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# Shot noise in normal metal—𝑑-wave superconducting junctions

## I Introduction

It is now widely accepted that the order parameter in the superconducting state of the cuprates has $`d_{x^2y^2}`$ symmetry. Several experiments, including the tri-crystal ring experiments,Tsuei and Kirtley (2000) corner junction experiments,VanHarlingen (1995) and the $`c`$-axis STM probes of impurity states,Hudson et al. (1999); Yazdani et al. (1999); Pan et al. (2000) have all provided strong evidence for the broken reflection symmetry of the $`d_{x^2y^2}`$ order parameter.

Experiments based on tunnelling within the $`ab`$-plane are another class of experiments which provide valuable information about the properties of the cuprates. Conductance measurements on planar or point contact (by STM) normal metal—high-$`T_c`$ superconducting junctions, and on Josephson junctions (e.g. grain boundaries) probe the electronic states of the cuprates near the surface or at the interface. In addition to changes in the atomic-scale structure of the interface, the $`d_{x^2y^2}`$ superconducting state is highly distorted by interface scattering and disorder. The electronic spectrum is strongly modified, and the $`d_{x^2y^2}`$ order parameter is in general suppressed on the coherence length scale. In fact, a standard feature of the $`ab`$-plane conductance is a large zero-bias conductance peak (ZBCP).Geerk et al. (1988); Lesueur et al. (1992); Covington et al. (1997) Its sensitivity to impurity scattering and the splitting of the peak in a magnetic field agree well with theoretical predictionsFogelström et al. (1997); Poenicke et al. (2000); M. Fogelström and D. Rainer and J. A. Sauls (2003) of surface Andreev bound states with large spectral weight that provide a resonant channel for tunnelling near zero bias. Normal scattering of quasiparticles by the surface from a positive lobe of the $`d_{x^2y^2}`$ order parameter to a negative lobe, combined with Andreev reflection by the sudden $`\pi `$ phase shift (sign change), leads to a zero-energy bound state.Hu (1994); Buchholtz et al. (1995a); Tanaka and Kashiwaya (1995) In the case of a specular  surface all trajectories for quasiparticles are associated with a sign change of the order parameter, and thus the spectral weight of the Andreev states is very large.

In this paper we investigate theoretically the charge current through voltage-biased normal metal–insulating-barrier–$`d`$-wave superconductor (NIS) junctions subject to an external magnetic field directed along the $`c`$-axis. We extend the theory for the current fluctuations of conventional NIS junctions by KhlusKhlus (1987) to voltage-biased NIS junctions with unconventional pairing correlations, as well as the effects of field-induced surface currents on the current fluctuations. We present calculations of both the mean charge current and the charge current fluctuations, which at zero temperature reduce to the shot noise. We show that the resonant nature of Andreev reflection via the surface bound states in a clean $`d_{x^2y^2}`$ superconductor can be used to extract additional information from the shot noise that cannot be obtained from conductance measurements alone. We discuss how the surface Andreev bound states (ABS) are broadened by impurity scattering. The impurity effect is reflected both in the conductance, which is related to the local density of states at the interface, and the shot noise, which reduces to $`S=2eI`$ when impurity scattering dominates the intrinsic width of the surface ABS.

There are theoretical reasons to expect an additional, subdominant pairing state, e.g. with $`s`$\- or $`d_{xy}`$ symmetry, to be present in equilibrium under favorable circumstances.Sigrist et al. (1995); Buchholtz et al. (1995b); Matsumoto and Shiba (1996); Fogelström et al. (1997); Graf et al. (2000) The formation of surface states at the Fermi level, in combination with an attractive, sub-dominant pairing interaction favors a mixed-symmetry order parameter, e.g. a surface phase with $`d_{x^2y^2}\pm is`$ or $`d_{x^2y^2}\pm id_{xy}`$ symmetry. The sub-dominant component is predicted to have a phase of $`\pm \pi /2`$ relative to the dominant $`d_{x^2y^2}`$ component, and thus to exhibit spontaneously broken time-reversal symmetry (T-symmetry). The internal phase of the order parameter leads to a shift of the bound state energies below the Fermi level, thus lowering the surface free energy and generating a spontaneous surface current.Matsumoto and Shiba (1996); Fogelström et al. (1997)

The splitting of the Andreev states also leads to the prediction that the ZBCP should spontaneously split as a function of voltage.Fogelström et al. (1997) Such a splitting has been observed in YBCO near optimal doping.Covington et al. (1997); Krupke and Deutscher (2001) However, in contrast to the general consensus about the $`d_{x^2y^2}`$ pairing symmetry for the bulk phase of the cuprates, the nature of the surface phase, including the possibility of broken T-symmetry, is unsettled.Neils and Van Harlingen (2002); M. Fogelström and D. Rainer and J. A. Sauls (2003) In the following we also discuss the “fingerprints” of sub-dominant pairing that may be observable in the shot noise.

The theory of shot noise in mesoscopic, metallic systems has been used in several recent experiments to gain information about tunnelling in mesoscopic systems, see e.g. the recent review in Ref. Blanter and Büttiker, 2000. Earlier predictions for shot noise in $`d`$-wave NIS junctions were published by Zhu and Ting.Zhu and Ting (1999) It was shown in a non-self-consistent calculation that for a clean d-wave superconductor the Andreev resonance associated with the surface Andreev bound states suppressed the shot noise to zero. It was confirmed in Ref. Tanaka et al., 2000 that this effect also holds when self-consistency of the order parameter is taken into account. Recent theoretical work on noise in d-wave SIS junctions addresses the effects of surface disorder, interface states and magnetic fields on multiple Andreev reflection in this system, which is an important mechanism for noise in voltage-biased Josephson junctions.Cuevas and Fogelström (2001, 2002)

Here we report a detailed study of the shot noise, and specifically address physical conditions that are likely present at an NIS interface. The shot noise is shown to be particularly sensitive to the spectrum of surface states and to disorder. We present results for the magnetic field dependence of the shot noise, and demonstrate the sensitivity of the results obtained for clean d-wave superconductors to changes in the low-energy electronic spectrum by equilibrium surface currents and impurity scattering. We focus on the  orientation of an NIS interface to the cuprate superconductor, since for this orientation the influence of the Andreev bound states is most pronounced.

In Section II we describe our model of the normal metal-unconventional superconductor contact, beginning with a brief review of the quasiclassical Green’s function technique that we use to compute observables. We discuss the boundary conditions for the non-equilibrium propagators, coherence amplitudes and distribution functions, and express these boundary conditions in terms of generalized scattering amplitudes. Explicit solutions are used to obtain results for the transport current and spectral density for current noise under nonequilibrium steady-state conditions. In Section III we present the results for the shot noise in voltage-biased NIS junctions with d-wave pairing symmetry for junctions with disorder near the interface. We discuss the effects of magnetic fields and screening currents and surface phase transitions on the noise spectrum. Throughout the paper we use units for which $`\mathrm{}=k_B=1`$, and we choose the sign convention $`e=|e|`$.

## II Theory and Interface Model

To compute the average current and fluctuations of the current we use the quasiclassical Green’s function method,Serene and Rainer (1983); Langenberg and Larkin (1986) and the Keldysh formalism to calculate non-equilibrium properties. The relevant information about the spectrum of current-carrying states and their distribution functions are contained in a set of non-equilibrium matrix Green’s function: the retarded (R), advanced (A) and Keldysh (K) propagators, $`\widehat{g}^{R,A,K}(𝐩_f,𝐑;ϵ,t)`$, which are $`4\times 4`$ matrix propagators in the combined spin and particle-hole space (Nambu space), that depend on the Fermi momentum, $`𝐩_f`$, the excitation energy, $`ϵ`$, and space and time coordinates, $`𝐑`$ and $`t`$. The quasiclassical propagators are related to the full Nambu propagators:

$`\widehat{G}^R(x,x^{})`$ $`=`$ $`i\mathrm{\Theta }(tt^{})\{\mathrm{\Psi }(x),\overline{\mathrm{\Psi }}(x^{})\},`$
$`\widehat{G}^A(x,x^{})`$ $`=`$ $`+i\mathrm{\Theta }(t^{}t)\{\mathrm{\Psi }(x),\overline{\mathrm{\Psi }}(x^{})\},`$
$`\widehat{G}^K(x,x^{})`$ $`=`$ $`i[\mathrm{\Psi }(x),\overline{\mathrm{\Psi }}(x^{})],`$ (1)
where the Nambu field operators, $`\mathrm{\Psi }(x)=(\psi _{}(x),\psi _{}(x),\psi _{}^{}(x),\psi _{}^{}(x))^{\text{tr}}`$, and $`\overline{\mathrm{\Psi }}(x)=\mathrm{\Psi }^{}(x)`$ incorporate particle-hole coherence of the superconducting state. We use the notation defined in Ref. Serene and Rainer, 1983 for the two-point functions where $`\mathrm{\Theta }(t)`$ is the Heavyside function, $`\{A,B\}=AB+BA`$, and $`[A,B]=ABBA`$. We also use the short-hand notation $`x=(𝐱,t)`$.

A compact formulation of the non-equilibrium equations is obtained in the Keldysh formulation in which the set Nambu-matrix propagators, $`\widehat{G}^{R,A,K}`$, are grouped into a $`2\times 2`$ Keldysh matrix,

$$\stackrel{ˇ}{G}(𝐩,𝐑;ϵ,t)=𝑑re^{i(𝐩𝐫ϵ\tau )}\left(\begin{array}{cc}\widehat{G}^R& \widehat{G}^K\\ 0& \widehat{G}^A\end{array}\right).$$
(2)
It is most convenient to work in terms of the center-of-mass and relative coordinates, $`R=(x+x^{})/2=(𝐑,t)`$ and $`r=xx^{}=(𝐫,\tau )`$, and Fourier transform with the relative space and time coordinates. The quasiclassical propagators are then defined in terms of an integration of the full Keldysh-Nambu matrix propagator, $`\stackrel{ˇ}{G}(𝐩,𝐑;ϵ,t)`$, over an energy shell that is small compared with the Fermi energy, $`|v_f(pp_f)|<\epsilon _cE_f`$,

$$\stackrel{ˇ}{g}(𝐩_f,ϵ;𝐑,t)=\frac{1}{a}_{\epsilon _c}^{+\epsilon _c}𝑑\xi _𝐩\stackrel{ˇ}{\tau }_3\stackrel{ˇ}{G}(𝐩,ϵ;𝐑,t).$$
(3)
The quasiclassical propagator is defined by dividing out the weight of the quasiparticle pole in the spectral function, $`a`$, and by convention pre-multiplying by the matrix, $`\stackrel{ˇ}{\tau }_3=\widehat{\tau }_3\stackrel{ˇ}{1}`$. We denote a Nambu matrix with a ‘hat’, while Keldysh matrices are denoted with a ‘check’. Thus, $`\widehat{\tau }_3`$ is the third Pauli matrix in the particle-hole sector of Nambu space, and $`\stackrel{ˇ}{1}`$ is the identity Keldysh matrix.

For pure spin-singlet pairing considered here the quasiclassical propagators, $`\widehat{g}^{R,A,K}`$, may be parameterized in particle-hole space by scalar amplitudes for the diagonal (quasiparticle) and off-diagonal (Cooper pair) propagators,

$$\widehat{g}^X=\left(\begin{array}{cc}g^X& f^X\\ \underset{¯}{f}^X& \underset{¯}{g}^X\end{array}\right),$$
(4)
where $`X=(R,A,K)`$. We consider the case where the diamagnetic coupling of the charge currents to the magnetic field dominates the paramagnetic Zeeman coupling, in which case the spin degrees of freedom are inert. The components of the quasiclassical propagators are then defined in terms of spin scalar diagonal propagators, $`g^X`$ and $`\underset{¯}{g}^X`$, and spin-singlet off-diagonal propagators, $`f^X`$ and $`\underset{¯}{f}^X`$. These components are not all independent, but are related by symmetries that follow from the fermion anti-commutation relations.Serene and Rainer (1983)

For calculating the low-frequency ($`\omega \mathrm{\Delta },eV`$) conductance and noise in NIS tunnel junctions we need only time-independent propagators. The steady-state nonequilibrium quasiclassical Keldysh-matrix propagator obeys a matrix transport equation,

$$[ϵ\stackrel{ˇ}{\tau }_3\stackrel{ˇ}{v}\stackrel{ˇ}{\mathrm{\Sigma }},\stackrel{ˇ}{g}]+i𝐯_f\mathbf{}\stackrel{ˇ}{g}=0,$$
(5)
where $`\stackrel{ˇ}{v}=e\mathrm{\Phi }\stackrel{ˇ}{1}`$ is the electrostatic potential and $`\stackrel{ˇ}{\mathrm{\Sigma }}=\stackrel{ˇ}{\mathrm{\Delta }}+\stackrel{ˇ}{\mathrm{\Sigma }}_{\text{imp}}`$ represents the order parameter and impurity self energy. The transport equation is supplemented by the normalization condition, $`\stackrel{ˇ}{g}^2=\pi ^2\stackrel{ˇ}{1}`$,Eilenberger (1968); Larkin and Ovchinnikov (1969) and by boundary conditions connecting the propagators at the interface. When there is no reason for confusion, we do not display the dependence of $`\stackrel{ˇ}{g}`$ and $`\stackrel{ˇ}{\mathrm{\Sigma }}`$ on $`(𝐩_f,𝐑;ϵ)`$. Equation (5) represents coupled equations for the retarded, advanced,

$$[\widehat{\text{H}}^{R,A},\widehat{g}^{R,A}]+i𝐯_f\mathbf{}\widehat{g}^{R,A}=0,$$
(6)
and Keldysh propagators,

$`\widehat{\text{H}}^R\widehat{g}^K\widehat{g}^K\widehat{\text{H}}^A`$ $`+`$ $`\widehat{g}^R\widehat{\mathrm{\Sigma }}^K\widehat{\mathrm{\Sigma }}^K\widehat{g}^A`$ (7)
$`+`$ $`i𝐯_f\mathbf{}\widehat{g}^K=0,`$
where $`\widehat{\text{H}}^{R,A}=ϵ\widehat{\tau }_3\widehat{v}\widehat{\mathrm{\Sigma }}^{R,A}`$ is defined in terms of the excitation energy, $`ϵ`$, the coupling to external fields, $`\widehat{v}`$, and the self-energies, $`\widehat{\mathrm{\Sigma }}^{R,A}`$. Similarly, the normalization condition expands to

$$\widehat{g}^{R,A}\widehat{g}^{R,A}=\pi ^2\widehat{1},\widehat{g}^R\widehat{g}^K\widehat{g}^K\widehat{g}^A=0.$$
(8)
The retarded and advanced functions determine the particle-hole coherence functions and spectral properties at the NIS interface, while the Keldysh function contains additional information on the non-equilibrium distribution of these states.

The computation of $`\stackrel{ˇ}{g}`$ involves solving the quasiclassical transport equations for the normal metal-insulating barrier-superconductor system together with a set of self-consistency equations for the impurity and pairing self-energies and boundary conditions in the bulk reservoirs and at the interface.

### II.1 Pairing Model

The pairing correlations are described by the pairing self-energy, $`\stackrel{ˇ}{\mathrm{\Delta }}`$. In the leading order (weak-coupling) approximation, the Keldysh component vanishes and the retarded and advanced self-energies are independent of energy. The resulting self-consistency condition is the BCS gap equation,

$$\widehat{\mathrm{\Delta }}(𝐩_f,𝐑)=\lambda (𝐩_f,𝐩_f^{})_{ϵ_c}^{+ϵ_c}\frac{dϵ}{4\pi i}\widehat{f}^K(𝐩_f^{},𝐑;ϵ)_{𝐩_f^{}}.$$
(9)
where $`\widehat{f}^K(𝐩_f,𝐑;ϵ)`$ is the off-diagonal quasiclassical Keldysh propagator. We consider spin-singlet superconductivity derived from a pairing interaction of the form,

$$\lambda (𝐩_f,𝐩_f^{})=\underset{\alpha }{}\lambda _\alpha \eta _\alpha (𝐩_f)\eta _\alpha (𝐩_f^{}),$$
(10)
where the sum is over the ‘relevant’ irreducible representations of the crystal point group, $`D_{4h}`$; $`\alpha \{A_{\text{1g}}(s\text{wave})B_{\text{1g}}(d_{x^2y^2}\text{wave}),B_{\text{2g}}(d_{xy}\text{wave}),A_{\text{2g}}(g\text{wave})\}`$, and $`\lambda _\alpha `$ and $`\eta _\alpha (𝐩_f)`$ are the corresponding eigenvalues and eigenfunctions for pairing in channel $`\alpha `$. The ‘relevant’ channels are defined by the dominant attractive eigenvalues for each irreducible representation obtained from solutions of the linearized gap equation with the microscopic pairing interaction (c.f. Ref. Buchholtz et al., 1995b). The mechanism for pairing in the cuprates is not a solved problem, and indeed there may be more than one mechanism at work in the cuprates account for the wide range of superconducting properties as a function of doping and disorder. For example, a relatively simple two-channel model based on electronic coupling to anti-ferromagnetically correlated spin-excitations and to phonons leads to dominant $`d_{x^2y^2}`$ pairing over a wide range of doping, but with significant sub-dominant pairing interactions in all other symmetry channels.M. Fogelström and D. Rainer and J. A. Sauls (2003) These sub-dominant pairing channels are predicted to play an important role in the local electronic structure of surface superconducting state near an insulating barrier or other interface.Matsumoto and Shiba (1995); Buchholtz et al. (1995b)

In this paper we consider the signatures of sub-dominant pairing in the shot noise. For this purpose we assume the dominant pairing channel has $`d_{x^2y^2}`$ symmetry, and consider sub-dominant pairing in the $`s`$\- or $`d_{xy}`$ pairing channels, i.e. $`\lambda _{B_{1g}}>\lambda _{B_{2g}}\lambda _{A_{1g}}`$. The $`A_{2g}`$ channel may also have an attractive eigenvalue for spin-fluctuation dominant pairing, but this order parameter is suppressed on both $`[110]`$ and $`[100]`$ boundaries, and is particularly sensitive to surface disorder, so we do not consider this sub-dominant channel for NIS junctions.

Below the superconducting transition temperature, $`T_c`$, the order parameter amplitude is proportional to the $`B_{1g}`$ basis function, $`\eta _{B_{1g}}=\sqrt{2}(\widehat{p}_x^2\widehat{p}_y^2)`$. However, even a small attractive sub-dominant eigenvalue, $`\lambda _{B_{2g}}`$ or $`\lambda _{A_{1g}}`$ can, at low temperature generate a transition to a state with a mixed symmetry, with an order parameter that acquires an additional component proportional to the corresponding eigenfunction, $`\eta _{B_{2g}}=\sqrt{2}\widehat{p}_x\widehat{p}_y`$ or $`\eta _{A_{1g}}=1`$.111We use the simplest polynomials to represent the basis functions. The true basis functions are obtained as eigenfunctions of the linearized gap equation with true pairing interaction, and in general differ from the polynomial functions we use here. Thus, in general we write the order parameter as

$$\mathrm{\Delta }(𝐩_f,𝐑)=\underset{\alpha }{}\mathrm{\Delta }_\alpha (𝐑)\eta _\alpha (𝐩_f).$$
(11)
The gap equation separates into three self-consistency equations for each relevant pairing channel,

$$\mathrm{\Delta }_\alpha (𝐑)=\lambda _\alpha \eta _\alpha (𝐩_f)_{ϵ_c}^{ϵ_c}\frac{dϵ}{4\pi i}f^K(𝐩_f,𝐑;ϵ)_{𝐩_f},$$
(12)
The solution of the transport equation and boundary conditions lead to coupling between the components, $`\mathrm{\Delta }_\alpha (𝐑)`$. The cutoff $`ϵ_c`$ and pairing interaction, $`\lambda _\alpha `$, are eliminated in favor of the instability temperatures, $`T_{c\alpha }`$, using the solution of the linearized gap equation, $`\lambda _\alpha ^1=\mathrm{ln}(T/T_{c\alpha })+(dϵ/2ϵ)\mathrm{tanh}(ϵ/2T)`$. The overall phase of the order parameter (11) can be eliminated for an NIS system, but the relative phases between the different components that remain are determined by the minimum of the free energy. At sufficiently low temperature, the lowest energy state near a  surface is always a mixed symmetry phase with spontaneously broken T symmetry, in which the sub-dominant order parameter acquires a finite value with a relative phase of $`\pm \pi /2`$.Matsumoto and Shiba (1996); Fogelström et al. (1997) Consequently, we consider three possible order parameters: 1) pure $`d_{x^2y^2}`$, 2) $`d_{x^2y^2}+is`$, and 3) $`d_{x^2y^2}+id_{xy}`$. Cases 2 and 3 are illustrated in Fig. (1), where the pairing interaction parameters are chosen so that the order parameter in the bulk region is always pure $`d_{x^2y^2}`$, and the subdominant components are stable near the surface within a layer of the order of a few coherence lengths.

### II.2 Magnetic Field and Screening Currents

One of the key features of the ABS interpretation of the zero-bias conductance peaks observed in ab-plane tunnelling spectroscopy is the splitting of the ZBCP for low magnetic fields.Lesueur et al. (1992); Aprili et al. (1999); Krupke and Deutscher (2001) The energy of the ABS is shifted away from the Fermi level by screening currents. The origin of this effect is the coupling of the quasiparticle current to the superflow field generated in response to the magnetic field,

$$\stackrel{ˇ}{v}_\text{A}=𝐯_f𝐩_s\stackrel{ˇ}{\tau }_3,$$
(13)
where the condensate flow field is given by the gauge-invariant gradient of the phase, $`𝐩_s=\frac{\text{1}}{\text{2}}(\mathbf{}\vartheta \frac{e}{c}𝐀)`$, where $`𝐀`$ is the vector potential. We include this coupling here in order to investigate the sensitivity of the noise spectrum to the spectral shift of the surface ABS. Indeed as we show below the shot noise is particularly sensitive to the Doppler shift of the zero energy surface states.

The condensate flow field, $`𝐩_s`$, is calculated by solving Maxwell’s equation, self-consistently with the surface current, supplemented with the boundary conditions for magnetic field, $`B0`$ for the Meissner state far from the surface, and $`BH_{\text{ext}}`$ at the surface. For strong type II superconductors, such as the cuprates, with a magnetic penetration length $`\lambda \xi _0`$, the solution of Maxwell’s equation to leading order in the small parameter $`\xi _0/\lambda `$ is $`p_s(z)=p_{s0}e^{z/\lambda }`$ with

$$\frac{p_{s0}v_f}{T_c}=\frac{H_{\text{ext}}}{H_0}\frac{1}{\lambda }_0^{\mathrm{}}𝑑zj_p(z),$$
(14)
where $`j_p(z)`$ is the paramagnetic part of the current flowing parallel to the interface \[computed via Eq. (31) below\]. The paramagnetic current originates from the Doppler splitting of the ABS, which preferentially favors the paramagnetic response from the bound states.Fogelström et al. (1997) The field scale in Eq. (14) is $`H_0=\mathrm{\Phi }_0/(\pi \xi _0\lambda )`$, where $`\mathrm{\Phi }_0=c/2|e|`$ is the flux quantum.

### II.3 Impurity self energy

The anisotropic order parameter (Eq. 11) is sensitive to disorder. We include the leading order (in $`1/p_f\mathrm{}_{\text{imp}}`$ where $`\mathrm{}_{\text{imp}}`$ is the mean free path) effects of disorder within the model of isotropic scattering of quasiparticles by impurities (c.f. Ref. Graf et al., 1996). In this model the impurity self-energy is given by the quasiparticle-impurity $`t`$-matrix and the average impurity concentration, $`n_{\text{imp}}`$,

$$\stackrel{ˇ}{\mathrm{\Sigma }}_{\text{imp}}(𝐩_f,𝐑;ϵ)=n_{\text{imp}}\stackrel{ˇ}{t}(𝐩_f,𝐩_f,𝐑;ϵ),$$
(15)
where $`\stackrel{ˇ}{t}(𝐩_f,𝐩_f^{},𝐑;ϵ)`$ satisfies a Bethe-Salpeter equation for repeated scattering of quasiparticles by impurities.Graf et al. (1996) For isotropic impurity scattering defined by a scattering amplitude, $`u_0`$, the t-matrix equations for the retarded and advanced self-energies have the solutions,

$$\widehat{t}^{R,A}(𝐑;ϵ)=\frac{u_0\left[\widehat{1}+u_0N_f\widehat{g}^{R,A}(𝐩_f,𝐑;ϵ)_{𝐩_f}\right]}{\widehat{1}\left[u_0N_f\widehat{g}^{R,A}(𝐩_f,𝐑;ϵ)_{𝐩_f}\right]^2},$$
(16)
and the Keldysh component is given by

$$\widehat{t}^K=N_f\widehat{t}^R\widehat{g}^K_{𝐩_f}\widehat{t}^A.$$
(17)
The scattering amplitude, $`u_0`$, defines the $`s`$-wave scattering phase shift, $`\delta _0=\mathrm{arctan}(\pi N_fu_0)`$, while the impurity concentration and normal-state density of states define an energy scale $`\mathrm{\Gamma }_0=n_{imp}/(\pi N_f)`$. We use the more common parametrization of the impurity scattering model in terms of the dimensionless scattering cross section, $`\sigma =\mathrm{sin}^2\delta _0`$, and the pair breaking parameter, $`\mathrm{\Gamma }=\mathrm{\Gamma }_0\mathrm{sin}^2\delta _0`$, or equivalently the mean-free path, $`\mathrm{}_{\text{imp}}=v_f/2\mathrm{\Gamma }`$.

The impurity self-energy renormalizes the excitation spectrum via, $`ϵ\stackrel{~}{ϵ}(𝐑)=ϵ\mathrm{\Sigma }_3^R(ϵ,𝐑)`$, where $`\mathrm{\Sigma }_3^R`$ is the $`\widehat{\tau }_3`$-component of $`\widehat{\mathrm{\Sigma }}_{\text{imp}}^R`$. For a pure $`d_{x^2y^2}`$ pairing state, the impurity renormalization of the order parameter vanishes by symmetry; the effects of pair-breaking are included through the renormalized excitation spectrum. As a result the solution of the gap equation shows a reduction of the order parameter amplitude with increasing pair breaking parameter, $`\mathrm{\Gamma }`$. For mixed symmetry pairing, e.g. at the surface, and in the presence of field-induced screening currents, the pairing self-energy is, in general, non-vanishing and must be calculated self-consistently with the renormalization of the excitation spectrum.

In general the self-energy also includes electron correlation effects generated by electron-electron and electron-phonon interactions. In what follows we consider a simplified model for the metallic electrodes in which the quasiparticles are governed by an effective one-electron Hamiltonian with a parabolic band structure. Thus, the only electronic correlations included here are those that contribute to the effective mass, $`m^{}`$, and give rise to superconductivity. In this case, $`𝐯_f=𝐩_f/m^{}`$, and the charge current carried by a normal quasiparticle is $`e𝐯_f=\frac{e}{m^{}}𝐩_f`$. Both the current and the noise spectrum are then calculated in this effective one-electron theory, modified to include pairing correlations in the superconductor, effects of screening currents on the surface excitation spectrum and impurity scattering in both electrodes.

### II.4 Current and Current-Current Correlations

Physical properties, such as the local excitation spectrum, current response and correlation functions are expressed in terms of the quasiclassical Green’s function. Here we are interested in computing the charge current and the mean-field fluctuations of the current for the NS junction. The junction current is an expectation value, in a nonequilibrium ensemble ($`\rho `$), of the Heisenberg operator for the charge current,

$$\begin{array}{cc}\hfill \text{J}(𝐫_1,t_1)& =\underset{x_2x_1}{lim}\frac{e}{2m^{}i}\left(_1_2\right)\hfill \\ & \left[\psi _{}^{}(x_2)\psi _{}(x_1)\psi _{}^{}(x_1)\psi _{}(x_2)\right],\hfill \end{array}$$
(18)
Fluctuations of the current are related to the current-current correlation function, which is defined in terms of the operator,

$$\text{S}(𝐫,t,\tau )\text{K}(𝐫,t,t+\tau )+\text{K}(𝐫,t+\tau ,t),$$
(19)
$$\begin{array}{cc}\hfill \text{K}(𝐫_1,t_1,\stackrel{~}{t}_1)& =\left(\frac{e}{2m^{}i}\right)^2\underset{\stackrel{~}{𝐫}_1𝐫_1}{lim}\underset{\begin{array}{c}x_2x_1\\ \stackrel{~}{x}_2\stackrel{~}{x}_1\end{array}}{lim}\left(_1_2\right)\left(\stackrel{~}{}_1\stackrel{~}{}_2\right)\hfill \\ & \left[\psi _{}^{}(x_2)\psi _{}(x_1)\psi _{}^{}(x_1)\psi _{}(x_2)\right]\left[\psi _{}^{}(\stackrel{~}{x}_2)\psi _{}(\stackrel{~}{x}_1)\psi _{}^{}(\stackrel{~}{x}_1)\psi _{}(\stackrel{~}{x}_2)\right]𝐣(𝐫_1,t_1)𝐣(𝐫_1,\stackrel{~}{t}_1),\hfill \end{array}$$
(20)
where $`𝐣=\text{Tr}[\rho \text{J}]`$ is the expectation value of current operator. The observable noise is found by evaluating the average of this operator over the statistical ensemble.

In what follows we consider the effects of scattering by point impurities (s-wave) in the superconducting electrode with d-wave pairing. For the steady-state conductance and current noise the statistical average for the noise reduces to the product of two-point correlation functions. Vertex corrections to the current-current correlator vanish in the above approximations, or originate from quantum interference effects or coupling to collective modes and thus are higher order in $`1/p_f\mathrm{}_{\text{imp}}`$ or $`1/p_f\xi _0`$, and neglected here. Thus, after integration over the cross section of the junction, $`𝒜`$, we obtain the current noise, $`S(z_1,t_1,\stackrel{~}{t}_1)`$,

$$S=\frac{1}{2}\left(\frac{e}{2m^{}i}\right)^2\underset{\begin{array}{c}𝐫_2𝐫_1\\ \stackrel{~}{𝐫}_2\stackrel{~}{𝐫}_1\\ \stackrel{~}{𝐫}_1𝐫_1\end{array}}{lim}d^2r_1d^2\stackrel{~}{r}_1\left(_{z_1}_{z_2}\right)\left(_{\stackrel{~}{z}_1}_{\stackrel{~}{z}_2}\right)\text{Tr}\left\{\widehat{G}^<(\stackrel{~}{𝐫}_1,𝐫_2;\stackrel{~}{t}_1,t_1)\widehat{G}^>(𝐫_1,\stackrel{~}{𝐫}_2;t_1,\stackrel{~}{t}_1)\right\},$$
(21)
where $`\widehat{G}^{}=\widehat{G}^K\pm (\widehat{G}^R\widehat{G}^A)`$ are the particle ($`<`$) and hole ($`>`$) correlation functions.

We separate out the momentum component parallel to the junction using the inverse Fourier transformation with respect to the difference coordinate $`𝐫_{}=𝐫_1𝐫_2`$,

$$\stackrel{ˇ}{G}(𝐫_1,𝐫_2)=\frac{d^2p_{}}{(2\pi )^2}e^{i𝐩_{}𝐫_{}}\stackrel{ˇ}{G}(z_1,z_2,𝐩_{},𝐑_{}),$$
(22)
and assume that the dependence on $`𝐑_{}`$ is slow on the scale of the coherence length, i.e. locally planar; thus, we omit $`𝐑_{}`$. Near the junction, incident and scattered waves interfere on a scale given by the inverse Fermi momentum $`p_f^1`$. We then make the following ansatz,Zaĭtsev (1984); Khlus (1987); Millis et al. (1988) which factors the propagator into rapidly oscillating incident and reflected waves with wavenumbers, $`\pm p_{fz}`$, and slowly varying two-point envelope functions,

$$\stackrel{ˇ}{\tau }_3\stackrel{ˇ}{G}(z_1,z_2)=\frac{1}{v_{fz}}\underset{\nu \mu }{}\stackrel{ˇ}{C}_{\nu \mu }(z_1,z_2)e^{ip_{fz}(\nu z_1\mu z_2)},$$
(23)
where $`z`$ is the coordinate normal to the interface. The sum is over direction indices $`\nu `$ and $`\mu `$ which are $`+1`$ or $`1`$, depending on the sign of the projection of the Fermi momentum on the $`z`$-axis for incident or reflected waves (see Fig. 2). When $`\nu `$ appears as an index of a function we use a shorthand notation $`\pm `$ for $`\pm 1`$. The diagonal (in direction index space) functions $`\stackrel{ˇ}{C}_{\nu \nu }`$ are related to Shelankov’s two-point quasiclassical Green’s functions.Shelankov (1985) In the limits, $`z_2z_1\pm 0`$, these components are related to the projection operators,

$`i\stackrel{ˇ}{C}_{\begin{array}{c}++\\ \end{array}}=\stackrel{ˇ}{P}_{}={\displaystyle \frac{1}{2}}\left(\stackrel{ˇ}{1}{\displaystyle \frac{\stackrel{ˇ}{g}}{i\pi }}\right).`$ (24)
The functions $`\stackrel{ˇ}{C}_{\nu (\nu )}`$ are the pre-factors of the rapidly oscillating carrier waves, $`e^{\pm 2ip_{fz}z}`$. These amplitudes are drones \- slaved to the quasiclassical propagators and ultimately eliminated from the boundary conditions and observables such as the current noise. In particular, Zaitsev’s boundary conditionsZaĭtsev (1984) are derived (for details see Ref. Millis et al., 1988) by eliminating the drone amplitudes from a set of linear relations connecting the quasiclassical projectors, $`\stackrel{ˇ}{C}_{\nu \nu }`$ and the quasiclassical drones, $`\stackrel{ˇ}{C}_{\nu (\nu )}`$. This procedure transforms the linear boundary conditions expressed in terms of the set, $`\{\stackrel{ˇ}{C}_{\nu \mu }\}`$, into a set of non-linear boundary conditions for the quasiclassical projectors, $`\stackrel{ˇ}{C}_{\nu \nu }`$, and consequently for the quasiclassical Green’s functions.

For the average current, the expectation value of the operator in Eq. (18) can be expressed as

$`I(z_1,t_1)={\displaystyle \frac{e}{8m^{}}}\underset{x_2x_1}{lim}{\displaystyle d^2r_1\left(_{z1}_{z2}\right)}`$
$`\text{Tr}\left\{\widehat{G}^K(x_1,x_2)\widehat{\tau }_3\left[\widehat{G}^R(x_1,x_2)\widehat{G}^A(x_1,x_2)\right]\right\},`$ (25)
for the current flowing through the junction along the $`z`$-axis. When we insert the quasiclassical envelope expansions, Eqs. (22)-(23), the derivatives produce a factor $`ip_{fz}(\nu +\mu )=2ip_{fz}\delta _{\nu \mu }`$, and the current takes the form

$$\begin{array}{cc}\hfill I(z_1,t)& =𝒜\frac{ie}{2}\underset{z_2z_1}{lim}\frac{d^2p_{}}{(2\pi )^2}\frac{dϵ}{2\pi }\underset{\nu }{}\nu \times \hfill \\ & \text{Tr}\left\{\tau _3\widehat{C}_{\nu \nu }^K(z_1,z_2,𝐩_{};ϵ,t)\right\},\hfill \end{array}$$
(26)
where we neglect terms where the derivative act on quasiclassical Green’s functions since they are down by a factor $`(p_f\xi _0)^1`$ compared to the leading term above. Also note that the term $`\widehat{C}^R\widehat{C}^A`$ drops out because spectral current density is odd in energy to this order in $`(p_f\xi _0)^1`$.

When we insert the quasiclassical expressions, Eqs. (22)-(23), into the expression for the noise, Eq. (21), the derivatives produce a factor $`(ip_{fz})^2(\stackrel{~}{\nu }+\mu )(\nu +\stackrel{~}{\mu })=(2ip_{fz})^2\delta _{\stackrel{~}{\nu }\mu }\delta _{\stackrel{~}{\mu }\nu }`$, where the indices without (with) a tilde belong to the first (second) Green’s function. Thus, to quasiclassical accuracy we obtain,

$`S(z_1,t_1,\stackrel{~}{t}_1)=𝒜{\displaystyle \frac{e^2}{2}}\underset{\stackrel{~}{z}_1z_1}{lim}{\displaystyle }{\displaystyle \frac{d^2p_{}}{(2\pi )^2}}{\displaystyle \underset{\nu \mu }{}}\nu \mu \times `$ (27)
$`\text{Tr}\{\widehat{C}_{\nu \mu }^<(\stackrel{~}{z}_1,z_1,𝐩_{};\stackrel{~}{t}_1,t_1)\widehat{\tau }_3\widehat{C}_{\mu \nu }^>(z_1,\stackrel{~}{z}_1,𝐩_{};t_1,\stackrel{~}{t}_1)\widehat{\tau }_3\},`$
where $`𝒜`$ is the cross-sectional area of the junction - which is the result previously obtained by KhlusKhlus (1987) for conventional NS junctions.

The spectral density of the noise is given by the Fourier transform,Blanter and Büttiker (2000) $`S(z,t,\omega )=𝑑\tau e^{i\omega \tau }S(z,t,\tau )`$, which for general non-equilibrium conditions depends on time. Here we consider the d.c. limit for the voltage-biased junction. This steady-state limit is independent of time, so we drop the time argument from here on.

The drones, as well as the quasiclassical correlation functions, $`\widehat{C}_{\nu \nu }^{}(\stackrel{~}{z}_1,z_1)=\widehat{C}^K\pm (\widehat{C}^R\widehat{C}^A)`$, are continuous and single-valued for $`\stackrel{~}{z}_1=z_1`$.Millis et al. (1988) Thus, we may take the limit $`\stackrel{~}{z}_1z_1`$; the diagonal functions are proportional to the corresponding quasiclassical Green’s functions,

$$\underset{z_2z_1}{lim}\widehat{C}_{\nu \nu }^{}(z_1,z_2)=\frac{\widehat{g}_\nu ^{}(z_1)}{2\pi },$$
(28)
and we introduce the following notation for the drones,

$$\underset{z_2z_1}{lim}\widehat{C}_{\nu (\nu )}^{}(z_1,z_2)=\frac{\widehat{d}_{\nu (\nu )}^{}(z_1)}{2\pi }.$$
(29)
Thus, the current is written as

$$I=eN_f𝒜\frac{dϵ}{4\pi i}\underset{\nu =\pm 1}{}\nu \text{Tr}v_{fz}\widehat{\tau }_3\widehat{g}_\nu ^K_\nu ,$$
(30)
which is the $`z`$-component of the more general quasiclassical result for the current density,

$$𝐣=eN_f\frac{dϵ}{4\pi i}\text{Tr}𝐯_f\widehat{\tau }_3\widehat{g}^K_{𝐩_f},$$
(31)
where $`N_f`$ is the normal-state density of states at the Fermi level and $`\mathrm{}_{𝐩_f}=N_f^1\frac{d^2p_f}{((2\pi )^3|𝐯(𝐩_f)|}(\mathrm{})`$ denotes a Fermi surface average.

Similarly, the local noise spectrum may be written as

$`S=e^2N_f𝒜{\displaystyle }{\displaystyle \frac{dϵ}{16\pi ^2}}{\displaystyle \underset{\nu =\pm 1}{}}\times `$ (32)
$`\text{Tr}v_{fz}\left(\widehat{g}_\nu ^<\widehat{\tau }_3\widehat{g}_\nu ^>\widehat{\tau }_3\widehat{d}_{\nu (\nu )}^<\widehat{\tau }_3\widehat{d}_{(\nu )\nu }^>\widehat{\tau }_3\right)_\nu ,`$
where $`\mathrm{}_\nu `$ denotes a Fermi surface average restricted to $`\text{sgn}(𝐩_f\widehat{z})=\nu `$. Although the noise formula in Eq. (32) depends on the drones, they do not require independent calculation from their equations of motion, but are expressed in terms of the quasiclassical propagators (see below). We note that in writing down Eq. (32), the limit $`\omega 0`$ was taken.

### II.5 Interface Boundary Conditions

In order to compute the transport current and noise spectrum we must solve transport equations for the quasiclassical propagators, and drones, with appropriate boundary conditions describing the junction. Quasiclassical boundary conditions describing partially transmitting interfaces between conducting electrodes were derived by ZaitsevZaĭtsev (1984) and KieselmannKieselmann (1987) for non-magnetic junctions, and by Millis et al.Millis et al. (1988) for magnetically active interfaces. Zaitsev and Kieselmann’s boundary conditions are a set of nonlinear equations connecting the quasiclassical propagators for incoming and outgoing trajectories at the interface. The material parameters entering these boundary conditions are the reflection ($``$) and transmission ($`𝒟=1`$) probabilities for quasiparticles when both electrodes are in their normal-states. This formulation is valid for arbitrary transparency.

The quasiclassical boundary conditions, when one or both electrodes are superconducting, incorporate the effects of particle-hole coherence of the excitations in the superconducting electrodes, and the presence of additional channels for reflection and transmission via branch conversion scattering between particle- and hole-like branches of excitations.

A powerful method for handling the interplay between these coherence effects and interface scattering was provided by Eschrig’s reductionEschrig (2000) of Zaitsev and Kieselmann’s boundary conditions using Schelankov’s projection operatorsShelankov (1985) and the Ricatti parametrization for the quasiclassical propagators.Nagato et al. (1993); Schopohl and Maki (1995); Eschrig et al. (1999) The boundary condition is expressed in terms of coherence functions, $`\gamma ^R`$ and $`\stackrel{~}{\gamma }^R`$, and distribution functions, $`x^K`$ and $`\stackrel{~}{x}^K`$. The coherence functions have a natural interpretation as local amplitudes for branch conversion; $`\gamma ^R`$ for $`he`$ and $`\stackrel{~}{\gamma }^R`$ for $`eh`$. Below we express these boundary conditions in terms of generalized scattering amplitudes, which in the clean limit are directly related to well known scattering amplitudes found in scattering theory.Blanter and Büttiker (2000) The considerations below are valid for general non-equilibrium situations, but the results presented below are limited to time-independent states. For non-stationary states, all multiplications are replaced by time-convolutions, which in general prevents analytic computations.

We adopt the notation used in Ref. Eschrig, 2000 for the coherence amplitudes and distribution functions. The labelling for functions defined on incoming and outgoing trajectories is also indicated in Fig. 2. For the distribution functions, the boundary conditions can be written as

$`X_1^K`$ $`=R_{ee}^Rx_1^K+\overline{T}_{ee}^Rx_2^K+(\overline{T}_{eh}^R)\stackrel{~}{x}_2^K,`$ (33)
$`\stackrel{~}{X}_1^K`$ $`=R_{hh}^R\stackrel{~}{x}_1^K+(\overline{T}_{he}^R)x_2^K+\overline{T}_{hh}^R\stackrel{~}{x}_2^K,`$ (34)
$`X_2^K`$ $`=T_{ee}^Rx_1^K+(T_{eh}^R)\stackrel{~}{x}_1^K+\overline{R}_{ee}^Rx_2^K,`$ (35)
$`\stackrel{~}{X}_2^K`$ $`=(T_{he}^R)x_1^K+T_{hh}^R\stackrel{~}{x}_1^K+\overline{R}_{hh}^R\stackrel{~}{x}_2^K,`$ (36)
where the scattering amplitudes are defined as

$`r_{ee}^R`$ $`=R_{1l}^R/r,`$ $`\overline{t}_{ee}^R`$ $`=D_{1l}^R/d,`$ $`\overline{t}_{eh}^R`$ $`=rdA_{1l}^R,`$ (37)
$`r_{hh}^R`$ $`=\stackrel{~}{R}_{1l}^R/r,`$ $`\overline{t}_{hh}^R`$ $`=\stackrel{~}{D}_{1l}^R/d,`$ $`\overline{t}_{he}^R`$ $`=rd\stackrel{~}{A}_{1l}^R,`$ (38)
$`\overline{r}_{ee}^R`$ $`=R_{2l}^R/r,`$ $`t_{ee}^R`$ $`=D_{2l}^R/d,`$ $`t_{eh}^R`$ $`=rdA_{2l}^R,`$ (39)
$`\overline{r}_{hh}^R`$ $`=\stackrel{~}{R}_{2l}^R/r,`$ $`t_{hh}^R`$ $`=\stackrel{~}{D}_{2l}^R/d,`$ $`t_{he}^R`$ $`=rd\stackrel{~}{A}_{2l}^R.`$ (40)
The right-hand sides of Eqs. (37-40) are defined in Eqs. (D1-D5) of Ref. Eschrig, 2000. Note that all quantities depend on trajectory angle $`𝐩_f`$ and energy $`ϵ`$, but not on spatial coordinates $`𝐑`$ since they are evaluated at the junction. The normal-state tunnel barrier transmission and reflection amplitudes are denoted $`d`$ and $`r`$, respectively, while the corresponding probabilities are denoted by $`𝒟=d^2`$ and $`=r^2`$.222The phases of $`r`$ and $`d`$ does not play a role in our calculations and can be eliminated; thus, both $`r`$ and $`d`$ are taken to be real.

The effective transmission and reflection amplitudes, including Andreev scattering, are denoted by $`t_{\alpha \beta }^R`$ and $`r_{\alpha \beta }^R`$, while the corresponding probabilities are denoted as $`T_{\alpha \beta }^R`$ and $`R_{\alpha \beta }^R`$. For example, $`r_{hh}^R`$ is the amplitude for reflection of a hole on the left side of the junction, while $`\overline{r}_{ee}^R`$ is the amplitude for reflection of an electron on the right side. Similarly, $`\overline{t}_{he}^R`$ is the transmission amplitude for an electron from the right side to the left side, including branch conversion into a hole. All quantities with a bar refer to excitations originating from the right electrode.

The remaining amplitudes are the Andreev reflections, which appear via the boundary conditions for the coherence functions,

$`r_{he}^R=`$ $`\stackrel{~}{\mathrm{\Gamma }}_1^R`$ $`=r_{hh}^R\stackrel{~}{\gamma }_1^Rr+\overline{t}_{hh}^R\stackrel{~}{\gamma }_2^Rd,`$ (41)
$`r_{eh}^R=`$ $`\mathrm{\Gamma }_1^R`$ $`=r_{ee}^R\gamma _1^Rr+\overline{t}_{ee}^R\gamma _2^Rd,`$ (42)
$`\overline{r}_{he}^R=`$ $`\stackrel{~}{\mathrm{\Gamma }}_2^R`$ $`=\overline{r}_{hh}^R\stackrel{~}{\gamma }_2^Rr+t_{hh}^R\stackrel{~}{\gamma }_1^Rd,`$ (43)
$`\overline{r}_{eh}^R=`$ $`\mathrm{\Gamma }_2^R`$ $`=\overline{r}_{ee}^R\gamma _2^Rr+t_{ee}^R\gamma _1^Rd.`$ (44)
In the Appendix we summarize the results for the Andreev reflection probabilities and scattering probabilities that enter the Keldysh distribution functions in Tables (2-3). These probabilities are expressed in terms of the normal-state barrier transmission and reflection probabilities, and the coherence amplitudes for particle and hole excitations.

We introduce the notation,

$$|\alpha =\left(\begin{array}{c}1\\ i\sigma _y\alpha \end{array}\right),\alpha |=(1,i\sigma _y\alpha ^{}),$$
(45)
which is convenient for evaluating observables. For example, to calculate the charge current we need

$$\text{Tr}\left\{\widehat{\tau }_3|\alpha \beta |\right\}=2(1+\alpha \beta ^{}),$$
(46)
where the factor $`2`$ comes from the spin trace. The Keldysh Green’s functions at the junction can now be written in a rather compact form,

$$\begin{array}{cc}\hfill \widehat{g}_{1+}^K& =2\pi iN_1^1\left[x_1^K|r_{he}^Rr_{he}^R|+\stackrel{~}{X}_1^K\widehat{\tau }_1|\gamma _1^R\gamma _1^R|\widehat{\tau }_1\right],\hfill \\ \hfill \widehat{g}_1^K& =2\pi iN_2^1\left[\stackrel{~}{x}_1^K\widehat{\tau }_1|r_{eh}^Rr_{eh}^R|\widehat{\tau }_1+X_1^K|\stackrel{~}{\gamma }_1^R\stackrel{~}{\gamma }_1^R|\right],\hfill \\ \hfill \widehat{g}_2^K& =2\pi iN_3^1\left[x_2^K|\overline{r}_{he}^R\overline{r}_{he}^R|+\stackrel{~}{X}_2^K\widehat{\tau }_1|\gamma _2^R\gamma _2^R|\widehat{\tau }_1\right],\hfill \\ \hfill \widehat{g}_{2+}^K& =2\pi iN_4^1\left[\stackrel{~}{x}_2^K\widehat{\tau }_1|\overline{r}_{eh}^R\overline{r}_{eh}^R|\widehat{\tau }_1+X_2^K|\stackrel{~}{\gamma }_2^R\stackrel{~}{\gamma }_2^R|\right],\hfill \end{array}$$
(47)
where we introduced the denominators, $`N_i=|\zeta _i|^2`$ for $`i=\mathrm{1..4}`$ with

$`\zeta _1`$ $`=1+\gamma _1^Rr_{he}^R`$ $`\zeta _3`$ $`=1+\gamma _2^R\overline{r}_{he}^R,`$ (48)
$`\zeta _2`$ $`=1+\stackrel{~}{\gamma }_1^Rr_{eh}^R`$ $`\zeta _4`$ $`=1+\stackrel{~}{\gamma }_2^R\overline{r}_{eh}^R.`$ (49)
Note that all denominators of the scattering probabilities in Eqs. (33)-(36) (see Table 3 in the Appendix) are cancelled by the denominators, $`N_i`$, in Eqs. (47); e.g. $`R_{ee}^RN_1^1=(A/\zeta _1)(\zeta _1/|Z|^2)=A/|Z|^2=R_{ee}^R^{}`$. As a consequence, a common denominator, $`|Z|^2`$, enters all Keldysh propagators,

$$\begin{array}{cc}\hfill Z& =1+R(\gamma _2^R\stackrel{~}{\gamma }_2^R+\gamma _1^R\stackrel{~}{\gamma }_1^R)\hfill \\ & +D(\gamma _2^R\stackrel{~}{\gamma }_1^R+\stackrel{~}{\gamma }_2^R\gamma _1^R)+\gamma _1^R\stackrel{~}{\gamma }_1^R\gamma _2^R\stackrel{~}{\gamma }_2^R.\hfill \end{array}$$
(50)
This function also appears as the denominator of the retarded Green’s function. Thus, the zeroes of $`Z`$ determine the local spectrum of excitations, including interface bound states, at the junction.

We note that the scattering amplitudes defined above do not exactly coincide with the ones obtained in scattering theory. There are missing pre-factors, which are hidden in the matrices $`|\alpha \alpha |`$ in Eqs. (47), and in the distribution functions $`x^K`$ and $`\stackrel{~}{x}^K`$ \[e.g. in equilibrium, $`x^K=(1|\gamma ^R|^2)\mathrm{tanh}(ϵ/2T)`$\]. Inspection shows that our generalized scattering amplitudes can be interpreted as describing the scattering of locally defined excitations at the junction, while the factors coming from the matrices and distribution functions gives a spectral renormalization due to Andreev reflection along the trajectories leading up to (and away from) the interface. For example, when a charge current is computed, these renormalizations can be absorbed into the scattering amplitudes, which then coincide with results from scattering theory. However, we retained the above definitions since they appear naturally in the boundary condition for Green’s functions.

The above considerations are applicable to stationary states of two coupled superconductors driven out of equilibrium. For the special case in which the left electrode, is in the normal state, $`\gamma _1^R=\stackrel{~}{\gamma }_1^R=0`$. Using Eq. (46) we obtain the current computed at the junction on the left side of the barrier

$$\begin{array}{cc}\hfill I& =eN_f𝒜dϵv_{fz}[x_1^K(1+R_{he}^RR_{ee}^R)\hfill \\ & +\stackrel{~}{x}_1^K(1+R_{eh}^RR_{hh}^R)\hfill \\ & +x_2^K(\overline{T}_{he}^R\overline{T}_{ee}^R)+\stackrel{~}{x}_2^K(\overline{T}_{eh}^R\overline{T}_{hh}^R)]_{𝐩_f}.\hfill \end{array}$$
(51)
Explicit expressions for the effective scattering amplitudes are given in Table 1 for the NIS junction. Equation (51) is valid for arbitrary stationary non-equilibrium situations, including spatially dependent coherence and distribution functions. Current conservation is guaranteed for self-consistent calculations.

### II.6 Asymptotic Boundary Conditions

In the reservoir regions, far from the junction, the distribution functions take the equilibrium forms, shifted by the local potential,

$$\begin{array}{cc}\hfill F_1(x\mathrm{},ϵ)& =\mathrm{tanh}[(ϵeV)/(2T)],\hfill \\ \hfill F_2(x+\mathrm{},ϵ)& =\mathrm{tanh}[ϵ/(2T)].\hfill \end{array}$$
(52)
The hole distributions follow by symmetry $`\stackrel{~}{F}(ϵ)=F(ϵ)`$. We neglect processes where quasiparticles scattered at the junction are scattered back and impinge on the junction before they equilibrate. The above distribution functions then serve as incoming distribution functions in the boundary condition at the junction. We shall also assume that the transparency of the junction is sufficiently small, $`𝒟1`$, that the current flowing throught the system (which is proportional to $`𝒟`$) due to the applied voltage is small. Then, to lowest order in $`𝒟`$ we can neglect the effect of the current on the order parameter and write

$$f^K(𝐩_f,𝐑;ϵ)=\left[f^Rf^A\right]\mathrm{tanh}\frac{ϵ}{2T},$$
(53)
which is the local equilibrium form for the off-diagonal Keldysh propagator. We note that these assumptions will be valid also for high-transparency point contacts and for wide junctions with transport primarily through a high-transparency pinhole, since the current in those cases are reduced by the small conducting area $`A\pi \xi _0^2`$, where $`\xi _0=v_f/T_c`$ is the superconducting coherence length.

Under these assumptions, the interface distribution functions are,

$`x_1^K=F_1,`$ $`x_2^K=(1|\gamma ^R|^2)F_2`$ (54)
$`\stackrel{~}{x}_1^K=\stackrel{~}{F}_1,`$ $`\stackrel{~}{x}_2^K=(1|\stackrel{~}{\gamma }^R|^2)F_2`$ $`,`$ (55)
where we drop the subscript $`2`$ on coherence functions since they are superfluous for an NIS system. The $`x_2^K`$ and $`\stackrel{~}{x}_2^K`$ terms then cancel in Eq. (51) by the general tilde-symmetry, which relates any quantity $`\stackrel{~}{q}`$ to its partner $`q`$ as $`\stackrel{~}{q}(𝐩_f,𝐑;ϵ,t)=q(𝐩_f,𝐑;ϵ,t)^{}`$. However, the $`x_1^K`$ and $`\stackrel{~}{x}_1^K`$ terms cancel only at zero bias because particles and holes have opposite charge.

### II.7 Drone Green’s functions and noise

To compute the noise in Eq. (32) we need to also compute the drone amplitudes $`\stackrel{ˇ}{d}_{\nu (\nu )}`$. The relations connecting the drones to the quasiclassical propagators are the same equations used to obtain the nonlinear boundary condition connecting the quasiclassical propagators $`\stackrel{ˇ}{g}_{1\pm }`$ and $`\stackrel{ˇ}{g}_{2\pm }`$.Zaĭtsev (1984); Millis et al. (1988) Thus, we define the symmetric combination of Green’s functions on the two sides ($`i=1,2`$) of the interface as

$$\stackrel{ˇ}{g}_{is}=\stackrel{ˇ}{g}_{i+}\stackrel{ˇ}{g}_i,$$
(56)
and symmetric and anti-symmetric combinations of drones as

$$\begin{array}{cc}\hfill \stackrel{ˇ}{d}_{is}& =\stackrel{ˇ}{d}_{i+}+\stackrel{ˇ}{d}_{i+},\hfill \\ \hfill \stackrel{ˇ}{d}_{ia}& =\stackrel{ˇ}{d}_{i+}\stackrel{ˇ}{d}_{i+}.\hfill \end{array}$$
(57)
The necessary relations are then

$$\begin{array}{cc}\hfill \stackrel{ˇ}{d}_{1s}& =\frac{1}{2\sqrt{}}\left[(1+)\stackrel{ˇ}{g}_{1s}𝒟\stackrel{ˇ}{g}_{2s}\right],\hfill \\ \hfill \stackrel{ˇ}{d}_{2s}& =\frac{1}{2\sqrt{}}\left[𝒟\stackrel{ˇ}{g}_{1s}(1+)\stackrel{ˇ}{g}_{2s}\right],\hfill \\ \hfill 4\pi i\stackrel{ˇ}{d}_{1a}& =\stackrel{ˇ}{g}_{1s}\stackrel{ˇ}{d}_{1s}\stackrel{ˇ}{g}_{2s}\stackrel{ˇ}{d}_{2s},\hfill \end{array}$$
(58)
where the first two relations come from the boundary condition, and the last relation is derived by making use of the normalization condition for Green’s functions \[c.f. Eqs. (29)-(30) of Ref. Millis et al., 1988\]. We note that we are content with solving for the drones on the left side. Explicit expressions of the drones can then be written down by using the Green’s function $`\stackrel{ˇ}{g}`$ written in terms of scattering amplitudes in Table 1. The retarded and advanced drones are

$`\widehat{d}_{1s}^R`$ $`=2\pi ir_{ee}^R\widehat{\tau }_3,`$ $`\widehat{d}_{1s}^A`$ $`=+2\pi ir_{ee}^R\widehat{\tau }_3,`$ (59)
$`\widehat{d}_{1a}^R`$ $`=+2\pi ir_{ee}^R\widehat{1},`$ $`\widehat{d}_{1a}^A`$ $`=+2\pi ir_{ee}^R\widehat{1},`$ (60)
while Keldysh drones take the form

$$\begin{array}{cc}\hfill B& =x_1^Kr_{ee}^Rr_{he}^R+\stackrel{~}{x}_1^Kr_{hh}^Rr_{eh}^Rx_2^K\overline{t}_{ee}^R\overline{t}_{he}^R\stackrel{~}{x}_2^K\overline{t}_{hh}^R\overline{t}_{eh}^R,\hfill \\ \hfill \widehat{d}_{1s}^K& =2\pi i\left(\begin{array}{cc}x_1^K(r_{ee}^R+r_{ee}^R)& i\sigma _yB\\ i\sigma _yB^{}& \stackrel{~}{x}_1^K(r_{hh}^R+r_{hh}^R)\end{array}\right),\hfill \\ \hfill \widehat{d}_{1a}^K& =+2\pi i\left(\begin{array}{cc}x_1^K(r_{ee}^Rr_{ee}^R)& i\sigma _yB\\ +i\sigma _yB^{}& \stackrel{~}{x}_1^K(r_{hh}^Rr_{hh}^R)\end{array}\right).\hfill \end{array}$$
(61)
where $`i\sigma _y`$ is the Pauli matrix that describes spin-singlet pairing.

Since the noise is expressed in terms of $`\widehat{g}^{}=\widehat{g}^K\pm (\widehat{g}^R\widehat{g}^A)`$ and $`\widehat{d}^{}=\widehat{d}^K\pm (\widehat{d}^R\widehat{d}^A)`$, we get terms from the Keldysh parts which depend explicitly on the distribution functions, and purely spectral terms that do not contain any distribution functions. Thus, we separate the noise into two terms, $`S=S^{RA}+S^K`$, where

$`S^{RA}(𝐩_f,x=0^{};ϵ)=4[(1+R_{he}^RR_{ee}^R)+`$
$`(1+R_{eh}^RR_{hh}^R)],`$ (62)
$$\begin{array}{cc}\hfill S^K(𝐩_f,x=0^{};ϵ)& =(x_1^K)^22\left[1+R_{he}^RR_{ee}^R\right]^2(\stackrel{~}{x}_1^K)^22\left[1+R_{eh}^RR_{hh}^R\right]^2\hfill \\ & \left(x_2^K\right)^22(\overline{T}_{he}^R\overline{T}_{ee}^R)^2\left(\stackrel{~}{x}_2^K\right)^22(\overline{T}_{eh}^R\overline{T}_{hh}^R)^2\hfill \\ & +x_1^K\stackrel{~}{x}_1^K4|r_{he}^Rr_{hh}^R+r_{ee}^Rr_{eh}^R|^2x_1^Kx_2^K4|r_{he}^R\overline{t}_{he}^R+r_{ee}^R\overline{t}_{ee}^R|^2+x_1^K\stackrel{~}{x}_2^K4|r_{he}^R\overline{t}_{hh}^Rr_{ee}^R\overline{t}_{eh}^R|^2\hfill \\ & +\stackrel{~}{x}_1^Kx_2^K4|r_{eh}^R\overline{t}_{ee}^Rr_{hh}^R\overline{t}_{he}^R|^2\stackrel{~}{x}_1^K\stackrel{~}{x}_2^K4|r_{eh}^R\overline{t}_{eh}^R+r_{hh}^R\overline{t}_{hh}^R|^2+x_2^K\stackrel{~}{x}_2^K4|\overline{t}_{he}^R\overline{t}_{hh}^R+\overline{t}_{ee}^R\overline{t}_{eh}^R|^2.\hfill \end{array}$$
(63)
The above results are valid for general non-equilibrium distribution. The distribution functions $`x_i^K`$ and $`\stackrel{~}{x}_i^K`$ can always be expressed as local equilibrium distributions plus ‘anomalous’ non-equilibrium distributions. Then the purely spectral terms, $`S^{RA}`$, are cancelled exactly by local equilibrium terms in $`S^K`$ that do not contain a Fermi function.

Equations (51) and (63), combined with Tables (1) for the reflection and transmission probabilities are the central equations needed for calculating the conductance and noise spectrum for NIS junctions with disorder, unconventional pairing and interface screening currents. These formulas are expressed in a form that is closely related to the wave-function-based scattering theory applicable to clean systems. This connection is based on the identification between the scattering amplitudes in the wave function approach and the retarded Ricatti amplitude, $`\gamma ^R`$, which, in the clean limit, reduces to the local Andreev reflection amplitude, $`v/u`$. However, the Ricatti representation for the propagators is more general, and is capable of incorporating the effects of disorder and inelastic scattering. In our formulation, all observables can then be expressed in terms of the generalized scattering amplitudes collected in Table 1, and in the tables in the Appendix. However, the generalized scattering amplitudes are only defined in terms of the quasiclassical Green’s functions, through the Ricatti parametrization. We emphasize this fact by keeping the superscript $`R`$ on all quantities defined in terms of the retarded Green’s function.

In summary, to compute the conductance and noise spectrum in voltage-biased NIS junctions we solve the quasiclassical transport equations (5) for $`\stackrel{ˇ}{g}`$ self-consistently with the gap equations (12), the $`t`$-matrix equations (16-17), and the surface coupling to the screening currents, (Eqs. 13-14). We then compute the effective reflection and transmission probabilities, and distribution functions and use Eqs. (51) and (63) to calculate the conductance and the noise spectrum.

## III Conductance and Differential Shot Noise

In the following we use these results to calculate the conductance and noise spectrum for NIS junctions with d-wave superconductors. In the zero-temperature limit, Eq. (51) for the current can be written as

$$\begin{array}{cc}\hfill eR_nI(V)& =eV+\frac{1}{𝒟}_{eV}^0dϵv_{fz}[(𝐩_f)\hfill \\ & +R_{he}^R(ϵ,𝐩_f)R_{ee}^R(ϵ,𝐩_f)]_{𝐩_f\widehat{z}>0}.\hfill \end{array}$$
(64)
The corresponding zero-temperature shot noise, computed at $`z=0^{}`$, from Eqs. (63) and Table (1), takes the form,

$$\begin{array}{cc}\hfill R_nS(V)& =\frac{2}{𝒟}_{eV}^0dϵv_{fz}\{R_{ee}^R(ϵ,𝐩_f)[1R_{ee}^R(ϵ,𝐩_f)]\hfill \\ & +R_{he}^R(ϵ,𝐩_f)[1R_{he}^R(ϵ,𝐩_f)]\hfill \\ & +2R_{ee}^R(ϵ,𝐩_f)R_{he}^R(ϵ,𝐩_f)\}_{𝐩_f\widehat{z}>0}.\hfill \end{array}$$
(65)
The normal-state junction resistance is given by $`R_n^1=2𝒜e^2N_fv_f𝒟`$, where $`𝒟\mathrm{cos}\theta 𝒟(𝐩_f)_{𝐩_f\widehat{z}>0}`$ is the transport barrier transparency; $`\mathrm{cos}\theta =\widehat{p}_f\widehat{z}0`$ is the angle of incidence measured relative to the $`z`$-axis. Note that in the normal-state limit for the superconducting electrode, the Andreev reflection probability vanishes, $`R_{he}^R(ϵ,𝐩_f)0`$, the effective $`ee`$ reflection probability reduces to $`R_{ee}^R(ϵ,𝐩_f)(𝐩_f)`$, and the integrand of Eq. (64) vanishes. Thus, we recover Ohm’s law for the junction I-V characteristic. Similarly, the shot noise in the NIN limit is proportional to $`v_{fz}(𝐩_f)𝒟(𝐩_f)_{𝐩_f}`$, which for small transparency corresponds to the Schottky result $`S=2eI`$. For higher transparency the current noise is reduced compared to the Schottky result.

The above expressions have in the clean limit the same forms as well known scattering theory results.Blonder et al. (1982); Tanaka and Kashiwaya (1995); Blanter and Büttiker (2000); Anantram and Datta (1996); Hessling et al. (1996); Zhu and Ting (1999); Tanaka et al. (2000); Löfwander et al. (2002) Eq. (64) also agrees with calculations of spectral current densities including impurity scattering and subdominant pairing, in Ref. Eschrig, 2000.

In the following we present calculations of the zero temperature conductance $`I/V`$ and differential shot noise, $`S/V`$, and focus on effects of magnetic fields, impurity scattering, and subdominant pairing. The exact angle dependence of the tunnelling probability is not particularly important for our purposes; so we take it to have the form predicted by an interface $`\delta `$-function potential,

$$𝒟(𝐩_f)=𝒟_0\frac{\mathrm{cos}^2\theta }{1𝒟_0\mathrm{sin}^2\theta },$$
(66)
where $`𝒟_0`$ is the transparency for normal incidence.

### III.1 Pure $`d_{x^2y^2}`$-wave: effects of a magnetic field

In zero external magnetic field, the angle resolved differential shot noise is suppressed to zero at zero voltage and has a peak at $`𝒟(𝐩_f)|\mathrm{\Delta }_0(𝐩_f)|`$, where $`\mathrm{\Delta }_0(𝐩_f)=\mathrm{\Delta }_{B_{1g}}(z\mathrm{})\eta _{B_{1g}}(𝐩_f)`$ is the gap in the bulk. This result is due to the resonant enhancement of Andreev reflection by the surface bound state: around the bound state energy ($`ϵ=0`$) within an energy interval set by the bound state width $`w_b(𝐩_f)=a𝒟(𝐩_f)|\mathrm{\Delta }_0(𝐩_f)|`$, the probability of Andreev reflection is enhanced to unity $`R_{he}^R(ϵ=0,𝐩_f)=1`$ independently of the smallness of the transparency and independently of the shape of the order parameter near the junction. The numerical prefactor $`a`$ is due to the reduction of the bound state width caused by the suppression of the order parameter near the surface. It was computed for small $`𝒟`$ in Ref. Barash, 2000 and can be estimated to be approximately $`1/4`$. As the Andreev reflection probability is enhanced to unity, the normal reflection probability is reduced to zero, $`R_{ee}^R(ϵ=0,𝐩_f)=0`$. The result of zero noise at $`V=0`$ then follows directly from Eq. (65). The suppression of $`S/V`$ to zero at zero voltage for zero field is robust under angle integration since the zero-energy bound state is dispersionless. The satellite peak will be located at a voltage of the order $`w_b(𝐩_f)_{𝐩_f}𝒟_0T_c/2\pi `$. This noise-less character of the zero-energy bound states in a clean system was recently discussed in Refs. Zhu and Ting, 1999; Tanaka et al., 2000; Löfwander et al., 2002.

In an externally applied magnetic field, the screening currents produce a Doppler shift of the spectrum. The bound state resonance is shifted accordingly. The point of suppressed noise is then shifted to finite voltage and the peak in $`S/V`$ is pushed to higher voltages linearly with increasing magnetic field. These characteristics of the field evolution of the shot noise spectrum are shown in Fig. 3. The dispersion of the Doppler-shifted ABS leads to non-zero differential shot noise at all voltages. In particular, at zero voltage the differential shot noise develops with increasing magnetic field strength as shown in the inset of Fig. 3.

### III.2 $`d_{x^2y^2}`$ pairing with impurity scattering: Andreev vs. tunnel limits

The sensitivity of the noise to changes in the low-energy surface excitation spectrum implies that the results for $`S(V)`$ in clean d-wave superconductorsZhu and Ting (1999); Tanaka et al. (2000); Löfwander et al. (2002) are strongly modified by disorder. Here we consider the effects of impurity scattering on the noise spectrum.

In Fig. 4 and Fig. 5 we plot the differential shot noise for several pair breaking parameters, $`\mathrm{\Gamma }`$, for scattering in both the Born ($`\sigma 1`$) and the unitary limits ($`\sigma =1`$), respectively. Impurity renormalization leads to broadening of quasiparticle states that depends on the pair breaking parameter, $`\mathrm{\Gamma }`$, and the scattering cross section, $`\sigma `$.

The local self energy at the interface is different from that in the bulk because of the formation of surface bound states. In particular, the surface bound state has a large impurity renormalization in the Born limit, but is weakly modified in the unitary limit.Poenicke et al. (1999) This is opposite to the state of affairs in the bulk, where scattering in the unitary limit is more detrimental to the $`d_{x^2y^2}`$ order parameter, and produces a low-energy impurity band in the density of states.

Impurity broadening of the surface ABS reduces the resonant transmission in the Andreev channel, but opens up the single-particle tunnelling channel. In Fig. 6 we plot the reflection and transmission probabilities for scattering in the unitary limit for several values of the pair breaking parameter. With increasing $`\mathrm{\Gamma }`$, the reduction of the Andreev reflection probability $`R_{he}^R`$ (Fig. 6a) is accompanied by an increase of the normal reflection probability $`R_{ee}^R`$ (Fig. 6b) and an increase of the transmission probabilities, both transmission without branch conversion $`T_{ee}^R(1|\stackrel{~}{\gamma }^R|^2)`$ (Fig. 6c) and transmission with branch conversion $`T_{he}^R(1|\gamma ^R|^2)`$ (Fig. 6d). In particular, the transmission probabilities acquire a resonance form, similar to that in the Andreev reflection channel.

We note that probability is always conserved during scattering at the interface; it can be checked that

$$R_{ee}^R+R_{he}^R+T_{ee}^R(1|\stackrel{~}{\gamma }^R|^2)+T_{he}^R(1|\gamma ^R|^2)=1.$$
(67)
The third and fourth terms, which describe single particle tunnelling, are identically zero in the sub-gap region in the absence of impurity scattering, but become increasingly important as the impurity renormalization increases (see Fig. 6). When the Andreev resonance is reduced and single-particle tunnelling becomes important, the differential shot noise at zero voltage becomes non-zero, as shown in Figs. 4-5. This is in line with the phenomenological discussion in Ref. Löfwander et al., 2002. Thus, we find that the noise-less character of the zero-energy surface bound state is quickly lost when intrinsic broadening is present.

To quantitatively assess the importance of impurity scattering in tunnelling, the contribution to the width of the bound state from impurity broadening, which we denote $`w_i`$, has to be compared with the contribution set by the transparency of the interface, $`w_b`$, introduced in the previous section. The width $`w_i`$ is related to the imaginary part of the impurity self energy $`\mathrm{\Sigma }_3^R`$ near the surface. Unfortunately, a rigorous analytic calculation of $`w_i`$ in which the spatial dependence of the impurity self energy and the order parameter are taken into account has so far not been carried out (see, however, the scaling analysis in Ref. Poenicke et al., 1999). We estimate the width to be $`w_i=c|\text{Im}\{\mathrm{\Sigma }_3^R(ϵ=0,z=0^+)\}|`$, where $`c`$ is numerical factor which corrects for the spatial dependence of the self energies. In the limit $`w_iw_b`$, which we call the ‘tunnel limit’, intrinsic broadening is large and only single-particle tunnelling is important. Andreev reflection can then be neglected and the shot noise for low transparency reduces to the Schottky form $`S=2eI`$, and does not contain any new information that can not be extracted from the current. On the other hand, in the limit $`w_iw_b`$, which we call the ‘Andreev limit’, impurity broadening is negligible, single particle tunnelling is suppressed and Andreev reflection is resonant. In this limit the shot noise is non-trivial. In Figs. 4-5, the crossover between these two regimes is displayed for impurity scattering in the Born and unitary limits. It is clear that the impurity renormalization near the surface is much larger in the Born limit compared to the unitary limit: the crossover appears for $`\mathrm{\Gamma }/T_c10^3`$ in the Born limit, which is two orders of magnitudes smaller than in the unitary limit. However, if we plot $`R_nS/(eV)`$ at $`V=0`$ as a function of $`q=w_i/w_b(𝐩_f)_{𝐩_f}`$, with the numerically computed $`\text{Im}\{\mathrm{\Sigma }_3^R(ϵ=0,z=0^+)`$ and an estimate $`c=1/3`$ in the Born limit and $`c=3`$ in the unitary limit, we find that the crossover appears near $`q1`$ in both limits, see inset of Fig. 4(b).

### III.3 $`d_{x^2y^2}+is`$ and $`d_{x^2y^2}+id_{xy}`$ symmetries

Finally, we consider the signatures of a surface phase transition from an inhomogeneous $`d_{x^2y^2}`$ surface phase, to a surface state with mixed symmetry: $`d_{x^2y^2}+is`$ or $`d_{x^2y^2}+id_{xy}`$. In the clean limit the noise spectrum is sensitive to the change of the surface excitation spectrum induced by the sub-dominant pairing channel. When a complex order parameter develops near the surface, time-reversed partners of the two-fold degenerate zero-energy bound states are shifted in opposite directions from the Fermi level. The positive energy bound state spectra for these mixed-symmetry phases are shown in Fig. (1). A surface current, and an associated spontaneous magnetic field, are generated. This symmetry breaking can be detected in the conductance as a spontaneous splitting of the zero-bias conductance peak, or as a spontaneous magnetic signal from the surface.

In the shot noise, for a clean system, we thus expect the point of vanishing noise to disperse with angle of incidence, in a similar way the Doppler shift changes the shot noise spectrum in an applied field. In addition to the dispersion of the bound states with angle, there is an additional mechanism of dispersion due to electron-hole de-phasing, which appears at non-zero energies when the order parameter has a spatial dependence (pairbreaking suppression near the surface). These mechanisms of dispersion of the bound state conspire to wash out much of the structure one might otherwise expect to observe in the shot noise near zero voltage. Nevertheless, for a clean superconductor, characteristic differences can be seen in $`S/V`$ for the cases of sub-dominant $`s`$\- and $`d_{xy}`$ order parameters.

In Fig. 7 we plot the conductance and differential shot noise for several different interaction strengths, in both the $`s`$ and $`d_{xy}`$ sub-dominant channels. There is not difference in the signatures of the two different subdominant components in the conductance: in both the $`s`$ and $`d_{xy}`$ cases the zero-bias conductance peak is split and appears at a finite voltage related to the size of the subdominant order parameter. On the other hand, in the shot noise, there is a double peak structure in both cases, with the high-voltage peak bigger than the low-voltage peak for the $`s`$-wave case, but with a reversal in spectral weight between low- and high-voltage peaks for the $`d_{xy}`$ case. This reversal reflects the difference in the dispersion of the bound states for the two different pairing channels, which affects the point of suppressed shot noise (as well as the associated peak in $`S/V`$). The shift to finite voltage is larger and disperses less in the $`s`$-wave case, compared to the $`d_{xy}`$ case.

Application of a magnetic field introduces additional dispersion, and the angle integration leads to a reduction of the structures. For both types of order parameters, the double peak evolves with increasing magnetic field strength into a single peak on a scale $`H/H_0`$ set by the size of the subdominant gap, see Fig. 8(a).

As in the pure $`d`$-wave case discussed in the previous section, impurity scattering broaden the bound state resonance and reduces the structure in the shot noise. Thus, with increasing pair breaking parameter the two peaks in the shot noise merge into a single peak and, in the tunnel limit, the differential shot noise reduces to the conductance, see Fig. 8(b).

## IV Discussion and Summary

In conclusion, shot noise can be a useful tool to extract detailed information about properties of junctions between normal metals and unconventional superconductors. However, a necessary condition is that the system is in the Andreev limit, $`w_iw_b`$, as shown in Figs. 4-6. This is a rather restrictive condition at present, since in most experiments the zero-bias conductance peak is broadened by disorder, see however Ref. Wei et al., 1998.

In several recent experimentsHudson et al. (1999); Yazdani et al. (1999); Pan et al. (2000) the density of states around single impurities or inhomogeneities were mapped out by $`c`$-axis STM spectroscopy. The results are discussed in terms of low energy states bound to a single impurity scattering in the unitary limit, in line with theoretical works in Refs. Lee, 1993; Salkola et al., 1996; Flatté and Byers, 1998. Thus, if impurities in the high-$`T_c`$ superconductors are indeed scattering in the unitary limit, we expect that the surface bound states will not be particularly broadened, and tunnelling in the Andreev limit should be possible to achieve experimentally in a clean sample. The mean free path corresponding to $`q1`$ in the unitary limit (for the parameters in Fig. 5) is estimated to be of the order of tenths of coherence lengths, which is achievable experimentally.

There are other sources of broadening of the surface/interface bound states that were not considered in this paper. In particular, it is clear that surface roughness will drive the system towards the tunnel limit, because non-specular scattering of quasiparticles to the nodes of the order parameter broadens the bound states just as impurity scattering does. Therefore, to extract information from shot noise it will be important to have a specularly reflecting junction, or tunnel from an STM tip directly into the $`ab`$-plane of a specular portion of a superconductor surface.

Under these circumstances, information about the superconductor properties can be deduced via the particular properties of the zero energy surface bound states. The shot noise in a purely $`d_{x^2y^2}`$-wave superconductor is suppressed around low voltage and approaches zero in the clean limit. The characteristic magnetic field dependence shown in Fig. 3 can then be used to test the theory. The zero-voltage shot noise level changes according to the inset of Fig. 3, and the satellite peak is linearly pushed out with increasing magnetic field strength. The double peak structure shown in Fig. 7 serves as a fingerprint of the symmetry of the subdominant pairing channel.

###### Acknowledgements.

We thank A. Vorontsov and M. Eschrig for valuable discussions. This work was supported by the NSF, grant DMR 9972087, the Swedish Research Council, VR, and STINT, The Swedish Foundation for International Cooperation in Research and Higher Education.   Table 2: The Andreev reflection probabilities. The denominators are listed in Table 3.    $`r_{he}=\stackrel{~}{\mathrm{\Gamma }}_1^R=[R(1+\stackrel{~}{\gamma }_2^R\gamma _2^R)\stackrel{~}{\gamma }_1^R+D(1+\stackrel{~}{\gamma }_1^R\gamma _2^R)\stackrel{~}{\gamma }_2^R]/\zeta _1`$  $`r_{eh}=\mathrm{\Gamma }_1^R=[R(1+\gamma _2^R\stackrel{~}{\gamma }_2^R)\gamma _1^R+D(1+\gamma _1^R\stackrel{~}{\gamma }_2^R)\gamma _2^R]/\zeta _2`$  $`\overline{r}_{he}=\stackrel{~}{\mathrm{\Gamma }}_2^R=[R(1+\gamma _1^R\stackrel{~}{\gamma }_1^R)\stackrel{~}{\gamma }_2^R+D(1+\stackrel{~}{\gamma }_2^R\gamma _1^R)\stackrel{~}{\gamma }_1^R]/\zeta _3`$  $`\overline{r}_{eh}=\mathrm{\Gamma }_2^R=[R(1+\gamma _1^R\stackrel{~}{\gamma }_1^R)\gamma _2^R+D(1+\gamma _2^R\stackrel{~}{\gamma }_1^R)\gamma _1^R]/\zeta _4`$      Table 3: Scattering probabilities for $`x^K`$ distribution functions in the stationary SIS junction setup.    $`\overline{T}_{hh}=D|1+\stackrel{~}{\gamma }_1^R\gamma _2^R|^2/|\zeta _1|^2`$ $`\overline{T}_{he}=RD|\stackrel{~}{\gamma }_1^R\stackrel{~}{\gamma }_2^R|^2/|\zeta _1|^2`$ $`R_{hh}=R|1+\stackrel{~}{\gamma }_2^R\gamma _2^R|^2/|\zeta _1|^2`$ $`\zeta _1=1+R\gamma _2^R\stackrel{~}{\gamma }_2^R+D\stackrel{~}{\gamma }_1^R\gamma _2^R`$    $`\overline{T}_{ee}=D|1+\gamma _1^R\stackrel{~}{\gamma }_2^R|^2/|\zeta _2|^2`$ $`\overline{T}_{eh}=RD|\gamma _1^R\gamma _2^R|^2/|\zeta _2|^2`$ $`R_{ee}=R|1+\gamma _2^R\stackrel{~}{\gamma }_2^R|^2/|\zeta _2|^2`$ $`\zeta _2=1+R\gamma _2^R\stackrel{~}{\gamma }_2^R+D\gamma _1^R\stackrel{~}{\gamma }_2^R`$  $`T_{hh}=D|1+\stackrel{~}{\gamma }_2^R\gamma _1^R|^2/|\zeta _3|^2`$ $`T_{he}=RD|\stackrel{~}{\gamma }_2^R\stackrel{~}{\gamma }_1^R|^2/|\zeta _3|^2`$ $`\overline{R}_{hh}=R|1+\gamma _1^R\stackrel{~}{\gamma }_1^R|^2/|\zeta _3|^2`$ $`\zeta _3=1+R\gamma _1^R\stackrel{~}{\gamma }_1^R+D\stackrel{~}{\gamma }_2^R\gamma _1^R`$  $`T_{ee}=D|1+\gamma _2^R\stackrel{~}{\gamma }_1^R|^2/|\zeta _4|^2`$ $`T_{eh}=RD|\gamma _2^R\gamma _1^R|^2/|\zeta _4|^2`$ $`\overline{R}_{ee}=R|1+\gamma _1^R\stackrel{~}{\gamma }_1^R|^2/|\zeta _4|^2`$ $`\zeta _4=1+R\gamma _1^R\stackrel{~}{\gamma }_1^R+D\gamma _2^R\stackrel{~}{\gamma }_1^R`$

## Appendix

In this appendix we tabulate the Andreev reflection probabilities expressed in terms of the barrier reflection and transmission probabilities and coherence amplitudes for incoming trajectories in Table 2, and in Table 3 we summarize the transmission and reflection probabilities that enter the boundary conditions for the distribution functions in Eqs. (33-36).


text:
# Conformal Invariance, Universality, and the Dimension of the Brownian Frontier

## 1. Exceptional sets for planar Brownian motion

Let $`B_t`$ be a standard Brownian motion taking values in $`^2=`$ and let $`B[s,t]`$ denote the random set $`B[s,t]=\{B_r:srt\}.`$ For $`0t1`$, we say that $`B_t`$ is a

* cut point for $`B[0,1]`$ if $`B[0,t)B(t,1]=\mathrm{}`$;
* frontier point for $`B[0,1]`$ if $`B_t`$ is on the boundary of the unbounded component of $`B[0,1]`$;
* pioneer point for $`B[0,1]`$ if $`B_t`$ is on the boundary of the unbounded component of $`B[0,t]`$, i.e., if $`B_t`$ is a frontier point for $`B[0,t]`$.

I will discuss the following result proved by Oded Schramm, Wendelin Werner, and myself.

Theorem 1.  If $`B_t`$ is a standard Brownian motion in $`^2=`$, then with probability one,

$$\mathrm{dim}_h[\text{cut points for }B[0,1]]=3/4,$$

$$\mathrm{dim}_h[\text{frontier points for }B[0,1]]=4/3,$$

$$\mathrm{dim}_h[\text{pioneer points for }B[0,1]]=7/4,$$

where $`\mathrm{dim}_h`$ denotes Hausdorff dimension.

Mandelbrot  first gave the conjecture for the Brownian frontier, basing his conjecture on numerical simulation and then noting that simulations of the frontier resembled simulations of self-avoiding walks. It is conjectured that the scaling limit of planar self-avoiding walks has paths of dimension $`4/3`$. Duplantier and Kwon  used nonrigorous conformal field theory techniques to make the above conjectures for the cut points and pioneer points. More precisely, they made conjectures about certain exponents called the Brownian or simple random walk intersection exponents. More recently, Duplaniter  has given other nonrigorous arguments for the conjectures using quantum gravity.

To prove Theorem 1, it suffices to find the values of the Brownian intersection exponents. In fact, before Theorem 1 had been proved, it had been established  that the Hausdorff dimensions of the set of cut points, frontier points, and pioneer points were $`2\eta _1,2\eta _2,`$ and $`2\eta _3`$, respectively, where $`\eta _1,\eta _2,\eta _3`$ are defined by saying that as $`ϵ0+`$,

$$𝐏\{B[0,\frac{1}{2}ϵ^2]B[\frac{1}{2}+ϵ^2,1]=\mathrm{}\}ϵ^{\eta _1},$$

$$𝐏\{B[0,\frac{1}{2}ϵ^2]B[\frac{1}{2}+ϵ^2,1]\text{ does not disconnect }B_{1/2}\text{ from infinity}\}ϵ^{\eta _2},$$

$$𝐏\{B[ϵ^2,1]\text{ does not disconnect }0\text{ from infinity}\}ϵ^{\eta _3}.$$

It had also been established  that the analogous exponents for simple random walk are the same as for Brownian motion.

There are two main ideas in the proof. The first is a one parameter family of conformally invariant processes developed by Oded Schramm  which he named the Stochastic Loewner evolution ($`SLE`$). The second is the idea of “universality” which states roughly that all conformally invariant measures that satisfy a certain “locality” or “restriction” property must have the same exponents as Brownian motion (see ). In this paper, I will define $`SLE`$ and give some of its properties; describe how analysis of $`SLE`$ leads to finding the Brownian intersection exponents; and finally describe some other planar lattice models in statistical physics at criticality that can be understood using $`SLE`$.

## 2. Stochastic Loewner evolution

I will give a brief introduction to the stochastic Loewner evolution ($`SLE`$); for more details, see . Let $`W_t`$ denote a standard one dimensional Brownian motion. If $`\kappa 0`$ and $`z`$ is in the upper half plane $`=\{w:\mathrm{}(w)>0\}`$, let $`g_t(z)`$ be the solution to the Loewner differential equation

$$_tg_t(z)=\frac{2}{g_t(z)\sqrt{\kappa }W_t},g_0(z)=z.$$
(2.1)
For each $`z`$, the solution $`g_t(z)`$ is defined up to a time $`T_z(0,\mathrm{}]`$. Let $`H_t=\{z:T_z>t\}`$. Then $`g_t`$ is the unique conformal transformation of $`H_t`$ onto $``$ with $`g_t(z)z=o(1)`$ as $`z\mathrm{}`$. In fact,

$$g_t(z)=z+\frac{2t}{z}+O(\frac{1}{|z|^2}),z\mathrm{}.$$

It is easy to show that the maps $`g_t`$ are well defined. It has been shown  that there is a (random) continuous path $`\gamma :[0,\mathrm{})\overline{}`$ such that $`H_t`$ is the unbounded component of $`\gamma [0,t]`$ and $`g_t(\gamma (t))=\sqrt{\kappa }W_t`$. The conformal maps $`g_t`$ or the corresponding paths $`\gamma (t)`$ are called the chordal stochastic Loewner evolution with parameter $`\kappa `$ (chordal $`SLE_\kappa `$). It is easy to check that the distribution of $`SLE_\kappa `$ is invariant (modulo time change) under dilations $`zrz`$. Using this, we can use conformal transformations to define chordal $`SLE_\kappa `$ connecting two distinct boundary points of any simply connected domain. This gives a family of probability measures on curves (modulo reparametrization) on such domains that is invariant under conformal transformation.

Chordal $`SLE_\kappa `$ can also be considered as the only probability distributions on continuous curves (modulo reparametrization) $`\gamma :[0,\mathrm{})\overline{}`$ with the following properties.

* $`\gamma (0)=0,\gamma (t)\mathrm{}`$ as $`t\mathrm{}`$, and $`\gamma (t)H_t`$ for all $`t[0,\mathrm{}),`$ where $`H_t`$ is the unbounded component of $`\gamma [0,t].`$
* Let $`h_t:H_t`$ be the unique conformal transformation with $`h_t(\gamma (t))=0,h_t(\mathrm{})=\mathrm{},h_t^{}(\mathrm{})=1`$. Then the conditional distribution of $`\widehat{\gamma }(s):=h_t\gamma (s+t),0s<\mathrm{}`$, given $`\gamma [0,t]`$ is the same as the original distribution.
* The measure is invariant under $`x+iyx+iy.`$

There is a similar process called radial $`SLE_\kappa `$ on the unit disk. Let $`W_t`$ be as above, and for $`z`$ in the unit disk $`𝔻`$, consider the equation

$$_tg_t(z)=g_t(z)\frac{e^{i\sqrt{\kappa }W_t}+g_t(z)}{e^{i\sqrt{\kappa }W_t}g_t(z)},g_0(z)=z.$$

Let $`U_t`$ be the set of $`z𝔻`$ for which $`g_t(z)`$ is defined. It can be shown that there is a random path $`\gamma :[0,\mathrm{})\overline{𝔻}`$, such that $`U_t`$ is the component of $`𝔻\gamma [0,t]`$ containing the origin; $`g_t(\gamma (t))=e^{i\sqrt{\kappa }W_t}`$; and $`g_t`$ is a conformal transformation of $`U_t`$ onto $`𝔻`$ with $`g_t(0)=0,g_t^{}(0)=e^t`$. We can define radial $`SLE_\kappa `$ connecting any boundary point to any interior point of a simply connected domain by conformal transformation.

The qualitative behavior of the paths $`\gamma `$ varies considerably as $`\kappa `$ varies, although chordal and radial $`SLE_\kappa `$ for the same $`\kappa `$ are qualitatively similar. The Hausdorff dimension of $`\gamma [0,t]`$ for chordal or radial $`SLE_\kappa `$ is conjectured to be $`\mathrm{min}\{1+(\kappa /8),2\}`$. This has been proved for $`\kappa =8/3,6,`$ see , and for other $`\kappa `$ it is a rigorous upper bound . For $`0\kappa 4`$, the paths $`\gamma `$ are simple (no self-intersections) and $`\gamma (0,\mathrm{})`$ is a subset of $``$ or $`𝔻`$. For $`\kappa >4`$, the paths have double points and hit $``$ or $`𝔻`$ infinitely often. If $`\kappa 8`$, the paths are space filling.

Investigation of $`SLE_\kappa `$ requires studying the behavior of $`SLE_\kappa `$ under conformal maps. Suppose $`A`$ is a compact subset of $`\overline{}`$ not containing the origin such that $`\overline{A}=A`$ and $`A`$ is simply connected. Let $`\mathrm{\Phi }`$ denote the conformal transformation of $`A`$ onto $``$ with $`\mathrm{\Phi }(0)=0,\mathrm{\Phi }(\mathrm{})=\mathrm{},\mathrm{\Phi }^{}(\mathrm{})=1`$. Let $`\gamma `$ denote a chordal $`SLE_\kappa `$ starting at the origin, and let $`T`$ be the first time $`t`$ that $`AH_t`$. For $`t<T`$, let $`\stackrel{~}{\gamma }(t)=\mathrm{\Phi }\gamma (t)`$. Let $`\stackrel{~}{g}_t`$ be the conformal transformation of the unbounded component of $`\stackrel{~}{\gamma }[0,t]`$ onto $``$ with $`\stackrel{~}{g}_t(z)z=o(1)`$ as $`z\mathrm{}`$; define $`a(t)`$ by $`\stackrel{~}{g}(z)za(t)z^1.`$ Then $`\stackrel{~}{g}(t)`$ satisfies the modified Loewner equation

$$_t\stackrel{~}{g}(t)=\frac{_ta}{\stackrel{~}{g}_t(z)\stackrel{~}{W}_t},\stackrel{~}{g}_0(z)=z,$$

for some $`\stackrel{~}{W}_t`$. In fact $`\stackrel{~}{W}_t=\stackrel{~}{g}_t\mathrm{\Phi }g_t^1(\sqrt{\kappa }W_t)`$. Using the Loewner differential equation and Itô’s formula, we can write $`\stackrel{~}{W}_t`$ as a local semimartingale, $`d\stackrel{~}{W}_t=b(t)dt+\sqrt{\kappa _ta/2}dW_t`$; here $`b(t)`$ and $`a(t)`$ are random depending on $`W_s,0st`$. For $`\kappa =6`$, and only $`\kappa =6`$, the drift term $`b(t)`$ disappears and hence $`\stackrel{~}{W}_t`$ is a time change of Brownian motion.

Locality property for $`SLE_\mathrm{𝟔}`$.  If $`\kappa =6`$, $`\stackrel{~}{\gamma }(t),0t<T`$, has the same distribution as a time change of $`SLE_6`$.

For other values of $`\kappa `$, the image $`\stackrel{~}{\gamma }(t),t<T`$, has a distribution that is absolutely continuous with respect to that of (a time change of) $`SLE_\kappa `$. This follows from Girsanov’s theorem (see, e..g, \[1, Theorem I.6.4\]) that states roughly that Brownian motions with the same variance but different drifts give rise to absolutely continuous measures on paths. Similarly, radial $`SLE_\kappa `$ can be obtained from chordal $`SLE_\kappa `$ by considering its image under a map taking $``$ to $`𝔻`$. For all values of $`\kappa `$ we get absolutely continuous measures (which is why radial $`SLE_\kappa `$ is qualitatively the same as chordal $`SLE_\kappa `$), but for $`\kappa =6`$ we get a special relationship \[18, Theorem 4.1\].

One of the reasons that $`SLE_\kappa `$ is useful is that “crossing probabilities” and “critical exponents” for the process can be calculated. The basic idea is to relate an event about the planar path $`\gamma `$ to an event about the driving process $`\sqrt{\kappa }W_t`$ and then to use standard methods of stochastic calculus to relate this to solutions of partial differential equations. As an example, consider chordal $`SLE_6`$ in the upper half plane $``$ going from $`x(0,1)`$ to infinity. Let $`T`$ be the first time $`t`$ that $`\gamma (t)(\mathrm{},0][1,\mathrm{})`$; since $`\kappa >4`$, $`T<\mathrm{}`$ with probability one. Let $``$ be the event that $`\gamma (T)(\mathrm{},0]`$, and let $`H_T`$ be the unbounded component of $`\gamma [0,T]`$. Let $`y_1,y_2`$ be the minimum and maximum of $`\gamma [0,T]`$; on the event $``$, $`y_10`$ and $`xy_2<1`$. Let $``$ denote the $`\pi `$-extremal distance  between $`(\mathrm{},y_1]`$ and $`[y_2,1]`$ in $`H_T`$, i.e., the number $``$ such that $`H_T`$ can be mapped conformally onto $`[0,]\times [0,\pi ]`$ in a way that $`(\mathrm{},y_1]`$ and $`[y_2,1]`$ are mapped onto the vertical boundaries. In order to relate $`SLE_6`$ to intersection exponents for Brownian motion one needs to understand the behavior of $`𝐄^x[1_{}\mathrm{exp}\{\lambda \}]`$ as $`x1`$ for $`\lambda 0`$. It is not hard to show that this quantity is closely related to $`𝐄^x[1_{}g_T^{}(1)^\lambda ]`$. If we differentiate (2.1) with respect to $`z`$ we get an equation for $`_tg_t^{}(1)`$, and standard techniques of stochastic calculus can be applied to give a differential equation for the function $`r(x,\lambda )=𝐄^x[1_{}g_T^{}(1)^\lambda ]`$. We get an exact solution in terms of hypergeometric functions \[17, Theorem 3.2\]. If $`\lambda =0`$, so that $`r(x)=𝐏^x[]`$, we get the formula given by Cardy  for crossing probabilities of percolation clusters (see §3.2.).

## 3. Applications

### 3.1. Brownian motion

As already mentioned, computation of dimensions for many exceptional sets for Brownian motion reduces to finding the Brownian intersection exponents. These exponents, which can be defined in terms of crossing probabilities for non-intersecting paths, were studied in . In these papers, relations were given between different exponents and a “universality” principle was shown for conformally invariant processes satisfying an additional hypothesis (the term completely conformally invariant was used there). Heuristic arguments indicated that self-avoiding walks and percolation should also satisfy this hypothesis. Unfortunately, from a rigorous standpoint, we had only reduced a hard problem, computing the Brownian intersection exponents, to the even harder problem of showing conformal invariance and computing the exponents for self-avoiding walks or critical percolation.

At the same time Schramm  was completing his beautiful construction of $`SLE_\kappa `$ and conjecturing that $`SLE_6`$ gave the boundaries of critical percolation clusters. While he was unable to prove that critical percolation has a conformally invariant limit, he was able to conclude that if the limit was conformally invariant then it must be $`SLE_6`$. The identification $`\kappa =6`$ was determined from rigorous “crossing probabilities” for $`SLE_\kappa `$; only $`\kappa =6`$ was consistent with Cardy’s formula (see §3.2.) or even the simple fact that a square should have crossing probability $`1/2`$.

Since both Brownian motion and $`SLE_6`$ were conjectured to be related to the scaling limit of critical percolation, it was natural to try to use $`SLE_6`$ to prove results about Brownian motion (and, as mentioned before, the Hausdorff dimension of exceptional sets on the path); see . There were two major parts of the proof. First, the locality property for $`SLE_6`$ was formulated and proved; this allowed ideas as in  to show that the exponents of $`SLE_6`$ can be used to find the exponents for Brownian motion. Second, the exponents for $`SLE_6`$ had to be computed. The basic idea is discussed at the end of the last section. What makes $`SLE`$ so powerful is that it reduces problems about a two-dimensional process to analysis of a one-dimensional stochastic differential equation (and hence a partial differential equation in one space variable).

The universality in these papers was in terms of exponents. We now know that the paths of planar Brownian motion and $`SLE_6`$ are even more closely related. The “hull” generated by an $`SLE_6`$ is the same as the hull generated by a Brownian motion with oblique reflection (see ). In particular, the frontiers (outer boundaries) of the two processes have the same dimension. There are now direct proofs that the Hausdorff dimension of the frontier of $`SLE_6`$ is $`4/3`$ () and this stronger universality principle implies the same holds for Brownian paths.

### 3.2. Critical percolation

Suppose each vertex of the planar triangular lattice is colored independently white or black, with the probability of a white being $`1/2`$. This is called critical percolation (on the triangular lattice). Let $`D`$ be a simply connected domain in $`=^2`$ and let $`A_1,A_2`$ be disjoint nontrivial connected arcs on $`D`$. Consider the limit as $`\delta 0`$ of the probability that in critical percolation on a lattice with mesh size $`\delta `$ that there is a connected set of white vertices in $`D`$ connecting $`A_1,A_2`$. It has long been believed that this limit, $`p(A_1,A_2;D)`$, exists and is strictly between $`0`$ and $`1`$. (Note: if the probability of a white vertex is $`p`$, then $`p(A_1,A_2;D)`$ is $`0`$ for $`p<1/2`$ and $`1`$ for $`p>1/2`$. One of the features of critical percolation is the fact that this quantity is strictly between $`0`$ and $`1`$.) Moreover, it has been conjectured that $`p(A_1,A_2;D)`$ is a conformal invariant  . It is also believed that this limit does not depend on the nature of the lattice; for example, critical bond percolation in $`^2`$ (each bond is colored white or black independently with probability $`1/2`$) should give the same limit.

Cardy  used nonrigorous methods from conformal field theory to find an exact formula for $`p(A_1,A_2;D)`$; his calculations were done for $`D=`$ and the formula involves hypergeometric functions. Carleson noted that the formula was much nicer if one chooses $`D`$ to be an equilateral triangle of side length $`1`$; $`A_1`$, one of the sides; and $`A_2`$, a line segment of length $`x`$ with one endpoint on the vertex opposite $`A_1`$. In this case, Cardy’s formula is $`p(A_1,A_2;D)=x`$. Schramm  went further and, assuming existence and conformal invariance of the limit, showed that the limiting boundary between black and white clusters can be given in terms of $`SLE_6`$. If $`A_3`$ denotes the third side of the triangle (so that $`A_3A_2`$ is a single point), we can consider the limiting cluster formed by taking all the white vertices that are connected by a path of white vertices to $`A_3`$. In the limit, the outer boundary of this “hull” has the same distribution as the outer boundary of the hull of chordal $`SLE_6`$ going from the vertex $`A_3A_1`$ to the vertex $`A_3A_2`$. The identification with $`SLE`$ comes from the conformal invariance assumption; Schramm determined the value $`\kappa =6`$ from a particular crossing probability, but we now understand this in terms of the locality property which scaling limits of these boundary curves can be seen to satisfy. Cardy’s formula (and generalizations) were computed for $`SLE_\kappa `$ in .

Recently Smirnov  made a major breakthrough by proving conformal invariance and Cardy’s formula for the limit of critical percolation in the triangular lattice. As a corollary, the identification of the limit with $`SLE_6`$ has become a theorem. This has also led to rigorous proofs of a number of critical exponents for the lattice model . The basic strategy is to compute the exponent for $`SLE_6`$ and to then to use Smirnov’s result to relate this exponent to lattice percolation.

It is an open problem to show that critical percolation on other planar lattices, e.g., bond percolation on the square lattice, has the same limiting behavior.

### 3.3. Loop-erased random walk

Loop-erased random walk (LERW) in a finite set $`A^2`$ starting at $`0A`$ is the measure on self-avoiding paths obtained from starting a simple random walk at the origin, stopping at the first time that it leaves $`A`$, and erasing loops chronologically from the path. It can also be defined as a nonMarkov chain which at each time $`n`$ chooses a new step using probabilities weighted by the probability that simple random walk starting at the new point avoids the path up to that point (see, e.g., ). It is also related to uniform spanning trees; if one choose a spanning tree uniformly among all spanning trees of $`A`$, considered as a graph with appropriate boundary conditions, then the distribution of the unique self-avoiding path from the origin to the boundary is the same as LERW. Wilson gave a beautiful algorithm to generate uniform spanning trees using LERW .

One can hope to define a scaling limit of planar LERW on a domain connecting an interior point to a boundary point by taking LERW on finer and finer grids and taking the limit. There are a number of reasons to believe that this limit is conformally invariant. For example. the limit of simple random walk (Brownian motion) is conformally invariant and the ordering of points used in the loop-erasing procedure is not changed under conformal maps. Also, certain crossing probabilities for LERW can be given by determinants of probabilities for simple random walk (see ), and hence these quantities are conformally invariant. Kenyon  used a conformal invariance argument (using a determinant relation from a related domino tiling model) to prove that the growth exponent for LERW is $`5/4`$; roughly, this says it takes about $`r^{5/4}`$ steps for a LERW to travel distance $`r`$.

Schramm  showed that under the assumption of conformal invariance, the scaling limit of LERW must be radial $`SLE_2`$. He used conformal invariance and a natural Markovian-type property of LERW to conclude that it must be an $`SLE_\kappa `$, and then he used Kenyon’s result to determine $`\kappa `$. Recently, Schramm, Werner, and I  proved that the scaling limit of loop-erased random walk is $`SLE_2`$.

There is another path obtained from the uniform spanning tree that has been called the uniform spanning tree Peano curve. This path, which lies on the dual lattice, encodes the entire tree (not just the path from the origin to the boundary). A similar, although somewhat more involved, argument can be used to show that this process converges to the space-filling curve $`SLE_8`$ .

### 3.4. Self-avoiding walk

A self-avoiding walk (SAW) in the lattice $`^2`$ is a nearest neighbor walk with no self-intersections. The problem of the SAW is to understand the uniform measure on all such walks of a given length (or sometimes the measure that assigns weight $`a^n`$ to all walks of length $`n`$). It is still an open problem to prove there is a limiting distribution; it is believed that such a limit in conformally invariant (see  for precise statements). However, if the conjectures hold there is only one possible limit, $`SLE_{8/3}`$.

The conformal invariance property leads one to conclude that the limit must be an $`SLE_\kappa `$ and $`\kappa 4`$ is needed in order to have a measure on simple paths. The property that $`SLE_{8/3}`$ has that is not held by $`SLE_\kappa `$ for other $`\kappa 4`$ is the restriction property. The restriction property is similar to, but not the same, as the locality property. Let $`A`$ be a compact subset and $`\mathrm{\Phi }`$ the transformation as in §2. Then  if $`\gamma [0,\mathrm{})`$ is an $`SLE_{8/3}`$ path from $`0`$ to $`\mathrm{}`$, the distribution of $`\mathrm{\Phi }\gamma `$ given the event $`\{\gamma [0,\mathrm{})A=\mathrm{}\}`$ is the same as (a time change of) $`SLE_{8/3}`$. In fact, the probability that $`\{\gamma [0,\mathrm{})A=\mathrm{}\}`$ is $`\mathrm{\Phi }^{}(0)^{5/8}`$.

If the scaling limit of SAW has a conformally invariant limit then one can show easily that the limit satisfies the restriction property. Hence, the only candidate for the limit (assuming a conformally invariant scaling limit) is $`SLE_{8/3}`$. The conjectures for critical exponents for SAW can be interpreted in terms of rigorous properties of $`SLE_{8/3}`$ (see ). For example, the Hausdorff dimension of $`SLE_{8/3}`$ paths is $`4/3`$ ; this gives strong evidence that the limit of SAWs should give paths of dimension $`4/3`$. Monte Carlo simulations  support the conjecture that the limit of SAW is $`SLE_{8/3}`$.

Acknowledgment. Oded Schramm and Wendelin Werner should be considered co-authors of this paper since this describes joint work. I thank both of them for an exciting collaboration.