# 1 SP

## Acknowledgements

The work of A.R. was supported by the TMR Network under the EEC Contract No. ERBFMRX–CT960090. We thank R. Barbieri, G. Giudice and G.G. Ross for useful discussions.

## Appendix A Naturalness bound on $`m_0`$

As said naturalness disfavours heavy $`m_0`$ because very strong cancellations (either between different soft terms, or between the tree level $`m_0^2`$ term and the radiative corrections to it) are needed in order to accommodate very large values of $`m_0`$. Setting a naturalness upper bound on $`m_0`$ amounts to estimate how unlikely is the required cancellation in the light of our experimental and theoretical knowledge.

If we assign to the parameter space an arbitrary probability distribution function (pdf) we can compute the probability of any event, for example of the required cancellation. The pdf is however totally arbitrary in absence of experimental data. This same assumption (the choice of an arbitrary pdf, called ‘Bayes prior’ in statistical inference) is the crucial ingredient that allows to convert experimental data into measured ranges of fundamental parameters, like the top mass. Starting from an arbitrary pdf and using simple properties of probability, it is possible to follow how experimental data modify the probability of different values. When experimental information is sufficiently strong, the final pdf does not depend on the arbitrary pdf needed to start with. This is why we can today assume that the pole top mass is distributed according to a $`175\pm 5`$ gaussian.

Since the soft terms are totally unknown we assume some broad pdf for them. Our results have only a mild dependence on the pdf, unless some crazy pdf is chosen. Since $`M_Z`$ (that is one combination of soft terms) has been already measured with a practically infinite precision, it is simpler to take this experimental constraint into account with the procedure used in : we assume a probability distribution for the dimensionless ratios of the soft terms, and compute the overall scale of soft terms from the EWSB condition. Since in this way we never specify how heavy are the sparticles, the connection of this procedure with naturalness is quite transparent.

Sampling all parameters, like $`M_t`$ and $`m_0/m_{1/2}`$, according to their assumed pdf, we estimated  that only in $`p5\%`$ of the cases a cancellation in the EWSB conditions generates sparticle masses above all experimental bounds in mSUGRA. In order to set upper bounds on $`m_0`$ we repeat the analysis in , but without averaging $`p`$ over the distribution of $`m_0/m_{1/2}`$: we here compute $`p`$ as function of $`m_0/m_{1/2}`$ We could also study $`p`$ as function of $`m_0/M_Z`$. However $`m_0M_Z`$ is possible either because $`|a_0|1`$, or due to a cancellation between different soft terms. We study $`p(m_0/m_{1/2})`$ rather than $`p(m_0/M_Z)`$ because we here want to concentrate our attention on the first possibility. Bounds on $`m_0/M_Z`$ have a more direct impact on phenomenology. Bounds on $`m_0/m_{1/2}`$ have a more direct impact on theoretical attempts of predicting $`m_0/m_{1/2}`$. at fixed $`\mathrm{tan}\beta =10`$. We find that $`p\left(m_0/m_{1/2}\right)`$ has a maximum at $`m_03m_{1/2}`$, decreases when $`m_0m_{1/2}`$ (because too small values of $`m_0`$ give light right-handed sleptons) and becomes negligibly small when $`m_0m_{1/2}`$ (more precisely when $`m_0>\mathrm{\hspace{0.17em}3}M_3`$). We again conclude that values of $`m_0`$ significantly above $`1\mathrm{TeV}`$ require very unlikely cancellations in the EWSB condition. A certain minimal amount of cancellation is however required even for $`m_0`$ below $`1\mathrm{TeV}`$ in order to accommodate experimental bounds, as recalled in appendix C.

## Appendix B Heavy $`m_0`$ and the naturalness problem

The $`Z`$ mass is given, as function of the soft terms, by a potential minimization condition that in mSUGRA with vanishing $`A_0`$ and large $`\mathrm{tan}\beta 10`$ can be approximated as

$$M_Z^2=2\left(a_0m_0^2+a_{1/2}m_{1/2}^2+\mu ^2\right).$$
(3)   
One important success of supersymmetry is the prediction that RGE effects typically induce negative $`a_i`$ coefficients, thus establishing a direct link between SUSY-breaking and EW-breaking. This nice feature is however due to $`\lambda _t`$ and $`g_3`$ interactions: SUSY breaking most naturally induce a non vanishing $`Z`$-boson mass comparable to the gluino and top-squark masses, that are typically heavier than the other non coloured sparticles. On the contrary experiments now tell that the $`Z`$ boson is lighter than (almost) all sparticles. This kind of naturalness problem manifests itself in eq. (3) if the bounds on sparticle masses imply that the single contributions to $`M_Z^2`$ are much larger than $`M_Z^2`$ itself. What happens is that the $`m_0^2`$ contribution gives no problems, while the $`m_{1/2}^2`$ term gives an unpleasantly large contribution  to $`M_Z^2`$, that can be canceled by the $`\mu ^2`$ term.

The $`m_0^2`$ contribution does not pose naturalness problems because the experimental bound on $`m_0`$ is weak ($`m_0`$ could even be zero), and because the coefficient $`a_0`$ is typically small, $`a_0<1/3`$. The particular structure of the SUSY RGE protects the $`m_0^2`$ contribution from QCD corrections, that instead affect the $`m_{1/2}^2`$ contribution. This well known fact can be easily understood with the techniques of .

The $`m_{1/2}^2`$ term is problematic because it has a large coefficient $`a_{1/2}\left(3÷5\right)/2`$ and because LEP and Tevatron experiments provide significant lower bounds on $`m_{1/2}`$. The $`m_{1/2}^2`$ contribution to $`M_Z^2`$ is approximately given by

$$\frac{M_Z^2}{\left(91\mathrm{GeV}\right)^2}=\left(5÷11\right)\left(\frac{M_3}{290\mathrm{GeV}}\right)^2+\mathrm{}$$

where $`M_32.5m_{1/2}`$ is renormalized at $`Q=500\mathrm{GeV}`$ and lower values in the given range can be obtained for higher $`\mathrm{tan}\beta `$ and lower $`\lambda _t\left(M_{\mathrm{GUT}}\right)`$. The LEP limit on the chargino masses gives rise, due to our assumption of gaugino mass unification, to a strong but indirect bound on the gluino mass, $`M_3>\mathrm{\hspace{0.17em}290}\mathrm{GeV}`$. Abandoning gaugino mass unification only the Tevatron direct bound on the gluino mass applies ($`M_3>\left(180÷280\right)\mathrm{GeV}`$, depending on the squark spectrum) so that the situation can be partially improved . The value of $`m_0`$ has only a small indirect impact on the naturalness problem: since $`\mathrm{tan}\beta `$ is determined by minimizing the potential, a moderately large $`m_0`$ allows to naturally obtain the moderately large values of $`\mathrm{tan}\beta 10`$ for which the $`m_{1/2}^2`$ problem is minimized .