Foundations of Physics, Vol. 14, No.

1, 1984

Farkas's Lemma and the Nature of Reality:

Statistical Implications
of Quantum Correlations
Anupam Garg ~ and N. D. Mermin 1

Received December 16, 1982

A general algorithm is given for determining whether or not a given set of pair
distributions allows for the construction of all the members of a specified set of
higher-order distributions which return the given pair distributions as marginals.
This mathematical question underlies studies of quantum correlation
experiments such as those of Bell or of Clauser and Horne, or their higher-spin
generalizations. The algorithm permits the analysis of rather intricate versions
of such problems, in a form readily adaptable to the computer. The general
procedure is illustrated by simple derivations of the results of Mermin and
Schwarz for the symmetric spin-] and spin-3~2 Einstein-Podolsl~v-Rosen
problems. It is also used to extend those results to the spin-2 and spin-5/2 eases,
providing further evidence that the range of strange quantum theoretic
correlations does not diminish with increasing s. The algorithm is also
illustrated by giving an alternative derivation of some recent results on the
necessity and sufgqcieney of the CIauser-Horne conditions. The mathematical
Jbrmulation of the algor#hm is given in general terms without specie reference
to the quantum theoretic applications.

1. I N T R O D U C T I O N

Given N r a n d o m variables with distributions Pt, i = 1..... N, there is always

at least one N t h order distribution P that returns the given distributions as
marginals, namely the uncorrelated product distribution P = [ - [ i P i . If,
however, we are given not only the first-order distributions but also some o f
the pair distributions Pi~, then the problem of finding any higher-order

~Laboratory of Atomic and Solid State Physics, Cornell University, Ithaca, New York
14853. The first author is presently at Department of Physics, University of Illinois at
Urbana-Champaign, Urbana. Illinois 61801.
I
0015-9018/84/0100 0001503.50/0 ,c2 1984 Plenum Publishing Corporatlon
825/I4/I I
2 Garg and Mermln

distributions containing alt the given information is not so triviaily solved

and, in general, need have no solutions at all.
To take perhaps the simplest example, if we have three dichotomic
variables each of which assumes either the value 1 or - 1 with equal
probability, and all the pair distributions vanish unless the members of the
pair have different values, then any third-order distribution would have to
vanish unless all three variables had different values. There can therefore be
no third-order distribution.
The general problem of whether a set of pair distributions allows for the
existence of some set of higher-order distributions underlies, in one form or
another, all studies of the feasibility of local hidden variable models for
quantum mechanical correlation experiments based on inequalities tike those
of Bell or of Clauser and Horne. (1'2'3) Until recently such studies focused
exclusively on dichotomic variables and higher-order distributions of rather
low order (usually 3rd order) where the analytical aspect of the problem is
relatively simple. Now, however, such questions have been examined for
third-order distributions of discrete variables with larger domains (4"5~ and, in
a few cases, for fourth-order distributions of such variables. ~6'7~
In Section 2 we give a general formulation of the abstract problem in
statistics, broad enough to encompass all the cases examined in Refs. 1-7.
We show that the general problem can always be reduced to the purely
geometrical problem of finding the extreme rays of a convex polyhedrai
cone, given its bounding byperplanes. The geometrical problem, though
conceptually trivial, can be computationally quite lengthy if the dimen-
sionality of the space in which the cone resides is large. There are, however,
efficient numerical algorithms for the construction of extreme rays, given the
bounding hyperplanes. The analysis of Section 2 demonstrates that by using
these one can enlist the aid of computers to produce solutions to versions of
the general problem that would otherwise be quite intractable. Because the
algorithms use only integer operations, these will be exact analytical
solutions. We have formulated the argument of Section 2 to make it entirely
accessible to readers unacquainted with the quantum theoretical questions,
whose only interest is in the statistical aspects of the problem.
In Section 3 we show the relation between the statistical analysis of
Section 2, and the studies of quantum correlation experiments in Refs. 1-7.
In addition to giving a general characterization of such experiments, we also
formulate the statistical problem for a series of special cases. These cases are
chosen because they provide convenient illustrations of the general method
formulated in Section 2, and also because they bear directly on certain
physical questions raised in Refs. 4-7.
In Section 4 the general method is used to solve the illustrative special
cases. Readers primarily interested in examples of the statistical analysis of
Farkas's Lemma and Nature of Reality 3

Section 2 can skip directly to Section 4, after noting the special features of
the illustrative distributions described in Section 3.2. Readers interested in
the physical significance of the problems solved in Section 4, rather than the
method of solution, can limit their attention to Section 4.3, where some
implications of the solutions for the transition from quantum to classical
behavior are pointed out.

2. F A R K A S ' S L E M M A A N D T H E S T A T I S T I C A L P R O B L E M

2.1. General Formulation o f the Problem

Consider N discrete random variables, the ith of which has a domain

containing n i values and a distribution Pi assigning probabilities to each of
those values. In addition to the distributions pz, we are given a set S 2 of pair
distributions p~j for some, but not necessarily all, pairs of the variables. Each
of the N variables occurs in at least one of the pair distributions in S 2, so
that all of the statistical information is contained in the pair distributions,
from which the Pi can be recovered as marginals. For the given pair
distributions we wish to know whether it is possible to construct all of a
specified set S of third or higher-order distributions. P~ak. . . . that meet the
following conditions:
(a) Compatibility. The two-variable marginals of the higher-order
distributions agree with the specified pair distributions in S 2 whenever they
can be compared. Thus ifpij is in S2 and the ith a n d j t h variables are among
the variables of Prst... in S, then the sum of Prs,.. over all its variables except
the ith and j t h must be Pii:
V / p r . . . . = Pii. (1)

(b) Consistency. If any two of the higher-order distributions in S have

q of their variables in common, then the qth order distributions obtained by
summing each P over its remaining variables must be the same. For example,
if P~.ikand P~i~ are in S, then we require

X ~ ' P w : ~ ' P,j,, (2)

where the ith and j t h variables are excluded from the sums. Consistency in
this case is not in general implied by compatibility, since Po need not be a
member of the set S 2 of specified pair distributions.
(c) Non-negativity. None of the higher-order distributions in S can be
negative for any values of their arguments.
4 Garg and Mermin

Note that if a single Nth-order distriution pN meeting conditions (a) to

(c) can be found, then any other specified set S of distributions meeting the
conditions can be constructed by taking the appropriate marginals of pN. In
the examples of interest to us, however, S contains only distributions of
relatively low order--for example, only third-order distributions, and not
even all of those.
The condition (c) of non-negativity is, of course, implicit in the charac-
terization of the functions P as distributions. We nevertheless state it
explicitly for two reasons:
(i) Conditions (a) and (b) alone are trivially satisfied by the N-
variable function

FX= "~j [ (p~j-pip')k~i,J[] P k l + [ ] P i , ~ (3)

where the sum is over all pairs /j for which the pair distribution p~j is in S~
and the products are over all N random variables. The appropriate marginals
of F u will therefore satisfy (a) and (b) for any specified set S of higher-order
distributions. It is only the condition (c) of non-negativity, which F N and its
marginals will not in general satisfy, that gives the problem its nontrivial
content.
(ii) Even if all the required functions P satisfying (a)-(c) can be
found, it is not necessarily clear that they will have any meaning as
distributions. For example, Pij, Pik, and Pjk might summarize information
acquired through three quite different data-gathering exercises. Even if a
compatible, consistent, non-negative Pijk exists, however, there might not be
any data-gathering exercise one could perform to acquire or confirm the
additional information (3-variable correlations) that P;jk contains over and
beyond the information contained in the pair distributions. This is a
fascinating and extremely important question, about which we shall have
little to say. We raise it here only to emphasize that strictly speaking the P's
should be viewed not as distributions, but as functions that possess all the
required mathematical properties of distributions, including non-negativity.
With this understanding, we shall continue to refer to the P's as
"distributions."
Note, though, that if we can show that there is no way to construct the
specified set S of functions P so that all of them satisfy conditions (a)-(c),
then we have learned something about alleged meaningful joint distributions,
namely that it is impossible for all those specified in the set S to exist. It is,
in fact, understanding the conditions on pair distributions leading to this
kind of negative conclusion that chiefly motivates these kinds of studies.
Note, finally, that in the general case there can be constraints on the
Farkas's Lemma and Nature of Reality 5

higher-order distributions that can be viewed either as compatibility or

consistency conditions, This happens when one of the specified pair
distributions Pij appears as the marginal of more than one higher-order
distribution in the set S, Although this does not occur in any of the examples
we consider in Section 4, for purposes of the general discussion we shall
regard all but one of such constraints as consistency conditions.
The problem is thus to find a set of necessary and sufficient conditions
that the pair distributions in S z must satisfy in order for there to exist at
least one set of compatible, consistent, non-negative higher-order
distributions for every group of variables specified in the set S.

2.2. Solution of the General Problem

The statistical problem can be solved by a conceptually elementary (.but
in general numerically rather lengthy) geometrical construction in a space of
sufficiently many dimensions. To show this we first adopt a compact
notation:
Let {a} be a set of discrete parameters large enough to specify a
particular one of the given pair distributions p~j in S z and a particular one of
the n i X n i values in its domain. Similarly, let {~} be a set of discrete
parameters that specify a particular one of the required higher-order
distributions and a particular value in its domain. The compatibility
conditions (a) are then a set of equations of the form

p~ = \~ P . v . ~ , (4)

where the sum is over all ~t, there is one such equation for each value of a,
and the matrix v.~ consists of 0's and l's.
The consistency conditions (b) will be a set of equations each of which
has the form

v_. u.p. = \~ w . p . , (5)

or

0 = ~ (u. - w.)P.. (6)

If we now extend the set of parameters a to include values specifying all the
consistency conditions, and define p~ to be zero for these new values of a,
then the consistency conditions (6) are simply more equations of the form
(4), where now the matrix v.~ can have elements 1, 0, or - 1 .
6 Garg and Mermin

Equation (4) can thus be used to express both the conditions of

consistency and compatibility, Invoking the final condition of non-negativity,
we arrive at the following problem:
Given the numbers p~ and given the matrix v.,~, can we find a set of
non-negative numbers P . satisfying (4)?
We shall eventually exploit the fact that the given numbers p . are also
non-negative, but the argument in the rest of this section applies to the
general problem stated above, except when we explicitly appeal to the non-
negativity of the p~. The argument will also be valid for a general matrix
v . . , not just one with elements 1, 0, or - 1. This is of some practical impor-
tance, since in many of the examples we consider it is possible to appeal to
symmetries of the given distributions p . to reduce both the number of
equations (4) that must hold and the number of distinct values that P . can
have, This leads to a reduced problem in which v.~ is replaced by its sums
over all # giving values of P . required by symmetry to be the same. An
illustration of the way in which this comes about is given at the end of this
section and in Section 3.2. We mention this here only to explain why it is
important to note that the argument that follows applies equally well to the
general case in which the v.~ are arbitrary real numbers.
The solution to the problem just posed is given by Farkas's Lernrna~a~:
the necessary and sufficient conditions for there to be non-negative real
numbers P . satisfying (4) for given p~ and v.~ is that every set of real
numbers % that satisfies

V_.v.~c~ ) 0 (7)

for all/t, should also satisfy

~ c~p~ >~O, (8)

Ot

The necessity is obvious: if the % satisfy (7), and if (4) holds with non
negative P . , then (8) follows directly. Sufficiency is not as immediately
evident; for a proof see Ref. 8.
The conditions (8) are equivalent to imposing a finite number of
inequalities on the numbers p~. To show this, and to further simplify the
analysis, we introduce the following notation:
We shall regard the set of coefficients v.~ appearing in (4) and (7) as a
rectangular matrix, whose columns are labeled by the parameters a
specifying points in the domains of all the pair distributions p in $2, and
whose rows are labeled by the parameters ~t specifying points in the domains
of all the sought-for higher-order distributions P in S. It is convenient to
Farkas's Lemma and Nature of Reality 7

introduce the notation V (~ for the column vectors of the matrix, whose
components are given by

v.o. (9)
We similarly define row vectors v ~"~ with components

v ( " ) - v.~
a -- " (10)

We also define the column vector P with components P . and the row vector
p with components p~. Let D and d be the number of rows and columns of
v.~, so the column vectors V~) and P have dimension D, and the row
vectors v ("~ and p have dimension d.
We first note that we may take the column vectors V(~ to be linearly
independent. To see this, note that there does exist one (not necessarily non-
negative) solution to Eqs. (4), namely the one constructed from the
marginals F . of the (not necessarily non-negative) function F x defined in (3).
The condition (8) can therefore be written as

V F.v.~%>O. (11)
tt.c~

If we introduce the column vector F with components F . , then the Farkas

condition becomes

X7 c~ V~) • F/> 0 (12)

c~

whenever

~' c a V~ ) 0.
--it
(13)

Geometrically this states that any vector in the non-negative orthant 2 of D-

dimensional space that lies in the subspace spanned by the V(~) must have a
non-negative projection on the vector F.
Since the condition is thus given entirely in terms of the subspace
spanned by the V~), it suffices to require that (12) and (13) hold for any
linearly independent subset of the V(~) that spans the entire subspace. If the
V(") are not linearly independent, we can therefore simply discard the excess
vectors until we are down to such a linearly independent set. Hereafter we
shall assume that this has been done, and exploit the linear independence of
the column vectors V ~ as required.

That is, the first hyper-octant.

8 Garg and Mermin

Since the V ~ are a set of d independent vectors in a space of

dimension D, we must have d ~< D. If d should equal D, the subspace
spanned by the V ~) would be the entire space, and its intersection with the
non-negative orthant, the entire orthant. The Farkas condition then reduces
to the requirement that F itself lie in the non-negative orthant--i.e., that each
F , be non-negative. (This is as expected, since when d = D, v,~ is square
and invertible, so that the solution to (4) is unique and must be given by
P , = F , . ) In general, however, d will be less than D, and reduction of the
Farkas conditions to a finite number of conditions on the p~ requires some
computation.
This computation is most easily visualized in the d-dimensional space of
the row vectors v ("). If we define the row vector c with components % , then
the Farkas conditions (8) and (7) become

e.p)O (14)

for every row vector c satisfying

c.v(")>/O for all ¢t. (15)

The set of vectors c satisfying (15) is a convex polyhedral cone,

bounded by the hyperplanes through the origin normal to the vectors v t"~. It
is a basic result of convex analysis 3 that if (as is the case here) the column
vectors V (") are linearly independent, then the convex polyhedral cone deter-
mined by (15) is generated by a finite number of extreme rays, c (q), each of
which is orthogonal to d - - 1 linearly independent vectors from the full set of
d-dimensional row vectors v ~"~,/1 = 1..... D >/d. Any vector in the cone (t5)
can be expressed as a linear combination of the c ~qt with non-negative coef-
ficients. It follows that any vector c satisfying (15) will also satisfy (14) if
and only if (14) is satisfied by all the extreme rays c (q). The Farkas
conditions therefore reduce to the finite set of conditions

c ~q). p > / 0 (t6)

for each of the extreme rays of the convex polyhedral cone give by (15). The
problem of finding the necessary and sufficient conditions for the existence of
the higher-order distributions reduces to the problem of finding the extreme
rays of a specified convex polyhedral cone.
In principle the solution of the geometric problem is trivial. We simply
consider in turn each linearly independent subset containing d - 1 of the D
vectors v (") and construct the unique d-dimensional vector c orthogonal to
all d - 1 of them. If the sign of e can be chosen so that it has a non-negative
3 This follows from Theorems 2.15 and 2.16 of Ref. 9.
Farkas's Lemma and Nature of Reality 9

projection on all the remaining vectors v <"), then (with that sign) it is an
extreme ray, and yields one of the conditions (16).
In practice this is a very time-consuming and inefficient way to proceed.
The following considerations, however, are of use in simplifying the
procedure:
(i) Since the p~ are probabilities, they are non-negative. Hence the
condition (16) given by an extreme ray e all of whose components c a are
non-negative wilt be automatically satisfied. We call such extreme rays
irrelevant, and note that it suffices to find all the relevant extreme rays. In
practice we have found it efficient to proceed by subdividing the search for
relevant extreme rays into cases in which precisely one component is
negative, precisely two are negative, etc.
(ii) To be an extreme ray c must satisfy d - t of the inequalities (15)
as independent equalities. Should, however, we accidentally include among
our set of extreme rays a c meeting all the conditions except that the d - 1
equalities were not in fact independent, no harm would be done beyond
making the set of conditions (16) larger than it need be; this pseudo-extreme
ray would still be in the convex polyhedral cone, and therefore the extra
condition (14) it gave would be a consequence of those given by the genuine
extreme rays. It is thus not essential to confirm in every case that the set of
equations c • v (") = 0 satisfied by a c does in fact contain d - 1 independent
ones, Frequently, however, it will be evident that there are fewer than d - 1
independent equations from the fact that the solution is nontrivialty
nonunique: if c solves d - 1 independent equations, it must be unique except
for an overall scale factor. Conversely, if the uniqueness of e is evident from
the method of solution, then the independence of the equations is thereby
established.
(iii) Whenever we have found a nonzero solution to any set of d o
equations c - v (") = 0 with do/> & we know that at most d - 1 of these d o
equations are linearly independent. (For if d of them were linearly
independent, the corresponding vectors v (") would span the entire d-
dimensional space, and there could be no nonzero vector c orthogonal to
them all.) It is important to remember this trivial point to avoid a fruitless
search among the subsets of the d o equations for distinct extreme rays.
These general points are illustrated by the examples solved in Section 4.
For more intricate problems, one can use numerical algorithms. These
generally give only those extreme rays that we have called irrelevant, but are
easily adapted to the problem of interest here, as described in Appendix A.
We conclude this section with the very simple illustration of the general
method given by the example of three dichotomic variables mentioned in the
second paragraph of Section 1.
10 Garg and Mermin

We are given three random variables each of which assumes the values
1 or - 1 . The pair distributions P12,P~3, and P~3 are all specified and all
given by the same distribution p(x, y) which is 0 if x = y, and ½ if x 4= y. To
give the example a somewhat less trivial content, we generalize this last form
to

p(x, y) = ¼(1 + q), x = y,

= ¼(1 - q ) , xvey, -14q41. (17)

We seek necessary and sufficient conditions for the existence of a third-order

distribution P(x, y, z) satisfying
p(x, y) = V P(x, y, z),
7.

p(x, z) = ~ P(x, y, z), (18)

Y

p(y, z) = P(x, y, z).

x

We can exploit the symmetries of the problem to reduce this system of

12 equations for the eight numbers P(x, y, z). The system is invariant under
x, y, z ~ 2, fi, z7 (where ~ ? = - x , etc.). Hence if P(x, y, z) is a non-negative
solution so is ½(P(x, y, z) + P(£, g, f)). We can therefore confine the search
to distributions invariant under x, y, z ~ x, y, z. Similarly, if P(x, y. z) is a
non-negative solution to (18) so will be P(x', y , z'), where x ' , y ' , z' is any
permutation of x , y , z , and so, therefore, will be (1/6)[P(x,y,z)+
P(y, x, z ) + ... }, where the sum is over all six permutations of x, y, z. The
search can thus be further restricted to distributions symmetric under all
permutations of x, y, z. Taken together, all these symmetries reduce the eight
independent values of P to two, which we can take to be P(111) and
P(1 li). 4
Thus because of symmetry, the existence of a solution to the system
(18) of 12 equations in 8 unknows is equivalent to the existence of a solution
to the 2 × 2 system:

p(ll) =P(lll) + P(111),

p ( l i ) = 2P(111). (19)

[The second of (2.19) follows from the marginal relation p ( l l ) : = P ( I I 1 ) +

P ( l l l ) , the permutation symmetry P ( l l l ) = P ( l l l ) , and the combined

4 When no ambiguity can result, we often omit the commas separating the arguments of the
distributions.
Farkas~s Lemma and Nature of Reality 11

I ,-* 1 and permutation symmetry P ( I I I ) = P ( l l 1) = P(1 tl).] The matrix

v,~ is given by
p(ii) p(l~)
P(lll) 1 0
P(lll) 1 2 (20)
(where we have explicitly labeled the columns and rows by the values of the
pair and higher-order distributions),
The inequalities (15) given by the row vectors are

c(ll)>~0, (21)
c ( l l ) + 2c(1 i) >/0. (22)

Since (21) requires c(11) to be non-negative, if there is any relevant extreme

ray it must have negative c ( l l ) . If e ( l I ) is negative, however, (22) requires
e(11) to be positive, which in turn prevents (21) from holding as an equality.
Since d - 1 = 1 of the inequalities must hold as equalities for c to be an
extreme ray, the remaining condition (22) must hold as an equality. There is
thus a unique (except for scale) relevant extreme ray given by c ( l l ) = 2,
c ( l l ) = - - 1 , and there is one Farkas condition (16):

2p(11)- p ( l i ) >~0 (23)

or, from (17),
q/> - 1/3. (24)
We conclude that (24) is the necessary and sufficient condition for there to
exist at least one non-negative third-order distribution returning as marginats
the three dichotomic pair distributions that are all given by (17). This is a
peanut of a problem to crack with the Farkas sledgehammer. Section 4, on
the other hand, contains examples that yield to this approach more readily
than to any other methods that we are aware of. (Readers primarily
interested in the statistical problem can turn directly to that section, after
noting the discussion of symmetry in Section 3.2.)

3. QUANTUM CORRELATIONS AND THE N A T U R E OF REALITY

3.1. General Formulation

Consider a quantum mechanical system in a state ~', and a set of obser-

vables, A m . . , A~m corresponding to possible measurements we might make
12 Garg and Mermin

on the system. We take each observable A ~i~ to have a finite, discrete,

nondegenerate spectrum of eigenvalues a")r, r = 1..... n~, and we take distinct
A (~) to be noncommuting, so that only a single one of the N observables can
be measured on any given system.
Given an ensemble of systems (or given the structure of the state ~) one
can measure (or compute) the distributions Pi for the n i numbers a(/~ that are
the possible outcomes of a measurement of the observable A ' k One cannot,
however, measure (and quantum theory insists that there is no possible way
to compute) joint distributions Pij for pairs of observables.
Einstein, Podolsky, and Rosen nevertheless argued, in effect, that for
some sets of observables it might be possible to infer such pair distributions
Pij indirectly .(1°'11) This possibility arises if the original system can be
coupled to a second system with the following properties:

(a) The second system has observables B ~1~..... B (N), whose spectra are
in one-to-one correspondence with those of the A~),...,A(m--i.e., B ") has
nondegenerate eigenvalues b(i)r, r = 1..... n i, with n; the same for B ") as it is
for the corresponding A").
(b) Although the B (i) do not commute with one another, any B ")
commutes with any other A(J), so that any pair of A and B observables can
be measured on the composite system. A sequence of such measurements on
an ensemble of composite systems yields joint distributions qij(a~f, b~j~)
(with can also be computed given the state of the composite system).
(c) The composite system can be prepared in a state O in which the
distributions qii characterizing many joint measurements of corresponding
observables A (i), B ~i) have the property

qii(a~ i), bCsi)) = 0 unless r = s; (25)

i.e., each of the possible outcomes of a measurement of B ") is associated

with a unique one of the possible outcomes of a measurement of A li) which
invariably accompanies it, whenever A ") and B (i~ a r e measured together.
(d) The experimental apparatus used to measure any A observable is
confined to a bounded region of space that is macroscopically far away from
the bounded region in which the apparatus used to measure any other B-
observable is confined, and there is no coupling between the two separated
components of the total apparatus.
Property (c) makes it possible to learn with certainty the result of
measuring any of the A"I by first measuring the corresponding observable
B (i). There are at least two ways to understand this fact: (1) It may be that
the act of measuring the observable B ") disturbs the entire system in such a
way as to ensure that a subsequent measurement of A (~) will yield the value
Farkas's Lemma and Nature of Reality 13

required by property (c); (2) It may be that the composite system possesses,
prior to the measurements of A ti) and B (i), perfectly definite values a(ri~ and
b(ri~ for the results of both measurements, which the experiment simply
reveals.
The first position is that taken by the quantum theoryY 2~ The challenge
of reconciling this position with property (d) is sufficiently great that it is
tempting at least tentatively to entertain the possibility that (2) may be the
answer, even though it violates fundamental quantum theoretic dogmas.
tf one adopts position (2), it is hard to refrain from assuming, in
addition, that the system possesses, prior to the measurements, perfectly
definite values for the results of all possible A and B measurements, since
there is no way to tell in advance which value of i will be chosen. One can
therefore learn the values of two distinct observables, A (~) and A (J), by
measuring the pair A (~, B (j), thereby determining the value of A (i) directly,
and inferring the value of A (~) to be the unique one that necessarily accom-
panies the directly measured value of B (J).
Thus one can regard each of the measured distributions q~j with i 4=-j as
joint distributions p~j for the simultaneous values of any pair of incompatible
observables A (i) and A (J~:5

P U vg~,fi~
~ " ' a~j~) -_- " ~a.z j \ ~(a' r (~ ~ b .S~j)) " (26)

There will also exist higher-order distributions P;~k, P;jkt .... characterizing the
predetermined values of three, four, or more distinct A observables, but in
contrast to the pair distributions their precise forms cannot be inferred, since
no more than one A and one B observable can be measured on any given
system.
What we can say about the higher-order distributions, however, is that
they are constrained by the requirement that they must yield the specified
pair distributions as marginals. This leads directly to a form of the statistical
problem described in Sections 1 and 2, which we shall call "Bell's problem."
We state Bell's problem in the case of third-order distributions, which will be
of primary interest in Section 4.
Bell's Problem. Given pair distributions Ply for all pairs of N random
variables, what are the necessary and sufficient conditions on these
distributions for there to be compatible, consistent, non-negative third-order
distributions P~jk for all triples of variables?
Since all the pair distributions are specified, if P~jk can be found for
given i, j, k, it will necessarily be consistent with Pij1 for k 4= l, so that the

5 Note that this interpretation cannot be consistent unless the pair distributions q also have the
symmetry qti(a~/~, b~j ~) = q,~(a~ J), b~°).
14 Garg and Mermln

conditions for N variables are given by requiring the N = 3 conditions to

hold for all possible groups of three. It therefore suffices to consider only the
N = 3 case.
Although Bell's problem will be our primary concern in what follows,
we note here a somewhat different version of the general statistical problem,
which arises for states 0 (or measured distributions qij) for which the
correlations specified in (25) do not hold. It is then of interest to ask whether
it is possible to represent all of the distributions qi: in the conditionally
independent form
(a(i) (J) _
qij, r b, ) - ( ~ ( a y ) , z) gj(bs':) , ~)), (27)

where f / a n d gj are conditional distributions for a~/) and b~'/~, given a specified
value for a set z of "hidden variables," and the angular brackets denote an
average over a distribution of the hidden variables that does not depend on i
or j..6
If a representation (27) exists, then we can define higher-order
"distributions"7--i.e., non-negative functions that are consistent and
compatible with the given distributions q:j. The simplest of these would be
distributions of the form

p i:,:,~", -s , b~k))= (fi(a(i),

::,~i)::j) r Z)f:(a~:',z) g~(b~ ~),z)). (28)
Such a distribution returns q~ or q:k when summed on a s~:~ or a..~"~. Its value
when summed on bl k) is undetermined, subject only to the requirement that it
not depend on the choice of k.
We shall call the statistical problem posed by the question of whether
distributions such as (28) can exist, "Clauser and H o m e ' s problem." As with
Bell's problem, we state Clauser and Horne's problem in the simplest case of
third order distributions:
Clauser and Itorne's Problem. We are given two types of random
variables--N of the first kind and N ' of the second, together with the N × N '
different pair distributions that characterize pairs of different types.
Distributions for pairs of the same type are not given. We seek the necessary
and sufficient conditions for the existence of compatible, consistent, non
negative third-order distributions P~j., for two variables of the first type and
one of the second.
Clauser and Horne's problem differs from Bell's problem because only
two of the three marginals of P~j,k are specified. The third (given by summing

6A good discussion of the representation (27) can be found in Ref. 13.

7 These functions need not have any physical interpretation as distributions. See remark (ii) in
the discussion of non-negativity in Sec. 2.
Farkas's Lemma and Nature of Reality 15

on the k-variable) is unknown, and therefore arbitrary. As a result, there is

always a solution in the 3-variable case (N = 2, N ' = 1):

P~ 2,~ ,(a~t)a~ 2), b~ 1 '))

{~(1) h(l')).~ t~(2) .t,(l')~
= ~ll'~r ~V t ;tt/21,~U s ,O t )
p, ,(b~")) if p,,(b(, ~'') 4= 0,

= 0 otherwise. (29)

This construction (based on a similar one by Fine (14~) generalizes to the

N × 1 case in the obvious way, and the simplest nontrivial case is therefore
N=N'= 2. Here the construction (29) is useless, because although the
distributions P12,1, and P12,z, given by (29) are both non-negative and
compatible with the given pair distributions, they will not in general meet the
requirement of consistency, there being no reason why they should agree
when summed on their b-variable, s
Note that because the unobservable marginal Pij given by summing Pis,k
on variable k is unspecified, the necessary and sufficient conditions in the
N × N ' Clauser-Horne case are not, in general, given merely by requiring
the necessary and sufficient conditions in the 2 X 2 case to hold for all
quadruples of variables. There is no guarantee that the set of Pis for which
there exist appropriate Pij,k and Pis,,, will have any members in common
with the set compatible with P~s,k and P~s,,"
It can be shown, however, that if the pair distributions do satisfy the
condition (25) of perfect correlation, then the unobservable marginals are
required to be given by (26). In this case the Clauser-Horne problem
reduces back to Bell's problem. (See Appendix B.)
In Section 4 we shall give several examples of Bell's problem, and one
example of Clauser and H o m e ' s problem, in the context of the spin-s
generalization of Bohm's version of the Einstein-Podolsky-Rosen
experiment. (1~) Here the observables A ~i) and B ") are the spin components of
two spin-s particles along directions ei and -e~:

A "~ = S ~1) • ei, B li) . . . . . S ~z) • e i. (30)

The spectra of all the A (~) and B ~s~ are thus the 2s + 1 numbers in integral
steps from - s to s, where s can be ½, t, ~, 2 ..... If the state 0 is taken to be
the spin singlet state, then the correlations (25) hold and the statistical
problem becomes Bell's problem. More general states [or measurements on
the singlet state insufficient to establish (25)] give rise to the Clauser-Horne
problem.
8 This deficiency of the construction (29) is entirely analogous to the deficiency in Fine's
construction in Ref. 14 that we pointed out in Ref. 15.
16 Garg and Mermin

3.2. Simplification in Symmetric Cases

Although the specific forms of the distributions qij are required to
evaluate the final set of necessary and sufficient conditions, the analysis that
leads to those conditions uses no properties of the distributions except their
symmetries. Two symmetries will be of particular importance for us, and the
way in which they simplify the analysis serves to illustrate the simplifying
role symmetries can play in the general case:
Inversion Symmetry. We shall assume that the distributions qij satisfy

qij(m, m') = qia(--m, --m'). (31)

(Since the spectra of the A ~i) and B <j) are now identical, we can replace the
variables a_(i)
r and b~j) by sets of variables m, m', m",.., all of which take on
the same set of discrete values s, s - 1, s -- 2 ..... - s . ) This is a feature of the
quantum theoretic correlations in the spin singlet state, and is therefore
ensured in the examples of Bell's problem we shall examine.
Because the qij satisfy (31), the search for third-order distributions in
the Bell case can also be limited to inversion-symmetric forms: if a
noninversion-symmetric distribution Pijk existed, its inversion-symmetrized
form, ~(Pijk(m,m',m")+Pijk(--m,-m',--m")) would also have all the
required properties.
Symmetric Axes. We shall consider only N = 3 Bell problems, and
shall consider only sets of three axes e 1, e 2, e 3 which make the same angle 0
with one another, 0 ~< 0 4 120 °. Because the spin singlet state is invariant
under spin rotations, the three distributions q;j have identical forms:

q12(m, m') = q~3(m, m') = q31(m, m') - p(m, m'). (32)

In addition, the spin-s Einstein-Podolsky-Rosen experiment is completely

symmetric in the A and B observables, leading to the further relation

qij(m, m') : qij(m', m). (33)

Together (32) and (33) permit the search for third-order distributions
Plz3(m,m',m") to be limited to those that are symmetric under all
permutations of the three arguments, the argument (as in the case of
inversion symmetry) being that if a nonsymmetric P existed, then its
permutation-symmetrized form would have all the required properties.
Because P123 can be taken to be permutation symmetric in the Bell case,
we need not retain the subscripts 123, and shall refer simply to the single
third-order distribution P(m,m', m"), invariant under permutations of its
arguments or under simultaneous changes in all their signs. In the same way
Farkas's Lemma and Nature of Reality 17

we need only refer to a single pair distributioo p(m, m') symmetric under
interchange of its arguments or changes of both their signs.

4. ILLUSTRATIONS OF T H E G E N E R A L M E T H O D

We first apply in Section 4.1 the statistical analysis of Section 2 to the

symmetric form of Bell's problem, described in Section 3, for spins 1, 3/2, 2,
and 5/2. (Readers who have skipped Section 3 should note that these are the
generalizations to 3-, 4-, 5-, and 6-valued random variables of the symmetric
dichotomic example considered at the end of Section 2.) The conditions on
the pair distributions resulting from this analysis are evaluated for quantum
theoretic distributions in Section 4.2, and the results are discussed in relation
to certain earlier conjectures and results of Ref. 5 about the approach to
classical behavior. In Section 4.4, to illustrate the somewhat more complex
analysis required when there are consistency as well as compatibility
conditions, we solve the Ctauser-Horne problem in the dichotomic (spin -{)
case, deriving in a rather different way a recent result of Fine. {14)

4.1. S y m m e t r i c Bell's P r o b l e m : C o n d i t i o n s on the Pair Distributions

4.1.1. Spin-1. Symmetry reduces to four the number of independent

values for the pair distribution, and reduces to six the number of independent
values for the third-order distribution. The 6 × 4 matrix v,~ is shown in
Table I, with the pair and third-order distributions labeled by the indices
1..... 4, and 1..... 6, as indicated. The table simply summarizes the
compatibility relations, which are given by reading down the columns. For
example, the third column asserts (with r~----m) that

p(1 ~{) = 2P(111) + P(101), (34)

Table I. The Matrix vu,. for the Spin-1 Bell Problema

/1 a--+ 1 2 3 4
;(11) p(OO) p(~) pOO)

P(111) 1
2 p(000) 1
3 P(iii) 1 2
4 P(ll0) 1 1
s pOoo) 2 1
6 P(10i) 1 1

a Only the nonzero entries are explicitlyshown.

825/14/1.2
18 Garg and Mermln

which is just the relation p ( l l ) = ~ m P ( l l r n ) simplified by the symmetries

P(li0)=P(10i) and P(lil)=P(Ill)=P(lll).
Our central result (Section 2) is that non-negative P , compatible with
the given pair distributions p~ exist if and only if c . p >/0, for every row
vector e that is an extreme ray of the convex polyhedral cone

c . v ("~ >/0, (35)

where the v ~u) are the row vectors of the matrix v u , ° Extreme rays, in turn,
are those solutions to the system (35) that satisfy d - 1 = 3 independent
inequalities as equalities. Since the P , ' s are non-negative, the only significant
conditions are those given by "relevant" extreme rays--i.e., those with at
least one negative 9 component.
Now, the first two row vectors in Table I require any extreme ray to
have its first two components non-negative: c 1 ~> 0, c2/> 0. The last requires
that e 3 and c 4 cannot both be negative, and there are therefore at most two
types of relevant extreme r a y s - - t h o s e in which only c 3 is negative, and those
in which only c4 is negative.
(a) O n l y c 3 n e g a t i v e . Only the conditions given by the third and sixth
rows of Table I contain c 3, and these immediately require Cl and c 4 to be
positive. 9 Therefore, c . v (") must be positive for all rows giving inequalities
in which c t or c 4 appear but c 3 does not--i.e., for/~ --- 1, 4, 5. Since d -- 1 = 3
of the constraints (35) must hold as equalities, we simply solve the remaining
three equations c . v ( " ) = 0 for /~= 2, 3 , 6 (which are easily seen to be
independent). This gives the unique ~° solution

c (1~ = (2, O, --1, 1), (36)

which is shown as the first row of Table II.

9 We shall use the words "negative" and "positive" in the strict sense, i.e., excluding zero.
~0Up to an overall scale factor, which we choose so as to make all components of the extreme
ray integers.

Table lI. Relevant Extreme Rays

for the Spin-I Bell Problem

a~ 1 2 3 4

c~ 2 0 -1 1
e ~z~ 2 1 2 --2
Farkas's Lemma and Nature of Reality t9

(b) Only c4 negative. The last three rows of Table I give inequalities in
which c 4 appears with one other component of e; these components c 1, e2,
and e 3 must therefore be positive. Consequently, c • v (") must be positive for
all rows ~ giving inequalities in which at least one of c 1, e 2, and e 3 appears,
but c 4 does not--i.e., for p = 1, 2, 3. As in case (a), we now solve the
equations e • v (u) = 0 for p = 4, 5, 6 (which are also seen to be independent).
This gives the unique ~° solution

c (2) = (2, 1, 2 , - 2 ) , (37)

which is shown as the second row of Table II.

These exhaust the relevant extreme rays. The conditions (16) for there
to be a third-order distribution are, therefore,

c (~ . p = 2p(11) - p ( l l ) + p ( 1 0 ) / > 0, (38)

c ~) .p=2p(ll)+p(OO)+2p(ll)--2p(lO)>~O. (39)

We can simplify these by using the relations

p(00) + 2p(10) = p(0), (40)

p(11) + p(10) + p(l~) = p(1), (4I)

to eliminate p(10) and the symmetric combination p ( 1 1 ) + p ( l t ) in favor of

p(0) and p(1). We can further eliminate p(1) in favor of p(0) by means of the
normalization condition p ( 0 ) + 2 p ( 1 ) = 1. This gives, as the necessary and
sufficient conditions for the existence of third-order distributions, upper and
lower bounds on p(00):

1 + 6[p(11) - p(ll)] ~> p(O0), (42)

p(00) >~ p(0) - 1/3. (43)

4.1.2. Spin-3/2. The numbers of independent values for the pair and
third-order distributions are d = 6 and D = 10, respectively. The 10 × 6
matrix v,~, and the labeling of the distributions is shown in Table III. (In the
table, and in the discussion that follows, we denote the values of m
corresponding to ± 3 / 2 and i l / 2 by 3, 3, 1, 1.) Since d = 6, an extreme ray
must be orthogonal to d - 1 = 5 independent row vectors v ~").
The search for extreme rays is simplified by noting that the set of
inequalities e • v ~"~ ~> 0 is unaltered by the combined interchanges

C1 ~ 6'2 and e3 ~ c4, (44)

20 Garg and Mermin

Table III. The Matrix v . . for the Spin-3/2 Bell Problem ~

~---+ 1 2 3 4 5 6
p(33) p(ll) p(33) p(ll) p(3t) ;(31)

1 P(333) 1
2 P(111) 1
3 P(333) 1 2
4 P(111) 1 2

5 P(331) 1
6 P(113)
7 P(33~)
8 e(tl~) I
9 P(313) 2 I I
t0 P(13~) 2 t 1

Only the nonzero entries are explicitly shown. The values of m corresponding to :t:3/2 and
+ 1/2 are denoted 3, 3, 1, and i.

or by the interchange

c 5 ~ e 6. (45)

W e have divided Table III into blocks to m a k e these symmetries apparent.

They arise because, under certain interchanges o f the rn's, the c o m p a t i b i l i t y
conditions

p(ml,m2)=V~P(ml,m2,m3) (46)
m3

transform into one another. Thus (44) describes the simultaneous

interchange of m = 3/2 with m = 1/2 and m = - 3/2 with m = - I / 2 ; (45)
describes the interchange of m = 1/2 with m = - l / 2 . All other such
interchanges lead either to one of the symmetries (44) and (45), or to their
product. Similar symmetries are present in the higher-spin cases.
As in the spin-1 case, the first two rows of Table I I l require c 1 and c2 to
be non-negative, and the last two rows require that if e~ and e 6 are both
negative, c 3 and c 4 must both be positive. W e can thus organize the search
for relevant extreme rays into three cases, depending on whether one, two, or
three of their components are negative.
Farkas's Lemma and Nature of Reality 2t

(a) One negative component; all others non-negative. It suffices to

take e 3 or c 5 to be negative; the other possibilities are then given by a p p l y i n g
the s y m m e t r y o p e r a t i o n s (44) a n d (45).

(a.1) c 3 < 0. The c o m p o n e n t c 3 a p p e a r s o n l y in the inequalities given

by the third a n d n i n t h rows o f T a b l e III, which give positive lower b o u n d s
for c t a n d for the c o m b i n a t i o n c 5 + e 6. This in t u r n requires c . v (") to be
positive for atl rows /~ giving inequalities in w h i c h either ct or the
c o m b i n a t i o n e 5 + e 6 appears, b u t e 3 does n o t - - i . e . , for/~ = 1, 5, 7, 10. It also
implies that e • (V (6) Aft /.2(8)) _i 2c z + e5 + e6 > 0, so that c • v (6) a n d c • v ~8~
c a n n o t b o t h vanish. T h u s for e to be a n extreme ray, it m u s t be o r t h o g o n a l
to the vectors v (") with p = 2, 3, 4, 9, a n d either/~ = 6 o r / ~ = 8. Since the
s y m m e t r y o p e r a t i o n (45) i n t e r c h a n g e s the rows ~ = 6 a n d p = 8, a n d leaves
the rows p = 2, 3, 4, 9 i n v a r i a n t , we need o n l y c o n s i d e r the case c • v (8) = 0.
W e are then left with five e q u a t i o n s in six u n k n o w n s , which are easily s h o w n
to yield the u n i q u e solution

c (~ = (2, 0, - 1 , 0, 2, 0). (47)

Three other extreme rays c a n be o b t a i n e d from c (1) from the s y m m e t r y

o p e r a t i o n s (44) a n d (45). The four r a y s constitute the first four rows of
T a b l e IV, u n d e r the label ( a l ) .

(a.2) c 5 < 0. The c o n d i t i o n s given b y the fifth and sixth rows of

T a b l e III require c 1 a n d e 2 to be positive. Therefore, e • v (u) m u s t be positive
for all rows p giving inequalities which c o n t a i n cl or c 2, b u t n o t c~--i.e., for
= I, 2, 3, 4, 7, 8. It is thus i m p o s s i b l e to satisfy, five inequalities as
equalities, a n d there is n o extreme ray.

Table IV. Relevant Extreme Rays for the Spin 3/2 Bell Problem a

a~ 1 2 3 4 5 6

2 0 --1 0 2 0
2 0 -1 0 0 2
(al) 0 2 0 --1 2 0
0 2 0 ~-1 0 2

(b3) 1 1 1 1 -1 --1

(e) 2 2 - 1 - t -2 4
2 2 --1 --1 4 --2

The labeling of the extreme rays corresponds to the various cases

considered in the analysis of Section 4.1.2.
22 Garg and Merm~n

(b) Two components negative; all others non-negative. W e need only

consider the pairs (c3,c4), (c3,c5), and (e5,c 6) to be negative; all other
combinations can be obtained from these by applying the s y m m e t r y
operations (44) and (45).

(b.1) c 3 < O, c 4 < 0. F r o m the third row, which gives an inequality

containing only c 1 and e~, we conclude that e 1 must be positive, and
similarly, from the fourth row we conclude that e 2 must be positive.
Therefore, e • v C") must be positive for all rows Ft giving inequalities which
contain c 1 or c 2, but not e 3 or e4--i.e., for y = I, 2, 5, 6, 7, 8. Since this
leaves only four vectors v (") for e to be orthogonal to, it cannot be an
extreme ray.

(b.2) c 3 < 0 , c 5 < 0 . F r o m the rows y = 5, 6, 9, we learn that e l , e 2 ,

and e 6 must be positive. Therefore, e . v (") must be positive for all rows/~
giving inequalities which contain c 1, e2, or e 6, but not c 3 or cs--i.e., for
/~ = 1, 2, 4, 7, 8. To be an extreme ray, c . v (") must vanish for all remaining
choices of/1. In particular, rows 9 and 10 give

2C3 q- C5 q- C6 = 2C4 + C5 + e 6 = 0 , (48)

which requires c 3 = c4, contradicting the hypothesis that only e 3 and e 5 are
negative. Therefore, this case gives no extreme ray.

(b.3) e 5 < 0, c 6 < 0. The last six rows of Table III lead to inequalities
containing c 5 or e 6. These require c a to be positive for all the remaining
values a = 1, 2, 3, 4. Since the first four rows give inequalities containing
only these four components, it follows that c . v ~") must be positive for
/~ = 1 , 2, 3, 4. Since v ( 5 ) - v ( 6 ) = v ( 7 ) - v (s), there are at most five
independent vectors v (") orthogonal to c, and at most one extreme ray can
result. It is easily checked that

c (2) = (1, 1, 1, 1 , - 1 , - ~ 1 ) (49)

indeed satisfies c (2J • v (") = 0 for ¢z = 5, 6 ..... 10. It is straighforward to verify"

that the last five o f these vectors are linearly independent, which proves that
c (z) is an extreme ray.
N o new solutions are obtained by using the s y m m e t r y operations (44)
and (45). c (2) is shown under the label (b3) in Table IV.

(c) Three components negative; all others non-negative. The only trios
of components which can be negative are (e 3, c 4, c5) and (e 3, c 4, c6). Since
these are related b y the s y m m e t r y operation (45), we need only consider the
first case.
Farkas's Lemma and Nature of Reality 23

If e3, c 4, and c 5 are negative, the inequalities given by the third, fourth,
and ninth rows of Table III lead to positive lower bounds for cl, c2, and e 6.
This in turn requires c • v (") to be positive for all rows/~ giving inequalities
not containing c 3, c 4, or cs--i.e., for/~ -- 1, 2, 7, 8. Among the six rows left,
there is the relation

v '3~ - v (4~ = ( v ( " - v ~)) + (v ~9~ - v~l°~), (50)

so that c is orthogonal to at most five independent row vectors v ("), and

there is at most one extreme ray. It is easy to verify that the solution

e °) = (2, 2 , - 1 , - - 1 , - - 2 , 4) (51)

satisfies c ~3) • v ("~ = 0 for # = 3, 4, 5, 6, 9, 10. It can also be verified directly

that these six vectors v (") do include five that are independent.
Using the symmetry operation (45), we get one more extreme ray,
which along with (51) is shown in Table IV under the label (c).
The extreme rays given in Table IV determine the conditions
c (q) • p >~ O. These can be simplified by using the relations

p(33) + p(31) + p(31) + p(33) = p(3), (52)

p(31) + p(11) + p(11) + p(31) = p(1), (53)
2p(3) + 2 p ( 1 ) = 1, (54)

to eliminate p(33) and p ( l l ) . The conditions given by the four extreme rays
labeled (al) can be combined to give one inequality:

p(31) + p ( 3 i ) >~ ~ + ½ [p(31) - p ( 3 i ) l - 3(p(33) + p(11))

+ ¼ 1 3 ( p ( 3 3 ) - p ( l l ) ) + 4p(1)-- 1[. (55)

Similarly, the extreme ray labeled (b3) leads to the inequality

1
/> p(31) + p(31), (56)

and the conditions resulting from the two extreme rays labeled (c) can be
combined to give

p(31)+p(31)>/~+lp(31)-p(3T)l-(p(33)+p(ll)), (57)

The inequalities (55)-(57) are the necessary and sufficient conditions

for there to exist a suitable third-order distribution.
4,1.3. Spin-2 and Spin-5/2. For spin-2, there are d---9 pair
distributions, and D = 19 third-order distributions which are unrelated by
24 Garg and Mermin

Table V. The Matrix vu~ for the Spin-2 Bell Problem a

p a--~ 1 2 3 4 5 6 7 8 9
~. p(22) p(ll) p(O0) p(22) p(1]) p(20) p(lO) p(21) p(21)

1 P(222) 1
[
2 P ( l l 1) 1
3 P(O00) 1
4 P(222) 1 2
5 P(lll) 1 2
6 P(220) 1 1
7 P(IlO) 1 1
8 P(200) 2 1
9 P(IO0) 2 1
10 P(202) 1 1

11 POOh t I
12 P(2t2) 2 1 1
13 P(12i) 2 1 t
14 P(221) 1
15 P(I12) 1
16 P(221) 1
17 P(t12) 1

t8 P(210) l I 1
19 P(2iO) 1 1

a Only the nonzero entries are explicitly shown.

s y m m e t r y . The t9 × 9 m a t r i x v,~ is s h o w n in T a b l e V. It is evident that the

set of inequalities c • v (") >~ 0 is i n v a r i a n t under the c o m b i n e d interchanges

C 14-+ C 2 , C 41-+ C 5 , C6 ~ C7, (58)

or the interchange
C 8 ~3" C9o (59)
The s y m m e t r y o p e r a t i o n (58) describes the s i m u l t a n e o u s i n t e r c h a n g e o f
m = 2 with m = 1 and m = - 2 with m = - 1 , while (59) describes the
interchange of m = 1 and m = - 1 .
Farkas's Lemma and Nature of Reality 25

The analysis for the extreme rays proceeds as in the spin-1 and the spin-
3/2 cases, with one important new feature: for some sets of negative
components there is more than one extreme ray. The results of the analysis
are as follows:
There are 37 extreme rays, of which 13 are shown in Table VI; the
remainder can be obtained through the symmetry operations (58) and (59).
The last column of the table shows the n u m b e r of distinct extreme rays that
are related by symmetry to the one shown in that row.
The reader can easily verify that each vector c (q) listed in Table VI does
indeed satisfy the inequalities c ( q ) . v ( " ) > / O , thus immediately confirming
that the conditions c (q) • p • 0 are indeed necessary for the existence of a
third-order distribution. Sufficiency, however, is not so easily confirmed. It is
straightforward, if lengthy, to verify that for each set of vectors v ~") for
which e ~q~ • v (") = 0, precisely d - 1 -- 8 are independent, thus verifying that
the c (q) are indeed extreme rays. For the conditions c ( q ) . p ~ 0 to be
sufficient, however, the set of c(q)'s must contain a l l relevant extreme rays.
Readers can only confirm this by repeating for themselves the exhaustive
search that led us to Table IV.
We have also performed this analysis for spin-5/2. There are d = 12
pair, and D = 28 independent third-order distributions. There are now m a n y
more symmetry operations that leave the set of inequalities e . v(")~>0

Table VI. Relevant Extreme Rays for the Spin-2 Bell Problema
' i

1 2 3 4 5 6 7 8 9 Total
numbeJ

e {1) 2 0 0 -1 0 1 0 0 2 4
e(2) 2 0 1 2 0 --2 2 0 0 2
c{3) 2 0 1 2 0 -2 0 2 2 2
c 14) 1 1 0 0 0 0 1 -1 1 4
c ~s~ 2 2 1 -1 2 1 -2 1 1 2
e (6} 2 2 0 --1 0 2 0 --2 4 4
c ~7) 2 1 0 -1 0 1 0 1 3 4
c (8) 2 2 1 2 2 --2 --2 4 4 1
c (9) 1 1 0 l 1 1 0 -1 -1 2
c ~1°) 2 2 0 .... 1 -1 1 1 -2 4 2
e ~I1) 2 2 1 --1 2 4 -2 -2 4 4
c~I2~ 8 2 1 --4 2 4 -2 -2 10 4
e~3~ 2 2 1 2 2 -2 4 -2 .......2 2

Only extreme rays unrelated by symmetry are shown. The last column gives the total
number of distinct extreme rays that can be obtained from the one shown in that row by
symmetry operations.
26 Garg and Mermln

invariant, including, for example, permutations of groups of three

components of c. There are 124 relevant extreme rays, all of which can be
obtained from 13 by symmetry operations. We do not list these extreme rays
here, but present the results of evaluating the corresponding conditions on
the quantum theoretic pair distributions in Section 4.3.

4.2. Symmetric Bell's Problem: Evaluation of the Conditions for Quantum

Theoretic Distributions
We now evaluate the conditions c (q~ • p/> 0, using the extreme rays c (q)
obtained in Section 4.1 for various values of spin, when the pair distributions
p are given by their quantum theoretic forms q. Those forms are given in
Appendix C for values of spin ranging from 1/2 to 5/2,

4.2.1. Spin-1. Since p ( 0 ) = I/3, (43) merely requires p(00) to be non-

negative, and the only nontrivial condition is (42), which becomes

4 + 9p(1)(COS 0) -- P(2)(cos 0) >/0. (60)

Here, 0 is the angle that the axes make with each other, and P(l~(cos 0) is the
/th Legendre polynomial. The inequality (60) agrees with the general result
of Section 5 of Ref. 5 in the equiangular case.

4.2.2. Spin-3/2. Using the forms (C.7) for the quantum theoretic
distributions, the inequalities (55)-(57) become, in order,

15(1 + p(1) + p(3)) __ 5p(2) _ 18 [p(1) _ pO)[ ) O, (61)

1 + 3P ~2) ) O, (62)
10 + 15(P (1) + p~3))_ 9 IP (1~ -P~3) I ) 0. (63)

(We have suppressed the arguments of the Legendre polynomials.) These

three inequalities are precisely (D.12), (D.13), and (D.9) of Ref. 5, and we
therefore confirm the results of the very much more complicated derivation
used there.

4.2.3. Spin-2. When the forms (C.8) are used, the inequalities
resulting from extreme rays related by symmetry can be combined into a
single inequality containing absolute values. We find that c (8) and e (~°~ lead
to conditions which are immediate consequences of the pair distributions
being non-negative. Of the remaining 11 inequalities, we find numerically
that those given by c ~2~, c (3~, and c (12) imply all the rest. These inequalities
are, in order,
Farkas's Lemma and Nature of Reality 27

7(1 +p(2) + p(4)) __ 9 IP (2) - P ( 4 ) I ) O, (64)

84 - (5P (2) + 9P (4)) + I05(P (1) + p(3)) _ 84 1P (1) --P(3) t ) O, (65)
133 + 3(5P (2) + 9P (4)) + 105(1° (1) + p(3))
-- 9 1 5 ( P (2) -- p ( 4 ) ) __ 7(pO) _ p(3))l _ 84 IP ° ) - - P(3) I ) O. (66)

4.3. Behavior o f the Q u a n t u m Theoretic Distributions with Increasing Spin

For spin-i/2, the range of angles for which a third-order distribution

does not exist can be found from the dichotomic example considered at the
end of Section2. By comparing Eqs. (17) and (C.5), we identify the
parameter q to be cos 0. Since the angle that three symmetrically oriented
axes make with each other cannot exceed 120 °, - ½ ~ q ~ 1. The condition
(24) is violated for - ~ ~ q ~ - ~, or in terms of the angle 0, for

120 ° ) 0 > c o s - 1 ( - 1 / 3 ) = 109.47 ° (s = 3). (67)

The corresponding range for spin-1 for which the condition (60) is
violated is
1 2 0 ° ) 0 > c o s - ~ ( 3 - 2-~/~) = 117.65 ° ( s = 1). (68)

Note that the range diminishes as the spin increases from ½ to 1. This is a
special case of the behavior found in Ref. 5 for a general asymmetric set of
three axes: if a third-order spin-l/2 distribution exists for three such axes,
then a third-order spin-1 distribution also exists for the same three axes. It
was also noted in Ref. 5 that this pattern is broken when the spin increases
from 1 to 3/2 in the symmetric case. This is easily seen from the inequalities
(61)-(63), which are violated in the range

120 ° ) 0 > 116.40 °,

109.47 ° > 0 > 70.53 °,
64.03 ° > 0 > 57.06 ° (s = 3/2). (69)

To these results originally found in Ref. 5, we add the following

behavior for spin-2 and spin-5/2:
The range of angles for which the spin-2 inequalities (64)-(66) are
violated is
1 2 0 ° ) 0 > 115.53 °,
103.74 ° > 0 > 59.79 °,
50.77 ° > 0 > 45.00 ° (s = 2). (70)
28 Garg and Mermin

We find the corresponding range for spin-5/2 to be

120 °/> 0 > 117.32 °,

104.31 ° > 0 > 75.69 °,
73.42 ° > 0 > 46.91 °,
42.80 ° > 0 > 37.51 ° (s = 5/2). (71)

The new results (70) and (71) demonstrate that the range of violation
continues to increase with increasing spin. Thus, the total range of angles for
which violations of local realism are found, after dropping from 10.53 ° to
2.35 ° as s goes from 1/2 to 1, grows from 49,5 ° to 54.2 ° to 63.1 ° as the spin
increases from 3/2 to 5/2. Elsewhere (6) we have given another kind of
evidence that conditions for the existence of third-order distributions do not
become easier to satisfy with increasing spin, showing that for three coplanar
(but otherwise arbitrary) axes there are never any third-order distributions,
regardless of the value of the spin.

4.4. Clauser and Horne's Problem for Spin-1/2

As a somewhat different illustration of the general analysis of Section 2,
we find the necessary and sufficient conditions fbr the existence of third-
order distributions of dichotomic variables, P~2.3 and P~2,4, which are
consistent and compatible with given pair distributions P13, P~4, P23, and
P24 .1I The problem differs from those considered in Section 4.1 in that now
there are consistency as well as compatibility conditions on the third-order
distributions.
Since we have four pair distributions, and the arguments of each can
assume four values, there are 16 compatibility conditions:

P12,k(mlmz, m3) : p2k(m2, m3),

ml

Pi2,k(ml mz, m 3 ) = plk(ml, m3) , 1C = 3, 4. (72)

m2

In addition there are four more requirements of consistency:

P12,3(m,m2, m3) = ~ Pt2,4(mlm2, m3). (73)

m3 m3
11 The conditions we derive here are identical to the set of necessary conditions first obtained
by Clauser and Home (Ref. 2). Their sufficiency for inversion-symmetric pair distributions
was shown by Mermin and Schwarz (Ref. 5), and for general pair distributions by Fine
(Rer. 14).
Farkas's Lemma and Nature of Reality 29

The conditions (72) and (73) are summarized in the matrix v,~ shown
in Table VII, where we have labeled the values of the arguments by the
symbols " + " and " - " instead of 1/2 and - 1 / 2 .
We first note that not all the column vectors V (~) are independent. Thus
the vector V (4) is given by

V (4) = V (2; + V (3) - V (~). (74)

There are analogous expressions for V (8), V (12), and V ~6). The vectors V (18)
to V (z°) can also be expressed in terms of V (1) to V(~7):

V (18) = V (~) + V (s) _ V(9) _ V~3) _ V(~7),

V (19) = V (2) _~_ V (6) _ V (10) _ V (14) _ V(17)

V (~°)= V (3) + V (7) - V (H) -- V (15~ - V (18). (75)

Following the arguments of Section 2, we may therefore discard the vectors

V ¢~) for a = 4, 8, 12, 16, 18, 19, 20. This leaves the problem of determining
the nontriviat extreme rays of a cone with d = 13 and D = 16.
It is useful to note that the set of inequalities e . v <") >/0 is invariant
under the symmetry operation

c17~--e17, %~%+8, a=1,2,3,5,6,7, (76)

and the operation

c~%+ 4, a=(1,2,3) or ( 9 , 1 0 , 1 1 ) , (77)

as is apparent from Table VII.

Because of the symmetry (76), we can divide the search for extreme
rays into two cases, depending on whether or not c17 is zero.
If c~7 = 0, the inequalities c • v (") >/0 decouple into four sets of four
each. For e~, e2, and c3, these are

e I + e 2>I0, cl + c 3 > / 0 ,

e2 ~>0, c3/> 0. (78)

Identical inequalities are obtained for the sets (es, e6, c7) , (e9, elo , e l 0 , and
(el 3, e14, c15). If in any of these sets of four inequalities, three hold as
equalities, so does the fourth as a consequence. Since an extreme ray must
satisfy d - 1 = 12 independent equalities, (78) and the analogous sets of
inequalities must all hold as equalities. It is easily verified that the only
solution to all these equations is the null vector, and there is, therefore, no
extreme ray when e17 = 0.
 I a b l e VII. The M a t r i x v . ~ for the Spin-l/2 C l a u s e r - H o r n e Problem a

a O" -~ l 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

1 Pl3 P23 P23 P13 P13 P23 P23 P~ PI4 P24 P24 PI4 P14 P24 P24 P14 0 0 0 0
++ ++ --+ + +-- ~ ++ ++ --+ --+ +--

l [ ++,+ l
2 I +--' +
p
1 l |
3 _+, + 1
4 ---- j- 1 1
5 P12,3 ++,
I 1
6 ~ +--, I 1 [
1 1 1
87 _ ~ --+,--
1 1
9 ++, + -1
10 , +-, + -1
1t ~ -+,+ .... 1
12 ---, + !

13 ++,- -1
14 +-, 1
15 -+, - o-1
16

" Only the nonzero entries are explicitly shown.

Farkas's Lemma and Nature of Reality 31

To find extreme rays with c~7 4: 0, we note that the symmetry operation
(76) enables us to consider only c~7 > 0, and we use the freedom of an
overall scale factor to set c~v = 1. The inequalities c • v ~"~ ~> 0 then decouple
once again into four sets of four each. The set for (c~, c2, c3) can be read
from the first four rows of the table:

C1 -~- C2 ~ --1, t21 -~- e 3 ~ 0,

6'2 ~ 0, 6'3 ~> 0. (79)
An identical set for (c 5, c 6, c7) follows from the next four rows. Similarly, the
inequalities for (eg, c10, e11) are given by the third set of four rows:

c 9 + c10>/ 1, c 9 + cll >/0,

C10 ~ O, 6'11 ~ O, (80)
and an identical set for (e~3, e~4, el~) follows from the last four rows.
Since 12 of the 16 inequalities e . v (") >~ 0 must hold as equalities for c
to be an extreme ray, and since one easily verifies that all four cannot hold
at once in any given set, there must therefore be three equalities from each
set. It is easily verified that the only possible solutions are

(cl, c2, c3) = (0, O, O) or ( - 1 , O, 1),

(c 5, e 6, e7) = (0, O, O) or ( - 1 , O, 1),
(C9, el0 , Cll ) = (1, 0, 0) or (0, 1, 0),
(/213 , C14 , C15) = (1, 0, 0) or (0, 1, 0). (81)

Since there are two so!utions each for the four sets of three components,
we get a total of 16 extreme rays, and 16 more can be obtained by applying
the symmetry operation (76). Since p 1 7 = 0 , the conditions c . p / > 0
generated by these two symmetry-related sets of extreme rays can be
obtained from each other by interchanging each Pi3 with the corresponding
Pi4. The conditions given by the first set of extreme rays (81) can be written
compactly as
0 0
l--P13(q-+)q-p23(--+)I + l--p13(q---)q-p23(----)l
+ 1 PI4(-}- -I-) (82)
p24(++) I + I p24(+-)
p14(+-) I > 0,
where we can choose either entry in any of the braces. These and the
inequalities obtained from them by interchanging the variables 3 and 4 are
32 Garg and Mermm

the necessary and sufficient conditions for there to exist third-order

distributions P12,3 and P~2,4.
The full set of conditions can be simplified by noting that most of them
hold automatically. We denote the conditions (82) as [X~X2X3X4], where
X i = 1 or 2, depending on whether we choose the upper or lower entry in the
ith brace. All the conditions [11X3X4] hold, since the pair distributions are
non-negative. Indeed all conditions with X~ = X 2 or X~ = X4 can be shown to
always hold by exploiting the consistency relations between the pair
distributions. One finds that

[2211] = P2(--),
[22221 = p~(--),
[22121 = P14(----) + P24(--+),
[2221] = P14(--+) + P24(----),
(83)
[12111 = p l , ( + - ) + p23(- +),
[21 t l l = p . ( + +) + p ~ 3 ( - - ) ,
[1222] = p13(- +) + p23(+-),
[2122] = p l 3 ( - - ) + p23( + +),

all of which are obviously non-negative.

The only nontrivial conditions are, therefore, [1212], [1221], [2112],
and [2121], which can be concisely written as

--P13(+, ra) + P23(--, m) + Pl4(+, m') + P24(+, rh') >/O, (84)

where m and m' are allowed to assume both values independently. The
conditions related to (84) by the symmetry operation (76) can be obtained
simply by interchanging the subscripts 3 and 4.
These eight conditions are the inequalities obtained by Clauser and
Horne. ~2) They emerge here as the necessary and sufficient conditions for
there to exist third-order distributions P12,3 and P12,4'
A more symmetric form for these conditions can be obtained by
expressing them in terms of correlation functions of the pair distributions.
Since the m's can only take on the values ½ and -½, it follows that the
general form for Pin is

pik(rn, m') = ¼(1 + 2Bim + 2Bkm' + 4Ai~mm' ). (85)

Farkas's Lemma and Nature of Reality 33

Here, B,, B k, and A~k are constants which can be obtained from Pik. For
example,

Aik= ~ 4mm'pik(m, m'). (86)

m~?n I

In terms of these correlation functions, the inequalities (84) (and those

obtained from them by interchanging the variables 3 and 4) are easily seen
to be

2 -- 2m(A~3 i A23) + 2m'(A,4 q- A24)/> 0, (87)

which is equivalent to

IA,3 +A231 + IA,4 TA241 ~ 2. (88)

This is the form of the Clauser-Horne inequality quoted in Ref. 5. Note that
the constants B i and Bk, which measure the asymmetry of the distributions
Pik under inversion (m ~ - m ) , drop out of the final conditions.

APPENDIX A. NUMERICAL METHODS FOR FINDING ALL

RELEVANT EXTREME RAYS OF CONVEX
POLYHEDRAL CONES

The problem of finding the relevant extreme rays is simple enough for
each of the examples of Section 4 that it can be solved by hand. The
difficulty of the problem for more complex cones begins to emerge in the
spin-2 and spin-5/2 cases, where there may be a number of extreme rays for
a given set of negative components. If this number is large, considerable
analysis may be required to extract all the extreme rays, and it may be more
efficient to use a computer. The published algorithms (see, e.g., Refs. 16-18)
find only those extreme rays whose components are non-negative, but the
following elementary observation permits us to use them to find all relevant
extreme rays--i.e., those which have at least one negative component:
To find extreme rays with a specified set of negative components c~,
define the matrix 17,~ to be the same as the original matrix v,~, except for a
change in the signs of those column vectors V(~) that correspond to values of
a for which c , is required to be negative. The relevant extreme rays of the
cone c • v ~*') ~> 0 are found from those extreme rays of the cone c • t7~u) >/0
whose components are all non-negative, by reversing the signs of the
components required to be negative. Solutions in which any of the
components required to be negative are found to vanish can simply be
discarded.

825/I4/1-3
34 Garg and Mermin

By repeating this procedure for all possible choices of the set of

negative components, we can obtain all the relevant extreme rays.

A P P E N D I X B. THE RELATION BETWEEN BELL'S A N D CLAUSER

A N D HORNE'S PROBLEMS

Consider the N × N Clauser-Horne problem in the special case where

the A and B observables can be grouped into N perfectly correlated
pairs--i.e., the distributions qii obey Eq. (25). We show that the unobser-
v a n e marginals of the distributions Pu,k etc. are then given by Eq. (26). The
requirements of consistency among the various P~:.k's can then be replaced
by equivalent requirements of compatibility, and the problem reduces to
Bell's problem.
To see this, first note that
P (a(i~a (:) h~J)~=0, s~t, (B.1)

This follows from the compatibility relation

a &,(J) ,~t
u;:~-~ h(,i)'~, - --- , -\ i~j . jP' U r (_(i)~(j)
% 'bt G ) ); (B.2)
r

since Eq. (25) requires q:: to vanish unless s = t, and since each term m the
sum is non-negative, the sum must vanish term by term, if s 4= t.
The unobservable marginal of P~:.~ can then be evaluated as follows:

V Pij k(a~i)a~ :), h~k)]-- "~~ p (_(i)~:~ b~))

t t

\~P
=~,~O,jt.Ur
t ~ ( ~ u(t: ) , ~h(:)~
s :=-qi](
"a~) h~:~]
r ' ~ s :"
(B.3)
t

The first equality is a consequence of consistency and the second follows

from Eq. (B. 1).
Note that by using the consistency relation between Pu.k and P~j.i, and
following the same argument, we also get

p t_(i) ~_(j)
,--.a ~ ( i , k k U r
~,ck)~
s ~ ut } ~
q_:i(a~:), b~ri)) (B.4)
t

This is only consistent with Eq. (B.3) if

q..(a
U\~r
i) ~ b~j)) = n" I j i k~,~J)
~s
h(i~
, ~ r I" (B.5)
Farkas's Lemma and Nature of Reality 35

Thus, if the third-order distributions of the Clauser-Horne problem exist,

then the additional symmetry required by Eq. (26) emerges as a direct conse-
quence of the perfect correlations (25).
These conclusions also follow from the observation of Mermin and
Schwarz ~5~ that if perfect correlations are observed then a representation of
the conditionally independent form (27) is possible only if the functions f
and g are of the form

fi(a~,i), z) = gi(b(j ', z) - ~.r~m" (B.6)

Here r~(z) is an arbitrary function of the hidden variable z which labels

values in the spectrum of the observables A ~i) and B ~i), and the symbol "-'--"
denotes that the equation holds for all values of z except for a set of zero
statistical weight. The form (B.6) immediately implies (B.4) and (B.5).
Similar conclusions have been reached by Suppes and Zanotti. (19~

A P P E N D I X C. THE Q U A N T U M THEORETIC PAIR

DISTRIBUTION

In the context of the spin-s Einstein-Podolsky-Rosen experiment, the

quantum theoretic distribution qe~,(m, rn') for the spin singlet state is
conveniently represented in the following somewhat unorthodox form, 12
derived in Ref. 5:
2s

qaa,(m, m ' ) = (2s + 1) ~ ,;2-

\' f~(m)f~(m')P~')(d, d'). (C.1)
1=0

Here, d and - d ' are the orientations of the two detectors, and q~a,(m, m') is
the probability that the spin components of the two particles are measured to
be m and m'. p~l~ is the /th Legendre polynomial, and the 2s + 1 functions
f~(x) are polynomials in x of degree l, for l = 0 , 1..... 2s. They can be
completely determined (except for an overall sign) by requiring-
orthonormality over the discrete set of points x = m, where m = - s ,
- s + 1..... s, as follows:

(2s + 1) -1 ~:~ f~(m)f~,(m) = c~tl,. (C.2)

m= --s

~2Since qad, is proportional to the square of a rotation matrix element, it can aIso be written,
more conventionally, in terms of Jacobi polynomials. [See, e.g., Eq. (58.10) of Ref. 20.1 The
form (C.1) is more natural in the study of the classical limit (s~ m). We use it here for
that reason, and for the sake of continuity with Ref. 5.
36 Garg and Mermin

The functions f~ are discrete analogues of the Legendre polynomials,

and were discovered by Chebyshev in 1864. (2~) They possess several useful
properties such as the completeness relation

2g
(2s + 1) -~ ~-~ f~(m)f~(m') = ~)mm', (C.3)
l=0

and the parity relation

f~(-m) = (--1)'~(m). (C.4)

Below, we present tables o f f , ( m ) for values of s from 1/2 to 5/2. It is

easily verified that they satisfy conditions (C.2) to (C.4).

Spin-I/2. Table off]/2(m)

m=l/2 m=-1/2

/=0 1 1
1=1 1 -1

Spin-1. Table of f ](m)

m=l m=0 m=l

I=0 1 1 1
1=1 ~/2 0 -v~/2
I=2 1/,/~ -v~ 1/~/~

Spin-3/2. Table off]/2(rn)

m = 3/2 m = 1/2 m =-t/2 m =-3/2

/=0 1 1 1 1
l= 1 3/v~5 I/V@- - 1/~¢/-5 -3/k/?
l=2 1 -1 -1 t
l=3 1I,/5 --31@5 3/k/~ -- l/V/-5
Farkas's Lemma and Nature of Reality 37

Spin-2. Table off,(m)

m=2 m=l m= 0 m = -1 m = -2

/=0 1 1 1 1 1
/=1
l=2
l=3 l/V/2 -V/2 " 0 V#2 --1/~/2
/=4 1/,~ --4/V/]4- 6/~'~ --4/,~14 1/V/~

Spin-5/2. Table off~n(m)

m = 5/2 m=3/2 m:l/2 m=-t/2 m=-3/2 m=-5/2
l=0 1 1 1 1 1 1
l-1 \fi5/7 3V#3/--~ ~ -- 3 ~ / ~ -3x/3/35- --~/15/7
I=2 5/~/1#~ ......1 / , f 1 4 - - 4 / V / ~ - - 4 / ~ - 1 / ~ - 4 5/V/~
/=3 5/-~ -7/,v/30-4/,v/~ 4/V/30 7/~/30 -S/V/~
/=4 X/3/14-3 3~/~ 23 ~ / ~ 23 X / ~ -3V/3/14 V23/14
l=5 -5/,/45 lO/v -10/v 5 5/v -
From these tables and Eq. (C. 1), we obtain the pair distributions qaa'(m,m'),
which we give below. Values of the distributions other than those explicitly
given follow immediately from the symmetries described in Section 3.2.

Spin-l/2
q(1/2, ±1/2) = 1/4(1 i cos 0). (c.5)
Spin-1
q(1, ±I) = (1/18)(2 ± 3P(')(cos0) + P(2)(cos 0)),
q(0, 0) = (1/9)(1 + 2P(Z)(cos 0)),
q(1, 0) = (1/9)(1 - P(2)(cos 0)). (C.6)
Spin-3/2
q(3/2, ±3/2) = ( 1 / 1 6 ) ( 1 ± 9p(1) -k p(2) J- ±p(3)~
5 ~',

q(1/2, +1/2)=- (1/16)(1 ± ~P(')+ p{z) + ~9p(3)]:,

q(3/2, ± 1/2) : (1/16)(t + ~P(~>- r ~=>m ~P(30. (c.7)
38 Garg and Mermin

Spin-2

q(2, ±2) = (1,/25)(I + 20X z + X 4 ± (4X, + X3)),

q(1, + 1 ) = (1/25)(1 + 5X 2 + 16X 4 ± (X, + 4X3)),

q(O, O) = (t/25)(1 + 20X z + 36X4),

q(2' 0 ) ) = (1/25)(1 - 5 X 2 - 9 X 4 T 15(X2 - X 4 ) ),

q(1, O)

q(2, ± 1 ) = (1/25)(1 -- l O X ~ - 4X4 ± 2 ( X , - - X 3 ) ), (c.8)

where we have defined

Yl, 3 = ½P(1)'(3)(COS 0), X2, 4 = (1/14)P(2)'(4)(cos 0), (C.9)

Spin-5/2

q(5/2, :t:5/2) = (1/36)(1 + 25X 2 + 3X 4 ± (25X, + 25X 3 + X,)),

q(3/2, + 3 / 2 ) = (1/36)(1 + X 2 + 27X 4 ± (gx~ + 49X 3 + 25X~)),

q(1/2, ± 1 / 2 ) = (1/36)(1 + 16X 2 + 12X 4 ± (X~ + 16X 3 + IOOXs)),

q(5/2, ± 3 / 2 ) = (1/36)(1 - 5X 2 - 9X 4 ± (15X I - 35X 3 - 5X5)),

q(5/2, ±1/2) = (1/36)(1 - 20X 2 + 6X 4 ± (5X, - 20X 3 + lOX,)),

q(3/2, ± 1/2) = (1/36)(1 + 4 X 2 - laX4 ± (3X, + 28X 3 - 50X,)),

(c.Io)
where we have now defined

X 1= (3/35)P(I)(cos 0),

X 3 = (1/30)P(3)(cos 0),

X 5 = (~1/42)P(5)(cos 0),

and

X2, 4 = (1/14)P(Z)'(4)(cos 0). (c.12)

ACKNOWLEDGMENTS

This work was supported by the National Science Foundation under

Grant D M R 80-20429.
Farkas's Lemma and Nature of Reality 39

W e are also i n d e b t e d to Prof. M i c h a e l T o d d for telling us that w h a t we

had p r o v e d w a s F a r k a s ' s L e m m a , and for g u i d i n g us to the a p p r o p r i a t e
literature on c o n v e x cones.
W h e n we s u b m i t t e d this m a n u s c r i p t for p u b l i c a t i o n we were u n a w a r e o f
any m a t h e m a t i c a l i n v e s t i g a t i o n s o f the statistical q u e s t i o n s we e x a m i n e here.
W e t h a n k Prof. P a t r i c k S u p p e s for b r i n g i n g to o u r a t t e n t i o n a r e v i e w ~22)
w h i c h t o u c h e s on s o m e o f these p r o b l e m s .

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