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# Parameter estimation and asymptotic stability in stochastic filtering

## 1 Introduction

Stochastic filtering theory is concerned with the estimation of the distribution of a stochastic process at any time instant, given some partial information up to that time (optimal filter). The basic model usually consists of a Markov chain $`X`$ (also called the state variable) and possibly nonlinear observations $`Y`$ with observational noise $`V`$ independent of the signal $`X`$. In this case, the optimal filter is completely determined by the observations, the transition probability kernel, the distribution of the noise, and the initial distribution. One of the problems that often comes up in stochastic filtering is when one or more of these elements or, more generally, the model is not exactly known. In this paper, we study the case where the kernel depends on unknown parameters.

The other important problem in stochastic filtering is how to compute the optimal filter. With the exception of very few cases (for example, linear Gaussian systems), an analytic solution does not exist and we have to resort to numerical methods. One of the most efficient schemes for the recursive computation of the optimal filter is the Interactive Particle Filter (or Sequential Monte Carlo), first suggested in  and , independently. The idea is to approximate the optimal filter by an empirical distribution of particles which evolve in a way that imitates the evolution of the optimal filter. It has been shown that as the number of particles grows, the empirical distribution on these particles converges to the optimal filter, at every time instant (for theoretical results regarding the convergence of the Interacting Particle Filter see, for example, , , , or  for a comprehensive review).

These two problems are combined in the problem of adaptive estimation, i.e. how to estimate the parameters while computing the optimal filter. A natural idea is to treat the parameter as part of the state variable and then use some variation of the Interactive Particle Filter to compute the optimal filter (see  for a historical perspective, as well as  and  for a more recent discussion). In this case, the Bayesian posterior distribution of the parameter is a marginal of the optimal filter. Even though there is plenty of numerical evidence showing that the posterior distribution of the parameter will converge to a delta function on the true value, this has not been proved yet, to the best of the writer’s knowledge. The existing results on the consistency of estimators for the parameters of partially observed Markov chains concern other kinds of estimators (see  and references within for the case of Hidden Markov Models, i.e. partially observed Markov models with finite state space, or  for results regarding the consistency of the Maximum Likelihood Estimator for more general systems). We will show below that the Bayesian estimator is also consistent.

When we include the parameter in the state variable, the problem of adaptive estimation is clearly connected to the problem of asymptotic stability of the optimal filter with respect to its initial conditions. The true initial distribution on the second component of our state variable (the parameter) is of course a delta function on the true value, while we start with some prior distribution. It is also clear that the system is not mixing anymore, even if the signal $`X`$ is. The study of the asymptotic stability of the optimal filter is still an active area of research. In fact, many of the existing results for ergodic systems (,,) have to be revised, since the recent discovery of a gap in a proof of  (see  and ). The question has been resolved for some cases as, for example, mixing systems () or particular cases of non-mixing systems (see ,,  and ). In this paper, we study the asymptotic stability of the optimal filters for systems that are not ergodic and whose ergodic components are actually mixing, under certain assumptions regarding the continuity of the kernel.

Yet, as discussed above, usually we can only hope to compute an approximation to the optimal filter. This is always the case in adaptive estimation; even if the system is linear and Gaussian, the linearity is lost once we enter the parameters in the system. Since the error due to the unknown parameter disappears only asymptotically, we need a numerical scheme that converges uniformly with respect to time. The Interactive Particle Filters usually do not satisfy this condition if the system is not ergodic (see ). A class of Particle Filters (the Monte-Carlo Particle Filter) that converges uniformly under relatively weak conditions is described in . These filters, though, are computationally much more expensive than the Interactive Particle Filters, since they require good sampling of the path space. In , we discuss a numerical scheme that converges uniformly to the optimal filter in question and is computationally relatively efficient.

The structure of the paper is the following: In section 2, we define the filtering problem we will be studying and state our main assumption, concerning the identifiability of the parameters. In section 3, we prove that the posterior distribution of the parameter will, indeed, converge to a delta function on the true value, under certain continuity conditions and for prior distributions on the parameter space whose mass in the neighborhood of the true value does not disappear “too fast”.

In order to prove that the optimal filter is asymptotically stable, we first show that it is uniformly continuous with respect to the parameters. The uniform continuity of the optimal filter has also been studied in , under the assumption that the kernels are mixing. In that case, it is shown that if the parameter is fixed to a value different than the true one, the total error in the optimal filter will be uniformly bounded by the supremum of the step errors – i.e. the errors made when the parameters are different just at the last time step – multiplied by some constant that depends on the mixing constant. Thus, the uniform continuity of the step errors implies the uniform continuity of the optimal filter. In section 4, we review these results and give some sufficient conditions for the uniform continuity of the step error to hold, that are relatively easy to check. Finally, in section 5, we prove the main result: the asymptotic stability of the optimal filter, with respect to the initial conditions, for systems that come up when we include the parameters of an otherwise mixing system, in the state variable.

## 2 Definitions and Assumptions

Let $`E`$ be a Polish space, i.e., a complete separable metric space and let us denote by $`(E)`$ its Borel $`\sigma `$-field. We study the asymptotic behavior of the conditional distribution of a Markov chain $`\{X_n\}`$ taking values in $`E`$ given some noisy partial information, when the kernel depends on an unknown parameter $`\theta `$. More specifically, we study the optimal filter of the following system, which we will refer to as:

###### System 1.

Let $`\{X_n\}`$ be a homogeneous Markov chain taking values in $`(E,(E))`$. Let $`\mu `$ be its initial distribution and $`K_\theta `$ its transition probability kernel depending on a parameter $`\theta \mathrm{\Theta }`$. Furthermore, we assume that for each $`\theta \mathrm{\Theta }`$, $`K_\theta `$ is Feller and mixing, i.e. there exists a constant $`0<ϵ_\theta 1`$ and a nonnegative measure $`\lambda _\theta ^+(E)`$ ($`^+(E)`$ being the set of finite nonnegative measures on $`E`$), such that

$$ϵ_\theta \lambda _\theta (A)K_\theta (x,A)\frac{1}{ϵ_\theta }\lambda _\theta (A),xEandA(E).$$
(1)
The observation process is defined by

$$Y_n=h(X_n)+V_n,$$

where $`V_n`$ are i.i.d. Gaussian(0,$`\sigma ^2`$) p-valued random variables independent of $`X`$ and $`h:E^p`$ is a bounded continuous function. We denote by $`g`$ the Gaussian probability density function of the observational noise.

In practice, the parameter space $`\mathrm{\Theta }`$ is usually Euclidean. More generally, we assume that it is a Polish space, with metric $`d_\mathrm{\Theta }(,)`$. Most problems are given in the form of System 1. Following a standard Bayesian technique, we rewrite the system, so that the parameter becomes part of the Markov chain, whose transition probability kernel is now completely known:

###### System 2.

Suppose that $`\{\stackrel{~}{X}_n=(X_n,\theta _n)\}`$ is an $`E\times \mathrm{\Theta }`$-valued homogeneous Markov chain, with transition probability

$$\stackrel{~}{K}((x^{},\theta ^{}),dxd\theta )=K_\theta (x^{},dx)\delta _\theta ^{}(d\theta ).$$

and initial distribution $`\mu u`$, where $`K_\theta `$ is Feller and mixing in the sense of (1). The observation process is defined by

$$Y_n=\stackrel{~}{h}(\stackrel{~}{X}_n)+V_n,$$

where $`\stackrel{~}{h}(\stackrel{~}{x})=h(x)`$ and $`\stackrel{~}{x}=(x,\theta )`$ and the process $`\{V_n\}_{n>0}`$ is defined as above.

System 2 can be thought of as a generalization of System 1 and will be the main object of study in this paper. Our goal is to show the asymptotic stability of the optimal filter of this system with respect to its initial distribution.

The canonical space of the Markov chain $`X`$ with kernel $`K_\theta `$ and initial distribution $`\mu `$ is denoted by $`(\mathrm{\Omega }_1=E^{},(_n^{(X)})_{n0},P_{\mu ,\theta })`$, where $`_n^{(X)}=\sigma (X_0,X_1,\mathrm{},X_n)`$ is the $`\sigma `$-algebra constructed by the random variables $`X_0,X_1,\mathrm{},X_n`$. Similarly, the observation process is defined on the canonical space $`(\mathrm{\Omega }_2=(^p)^{},(_n^{(Y)})_{n0},Q_{\mu ,\theta })`$, where $`_n^{(Y)}=\sigma (Y_1,\mathrm{},Y_n)`$. The law of the observation process $`Q_{\mu ,\theta }`$ is given by

$$Q_{\mu ,\theta }(dy_{k_1},\mathrm{},dy_{k_n})=_{E^n}\underset{i=1}{\overset{n}{}}g(y_{k_i}h(x_{k_i}))P_{\mu ,\theta }(dx_{k_1},\mathrm{},dx_{k_n})dy_{k_1}\mathrm{}dy_{k_n},$$

for any $`n0`$ and $`k_1,\mathrm{},k_n_+`$, where $`E^n=E\times \mathrm{}\times E`$ is the product space of n copies of $`E`$. Also, by $`Q_{\mu ,\theta }^n`$ we denote the restriction of the measure $`Q_{\mu ,\theta }`$ to the sigma algebra $`_n^{(Y)}`$.

We can now define the pair process $`(X,Y)`$ on the space $`(\mathrm{\Omega }=\mathrm{\Omega }_1\times \mathrm{\Omega }_2,(_n=_n^{(X)}\times _n^{(Y)})_{n0},_{\mu ,\theta })`$, where the measure $`_{\mu ,\theta }`$ is such that its marginal distributions with respect to $`X`$ and $`Y`$ are $`P_{\mu ,\theta }`$ and $`Q_{\mu ,\theta }`$ respectively. It is not hard to show that this measure exists (see, for example, ). We will denote the expectation with respect to $`_{\mu ,\theta }`$ by $`𝔼_{\mu ,\theta }`$.

Similarly, we define the triplet $`(X,Y,\theta )`$ on the space $`(\stackrel{~}{\mathrm{\Omega }}=\mathrm{\Omega }\times \mathrm{\Omega }_3,(\stackrel{~}{}_n=_n\times \sigma (\theta ))_{n0},\stackrel{~}{}_{\mu ,u})`$, where $`\theta `$ is a $`\mathrm{\Theta }`$-valued random variable defined on $`(\mathrm{\Omega }_3,\sigma (\theta ),u)`$ and the marginals of $`\stackrel{~}{}_{\mu ,u}`$ on $`(X,Y)`$ and $`\theta `$ respectively are $`_\mathrm{\Theta }_{\mu ,\theta }u(d\theta )`$ and $`u`$. We will denote the expectation with respect to $`\stackrel{~}{}_{\mu ,u}`$ by $`\stackrel{~}{𝔼}_{\mu ,u}`$.

Furthermore, we denote by $`\mathrm{\Psi }_n^\theta (\mu )`$ and $`\mathrm{\Phi }_n(\mu u)`$ the optimal filters for Systems 1 and 2, with initial distributions $`\mu `$ and $`\mu u`$, respectively, defined as the posterior distribution of the state variable given the observations. The name “optimal filters” is due to the fact that they are the best estimators adapted to the available information (the $`\sigma `$-algebra constructed by the observations), with respect to the $`L_2`$-norm. They are random measures on the space $`E`$ and $`E\times \mathrm{\Theta }`$ respectively, defined as follows: for every $`f𝒞_b(E\times \mathrm{\Theta })`$,

$`\mathrm{\Phi }_n(\mu u)(f)`$ $`=`$ $`\stackrel{~}{𝔼}_{\mu ,u}[f(X_n,\theta )|Y_n,\mathrm{},Y_1]=`$ (2)
$`=`$ $`{\displaystyle \frac{_\mathrm{\Theta }_{E^n}f(x_n,\theta )_{k=1}^ng(Y_kh(x_k))P_{\mu ,\theta }(dx_1,\mathrm{}dx_n)u(d\theta )}{_\mathrm{\Theta }_{E^n}_{k=1}^ng(Y_kh(x_k))P_{\mu ,\theta }(dx_1,\mathrm{},dx_n)u(d\theta )}}.`$
Similarly, $`f^{}𝒞_b(E)`$,

$`\mathrm{\Psi }_n^\theta (\mu )(f^{})`$ $`=`$ $`𝔼_{\mu ,\theta }[f^{}(X_n)|Y_n,\mathrm{},Y_1]=`$ (3)
$`=`$ $`{\displaystyle \frac{_{E^n}f^{}(x_n)_{k=1}^ng(Y_kh(x_k))P_{\mu ,\theta }(dx_1,\mathrm{},dx_n)}{_{E^n}_{k=1}^ng(Y_kh(x_k))P_{\mu ,\theta }(dx_1,\mathrm{},dx_n)}}.`$
Clearly, $`\mathrm{\Psi }_n^\alpha (\mu )`$ is the marginal of $`\mathrm{\Phi }_n(\mu \delta _\alpha )`$ with respect to the state variable $`X`$, since $`\mathrm{\Phi }_n(\mu \delta _\alpha )(f)=\mathrm{\Psi }_n^\alpha (\mu )(f_\alpha )`$, where we used the notation $`f_\alpha (x)=f(x,\alpha )`$. Similarly, we define $`\mathrm{\Psi }_n^u(\mu )`$ as the marginal of $`\mathrm{\Phi }_n(\mu u)`$ with respect to $`X`$, i.e.,

$$\mathrm{\Psi }_n^u(\mu )(dx)=_\mathrm{\Theta }\mathrm{\Phi }_n(\mu u)(dx,d\theta ).$$

We want to find sufficient conditions for $`\mathrm{\Psi }_n^u(\mu )`$ to be asymptotically stable with respect to the initial distribution $`u`$. First, we need to check the “identifiability” of the parameters.

The mixing condition (1) implies the ergodicity of the signal. We denote by $`\mu _\theta `$ the limiting distribution of the Markov chain whose transition kernel is $`K_\theta `$. The measure $`\mu _\theta `$ is uniquely defined in this way, as a result of the ergodic property of the signal. By $`\nu _\theta `$ we denote the limiting distribution of the observation process corresponding to parameter value $`\theta `$. It is easy to check that this is also uniquely defined by:

$$\nu _\theta =(\mu _\theta h^1)g.$$
(4)
We define an equivalence relation on the parameter space as follows:

$$\alpha \beta \mu _\alpha h^1=\mu _\beta h^1$$
(5)
Since $`g`$ is the Gaussian probability density function, the following definition is equivalent to (5):

$$\alpha \beta \nu _\alpha =\nu _\beta .$$
(6)
We assume that there is no pair of equivalent points in the parameter space. This implies that the observation processes corresponding to two different parameter values are mutually singular. Otherwise, we might not be able to tell two parameter values apart by looking at the observations. A trivial example is when $`h`$ is constant. Problems can also arise when $`h`$ is symmetric.

Identifiability condition: By saying that “the identifiability condition holds” or that “the parameters are identifiable”, we mean that $`\alpha \beta `$ implies $`\alpha \sim ̸\beta `$.

###### Remark 2.1.

The assumption that the noise $`\{V_n\}_{n>0}`$ in the observation process is Gaussian is not really necessary. It just implies the equivalence between definitions (5) and (6). For arbitrary observational noise, one just has to define the equivalence relation using (6) and all the following results will also hold, with the appropriate changes in notation.

## 3 Consistency of Bayesian estimator

In this section, we study the behavior of the posterior distribution of the parameter, given the observations. We show that under certain conditions and for almost every realization $`y=\{y_1,\mathrm{},y_n,\mathrm{}\}`$ of the observation process described by System 1 corresponding to a fixed value $`\alpha `$ of the parameter ($`\theta =\alpha `$), the posterior distribution of the parameter $`\stackrel{~}{}_{\mu ,u}(\theta |y)`$, where $`u`$ is the prior distribution, is a delta function on $`\alpha `$.

If we only assume that the identifiability condition holds, we can show that for $`u`$-a.e. $`\alpha `$,

$$Q_\alpha \{\stackrel{~}{}_{\mu ,u}(\theta |y)=\delta _\alpha \}=1,$$
(7)
meaning that for almost every realization $`\alpha `$ of the parameter value with respect to the probability measure $`u`$ and almost every realization $`y`$ of the observation process with respect to the measure $`Q_\alpha `$, the posterior distribution of the parameters given the observation is going to be a delta function on $`\alpha `$. Equivalently, this can be stated as follows:

$$u\{\alpha \mathrm{\Theta }:Q_\alpha \{y:\stackrel{~}{}_{\mu ,u}(\theta |y)=\delta _\alpha \}=1\}=1.$$

This is a consequence of a lemma by Glötzl and Wakolbinger , where they use the notion of ergodic decomposability. It is a promising result, but we actually need something stronger. Since we assume that there exists a “true value” for the parameter which is fixed but unknown, we have to be sure that whatever this value is, the result will hold. So, we would like prove (7) for every possible value of the parameter.

Below, we prove a result for the posterior distribution that is slightly weaker than (7), for any “reasonable prior” (this will be made more precise below) and under some additional assumptions. This result, however, will be sufficient for our purposes.

###### Lemma 3.1.

Let $`Y`$ be as described in System 1. We further assume that

* the prior distribution $`u`$ on the parameter space is such that there exist a sequence $`ϵ_n0`$ and a function $`p:[1,\mathrm{})`$ with the following properties:

$$\frac{p(n)}{n}0,\mathrm{as}n\mathrm{}$$
(8)
and

$$\underset{n\mathrm{}}{sup}𝔼_{\mu ,\alpha }[(\frac{sup_{\theta 𝒩_{ϵ_n}(\alpha )}\frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},\theta }^n}(Y_n,\mathrm{},Y_1)}{u(𝒩_{ϵ_n}(\alpha ))})^{\frac{1}{p(n)}}]<+\mathrm{}.$$
(9)
* For each $`\eta >0`$, there exists an $`ϵ>0`$ and an $`I_\eta >0`$ such that

$$\underset{n\mathrm{}}{lim\; sup}\frac{1}{n}\mathrm{log}_{𝒩_\eta (\alpha )^c}_{\mu ^{},\theta }(L_n(Y)_ϵ(\nu _\alpha ))u(d\theta )I_\eta <0,$$
(10)
where $`L_n(Y)`$ is the empirical measure of the observation process up to time $`n`$, i.e. $`L_n(Y)=\frac{1}{n}_{k=1}^n\delta _{Y_k}`$.

Then, for every $`\eta >0`$,

$$\underset{n\mathrm{}}{lim}𝔼_{\mu ,\alpha }\stackrel{~}{}_{\mu ^{},u}(\theta 𝒩_\eta (\alpha )^c|Y_n,\mathrm{},Y_1)=0.$$
(11)
Note that we have used the notation $`𝒩_\rho (\alpha )`$ to denote the ball of radius $`\rho `$ and center $`\alpha `$ with respect to the metric $`d_\mathrm{\Theta }`$, for any $`\rho >0`$. Similarly, by $`_ϵ(\nu _\alpha )`$ we denote the ball of radius $`ϵ`$ and center $`\nu _\alpha `$ with respect to the Lévy-Prohorov metric. Also, by $`A^c`$ we denote the complement of any set $`A`$.

The condition on the prior says that the mass around the true value $`\alpha `$ should not go to zero “too quickly” and how quickly is that will depend on how fast the measure $`Q_\theta `$ approaches $`Q_\alpha `$ when $`\theta `$ goes to $`\alpha `$. This condition becomes more clear when applied to specific models.

The proof of lemma 3.1 is given below:

###### Proof of lemma 3.1.

Let us fix an $`\eta >0`$. Then, we can choose $`ϵ>0`$ so that (10) holds. We break the expectation in two parts:

$$𝔼_{\mu ,\alpha }\stackrel{~}{}_{\mu ^{},u}(\theta 𝒩_\eta (\alpha )^c|Y_n,\mathrm{},Y_1)=A_n+B_n,$$

where

$$A_n=𝔼_{\mu ,\alpha }[\mathrm{𝟏}_{_ϵ(\nu _\alpha )}(L_n(Y))\stackrel{~}{}_{\mu ^{},u}(\theta 𝒩_\eta (\alpha )^c|Y_n,\mathrm{},Y_1)]$$

and

$$B_n=𝔼_{\mu ,\alpha }[\mathrm{𝟏}_{(_ϵ(\nu _\alpha ))^c}(L_n(Y))\stackrel{~}{}_{\mu ^{},u}(\theta 𝒩_\eta (\alpha )^c|Y_n,\mathrm{},Y_1)].$$

Clearly

$$\underset{n\mathrm{}}{lim}B_n\underset{n\mathrm{}}{lim}_{\mu ,\alpha }(L_n(Y)(_ϵ(\nu _\alpha ))^c)=0,ϵ>0$$

by Birkhoff’s ergodic theorem. It remains to show that $`lim_n\mathrm{}A_n=0`$. We write

$`A_n`$ $`=`$ $`\stackrel{~}{𝔼}_{\mu ^{},u}[\mathrm{𝟏}_{(_ϵ(\nu _\alpha ))^c}(L_n(Y))\stackrel{~}{𝔼}_{\mu ^{},u}(\mathrm{𝟏}_{(𝒩_\eta (\alpha ))^c}(\theta )|Y_n,\mathrm{},Y_1){\displaystyle \frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},u}^n}}(Y_n,\mathrm{},Y_1)]=`$
$`=`$ $`\stackrel{~}{𝔼}_{\mu ^{},u}[\mathrm{𝟏}_{(_ϵ(\nu _\alpha ))^c}(L_n(Y))\mathrm{𝟏}_{(𝒩_\eta (\alpha ))^c}(\theta ){\displaystyle \frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},u}^n}}(Y_n,\mathrm{},Y_1)]`$
$``$ $`\stackrel{~}{𝔼}_{\mu ^{},u}[(\mathrm{𝟏}_{(_ϵ(\nu _\alpha ))^c}(L_n(Y))\mathrm{𝟏}_{(𝒩_\eta (\alpha ))^c}(\theta ))^{p(n)+1}]^{\frac{1}{p(n)+1}}\stackrel{~}{𝔼}_{\mu ^{},u}[({\displaystyle \frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},u}^n}})^{\frac{p(n)+1}{p(n)}}]^{\frac{p(n)}{p(n)+1}}=`$
$`=`$ $`(\stackrel{~}{𝔼}_{\mu ^{},u}[\mathrm{𝟏}_{(_ϵ(\nu _\alpha ))^c}(L_n(Y))\mathrm{𝟏}_{(𝒩_\eta (\alpha ))^c}(\theta )])^{\frac{1}{p(n)+1}}(𝔼_{\mu ,\alpha }[({\displaystyle \frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},u}^n}})^{\frac{1}{p(n)}}])^{\frac{p(n)}{p(n)+1}}.`$
To go from line 1 to line 2 above we used the tower property of the expectations and the adaptiveness of the terms outside the conditional expectation to the $`\sigma `$-algebra $`\sigma (Y_n,\mathrm{},Y_1)`$. To go from line 2 to line 3 we applied the Holder inequality with $`p=p(n)+1`$ and $`q=\frac{p(n)+1}{p(n)}`$. The first term can be written as

$$\mathrm{exp}(\frac{n}{p(n)+1}\frac{1}{n}\mathrm{log}_{(𝒩_\eta (\alpha ))^c}_{\mu ^{},\theta }(L_n(Y)_ϵ(\nu _\alpha ))u(d\theta ))$$

and it goes to zero as $`n\mathrm{}`$, by (8) and (10). The second term will be uniformly bounded, since

$`𝔼_{\mu ,\alpha }[({\displaystyle \frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},u}^n}})^{\frac{1}{p(n)}}]`$ $`=`$ $`𝔼_{\mu ,\alpha }[({\displaystyle \frac{dQ_{\mu ,\alpha }^n}{_\mathrm{\Theta }𝑑Q_{\mu ^{},\theta }^nu(d\theta )}})^{\frac{1}{p(n)}}]`$
$`𝔼_{\mu ,\alpha }[({\displaystyle \frac{dQ_{\mu ,\alpha }^n}{_{𝒩_{ϵ_n}(\alpha )}𝑑Q_{\mu ^{},\theta }^nu(d\theta )}})^{\frac{1}{p(n)}}]`$ $``$ $`𝔼_{\mu ,\alpha }[({\displaystyle \frac{sup_{\theta 𝒩_{ϵ_n}(\alpha )}\frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},\theta }^n}(Y_n,\mathrm{},Y_1)}{u(𝒩_{ϵ_n}(\alpha ))}})^{\frac{1}{p(n)}}].`$
Thus, $`lim_n\mathrm{}A_n=0`$, which completes the proof. ∎

From the proof of lemma 3.1, one can easily get an estimate for the rate of convergence of (11). If the Markov chain for $`\theta =\alpha `$ satisfies the LDP, then

$$\underset{n\mathrm{}}{lim\; sup}\frac{p(n)+1}{n}\mathrm{log}𝔼_{\mu ,\alpha }\stackrel{~}{}_{\mu ^{},u}(\theta 𝒩_\eta (\alpha )^c|Y_n,\mathrm{},Y_1)I_\eta <0.$$
(12)
Note that if the prior $`u`$ puts positive mass on the true value $`\alpha `$, i.e. $`u(\{\alpha \})>0`$, we can choose $`ϵ_n0`$ and $`p(n)=n`$. Then, the rate of convergence will be exponential (in the sense of (12)).

We would now like to find conditions for (10) to hold that only depend on the properties of the kernels $`K_\theta `$. If $`u(𝒩_\eta (\alpha )^c)=0`$ it holds trivially, so we assume that $`u(𝒩_\eta (\alpha )^c)>0`$. Let us also assume that for each $`\theta \mathrm{\Theta }`$, the Markov chain satisfies the LDP with rate function $`I_\theta `$. This is really just a property of the kernels $`K_\theta `$ (see, for example, , for the properties the kernel has to satisfy in order for the Markov chain to satisfy the LDP). Then, by the contraction principle, the observation process $`\{Y_n\}_{n>0}`$ will also satisfy the LDP with a good rate function $`J_\theta `$, given by

$`J_\theta (\nu ):=inf\{\underset{\{K𝒯:\mu K=\mu \}}{inf}{\displaystyle _E}{\displaystyle _E}\mathrm{log}{\displaystyle \frac{dK(x,)}{dK_\theta (x,)}}(y)K(x,dy)\mu (dx)+`$ (13)
$`+\underset{\{v^{}𝒫({}_{}{}^{p})\}}{inf}{\displaystyle _^p}\mathrm{log}{\displaystyle \frac{dv^{}}{dv}}(x)v^{}(dx);\mu 𝒫(E),v𝒫({}_{}{}^{p})\mathrm{and}\nu =(\mu h^1)v\}`$
where $`𝒯`$ is the class of all transition kernels on $`E`$. To show (10), we have to show that

$$\underset{n\mathrm{}}{lim\; sup}\underset{\theta 𝒩_\eta (\alpha )^c}{sup}\frac{1}{n}\mathrm{log}_{\mu ^{},\theta }(L_n(Y)_ϵ(\nu _\alpha ))I_\eta <0.$$

If the parameter space is compact and the distribution $`_{\mu ^{},\theta }`$ is continuous with respect to $`\theta `$, we can interchange the limit and the supremum and, consequently, it suffices to show that for each $`\theta 𝒩_\eta (\alpha )^c`$,

$$\underset{n\mathrm{}}{lim\; sup}\frac{1}{n}\mathrm{log}_{\mu ^{},\theta }(L_n(Y)_ϵ(\nu _\alpha ))I_\eta <0.$$

Since the observation process satisfies the LDP for each $`\theta `$, we know that

$$\underset{n\mathrm{}}{lim\; sup}\frac{1}{n}\mathrm{log}_{\mu ^{},\theta }(L_n(Y)_ϵ(\nu _\alpha ))J_\theta (\overline{_ϵ(\nu _\alpha )}),\theta \mathrm{\Theta },$$

where by $`\overline{_ϵ(\nu _\alpha )}`$ we denote the closure of $`_ϵ(\nu _\alpha )`$. We need to find an $`ϵ>0`$, such that

$$\underset{\theta 𝒩_\eta (\alpha )^c}{inf}J_\theta (\overline{_ϵ(\nu _\alpha )})>0.$$
(14)
Let us also assume that the rate function $`J_\theta `$ is continuous with respect to $`\theta `$. Then, the compactness of the parameter space and the properties of rate functions imply that (14) will be true if for each $`\theta 𝒩_\eta (\alpha )^c`$, $`\nu _\theta \overline{_ϵ(\nu _\alpha )}`$. Equivalently, we ask that

$$\eta >0,ϵ>0:(L(\nu _\theta ,\nu _\alpha )ϵd_\mathrm{\Theta }(\theta ,\alpha )<\eta ),$$
(15)
where by $`L(,)`$ we denote the Lévy-Prohorov metric. This holds if the mapping from the parameter space $`\mathrm{\Theta }`$ to the space of limiting distributions of the observation process is open (i.e. open sets are matched to open sets).

Note that the continuity of the kernel $`K_\theta `$ with respect to the parameter $`\theta `$ implies the continuity of $`_{\mu ^{},\theta }`$ with respect to $`\theta `$. So, we have found conditions for (10) to hold that only involve properties of the kernels. These are summarized in the following

###### Lemma 3.2.

Suppose that the parameter space $`\mathrm{\Theta }`$ is compact and the following hold:

* for each $`\theta \mathrm{\Theta }`$, the observation process $`\{Y_n\}_{n>0}`$ satisfies the LDP with rate function $`J_\theta `$.
* The mapping $`\mathrm{\Theta }\theta \nu _\theta 𝒫(^p)`$, is an open mapping, in the sense of (15).
* The kernel $`K_\theta `$ and the rate function $`J_\theta `$ are continuous with respect to $`\theta `$.

Then, (10) will also hold.

## 4 Uniform continuity of the optimal filter

In this section, we study uniform continuity of the optimal filter, with respect to the parameter. This problem was first studied in , where it was shown that if the kernel is mixing and the step errors converge to zero uniformly, then the total error is also going to converge to zero uniformly. We review these results here and give some sufficient conditions for the step error to be uniformly continuous. We first review the definition of the “Hilbert projective metric” in the space of measures:

###### Definition 4.1.

Two nonnegative measures $`\mu ,\mu ^{}^+(E)`$ are comparable, if $`\alpha \mu \mu ^{}\beta \mu `$ for suitable positive scalars $`\alpha `$ and $`\beta `$. The Hilbert projective metric on $`^+(E)`$ is defined as

$$h(\mu ,\mu ^{}):=\{\begin{array}{c}\mathrm{log}\frac{sup_{A:\mu ^{}(A)>0}\frac{\mu (A)}{\mu ^{}(A)}}{inf_{A:\mu ^{}(A)>0}\frac{\mu (A)}{\mu ^{}(A)}}=\mathrm{log}(\frac{d\mu }{d\mu ^{}}_{\mathrm{}}\frac{d\mu ^{}}{d\mu }_{\mathrm{}}),\\ \\ 0,\\ \\ +\mathrm{},\end{array}\begin{array}{c}if\mu and\mu ^{}arecomparable\\ \\ if\mu =\mu ^{}0\\ \\ otherwise\end{array}$$
(16)
The kernel norm corresponding to the Hilbert metric is called the Birkhoff contraction coefficient $`\tau (K)`$:

$$\tau (K):=\underset{0<h(\mu ,\mu ^{})<\mathrm{}}{sup}\frac{h(K\mu ,K\mu ^{})}{h(\mu ,\mu ^{})}.$$
(17)
Convergence of probability measures in the Hilbert projective metric is stronger than convergence in total variation. In fact, the following inequality holds (see ):

$$\mu \mu ^{}_{tv}\frac{2}{\mathrm{log}3}h(\mu ,\mu ^{}),\mathrm{for}\mu ,\mu ^{}𝒫(E).$$

The following result gives a uniform bound, in terms of the step errors, to the total variation distance of optimal filters corresponding to different parameters, one being equal to the true parameter value $`\alpha `$. The proof of this estimate is given in . We have slightly altered the notation there, in order to make it consistent with the rest of this paper.

###### Lemma 4.2 (, Cor. 4.5).

Suppose that the kernel $`K_\alpha `$ is mixing with some $`ϵ>0`$. We define the step error with respect to the Hilbert projective metric as follows:

$$\delta _n^H(\theta ,\alpha )=h(\mathrm{\Psi }_n^\theta (\mu ),𝐊_n^\alpha (\mathrm{\Psi }_{n1}^\theta (\mu ))),$$
(18)
where $`𝐊_n^\alpha `$ is the transition kernel at time $`n`$ of the optimal filter corresponding parameter $`\alpha `$, i.e.

$$𝐊_n^\alpha (\mu )(dx)=\frac{_Eg(Y_nh(x))K_\alpha (x^{},dx)\mu (dx^{})}{_E_Eg(Y_nh(z))K_\alpha (z^{},dz)\mu (dz^{})}.$$
(19)
Then, the total error is uniformly bounded in total variation by

$$\underset{n0}{sup}\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}\frac{2}{ϵ^2\mathrm{log}3}\underset{n0}{sup}\delta _n^H(\theta ,\alpha )$$
(20)
where $`_{tv}`$ is the total variation norm on the space of measures.

Note that the quantities appearing in (20) are all random. It would have been more accurate to write

$$\underset{n0}{sup}𝔼[\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}|Y_n,\mathrm{},Y_1]\frac{2}{ϵ^2\mathrm{log}3}\underset{n0}{sup}𝔼[\delta _n^H(\theta ,\alpha )|Y_n,\mathrm{},Y_1],$$

i.e. the inequality (20) holds for every fixed realization $`(y_n,\mathrm{},y_1)`$ of the observation process. To simplify the notation, we will avoid writing this conditional expectation each time. The comparison between random quantities (depending on the observation process) that follow are meant to hold for each fixed realization.

The proof of lemma 4.2 is quite intuitive: the total error is written as the sum of local errors made when the kernels of the optimal filters are different only at one time step. Yet, the earlier the error occurs, the smaller the contribution of the local error to the total error, since the optimal filter “corrects itself”. This self-correcting property is a consequence of the mixing property of the kernel, which guarantees that the contribution of the local errors to the total error is going to decay exponentially fast as time evolves and thus, the total error which is their sum is going to be bounded.

More specifically, the proof is based on decomposing the total error to the errors made at each time step and then using Birkhoff’s contraction coefficient to get a bound for the total error with respect to the step errors (18). That is, the error is decomposed to:

$$\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )=\underset{k=1}{\overset{n}{}}[𝐊_{k+1,n}^\alpha (\mathrm{\Psi }_k^\theta (\mu ))𝐊_{k+1,n}^\alpha (𝐊_k^\alpha (\mathrm{\Psi }_{k1}^\theta (\mu )))],$$

where $`𝐊_{k+1,n}^\alpha =𝐊_{k+1}^\alpha \mathrm{}𝐊_n^\alpha `$ is the $`k`$-to-$`n`$ transition kernel of the optimal filter corresponding to parameter $`\alpha \mathrm{\Theta }`$. Then, the following inequality that connects the total variation norm and the Hilbert projective metric is used:

$$K\mu K\mu ^{}_{tv}\frac{2}{\mathrm{log}3}\tau (K)h(\mu ,\mu ^{}),K𝒦(E)\mathrm{and}\mu 𝒫(E),$$

where $`\tau `$ is Birkhoff’s contraction coefficient and $`𝒦(E)`$ is the space of transition kernels on $`E`$. The result follows by the fact that $`\tau (𝐊_{k+1,n}^\alpha )(\frac{1ϵ^2}{1+ϵ^2})^{nk}`$ (which is a consequence of the mixing property of $`K_\alpha `$ with mixing constant $`ϵ>0`$).

A similar result holds if we assume that the step errors are uniformly bounded with respect to the total variation norm instead of the Hilbert projective metric. Once again, the following estimate comes from . We rewrite it so that it fits in the setting of this paper.

###### Lemma 4.3 , Cor.4.7).

Suppose that the kernel $`K_\alpha `$ is mixing with some $`ϵ>0`$. Let

$$\delta _n^{tv}(\theta ,\alpha ):=\mathrm{\Psi }_n^\theta (\mu )𝐊_n^\alpha (\mathrm{\Psi }_{n1}^\theta (\mu ))_{tv},$$
(21)
where $`𝐊_n^\alpha `$ is defined as in (19). Then, the total variation norm of the total error is uniformly bounded by

$$\underset{n0}{sup}\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}(1+\frac{2}{ϵ^4\mathrm{log}3})\underset{n0}{sup}\delta _n^{tv}(\theta ,\alpha ).$$
(22)
The proof of the above lemma is based on the following estimate that provides an upper bound for the total variation norm in terms of the Hilbert projective norm: if the nonnegative kernel $`K`$ is mixing, then for any nonzero finite measures $`\mu ,\mu ^{}^+(E)`$:

$$h(K\mu ,K\mu ^{})\frac{1}{ϵ^2}\frac{\mu }{\mu (E)}\frac{\mu ^{}}{\mu ^{}(E)}_{tv}.$$

It is now a straight-forward corollary that the uniform convergence of the step errors (18) and (21) implies the uniform continuity of the optimal filters, in the total variation norm.

###### Corollary 4.4.

Suppose that the Hilbert projective metric of the step errors converges to zero uniformly with respect to parameter $`\theta `$:

$$\underset{\theta \alpha }{lim}\underset{n0}{sup}h(\mathrm{\Psi }_n^\theta (\mu ),𝐊_n^\alpha (\mathrm{\Psi }_{n1}^\theta (\mu )))=0.$$
(23)
Then, the optimal filters are uniformly continuous with respect to $`\theta `$, in the total variation norm:

$$\underset{\theta \alpha }{lim}\underset{n0}{sup}\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}=0.$$
(24)
Uniform continuity of the optimal filter with respect to the parameter (24) also holds if

$$\underset{\theta \alpha }{lim}\underset{n0}{sup}\mathrm{\Psi }_n^\theta (\mu )𝐊_n^\alpha (\mathrm{\Psi }_{n1}^\theta (\mu ))_{tv}=0.$$
(25)
The problem now becomes how to show the uniform continuity of the step errors. It is easy to show the following

###### Lemma 4.5.

Suppose that for every $`\theta ,\alpha \mathrm{\Theta }`$ and $`x^{}E`$, the probability measures $`K_\theta (x^{},)`$ and $`K_\alpha (x^{},)`$ are absolutely continuous with respect to each other. If, in addition, there exist functions $`c(\theta ,\alpha )`$ and $`d(\theta ,\alpha )`$ such that

$$0<c(\theta ,\alpha )\frac{dK_\theta (x^{},)}{dK_\alpha (x^{},)}(x)c(\theta ,\alpha )\mathrm{exp}(d(\theta ,\alpha ))<+\mathrm{}$$
(26)
then Hilbert projective distance of the step error is uniformly bounded by

$$h(\mathrm{\Psi }_n^\theta (\mu ),𝐊_\alpha (\mathrm{\Psi }_{n1}^\theta (\mu )))\mathrm{log}(\underset{x^{},x}{sup}\frac{dK_\theta }{dK_\alpha }(x^{},x)\underset{x^{},x}{sup}\frac{dK_\alpha }{dK_\theta }(x^{},x))=:h(K_\theta ,K_\alpha )d(\theta ,\alpha ).$$

Consequently, if $`lim_{\theta \alpha }d(\theta ,\alpha )=0`$, then the step error converges uniformly, i.e. (23) holds.

The advantage of this lemma is that condition (26) only involves the kernels $`K_\theta `$ and $`K_\alpha `$ and can be easily checked, but it is too restrictive.

The next lemma gives sufficient conditions for (25) to hold, that is less restrictive than (26), by making use of the Mean Value Theorem for real-valued functions defined on a Banach space. For the rest of this section, we assume that the parameter space $`\mathrm{\Theta }`$ is a Banach space with norm $``$.

###### Lemma 4.6.

Suppose that there exists a neighborhood $`𝒩(\alpha )`$ of $`\alpha `$, such that the Fréchet derivative of kernel $`K_\theta `$ with respect to the weak operator norm exists for every $`\theta 𝒩(\alpha )`$, i.e. $`L_\theta :𝒞_b(E)𝒞_b(E)`$ such that

$$\underset{h0}{lim}|\frac{\mu (K_{\theta +h}f)\mu (K_\theta f)}{h}\mu (L_\theta f)|=0,\mu 𝒫(E)\mathrm{and}f𝒞_b(E).$$

Then, for $`\theta `$ sufficiently close to $`\alpha `$ ($`\theta 𝒩(\alpha )`$),

$$|\mathrm{\Psi }_n^\theta (\mu )(f)𝐊_n^\alpha (\mathrm{\Psi }_{n1}^\theta (\mu ))(f)|2f_{\mathrm{}}\theta \alpha \frac{\mathrm{\Psi }_{n1}^\theta (\mu )(|L_\theta ^{}g_n|)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)},$$
(27)
where by $`g_n`$ we denote the function $`g_n(x)=g(Y_nh(x))`$. As an immediate consequence, we have that

$$\mathrm{\Psi }_n^\theta (\mu )𝐊_n^\alpha (\mathrm{\Psi }_{n1}^\theta (\mu ))_{tv}2\theta \alpha \frac{\mathrm{\Psi }_{n1}^\theta (\mu )(|L_\theta ^{}g_n|)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)}.$$
(28)
###### Proof.

For every $`n>0`$ and $`\theta \mathrm{\Theta }`$, we define a real-valued function $`F_{n,\theta }:\mathrm{\Theta }`$ by

$$F_{n,\theta }(\theta ^{})=𝐊_n^\theta ^{}(\mathrm{\Psi }_{n1}^\theta (\mu ))(f)=\frac{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}fg_n)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)},$$

for some fixed $`\theta 𝒩(\alpha )`$ and $`f𝒞_b(E)`$. Then,

$$|\mathrm{\Psi }_n^\theta (\mu )(f)𝐊_n^\alpha (\mathrm{\Psi }_{n1}^\theta (\mu ))(f)|=|F_{n,\theta }(\theta )F_{n,\theta }(\alpha )|.$$

It is not hard to see that if the Fréchet derivative of the kernel exists then the Fréchet derivative $`F_{n,\theta }^{}`$ of $`F_{n,\theta }`$ also exists and is equal to

$$F_{n,\theta }^{}(\theta ^{})=\frac{\mathrm{\Psi }_{n1}^\theta (\mu )(L_\theta ^{}fg_n)\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}fg_n)\mathrm{\Psi }_{n1}^\theta (\mu )(L_\theta ^{}g_n)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)^2},$$

which can be easily bounded by:

$`|F_{n,\theta }^{}(\theta ^{})|={\displaystyle \frac{|_{E^4}(f(x)f(z))g_n(x)g_n(z)L_\theta ^{}(x^{},dx)K_\theta ^{}(z^{},dz)\mathrm{\Psi }_{n1}^\theta (\mu )(dx^{})\mathrm{\Psi }_{n1}^\theta (\mu )(dz^{})|}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)^2}}`$
$`{\displaystyle \frac{_{E^3}sup_x|f(x)f(z)||_Eg_n(x)L_\theta ^{}(x^{},dx)|g_n(z)K_\theta ^{}(z^{},dz)\mathrm{\Psi }_{n1}^\theta (\mu )(dx^{})\mathrm{\Psi }_{n1}^\theta (\mu )(dz^{})}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)^2}}`$
$`2f_{\mathrm{}}{\displaystyle \frac{\mathrm{\Psi }_{n1}^\theta (\mu )(|L_\theta ^{}g_n|)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)}}.`$ (29)
By the Mean Value Theorem (see, for example, , p. 122), there exists a $`\theta ^{}\{\alpha +t(\theta \alpha ):0t1\}`$, such that

$$F_{n,\theta }(\theta )F_{n,\theta }(\alpha )=F_{n,\theta }^{}(\theta ^{})(\theta \alpha ),$$
(30)
Finally, (27) and (28) follow from (30) and (4). ∎

Usually, the parameter space $`\mathrm{\Theta }`$ is Euclidean and, thus, the Fréchet derivatives coincide with the “usual derivatives” of real-valued functions defined on the Euclidean space. We can also get different bounds for the Fréchet derivative. Suppose that the function

$$\mathrm{\Lambda }_\theta ^{}(x)=\underset{x^{}}{sup}|\frac{dL_\theta ^{}(x^{},)}{dK_\theta ^{}(x^{},)}(x)|$$
(31)
is well defined. Then it is easy to see that

$$|F_{n,\theta }^{}(\theta ^{})|2f_{\mathrm{}}\frac{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}(\mathrm{\Lambda }_\theta ^{}g_n))}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)}=2f_{\mathrm{}}𝔼_{\mu ,(n,\theta ,\theta ^{})}(\mathrm{\Lambda }_\theta ^{}(X_n)|Y_n,\mathrm{},Y_1),$$
(32)
where we denote by $`_{\mu ,(n,\theta ,\theta ^{})}`$ the distribution of a Markov chain with initial distribution $`\mu `$ and transition kernel $`K_\theta `$ up to time $`n1`$ and $`K_\theta ^{}`$ at times $`n`$ and by $`𝔼_{\mu ,(n,\theta ,\theta ^{})}`$ the respective expectation.

So, the uniform boundedness of (4) or (32) would imply the uniform continuity of the optimal filters with respect to the parameter, in the total variation norm. Working with (32) can be more intuitive, even though it is actually stronger than (4). Note, though, that the function $`\mathrm{\Lambda }_\theta ^{}`$ is not assumed to be bounded (this would have been too restrictive), so getting a uniform bound for (32), for any given observation process, is not always possible. However, if we assume that the state space $`E`$ is compact then the continuity of $`|\frac{dL_\theta ^{}(x^{},)}{dK_\theta ^{}(x^{},)}(x)|`$ with respect to $`x`$ and $`x^{}`$ would imply the uniform continuity of the optimal filters, in the sense of (24).

The above discussion is summarized in the following

###### Corollary 4.7.

Under the mixing assumption for $`K_\alpha `$ and for $`\theta `$ sufficiently close to $`\alpha `$ ($`\theta 𝒩(\alpha )`$), there exists a $`\theta ^{}𝒩(\alpha )`$ so that

$$\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}2(1+\frac{2}{ϵ^4\mathrm{log}3})\theta \alpha \frac{\mathrm{\Psi }_{n1}^\theta (\mu )(|L_\theta ^{}g_n|)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)}.$$

If the function $`\mathrm{\Lambda }_\theta ^{}`$ is well defined, then

$$\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}2(1+\frac{2}{ϵ^4\mathrm{log}3})\theta \alpha 𝔼_{\mu ,(n,\theta ,\theta ^{})}(\mathrm{\Lambda }_\theta ^{}(X_n)|Y_n,\mathrm{},Y_1).$$

Consequently, if there exists an $`M`$ such that

$$\underset{n>0}{sup}\underset{\theta ,\theta ^{}𝒩(\alpha )}{sup}\frac{\mathrm{\Psi }_{n1}^\theta (\mu )(|L_\theta ^{}g_n|)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)}(Y_1(\omega ),\mathrm{},Y_n(\omega ))<M$$
(33)
for any realization $`\omega \mathrm{\Omega }`$ and a sufficiently small neighborhood $`𝒩(\alpha )`$ of $`\alpha `$, then (24) holds.

Note, however, that for the asymptotic stability of the optimal filter to hold it is sufficient to show the almost sure uniform continuity of the optimal filters, i.e.

$$\underset{\theta \alpha }{lim}\underset{n>0}{sup}𝔼_{\mu ^{},\alpha }\mathrm{\Psi }_\theta ^n(\mu )\mathrm{\Psi }_\alpha ^n(\mu )_{tv}=0.$$
(34)
As before, for this to be true it is sufficient to show that

$$\underset{n>0}{sup}\underset{\theta ,\theta ^{}𝒩(\alpha )}{sup}𝔼_{\mu ^{},\alpha }\frac{\mathrm{\Psi }_{n1}^\theta (\mu )(|L_\theta ^{}g_n|)}{\mathrm{\Psi }_{n1}^\theta (\mu )(K_\theta ^{}g_n)}<+\mathrm{}$$

or, if $`\mathrm{\Lambda }_\theta ^{}`$ is well defined, that

$$\underset{n>0}{sup}\underset{\theta ,\theta ^{}𝒩(\alpha )}{sup}𝔼_{\mu ^{},\alpha }𝔼_{\mu ,(n,\theta ,\theta ^{})}(\mathrm{\Lambda }_\theta ^{}(X_n)|Y_n,\mathrm{},Y_1)<\mathrm{}.$$
(35)
Again, this last condition is much easier to work with. We write

$`𝔼_{\mu ^{},\alpha }𝔼_{\mu ,(n,\theta ,\theta ^{})}(\mathrm{\Lambda }_\theta ^{}(X_n)|Y_n,\mathrm{},Y_1)=𝔼_{\mu ,(n,\theta ,\theta ^{})}(\mathrm{\Lambda }_\theta ^{}(X_n){\displaystyle \frac{dQ_{\mu ^{},\alpha }^n}{dQ_{\mu ,(n,\theta ,\theta ^{})}^n}}(Y_n,\mathrm{},Y_1))`$
$`(𝔼_{\mu ,(n,\theta ,\theta ^{})}\mathrm{\Lambda }_\theta ^{}(X_{n1})^{n+1})^{\frac{1}{n+1}}(𝔼_{\mu ^{},\alpha }({\displaystyle \frac{dQ_{\mu ^{},\alpha }^n}{dQ_{\mu ,(n,\theta ,\theta ^{})}^n}}(Y_n,\mathrm{},Y_1))^{\frac{1}{n}})^{\frac{n}{n+1}}=`$
$`=(𝔼_{\mu ,\theta }K_\theta ^{}\mathrm{\Lambda }_\theta ^{}(X_{n1})^{n+1})^{\frac{1}{n+1}}(𝔼_{\mu ^{},\alpha }({\displaystyle \frac{dQ_{\mu ^{},\alpha }^n}{dQ_{\mu ,(n,\theta ,\theta ^{})}^n}}(Y_n,\mathrm{},Y_1))^{\frac{1}{n}})^{\frac{n}{n+1}}.`$ (36)
It is easy to see that

$`{\displaystyle \frac{dQ_{\mu ^{},\alpha }^n}{dQ_{\mu ,(n,\theta ,\theta ^{})}^n}}(Y_n,\mathrm{},Y_1))={\displaystyle \frac{𝔼_{\mu ^{},\alpha }(e^{\frac{1}{2}_{k=1}^n(Y_kh(X_k))^2}|Y_n,\mathrm{},Y_1)}{𝔼_{\mu ,(n,\theta ,\theta ^{})}(e^{\frac{1}{2}_{k=1}^n(Y_kh(X_k))^2}|Y_n,\mathrm{},Y_1)}}`$
$`e^{\frac{1}{2}_{k=1}^n𝔼_{\mu ,(n,\theta ,\theta ^{})}((Y_kh(X_k))^2|Y_n,\mathrm{},Y_1)},`$
by Jensen’s inequality and the fact that $`e^{\frac{1}{2}_{k=1}^n(Y_kh(X_k))^2}1`$. Consequently,

$$𝔼_{\mu ^{},\alpha }(\frac{dQ_{\mu ^{},\alpha }^n}{dQ_{\mu ,(n,\theta ,\theta ^{})}^n}(Y_n,\mathrm{},Y_1))^{\frac{1}{n}}𝔼_{\mu ^{},\alpha }e^{\frac{1}{2n}_{k=1}^n𝔼_{\mu ,(n,\theta ,\theta ^{})}((Y_kh(X_k))^2|Y_n,\mathrm{},Y_1)},$$

But since the observation process is ergodic and function $`h`$ is bounded, this is also going to be bounded, provided that the two first moments of the limiting distribution $`\nu _\alpha `$ exist. This proves the following

###### Lemma 4.8.

Suppose that the function $`\mathrm{\Lambda }_\theta (x)`$ defined in (31) is well-defined and

$$\underset{n>0}{sup}\underset{\theta ,\theta ^{}𝒩(\alpha )}{sup}(𝔼_{\mu ,\theta }K_\theta ^{}\mathrm{\Lambda }_\theta ^{}(X_{n1})^{n+1})^{\frac{1}{n+1}}<+\mathrm{},$$
(37)
for some sufficiently small neighborhood of $`\alpha `$, $`𝒩(\alpha )`$. Then, if $`K_\alpha `$ is mixing and the two first moments of $`\nu _\alpha `$ exist, the optimal filters will almost surely be uniformly continuous with respect to the parameters, i.e. (34) will hold.

The importance of this lemma is that its assumptions depend only on properties of the kernels. We can now prove the asymptotic stability of the optimal filter of system 2, with respect to the initial conditions.

## 5 Asymptotic stability of non-mixing systems

In general, the asymptotic behavior of the optimal filter is not well understood, even when the system is ergodic (see  and , regarding the gap in the proof of the ergodicity of the optimal filters, in , and the consequences). If the state space is finite (), or the kernel is mixing (), it has been shown that the optimal filters will be asymptotically stable. In fact, Chigansky and Lipster, in , recently showed that the optimal filter will also be stable under conditions that are weaker than mixing but stronger than ergodicity of the signal.

In the following lemma, we prove the asymptotic stability of the optimal filter for System 2, which is a non-mixing system.

###### Lemma 5.1.

Let $`Y`$ be as in system 1 and suppose that the assumptions of lemma 3.1 are satisfied. We also assume the uniform continuity of the optimal filters, in the sense of (34). Then

$$\underset{n\mathrm{}}{lim}𝔼_{\mu ^{},\alpha }\mathrm{\Psi }_n^u(\mu )\mathrm{\Psi }_n^\alpha (\mu ^{})_{tv}=0,$$
(38)
for any initial distributions $`\mu ,\mu ^{}𝒫(E)`$.

###### Proof.

First, we note that it is sufficient to show (38) for the same initial distributions, since the rest follows by the asymptotic stability of the optimal filters, for mixing kernels. That is, we want to show

$$\underset{n\mathrm{}}{lim}𝔼_{\mu ^{},\alpha }\mathrm{\Psi }_n^u(\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}=0,$$

We decompose the optimal filters as follows:

$`\mathrm{\Phi }_n(\mu u)(dx,d\theta )`$ $`=`$ $`\stackrel{~}{}_{\mu ,u}(X_ndx,\theta _nd\theta |Y_n,\mathrm{},Y_1)=`$
$`=`$ $`\stackrel{~}{}_{\mu ,u}(X_ndx|Y_n,\mathrm{},Y_1,\theta _n=\theta )\stackrel{~}{}_{\mu ,u}(\theta _nd\theta |Y_n,\mathrm{},Y_1)=`$
$`=`$ $`_{\mu ,\theta }(X_ndx|Y_n,\mathrm{},Y_1)\stackrel{~}{}_{\mu ,u}(d\theta |Y_n,\mathrm{},Y_1)=`$
$`=`$ $`\mathrm{\Psi }_n^\theta (\mu )(dx)Z_n^{\mu ,u}(d\theta ),`$
where $`Z_n^{\mu ,u}(d\theta )=\stackrel{~}{}_{\mu ,u}(\theta d\theta |Y_n,\mathrm{},Y_1)`$. So,

$`𝔼_{\mu ^{},\alpha }\mathrm{\Psi }_n^u(\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}`$ $`=`$ $`𝔼_{\mu ^{},\alpha }{\displaystyle _\mathrm{\Theta }}\mathrm{\Psi }_n^\theta (\mu )Z_n^{\mu ,u}(d\theta )\mathrm{\Psi }_n^\alpha (\mu )_{tv}=`$ (39)
$`=`$ $`𝔼_{\mu ^{},\alpha }{\displaystyle _\mathrm{\Theta }}(\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu ))Z_n^{\mu ,u}(d\theta )_{tv}`$
$``$ $`𝔼_{\mu ^{},\alpha }{\displaystyle _\mathrm{\Theta }}\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}Z_n^{\mu ,u}(d\theta ).`$
Since we have assumed the uniform continuity of the optimal filters (34), $`ϵ>0`$ we can find a neighborhood $`𝒩_\eta (\alpha )`$ of $`\alpha `$ for some $`\eta >0`$, such that

$$n0,\underset{\theta 𝒩_\eta (\alpha )}{sup}𝔼_{\mu ^{},\alpha }\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}<\frac{ϵ}{2}.$$

Also, by lemma 3.1, we can find an $`n_0`$ such that

$$nn_0,𝔼_{\mu ^{},\alpha }Z_n^{\mu ,u}(𝒩_\eta (\alpha )^c)<\frac{ϵ}{4},$$

where $`𝒩_\eta (\alpha )^c`$ is the complement of $`𝒩_\eta (\alpha )`$. So, putting the last two estimates together, we get that $`nn_0`$

$`𝔼_{\mu ^{},\alpha }\mathrm{\Psi }_n^u(\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}`$
$`\underset{\theta 𝒩_\eta (\alpha )}{sup}𝔼_{\mu ^{},\alpha }\mathrm{\Psi }_n^\theta (\mu )\mathrm{\Psi }_n^\alpha (\mu )_{tv}+2𝔼_{\mu ^{},\alpha }Z_n^{\mu ,u}(𝒩_\eta (\alpha )^c)<ϵ,`$
which proves (38). ∎

In the following theorem, we prove the asymptotic stability of the optimal filters of system 2, under assumption that only involve the kernels $`K_\theta `$;

###### Theorem 5.2.

Suppose that $`Y`$ is as in system 1 and that the parameter space is a compact Banach space. We also assume the following

1. the prior distribution $`u`$ on the parameter space is such that there exist a sequence $`ϵ_n0`$ and a function $`p:[1,\mathrm{})`$ satisfying (8), so that

$$\underset{n\mathrm{}}{lim}𝔼_{\mu ,\alpha }[(\frac{sup_{\theta 𝒩_{ϵ_n}(\alpha )}\frac{dQ_{\mu ,\alpha }^n}{dQ_{\mu ^{},\theta }^n}(Y_n,\mathrm{},Y_1)}{u(𝒩_{ϵ_n}(\alpha ))})^{\frac{1}{p(n)}}]<+\mathrm{}.$$
2. for each $`\theta \mathrm{\Theta }`$, the observation process $`\{Y_n\}_{n>0}`$ satisfies the LDP with rate function $`J_\theta `$.
3. The mapping $`\mathrm{\Theta }\theta \nu _\theta 𝒫(^p)`$, is an open mapping, in the sense of (15).
4. The kernel $`K_\theta `$ and the rate function $`J_\theta `$ are continuous with respect to $`\theta `$.
5. The function $`\mathrm{\Lambda }_\theta (x)`$ defined in (31) is well-defined and

$$\underset{n>0}{sup}\underset{\theta ,\theta ^{}𝒩(\alpha )}{sup}(𝔼_{\mu ,\theta }K_\theta ^{}\mathrm{\Lambda }_\theta ^{}(X_{n1})^{n+1})^{\frac{1}{n+1}}<+\mathrm{},$$

for some sufficiently small neighborhood of $`\alpha `$, $`𝒩(\alpha )`$.
6. The first two moments of $`\nu _\alpha `$ exist.

Then, the optimal filter of system 2 will eventually correct itself, i.e. it will satisfy (38).

###### Proof.

Just combine lemmas 3.2, 4.8 and 5.1. ∎

## Acknowledgments

I would like to thank my PhD adviser, René Carmona, for his help and support. It is his insights and his questions that inspired this work. My gratitude also goes to Pierre Del Moral and Ioannis Karatzas, for their useful comments and suggestions after reading earlier versions of this paper and to the anonymous referee for his/her invaluable advice. Finally, I would like to thank Yannis Kevrekidis who has been my host during these last months I have been working on this paper.


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# Vacuum Expectation Value of the Higgs field and Dyon Charge Quantisation from Spacetime Dependent Lagrangians

## Abstract

The spacetime dependent lagrangian formalism of references \[1-2\] is used to obtain a classical solution of Yang-Mills theory. This is then used to obtain an estimate of the vacuum expectation value of the Higgs field , viz. $`\varphi _a=A/e`$, where $`A`$ is a constant and $`e`$ is the Yang-Mills coupling (related to the usual electric charge). The solution can also accommodate non-commuting coordinates on the boundary of the theory which may be used to construct $`D`$brane actions.The formalism is also used to obtain the Deser-Gomberoff-Henneaux-Teitelboim results  for dyon charge quantisation in abelian $`p`$-form theories in dimensions $`D=2(p+1)`$ for both even and odd p. PACS: 11.15.-q , 11.27.+d , 11.10.Ef

The spacetimetime dependent lagrangian formalism \[1-2\] gives an alternative way to deal with electromagnetic duality , weak-strong duality  and electro- gravity duality . Here this method will be used (a)to obtain an estimate of the vacuum expectation value (VEV) of the Higgs field in terms of the electric charge $`e`$ and a constant (b)to show that the ’t Hooft ansatz for obtaining the ”t Hooft-Polyakov monopole solution is sufficiently general to lead to other solutions containing coordinates near the boundary that do not commute (c)to show that the ’t Hooft ansatz for the gauge field is sufficient to yield a solution for the Higgs field for $`r\mathrm{}`$ without the necessity of any further ansatz for $`\varphi `$ and (d)to obtain the results of Deser,Gomberoff,Henneaux and Teitelboim  regarding dyon charge quantisation in abelian , $`p`$form theories.Results (a) to(c) will be obtained in Section 1 while Section 2 Deals with (d).

1. VEV of Higgs field
In  it was shown that if the lagrangian $`L^{}`$ be a function of fields $`\eta _\rho `$, their derivatives $`\eta _{\rho ,\nu }`$ and the spacetime coordinates $`x_\nu `$, and $`L^{}`$ be written as $`L^{}(\eta _\sigma ,\eta _{\sigma ,\nu },..x_\nu )=L(\eta _\sigma ,\eta _{\sigma ,\nu })\mathrm{\Lambda }(x_\nu )`$, then the variational principle  gives equations of motion as

$$𝑑V\left(_\eta (L\mathrm{\Lambda })_\mu _{_\mu \eta }(L\mathrm{\Lambda })\right)=0$$
$`(1)`$
$`\mathrm{\Lambda }(x_\nu )`$ is the $`x_\nu `$ dependent part in $`L^{}`$ and is a finite non-dynamical and non-vanishing function. It is like an external field and equations of motion for $`\mathrm{\Lambda }`$ meaningless. Duality invariance is related to finiteness of $`\mathrm{\Lambda }`$ on the boundary. When equations of motion are duality invariant, finiteness of $`\mathrm{\Lambda }`$ on the spatial boundary at infinity leads to new solutions for the fields. The finite behaviour of $`\mathrm{\Lambda }`$ on the boundary encodes the exotic solutions of the theory within the boundary thus reminding one of the holographic principle.

Consider the Georgi-Glashow model with

$$L=[(1/4)G_a^{\mu \nu }G_{a\mu \nu }+(1/2)(D^\mu \varphi )_a(D_\mu \varphi )_aV(\varphi )]$$
$`(2a)`$
where usually one takes $`V(\varphi )=(\lambda /4)(\varphi ^a\varphi ^aa^2)^2`$. The gauge group is $`SO(3)`$,$`a,b,c`$ are $`SO(3)`$ indices, with the generators $`\tau ^a`$ satisfying $`[\tau ^a,\tau ^b]=iϵ^{abc}\tau ^c`$.Gauge fields $`W_\mu =W_\mu ^a\tau ^a`$. The field strength is $`G_a^{\mu \nu }=^\mu W_a^\nu ^\nu W_a^\mu eϵ_{abc}W_b^\mu W_c^\nu `$; $`\stackrel{~}{G}_a^{\mu \nu }=(1/2)ϵ^{\mu \nu \rho \sigma }G_{a\rho \sigma }`$; and the matter fields $`\varphi `$ are in the adjoint representation of $`SO(3)`$. The energy density $`\mathrm{\Theta }_{00}=(1/2)[(E_a^i)^2+(B_a^i)^2+(D^0\varphi _a)^2+(D^i\varphi _a)^2+V(\varphi )]0`$. The non abelian electric and magnetic fields are defined respectively as: $`E_a^i=G_a^{0i}`$ and $`B_a^i=(1/2)ϵ_{jk}^iG_a^{jk}`$. The vacuum configuration is $`G_a^{\mu \nu }=0;D_\mu \varphi =0;V(\varphi )=0`$. There are also the Bianchi identities $`D^\mu \stackrel{~}{G}_{a\mu \nu }=0`$. Duality invariance means that $`D^\mu G_{a\mu \nu }=0`$.

In  it was shown that for this theory

$$L^{}=L\mathrm{\Lambda }=[(1/4)G_a^{\mu \nu }G_{a\mu \nu }+(1/2)(D^\mu \varphi )_a(D_\mu \varphi )_aV(\varphi )]\mathrm{\Lambda }(x_\nu )$$
$`(2b)`$
The equations of motion using $`(1)`$ were :

$$\mathrm{\Lambda }(D^\mu G_{a\mu \nu })+(^\mu \mathrm{\Lambda })G_{a\mu \nu }+\mathrm{\Lambda }eϵ_{abc}(_\nu \varphi )_b(\varphi )_c\mathrm{\Lambda }e^2ϵ_{abc}ϵ_{bc^{}d^{}}W_{\nu c^{}}\varphi _c\varphi _d^{}=0$$
$`(3a)`$
$$(D^\mu D_\mu \varphi )_a\mathrm{\Lambda }+(D_\mu \varphi )_a_\mu \mathrm{\Lambda }=(_{\varphi ^a}V)\mathrm{\Lambda }$$
$`(3b)`$
and the Bianchi identities were: $`D^\mu \stackrel{~}{G}_{a\mu \nu }=0`$ Requiring duality invariance (i.e.$`D^\mu G_{a\mu \nu }=0`$) gave the solution to $`\mathrm{\Lambda }\mathrm{\Lambda }(r)`$ as

$$\mathrm{\Lambda }_{\mathrm{}}=\mathrm{\Lambda }_0exp[e_0^{\mathrm{}}𝑑r\left((ϵ_{abc}(D_\nu \varphi )_b\varphi _c)(^irG_{ai\nu })^1\right)]$$
$`(4)`$
where $`\mathrm{\Lambda }_p`$ is the value of $`\mathrm{\Lambda }`$ at $`r=p`$; $`a,\nu `$ are fixed; and there is a sum over indices $`i,b`$ and $`c`$. $`\mathrm{\Lambda }_{\mathrm{}}`$ must be finite. Choose this to be the constant unity.This may be realised in various ways, the simplest being $`(D_\nu (\varphi )_b0`$, $`(\varphi )_cfinite`$, and the product $`(D_\nu \varphi )_b(\varphi )_c`$ falls off faster than $`G_{ai\nu }`$ for large $`r`$. Then a constant value for $`\mathrm{\Lambda }`$ was perfectly consistent with $`(3b)`$ and the conditions became analogous to the Higgs’ vacuum condition for the t’Hooft-Polyakov monopole solutions where the duality invariance of the equations of motion and Bianchi identities are attained at large $`r`$ by demanding $`(D_\mu \varphi )_a0`$ and $`\varphi _aa\delta _{a3}`$ at large $`r`$. The results were perfectly consistent with the usual choice for the Higgs’ potential $`V(\varphi )`$ even though nothing had been assumed regarding this. So the t’Hooft-Polyakov monopole solutions followed naturally in our formalism. We now discuss two other interesting possibilities.

Case I

$$\left(ϵ_{abc}(D_\nu \varphi )_b\varphi _c\right)0$$
$`(5)`$
(i.e. the duality condition $`(D^\mu G_{\nu \mu })_a=0`$) and falls off faster than $`G_{ai\nu }`$ for large $`r`$ ($`a`$ and $`\nu `$ are fixed). A solution is when

$$D_\nu \varphi =\alpha _\nu \varphi $$
$`(6)`$
where $`\alpha _\nu `$ can be any Lorentz four vector field that is consistent with all the relevant equations of motion and the minimum energy requirements. The minimum energy requirements are satisfied because it is straightforward to verify that the gauge fields $`W_a^\mu `$ do not change. This is seen by taking the cross product of $`\varphi `$ ($`\varphi `$ is a $`SO(3)`$ vector) with equation $`(6)`$. We again arrive at the well known results of Corrigan et al , viz. $`W^\mu =(1/a^2e)\varphi ^\mu \varphi +(1/a)\varphi A^\mu `$, where $`A^\mu `$ is arbitrary.

As the gauge fields $`W_a^\mu `$ do not change, so even with this solution we obtain the same gauge field solutions as before and so minimum energy requiremet is automatically satisfied. However, this new solution allows us to obtain an estimate of the vacuum expectation value of the Higgs field and to this we now proceed. Let $`\alpha _\nu =(0,\alpha _i)\alpha (r)\widehat{r}`$, where $`\widehat{r}`$ is the unit radial vector.So the Bogomolny condition is $`B_a^i=D^i\varphi _a=\alpha ^i\varphi _a`$ and the Higgs vacuum condition obtained from equation $`(3b)`$ (for $`r\mathrm{},\mathrm{\Lambda }`$ is a constant , say unity) is

$$[D^i(\alpha _i\varphi )]_a=_{\varphi ^a}V=0$$
$`(7a)`$
i.e. we are at a minima of the potential $`V`$. If $`\varphi _a0`$, $`(7a)`$ implies

$$div\stackrel{}{\alpha }+\stackrel{}{\alpha }^2=0$$
$`(7b)`$
and the solution is

$$\alpha (r)=1/(cr^2r),\alpha ^i=r^i/(cr^3r^2)$$
$`(8)`$
where we take the constant $`c`$ to be negative. Let us now take the ’t Hooft ansatz for the gauge field, viz.

$$W_a^0=0;W_a^i=ϵ_{aik}r^k[1K(aer)]/(er^2)$$
$`(9)`$
where the function $`K(aer)`$ has been well studied  and goes to zero at $`r\mathrm{}`$. Then the electric field vanishes while $`G_{ajk},B_a^i`$ are

$$G_{ajk}=(1/er^2)[2ϵ_{ajk}(1K)+ϵ_{akl}r^l_jKϵ_{ajl}r^l_kK]$$

$$+(1/er^4)[2(1K)(ϵ_{akl}r^lr_jϵ_{ajl}r^lr_k)+(1K)^2(\delta _{aj}ϵ_{ckl}r^cr^lϵ_{jkl}r_ar^l)]$$
$`(10a)`$
$$B_a^i=(1/er^4)[(1K)^2r_ar^i2(1K)r^ir_a](1/er^2)[r^i_aK\delta _a^ir^m_mK]$$
$`(10b)`$
Now $`B_a^i=D^i\varphi _a=\alpha ^i\varphi _a`$.Therefore,taking $`c=A`$ so that $`A`$ is positive we have

$$\varphi _a=\frac{(1+Ar)}{(er^2)}[2(1K)r_a(1K)^2r_a+r^2_aKr_ar^m_mK]$$
$`(10c)`$
It is easily seen that $`(10c)`$ reduces to the ’t Hooft ansatz for $`\varphi _a`$ for $`A=0`$ and $`r\mathrm{}`$. Thus we have obtained an expression for $`\varphi `$ without assuming any ansatz. This had never been possible before. There is another interesting outcome.For $`r\mathrm{}`$ we have $`K0`$ and so

$$\varphi _a\frac{Ar^a}{er}+\frac{r^a}{er^2}=\frac{A}{e}\widehat{r}^a+\frac{\widehat{r}}{er}\frac{A}{e}\widehat{r}^a$$
$`(11)`$
for $`r\mathrm{}`$. But $`\varphi _a=a\delta _{a3}`$ for $`r\mathrm{}`$. Therefore $`a=A/e`$. Thus we have obtained the VEV of the Higgs field in terms of $`e`$.

Case II

$`\alpha _\nu `$ is any Lorentz four vector field as in I but which may also carry internal symmetry indices other than $`SO(3)`$ with the generators of the symmetry satisfying some Lie algebra $`[T_P,T_Q]=if_{PQR}T_R`$. Let us take the group to be $`SU(2)`$. i.e. say, $`\alpha ^\nu =\alpha _P^\nu T_P`$; $`P,Q,R=1,2,3`$; $`T_P`$ being the generators of $`SU(2)`$. Again choosing $`\alpha ^\nu =(0,\alpha _P^iT^P)`$ with $`\stackrel{}{\alpha }_P=\alpha _P(r)\widehat{r}`$ and using the well known properties of the Pauli matrices it is easily seen that the analogue of equation $`(7b)`$ is

$$div\stackrel{}{\alpha _P}=0$$
$`(12)`$
which has the solution

$$\alpha _P^i=A_P\frac{r^i}{r^3}$$
$`(13)`$
where $`A_P`$ are constants. Writing $`r_P^i=A_Pr^i=r^3\alpha _P^i`$, we can then define new coordinates

$$R^i=r_P^iT_P;[R^i,R^j]0$$
$`(14)`$
and these are non-commuting. Moreover, they carry both Lorentz and internal indices and hence are like gauge fields in some different theory. Note that transverse coordinates (i.e. transverse to the brane and lying in the bulk volume) in $`D`$ brane theories are often identified with gauge fields  and so we can construct such actions with our solutions $`(14)`$. Under these circumstances, equation $`(6)`$ should be written as

$$_\mu ^P\varphi _aeϵ_{abc}(W_\mu ^b)^P\varphi _c=\alpha _\mu ^P\varphi _a$$

where the coordinates and their differentials are now matrices and capital alphabets denote the indices of the new symmetry group. For fixed $`P`$, $`(W_\mu ^b)^P`$ may be identified with the old gauge fields $`W_\mu ^b`$.

A point to note is that we have taken the symmetry group for $`\alpha _\nu `$ to be some group other than $`SO(3)`$. This is to ensure in the simplest possible way that the fields $`(W_\mu ^b)^P`$ for fixed P may be identified with the old (i.e.unchanged) gauge fields $`W_\mu ^b`$ ($`P`$ is now a fixed index) and so the minimum energy requirements are satisfied in each sector of $`P=1,2,3`$. (This is seen by taking the cross product of $`\varphi `$ with the analogue of equation $`(6)`$ and proceeding as before).So each sector now contains a monopole. Then we have a configuration that is quite similar to ”string” of monopole solutions connecting two D-branes. Such configurations are known in the literature . The other point is that the vacuum expectation value of the Higgs field is proportional to the inverse of the coupling $`e`$; and this result has been obtained from the classical solutions. This result is similar to that obtained in Ref.\[2b\] if we are ready to identify the inverse of Newton’s gravitational constant (which is definitely the coupling constant in theories of gravity) as the vacuum expectation value of some field hitherto unknown.

The solutions in equation $`(6)`$ were hidden in ’t Hooft-Polyakov’s work. This had been overlooked before for the simple reason because at that point of time one was more concerned in obtaining solutions from the minimum (finite ) energy principles. This was perfectly justified. We have obtained the solutions from the requirement of duality invariance which is quite relevant at this point of time. However, we have also shown that the duality requirements automatically contain the minimum energy condition ($`\mathrm{\Lambda }`$ is also finite for $`D_\nu \varphi =0`$). All the results have been obtained at $`r\mathrm{}`$. That is, we are at the boundary of the theory. So the finiteness of $`\mathrm{\Lambda }`$ at the boundary encodes the duality invariance of the theory within the boundary and thus an analogue of the holographic principle  seems to be at work. On the boundary there seems to exist a different gauge field theory together with non-commuting coordinates.

2. Dyon charge quantisation in abelian $`p`$-form theories

In  the formalism of spacetime dependent lagrangians was used to obtain the Dirac quantisation condition. Here we shall follow the same method to obtain the results of Deser,Gomberoff,Henneaux and Teitelboim  regarding dyon charge quantisation in abelian , $`p`$form theories. Our results will be obtained from a simple generalisation of the lagrangian constructed in  and a generalisation of the interaction terms using the completely antisymmetric symmetric tensor $`ϵ_{ab}=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$ and the symmetric tensor $`\rho _{ab}=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$.

In we considered a $`U(1)U(1)`$ gauge invariant theory.$`A_\mu `$ and $`B_\mu `$ were four-vector potentials corresponding to electric ($`e`$) and magnetic ($`g)`$ charges; $`F_{\mu \nu }`$, $`G_{\mu \nu }`$ were the respective field strengths; $`j_\mu `$, $`k_\mu `$ were the electric and magnetic (current) sources with interactions between respective currents and potentials introduced in the usual way

$$L_1=(1/4)F^{\mu \nu }F_{\mu \nu }(1/4)G^{\mu \nu }G_{\mu \nu }j^\mu A_\mu k^\mu B_\mu $$
$`(15a)`$
with $`F^{\mu \nu }=^\mu A^\nu ^\nu A^\mu ;G^{\mu \nu }=^\mu B^\nu ^\nu B^\mu ;\stackrel{~}{G}^{\mu \nu }=(1/2)ϵ^{\mu \nu \rho \sigma }G_{\rho \sigma };^\mu j_\mu =^\mu k_\mu =0`$ (current conservation)$`;^\mu A_\mu =^\mu B_\mu =0`$ (transversality)$`;^\mu F_{\mu \nu }=j_\nu ;^\mu \stackrel{~}{F}_{\mu \nu }=0;^\mu G_{\mu \nu }=k_\nu ;^\mu \stackrel{~}{G}_{\mu \nu }=0`$. Defining (note that $`\stackrel{~}{\stackrel{~}{F}}=F`$ and $`\stackrel{~}{\stackrel{~}{G}}=G`$)

$$\xi ^{\mu \nu }=F^{\mu \nu }+\stackrel{~}{G}^{\mu \nu };\stackrel{~}{\xi }^{\mu \nu }=F^{\mu \nu }\stackrel{~}{G}^{\mu \nu }$$
$`(15b)`$
means $`^\mu \xi _{\mu \nu }=j_\nu ;^\mu \stackrel{~}{\xi }_{\mu \nu }=k_\nu `$. A complex interaction term $`if(\mathrm{\Lambda })\alpha A^\mu B_\mu j^\nu k_\nu `$ was introduced where $`f(\mathrm{\Lambda })`$ was a dimensionless function of $`\mathrm{\Lambda }`$, and the spacetime dependent lagrangian was written as

$$L=[(1/4)F^{\mu \nu }F_{\mu \nu }(1/4)G^{\mu \nu }G_{\mu \nu }j^\mu A_\mu k^\mu A_\mu +if(\mathrm{\Lambda })\alpha A^\mu B_\mu j^\nu k_\nu ]\mathrm{\Lambda }(x)$$
$`(15c)`$
Equations of motion using $`(1)`$ were set up, duality invariance imposed and the solution for $`\mathrm{\Lambda }`$ obtained for appropriate sources $`j_\mu ,k_\mu `$. Finiteness of $`\mathrm{\Lambda }`$ at $`r\mathrm{}`$ led to the Dirac quantisation condition. The $`U(1)U(1)`$ invariance of the original theory was broken.

We now use the above procedure to obtain the dyon charge quantisation condition for abelian $`p`$-form theories. First consider dimension $`D=4`$. Then $`p=1`$. There are now two objects, each of which carries both electric ($`e`$) and magnetic ($`g`$) charges.Accordingly, there will be two $`F`$ ’s, two $`G`$ ’s two $`A`$ ’s, two $`B`$ ’s and two $`j`$ ’s and two $`k`$ ’s. Let the index $`a=1,2`$ denote this. We next choose the interaction term as $`if(\mathrm{\Lambda })ϵ^{bc}\alpha A_a^\mu B_{a\mu }j_b^\nu k_{c\nu }`$. Then the generalisation of the lagrangian $`(15a)`$ becomes

$$L=[(1/4)F_a^{\mu \nu }F_{a\mu \nu }(1/4)G_a^{\mu \nu }G_{a\mu \nu }j_a^\mu A_{a\mu }k_a^\mu B_{a\mu }$$

$$+if(\mathrm{\Lambda })\alpha ϵ^{bc}A_a^\mu B_{a\mu }j_b^\nu k_{c\nu }]\mathrm{\Lambda }(x)$$
$`(16)`$
As before $`\xi _a^{\mu \nu }=F_a^{\mu \nu }+\stackrel{~}{G}_a^{\mu \nu };\stackrel{~}{\xi }_a^{\mu \nu }=F_a^{\mu \nu }\stackrel{~}{G}_a^{\mu \nu }`$. Equations of motion that follow from $`(1)`$ are (for each $`a=1,2`$):

$$\mathrm{\Lambda }(^\mu \xi _{a\mu \nu })+[(^\mu \mathrm{\Lambda })F_{a\mu \nu }\mathrm{\Lambda }(j_{a\nu }+ic_{a\nu })]=0$$
$`(17a)`$
$$\mathrm{\Lambda }(^\mu \stackrel{~}{\xi }_{a\mu \nu })[(^\mu \mathrm{\Lambda })G_{a\mu \nu }\mathrm{\Lambda }(k_{a\nu }+id_{a\nu })]=0$$
$`(17b)`$
where $`c_{a\nu }=f(\mathrm{\Lambda })\alpha ϵ^{bc}j_b^\mu k_{c\mu }B_{a\nu };d_{a\nu }=f(\mathrm{\Lambda })\alpha ϵ^{bc}j_b^\mu k_{c\mu }A_{a\nu }`$. Duality invariance means $`^\mu \xi _{a\mu \nu }=0`$ and $`^\mu \stackrel{~}{\xi }_{a\mu \nu }=0`$. This therefore implies

$$(^\mu \mathrm{\Lambda })F_{a\mu \nu }\mathrm{\Lambda }(j_{a\nu }+ic_{a\nu })=0$$
$`(18a)`$
$$(^\mu \mathrm{\Lambda })G_{a\mu \nu }\mathrm{\Lambda }(k_{a\nu }+id_{a\nu })=0$$
$`(18b)`$
To solve the above for specific sources we take $`j_a^\nu =e_a𝑑x^\nu \delta ^4(x);k_a^\nu =g_a𝑑x^\nu \delta (x_3b)\delta ^3(x)`$. Now assume $`\mathrm{\Lambda }=\mathrm{\Lambda }(x_3)`$ and that only the $`\nu =0`$ component of the sources are present so that $`j_1^0=e_1\delta (x_1)\delta (x_2)\delta (x_3);k_1^0=g_a\delta (x_1)\delta (x_2)\delta (x_3)`$ and $`j_2^0=e_2\delta (x_1)\delta (x_2)\delta (x_{3b});k_2^0=g_2\delta (x_1)\delta (x_2)\delta (x_{3b})`$. Then we get for $`\nu =0,1,2`$

$$(^3\mathrm{\Lambda })F_{a3\nu }=\mathrm{\Lambda }(j_{a\nu }+ic_{a\nu })$$
$`(18a)`$
$$(^3\mathrm{\Lambda })G_{a3\nu }=\mathrm{\Lambda }(k_{a\nu }+id_{a\nu })$$
$`(18b)`$
For $`\nu =3,F_{a33}=G_{a33}=0`$ for all $`a`$, and the solutions to $`(18a)`$ and $`(18b)`$ for $`\nu =0`$ are:

$$\mathrm{\Lambda }_{\mathrm{}}=\mathrm{\Lambda }_{\mathrm{}}exp[e_a\delta (x_1)\delta (x_2)/F_{a30}(x_0,x_1,x_2,0)]$$

$$exp[if(\mathrm{\Lambda })\alpha ϵ_{bc}e_bg_cP_{a0}(x_0,x_1,x_2,b)]$$

$$=\mathrm{\Lambda }_{\mathrm{}}exp[e_a\delta (x_1)\delta (x_2)/F_{a30}(x_0,x_1,x_2,0)]$$

$$exp[if(\mathrm{\Lambda })\alpha (e_1g_2e_2g_1)P_{a0}(x_0,x_1,x_2,b)]$$
$`(19a)`$
$$\mathrm{\Lambda }_{\mathrm{}}=\mathrm{\Lambda }_{\mathrm{}}exp[g_a\delta (x_1)\delta (x_2)/G_{a30}(x_0,x_1,x_2,0)]$$

$$exp[if(\mathrm{\Lambda })\alpha ϵ_{bc}e_bg_cQ_{a0}(x_0,x_1,x_2,b)]$$

$$=\mathrm{\Lambda }_{\mathrm{}}exp[e_a\delta (x_1)\delta (x_2)/G_{a30}(x_0,x_1,x_2,0)]$$

$$exp[if(\mathrm{\Lambda })\alpha (e_1g_2e_2g_1)Q_{a0}(x_0,x_1,x_2,b)]$$
$`(19b)`$
$$P_{a0}(x_0,x_1,x_2,b)=(\delta (x_1))^2)(\delta (x_2))^2\delta (b)B_{a0}(x_0,x_1,x_2,b)/F_{a30}(x_0,x_1,x_2,b)$$
$`(20a)`$
$$Q_{a0}(x_0,x_1,x_2,b)=(\delta (x_1))^2)(\delta (x_2))^2\delta (b)A_{a0}(x_0,x_1,x_2,b)/G_{a30}(x_0,x_1,x_2,b)$$
$`(20b)`$
Proceeding as in ref., choose $`\mathrm{\Lambda }_{\mathrm{}}=\mathrm{\Lambda }_{\mathrm{}}=1`$ and consider the set of equations $`(8a)`$ and $`(9a)`$. The two exponentials must reduce to unity. For the first exponential this implies the Dirac string configuration where $`F_{a30}\mathrm{}`$, and so the exponential becomes unity. For the second exponential, the numerator in $`(9a)`$ has singular $`\delta `$-functions and together with $`B_{a30}\mathrm{}`$ since $`F_{a30}\mathrm{}`$.So second exponential is unity if $`exp[if(\mathrm{\Lambda })\alpha (e_1g_2e_2g_1)P_{a0}]=1`$,i.e. $`exp[if(\mathrm{\Lambda })\alpha (e_1g_2e_2g_1)]^{P_{a0}}=1`$ (as $`P_{a0}`$ is finite). Therefore

$$f(\mathrm{\Lambda })\alpha (e_1g_2e_2g_1)=2\pi n$$
$`(10)`$
All the above results are true in each sector, viz., $`a=1,2`$. As in ref. , there are two possibilities: (a)$`f(\mathrm{\Lambda })=0`$. Then the $`U(1)U(1)`$ invariance in each sector of $`L`$ is unbroken and we have the Dirac string configuration from the first exponential $`F_{a30}\mathrm{}`$. (b)$`f(\mathrm{\Lambda })=afiniteconstant`$. Then the $`U(1)U(1)`$ invariance in each sector of $`L`$ is broken and putting $`\alpha =(\mathrm{})^1`$, we get the Dirac quantisation condition for dyons. For $`\nu =1,2`$ a similar analysis will again lead to $`(10)`$ and similarly for the set of equations $`8(b)`$ and $`(9b)`$. Note that we have taken the same function $`\mathrm{\Lambda }`$ in each sector of the theory. This is justifiable from the fact that finally we proceed to the case of $`\mathrm{\Lambda }`$ becoming unity in each sector.

Now consider dimension $`D=6`$. This means $`p=2`$. So we have 2-form potentials $`A_a^{\mu \nu };B_a^{\mu \nu }`$. Then each of the antisymmetric field strengths $`F,G`$ will be a 3-form in the Lorentz indices and we have the following constructions:

$$3formfieldstengths:F_a^{\mu \nu \sigma }=^\mu A_a^{\nu \sigma }^\nu A_a^{\mu \sigma }+^\sigma A_a^{\mu \nu }$$

$$G_a^{\mu \nu \sigma }=^\mu B_a^{\nu \sigma }^\nu B_a^{\mu \sigma }+^\sigma B_a^{\mu \nu }$$

$$\xi _a^{\mu \nu \sigma }=F_a^{\mu \nu \sigma }+\stackrel{~}{G}_a^{\mu \nu \sigma };\stackrel{~}{\xi }_a^{\mu \nu \sigma }=F_a^{\mu \nu \sigma }\stackrel{~}{G}_a^{\mu \nu \sigma }$$

$$2formantisymmetricpotentialsA_a^{\mu \nu };B_a^{\mu \nu }(antisymmmetricw.r.t.\mu ,\nu )$$

$$Dual:\stackrel{~}{F}_a^{\mu \nu \sigma }=(1/3!)ϵ^{\mu \nu \sigma \alpha \beta \gamma }F_{a\alpha \beta \gamma };\stackrel{~}{G}_a^{\mu \nu \sigma }=(1/3!)ϵ^{\mu \nu \sigma \alpha \beta \gamma }G_{a\alpha \beta \gamma }$$

$$2formcurrents:j_a^{\mu \nu }=e_a𝑑x^\mu dx^\nu \delta ^6(x);k_a^{\mu \nu }=g_a𝑑x^\mu dx^\nu \delta ^6(x)$$

Now assume that the only non-zero currents are $`j_a^{0\nu }`$ and $`k_a^{0\nu }`$; $`\mathrm{\Lambda }=\mathrm{\Lambda }(x_5)`$ and take the lagrangian as

$$L=[(1/12)F_a^{\mu \nu }F_{a\mu \nu }(1/12)G_a^{\mu \nu }G_{a\mu \nu }(1/4)j_a^\mu A_{a\mu }(1/4)k_a^\mu B_{a\mu }$$

$$+if(\mathrm{\Lambda })\alpha \rho ^{bc}A_a^\mu B_{a\mu }j_b^\nu k_{c\nu }]\mathrm{\Lambda }(x)$$
$`(11)`$
where the matrix $`\rho _{ab}=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$. It is then straigtforward to obtain the dyon quantisation condition by proceeding exactly as before and the result is

$$e_1g_2+e_2g_1=2\pi n\mathrm{}$$
$`(12)`$
Thus the quantisation condition depends on whether $`p`$ is odd or even.

In fact,the above procedure can be generalised to arbitrary $`p`$-form fields by constructing appropriate field strengths $`F,G`$ and choosing the lagrangian as

$$L=[(1/2)(1/(p+1)!)F_a^{\mu _1..\mu _{p+1}}F_{a\mu _1..\mu _{p+1}}(1/2)(1/(p+1)!)G_a^{\mu \nu }G_{a\mu \nu }$$

$$(1/2)(1/p!)j_a^{\mu _1..\mu _p}A_{a\mu _1..\mu _p}(1/2)(1/p!)k_a^{\mu _1..\mu _p}B_{a\mu _1..\mu _p}$$

$$+if(\mathrm{\Lambda })\alpha \mathrm{\Omega }^{bc}A_a^{\mu _1..\mu _p}B_{a\mu _1..\mu _p}j_b^{\mu _1..\mu _p}k_{c\mu _1..\mu _p}]\mathrm{\Lambda }(x)$$
$`(13)`$
where the matrix

$$\mathrm{\Omega }_{ab}=(1/2)[(1+(1)^{p+1})ϵ_{ab}+(1+(1)^p)\rho _{ab}]$$
$`(14)`$
Currents will be defined as

$$j_a^{\mu _1..\mu _p}=e_a𝑑x^{\mu _1}dx^{\mu _2}\mathrm{}.dx^{\mu _p}$$
$`(15a)`$
$$k_a^{\mu _1..\mu _p}=g_a𝑑x^{\mu _1}dx^{\mu _2}\mathrm{}.dx^{\mu _p}$$
$`(15b)`$
Assuming as before that the only non vanishing currents are $`j_a^{0\mu _1..\mu _{p1}}`$ and $`k_a^{0\mu _1..\mu _{p1}}`$ and $`\mathrm{\Lambda }=\mathrm{\Lambda }(x_i)`$ ,where $`i`$ is some spatial coordinate, one can solve the relevant equations to get the dyon quantisation condition again. Depending on whether $`p`$ is odd or even we will have

$$e_1g_2+(1)^pe_2g_1=2\pi n\mathrm{}$$
$`(16)`$
We mention that for odd $`p`$ we will have anti-selfdual field strengths, while for even $`p`$ we will have selfdual field strengths.

In conclusion, the spacetime dependent lagrangian formalism in conjunction with the ’t Hooft-Polyakov results have yielded an expression for the vacuum expectation value of the Higgs field as $`A/e`$. This result is definitely susceptible to experiments. We have also shown that the ’t Hooft ansatz for the gauge field is sufficient to obtain an expression for the Higgs field if one uses our formalism. No additional ansatz for $`\varphi `$ is necessary. The expression obtained reduces to the ’t Hooft ansatz for the Higgs field at $`r\mathrm{}`$. Finally, we have shown that classical solutions of Yang-Mills theory also contain the germ of non-commuting coordinates residing on the boundary. The structure of these coordinates are like gauge fields and hence are relevant in constructing $`D`$-brane actions.

In conclusion, we have shown that the spacetime dependent lagrangian formulation of electromagnetic duality can also accommodate the results of . The dependence of the quantisation condition on $`p`$  is also accommodated. In our scheme this has to do with the fact that coupling in the interaction lagrangian depends on $`p`$ through the matrix $`\mathrm{\Omega }_{ab}`$. The importance of the dyon charge quantisation in the theory of $`D`$-branes have been exhaustibly studied in . So we do not elaborate on this. However, our formalism provides an alternate interaction lagrangian picture of the same. The holographic principle  is again illustrated—–the finite behaviour of $`\mathrm{\Lambda }`$ on the boundary gives rise to the exotic solutions within the bulk volume.

Electronic address : rajsekhar@vsnl.net

Electronic address : debashis@boson.bose.res.in


text:
# W-Particle Distribution in ElectroWeak Tachyonic Pre-Heating11footnote 1Presented by J. Smit

## 1 W-distribution in tachyonic electroweak baryogenesis

The electroweak transition may have taken place shortly after inflation ending at a low energy scale, and this possibility has been used to suggest alternative scenarios for baryogenesis. We have studied such a transition in the SU(2)-Higgs model with effective CP-violation . The transition is assumed to have taken place at zero temperature. In the quenching approximation, it is induced simply by flipping the sign of the quadratic term in the Higgs potential, $`\mu ^2\varphi ^{}\varphi \mu ^2\varphi ^{}\varphi `$. This causes the Higgs field to go through a spinodal instability in which its particle numbers initially grow exponentially fast, leading to classical behavior . The gauge fields react strongly, and it is interesting to see the emergence of effective W-particles, their energy spectrum $`\omega _k`$, and their distribution function $`n_k`$.

The numerical simulation is carried out in the temporal gauge $`A_0=0`$. To define $`\omega _k`$ and $`n_k`$, we transform to the Coulomb gauge $`_jA_j=0`$ (which is a smooth gauge in which it makes sense to Fourier transform to momentum space), and maximally coarse-grain the equal-time correlators of the gauge field and its canonical conjugate ($`E_j`$) over the (periodic) volume $`L^3`$,

$`{\displaystyle \frac{1}{3L^3}}{\displaystyle d^3zA_i^p(𝐱+𝐳)A_j^p(𝐲+𝐳)}`$ $`=`$ $`C_{ij}^{AA}(𝐱𝐲),`$
$`{\displaystyle \frac{1}{3L^3}}{\displaystyle d^3zE_i^p(𝐱+𝐳)E_j^p(𝐲+𝐳)}`$ $`=`$ $`C_{ij}^{EE}(𝐱𝐲),`$
where we also averaged over the three isospin directions. After Fourier transformation, averaging over the transverse modes,

$`{\displaystyle \frac{1}{2}}\delta _{ij}{\displaystyle d^3xe^{i𝐤𝐱}C_{ij}^{AA}(𝐱)}`$ $`=`$ $`C_𝐤^{AA},`$
$`{\displaystyle \frac{1}{2}}\left(\delta _{ij}\widehat{k}_i\widehat{k}_j\right){\displaystyle d^3xe^{i𝐤𝐱}C_{ij}^{EE}(𝐱)}`$ $`=`$ $`C_𝐤^{EE},`$
and averaging over directions, $`𝐤k=|𝐤|`$, the time-dependent particle spectrum and distribution function is obtained by solving

$$C_k^{AA}=n_k/\omega _kC_k^{EE}=n_k\omega _k$$

for $`n_k`$ and $`\omega _k`$. Note that $`n_k`$ appears and not $`n_k+1/2`$, since we are using the classical approximation.

We present here results obtained from only one gauge field configuration, i.e. the average over initial conditions $`\mathrm{}`$ is not carried out. If classical behavior applies, then one field configuration corresponds to one realized universe. Of course, statistical observables such as $`n_k`$ and $`\omega _k`$ will suffer from ‘cosmic variance’, which may be severe in a small volume. The parameters of the simulation on a lattice of $`60^3`$ sites are given by

couplings: $`g^2=4/9,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1}=8\lambda /g^2=m_H^2/m_W^2`$
physical size $`L=21m_H^1,\text{lattice spacing}a=0.35m_H^1`$
Figure 1 shows $`n_k`$ at early times after the quench at $`t=0`$. We see an exponential growth of the low momentum modes until they saturate around $`t8m_H^1`$, after which the tail quickly acquires a different slope on the log-plot.

Figure 2 shows $`\omega _k`$ for $`t20m_H^1`$. It suffers greatly from fluctuations (‘cosmic variance’ in our small ‘universe’), and we averaged the data in bins of size $`\mathrm{\Delta }|𝐤|0.14m_H`$. Only from $`t=18m_H^1`$ onwards a sensible $`\omega _k`$ emerges, as can also be seen at later times in Figure 3. The spectrum is close to the simple form $`\omega _k^2=m_{\mathrm{eff}}^2+k^2`$ (on the lattice we use $`k^2a^2_j[22\mathrm{cos}(ak_j)]`$), with $`m_{\mathrm{eff}}m_W`$, the zero-temperature input-value.

At later times $`20tm_H1000`$ the distribution $`n_k`$ does not change much, as can be seen in Figure 4. At $`k=0`$, the particle number stays roughly constant, $`6n_07`$, while the tail of the distribution appears to rise slowly. There is little power beyond $`a\omega _k=am_H=0.35`$ (top plot).

The data do not yet show clear signs of classical equilibration, $`n_kT/\omega _k`$. One expects a plateau to develop in $`n_k\omega _k`$, but the ‘plateau’ in the lower-left plot does not look very convincing yet as it involves only two $`k`$-values.

The lower-right plot in Figure 4 shows $`\mathrm{ln}(1+n_k^1)`$, which for a Bose-Einstein distribution would have the linear form $`(\omega _k\mu )/T`$. The data are roughly compatible with this behavior, the fits in Figure 5 indicate an effective temperature that slowly increases as the higher momentum modes get more occupied, $`T/m_H=0.440.56`$, with a hint of a decreasing effective chemical potential $`\mu 0.80.7`$, as $`t`$ increases from 20 to 1000 $`m_H^1`$.

## 2 Conclusion

After $`t20m_H^1`$, the particles produced by the instability settle into an effective temperature of about $`0.5m_H`$. Subsequent evolution is slow in the SU(2)-Higgs model, in the classical approximations used here: the modes are massive and the effective interactions appear to be weak at the BE-temperature $`T0.5m_H`$. The Higgs particles have roughly the same effective temperature.

The initial conditions for this simulation do not put power into the high-momentum modes near the cutoff . There is furthermore little draining of power from the low- to high-momentum modes, so Rayleigh-Jeans effects are negligible. Lattice artefacts are also under control, since the distribution function drops exponentially fast and there is little power in the gauge-field modes beyond $`ak=0.5`$. In particular, it makes sense to use a simple lattice version  of an effective CP-violating term $`\kappa \text{Tr}\varphi ^{}\varphi F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }`$ in the lagrangian.

Acknowledgments.
This work was supported in part by FOM.