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# The maximal spectral radius of a digraph with (𝑚+1)²-𝑠 edges

## 1. Introduction

By a *digraph* we understand a finite directed graph with no multiple edges, but possibly loops. Let $`G(m,p,q)`$ be the digraph on $`\{1,\mathrm{},m+1\}`$, where there is an edge from $`i`$ to $`j`$ if $`i,jm`$ or if $`ip`$ and $`j=m+1`$ or if $`i=m+1`$ and $`jq`$. Let $`M(G(m,p,q))=M(m,p,q)`$ denote the adjacency matrix of $`G(m,p,q)`$; it is a 0-1 matrix with $`m^2+p+q`$ ones. If $`𝕀_{a,b}`$ denotes the $`a\times b`$ matrix with all ones, and $`𝕆_{a,b}`$ the matrix with all zeroes, then

$$M(m,p,q)=\left[\begin{array}{cc}𝕀_{m,m}& \begin{array}{c}𝕀_{p,1}\\ 𝕆_{mp,1}\end{array}\\ & \\ \begin{array}{cc}𝕀_{1,q}& 𝕆_{1,mq}\end{array}& 0\end{array}\right].$$
(1)
For $`0<\mathrm{}<2m+1`$, we put $`M(m,\mathrm{})=M(m,\mathrm{}/2,\mathrm{}\mathrm{}/2)`$, i.e. the $`M(m,p,q)`$-matrix with $`p+q=\mathrm{}`$,$`pq`$, $`pq`$ minimal. We denote the corresponding digraph with $`G(m,\mathrm{})`$. As an example, $`G(5,2,1)=G(5,3)`$ is shown in figure 1, and has adjacency matrix

$$M(5,2,1)=M(5,3)=\left[\begin{array}{cccccc}1& 1& 1& 1& 1& 1\\ 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 0\\ 1& 1& 0& 0& 0& 0\end{array}\right]$$
(2)
Friedland \[Fri85\] showed that for a fixed $`\mathrm{}`$ there is an $`L(\mathrm{})`$ such that for $`mL(\mathrm{})`$ the maximal spectral radius of a 0-1 matrix with $`m^2+\mathrm{}`$ ones is achieved by the matrix $`M(m,\mathrm{})`$. He conjectured that for any $`m,\mathrm{}`$, $`0<\mathrm{}<2m+1`$, the maximal spectral radius of a 0-1 matrix with $`m^2+\mathrm{}`$ ones is achieved by some $`(m+1)\times (m+1)`$ matrix. For $`m^2+\mathrm{}=(m+1)^24`$, he showed that the optimal matrix is *not* $`M_{m,\mathrm{}}`$ but rather

$$\left[\begin{array}{cc}𝕀_{m1,m1}& 𝕀_{m1,2}\\ & \\ 𝕀_{2,m1}& 𝕆_{2,2}\end{array}\right]$$
(3)
It is reasonable to believe that this is the *only exception* and that for other $`\mathrm{}`$, $`M(m,\mathrm{})`$ is optimal.

We show a weaker result: for a fixed $`s4`$ there is an $`S(s)`$ such that for $`mS(s)`$ the maximal spectral radius of a digraph with $`(m+1)^2s`$ edges is achieved by the digraph $`G(m,2m+1s)`$.

Our main tools are the following:

1. A combinatorial reciprocity theorem by Gessel \[Ges77\] which asserts that for a digraph $`A`$, the generating series

$$H_A(t)=\underset{n=0}{\overset{\mathrm{}}{}}\chi _n(A)t^n,$$
(4)
of $`\chi _n(A)`$, the number of walks of length $`n1`$ in $`A`$, is related to the series of the complementary digraph by $`H_A(t)H_{\overline{A}}(t)=1`$,
2. A classification by Backelin \[Bac95\] of the digraphs of $`s`$ edges with maximal number of walks of length 2.

The proof runs as follows: Backelin’s classification shows that for $`s>6`$, $`m`$ sufficiently large, the digraph with the following adjacency matrix has the maximal number of walks of length 2 among digraphs with $`s`$ edges and $`m+1`$ vertices:

$$\left[\begin{array}{cc}𝕆_{m,m}& \begin{array}{c}𝕆_{ms/2,1}\\ 𝕀_{s/2,1}\end{array}\\ & \\ \begin{array}{cc}𝕆_{1,ms/2}& 𝕀_{1,ms/2}\end{array}& 1\end{array}\right].$$
(5)
The generating series for walks in that graph is

$$1+(m+1)t+st^2+ct^3+O(t^4),$$

so the generating series for the complementary graph, which has adjacency matrix $`M(m,2m+1s)`$, is

$$\frac{1}{1(m+1)t+st^2ct^3+O(t^4)}.$$

For any other digraph with $`s`$ edges and $`m+1`$ vertices, we have that the generating series is

$$\frac{1}{1(m+1)t+st^2dt^3+O(t^4)},$$

with $`d<c`$. A perturbation analysis yields that pole of smallest modulus is located at $`m^1+sm^3cm^4`$ in the first case and at $`m^1+sm^3dm^4`$ in the second, so the first series has smaller radius of convergence, hence faster growth of the coefficients. Consequently, the first graph has the larger spectral radius.

## 2. The proof

For any digraph $`A`$, let

$$H_A(t)=\underset{n=0}{\overset{\mathrm{}}{}}\chi _n(A)t^n,$$
(6)
where $`\chi _n(A)`$ denotes the number of walks of length $`n`$ in $`A`$, so that $`\chi _0(A)=1`$, $`\chi _1(A)=`$ the number of vertices in $`A`$, and $`\chi _1(A)=`$ the number of edges in $`A`$. Let

$$R(A)=\frac{1}{lim_n\mathrm{}\sqrt[n]{\chi _n(A)}}$$
(7)
be the radius of convergence of $`A`$, and let $`\rho (A)=1/R(A)`$. If the adjacency matrix $`M(A)`$ of $`A`$ is irreducible then $`\rho (A)>0`$ is the largest eigenvalue of $`M(A)`$.

For $`(m+1)^2s>m^2+1`$, let $`𝒟(m,s)`$ denote the finite set of digraphs on $`\{1,\mathrm{},m+1\}`$ having precisely $`(m+1)^2s`$ edges. Let $`𝒫𝒟(m,s)𝒟(m,s)`$ denote the subset consisting of those digraphs whose 0-1 adjacency can be regarded as the Young diagram of a numerical partition of $`(m+1)^2s`$; in other words, the rows and columns of the adjacency matrix should be weakly decreasing. Then $`𝒫𝒟(m,s)`$ is finite, and the cardinality does not depend on $`m`$ as long as $`m`$ is sufficiently large. Furthermore every digraph in $`𝒫𝒟(m,s)`$ is connected in the directed sense, i.e. there is a directed walk between any two vertices. digraphs. Hence the adjacency matrix of an element in $`𝒫𝒟(m,s)`$ is by definition *irreducible*. Furthermore, by a result of Schwarz \[Sch64\],

$$\mathrm{max}\left\{\rho (A)\text{ }A𝒟\right\}=\mathrm{max}\left\{\rho (A)\text{ }A𝒫𝒟(m,s)\right\}.$$
(8)
Let $`\overline{A}`$ denote the complementary graph of $`A`$, i.e. the digraph on $`\{1,\mathrm{},m+1\}`$ which has an edge $`ij`$ iff there isn’t an edge $`ij`$ in $`A`$. Then the following relation hold (see \[BHV94\] and also \[Ges77\] and \[CSV76\]):

$$H_A(t)H_{\overline{A}}(t)=1$$
(9)
If $`A𝒫𝒟(m,s)`$, then $`\overline{A}`$ is a digraph on $`m+1`$ vertices with $`s`$ edges. We have that

$$H_{\overline{A}}(t)=1+(m+1)t+st^2+ct^3+O(t^4)$$
(10)
where $`c`$ is the number of walks in $`\overline{A}`$ of length $`2`$.

### 2.1. The case $`s>6`$

Suppose first that $`s>6`$. Backelin \[Bac95\] showed that among all digraphs with $`s`$ edges, the so-called *saturated stars* have the maximal number of walks of length 2. By a saturated star with $`s=2k1`$ edges is meant the digraph with a edges $`(1,i)`$ and $`(i,1)`$ for $`1ik`$; for $`s=2k`$ we add the edge $`(1,k+1)`$. So the saturated stars with 9 and 10 edges looks as in figure 2

Note that if $`R`$ is a saturated star, then the graph on $`m+1`$ vertices, which has an edge $`ij`$ iff $`(m+2i)(m+2j)`$ is not an edge in $`R`$, is of the form $`G(m,s)`$. For instance, the digraphs above have adjacency matrices

$$\left[\begin{array}{ccccc}1& 1& 1& 1& 1\\ 1& 0& 0& 0& 0\\ 1& 0& 0& 0& 0\\ 1& 0& 0& 0& 0\\ 1& 0& 0& 0& 0\end{array}\right]\text{ and }\left[\begin{array}{cccccc}1& 1& 1& 1& 1& 1\\ 1& 0& 0& 0& 0& 0\\ 1& 0& 0& 0& 0& 0\\ 1& 0& 0& 0& 0& 0\\ 1& 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0& 0\end{array}\right]$$
(11)
and if we take $`m=7`$ we get the following adjacency matrices for the relabeled complementary graphs:

$$\left[\begin{array}{cccccccc}1& 1& 1& 1& 1& 1& 1& 1\\ 1& 1& 1& 1& 1& 1& 1& 1\\ 1& 1& 1& 1& 1& 1& 1& 1\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 0& 0& 0& 0& 0\end{array}\right]\text{ and }\left[\begin{array}{cccccccc}1& 1& 1& 1& 1& 1& 1& 1\\ 1& 1& 1& 1& 1& 1& 1& 1\\ 1& 1& 1& 1& 1& 1& 1& 1\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 1& 1& 1& 1& 1& 0\\ 1& 1& 0& 0& 0& 0& 0& 0\end{array}\right]$$
(12)
Now suppose that $`R`$ is a saturated star, and that $`A`$ is the digraph on $`m+1`$ vertices obtained from $`R`$ as above. So $`\overline{A}`$ and $`R`$ differ only in that $`\overline{A}`$ has some isolated vertices. Let $`R^{}`$ be a a different digraph with $`s`$ edges. Let $`\overline{B}`$ be the digraph obtained by adjoining isolated vertices, so that the total number of vertices becomes $`m+1`$. Let $`B=\overline{\overline{B}}`$. Then

$$H_{\overline{B}}(t)=1+(m+1)t+st^2+dt^3+O(t^4)$$
(13)
where $`d`$ is the number of walks in $`R^{}`$ of length $`2`$. By Backelin’s result, $`c>d`$. Hence we have that

$$\begin{array}{cc}\hfill H_A(t)H_B(t)& =\frac{1}{1(m+1)t+st^2ct^3+O(t^4)}\hfill \\ & \frac{1}{1(m+1)t+st^2dt^3+O(t^4)}\hfill \\ & =(cd)t^3+O(t^4)\hfill \end{array}$$
(14)
so we have at once that $`A`$ has strictly more walks of length 2 than $`B`$ has. By induction, we can show that

###### Lemma 1.

The exponent of $`t^i`$ in (14) is a polynomial in $`m`$ of degree $`i3`$, with leading coefficient $`(i2)(cd)`$.

Thus, for any $`j`$, by taking $`m`$ sufficiently large, we can achieve that the coefficients of $`t^i`$, $`ij`$, in (14) are all positive. Recall that $`𝒫𝒟(m,s)`$ is finite. Hence, for any $`j`$, if we take $`m`$ sufficiently large, then $`A`$ has the maximal number of walks of length $`i`$ among the $`B𝒫𝒟(m,s)`$.

In \[Sta97\] it is shown that if $`𝔊`$ is a digraph with adjacency matrix $`M`$, then $`H_𝔊(t)=P(t)/Q(t)`$, where $`Q(t)=det(ItM)`$, and $`P(t)`$ is a polynomial of smaller degree then $`Q`$. Hence $`H_{\overline{A}}(t),H_{\overline{B}}(t),H_A(t),H_B(t)`$ are all rational functions. Let $`r=r(m,c)`$ be the pole of $`H_A(t)`$ that is closest to origin. Then $`1/r`$ is the eigenvalue of $`M`$ of largest modulus, so from the Perron-Frobenius theorem it follows that if $`𝔊`$ is connected in the directed sense then $`r`$ is a positive real number. Writing

$$H_A(t)=\frac{1}{1(m+1)t+st^2ct^3+t^4\frac{b_0+b_1t+\mathrm{}+b_{N_1}t^{N_1}}{1+a_1t+a_2t^2+\mathrm{}+a_{N_2}t^{N_2}}}$$
(15)
we have that $`r(m,c)`$ is the smallest real root of

$$\begin{array}{c}(1+a_1t+a_2t^2+\mathrm{}+a_{N_2}t^{N_2})(1(m+1)t+st^2ct^3)\hfill \\ \hfill +t^4(b_0+b_1t+\mathrm{}+b_{N_1}t^{N_1})=0.\end{array}$$
(16)
We are interested in the asymptotic behavior of $`r`$ as $`m\mathrm{}`$. As we will show below, we can expand $`r(m,c)`$ as a Laurent series in $`m`$ as

$$r(m,c)=m^1+sm^3cm^4+(2s^2+b_0)m^5+(b_1a_1b_05cs)m^6+O(m^7)$$
(17)
Making a similar analysis for the pole $`r^{}(m,d)`$ of $`H_B(t)`$ that has the smallest modulus, we get

$$r(m,c)r^{}(m,d)=(cd)m^4+O(m^5),$$

so

$$r(m,c)<r^{}(m,d).$$

Thus, for large $`m`$, $`H_A(t)`$ has strictly smaller radius of convergence than $`H_B(t)`$. When we combine this with Lemma 1 we see that by taking $`m`$ sufficiently large, we can achieve that $`H_A(t)H_B(t)`$, i.e. that *all* coefficients of $`H_A(t)`$ are $``$ than the corresponding coefficients of $`H_B(t)`$. In fact, the inequality is strict for exponents $`>2`$.

#### 2.1.1. Perturbation analysis of the positive root

We now show how to derive the expansion (17). Replacing $`m+1`$ by $`1/\epsilon `$ in (16), and clearing denominators, we get

$$\begin{array}{c}(1+a_1t+a_2t^2+\mathrm{}+a_{N_2}t^{N_2})(\epsilon t+\epsilon st^2\epsilon ct^3)\hfill \\ \hfill +\epsilon t^4(b_0+b_1t+\mathrm{}+b_{N_1}t^{N_1})=0\end{array}$$
(18)
The unperturbed equation is

$$(1+a_1t+a_2t^2+\mathrm{}+a_{N_2}t^{N_2})(t)=0,$$
(19)
which has a root at $`t=0`$. We introduce the scaling $`t=\epsilon T`$ and get

$$\begin{array}{c}(1+a_1\epsilon T+a_2\epsilon ^2T^2+\mathrm{}+a_{N_2}\epsilon ^{N_2}T^{N_2})(\epsilon \epsilon T+\epsilon ^3sT^2\epsilon ^4cT^3)\hfill \\ \hfill +\epsilon ^5T^4(b_0+b_1\epsilon T+\mathrm{}+b_{N_1}\epsilon ^{N_1}T^{N_1})=0\end{array}$$
(20)
hence

$$\begin{array}{c}(1+a_1\epsilon T+a_2\epsilon ^2T^2+\mathrm{}+a_{N_2}\epsilon ^{N_2}T^{N_2})(1T+\epsilon ^2sT^2\epsilon ^3cT^3)\hfill \\ \hfill +\epsilon ^4T^4(b_0+b_1\epsilon T+\mathrm{}+b_{N_1}\epsilon ^{N_1}T^{N_1})=0\end{array}$$
(21)
The unperturbed equation is now $`1T=0`$. Hence, $`T=O(1)`$ and $`T^1=O(1)`$, so this is the correct scaling. We make the substitution $`Y=T1`$ and get

$$\begin{array}{c}[1+a_1\epsilon (Y+1)+a_2\epsilon ^2(Y+1)^2+\mathrm{}+a_{N_2}\epsilon ^{N_2}(Y+1)^{N_2}][Y+\epsilon ^2s(Y+1)^2\hfill \\ \hfill \epsilon ^3c(Y+1)^3]+\epsilon ^4(Y+1)^4(b_0+b_1\epsilon (Y+1)+\mathrm{}+b_{N_1}\epsilon ^{N_1}(Y+1)^{N_1})=0\end{array}$$
(22)
It is now clear that $`Y`$ can be expanded in powers of $`\epsilon `$, so we make the *Ansatz*

$$Y=\underset{i=1}{\overset{\mathrm{}}{}}w_i\epsilon ^i.$$
(23)
Collecting the coefficients of the powers of $`\epsilon `$ in (22) we get

$`1:`$ $`0`$ (24)
$`\epsilon :`$ $`w_1`$ (25)
$`\epsilon ^2:`$ $`sa_1w_1w_2`$ (26)
$`\epsilon ^3:`$ $`2sw_1+a_1sca_1w_1^2a_1w_2a_2w_1w3`$ (27)
$`\epsilon ^4:`$ $`2sw_2+sw_1^23cw_1a_1c+a_2s`$ (28)
$`+3a_1sw_1+b_02a_1w_1w_2a_1w_32a_2w_1^2a_2w_2a_3w_1w_4`$ (29)
These should be zero, which allows us to solve for the $`w_i`$’s, obtaining

$$w_1=0,w_2=s,w_3=c,w_4=2s^2+b_0$$
(30)
So

$$Y=s\epsilon ^2c\epsilon ^3+(2s^2+b_0)\epsilon ^4+O(\epsilon ^5),$$
(31)
hence

$$T=1+s\epsilon ^2c\epsilon ^3+(2s^2+b_0)\epsilon ^4+O(\epsilon ^5),$$
(32)
hence

$$t=\epsilon +s\epsilon ^3c\epsilon ^4+(2s^2+b_0)\epsilon ^5+O(\epsilon ^6).$$
(33)
This concludes the proof for the case $`s>6`$.

### 2.2. The exceptional cases

It remains to take care of the case $`s6`$. Backelin’s classification says that if $`s\{1,3,5\}`$ then the saturated stars are optimal. Hence, it remains to check $`s=2`$, $`s=4`$, $`s=6`$.

#### 2.2.1. $`s=2`$

For $`s=2`$ there are two non-isomorphic graphs $`R`$, namely

corresponding to matrices $`M_1=\left[\begin{array}{cc}1& 1\\ 0& 0\end{array}\right]`$ and $`M_2=\left[\begin{array}{cc}0& 1\\ 1& 0\end{array}\right]`$. Recall that when $`M_1`$ or $`M_2`$ is subtracted from the bottom right corner of the $`(m+1)\times (m+1)`$ matrix of all ones, the result should be weakly decreasing in rows and columns. We call the resulting matrices

$$A_1=\left[\begin{array}{ccccc}1& \mathrm{}& 1& 1& 1\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 1& \mathrm{}& 1& 1& 1\\ 1& \mathrm{}& 1& 0& 0\end{array}\right]A_2=\left[\begin{array}{ccccc}1& \mathrm{}& 1& 1& 1\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 1& \mathrm{}& 1& 1& 0\\ 1& \mathrm{}& 1& 0& 1\end{array}\right]$$
(34)
The matrix $`A_2`$ is not weakly decreasing in the last row, so it is not really necessary to continue with the calculations, but we proceed anyway in order to demonstrate how this is done. We have that

$$H_{M_1}(t)=H_{M_2}(t)=\frac{1+t}{1t},$$
(35)
so that

$$H_{A_1}(t)=H_{A_2}(t)=\frac{1}{\frac{1t}{1+t}m+1}=\frac{1+t}{1tm(m1)t^2}$$
(36)
The smallest positive root of the denominator is

$$\frac{m+\sqrt{m^2+4m4}}{2(m1)},$$
(37)
so the spectral radius is

$$\frac{2(m1)}{m+\sqrt{m^2+4m4}}.$$
(38)
#### 2.2.2. $`s=4`$

From Backelin’s classification we have that for $`s=4`$, the digraph

with adjacency matrix $`\left[\begin{array}{cc}1& 1\\ 1& 1\end{array}\right]`$ has the most walks of length 2. This is in accordance with \[Fri85\] where it is shown that the matrix (3) has maximal spectral radius among 0-1 matrices with $`(m+1)^24`$ ones.

#### 2.2.3. $`s=6`$

The remaining exceptional case in Backelin’s classification is for $`s=6`$.

Then the digraphs in figure 3, with adjacency matrices

$$M_1=\left[\begin{array}{cccc}1& 1& 1& 1\\ 1& 0& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right],M_2=\left[\begin{array}{ccc}1& 1& 1\\ 1& 1& 0\\ 1& 0& 0\end{array}\right]$$
(39)
both have 14 of walks of length 2. Note that the first digraph is a saturated star. The relabeled complemented matrices are

$$A_1=\left[\begin{array}{ccccccc}1& \mathrm{}& 1& 1& 1& 1& 1\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 1& \mathrm{}& 1& 1& 1& 1& 1\\ 1& \mathrm{}& 1& 1& 1& 1& 0\\ 1& \mathrm{}& 1& 1& 1& 1& 0\\ 1& \mathrm{}& 1& 0& 0& 0& 0\end{array}\right]A_2=\left[\begin{array}{cccccc}1& \mathrm{}& 1& 1& 1& 1\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 1& \mathrm{}& 1& 1& 1& 1\\ 1& \mathrm{}& 1& 1& 1& 0\\ 1& \mathrm{}& 1& 1& 0& 0\\ 1& \mathrm{}& 1& 0& 0& 0\end{array}\right]$$
(40)
The generating series for the complemented relabeled digraphs are

$`H_{A_1}(t)`$ $`={\displaystyle \frac{1+t2t^2}{1mtmt^2+3t^2+2mt^36t^3}}`$ $`=:{\displaystyle \frac{p_1(t)}{p_2(t)}}`$ (41)
$`H_{A_2}(t)`$ $`={\displaystyle \frac{1+2tt^2t^3}{1+tmt+3t^22mt^22t^3+mt^32t^4+mt^4}}`$ $`=:{\displaystyle \frac{q_1(t)}{q_2(t)}}`$ (42)
Regarding the positive root of $`p_2(t)`$ as a function of $`m`$, and expanding that function as a power series round infinity, we get

$$r_1(m):=m^1m^2+7m^333m^4+191m^5+O(m^6),$$

whereas the expansion of the positive root of $`q_2(t)`$ is

$$r_2(m):=m^1m^2+7m^333m^4+196m^5+O(m^6).$$

The first root is therefore slightly smaller for large $`m`$; the difference is *miniscule*, but *vive la différence*! In fact, since $`r_1(m)r_2(m)<0`$ for large $`m`$, and $`r_1(4)r_2(4)0.003`$, it will suffice to show that $`p_2(t)=q_2(t)=0`$ has no solution to demonstrate that $`r_1(m)r_2(m)<0`$ for $`m4`$, as shown in Figure 4. Using Macaulay 2 \[GS\] we can verify that $`\left\{1\right\}`$ is a Gröbner bases for the ideal generated by $`\{p_2(t),q_2(t)\}`$ in $`(m)[t]`$. Hence $`p_2(t),q_2(t)`$ are co-prime in $`(m)[t]`$, so they can not have a common zero.


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# Universality, the QCD critical/tricritical point and the quark number susceptibility

## I INTRODUCTION

The vacuum of the quantum chromodynamics (QCD) is believed to undergo a phase transition to the quark-gluon plasma (QGP) at high temperature $`T`$ and/or at high quark chemical potential $`\mu `$. Such a new state of matter is expected to be produced in on-going heavy-ion collision experiments at Relativistic Heavy-Ion Collider (RHIC) and in the future Large Hadron Collider (LHC) .

The phase transition of the hadronic matter to QGP at finite $`T`$ with $`\mu =0`$ has been studied extensively on the lattice. In particular, the chiral phase transition is likely to be of second order for QCD with two massless quarks. Also, the static critical behavior is expected to fall into the universality class of the O(4) spin model in three dimensions . In nature, the light quarks have small but finite masses and the second order transition becomes a smooth crossover.

Study of the QCD phase transition with finite $`\mu `$ has been retarded because reliable lattice simulations have not been available so far due to the severe fermion sign problem. Nevertheless, there is a growing evidence that the phase diagram of QCD with massless 2-flavors has a tricritical point (TCP, Fig. 1, point P) at which a line of critical points (the O(4) line) at lower $`\mu `$’s turns into a first order phase transition line at higher $`\mu `$’s. The existence of TCP was in fact suggested in various calculations based on effective theories of QCD . If the $`u`$, $`d`$-quark masses are increased from zero, a line of critical points (the wing critical line) emerges from TCP and the point which corresponds to the physical quark mass $`m_{phys}`$ is called the QCD critical end-point (CEP, Fig. 1, point E) because this is the point where the first order phase transition line terminates. Indeed, some evidence of the existence of CEP was shown recently in a lattice QCD simulation with 2+1 flavors by Fodor and Katz . In this paper we assume that CEP exists in the phase diagram of QCD.***Accordingly, we fix the strange quark mass to its physical value. Below ‘the quark mass’ means the $`u`$, $`d`$ current quark mass which we consider as a variable parameter.

Second order phase transitions are characterized by the long-wavelength fluctuations of the order parameter. In the case of CEP, it is the sigma ($`\sigma `$) field. Then, it is expected that the fluctuations of the sigma field will be reflected in the event-by-event fluctuation of pion ($`\pi `$) observables due to the the $`\pi \sigma `$ coupling. Based on this observation, possible observable signals associated with CEP have been studied in detail in relation to the relativistic heavy-ion collision experiments .

The purpose of this paper is to point out that the anomaly near CEP is not pointlike but has much richer structure. Our starting point is a simple question: “How large is the critical region?” The critical region is defined as the region where the mean field theory (or the Landau theory) of phase transitions breaks down and the true non-trivial critical exponents can be seen. Usually, one expects that the critical region is surrounded by the mean field region and the critical exponents change from the non-trivial values to the mean field values as one comes away from the critical point. One might argue that this question is only of academic interest because the non-trivial exponents and the mean field exponents are numerically not so different and probably experiments cannot distinguish them. \[This observation is the basis of .\] However, as we will see, pursuing this question leads to an important notion which may shed light on certain results of both heavy-ion collision experiments and future lattice simulations at finite chemical potentials.

There is a well-known criterion which estimates the size of the critical region, the Ginzburg criterion . It tells that if the singular part of the thermodynamic potential $`\mathrm{\Omega }`$ (the Landau-Ginzburg potential) for a certain second order phase transition is given by

$`\mathrm{\Omega }|_{singular}=c(\varphi )^2+at\varphi ^2+b\varphi ^4,`$ (1)
where $`\varphi `$ is the order parameter and $`t\frac{TT_c}{T_c}`$ is the reduced temperature ($`T_c`$ is the critical temperature in the mean field approximation), the critical region is estimated to be

$`|t|{\displaystyle \frac{T_c^2b^2}{ac^3}}.`$ (2)
At first sight, this criterion seems useless because we do not know the coefficients appearing in (1) for CEP.The size of the critical region depends on the microscopic dynamics and universality tells nothing about it. A clear example is the $`\lambda `$-transition of liquid helium and the superconducting transition of metals. Although they belong to the same universality class (the O(2) spin model), their critical regions are very different; $`|t|0.3`$ for the $`\lambda `$-point and $`|t|10^{15}`$ for conventional (type-I) superconductors. Just for reference, we note that for typical liquid-gas phase transitions which belong to the same universality class as the phase transition at CEP, $`|t|10^2`$ . \[Corrections to the scaling  are not negligible until one reaches $`|t|10^4`$.\] However, in the next section we will derive a bound to the size of the critical region. In fact, there is a reason to expect that the critical region of CEP is small. This is because the QCD critical end-point is a descendant of the tricritical point of the massless theory.

This observation led us to study the critical phenomena of both CEP and TCP simultaneously and their possible correlations. We make both qualitative and quantitative analyses of the physics near TCP and CEP with particular emphasis on the (singular) behavior of the quark number susceptibility $`\chi _q`$ defined by

$`\chi _q={\displaystyle \frac{1}{V}}{\displaystyle \frac{^2\mathrm{\Omega }}{\mu ^2}},`$ (3)
where $`\mathrm{\Omega }(T,\mu )`$ is the thermodynamic potential and $`V`$ is the volume of the system. $`\chi _q`$ is a response of the quark number density to the variation of the quark chemical potential and is one of the key quantities characterizing the phase change from the hadronic matter to QGP . The lattice data tell us that, at $`\mu =0`$, $`\chi _q`$ increases rapidly but smoothly near the critical temperature . On the other hand, the universality argument predicts that it diverges at both TCP and CEP with certain critical exponents. Therefore, it would be important to study its critical behavior with and without the quark masses to see whether it can provide a new way of detecting the TCP/CEP on the lattice as well as in the heavy-ion collision experiments.

In addition to $`\chi _q`$, we occasionally mention the singular behavior of the specific heat $`C`$ and the chiral susceptibility $`\chi _{ch}`$ defined as

$`C={\displaystyle \frac{T}{V}}{\displaystyle \frac{^2\mathrm{\Omega }}{T^2}},`$ (4)
$`\chi _{ch}={\displaystyle \frac{1}{V}}{\displaystyle \frac{^2\mathrm{\Omega }}{m^2}}`$ (5)
From the viewpoint of critical phenomena, $`\chi _q`$ and $`C`$ are essentially the same near TCP/CEP while $`\chi _{ch}`$ is different from $`\chi _q`$ near TCP and only slightly different near CEP in the sense that will be clarified below.

In Section II, we will make a general analysis of the interplay between TCP and CEP in the small quark mass limit based on the universality argument. After determining the relative location of TCP and CEP in the phase diagram as a function of the quark mass, we construct the Landau-Ginzburg potential for CEP to determine the singular behavior of susceptibilities both in and beyond the mean field approximation. It turns out that the smallness of the quark mass gives a bound to the growth of the critical region, turning our attention to the tricritical point. Then we discuss a possible crossover from the tricritical universality class to the Ising universality class.

The universality argument is so general that it gives no quantitative results. In order to reinforce the ideas given in Section II, in Section III we show the results of the numerical calculation on a model, the Cornwall-Jackiw-Tomboulis (CJT) potential for QCD  in the improved ladder approximation . We will find how well the numerical results match with the qualitative predictions of the universality argument, demonstrating the power of universality. In particular, we observed some indication of the effect of TCP on the QCD phase diagram even with a reasonable value of the quark mass.

Section IV is devoted to conclusions.

Brief description of the model is given in Appendix A. In Appendix B, we discuss, for completeness, how $`\chi _q`$ behaves along the O(4) line based on the universality argument. We will see that the monotonous increase so far observed on the lattice is a property only at $`\mu =0`$.

## II Universality arguments

Universality is such a strong notion of modern physics  that its applicability ranges from phase transitions in ordinary liquids to thermal phase transitions of relativistic quantum field theories. In this section we study the critical phenomena near CEP/TCP based on the universality argument. We will see that a lot of general information can be extracted by the universality argument alone without mentioning any complexities of the strong interaction.

### A The QCD critical end-point

It was suggested theoretically  and found on the lattice  that QCD has the critical end-point (CEP) at finite temperature $`T_c`$ and baryon chemical potential $`\mu _c`$ (Fig. 1, point E). At the critical end-point, only the $`\sigma `$-field becomes massless and the universality class of this phase transition is considered to be the same as that of the liquid-gas phase transition, or equivalently, that of the 3-dimensional Ising model.This is not obvious a priori and requires explanation. As we shall see below, the phase transition at the end-point is characterized by the one-component order parameter $`\widehat{\sigma }`$. The effective Landau-Ginzburg potential contains odd powers of $`\widehat{\sigma }`$ which break the $`\widehat{\sigma }\widehat{\sigma }`$ symmetry of the Ising model. This is the same situation as the liquid-gas phase transition. Theoretically, the usual renormalization group argument should be reconsidered in the presence of the asymmetry . Although there are some subtleties about this problem, experimentally it is clear that the liquid-gas phase transition and the 3D Ising model belong to the same universality class.

In order to exploit the power of universality to investigate the singular behavior of various quantities, we consider the mapping of the $`(t_I,h_I)`$ axes of the Ising model ($`t_I`$ is the reduced temperature and $`h_I`$ is the reduced magnetic field) onto the $`(T,\mu ,m)`$ space ($`m`$ is the light quark mass divided by the typical scale of the problem such as $`T_c`$). This can be achieved by considering the tricritical point (TCP) at $`(T,\mu ,m)=(T_t,\mu _t,0)`$ (Fig. 1, point P). Below we explicitly construct the Landau-Ginzburg potential for CEP starting from the general theory of tricritical points  and discuss associated universal behaviors.

Near TCP, long-wavelength physics of the system can be described by the thermodynamic potential expanded up to the sixth-order in the order parameter field (the sigma field) $`\sigma `$

$`\mathrm{\Omega }_{MF}=\mathrm{\Omega }_0m\sigma +{\displaystyle \frac{a}{2}}\sigma ^2+{\displaystyle \frac{b}{4}}\sigma ^4+{\displaystyle \frac{c}{6}}\sigma ^6,`$ (6)
where $`\mathrm{\Omega }_0`$ is the contribution from short wavelength degrees of freedom irrelevant to the study of critical phenomena.

At TCP, $`a=b=m=0`$. Assuming that $`a`$ and $`b`$ are analytic in $`T`$ and $`\mu `$ and that $`c>0`$ is approximately constant near the tricritical point, we expand them as follows

$`a(T,\mu )`$ $`=`$ $`C_a(TT_t)+D_a(\mu \mu _t)`$ (7)
$`b(T,\mu )`$ $`=`$ $`C_b(TT_t)+D_b(\mu \mu _t),`$ (8)
where we have neglected terms higher order in the deviation from the tricritical point. $`C_a>0`$ and $`D_a>0`$ are related such that the line $`a(T,\mu )=0`$ is tangential to the first order phase transition curve at TCP. $`b`$ is positive for $`TT_t>0`$ ($`\mu <\mu _t`$) on the $`a=0`$ line, which leads to the condition

$`C_bD_aC_aD_b>0.`$ (9)
These conditions come from the geometry of the phase diagram, namely, the fact that there is a line of (bi-)critical points at $`T>T_t`$, $`\mu <\mu _t`$. We do not know the actual values of these coefficients. But we need not know them for the present purpose.

If we increase $`m`$ from zero, at some point $`(T_c(m),\mu _c(m))`$ in the $`(T,\mu )`$ plane two minima and a maximum of the potential coalesce. This is the critical end-point. There the sigma field acquires a non-zero expectation value $`\sigma _0`$ which is determined by the following equations \[In this section we exclusively consider the small $`m`$ limit and leave only the leading terms in $`m`$.\]

$`\mathrm{\Omega }^{}(T_c(m),\mu _c(m),\sigma _0)`$ $`=`$ $`m+a_m\sigma _0+b_m\sigma _0^3+c\sigma _0^5=0`$ (10)
$`\mathrm{\Omega }^{\prime \prime }(T_c(m),\mu _c(m),\sigma _0)`$ $`=`$ $`a_m+3b_m\sigma _0^2+5c\sigma _0^4=0`$ (11)
$`\mathrm{\Omega }^{\prime \prime \prime }(T_c(m),\mu _c(m),\sigma _0)`$ $`=`$ $`6b_m\sigma _0+20c\sigma _0^3=0,`$ (12)
where $`a_ma(T_c(m),\mu _c(m))`$ and $`b_m(T_c(m),\mu _c(m))`$. The solution is

$`a_m`$ $`=`$ $`{\displaystyle \frac{9b_m^2}{20c}},`$ (13)
$`b_m`$ $`=`$ $`{\displaystyle \frac{5}{54^{\frac{1}{5}}}}c^{\frac{3}{5}}m^{\frac{2}{5}},`$ (14)
$`\sigma _0`$ $`=`$ $`\sqrt{{\displaystyle \frac{3b_m}{10c}}}.`$ (15)
Using (8) and (15) we can locate the critical end-point for small $`m`$.

$`T_c(m)T_t`$ $`=`$ $`{\displaystyle \frac{45D_ac^{\frac{1}{5}}}{4(54)^{\frac{2}{5}}(C_bD_aC_aD_b)}}m^{\frac{2}{5}}+O(m^{\frac{4}{5}}),`$ (16)
$`\mu _c(m)\mu _t`$ $`=`$ $`{\displaystyle \frac{5C_ac^{\frac{3}{5}}}{(54)^{\frac{1}{5}}(C_bD_aC_aD_b)}}m^{\frac{2}{5}}+O(m^{\frac{4}{5}}).`$ (17)
Thus, as we increase the quark mass $`m`$, the critical temperature decreases and the critical chemical potential increases at least for small $`m`$ \[Fig. 1\]. Expanding $`\mathrm{\Omega }(T,\mu ,\sigma )`$ around $`(T_c(m),\mu _c(m),\sigma _0)`$ we obtain the Landau-Ginzburg potential with the new order parameter $`\widehat{\sigma }\sigma \sigma _0`$

$`\mathrm{\Omega }_{MF}(T,\mu ,\widehat{\sigma })`$ $`=`$ $`\mathrm{\Omega }_{MF}(T_c(m),\mu _c(m),\sigma _0)`$ (18)
$`+`$ $`A_1\widehat{\sigma }+A_2\widehat{\sigma }^2+A_3\widehat{\sigma }^3+A_4\widehat{\sigma }^4,`$ (19)
where

$`A_1`$ $`=`$ $`(C_a\sigma _0+C_b\sigma _0^3)(TT_c(m))`$ (21)
$`+(D_a\sigma _0+D_b\sigma _0^3)(\mu \mu _c(m)),`$
$`A_2`$ $`=`$ $`(C_a+3C_b\sigma _0^2)(TT_c(m))`$ (23)
$`+(D_a+3D_b\sigma _0^2)(\mu \mu _c(m)),`$
$`A_3`$ $`=`$ $`C_b(TT_c(m))+D_b(\mu \mu _c(m)),`$ (24)
$`A_4`$ $`=`$ $`{\displaystyle \frac{b_m}{2}}.`$ (25)
$`A_i(i=1,2,3)`$ vanish at the critical point whereas $`A_4`$ does not, indicating that $`(T_c(m),\mu _c(m))`$ is an ordinary (bi-)critical point as stated above.

Looking at (19) and (25), we immediately notice two important things. First, $`A_2`$ is not proportional to $`TT_c(m)`$ as in the Landau theory but a linear combination of $`TT_c(m)`$ and $`\mu \mu _c(m)`$. This means that $`T`$ and $`\mu `$ are equivalent thermodynamic variables in the sense of Griffiths and Wheeler  and that $`A_2`$ is the temperature-like scaling field which corresponds to $`t_I`$ of the Ising model. Second, $`A_1`$ rather than the quark mass plays the role of the ‘external field’ which is conjugate to the new order parameter. Thus it can be identified as the magnetic field-like scaling field $`h_I`$. Indeed, it is easy to show that, on the line $`A_1=0`$, $`A_2`$ and $`A_3`$ are positive for $`T>T_c(m)`$ (or $`\mu <\mu _c(m)`$) and negative for $`T<T_c(m)`$ (or $`\mu <\mu _c(m)`$) and this line is asymptotically parallel to the first order phase transition line at the critical end-point. See Fig. 2.

Now we can discuss the critical behavior of susceptibilities; the quark number susceptibility $`\chi _q`$, the specific heat $`C`$ and the chiral susceptibility $`\chi _{ch}`$. In the mean field approximation, the equilibrium value of $`\widehat{\sigma }`$ is determined by the first and fourth order terms of (19) in the small mass limit. Then we obtain, for paths asymptotically not parallel to the $`A_1=0`$ line (the first order phase transition line)

$`\chi _q`$ $``$ $`Cm^{\frac{2}{15}}|gg_c|^ϵ,`$ (26)
$`\chi _{ch}`$ $``$ $`m^{\frac{16}{15}}|gg_c|^ϵ,`$ (27)
where $`ϵ\frac{\gamma }{\beta \delta }=\frac{2}{3}`$. $`|gg_c|`$ denotes the distance from CEP in some units. For the path asymptotically parallel to the $`A_1=0`$ line, the exponent is $`\gamma =1>ϵ`$. Note that, although the critical exponents are the same, the amplitude of the chiral susceptibility is enhanced whereas that of the quark number susceptibility is suppressed by factors of $`m`$.

Inside the critical region, where the mean field theory breaks down, $`\mathrm{\Omega }|_{singular}`$ does not admit a simple expansion with smooth coefficients. (19) should be regarded as the saddle point approximation to the following functional integral

$`\mathrm{\Omega }(T,\mu ,\widehat{\sigma })={\displaystyle \frac{T}{V}}\mathrm{ln}{\displaystyle [d\sigma ^{}]\mathrm{exp}\left(\frac{1}{T}d^3𝐫H_{eff}(𝐫)\right)},`$ (28)
where $`H_{eff}`$ is the Landau-Ginzburg-Wilson hamiltonian

$`H_{eff}=A_0^{}(\sigma ^{})^2+A_1^{}\sigma ^{}+A_2^{}\sigma ^2+A_3^{}\sigma ^3+A_4^{}\sigma ^4.`$ (29)
$`A_i^{}(i=14)`$ are in general different from $`A_i`$ due to fluctuations. However, we expect that the differences between $`A_i^{}`$ and $`A_i`$ are of the higher order in $`m`$. §§§The coefficients are further affected by the change of integration variables. These degrees of freedom can eliminate $`A_3^{}`$, but do not change $`A_{1,2}^{}`$ in the leading order. In fact, only the direction of $`A_1^{}`$ is important to discuss the behaviors of quantities considered here (i.e., second derivatives of $`\mathrm{\Omega }`$ in directions parallel to the $`T`$, $`\mu `$ and $`m`$ axes) . Note the appearance of the kinetic term. The sigma field is no longer a constant beyond the mean field approximation. The potential (28) will eventually lead to the scaling equation of state  written in terms of the scaling fields $`A_1`$ and $`A_2`$ (the revised scaling ). Because $`T`$, $`\mu `$ and $`m`$ participate in the magnetic field-like scaling field, we obtain, very schematically, the most singular part In calculating $`\chi _{ch}`$, dominant contribution to $`\frac{dA_1}{dm}`$ comes from $`\sigma _0\frac{d(TT_c(m))}{dm}`$ rather than $`\frac{d\sigma _0}{dm}(TT_c(m))`$. The latter term, being proportional to $`TT_c(m)`$, behaves as the correction to the scaling. Also, if the derivative acts on $`A_2`$, we get $`\sigma ^2\sigma ^2|gg_c|^{\alpha /\beta \delta }`$ which is less singular than the magnetic susceptibility.

$`\chi _q`$ $``$ $`{\displaystyle \frac{^2\mathrm{\Omega }}{\mu ^2}}m^{\frac{2}{5}}{\displaystyle \frac{^2\mathrm{\Omega }}{A_1^2}}m^{\frac{2}{5}}\sigma ^{}\sigma ^{}`$ (30)
$`C`$ $``$ $`{\displaystyle \frac{^2\mathrm{\Omega }}{T^2}}m^{\frac{2}{5}}{\displaystyle \frac{^2\mathrm{\Omega }}{A_1^2}}m^{\frac{2}{5}}\sigma ^{}\sigma ^{}`$ (31)
$`\chi _{ch}`$ $``$ $`{\displaystyle \frac{^2\mathrm{\Omega }}{m^2}}m^{\frac{4}{5}}{\displaystyle \frac{^2\mathrm{\Omega }}{A_1^2}}m^{\frac{4}{5}}\sigma ^{}\sigma ^{}`$ (33)
$`\sigma ^{}\sigma ^{}|gg_c|^ϵ`$
where $`|gg_c|`$ is the distance from the critical end-point in some units. $`ϵ\gamma /\beta \delta 0.8`$ for any direction which make an angle to the $`A_1=0`$ line at the critical end-point. For the path asymptotically parallel to that line, the exponent is $`\gamma 1.2>ϵ`$. \[These values are taken from the 3D Ising model.\]

Having discussed the singular behavior of susceptibilities inside the critical region, however, we give a pessimistic result. Since we now have the Landau-Ginzburg potential for CEP, we can say something about the size of the critical region. Recall that, according to the Ginzburg criterion (2), the radius of the critical region is proportional to the square of the coefficient of the quartic term. Other coefficients are quark mass independent in the leading order. Thus we obtain

$`|t|A_4^2m^{\frac{4}{5}}.`$ (34)
This gives a bound to the size of the critical region. It shrinks to zero as the quark mass decreases (See, Fig. 1). The physical reason behind this is that the coefficient of the quartic term is zero at the tricritical point and remains small near it.

Generally speaking, the critical point of a strongly interacting system has a large critical region . Thus the size of the critical region of CEP is subject to a competition between these opposite effects and the determination of it is a highly nontrivial problem. However, it seems to us that the above bound (34) is a compelling reason to expect that the critical region is ‘small’.

If the critical region of CEP is small, probably most of the fluctuations associated with CEP come from the mean field region around the critical region.It must be cautioned that the mean field region does not always exist. For example, it is known that there is no mean field region for the $`\lambda `$-transition of liquid helium (the critical region is large, $`|t|0.3`$). However, if the critical region is squeezed by an explicit parameter of the theory as in the present situation, it would be meaningful to discuss the mean field region belonging to the critical point. \[We thank M. A. Stephanov for a discussion on this point.\] The central point of this paper is that if we consider the mean field region belonging to CEP, we should also consider the mean field region belonging to TCP. The tricritical point has, so to speak, a ‘tricritical region’ (see Fig. 1) which is a sphere or an ellipsoid in the $`(T,\mu ,m)`$ space centered at $`(T_t,\mu _t,0)`$.\**\**\**Here we use the term ‘tricritical region’ loosely for the region where any mean field-like effects of the tricritical point on susceptibilities exist. This terminology is a bit misleading because there is no critical region for a tricritical point in the usual sense. Then it is possible that the tricritical region survives in the physical $`(T,\mu )`$ plane. The magnitude of the $`u`$, $`d`$-quark masses is crucial to this. More interesting possibility is that the critical point is inside the tricritical region and a crossover of different universality classes happens (not to be confused with the crossover phase transition at lower chemical potentials). Namely, as we approach CEP the critical exponents gradually change from those of the tricritical point to those of the 3D Ising model via those of CEP in the mean field approximation. \[Note that the mean field exponents of a bi-critical point are different from those of a tricritical point.\] Indeed, such kind of crossover was experimentally observed in an antiferromagnet dysprosium aluminium garnet (DAlG) long ago. The critical exponent $`\beta `$ for the magnetization tends to change from the tricritical value ($`\beta =1`$) to the Ising model value ($`\beta 0.31`$) as we go along the wing critical line .

Thus, through the consideration of the critical region, we have become aware of a possible interesting role played by the hidden tricritical point. Its critical phenomena are therefore worth studying and will be discussed in the next subsection.

### B The QCD tricritical point

Motivated by the above arguments, we now turn our attention back to the QCD tricritical point. Because the upper critical dimension of models described by (6) is three, the origin of the coupling constant is an attractive IR fixed point. Correspondingly, universal behaviors associated with the tricritical point are well described by the mean field theory up to logarithmic corrections.††††††This is why we neglected the pion degrees of freedom in (6). Mean field theory is truly universal in the sense that it does not depend on even the symmetry of the order parameter. However, the multiplicative logarithmic corrections to the scaling do depend on the symmetry of the order parameter.

Let us see how susceptibilities scale with respect to $`|TT_t|`$, $`|\mu \mu _t|`$ and $`m`$ in the mean field approximation.

At $`(T,\mu ,m=0)`$, straightforward calculations show that

$`\chi _q`$ $``$ $`|hh_t|^{\gamma _q},`$ (35)
$`\chi _{ch}`$ $``$ $`|hh_t|^{\gamma _{ch}},`$ (36)
where $`|hh_t|`$ is the distance (in some units) from TCP in the $`(T,\mu )`$ plane. $`\gamma _q=\frac{1}{2}`$, $`\gamma _{ch}=1`$ for paths which are not asymptotically tangential to the first order phase transition line.

At $`(T,\mu ,m0)`$, the expectation value of $`\sigma `$ is given by the following equation

$`m=a\sigma +b\sigma ^3+\sigma ^5.`$ (37)
Near $`(T_t,\mu _t,m)`$ where $`a=b=0`$, \[Note that this is the ‘nearest’ point to TCP in the phase diagram with a quark mass $`m`$.\] we can expand the solution up to the second order in $`a`$ and $`b`$

$`\sigma =m^{\frac{1}{5}}{\displaystyle \frac{a}{5}}m^{\frac{3}{5}}{\displaystyle \frac{b}{5}}m^{\frac{1}{5}}+O(a^2m^{\frac{7}{5}},b^2m^{\frac{3}{5}},abm^1).`$ (38)
Inserting (38) into (6) and differentiating with respect to $`\mu `$ twice, we get $`\chi _q`$. Because of (8) the differentiation with respect to $`\mu `$ is replaced by the differentiation with respect to $`a`$ and $`b`$. Extracting the most singular contribution, we obtain

$`\chi _q{\displaystyle \frac{^2\mathrm{\Omega }[\sigma ]}{\mu ^2}}|_{a=b=0}m^{\frac{2}{5}}.`$ (39)
Analogously,

$`\chi _{ch}m^{\frac{4}{5}}.`$ (40)
The divergence of $`\chi _q`$ is rather moderate in the mass direction, from which we expect that the quark number susceptibility may still be large even with non-zero quark masses. Indeed, from (27) and (34) we can derive the $`m`$-dependence of $`\chi _q`$ at the edge of the critical region

$`\chi _qm^{\frac{2}{15}}|t|^{\frac{2}{3}}m^{\frac{2}{15}}(m^{\frac{4}{5}})^{\frac{2}{3}}m^{\frac{2}{5}}.`$ (41)
Comparing with (39), we see that the $`m`$-dependence is exactly the same. There may or may not be a reason for this coincidence. In any case, this does show that TCP is as important as CEP at least in the small quark mass limit.

Starting from the simple Landau-Ginzburg potential, we have extracted a lot of physics near CEP/TCP. These analyses show the power of universality as well as its limitations. For example, the universality argument does not tell us whether the effect of TCP survives in the ($`T,\mu `$) plane with the quark mass of, say, 5 MeV. In order to quantify the ideas given in this section, we must resort to a specific model. This will be the subject of the next section.

## III Numerical results

In this section, we numerically calculate the quark number susceptibility in the ($`T,\mu `$) plane by using a model. As expected, the susceptibility diverges both at the critical and tricritical points. We also calculate the corresponding critical exponent. The results clearly demonstrate that the hidden tricritical point can affect the phase diagram with nonzero quark masses.

### A CJT effective potential and the chiral phase transition

As a model, we employ the Cornwall-Jackiw-Tomboulis (CJT) effective potential  for 2-flavor QCD in the improved ladder approximation . A brief description of the model is given in Appendix A. For more details, see .

At zero temperature and chemical potential, the effective potential $`V`$ is given by

$$V[\mathrm{\Sigma }]=2\frac{d^4p}{(2\pi )^4}\mathrm{ln}\frac{\mathrm{\Sigma }^2(p)+p^2}{p^2}\frac{2}{3C_F}𝑑p^2\frac{1}{\frac{d}{dp^2}\frac{\overline{g}^2(p^2)}{p^2}}\left(\frac{d\mathrm{\Sigma }(p)}{dp^2}\right),$$
(42)
where the gauge coupling constant $`\overline{g}^2(p^2)`$ and the dynamical quark mass function $`\mathrm{\Sigma }(p)`$ are

$`\overline{g}^2(p^2)`$ $`=`$ $`{\displaystyle \frac{2\pi ^2a}{\mathrm{ln}[(p^2+p_c^2)/\mathrm{\Lambda }_{\text{QCD}}^{}{}_{}{}^{2}]}},`$ (43)
$`\mathrm{\Sigma }(p)`$ $`=`$ $`m_q\left(\mathrm{ln}[(p^2+p_c^2)/\mathrm{\Lambda }_{\text{QCD}}^{}{}_{}{}^{2}]\right)^{a/2}+{\displaystyle \frac{\sigma }{p^2+p_c^2}}\left(\mathrm{ln}[(p^2+p_c^2)/\mathrm{\Lambda }_{\text{QCD}}^{}{}_{}{}^{2}]\right)^{a/21}.`$ (44)
$`p_c`$ is a momentum scale which separates the infrared (nonperturbative) region from the ultraviolet (perturbative) region. $`C_F=(N_c^21)/2N_c`$ is the quadratic Casimir operator for the fundamental representation of the color SU($`N_c`$) group and $`a24/(11N_c2N_f)`$ ($`N_f`$ is the number of active flavors.‡‡‡‡‡‡Although the potential is evaluated with $`N_f=2`$, we take $`N_f=3`$ in the gauge coupling (43). In this way we include the effect of $`s`$-quark only through the running of the coupling constant. $`\sigma `$ is proportional to the renormalization group invariant chiral condensate $`\overline{q}q`$ as $`\sigma =2\pi ^2a\overline{q}q/3`$ and $`m_q`$ is the renormalization group invariant current quark mass. They are related to the scale dependent mass $`m_q^\mathrm{\Lambda }`$ and the scale dependent chiral condensate $`\overline{q}q^\mathrm{\Lambda }`$ by the perturbative renormalization group equation

$`\overline{q}q`$ $`=`$ $`{\displaystyle \frac{\overline{q}q_\mathrm{\Lambda }}{\left[\mathrm{ln}(\mathrm{\Lambda }^2/\mathrm{\Lambda }_{\text{QCD}}^{}{}_{}{}^{2})\right]^{a/2}}},`$ (45)
$`m_q`$ $`=`$ $`m_q^\mathrm{\Lambda }\left[\mathrm{ln}(\mathrm{\Lambda }^2/\mathrm{\Lambda }_{\text{QCD}}^{}{}_{}{}^{2})\right]^{a/2}.`$ (46)
An overall factor ($`N_f=2`$ times $`N_c=3`$) is omitted in Eq. (42). The chiral condensate $`\overline{q}q`$ and $`f_\pi `$ are known to be insensitive to the infrared regularization parameter $`p_c`$ . Therefore we take $`p_c^2/\mathrm{\Lambda }_{\text{QCD}}^{}{}_{}{}^{2}=e^{0.1}`$ and determine $`\mathrm{\Lambda }_{\text{QCD}}`$ to reproduce the pion decay constant $`f_\pi =93`$ MeV in the Pagels-Stokar formula  in the chiral limit. We obtain $`\mathrm{\Lambda }_{\text{QCD}}=738`$ MeV for $`N_f=2`$ . In the following calculations, we take $`\mathrm{\Lambda }=1`$ GeV in (46) and change the value of $`m_q^{\mathrm{\Lambda }=1\text{GeV}}`$. For simplicity, we abbreviate $`m_q^{\mathrm{\Lambda }=1\text{GeV}}`$ to $`m_q`$ below.

At finite temperature and chemical potential, we use the imaginary time formalism , and make the replacement

$$\frac{d^4p}{(2\pi )^4}f(𝒑,p_4)T\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{d^3𝒑}{(2\pi )^3}f(𝒑,\omega _n+i\mu ),$$
(47)
where $`\omega _n=(2n+1)\pi T(nZ)`$ is the Matsubara-frequency for the quark. \**\**\**However, we replace $`p_4`$ with $`\omega _n`$, not $`\omega _n+i\mu `$ in the gauge coupling (43) to avoid an absurd situation.

As a normalization, we define $`\stackrel{~}{V}`$ by subtracting the $`\sigma `$-independent part from $`V`$ such that $`\stackrel{~}{V}`$ reduces to the value of the free quark gas when $`\sigma =0`$. See Appendix A.

We can study the chiral phase transition and the phase diagram by calculating $`\stackrel{~}{V}[\sigma ,m_q]`$ at given $`T`$ and $`\mu `$ and searching the value of the chiral condensate $`\sigma _0`$ which minimizes the potential. The location of the first order phase transition line is determined by finding a gap in $`\sigma _0`$. In the chiral limit, $`\sigma _0`$ goes to zero smoothly as the second order phase transition line is approached from below. With finite quark masses, there is no distinct border between the symmetric and broken phases, and $`\sigma _0`$ remains finite at all temperatures and chemical potentials.

The phase diagram with several quark masses in the ($`T,\mu `$) plane is shown in Fig. 3. The location of the tricritical point in the chiral limit is $`T_t=107`$ MeV and $`\mu _t=209`$ MeV. The open circles in Fig. 3 represent the critical end points for different quark masses. As shown in Fig. 4, the distance between TCP and CEP approximately scales as $`m_q^{2/5}`$ up to $`m_qO(1)`$ MeV, in agreement with (17). For larger masses, $`m_q>`$ 10 MeV, $`T_c(m_q)`$ does not change much while $`\mu _c(m_q)`$ keeps on increasing.

### B The quark number susceptibility around CEP/TCP

The quark number susceptibility $`\chi _q`$ is calculated from the normalized effective potential $`\stackrel{~}{V}`$ as

$$\chi _q=\frac{^2\stackrel{~}{V}[\sigma _0]}{\mu ^2}.$$
(48)
Fig. 5 and Fig. 6 are the results in the chiral limit. As we can see, $`\chi _q`$ is suppressed far below the chiral phase transition line and enhanced near TCP. In the chirally symmetric phase, $`\chi _q`$ is equal to the value of the massless free quark gas $`\chi _q^{\text{free}}`$ in this model. The region where $`\chi _q`$ is enhanced is elongated in the direction parallel to the first order phase transition line. This is because the critical exponent for this direction ($`\gamma _q=1`$) is larger than for other directions ($`\gamma _q=\frac{1}{2}`$). We also found a jump in $`\chi _q`$ along the second order phase transition line. Inside the critical region, however, the jump must be replaced by a cusp with certain critical exponents. See Appendix B. Our model can reproduce only the mean field behaviors.

Next we examine $`\chi _q`$ for finite quark masses. Fig.7 and Fig. 8. are the results for $`m_q=0.1`$ MeV and $`m_q=5.0`$ MeV, respectively. The location of CEP is ($`T_c,\mu _c`$)=(104 MeV, 221 MeV) for $`m_q=0.1`$ MeV and (95 MeV, 279 MeV) for $`m_q=5.0`$ MeV. $`\chi _q`$ diverges at CEP and is enhanced in the elongated region parallel to the first order phase transition line because the critical exponent is the largest for this direction as in the massless case. For $`m_q=0.1`$ MeV, TCP is still close to CEP and the elongated region includes the point ($`T_t,\mu _t`$) while for $`m_q=5.0`$ MeV, the region deviates from it.

At first sight, one might think that the analysis made in the previous section ceases to be valid at somewhere between $`m_q=0.1`$ MeV and $`m_q=5`$ MeV and the effect of TCP no longer survives for $`m_q=5`$ MeV which might be considered as the ‘realistic’ quark mass in this model. \*†\*†\*†In this model $`\overline{q}q_{\mathrm{\Lambda }=\text{1GeV}}=(276\text{MeV})^3`$ at $`T=\mu =0`$. By using Gell-Mann-Oakes-Renner relation with $`m_\pi =140`$ MeV, $`m_q^{\mathrm{\Lambda }=\text{1GeV}}4`$MeV. However, this conclusion is too hasty. We will see in the next subsection that the hidden tricritical point still affects the physics near CEP even for $`m_q=5`$ MeV.

### C The critical exponent for $`\chi _q`$

Now let us examine the critical exponent for $`\chi _q`$ at CEP and TCP. We calculate it along the path parallel to the $`\mu `$ axis in the $`T`$-$`\mu `$ plane from lower $`\mu `$ towards CEP/TCP at fixed $`T_c`$ or $`T_t`$.

First we consider the chiral limit. We expand $`\stackrel{~}{V}`$ in the vicinity of TCP.\*‡\*‡\*‡The reason for this expansion is twofold. First, in order to keep in line with the argument given in Section II. Second, technically we can approach TCP much closer to determine the exponent than directly reading it from Fig. 5.

$$\stackrel{~}{V}[\sigma ,m_q=0]=V_{\text{free}}+a_2(T,\mu )\sigma ^2+a_4(T,\mu )\sigma ^4+a_6(T,\mu )\sigma ^6.$$
(49)
The coefficients $`a_2,a_4,a_6`$ and $`V_{\text{free}}`$ are summarized in Appendix A. $`\sigma _0`$ is determined by the equation $`\stackrel{~}{V}/\sigma |_{\sigma =\sigma _0}=0`$, We obtain

$$\stackrel{~}{V}[\sigma _0=0,m_q=0]=V_{\text{free}},$$
(50)
above the chiral transition line, and

$$\stackrel{~}{V}[\sigma _0,m_q=0]=V_{\text{free}}+\frac{a_4}{27a_6^2}(2a_4^29a_2a_6)\frac{2}{27a_6^2}(a_4^23a_2a_6)^{3/2},$$
(51)
below that line. $`\chi _q`$ is obtained by taking the second derivative of (50) and (51) with respect to $`\mu `$. Fig. 9 shows $`\chi _q`$ for numbers of $`|\mu \mu _t|`$’s. We determine the critical exponent $`\gamma _q`$ defined in (35) numerically by using a linear logarithmic fitting

$$\mathrm{ln}\chi _q=\gamma _q\mathrm{ln}|\mu \mu _t|+\text{const}.,$$
(52)
where const. is independent of $`\mu `$. We obtained $`\gamma _q=0.51\pm 0.01`$ which is consistent with the mean field theory.

With finite quark masses, the expectation value $`\sigma _0`$ is determined only numerically. This time we do not expand the potential around $`\sigma _0`$ and directly read the exponent from Fig. 7 and Fig. 8. In Fig. 10, $`\chi _q`$ is plotted for numbers of $`|\mu \mu _c|`$’s for $`m_q`$ = 0.1, 5, and 100 MeV together with the calculated values of the critical exponent $`ϵ`$ defined in (27).

$$\mathrm{ln}\chi _q=ϵ\mathrm{ln}|\mu \mu _c|+\text{const}..$$
(53)
For $`m_q`$ = 0.1 MeV we obtained $`ϵ=0.55\pm 0.02`$. This is significantly different from the prediction of the mean field theory $`ϵ=\frac{2}{3}`$, which is a clear evidence of the effect of the tricritical point. We expect that the exponent changes towards $`\frac{2}{3}`$ if we approach CEP much closer.

For $`m_q`$= 5 MeV, the slope of the data points changes at around $`|\mu \mu _c|0.5`$ MeV. Therefore we fitted the data for $`|\mu \mu _c|<0.3`$ MeV and $`>1`$ MeV separately and obtained the critical exponent $`0.68\pm 0.02`$ for $`|\mu \mu _c|<0.3`$ MeV and $`0.57\pm 0.01`$ for $`|\mu \mu _c|>1`$ MeV. We interpret this change of the exponent as the crossover of different universality classes discussed in the previous section. Note that the purely mean field-like exponent is seen in a very small region $`|\mu \mu _c|<1`$ MeV from CEP. This result is somewhat surprising to the present authors because, as seen in Fig. 8, TCP is far away from CEP already for $`m_q`$= 5 MeV and the value of $`\chi _q`$ itself is unremarkable at ($`T_t,\mu _t`$). It seems that, although the analysis in the previous section was made in the small quark mass limit, the effect of TCP is unexpectedly robust against the increase of the quark mass.

As a check, we also calculated the exponent for $`m_q=`$ 100 MeV and obtained $`ϵ=0.64\pm 0.03`$ which is consistent with the mean field value $`\frac{2}{3}`$. For such a large quark mass, we see no indication of a change in the slope. The effect of TCP has completely disappeared.

## IV conclusions

Based on the universality argument and numerical model calculations, we studied the singular behavior of susceptibilities near the critical/tricritical points. These two approaches are complementary, and we observed that the model calculation faithfully quantified the qualitative predictions obtained by the universality argument as long as the mean field behaviors are concerned. The important point is that, although we adopted a specific model, the qualitative behavior of $`\chi _q`$ is probably model independent. In particular, our results strongly suggest a possibility that the tricritical point affects the physics near the critical end-point. In other words, there are traces of the hidden tricritical point on the QCD phase diagram. Practically, the traces will be seen as the gradual change of the critical exponents since, after all, universality classes are characterized only by their critical exponents. It is expected that the exponents change from those of TCP to those of the Ising model via those of CEP in the mean field approximation. In order to really confirm this fascinating possibility, lattice simulations at finite chemical potentials  are necessary.

Finally, we briefly comment on the implication of our results to heavy-ion experiments. The divergence of $`\chi _q`$ is directly related to an anomaly in the event-by-event fluctuation of baryon number $`B`$ (divided by the entropy $`S`$)

$`{\displaystyle \frac{(\mathrm{\Delta }B)^2}{S}},`$ (54)
which was originally introduced in  to probe the deconfined phase. Although neutrons are not observed, we expect that the event-by-event fluctuation of the proton number is relatively enhanced for collisions which have passed ‘near’ CEP/TCP. Pion and diphoton observables are discussed in . As we remarked before, the critical exponents of the Ising model and the mean field theory are not so different numerically. Thus, the smallness of the critical region itself may not be an obstacle to the observability of critical phenomena in experiments. However, if we take the effect of TCP seriously either by assumption or stimulated by future lattice results, we must take into account the long-wavelength fluctuations of the pions as well as the sigma meson because the pions are no longer the ‘environment’ but participate in the critical fluctuations around the trace of TCP.

## ACKNOWLEDGMENTS

We greatly thank T. Hatsuda and T. Kunihiro for their continuous encouragement and numerous valuable discussions. We also thank M. Asakawa, K. Itakura, L. McLerran, R. D. Pisarski and M. A. Stephanov for discussions and comments. T. I. is supported by Special Postdoctral Researchers Program of RIKEN. Y. H. acknowledges RIKEN BNL Research Center where this work was completed.

## A Description of the model

### 1 The normalized CJT effective potential

We begin with the Cornwall-Jackiw-Tomboulis(CJT) effective potential  for QCD in the improved ladder approximation  as a functional of the quark propagator $`S(p)`$ at zero temperature and quark chemical potential after the Wick rotation,

$`V[S]`$ $`=`$ $`V_1[S]+V_2[S],`$ (A1)
$`V_1[S]`$ $`=`$ $`{\displaystyle \frac{d^4p}{(2\pi )^4}\text{tr}\left\{\mathrm{ln}\left[S_0^1(p)S(p)\right]S_0^1(p)S(p)+1\right\}},`$ (A2)
$`V_2[S]`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^4p}{(2\pi )^4}\frac{d^4k}{(2\pi )^4}g^2(pk)\left\{\text{tr}\left[\frac{\lambda ^a}{2}\gamma _\mu S(k)\frac{\lambda ^a}{2}\gamma _\nu S(p)\right]D_{\mu \nu }(pk)\right\}}.`$ (A3)
Here “tr” is taken over the Dirac, flavor and color matrices (Gell-Mann matrices $`\lambda ^a`$), and $`S_0(p)`$ and $`D_{\mu \nu }(pk)`$ are the free quark propagator and the gluon propagator in the Landau gauge ($`D_{\mu \nu }(pk)=(\delta _{\mu \nu }p_\mu p_\nu /p^2)/p^2`$), respectively. $`V_1[S]`$ corresponds to the 1-loop potential with the quark 1-loop diagram and $`V_2[S]`$ is the 2-loop potential with the one gluon exchange.

We adopt the following approximation, the so-called Higashijima-Miransky approximation  for the QCD running coupling constant

$$g^2\left((pk)^2\right)\theta (p^2k^2)\overline{g}^2(p^2)+\theta (k^2p^2)\overline{g}^2(k^2),$$
(A4)
where $`\overline{g}`$ is defined in (43). In this approximation with the Landau gauge, the renormalization of the quark wave function may be neglected at zero temperature and chemical potential. At finite temperature and chemical potential we need to take the wave function renormalization into account even in the Landau gauge . However, we ignore this problem for the present purpose. Then the CJT effective potential can be rewritten as (42) in terms of the dynamical quark mass function $`\mathrm{\Sigma }(p)`$ using the corresponding Schwinger-Dyson equation for $`\mathrm{\Sigma }(p)`$.

As a normalization, we define $`\stackrel{~}{V}`$ by subtracting the $`\sigma `$-independent part from $`V`$ such that $`\stackrel{~}{V}`$ reduces to the value of the free quark gas when $`\sigma =0`$. We obtain

$`\stackrel{~}{V}[\sigma ,m_q]=V_{\text{free}}`$ $``$ $`{\displaystyle \frac{T}{\pi ^2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle _0^{\mathrm{}}}d|𝒑|𝒑^2\mathrm{ln}{\displaystyle \frac{(\mathrm{\Sigma }^2(𝒑^2,\omega _n^2;\sigma ,m_q)+𝒑^2+\omega _n^2\mu ^2)^2+4\mu ^2\omega _n^2}{(\mathrm{\Sigma }^2(𝒑^2,\omega _n^2;0,m_q)+𝒑^2+\omega _n^2\mu ^2)^2+4\mu ^2\omega _n^2}}`$ (A5)
$`+`$ $`{\displaystyle \frac{16T}{3C_Fa\pi ^2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle _0^{\mathrm{}}}d|𝒑|𝒑^2{\displaystyle \frac{(𝒑^2+\omega _n^2)(𝒑^2+\omega _n^2+p_c^2)\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)\right]^2}{(𝒑^2+\omega _n^2+p_c^2)\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)+𝒑^2+\omega _n^2}}`$ (A8)
$`\times (m_qa\sigma {\displaystyle \frac{\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)\right]^2}{(𝒑^2+\omega _n^2+p_c^2)^3}}[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)+1{\displaystyle \frac{a}{2}}]`$
$`{\displaystyle \frac{\sigma ^2}{(𝒑^2+\omega _n^2+p_c^2)^4}}\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)\right]^{a4}[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)+1{\displaystyle \frac{a}{2}}]^2),`$
where $`a=24/(11N_c2N_f)`$ and the effective potential for the free quark $`V_{\text{free}}`$ is given by

$$V_{\text{free}}=2T\frac{d^3𝒑}{(2\pi )^3}\left[\mathrm{ln}\left(1+e^{(\omega \mu )/T}\right)+\mathrm{ln}\left(1+e^{(\omega +\mu )/T}\right)\right]$$
(A9)
with $`\omega =\sqrt{𝒑^2+m_q^2}`$. In the chiral limit ($`m_q=0`$),the momentum integral can be easily performed and $`V_{\text{free}}`$ becomes

$$V_{\text{free}}(m_q=0)=\left(\frac{\mu ^4}{12\pi ^2}+\frac{\mu ^2T^2}{6}+\frac{7\pi ^2T^4}{180}\right).$$
(A10)
The quark number susceptibility of the massless free quark gas is given by (omitting the overall factor $`N_fN_c`$)

$$\chi _q^{\text{free}}(m_q=0)=\frac{T^2}{3}+\frac{\mu ^2}{\pi ^2}.$$
(A11)
### 2 The pion decay constant in the Pagels-Stokar formula

The parameters $`p_c`$ and $`\mathrm{\Lambda }_{\text{QCD}}`$ are determined such that they reproduce the pion decay constant $`f_\pi =93`$ MeV in the chiral limit. We calculate $`f_\pi `$ by the Pagels-Stokar formula

$$f_\pi ^2=4N_c\frac{d^4p}{(2\pi )^4}\frac{\mathrm{\Sigma }(p;\sigma _0,m_q=0)}{\left(\mathrm{\Sigma }^2(p;\sigma _0,m_q=0)+p^2\right)^2}\left[\mathrm{\Sigma }(p;\sigma _0,m_q=0)\frac{p^2}{2}\frac{d\mathrm{\Sigma }(p;\sigma _0,m_q=0)}{dp^2}\right].$$
(A12)
In above equation, we set $`N_f=2`$ because the pion consists of $`u`$ and $`d`$ quarks.

### 3 Coefficients in the mean field expansion

The explicit expressions of the coefficients $`a_2,a_4`$ and $`a_6`$ in Eq. (49) are

$`a_2(T,\mu )`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}T{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle }d|𝒑|𝒑^2\{{\displaystyle \frac{2\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)\right]^{a2}(𝒑^2+\omega _n^2\mu ^2)}{(𝒑^2+\omega _n^2+p_c^2)^2\left[(𝒑^2+\omega _n^2\mu ^2)^2+4\mu ^2\omega _n^2\right]}}`$ (A14)
$`+{\displaystyle \frac{9}{2}}{\displaystyle \frac{\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)+1\frac{a}{2}\right]^2(𝒑^2+\omega _n^2)\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)\right]^{a2}}{(𝒑^2+\omega _n^2+p_c^2)\left[(𝒑^2+\omega _n^2+p_c^2)\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)+𝒑^2+\omega _n^2\right]}},`$
$`a_4(T,\mu )`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}T{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle d|𝒑|𝒑^2\frac{\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)\right]^{2a4}\left[(𝒑^2+\omega _n^2\mu ^2)^24\mu ^2\omega _n^2\right]}{(𝒑^2+\omega _n^2+p_c^2)^4\left[(𝒑^2+\omega _n^2\mu ^2)^2+4\mu ^2\omega _n^2\right]^2}},`$ (A15)
$`a_6(T,\mu )`$ $`=`$ $`{\displaystyle \frac{2}{3\pi ^2}}T{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle d|𝒑|𝒑^2\frac{\left[\mathrm{ln}(𝒑^2+\omega _n^2+p_c^2)\right]^{3a6}(𝒑^2+\omega _n^2\mu ^2)\left[(𝒑^2+\omega _n^2\mu ^2)^212\mu ^2\omega _n^2\right]}{(𝒑^2+\omega _n^2+p_c^2)^6\left[(𝒑^2+\omega _n^2\mu ^2)^2+4\mu ^2\omega _n^2\right]^3}}.`$ (A16)
## B The O(4) critical line

In this appendix, for completeness, we examine the singular behavior of $`\chi _q`$ along the O(4) line emerging from TCP toward the temperature axis in the $`m=0`$ plane (See, Fig. 1). We call this line the O(4) line because it consists of a sequence of critical points whose universality class is the same as that of the O(4) spin model . We again start with (6) with $`m=0`$ and the replacement $`\sigma ^2\varphi ^2\sigma ^2+(\pi ^1)^2+(\pi ^2)^2+(\pi ^3)^2`$. The O(4) line in the $`(T,\mu )`$ plane is determined by the following equation

$`a(T,\mu )=0.`$ (B1)
Since $`b>0`$ does not vanish and smoothly varies along this line, we can drop the $`\varphi ^6`$ term. If we consider the mean field behavior, we can expand $`a`$ around an arbitrary point $`(T_c,\mu _c)`$ on the line

$`a(T,\mu )=C^{}(TT_c)+D^{}(\mu \mu _c).`$ (B2)
In the mean field approximation, the (singular part of) thermodynamic potential becomes

$`\mathrm{\Omega }_{MF}=0,`$ (B3)
above the O(4) line, and

$`\mathrm{\Omega }_{MF}={\displaystyle \frac{a^2}{4b}},`$ (B4)
below the O(4) line. Taking the second derivative in $`\mu `$, we see that the quark number susceptibility has a discontinuous jump across $`(T_c,\mu _c)`$ and that it is larger in the low temperature phase (below the O(4) line) than in the high temperature phase (above the O(4) line) except for points where $`D^{}=0`$. Beyond the mean field approximation, we use the current theoretical estimate of the specific heat exponent of the O(4) spin model

$`\alpha 0.2.`$ (B5)
The minus sign means that the quark number susceptibility shows a cusp at $`T_c`$ as in the case of the $`\lambda `$-point of liquid helium. \[$`\alpha `$ is also negative for the O(2) model.\] Note that $`(T_c,\mu =0)`$ is the point where $`D^{}=0`$. It was shown in  that the O(4) line is perpendicular to the temperature axis. Thus the quark number susceptibility has no singularity at ($`T_c,\mu =0`$) even in the chiral limit and increases monotonously as a function of the temperature, consistent with the results of lattice simulations. However, this smooth behavior is an exception only at $`\mu =0`$. At any nonzero $`\mu `$, $`\chi _q`$ has a cusp precisely at the critical temperature $`T_c(\mu )`$. The cusp becomes higher and higher as we increase $`\mu `$ and finally diverges at the tricritical point.


text:
# References

Flavor issues in the Higgs Sector

J. Lorenzo Diaz-Cruz

Instituto de Fisica, BUAP

Ap. Postal J-48, Puebla, Pue., 72570

Mexico

## Abstract

We discuss the conditions under which the flavor structure of SUSY model induces, either radiatively or through mixing, new flavor-violating interactions in the Higgs sector. The radiative flavor mediation mechanism is illustrated using the minimal SUSY extension of the SM (MSSM) with generic trilinear A-terms, and applied to evaluate the corrections to Lepton Flavor-Violating (LFV) and Flavor-Conserving (LFC) Higgs vertices. Flavor mediation through mixing is discussed within the context of an $`E_6`$-inspired multi-Higgs model, suplemented with an abelian flavor symmetry. Tevatron and LHC can probe the flavor structure of these models through the detection of the LFV Higgs mode $`h\tau \mu `$, while NLC can perform high-precision tests of the LFC mode $`h\tau ^+\tau ^{}`$.

1. Introduction. The discovery of atmospheric neutrino oscillations , as well as the new meassurements of CP-violation , can be considered some of the most important recent results in particle physics, and toghether with the reported bounds on the Higgs boson mass , are helping us to shape our understanding of flavor physics and electroweak symmetry breaking. The Higgs boson mass is constrained by radiative corrections to lay in the range 110-185 GeV at 95 % c.l. ; such a light higgs boson is consistent with the predictions from weak-scale supersymmetry (SUSY), which has become one of the leading candidates for physics beyond the standard model. The Higgs sector of the MSSM includes two higgs doublets, and the light Higgs boson (with mass bound $`m_h\stackrel{<}{}125`$ GeV), is perhaps the strongest prediction of the model.

However, after a Higgs signal will be seen, probably at the Tevatron and/or LHC, it will become crucial to meassure its mass, spin and couplings, to elucidate its nature. In particular, the Higgs coupling to light fermions ($`b\overline{b},c\overline{c},\tau ^+\tau ^{}`$) could be measured at next-linear collider (NLC) with a precision of a few percent, which can be used to constrain physics beyond the SM. For instance, higher-dimensional operators of the type $`\mathrm{\Phi }^{}\mathrm{\Phi }\overline{Q}_L\mathrm{\Phi }b_R`$ involving the third family, will generate corrections to the coupling $`h\overline{b}b`$, which in turn will modify the dominant decay of the light Higgs, as well as the associated production of the Higgs with b-quark pairs .

The most widely studied scenarios for Higgs searches, assume that the Flavor-Conserving (FC) Higgs-fermion couplings only depend on the diagonalized fermion mass matrices, while flavor-violating (FV) Higgs transitions are absent or highly suppressed. Indeed, within the SM the Higgs boson-fermion couplings are only sensitive to the fermion mass eigenvalues. However, if one considers extensions of the SM, which either present a significant source of flavor-changing transition or are aimed precisely to explain the pattern of masses and mixing angles of the quarks and leptons, then it is quite possible that such physics will include new flavored interactions. Namely, when additional fields that have non-aligned couplings to the SM fermions, i.e. which are not diagonalized by the same rotations that diagonalize the fermion mass matrices, also couple to the Higgs boson, then such fields could be responsible for transmiting the structure of the flavor sector to the Higgs bosons, thereby producing a a more flavored Higgs boson.

As a consequence of the presence of Lepton Flavor Violating (LFV) higgs interactions, the decay $`h\tau \mu `$ can be induced at rates that could be detected at future colliders, which could be the manifestation of a deeper link between the Higgs and flavor sectors. In fact, a large coupling $`h\tau \mu `$ is suggested by the large $`\nu _\mu \nu _\tau `$ mixing observed with atmospheric neutrinos. The importance of LFV Higgs modes has been discussed in refs. , and it is also the main focus of this work. Depending on the nature of such new physics, we can identify two possibilities for flavor-Higgs mediation, namely:

1. RADIATIVE MEDIATION. In this case the Higgs sector has diagonal couplings to the fermions at tree-level. However, in the presence of new particles associated with extended flavor physics, which couple both to the Higgs and to the SM fermions, these flavor-mediating fields will induce corrections to the Yukawa couplings and/or new FCNC proccess at loop levels. This case will be discussed within the context of the MSSM with general trilinear soft-breaking terms.
2. MIXING MEDIATION. Modifications to the Higgs-flavor structure can also arise when additional particles (bosons or fermions) mix with the SM ones. These new interactions could then be transmited to the Higgs sector, either through scalar-Higgs mixing or through mixing of SM fermions with exotic ones. A multi-Higgs $`E_6`$-inspired model, supplemented with an abelian-flavor symmetry, will be used as an example of this mechanism.

Other models where flavor-higgs mediation could occur through mixing include: i) the general two-Higgs doublet model (THDM-III)  , ii) A model where the SM fermions mix with mirror fermions  , as well as the models with: iii) Higgs-flavon mixing, and iv) R-parity breaking scenarios.

2. Flavor-mediation in the MSSM. Within the MSSM, it can be shown that flavor-Higgs mediation is of radiative type, and it communicates the non-trivial flavor structure of the soft-breaking sector to the Higgs bosons through gaugino-sfermion loops. As an illustration of this case, we have evaluated the SUSY contributions to the Higgs-lepton vertices, arising from the slepton mixing that originates from the trilinear $`A_l`$-terms. The slepton mixing is constrained by the low-energy data, but it mainly suppress the FV’s associated with the first two family sleptons, and still allows the flavor-mixings between the second- and third-family sleptons, to be as large as $`O(1)`$. Thus, one can neglect the mixing involving the selectrons, and the general $`6\times 6`$ slepton-mass-matrix reduces down to a $`4\times 4`$ matrix, involving only the smuon ($`\stackrel{~}{\mu }`$) and stau ($`\stackrel{~}{\tau }`$) sectors, similarly to the squarks case discussed in ref. . Such pattern of large slepton mixing, can also be motivated by considering GUT models that incorporate the large neutrino mixing observed with atmospheric neutrinos.

To evaluate the loop corrections both to the the lepton-flavor conserving (LFC) ($`hl_il_i`$) and the flavor violating (LFV) Higgs modes ($`hl_il_j`$), we have performed the diagonalization of the slepton mass matrices, and expressed the gaugino-lepton-slepton and higgs-slepton-slepton interactions in the mass eigenstate basis, thus without relying on the mass-insertion approximation. The results for the radiative corrections to the LFC modes are in general small, and can be neglected here . While the decay width for $`hl_il_j`$ (adding both final states $`l_i^+l_j^{}`$ and $`l_i^{}l_j^+`$ ) is written as:

$$\mathrm{\Gamma }(hl_il_j)=\frac{m_h}{8\pi }(|F_L|^2+|F_R|^2)$$
(1)
Including only the vertex corrections, $`F_{L,R}`$ are given by:

$`F_L^V`$ $`=`$ $`{\displaystyle \frac{g_1^2m_{\stackrel{~}{B}}}{32\pi ^2}}{\displaystyle \underset{\alpha \beta }{}}\lambda _{jk}^LC_0(m_h^2,m_\tau ^2,0;m_{\stackrel{~}{l}_\alpha },m_{\stackrel{~}{B}},m_{\stackrel{~}{l}_\beta }),`$
$`F_R^V`$ $`=`$ $`{\displaystyle \frac{g_1^2m_{\stackrel{~}{B}}}{32\pi ^2}}{\displaystyle \underset{\alpha \beta }{}}\lambda _{\alpha \beta }^RC_0(m_h^2,m_t^2,0;m_{\stackrel{~}{l}_\alpha },m_{\stackrel{~}{B}},m_{\stackrel{~}{l}_\beta }),`$
where $`\stackrel{~}{l}_{\alpha ,\beta }(\stackrel{~}{\mu }_1,\stackrel{~}{\mu }_2,\stackrel{~}{\tau }_1.\stackrel{~}{\tau }_2)`$, $`C_0`$ denotes the 3-point $`C`$-function of Passarino-Veltman. $`\lambda _{\alpha k}^{L,R}`$ is the product of the relevant $`h\stackrel{~}{l}_\alpha \stackrel{~}{l}_\beta `$ and $`\stackrel{~}{l}_\alpha \stackrel{~}{B}\tau (\mu )`$ couplings, (For details see Ref. ). As shown in table 1, the LFV mode $`h\tau \mu `$ has a branching ratio that may reach the $`4\times 10^4`$; this result may be at the reach of LHC (as one can conclude by comparing with the minimum detectable B.r. ).

Table 1. Br$`[h\tau \mu ]`$ is shown for a sample set of SUSY inputs with $`(\mu ,m_A)=(0.2,0.3)`$ TeV, $`A=\frac{\stackrel{~}{m}_0}{2}`$ and $`\mathrm{tan}\beta =5(10)`$. The numbers in each entry are obtained using the maximum value $`x_{max}(1.23.0)`$ allowed for the given set of SUSY parameters.

| $`m_{\stackrel{~}{B}}`$ | $`\stackrel{~}{m}_0=450`$ GeV | $`\stackrel{~}{m}_0=600`$ GeV |
| --- | --- | --- |
| 150 GeV | $`1.1\times 10^7`$ ($`3.0\times 10^8`$) | $`5.0\times 10^5`$ ($`1.2\times 10^5`$) |
| 300 GeV | $`3.1\times 10^7`$ ($`8.0\times 10^8`$) | $`8.0\times 10^5`$ ($`2.1\times 10^5`$) |
| 600 GeV | $`5.3\times 10^5`$ ($`1.4\times 10^5`$) | $`4.4\times 10^4`$ ($`1.2\times 10^4`$) |

3. An $`E_6`$-inspired multi-Higgs model. On the other hand, flavor-Higgs mediation through mixing occurs within an $`E_6`$-inspired multi-Higgs model , suplemented with an abelian flavor symmetry. Large Higgs-FV effects are also found to arise, though in this case at the tree-level; in this model there is a Higgs pair associated with each family. Then, to generate a realistic flavor structure for both leptons and sleptons we include a horizontal $`U(1)_H`$ symmetry, which at the same time helps to keep under control the FCNC problem, via proper powers of a single suppression factor $`ϵ=S/\mathrm{\Lambda }`$, which has a similar size as the Wolfenstein-parameter $`\lambda `$ in the CKM matrix, i.e., $`ϵ\lambda 0.22`$. Here, $`S`$ denotes the vacuum expectation value of a singlet scalar $`S`$, responsible for spontaneous $`U(1)_H`$ breaking, and $`\mathrm{\Lambda }`$ is the scale at which the $`U(1)_H`$ breaking is mediated to light fermions. The Yukawa lagrangian is written as:

$$_Y=\overline{U}_iY_{ij}^uH_\alpha ^uQ_j\overline{D}_iY_{ij}^dH_\alpha ^dQ_j\overline{E}_iY_{ij}^lH_\alpha ^dL_j$$
(3)
where $`H_\alpha ^{u,d}`$ ($`\alpha =1,2,3`$) denote the three Higgs pairs of the model. Then, assuming that all Higgs pairs have vanishing charges under the flavor symmetry $`U(1)_F`$, we can induce Yukawa couplings that satisfy current data on quark and lepton masses, as well as CKM angles. Working in the basis where only $`H_3^{u,d}=H_{u,d}`$ aquires a v.e.v. ($`<H_{u,d}^0>=v_{u,d}`$), and considering only the two-flavor tau-mu case, we can write the charged lepton mass matrix ($`M_l=\frac{v_d}{\sqrt{2}}Y^l`$), by assigning the flavor-charges: $`(h_2,h_3)=(2,2)`$ and $`(\beta _2,\beta _3)=(3,1)`$, to the lepton doublet and singlet, respectively, then:

$$M_l\frac{v_d}{\sqrt{2}}(\begin{array}{cc}\lambda ^5& \lambda ^5\\ \lambda ^3& \lambda ^3\end{array}),$$
(4)
which gives the correct order of magnitude for the charged lepton masses, nameley $`m_\mu m_\tau \lambda ^2\lambda ^5v_d`$. Then, the “Yukawa matrices” that describe the interactions for the remmaining Higgs doublets $`H_{1,2}^d`$, induce LFV and LFC interactions through the mixing of heavy states with the light MSSM-like Higgs, and can be described as follows:

$$_{int}=\frac{gm_\tau \mathrm{sin}\alpha }{\sqrt{2}m_W\mathrm{cos}\beta }[ϵ_l\frac{(1z_1)}{\mathrm{sin}\alpha }\overline{\tau }\mu +(1ϵ_l\frac{(1+z_1)}{\mathrm{sin}\alpha })\overline{\tau }\tau +h.c.]h^0$$
(5)
where $`z_{1,2}`$ correspond to the $`O(1)`$ coefficients left undetermined by the FN approach, and $`ϵ_l`$ is used to parametrize the mixing between the light MSSM-like Higgs and the heavier Higgs states.

Then, to evaluate the Higgs-FV interactions for tau-mu and the corrections to the FC Higgs-tau vertex, we have considered the values $`z_1=0.75,0.9`$ and $`ϵ_l=0.1,.05`$. From table 2, we can see that the decay branching ratio $`\mathrm{Br}[h\tau \mu ]`$ can be of the order $`10^210^3`$, over the part of the SUSY parameter space with large values of $`\mathrm{tan}\beta `$, and when the mass of the lightest Higgs boson $`h^0`$ is around $`115120`$ GeV, which can be detected at future colliders. In fact, the rates obtained in this model for $`z_1=0.75`$ and $`\mathrm{tan}\beta 20`$ are at the reach of Tevatron Run-2, while LHC can have a larger sensitivity to discover this LFV mode $`h\tau \mu `$ in largest portions of parameter space.

On the other hand, this model also predicts corrections to the Higgs-tau couplings, which can be tested at NLC. Table 2 shows the resulting deviation of the Higgs width ($`h\tau ^+\tau ^{}`$) from the MSSM value, defined as: $`\mathrm{\Delta }\mathrm{\Gamma }_{h\tau \tau }=\frac{\mathrm{\Gamma }_{h_{E_6}\tau \tau }}{\mathrm{\Gamma }_{h_{MSSM}\tau \tau }}`$ This table shows that $`\mathrm{\Delta }\mathrm{\Gamma }_{h\tau \tau }`$ can easily be above 0.08, which according to current studies, could be measurable at the NLC.

Table 3. Values of $`B.R.(h\tau \mu )`$ and $`\mathrm{\Delta }\mathrm{\Gamma }_{h\tau \tau }`$ that arise for $`z_1=0.75,0.9`$ and $`ϵ_l=0.1`$. Results in each parenthesis correspond to $`\mathrm{tan}\beta =5,10,20`$

| $`m_A`$ | $`z_1`$ | $`B.R.(h\tau \mu )\times 10^3`$ | $`\mathrm{\Delta }\mathrm{\Gamma }_{h\tau \tau }`$ |
| --- | --- | --- | --- |
| 100 GeV | 0.75 | (0.19, 0.16, 0.15) | (0.69, 0.72, 0.74) |
|  | 0.90 | (0.03, 0.027, 0.024) | (0.66, 0.69, 0.71) |
| 150 GeV | 0.75 | (0.64, 0.17, 0.56) | (0.44, 0.29, 0.04) |
|  | 0.90 | (0.10, 0.27, 0.90) | (0.40, 0.15, 0.01) |
| 200 GeV | 0.75 | (1.40, 4.80, 17.0) | (0.23, 0.03, 0.95) |
|  | 0.90 | (0.22, 0.76, 2.70) | (0.19, 0.07, 1.30) |
| 250 GeV | 0.75 | (1.90, 7.20, 15.0) | (0.13, 0.06, 2.0) |
|  | 0.90 | (0.31, 1.10, 3.90) | (0.10, 0.13, 2.60) |
| 300 GeV | 0.75 | (2.40, 8.80, 29.0) | (0.09, 0.16, 2.80) |
|  | 0.90 | (0.38, 1.40, 4.60) | (0.05, 0.27, 3.50) |

4. Conclusions. We have discussed the conditions under which the flavor structure of SUSY model induces, either radiatively or through mixing, new flavor-violating interactions in the Higgs sector, which can be probed at future high-energy colliders. It is found that the Higgs-FV couplings are induced at rates that can be significant enough to provide new discovery signals at the on-going Run-2 at the Fermilab Tevatron Collider and the CERN Large Hadron Collider (LHC), which can detect the LFV mode $`h\tau \mu `$, and give information on the flavor structure of the model, while NLC high-precision meassurements can bound the deviations from the SM for the LFC mode $`h\tau ^+\tau ^{}`$. Implications for rare top quark decays  are under current investigation.