# 1 Introduction

## 1 Introduction

In this note, we consider the Ising quantum chain with ferromagnetic exchange couplings $`\epsilon _j>0`$ which follow an, in general, non-periodic sequence of finitely many different values. For convenience, we choose the (constant) transversal field to be equal to one, and consider the following Hamiltonians

$$H^{(\pm )}=\frac{1}{2}\left(\underset{j=1}{\overset{N}{}}\epsilon _j\sigma _j^x\sigma _{j+1}^x+\underset{j=1}{\overset{N}{}}\sigma _j^z\right)$$
(1.1)   
of (anti-) periodic approximants ($`\sigma _{N+1}^x=\pm \sigma _1^x`$) obtained by truncating the sequence of exchange couplings to the first $`N`$ elements. Here, $`\sigma _j^\alpha `$ denotes the Pauli matrix $`\sigma ^\alpha `$ acting on site $`j`$ of an $`N`$-fold tensor product space. Note that $`H^{(\pm )}`$ commutes with the operator

$$Q=\underset{j=1}{\overset{N}{}}\sigma _j^z,Q^2=Id,$$
(1.2)   
which has eigenvalues $`\pm 1`$. We denote the projectors onto the corresponding eigenspaces (sometimes also called sectors) by

$$P_\pm =\frac{1}{2}(Id\pm Q).$$
(1.3)   
In ref. , the Hamiltonian (1.1) is formulated in terms of fermionic operators by means of a Jordan-Wigner transformation  and diagonalized by a suitable Bogoljubov-Valatin transformation. To be more precise, it is in fact the so-called mixed sector Hamiltonian  $`\stackrel{~}{H}^{(+)}`$ defined by

$$\stackrel{~}{H}^{(\pm )}=H^{(\pm )}P_++H^{()}P_{}$$
(1.4)   
which is considered. This is necessary since the Jordan-Wigner transformation of $`H^{(\pm )}`$ produces non-local boundary terms in the fermionic operators whereas the above Hamiltonians (1.4) corresponds to periodic (resp. antiperiodic) boundary conditions in terms of the fermions.

Let us cite three results of ref.  which are central to our subsequent discussion. The system described by the Hamiltonian (1.1) resp. (1.4) is critical at $`\mu =0`$ with

$$\mu =\underset{N\mathrm{}}{lim}\frac{1}{N}\underset{j=1}{\overset{N}{}}\mathrm{log}(\epsilon _j).$$
(1.5)   
The dispersion relation for the low-energy one-particle excitations with energy $`\mathrm{\Lambda }`$ takes the following form

$$\mathrm{\Lambda }^2=v^2(q^2+\mu ^2),$$
(1.6)   
where $`q`$ denotes the momentum, and $`v`$, the velocity of elementary excitations, is given by

$$\frac{1}{v^2}=\underset{N\mathrm{}}{lim}\frac{1}{N^2}\underset{j=1}{\overset{N}{}}\underset{k=1}{\overset{N}{}}\underset{\mathrm{}=1}{\overset{k}{}}\epsilon _{j+\mathrm{}1}^2,$$
(1.7)   
provided the latter limit exists.

In what follows, we consider sequences of coupling constants which are obtained by substitution rules, focussing on the case of two-letter substitution rules (although most properties can be generalized quite easily to the $`n`$-letter case).

## 2 Substitution Rules and Matrices

We consider two-letter substitution rules

$$\varrho :\begin{array}{ccc}a& & w_a\\ b& & w_b\end{array}$$
(2.1)   
where $`w_a`$ and $`w_b`$ are words in $`a`$ and $`b`$ (we do not allow for inverses of $`a`$ or $`b`$ here). If one defines multiplication of words through concatenation, the action of $`\varrho `$ is extended to arbitrary words in $`a`$ and $`b`$ via the homomorphism property $`\varrho (w_aw_b)=\varrho (w_a)\varrho (w_b)`$, for details see ref.  and references included therein. To $`\varrho `$ we associate a $`2\times 2`$ matrix $`𝑹_\varrho `$

$$𝑹_\varrho =\left(\begin{array}{cc}\mathrm{\#}_a(w_a)\hfill & \mathrm{\#}_a(w_b)\hfill \\ \mathrm{\#}_b(w_a)\hfill & \mathrm{\#}_b(w_b)\hfill \end{array}\right)$$
(2.2)   
whose elements count the number of $`a`$’s and $`b`$’s in the words $`w_a`$ and $`w_b`$, respectively. Note that we use the transpose matrix in comparison with  because we need only the statistical eigenvectors in our discussion. They are then the right-eigenvectors of $`𝑹_\varrho `$. With this convention, one also has $`𝑹_{\varrho \sigma }=𝑹_\varrho 𝑹_\sigma `$. By using the substitution rule $`\varrho `$ of (2.1) iteratively on an initial word $`w(0)`$, say $`w(0)=a`$ for definiteness, one obtains a sequence of words $`w(n)=\varrho (w(n1))`$. Since we are interested in sequences which have a unique limit word $`w`$, we restrict ourselves to substitution rules where $`w_a`$ begins with the letter $`a`$. In this case, the sequence $`w(n)=\varrho (w(n1))`$ obviously commences with $`w(n1)`$ and thus each iteration only appends letters to the previous word. The length (i.e., the number of letters) of the word $`w(n)`$ is given by $`f_\varrho (n)`$ defined as follows

$`e_\varrho (n)`$ $`=`$ $`\left(\begin{array}{c}e_\varrho ^{(a)}(n)\hfill \\ e_\varrho ^{(b)}(n)\hfill \end{array}\right)=𝑹_\varrho e_\varrho (n1),e_\varrho (0)=\left(\begin{array}{c}1\hfill \\ 0\hfill \end{array}\right),`$ (2.7)   
$`f_\varrho (n)`$ $`=`$ $`e_\varrho ^{(a)}(n)+e_\varrho ^{(b)}(n).`$ (2.8)   
We denote the eigenvalues of $`𝑹_\varrho `$ in (2.2) by $`\lambda _\varrho ^{(\pm )}`$ where $`\lambda _\varrho ^{(+)}`$ stands for the Perron-Frobenius eigenvalue. The corresponding statistically normalized eigenvector is determined by

$$𝑹_\varrho \left(\begin{array}{c}p_a\hfill \\ p_b\hfill \end{array}\right)=\lambda _\varrho ^{(+)}\left(\begin{array}{c}p_a\hfill \\ p_b\hfill \end{array}\right),p_a+p_b=\mathrm{\hspace{0.33em}\hspace{0.33em}1}.$$
(2.9)   
The eigenvalue $`\lambda _\varrho ^{(+)}`$ determines the asymptotic inflation factor for one substitution, whereas $`p_a`$ ($`p_b`$) is the frequency of the letter $`a`$ (resp. $`b`$) in the limit word. Let us now discuss under which conditions $`\lambda ^{()}`$ contains some information about fluctuations.

## 3 Fluctuations

Consider the truncated sequences $`w^{(N)}`$ of the first $`N`$ letters of the limit word $`w`$ obtained from the substitution rule (2.1) with initial word $`a`$. To measure the fluctuation, we define

$$g(N)=\mathrm{\#}_a(w^{(N)})p_aN,g_n=g(f_\varrho (n)),$$
(3.1)   
and

$$h(N)=\underset{MN}{\mathrm{max}}|g(M)|,h_n=h(f_\varrho (n)).$$
(3.2)   
Note that it does not matter whether we look at fluctuations in the frequency of the letter $`a`$ or $`b`$ since $`\mathrm{\#}_a(w^{(N)})+\mathrm{\#}_b(w^{(N)})=N`$ and $`p_a+p_b=1`$. Hence, $`g(N)`$ just changes sign if one replaces $`a`$ by $`b`$ in Eqs. (3.1) and (3.2). Of course, if $`\lambda _\varrho ^{(+)}`$ is not degenerate, $`lim_N\mathrm{}(g(N)/N)=0`$.

The behaviour of $`g(N)`$ for words of length $`N=f_\varrho (n)`$ which correspond to proper (or complete) iteration steps is governed by the second largest eigenvalue $`\lambda ^{()}`$ . In fact, writing the starting vector $`e_\varrho (0)`$ (2.8) as a linear combination of the eigenvectors of $`𝑹_\varrho `$ (2.2), one easily verifies $`g_n\lambda _{}^{()}{}_{}{}^{n}`$. Hence $`|\lambda ^{()}|<1`$ implies that $`g_n`$ converges to zero for $`n\mathrm{}`$. On the other hand, if $`|\lambda ^{()}|>1`$ then $`g_n`$ in general diverges. In the limiting case of $`|\lambda ^{()}|=1`$, $`|g_n|`$ is constant and therefore is bounded away from zero and infinity. This observation brings along, once again, the concept of Pisot-Vijayaraghavan numbers (PV-numbers for short) . They are real algebraic integers $`\vartheta >1`$ all algebraic conjugates of which (except $`\vartheta `$) lie inside the unit circle. If the characteristic polynomial of $`𝑹_\varrho `$ is irreducible over the integers and if the Perron-Frobenius eigenvalue is larger than 1, the PV-property really is what determines the conformal nature of the critical point. The same seems still to be true if the characteristic polynomial is reducible but all eigenvalues except the largest one lie inside the unit circle – in which case we say that the underlying substitution has bounded fluctuation property. However, the reducible case requires some care, as we will demonstrate by an example.

To understand why this is so important, one has to realize that these considerations only apply to words which are obtained by proper iteration steps. In between, fluctuations can behave quite differently, especially in the so-called marginal case $`|\lambda ^{()}|=1`$ . There, depending on the actual substitution rule (and not on the substitution matrix alone), one can have the situation that $`h(N)`$ is bounded or that $`h(N)`$ diverges logarithmically with $`N`$ (or, in other words, $`h_n`$ diverges linearly with $`n`$). If $`|\lambda ^{()}|>1`$, $`h(N)`$ can diverge like a power law. Again, polynomials reducible over the integers are to be treated carefully, in particular for generalizations to the $`n`$-letter case.

As an illustrative example, consider the substitution rules that have the substitution matrix

$$𝑹_\varrho =\left(\begin{array}{cc}2\hfill & 1\hfill \\ 1\hfill & 2\hfill \end{array}\right)$$
(3.3)   
with eigenvalues $`\lambda ^{(+)}=3`$ and $`\lambda ^{()}=1`$, and $`p_a=p_b=1/2`$. To obtain a unique limit word, we want $`w_a`$ to commence with $`a`$, which leaves us with six different substitution rules:

$$\begin{array}{ccc}\varrho _1:\begin{array}{ccc}a& & aab\\ b& & abb\end{array}\hfill & \varrho _2:\begin{array}{ccc}a& & aab\\ b& & bab\end{array}\hfill & \varrho _3:\begin{array}{ccc}a& & aab\\ b& & bba\end{array}\hfill \\ \varrho _4:\begin{array}{ccc}a& & aba\\ b& & abb\end{array}\hfill & \varrho _5:\begin{array}{ccc}a& & aba\\ b& & bab\end{array}\hfill & \varrho _6:\begin{array}{ccc}a& & aba\\ b& & bba\end{array}\hfill \end{array}$$
(3.4)   
Of these, $`\varrho _5`$ is special in the sense that it leads to the periodic sequence $`ababababa\mathrm{}`$ which means that in this case the fluctuations are certainly bounded (since in any finite part the numbers of $`a`$’s and $`b`$’s differ at most by one). As it turns out, this is only true for this special sequence, in all the five other cases $`h_n`$ grows linearly with $`n`$. More precisely, one observes

$$2h_n=\{\begin{array}{cc}n+1\hfill & \text{for }\varrho _1\text{}\varrho _2\text{, and }\varrho _3\hfill \\ n\hfill & \text{for }\varrho _4\hfill \\ 1\hfill & \text{for }\varrho _5\hfill \\ \mathrm{max}(1,n1)\hfill & \text{for }\varrho _6\hfill \end{array}$$
(3.5)   
for $`n0`$.

In Fig. 1, we show the different behaviour of the fluctuations $`g(N)`$ for four typical substitution rules, namely the Thue-Morse sequence (a), the Silver Mean sequence (b) (sometimes also called “Octonacci” sequence), the Period-Doubling sequence (c), and the Binary non-Pisot sequence (d). The substitution rules which define these sequences together with their statistical properties are summarized in Table 1. Fig. 2 shows the quantities $`|g_n|`$ (3.1) and $`h_n`$ (3.2) for the four different sequences. The marginal case of the Period-Doubling sequence ($`\lambda ^{()}=1`$) clearly shows the linear divergence of $`h_n`$ in $`n`$ whereas $`|g_n|`$ is constant.

Table 1: Four typical substitution rules and the statistical properties of the corresponding sequences   
sequence  substitution rule eigenvalues $`\lambda ^{(\pm )}`$ values of $`p_a`$ and $`p_b`$ $`p_a/p_b`$    Thue-Morse  $`\varrho _{tm}:\begin{array}{ccc}\hfill a& & ab\hfill \\ \hfill b& & ba\hfill \end{array}`$ $`2`$, $`\mathrm{\hspace{0.17em}0}`$ $`\frac{1}{2}`$, $`\frac{1}{2}`$ $`1`$  Silver Mean  $`\varrho _{sm}:\begin{array}{ccc}\hfill a& & aab\hfill \\ \hfill b& & a\hfill \end{array}`$ $`1\pm \sqrt{2}`$ $`1\frac{\sqrt{2}}{2}`$, $`\frac{\sqrt{2}}{2}`$ $`\sqrt{2}1`$  Period-Doubling  $`\varrho _{pd}:\begin{array}{ccc}\hfill a& & ab\hfill \\ \hfill b& & aa\hfill \end{array}`$ $`2`$, $`1`$ $`\frac{2}{3}`$, $`\frac{1}{3}`$ $`2`$  Binary non-Pisot  $`\varrho _{bnp}:\begin{array}{ccc}\hfill a& & ab\hfill \\ \hfill b& & aaa\hfill \end{array}`$ $`\frac{1\pm \sqrt{13}}{2}`$ $`\frac{5\sqrt{13}}{2}`$, $`\frac{3+\sqrt{13}}{2}`$ $`\frac{1+\sqrt{13}}{2}`$   

## 4 Critical Point and Fermion Velocity

We now come back to the Hamiltonian (1.4). We relate the coupling constants $`\epsilon _j`$ to a substitution rule $`\varrho `$ (2.1) in the following way:

$$\epsilon _j=\{\begin{array}{cc}\epsilon _a\hfill & \text{if }j\text{-th letter in }w\text{ is }a\hfill \\ \epsilon _b\hfill & \text{if }j\text{-th letter in }w\text{ is }b\text{.}\hfill \end{array}$$
(4.1)   
The condition $`\mu =0`$ (1.5) for criticality now reads

$$p_a\mathrm{log}(\epsilon _a)+p_b\mathrm{log}(\epsilon _b)=\mathrm{\hspace{0.33em}\hspace{0.33em}0}$$
(4.2)   
which has the following one-parameter solution 

$$\epsilon _a=r^{p_b},\epsilon _b=r^{p_a},$$
(4.3)   
where $`r>0`$ is any positive real number.

As is well known (compare  and references therein), the finite-size scaling limit of the periodic Ising quantum chain (which corresponds to $`r=1`$) is described by the $`c=1/2`$ conformal field theory of a free Majorana fermion. To obtain a conformally invariant scaling limit one has to have a linear dispersion relation at criticality, which means that the limit in Eq. (1.7) must exist. This in turn is only to be expected if the fluctuations $`g(N)`$ remain bounded, i.e., $`h_n<S(\varrho )`$ for all $`n`$, since at criticality one obtains from Eqs. (3.1) and (4.3)

$$\underset{j=1}{\overset{N}{}}\epsilon _j=r^{g(N)}$$
(4.4)   
and all products of this type enter in Eq. (1.7). On the other hand, if the limit in Eq. (1.7) does exist, the scaling limit will be the same as for the periodic quantum Ising chain.

Although we are not going to use it in this note, we should add that there is a very elegant and efficient way to investigate this kind of systems by means of the corresponding trace map (compare  and references therein). In this context, the critical point is obtained from a unique one-parameter family of bounded orbits in the accessible phase space region of the trace map .

## 5 Fermion and Conformal Spectrum

We now consider the spectrum of the Hamiltonian (1.4) at criticality. It is described in terms of $`N`$ fermion frequencies $`\mathrm{\Lambda }_k0`$. In Fig. 3, we present the integrated density of the $`\mathrm{\Lambda }_k`$ (which we devided by the their largest value for convenience) for coupling constants defined by $`r=2`$ (4.3) and several sizes of the chain. In general there are no exact degeneracies in the spectrum in contrast to the periodic case. However, as the size of the system increases, the frequencies tend to accumulate which creates the nearly vertical steps in Fig. 3, especially close to the maximal frequency. The plots show characteristic gaps in the fermion spectrum the locations of which (on vertical axis) are in accordance with the general gap labeling theorem . We should mention though that the Thue-Morse chain does not show closed gaps here, in contrast to the situation with electronic spectra of Schrödinger operators , a phenomenon that deserves further exploration.

For models whose continuum limit is described by a conformal field theory, conformal invariance specifies the behaviour of the low-energy excitations in the infinite size limit $`N\mathrm{}`$. Essentially, they have to show a leading $`1/N`$ behaviour and the level and degeneracy structure of the spectrum (after appropriate overall scaling of the gaps) is described by representations of the Virasoro algebra with central extension $`c`$ which is the central charge of the conformal field theory (see e.g. ). This of course means that it is the lower part of the integrated fermion density shown in Fig. 3 which is important for the conformal spectra.

To have a closer look at this part, we consider the scaled energy gaps

$$\overline{E_j}=\frac{N}{2\pi v}\left(E_jE_0\right)$$
(5.1)   
of the Hamiltonian $`\stackrel{~}{H}^{(+)}`$ (1.4), where $`E_0`$ denotes the ground-state energy and $`v`$ is the velocity of elementary excitations. For the Thue-Morse and the Silver Mean sequences, $`v`$ is finite (in the limit $`N\mathrm{}`$ and for finite $`r>0`$) and given by 

$$v=\{\begin{array}{cc}\left(\frac{r^{1/2}+r^{1/2}}{2}\right)^2\hfill & \text{for the Thue-Morse chain}\hfill \\ \left(\frac{rr^1}{2}\right)^1\mathrm{log}(r)\hfill & \text{for the Silver Mean chain.}\hfill \end{array}$$
(5.2)   
In fact, the second value generally applies for all quasiperiodic sequences  which can be obtained from a certain section through a higher-dimensional periodic structure via the dualization method . On the other hand, the symmetric random dimer chain yields the same result as the Thue-Morse chain . It thus represents a disordered model (with bounded fluctuations) which nevertheless shows the same critical behaviour as the periodic Ising chain and, in particular, leads to a conformally invariant continuum limit.

From our discussion of the fluctuations and from Eq. (1.7) above it is clear that for the Period-Doubling and Binary non-Pisot sequences the fermion velocity $`v`$ should vanish. In Fig. 4, the scaled spectrum of low-energy excitations is shown for our four exemplary sequences. For the Thue-Morse and Silver Mean chains, the fermion velocity (5.2) is used whereas for the other two sequences we simply normalize the first gap to $`1/2`$. (We did not systematically investigate the scaling laws here, although this might give independent access to the critical exponents calculated in ). The formation of the so-called conformal towers can be seen clearly for the spectra of the Thue-Morse and Silver Mean chain (a look at the actual data confirms that the degeneracies are those predicted from conformal invariance), whereas the spectra of the other two systems do not show any apparent regularities. As expected, the normalization factors grow with the size of the system in these cases. As a consequence, the nature of the critical point is quite different, compare , and conformal invariance is lost.

## 6 Concluding Remarks

The interest in conformally invariant phase transitions and the almost immediate study of quasiperiodic systems of the Fibonacci type (see e.g. ) originally has led to the somewhat misleading conclusion that conformal invariance is robust with respect to many sorts of order or even disorder. Although this is true for quasiperiodic Ising quantum chains (because that implies the PV-property or the bounded fluctuation property ), many other ordered structures can be defined which destroy conformal invariance at the critical point. Even more, one can consider the bounded fluctuation situation to be somewhat exceptional (e.g., PV-numbers are nowhere dense in $`[1,\mathrm{})`$, see ) and thus conclude that the general case of a non-periodic Ising quantum chain does not lead to a conformally invariant scaling limit.

## Acknowledgements

It is a pleasure to thank Dieter Joseph for critically reading the manuscript. M. B. would like to thank Paul A. Pearce and the Department of Mathematics, University of Melbourne, for hospitality, where part of this work was done. This work was supported by Deutsche Forschungsgemeinschaft.

Figure 1:  Fluctuations $`g(N)`$, compare (3.1), for the following sequences: (a) Thue-Morse, (b) Silver Mean, (c) Period-Doubling, and (d) Binary non-Pisot. The lengths of sequences which correspond to complete iteration steps are indicated.    

Figure 2:  Fluctuations $`|g_n|`$ (3.1) (Figure 2A) and $`h_n`$ (3.2) (Figure 2B) for the following sequences: (a) Thue-Morse, (b) Silver Mean, (c) Period-Doubling, and (d) Binary non-Pisot.    

Figure 3:  Integrated density of normalized fermion frequencies for the Hamiltonian $`\stackrel{~}{H}^{(+)}`$ (1.4). The coupling constants are given by Eq. (4.3) with $`r=2`$ and (a1)–(a3) the Thue-Morse sequence with $`n=5,6,7`$, (b1)–(b3) the Silver Mean sequence with $`n=4,5,6`$, (c1)–(c3) the Period-Doubling sequence with $`n=5,6,7`$, and (d1)–(d3) the Binary Non-Pisot sequence with $`n=4,5,6`$, where $`n`$ denotes the number of iterations. The spectra do not have true degeneracies, and the integrated density reaches 1 in all cases shown.    

Figure 4:  Scaled low-energy spectra of $`\stackrel{~}{H}^{(+)}`$ (1.4) for couplings obtained from Eq. (4.3) with $`r=2`$ and (a1)–(a3) the Thue-Morse sequence with $`n=6,7,8`$, (b1)–(b3) the Silver Mean sequence with $`n=5,6,7`$, (c1)–(c3) the Period-Doubling sequence with $`n=6,7,8`$, and (d1)–(d3) the Binary Non-Pisot sequence with $`n=5,6,7`$, where $`n`$ denotes the number of iterations. Normalization of (a) and (b) is taken from (5.2), while for (c) and (d) the first gap is normalized to $`1/2`$.