Methods of Stochastic Field Theory in Non-Equilibrium Systems

— Spontaneous Symmetry Breaking of Ergodicity

arXiv:2404.01333v1 [physics.soc-ph] 30 Mar 2024

Tatsuru Kikuchi

Faculty of Economics, The University of Tokyo,

7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033 Japan

(April 3, 2024)

Abstract

Recently, a couple of investigations related to symmetry breaking phenomena,

’spontaneous stochasticity’ and ’ergodicity breaking’ have led to significant impacts
in a variety of fields related to the stochastic processes such as economics and finance.
We investigate on the origins and effects of those original symmetries in the action from
the mathematical and the effective field theory points of view. It is naturally expected
that whenever the system respects any symmetry, it would be spontaneously broken
once the system falls into a vacuum state which minimizes an effective action of the
dynamical system.

1
1 Introduction
Recently, a couple of investigations related to symmetry breaking phenomena, ’spontaneous
stochasticity’ (in the original terminology) and ’ergodicity breaking’, have led to signifi-
cant impacts in a variety of fields related to the stochastic processes and the others. The
former one has been investigated by A. Mailybaev (2016), and the latter one has inves-
tigated by O. Peters and W. Klein (2013) in the context of geometric Brownian motions.
There are several studies on the ergodicity breaking in a variety of fields. for instance,
A. Touplikiotis (2023) has studied criticality of the employment and personal-income dy-
namics, D. Meder, F. Rabe, T. Morville, K.H. Madsen, M.T. Koudahl, R.J. Dolan et al. (2021)
investigated the time optimal choice of utility functions under the assumption that ergodic
theories of decision-making reveal how individuals should tolerate risk in different environ-
ments, M. Mangalam., A. Sadri, J. Hayano et al. (2023) has studied biomarker discovery
for heart disease, M. Saccone, F. Caravelli, K. Hofhuis et al. (2023) has studied ergodicity
transitions in condensed matter physics, and the others. O. Peters (2019) emphasizes the
importance of problem settings where the ergodicity breaking may or may not cause some
practical influences, especially in the study of economics.
At first, let us run over the important points of discussions that in dispute and need
to be settled. The notion of ergodicity has been arisen in classical statistical mechanics in
Physics, and it is only one of the macroscopic properties in equilibrium systems with finite
size of volume. In fact, all the observables have several constraints, for instance, we are
restricted in a finite time system, hence the notion of ergodicity should be regarded as an
approximate nature that has been appeared in macroscopic systems. Moreover, when we
seek to understand the microscopic phenomena, in which the size of the system in concern
becomes much smaller and interaction for each of the particles becomes relevant. In such
a situation, the notion of ergodicity cannot be applied. It is a subject of measure theory
to understand the nature of G-invariant measures when we consider a group action to the

2
dynamical systems.
We investigate on a various phenomena using the methods of stochastic field theory
(or the effective field theory in quantum field theory applied to the stochastic dynamics)
with the use of path integral formulation. In general, we consider the case when there is
a gauge symmetry G which is spontaneously broken down to H, then it appears a number
of massless Nambu-Goldstone (NG) modes. The order parameter is given by g = g · H ∈
G/H. Furthermore, the quantum field theory has succeeded for more than a century in
understanding a wide range of phenomena for a physics at a short distance (high-energy) to
the one at a long distance (low-energy). It has been applied to a wide range of phenomena,
for instance, critical dynamics, turbulence, and stochastic dynamics. The interplay between
the physics at short distance and the one at large distance has also been well established via
the Renormalization Group. It is also true for the statistical mechanics in which the system
is weekly correlated, composed of a large enough degrees of freedom (typically, N = 1023 ).
In probability, weekly correlated system can be regarded as a collection of random variables,
and statistical properties may be originated from the central limit theorem.
However, some complications arise when the system becomes strongly correlated, for in-
stance, it happens in the vicinity of second-order phase transition near the critical points.
In such a case, the system becomes strongly correlated at larger and larger distances, where
the mean field theory fails to explain the critical phenomena. The Renormalization Group
gives an appropriate way to understand the strongly correlated systems. Since the theoret-
ical breakthrough, the method of the Wilsonian Renormalization Group makes a primary
concepts in the effective field theory. In the method of the Wilsonian Renormalization
Group, coarse graining variables by integrating out the high-energy (short distance) degrees
of freedom is used to construct the theory at low-energy (log distance) in strongly correlated
systems. For the illustrative purpose, let us show the way to construct a low-energy effective

3
action Seff by integrating out the high energy degrees of freedom
Z
exp (−Seff [φ]|µ<Λ ) = [Dφ]|µ>Λ exp (−S[φ]|µ>Λ ) . (1)

The scale invariance and self-similarity is a class of universality, which appear in critical phe-
nomena near the fixed points. Even though it one of the practically useful tools, the methods
of Renormalization Group combined together with the stochastic field theory bring us a way
to understand and explain several complex phenomena in critical systems in clear and unified
manner. In fact, by the use of those methodologies, it has been found a variety of universal
classes in the non-equilibrium systems, for instance, Kardar-Parisi-Zhang (KPZ) univer-
sality, directed percolation (DP) universality, parity conserving generalized voter (PCGV)
universality, and pair contact process with diffusion (PCPD) universality, etc.
In the context of ergodicity breaking, It is worth investing subject in which BRST sym-
metry plays a role in the stochastic processes and critical dynamics, and it is interesting
to consider the RG flows towards the broken phase of non-equilibrium systems, where the
basic properties in the macroscopic systems, dilation invariance or the ergodicity, would be
broken.
In general, the correlation function at the critical point behaves as follows

1
hφ(x1 )φ(x2 )i = , (2)
|x1 − x2 |d−2+η

where d stands for the dimension of the system, and η is the so-called, critical exponent.
There exists another interesting example in the case when d = 2, then the large distance
behavior of the correlation function at the critical point behaves like logarithmic divergent.
The details are explained in the appendix.

1
hφ(x1 )φ(x2 )i = log(|x1 − x2 |) . (3)
2π

Therefore, the fluctuations become larger and larger, in other words, the correlations become
stronger and stronger when the distance becomes larger and larger. That is, it becomes

4
completely disordered and the mechanism behind this phenomena can be understood as
a result of spontaneous breaking of global conformal symmetry SO(3, 1) ≃ SL(2, C), and
which causes the appearance of massless Nambu-Goldstone (NG) mode, corresponds to the
disordered phase for the fluctuating field φ. In general, the conformal symmetry in d-
dimensions is written by SO(d + 1, 1), which is a combination of both dilatation (or, scale
invariance) and rotation invariance.
As the dilatation or scale invariance is related to the fundamental property of ergodicity
which is discussed in the later suction, it is a relevant property which occurs in several
places, for instance, scale invariance and universality appear near the phase transitions or
the critical points. The property of scale invariance for the function f : Rd → C with the
dilation x → λx (x ∈ Rd ) is written by

f (λx) = λ∆ f (x) , (4)

for any dilations λ ∈ R and some choice of exponent Λ. Those class of functions f is also
said to be the homogeneous function with degree ∆. In the case of stochastic processes,
depending on the choice of scaling dimention Λ, probability distribution has a property

P(λk) = λ∆ P(k) , (5)

where k represents the frequency or the momentum, and it is said that ∆ = 0 for white
noise, ∆ = −1 for pink noise, and ∆ = 0 for Brownian noise.
It is well known fact that the gauge theory consists of the most fundamental element in
quantum field theory. Even though the perturbative expansion in quantum field theory is
so powerful in practice, it is necessary to treat the gauge theory beyond the perturbative
expansion. At the root of the problem is so called, Gribov problem, or more generally the
Gribov-Singer ambiguity. The main problem begins with the realizations that the local
conditions do not have unique solutions beyond perturbation theory. There exist additional
solutions, which are called as Gribov copies. However, it always exists the Gribov-Singer

5
ambiguities as the equivalent classes of physical configurations are related by the gauge
transformations. In other words, suppose if the system possesses some underlying there
gauge symmetry, there exist some gauge redundancies, in which the distinct configurations
in the theory are equivalent classes of field configurations. It is useful to consider the whole
space of field configurations, curve which consist of gauge orbit do not intersect each other,
and the hyper-surface spanned by the local gauge fixing constraint at the level of perturbation
theory cut every curve orthogonally. Then, the Gribov copies arise because the curves cut
the hyper-surface multiple times. Besides the first Gribov region, where the Faddeev-Popov
determinant is positive semi-definite, the remainder of the curves of gauge orbit form a
set of more Gribov region whose boundary could have zero or negative eigenvalues in the
Faddeev-Popov determinant.
In the stochastic field theory in the path integral formulation, the Gribov problem be-
comes more apparent. It is because the path integrals are defined in the entire field configu-
rations, however, the path integrals need to be made over the physical configurations. In the
stochastic approach, instead of considering the conditions for selecting a Gribov copy, ran-
dom choice of a Gribov copy is taken for each residual gauge orbit. Assuming this approach
can be done in such a way that the random selection of Gribov copy is made to be ergodic,
unbiased, and well-defined, this is almost equivalent to the average over the residual gauge
orbit. It still remains a Gribov problem in the path integrations.
The correct prescription to the Gribov problem has been founded by T. Kugo and I. Ojima
(1978) and T. Kugo and I. Ojima (1979), where the correct prescriptions for extracting the
equivalent classes along the refinement of the BRST formalism has been formulated. In
their formulation which remove the Gribov-Singer ambiguities or gauge redundancies, the
physical state is defined as an element of cohomology of a BRST operator QB . That is,
|Physi ∈ Ker(QB )/Im(QB ). One more comment is in order. Along the lines of Kugo-Ojima
formalism, I. Ojima (2003) has made investigations in a wide range of phenomena. They
emphasized that emergence of physical but gauge dependent classical modes can be inter-

6
preted as the result of spontaneously symmetry breaking of BRST symmetry in each gauge
sector. We give more detailed investigations on the relation with ergodicity later section in
this study.

2 Aspects of Algebra and Measure Theory

2.1 C ∗-Algebra, KMS States, and Tomita-Takesaki theorem

In this section, we summarize basic notions and properties of C ∗ -algebra, KMS States, and
Tomita-Takesaki modular theory.

Definition 2.1 (C ∗ -algebra on Hilbert space H). A C ∗ -algebra A is the algebra of bounded
linear operators defined on a separable infinite-dimensional Hilbert space H, whose operator
norm for A ∈ A is given by kAk = sup {kA(x)k | x ∈ H}. The C ∗ -algebra A is said to be
unital if it includes an identity operator 1A ∈ A.

Definition 2.2 (Representation of C ∗ -algebra). A representation π of a C ∗ -algebra on a

Hilbert space H is a ⋆-homomorphism π : A → B(H). Two representations π1 : A → B(H∞ )
and π2 : A → B(H∈ ) is said to be equivalent if there is a unitary operator U : H1 → H2 such
that Uπ1 (A)U −1 = π2 (A) for all A ∈ A. If a representation π is an isomorphism onto its
image, the representation is said to be faithful, and a representation π is said to be cyclic if
there exists ξ ∈ H such that {π(A)ξ | ∀A ∈ A} is dense.

Definition 2.3 (State on C ∗ -algebra). A state ϕ on a C ∗ -algebra A is a positive definite

functional ϕ : A → C such that

kϕk = sup{ϕ(A) | A ∈ A} = 1 , (6)

and ϕ(A⋆ A) ≥ 0 for all A ∈ A. If ϕ(A⋆ A) > 0 for all A ∈ A, the state is said to be faithful.
Let S(A) be a set of states on a C ∗ -algebra A, a state varphi ∈ S(A) is said to be pure state

7
if, for λ ∈ [0, 1] and ϕ1 , ϕ2 ∈ S(A), we have

ϕ = λ ϕ1 + (1 − λ) ϕ2 =⇒ ϕ = ϕ1 = ϕ2 . (7)

Theorem 2.1 (GNS construction). Let A be a C ∗ -algebra on a Hilbert space H and ϕ be a

state on it, then there is a cyclic representation π : A → B(H) with a basis ξ ∈ H such that

ϕ(A) = hξ | π(A)ξi (8)

for all A ∈ A. If π ′ : A → B(H′ ) is another cyclic representation with the basis ξ ′ ∈ H′ such
that ϕ(A) = hξ ′ | π ′ (A)ξ ′ i, then π and π ′ is equivalent.

Definition 2.4 (Gelfand-Naimark representation). Let A be a C ∗ -algebra on a Hilbert space

H and Φ be a set of pure states of A. For each ϕ ∈ Φ, let πϕ be the GNS representa-
tion of A on the Hilbert space Hϕ , the Gelfand-Naimark representation is defined to be the
representation
M M
πϕ : A → Hϕ (9)
ϕ∈Φ ϕ∈Φ

Theorem 2.2 (Gelfand-Naimark theorem). Let A be a C ∗ -algebra on a Hilbert space H,

then the Gelfand-Naimark representation is a faithful and cyclic representation of A. If
A is commutative C ∗ -algebra, then A is isometrically isomorphic to C(X), the continuous
functions on a locally compact Hausdorff space X, i .e., A ≃ C(X). Hence, a state ϕ on A
provides a unique probability measure, Baire measure, on X with
Z
ϕ(f ) = f dµ and µ(X) = ϕ(1) = 1 . (10)
X

Definition 2.5 (Strong and weak operator topologies). Let B(H) be a set of bounded linear
operators on a Hilbert space H and {Tn } ⊂ B(H) be a sequence. If kT (x) → Tn (x)k → 0
for all x ∈ H, then Tn → T is said to be in the strong operator topology. If kϕ(T (x)) →
ϕ(Tn (x))k → 0 for all x ∈ H and for all ϕ ∈ H⋆ , then Tn → T is said to be in the weak
operator topology.

8
Definition 2.6 (von Neumann algebra (W ⋆ -algebra)). A von Neumann algebra (or W ⋆ -
algebra) M on a Hilbert space H is a ⋆-subalgebra of B(H) containing the identity operator,
which is closed in the weak operator topology.

Definition 2.7 (Center of von Neumann algebra). Let M be a von Neumann algebra. The
commutant of a subset S ⊆ M is defined by

S ′ = {M ∈ M | [M, S] = 0 ∀S ∈ S} . (11)

Furthermore, we define the double commutant S ′′ of S ⊆ M to be the commutant of the

commutant, i.e., S ′′ = (S ′ )′ . The center of a subset S ⊆ M is defined to be the set Z(S) of
elements in S which commute with all elements from S. That is,

Z(S) = {S ∈ S | [S, S ′ ] = 0 ∀S ′ ∈ S} . (12)

The centre of a subset S ⊆ M can be rewritten as Z(S) = S ∩ S ′ .

Theorem 2.3 (von Neumann’s double commutant theorem). Let M be a subset of bounded
linear operators on a Hilbert space H which contains the identity. Then the following condi-
tions are equivalent.

• M is equal to the double commutant M′′ ∈ B(H), i.e., M = M′′

• M is a von Neumann algebra on H with 1B(H) = 1M

If either of these conditions hold, then M is closed in the strong operator topology.

Definition 2.8 (Normal state on von Neumann algebra). Let M be a von Neumann algebra
and ϕ be a positive linear functional on M. ϕ is said to be normal if

ϕ(sup Aα ) = sup ϕ(Aα ) (13)

α α

for all increasing nets {Aα } in M+ (M+ is a set of positive elements in M) with an upper
bound.

9
Definition 2.9. Let X be a topological space, X is said to be separable of it contains a
countable dense subset. If X is a Hilbert space H, H is said to be separable if and only if it
has a countable orthonormal basis. Let H, H be a separable Hilbert space, a bounded linear
operator A ∈ B(H) is said to be trace-class if the following sum of positive elements becomes
finite.
n
X
Tr(kAk) = ej | (A⋆A)1/2 ej . (14)
j=1

Lemma 2.1. Let ϕ be a state on a C ∗ -algebra A = B(H) on a Hilbert space H. Then ϕ

is normal if and only if there exists a density matrix ρ, i .e., a positive trace-class operator
ρ ∈ C1 (H) with Tr(ρ) = 1, such that

ϕ(A) = TrH (ρA) , ∀A ∈ B(H) . (15)

In the case when we consider a finite dimensional Hilbert space HΛ , where Λ is defined to be
Λ = Rd , the Gibbs state is normal

ϕΛ (A) = TrHΛ (ρΛ A) , ∀A ∈ B(HΛ ) , (16)

where the trace-class density operator is given by

e−βHΛ
ρΛ = , ∀A ∈ B(HΛ ) . (17)
TrHΛ (e−βHΛ )

Theorem 2.4 (Maximal entropy theorem). Let Mn (C) be a set of n × n-matrices acting
on H. For a given state ϕ ∈ S(Mn (C)) with the density operator ρ, von Neumann entropy
is given by S(ϕ) = − Tr[ρ log ρ]. Let ϕβ be a Gibbs state with the density operator ρβ , the
relative entropy is defined to be S(ϕ | ϕβ ) = − Tr[ρ log ρ − ρ log ρΛ ]. Then it satisfies the
following inequality
S(ϕ | ϕβ ) ≤ S(ϕ) , (18)

and S(ϕ | ϕβ ) = 0 if and only if ϕ = ϕβ .

10
Definition 2.10 (Modular operator). Let M be a von Neumann algebra on a Hilbert space
H, Ω ∈ H be a cyclic and separating vector of H with norm one. Here, the cyclic means
that MΩ is dense in H, and the separating means that it satisfies the following property

AΩ = 0 =⇒ A = 0 (19)

for all A ∈ M. We can write a state vector ϕ on M as ϕ(A) = hΩ | π(A)Ωi, based on the
GNS construction. It is useful to define unbounded operators S0 and F0 on H such that

S0 (mΩ) = m⋆ Ω for all m ∈ M

F0 (mΩ) = m⋆ Ω for all m ∈ M′

where M′ is the commutant of M. We denote the closure of those operators as S = S¯0 and
F = F¯0 . Then they can be decomposed into polar decomposition,
1 1
S = J∆ 2 = ∆− 2 J
1 1
F = J∆− 2 = ∆ 2 J

where J = J −1 = J ⋆ is an anti-linear isometry of H, called the modular conjugation, and

∆ = F S is a positive, self-adjoint operator, called the modular operator.

Theorem 2.5 (Tomita-Takesaki theorem). Let M be a von Neumann algebra on a Hilbert

space H with a cyclic and separating vector Ω ∈ H, ∆ be the modular operator, and J be the
modular conjugation. It follows that

∆it M∆−it = M

JMJ = M′

for all t ∈ R.

So far, the system described by neither the C ∗ -algebra nor the von Neumann algebra
does not include the notion of time evolution.

11
Definition 2.11 (C ∗ (W ∗ )-dynamical system). Let A be a unital C ∗ -algebra and G be a
locally compact group. Suppose that τ : G → Aut(A) is a strongly continuous homomorphism,
then the tuple (A, G, τ ) is said to be a C ∗ -dynamical system. Similarly, let M be a von
Neumann algebra and G be a locally compact group. The tuple (M, G, τ ) is said to be a
W ∗ -dynamical system, if τ : G → Aut(M) is a weakly continuous homomorphism.

Theorem 2.6 (Stone’s theorem). Let Ut (t ∈ R) be a strongly continuous one-parameter

unitary group on a Hilbert space H, then there exists a unique self-adjoint operator A : DA ⊆
H → H such that
Ut = eitA (∀t ∈ R) (20)

where the domain of A is given by

 
Uǫ (φ) − φ
DA = φ ∈ H | −i lim exists . (21)
ǫ→0 ǫ
Conversely, if A : DA → H is a self-adjoint operator on DA ⊆ H, then

Ut = eitA (∀t ∈ R) (22)

is a strongly continuous one-parameter unitary group.

Since the Hamiltonian H is self-adjoint operator, the Stone’s theorem supports that time
evolution generated by H is strongly continuous. The algebraic descriptions of a physical
system are summarized as follows. A physical system is determined by a C ∗ -algebra of
observables A, the states of the physical system corresponds to the expectation value of that
observable A ∈ A in the given state ϕ, i .e., and the dynamics of a physical system is described
by a C ∗ -dynamical system, in which a strongly continuous homomorphism τt = τ (t) at every
time t ∈ R determines the time evolution of each observables.

Theorem 2.7 (Modular group). Let M be a von Neumann algebra and ϕ be a faithful,
normal state on M. The Tomita-Takesaki theorem induces a one parameter group automor-
phism α : G → Aut(M) such that

αt (M) = πϕ−1 ∆it πϕ (M)∆−it ,

(23)

12
for all t ∈ G and M ∈ M. Then the tuple (M, G, α) forms a W ∗ -dynamical system. It is
called as the modular group automorphism.

Theorem 2.8 (Takesaki theorem). Let (A, R, τ ) be a C ∗ -dynamical system, and ϕ1 , ϕ2 be

(τ, β1,2 )-KMS states for some β1,2 ∈ R \ {0}. Then each states ϕ1 and ϕ2 are disjoint, i.e.,
ϕ1 (A) ∩ ϕ2 (A) = ∅(∀A ∈ A).

Definition 2.12 ((τ, β)-KMS state). Let (M, R, τ ) be a W ∗ -dynamical system, β ∈ R, ϕ be

a state on W ∗ -algebra M, we define a domain Dβ such that

{z ∈ C | 0 < ℑz < β} for β ≥ 0

Dβ =
{z ∈ C | β < ℑz < 0} for β < 0


and D¯β be the closure of Dβ except for β = 0 where we set Dβ = R. ϕ is said to be a

(τ, β)-KMS state if it satisfies the following KMS conditions. That is, for every A, B ∈ M
there exists a bounded continuous function FA,B : Dβ → C analytic on Dβ and such that for
every t ∈ R it is true that

FA,B (t) = ϕ(Aτt (B)) ,

FA,B (t + iβ) = ϕ(τt (B)A) .

In the case when β = −1, (τ, −1)-KMS state is called a τ -KMS state.

Theorem 2.9. Let (A, R, τ ) be a C ∗ -dynamical system and ϕ be a (τ, β)-KMS state for
some β ∈ R \ {0}. Then for all A ∈ A and t ∈ R, we have

π(τt (A)) = ϕ(A) . (24)

Theorem 2.10. Let (A(H), C, τ ) be a C ∗ -dynamical system on a Hilbert space H, and ϕ be

a β-Gibbs state which is defined by
Tr(Ae−βH )
ϕ(A) = (25)
Tr(e−βH )

13
for all A ∈ A, whose time evolution is given by

τt (A) = eitH Ae−itH . (26)

Then the state ϕ on B(H) is a β-Gibbs state if and only if it is a (τ, β)-KMS state.

Corollary 2.1. Let ϕ be a (τ, β)-KMS state on a C ∗ -algebra. If ϕ is a faithful state and
A is commutative, then the one parameter group automorphism τ is trivial. Therefore, the
(τ, β)-KMS states can be regarded as the definition of the states in the equilibrium system.

Theorem 2.11 (Modular group and KMS state). Let M be a von Neumann algebra and
ϕ be a faithful, normal state on M. Then the tuple (M, G, α) is the unique W ∗ -dynamical
system with respect to which ϕ is an α-KMS state where α is the modular group.

Corollary 2.2. Let M be a von Neumann algebra and ϕ be a faithful, normal state on M.
Then the tuple (M, G, τ ) with τt (M) = α−t/β (M) and α the modular group of (M, G, ϕ) is
the unique W ∗ -dynamical system such that ϕ is a (τ, β)-KMS state.

Definition 2.13. Let (M, G, τ ) be a W ∗ -dynamical system, ϕ be a faithful, normal state,

and Ω be a cyclic vector for πϕ (M) in the Hilbert space H. Then, with the use of the GNS
representation, a one parameter group automorphism τ is said to be an inner automorphism
if there is a unitary operator Uϕ (t) such that

πϕ (τt (M)) = Uϕ⋆ (t)πϕ (M)Uϕ (t) with Uϕ (t)Ωϕ = Ωϕ (27)

for all M ∈ M and t ∈ G.

Theorem 2.12 (Connes cocycle Radon-Nikodym theorem). Let M be a von Neumann alge-
bra and ϕ1 and ϕ2 be two faithful, normal states on M. Then the modular group associated
to ϕ1 and ϕ2 are related by an inner automorphism, i.e., τ1 and τ2 are in the equivalent
classes of automorphism denoted by Out(M) = Aut(M)/Inn(M).

14
 Therefore, we can say that the time evolution of a physical system is determined by the
modular automorphism group, associated to a state of a system, referred to as the thermal
time β = 1/T .

Definition 2.14 (Ergodic state on von Neumann algebra). Let (M, G, τ ) be a W ∗ -dynamical
G
system, in which a Lie-group G acting on M. We write EM as a set of states, which is
invariant under the action of G on M, i .e., then the following equality holds with the use of
the GNS construction,

πϕ (τg (M)) = Uϕ⋆ (g)πϕ (M)Uϕ (g) with Uϕ (g)Ωϕ = Ωϕ (28)

G
for all M ∈ M and g ∈ G. An ergodic state (or extremal point) is a state ϕ ∈ EM , which
G
cannot be written as a proper convex combination of two distinct states ϕ1 , ϕ2 ∈ EM . That
is,
ϕ 6= λ ϕ1 + (1 − λ) ϕ2 unless ϕ = ϕ1 = ϕ2 (29)

for λ ∈ (0, 1).

Theorem 2.13. Let (M, G, τ ) be a W ∗ -dynamical system with an identity, and Sβ (M) be
the set of all (τ, β)-KMS states for β > 0. Then the following statements hold.

• The normal extension of ϕ to πϕ (M)′′ is a (τ, β)-KMS state.

• ϕ ∈ Sβ (M) is an ergodic state if and only if ϕ is a factor state.

• The centre of M, Z(M) = C1 consists of time invariant elements.

• If the GNS Hilbert space is separable, there exists a unique probability measure µ on
Sβ (M), which is concentrated on the ergodic states such that
Z
ϕ(M) = dµ(ϕ′)ϕ′ (M) , for all M ∈ M . (30)
G
EM

15
Therefore, the central decomposition of a (τ, β)-KMS state is identical to the extremal or the
ergodic states decomposition.

Definition 2.15 (Spontaneous Symmetry Breaking). Let (M, G, τ ) be a W ∗ -dynamical sys-

tem, in which a Lie-group G is acting on M, and a state ϕ undergoes a Spontaneous Sym-
metry Breaking (SSB) of the group G if the following conditions hold, that is, i) the state ϕ
is G-invariant, that is,

• ϕ(τg (M)) = ϕ(M) , ∀g ∈ G, ∀M ∈ M

• πϕ (τg (M)) = Uϕ⋆ (g)πϕ (M)Uϕ (g) with Uϕ (g)Ωϕ = Ωϕ

• Uϕ (g)πϕ (M)Ωϕ = πϕ (τg (M))Ωϕ

and ii) the state ϕ has a non-trivial decomposition into ergodic states ϕ′ , i.e., at least, two
distinct states exist in the central decomposition of a (τ, β)-KMS state with ϕ′ (τg (M)) 6=
ϕ′ (M) for some g ∈ G and for some M ∈ M.

Corollary 2.3. One of the simplest examples is the Gibbs state, which is invariant under the
rotation G = SO(d) (d is spacial dimension). The ergodic state of this kind undergoes the
spontaneous symmetry breaking from G = SO(d) to the isometry subgroup H = SO(d − 1),
whose degenerate vacuum corresponds to the harmonic space G/H ≃ S d−1 .

2.2 Measure Equivalence, Cocycle, and Cohomology

In this section, we discuss some aspects of group actions on the measure space, and its
equivalent classes under the group actions.

Definition 2.16 (Topological group). A topological group G is a topological space which has
a group structure such that the group operation (g, h) ∈ (G, G) 7→ g · h−1 ∈ G is continuous.

16
Definition 2.17 (Group action). A group G-action on a measurable space (X, B, µ), which
is defined as a map α : G × X → X, is said to be measure-preserving if for all g ∈ G, the
map x 7→ g · x (x ∈ X, g ∈ G) is a measure-preserving isomorphism of X, i.e., µ(g · A) =
µ(A) , ∀A ∈ B. We denote such a group action as G y (X, µ).

Definition 2.18 (Haar measure). A Haar measure on a locally compact group G is a Radom
measure µ on G which is invariant under left-translation, that is, for all g ∈ G and for all
Borel set A ⊆ G, µ(gA) = µ(A). Here, the Radon measure µ is a Borel measure which is
finite on compact and regular in the sense that for all Borel set A,

µ(A) = sup {µ(K) | K ⊆ A : compact } = inf {µ(U) | U ⊇ A : open set } . (31)

Definition 2.19 (Measure equivalence). Two infinite discrete countable groups G and Λ
are said to be measure equivalent if there exists an infinite measure space (X, µ) with the
measure-preserving actions G y (X, µ) and Λ y (X, µ) such that they admit finite measure
fundamental domains A, B ⊂ X:
G G
X= gA = λB . (32)
g∈G λ∈Λ

The measure space (X, µ) is said to be a (G, Λ) coupling.

Definition 2.20 (Quasi-invariant measure). Let (X, B, µ) be a measurable space, a measur-

able function T : X → X is said to be a measure-preserving transformation if it preserves
the measure for all A ∈ B.

µ(T −1 (A)) = µ(A) , ∀A ∈ B , (33)

that is, it is written by a push-forward T as T⋆ (µ) = µ. Such a measure is called a quasi-

invariant measure. Moreover, µ is said to be an ergodic measure if there are no T -invariant
subsets up to measure 0. In this case, the Borel equivalence relation R is called the type-II
equivalence relation.

17
Definition 2.21 (Ergodic action). A measure-preserving group action G y (X, µ) is said to
be ergodic if any G-invariant subset A ⊂ X is null or co-null, i.e., µ(A) = 0 or µ(A\E) = 0.
The action G y (X, µ) is said to be essentially free if for any x ∈ X the stabilizer subgroup
Gx = {g ∈ G | g · x = x} is trivial.

Definition 2.22 (Countable equivalence relation). Let (X, µ) be a standard Borel space and
R ⊂ X × X be a Borel subset which defines a countable Borel equivalence relation, where
the equivalent classes are defined by R[x] = {y ∈ X | (x, y) ∈ R}.

Definition 2.23 (Orbit equivalence relation). Two group actions Gi y (Xi , µi ) (i = 1, 2) are
said to be an orbit equivalence relation if there is a measured space isomorphism f : X1 → X2
that sends orbits to orbits, that is,

f (g1 · x) = g2 · f (x) , ∀x ∈ X1 . (34)

The orbit equivalence relation can be expressed by a countable Borel equivalence relation if
G y (X, µ) is a
RGyX = {(x, g · x) | x ∈ X, g ∈ G} . (35)

Theorem 2.14 (Feldman-Moore). Any countable equivalence relation R on (X, µ) is the

orbit equivalence relation RGyX of a countable group G.

Definition 2.24 (Full group). Let (X, µ) be a standard Borel space. For a given countable
equivalence relation R, the full group [R] is defined by

[R] = {T ∈ Aut(X, B) | ∀x ∈ X , (x, T (x)) ∈ R} . (36)

Furthermore, let A, B ⊂ X be two Borel subsets, a Borel isomorphism T : A → B, where

A = dom(T ) and B = im(T ), is called a partial isomorphism. the pseudo-Full group [[R]] is
defined by
[[R]] = {T ∈ Hom(A, B) | ∀x ∈ A ⊂ X , (x, T (x)) ∈ R} . (37)

18
Theorem 2.15 (Dye’s reconstruction theorem). Two ergodic countable equivalence relations
R1 and R2 on (X, µ) are orbit equivalence if and only if their full groups are algebraically
isomorphic.

Definition 2.25 (Restriction of equivalence relation). Let R be a countable equivalence re-

lation on (X, µ). For a given Borel subset A ⊂ X, restriction (or induction) of a equivalence
relation R on A denoted by RA is defined by

RA = R ∩ (A × A) . (38)

The restricted measure µ|A is defined by µ|A (E) = µ(A ∩ E). If µ is a probability measure,
we denote by µA , the normalized restriction µA = µ(A)−1 · µ|A .
For given subsets of equivalent classes Rn of R, which is a Borel equivalence relation,
Rn is said to be an increasing approximation if it holds R = ∪n Rn . Moreover, a countable
equivalence relation R is said to be hyperfinite if it admits an increasing approximation by
finite subrelations.

Definition 2.26 (Amendability). Let R be a countable equivalence relation on (X, µ) with

µ be an R-quasi-invariant measure. Suppose E be a separable Banach space, C a measurable
map C : R → Hom(E, E) is called 1-cocycle if it satisfies the following property:

C(x, y) C(y, z) = C(x, z) . (39)

The equivalence relation R is called amendable if it contains a measurable assignment X ∋

x 7→ p(x) ∈ Qx ⊂ E ⋆ , so that
C(x, y)⋆ p(x) = p(y) . (40)

Theorem 2.16 (Dye). All the ergodic hyperfinite equivalence relations are mutually orbit
equivalent.

Theorem 2.17 (Conne-Feldman-Weiss). All the amendable relations are hyperfinite. In

fact, it can be generated by an action of Z. We denote the amendable relation by Ramen .

19
Definition 2.27 (Strongly Ergodic). Let R be an ergodic equivalence relation on (X, µ). R
is called strongly ergodic if every almost invariant sequence of Borel subset An ⊂ X (n ∈ N)
is trivial, i.e., limn→∞ µ(An )µ(An \E) = 0.

Definition 2.28 (Fundamental group). Let R be an equivalence relation on (X, µ). The
fundamental group calF (R) of the equivalence relation R is a subgroup of R⋆+ defined by

F (R) = t ∈ R⋆+ | R ∼
= Rt

. (41)

Equivalently, the fundamental group calF (R) consists of all ratios µ(A)/µ(B) where A, B ⊂
X are positive measure subsets of X with RA ∼
= RB . Since the restriction of the amendable
relation to any positive measure subset A ⊂ X is amendable, it follows that

F (Ramen ) = R⋆+ . (42)

Definition 2.29 (Unitary representation of group). Let G be a topological group. A strongly

continuous unitary representation of group G on the Hilbert space H is a group homomor-
phism from G to the unitary group of H, i.e., π : G → U(H) such that for all vector ξ ∈ H,
the map g ∈ G 7→ π(g)ξ ∈ H is continuous.

Definition 2.30 (Koopman representation). Let us consider a measure-preserving group

action G y (X, µ), a unitary representation of G on L2 (X, µ) is said to be a Koopman
representation (or regular representation) of G if it holds the following property.

πg (f ) : x ∈ X 7→ f (g −1x) ∈ L2 (X, µ) , ∀g ∈ G , ∀f ∈ L2 (X, µ) . (43)

Corollary 2.4. Let us consider a measure-preserving group action G y (X, µ), then the
action is ergodic if and only if the only invariant functions f ∈ L2 (X, µ) under the Koopman
representation are the constant functions.

Lemma 2.2. The amendable group action of Z, equivalently, the rotation Ra : x 7→ x + a on

the circle R/Z is ergodic if and only if a ∈ R is irrational. Such a rotational transformation

20
is closely related to the so-called, Fourier transformation F , which relates L2 (R/Z) with
ℓ2 (Z) as follows.
F : f ∈ L2 (R/Z) 7→ (cn (f ))n ∈ ℓ2 (Z) , (44)
R1
where cn (f ) = 0
dtf (t) exp(−2πin t). Then, the rotational transformation can be identified
with the following transformation.

Ta : (cn )n ∈ ℓ2 (Z) 7→ (exp(−2πin a)cn )n ∈ ℓ2 (Z) . (45)

Definition 2.31 (Amendable group). Let π : G → U(H) be a unitary representation of a

topological group G. Given a subset K ⊂ G and ǫ > 0, we say a vector ξ ∈ H is (K, ǫ)-
almost invariant if kξ −π(g)ξk < ǫ for all g ∈ K. A unitary representation π of G, which has
(K, ǫ)-almost invariant vectors for all K ⊂ G and ǫ > 0, is said to weakly contain the trivial
representation 1G , denoted by 1G ≺ π. A trivial representation 1G is strongly contained in
π, denoted by 1G < π, if there exist non-zero π(G) invariant vectors.

• A topological group G is said to be amendable if the trivial representation of G is weakly

contained in the regular representation: π : G → U(L2 (G)), πg (f )(x) = f (g −1 x).

• G is said to have property (T) if for every unitary representation of G, 1G ≺ π implies

1G < π. This is equivalent to the existence of a subset K ⊂ G and ǫ > 0 so that
any unitary representation π of G with (K, ǫ)-almost invariant vectors, has non-trivial
vectors.

Definition 2.32 (Induced representation). Let (X, µ) be a (G, Λ) coupling and π : Λ →

U(H) be a unitary representation of Λ on the Hilbert space H. Denote by H̃ the Hilbert
space consisting of equivalent classes (mod null-sets) of all measurable, Λ-equivalent maps
X → H with ℓ2 -norm over the Λ-fundamental domain.
 Z 
2
H̃ = f : X → H | f (λ · x) = π(λ)f (x) , kf k dµ < ∞ (mod null-sets) . (46)
X/Λ

21
The action of G on such functions defines a unitary representation of G as π̃ : G → U(H̃).
This unitary representation is said to be induced from π : Λ → U(H) via X.

Corollary 2.5. Let π : Λ → U(H) be a unitary representation of Λ on the Hilbert space H,

and π̃ : G → U(H̃) be the corresponding induced representation of G. Then, the following
properties hold.

• If π is the regular unitary representation of Λ on the Hilbert space H = ℓ2 (Λ), then π̃ on

H̃ is identified with the unitary representation of G over the space L2 (X, µ) ∼
= n· ℓ2(G),
where n = dim(L2 (X/Λ)).

• If 1Λ ≺ π then 1G ≺ π̃.

Definition 2.33 (Cohomology group). Let R be a countable equivalence relation on (X, µ).
Denote R(n) by
R(n) = (x0 , . . . , xn ) ∈ X n+1 | (xi , xi+1 ) ∈ R

(47)

equipped with the infinite Lebesgue measure µ̃(n) defined by

Z
(n)
# (x1 , . . . , xn ) ∈ X n | (x0 , . . . , xn ) ∈ R(n) dµ(x0 ) .

µ̃ (A) = (48)
X

Take (R(0) , µ̃(0) ) to be (X, µ), then (R(1) , µ̃(1) ) is nothing but (R, µ̃). Since µ is assumed to
be R-invariant, the above formula is invariant under the permutations of (x0 , . . . , xn ).
Let us assume that A is a compact Abelian group such as A = T. The space C (n) (R, A)
of n-cochains consist of equivalence classes (mod null-sets) of measurable maps R(n) → A,
linked by the operators dn : C (n) (R, A) → C (n+1) (R, A), defined by
n+1
i
Y
dn (f )(x0 , . . . , xn+1 ) = f (x0 , . . . , x̂i , . . . , x0 )(−1) . (49)
i=0
(n)
Note that Z (R) = Ker(dn ) are the n-cocycles, and B (n) (R) = Im(dn−1) are the n-
coboundaries. The cohomology group is defined by H (n) (R) = Z (n) (R)/B (n) (R). In n = 1
the 1-cochains are the measurable maps C (1) : (R, µ) → A such that

C (1) (x, y) C (1) (y, z) = C (1) (x, z) . (50)

22
Corollary 2.6. Let us consider a map ϕ : G → Aut(G), from G to the automorphism group
of G defined by τg = τ (g), where τg is the automorphism of G defined by

τg (h) = g · h · g −1 . (51)

The function τg is said to be a group homomorphism, and its kernel is nothing but the center
of G. and its image is said to be inner automorphism group of G denoted by Inn(G). This
means that
G/Z(G) ≃ Inn(G) . (52)

The cokernel of this map is outer automorphism group of G written by Out(G), and then
this sequence form an exact sequence.

1 → Z(G) → G → Aut(G) → Out(G) → 1 . (53)

Definition 2.34 (Cocycle). Let G y (X, µ) be a measure-preserving group action on (X, µ),
and H ⊂ G be a topological group. A Borel map: C : G × X → H is said to be a cocycle if
for every g1 , g2 ∈ G and x ∈ X it satisfies the following equality

C(g2 · g1 , x) = C(g2 , g1 · x) C(g1 , x) . (54)

We denote the space of all cocycles by Z 1 (G y X, H). A cocycle which does not depend on
the space variables C(g, x) = C(g) naturally introduce homomorphisms: C : G → H.

Definition 2.35 (Cohomology space). Let α : X → H be a Borel map and then two cocycles
C1,2 ∈ Z 1 (G y X, H) are said to be cohomologous (or equivalent), denoted by C1 ∼ C2 , if
there is a Borel map which holds the following equality

C2 = α(g · x)−1 C1 α(x) . (55)

The space of equivalent classes (or quotient space) under the above identifications defines the
cohomology space by
H 1 (G y X, H) = Z 1 (G y X, H)/ ∼ . (56)

23
A cocycle is said to be coboundary if it is cohomologous to the trivial cocycle, and we denote
the set of coboundary by B 1 (G y X, H).

Corollary 2.7. If the measure-preserving group action acts by an abelian group G, then the
cohomology space becomes the cohomology group:

H 1 (G y X, H) = Z 1 (G y X, H)/B 1 (G y X, H) . (57)

Corollary 2.8. If π : (X, µ) → (Y, ν) is an equivalent quotient map between G-actions (i.e.,
π⋆ (µ) = ν and π(g · x) = g · π(x) for g ∈ G), then for any target group H any cocycle
C : G × Y → H lifts to another cocycle C̄ : G × X → H

C̄(g, x) = C(g, π(x)) , ∀x ∈ X . (58)

Moreover, if C α ∼ C ∈ Z 1 (G y Y, H), then the lifts C̄ α(π) ∼ C̄ ∈ Z 1 (G y X, H), hence the

π
map X −
→ Y induces the map

π⋆
H 1 (G y X, H) ←−− H 1 (G y Y, H) . (59)

3 Stochastic Dynamics
In this section, we first give a brief review of the field theoretical, path integral formulation
of the stochastic dynamics. The action of a Langevin dynamics in a static equilibrium
state possesses a time-scale translation symmetry. It leads to the Markov property of the
Gibbs probability measure, which is independent of the field configurations. It is said that
the scale invariance of probability measure is identical on the equivalence classes of the
symmetry. If the ground state has a unique fields configuration for which the probability is
maximized, those system is said to be ergodic. However, it is not the case if we consider
the general situation with dynamics, the effective action strongly depends on the energy
scale of interest and the scale invariance is spontaneously broken. Moreover, all systems are

24
permanently interacting with their surroundings, which cause unavoidable fluctuations of
extensive quantities, thus the systems become non-equilibrium as the time passes.
We give a brief description of statistical field theory in describing the dynamics of non-
equilibrium systems. As usual in statistical field theory, we use the notation x = (τ, →
−
x ) ∈ Rd
with a Euclidean time τ = −i t with →
−
x ∈ Rd−1 and a parameter β = 1/T stands for the
inverse temperature. We use the effective field theory as a tool to describe and understand
the stochastic dynamics in non-equilibrium systems. Specifically, the path integral formalism
is used because it gives a deep understanding in which way to transform the measure under
the symmetries.
In a similar way to describe the stochastic differential equation in the normal spatial
coordinates,
dX = f (X)dt + g(X)dW (t) , (60)

a functional form of stochastic differential equation takes the following form

dφ(x) = F [φ]dτ + K[φ]dW (τ ) , (61)

where φ(x) represents a stochastic random field, F [φ] is a differentiable functional with
respect to φ, and K[φ] is the Gaussian kernel depending on the field φ(x). By identifying
the Brownian motion as dW (τ ) = η(x)dτ with an appropriate prescription. Then, the
functional form of stochastic differential equation in the case of Langevin dynamics takes
the following form
∂φ(x)
= F [φ] + K[φ] η(x) , (62)
∂τ
where η(x) is a Gaussian white noise.
For a given observable O[φ(x)], the expectation value of the observable O over the real-
izations of the Gaussian noise η(x) is given by
Z
hO[φ]iη = [Dη]P[η]O[φη (x)] , (63)

25
where φη (x) is the solution of Langevin equation for a given realization of the Gaussian noise
η(x), and P[η] is the probability distribution of the Gaussian noise η(x).
The probability distribution of the Gaussian noise η(x) is given by the Gibbs measure
1
P[η] = exp [−S[η]] , (64)
Z0
where Z0 is a normalization constant. Here, the action for the Gaussian noise η(x) is given
by
1
Z
S[η] = dd x η̄(x)η(x) . (65)
4
It follows from the above definitions that the correlation function of the Gaussian noise η(x)
is determined to be
hη̄(x)η(x′ )i = 2δ (d) (x − x′ ) . (66)

The expectation value of the observable O[η] can be written as follows

Z Z
hO[φ]iη = [Dη]P[η] [Dφ]δ(G[φ(x)])J [φ]O[φ]
 Z  
∂φ(x)
Z Z
d
= [Dη]P[η] [Dφ][D φ̄] exp − d xφ̄(x) − F [φ] − K[φ] η(x) J [φ]O[φ] ,
∂τ
∂φ(x)
where G[φ(x)] = ∂τ
− F [φ] − K[φ] η(x), and J [φ] is the Jacobian associated with the
change of variables in the path integral.
 
δG[φ]
J [φ] = det
δφ
 
∂F [φ] ∂K[φ]
= det ∂τ − − η(x) .
∂φ ∂φ
Hence, the result of integration over the Gaussian noise η(x) becomes
Z


hO[φ]iη = [D φ̄][Dφ] exp −S[φ̄, φ] J [φ]O[φ] , (67)

where S[φ̄, φ] is the so called, Janssen-De Dominicis response functional that takes the fol-
lowing form.  
∂φ
Z
d 2
S[φ̄, φ] = d xφ̄ − F [φ] − K[φ] φ̄ . (68)
∂τ

26
We still remain the evaluation of the Jacobian functional J [φ], it depends on the choice of
boundary conditions of the field φ(x) in general quantum field theory. However, in general,
it requires careful prescriptions when we make change of field variables in the path integral
formulation since the path integration does not care about the underlying symmetries in the
action. One of the important constraints which need to be imposed in the process of path
integrals is related to the BRST symmetry, in which the physical states are only invariant
under the BRST transformation.
In the case of Langevin dynamics, the constraint we have to impose can be written as
follows  
∂φ
δ(G[φ]) = δ − F [φ] − K[φ] η , (69)
∂τ
which is apparently divergent for the physical configurations. Therefore, it requires some
careful prescriptions whenever the methods of field theoretical path integrations are used.
Those constraints in the path integrals are very common issues in constrained systems
in quantum field theory, the reason is because path integral is defined to be carried out all
over the field configurations. The naive path integration would cause some redundancies
since it contains not only the physical configurations but also unnecessary unphysical field
configurations are included without any careful considerations. The physical configurations
in field space respect the so called, BRST symmetry, by definition. The symmetries are not
so manifest in the process of path integrations. It is not evident even if the unitarity of the
theory, even if it is the most important principle in physics.
There exists a procedure in which the symmetries are manifestly covariant by introducing
the anti-commuting Grassmann variables or the Faddeev-Popov ghosts in the path integrals.
The Faddeev-Popov ghosts do not have any corresponding physical states since it violate the
spin-statistics relation. The Faddeev-Popov ghosts are the complex scalar fields which are
anti-commuting, Grassmann variables

{c̄(x), c(x)} = δ(x − x′ ) . (70)

27
Since the Faddeev-Popov ghosts are introduced as the auxiliary fields, they do not co respond
to any physical states. Hence, their boundary conditions in the path integrals need to be
chosen as follows
c(x) = c̄(x) = 0 (for x → ±∞) . (71)

The so-called, BRST operator Q is defined for any fields φ to transform as

δφ = ǫQφ , (72)

and it satisfies a nilpotent property

Q2 = 0 . (73)

The BRST symmetry is the crucial property in field theories as the physical states in the
field configurations is BRST invariant. Therefore, it can be used to define the relevant field
configurations in the entire field configurations. Especially, it is so important to investigate
on the relationship between the BRST symmetry and the ergodic symmetry, which is related
to one of the crucial subjects in this study.
Remember that what we need to consider is an appropriate prescription in evaluating the
 
Jacobian J [φ] = det δG[φ]
δφ
, which appears in the path integral measure under the trans-
formation of the fields. In general, it is inevitable for the appearance of additional Jacobian
factor in path integrals. Therefore, it is necessary to take some appropriate prescriptions
since the determinant inside the Jacobian becomes divergent without any considerations.
One of the prescriptions in evaluating the Jacobian factor is to introduce the Faddeev-Popov
ghosts.
Suppose if M is a complex valued commutative matrix, the integrals of the Faddeev-
Popov ghosts satisfy the following equality
Z Z 
d
det(M) = [Dc̄][Dc] exp d xc̄(x) det(M)c(x) . (74)

Then, we can write it down the expectation value of the observable O[φ] as follows
Z


hO[φ]iη = [D φ̄][Dφ][Dc̄][Dc] exp −S[φ̄, φ, c̄, c] O[φ] , (75)

28
where the action S = S[φ̄, φ, c̄, c]] is given by
     
∂φ ∂ ∂F [φ]
Z
d 2
S[φ̄, φ, c̄, c]] = d x φ̄ − F [φ] − K[φ] φ̄ + c(x) − c̄(x) . (76)
∂τ ∂τ ∂φ
The partition functional takes the following form in the same way as in the equilibrium
systems
Z  Z 
d


Z[j̄, j] = [D φ̄][Dφ][Dc̄][Dc] exp −S[φ̄, φ, c̄, c] + d x j̄(x)φ̄(x) + j(x)φ(x) . (77)

It is well known fact that stochastic field theory which describes in general non-equilibrium
system possesses an underlying symmetry, supersymmetry. In fact, when the noise kernel
K[φ] is given by some Hamiltonian
δH
K[φ(x)] = , (78)
δφ(x)
then the stochastic dynamics converge to the equilibrium systems.
Fortunately, in studying the stochastic processes in the scheme of the Ito’s prescription,
it has been proved that the Jacobian in the stochastic path integrals is independent of choice
of fields in the path integrals, and hence we can choose to be J [φ] = 1. Now, we consider
the effective action in the Langevin dynamics. The partition functional in the system can
be written by Z  Z 
d T
Z[J] = [DΦ] exp −S[Φ] + d x J (x)Φ(x)] , (79)

where a matrix notation is introduced for simplicity as

   
φ̄(x) j̄(x)
Φ(x) =   , J(x) =   . (80)
φ(x) j(x)

The effective action can be calculated in the same way to the one in the statistical field
theory in equilibrium systems
Z
Γ[ϕ] = dd x J T (x)ϕ(x) − W [J] , (81)

where W [J] = log Z[J] and ϕ(x) = hΦ(x)i is the background field.

29
4 Spontaneous Ergodicity Breaking
Recently, ergodicity breaking has received a number of interests in a variety of fields re-
lated to the stochastic processes and the others. The concept of ergodicity is basically a
measure property under the symmetries. There are several studies on the ergodicity break-
ing in a variety of fields. One of the arguments is that it causes less influences in most
practical circumstances even if the ergodicity breaking is theoretically true. However, it is
worth investigations to investigate on which conditions or underlying symmetries controls
the ergodicity, in general. Furthermore, there could be some implications in studying the
anomalous behaviors caused by the ergodicity breaking.
Here we summarize the original statement of Birkhoff’s ergodicity theorem in probability
theory. It states that in a class of ergodic systems the time average of an observable converges
to the average over the entire phase space in the dynamical system. Let us briefly summarize
the Birkhoff’s ergodicity theorem. It is supposed that (X, Ω, µ) is a probability space and
T : X → X (X ∈ X) is measure preserving transformation. There are some examples of such
a measure preserving transformation, for instance, a flow map in random dynamical systems,
Hamiltonian flow in dynamical systems, and the others. For the later use, it is necessary to
define successive transformations of a single measure preserving transformation. It is defined
to be Ts : X → X (X ∈ X) for s ∈ Z, which obeys the following rules

• T0 (X) = X

• Ts (Tt (X)) = Ts+t (X)

• Tt−1 (X) = T−t (X)

Let f ∈ L1 (X, Ω, µ), then the Birkhoff’s ergodicity theorem (or, pointwise ergodic theorem)
states that
n−1
1X
Z
lim f (Ti (X)) = f dµ , (82)
n→∞ n Ω
i=0

30
where X ∈ X and Ω ∈ Ω.
The Kac’s lemma tells us the expected value of returning time in the ergodic process.
Let us suppose T be an ergodic measure preserving transformation of the probability space
(X, Ω, µ) and let A ⊂ X with µ(A) > 0, then, based on the Poincare Rucurrence theorem,
we can define the retuning time as

τA (X) = inf{n ≥ 1 | Tn (X) ∈ A} , (83)

for X ∈ A. If T is invertible, then the Kac’s lemma says that

Z
τA (X)dµ = 1 . (84)

In particular,
1
E [ τA | A ] = . (85)
µ(A)
It says that when the ergodic system have a trajectory starting from A ∈ A and returning
back to A ∈ A, whose expected time to return is given by 1/µ(A). Based on this obserbation
for the retun period, as the phase space in concern becomes larger and larger, it takes shorrter
and shorter period of time to converge the time average to the phase space average. On the
contrary, as if the phase space in concern is so small compared to the size of the entire
system, it takes so long period of time in order to converge the time average to the phase
space average.

31
Appendix

A From Langevin to Fokker-Planck

In this Appendix, we give a summary of our notations by giving a brief review on the several
models which are necessary in our study. Let us begin with the Langevin dynamics described
as follows.
∂φ(x)
= F [φ] + K[φ] η(x) . (86)
∂τ
Here, we suppose that ϕ(x) being a solution of the above Langevin equation for which
some particular trajectory of φ(x) kicked by the Gaussian noise η(x). Then, the normalized
probability distribution is given by

ρ[φ(x)] = δ(ϕ(x) − φ(x)) . (87)

By taking a time derivative, it becomes

 
∂ρ ∂ ∂φ
= ρ[φ(x)] , (88)
∂τ ∂φ ∂τ φ=ϕ

and the solution is simply given by

 Z 
∂ ∂φ
ρ[φ(x)] = exp − dd x ρ[φ(0)] . (89)
∂ϕ ∂τ φ=ϕ

Now, let us define the probability distribution P[φ(x)] which is averaged over all trajectories
of the Gaussian noise η.
P[φ(x)] = hρ[φ(x)]iη , (90)

which leads to the Fokker-Planck equation as below.

 
∂P[φ(x)] ∂ ∂K[φ]
= −F [φ] + P[φ(x)] . (91)
∂τ ∂φ ∂φ

32
B Effective Field Theory
The effective field theory is a class of effective theories describing the physics at a scale of
interest µ with µ ≪ Λ, where Λ is a UV cut-off of the effective field theory. When we could
know the theory above the UV cut-off of the low-energy effective field theory, the low-energy
effective field theory have to be constructed by integrating out the high-energy degrees of
freedom. Such a scale transformation would change the values of coupling constants, namely
the interaction strengths in the effective field theory. Those changes of coupling constants
are described by the renormalization group (RG) equation.
The finite temperature field theory has been developed to calculate the expectation val-
ues of physical observables in quantum field theory at finite temperature. The generaling
functional is given by the Euclidean path integral of the form:
Z  Z 
d
Z[J] = [Dφ] exp −S[φ] + d xJ · φ , (92)
φ(β)=φ(0)

where S is the Euclidean action, x is the Euclidean coordinates and J is an auxiliary field
which plays a role as a generating functional to calculate the n-point correlation functions
(Green functions).
1 δZ[J]
hφ1 , · · · , φn i = . (93)
Z[0] δJ1 · · · δJn J=0

Let us consider the φ4 scalar field theory, whose action is giveb by

 
1 1 2 2 1 4
Z
d 2
S[φ] = d x (∇φ) + m φ + gφ . (94)
2 2 4!

The connected generaling functional W [J] is defined to be

W [J] = log Z[J] . (95)

This is, in fact, the generating functional for the connected correlation functions

δW [J]
hφ1 , · · · , φn i(c) = . (96)
δJ1 , · · · , δJn J=0

33
There is an alternative description for W [J] as a series expansions.
X 1 Z
W [J] = dd x1 · · · dd xn hφ1 , · · · , φn i(c) J1 · · · Jn . (97)
n≥0
n!

In the case of Brownian free field, the generating function is written by

 Z 
1 d d
Z[J] = exp d xd yJ(x)G(x, y)J(y) , (98)
2
with G(x, y) the Green function.
The effective action (or vertex operator) Γ[ϕ] is also important functional in the effective
field theory, which is defined by the Legendre transform of W [J].
δW [J]
Z
Γ[ϕ] = dd xJ(x)ϕ(x) − W [J] , ϕ(x) = . (99)
δJ(x)
The auxiliary field ϕ(x) is called the background field. We can expand the effective action
in power of ϕ(x).
n
X 1 Z Y dd xi
Γ[ϕ] = d
ϕ̂(xi )Γ(n) (x1 , · · · , xn ) , (100)
n
n! i=1
(2π)

where the function Γ(n) (x1 , · · · , xn ) are called the n-point vertex functions. The effective
action contains all the interactions generated through the original action in the effective
field theory.
The effective action can be expressed in terms of the background field ϕ(x) on the Fourier
space as
dd k ikx
Z
ϕ(x) = e ϕ̂(k) , (101)
(2π)d
and then, the effective action is written by
n
X 1 Z Y d d ki
Γ[ϕ̂] = d
ϕ̂(−ki )Γ(n) (k1 , · · · , kn ) . (102)
n
n! i=1
(2π)

Now we give a simple example to show the way to calculate the effective action.
Z
Z[J] = [Dφ]e−S[φ;J] , S[φ; J] = S[φ] − (J, φ) , (103)

34
 dd xJ(x)φ(x). It follows from the fact that
R
where we have introduced a notation, (J, φ) =
the background field is a vacuum expectation value of the field.

δS[ϕ]
J(x) = . (104)
δϕ(x)

We can write down the generating functional for the connected correlation functions as

1
W [J] = −S[ϕ] + (J, ϕ) − tr log [HS[ϕ]] , (105)
2

where H is the Hessian matrix, then the effective action is calculated by the Legendre
transformation: Γ[ϕ] = (J, ϕ) − W [J]. That is,

1
Γ[ϕ] = S[ϕ] + tr log [HS[ϕ]] . (106)
2

Since the action in φ4 theory is given by

 
1 1 2 2 1 4
Z
d 2
S[ϕ] = d x (∇φ) + m φ + gφ , (107)
2 2 4!

the effective action in φ4 theory is calculated to be

1  2 2
 1 h g 2 2 −1 2

i
Γ[ϕ] = tr log −∇ + m + tr log 1 + −∇ + m ϕ . (108)
2 2 2

Then, the perturbative expansion of the effective action as power series of g can be written
by
∞
X g k (−1)(k+1)
Γ[ϕ] = Γ(k) [ϕ] , (109)
k=1
2k k
where the k-th term of the effective action in φ4 theory is given by

k
Γ(k) [ϕ] = tr log −∇2 + m2 ϕ2 .

(110)

It can be expressed as a product of two point functions

k−1
Z Y
(k)
Γ [ϕ] = dd xi ϕ2 (xi )G(xi − xi+1 )ϕ2 (xk )G(xk − x1 ) . (111)
i=1

35
 For the constant background field, the effective action in φ4 theory reads

1 dd k
Z
 2 
Γ[ϕ] = S[ϕ] + log k + HS[ϕ] . (112)
2 (2π)d

By taking the limit of d → 4, the effective action in φ4 theory at the scale of interest µ ≪ Λ
is given by  
1 2 2 1 4 1 2 HS[ϕ]
Γ[ϕ] = m ϕ + gϕ + [HS[ϕ]] log , (113)
2 4! (8π)2 µ2
When we rewrite the coupling constants in the classical action with subscript 0, the running
coupling constants read to be
  2 
2 g0 µ
m (µ) = +m20 2
2 2
Λ + m0 log ,
2(4π) Λ2
3g02
 2
µ
g(µ) = g0 + 2
log .
2(4π) Λ2

These scaling behavior of the effective action is the key concept of the effective field theory.
In fact, the low energy effective action is constructed by integrating out the high-energy
degrees of freedom in the original theory. It is related to the Renormalization Group (RG)
transformation.
The RG flows of the coupling constants are determined by the beta-functions, which is
defined by
δg
β(g) = Λ . (114)
δΛ
In a simple case with only one coupling constant, solution to the beta function is simply
given by
dg ′
Z 
g(Λ) = exp . (115)
β(g ′)
For example, the one-loop beta functions in φ4 theory are given by

δg 3 2
Λ = ǫg − g ,
δΛ (4π)2
δm2 g
= 2m2 + 1 − m2 ,


Λ 2
δΛ (4π)

36
where we have defined the theory in d = 4 − ǫ dimensions to make it finite. In this case,
there exists a non-trivial Wilson-Fisher fixed point at

16π 2 1
g∗ = ǫ , m2∗ = − ǫ . (116)
3 6

Near the Wilson-Fisher fixed point, there are two phases, one corresponds to the broken
phase toward m2∗ → −∞, and the other is the symmetric phase towards m2∗ → +∞.
Here we summarize the notion of Green function (or propagator). The Green function is
the kernel of the Laplace operator (−∆ + m2 ):

−∆ + m2 G(x, x′ ) = δ(x, x′ ) .


(117)

After the Fourier transition, the solution is given by

dd k ik(x−x 1
Z
′ ˙ ′)
G(x, x ) = e . (118)
(2π) d
(k 2 + m2 )2
When going back to the spacial dimensions with the use of radial coordinates, we have
Z π
Sd−1 dk k d−1
Z
2
G(r) = d−1 2 2
dθ(sin θ)d eikr cos θ , (119)
(2π) 2π k + m 0

with Sd = 2π d/2 /Γ(d/2) the volume of the unit sphere in Rd . Then, we have

1  m d−2
G(r) = K d−2 (mr) . (120)
(2π)d/2 r 2

The explicit form of this solution can be shown in d = 3 and d = 2. In the case of d = 3, it
can be expressed as
1 1 −mr
G(r)d=3 = e . (121)
4π r
Now we consider two limiting situations with short and large scale behaviors. At short
distances, we have the following expressions.

1 1
G(r)d=3 = +··· ,
4π r
1 2
G(r)d=2 = log( ).
2π mr
37
On the other hand, at large distances, the Green function has an exponential decrease factor
if the mass term is non-vanishing.

1
G(r)d ∼ e−mr . (122)
r d−2

This shows the correlation function is given by ξ = 1/m. If we take the limit m → 0,

1 1
Z
G(r)d = d
dkdΩk d−3 eikr cos θ ∼ d−2 . (123)
(2π) r

There is a logarithmic divergence in d = 2, we thus have to introduce the momentum cut-off

Λ.
1
G(r)d=2 = log(Λr) . (124)
2π

C Conformal Field Theory

It is trivial in a sense that the Brownian theory without any quantum corrections has con-
formal invariance, and the two point function of a primary field O in the conformal field
theory behaves like
1
hO(x1 )O(x2 )i = , (125)
|x1 − x2 |∆
where ∆ is the conformal dimension of the primary field. The scaling dimension of the scalar
field is given by ∆ = d−2+η where η is the anomalous dimension or critical exponent. ∆ = 1
corresponds to the Wilson-Fisher fixed point in d = 4 dimensions. Nonetheless, the scale
invariance is broken, if we turn on the quantum corrections to the theory because the coupling
constants vary with the distance scale according to the renormalization group equations.
Hence the classical scale invariance (or conformal invariance) is said to be anomalous.
We continue to investigate on the massless scalar field theory in d = 2. In fact, it gives
the simplest example of d = 2 CFT. It is useful to define the complex coordinates:

z = x + iy , z̄ = x − iy , (126)

38
then the Euclidian metric is given by ds2 = gµν dxµ dxν = dx2 + dy 2 = dzdz̄.
The action for the massless scalar field is given by

g
Z
S[φ] = dzdz̄(∂z φ)(∂z̄ φ) . (127)
8π

The Green function of the d = 2 Laplacian is given by

1
G(z, w) = − log |z − w| , (128)
2π

which satisfies (−∆z )G(z, w) = δ (2) (z − w). The Green function is only determined up to
a constant because the Laplacian possesses a constant zero mode. Hence, we have to deal
with such a constant zero mode. One way to solve this problem is to define the theory on a
finite size domain and then take the size of the domain to be infinitely. Let us consider the
disc DR with radius R and impose the Dirichret condition at the boundary, that is, φ = 0
at the boundary. By integration by part, we can rewrite the action as follows.

g
Z
S[φ] = − d2 xφ(x)(∆x φ)(x) . (129)
8π DR

With this Dirichret boundary condition, the Laplacian is invertible. The Green function is
then given by  
1 R|z − w|
GR (z, w) = − log . (130)
2π |z w̄ − R2 |
In the large R limit, we have
 
1 |z − w|
GR (z, w) R→∞
= − log . (131)
2π R

Hence, the two-point function of a scalar field reads

4π
hφ(z, z̄)φ(w, w̄)iDR = GR (z, w) . (132)
g

Since the generating function can be calculated exactly

D R E 2π
RR
dd xJ(x)φ(x) dd xdd yJ(x)GR (x,y)J(y)
e− = e− g . (133)
DR

39
For simplicity, we take the normalization to be g = 1. Then, the two-point function of a
scalar field can be written by

R2
 
hφ(z, z̄)φ(w, w̄)iDR = log (134)
|z − w|2

in the limit of large radius R.

The operator product expansion (OPE) is an important tool in CFT. For instance, let’s
take a set of local operators at nearby positions φ(x) and φ(y), and consider the product of
those operators. This is written as the sum over all local operators.
X
φi (x)φj (y) = Cijk (x, y)φk (y) . (135)
k

The scale invariance can be used to determine the scaling behavior of the OPE coefficients
Cijk as Cijk (x, y) ∼ 1/|x − y|∆i+∆j −∆k . Hence,

X ckij
φi (x)φj (y) = φk (y) . (136)
(x − y)∆i +∆j −∆k
k

It has a great importance to explore the scale dependence of the effective field theory
in understanding the physical phenomena, for instance, phase transition, universality, and
critical phenomena. In order to describe those phenomena, the renormalization group is an
essential tool in quantum field theory. Among several topics, let us focus on the effective
field theory near the fixed points. In fact, the fixed points are described by the CFT. We
make a perturbation to the action at the fixed points S∗ by some operators φ.
X Z
∆i −d
S = S∗ + gi a dd xφi (x) . (137)
i

40
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