directions and spin orientations due to the additional missing neutrinos.

Non-zero offsets $`b_{Im}`$ are seen for the imaginary part, due to the forward/backward asymmetry in the acceptance of the detector.

## 4 Systematic uncertainties

Although in general the MC simulation reproduces the observed kinematic distributions well, the disagreement seen in Figs. 1 and 2 causes an error dominating the systematic uncertainty. Its uncertainty with respect to $`d_\tau `$ was studied by reweighting the MC distributions by the ratio of data to MC. The second significant uncertainty originates from possible charge asymmetry in the detection efficiency. The ratio of yields, $`N(\alpha ^+\beta ^{})/N(\alpha ^{}\beta ^+)`$, for data and MC agrees within 1% accuracy, where $`\alpha `$ and $`\beta `$ are the relevant charged particles from the $`\tau `$ decays. This systematic uncertainty was evaluated by varying the detection efficiency by $`\pm 1`$%. The effect is of the same size as the statistical error for $`Im(d_\tau )`$, while it is negligible for $`Re(d_\tau )`$. The backgrounds provide additional systematic errors for $`d_\tau `$ because the parameters $`a`$ and $`b`$ are corrected for the background contributions, which are assessed by varying the background rate. The influence of the momentum reconstruction of charged particles and photons was also checked by applying scaling factors corresponding to the difference between the data and MC. In order to examine a possible asymmetry arising from the alignment of the tracking devices, we measured the differences of the polar angles, $`\Delta \theta =\theta _{\mathrm{CM}}^+\theta _{\mathrm{CM}}^{}`$, and the azimuthal angles, $`\Delta \varphi =\varphi _{\mathrm{CM}}^+\varphi _{\mathrm{CM}}^{}`$, between two tracks in $`e^+e^{}\mu ^+\mu ^{}`$ events, and found a small deviation from a back-to-back topological alignment in each direction as $`\Delta \theta =1.48`$ mrad and $`\Delta \varphi =0.36`$ mrad. By applying an artificial angular deviation of this magnitude to one of the charged tracks, the residual value of the observables is calculated to be negligible compared with the other errors. The systematic errors are listed in Table 2.

## 5 Result

The values of $`d_\tau `$ extracted using Eq. (8) are listed in Table 3 along with the statistical and systematic errors. All results are consistent with zero within the errors.

Finally, we obtain mean values for $`Re(d_\tau )`$ and $`Im(d_\tau )`$ over the eight different $`\tau ^+\tau ^{}`$ modes weighted by quadratically summed statistical and systematic errors. The resultant preliminary result for the electric dipole form factors are

$`Re(d_\tau )`$ $`=`$ $`(1.15\pm 1.70)\times 10^{17}e\mathrm{cm},`$ (10)
$`Im(d_\tau )`$ $`=`$ $`(0.83\pm 0.86)\times 10^{17}e\mathrm{cm},`$ (11)
with corresponding 95% confidence limits

$`2.2<Re(d_\tau )<4.5(10^{17}e\mathrm{cm}),`$ (12)
$`2.5<Im(d_\tau )<0.8(10^{17}e\mathrm{cm}).`$ (13)
This investigation has improved the sensitivity to the $`\tau `$ lepton’s electric dipole form factor by a factor of more than 10 compared to previous measurements.

Acknowledgements

We would like to thank Professors K. Hagiwara, O. Nachtmann, and Z. Wa̧s for their constructive advices and many helpful discussions. We also wish to thank the KEKB accelerator group for the excellent operation of the KEKB accelerator. We gratefully acknowledge the support from the Ministry of Education, Culture, Sports, Science, and Technology of Japan, Grant-in-Aid for JSPS Fellows 01655 2001, and the Japan Society for the Promotion of Science; the Australian Research Council and the Australian Department of Industry, Science and Resources; the National Science Foundation of China under contract No. 10175071; the Department of Science and Technology of India; the BK21 program of the Ministry of Education of Korea and the CHEP SRC program of the Korea Science and Engineering Foundation; the Polish State Committee for Scientific Research under contract No. 2P03B 17017; the Ministry of Science and Technology of the Russian Federation; the Ministry of Education, Science and Sport of the Republic of Slovenia; the National Science Council and the Ministry of Education of Taiwan; and the U.S. Department of Energy.


format: text

text:
# Spin dephasing in 𝑛-typed GaAs quantum wells in the presence of high magnetic fields in Voigt configuration

## I Introduction

The resent development of ultrafast nonlinear optical experimentsDamen et al. (1991); Wagner et al. (1993); Baumberg et al. (1994a, b); Heberle et al. (1994); Buss et al. (1995); Crooker et al. (1996a, b); Buss et al. (1997); Kikkawa et al. (1997); Kikkawa and Awschalom (1998a, b); Ohno (1998); Ohno et al. (1999) has stimulated immense interest in spintronics in semiconductors as it shows great potential of using the spin degree of freedom of electrons in place of/in addition to the charge degree of freedom for device application such as qubits, quantum memory devices, and spin transistors. In order to make use of the spin degree of freedom in semiconductor spintronics, it is crucial to have a thorough understanding of spin dephasing mechanism.

Three spin dephasing mechanisms have been proposed in semiconductors:Meier and (Eds); Aronov et al. (1983) the Ellit-Yafet (EY) mechanism,Yafet (1952); Elliot (1954) the D’yakonov-Perel’ (DP) mechanism,D’yakonov and Perel’ (1971) and the Bir-Aronov-Pikus (BAP) mechanism.Bir et al. (1975) In the EY mechanism, the spin-orbit interaction leads to mixing of wave functions of opposite spins. This mixing results in a nonzero electron spin flip due to impurity and phonon scattering. The DP mechanism is due to the spin-orbit interaction in crystals without inversion center, which results in spin state splitting of the conduction band at $`k0`$. This is equivalent to an effective magnetic field acting on the spin, with its magnitude and orientation depending on $`𝐤`$. Finally, the BAP mechanism is originated from the mixing of heavy hole and light hole bands induces by spin-orbit coupling. Spin-flip (SF) scattering of electrons by holes due to the Coulomb interaction is therefore permitted, which gives rise to spin dephasing. The dephasing rates of these mechanisms for low polarized system are calculated in the framework of single particle approximation.Meier and (Eds) For GaAs, the EY mechanism is less effective under most conditions, due to the large band gap and low scattering rate for high quality samples. The BAP mechanism is important for either $`p`$-doped or insulating GaAs. For $`n`$-doped samples, however, as holes are rapidly recombined with electrons due to the presence of a large number of electrons, spin dephasing due to the regular BAP mechanism is blocked. Therefore, the DP mechanism (or possibly the EY mechanism under certain conditions) is the main mechanism of spin dephasing for $`n`$-type GaAs.

All the above mentioned spin dephasing mechanisms are either due to the SF scattering or treated as effective SF scattering. In additional to these spin dephasing mechanisms, three years ago Wu proposed a many-body spin dephasing mechanism which is due to the inhomogeneous broadening, such as energy dependence of $`g`$-factorWu and Ning (2000a); Wu (2001a) and/or the momentum $`𝐤`$-dependence of the DP term,Wu (2001a, b); Wu and Kuwata-Gonokami (2002) together with the SC scattering.Wu and Ning (2000a); Wu and Kuwata-Gonokami (2002); Wu (2001b); Wu and Ning (2000b); Wu (2001a) Differing from the earlier study of the spin dephasing which comes from the SF scattering, the spin dephasing through inhomogeneous broadening is caused by irreversibly disrupting the phases between spin dipoles and is therefore a many-body effect.Wu (2001b); Wu and Ning (2000b); Wu (2001a) This many-body spin dephasing mechanism has long been overlooked in the literature. Recently, we further showed that this inhomogeneous broadening effect also plays an important role in the spin transport.Weng and Wu (2002, 2003) Very recently, Bronold et al. also discussed the spin dephasing due to the $`k`$-dependence of the $`g`$ factor.Bronold et al. (2002)

In our recent work Ref. Weng and Wu, , we have performed a many-body study of the spin dephasing due to the D’yakonov-Perel’ effect in $`n`$-typed GaAs (100) quantum wells for high temperatures ($`120`$ K) under moderate magnetic fields in the Voigt configuration by constructing and numerically solving the kinetic Bloch equations set up by Wu et al..Wu and Metiu (2000); Wu and Ning (2000a); Wu and Kuwata-Gonokami (2002); Wu (2001b); Wu and Ning (2000b); Wu (2001a) We include all the spin conserving scattering such as the electron-phonon, the electron-nonmagnetic impurity as well as the electron-electron Coulomb scattering in our theory and investigate how the spin dephasing rate is affected by the initial spin polarization, temperature, impurity, magnetic field as well as the electron density. The dephasing obtained from our theory contains not only that due to the effective SF scattering first proposed by D’yakonov and Perel’,D’yakonov and Perel’ (1971) but also the many-body dephasing due to the inhomogeneous broadening provided by the DP term. We show that for the electron densities we study, the spin dephasing rate is dominated by the many-body effect. Equally remarkable is that we are now able to investigate the spin dephasing with extra large spin polarization (up to 100 %) which has not been discussed both theoretically and experimentally. We find a dramatic decrease of the spin dephasing rate for large spin polarizations. The spin dephasing time (SDT), which is defined as the inverse of the spin dephasing rate, we get at low initial spin polarization is in agreement with the experiment both qualitatively and quantitatively.

In this paper, we further extend the above mentioned work to the case of the high magnetic fields ($`B60`$ T). These high fields can be achieved experimentally by the pulsed magnetic field with the stable duration of the field pulse being miliseconds, orders of magnitude longer than the SDT.Kulbachinskii et al. (1999); Respaud et al. (2000) We will show a huge anomalous resonance of the SDT for large spin polarizations under this high magnetic field case. We organize the paper as follows: We briefly present our model and the kinetic equations in Sec. II. Then in Sec. III(A) we investigate how the SDT changes with the variation of the initial spin polarization. In Sec. III(B) we show the magnetic field dependence of the SDT. We present the conclusion and summary in Sec. IV.

## II Kinetic Equations

We start our investigation from an $`n`$-doped (100) GaAs QW with well width $`a`$. The growth direction is assumed to be $`z`$-axis. A magnetic field B is applied along the $`x`$ axis. Due to the confinement of the QW, the momentum states along $`z`$ axis are quantized. Therefore the electron states are characterized by a subband index $`n`$ and a two dimensional wave vector $`𝐤=(k_x,k_y)`$ together with a spin index $`\sigma `$. In the present paper, the subband separation is assumed to be large enough so that only the lowest subband is populated and the transition to the upper subbands is unimportant. Therefore, one only needs to consider the lowest subband. For $`n`$-doped samples, spin dephasing mainly comes from the DP mechanism.D’yakonov and Perel’ (1971) With the DP term included, the Hamiltonian of the electrons in the QW takes the form:

$$H=\underset{𝐤\sigma \sigma ^{}}{}\left\{\epsilon _𝐤+\left[g\mu _B𝐁+𝐡(𝐤)\right]\frac{\stackrel{}{\sigma }_{\sigma \sigma ^{}}}{2}\right\}c_{𝐤\sigma }^{}c_{𝐤\sigma ^{}}+H_I.$$
(1)
Here $`\epsilon _𝐤=𝐤^2/2m^{}`$ is the energy of electron with wavevector $`𝐤`$ and effective mass $`m^{}`$. $`\stackrel{}{\sigma }`$ are the Pauli matrices. In QW system, the DP term is composed of the Dresselhaus termDresselhaus (1955) and the Rashba term.Bychkov and Rashba (1984a, b) The Dresselhaus term is due to the lack of inversion symmetry in the zinc-blende crystal Brillouin zone and is sometimes referred to as bulk inversion asymmetry (BIA) term. For the (100) GaAs QW system, it can be written asEppenga and Schuurmans (1988); Ivchenko and Pikus (1995)

$`h_x^{\text{BIA}}(𝐤)=\gamma k_x(k_y^2k_z^2),`$
$`h_y^{\text{BIA}}(𝐤)=\gamma k_y(k_z^2k_x^2),`$
$`h_z^{\text{BIA}}(𝐤)=0.`$ (2)
Here $`k_z^2`$ represents the average of the operator $`(\frac{}{z})^2`$ over the electronic state of the lowest subband and is therefore $`(\pi /a)^2`$. $`\gamma =(4/3)(m^{}/m_{cv})(1/\sqrt{2m^3E_g})(\eta /\sqrt{1\eta /3})`$ and $`\eta =\mathrm{\Delta }/(E_g+\mathrm{\Delta })`$, in which $`E_g`$ denotes the band gap; $`\mathrm{\Delta }`$ represents the spin-orbit splitting of the valence band; $`m^{}`$ standing for the electron mass in GaAs; and $`m_{cv}`$ is a constant close in magnitude to free electron mass $`m_0`$.Aronov et al. (1983) Whereas the Rashba term appears if the self-consistent potential within a QW is asymmetric along the growth direction and is therefore referred to as structure inversion asymmetry (SIA) contribution. Its scale is proportional to the interface electric field along the growth direction. For narrow band-gap semiconductors such as InAs, the Rashba term is the main spin-dephasing mechanism; whereas in the wide band-gap semiconductors such as GaAs, the Dresselhaus term is dominant. In the present paper, we will take only the Dresselhaus term into consideration as we focus on the spin dephasing in GaAs QW. The interaction Hamiltonian $`H_I`$ is composed of Coulomb interaction $`H_{ee}`$, electron-phonon interaction $`H_{ph}`$, as well as electron-impurity scattering $`H_i`$. Their expressions can be found in textbooks.Haug and Jauho (1996); Mahan (1981)

We construct the kinetic Bloch equations by the nonequilibrium Green function methodHaug and Jauho (1996) as follows:

$$\dot{\rho }_{𝐤,\sigma \sigma ^{}}=\dot{\rho }_{𝐤,\sigma \sigma ^{}}|_{\text{coh}}+\dot{\rho }_{𝐤,\sigma \sigma ^{}}|_{\text{scatt}}$$
(3)
Here $`\rho _𝐤`$ represents the single particle density matrix. The diagonal elements describe the electron distribution functions $`\rho _{𝐤,\sigma \sigma }=f_{𝐤\sigma }`$. The off-diagonal elements $`\rho _{𝐤,\frac{1}{2}\frac{1}{2}}\rho _𝐤`$ describe the inter-spin-band polarizations (coherence) of the spin coherence.Wu and Metiu (2000) Note that $`\rho _{𝐤,\frac{1}{2}\frac{1}{2}}\rho _{𝐤,\frac{1}{2}\frac{1}{2}}^{}=\rho _𝐤^{}`$. Therefore, $`f_{𝐤\pm \frac{1}{2}}`$ and $`\rho _𝐤`$ are the quantities to be determined from Bloch equations.

The coherent parts of the equation of motion for the electron distribution function and spin coherence are given by

$$\frac{f_{𝐤,\sigma }}{t}|_{\text{coh}}=2\sigma \left\{[g\mu _BB+h_x(𝐤)]\text{Im}\rho _𝐤+h_y(𝐤)\text{Re}\rho _𝐤\right\}+4\sigma \text{Im}\underset{𝐪}{}V_𝐪\rho _{𝐤+𝐪}^{}\rho _𝐤,$$
(4)
$$\frac{\rho _𝐤}{t}|{}_{\text{coh}}{}^{}=\frac{1}{2}[ig\mu _BB+ih_x(𝐤)+h_y(𝐤)](f_{𝐤\frac{1}{2}}f_{𝐤\frac{1}{2}})+i\underset{𝐪}{}V_𝐪[(f_{𝐤+𝐪\frac{1}{2}}f_{𝐤+𝐪\frac{1}{2}})\rho _𝐤\rho _{𝐤+𝐪}(f_{𝐤\frac{1}{2}}f_{𝐤\frac{1}{2}})],$$
(5)
respectively, where $`V_𝐪=4\pi e^2/[\kappa _0(q+q_0)]`$ is the 2D Coulomb matrix element under static screening. $`q_0=(e^2m^{}/\kappa _0)_\sigma f_{𝐤=0,\sigma }`$ and $`\kappa _0`$ is the static dielectric constant. The first term on the right hand side (RHS) of Eq. (4) describes spin precession of electrons under the magnetic field $`𝐁`$ as well as the effective magnetic field $`𝐡(𝐤)`$ due to the DP effect. The scattering terms $`\dot{\rho }_{𝐤,\sigma \sigma ^{}}|_{\text{scatt}}`$ contain the contribution of the electron-nonmangetic impurity interaction and the electron-phonon coupling as well as the electron-electron Coulomb scattering. Their expressions can be found in our previous paper Ref. Weng and Wu, . The initial conditions are taken at $`t=0`$ as:

$$\rho _𝐤|_{\mathrm{t}=0}=0,$$
(6)
$$f_{𝐤\sigma }|_{\mathrm{t}=0}=1/\left\{\mathrm{exp}[(\epsilon _𝐤\mu _\sigma )/k_BT]+1\right\},$$
(7)
where $`\mu _\sigma `$ is the chemical potential for spin $`\sigma `$. The condition $`\mu _{\frac{1}{2}}\mu _{\frac{1}{2}}`$ gives rise to the imbalance of the electron densities of the two spin bands. Eqs. (3) together with the initial conditions Eqs. (6) and (7) comprise the complete set of kinetic Bloch equations of our investigation.

## III Numerical Results

The kinetic Bloch equations form a set of nonlinear equations. All the unknowns to be solved appear in the scattering terms. Specifically, the electron distribution function is no longer a Fermi distribution because of the existence of the anisotropic DP term $`𝐡(𝐤)`$. This term in the coherent parts drives the electron distribution away from an isotropic Fermi distribution. The scattering term attempts to randomize electrons in $`𝐤`$-space. Obviously, both the coherent parts and the scattering terms have to be solved self-consistently to obtain the distribution function and the the spin coherence.

We numerically solve the kinetic Bloch equations in such a self-consistent fashion to study the spin precession between the spin-up and -down bands. We include electron-phonon scattering and the electron-electron interaction throughout our computation. As we concentrate on the relatively high temperature regime in the present study, for electron-phonon scattering we only need to include electron-LO phonon scattering. Electron-impurity scattering is sometimes excluded. As discussed in the previous paper,Wu and Metiu (2000); Kuhn and Rossi (1992) irreversible spin dephasing can be well defined by the slope of the envelope of the incoherently summed spin coherence $`\rho (t)=_𝐤|\rho _𝐤|`$. The material parameters of GaAs for our calculation are tabulated in Table 1.Madelung et al. (1982) The method of the numerical calculation has been laid out in detail in our previous papers.Wu and Ning (2000a); Weng and Wu  In the present calculation the total electron density $`N_e`$ is chose to be $`4\times 10^{11}`$ cm<sup>-2</sup> which is a typical electron density in the $`n`$-typed GaAs QW’s. Differing from our previous paper where the applied magnetic field $`B`$ is the moderate one, in this paper $`B`$ is chose to be $`60`$ T unless otherwise specified. Although this large magnetic field maybe an unpractical one in the device application, it is of theoretical interest to understand and study the spin dephasing in this extreme condition. Moreover, this study can also throw lights on the understanding of spin dephasing under a moderate magnetic field of other materials with large Landé $`g`$-factors such as InAs where $`g=15`$.

We have studied SDT under the high magnetic fields for all the situations as we did in Ref. Weng and Wu, . Many features such as the temperature dependence, electron density dependence as well as the contribution of the Coulomb scattering are similar to the results we got under moderate magnetic fields. In this paper, we just report the results with different properties. Our main results are plotted in Figs. 1 to 5.

In Fig. 1 we plot a typical temporal evolution of the spin signal in a GaAs QW at $`T=200`$ K where the electron densities in the spin-up and -down bands together with the incoherently summed spin coherence are plotted versus time for $`N_i=0`$. At $`t=0`$, the initial spin polarization $`P=(N_{1/2}N_{1/2})/(N_{1/2}+N_{1/2})`$ is $`2.5\%`$. It is seen from the figure that excess electrons in the spin-up band start to flip to the spin-down band at $`t=0`$ due to the presence of the magnetic field and the DP term $`𝐡(𝐤)`$. In the meantime the spin coherence $`\rho `$ accumulates. At about $`0.67`$ ps, the electron densities in the two spin bands become equal and the spin coherence reaches its maximum. Then the spin coherence starts to feed back and the electron density in the spin-down band exceeds that in the spin-up band while $`\rho `$ deceases. At about $`1.3`$ ps, $`\rho `$ reach its minimum, while the density difference in the two spin bands reaches its maximum again with the excess electrons now in the spin-down band. Due to the the dephasing, the second peak is lower than the first one. This oscillation goes on until the amplitude of the oscillation becomes zero due to the dephasing. In Fig. 1, we also plotted the slope of the envelope of the incoherently summed spin coherence as dashed line. From the slope one gets the spin dephasing time.

### III.1 Spin polarization dependence of the spin dephasing time

We first study the spin polarization dependence of the SDT. As our theory is a many-body one and we include all the scatterings, especially the Coulomb scattering, in our calculation, we are able to calculate the SDT with large spin polarization.

In Fig. 2, SDT $`\tau `$ is plotted against the initial spin polarization $`P`$ for GaAs QW’s with $`N_i=0`$ \[Fig. 2(a)\] and $`N_i=0.1N_e`$ \[Fig. 2(b)\] at different temperatures. Differing from the moderate magnetic field case where the SDT increases monotonically with the initial spin polarization,Weng and Wu  here the most striking feature of the impurity-free case is the huge anomalous peaks of the SDT in low temperatures. For $`T=120`$ K, the peak value of the SDT is about 6 times higher than that of low initial spin polarization. It is also seen from the figure that the anomalous peak is reduced with the increase of temperature and the peak shifts to higher polarization. For $`T>200`$ K there is no anomalous peak.

The anomalous peak in the $`\tau `$-$`P`$ curve in low temperature region originates from the electron-electron interaction, specifically the Hartree-Fock (HF) self-energy \[i.e., the last terms in the Eq. (4) and (5)\]. If one removes the HF term, the anomalous peak as well as the large increase of SDT disappears. It is pointed out in our previous paper that although the HF term itself does not contribute to the spin dephasing directly,Wu and Ning (2000b); Wu (2001a) it can alert the motion of the electrons as it behaves as an effective magnetic field $`𝐁^{\text{HF}}(𝐤)`$. Therefore, the HF term can affect the spin dephasing by combining with the DP term. For small spin polarization as commonly discussed in the literature, the contribution of the HF term is marginal. However, when the polarization gets higher, the HF contribution becomes larger. Especially the effective magnetic field formed by the HF term contains a longitudinal component \[$`B_z^{\text{HF}}(𝐤)`$\] which can effectively reduce the “detuning” of the spin-up and -down electrons, and thus strongly reduces the spin dephasing, therefore the SDT increases with initial spin polarization.Weng and Wu  Moreover, besides the initial polarization, $`\rho _𝐤`$ and therefore $`B^{\text{HF}}(𝐤)`$ are also affected by the applied magnetic field. With higher magnetic field, both gets larger. Under the high magnetic field and when the initial spin polarization reaches to a right value, the effective magnetic field $`𝐁^{\text{HF}}(𝐤)`$ may reach the magnitude comparable to the contribution from the DP term as well as the applied magnetic field in the coherent parts of the Bloch equations and and reduces the anisotropic caused by the DP term. Therefore, one gets much longer SDT. However, if one further increases the initial polarization, the HF term exceeds the resonance condition. As the result, the SDT decreases. Therefore, one gets the anomalous peak which is similar to the resonance effect. It is noted at, as both the DP term and the HF term are $`k`$-dependent, the resonance is broadened.

For high temperatures the HF term is smaller. In order to reach the resonance, one needs to go to higher polarization. Therefore, as shown in the figure the anomalous peak shifts to the higher polarization. However, when the temperature is high enough, even largest polarization $`P=100`$ % cannot make the HF term to reach the resonance condition. Therefore, the peak disappears.

The $`\tau `$-$`P`$ curve is much different when the impurities are introduced. It is seen from Fig. 2(b) that, when the density of impurity is large, say $`N_i=0.1N_e`$, the fast rise in $`\tau `$-$`P`$ curve remains. Nevertheless the increase is much smaller than the corresponding one when the impurities are absent. In addition to the reduction of the rise in $`\tau `$-$`P`$ curves, the impurities destroy the anomaly too. One can easily see that, with the impurity level $`N_i=0.1N_e`$, for all of the temperatures we study, the SDT increases uniquely with the polarization.

To further reveal the contribution of the impurity to the dephasing under different conditions, we plot the SDT as a function of the polarization for different impurity levels at $`T=120`$ K and 200 K in Fig. 3(a) and (b) respectively. The figure clearly shows that for low temperature, the impurity tends to remove the anomalous peak and to shift the peak to the larger initial spin polarization. This is because that the impurity reduces the HF term and therefore the resonance effect is also reduced. Hence, in order to reach the maximum resonance, one has to increase the initial spin polarization. Consequently, the peak shifts to larger $`P`$. Whereas when $`N_i`$ is raised to $`0.1N_e`$, the HF term is reduced too much to form a peak. It is also noted that for high temperatures, there is no anomalous peak.

It is interesting to note that in the low polarized regime and when the temperature is $`120`$ K, $`\tau `$ first decreases when the impurities are introduced. However, when we further increase the impurity level from $`N_i=0.01N_e`$ to $`N_i=0.1N_e`$, $`\tau `$ increases again. As we pointed out before that the impurities affect the spin dephasing in two ways.Wu and Ning (2000a) On one hand, the electron-impurity scattering provides a new spin dephasing channel through combining with the DP termD’yakonov and Perel’ (1971); Wu and Ning (2000a) to give an effective SF scattering and through the inhomogeneous broadening provided by the DP term.Wu and Ning (2000a); Wu and Kuwata-Gonokami (2002); Wu (2001b); Wu and Ning (2000b); Wu (2001a) This gives rise to the enhancement of the dephasing. On the other hand, the scattering also redistributes the electrons in the momentum space and leads them to an isotropic distribution. Therefore, the scattering can suppress the anisotropy caused by the DP term, consequently the effective spin-flipping scattering. This leads to a smaller spin dephasing. Our result indicates that in low temperature and low polarization region, the impurities tend to reduce the SDT through the added spin dephasing channel when their concentration is small. When the impurity level increases, the impurities destroy the anisotropy introduced by DP effect more effectively and the electron-impurity scattering leads to an increase in the SDT. This feature is different for high temperatures as shown in Fig. 2(b), where the SDT increases with the increase of the impurity density. The resason is understood as the reduction of the inhomogeneous broadening for high temperature (see more detail in our previous paper Ref. Weng and Wu, ). Therefore, the second effect mentioned above dominants. Consequently, the scattering tends to reduce the dephasing and the dephasing time increases with the concentration of the impurities.

### III.2 Magnetic field dependence of the spin dephasing

We now investigate the magnetic field dependence of the spin dephasing. In Fig. 4, we plot the SDT versus the applied magnetic field for different impurity levels and different spin polarizations. It is seen that for all the cases we study, the SDT increases with the magnetic field. This is because in the presence of a magnetic field, the electron spins undergo a Larmor precession around the magnetic field. This precession suppresses the precession about the effective magnetic field $`𝐡(𝐤)`$.Meier and (Eds); Bronold et al. (2002) Therefor the SDT increases with the magnetic field. It is pointed out that in 3D electron gas, the magnetic field also forces electrons to precess around it. This precession introduces additional symmetry in the momentum space that limits the $`𝐤`$-space available to the DP effect which is anisotropic in it.Meier and (Eds); Wu and Ning (2000a); Bronold et al. (2002) This can further reduce the spin dephasing. However, it is expected that this effect in the 2D case is less effective than the 3D case as in $`z`$-direction the momentum is quantized and the momentum precession around the magnetic field should be suppressed.

In additional to the above mentioned effect of the magnetic field on spin dephasing, one can further see from Fig. 4, that for large polarization, the magnetic field also enhances the HF term. As we mentioned before, for large polarization, the contribution from the HF term is important. Increase of the HF term serves as additional magnetic field which further suppresses the effect of the DP term $`𝐡(𝐤)`$, and therefore results in a faster rise in the $`\tau `$-$`B`$ curve. To reveal more concrete about the combining effect of the magnetic field and the HF term on spin dephasing, we plot the SDT as a function of polarization in Fig. 5. It is shown that the rise in the $`\tau `$-$`P`$ curve increases with the magnetic field. Moreover, the position of the peak in $`\tau `$-$`P`$ shifts to a larger polarization. This is understood that, it needs a larger HF term, and hence a larger spin polarization, to achieve the resonance condition when the magnetic field increases. When the magnetic field is raised to 8 T, it is no longer possible to form the resonance for all of the polarization. As a result the SDT increases uniquely with the polarization and there is no peak in the $`\tau `$-$`P`$ curve.

## IV Conclusion

In conclusion, we have performed a systematic investigation of the DP effect on the spin dephasing of $`n`$-typed GaAs QW’s under high magnetic fields in Voigt configuration. Based on the nonequilibrium Green’s function theory, we derived a set of kinetic Bloch equations for a two-spin-band model. This model includes the electron-phonon, electron-impurity scattering as well as the electron-electron interaction. By numerically solving the kinetic Bloch equations, we study the time evolution of electron densities in each spin band and the spin coherence – the correlation between spin-up and -down bands. The SDT is calculated from the slope of the envelope of the time evolution of the incoherently summed spin coherence. We therefore are able to study in detail how this dephasing time is affected by various factors such as spin polarization, temperature, impurity level, magnetic field and electron density. In this paper we focus ourselves on the special features of the SDT under high magnetic fields. Features which are similar to those in the moderate magnetic fields have been reported in our previous paper Ref. Weng and Wu,  and are therefore not repeated in this paper.

It is discovered that the SDT increases with the initial spin polarization. Moreover, for low impurity level and low temperature, there is a giant anomalous resonant peak in the curve of the SDT versus the initial spin polarization. This resonant peak moves to high spin polarization and its magnitude is fast reduced (enhanced) until the whole resonance disappears if one increases the impurity density and/or the temperature (the magnetic field). It is discovered that this anomalous resonance peak originates from the HF contribution of the electron-electron Coulomb interaction. Under the right spin polarization, the contribution of HF term may reach the magnitude comparable to the contribution of the DP term as well as the magnetic field in the coherent parts of the Bloch equations and reduces the anisotropy caused by the DP effect—consequently reduces the spin dephasing. As the resonance is the combined effects of the HF term, the DP term and the magnetic field, the magnitude and position of the resonance peak are affected by all the factors that can alert the magnitude of the HF term, such as temperature, impurity scattering, magnetic field as well as the electron density: For a given impurity concentration, when the temperature increases, the HF term reduces. Consequently the $`\tau `$-$`P`$ curve is smoothed and the peak position is moved to higher spin polarization; For impurities free samples, if the the temperature is raised to 200$`K`$, the HF term is reduced too much to form a resonance and the anomalous peak disappears; The same situation happens when the impurity level increases at a given temperature as the scattering also lowers the HF term. When the impurity level is raised to $`0.1N_e`$ there is no resonance in the temperature region we studied; While the increase of the magnetic field enhances the HF term and results in a faster increase of the SDT as well as a higher resonant peak in $`\tau `$-$`P`$ curve. Moreover, as the magnetic field becomes larger, it needs a larger HF term and hence a larger polarization in order to achieve the resonant condition. Therefore the peak position is also moved to higher polarization. It is further noted that the resonance condition can only be achieved with high magnetic fields. For moderate magnetic fields, the contribution of the magnetic field is not big enough to reach the resonance condition for GaAs due to the small $`g`$ factor of this material.

###### Acknowledgements.

MWW is supported by the “100 Person Project” of Chinese Academy of Sciences and Natural Science Foundation of China under Grant No. 10247002. We would like to thank Mr. T. Rao for running the code for different parameters for us.


text:
# 1 Introduction

## 1 Introduction

Uusally analysts recommend investment strategies based e.g. on ”moving averages”, ”momentum indicators”, and the like techniques. As soon as econophysicists discovered scaling laws in financial data, it was of interest to search for some predictive value from the laws through some extrapolated evolution. E.g. a technique known as detrended fluctuation analysis (DFA) which measures the deviation of correlated fluctuations from a trend was developed into a strategy known as the $`local`$ (or better $`instantaneous`$) DFA in order to predict fluctuations in the exchange rates of various currencies, Gold price and other financial indices.  The statistical analysis of data was based on the value of the exponent of the so found scaling law, itself related to the fractal dimension of the signal, or also to the Hurst exponent of the so called rescaled range analysis. Mathematical extensions, so called $`qorder`$ DFA and multifractals, can be found in the literature, though optimization problems and predictions on the future of fluctuations are apparently not so evident from these methods. A drawback in the DFA is found in the fact that it rather looks at correlations in the sign of fluctuations rather than at correlations in their amplitude.

Another sort of data analysis technique is known as the Zipf technique, originating in work exploring the statistical nature of languages. The Zipf analysis technique has also been used outside linguistic, financial and economic fields. The technique is based on a Zipf plot which expresses the relationship between the frequency of words (more generally, events) and the rank order of such words (or events) on a log-log diagram; a $`cumulative`$ histogram can be drawn as well. The slope of the best linear fit on such a plot corresponds to an exponent $`s`$ describing the frequency $`P`$ of the ($`cumulative`$) occurrence of the words (or events) according to their rank $`R`$ through, e.g. $`P(>R)R^s`$.

There are many instances in which financial and other economic data can be described through a log-log (Zipf) plot : e.g., the distribution of income (Pareto distribution) , the size of companies , sociology , sometimes after translating the financial data into a text . Thus it seems of interest to check whether such a technique can have some predictive value in finance. The present report is in line with such previous investigations. We present results based on considerations that financial data series are similar to fractional Brownian motion-like time series, and usually biased. We examine whether a time dependent Zipf law and exponent exist and can be used in order to implement simple investment strategies.

First, it is thus necessary to translate the financial data into a $`text`$, based on an alphabet with $`k`$ characters and search for word s of length $`m`$. There are obviously $`k^m`$ possible words. They can be ranked according to their frequency on a log(frequency)-log(rank) diagram. A linear fit leads to consider the relationship as a power law. Moreover, in the spirit of the local DFA, a local (or ”time” dependent) Zipf law or exponent can be introduced. In this latter reference, we have also considered the effect of a linear trend on the value of the Zipf exponent.

Here below we have translated seven financial index signals (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225) each into a text based on two letters $`u`$ and $`d`$. Based on the above considerations we have imagined two simple investment strategies, and report on the results (or ”returns”). From the beginning we stress that a restriction to two letters is equivalent to examine only correlations in the fluctuation signs. However the Zipf method main interest is surely the capability to consider amplitude fluctuations, - by defining various fluctuation ranges.

## 2 Data analysis

The daily closing values of (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225) indices, from Jan. 01, 1997 till Dec. 31, 2001 (Fig.1) have been obtained from $`http://finance.yahoo.com/`$. They contain $`ca.`$1250 data points. After translating the financial time series into a text, one searches for words, and rank them according to their frequency. On a log-log paper, the best line fit slope is the Zipf exponent. Elsewhere we have already shown that the usual Zipf exponent $`\zeta `$  depends on the normalization process used to calculate the ranks. If the frequency $`f`$ of occurrence is normalized with respect to the theoretical one $`f^{}`$ , i.e. that expected for pure (stochastic) Brownian processes, one has $`f/f^{}`$ $`R^\zeta ^{}`$. The theoretical frequency expected for a letter in a text based on a binary alphabet, $`u,d`$ takes into account the number $`n`$ of characters, say of type $`d`$ ( and $`u`$), in a word. Suppose that in the text, the frequency of a $`d`$ ($`u`$) letter is $`p_d`$ ($`p_u`$). Usually, a bias exists, i.e. $`p_up_d`$. Therefore $`f^{}=p_u^{(mn)}p_d^{(n)}`$. Whether or not the $`\zeta `$ and $`\zeta ^{}`$ exponent depend on the bias has been examined elsewhere. The $`p_u`$ and $`p_d`$ values for the seven indices are reported in Table 1, together with the bias defined here as $`ϵ=p_u0.5`$. The linear tendency for the time interval is also given in Table 1. We have calculated overall Zipf exponent values, $`\zeta _{(m,k)}`$, and give the $`\zeta _{(5,2)}`$ value for the seven indices in Table 1.

In the spirit of the so called local (or better $`instantaneous`$) DFA method. We can consider that a Zipf exponent is time dependent, thus obtain a $`local`$ Zipf law and $`local`$ Zipf exponent. Only the case for $`m<`$8 letter words has been considered, but are not shown for lack of space. This $`m`$ value is so chosen within the financial idea background having motivated this study, e.g. $`m=5`$ is the number of days in a (bank) week !

In general a (one dimensional) financial index can be characterized by a so called Hurst exponent $`H`$, obtained as follows. The time series is divided into boxes of equal size, each containing a variable number of ”elements”. The local fluctuation at a point in one box is calculated as the deviation from the mean in that box. The $`cumulative`$ departure up to the $`j^{th}`$-point in the box is next calculated in all boxes. The rescaled range function is next calculated from the difference between the $`maximum`$ and the $`minimum`$, i.e. the range in units of the rms deviation in the box. The average of the rescaled range in all boxes with an equal size $`n`$ is next obtained and denoted by $`<R/S>`$. The above computation is then repeated for different box sizes $`s`$ to provide a relationship between $`<R/S>`$ and $`s`$, - which is expected to be a power law $`<R/S>s^H`$ if some scaling range and law exist.

If $`H=1/2`$ one has the usual Brownian motion. The signal is said to be persistent for $`H>1/2`$, and antipersistent otherwise. We have calculated the H urst exponent  by this rescaled range analysis  for the seven financial index signals. Their $`H`$ value and the corresponding error bar are given in Table 1. The error bars are those resulting from a best linear fit and a root mean square analysis.

Tests (not shown here) of the stochasticity (or not) of the data can be based on the surrogate data method  in which one randomizes either the sign of the fluctuations or shuffles their amplitude, and finally observes whether the error bars (or confidence intervals) of the raw signal and the surrogate data signal overlap.

## 3 Returns and basic Zipf strategy

The method is based on searching for the probability of a character sequence at the end of a word. We consider the case of what can happen the next day after a few ($`m1`$) days) only. Consider a word of length $`m1`$, and calculate in all boxes of size $`\tau `$ the probabilities $`p_u(t)`$ and $`p_d(t)`$ to have a character sequence ($`c_{tm3},\mathrm{},c_{t1},u`$) and ($`c_{tm3},\mathrm{},c_{t1},d`$) respectively, where $`c_t`$ represents the character at time $`t`$. Since only a $`k`$=2 alphabet is used, it is fair to develop a simple strategy based $`only`$ on the sign of the fluctuations, thus use a strategy similar to that one implemented in the ”instantaneous” DFA, i.e. when expecting correlated or anticorrelated fluctuations, in $`u`$ and $`d`$. In order to avoid investment activity when the choice probability is low we have used a $`strength`$ parameter for measuring the relative probabilities, i.e.

$$K(t)=\frac{p_u(t)p_d(t)}{p_u(t)+p_d(t)},$$
(1)
varying between 0 and 1, its value giving the number of shares bought (or sold) at a certain investment time.

Results are reported when windows (boxes) of size $`\tau =`$500 respectively are moved along the signal. This value corresponds to a 2 year type investment window. Notice that the $`local`$ exponents are usually larger than the average one, due to finite size effects.

In the $`Zipf_1`$ ($`Z1`$) strategy, we consider that if $`p_u(t)>p_d(t)`$, a ”buy order” is given. A ”sell order” is given for $`p_u(t)<p_d(t)`$. No order is given when both probabilities are equal. Results reported in Table 2 pertain to $`m`$= 3, 5, and 7 at the end of the 5 year interval. In the $`Zipf_2`$ ($`Z2`$) strategy the local linear trend is subtracted before calculating $`p_u(t)`$ and $`p_d(t)`$. The time dependent returns for $`Z1`$ and $`Z2`$ in the case $`m`$=3, 5, and 7, and for $`k`$=2 are given in Fig. 2 for the seven hereby considered financial indices. A return $`r(t)`$ (given in $`\%`$) is defined from

$$Bq(t)=Bq(t_0)[1+r(t)],$$
(2)
where $`Bq(t)`$ and $`Bq(t_0)`$ are the amount of money available at time $`t`$ and at the beginning $`t_0`$ of the investment period respectively, for a share of value $`q(t)`$ bought $`q(t_0)`$ at the starting date.

## 4 Conclusions

It appears (Table 2) that there is no immediate simple and general rule or universal optimum strategy. The latter depends on the volatility, i.e. the signal roughness and the local ($`m,k`$)-Zipf exponent value. From the implemented simple strategies, it occurs that ”the best returns” are usually for $`Z1`$ with $`m`$ = 5, except for NASDAQ for which a fine result arises from a $`Z1`$ with $`m`$ = 7, (or $`Z2`$ and $`m`$=5) and for the FTSE, with either $`Z1`$ or $`Z2`$ and $`m`$=7. This choice of the $`m`$ value and the $`Z1`$ strategy is conjectured to be good for large $`\zeta ^{}`$ and ”non Brownian” (large $`H`$) cases. However for quasi-Brownian signals (and high/low $`\zeta ^{}`$ ), then it is obvious that one has reduced losses for the NIKKEI when one chooses a $`Z1`$ strategy with $`m`$=7; this is a very large $`\zeta ^{}`$ case. This is rather similar to the FTSE case. Increased gains are found for $`S\&P`$ with $`Z1`$ and $`m`$=7, and for DJIA with $`Z1`$ and $`m`$=5, i.e. when $`\zeta ^{}`$ is close to 0.1. On the contrary for the $`HS`$ a $`Z2`$ and $`m=3`$ strategy should be better, i.e. for $`\zeta ^{}<<`$ 0.1. The situation is rather neutral for the DAX, the choice $`Z1`$, $`m`$=5 being favored.

Many other cases could be further considered, and theoretical work suggested : first one could wonder about signal stationarity. Next either a non linear (thus like a power law) trend or a periodic background could be subtracted from the raw signal, and the Zipf exponent time variation examined. Many other strategies are also available.

In summary, we have translated seven financial index signals each into a text based of two letters $`u`$ and $`d`$, according to the fluctuations as in a corresponding random walk. We have calculated the Zipf exponent(s) giving the relationship between the frequency of occurrence of words of length $`m<8`$ made of such ”letters” for a binary alphabet. We have introduced considerations based on the notion of a local (or ”time” dependent) Zipf law (and exponent). We have imagined two simple investment strategies taking into account the linear trend of the biased signal or not, and have reported the time dependence of the returns.

Acknowledgments

We thank K. Ivanova for stimulating discussions and comments.

Figure Captions

Figure 1 – The (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225) indices have been obtained from $`http://finance.yahoo.com/`$. They contain $`ca.`$1250 data points, from Jan. 01, 1997 till Dec. 31, 2001

Figure 2 – The time dependent returns for $`Z1`$ and $`Z2`$ in the case $`m`$=3, 5, and 7, and for $`k`$=2 for the seven considered financial indices


text:
# Origin of superconductivity transition broadening in MgB2

## 1 Introduction

Since the discovery of superconductivity in MgB2 , the upper critical fields have been one of the main interests. After succeeding in crystal growth , the anisotropy of critical field has been investigated by many research groups , since relatively large anisotropy was expected from the layered crystal structure. The anisotropy of $`H_{c2}`$ has been determined through the resistivity measurements, followed by specific heat and torque magnetometry measurements . Since a superconductivity transition in resistivity broadens in magnetic fields, critical temperature ($`T_c`$) has been determined from the onset temperature $`T_{on,\rho }`$, where resistivity starts to drop. The obtained anisotropy ratio $`H_{c2}^{ab}//H_{c2}^c`$ of about 3 at 25 K is in good agreement among the reports . However, contrary to the resistivity results, an ESR study first indicated much larger anisotropy ratio of 6-9 . One of the origins for this discrepancy in anisotropy ratio is the uncertainty of the $`T_c`$ determination, owing to the broadening in magnetic fields. Actually, if $`T_c`$ is determined by the temperature $`T_0`$ where resistivity vanishes, the higher anisotropy ratio of about 5 is obtained. This casts a question what is the physical meaning of the onset temperature $`T_{on}`$.

As to the resistive broadening, many explanations have been proposed; glassy state of vortices , surface superconductivity related to $`H_{c3}`$ , and two superconductivity gap effect . In the report of surface superconductivity  magnetization data played a critical role as the evidence for absence of bulk superconductivity, where no diamagnetic signal was observed in the $`T`$-range of resistivity broadening. Here, however, the small crystal size makes discussion unclear. More detailed measurement, especially magnetization study on larger single crystals has been desired.

Broadening of superconductivity transition is observed in various kinds of superconductors . It is usually due to a superconducting fluctuation, derived from a short coherence length ($`\xi `$) and a low-dimensionality. If we consider the superconducting parameters of MgB2 such as the high $`T_c`$ 40 K and the short coherence length $`\xi `$ 100 Å together with the anisotropy, it is likely that thermal fluctuation effect manifests itself near $`T_c`$. However, to our knowledge, there has been little report on the fluctuation effect in MgB2, except for two reports .

In this study we present the superconducting transition behavior of MgB2 single crystal, via $`\rho _{ab}`$, $`\rho _c`$ and magnetization. The onset temperature $`T_{on}`$ below which a sign of superconductivity is observed, is well determined in both resistivity and magnetization. The whole data support that the $`H_{c2}`$ is strongly affected by a thermal fluctuation of superconductivity.

## 2 Experimental

Single crystals of MgB2 were grown under high-pressure in Mg-B-N system . Resistivity was measured by a four-probe method. A typical dimension of the samples for in-plane resistivity measurements was 300$`\times `$100$`\times `$30 $`\mu `$m3. The dimension of a crystal for $`c`$-axis resistivity measurements was 200$`\times `$200 $`\mu `$m2 in the $`ab`$-plane and 150 $`\mu `$m along the $`c`$-axis. The temperature dependence of $`\rho _c`$ above $`T_c`$ is almost the same as that of $`\rho _{ab}`$, and the estimated anisotropy $`(\rho _c/\rho _{ab})^{0.5}`$ is about 3-7 . Electrical current ($`I`$) was changed from 0.05 mA up to 10 mA. A magnetic field up to 12 Tesla (T) was applied both parallel and perpendicular to the $`c`$-axis, and resistivity was measured by sweeping the temperature down to 5 K. In magnetization measurement, a commercial SQUID magnetometer (Quantum Design) was used. We have aligned 100 pieces of crystals on a sample holder, in order to gain a magnetization signal. The total weight of the sample was about 0.7 mg. Each crystal consists of a single domain and has a flat $`ab`$-surface. Magnetization measurements were carried out in a warming-up $`T`$\- sweep after zero-field cooling and a cooling-down sweep in a constant magnetic field up to 7 T in both directions parallel and perpendicular to the $`c`$-axis. We confirmed no sweep-rate dependence of the magnetization by measuring with a very slow sweep rate of 4 mK/min.

## 3 Results and discussion

Figure 1(a) shows the in-plane resistivity ($`\rho _{ab}`$) in magnetic fields parallel to the $`c`$-axis ($`H//c`$). Although the superconducting transition at $`H=0`$ is very sharp, the transition becomes broader with increasing the magnetic field. The resistivity remains finite even at the lowest temperature in high magnetic fields. The $`c`$-axis resistivity ($`\rho _c`$) also shows a broadened SC transition in $`H//c`$ (Fig. 1(b)). As is similar to the case of $`\rho _{ab}`$, the resistive broadening in $`\rho _c`$ is enhanced with increasing the magnetic field, and the degree of broadening is very similar to that in $`\rho _{ab}`$. On the other hand, the resistive broadening is narrower in fields parallel to the $`ab`$-plane ($`H//ab`$), as is shown in Figs. 2 (a) and (b). For example, the broadening width $`\mathrm{\Delta }T_c`$ 1 K at $`H(//ab)`$=2 T, while $`\mathrm{\Delta }T_c`$ 7 K at $`H(//c)`$=2 T. Even for $`H//ab`$, resistive broadening is clearly observed at high enough fields. It should be noted that the broadening behavior is very similar in $`\rho _{ab}`$ and $`\rho _c`$. The results in Figs. 1 and 2 suggest that a broadening width in a magnetic field is determined only by the direction of external field, being independent of the current direction. Therefore, the flux creep by a Lorentz force cannot be the origin of resistivity broadening. This broadening nature is reminiscent of the vortex properties in High-$`T_c`$ cuprate superconductor .

In order to examine whether the resistivity drop corresponds to bulk superconductivity or not, we measured magnetization of the aligned mosaic sample. Figure 3(a) shows the magnetization for $`H//c`$ near $`T_c`$. For comparison, the in-plane resistivity ($`\rho _{ab}`$) is presented in Fig. 3(b). Broadening of superconductivity transition is observed not only in resistivity but also in magnetization. The onset temperature of magnetization ($`T_{on,M}`$) is much higher than zero resistivity temperature $`T_{0,\rho }`$, and comparable to $`T_{on,\rho }`$. The diamagnetic signal near $`T_{on,M}`$ and $`T_{on,\rho }`$ is of the order of 10-6 emu for 100 pieces of crystals. If only one piece of crystal were measured, the diamagnetic signal could not be detected in this $`T`$-range, since the resolution of the magnetometer is of the order of 10-8 emu. The absolute diamagnetic signal from $`T_{on}`$ to $`T_{0,\rho }`$ ($`|M(T_{on,M})M(T_{0,\rho })|/V`$) is of the order of 0.1 Gauss/cm3, on the assumption that a whole volume of the sample ($`V`$) contributes to the diamagnetism. The diamagnetic signal above $`T_{0,\rho }`$ was strongly suppressed with increasing $`H`$ and eventually became undetectable at $`H`$ 4 T, although resistivity shows a drop as a sign of superconductivity.

Also in $`H//ab`$, the magnetization shows broadening of SC transition, but with a narrower width than the case of $`H//c`$ owing to the anisotropy in the superconducting state (Fig. 4). In this field direction, $`T_{on,M}`$ is nearly equal to $`T_{on,\rho }`$ but 1$``$2 K higher than $`T_{0,\rho }`$. For a polycrystalline MgB2 in which crystal axes of grains are randomly oriented, the magnetic properties below $`T_c`$ is dominated by the $`H//ab`$ component because of the higher critical field in this field direction. Since a large volume is available for a polycrystalline sample, even a small diamagnetic response can easily be detectable. This is the reason why a good correspondence of the critical field between resistivity and magnetization was reported for polycrystalline MgB2 , whereas a small signal may have been missed in the measurements of single crystal .

For discussion, it may be useful to examine the other examples of resistive broadening. In high-$`T_c`$ superconducting cuprate (HTSC), it is widely accepted that $`H_{c2}`$ is not well defined, owing to a strong thermal fluctuation in comparison to the superconducting condensation energy. As a consequence of fluctuation, vortex liquid state is observed in a wide temperature range. For the case of MgB2, the coherence length is much shorter than those for conventional superconductors. It leads to weakness of SC for thermal disturbance. The effect of thermal fluctuation on superconductivity is evaluated by the condensation energy $`E_c`$ per coherence volume $`V_c`$, $`V_cE_c=\xi _{ab}^2\xi _cN(0)\mathrm{\Delta }^2/2`$, since nucleation of superconductivity occurs fractionally within this volume near $`T_c`$. By using the reported values of $`\xi _{ab}`$=68Å, $`\xi _c`$=23Å, $`N(0)`$=0.25 states/eV-cell , and $`2\mathrm{\Delta }`$=106 cm-1 , we obtain $`V_cE_c`$ $``$ 20 meV. This is orders of magnitude lower than those of the conventional superconductors. Furthermore, if the smaller gap  is taken into account, $`V_cE_c`$ related to this gap becomes the same order as $`k_BT_c`$=3.4 meV. Therefore, it is likely that superconducting fluctuation effect is prominent in MgB2, and that the $`H_{c2}`$ of MgB2 is not well determined. Here it should be noted that the specific heat  and the thermal conductivity  for single crystal MgB2 hardly show a clear superconductivity signal above $`T_{0,\rho }`$ . It suggests that thermodynamical transition temperature is defined at $`T_{0,\rho }`$ rather than at $`T_{on,\rho }`$. In this case, $`T_{on}`$ is the characteristic temperature at which superconducting fluctuation becomes conspicuous.

The degree of fluctuation can be estimated from the criterion $`|T_cT|T_cG_i`$, where $`G_i=(T_c/H_c^2\xi _c\xi _{ab}^2)/2`$ is the Ginzberg number and $`H_c`$ is thermodynamic critical field . For the present case, the value $`T_cG_i`$ is much smaller than $`10^2`$ K, suggesting a negligible fluctuation effect at zero magnetic field. On the other hand, the situation is different at sufficiently high magnetic field $`H`$, where the cyclotron radius of Cooper pair $`r_0=(\varphi _0/2\pi H)^{0.5}`$ becomes shorter than the coherence length . The critical temperature region in $`H//c`$ can be estimated as $`|T_{cH}T|(k_BH/\mathrm{\Delta }C\varphi _0\xi _c)^{2/3}T_{c0}`$, where $`k_B`$ is the Boltzmann constant, $`\mathrm{\Delta }C`$ is specific heat jump, and $`\varphi _0`$ is a quantum flux. Since $`\xi _{ab}`$ 100 Å, $`r_0`$ becomes shorter than $`\xi _{ab}`$ at $`H`$ 3 T. With using $`\mathrm{\Delta }C/k_B`$=3.3$`\times 10^{20}`$ carriers/cm3 , $`H`$=3 T, and $`\xi _c=23`$ Å , the critical temperature region of 0.6 K is obtained. It is large enough to introduce broadening of the superconducting transition in MgB2. The narrower broadening in $`H//ab`$ may also be explained by the same model. In $`H//ab`$, $`\xi _c`$ should be compared with $`r_0`$. Therefore, a larger field $`H`$ is necessary to manifest fluctuation effect, because $`\xi _c<\xi _{ab}`$.

The origin of the resistive broadening has been discussed in relation to the non-ohmic behavior . Figure 5 shows an example of resistive broadening, measured with different current densities. In the figure Sample A and Sample B were taken from the same batch, and had been preserved in the same dry box. The only difference between them is the crystal width. Namely the sample dimension perpendicular to the current direction is three times larger in Sample B than in Sample A, which gives a different current density for the same current value. The resistivity curves of these two samples are similar when the current $`I`$=8 mA. With decreasing the current, both samples show non-ohmic behavior, but more remarkable change of $`\rho (T)`$-curve is seen in Sample A than in Sample B. Eventually the $`\rho (T)`$-curve in sample A shows little change with reducing current. The resistive curves in the low current regime show a clear difference between the samples. In Sample A, the resistivity steeply decreases as the temperature decreases from $`T_{on}27`$ K, creating a concave curvature, while a moderate decrease is seen in Sample B. These phenomena strongly suggest that the resistive curves are governed by some surface effect, since a bulk critical behavior should be determined by the current density.

A possible explanation for the above current-dependence is surface superconductivity . However, the observed diamagnetic signal in between $`T_{on}`$ and $`T_{0,\rho }`$ is too large to be attributed to the surface superconductivity . Furthermore, the resistive broadening is observable even in $`H//ab`$, in which surface superconductivity should be negligible. Therefore we conclude that the resistivity drop in the critical $`T`$-region originates from a bulk superconducting fluctuation.

By taking these facts into consideration, we propose a possibility of surface barrier effect  for the origin of non-ohmic behavior and the different resistivity curve with low current in Fig. 5. In this case, a substantial current flows on the side-surface of the crystals in a magnetic field because of a high critical current due to the surface barrier. The temperature dependence of resistivity in $`H//c`$ is determined by the two components, the bulk resistance $`R_{bulk}`$ and surface barrier resistance $`R_{sf}`$, as $`1/\rho 1/R_{bulk}+1/R_{sf}`$. Since the side surface area is common for the two crystals, the difference of the current dependence is ascribed to the $`1/R_{bulk}`$; $`1/R_{bulk}`$ in Sample A is about three times smaller than that in Sample B due to the three times narrower width in the dimensions. Correspondingly the effect of $`1/R_{sf}`$ is more obvious in Sample A. Therefore the non-ohmic behavior can be attributed primarily to the change in $`R_{sf}`$ with the current. On the other hand, the resistive curve for Sample B, in which less contribution of $`1/R_{sf}`$ is expected, shows a similar convex curvature as seen in $`H//ab`$ even with the lowest current, which is reminiscent of a sharp decrease of $`R_{bulk}`$ expected near $`T_c`$ in a mean-field fluctuation.

Finally we show the magnetic phase diagram for MgB2 in Fig. 6. Irrespective of the experimental methods, the data points are well on the same curves. Here, $`T_{0,M}`$ is defined by the maximum of $`d^2T/dM^2`$. $`T_{on}`$ is the characteristic temperature below which superconductivity order parameter develops, while the critical temperature for a bulk superconductivity is close to $`T_0`$. Then, the area between $`H(T_{on})`$ and $`H(T_0)`$-lines turns out to be the superconducting fluctuation region. In the magnetization, irreversibility temperatures are not well resolved.

It should be noted that, in each direction of magnetic field, the slope of $`H_{on}`$ is enhanced at higher magnetic fields. This may be ascribed to the increase of superconducting fluctuation, because of the dimensionality change due to the suppression of the 3D-like $`\pi `$-band gap in high magnetic fields.

## 4 Summary

We report the superconducting transition properties of MgB2 in magnetic fields. In both resistivity and magnetization, an enhancement of the transition broadening was observed with increasing field. This suggests that the broadening is not due to a surface superconductivity but to a superconducting fluctuation including vortex liquid and/or glass state. The effect of superconducting fluctuation is estimated from the coherence length and the gap energy. We discussed the origin of non-ohmic behavior in $`H//c`$, by comparing the resistivities for the crystals with different widths in the dimensions. It is most likely that the non-ohmic behavior between $`T_{on,\rho }`$ and $`T_{0,\rho }`$ is due to the surface barrier effect.

## 5 Acknowledgements

This work was supported by New Energy and Industrial Technology Development Organization (NEDO) as Collaborative Research and Development of Fundamental Technologies for Superconductivity Applications.


text:
# Experimental demonstration of tripartite entanglement and controlled dense coding for continuous variables

## Abstract

A tripartite entangled state of bright optical field is experimentally produced using an Einstein-Podolsky-Rosen entangled state for continuous variables and linear optics. The controlled dense coding among a sender, a receiver and a controller is demonstrated by exploiting the tripartite entanglement. The obtained three-mode position correlation and relative momentum correlation between the sender and the receiver and thus the improvements of the measured signal to noise ratios of amplitude and phase signals with respect to the shot noise limit are 3.28dB and 3.18dB respectively. If the mean photon number $`\overline{n}`$ equals 11 the channel capacity can be controllably inverted between 2.91 and 3.14. When $`\overline{n}`$ is larger than 1.0 and 10.52 the channel capacities of the controlled dense coding exceed the ideal single channel capacities of coherent and squeezed state light communication.

PACS numbers(s): 42.50.Dv, 03.67.Hk, 03.65.Ta

Quantum entanglement shared by more than two parties is the essential base for developing quantum communication network and quantum computation. The three-particle entangled states for discrete variables, called also Greenberger-Horne-Zeilinger (GHZ) states, have been proposed and then experimentally realized with optical system consisting of nonlinear ($`\chi ^2`$) crystal, pulse laser and linear optical elements and with nuclear magnetic resonance. The controlled dense coding for discrete variables using a three-particle entangled state has been proposed. Recently, under the motivation of the successful experiments on continuous-variable quantum teleportation and quantum dense coding, the schemes demonstrating quantum teleportation network and controlled dense coding for quantum variables with a continuous spectrum using multipartite entanglement have been theoretically proposed. So far to the best of our knowledges, the experimental report on the generation of multipartite entangled states for continuous variables and its application has not been presented.

In this paper we report the first experimental demonstration of quantum entanglement among more than two quantum systems with continuous spectra. The tripartite entangled state is produced by distributing a two-mode squeezed state light to three parties using linear optics. The obtained tripartite entangled optical beams are distributed to a sender (Alice), a receiver (Bob) and a controller (Claire) respectively. The information transmission capacity of the quantum channel between Alice and Bob is controlled by Claire. The channel capacity accomplished under Claire’s help is always larger than that without his help. For the large mean photon number($`\overline{n}>10.52`$), the channel capacity of the controlled dense coding communication exceeds that of ideal squeezed state communication.

Fig.1 is the schematic of the experimental setup for tripartite entanglement generation and controlled dense coding. A semimonolithic nondegenerate optical parameter amplifier (NOPA) involving an $`\alpha `$–cut type-II KTP crystal and pumped by an intracavity frequency-doubled and frequency-stabilized Nd:YAP/KTP laser serves as the initial bipartite entanglement source. The configuration and operation principle of this source have been detailedly described in our previous publications. The output optical modes with horizontal and vertical polarizations from the NOPA operating at deamplification, $`\widehat{b}_1`$ and $`\widehat{b}_2`$ , are a pair of bright Einstein-Podolsky-Rosen(EPR) entangled beams with anticorrelated amplitude quadratures and correlated phase quadratures. The polarizations of $`\widehat{b}_1`$ and $`\widehat{b}_2`$ are rotated by a half-wave plate ($`\lambda `$/2) the optical axis of which is in $`\theta =45^0\frac{1}{2}arcsin(\frac{\sqrt{2}1}{\sqrt{6}})`$ relative to the horizontal direction, then the beams pass through a polarizing-beam-splitter (PBS) with horizontal and vertical polarizations. The output beam $`\widehat{b}_2^{}`$ is splitted again by a 50/50 beam-splitter consisting of a half-wave plate ($`\lambda /2`$) and a PBS to modes $`\widehat{c}_2`$ and $`\widehat{c}_3`$. In Ref. we have proved theoretically that the modes $`\widehat{c}_1,`$ $`\widehat{c}_2`$ and $`\widehat{c}_3`$ are in a tripartite entangled state which is a ”three-mode position eigenstate” with the quantum correlations of total position quadratures($`\widehat{X}_{\widehat{c}_1},`$ $`\widehat{X}_{\widehat{c}_2}`$and $`\widehat{X}_{\widehat{c}_3}`$)and relative momentum quadratures ($`\widehat{Y}_{\widehat{c}_1},`$ $`\widehat{Y}_{\widehat{c}_2}`$and $`\widehat{Y}_{\widehat{c}_3}`$)(see Fig.4 of Ref.8 for the case of $`r_2=0`$). The outgoing tripartite entangled state for continuous variables, a bright ”GHZ-like” state is utilized to implement the controlled dense coding.

The entangled beams $`\widehat{c}_1,`$ $`\widehat{c}_2`$ and $`\widehat{c}_3`$ are sent to Alice ,Bob and Clarie, respectively. Alice modulates two sets of classical signals, which she wants to send to Bob, on the amplitude and phase quadratures of her mode $`\widehat{c}_1`$by amplitude and phase modulators AM and PM .For example, a specific encoding scheme of binary pulse code modulation, in which the data are independently encoded as two trains of 1 and 0 pulse signals at some radio frequency (rf)on the amplitude and phase quadratures, can be applied. The modulations on mode $`\widehat{c}_1`$lead to a displacement of $`a_s:`$

$$\widehat{c}_1^{}=\widehat{c}_1+a_s,$$
(1)
where $`a_s=X_s+iY_s`$ is the sent signal via the quantum channel. The outgoing mode $`\widehat{c}_1^{}`$is sent to Bob who imposes a phase difference of $`\pi `$/2 between $`\widehat{c}_1^{}`$and himself mode $`\widehat{c}_2`$with a phase-shifter(PS), and then combines the two modes on a 50/50 beam-splitter consisting of two PBS and a $`\lambda /2`$ wave-plate. The two bright output beams from BS2 are directly detected by photodiodes D1 and D2. The each photocurrent of D1 and D2 is divided into two parts with power splitters RF1 and RF2. Through analogous calculation with that used in Ref. but taking into account the imperfect detection efficiency of the detectors($`\eta <1`$for D1,D2 and D3) and the nonzero losses of optical systems($`\xi _10`$ for $`\widehat{c}_1`$and $`\widehat{c}_2,\xi _20`$ for $`\widehat{c}_3`$) the noise power spectra of the sum and difference photocurrents are expressed by:

$`\delta ^2\widehat{i}_+`$ $`=`$ $`\eta ^2\xi _1^2{\displaystyle \frac{e^{2r}+8e^{2r}9}{12}}+1+{\displaystyle \frac{1}{2}}V_{X_s}`$ (2)
$`\delta ^2\widehat{i}_{}`$ $`=`$ $`3\eta ^2\xi _1^2{\displaystyle \frac{e^{2r}1}{4}}+1+{\displaystyle \frac{1}{2}}V_{Y_s}`$ (3)
where $`r`$ is the squeezing parameter of the EPR beams ($`0r<\mathrm{}`$), $`V_{X_s}`$ and $`V_{Y_s}`$ are the fluctuation variances of the modulated signals ($`X_s,Y_s`$). We can see from Eq.(2), for $`r>0`$,the quantum fluctuation $`\delta ^2\widehat{i}_+`$ is always larger than $`\delta ^2\widehat{i}_{}`$, and the larger the $`r`$ is, the bigger the deviation between $`\delta ^2\widehat{i}_+`$ and $`\delta ^2\widehat{i}_{}`$ is. If $`r\mathrm{}`$, Bob only can gain the phase signal with high accuracy beyond the shot noise limit (SNL), however, he can not gain the amplitude signal that is submerged in large noise. For extracting the amplitude signal Bob have to have the Claire’s result of the amplitude-quadrature detection. Claire detects the amplitude quadrature of mode $`\widehat{c}_3`$with photodiode D3 and sends the measured photocurrent to Bob. Bob displaces the Claire’s result on the sum photocurrent :

$`\widehat{i}_+^{}`$ $`=`$ $`\widehat{i}_++g\widehat{i}_3`$ (4)
$`=`$ $`{\displaystyle \frac{\eta \xi _1}{\sqrt{2}}}(\widehat{X}_{\widehat{c}_1^{}}+\widehat{X}_{\widehat{c}_2})+g\eta {\displaystyle \frac{\xi _2^2}{\xi _1}}\widehat{X}_{\widehat{c}_3}+{\displaystyle \frac{\eta \sqrt{1\xi _1^2}}{\sqrt{2}}}(\widehat{X}_{v_{\widehat{c}_1}}`$ (7)
$`+\widehat{X}_{v_{\widehat{c}_2}})+{\displaystyle \frac{\sqrt{1\eta ^2}}{2}}(\widehat{X}_{v_{D_1}}+\widehat{Y}_{v_{D_1}}+\widehat{X}_{v_{D_2}}\widehat{Y}_{v_{D_2}})`$
$`+{\displaystyle \frac{g\eta \xi _2^2\sqrt{1\xi _2^2}}{\xi _1}}\widehat{X}_{v_{\widehat{c}_3}}+{\displaystyle \frac{g\xi _2\sqrt{1\eta ^2}}{\xi _1}}\widehat{X}_{v_{D_3}}+{\displaystyle \frac{1}{\sqrt{2}}}X_s,`$
where $`g`$ describes gain at Bob for the transformation from Claire’s photocurrent to his sum photocurrent. The optimal gain for attaining the minimum variances of the sum photocurrent is $`g_{opt}=\frac{(e^{4r}+3e^{2r}4)\eta ^2\xi _1^2}{\sqrt{2}(e^{4r}\eta ^2\xi _2^23e^{2r}\eta ^2\xi _2^2+6e^{2r}+2\eta ^2\xi _2^2)}`$. It is easy to be seen, for larger squeezing the optimum gain of the sum photocurrent is $`g=\frac{1}{\sqrt{2}}`$. For simplification and without losing generality, we take $`g=\frac{1}{\sqrt{2}}`$ in the following calculation and experiment, so the power fluctuation spectrum of sum photocurrent of three modes equals to :

$`\delta ^2\widehat{i}_+^{}`$ $`=`$ $`{\displaystyle \frac{1}{12}}\{e^{2r}\eta ^2({\displaystyle \frac{\xi _2^2\xi _1^2}{\xi _1}})^2+2e^{2r}\eta ^2({\displaystyle \frac{\xi _2^2+2\xi _1^2}{\xi _1}})^2`$ (10)
$`3({\displaystyle \frac{\xi _2^4}{\xi _1^2}}\eta ^24+3\eta ^2\xi _1^2+2\xi _2^2\eta ^22{\displaystyle \frac{\xi _2^2}{\xi _1^2}})\}`$
$`+{\displaystyle \frac{1}{2}}V_{X_s}.`$
Eq.(4) shows that Bob can also gain the amplitude signal with a sensitivity beyond SNL under the help of Claire.

Fig.2(a) is the measured noise power spectra of the amplitude sums $`\delta ^2\widehat{i}_+^{}`$(trace 3) and $`\delta ^2\widehat{i}_+`$(trace 2). In trace 2 the modulated amplitude signal at 2MHz is submerged in the noise floor of $`\delta ^2\widehat{i}_+`$ and in trace 3 the modulated signal emerges from the reduced noise floor of $`\delta ^2\widehat{i}_+^{}`$ due to the help of Claire. The measured noise floor of trace 3 is $`1.57`$dB lower than that of trace 2. After the correction to the electronics noise floor(trace4) which is $`7.83`$dB below the SNL(trace1), the noise reductions of $`(\widehat{X}_{\widehat{c}_1}+\widehat{X}_{\widehat{c}_2}+\widehat{X}_{\widehat{c}_3})`$ and $`(\widehat{X}_{\widehat{c}_1}+\widehat{X}_{\widehat{c}_2})`$ relative to SNL should actually be $`3.28`$dB and 1.19dB(The difference of 1.57dB should be corrected to 2.09dB). The results definitely confirm the existence of the quantum correlation among three amplitude quadratures of modes $`\widehat{c}_1,`$ $`\widehat{c}_2`$ and $`\widehat{c}_3`$. The signal modulated on the phase quadrature at 2MHz is detected by Bob directly. The noise power spectrum of phase quadratures between the pair of $`\widehat{c}_1`$ and $`\widehat{c}_2`$ modes is shown in Fig.2(b). Trace 2 is the measured noise power spectrum of ($`\widehat{Y}_{\widehat{c}_1}`$ $`\widehat{Y}_{\widehat{c}_2}`$) which is $`2.66`$dB below the SNL(trace 1). Accounting for the electronics noise (trace 3), it should be $`3.18`$dB below the SNL actually. Substituting the measured noise power of $`\delta ^2\widehat{i}_+,\delta ^2\widehat{i}_+^{}`$ and $`\delta ^2\widehat{i}_{}`$ from Fig.2 into the Eqs.(2) and (4), we calculate the squeezing parameter $`r_{\mathrm{exp}}=0.674`$(5.85dB squeezing after the correction)(The parameters $`\delta ^2\widehat{i}_+=0.76`$, $`\delta ^2\widehat{i}_+^{}=0.47`$, $`\delta ^2\widehat{i}_{}=0.48`$, $`\xi _1^2=98.7\%`$, $`\xi _2^2=93.7\%`$, $`\eta ^2=95.0\%`$ are taken in the calculation according to the experimental values).

Fig.3 is the functions of the normalized fluctuation variances of $`\delta ^2\widehat{i}_{}`$, $`\delta ^2\widehat{i}_+`$ and $`\delta ^2\widehat{i}_+^{}`$ versus the squeezing parameter $`r`$, where $`\xi _1,\xi _2,\eta `$ and $`g=\frac{1}{\sqrt{2}}`$ are the values for the experimental system. $`\delta ^2\widehat{i}_+^{}_{opt}`$ is the fluctuation variance of the amplitude sum of three modes when the optimal gain $`g_{opt}`$ is applied. We can see, the difference between $`\delta ^2\widehat{i}_+^{}_{opt}`$ and $`\delta ^2\widehat{i}_+^{}`$ is quite small (0.035) for the experimental squeezing $`r_{\mathrm{exp}}=0.674`$ and the difference tends to zero for larger $`r.`$ $`\delta ^2\widehat{i}_+^{}`$ is smaller than $`\delta ^2\widehat{i}_+`$ and increasing $`r`$ , $`\delta ^2\widehat{i}_+`$ increases, however $`\delta ^2\widehat{i}_+^{}`$ decreases. The results clearly exhibit the tripartite entanglement among $`\widehat{c}_1,`$ $`\widehat{c}_2`$ and $`\widehat{c}_3`$ modes. When $`r_{\mathrm{exp}}=0.674,`$ $`\delta ^2\widehat{i}_+^{}`$ is 0.29 lower than $`\delta ^2\widehat{i}_+.`$ As shown in Eq.(2) and Fig.(3), generally, the noise floor of amplitude signal is not equal to that of phase signal, which is because the discussed state is not a maximal GHZ state and decoding amplitude signal must have the aid of Claire’s classical information and phase signal only needs the joint measurement of $`\widehat{c}_1`$ and $`\widehat{c}_2`$ modes.

Following the theoretical calculations on the quantum channel capacity for dense coding in Ref. we calculate the channel capacity of the presented experimental system. The channel capacities with and without Claire’s help can be deduced from Eqs.(2) and (4):

$`C_{nc}^{dense}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}[(1+{\displaystyle \frac{\sigma ^2}{\delta ^2\widehat{i}_{}}})(1+{\displaystyle \frac{\sigma ^2}{\delta ^2\widehat{i}_+}})]`$ (11)
$`C_c^{dense}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}[(1+{\displaystyle \frac{\sigma ^2}{\delta ^2\widehat{i}_{}}})(1+{\displaystyle \frac{\sigma ^2}{\delta ^2\widehat{i}_+^{}}})]`$ (12)
where, $`\sigma ^2`$ is the average value of the signal photon number and the mean photon number per mode $`\stackrel{}{n}=\sigma ^2+\mathrm{sinh}^2r`$. The dependences of the channel capacities for ideal single mode coherent state ($`C^{ch}=\mathrm{ln}(1+\stackrel{}{n})`$) and squeezing state ($`C^{sq}=\mathrm{ln}(1+\stackrel{}{2n})`$) on the mean photon number $`\stackrel{}{n}`$ are given in Fig.4 to compare with that of controlled dense coding with ($`C_c^{dense})`$ and without ($`C_{nc}^{dense}`$) Claire’s help according to Eq.5 and taking the experimental parameters. For the given squeezing ($`r_{\mathrm{exp}}=0.674)`$, when the mean photon number $`\stackrel{}{n}`$ is larger than 1.00(1.31) and 10.52 the channel capacities of the controlled dense coding with(without) the help of Claire exceed that of coherent state and squeezed state communication. By increasing the average signal photon number $`\sigma ^2,`$ the channel capacity of quantum dense coding can be improved. The channel capacity with the help of Claire ($`C_c^{dense})`$ is always larger than that without his help ($`C_{nc}^{dense}`$) which is just the result of three-partite entanglement. For example, when $`\overline{n}=11,`$ the channel capacity of the presented system can be controllably inverted between 2.91 and 3.14.

In conclusion, we experimentally obtained bright tripartite entangled state light and accomplished the quantum controlled dense coding for the continuous variables. We deduced the formulae designating the tripartite entanglement among amplitude and phase quadratures of three modes in the case of accounting for the influences of imperfect detection efficiency and the losses of optical system and using gain $`g=\frac{1}{\sqrt{2}}`$. The experiment shows that using the limited squeezing the channel capacity of the controlled dense coding can exceed that of coherent state and squeezed state communication when the signal photon number is larger than a certain value. The mature technique of optical parametric amplification, the simple linear optical system and the direct measurement for Bell state are used in the presented scheme, thus the experimental implementation is significantly simplified. The presented schemes generating tripartite entanglement and achieving controlled dense coding are valuable for developing future information network of quantum systems with continuous spectra.

This research was supported by the National Fundamental Research Natural Science Foundation of China (Grant No.2001CB309304), the National Natural Science Foundation of China (Grant. No. 60238010, 60178012) and the Shanxi Province Young Science Foundation (Grant No.20021014).

Caption

Fig.1 Experimental setup for tripartite entanglement generation and controlled dense coding.

Fig.2(a) The noise power spectra of amplitude sums $`\delta ^2\widehat{i}_+^{}`$(trace 3) and $`\delta ^2\widehat{i}_+`$(trace 2), trace 1—shot noise limit(SNL), trace 4—Electronics noise level(ENL), measured frequency range: 1.5MHz-2.5MHz, resolution bandwidth 30KHz, video bandwidth 0.1KHz.

Fig.2(b) The noise power spectra of phase difference $`\delta ^2\widehat{i}_{}`$(trace 2), trace 1—SNL, trace 3—ENL, measured frequency range: 1.5MHz-2.5MHz, resolution bandwidth 30KHz, video bandwidth 0.1KHz.

Fig.3 The variances of amplitude sums $`\delta ^2\widehat{i}_+,\delta ^2\widehat{i}_+^{}`$ $`\delta ^2\widehat{i}_+^{}_{opt}`$ and phase difference $`\delta ^2\widehat{i}_{}`$ versus the squeezing parameter $`r`$ with beam propagation efficiency $`\xi _1^2=98.7\%`$, $`\xi _2^2=93.7\%`$, and the quantum efficiency of detector $`\eta ^2=95.0\%`$.

Fig.4 Channel Capacities for the controlled dense coding with ($`C_c^{dense}`$) and without ($`C_{nc}^{dense}`$) Claire’s help, single-mode coherent state with heterodyne detection , and squeezed state ($`C^{sq}`$) communication. The parameters are same with Fig.3.