text:
# EROs in the EIS Fields

## 1 Introduction

The formation history of field elliptical galaxies (i.e. elliptical galaxies located outside of massive galaxy clusters) remains very uncertain. Although most stellar population indicators point towards star formation at z $`>`$ 2, it remains unclear when and how these stars were assembled into their current dynamical structures.

Two formation scenarios with distinct observational predictions continue to be debated. Each one allows for star formation to take place at high redshift, i.e. for the present epoch stellar populations of field ellipticals to be mostly old and metal-rich. However, the first scenario, based on the rapid dissipative collapse model, postulates that the stars were formed and assembled into elliptical galaxies in one rapid collapse event at high (z $`>`$ 2) redshift (Eggen, Lynden-Bell, & Sandage 1962; Larson 1974; Tinsley & Gunn 1976). In this “top-down” scenario field ellipticals have evolved quiescently since their formation, and therefore the number of massive/luminous field elliptical per co-moving volume should be constant at all redshifts between now and their formation epoch. On the contrary, the opposing hierarchical merger scenario assumes that ellipticals were assembled from previously formed sub-units, and that this process has continued until the current epoch (see, e.g. Toomre 1977; White & Rees 1978; Blumenthal et al. 1984). In this “bottom-up” scenario, the number of massive/luminous elliptical field galaxies per co-moving volume increases over time.

These seemingly distinct and easily tested observational predictions have in practice been difficult to resolve at relatively low redshift. Based on the Canada-France Redshift Survey, Lilly et al. (1995) concluded that there has been no significant number evolution for bright, early-type galaxies since z $`=`$ 1. This result was questioned by Kauffmann, Charlot, & White (1996), but it has been confirmed by Schade et al. (1999), who took advantage in their study also of the availability of detailed morphological information derived from HST images. Comparing the co-moving number density of field elliptical galaxy at z $`>`$ 1 to the current epoch number density would be more fruitful because the longer time baseline creates a larger (and therefore easier to detect) number density difference in the hierarchical model. Under the rapid dissipative collapse model, of course, the co-moving number density would remain constant.

The availability of large format near-IR arrays has created the opportunity to search for the luminous field ellipticals at high redshift needed to carry-out this test. These searches are based on a very simple concept: once the 4000 Å break is redshifted beyond the I-band, the observed optical-IR colors of a quiescently evolving elliptical become very red (R–K $`>`$ 5; I–K $`>`$ 4). In terms of brightness, a typical current epoch field elliptical redshifted to z $`>`$ 1 will have an observed K of $``$ 19 – 21 (Moustakas et al. 1997). Objects with these extreme properties (faint K-band magnitudes, extremely red optical-NIR colors) are now commonly known as Extremely Red Objects (EROs).

Of course, EROs imaging surveys only measure EROs surface density. Determining the field elliptical galaxies volume density ultimately requires a combination of morphological and spectroscopic information to eliminate Galactic and extragalactic interlopers and to determine the redshifts of high redshift field elliptical galaxy candidates. Although some EROs have been found to have spectral properties consistent with young (3 - 4 Gyr) elliptical galaxies (e.g., Cowie et al. 1996; Dunlop et al. 1996; Spinrad et al. 1997; Cohen et al. 1999), spectra and/or exact redshifts are available for only a very small fraction (10 – 15%) of detected EROs. Thus, it is possible that some EROs are in fact dust-enshrouded galaxies at lower redshift (as discussed, e.g., by Graham & Dey 1996; Cimatti et al. 1997) or foreground lower main sequence and brown dwarf stars, although the latter possibility is extremely unlikely given the apparent surface density of such Galactic objects (Moustakas et et. 1997; Cohen et al. 1999). Despite such contamination problems, observed EROs number surface density should be able to place a stringent upper limit on luminous field elliptical galaxy number volume density at z $`>`$ 1.

Unfortunately, published results from such surveys do not present a consistent picture of EROs surface density, let alone inferred volume density. As Table 1 illustrates, measured EROs surface densities vary by factors of 2 – 6. Clearly, a consensus result has not been reached yet. However, given that most of these surveys cover very small areas, it is not impossible that the observed surface density variations are caused by large-scale structure at high redshift. Additional samples, and preferable over larger areas, are still needed.

In this first in a series of three papers, we present an analysis of the optical-NIR images obtained of the AXAF (Chandra) Deep Field as part of the ESO Imaging Survey (EIS; Rengelink et al. 1999). These data cover an area of approximately 43 square arcmin, comparable in spatial area to the largest EROs surveys already published. The EIS data have been used to construct EROs samples using a variety of magnitude and color criteria. In this paper, we review the EIS dataset (Sect. 2) and then present a number of possible EROs samples using different selection criteria (Sect. 3). The sample most likely to represent field elliptical galaxies at z $`>`$ 1 is then discussed in Sect. 4. Our results are summarized in Sect. 5.

In the next two papers, we will present an analogous analysis of the public EIS-DEEP HDF-S dataset (da Costa et al. 1999) and of a private near-IR dataset obtained as part of two independent EIS Cluster candidate followup surveys. The total area surveyed by this joint study will be $``$ 400 square arcmin, i.e. larger than any other published EROs imaging survey at a comparable K-band limiting magnitude.

## 2 The data

This work is based on the publicly available data obtained as part of the ESO Imaging Survey (EIS) on the so-called AXAF (Chandra) Deep Field, at $`\alpha =03^h32^m30^s`$ and $`\delta =27^{}48^{}30^{\prime \prime }`$. Deep multi-band optical and infrared observations in this field were obtained in the period August-November 1998, using the ESO 3.5m New Technology Telescope (see Rengelink et al. 1999 for details). Optical observations in the $`UBVRI`$ bands were carried out with the SUSI2 camera (D’Odorico et al. 1998), equipped with two $`4k\times 2k`$ EEV CCDs, covering a field of view of $`5.46\times 5.46`$ arcmin with a pixel scale of 0.16 arcsec/pixel (after $`2\times 2`$ binning). Infrared observations in the $`J`$ and $`Ks`$ bands were carried out using the SOFI infrared camera and spectrograph (Moorwood, Cuby & Lidman 1998), equipped with a Rockwell $`1k\times 1k`$ detector, covering a field of view of $`4.9\times 4.9`$ arcmin with a pixel scale of 0.29 arcsec/pixel.

The infrared observations cover 4 SOFI fields, for a total area of approximately 83 square arcmin. Optical observations at the moment cover only the two northern SOFI fields, for a total area of approximately 56 square arcmin, except in the I band, where only a smaller 30 square arcmin area has been covered. Total exposure times are 5500 seconds for the $`V`$\- and $`R`$-band exposures, 12600 seconds for the $`I`$-band exposure, and 10800 seconds for the $`J`$\- and $`Ks`$-band exposures. Details about the data reduction procedures are given by Rengelink et al. (1999), and da Costa et al. (1999), and only a brief summary is presented here. Single dithered optical exposures were coadded using the drizzle procedure (Fruchter & Hook 1998) implemented within the EIS pipeline. Infrared jittered images were combined using the jitter program within the Eclipse data-reduction package (Devillard 1998). The final single-band coadded images were astrometrically calibrated using the USNO-A V1.0 catalog as a reference. The photometric calibration was based on observations of Landolt (1992) standard stars for the optical data, and of HST standards from the list of Persson et al. (1998) for the infrared data. Zero-point uncertainties are of $`\pm 0.03`$ mag in $`V`$-band, $`\pm 0.04`$ mag in $`R`$-band, and of $`\pm 0.05`$ mag in $`I`$-, $`J`$-, and $`Ks`$-band.

A multi-color object catalog was created based on the method of the chi-squared image, described by Szalay, Connoly & Szokoly (1998). All single-band coadded images were convolved with a Gaussian kernel to devise a set of images with homogeneous PSFs (i.e. equivalent to the single-band image with worse seeing, the I-band image), normalized by their respective rms noise values, and then quadratically combined to obtained a chi-squared image. Object detection on that image was carried out using the SExtractor software (Bertin & Arnouts 1996). Magnitude measurements based on the detection parameters derived from the chi-squared image were performed on the Gaussian convolved single-band coadded images.111Our final catalog differs somewhat, especially at the faintest magnitude, from the AXAF Deep Field catalogs released by the EIS Team in December 1998 on their Web site. When constructing the December 1998 catalogs, the coadded single-band images were not convolved by a Gaussian before the chi-square image was constructed and object magnitudes were measured on the non-convolved single-band images. Magnitudes were then measured within a 4 arcsec diameter aperture. From a comparison with deep number counts in the literature, it is estimated that the 90% completeness limit of the multicolor catalog in the different bands is approximately $`V=26.2`$, $`R=26.0`$, $`I=25.6`$, $`J=23.6`$, $`Ks=21.6`$ (see da Costa et al. 1999, and Rengelink et al. 1999). Star/galaxy separation was based on the SExtractor stellarity index, considering as galaxies object with index $`0.85`$, when measured in the $`Ks`$-band images. It is important to remark that this classification criterion is reliable only for galaxies at least 1–1.5 mag brighter than the detection limit. Stellar contamination is however expected to be very limited at this galactic latitude ($`b55`$), and our selection of very red objects is expected to reduce it even further (see for example da Costa et al. 1999).

In this work, we restrict ourselves to the area covered by both the optical and infrared observations, and further limit our analysis to the area where the sensitivity of the single-band coadded images is most uniform, rejecting those parts of the surveyed area where the sensitivity is below 75% of the peak in any of the single-band coadded images. In this way, the area we consider covered by the $`RJKs`$ observations is $``$ 43 square arcmin, while that covered by the $`RIJKs`$ observations is $``$ 23.5 square arcmin. Within these areas we derive an object catalog by selecting all objects measured above the 2$`\sigma `$ limit in the $`Ks`$-band, which in practice limited us to objects brighter than $`Ks=`$ 21.0. At that $`Ks`$ limiting magnitude, the equivalent limiting magnitudes in our other bands were $`J=22.8`$, $`I=25.0`$, and $`R=26.0`$ with magnitude uncertainties of approximately 0.1 mag in $`R`$, and 0.15 mag in $`I`$, $`J`$, and $`Ks`$.

## 3 Single-color selected EROs samples

As our main objective is to study the evolution of the volume density of $`z>1`$ field elliptical galaxies, we define EROs to be color-selected objects that are redder than a z $``$ 1 passively evolving elliptical galaxy. While this definition has been already used by other authors (e.g., Barger et al. 1999, Cohen et al. 1999), it is not unanimously adopted in the literature, as other studies have defined EROs to be objects that are redder than a passively evolving elliptical galaxy at any redshift (e.g., Andreani et al. 1999, Thompson et al. 1999). Since most previously published studies have relied on a single color criterion to select EROs, we decided to select from our dataset a number of different single color samples, based on the criteria $`RK5.0`$, $`IK4.0`$, or $`JK1.8`$. We make no use of the available V-band data since it is too shallow for our requirements (the color criterion would be $`VK7.0`$, which would require completeness down to V = 28). These criteria were designed to include in the samples all the elliptical galaxies at $`z1`$ that would have properties comparable to those of their present-day counterparts, taking into account the passive evolution of their stellar population (assumed to have formed at $`z>2`$). At the same time, these choices allow comparisons with previously published EROs surveys to be readily carried out, although the effective redshift cutoff for passively evolving early-type galaxies might be slightly different for the different colors, as the color-color tracks plotted in Figure 1 show. The effect however is very small, and does not significantly affect the analysis carried out in this paper.

Obviously a single color measurement is not enough to define, even approximately, a galaxy’s spectral energy distribution (SED). Therefore every EROs sample that is defined on the basis of a single-color criterion is likely to contain both $`z1`$ early-type galaxies and a mixture of other objects, including dusty star-forming galaxies, and low-mass stars. Moreover, as illustrated in Figure 1, samples constructed from such single color criteria will not only include early-type galaxies, but may also contain even normal early-type spiral galaxies at $`z1.61.8`$. The largest contamination is expected to be present in the $`JK1.8`$ sample, given the relatively small range of $`JK`$ color observed among galaxies of all morphological types. As discussed above, only after obtaining spectroscopic and morphological information it will be possible to produce a sample of bona fide high redshift field elliptical galaxies.

Using the multi-band observations in the AXAF (Chandra) Deep Field described in the previous section, we cover a large enough area to derive a reliable estimate of the EROs surface density to different limiting magnitudes, and we can also compare the results obtained adopting different selection criteria. Table 2 presents an overview of the different samples we have extracted from the available data using single-color criteria.

The properties of the total sample of $`Ks`$-selected objects agree quite well with those of previously published samples. Over the magnitude interval $`19.5Ks21.0`$ the logarithmic slope of the objects number counts is approximately 0.27, comparable to those derived by Moustakas et al. (1997), by Djorgovski et al. (1995), and by Gardner, Cowie & Wainscoat (1993). The surface density of objects brighter than $`Ks=20.0`$ is approximately 8.5 arcmin-2, intermediate between those derived by Moustakas et al. (1997) and by Cowie et al. (1996), and that reported by Djorgovski et al. (1995). We note that the most discrepant densities with respect to the one measured here, those reported by Moustakas et al. (1997) and by Djorgovski et al. (1995), were obtained from observation covering an area less than one twentieth of that used in this work.

The exact nature of EROs is still very uncertain because they are only detected at relatively faint infrared magnitudes, and are therefore extremely faint at optical wavelengths because of their red colors (see, for example, Fig. 9 in Cowie et al. 1996). We find that all three EROs selection criteria adopted here produce samples that are significantly underpopulated of bright objects, with respect to the total sample of $`Ks`$-selected objects. The logarithmic slope of the number counts of $`JKs>1.8`$, $`IKs>4.0`$, and $`RKs>5.0`$ objects are 0.34, 0.39, and 0.36 respectively, over the $`19.5Ks21.0`$ magnitude interval. There are no EROs in our samples brighter than $`Ks=18`$. This fact, coupled with the observation that the average color of the galaxy population shows a definite blueing trend at these faint magnitudes (resulting from a stronger star formation activity in $`z1`$ galaxies when compared to local ones), and that redshift surveys limited to $`K=18`$ do not include any $`z>1`$ objects (Songaila et al. 1994; Cohen et al. 1999), can be considered as strong circumstantial evidence in favor of EROs being, for the most part, quiescent high redshift objects.

The infrared criterion $`JKs>1.8`$ appears to be the least restrictive of the criteria used to define EROs, producing a sample of 87 (190) objects brighter than $`Ks`$ of 20.0 (21.0) over the 43 square arcmin covered by the $`RJKs`$ observations. The corresponding surface brightness is 2.0 (4.5) objects per square arcmin. On the contrary, the $`RKs>5.0`$ criterion appears to be the most restrictive one, producing a sample of 22 (54) objects brighter than $`Ks`$ of 20.0 (21.0) over the same area, that correspond to a surface density of 0.5 (1.2) objects per square arcmin. The $`IKs>4.0`$ criterion produces a sample size intermediate between the previous two sample sizes. This sample is composed of 20 (56) objects brighter than $`Ks`$ of 20.0 (21.0) over the 23.5 square arcmin covered by the $`RIJKs`$ observations. The corresponding surface density is 0.8 (2.4) objects per square arcmin. The more extreme $`RKs>6.0`$ and $`IKs>5.0`$ selection criteria produce samples of 4 (17) and 2 (11) objects brighter than $`Ks`$ of 20.0 (21.0), corresponding to surface densities of approximately 0.1 (0.45) objects per square arcmin.

It is clear from the comparison with previously published EROs surveys that the measurement of their average surface density is still affected by large uncertainties, most likely due to the combined effect of the large-scale clustering and small survey areas (see Table 1). The surface density of $`RKs>5.0`$ objects brighter than $`Ks=20.0`$ that we have derived is smaller by a factor of 2.5 than that reported by Cohen et al. (1999), measured over an area approximately one third as large as the one we use in this work. At the same time we find a surface density of $`IKs>4.0`$ objects brighter than $`Ks=20.0`$ more than three times higher than that measured by Barger et al. (1999) over an area approximately three times as large as the one we use. Assuming Poisson statistics are the only source of uncertainty in the measurements, these differences are both significant at approximately the $`3\sigma `$ level (99.36 % and 99.75 % significance level, respectively). We remark that both those studies are based on samples limited to a $`K`$-band magnitude of 20.0, and therefore the corresponding densities of EROs could be affected by subtle “edge of the catalog” effects. A good agreement is found instead with the density of $`IKs>4.0`$ objects measured by Cowie et al. (1996) over an area of similar extent to the one we use here.

Taken all together these results indicate that it might be premature to derive any conclusion on the density evolution and on the formation epoch of elliptical galaxies from the currently available EROs surveys. For example, based on their $`IK`$ selected sample, Barger et al. (1999) concluded that volume density of high-$`z`$ field ellipticals could be no more than 50% of the current epoch volume density. But as Table 1 illustrates, using similar selection criteria, we derive an EROs surface density three times larger than the Barger et al. result. Simply scaling by the implied Barger et al. surface-to-volume density ratio, our analogous upper limit on high-$`z`$ field ellipticals is larger than the current epoch value. Only measuring the true redshift distribution of both samples will resolve this contradiction.

## 4 A multi-color selected EROs sample

In the previous section, we discussed EROs samples constructed using a single-color criterion. Such single-color samples will obviously contain interlopers to a greater or lesser degree for one simple reason: one color is not enough to uniquely determine the complete SED of any given object. This simple fact has driven modern photometric redshift surveys to increasing numbers of filters to more accurately constrain the measured SED (e.g., Koo 1984). In a similar vein, we can use the three colors available to us ($`RK`$, $`IK`$, and $`JK`$) to construct an EROs sample which should have a higher yield of actual high-redshift elliptical galaxies. We are applying a very straightforward principle here: high-redshift (z $`>`$ 1) passively evolving luminous ellipticals will tend to satisfy all three criteria simultaneously while most sample interlopers (e.g., dusty starburst galaxies, M-type dwarf stars) will not. Therefore, our $`RIJK`$ sample will better constrain the high-redshift elliptical galaxy volume density upper limit, although it might still contain a number of early-type spiral galaxies with redshift $`z1.61.8`$, as discussed in the previous section.

Table 3 presents the results of the application of the multi-color criteria to the object catalog from the area covered by the $`RIJKs`$ observations, and compares it with the results of the application of the single-color criteria. We identify a sample of 10 (23) objects brighter than $`Ks`$ = 20.0 (21.0) that satisfy all three color criteria, over an area of 23.5 square arcmin. This corresponds to a surface density of 0.4 (1.0) objects per square arcmin. This density, although significantly smaller than the $`IKs>4`$ sample, is still approximately 1.6 times higher than that reported by Barger et al. (1999). Using the Barger et al. surface-to-volume density ratio again, we could conclude that our $`RIJK`$ selected sample implies a high-redshift volume density comparable to the current volume density, i.e. that significant number evolution has not occurred since z $``$ 1.5.

We can also use our multi-band selected sample to quantify the likely contamination fraction in the single-band selected samples discussed in the last section. Consider Table 3 and Figs. 2– 4. Recall that all four bands are only available for the $``$ 23.5 square arcmin area. To a limiting magnitude of $`Ks=21.0`$, the 23 very likely $`z>1`$ passively evolving elliptical galaxies are extracted from samples of 30 $`RKs5.0`$ objects (77% efficiency); 56 $`IKs4.0`$ objects (41% efficiency) and 100 $`JKs1.8`$ objects (23% efficiency). The level of contamination is therefore very low in the $`RKs5.0`$ sample (around 20%), and increases dramatically when we move to colors based on filters with a smaller wavelength difference between them, reaching approximately 75% level for the $`JKs>1.8`$ sample.

Can we conclude that $`RKs>5.0`$ is the best criterion to search for high-redshift ellipticals when no other information is available? This question will be addressed further in Papers 2 and 3, as we study other EROs samples and do a more extensive color plane analysis of possible contaminating populations using spectral synthesis models.

We close by remarking that there is no evidence for high-redshift clusters in the 23.5 square arcmin area covered by our $`RIJK`$ selected sample. However, there appears to be one high-redshift cluster candidate in the total $`RJK`$ area. This topic is discussed more extensively in Scodeggio et al. (2000, in preparation).

## 5 Summary

We have used the publicly available EIS-DEEP optical-NIR data for the AXAF (Chandra) Deep Field to construct samples of Extremely Red Objects (EROs) using various color criteria consistent with passively evolving elliptical galaxies at z $`>`$ 1. Our conclusions can be summarized as follows:

1. The surface density of EROs is still far from being reliably determined, and there are significant differences in different surveys. The EROs surface densities derived here lie between the values derived for other studies. A larger, and preferably non-contiguous, area should be used to better constrain EROs surface density.
2. Just one color measurement is not enough to select accurately likely $`z>1`$ elliptical galaxies. However, if obtaining more than one color is impossible or undesirable for some reason, our results suggest that $`RK`$ is the most efficient color to use. We will study this issue further in our next paper.
3. We have used multi-band EROs selection criterion to construct a sample of likely $`z>1`$ passively evolving elliptical galaxies. Our derived surface density is consistent with little or no volume density of such objects since z $``$ 1.5. This result is tenuous, as well as being based on very simple arguments, and requires spectroscopic followup to confirm the nature of the multi-band selected EROs population.

###### Acknowledgements.

We thank Röland Rengelink and Mario Nonino of the EIS Team for their assistance in deriving the revised chi-square images and object catalogues, as well as the entire EIS Team for their efforts in obtaining and distributing the data used for this study.


format: text

text:
# The Parameter Space Occupied by Galaxies: The optical window

## 1. Introduction

The study of galaxy formation and evolution cannot commence in earnest until we have a full and complete description of the local galaxy population - our benchmark if you will. Until we’ve fully defined the local “zoo of galaxies” and their relative abundances we can never be sure that any trend in redshift cannot be interpreted as “selection bias” rather than “evolution”. So how close are we getting to a complete description ? Typically the galaxy population is quantified via the following observable parameters: luminosity, surface brightness, morphology and colour. These are in turn loosely associated with the fundamental properties of: mass, angular momentum, evolutionary history and age, respectively. In this article we review our current insight into the parameter space occupied by galaxies in terms of their luminosity and surface brightness distributions. We argue that in order to unambiguously remove the spectre of selection bias, the luminosity and surface brightness distributions must be considered simultaneously. This is borne out by three recent datasets: the Two-degree Field Galaxy Redshift Survey (2dFGRS), the Hubble Deep Field (HDF), and the latest Local Group (LG) census. Combining these datasets provides the current state-of-the art insight into the low redshift galaxy population.

## 2. The current state-of-play

### 2.1. The Luminosity Distribution

The number density of galaxies as a function of luminosity is conveniently described by a Schechter function (Schechter 1976), i.e.:

$`\varphi (L)dL=\varphi _{}(\frac{L}{L_{}})^\alpha e^{(\frac{L}{L_{}})}dL`$,

this effectively reduces the entire galaxy population to three crucial defining parameters: $`\varphi _{},L_{}`$ and $`\alpha `$. These represent the density and luminosity calibration points, and the faint-end slope respectively. The main asset of the Schechter function is its simplicity, and the ability to thereafter calculate the galaxian luminosity-density ($`j`$) and mass-density ($`\rho `$):

$`j=\varphi _{}L_{}\mathrm{\Gamma }(\alpha +2)`$, and $`\rho =(\frac{M}{L})j`$,

The ease with which these fundamentally important cosmological parameters can be extracted from a galaxy catalogue is however beguiling. Table 1 and Figure 1 show a compendium of recent measurements of these three key parameters and the implied luminosity- and mass- densities (expressed in terms of the critical density assuming $`\frac{M}{L}250`$). The variation in these parameters is a cause for alarm.

So what’s going on ? There are two prime candidates for the large variations seen in Table 1: (1) our galaxy catalogues are plagued by selection biases; (2) clustering in the universe is much more severe than previously thought. The most lamented selection bias is that of surface brightness incompleteness (i.e. galaxies are either missing from the original imaging survey, their magnitudes are severely underestimated or their redshifts were unobtainable). Similarly although clustering has been known since the pioneering work of de Lapparent, Geller & Huchra (1986) no survey has so far been sufficiently large as to establish the scale at which large-scale structure averages out. Of these problems only the latter will be solved by the new generation surveys currently underway (i.e the 2dFGRS and the SDSS).

At this point it is also worth noting that, accepting the discrepancies in the existing surveys, they also only probe over a narrow range of luminosity ($`21<M_B<17`$). However galaxies are known with absolute magnitudes of $`M_B=6`$ (Mateo 1998). Hence we have only charted, and poorly at that, one quarter of the luminosity range over which galaxies are known to exist. Our assessment of the local galaxy population is both inaccurate and incomplete.

### 2.2. The Surface Brightness Distribution

The surface brightness distribution of galaxies is really a by-product or outcome of the raging debate over the impact of surface brightness selection biases on galaxy catalogues (as introduced in §2). The debate originates from the observation by Ken Freeman that most spiral galaxies appeared to have a central disk surface brightness close to 21.7 B mags$`/\mathrm{}^{\prime \prime }`$ (Freeman 1970). This led to the conjecture (Disney 1976) and formulation (Disney & Phillipps 1987) that there exists an optimal surface brightness window through which galaxies are readily observable. This selection window was shown to be dependent on the isophotal depth of the survey and redshift (for a full description of visibility theory see Phillipps, Davies & Disney 1990, or the summary in Cross et al 2000). Outside of this narrow window galaxies are either too compact to be distinguished from stars or too diffuse to be detectable. More recently the cause has been taken up by others (see review by Impey & Bothun 1996) and recent surveys, which push to faint limiting isophotes, have indeed uncovered populations of low surface brightness galaxies - for example, Sprayberry et al (1996), Dalcanton et al (1997), and O’Neil & Bothun (2000) and references therein.

One claim from the low surface brightness community is that a substantial amount of luminosity and mass may reside in very luminous very low surface brightness galaxies, hitherto overlooked in the spectroscopic surveys listed in Table 1. This is indeed plausible as the source material for all local spectroscopic surveys are photographic plates scanned with bright isophotal limits ($`24.5`$ B mags/sq arcsec). This conjecture is fueled from the serendipitous discovery of Malin 1 (see Bothun et al 1987) - the most luminous and HI massive field galaxy known. This “crouching giant”, was originally thought to be a dwarf elliptical in the Virgo cluster. Spectroscopic follow-up revealed that it lay well beyond the cluster and subsequent deep imaging revealed a spectacular low surface brightness spiral disk with a central surface brightness of $`25.5`$ V mags/sq arcsec and an unprecedented scale length of 55 kpcs. Malin 1 itself is easily detectable, because of its active AGN core, however its extensive disk is invisible to photographic surveys. This raises two concerns; firstly that Malin 1’s without cores may exist, and secondly that many of the systems we currently accept as dwarfs might actually represent just the cores of other crouching giants. The blind HI surveys are the most promising method for searching for these systems and fortuitously the papers presented at this meeting have, in my mind, gone a long way towards demonstrating that core-less Malin 1 type objects are very rare (see articles in this proceedings by Webster, Schneider and Tully).

Figure 2 shows the latest compendium of the surface brightness distribution of galaxies (adapted from O’Neil & Bothun 2000). This is directly analogous to Fig. 1 except central surface brightness rather than luminosity is plotted. This figure has moved on a lot since the initial Freeman result and it demonstrates that surveys with bright isophotal cutoffs will incompletely sample the galaxy population. This problem is exacerbated as one probes towards higher redshift. The combination of $`(1+z)^4`$-dimming and K-corrections combine to radically shift the selection windows through which we sample the underlying galaxy population. Low surface brightness galaxies are missing in large numbers from our local galaxy catalogues.

### 2.3. Galaxy Morphology

The Hubble tuning fork and its revision to include Magellanic type irregulars has been the bread-and-butter of galaxy morphology with the majority of all nearby galaxies being classified onto this system. However in recent years there has been a quiet revolution with the discovery of many galaxies which fall outside of the revised tuning fork (Ferguson & Binggeli 1994). As we have probed deeper into the local universe, numerous varieties of dwarf galaxies have emerged. Figure 3 shows the absurdly confusing picture when the Hubble tuning fork is further revised to include the full zoo of commonly used morphological nomenclature. Of further concern is the evidence from the Hubble Deep Field which indicates that the Hubble sequence is a recent phenomena representing only the luminous-minority of possible types (Driver et al 1998). The Hubble tuning fork is an incomplete description of the galaxy population.

### 2.4. Recap’

To recap the luminosity function of galaxies varies in amplitude at the $`L_{}`$ point by a factor of 2 with a faint end that flaps around from $`0.8`$ (Lin et al 1996) to $`1.25`$ (Zucca et al 1997) and runs out of steam at $`M_B17`$. The surface brightness distribution of galaxies shows equal variation with the champions of surface brightness arguing that we may be missing up to 50% of the local galaxy population at all luminosities (although this is not borne out by the HI surveys). Together these lead to an uncertainty in the local luminosity density of a factor of $`6`$. The impact on the mass-density is potentially worse given the high mass-to-light ratios of both low luminosity (Mateo 1998) and low surface brightness (Zwaan et al 1995; de Blok et al 1996) galaxies yielding a potential order of magnitude uncertainty in $`\mathrm{\Omega }_M`$ (as derived from existing luminosity functions, e.g. Carlberg et al 1996; Persic & Salluci 1992; Fukugita, Hogan & Peebles 1998). In addition the simple elegance of the original Hubble tuning-fork has been severely compromised by the discovery that the majority of galaxies, in terms of numbers, lie outside of the Hubble tuning fork (Driver 1999).

Given this degree of uncertainty the study of galaxy evolution via statistical methods (e.g. galaxy counts, redshift distributions and comparisons between high and low redshift samples) is fundamentally flawed.

## 3. Combining Luminosity, Surface Brightness and Morphology

The conclusion from Figs 1 & 2 is that galaxies occupy a range in both luminosity and surface brightness. But the figures, as well as containing unsatisfactory scatter, do not indicate whether the surface brightness distribution of Figure 2 exists at all luminosity intervals (and vice versa). For example although Fig. 2 indicates that low surface brightness galaxies exist, do they really exist at bright luminosities ? To address this we require a representation which couples these two properties together. In 1994 at a dwarf galaxy meeting Bruno Binggeli showed a schematic bivariate-brightness distribution (BBD) for the Virgo cluster. In this rather inspirational diagram, galaxies from the Virgo cluster were shown on a plot of surface brightness versus luminosity. The Virgo population was seen to lie along a luminosity-surface brightness relation with some degree of natural morphological segregation (Binggeli 1994). Can we construct a similar plot, from existing galaxy catalogues for the general field population ? The concept is illustrated in Figure 4 which attempts to convey the usefulness of Binggeli’s plot to simultaneously reconcile luminosity, surface brightness and morphology. Figure 4 is divided into three distinct panels the central BBD or Galaxy Population (GP)-plot, an upper panel representing the luminosity distribution (obtained from summing across the surface brightness axis in intervals of luminosity) and a side panel representing the surface brightness distribution. Currently there exist three datasets for which a BBD or GP-plot can be derived, these are: the Two-degree Field Galaxy Redshift Survey; the Hubble Deep Fields; and the Local Group. These three datasets are shown as Fig. 5(top), 2dFGRS; Fig. 5(middle), HDF; and Fig 5(bottom), LG and discussed independently below.

### 3.1. The Two-degree Field Galaxy Redshift Survey: Cross et al 2000

The 2dFGRS is an Anglo-Australian collaboration which will eventually obtain 250,000 redshifts for galaxies with $`b_j<19.45`$ mags selected from UK Schmidt plates ($`\mu _{lim}=24.67`$ mags/$`\mathrm{}^{\prime \prime }`$). The survey will cover 2000 sq degrees in two continuous regions (north and south Galactic caps) plus a number of randomly located fields. Currently $`100,000`$ redshifts have been obtained and the expectation is that the survey will be completed by the time these proceedings are published. The prime goal of the survey is to study large scale clustering and to derive the power spectrum of high surface brightness luminous galaxies over large $`100`$ Mpc scales. Figure 5 (upper) shows the range in surface brightness and luminosity over which 2dFGRS galaxies are seen. Note the data is the observed distribution uncorrected for the volume bias. The galaxy magnitudes and surface brightnesses have been corrected for light lost below the isophote assuming perfect face-on exponential profiles (see Cross et al 2000 for details). Also shown is the selection line derived from visibility theory which defines the window through which galaxies are seen with volumes $`>10^4`$Mpc3.

### 3.2. The Hubble Deep Field: Driver 1999

The superb image quality and depth of the HDF provides an insight into both the distant luminous universe AND the local intrinsically faint universe. Supplementing the spectroscopic redshifts with photometric redshifts where necessary allows us to extract a volume-limited sample over a well defined range of luminosity and surface brightness yielding Figure 5 (middle). The full details of how this sample and the selection lines were derived are in Driver (1999).

### 3.3. The Local Group: Mateo 1998

Finally the local group, albeit an ad hoc sample, was recently summarised by Mateo (1998). While further members of the local group are likely to be found this sample represents the ONLY current insight into the ultra low luminosity and low surface brightness regimes. Figure 5 (bottom) shows the derived GP plot from this sample with approximate selection lines shown (these selection lines are based on the depths to which recent surveys have probed; e.g. Armandroff et al 1999).

### 3.4. An $`L\mathrm{\Sigma }`$ relation and the paucity of luminous LSBGs

So what can we derive from these plots ? The main impression is that each dataset probes a very distinct region of the possible parameter space over which galaxies can exist. Together they arguably define the full extent of the low redshift population.

The 2dFGRS sample, while containing the most galaxies ($`20,000`$ shown here), spans the smallest although possibly the most important region. This is because the sample is magnitude-limited and therefore strongly biased towards sampling high luminosity systems (this is perfectly adequate, if not ideal, for the purposes of mapping out large scale structure). The upper and side panels show the volume-adjusted luminosity and surface brightness distributions respectively. We see that the bright end of both distributions are well defined (as also seen in Figs. 1 and 2.). The 2dFGRS shows a clear luminosity-surface brightness trend, indicating that lower surface brightness systems are of lower luminosity. This may well explain part or all of the variation seen in Fig. 1, for example a survey with a bright isophotal limit will preferentially select against dwarf systems and return a falling faint end slope. The 2dFGRS data also shows clear space between the bulk of the luminous galaxies and the selection boundary. This suggests that luminous core-less low surface brightness galaxies are either rare or form an entirely separable population at ultra-low surface brightnesses.

The HDF provides an intermediate window overlapping in parameter space with both the 2dFGRS and LG samples and includes morphological information (circles, squares and triangles denoting ellipticals, spirals and irregulars respectively). The HDF and LG data are both volume-limited and the data shown directly reflects the relative abundance of each galaxy type (within the optical window defined by the selection limits). The HDF confirms the paucity of luminous low surface brightness galaxies and the trend of the luminosity-surface brightness relation, albeit with a slightly steeper slope. The LG data shows that this luminosity-surface brightness relation continues to the faintest limits.

The luminosity and surface brightness distributions of the HDF and LG data are relatively flat showing that over the previously unexplored range of $`17<M_B<8`$ and $`21<\mu _e<28`$, galaxies exist in equal numbers up to the selection limits.

## 4. The combined Optical Window

Figure 6 shows the combination of these three datasets along with a low surface brightness galaxy sample of de Blok et al (1996), Malin 1 and a smattering of globular clusters. The densely shaded area illustrates the optical parameter space which has NOT been explored by any survey. The lightly shaded area is the region that has ONLY been explored within the local group (radius $`<1`$ Mpc). This region should be taken with caution as we are unaware as to how representative the local group may be of the low luminosity universe at large - for example the recent results from Virgo paint a dramatically different, and deeply alarming (divergent), picture of the low luminosity population (see Phillipps et al 1998). As before the upper and side panels of Fig. 6 represent the luminosity and surface brightness distributions derived from the combination of our three datasets. These have been crudely derived by scaling the Hubble Deep Field (covering $`300`$ Mpc3) and the local group (covering $`\pi `$ Mpc3 until they overlap with the faint end of the 2dFGRS data (covering $`>10^4`$ Mpc3). Both distributions are relatively flat suggesting equal numbers of galaxies at all luminosity and surface brightness intervals up until some bright luminosity or surface brightness cutoff. The central plot shows the luminosity-surface brightness relation seen in each of the individual datasets. The low surface brightness galaxy sample of de Blok occupies a fairly unique region reflecting their unique selection criterion (see Figure 4). Malin 1 lies in the totally unexplored region. Fig. 6 represents our combined optical window into the low redshift galaxy population, it represents the parameter space over which galaxies are known to exist coupled within carefully defined selection boundaries.

## 5. Conclusions

Here we have summarised the current understanding of the field galaxy luminosity function and the surface brightness distribution. Because of the clear luminosity-surface brightness relation we conclude that treating these key parameters as separable can lead to confusion and error. We advocate a bivariate brightness distribution which allows us to construct a window into the galaxy population. Using three distinct independent datasets to explore this region we map out the locations in luminosity and surface brightness over which galaxies are known to exist. The three datasets considered here are the Two-degree Field Galaxy Redshift Survey (spanning the high surface brightness luminous regime), the Hubble Deep Field (spanning the medium surface brightness medium luminosity regime), and the Local Group (spanning the low luminosity regime). Combining these three surveys reveals a consistent picture in which BOTH the luminosity and surface brightness distribution are flat to the detection boundaries. Across the full optical window over which galaxies are known to exist we have only censured a quarter-panel of this parameter space. Much work remains to be done before we can confidently state that we have a comprehensive and complete understanding of the low redshift universe and all that lies within.

#### Acknowledgments.

We thank the organisers for a very enjoyable conference and our colleagues on the 2dFGRS and HDF teams for assistance in collating the data shown.

## References

Armandroff, T.E., Jacoby G.H., Davies J.E., 1999, AJ, 118, 1220

Binggeli B., 1993 in ESO/OHP Workshop on Dwarf Galaxies, Eds Meylan G., & Prugniel, P., (Publ: ESO, Garching), 13

Bothun, G.D., Impey, C.D., Malin, D.F., Mould, J.R. 1987, AJ, 94, 23

Carlberg, R.G., Yee, H.K.C., Ellingson, E., Abraham, R., Gravel, P., Morris, S. Pritchet, C.J. 1996, ApJ, 462, 32

Cross, N., et al, 2000, MNRAS, submitted

Dalcanton, J.J., Spergel, D.N., Gunn, J.E., Schmidt, M., Schneider, D.P., 1997, AJ, 114, 635

de Blok, W.J.G., McGaugh, S.S., Van der Hulst, J.M. 1996, MNRAS, 283, 18

de Lapparent, V., Geller M.J., Huchra J.P., 1986, ApJ, 304, 585

Disney, M., 1976, Nature, 263, 573

Disney, M., & Phillipps S., 1987, Nature, 329, 203

Driver, S.P. 1999, ApJL, 526, L69.

Driver, S.P., et al, 1998, ApJL, 496, L93

Efstathiou, G., Ellis, R., Peterson, B. 1988, MNRAS, 232, 431

Ellis, R.S., Colless, M., Broadhurst, T., Heyl, J., Glazebrook, K. 1996, MNRAS, 280, 235

Ferguson, H., Binggeli B., 1994, A&ARv, 6, 67

Freeman, K. 1970, ApJ, 160, 811

Fukugita M., Hogan C.J., Peebles P.J.E., 1998, ApJ, 503, 518

Impey, C., Bothun, G. 1997, ARA&A, 35, 267

Lin, H., Kirshner, R., Shectman, S., Landy, S., Oemler, A., Tucker, D., Schechter, P. 1996, ApJ, 464, 60

Loveday, J., Maddox, S. J., Efstathiou, G., Peterson, B. A. 1995, ApJ, 442, 457

Marzke, R., Huchra, J., Geller M. 1994, ApJ, 428, 43

Marzke, R., Da Costa, N., Pelligrini, P., Willmer, C., Geller M. 1998, ApJ, 503, 617

Mateo, M.L. 1998, ARA&A, 36, 435

Naim, A., et al 1995, MNRAS, 274, 1107

O’Neil, K., Bothun G., 2000, ApJ, 529, 811

Persic, M., Salucci, P., 1992, MNRAS, 258, 14pp

Phillipps, S., Davies, J., Disney, M. 1990, MNRAS, 242, 235

Phillipps, S., Parker Q.A., Schwartzenberg J.M., Jones J.B., 1998, ApJ, 493, 59

Ratcliffe, A., Shanks, T., Parker, Q., Fong R. 1998, MNRAS, 293, 197

Schechter, P. 1976, ApJ, 203, 297

Sprayberry D., Impey, C., Irwin, M., 1996, ApJ, 463, 535

Zucca, E., et al 1997, A&A, 326, 477

Zwaan, M., van der Hulst, J., de Blok, W., McGaugh, S. 1995, MNRAS, 273 35L

Zwicky, F., 1957, in Morphological Astronomy, (Publ: Springer-Verlag)


text:
# Properties of 12C in the ab initio nuclear shell-model

## Abstract

We obtain properties of 12C in the ab initio no-core nuclear shell-model. The effective Hamiltonians are derived microscopically from the realistic CD-Bonn and the Argonne V8’ nucleon-nucleon (NN) potentials as a function of the finite harmonic oscillator basis space. Binding energies, excitation spectra and electromagnetic properties are presented for model spaces up to $`5\mathrm{}\mathrm{\Omega }`$. The favorable comparison with available data is a consequence of the underlying NN interaction rather than a phenomenological fit.

While various methods have been developed to solve the three- and four-nucleon systems with realistic interactions , few approaches are suitable for heavier nuclei at this time. Apart from the coupled cluster method  applied to closed-shell and near-closed shell nuclei, the Green’s function Monte Carlo method is the only approach for which exact solutions of systems with $`A8`$, interacting by realistic potentials, have been obtained .

For more complex nuclei, treated as systems of nucleons interacting by realistic NN interactions, we apply the no-core shell-model approach . To date, this ab initio method has been successfully applied to solve the three-nucleon as well as the four-nucleon bound-state problem . Here, we address a vastly more complex system, 12C, and present first results for an illustrative set of observables with two realistic NN interactions.

There are several pressing reasons to investigate 12C in a way that preserves as much predictive power as possible. The 12C nucleus plays an important role  in neutrino studies using liquid scintillator detectors. Also, there has been considerable interest recently in parity-violating electron scattering from $`(J^\pi ,T)=(0^+,0)`$ targets, like 12C, to measure the strangeness content of the nucleon . For these and many other reasons, there have been multi-$`\mathrm{}\mathrm{\Omega }`$ shell model studies of 12C in the past . However, unlike our approach, phenomenological effective interactions were used.

We start from the two-body Hamiltonian for the $`A`$-nucleon system, which depends on the intrinsic coordinates alone, $`H_A=T_{rel}+𝒱`$, where $`T_{rel}`$ is the relative kinetic energy operator and $`𝒱`$ is the sum of two-body nuclear and Coulomb interactions, $`𝒱=V_\mathrm{N}+V_\mathrm{C}`$. There is no phenomenological one-body term. We neglect many-body interactions at present. To facilitate our work, we add an $`A`$-nucleon Harmonic Oscillator (HO) Hamiltonian acting solely on the center-of-mass (CM), $`H_{\mathrm{CM}}=T_{\mathrm{CM}}+U_{\mathrm{CM}}`$, where $`U_{\mathrm{CM}}=\frac{1}{2}Am\mathrm{\Omega }^2\stackrel{}{R}^2`$, $`\stackrel{}{R}=\frac{1}{A}_{i=1}^A\stackrel{}{r}_i`$ and $`m`$ is the nucleon mass. The effect of this HO CM Hamiltonian will be subtracted in the final many-body calculation. The Hamiltonian, with a pseudo-dependence on $`\mathrm{\Omega }`$, can be cast into the form

$`H_A^\mathrm{\Omega }`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{A}{}}}h_i+{\displaystyle \underset{i<j=1}{\overset{A}{}}}V_{ij}={\displaystyle \underset{i=1}{\overset{A}{}}}\left[{\displaystyle \frac{\stackrel{}{p}_i^2}{2m}}+{\displaystyle \frac{1}{2}}m\mathrm{\Omega }^2\stackrel{}{r}_i^2\right]`$ (2)
$`+{\displaystyle \underset{i<j=1}{\overset{A}{}}}\left[𝒱_{ij}{\displaystyle \frac{m\mathrm{\Omega }^2}{2A}}(\stackrel{}{r}_i\stackrel{}{r}_j)^2\right].`$
Since we solve the many-body problem in a finite HO model space, the realistic nuclear interaction in (2) will yield pathological results unless we derive a model-space dependent effective Hamiltonian. For this purpose, we adopt approaches presented by Lee and Suzuki , Da Providencia and Shakin , and Suzuki and Okamoto , which yield an Hermitian effective Hamiltonian.

According to Da Providencia and Shakin , a unitary transformation of the Hamiltonian $`H_A^\mathrm{\Omega }`$, which is able to accommodate the short-range two-body correlations, can be introduced by choosing a two-body, in our case translationally invariant, antihermitian operator $`S=_{i<j=1}^AS_{ij}`$, such that

$$=e^SH_A^\mathrm{\Omega }e^S.$$
(3)
The transformed Hamiltonian can be expanded in terms of up to $`A`$-body clusters $`=^{(1)}+^{(2)}+^{(3)}+\mathrm{},`$ where the one-body and two-body pieces are given as $`^{(1)}=_{i=1}^Ah_i,`$$`^{(2)}=_{i<j=1}^A\stackrel{~}{V}_{ij},`$ with

$$\stackrel{~}{V}_{12}=e^{S_{12}}(h_1+h_2+V_{12})e^{S_{12}}(h_1+h_2).$$
(4)
The full space is divided into a model or P-space, and a Q-space, using the projectors $`P`$ and $`Q`$ with $`P+Q=1`$. It is then possible to determine the transformation operator $`S_{12}`$ from the decoupling condition

$$Q_2e^{S_{12}}(h_1+h_2+V_{12})e^{S_{12}}P_2=0.$$
(5)
The two-nucleon-state projectors ($`P_2,Q_2`$) follow from the definitions of the $`A`$-nucleon projectors $`P`$, $`Q`$. This approach has a solution , $`S_{12}=\mathrm{arctanh}(\omega \omega ^{}),`$ with the operator $`\omega `$ satisfying $`\omega =Q_2\omega P_2`$. This is the same operator, which we previously employed . It can be directly obtained from the eigensolutions $`|k`$ of $`h_1+h_2+V_{12}`$ as $`\alpha _Q|\omega |\alpha _P=_{k𝒦}\alpha _Q|k\stackrel{~}{k}|\alpha _P`$, where we denote by tilde the inverted matrix of $`\alpha _P|k`$. In the above relation, $`|\alpha _P`$ and $`|\alpha _Q`$ are the 2-particle model-space and Q-space basis states, respectively, and $`𝒦`$ denotes a set of $`d_P`$ eigenstates, whose properties are reproduced in the model space, with $`d_P`$ equal to the dimension of the model space.

The resulting two-body effective interaction $`\stackrel{~}{V}_{12}`$ depends on $`A`$, on the HO frequency $`\mathrm{\Omega }`$ and on $`N_{\mathrm{max}}`$, the maximum many-body HO excitation energy (above the lowest configuration) defining the P-space. It follows that $`^{(1)}+^{(2)}H_{\mathrm{CM}}`$ is translationally invariant and that $`\stackrel{~}{V}_{12}V_{12}`$ for $`N_{\mathrm{max}}\mathrm{}`$. A significant consequence of preserving translational invariance is the factorization of our wave function into a product of a CM $`\frac{3}{2}\mathrm{}\mathrm{\Omega }`$ component times an internal component. Hence, it is straightforward to correct exactly any observable for the CM effects. This feature distinguishes our approach from most phenomenological shell model studies that involve multiple HO shells.

The most significant approximation used in the present application is the neglect of higher than two-body clusters in the unitary transformed Hamiltonian expansion. Our method is not a variational approach so the neglected clusters can contribute either positively or negatively to the binding energy. Indeed, we find that the character of the convergence depends on the choice of $`\mathrm{\Omega }`$ . The method can be readily generalized in order to include, e.g., three-body clusters, and to demand the model-space decoupling on the three-body cluster level. Such a generalization leads to the derivation of the three-body effective interaction, which has been successfully applied in our calculations for the $`A=4`$ system . We learned from these studies that the contribution of higher order clusters to the ground-state energy are about 10% in similar model spaces that we employ here, when an optimal HO frequency is chosen, as it is the case in the present application.

To solve for the properties of 12C, we employ the m-scheme Many-Fermion Dynamics code . Due to the fast growing matrix dimensions, reaching 6 488 004 at the $`N_{\mathrm{max}}=5`$ model space, we are restricted to $`N_{\mathrm{max}}=0,2,4`$ for the positive-parity states and $`N_{\mathrm{max}}=1,3,5`$ for the negative-parity states. Here, we utilize $`\mathrm{}\mathrm{\Omega }=15`$ MeV which lies in the range where the largest model space results are least sensitive to $`\mathrm{}\mathrm{\Omega }`$. Full details will be reported elsewhere.

We present results for the CD-Bonn  and the Argonne V8’  NN potentials. Our positive-parity state results are presented in Table I and in Fig. 1, and the negative-parity state results are in Table II and Fig. 2. While the energy of the lowest eigenstate of each parity increases with increasing model space, the relative level spacings are less dependent on model space size. As a gauge of trends with increasing model space size, consider the rms changes in excitation energies of the first 7 excited states of each parity in the CD-Bonn case. For positive parity states, the rms changes are 1.31 (0.22) MeV in going from 0 to 2 (2 to 4)$`\mathrm{}\mathrm{\Omega }`$. For negative parity states, the rms changes are 0.87 (0.20) MeV in going from 1 to 3 (3 to 5)$`\mathrm{}\mathrm{\Omega }`$. The difference between the $`N_{\mathrm{max}}=2(3)`$ and 4(5) results is significantly smaller than that between the $`N_{\mathrm{max}}=0(1)`$ and 2(3) results which is similar to the convergence trends we saw in lighter systems . Our obtained binding energy of about 88 MeV in the $`4\mathrm{}\mathrm{\Omega }`$ space is expected to decrease with a further model space enlargement. We estimate, however, that our result should be within 10% of the exact solution for the two-body NN potential used. In order to reach the experimental binding energy, likely a true three-body NN interaction is neccessary .

In general, we obtain a reasonable agreement of the states dominated by $`0\mathrm{}\mathrm{\Omega }`$ and $`1\mathrm{}\mathrm{\Omega }`$ configurations with experimental levels. We also observe a general trend of improvement with increasing model space size, i.e., the ordering of the $`T=1`$ states. We obtain a resonable set of excitation energies for the $`T=1`$ states relative to the lowest $`T=0`$ state of each parity. In addition, our lowest $`0^+`$ $`T=2`$ state lies between 27 and 29 MeV, depending on the NN potential and the model space, in good agreement with the experimental $`0^+2`$ state at 27.595 MeV. We note that the favorable comparison with available data is a consequence of the underlying NN interaction rather than a phenomenological fit. Our ground-state wave function in the $`4\mathrm{}\mathrm{\Omega }`$ calculation contains about 61% of the $`0\mathrm{}\mathrm{\Omega }`$ component. The occupancy of the $`0p3/2`$ level is about 5.74 nucleons, while the occupancy of the $`0p1/2`$ level is about 1.90 nucleons. From Tables I and II, it is clear that the excitation energies of the negative-parity states relative to the positive-parity states decrease rapidly with the model-space enlargement. Still, even in our largest spaces the $`3^{}0`$ state is more than 5 MeV too high compared to the experiment.

In order to achieve a more realistic excitation energy a still larger HO expansion is needed especially for states with significant cluster structure. The two- and higher-$`\mathrm{}\mathrm{\Omega }`$ dominated states, such as the 7.65 MeV $`0^+0`$ state that is known to be a three-alpha cluster resonance , are not seen in the low-lying part of our calculated spectra. In general, the convergence rate of the $`2\mathrm{}\mathrm{\Omega }`$ dominated states is quite different than that of the ground state as we observed in 4He calculations performed in the present formalism . Also, an optimal HO frequency for the convergence of the ground state will differ from the optimal frequency for the $`2\mathrm{}\mathrm{\Omega }`$ states. We investigated the position of the lowest $`2\mathrm{}\mathrm{\Omega }`$ dominated states and the giant-quadrupole resonance (GQR) E2 distribution. Our lowest $`2\mathrm{}\mathrm{\Omega }`$ $`0^+`$ state lies at about 40 MeV excitation energy and the GQR E2 strength is fragmented between 43 to 50 MeV in the $`2\mathrm{}\mathrm{\Omega }`$ calculation. In the $`4\mathrm{}\mathrm{\Omega }`$ model space the excitation energy of the lowest $`2\mathrm{}\mathrm{\Omega }`$ $`0^+`$ state drops by 5 MeV to about 35 MeV and similarly the GQR strength position is lowered to 37-47 MeV. We note that the experimental GQR strength is observed in the range 18-28 MeV .

There is little difference between the results from the two NN interactions, although the overall agreement with experiment is slightly better for the CD-Bonn NN potential, in particular for the $`T=1`$ states.

Our radius and E2 results, based on the bare radius operator and bare nucleon charges, are smaller than the experimental values. The underestimation of the rms radius, the quadrupole moment and the E2 transitions is linked with the overestimation of the position of the GQR strength and suggests that even in the $`N_{\mathrm{max}}=4`$ space we still miss significant clustering effects. We also observe a strong model space dependence of the M1 transitions, $`1^+10^+0`$. Clearly, there is still a need for effective operators, which are calculable within our theoretical framework. In general, to compute a two-body correction to a one-body operator in our formalism is more involved than the evaluation of the effective interaction. But, it is easy to study the lowest order renormalization for a two-body operator depending on the relative position of two nucleons as , e.g., the point-nucleon rms radius operator. Then, $`O_{\mathrm{eff}}_{i<j=1}^Ae^{S_{ij}}O_{ij}e^{S_{ij}}`$. We computed this term for the point-proton rms radius operator and found that the renormalization leads to an increase of the radius and that the size of this increase drops as the model space size increases. The $`r_p`$ results presented in Table I that were obtained without renormalization should be increased due to the renormalization by about 0.06, 0.02 and 0.01 fm for the $`N_{\mathrm{max}}=0,2`$ and 4 model spaces, respectively. This does not imply that the renormalization of other operators, e.g., the E2 operator, cannot be substantially higher. Similarly, as observed in our 3H calculations , we anticipate that, in contrast with the energies, the higher-order corrections will be more significant and the overall convergence slower for other observables.

We present these results as a useful description of the 0 and $`1\mathrm{}\mathrm{\Omega }`$-dominated states of 12C. Our wave functions along with the one-body and two-body densities may also be used to predict cross sections for neutrino and muon reactions with 12C. Such cross sections will be the subject of future investigations. The trends are encouraging and we will carry out larger model space investigations in order to achieve greater convergence.

###### Acknowledgements.

This work was supported in part by the NSF grant No. PHY96-05192 and in part by USDOE grant No. DE-FG-02-87ER-40371, Division of High Energy and Nuclear Physics. JPV acknowledges valuable technical assistance from J.J. Coyle and D.R. Fils.


text:
# Testing the Gaussianity of the COBE-DMR data with spherical wavelets

## 1 Introduction

The cosmic microwave background (CMB) provides a unique tool for investigating the formation of structure in the Universe. In particular, studying the Gaussianity of the CMB temperature fluctuations allows us to distinguish between two competing theories of structure formation: the standard inflationary model that predicts Gaussian fluctuations and topological defects that give rise to non-Gaussian signatures in the CMB. In order to test the Gaussianity of the CMB, a large number of methods have already been proposed in the literature (see e.g. Barreiro 2000 and references therein). In particular, many of them have been applied to the 4-year COBE-DMR data, although most have not yielded any detection of non-Gaussianity (see e.g. Mukherjee, Hobson & Lasenby 2000).

Nevertheless, three apparently robust detections of non-Gaussianity in the 4-year COBE-DMR data have recently been reported. Ferreira, Magueijo & Górski (1998) studied the distribution of an estimator for the normalised bispectrum, finding that Gaussianity is ruled out at the $`98`$ per cent confidence level with the non-Gaussian signal mainly concentrated on the multipole $`l=16`$. Although this non-Gaussian signal is certainly present in the data, Banday, Zaroubi & Górski (1999) have shown in a recent work that this non-Gaussian signal is most probably due to a systematic artefact. However, Magueijo (1999) has found a new non-Gaussian signal above the $`97`$ per cent confidence level using an extended bispectrum analysis, which is present even when the artefacts found by Banday et al. are removed.

Complementary to the above bispectrum analysis, Pando, Valls-Gabaud & Fang (1998) applied a technique based on the discrete wavelet transform to Face 0 and Face 5 of the QuadCube pixelisation of COBE-DMR data. On computing the scale-scale correlations of the wavelet coefficients in certain domains of the wavelet transform, they found a significant non-Gaussian signal at the 99 per cent confidence level in Face 0 corresponding to scales of $`1122`$ degrees. However, no significant deviation from Gaussianity was found using the skewness and kurtosis of the wavelet coefficients at each of the considered domains. Mukherjee, Hobson & Lasenby (2000) (hereinafter MHL) have recently revised the previous work, taking into account that a large number of the computed statistics show no evidence of non-Gaussianity, and pointing out that the results depend critically on the orientation of the data. They find that Gaussianity can only be ruled out at the 41 per cent confidence level in the DSMB data and at the 72 per cent level in the 53+90 GHz coadded data and therefore that this analysis does not provide strong evidence for non-Gaussianity in the COBE-DMR data.

The above wavelet analyses were performed by applying planar (Daubechies) wavelets to Face 0 and Face 5 of the COBE-DMR QuadCube pixelisation in Galactic coordinates (i.e. the faces centred on the North and South Galactic poles respectively). This procedure thus uses only one-third of the COBE-DMR data and, furthermore, can lead to distortions of the CMB fluctuations when moving from the sphere to the planar faces of the QuadCube. Therefore, in this paper, we use orthogonal spherical Haar wavelets (SHW) (Girardi & Sweldens 1995, Sweldens 1995), which are better suited to analysing data over large regions of the sky (such as the COBE-DMR maps). These wavelets were introduced as a generalisation of planar Haar wavelets to more general spaces than $`R^n`$. Indeed, Tenorio et al. (1999) have used SHW as a tool for studying the spatial structure, denoising and compression of CMB maps. We use SHW to perform a similar analysis to those of Pando et al and MHL, based on the skewness, kurtosis and scale-scale correlation of the wavelet coefficients, in order to search for evidence of non-Gaussianity in the 4-year COBE-DMR data. A hierarchical pixelisation scheme which is particularly well-suited to the application of such a wavelet decomposition is HEALPix (Górski, Hivon & Wandelt 1999). Therefore, we apply the former analysis to the COBE-DMR data in HEALPix pixelisation (Banday et al. 2000). We also include a Galactic cut derived by a simple propagation of the customised Galactic cut of Banday et al. (1997) and Bennett et al. (1996) to the HEALPix pixelisation. Owing to the characteristics of the SHW transform, it is straightforward to use all the pixels lying outside the Galactic cut, which constitutes approximately two-thirds of the total number of COBE-DMR pixels.

## 2 The wavelet analysis

### 2.1 Spherical Haar Wavelets

Orthogonal SHW are an example of the so-called ‘second generation wavelets’ (Sweldens 1995, Schroeder & Sweldens 1995). These wavelets are not dilations and translations of a given function and can therefore be adapted to more general spaces than $`R^n`$ but, at the same time, they still enjoy all the useful properties of planar wavelets, such as good space-frequency localisation and a fast transform algorithm.

The temperature field can be decomposed into the SHW basis functions:

$`{\displaystyle \frac{\mathrm{\Delta }T}{T}}(x_i)`$ $`=`$ $`{\displaystyle \underset{l=0}{\overset{n_{j_0}1}{}}}\lambda _{j_0,l}\phi _{j_0,l}(x_i)`$ (1)
$`+{\displaystyle \underset{m}{}}{\displaystyle \underset{j=j_0}{\overset{J1}{}}}{\displaystyle \underset{l=0}{\overset{n_j1}{}}}\gamma _{m,j,l}\psi _{m,j,l}(x_i)`$
where $`\lambda _{j_0,l}`$ and $`\gamma _{m,j,l}`$ are the approximation and detail wavelet coefficients respectively. The first term in (1) corresponds to a smoother image of the original map, whereas the detail coefficients encode the differences between the smoothed map and the original. The index $`j`$ runs over the different scales, with $`J`$ being the resolution of the original map and $`j_0`$ the coarsest resolution considered. $`n_j`$ is the number of pixels at resolution $`j`$. Finally, the index $`m`$ corresponds to the number of different wavelet functions at each scale required in order to form a complete orthogonal basis set. In particular, for a square partitioning, such as that in the HEALPix pixelisation, we require three different wavelet basis functions at each scale $`j`$, and therefore we have three different kind of wavelet coefficients $`\gamma _{1,j,l}`$, $`\gamma _{2,j,l}`$ and $`\gamma _{3,j,l}`$. A more detailed description of the SHW transform is given in Appendix A.

As pointed out by MHL, we note that the asymmetry of orthogonal wavelet basis functions means that the wavelet decomposition is sensitive to the orientation of the input signal. Thus any statistics based on the corresponding wavelet coefficients are also sensitive to the orientation of the analysed signal.

### 2.2 Application to COBE-DMR data

In this paper, we analyse the 4-year COBE-DMR data in HEALPix pixelisation. A detailed description of the process of map-making is given by Banday et al. (2000). HEALPix is an equal area, iso-latitude and hierarchical pixelisation of the sphere. The base-resolution comprises twelve pixels in three rings around the poles and equator (see Fig. 1). The resolution level of the grid is expressed by the parameter $`N_{\mathrm{side}}`$, that indicates the number of divisions along the side of the base-resolution pixel that is needed to reach a desired high-resolution partition. For convenience we will use instead the index $`j`$ to refer to the scale; this relates to $`N_{\mathrm{side}}`$ as $`N_{\mathrm{side}}=2^{j1}`$.

In the case of the COBE-DMR maps, the total number of pixels is 49152 (i.e. $`J=7`$, or equivalently $`N_{\mathrm{side}}=64`$), with a pixel linear size of $`55^{}`$. Therefore, each resolution level $`j`$ corresponds to a scale $`55^{}\times 2^{Jj}`$, containing $`n_j=12\times 4^{j1}`$ pixels of that size.

We have used in our analysis the coadded 53A, 53B, 90A and 90B map (each pixel weighted according to the inverse of its noise variance) with the customised Galactic cut, which is plotted in Fig. 1 (Banday et al. 2000, Banday et al. 1997, Bennett et al. 1996). As mentioned above, we are thus using approximately two-thirds of the data as opposed to previous analyses that kept only one-third (Face 0 and Face 5) of the QuadCube COBE-DMR data. In addition, we avoid any possible projection effects in going from the sphere to the cube.

### 2.3 The non-Gaussianity test

In our wavelet analysis we have considered separately the detail coefficients corresponding to $`m=1,2,3`$ at each scale $`j`$. For each value of $`j`$ and $`m`$, we use the corresponding detail coefficients $`\gamma _{m,j,l}`$ to estimate the skewness $`\widehat{S}`$ and (excess) kurtosis $`\widehat{K}`$ of the parent distribution from which the coefficients were drawn. We therefore obtain the skewness $`\widehat{S}(j,m)`$ and kurtosis $`\widehat{K}(j,m)`$ spectra for the image. At each value $`(j,m)`$, the skewness and kurtosis of the parent distribution of the wavelet coefficients is given by

$$S=\kappa _3/\kappa _2^{3/2}$$
(2)
$$K=\kappa _4/\kappa _2^2$$
(3)
where $`\kappa _n`$ is the $`n`$th cumulant of the distribution. Following Hobson, Jones & Lasenby (1999) we use $`k`$-statistics (see Kenney & Keeping 1954; Stuart & Ord 1994) to obtain unbiased estimators of the cumulants, which are then used to estimate the skewness $`\widehat{S}`$ and (excess) kurtosis $`\widehat{K}`$.

In addition to the skewness and kurtosis spectra, we measure the scale-scale correlation between the wavelet coefficients at different scales using the following estimator:

$$\widehat{C}^p(j,m)=\frac{n_{j+1}_{l=0}^{n_{j+1}1}\gamma _{m,j,[l/4]}^p\gamma _{m,j+1,l}^p}{_{l=0}^{n_{j+1}1}\gamma _{m,j,[l/4]}^p_{l=0}^{n_{j+1}1}\gamma _{m,j+1,l}^p}$$
(4)
where \[ \] denotes the integer part and $`n_j=12\times 4^{j1}`$ is the number of pixels at the resolution level $`j`$. The scale-scale correlation coefficient $`\widehat{C}^p(j,m)`$ measures the correlation between each type of detail coefficient $`\gamma `$ (i.e. for $`m=1,2,3`$) in the two consecutive scales $`j`$ and $`j+1`$. We restrict our analysis to the case $`p=2`$.

In our non-Gaussianity test, we first obtain the skewness, kurtosis and scale-scale correlation spectra for the coadded 53+90 GHz COBE-DMR map. Those wavelet coefficients sensitive to pixels inside the Galactic cut are not used in the computations. We then generate 10000 realisations of CMB all-sky maps, smoothed with a $`7^{}`$ Gaussian beam, and add levels of Gaussian noise corresponding to the COBE-DMR data. The CMB maps are drawn from an inflationary/CDM model with parameters $`\mathrm{\Omega }_m=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, $`h=0.5`$, $`n=1`$ and $`Q_{rmsps}=18\mu K`$, but we do not expect our analysis to be very sensitive to a difference choice of parameters (see MHL). We then compute our estimators for each of the CDM simulations to obtain approximate probability distributions for the $`\widehat{S}(j,m)`$, $`\widehat{K}(j,m)`$ and $`\widehat{C}^2(j,m)`$ statistics for a CMB signal derived from the chosen model. By comparing these distributions with the values obtained from the COBE-DMR data, we can obtain the probability that our data are derived from a Gaussian distribution characterised by the chosen power spectrum.

For each kind of detail coefficient ($`m=1,2,3`$), we calculate the skewness and kurtosis at five different scales, and also calculate four scale-scale correlation coefficients. Therefore we compute a total of 42 different statistics, which must be taken into account when assigning a statistical significance to a given detection. In addition, as we have already discussed, this wavelet decomposition is sensitive to the orientation of the data. Therefore, we perform the entire test for three different orientations of the COBE-DMR map.

## 3 Results

The computed $`\widehat{S}(j,m)`$, $`\widehat{K}(j,m)`$ and $`\widehat{C}^2(j,m)`$ spectra are plotted in Fig. 2 for three different orientations. We rotate the 53+90 COBE-DMR map around an axis passing through the North and South Galactic poles. Due to the characteristics of the HEALPix pixelisation, a rotation in this direction of $`90`$ degrees simply shifts the twelve base-pixels into each other, and thus recovers the original result. Therefore, we show the results computed from the COBE-DMR data for a rotation of 0 (orientation A, solid squares), 30 (orientation B, crosses) and 60 (orientation C, stars) degrees with respect to the original orientation of the 53+90 COBE-DMR map. The open circle corresponds to the average over 10000 CDM simulations generated as explained before and the error bars indicate the 68, 95 and 99 per cent confidence levels of the distributions for orientation A. Note that for convenience the $`K(j,m)`$ and $`S(j,m)`$ spectra have been normalised at each value of $`(j,m)`$ such that the variance of the distribution obtained from the 10000 CDM realisations is equal to unity. We do not plot the corresponding error bars for orientations B and C in Fig. 2 for the sake of clarity and because the conclusions derived from the plot remain unchanged. In fact, due to the isotropy of the CMB, we expect these error distributions to be independent of the chosen orientation, although small variations do appear (see Fig. 3) due to the presence of anisotropic noise and as a consequence of having a pixelised map.

We see from Fig. 2 that for orientation A (solid squares) all the points of skewness and scale-scale correlation spectra lie within their respective Gaussian probability distributions. However, we find a detection of non-Gaussianity at a confidence level $`>99`$ per cent for the kurtosis at $`j=2`$, $`m=3`$. On the other hand, for orientations B (crosses) and C (stars) all the COBE-DMR values are consistent with being derived from a parent Gaussian distribution.

We must be careful when assessing the significance of the non-Gaussian detection for orientation A. We must take into account that we have computed a total of $`3\times 42=126`$ different statistics and most of them show no evidence of non-Gaussianity (see Bromley & Tegmark 1999). Following MHL, since the different statistics are not independent, we must use Monte-Carlo simulations to estimate the probability of having at least one detection of non-Gaussianity when computing these 126 statistics at a confidence level $`>99`$ per cent even in the case of an underlying Gaussian signal. We find that this occurs in 69 per cent of the cases. Therefore this analysis does not provide strong evidence of non-Gaussianity, in agreement with the results obtained by MHL using planar wavelets.

We may wonder, however, if our conclusions are affected by choosing a different set of orientations for the COBE-DMR maps. As an illustration of the sensitivity of the computed statistics to the orientation of the data, Fig. 3 shows $`\widehat{S}(j,m)`$,$`\widehat{K}(j,m)`$ and $`\widehat{C^2}(j,m)`$ for $`m=2`$ and two different scales versus the angle that the COBE-DMR data have been rotated around an axis passing through the North and South Galactic poles with respect to the original signal. The average value and the $`68`$, $`95`$ and $`99`$ per cent confidence levels obtained from the corresponding Gaussian distributions are also plotted for orientations A,B and C. Note that, in this case, the skewness and kurtosis spectra has not been normalised as in Fig. 2. It can be seen that the COBE-DMR values of the skewness, kurtosis and scale-scale correlation at each scale oscillate around the mean obtained from the CDM realisations and with a deviation in agreement with the confidence limits showed for orientations A,B and C. We have also checked that, as expected, we obtain very similar variations when rotations are performed around different directions. Therefore, although the particular numerical values of the considered statistics are not rotationally invariant, the general conclusions concerning non-Gaussianity of the data, at least in our case, do not seem to depend on the chosen orientation.

## 4 Conclusions

We presented an analysis of the 4-year COBE-DMR data (in HEALPix pixelisation) based on spherical Haar wavelets (SHW) in order to look for large scale non-Gaussianity of the CMB. This analysis is performed using all the available data lying outside the Galactic cut. This constitutes about two-thirds of the pixels, as compared to just one-third in former works that use only Face 0 and Face 5 of the QuadCube pixelisation. We take into account the sensitivity of the method to the orientation of the original signal and present the results for three different orientations of the data. We also find that the choice of a different set of orientations, at least in our case, does not alter the general conclusions regarding non-Gaussianity.

We find that the value of the kurtosis for $`j=2,m=3`$ for one of the chosen orientations lies outside the $`99`$ per cent confidence level derived from 10000 CDM/inflationary realisations, whereas the rest of the statistics show no evidence of non-Gaussianity. However, since we have a total of 126 different statistics, the probability of finding at least one of them falling outside the 99 per cent confidence level even in the case of an underlying Gaussian field is as high as 0.69. Therefore, we conclude that an analysis based on SHW of the 4-year COBE-DMR data show no evidence for non-Gaussianity.

## Acknowledgements

RBB warmly thanks Luis Tenorio for helpful comments about spherical wavelets. We thank all the people involved in the HEALPix collaboration (Górski, Hivon & Wandelt 1999), whose package has been used extensively in this work. RBB and MPH acknowledge financial support from the PPARC in the form of a research grant and an Advanced Fellowship respectively. ANL acknowledges support from the Royal Society and Leverhulme Trust.

## Appendix A Sperical Haar Wavelets for HEALPix pixelisation

In this Appendix, we give an heuristic approach to decomposing a map in HEALPix pixelisation in terms of spherical Haar wavelet coefficients. More mathematical approaches are given elsewhere (Sweldens 1995).

HEALPix is an equal area, iso-latitude and hierarchical pixelisation of the sphere. The resolution level of the grid is given by the parameter $`j`$ (or equivalently $`N_{\mathrm{side}}`$, $`N_{\mathrm{side}}=2^{j1}`$). A level $`j`$ comprises a total of $`n_j=12\times 4^{j1}`$ pixels, each of them with equal area $`\mu _j`$. Each pixel $`l`$ at resolution $`j`$, $`S_{j,l}`$, is divided into four pixels $`S_{j+1,l_0},\mathrm{},S_{j+1,l_3}`$ at resolution $`j+1`$. In particular, the COBE-DMR resolution corresponds to $`J=7`$.

In order to perform a SHW decomposition of the COBE-DMR data, we require one scaling $`\phi _{j,l}`$ and three wavelet functions $`\psi _{m,j,l}`$ at each scale $`j`$ and position $`l`$. These are given by

$$\phi _{j,l}(x)=\{\begin{array}{cc}1,\hfill & \mathrm{if}xϵS_{j,l}\hfill \\ 0,\hfill & \mathrm{otherwise}\hfill \end{array}$$
(5)
$`\psi _{1,j,l}`$ $`=`$ $`{\displaystyle \frac{\phi _{j+1,l_0}+\phi _{j+1,l_2}\left(\phi _{j+1,l_1}+\phi _{j+1,l_3}\right)}{4\mu _{j+1}}}`$ (6)
$`\psi _{2,j,l}`$ $`=`$ $`{\displaystyle \frac{1}{2\mu _{j+1}}}\left(\phi _{j+1,l_1}\phi _{j+1,l_3}\right)`$ (7)
$`\psi _{3,j,l}`$ $`=`$ $`{\displaystyle \frac{1}{2\mu _{j+1}}}\left(\phi _{j+1,l_0}\phi _{j+1,l_2}\right)`$ (8)
where $`l_0,l_1,l_2,l_3`$ are the four pixels at resolution level $`j+1`$ contained within the pixel $`l`$ at level $`j`$, and we have taken into account that all pixels have equal area at a given resolution. The orthogonality of the wavelet functions follows immediately from their vanishing integral (by construction) and their support.

The temperature field $`\mathrm{\Delta }T/T`$ on the sphere can then be written as

$`{\displaystyle \frac{\mathrm{\Delta }T}{T}}(x_i)`$ $`=`$ $`{\displaystyle \underset{l=0}{\overset{n_{j_0}1}{}}}\lambda _{j_0,l}\phi _{j_0,l}(x_i)`$ (9)
$`+{\displaystyle \underset{m=1}{\overset{3}{}}}{\displaystyle \underset{j=j_0}{\overset{J1}{}}}{\displaystyle \underset{l=0}{\overset{n_j1}{}}}\gamma _{m,j,l}\psi _{m,j,l}(x_i)`$
where $`\lambda _{j_0,l}`$ and $`\gamma _{m,j,l}`$ are the approximation and detail wavelet coefficients respectively. The index $`j`$ runs over the different scales with $`J`$ the resolution of the original map and $`j_0`$ the coarsest resolution considered.

The procedure to obtain the wavelet coefficients is as follows (see Fig 4). We start with a map at a resolution $`J`$, identifying each pixel with the $`\lambda _{J,l}`$ coefficients. Each approximation and detail coefficient at position $`l`$ and resolution level $`J1`$ is obtained as a linear combination of the four corresponding pixels $`l_0`$,$`l_1`$,$`l_2`$,$`l_3`$ at resolution $`J`$:

$`\lambda _{J1,l}`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i=0}{\overset{3}{}}}\lambda _{J,l_i}`$ (10)
$`\gamma _{m,J1,l}`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{3}{}}}\stackrel{~}{g}_{m,J1,l_i}\lambda _{J,l_i}`$ (11)
The approximation coefficients at the new resolution level are just the average over the four original coefficients and, therefore, correspond to a lower resolution version of the initial image. Complementary to those, the details encode the difference between the degraded and the original maps. The $`\stackrel{~}{g}_{m,j,l}`$ coefficients take values $`+\mu _{j+1}`$, $`\mu _{j1}`$ or $`0`$, depending on the indices, as shown in Fig. 5. These coefficients are obtained as an integral over the dual function of $`\psi _{m,j,l}`$ in the corresponding support (see e.g. Tenorio et al. 1999). Therefore, at level $`J1`$ we have three different sets of details and one set of approximation coefficients, each of them with $`n_{J1}=n_J/4`$ pixels.

Then, we apply the same procedure to the degraded map formed by $`\lambda _{J1,l}`$ , obtaining again a coarser image and a set of details corresponding to the resolution level $`J2`$. Repeating this process down to the lowest resolution considered in our analysis, $`j_0`$, we are left with the details for resolutions $`J1`$ to $`j_0`$ as well as the approximation $`\lambda _{j_0}`$ coefficients. With this scheme it is also straightforward to identify those coefficients which are descendants of pixels contaminated by the Galaxy and discard them when performing the analysis.

To recover the map we just need to invert the process, starting with the approximation and detail coefficients at the lowest resolution $`j_0`$ up to the map at the initial resolution $`J`$.


text:
# Fundamental bounds on quantum measurements with a mixed apparatus

## Abstract

We consider the apparatus in a quantum measurement process to be in a mixed state. We propose a simple upper bound on the probability of correctly distinguishing any number of mixed states. We use this to derive fundamental bounds on the efficiency of a measurement in terms of the temperature of the apparatus.

The quantum measurement process was first analysed from the fully quantum perspective by von Neumann . In the description of a typical quantum measurement, the initial states of the system and the apparatus (both treated quantum mechanically) are taken to be pure states. The measurement process is a transformation of the type

$`{\displaystyle \varphi (x)|x_s𝑑x}`$ $``$ $`{\displaystyle \eta (y)|y_a𝑑y}`$ (1)
$``$ $`{\displaystyle \varphi (x)\eta (y+f(x))|x_s|y_a𝑑x𝑑y}`$ (2)
where $`\varphi (x)|x_s𝑑x`$ and $`\eta (y)|y_a𝑑y`$ are initial states of the system and the measuring apparatus respectively. Note that after the measurement, the state of the apparatus is correlated to the state of the system. This enables us to infer the state of the system by observing the state of the apparatus. In general, one is allowed to perform any positive operator valued measurement (POVM) on the apparatus state to infer the system state (not analysed by von Neumann). This becomes important in a realistic quantum measurement, in which the apparatus is a macroscopic system and likely to be in a mixed (generally thermal) state throughout the measurement. This will make measurements more difficult in general than the pure apparatus case as mixed states are generically harder to distinguish. One could, of course, attempt to estimate the efficiency of state inference on the basis of specific von Neumann projections on the apparatus state. This, however, is usually less efficient than a more general POVM. Strangely, to the best of our knowledge, all treatments of quantum measurement seem to neglect this fact and assume the initial apparatus state to be pure. In this letter, we analyse the quantum measurement process with a mixed apparatus. Our formalism allows us to estimate the probability of success in state determination with a mixed apparatus. We use this to put bounds on the probability os successful state inference in terms of the temperature of an apparatus in a thermal state.

We start with a simple example of a two level system being measured by a harmonic oscillator apparatus initially in a thermal state. The measurement interaction is described by

$`|0_s|n_a`$ $``$ $`|0_s|n_a`$ (3)
$`|1_s|n_a`$ $``$ $`|1_s|n+1_a,`$ (4)
where $`|0_s,|1_s`$ are two orthogonal states of the two level system that the apparatus is designed to detect and $`|n_a`$ denotes a Fock state of the apparatus. Note that we could have chosen any other measurement interaction, but that would lead to similar results. In particular, this measurement interaction works perfectly when the apparatus is initially in a pure Fock state. If the apparatus starts off in the initial thermal state $`\rho (\beta )_a=_{n=0}^{\mathrm{}}\frac{e^{\beta n}}{Z}(|nn|)_a`$ (here $`Z`$ is the partition function $`_{n=0}^{\mathrm{}}e^{\beta n}`$ and $`\beta =\mathrm{}\omega /k_BT`$ where $`\omega `$ is the frequency of the oscillator, $`T`$ its temperature and $`k_B`$ is Boltzmann’s constant), then the measurement leads to

$`(|00|)_s\rho (\beta )_a`$ $``$ $`(|00|)_s\rho (\beta )_a`$ (5)
$`(|11|)_s\rho (\beta )_a`$ $``$ $`(|11|)_s{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{e^{\beta (n1)}}{Z}}(|nn|)_a.`$ (6)
The maximum probability $`P_c`$ of correctly distinguishing between any two mixed states $`\rho _0`$ and $`\rho _1`$ by any POVM is given by Helstrom’s formula

$$P_c(\rho _0,\rho _1)=\frac{1}{2}+\frac{1}{4}\text{Tr}|\rho _0\rho _1|.$$
(7)
In our case $`\rho _0=\rho (\beta )_a`$ and $`\rho _1=_{n=1}^{\mathrm{}}\frac{e^{\beta (n1)}}{Z}(|nn|)_a`$. We thus obtain the probability of correctly identifying the state of the apparatus (and hence the system, which is our main goal) to be

$$P_c=\frac{1}{2}+\frac{1}{4}\{\frac{1}{Z}+\frac{e^\beta 1}{Z}(Z1)\}.$$
(8)
We see from fig.1 that we obtain $`P_c1`$ for $`\beta \mathrm{}`$ (low temperature limit) and $`P_c0.5`$ for $`\beta 0`$ (high temperature limit). This means that at low temperatures we can correctly distinguish between $`|0_s`$ and $`|1_s`$ and this is because then the initial state of the apparatus is virtually pure. On the other hand for high temperatures, the initial state of the apparatus is virtually maximally mixed and does not change due to the measurement interaction (i.e $`\rho _0=\rho _1`$). We see that for achieving $`P_c`$ greater than $`0.8`$, we require

$$\frac{\omega }{T}\frac{k_B}{\mathrm{}}.$$
(9)
This can be seen as a fundamental limit on obtaining one bit of information reliably.

The quantum system being measured, may, however, be a system with more than two orthogonal states. In that case we have to have a formula for the probability of correctly identifying any one of several mixed states $`\rho _0,\rho _1,\mathrm{},\rho _N`$. There is no existing general formula extending the Helstrom’s formula to an arbitrary number of density matrices. Here we propose a generalisation which gives a bound on the probability of correct identification of one of $`\rho _0,\rho _1,\mathrm{},\rho _N`$ which appear with probabilities $`p_0,p_1,\mathrm{},p_N`$. This bound is

$$P_c(\rho _0,\rho _1,\mathrm{},\rho _N;p_0,p_1,\mathrm{},p_N)=e^{Hh(p_0,p_1,\mathrm{},p_N)},$$
(10)
where

$$H=S(\underset{i}{}p_i\rho _i)\underset{i}{}p_iS(\rho _i),$$
(11)
is the Holevo bound , $`S(\rho )=\text{Tr}\rho \mathrm{ln}\rho `$ and where

$$h(p_0,p_1,\mathrm{},p_N)=\underset{i}{}p_i\mathrm{ln}p_i,$$
(12)
is the Shannon entropy of the probability distribution of the density matrices. The rationale behind this formula becomes clear when one considers a sequence of $`n`$ preparations of the system state and measurements on the corresponding apparatus states. The probability of correctly inferring a certain sequence of $`n`$ states $`\{\rho _i\}`$ is bounded above by the ratio of the number of correctly identified sequences and the total number of possible sequences. From the statistical interpretation of the quantum relative entropy , we get the numerator of this ratio to be $`e^{nH}`$ and the denominator is $`e^{nh(p_0,p_1,\mathrm{},p_N)}`$ (this is equivalent to the law of large numbers). We, in fact, use the formula for $`n=1`$ and hence the Eq.(10) for $`P_c`$.

We again take a harmonic oscillator apparatus, but now a $`N+1`$ level system with orthogonal states $`|0_s,|1_s,\mathrm{},|N_s`$ which interacts with the apparatus as

$$|i_s|n_a|i_s|n+i_a.$$
(13)
The initial state of the apparatus is again a thermal state. Corresponding to each system state $`|i_s`$, the apparatus will evolve to a different state $`\rho _a^i`$. These are given by

$$\rho _a^i=\underset{n=i}{\overset{\mathrm{}}{}}\frac{e^{\beta (ni)}}{Z}(|nn|)_a.$$
(14)
The entropy of all these states is the same and equal to

$$S(\rho _a^i)=\frac{E}{k_BT}+\mathrm{ln}Z,$$
(15)
where $`E=(\mathrm{}\omega /Z)ne^{\beta n}`$ is the average energy of the apparatus.

The entropy of the total state $`\rho =_i\rho _a^i`$ is given by

$`S(\rho )`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{N}{}}}({\displaystyle \underset{j=0}{\overset{i}{}}}{\displaystyle \frac{e^{\beta j}}{Z(N+1)}})\mathrm{ln}({\displaystyle \underset{j=0}{\overset{i}{}}}{\displaystyle \frac{e^{\beta j}}{Z(N+1)}})`$ (16)
$``$ $`{\displaystyle \underset{i=N+1}{\overset{\mathrm{}}{}}}({\displaystyle \underset{j=iN}{\overset{i}{}}}{\displaystyle \frac{e^{\beta j}}{Z(N+1)}})\mathrm{ln}({\displaystyle \underset{j=iN}{\overset{i}{}}}{\displaystyle \frac{e^{\beta j}}{Z(N+1)}})`$ (17)
The entropies $`S(\rho )`$ and $`S(\rho _a^i)`$ are used to compute $`P_c`$ from Eq.(10). This is plotted in Fig. 2 for three different dimensionalities of the measured system ($`N+1=2,4,8`$). Note that all the three plots in Fig.2 have the same shape and, as expected, tend to $`\frac{1}{N+1}`$ for small $`\beta `$ (high temperature limit) and to unity for large $`\beta `$ (low temperature limit). Note also that in the latter case (when $`\beta >1`$) the probability bound $`P_c`$ is well approximated by the simple expression

$$P_c\frac{e^{\frac{E}{k_BT}}}{Z}.$$
(18)
This is because, at low temperatures, $`S(\rho )h(p_0,p_1,\mathrm{},p_N)`$, so that $`P_ce^{S(\rho _a^0)}`$. The above approximation (Eq.(18)) is already very good for $`\beta =5`$ differing by about $`2`$ percent from the exact value.

Our bound applies to the general setting of measuring states of a system by correlating them to pure nonorthogonal apparatus states. This happens when different orthogonal states of the system get correlated to different nonorthogonal states of the apparatus (for example, when different Fock states inside a cavity are inferred by different dispacements of a mirror in a coherent state ). In quantum optics, in particular, preparation of nonclassical states via conditional measurements on an apparatus is very popular . Our formula for $`P_c`$ will be an upper bound to the fidelity of such preparations. We hope that this kind of analysis also stimulates more research in the area of quantum computation with mixed states as explored in Ref..