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# Fabry-Perot interference and spin filtering in carbon nanotubes

## I  Introduction

Spin transport represents a new branch in mesoscopic physics with several technological applicationsAronov (1976); Johnson and Silsbee (1985); Johnson (1993); Prinz (1995); Awshalom and Kikkawa (1999); Gijs and Bauer (1997), e.g. information storage, magnetic sensors and potentially quantum computationBennet and DiVicenzo (2000). While most theoretical models are based on Fermi liquid theory, some work has been done on strongly correlated 1D systems using Luttinger liquid theoryBalents and Egger (2000, 2001); Si (1997, 1998); Bena and Balents (2002). This work has focused in the weak tunneling regime between the ferromagnet and the 1D system and found that spin transport may provide experimental evidence of spin charge separation, one of the main predictions of Luttinger liquid theory that remains to be observed experimentally in an unambiguously accepted way. Despite the possible technological applications and contributions to the study of spin charge separation in strongly correlated systems, very little experimental work has been carried out on spin transport in 1D systems.Tsukagoshi et al. (1999) This work is complicated by the use of multi-walled carbon nanotubes, and explored only situations with ferromagnetic contacts with parallel or antiparallel magnetizations.

Early experimental work with nanotube devices was limited by poor contacts between the electrodes and the nanotube, and accordingly theoretical models focused in the weak tunneling regime. Recently, Liang et al. Liang et al. (2001) have succeeded in fabricating single-walled carbon nanotube devices with near-perfect ohmic contacts to the electrodes. A schematic representation of their experiment is presented in Fig. 1. These devices are characterized by values of the conductance as high as $`G=3.7e^2/h`$, close to the theoretically predicted higher limitDatta (1995) of $`4e^2/h`$. At temperatures below 10K, the measured conductance exhibits approximately periodic oscillations as a function of the gate voltage. These oscillations are due to Fabry-Perot interference – i.e. quantum interference between propagating electron waves inside the resonant cavity defined by the two nanotube-electrode interfaces.

In order to explain their result, Ref. Liang et al., 2001 considered a model of non-interacting electrons and used the multi-channel Landauer-Büttiker formalism to calculate the differential conductance as a function of the bias and gate voltages. They have found qualitative agreement between the calculated conductance and their experimental data, especially with regard to the variation of the low-bias conductance with gate voltage.

On the other hand, transport experiments on carbon nanotubesBockrath et al. (1999); Yao et al. (1999, 2000); Dekker (1999) have shown that electrons in nanotubes are strongly correlated and are better described by a Luttinger liquid modelTomonaga (1950); Luttinger (1963); Haldane (1981a, b); Egger and Gogolin (1997); Kane et al. (1997). This implies the electrons in these systems do not exhibit Fermi liquid properties but instead form collective excitations better described by charge and spin like density waves that propagate with different velocities. This Luttinger liquid behavior drastically changes the charge conductance for these systems and it is interesting to know how this affects the results obtained for the particular setup used in Ref. Liang et al., 2001. Furthermore, this setup can be generalized to the use of ferromagnetic electrodes, in order to study both charge and spin transport in 1D electron systems.

In this paper we investigate the spin and charge transport properties in 1D electron systems with near-perfect contacts to ferromagnetic electrodes (the normal metal electrodes correspond to the particular case of zero magnetization). We consider both the case of quantum wires, i.e. single-channel electron systems, and single-walled carbon nanotubes, but mainly focus on the latter one. We use a non-interacting Stoner model to treat the ferromagnetic leads and a Luttinger liquid model for the nanotube and consider the case of near-perfect contacts to the leads, therefore treating backscattering at the contacts perturbatively. In order to introduce the effect of a finite bias voltage, we use the non-equilibrium Keldysh formalism. Following this procedure, we obtain the conductance, spin and spin current as functions of the gate and bias voltages, the external magnetic field and the orientation of the magnetization in each lead. We study how the strong Coulomb interactions affect these transport properties and find some features in the Fabry-Perot interference patterns that are related to spin charge separation.

## II The model

A single-walled carbon nanotube with long-range Coulomb interactions is well described by a forward-scattering modelEgger and Gogolin (1997); Kane et al. (1997). In this model the Hamiltonian density is given by

$`_{\mathrm{LL}}`$ $`=`$ $`iv_\mathrm{F}{\displaystyle \underset{a=1}{\overset{2}{}}}{\displaystyle \underset{\alpha =,}{}}\left(\psi _{Ra\alpha }^{}_x\psi _{Ra\alpha }^{}\psi _{La\alpha }^{}_x\psi _{La\alpha }^{}\right)`$ (1)
$`+`$ $`\lambda \left[{\displaystyle \underset{a=1}{\overset{2}{}}}{\displaystyle \underset{\alpha =,}{}}\left(\psi _{Ra\alpha }^{}\psi _{Ra\alpha }^{}+\psi _{La\alpha }^{}\psi _{La\alpha }^{}\right)\right]^2,`$
where the right/left moving electron operators $`\psi _{R/La\alpha }`$ have the labels $`a=1,2`$ for the band and $`\alpha =,`$ for the spin projection of the electrons in the nanotube and $`\lambda `$ is the interaction strength. The term in the square brackets corresponds to the electron density. We also consider the same problem for a single-channel quantum wire, for which there is no sub-band degeneracy and the band index can be dropped. Due to the similarities between the two cases, we give explicit analytical formulas throughout the paper only for the nanotube, but will present results for the quantum wire where appropriate.

The metallic leads are modeled as two semi-infinite 1d-non-interacting systemsSafi and Schulz (1995); Maslov and Stone (1995); Ponomarenko (1995), which is obtained with a position dependent $`\lambda `$, constant in the wire and zero in the leads.

We allow for ferromagnetism in the leads using a non-interacting Stoner modelBalents and Egger (2000, 2001) (mean-field treatment of the magnetization). The Hamiltonian density is $`_{\mathrm{FM}}=_0+_M`$ with $`_0=_{LL}(\lambda =0)`$ and

$$_M=\stackrel{}{M}\underset{a\alpha \beta }{}\left(\psi _{Ra\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{Ra\beta }^{}+\psi _{La\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{La\beta }^{}\right),$$
(2)
where $`\stackrel{}{\sigma }_{\alpha \beta }`$ are the Pauli matrices and $`\stackrel{}{M}`$ is the “exchange field”, which is proportional to the magnetization. This is constant in each ferromagnetic lead, i.e. $`\stackrel{}{M}\widehat{m}_1`$ for $`x<L/2`$ and $`\stackrel{}{M}\widehat{m}_2`$ for $`x>L/2`$ and in ordinary paramagnetic leads $`\stackrel{}{M}=0`$. In this case, the total system corresponding to a nanotube between two ferromagnetic leads is described by the Hamiltonian

$$H=_{|x|>L/2}dx_{\mathrm{FM}}+_{|x|<L/2}dx_{\mathrm{LL}}.$$
(3)
The total Hamiltonian $`H`$ can take a form identical to the Hamiltonian in the case of normal metal leads by applying the following transformation to the electron field operators separately in the left and right leads respectively

$`\psi _{R/L}(x)`$ $`e^{\pm i/v_\mathrm{F}_{L/2}^xdx^{}\stackrel{}{M}(x^{})\stackrel{}{\sigma }}\psi _{R/L}(x),`$ $`x`$ $`<\frac{L}{2}`$
$`\psi _{R/L}(x)`$ $`e^{\pm i/v_\mathrm{F}_{L/2}^xdx^{}\stackrel{}{M}(x^{})\stackrel{}{\sigma }}\psi _{R/L}(x)\text{,}`$ $`x`$ $`>\frac{L}{2}`$ (4)
This transformation leaves $`_{\mathrm{LL}}`$ invariant and $`_{\mathrm{FM}}`$ transforms into $`_0`$.

We apply the usual bosonization procedure to study this modelHaldane (1981a, b). The four electron modes are associated to four bosonic modes described by the fields $`\theta _{a\alpha }`$ and their duals $`\phi _{a\alpha }`$ via the bosonization transformation

$$\psi _{R/La\alpha }=\frac{1}{\sqrt{2\pi \mathrm{\Lambda }}}e^{i(\phi _{a\alpha }\pm \theta _{a\alpha })},$$
(5)
where $`\mathrm{\Lambda }`$ is a short-distance cutoff. It is convenient to consider the following linear combinations of the fieldsKane et al. (1997): $`\theta _{i,c/s}=\frac{1}{\sqrt{2}}\left(\theta _{i,}\pm \theta _{i,}\right)`$ and $`\theta _{\pm ,\mu }=\frac{1}{\sqrt{2}}\left(\theta _{1,\mu }\pm \theta _{2,\mu }\right)`$, with $`i=1,2`$ and $`\mu =c,s`$. This allows us to define the new fields $`\theta _1=\theta _{+c}`$, which corresponds to the total charge mode and is the only interacting mode, and $`\theta _2=\theta _{+s}`$, $`\theta _3=\theta _c`$ and $`\theta _4=\theta _s`$; with similar transformations for the $`\phi `$ fields. In terms of these new fields the Luttinger liquid Hamiltonian density (1) is diagonalized

$`_{\mathrm{LL}}=`$ $`{\displaystyle \frac{v}{2\pi }}\left[g\left(_x\phi _1\right)^2+{\displaystyle \frac{1}{g}}\left(_x\theta _1\right)^2\right]`$
$`+{\displaystyle \underset{i=2}{\overset{4}{}}}{\displaystyle \frac{v_\mathrm{F}}{2\pi }}\left[\left(_x\phi _i\right)^2+\left(_x\theta _i\right)^2\right],`$ (6)
where $`v_\mathrm{F}`$ is the Fermi velocity, $`v`$ is the renormalized velocity due to the interactions and $`g`$ is the Luttinger liquid parameter. In the inhomogeneous model $`g`$ and $`v`$ are functions of the position: $`g=1`$ and $`v=v_\mathrm{F}`$ in the leads and $`g=\sqrt{\frac{v_\mathrm{F}}{v_\mathrm{F}+8\lambda /\pi }}<1`$ and $`v=v_\mathrm{F}/g`$ in the nanotube.

The contacts between the leads and the nanotube are modeled by weak backscattering at the contact points, the corresponding Hamiltonian density has the form

$`_{\mathrm{bs}}`$ $`={\displaystyle \underset{m=1}{\overset{2}{}}}{\displaystyle \underset{a,b=1}{\overset{2}{}}}{\displaystyle \underset{\alpha ,\beta =,}{}}\delta (xx_m)[\stackrel{~}{u}_m^{ab}\psi _{La\alpha }^{}\psi _{Rb\alpha }^{}+\stackrel{~}{v}_m^{ab}\psi _{La\alpha }^{}\stackrel{}{M}_m\stackrel{}{\sigma }_{\alpha \beta }\psi _{Rb\beta }^{}+\mathrm{h}.\mathrm{c}.]`$ (7)
$`={\displaystyle \underset{m,a,b=1}{\overset{2}{}}}{\displaystyle \underset{\alpha =\pm 1}{}}\delta (xx_m)\{(u_m^{ab}+\alpha v_m^{ab}M_m^z)e^{i\left[\theta _1+\alpha \theta _2+(1)^{a+1}\delta _{ab}\left(\theta _3+\alpha \theta _4\right)+(1)^{a+1}\left(1\delta _{ab}\right)\left(\phi _3+\alpha \phi _4\right)\right]}`$
$`+v_m^{ab}(M_m^x+i\alpha M_m^y)e^{i\left[\theta _1+(1)^{a+1}\delta _{ab}\theta _3+(1)^{a+1}\left(1\delta _{ab}\right)\alpha \theta _4+\alpha \phi _2+(1)^{a+1}\left(1\delta _{ab}\right)\phi _3+(1)^{a+1}\delta _{ab}\alpha \phi _4\right]}+\mathrm{h}.\mathrm{c}.\},`$
where $`m`$ labels the position of the contacts: $`x_{1/2}=L/2`$ ($`L`$ is the nanotube length) and $`u_m^{ab}`$ and $`v_m^{ab}`$ are constants proportional to the strength of the backscattering, $`u_m^{ab}=\stackrel{~}{u}_m^{ab}/(2\pi \mathrm{\Lambda })`$ and the same for $`v_m^{ab}`$. The backscattering terms are restricted by symmetry according to charge conservation and spin rotational symmetry around the axis of magnetization of the ferromagnetic contact. We consider only terms of the form $`\psi _R^{}\psi _L^{}`$ because these are the most relevant in the renormalization group sense (the scaling dimension in real space of these terms is $`\mathrm{\Delta }=(g+3)/4`$, while the scaling dimension of terms of the form $`\psi _{R/L}^{}\psi _{R/L}^{}`$ is $`\mathrm{\Delta }=1`$). Hence if all scattering terms are weak, these terms will dominate. It is straightforward to extend the present treatment to include the neglected interactions, though we do not attempt this here.

The effect of the magnetization appears only on the backscattering term. In the case of near-perfect contacts to the electrodes, we can treat the backscattering Hamiltonian $`H_{\mathrm{bs}}`$ as a perturbation to the Hamiltonian $`H=H_{\mathrm{LL}}`$. This procedure is described in section III in the context of the Keldysh formalism that we use in order to account for the effects of the finite bias voltage.

The gate voltage introduces a term in the Hamiltonian density proportional to $`\rho V_g=2/\pi V_g_x\theta _1`$, where $`\rho `$ is the electron density. The constant of proportionality relates the voltage applied at the gate with the voltage felt by the nanotube and therefore depends on the sample. The Hamiltonian density $`=_{\mathrm{LL}}+_{V_g}`$ becomes $`=_{\mathrm{LL}}`$, after applying the following transformation to the $`\theta _1`$ field: $`\theta _1\theta _1V_gx`$, where we absorbed a constant of proportionality into the definition of $`V_g`$ for simplicity. This transformation needs to be applied to the total Hamiltonian, including the backscattering term $`H_{\mathrm{bs}}`$, which means that the gate voltage after this transformation will only contribute to the perturbation Hamiltonian.

The effect of the external magnetic field is introduced via a Zeeman coupling term in the Hamiltonian

$$H_h=\stackrel{}{h}dx\left(\psi _{Ra\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{Ra\beta }^{}+\psi _{La\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{La\beta }^{}\right).$$
(8)
The contribution of the magnetic field can be transfered to the perturbation Hamiltonian $`H_{\mathrm{bs}}`$ using a similar procedure to the one described above for the gate voltage. Taking the z-direction as the direction of the magnetic field, i.e. $`\stackrel{}{h}=h\widehat{z}`$, the Zeeman Hamiltonian density becomes $`_h=(h/\pi )_x\theta _2`$ and applying $`\theta _2\theta _2+Bx`$ (with $`B=2h/v_\mathrm{F}`$), to the Hamiltonian $`H=H_{LL}+H_h`$, it transforms as $`HH_{LL}`$. The results for non-zero magnetic field are presented in appendix B.

## III  The non-equilibrium transport problem

Due to the finite bias voltage the distribution in this system is not in thermal equilibrium. This non-equilibrium situation is studied using the Keldysh formalism (for a review, see Ref. Rammer and Smith, 1986). To define a non-equilibrium initial state, we assume that until some initial time $`t_0`$, the system has reached quasi-equilibrium  in the absence of impurity scattering $`u_m^{ab}=v_m^{ab}=0`$. Without impurity scattering, the total number of right- and left-moving carriers, $`N_R`$, $`N_L`$, are separately conserved, so that a partial equilibrium can be established with well-defined separate chemical potentials for the right and left movers. Hence, the system can be described, up to this time, by a thermal distribution governed by the grand canonical Hamiltonian

$$H_V=H_{\mathrm{LL}}\mu _1N_R\mu _2N_L,$$
(9)
where the chemical potentials in each lead are taken to be $`\mu _{1/2}=V/2`$ and $`N_{R/L}=dxn_{R/L}`$. The right and left moving particle densities are given in the bosonization procedure by $`n_{R/L}=\frac{1}{2\pi }_{a\alpha }_x\left(\pm \phi _{a\alpha }+\theta _{a\alpha }\right)`$. Then

$$H_V=H_{\mathrm{LL}}dx\frac{2V}{\pi }_x\phi _1.$$
(10)
We emphasize that the appearance of the voltage $`V`$ in $`H_V`$ does not represent a physical force on the electrons, but rather parameterizes their non-equilibrium distribution.

After the initial time $`t_0`$ the evolution of the system is governed by a different Hamiltonian $`H`$, which as deduced in section II is $`H=H_{\mathrm{LL}}+H_{\mathrm{bs}}`$, with $`H_{\mathrm{LL}}`$ given in (II) and $`H_{\mathrm{bs}}`$ in (7). We expect on physical grounds that introducing localized scattering at the ends of the wire or nanotube reduces the current, but cannot affect the non-equilibrium distribution in the reservoirs. Hence, we believe that the prescription of defining the voltage $`V`$ from the initial distribution as is done using (9) gives a faithful description of ideal leads. According to this prescription, a physical observable, represented by an operator $`\widehat{𝒪}`$, is then calculated from

$$𝒪=\frac{1}{Z}\mathrm{Tr}\left(e^{\beta H_V}e^{iHt}\widehat{𝒪}e^{iHt}\right),$$
(11)
where

$$Z=\mathrm{Tr}\left(e^{\beta H_V}\right).$$
(12)
The difficulty in evaluating such an expectation value is that, unlike in a conventional equilibrium calculation, the Hamiltonian $`H_V`$ governing the initial distribution is different from $`H`$, which governs the time evolution. Thus such an expectation value cannot be evaluated by equilibrium Green’s function techniques.

Instead, we take advantage of the special property of $`H_V`$ that the voltage couples only to $`N_{R/L}`$, which are decoupled “zero mode” degrees of freedom. This technique has been applied a number of times before to related problemsKane and Fisher (1994); Bena et al. (2002); Vishveshwara et al. (2002), but to our knowledge the details of its derivation have never been published. For completeness, pedagogical value, and to highlight the physical assumptions of the method, we include a thorough derivation in appendix A. The correction to $`𝒪`$ due to the backscattering is given by

$$\delta 𝒪=\frac{1}{Z_{\mathrm{LL}}}\mathrm{Tr}\left(e^{\beta H_{\mathrm{LL}}}S^{}(t)\widehat{𝒪}S(t)\right),$$
(13)
where

$$S(t)=\mathrm{T}\mathrm{exp}\left[i_0^tdt^{}H_I(t^{})\right]$$
(14)
is the evolution operator for a system with the time-dependent Hamiltonian $`H_I(t^{})`$. Here $`H_I(t)`$ is the Hamiltonian in the frame co-moving with the ideal current, defined by

$$H_I(t)=e^{it\widehat{V}}He^{it\widehat{V}}=H_{\mathrm{LL}}+\left[H_{\mathrm{bs}}\right]_{\theta _1\theta _1+Vt},$$
(15)
with $`\widehat{V}=\frac{V}{2}(N_RN_L)`$. Note that (because $`[\widehat{V},H_{\mathrm{LL}}]=0`$) all the time dependence in $`H_I(t)`$ is in the backscattering term, and is hence easy to handle when working perturbatively in $`H_{\mathrm{bs}}`$.

Eqs. (13-15) provide a reformulation of the transport problem which is particularly convenient for a perturbative treatment of the backscattering. Note that – because the voltage $`V`$ appears only within $`H_{\mathrm{bs}}`$ – a direct expansion of Eq. (13) in $`H_{\mathrm{bs}}`$ will involve equilibrium real-time propagators calculated with respect to $`H_{\mathrm{LL}}`$. We develop this perturbation theory using the Keldysh path integral formulation. This involves the usual Trotterization of the two evolution operators $`S^{},S^{}`$ in Eq. (13) using coherent-state fields denoted $`\theta ^+,\phi ^+`$ for $`S`$ (“forward branch”) and $`\theta ^{},\phi ^{}`$ (“backward branch”) for $`S^{}`$. Further noting that $`H_{\mathrm{LL}}`$ is quadratic and $`H_{\mathrm{bs}}`$ acts only at the ends of the nanotube/wire, the fields away from $`x=\pm L/2`$ can be integrated out to obtain the Keldysh integral

$$\delta 𝒪=𝒟[\theta ^\pm (t)\phi ^\pm (t)]𝒪_Ke^{iS_0i{\scriptscriptstyle dtH_{\mathrm{pert}}(t)}},$$
(16)
with

$$H_{\mathrm{pert}}=H_{\mathrm{bs}}[\phi _i^+,\theta _i^++\delta _{i1}Vt]H_{\mathrm{bs}}[\phi _i^{},\theta _i^{}+\delta _{i1}Vt].$$
(17)
Here $`𝒪_K`$ is an appropriate Keldysh representation of the operator $`𝒪`$, which can be chosen as usual from fields lying on either the forward or backward moving branch, or any linear combination thereof – see below for convenient choices. The quadratic action $`S_0`$ is a functional of $`\theta ^\pm (t),\phi ^\pm (t)`$, which can be determined from the fact that it must reproduce the equilibrium correlation and response functions for these fields. Indeed, we do not require an explicit expression for $`S_0`$, but instead give the response and correlation functions, defined by

$`C^\theta (x,t;x^{},t^{})`$ $`=\theta (x,t)\theta (x^{},t^{})=\frac{1}{2}\{\widehat{\theta }(x,t),\widehat{\theta }(x^{},t^{})\},`$
$`R^\theta (x,t;x^{},t^{})`$ $`=\theta (x,t)\stackrel{~}{\theta }(x^{},t^{})=`$
$`=i\mathrm{\Theta }(tt^{})[\widehat{\theta }(x,t),\widehat{\theta }(x^{},t^{})],`$ (18)
where we have applied the standard Keldysh rotation to the fields $`\theta ^\pm =\theta \pm \frac{i}{2}\stackrel{~}{\theta }`$. By construction $`\stackrel{~}{\theta }(x,t)\stackrel{~}{\theta }(x^{},t^{})=0`$. The Green’s functions involving the $`\phi `$ fields are defined in a similar way, replacing $`\theta `$ by $`\phi `$ in the above equations. There are also Green’s functions that involve both $`\theta `$ and $`\phi `$, these are defined by

$`C^{\theta \phi }(x,t;x^{},t^{})`$ $`=\theta (x,t)\phi (x^{},t^{})=\frac{1}{2}\{\widehat{\theta }(x,t),\widehat{\phi }(x^{},t^{})\}`$
$`R^{\theta \phi }(x,t;x^{},t^{})`$ $`=\theta (x,t)\stackrel{~}{\phi }(x^{},t^{})=`$
$`=i\mathrm{\Theta }(tt^{})[\widehat{\theta }(x,t),\widehat{\phi }(x^{},t^{})],`$ (19)
and similar definitions for $`C^{\phi \theta }`$ and $`R^{\phi \theta }`$. Again, by construction $`\stackrel{~}{\theta }(x,t)\stackrel{~}{\phi }(x^{},t^{})=\stackrel{~}{\phi }(x,t)\stackrel{~}{\theta }(x^{},t^{})=0`$.

Using the above procedure we obtain (up to additive constants that will not contribute to the final result) the Green’s functions for the $`\theta _1`$ fields:

$`R_{11}^{\theta I}(t)`$ $`={\displaystyle \frac{\pi }{2}}(1\alpha )\left[\mathrm{\Theta }(t)+{\displaystyle \frac{1+\alpha }{\alpha }}{\displaystyle \underset{k1}{}}\alpha ^{2k}\mathrm{\Theta }(t2kt_v)\right]`$
$`R_{12}^{\theta I}(t)`$ $`={\displaystyle \frac{\pi }{2}}(1\alpha ^2){\displaystyle \underset{k0}{}}\alpha ^{2k}\mathrm{\Theta }(t(2k+1)t_v),`$
$`C_{11}^{\theta I}(t)`$ $`={\displaystyle \frac{1\alpha }{4}}[\mathrm{log}t^2+`$
$`+{\displaystyle \frac{1+\alpha }{\alpha }}{\displaystyle \underset{k1}{}}\alpha ^{2k}\mathrm{log}|t^2(2kt_v)^2|],`$
$`C_{12}^{\theta I}(t)`$ $`={\displaystyle \frac{1\alpha ^2}{4}}{\displaystyle \underset{k0}{}}\alpha ^{2k}\mathrm{log}\left|t^2[(2k+1)t_v]^2\right|,`$ (20)
where the subscripts label the position of the contacts $`x_{1,2}`$ (e.g. $`C_{ab}(t)=C(x_a,t;x_b,0)`$) and

$$\alpha =\frac{1g}{1+g}\mathrm{and}t_v=\frac{L}{v}.$$
(21)
We also need the Green’s functions for the non-interacting modes $`\theta _{2,3,4}`$, $`R^F`$ and $`C^F`$. These are obtained from (III) by taking $`\alpha =0`$ and replacing $`t_v`$ by $`t_F=L/v_\mathrm{F}`$,

$`R_{11}^F(t)`$ $`={\displaystyle \frac{\pi }{2}}\mathrm{\Theta }(t),`$
$`R_{12}^F(t)`$ $`={\displaystyle \frac{\pi }{2}}\mathrm{\Theta }(tt_F),`$
$`C_{11}^F(t)`$ $`={\displaystyle \frac{1}{4}}\mathrm{log}t^2,`$
$`C_{12}^F(t)`$ $`={\displaystyle \frac{1}{4}}\mathrm{log}\left|t^2t_F^2\right|.`$ (22)
The Green’s functions for the $`\phi `$ fields can be obtained from those for the $`\theta `$ fields given in (III), by replacing $`g`$ by $`1/g`$, i.e. by replacing $`\alpha `$ by $`\alpha `$. On the other hand, the only $`\phi `$ Green’s functions that contribute to the transport properties studied in the following sessions are those that correspond to the non-interacting modes $`\phi _{2,3,4}`$, and therefore they are identical to the functions given in (III).

In order to compute the spin transport properties in section V, we also need the following functions for the $`\theta _2`$ and $`\phi _2`$ fields

$`R^{\theta _2\phi _2}(x,t)`$ $`=\mathrm{sign}(x){\displaystyle \frac{\pi }{2}}\mathrm{\Theta }(t)\mathrm{\Theta }(|x|v_\mathrm{F}t),`$
$`C^{\theta _2\phi _2}(x,t)`$ $`={\displaystyle \frac{1}{4}}\mathrm{log}\left|{\displaystyle \frac{v_\mathrm{F}tx}{v_\mathrm{F}t+x}}\right|,`$ (23)
$`C^{\phi _2\theta _2}(x,t)=C^{\theta _2\phi _2}(x,t)`$ and $`R^{\phi _2\theta _2}(x,t)=R^{\theta _2\phi _2}(x,t)`$.

## IV  The differential conductance

In this section we study the charge transport properties of 1D electron systems and how these are affected by the magnetization of the leads and, more importantly, the presence of the strong Coulomb interactions.

We use the procedure described in sections II and III to calculate the differential conductance for these systems. This is obtained from the expectation value of the current in a nanotube, i.e. a four mode 1D electron system with the Hamiltonian given in (II), as

$$I=\underset{a\alpha }{}\psi _{Ra\alpha }^{}\psi _{Ra\alpha }^{}\psi _{La\alpha }^{}\psi _{La\alpha }^{}=\frac{2}{\pi }_t\theta _1.$$
(24)
After a lengthy but straightforward calculation we obtain that the differential conductance $`G=I/V`$ to second order in perturbation theory is given by

$$G=\frac{2}{\pi }\{1+\underset{m}{}U_mdtte^{𝑪_{1m}(t)}\mathrm{sin}\left[\frac{1}{2}𝑹_{1m}(t)\right]\mathrm{cos}(Vt)\}$$
(25)
with

$`U_1=`$ $`{\displaystyle \underset{mab}{}}\left[\left(u_m^{ab}\right)^2+\left(v_m^{ab}\right)^2\stackrel{}{M}_m^2\right],`$ (26)
$`U_2=`$ $`2\mathrm{cos}(V_gL){\displaystyle \underset{ab}{}}\left[u_1^{ab}u_2^{ab}+v_1^{ab}v_2^{ab}\stackrel{}{M}_1\stackrel{}{M}_2\right],`$
and

$$𝑪_{ab}(t)=C_{ab}^{\theta I}(t)+3C_{ab}^F(t),$$
(27)
and similarly for $`𝑹_{ab}(t)`$. For a quantum wire (i.e. a single-channel electron system) these are replaced by $`𝑪_{ab}(t)=2\left(C_{ab}^{\theta I}(t)+C_{ab}^F(t)\right)`$ and the global normalization is divided by a factor of two (since the quantum wire has two modes instead of four).

Eqs. (25) and (26) are valid for zero external magnetic field, which is the case considered in this section, the equations for non-zero magnetic field are presented in appendix B.

Equation (25) can be easily generalized to arbitrary order in perturbation theory, but the time integrals need to be computed numerically. We present the calculated conductance to second order for three different physical models in Fig. 3. This models correspond to (a) a nanotube with non-interacting electrons, i.e. taking $`g=1`$, (b) a quantum wire with $`g=0.5`$ and (c) a nanotube with $`g=0.25`$, which is a physically relevant value for single-walled carbon nanotubesKane et al. (1997); Bockrath et al. (1999); Yao et al. (1999, 2000); Dekker (1999). The effect of the interactions is visible in the dependence of the conductance with bias voltage, at constant gate voltage.

The conductance is a quasi-periodic function of the bias voltage. At $`V_g=0`$, for the non-interacting case, see Fig. 3.(a), this dependence is a cosine function with period $`2\pi /t_F`$. For a quantum wire, Fig. 3.(b), there are clearly two different “periods” in the oscillations, these are related to the two time scales $`t_F=L/v_\mathrm{F}`$ and $`t_v=gt_F=L/v`$. The existence of these two different time scales is due to the two bosonic excitations in this system: The spin excitation with velocity $`v_\mathrm{F}`$ and the charge excitation with velocity $`v`$, and is therefore an effect of spin charge separation. The same effect appears in Fig. 3.(c), but since for the nanotube there are three non-interacting modes with velocity $`v_\mathrm{F}`$ and only one mode, the total charge, with velocity $`v`$, it is less visible than in the previous example. The most visible effect of the interactions in the nanotube, is the enhancement of the amplitude in the conductance around $`V=0`$. This effect is observable in the experimental data presented in Ref. Liang et al., 2001.

The calculated conductance at $`V_gL=\pi /2`$ as a function of the bias voltage for a nanotube with different interaction strengths corresponding to $`g=0.25,0.5`$ and $`1`$, is presented in Fig. 4. It can be seen using Eqs. (25) and (26) that the conductance for this value of the gate voltage only depends on the Green’s functions $`𝑪_{11}`$ and $`𝑹_{11}`$, which depends only on $`t_v`$. As a result, we can clearly see in Fig. 4 that the period of the oscillations is $`\pi /t_v`$, and therefore depends strongly on the interaction strength. The amplitude of this oscillations is very small except for the first oscillation, which is enough to identify this effect.

As for the dependence with the gate voltage, the conductance is a periodic function, which is modulated by $`\stackrel{}{M}_1\stackrel{}{M}_2`$, and this is the main effect of the magnetization in the leads on the conductance. In particular if $`u_1^{ab}u_2^{ab}v_1^{ab}v_2^{ab}`$, there is an angle between the two magnetizations for which $`U_2`$ vanishes for any value of the gate voltage, in this case the conductance is given also in Fig. 4.

## V  Spin transport

In this section we study spin transport properties, i.e. the spin density in the nanotube and the spin current generated by the magnetization in the leads.

The spin density expectation value in the nanotube, calculated using bosonization and the Keldysh perturbation formalism as described in sections II and III, is given by

$$\stackrel{}{S}=\frac{1}{2}\underset{a\alpha \beta }{}\psi _{Ra\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{Ra\beta }^{}+\psi _{La\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{La\beta }^{}.$$
(28)
For zero magnetic field, it is technically simplest to calculate $`S^z`$ from the bosonized form

$$S^z=\frac{1}{\pi }_x\theta _2$$
(29)
and then obtain the other two components by rotational invariance. For non-zero magnetic field the calculation as well as the final results are much more involved, therefore and for the sake of clarity we only present the results in appendix B.

The result is

$`\stackrel{}{S}`$ $`={\displaystyle \frac{1}{v_\mathrm{F}}}(\stackrel{}{u}_1{\displaystyle }\mathrm{d}te^{𝑪_{11}(t)}\mathrm{sin}\left[{\displaystyle \frac{1}{2}}𝑹_{11}(t)\right]\mathrm{sin}(Vt)`$
$`+\mathrm{sin}(V_gL)\{\stackrel{}{u}_2{\displaystyle }\mathrm{d}te^{𝑪_{12}(t)}\mathrm{sin}\left[{\displaystyle \frac{1}{2}}𝑹_{12}(t)\right]\mathrm{sin}(Vt)`$
$`+\stackrel{}{u}_3{\displaystyle }\mathrm{d}te^{𝑪_{12}(t)}\mathrm{sin}\left[{\displaystyle \frac{1}{2}}𝑹_{12}(t)\right]\mathrm{cos}(Vt)\}),`$ (30)
with

$`\stackrel{}{u}_1`$ $`={\displaystyle \underset{ab}{}}\left(u_1^{ab}v_1^{ab}\stackrel{}{M}_1u_2^{ab}v_2^{ab}\stackrel{}{M}_2\right),`$
$`\stackrel{}{u}_2`$ $`={\displaystyle \underset{ab}{}}v_1^{ab}v_2^{ab}\stackrel{}{M}_1\times \stackrel{}{M}_2,`$
$`\stackrel{}{u}_3`$ $`={\displaystyle \underset{ab}{}}\left(u_1^{ab}v_2^{ab}\stackrel{}{M}_2+u_2^{ab}v_1^{ab}\stackrel{}{M}_1\right).`$ (31)
Notice that the spin density does not depend on the position in the nanotube, hence the total spin is $`L\stackrel{}{S}`$.

The first term, proportional to $`\stackrel{}{u}_1`$, is the known non-equilibrium spin accumulation effectAronov (1976); Johnson and Silsbee (1985); Johnson (1993); Prinz (1995); Awshalom and Kikkawa (1999); Gijs and Bauer (1997). It is maximum for $`\stackrel{}{M}_1=\stackrel{}{M}_2`$, when, in the case of identical contacts, the other terms vanish. This term does not couple two backscatterers, is independent of the gate voltage, and is an increasing function of the bias voltage. It is depicted in Fig. 5(a), since it is the only term term that corresponds to the component of the spin in the direction of $`\stackrel{}{M}_1`$ at $`V_g=0`$. The second term corresponds to the component of the spin perpendicular to the plane of the magnetizations and is depicted in Fig. 5(c), as function of the bias and gate voltages. The third term is the only one that survives in equilibrium, i.e. at zero bias, it is due to the fact that the backscattering strengths depend on the spins of the incoming and outgoing electron relative to the direction of the magnetizations. It is maximum for $`\stackrel{}{M}_1=\stackrel{}{M}_2`$, when again for identical contacts the other terms vanish. This is depicted in Fig. 5(b), at $`\theta =0,2\pi `$. These terms that couple the two backscatterers, and hence depend on the gate voltage, vary with bias voltage in a manner approximately described by a sum of two periodic functions, with “periods” given by $`2\pi /t_F`$ and $`2\pi /t_v`$, as discussed in the previous section for the conductance.

The spin current

$$\stackrel{}{J}_s=\frac{v_\mathrm{F}}{2}\underset{a\alpha \beta }{}\psi _{Ra\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{Ra\beta }^{}\psi _{La\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }\psi _{La\beta }^{}$$
(32)
is as the spin density calculated from the $`J_s^z`$ component in its bosonized form (again see result for non-zero magnetic field in appendix B)

$$J_s^z=\frac{1}{\pi }_t\theta _2.$$
(33)
It is not well-defined at the contact points because the backscattering term in the Hamiltonian (7) does not conserve spin, and therefore it has different expressions in the nanotube and the leads.

The spin current in the left ($`+`$) and right ($``$) leads is given by

$`\stackrel{}{J}_s=`$ $`\stackrel{}{u}_4{\displaystyle dte^{𝑪_{11}(t)}\mathrm{sin}\left[\frac{1}{2}𝑹_{11}(t)\right]\mathrm{sin}(Vt)}`$
$`+\left[\pm \mathrm{sin}(V_gL)\stackrel{}{u}_2+\mathrm{cos}(V_gL)\stackrel{}{u}_3\right]`$
$`\times {\displaystyle }\mathrm{d}te^{𝑪_{12}(t)}\mathrm{sin}\left[{\displaystyle \frac{1}{2}}𝑹_{12}(t)\right]\mathrm{sin}(Vt)`$ (34)
and in the nanotube by:

$`\stackrel{}{J}_s=`$ $`\stackrel{}{u}_4{\displaystyle dte^{𝑪_{11}(t)}\mathrm{sin}\left[\frac{1}{2}𝑹_{11}(t)\right]\mathrm{sin}(Vt)}`$ (35)
$`+\mathrm{cos}(V_gL)\{\stackrel{}{u}_2{\displaystyle }\mathrm{d}te^{𝑪_{12}(t)}\mathrm{sin}\left[{\displaystyle \frac{1}{2}}𝑹_{12}(t)\right]\mathrm{cos}(Vt)`$
$`+\stackrel{}{u}_3{\displaystyle }\mathrm{d}te^{𝑪_{12}(t)}\mathrm{sin}\left[{\displaystyle \frac{1}{2}}𝑹_{12}(t)\right]\mathrm{sin}(Vt)\}.`$
with $`\stackrel{}{u}_2`$ and $`\stackrel{}{u}_3`$ defined in (V) and

$$\stackrel{}{u}_4=\underset{mab}{}u_m^{ab}v_m^{ab}\stackrel{}{M}_m.$$
(36)
Similarly to the results for the spin discussed above, the first term, which only involves one backscatterer and is independent of the gate voltage, corresponds to the usual spin injection effect. It is an increasing function of the gate voltage and is maximum for $`\stackrel{}{M}_1=\stackrel{}{M}_2`$. This can be seen in Fig. 6(b), since it is the only term that does not vanish in the direction of $`\stackrel{}{M}_1`$ at $`V_gL=\pi /2`$. At $`V_g=0`$, the terms proportional to $`\stackrel{}{u}_1`$ and $`\stackrel{}{u}_3`$ contribute equally to the component of the current in the direction of $`\stackrel{}{M}_1`$, the result for this case is presented in Fig. 6(a). The second term, proportional to $`\stackrel{}{M}_1\times \stackrel{}{M}_2`$ corresponds to an exchange interaction between the magnetizations of the leads, mediated by the nanotube. It has opposite signs in the two leads and it is shown in Fig. 6(c).

## VI Conclusions

We studied the charge and spin transport properties of 1D systems, e.g. quantum wires and carbon nanotubes, focusing on the latter. We considered the case of nearly perfect ohmic contact between the 1D system and the electrodes and included the strong Coulomb interaction via a Luttinger liquid model. We found important effects on the transport properties of these systems that are due to the Coulomb interactions. These appear in the dependence with bias voltage. In particular, the conductance is enhanced at low bias voltage, furthermore it is an oscillatory function where we can distinguish two quasi-periodic components, with periods that are related to the two velocities of the excitations of a Luttinger liquid, $`v`$ and $`v_\mathrm{F}`$. This effect is therefore a direct consequence of spin and charge separation. It is clearly visible in single band quantum wires. In nanotubes, the amplitude of the higher period component is reduced by the presence of three (as opposed to one) neutral modes. Still, we can find evidence of the two velocities $`v`$ and $`v_\mathrm{F}`$ by comparing the dependence of the conductance with bias voltage for two different gate voltages ($`V_gL=0`$ and $`\pi /2`$). It is perhaps worth noting that, for the case of non-magnetic leads with symmetric contacts, the conductance formula involves only two unknown parameters: the overall amplitude of the backscattered current, and the Luttinger parameter $`g`$, both of which can be simply estimated. Nevertheless, a non-trivial functional dependence upon bias voltage is predicted.

The spin and spin current have one component in the plane of the magnetization that does not couple the two leads and is therefore independent of the gate voltage. This term should be understood as arising from incoherent spin injection at each contact. It is a monotonic function of the bias voltage, and corresponds to the known spin accumulation (for the spin) and spin injection (for the spin current) effects. The other components that couple the two leads, and therefore depend on the gate voltage, are backscattering processes occurring with coherence between the two contacts. These oscillate with the bias voltage, in a manner approximately described as a sum of two periodic components, with periods related to the two velocities of the excitation of the Luttinger liquid. The amplitude of the higher-period component is largest in a single-channel quantum wire, and somewhat suppressed in nanotubes by the sub-band degeneracy.

###### Acknowledgements.

C.S.P. was supported by FCT and FSE through grant PRAXIS/BD/18554/98. L.B. was supported by NSF through grant DMR–9985255, and by the Sloan and Packard foundations. K.J.W. thanks the Deutsche Forschungsgemeinschaft for support through Heisenberg grant Wi/1932 1-1.

## Appendix A Derivation of Eq. (13)

In this appendix, we derive Eq. (13). In particular, we consider a large periodic system of size L, where ultimately $`\text{L}\mathrm{}`$. We define the right/left-moving combinations

$$\varphi _{iR/L}=\phi _i\pm \theta _i.$$
(37)
In the system of size L we can decompose into finite wavevector and “zero mode” components. In particular, for the total charge fields, we define

$`\varphi _{1R}(x)`$ $`=`$ $`\stackrel{~}{\varphi }_{1R}(x)+{\displaystyle \frac{2\pi N_Rx}{\text{L}}}+\mathrm{\Phi }_R,`$ (38)
$`\varphi _{1L}(x)`$ $`=`$ $`\stackrel{~}{\varphi }_{1L}(x){\displaystyle \frac{2\pi N_Lx}{\text{L}}}+\mathrm{\Phi }_L,`$ (39)
where $`\stackrel{~}{\varphi }_{1R/L}(x)`$ contains the non-zero momentum modes of the $`\varphi _{1R/L}`$ fields. With these definitions, the zero-mode variables form two canonically conjugate pairs:

$`[N_R,\mathrm{\Phi }_R]`$ $`=`$ $`[N_L,\mathrm{\Phi }_L]=i,`$ (40)
$`[N_R,\mathrm{\Phi }_L]`$ $`=`$ $`[N_L,\mathrm{\Phi }_R]=[N_R,N_L]=[\mathrm{\Phi }_R,\mathrm{\Phi }_L]=0.`$
Moreover, $`N_{R/L},\mathrm{\Phi }_{R/L}`$ commute with $`\stackrel{~}{\varphi }_{1R/L}(x)`$ and all fields associated with channels $`2,3,4`$.

Since the interactions which transform the system from a Fermi liquid into a Luttinger liquid (Eq. (1)) exist only for $`|x|<L/2`$, they do not affect the zero-mode terms in the Hamiltonian. Hence one may separate

$$H_V=\stackrel{~}{H}_{\mathrm{LL}}+\frac{\pi v_\mathrm{F}}{\text{L}}\left(N_R^2+N_L^2\right)\frac{V}{2}\left(N_RN_L\right),$$
(41)
where $`\stackrel{~}{H}_{\mathrm{LL}}`$ is the Luttinger liquid Hamiltonian, Eq. (II), with the zero-mode terms subtracted, i.e. with $`\phi _1\stackrel{~}{\phi }_1`$ and $`\theta _1\stackrel{~}{\theta }_1`$. We then see, using the independence of the zero mode variables, that the unitary operator

$$U_V=e^{i\frac{V\text{L}}{4\pi v_\mathrm{F}}(\mathrm{\Phi }_R\mathrm{\Phi }_L)},$$
(42)
generates the following transformation $`N_{R/L}N_{R/L}\pm V\text{L}/(4\pi v_\mathrm{F})`$, hence

$$e^{\beta H_V}=e^𝒞U_Ve^{\beta H_{\mathrm{LL}}}U_V^{},$$
(43)
where $`𝒞=\beta \text{L}/(8\pi v_\mathrm{F})`$ is an unimportant constant. Inserting this into Eqs. (11-12), one obtains

$$𝒪=\frac{1}{Z_{\mathrm{LL}}}\mathrm{Tr}\left(e^{\beta H_{\mathrm{LL}}}e^{i(H+\widehat{V})t}\left(U_V^{}\widehat{𝒪}U_V\right)e^{i(H+\widehat{V})t}\right),$$
(44)
with

$$Z_{\mathrm{LL}}=\mathrm{Tr}\left(e^{\beta H_{\mathrm{LL}}}\right)$$
(45)
and

$$\widehat{V}=\frac{V}{2}(N_RN_L).$$
(46)
For the operators of interest,

$`U_V^{}\widehat{I}U_V`$ $`=`$ $`I_0+\widehat{I},`$ (47)
$`U_V^{}\stackrel{}{S}U_V`$ $`=`$ $`\stackrel{}{S},`$ (48)
$`U_V^{}\stackrel{}{J}_sU_V`$ $`=`$ $`\stackrel{}{J}_s,`$ (49)
where $`I_0=4(e^2/h)V=(2/\pi )V`$ is the current which would flow in an ideal nanotube in the absence of backscattering. Defining $`\delta 𝒪=𝒪𝒪_0`$, with $`𝒪_0=I_0`$ for $`𝒪=\widehat{I}`$ and $`𝒪_0=0`$ for $`𝒪=\stackrel{}{S},\stackrel{}{J}_s`$, one has then

$$\delta 𝒪=\frac{1}{Z_{\mathrm{LL}}}\mathrm{Tr}\left(e^{\beta H_{\mathrm{LL}}}e^{i(H+\widehat{V})t}\widehat{𝒪}e^{i(H+\widehat{V})t}\right).$$
(50)
We then apply the formula

$$e^{it(H+\widehat{V})}=e^{it\widehat{V}}\mathrm{T}\mathrm{exp}\left[i_0^tdt^{}H_I(t^{})\right],$$
(51)
to arrive at Eqs. (13) ff. given in the main text.

## Appendix B Differential conductance, spin and spin current at non-zero magnetic field

The differential conductance including the magnetic field is still given by Eqs. (25) and (26) with only the following change in $`U_2`$

$`U_2=`$ $`2\mathrm{cos}(V_gL){\displaystyle \underset{ab}{}}\left\{u_1^{ab}u_2^{ab}+v_1^{ab}v_2^{ab}\left[\stackrel{}{M}_1\stackrel{}{M}_2+(\stackrel{}{M}_1\widehat{h})(\stackrel{}{M}_2\widehat{h})\left(\mathrm{cos}BL1\right)\right]\right\}`$
$`+\mathrm{sin}(BL)\mathrm{sin}(V_gL){\displaystyle \underset{ab}{}}\left[u_1^{ab}v_2^{ab}(\stackrel{}{M}_2\widehat{h})+u_2^{ab}v_1^{ab}(M_1\widehat{h})\right],`$ (52)
where $`\widehat{h}=\stackrel{}{h}/h`$.

The total spin of the nanotube is

$`\stackrel{}{S}=`$ $`{\displaystyle \frac{1}{\pi }}\widehat{h}BL{\displaystyle \frac{1}{v_\mathrm{F}}}{\displaystyle \underset{ab}{}}(\{(u_1^{ab}v_1^{ab}\stackrel{}{M}_1u_2^{ab}v_2^{ab}\stackrel{}{M}_2)\frac{1}{B}\mathrm{sin}BL+(u_1^{ab}v_1^{ab}(\stackrel{}{M}_1\widehat{h})\widehat{h}u_2^{ab}v_2^{ab}(\stackrel{}{M}_2\widehat{h})\widehat{h})(L\frac{1}{B}\mathrm{sin}BL)`$
$`+(u_1^{ab}v_1^{ab}(\stackrel{}{M}_1\times \widehat{h})u_2^{ab}v_2^{ab}(\stackrel{}{M}_2\times \widehat{h}))\frac{1}{B}(1\mathrm{cos}BL)\left\}{\displaystyle }_te^{𝑪_{11}}\mathrm{sin}\right(\frac{1}{2}𝑹_{11})\mathrm{sin}(Vt)`$
$`+`$ $`\{[(u_1^{ab}v_2^{ab}\stackrel{}{M}_2+u_2^{ab}v_1^{ab}\stackrel{}{M}_1)\frac{1}{B}\mathrm{sin}BL+(u_1^{ab}v_2^{ab}(\stackrel{}{M}_2\widehat{h})\widehat{h}+u_2^{ab}v_1^{ab}(\stackrel{}{M}_1\widehat{h})\widehat{h})(L\mathrm{cos}BL\frac{1}{B}\mathrm{sin}BL)]\mathrm{sin}V_gL`$
$`u_1^{ab}u_2^{ab}\widehat{h}L\mathrm{sin}BL\mathrm{cos}V_gLv_1^{ab}v_2^{ab}[((\stackrel{}{M}_1\widehat{h})\stackrel{}{M}_2+(\stackrel{}{M}_2\widehat{h})\stackrel{}{M}_1)\frac{1}{B}(1\mathrm{cos}BL)`$
$`+(\stackrel{}{M}_1\widehat{h})(\stackrel{}{M}_2\widehat{h})\widehat{h}(L\mathrm{sin}BL\frac{2}{B}(1\mathrm{cos}BL))]\mathrm{cos}V_gL\left\}{\displaystyle }_te^{𝑪_{12}}\mathrm{sin}\right(\frac{1}{2}𝑹_{12})\mathrm{cos}(Vt)`$
$`+`$ $`\{(u_1^{ab}v_2^{ab}(\stackrel{}{M}_2\times \widehat{h})u_2^{ab}v_1^{ab}(\stackrel{}{M}_1\times \widehat{h}))\frac{1}{B}(1\mathrm{cos}BL)\mathrm{cos}V_gL+v_1^{ab}v_2^{ab}[((\stackrel{}{M}_1\widehat{h})(\stackrel{}{M}_2\times \widehat{h})(\stackrel{}{M}_2\widehat{h})(\stackrel{}{M}_1\times \widehat{h}))`$
$`\times (L\frac{1}{B}\mathrm{sin}BL)+\stackrel{}{M}_1\times \stackrel{}{M}_2L]\mathrm{sin}V_gL\}{\displaystyle _t}e^{𝑪_{12}}\mathrm{sin}\left(\frac{1}{2}𝑹_{12}\right)\mathrm{sin}(Vt)).`$ (53)
The spin current in the nanotube (Eq. B) and the leads (Eq. B) is

$`\stackrel{}{J}_s={\displaystyle \underset{ab}{}}`$ $`\{u_1^{ab}v_1^{ab}\stackrel{}{M}_1\mathrm{cos}B(xx_1)+u_2^{ab}v_2^{ab}\stackrel{}{M}_2\mathrm{cos}B(xx_2)`$
$`+u_1^{ab}v_1^{ab}(\stackrel{}{M}_1\widehat{h})\widehat{h}\left[1\mathrm{cos}B(xx_1)\right]+u_2^{ab}v_2^{ab}(\stackrel{}{M}_2\widehat{h})\widehat{h}\left[1\mathrm{cos}B(xx_2)\right]`$
$`+u_1^{ab}v_1^{ab}(\stackrel{}{M}_1\times \widehat{h})\mathrm{sin}B(xx_1)u_2^{ab}v_2^{ab}(\stackrel{}{M}_2\times \widehat{h})\mathrm{sin}B(xx_2)\left\}{\displaystyle }_te^{𝑪_{11}}\mathrm{sin}\right(\frac{1}{2}𝑹_{11})\mathrm{sin}(Vt)`$
$`+{\displaystyle \underset{ab}{}}`$ $`\{[u_1^{ab}v_2^{ab}(\stackrel{}{M}_2\widehat{h})\widehat{h}[\mathrm{cos}BL\mathrm{cos}B(xx_1)]+u_2^{ab}v_1^{ab}(\stackrel{}{M}_1\widehat{h})\widehat{h}[\mathrm{cos}BL\mathrm{cos}B(xx_2)]`$
$`+u_1^{ab}v_2^{ab}\stackrel{}{M}_2\mathrm{cos}B(xx_1)+u_2^{ab}v_1^{ab}\stackrel{}{M}_1\mathrm{cos}B(xx_2)]\mathrm{cos}V_gL`$
$`+v_1^{ab}v_2^{ab}[(\stackrel{}{M}_1\widehat{h})(\stackrel{}{M}_2\widehat{h})\widehat{h}[\mathrm{sin}BL\mathrm{sin}B(xx_1)+\mathrm{sin}B(xx_2)]`$
$`+(\stackrel{}{M}_1\widehat{h})\stackrel{}{M}_2\mathrm{sin}B(xx_1)(\stackrel{}{M}_2\widehat{h})\stackrel{}{M}_1\mathrm{sin}B(xx_2)`$
$`+u_1^{ab}u_2^{ab}\widehat{h}\mathrm{sin}BL]\mathrm{sin}V_gL\left\}{\displaystyle }_te^{𝑪_{12}}\mathrm{sin}\right(\frac{1}{2}𝑹_{12})\mathrm{sin}(Vt)`$
$`+{\displaystyle \underset{ab}{}}`$ $`\{[u_1^{ab}v_2^{ab}(\stackrel{}{M}_2\times \widehat{h})\mathrm{sin}B(xx_1)u_2^{ab}v_1^{ab}(\stackrel{}{M}_1\times \widehat{h})\mathrm{sin}B(xx_2)]\mathrm{sin}V_gL`$
$`v_1^{ab}v_2^{ab}[(\stackrel{}{M}_1\widehat{h})(\stackrel{}{M}_2\times \widehat{h})[1\mathrm{cos}B(xx_1)](\stackrel{}{M}_2\widehat{h})(\stackrel{}{M}_1\times \widehat{h})[1\mathrm{cos}B(xx_2)]`$
$`+\stackrel{}{M}_1\times \stackrel{}{M}_2]\mathrm{cos}V_gL\left\}{\displaystyle }_te^{𝑪_{12}}\mathrm{sin}\right(\frac{1}{2}𝑹_{12})\mathrm{cos}(Vt),`$ (54)
$`\stackrel{}{J}_s={\displaystyle \underset{ab}{}}`$ $`\{u_1^{ab}v_1^{ab}\stackrel{}{M}_1\mathrm{cos}B(xx_1)+u_2^{ab}v_2^{ab}\stackrel{}{M}_2\mathrm{cos}B(xx_2)`$
$`+u_1^{ab}v_1^{ab}(\stackrel{}{M}_1\widehat{h})\widehat{h}\left[1\mathrm{cos}B(xx_1)\right]+u_2^{ab}v_2^{ab}(\stackrel{}{M}_2\widehat{h})\widehat{h}\left[1\mathrm{cos}B(xx_2)\right]`$
$`[u_1^{ab}v_1^{ab}(\stackrel{}{M}_1\times \widehat{h})\mathrm{sin}B(xx_1)+u_2^{ab}v_2^{ab}(\stackrel{}{M}_2\times \widehat{h})\mathrm{sin}B(xx_2)]\left\}{\displaystyle }_te^{𝑪_{11}}\mathrm{sin}\right(\frac{1}{2}𝑹_{11})\mathrm{sin}(Vt)`$
$`+{\displaystyle \underset{ab}{}}`$ $`\{[u_1^{ab}v_2^{ab}(\stackrel{}{M}_2\widehat{h})\widehat{h}[\mathrm{cos}BL\mathrm{cos}B(xx_1)]+u_2^{ab}v_1^{ab}(\stackrel{}{M}_1\widehat{h})\widehat{h}[\mathrm{cos}BL\mathrm{cos}B(xx_2)]`$
$`+u_1^{ab}v_2^{ab}\stackrel{}{M}_2\mathrm{cos}B(xx_1)+u_2^{ab}v_1^{ab}\stackrel{}{M}_1\mathrm{cos}B(xx_2)]\mathrm{cos}V_gL`$
$`+v_1^{ab}v_2^{ab}[(\stackrel{}{M}_1\widehat{h})(\stackrel{}{M}_2\widehat{h})\widehat{h}[\mathrm{sin}BL\mathrm{sin}B(xx_1)+\mathrm{sin}B(xx_2)]`$
$`+(\stackrel{}{M}_1\widehat{h})\stackrel{}{M}_2\mathrm{sin}B(xx_1)(\stackrel{}{M}_2\widehat{h})\stackrel{}{M}_1\mathrm{sin}B(xx_2)]\mathrm{sin}V_gL`$
$`\left[u_1^{ab}v_2^{ab}(\stackrel{}{M}_2\times \widehat{h})\mathrm{sin}B(xx_1)+u_2^{ab}v_1^{ab}(\stackrel{}{M}_1\times \widehat{h})\mathrm{sin}B(xx_2)\right]\mathrm{cos}V_gL`$
$`v_1^{ab}v_2^{ab}[(\stackrel{}{M}_1\widehat{h})(\stackrel{}{M}_2\times \widehat{h})[1\mathrm{cos}B(xx_1)](\stackrel{}{M}_2\widehat{h})(\stackrel{}{M}_1\times \widehat{h})[1\mathrm{cos}B(xx_2)]`$
$`+\stackrel{}{M}_1\times \stackrel{}{M}_2]\mathrm{sin}V_gL+u_1^{ab}u_2^{ab}\widehat{h}\mathrm{sin}BL\mathrm{sin}V_gL\left\}{\displaystyle }_te^{𝑪_{12}}\mathrm{sin}\right(\frac{1}{2}𝑹_{12})\mathrm{sin}(Vt),`$ (55)
where the $``$ sign correspond to lead 1,2 respectively.

One can verify that the spin current and spin density are not independent and are in fact related by the precessional equation of motion,

$$_t\stackrel{}{S}+_x\stackrel{}{J}_s=2\stackrel{}{h}\times \stackrel{}{S}.$$
(56)
In the steady state, $`_t\stackrel{}{S}=0`$, so one has

$$_x\stackrel{}{J}_s(x)=2\stackrel{}{h}\times \stackrel{}{S}(x).$$
(57)


text:
# 2-point anisotropies in WMAP and the Cosmic Quadrupole

## 1 Introduction

Measurements of the cosmic microwave background (CMB) anisotropies by WMAP (Bennett et al. 2003; Spergel et al. 2003; Peiris et al. 2003) are in good agreement with a ‘concordance’ cosmology based on the $`\mathrm{\Lambda }`$CDM model. However, the WMAP results also confirm the low amplitude of the CMB quadrupole first measured by COBE (eg Hinshaw et al. 1996a). As Bennett et al. (2003) comment, the amplitudes of the quadrupole and the octopole are low compared with the predictions of $`\mathrm{\Lambda }`$CDM models. The WMAP team also present a convincing case that the low CMB multipoles are not significantly affected by foreground Galactic emission (see also Tegmark, de Oliveira-Costa and Hamilton 2003). The discrepancy between the observations and the $`\mathrm{\Lambda }`$CDM model is particularly evident in the temperature angular correlation function, which shows an almost complete lack of signal on angular scales $`\stackrel{>}{}60`$ degrees. According to Spergel et al. (2003), the probability of finding such a result in a spatially-flat $`\mathrm{\Lambda }`$CDM cosmology is about $`1.5\times 10^3`$. This is small enough to require an explanation, e.g. in the form of new physics Contaldi et al. (2003) or in terms of spatial curvature Efstathiou 2003a .

In this paper we consider the WMAP data from the point of view of the two-point angular correlation function as opposed to the usual harmonic decomposition. In some aspects our approach is similar to the study presented by Hinshaw et al. (1996b) for the COBE data. The paper is organized as follows. In §2 we introduce our methodology and test it with realistic simulations. In §3 we apply our method to the real WMAP data and present a comparison with the simulations. We also describe the application of higher-order statistics to test the Gaussianity of WMAP. The conclusions are described in §4.

## 2 2-pt correlation $`w_2(\theta )`$ in $`\mathrm{\Lambda }`$CDM models

On the largest scales, the 2-point correlation $`w_2(\theta )`$ has some important advantages and disadvantages over spherical harmonics. The overall shape of the 2-point function is very sensitive to small differences in power at low multipoles. This is clearly an advantage when measuring the quadrupole. On the other hand, different bins in $`\theta `$ are highly correlated, which means that we need to use the full covariance matrix to assess the significance of any departures between measurements and models. Another important advantage of using the 2-point function is that large-scale modes can be easily sampled from any region of the sky, even when a mask is required, provided the region is large enough. In comparison, harmonic decomposition breaks the angular symmetry in the sky into orthogonal bases which have an arbitrary phase orientation. This is not a problem in the case of full sky coverage, but the results will be coordinate-dependent if a mask is used. Moreover, the harmonic coefficients $`a_{lm}`$ (see Eq.3) over masked data are convolved with the harmonic image of the mask. The resulting coupling matrix needs to be inverted and the resulting estimator for the recovered coefficients is typically biased because of the non-linear transformations involved. These potential complications are avoided in configuration space.

### 2.1 Definition and estimators

The 2-point angular correlation function is defined as the expectation value or mean cross-correlation of density fluctuations at two positions $`𝐪_1`$ and $`𝐪_2`$ in the sky:

$$w_2(\theta )\mathrm{\Delta }T(𝐪_\mathrm{𝟏})\mathrm{\Delta }T(𝐪_\mathrm{𝟐}),$$
(1)
where $`\theta =|𝐪_\mathrm{𝟐}𝐪_\mathrm{𝟏}|`$, assuming that the distribution is statistically isotropic.

To estimate $`w_2(\theta )`$ from the pixel maps we use a simple but effective estimator:

$$w_2(\theta )=\frac{\underset{i,j}{}\mathrm{\Delta }_i\mathrm{\Delta }_jw_iw_j}{_{i,j}w_iw_j},$$
(2)
where $`\mathrm{\Delta }_i`$ and $`\mathrm{\Delta }_j`$ are the temperature differences in the map and the sum extends to all pairs separated by $`\theta \pm \mathrm{\Delta }\theta `$. The differences are normalised so that $`\mathrm{\Delta }_i=0`$. The weights $`w_i`$ can be used to minimise the variance when the pixel noise is not uniform, but this introduces larger cosmic variance. Here we follow the WMAP team and use uniform weights (i.e. $`w_i=1`$). We use bins $`\mathrm{\Delta }\theta `$ whose size is proportional to the square root of the angle $`\theta `$.

This estimator is unbiased and is equivalent to the minimum variance estimator of Landy & Szalay (1993). For higher-order moments see §3.6.

### 2.2 The $`\mathrm{\Lambda }`$CDM Model and simulations

Temperature fluctuations can be expanded in terms of spherical harmonics according to,

$$\mathrm{\Delta }T(𝐪)=\underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}a_\mathrm{}mY_{\mathrm{}}^m(𝐪),$$
(3)
which defines the multipole power spectrum: $`C_l=<|a_\mathrm{}m|^2>`$. Gaussian simulations can then be made by taking $`a_\mathrm{}m`$ to be independent Gaussian fields with random phases, zero mean and variance $`C_l`$.

In order to test the significance of the correlations measured in the WMAP data, we make simulated sky maps by using the best-fit cosmological parameters estimated from WMAP (Spergel et al. 2003). The theoretical power spectra are generated using the publicly available CMBFAST package (Seljak & Zaldarriaga 1996). The $`C_l`$s are normalised to the COBE spectra and the input parameters are listed in Table 1. Along with cosmological parameters, CMBFAST accepts a reionization optical depth, $`\tau `$, and the scalar spectral index, $`\eta _s`$. From now on we refer to this particular set of paramenters as the $`\mathrm{\Lambda }`$CDM model. Figure 1 shows the resulting power spectrum for the $`\mathrm{\Lambda }`$CDM model. In the $`\mathrm{\Lambda }`$CDM model the first three non-zero multipoles are (in $`\mu K^2`$):

$$C_2=1130,C_3=537,C_4=304,$$
(4)
while Bennett et al. (2003) find from WMAP data:

$`C_2`$ $`=`$ $`129\pm 799`$
$`C_3`$ $`=`$ $`320\pm 320`$
$`C_4`$ $`=`$ $`316\pm 104.`$ (5)
This power spectrum is then used as input to generate all-sky CMB maps using the HEALPix111http://www.eso.org/science/healpix/ package (Górski, Hivon & Wandelt 1999). We simulate 100 V-band maps (FWHM = 21’ at 61 GHz), each with a different random phase, using the best fit WMAP power spectra222We have also generated 20 W-band simulations to compare with W-band WMAP, but find no significance differences with V-band and decided to use only the latter because of the smaller pixel noise. These maps are all generated with the RING pixelization scheme and nside=512. Noise is added to the simulations following the pixel-noise pattern in the WMAP data. We also impose the most conservative WMAP kp0 foreground mask to the simulations.

For some crucial aspects of the analysis we have used an additional set of 2000 V-band $`\mathrm{\Lambda }`$CDM simulations to check how the results depend on the number of simulations used. In general we find that with 20 simulations one finds similar qualitative conclusions to those with 2000 simulations, with a typical uncertainty of $`50\%`$ in the intervals of confidence (see below §3.4).

### 2.3 The low-Q $`\mathrm{\Lambda }`$CDM model

As a useful comparison model, we design a fiducial variation of the $`\mathrm{\Lambda }`$CDM model with low values of the quadrupole and octopole. This new model is identical to the $`\mathrm{\Lambda }`$CDM model for $`l>3`$ but has zero quadrupole $`C_2=0`$ and half the octopole $`C_3C_3/2`$. As we will show later, this model is in better agreement with the WMAP data than the $`\mathrm{\Lambda }`$CDM model and follows the curved universe with a truncated spectrum Efstathiou 2003a . Thus, we modify the $`\mathrm{\Lambda }`$CDM power spectrum by setting:

$`C_2^{lowQ}`$ $`=`$ $`0`$ (6)
$`C_3^{lowQ}`$ $`=`$ $`{\displaystyle \frac{1}{2}}C_3^{\mathrm{\Lambda }CDM}`$
$`C_l^{lowQ}`$ $`=`$ $`C_l^{\mathrm{\Lambda }CDM},l>3.`$
We refer to this model as low-Q $`\mathrm{\Lambda }`$CDM . These new $`C_l`$’s are then used to generate 20 HEALPix V-band maps, each with a different random phases.

### 2.4 Predicted $`w_2(\theta )`$ from $`C_l`$

The 2-pt function, $`w_2(\theta )`$, is the Fourier transform of the angular power spectrum of temperature fluctuations. In terms of the $`C_l`$ in Eq. , we have (see e.g. Bond & Efstathiou 1987):

$$w_2(\theta )=\frac{1}{4\pi }\underset{l=2}{}(2l+1)C_lP_l(\mathrm{cos}\theta ),$$
(7)
where $`P_l`$ are the Legendre polynomials. The sum starts at $`l=2`$ because the monopole and the dipole have been subtracted from the WMAP data (CMB rest frame).

Figure 1 shows the multipole coefficients for the $`\mathrm{\Lambda }`$CDM and low-Q models. Figure 2 shows the corresponding analytical summation for all multipoles $`l2`$ (continuous line), $`l3`$ (long-dashed line) and $`l4`$ (short-dashed line). The figure very clearly illustrates the sensitivity of the angular 2-point function to the low multipoles: e.g. varying just the quadrupole completely changes the shape of the curve at large scales.

### 2.5 $`w_2(\theta )`$ from simulations

Figure 3 compares the theoretical values of $`w_2(\theta )`$ in the $`\mathrm{\Lambda }`$CDM and low-Q models with that estimated from the simulated maps. The continuous line is the mean of the different realizations of each model and the dashed line is the theoretical estimate corresponding to the set of $`C_l`$s. The shaded area shows the 1-sigma dispersion of the simulations in each bin. As can be seen from the figure, the $`\mathrm{\Lambda }`$CDM model has the larger errors. This is expected since the $`\mathrm{\Lambda }`$CDM model has stronger lower-order multipoles which in turn lead to larger variations from realization to realization.

The right-hand panels in Figure 3 show the estimation of $`w_2`$ for pixels within Galactic latitudes $`|b|>30`$ degrees. This reduces the number of pixels by almost a factor of two which results in larger errors. Note how the recovered values of $`w_2`$ are not strongly biased within the error bars. Thus, even after excluding a broad Galactic region one can still use $`w_2`$ to separate a low and high quadrupole in the data. We will further elaborate on this point later in the paper.

### 2.6 Error bars

The absolute error (1-sigma dispersion) as a function of scale from different realizations of each model is shown in Figure 4. As can be seen from the figure, errors for the $`\mathrm{\Lambda }`$CDM simulations (long-dashed lines) are much larger than errors in the low-Q model (short-dashed line). Note also how the low-Q model estimation is more noisy since it is based on 20 realizations, while there are 100 and 1000 realizations in the $`\mathrm{\Lambda }`$CDM model.

The shaded region represents the dispersion (2-sigma) in the jackknife errors (see below) for the different low-Q realizations.

### 2.7 Covariance Matrix

As mentioned before there is strong covariance between different bins in $`w_2(\theta )`$. This is mostly due to the fact that the lowest $`l`$ multipoles, and therefore larger scales, have more power than higher $`l`$ multipoles (e.g. see Fig. 1). As $`w_2(\theta )`$ is dominated by large scale modes, the correlations at different scales are strongly correlated. This is obviously worse in the $`\mathrm{\Lambda }`$CDM model than in the low-Q $`\mathrm{\Lambda }`$CDM , which has a lower quadrupole and octopole.

It is therefore essential that we estimate the covariance between different bins in $`w_2(\theta )`$. This can be calculated from the simulations by using the following definition of the covariance matrix:

$`C_{ij}`$ $``$ $`\mathrm{\Delta }w_2(\theta _i)\mathrm{\Delta }w_2(\theta _j)`$ (8)
$`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{L=1}{\overset{N}{}}}\mathrm{\Delta }w_2^L(\theta _i)\mathrm{\Delta }w_2^L(\theta _j),`$
where

$$\mathrm{\Delta }w_2^L(\theta _i)w_2^L(\theta _i)\widehat{w_2}(\theta _i).$$
(9)
Here $`w_2^L(\theta _i)`$ is the 2-point function measured in the $`L`$-th realization ($`L=1\mathrm{}N`$) and $`\widehat{w_2}(\theta _i)`$ is the mean value for the $`N`$ realizations. The case $`i=j`$ gives the error variance: $`\sigma _i^2C_{ii}`$.

It is also useful to define the normalised covariance matrix (or correlation matrix), as:

$$\stackrel{~}{C_{ij}}\frac{C_{ij}}{\sqrt{C_{ii}C_{jj}}}$$
(10)
Figure 5 shows the normalised covariance in the $`\mathrm{\Lambda }`$CDM (left) and low-Q model (middle). The covariance shown for the $`\mathrm{\Lambda }`$CDM model corresponds to 40 realizations, but very similar pictures are obtained for a 1000 realizations. The covariance matrix is quite different in these two cases as the $`\mathrm{\Lambda }`$CDM model shows correlations on larger scales because of the higher quadrupole and octopole. Note in particular the strong anticorrelation between angular bins in the range 50-100 degrees with the bins on larger and smaller scales. This is clearly an indication of very large variations in the low order multipoles within different realizations (eg see Fig.2). Note also how the errors in the first bin (zero-lag in $`w_2`$) is dominated by instrumental noise so that this bin is not correlated with the rest of the bins (grey color corresponds to zero).

### 2.8 Jackknife covariance

We can also estimate the errors in $`w_2(\theta )`$ from a single simulation, or from the real sky with a variation of the jackknife error scheme proposed by Scranton et al. (2001). This has the potential advantage of producing an error estimate which is model independent. In the estimation, the sample is first divided into $`M`$ separate regions on the sky, each of equal area. The analysis is then performed $`M`$ times, on each occasion removing a different region. These are called the (jackknife) subsamples, which we label $`k=1\mathrm{}M`$. The estimated statistical covariance for $`w_2`$ at scales $`\theta _i`$ and $`\theta _j`$ is then given by:

$`C_{ij}`$ $`=`$ $`{\displaystyle \frac{M1}{M}}{\displaystyle \underset{k=1}{\overset{M}{}}}\mathrm{\Delta }w_2^k(\theta _i)\mathrm{\Delta }w_2^k(\theta _j)`$ (12)
$`\mathrm{\Delta }w_2^k(\theta _i)w_2^k(\theta _i)\stackrel{~}{w_2}(\theta _i)`$
where $`w_2^k(\theta _i)`$ is the measure in the $`k`$-th subsample ($`k=1\mathrm{}M`$) and $`\stackrel{~}{w_2}(\theta _i)`$ is the mean value for the $`M`$ subsamples. The case $`i=j`$ gives the error variance. Note how, if we increase the number of regions $`M`$, the jackknife subsamples are larger and each term in the sum is smaller. We typically take $`M=16`$ corresponding to dividing the sphere into 8 octants and each octant in two (by longitude). We have checked that the resulting covariance gives a stable answer for different choices of shapes and $`M`$ from $`M=8`$ to $`M=32`$.

The mean normalised jackknife covariance shown in the right panel of Fig. 5 is in very good agreement with the sample covariance shown in the middle panel. The jackknife covariance appears smoother because it is the mean of 20x16 jackknife samples, while the sample covariance is the mean of only 20 samples. Other than this, the jackknife matrix correctly captures all the relevant correlation information present in the ensemble. The corresponding diagonal errors are shown in Fig. 4.

In general, one would not expect such a good agreement, because the jackknife method can not account for variations on scales larger than the jackknife samples. In our case, however, by construction there is little power on the largest scales (quadrupole and octopole) in the low-Q model. This explains the good performance of the jackknife method.

### 2.9 $`\chi ^2`$ test

In order to quantify how well a model fits the data we use a $`\chi ^2`$ test. Since the bins of the $`w_2(\theta )`$ are correlated, however, the simple $`\chi ^2`$-test is not valid but must be modified by using the covariance matrix. The value of the $`\chi ^2`$ is given by

$$\chi ^2=\underset{i,j=1}{\overset{N}{}}\mathrm{\Delta }_iC_{ij}^1\mathrm{\Delta }_j,$$
(13)
where $`\mathrm{\Delta }_iw_2^O(\theta _i)w_2^M(\theta _i)`$ is the difference between the ”observation” $`O`$ and the model $`M`$. In terms of the reduced covariance matrix, this is

$$\chi ^2=\underset{i,j=1}{\overset{N}{}}\left(\frac{\mathrm{\Delta }_i}{\sigma _i}\right)\stackrel{~}{C}_{ij}^1\left(\frac{\mathrm{\Delta }_j}{\sigma _j}\right).$$
(14)
### 2.10 Singular Value Decomposition

In using real world data, one must worry about degeneracies in the covariance matrix due to an over-determined system and noise. If the rows (or columns) of $`C_{ij}`$ are not independent, the determinant of the matrix is zero and there is no inverse. With real data, the determinant of $`C_{ij}`$ will not typically be zero but the matrix can have very small eigenvalues which then lead to artificially large eigenvalues of the inverse matrix.

In order to eliminate the degeneracies in the covariance matrix, we perform a Singular Value Decomposition (SVD) of the matrix,

$$\stackrel{~}{C_{ij}}=(U_{ik})^{}W_{kl}V_{lj},$$
(15)
where $`W_{kl}`$ is a diagonal matrix with the singular values on the diagonal. By doing the decomposition, we can choose the number of modes we wish to include in our $`\chi ^2`$ by effectively setting the corresponding inverses of the small singular values to zero.

In practice we find that the SVD is only required when we use a small number of simulations to estimate the covariance matrix. With more than 100 simulations we find that the covariance matrix inversion is stable and one then gets more accurate $`\chi ^2`$ values.

### 2.11 Recovering $`C_l`$ from $`w_2(\theta )`$

Using the SVD of the covariance matrix we can recover $`C_l`$s from $`w_2(\theta )`$ by requiring a minimum $`\chi ^2`$ (see Szapudi et al. 2001 for a different approach). To test the method, we have recovered the low $`C_l`$s from the $`\mathrm{\Lambda }`$CDM and low-Q modes. These are shown in Figures Fig. 6 and Fig. 7 respectively. The confidence contours are plotted relative to the minimum $`\chi ^2`$ value.

As it is clear from the figures, the method accurately reproduces the correct values of the $`C_l`$s. We have also checked that this method is robust and insensitive to the number of modes used in the calculation.

## 3 Results from WMAP

### 3.1 Estimation of $`w_2(\theta )`$ in WMAP

Figure 8 shows different estimations of $`w_2(\theta )`$ from the WMAP data. These different estimates gives an idea of the systematics involved, which are related mostly to possible Galactic and foreground contamination in the maps (see Bennet et al. 2003, Tegmark et al. 2003 for more details). Also note how the jackknife errors (from the dispersion in the V-band estimates from different regions in the sky) roughly include the variations in these different estimations. Thus we will use V-band estimates with jackknife errors as representative of WMAP sampling variance and systematic uncertanties.

Note how our estimates of $`w_2(\theta )`$ agree well with that presented by the WMAP collaboration (e.g. compare to Fig.13 in Bennett et al. 2003).

### 3.2 Comparison of $`w_2(\theta )`$ to simulations

Figure 9 compares the WMAP $`w_2(\theta )`$ estimation with the 1-sigma dispersion in the corresponding $`\mathrm{\Lambda }`$CDM simulations. At first sight one might conclude that a $`\mathrm{\Lambda }`$CDM model is ruled out to a high significance. It should be remembered, however, that there is a strong covariance in the $`w_2(\theta )`$ estimation (see Fig.5). This point is illustrated in Figure 10 which shows 10 of the $`\mathrm{\Lambda }`$CDM realizations that happens to have a low quadrupole and are compared with one that happen to have a high quadrupole (all chosen from the first 100 $`\mathrm{\Lambda }`$CDM simulations). Note how systematics effects in WMAP (which are well represented by the jackknife errors) are comparable to the differences between these 10 $`\mathrm{\Lambda }`$CDM simulations and the mean WMAP estimation.

These very obvious differences in the lowest multipoles in some of the realizations are also apparent in the all-sky simulated maps. Figure 11 illustrates this point by showing one of the low quadrupole $`\mathrm{\Lambda }`$CDM realizations and a $`\mathrm{\Lambda }`$CDM realization with the average value of the quadrupole.

In Figure 12 we show the comparison of $`w_2(\theta )`$ with the low-Q model which is apparently in much better agreement with WMAP.

### 3.3 Covariance Matrix

To quantify these differences more accurately we need to calculate the covariance matrices of the models. We can also estimate the covariance matrix of the data using the jackknife method, Eq. . Figure 13 shows the normalised covariance matrix estimation, which is more similar to the low-Q model than to the $`\mathrm{\Lambda }`$CDM model shown in Fig. 5. Fig. 4 compares the diagonal errors with N=8 and N=32 jackknifes subsamples (continuous lines) with the errors in the low-q and $`\mathrm{\Lambda }`$CDM models.

### 3.4 $`\chi ^2`$ tests of the WMAP data

Using the method described in the previous section, we compare the WMAP $`w_2(\theta )`$ to different models in Table 2. The second row shows how considering the WMAP data as a realization of the $`\mathrm{\Lambda }`$CDM model gives a very good fit (62% C.L.). However, considering the WMAP jackknife errors333A similar result is obtained using low-Q $`\mathrm{\Lambda }`$CDM true errors. (i.e. first row in Table 2) leads to a vanishing probability for the $`\mathrm{\Lambda }`$CDM model, as was already hinted at in Fig.9.

On the other hand, the WMAP data provides a resonable fit to the low-Q models, even if we use the WMAP errors, as can be seen from the third, fourth and fifth row of Table 3. The WMAP data clearly has a low quadrupole compared to $`\mathrm{\Lambda }`$CDM as was already suggested by Figure 13.

Considering only the WMAP data at $`|b|>30`$ deg, and comparing the resulting $`w_2(\theta )`$ to the models, give similar results as can be seen in Table 3. This is in qualitative agreement with that found by COBE (Kogut et al. 1996).

The above results are obtained with a relatively small number of simulations (40 for $`\mathrm{\Lambda }`$CDM and 20 for low-Q model) and also a small number of jackknife subsamples (16). Thus, although these estimates probably give the right order of magnitude for the calculation we can not expect them to be very accurate. We next quantify what are the errors involved by repeating the $`\mathrm{\Lambda }`$CDM analysis with an increasing number of simulations, from $`N=100`$ to $`N=2000`$, to calculate the covariance matrix. We can also check with these additional simulations if the $`\chi ^2`$ distribution gives an accurate representation of the probabilities. This is illustrated in Fig.14, which shows the histogram of $`\chi ^2`$ values obtained for each $`\mathrm{\Lambda }`$CDM realization using a direct inversion of the covariance matrix (no SVD), estimated from $`N=1000`$ $`\mathrm{\Lambda }`$CDM realizations. The histogram matches well the probabilities given by the $`\chi ^2`$ distribution. Moreover we find that, other than Poisson errors, the values are quite insensitive to the total number $`N`$ of simulations used. The probability of finding a $`\mathrm{\Lambda }`$CDM simulation with a $`\chi ^2`$ value larger than WMAP seems to converge to $`32\%`$. This number compares well to the crude $`62\%`$ estimate we found in Table 2 using SVD over 40 simulations. If we used 20 or 100 simulations with SVD we find intermediate results. We have also estimated the $`\chi ^2`$ values for $`N=2000`$ $`\mathrm{\Lambda }`$CDM simulations using the WMAP jacknife covariance matrix. We find that none of the $`N=2000`$ $`\mathrm{\Lambda }`$CDM simulations have a $`\chi ^2`$ smaller than WMAP (the smaller value in the 2000 simulations is $`\chi ^2=62`$ for 36 bins in $`w_2(\theta )`$ ). Thus the probability for $`\mathrm{\Lambda }`$CDM given the WMAP errors is $`P<0.05`$%, in good agreement with first entry in Table 2.

### 3.5 Recovered $`C_l`$ from $`w_2(\theta )`$

Using the previously discussed method (see §2.11) of calculating the $`\chi ^2`$ with the SVD, we can recover the $`C_l`$s from the data by requiring that $`\chi ^2`$ has a minimum. Fitting three multipoles ($`C_2,C_3`$ and $`C_4`$) of a $`\mathrm{\Lambda }`$CDM model to the WMAP data and using the $`\mathrm{\Lambda }`$CDM errors yields

$$C_2=7C_3=190C_4=226.$$
(16)
With the jacknife WMAP errors we get

$$C_2=123C_3=217C_4=212.$$
(17)
Comparing with Eq. 4, we see that the best fit value has a negligible quadrupole and an octopole that is roughly half the value of the $`\mathrm{\Lambda }`$CDM model. Even the $`C_4`$ is somewhat lower than the $`\mathrm{\Lambda }`$CDM value. The low-Q model is hence a better approximation to the $`w_2(\theta )`$ measured from the WMAP data.

The confidence contours of the $`C_l`$s are plotted in Fig. 15 for the WMAP errors for the two sets of pairs $`(C_2,C_3)`$ and $`(C_2,C_4)`$. The figure fully confirms our expectations: the WMAP data is in good agreement with $`\mathrm{\Lambda }`$CDM when WMAP data is considered a realization of the $`\mathrm{\Lambda }`$CDM model (i.e. using $`\mathrm{\Lambda }`$CDM errors). The WMAP data is not in agreement with $`\mathrm{\Lambda }`$CDM however when using WMAP errors.

From the confidence plots we can recover the $`68\%`$ C. L. (or $`1`$-sigma) limits for the $`C_l`$s by considering the projections of the contours on the axes. When no model is assumed, i.e. we use WMAP errors, we find (in $`\mu K^2`$):

$`C_2`$ $`=`$ $`123\pm 233`$
$`C_3`$ $`=`$ $`217\pm 241`$
$`C_4`$ $`=`$ $`212\pm 162,`$ (18)
which are shown as closed triangles in Fig.1. With a $`\mathrm{\Lambda }`$CDM covariance matrix the errors are much larger (in $`\mu K^2`$),

$`C_2`$ $`=`$ $`7\pm 1568`$
$`C_3`$ $`=`$ $`190\pm 799`$
$`C_4`$ $`=`$ $`226\pm 339,`$ (19)
Compared to Eq.2.2, our errors are about a factor of two larger.

### 3.6 Higher-order moments

We also present the higher-order moments of the 2-point correlations in WMAP. This provides a consistency test for the Gaussian hypothesis, which is implied in the comparison with simulations.

The higher-order moments of the 2-point function can be defined as:

$$k_{pq}(\theta )\mathrm{\Delta }T^p(\theta _\mathrm{𝟏})\mathrm{\Delta }T^q(\theta _\mathrm{𝟐})$$
(20)
where $`p=q=1`$ corresponds to the 2-point function in Eq., i.e. $`k_{11}(\theta )=w_2(\theta )`$ and $`p=0`$ gives the 1-point moments, e.g. $`k_{02}=k_{11}(0)`$ is the variance and $`k_{03}=k_{12}(0)`$ is the skewness. It is then useful to define 2-point cumulants as connected moments, subtracting the lower-order contributions (e.g. see Gaztañaga, Fosalba & Croft 2002) :

$`w_{11}(\theta )`$ $``$ $`w_2(\theta )k_{11}(\theta )`$ (21)
$`w_{12}(\theta )`$ $``$ $`k_{12}(\theta )`$ (22)
$`w_{13}(\theta )`$ $``$ $`k_{13}(\theta )3k_{11}(0)k_{11}(\theta )`$ (23)
$`w_{14}(\theta )`$ $``$ $`k_{14}(\theta )6k_{11}(0)k_{12}(\theta )4k_{12}(0)k_{11}(\theta )`$ (24)
For a Gaussian field we expect $`w_{pq}(\theta )=0`$.

It is straightforward to estimate these higher-order moments in the same way in which we have calculated the 2-point function:

$$k_{pq}(\theta )=\frac{\underset{i,j}{}\mathrm{\Delta }_i^p\mathrm{\Delta }_j^qw_i^pw_j^q}{_{i,j}w_i^pw_j^q}.$$
(25)
Here, as in calculating the 2-point function, uniform weights, $`w_i=1`$, are used. We have estimated the higher order moments as well as the covariance matrix both from WMAP and simulated data.

Figure 16 shows $`w_{12}`$, $`w_{13}`$ and $`w_{14}`$ for the WMAP V-band data and the combined foreground clean map in Tegmark et al. (2003) with a Galactic cut excluding $`|b|<20`$ (long dashed line). Also shown are the 68% CL in the dispersion from the low-Q $`\mathrm{\Lambda }`$CDM simulations. Both WMAP and the combined map with $`|b|>20`$ agree well with the Gaussian hypothesis $`w_{pq}=0`$ at high significance.

For the 3rd order moment, $`w_{12}`$, we also show the combined clean map without the Galactic cut (short-dashed line). This result is incompatible with the Gaussian low-Q $`\mathrm{\Lambda }`$CDM simulations (and covariance matrix) on small angular scales, $`\theta <20`$ deg. This is in qualitative agreement to what Chiang et al. (2003) have recently found using phase correlators over the very same map. Nevertheless, we note how this apparent discrepancy goes away when we exclude the $`|b|<20`$ Galactic region. Thus, this non-Gaussian feature seems to be related to residual Galaxy contamination, which is visually apparent in the image of the combined clean map (e.g. see Fig. 1 in Tegmark et al. 2003).

Our best constraints on non-Gaussian features come from the 4th-order statistic, $`w_{13}`$, because in this case the pixel noise at two different points would tend to cancel out, as in the 2nd-order moment $`w_2`$. This is not the case for the 3rd and 5th-order moments, $`w_{12}`$ or $`w_{13}`$, where pixel noise is added in quadrature. One needs to consider multi-point correlations to reduce the noise contribution and get better constraints on non-Gaussian models, which is beyond the scope of this paper (see Hinshaw et al. 1995, Komatsu et al. 2003). The point here is that the higher-order 2-point anisotropies in WMAP are perfectly compatible with the Gaussian hypothesis, given the pixel noise. We find similar results up to 8th-order moments.

## 4 Conclusions

In this paper we have studied the lowest-order multipoles in the CMB from recent WMAP data. This work is motivated by the fact that the low order multipoles, and especially the quadrupole as measured in harmonic space, show less power than that expected in the standard $`\mathrm{\Lambda }`$CDM model (e.g. see Bennett et al. 2003; Spergel et al. 2003; Peiris et al. 2003). Instead of looking at the power spectrum, we study the WMAP data by using the two-point angular correlation function, $`w_2(\theta )`$ , as a tool to estimate the multipoles. The main advantage is that $`w_2(\theta )`$ is very sensitive to the low order multipoles The main disadvantage is that different bins of $`w_2(\theta )`$ are highly correlated so a covariance analysis is required.

We have simulated a set of V-band maps with different random phases using the best-fit WMAP power spectra and pixel errors, and calculate the 2-point function for each model. Using this set of simulations we calculate the mean value and variance at each bin as well as the covariance matrix. The errors and the covariance matrix of the WMAP data is calculated by using the jacknife method. A $`\mathrm{\Lambda }`$CDM model with a zero quadrupole and a low octopole is also simulated and used to test the reliability of the jacknife errors.

Using a $`\chi ^2`$ test with a covariance matrix we calculate the significance of the WMAP data in different models. It is found that indeed, the WMAP data with the WMAP errors does not fit the $`\mathrm{\Lambda }`$CDM model and is strongly disfavoured. Instead, the WMAP data fits well the low-Q model with a vanishing quadrupole. However, taking a different point of view and considering the WMAP data as a sample realization of the simulated $`\mathrm{\Lambda }`$CDM maps, we find that the WMAP results are fully consistent with the $`\mathrm{\Lambda }`$CDM model. From this viewpoint, our sky just happens to have a low quadrupole and is just as likely to have a large quadrupole as demonstrated by the different realizations in Figure 11.

Our results are in apparent contradiction with the harmonic space analysis presented by Spergel et al. (2003), which gives WMAP a probability as low as $`0.15\%`$ of being a realization of the $`\mathrm{\Lambda }`$CDM model. In contrast we estimate this probability to be $`32\%`$ comparing $`w_2(\theta )`$ in WMAP to $`w_2(\theta )`$ in 1000 $`\mathrm{\Lambda }`$CDM realizations (see Fig.14). Our probability is closer, but still larger than the $`5\%`$ value obtained from harmonic analysis by Tegmark etal (2003)444While this paper was being referee, we became aware of another calculation by Efstathiou (2003b) who find intermediate probabilities of $`12\%`$, also using direct harmonic analysis. Why are all these estimates so different? To answer this question we conduct a further test by repeating our calculation using a different galactic mask. We use a sharp cut in Galactic latitude $`|b|`$ of about $`\pm 20`$ degrees, excluding the same number of pixels as the kp0 mask. We then recalculate the covariance matrix and its inversion with this new Galactic cut over the same 1000 $`\mathrm{\Lambda }`$CDM realizations. We repeat the $`\chi ^2`$ analysis (in Fig.14) for WMAP and the 1000 simulations with this new covariance matrix. We find that only $`1\%`$ of the simulations with this Galactic cut have a $`\chi ^2`$ larger than the one measured for WMAP. Thus the final probability depends strongly on the shape of the mask, and therefore on how the mask is accounted for in the comparison between the models and observations. This is not surprising because the large scale modes that determine the shape of $`w_2(\theta )`$ (eg Fig.2) extend over angular regions that are comparable to the mask. To recover the low order multipoles from masked data using harmonic decomposition, one needs to invert the convolution with the harmonic image of the mask. This is a non-linear transformation that is likely to introduce biases in the recovered low multipoles. We speculate that the origin of the above discrepancies with the harmonic analysis could depend on how the mask is taken into account on the different estimators. Because the $`w_2(\theta )`$ estimator is independant of the mask we believe that our $`30\%`$ probability value is reliable.

One can also recover the values of the low multipoles from the $`w_2(\theta )`$ WMAP estimations. The validity of the method is demonstrated by recovering known $`C_l`$s from a set of simulated data. Again, we find that the best fit model has a low quadrupole as well as a small octopole. Confidence levels in the $`C_l`$ plane point to a similar conclusion: the WMAP data fits the $`\mathrm{\Lambda }`$CDM model, but only with $`\mathrm{\Lambda }`$CDM priors. We can also reach a similar conclusion by asking how many of the first 100 $`\mathrm{\Lambda }`$CDM simulations show a 2-point function that ”looks” closer to the WMAP data than to $`\mathrm{\Lambda }`$CDM $`w_2`$ (e.g. see Figure10). There is a clear distinction of such cases, which is even apparent by a direct inspection of the pixel-map images (see Figure 11). We find at least 15 similar examples of low quadrupole amongst the first 100 simulations, confirming our more quantitative analysis above.

We have also considered the presence of possible non-Gaussianities in the WMAP data by calculating higher-order moments of the 2-point correlation. We find that both the WMAP and combined foreground clean map of Tegmark et al. (2003) at $`|b|>20`$ are in excellent agreement with the Gaussian hypothesis. It is also shown how the full-sky foreground clean map (i.e. including $`|b|<20`$ ) shows a non-Gaussian feature at angular scales $`\theta <20`$ degrees, indicating a possible residual galaxy contamination in the map.

In summary, the low value of the WMAP quadrupole is confirmed here by looking at the two-point angular correlation function, $`w_2(\theta )`$ , which is shown to be a well-suited method for the study of low multipoles in the CMB data. This does not necessarily indicate a need for new physics or non-standard cosmology, since we also show the WMAP $`w_2(\theta )`$ fits well a standard $`\mathrm{\Lambda }`$CDM cosmology if one considers our universe as a realization of the set of possible $`\mathrm{\Lambda }`$CDM outcomes. We stress nevertheless, that by considering the errors from the WMAP data alone, i.e. with the jacknife errors, $`w_2(\theta )`$ in WMAP is strongly inconsistent with the mean $`\mathrm{\Lambda }`$CDM model and, under such an assumption, new ideas to explain the discrepancy could well be in order. Finally, we have demonstrated that our conclusions are robust when we exclude data with Galactic latitudes $`|b|<30`$, which indicates that the information (or lack of information) in the Galactic plane is not responsible for the missing large scale power.

## Acknowledgements

EG acknowledged support from INAOE, the Spanish Ministerio de Ciencia y Tecnologia, project AYA2002-00850, EC-FEDER funding and supercomputing center at CEPBA and CESCA/C4, where part of these calculations were done. JW acknowledged support from a scholarship at INAOE and thanks Eric Hivon for providing assistance during the installation of HEALPix. TM is grateful to the Academy of Finland for financial support (grant no. 79447) during the completion of this work. EG and TM are grateful to the Centre Especial de Recerca en Astrofisica, Fisica de Particules i Cosmologia (C.E.R.) de la Universitat de Barcelona and IEEC/CSIC for their support. DH and JW are grateful to financial support from CONACYT grant 39953-F.