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# On Picard Bundles over Prym varieties

## Introduction

Let $`X`$ be a non-singular irreducible projective curve of genus $`g_X2`$. We denote by $`(n,d)`$ the moduli space of stable vector bundles over $`X`$ of rank $`n`$ and degree $`d`$. If $`n`$ and $`d`$ are coprime there exists a universal family $`𝒰`$ parametrized by $`(n,d)`$, called the Poincaré bundle. The higher direct images of the Poincaré bundle on $`(n,d)`$ are called Picard sheaves. If $`d>2n(g_X1)`$, the direct image $`𝒲`$ of $`𝒰`$ is locally free and it is called the Picard bundle.

For $`n=1`$, $`(1,d)`$ is the Jacobian $`J^d(X)`$. Ein and Lazarsfeld in \[EL\] proved the stability of the Picard bundle $`𝒲_J`$ when $`d>2g_X1`$ and Kempf (see \[Ke\]) for $`d=2g_X1`$. For $`n2`$, Li proved the stability of $`𝒲`$ over $`(n,d)`$ when $`d>2g_Xn`$ (see \[Li\]). Denote by $`𝒲_\xi `$ the restriction of $`𝒲`$ to the subvariety $`_\xi (n,d)`$ determined by stable bundles with fixed determinant $`\xi J^d(X)`$. Balaji and Vishwanath proved in \[BV\] that for rank 2, $`𝒲_\xi `$ is simple. Actually, they compute the deformations of $`𝒲_\xi `$.

In this paper we prove (see Theorem 3.1) that for any rank $`𝒲_\xi `$ is simple when $`g_X2`$ and $`d>n(n+1)(g_X1)+6`$ and in the case $`g_X=2`$ and $`n=2`$ then we prove that $`𝒲_\xi `$ is stable for $`d>10`$.

The result follows from studying the restriction of the Picard bundle over the Jacobian of a curve (which is a covering space of $`X`$) to some natural subvarieties,namely the Prym variety and the Jacobian of the base space. That is, let $`\pi :YX`$ be a covering between non singular irreducible projective curves. Let $`(J(Y),\mathrm{\Theta }_Y)`$ be the principally polarized Jacobian of degree zero of $`Y`$ and $`𝒫_Y`$ the Poincaré bundle over $`Y\times J(Y)`$. Fixing a line bundle $`L_0`$ on $`Y`$ of degree $`d>2g_Y2`$, we identify $`J(Y)`$ with $`J^d(Y)`$ and consider the Picard bundle $`𝒲_J=p_2(p_1^{}L_0𝒫_Y)`$ on $`J(Y)`$. We denote the restriction of $`𝒲_J`$ to the subvarieties $`P`$ and $`\pi ^{}(J(X))`$ of $`J(Y)`$ by $`𝒲_P`$ and $`𝒲_\pi `$ respectively.

We prove that if $`\pi _{}(L_0)`$ is stable, then $`(\pi ^{})^{}(𝒲_J)`$ is $`\mathrm{\Theta }_X`$-stable on $`J(X)`$ where $`\pi ^{}:J(X)J(Y)`$ is the pull-back morphism (see Theorem 2.2 and Remark 2.1). We deduce that $`𝒲_\pi `$ is stable with respect to the polarization $`\mathrm{\Theta }_Y|_{\pi ^{}(J(X))}`$.

The restriction $`\mathrm{\Theta }_P`$ of $`\mathrm{\Theta }_Y`$ to $`P`$ need not be a multiple of a principal polarization. However, it is possible to construct (see \[We\]) a principally polarized abelian variety $`(\stackrel{~}{P},\mathrm{\Xi })`$ and an isogeny $`f:\stackrel{~}{P}P`$ with $`f^1(\mathrm{\Theta }_P)n\mathrm{\Xi }`$ such that there exists a map $`\stackrel{~}{\rho }:Y\stackrel{~}{P}`$ with $`\stackrel{~}{\rho }(Y)`$ and $`\mathrm{\Xi }^{m1}`$ numerically equivalent where $`m=dimP=dim\stackrel{~}{P}`$.

We prove that if $`n2`$ and $`g_X>2`$, the morphism $`\stackrel{~}{\rho }:Y\stackrel{~}{P}`$ is birational onto its image (Theorem 1.2) and we use some properties of the Fourier-Mukai transform to prove that in this case $`𝒲_P`$ is simple.

Moreover, we give explicitly the cases where $`\stackrel{~}{\rho }`$ may not be birational. In this case, we prove that the Prym variety is the image in $`J(Y)`$ of the Jacobian of the normalization of the curve $`\stackrel{~}{\rho }(Y)`$. As a consequence of stability of $`𝒲_\pi `$, we have that the Picard bundle $`𝒲_P`$ is stable with respect to $`\mathrm{\Theta }_Y|_P`$ when $`\stackrel{~}{\rho }`$ is not birational. In particular, for $`g_X2`$ and $`d>2g_Y+4`$, $`𝒲_P`$ is simple (Theorem 2.9).

Acknowledgments : We thank Laura Hidalgo for previous discussions and G.P. Pirola for useful suggestions concerning Theorem 1.2. The first and the third named authors acknowledge the generous hospitality of the Departamento de Matemáticas of the University of Salamanca. The third author wishes to thank the Centro de Investigación en Matemáticas (CIMAT), Guanajuato for the warm hospitality and support.

## 1. Prym varieties

We shall denote by $`J(X)`$ the Jacobian of degree zero of a non-singular projective irreducible curve $`X`$ and by $`\mathrm{\Theta }_X`$ the natural polarization on $`J(X)`$ given by the Riemann theta divisor.

Let $`\pi :YX`$ be a covering of degree $`n`$ between non-singular irreducible projective curves of genus $`g_Y`$ and $`g_X`$ respectively. We have the norm map $`\mathrm{Nm}\pi :J(Y)J(X)`$ and the pull back map $`\pi ^{}:J(X)J(Y)`$. It is known that the map $`h:J(X)\pi ^{}(J(X))`$ induced by $`\pi ^{}`$ is an isogeny such that $`h^1\left(\mathrm{\Theta }_Y|_{\pi ^{}(J(X))}\right)n\mathrm{\Theta }_X`$. We will denote by $`\mathrm{\Theta }_\pi `$ the restriction of the theta divisor of $`J(Y)`$ to $`\pi ^{}(J(X)).`$

The Prym variety $`P`$ associated with the covering is the abelian subvariety of $`J(Y)`$ defined by $`P=\mathrm{Im}(n\mathrm{Id}_{J(Y)}\pi ^{}\mathrm{Nm}\pi )`$. We shall denote by $`\mu `$ the morphism $`(n\mathrm{Id}_{J(Y)}\pi ^{}\mathrm{Nm}\pi ):J(Y)P`$.

On $`P`$ there exists a natural polarization $`\mathrm{\Theta }_P`$ given by the restriction of the theta divisor $`\mathrm{\Theta }_Y`$ to $`P`$. In general $`\mathrm{\Theta }_P`$ is not a multiple of principal polarization (see \[LB\], Theorem 3.3, pp. 376). The following theorem gathers several standard results about Prym-Tyurin varieties for which we refer to \[LB\], \[We\] and \[Go\].

###### Theorem 1.1.

Let $`\pi :YX`$ be a covering of degree $`n`$. There exists a principally polarized abelian variety $`(\stackrel{~}{P},\mathrm{\Xi })`$, an isogeny $`f:\stackrel{~}{P}P`$ and a morphism $`\stackrel{~}{\mu }:J(Y)\stackrel{~}{P}`$ such that:
1. $`f^1(\mathrm{\Theta }_Y|_P)n\mathrm{\Xi }`$.
2. The map $`f\stackrel{~}{\mu }:J(Y)P`$ coincides with the morphism $`\mu `$ defined as above.
3. The restriction $`\stackrel{~}{\mu }|_P`$ is surjective and the composition map $`f\stackrel{~}{\mu }|_P`$ coincides with the multiplication by $`n`$ on $`P`$.

Moreover, the following relation holds

$$\mathrm{Nm}^1\pi (\mathrm{\Theta }_X)+\stackrel{~}{\mu }^1(\mathrm{\Xi })n\mathrm{\Theta }_Y,$$

where $``$ denotes algebraic equivalence between divisors.

From now on we shall consider a fixed isogeny $`f:\stackrel{~}{P}P`$ enjoying the properties listed in Theorem 1.1. Let $`y_0`$ be a fixed point on $`Y`$. Let $`\stackrel{~}{\rho }_{y_0}:Y\stackrel{~}{P}`$ and $`\rho _{y_0}:YP`$ be the morphisms

$$\stackrel{~}{\rho }_{y_0}=\stackrel{~}{\mu }\alpha _{y_0}\text{and}\rho _{y_0}=f\stackrel{~}{\rho }_{y_0}=\mu \alpha _{y_0}$$

where $`\alpha _{y_0}:YJ(Y)`$ is the Abel-Jacobi map defined by $`y𝒪(yy_0)`$. We shall refer to $`\rho _{y_0}`$ and $`\stackrel{~}{\rho }_{y_0}`$ as the Abel-Prym maps of $`P`$ and $`\stackrel{~}{P}`$ respectively. When there is no confusion on the point $`y_0`$ we shall omit it in the notations.

By the theory of Prym-Tyurin varieties (see \[We\] and \[LB\]) the morphism $`\stackrel{~}{\rho }`$ has the following property:

$$\stackrel{~}{\rho }_{}[Y]=\frac{n}{(m1)!}\stackrel{m1}{}[\mathrm{\Xi }],$$

where $`m=dimP=dim\stackrel{~}{P}`$. This last property is usually expressed by saying that the curve $`Y`$ (or rather the morphism $`\stackrel{~}{\rho }`$) is of class $`n`$ in $`(\stackrel{~}{P},\mathrm{\Xi })`$.

In general the Abel-Prym map $`\rho :YP`$ need not be birational. However, we have the following theorem.

###### Theorem 1.2.

Let $`\pi :YX`$ be a covering of degree $`n`$. If $`g_X>2`$ and $`n2`$ then Abel-Prym morphism $`\stackrel{~}{\rho }:Y\stackrel{~}{P}`$ is birational onto its image.

In order to prove Theorem 1.2 we need a lemma. Let $`(A,\mathrm{\Theta }_A)`$ be a principally polarized abelian variety of dimension $`d`$ and $`C`$ a non-singular projective irreducible curve. Let $`\nu :CA`$ be a morphism and let $`u:J(C)A`$ be the unique morphism (up to a translation) obtained by the universal property of the Jacobian such that $`\nu =u\alpha `$. Using the polarizations, we define the transposed morphism $`u^t:AJ(C)`$ by

$$u^t=\varphi _{\mathrm{\Theta }_C}^1\widehat{u}\varphi _{\mathrm{\Theta }_A},$$

where $`\widehat{u}:\widehat{A}\widehat{J(C)}`$ is the dual morphism of $`u`$ and $`\varphi _{\mathrm{\Theta }_A}:A\widehat{A}`$, $`\varphi _{\mathrm{\Theta }_C}:J(C)\widehat{J(C)}`$ are the isomorphisms induced by the principal polarizations $`\mathrm{\Theta }_A`$ and $`\mathrm{\Theta }_C`$ respectively.

Recall that a curve $`C`$ is of class $`n`$ in $`(A,\mathrm{\Theta }_A)`$, that is $`\nu _{}[C]=\frac{n}{(d1)!}^{d1}[\mathrm{\Theta }_A]`$, if and only if $`uu^t=n\mathrm{Id}_A`$ (see \[We\]).

###### Lemma 1.3.

Let $`(A,\mathrm{\Theta }_A)`$ be a principally polarized abelian variety and $`\nu :CA`$ a curve of class $`n`$ in $`A`$. Let $`Z`$ be the normalization of the image $`\nu (C)`$ and let $`p:CZ`$ and $`\stackrel{~}{\nu }:ZA`$ be the induced maps. If $`r`$ is the degree of $`p`$, then $`r`$ divides $`n`$ and the curve $`Z`$ is of class $`\frac{n}{r}`$ in $`A`$.

###### Proof.

Let $`\mathrm{Nm}p:J(C)J(Z)`$ be the norm map of $`p`$ and $`u:J(C)A`$ the morphism corresponding to $`\nu `$ obtained by the universal property of the Jacobian. Similarly, $`\stackrel{~}{u}:J(Z)A`$ corresponds to $`\stackrel{~}{\nu }`$. Since $`\nu :CA`$ is of class $`n`$ and $`N_pp^{}=N_pN_p^t=r\mathrm{Id}_{J(Z)}`$ , we have:

$$n\mathrm{Id}_A=uu^t=\stackrel{~}{u}N_pN_p^t\stackrel{~}{u}^t=r\left(\stackrel{~}{u}\stackrel{~}{u}^t\right).$$

Thus, for every $`xA_r`$ in the $`r`$-torsion of $`A`$, $`r(\stackrel{~}{u}\stackrel{~}{u}^t)(x)=0`$ and therefore $`nx=0`$. Hence, $`A_rA_n`$ and $`r`$ divides $`n`$. Since $`A`$ is connected and $`A_r`$ is discrete, the morphism $`AA_r`$ given by $`x\left(\stackrel{~}{u}\stackrel{~}{u}^t\right)(x)\frac{n}{r}x`$ is identically zero. Hence $`\stackrel{~}{u}\stackrel{~}{u}^t=\frac{n}{r}\mathrm{Id}_A`$. ∎

Proof of Theorem 1.2. Suppose that $`\stackrel{~}{\rho }`$ is not birational onto its image and $`n2`$. Let $`Z`$ be the normalization of the curve $`\stackrel{~}{\rho }(Y)`$ and let $`\stackrel{~}{\pi }:YZ`$ be the morphism induced by $`\stackrel{~}{\rho }`$. Let $`\stackrel{~}{n}`$ be the degree of $`\stackrel{~}{\pi }`$. That is,

Since the morphism $`\stackrel{~}{\mu }`$ is surjective, $`Z`$ generates $`\stackrel{~}{P}`$. Therefore the map $`\stackrel{~}{u}:J(Z)\stackrel{~}{P}`$ defined by the universal property of the Jacobian is surjective. Hence $`g_Yg_X=dim\stackrel{~}{P}g_Z`$, where $`g_Z`$ is the genus of $`Z`$.

By Riemann-Hurwitz formula for the coverings $`\pi `$ and $`\stackrel{~}{\pi }`$, we have the following inequality

(1)
$$g_Y\frac{g_Y1(\mathrm{deg}R_\pi )/2}{n}+\frac{g_Y1(\mathrm{deg}R_{\stackrel{~}{\pi }})/2}{\stackrel{~}{n}}+2$$

where $`R_\pi `$ and $`R_{\stackrel{~}{\pi }}`$ are the ramification divisors.

From Lemma 1.3, it follows that $`\stackrel{~}{n}`$ divides $`n`$; let $`q=n/\stackrel{~}{n}`$. Hence, inequality (1) implies that

$$(nq1)g_Y2nq1\left((\mathrm{deg}R_\pi )/2+q(\mathrm{deg}R_{\stackrel{~}{\pi }})/2\right).$$

Since $`\left((\mathrm{deg}R_\pi )/2+q(\mathrm{deg}R_{\stackrel{~}{\pi }})/2\right)0`$ and $`nq+1`$ because $`n2`$, we have

$$g_Y2+\left[\frac{q+1}{nq1}\right]$$

where $`[]`$ denotes the integral part of a rational number. Since $`\stackrel{~}{n}>1`$, it is easy to check that $`\left[\frac{q+1}{nq1}\right]1`$ if and only if $`\stackrel{~}{n}=2,3,4.`$ Studying these cases we obtain that if $`\stackrel{~}{\rho }`$ is not birational and $`n2`$, then

$`n`$ $`=3,\stackrel{~}{n}=3\text{ and }g_Y4;`$ $`n=4,`$ $`\{\begin{array}{cc}\text{ if }\stackrel{~}{n}=4\hfill & \text{ then }g_Y3\hfill \\ \text{ if }\stackrel{~}{n}=2\hfill & \text{ then }g_Y5\hfill \end{array};`$
$`n`$ $`=6,\{\begin{array}{cc}\text{ if }\stackrel{~}{n}=6\hfill & \text{ then }g_Y2\hfill \\ \text{ if }\stackrel{~}{n}=3\hfill & \text{ then }g_Y3\hfill \\ \text{ if }\stackrel{~}{n}=2\hfill & \text{ then }g_Y4\hfill \end{array};`$ $`n3,4,6,`$ $`\{\begin{array}{cc}\text{ if }\stackrel{~}{n}=2\hfill & \text{then }g_Y3\hfill \\ \text{ if }\stackrel{~}{n}2\hfill & \text{then }g_Y2\hfill \end{array}.`$
In all cases, we have that if $`\stackrel{~}{\rho }`$ in not birational onto its image and $`n2`$, then $`g_Y5`$.

Now if we also suppose that $`g_X2`$, by the Riemann-Hurwitz formula for the covering $`\pi `$, we deduce that if $`\mathrm{deg}\pi 2`$ and $`g_X2`$, then $`\stackrel{~}{\rho }`$ is not birational onto its image if the following cases occur:

(2) $`n=3,\stackrel{~}{n}=3,g_Y=4,g_X=2,g_Z=2,R_\pi =R_{\stackrel{~}{\pi }}=0`$
$`n=4,\stackrel{~}{n}=2,g_Y=5,g_X=2,g_Z=3,R_\pi =R_{\stackrel{~}{\pi }}=0`$
Therefore, if we assume that $`g_X>2`$ and $`n2,`$ the theorem is proved. $`\mathrm{}`$

###### Remark 1.4.

From the proof of Theorem 1.2 we deduce that if $`g_X2`$, then the Abel-Prym map $`\stackrel{~}{\rho }`$ may not be birational onto its image possibly in the cases given in (2) and when $`n=2`$. For $`n=2`$, it is well-known that if $`Y`$ is not an hyperelliptic curve then $`\rho `$ is birational onto its image and therefore $`\stackrel{~}{\rho }`$ is birational onto its image.

We finish this section with a lemma that we will use later.

###### Lemma 1.5.

For any $`\stackrel{~}{\xi }\stackrel{~}{P}`$, we have

$$\stackrel{~}{\rho }^{}\left(\tau _{\stackrel{~}{\xi }}^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })\right)\stackrel{~}{\rho }^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })f(\stackrel{~}{\xi })^1,$$

where $`\tau _{\stackrel{~}{\xi }}`$ is the translation by $`\stackrel{~}{\xi }`$.

###### Proof.

By Theorem 1.1, there exists $`\xi P`$ such that $`\stackrel{~}{\mu }(\xi )=\stackrel{~}{\xi }`$. Using the relation between the polarizations given in this theorem, we obtain

$`\stackrel{~}{\rho }^{}\left(\tau _{\stackrel{~}{\xi }}^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })\right)`$ $`\alpha ^{}\left(\stackrel{~}{\mu }^{}\left(\tau _{\stackrel{~}{\xi }}^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })\right)\right)\alpha ^{}\left(\tau _\xi ^{}\left(\stackrel{~}{\mu }^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })\right)\right)`$
$`\alpha ^{}\left(\tau _\xi ^{}\left(𝒪_{J(Y)}(n\mathrm{\Theta }_Y)N_\pi ^{}𝒪_{J(X)}(\mathrm{\Theta }_X)^{}𝒩\right)\right),`$
where $`𝒩\mathrm{Pic}^0(J(Y))`$. In particular, $`𝒩`$ is invariant under translations. Moreover, we have $`\tau _\xi ^{}\left(N_\pi ^{}𝒪_{J(X)}(\mathrm{\Theta }_X)^{}\right)N_\pi ^{}\left(𝒪_{J(X)}(\mathrm{\Theta }_X)^{}\right)`$ because $`\xi P`$ and the isomorphism

$$\alpha ^{}\left(\tau _\xi ^{}𝒪_{J(Y)}(n\mathrm{\Theta }_Y)\right)\alpha ^{}\left(𝒪_{J(Y)}(n\mathrm{\Theta }_Y)\right)\xi ^n.$$

Therefore, it follows that $`\stackrel{~}{\rho }^{}\left(\tau _{\stackrel{~}{\xi }}^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })\right)\stackrel{~}{\rho }^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })\xi ^n`$. Since $`\xi ^n=f(\stackrel{~}{\mu }|_P(\xi ^1))=f(\stackrel{~}{\xi })^1`$, the lemma is proved. ∎

## 2. Stability and restrictions of Picard bundles

Let $`Y`$ be a non singular irreducible projective curve of genus $`g_Y2`$. We fix a line bundle $`L_0`$ on $`Y`$ of degree $`d`$ and a point $`y_0Y`$. Let $`𝒫_Y`$ be the Poincaré bundle over $`Y\times J(Y)`$ normalized with respect to the point $`y_0`$, i.e. $`𝒫_Y|_{\{y_0\}\times J(Y)}𝒪_{J(Y)}`$. The Picard sheaves (relative to $`L_0`$) on $`J(Y)`$ are defined as the higher direct images $`R^ip_2(p_1^{}L_0𝒫_Y)`$ where $`p_j`$ are the canonical projections of $`Y\times J(Y)`$ in the $`j=1,2`$ factor. If $`d>2g_Y2`$, then $`𝒲_J:=p_2(p_1^{}L_0𝒫_Y)`$ is a vector bundle known as the Picard bundle. We shall consider the restriction of $`𝒲_J`$ to some subvarieties when the curve is a covering space.

Let $`\pi :YX`$ be a covering of degree $`n`$ between non-singular projective irreducible curves of genus $`g_Y`$ and $`g_X`$ respectively and let $`\pi ^{}:J(X)J(Y)`$ be the pull-back morphism. As in §1 consider the Prym variety $`(P,\mathrm{\Theta }_P)`$ and $`(\pi ^{}(J(X)),\mathrm{\Theta }_\pi )`$ in $`J(Y)`$.

From now on we fix a line bundle $`L_0`$ on $`Y`$ of degree $`d>2g_Y2`$. Denote by $`𝒲_P`$ and $`𝒲_\pi `$ the restrictions of the Picard bundle $`𝒲_J`$ (relative to $`L_0`$) to $`P`$ and $`\pi ^{}(J(X))`$ respectively.

###### Remark 2.1.

We can take a line bundle $`L_0J^d(Y)`$ such that $`\pi _{}(L_0)`$ is stable and $`\mathrm{deg}\pi _{}(L_0)>2ng_X`$ without loss of generality. Indeed: for a generic line bundle $`L`$ on $`Y`$, A. Beauville in \[Be\] has proved that $`\pi _{}L`$ is stable on $`X`$ if $`|\chi (L)|g_X+\frac{g_X^2}{n}`$ or $`\mathrm{deg}\pi <\mathrm{max}\{g_X(1+\sqrt{3})1,2g_X+2\}`$. Therefore, if $`LJ^d^{}(Y)`$ with

(3)
$$g_Yg_X1\frac{g_X^2}{n}d^{}g_Y+g_X1+\frac{g_X^2}{n},$$

then $`\pi _{}L`$ is stable on $`X`$ and $`\pi _{}(L\pi ^{}M)`$ is stable for any line bundle $`M`$ on $`X`$. Thus, for a generic line bundle $`L_0J^d(Y)`$ with $`d`$ such that:

(i) $`d>\mathrm{max}\{2g_Y2+2n(\mathrm{deg}R_\pi )/2,2g_Y2\}`$,

(ii) $`d`$ is equivalent (modulo $`n`$) to a number $`d^{}`$ such that $`d^{}`$ fulfills the condition (3),

we have that $`\pi _{}(L_0)`$ is stable and $`\mathrm{deg}\pi _{}(L_0)=\mathrm{deg}L_0(\mathrm{deg}R_\pi )/2>2ng_X`$. In the case $`\mathrm{deg}\pi <\mathrm{max}\{g_X(1+\sqrt{3})1,2g_X+2\}`$, it is sufficient that $`\mathrm{deg}L_0`$ fulfills the condition (i).

###### Theorem 2.2.

If $`\pi _{}(L_0)=E_0`$ is stable and $`\mathrm{deg}(E_0)>2ng_X`$, then $`(\pi ^{})^{}(𝒲_J)`$ is $`\mathrm{\Theta }_X`$-stable on $`J(X)`$.

###### Proof.

For convenience of writing, we set up the following commutative diagrams:

(4)
where the vertical morphisms are the natural projections.

Fix the Poincaré bundle $`𝒫_X`$ on $`X\times J(X)`$ normalized with respect to the point $`\pi (y_0)X`$. Then, the vector bundle $`(id\times \pi ^{})^{}𝒫_Y`$ on $`Y\times J(X)`$ is isomorphic to the bundle $`(\pi \times id)^{}𝒫_X`$. From diagram (4) and the base change formula, we have

$`(\pi ^{})^{}(𝒲_J)`$ $`q_2\left(q_1^{}L_0(id\times \pi ^{})^{}𝒫_Y\right)p_{J(X)}\left((\pi \times id)_{}\left(q_1^{}L_0(\pi \times id)^{}𝒫_X\right)\right)`$
$`p_{J(X)}\left((\pi \times id)_{}(q_1^{}L_0)𝒫_X\right)p_{J(X)}(p_X^{}(E_0)𝒫_X).`$
Since $`E_0`$ is stable of degree $`d>2ng_X`$, $`p_X^{}(E_0)𝒫_X`$ is a family of stable bundles parametrized by $`J(X)`$. Such family corresponds to an embedding of the Jacobian in the moduli space $`(n,d)`$ of stable vector bundles of rank $`n`$ and degree $`d`$. As in the proof of Theorem 2.5 in \[Li\], it follows that $`p_{J(X)}(p_X^{}(E_0)𝒫_X)`$ is $`\mathrm{\Theta }_X`$-stable. ∎

With the hypothesis of the previous theorem, we obtain

###### Corollary 2.3.

The restriction $`𝒲_\pi `$ of $`𝒲_J`$ to $`\pi ^{}(J(X))`$ is $`\mathrm{\Theta }_\pi `$-stable.

###### Proof.

The map $`h:J(X)\pi ^{}(J(X))`$ is an isogeny such that $`h^1(\mathrm{\Theta }_\pi )n\mathrm{\Theta }_X.`$ Since $`h^{}(𝒲_\pi )(\pi ^{})^{}(𝒲_J)`$, we have from Lemma 2.1 in \[BBN\] that $`𝒲_\pi `$ is $`\mathrm{\Theta }_\pi `$-stable. ∎

To study the restriction $`𝒲_P`$ of $`𝒲_J`$ to the Prym variety $`P`$ we consider two cases, namely when the Abel-Prym map $`\stackrel{~}{\rho }`$ is not birational and when it is. In both cases we can reduce our study to consider the corresponding vector bundle over $`(\stackrel{~}{P},\mathrm{\Xi })`$ where $`f:\stackrel{~}{P}P`$ is a fixed isogeny as in Theorem 1.1. That is, if $`j_P:PJ(Y)`$ is the natural inclusion, then we will denote by $`\beta :\stackrel{~}{P}J(Y)`$ the composition map $`fj_P`$ and by $`𝒲_{\stackrel{~}{P}}`$ the vector bundle $`\beta ^{}(𝒲_J)`$. Actually, $`f^{}(𝒲_P)𝒲_{\stackrel{~}{P}}.`$

###### Proposition 2.4.

If $`𝒲_{\stackrel{~}{P}}`$ is $`\mathrm{\Xi }`$-stable (resp. simple), then $`𝒲_P`$ is $`\mathrm{\Theta }_P`$-stable (resp. simple).

###### Proof.

The stability again follows from Lemma 2.1 in \[BBN\]. Suppose $`𝒲_{\stackrel{~}{P}}`$ is simple. Since $`𝒪_Pf_{}𝒪_{\stackrel{~}{P}}`$ is injective, the map

$`\mathrm{Hom}(𝒲_P,𝒲_P)\mathrm{Hom}(𝒲_P,𝒲_Pf_{}𝒪_{\stackrel{~}{P}})`$ $`\mathrm{Hom}(𝒲_P,f_{}f^{}𝒲_P)`$
$`\mathrm{Hom}(𝒲_{\stackrel{~}{P}},𝒲_{\stackrel{~}{P}})`$
is injective. Hence, $`\mathrm{Hom}(𝒲_P,𝒲_P)`$ and $`𝒲_P`$ is simple. ∎

Suppose $`\stackrel{~}{\rho }`$ is not birational. As in section §1, let $`Z`$ be the normalization of $`\stackrel{~}{\rho }(Y)`$ and $`\stackrel{~}{\pi }:YZ`$ the morphism induced by $`\stackrel{~}{\rho }`$ of degree $`\stackrel{~}{n}`$.

###### Proposition 2.5.

If the Abel-Prym map $`\stackrel{~}{\rho }:Y\stackrel{~}{P}`$ is not birational onto its image and $`\mathrm{deg}L_0>2g_Y+4`$, then the Picard bundle $`𝒲_P`$ is $`\mathrm{\Theta }_P`$-stable.

###### Proof.

We consider separately each one of the cases where $`\stackrel{~}{\rho }`$ is not birational (see Remark 1.4).

1) Suppose $`n=2`$.

By lemma 1.3, $`\mathrm{deg}\stackrel{~}{\pi }=2`$ and $`\stackrel{~}{\rho }(Y)`$ is of class one in $`(\stackrel{~}{P},\mathrm{\Xi })`$. Then, by Matsusaka’s Criterion, $`Z=\stackrel{~}{\rho }(Y)`$ and $`(J(Z),\mathrm{\Theta }_Z)(\stackrel{~}{P},\mathrm{\Xi })`$.

From the construction of the map $`\stackrel{~}{\rho }`$, we have $`\mathrm{Nm}\stackrel{~}{\pi }=\stackrel{~}{\mu }`$. Moreover, $`\stackrel{~}{\mu }^t=j_Pf=\beta `$ (see section §1 in \[We\]). Therefore the map $`\stackrel{~}{\pi }^{}:J(Z)J(Y)`$ coincides with the map $`\beta :\stackrel{~}{P}J(Y)`$ via the isomorphism $`J(Z)\stackrel{~}{P}`$. By definition of $`𝒲_{\stackrel{~}{P}}`$, we have

$$𝒲_{\stackrel{~}{P}}(\stackrel{~}{\pi }^{})^{}(𝒲_J).$$

In this case, $`\mathrm{deg}\stackrel{~}{\pi }=2<\mathrm{max}\{g_Z(1+\sqrt{3})1,2g_Z+2\}`$ because $`g_Z1`$. Therefore, by Remark 2.1 and Theorem 2.2, if $`\mathrm{deg}L_0=d>2g_Y+2\mathrm{max}\{2g_Y+2\mathrm{deg}(R_{\stackrel{~}{\pi }})/2,2g_Y2\}`$, then $`(\stackrel{~}{\pi }^{})^{}(𝒲_J)𝒲_{\stackrel{~}{P}}`$ is $`\mathrm{\Xi }`$-stable and from Proposition 2.4, $`𝒲_P`$ is $`\mathrm{\Theta }_P`$-stable.

2) Suppose $`n=3`$, $`\stackrel{~}{n}=3`$, $`g_Y=4`$, $`g_X=2`$, $`g_Z=2`$, $`R_\pi =R_{\stackrel{~}{\pi }}=0`$.

Since $`\stackrel{~}{\rho }(Y)`$ is of class one in $`(\stackrel{~}{P},\mathrm{\Xi })`$, $`Z=\stackrel{~}{\rho }(Y)`$ and $`(J(Z),\mathrm{\Theta }_Z)(\stackrel{~}{P},\mathrm{\Xi })`$. In this case, $`\mathrm{deg}\stackrel{~}{\pi }=3<\mathrm{max}\{g_Z(1+\sqrt{3})1,2g_Z+2\}`$. Hence, if $`\mathrm{deg}L_0=d>2g_Y+4=12`$, then $`𝒲_{\stackrel{~}{P}}`$ is $`\mathrm{\Xi }`$-stable and $`𝒲_P`$ is $`\mathrm{\Theta }_P`$-stable.

3) Suppose $`n=4`$, $`\stackrel{~}{n}=2`$, $`g_Y=5`$, $`g_X=2`$, $`g_Z=3`$, $`R_\pi =R_{\stackrel{~}{\pi }}=0`$.

We have the following commutative diagrams:

where $`u`$ is the map induced by $`Z\stackrel{~}{P}`$. Therefore,

$$\beta =j_Pf=\stackrel{~}{\mu }^t=\stackrel{~}{\pi }^{}u^t:\stackrel{~}{P}J(Y)$$

and $`\mathrm{Im}\stackrel{~}{\mu }^t=P\mathrm{Im}\stackrel{~}{\pi }^{}`$. Since $`dimP=3=dimJ(Z)=dim\stackrel{~}{\pi }^{}(J(Z))`$, it follows that $`\stackrel{~}{\pi }^{}(J(Z))=PJ(Y)`$. Since $`\mathrm{deg}\stackrel{~}{\pi }=2<\mathrm{max}\{g_Z(1+\sqrt{3})1,2g_Z+2\}`$, if $`\mathrm{deg}L_0=d>2g_Y+2=12`$ then, from Corollary 2.3, the restriction of $`𝒲_J`$ to $`\stackrel{~}{\pi }^{}(J(Z))`$ is $`\mathrm{\Theta }_Y|_{\stackrel{~}{\pi }^{}(J(Z))}`$-stable, i.e. $`W_P`$ is $`\mathrm{\Theta }_P`$-stable. ∎

###### Remark 2.6.

Observe that, in the previous proposition, the result holds for any line bundle $`L_0`$ (of degree $`d>2g_Y+4`$) whereas in Remark 2.1 the condition “$`\pi _{}(L_0)`$ is stable” holds for a generic line bundle $`L_0`$. If the Picard bundle $`𝒲_{L_0,P}`$ corresponding to $`L_0`$ is stable, then $`𝒲_{L,P}=p_2(p_1^{}L𝒫_Y|_{Y\times P})`$ is stable for any $`L`$ (of degree $`d`$). In fact, since $`LL_0^1J(Y)`$, one can write $`LL_0\pi ^{}NM`$ where $`MP`$ and $`NJ(X)`$, therefore the two Picard bundles are related as follows $`𝒲_{L,P}\tau _M^{}(𝒲_{L_0pi^{}N,P})`$, where $`\tau _M:PP`$ is the traslation by $`M`$. Since $`\pi _{}(L_0)`$ is stable, $`\pi _{}(L_0\pi ^{}N)`$ is stable. Hence $`𝒲_{L,P}`$ is stable.

Before we consider the case when the map $`\stackrel{~}{\rho }`$ is birational we describe the bundle $`𝒲_{\stackrel{~}{P}}`$ in different way.

The abelian variety $`(\stackrel{~}{P},\mathrm{\Xi })`$ is principally polarized, so we can identify $`\stackrel{~}{P}`$ with its dual abelian variety. The Poincaré bundle on $`\stackrel{~}{P}\times \stackrel{~}{P}`$ is given by

$$𝒬m^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })q_1^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })^{}q_2^{}𝒪_{\stackrel{~}{P}}(\mathrm{\Xi })^{},$$

where $`m`$ is the multiplication law on $`\stackrel{~}{P}`$ and $`q_i`$ the canonical projections of $`\stackrel{~}{P}\times \stackrel{~}{P}`$ in the $`i=1,2`$ factor.

###### Proposition 2.7.

The vector bundle $`𝒲_{\stackrel{~}{P}}`$ is isomorphic to the bundle $`q_2\left(q_1^{}\left(\stackrel{~}{\rho }_{}(L_0)\right)𝒬^{}\right)`$, where $`q_i`$ are the projection of $`\stackrel{~}{P}\times \stackrel{~}{P}`$ in the $`i=1,2`$ factor.

###### Proof.

Consider the commutative diagrams:

Let $`𝒫_{\stackrel{~}{P}}`$ be the line bundle $`𝒫_{\stackrel{~}{P}}=(id\times (fj_P))^{}(𝒫_Y)`$ on $`Y\times \stackrel{~}{P}`$, where $`j_p:PJ(X)`$ is the natural inclusion. From the normalization of $`𝒫_Y`$, the restrictions of the line bundles $`𝒫_{\stackrel{~}{P}}`$ and $`(\stackrel{~}{\rho }\times id)^{}𝒬^{}`$ to $`\{y_0\}\times \stackrel{~}{P}`$ are trivial and for every $`\stackrel{~}{\xi }\stackrel{~}{P}`$, the restrictions of the both bundles to $`Y\times \{\stackrel{~}{\xi }\}`$ are isomorphic to $`f(\stackrel{~}{\xi })`$ by Lemma 1.5. Therefore, $`𝒫_{\stackrel{~}{P}}(\stackrel{~}{\rho }\times id)^{}𝒬^{}`$.

From the projection formula and the base-change formula, we have

$`𝒲_{\stackrel{~}{P}}`$ $`p_2\left(p_1^{}L_0𝒫_{\stackrel{~}{P}}\right)q_2\left((\stackrel{~}{\rho }\times id)_{}(p_1^{}L_0(\stackrel{~}{\rho }\times id)^{}𝒬^{})\right)`$
$`q_2\left((\stackrel{~}{\rho }\times id)_{}(p_1^{}L_0)𝒬^{}\right)q_2\left(q_1^{}\left(\stackrel{~}{\rho }_{}(L_0)\right)𝒬^{}\right).`$
###### Proposition 2.8.

If the Abel-Prym map $`\stackrel{~}{\rho }`$ is birational onto its image then the restriction $`𝒲_P`$ of the Picard bundle $`𝒲_J`$ to the Prym variety is simple.

###### Proof.

From Proposition 2.4 it is enough to prove that $`𝒲_{\stackrel{~}{P}}`$ is simple. The bundle $`𝒲_{\stackrel{~}{P}}`$ is the Fourier-Mukai transform of the sheaf $`\stackrel{~}{\rho }_{}(L_0)`$ by Proposition 2.7. Since $`\mathrm{deg}(L_0)>2g_Y2`$, the sheaf $`q_1^{}(\stackrel{~}{\rho }_{}(L_0))𝒬^{}`$ has only one non-null direct image. Then the Fourier-Mukai transform is a complex concentrated in degree zero and, therefore, $`𝒲_{\stackrel{~}{P}}`$ is simple if $`\stackrel{~}{\rho }_{}(L_0)`$ is simple (see \[Mu\], Corollary 2.5).

To prove that $`\stackrel{~}{\rho }_{}(L_0)`$ is simple write $`\stackrel{~}{\rho }`$ as a composite $`j\stackrel{~}{\nu }`$ where $`\stackrel{~}{\nu }:Y\stackrel{~}{\rho }(Y)`$ is a birational morphism between curves and $`j:\stackrel{~}{\rho }(Y)\stackrel{~}{P}`$ is a closed embedding. Since $`\stackrel{~}{\rho }`$ is birational onto its image, $`\stackrel{~}{\nu }_{}(L_0)`$ is of rank $`1`$. Therefore the sheaf $`K`$ defined by

$$0K\stackrel{~}{\nu }^{}\stackrel{~}{\nu }_{}L_0L_00$$

is a torsion sheaf. From the exact sequence

$$0\mathrm{Hom}(L_0,L_0)\mathrm{Hom}(\stackrel{~}{\nu }^{}\stackrel{~}{\nu }_{}L_0,L_0)\mathrm{Hom}(K,L_0).$$

and the fact that $`\mathrm{Hom}(K,L_0)=0`$, we obtain

$$\mathrm{Hom}(\stackrel{~}{\nu }_{}L_0,\stackrel{~}{\nu }_{}L_0)\mathrm{Hom}(\stackrel{~}{\nu }^{}\stackrel{~}{\nu }_{}L_0,L_0)\mathrm{Hom}(L_0,L_0).$$

Since $`j`$ is a closed embedding, $`j^{}j_{}EE`$ for any sheaf $`E`$ and applying the adjunction formula again, we obtain that $`j_{}\stackrel{~}{\nu }_{}(L_0)\stackrel{~}{\rho }_{}L_0`$ is simple. ∎

From Proposition 2.5 and Proposition 2.8 we have that:

###### Theorem 2.9.

The restriction $`𝒲_P`$ of the Picard bundle $`𝒲_J`$ to the Prym variety is simple if $`g_X2`$ and $`\mathrm{deg}L_0>2g_Y+4`$.

## 3. Picard bundles over moduli spaces

We shall recall the construction and properties of spectral coverings given by Beauville, Narasimhan and Ramanan in \[BNR\].

Let $`X`$ be a non-singular projective irreducible curve of genus $`g_X2`$. Denote by $`(n,d)`$ the moduli space of stable vector bundles over $`X`$ of rank $`n`$ and degree $`d`$. If $`n`$ and $`d`$ are coprime there exists a universal family $`𝒰`$ parametrized by $`(n,d)`$ called the Poincaré bundle. If $`d>2n(g_X1)`$ the Picard bundle $`𝒲`$ is the direct image of $`𝒰`$ and it is locally free. Denote by $`𝒲_\xi `$ the restriction of $`𝒲`$ to the subvariety $`_\xi (n,d)`$ determined by stable bundles with fixed determinant $`\xi J^d(X)`$.

Let $`K`$ be the canonical bundle over $`X`$ and $`W=_{i=1}^nH^0(X,K^i)`$. For every element $`s=(s_1,\mathrm{},s_n)W`$, denote by $`Y_s`$ the associated spectral curve (see \[BNR\]). For a general $`sW`$, $`Y_s`$ is non-singular of genus $`g_{Y_s}=n^2(g_X1)+1`$ and the morphism

$$\pi _s:Y_sX$$

is of degree $`n`$.

In \[BNR\] it is proved that if $`\delta =d+n(n1)(g_X1)`$ then there is an open subvariety $`T_\delta `$ of $`J^\delta (Y_s)`$ such that the morphism $`T_\delta (n,d)`$ defined by $`L\pi _s(L)`$ is dominant. Moreover, the direct image induces a dominant rational map

defined on an open subvariety $`T^{}P^{}`$, where $`P^{}`$ is a translate of the Prym variety $`P_s`$ of $`\pi _s`$ (see \[BNR\], Proposition 5.7). The complement of the open subvariety $`T^{}P^{}`$ is of codimension at least $`2`$. Actually, $`f:T^{}_\xi `$ is generically finite.

Consider the following commutative diagram:

where $`q_2^{},q_2,p_2`$ are the projections to the second factor.

If $`𝒫_T^{}`$ is the restriction of the Poincaré bundle over $`Y_s\times P^{}`$ to $`Y_s\times T^{}`$ and $`𝒰_\xi `$ is the restriction of the universal bundle $`𝒰`$ to $`X\times _\xi `$, then, by the definition of $`f`$,

$$(id\times f)^{}(𝒰_\xi )(\pi _s\times id)_{}(𝒫_T^{})q_2^{}(M)$$

for some line bundle $`M`$ over $`T^{}`$, which depends on the choice of $`𝒰`$. Therefore,

$$f^{}(𝒲_\xi )(q_2)_{}(id\times f)^{}(𝒰_\xi )(q_2)_{}((\pi _s\times id)_{}(𝒫_T^{}))M(q_2^{})_{}(𝒫_T^{})M.$$

Actually, $`(q_2^{})_{}(𝒫_T^{})`$ is just the restriction of the Picard bundle $`𝒲_P^{}`$ over $`P^{}`$ to $`T^{}`$.

###### Theorem 3.1.

The Picard bundle $`𝒲_\xi `$ on $`_\xi `$ is simple for $`d>n(n+1)(g_X1)+6`$ and $`g_X2`$.

###### Proof.

Since $`\mathrm{codim}(T^{})2`$, we have

$$\mathrm{End}(𝒲_P^{})H^0(P^{},nd(𝒲_P^{}))H^0(T^{},nd(𝒲_P^{}|_T^{}))\mathrm{End}(f^{}𝒲_\xi ).$$

The Abel-Prym map for the spectral cover is birational onto its image if $`n2`$ or $`g_X>2`$. In this case, from Proposition 2.8, the bundle $`𝒲_P^{}`$ is simple if $`\delta =d+n(n1)(g_X1)>2g_{Y_s}2`$. Since the map $`f:T^{}_\xi `$ is dominant and generically finite, as in the proof of Proposition 2.4, we deduce that the Picard bundle $`𝒲_\xi `$ on $`_\xi `$ is simple for degree $`d>n(n+1)(g_X1)`$.

For $`n=2`$ and $`g_X=2`$, if the map $`\stackrel{~}{\rho }`$ is not birational onto its image, then by the proof of Proposition 2.5, $`𝒲_\xi `$ is simple for $`d>n(n+1)(g_X1)+6`$. ∎

###### Remark 3.2.

Denote by $`\mathrm{\Theta }_\xi `$ a generalized theta divisor on $`_\xi `$. By \[Li\], Theorem 4.3, we have that

$$f^{}(𝒪(\mathrm{\Theta }_\xi ))𝒪(\mathrm{\Theta }_P^{})|_T^{}$$

where $`\mathrm{\Theta }_P^{}`$ is the restriction of the theta divisor of $`J^\delta (Y_s)`$ to $`P^{}`$. Since $`𝒲_P^{}|_T^{}f^{}𝒲_\xi `$, by Lemma 2.1 in \[BBN\], it follows that if $`𝒲_P^{}`$ is $`\mathrm{\Theta }_P^{}`$-stable, then $`𝒲_\xi `$ is $`\mathrm{\Theta }_\xi `$-stable. Moreover, from Theorem 2.2 in \[BHM\], $`𝒲_P^{}`$ is stable if $`\stackrel{~}{\rho }_L^{}(𝒲_P^{})`$ is stable on $`Y`$ for a general line bundle $`L`$.

Now we will focus on the case $`n=2`$ and $`g_X=2`$. $`(2,\xi )`$ will denote the moduli space of stable rank $`2`$ vector bundles with fixed determinant $`\xi `$ (with $`\mathrm{deg}\xi `$ odd). We shall prove that it is possible to construct a spectral covering $`\pi :Y_sX`$ of degree $`2`$ in such way that the curve $`Y_s`$ is hyperelliptic. Let $`p:X^1`$ be the covering of degree $`2`$ given by the canonical bundle $`K_X`$. Let $`s`$ be a section of $`H^0(X,K_X^2)`$ such that the spectral covering $`\pi :Y_sX`$ of degree $`2`$ corresponding to $`(0,s)`$ is smooth, integral and such that the induced map from the Prym variety associated to $`Y_sX`$ to the moduli space $`(2,\xi )`$ is dominant. Observe that since $`g_X=2`$ we can write the section $`s`$ as a product $`s=s_1s_2`$ where $`s_iH^0(X,K_X)`$ for $`i=1,2`$. If $`P_i+Q_i`$ is the divisor associated to the section $`s_i`$, then $`p(P_i)=p(Q_i)=a_i^1`$.

Following the construction of cyclic coverings of curves given in \[Go1\], the morphism $`\overline{X}=^1^1`$ of degree $`2`$, ramified at the points $`a_1,a_2`$ is the cyclic covering defined by the construction data $`(D=a_1+a_2,L=𝒪_^1(2))`$. Let $`C`$ be the desingularization of the curve $`X\times _^1\overline{X}`$. From Theorem 2.13 in \[Go1\] the map $`CX`$ is the cyclic covering associated to the data $`(p^1(D),p^{}L)`$, but since $`p^1(D)=\{P_1,Q_1,P_2,Q_2\}`$ and $`p^{}LK_X^2`$, then $`Y_sC`$ and the map $`Y_sC\overline{X}=^1`$ is of degree $`2`$. Therefore the curve $`Y_s`$ is hyperelliptic.

Let $`P`$ be the Prym variety associated to the degree $`2`$ covering $`Y_sX`$. Since the spectral curve $`Y_s`$ is hyperelliptic then the Abel-Prym morphism $`\rho :Y_sP`$ is not birational onto its image. As in the case 3) of the proof of Proposition 2.5 its follows that, in this case, if $`\delta =d+n(n1)(g_X1)>2g_{Y_s}+2=12`$, then the Picard bundle on the Prym variety $`P`$ is stable with respect to the restriction of the theta divisor. From Remark 3.2 the stability of Picard bundles on $`_X(2,\xi )`$ is ensured.

###### Theorem 3.3.

Let $`X`$ be a smooth projective irreducible curve of genus $`2`$ and let $`_X(2,\xi )`$ be the moduli space of of rank $`2`$ stable vector bundles on $`X`$ with fixed determinant $`\xi `$. If $`d=\mathrm{deg}(\xi )>10`$ and $`d`$ odd, then the Picard bundle $`𝒲_\xi `$ on $`_X(2,\xi )`$ is stable with respect to the theta divisor.

###### Remark 3.4.

After this paper was finished, I. Biswas and T. Gómez informed us that they have obtained the stability of the Picard bundle in the case of the moduli space $`_X(2,\xi )`$ of rank $`2`$ stable bundles over a smooth curve $`X`$ of genus $`g_X3`$ such that $`d=\mathrm{deg}\xi 4g_X3`$ and odd (\[BG\]).


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# Imaging the Universe in 3D with the VLT: The Next Generation Field Spectrometer SPIFFI

## 1 INTRODUCTION

### 1.1 The need for near infrared integral field spectroscopy

A large number of astronomical problems demand spectroscopy of every image point of a two-dimensional field on the sky, because the objects of interest have a complex spatial structure. These objects span the whole Universe ranging from high redshift galaxies to the moons and planets in our solar system. Merging galaxies in the early Universe need to be spatially resolved to uncover the underlying dynamics. The analysis of giant black holes in the center of active galactic nuclei requires the knowledge of the two dimensional velocity fields to overcome ambiguities from anisotropic motion. The starforming history of extragalactic starbursts can only be derived, if we can resolve the individual clusters. New stars are born in a highly complex environment, exhibiting discs and outflows with different spectral characteristics, which would be veiled in long slit spectra. There are several classic techniques like slit-scanning, Fabry-Perot-interferometry and Fourier-transform-spectroscopy which provide spectra for a two dimensional field, but they all need several exposures for a single field. However, modern integral field spectrometers with lenslet arrays or image slicers can record the spectra for every point of a two dimensional field in a single exposure. Making most efficient use of the telescope, observations with integral field spectrometers are also more easily to correct for variations in the atmospheric transmission. This is specifically important in the near infrared wavelength range, where the atmosphere varies on time scales of minutes. Also adaptive optics observations, which provide images with a spatial resolution close to the diffraction limit of a telescope, suffer much from the time varying correction, and advanced image reconstruction techniques like deconvolution require a simultaneous observation of the two-dimensional field with a field spectrometer.

There are several reasons, both object inherent and technical, to carry out astronomical observations at near infrared wavelengths: First, many of the faint objects we are looking for — like in the Hubble Deep Field — are at high redshift. Therefore a lot of the well established “optical” spectral diagnostics are shifted beyond 1 micron. Second, many of the interesting objects in the universe — like nuclei of galaxies, star and planet forming regions — are hidden behind dust. For example our Galactic Center is dimmed in the visible by about 30 magnitudes, while we suffer from only 3 magnitudes of extinction in K-Band (2.2 $`\mu `$m). And third, high angular resolution through the earth’s atmosphere is much easier achieved at longer wavelengths. Even though there is no principle limitation to reach the diffraction limit in the visible, the high complexity of an adaptive optics system for very large telescopes suggests that we start with the easier task of correcting in the near infrared.

### 1.2 The SPIFFI project

Based on the scientific and technical motivation outlined in the previous section, the Max-Planck-Institut für extraterrestrische Physik (MPE) in Garching, Germany, started in the late 90’s the development of SPIFFI (SPectrometer for Infrared Faint Field Imaging), a state of the art adaptive optics assisted near infrared integral field spectrometer. Because of the great success of SPIFFI’s precursor 3D , SPIFFI was thought as a travelling instrument for several telescopes, including the Calar Alto Observatory, the European Southern Observatory (ESO) and the Large Binocular Telescope (LBT). In order to keep SPIFFI’s dimensions and weight to its absolute minimum, we started the development of a new image slicer based on flared fibers . However, given the very good collaboration with ESO on previous instrument projects (SHARP I and SHARP II) , MPE decided to build a VLT specific instrument SPIFFI, to be assisted with ESO’s adaptive optics system MACAO. This combination of an adaptive optics system and an integral field spectrometer is jointly refered to as SINFONI  (SINgle Faint Object Near Infrared Investigation). From the very beginning, SINFONI was thought to be a fast track instrument. First light is foreseen in 2002 on VLT UT3. Since SPIFFI will remain at the VLT, the constraints on size and weight have been relaxed, and a mirror based image slicer could be considered for SPIFFI again. Given the superior performance of a mirror based image slicer, the tight schedule for SPIFFI, and unexpected delays in the development of the fiber based image slicer, we decided to equip SPIFFI with a mirror slicer .

### 1.3 The SPIFFI instrument

SPIFFI records simultaneously the spectra of all 32 x 32 image points of a two-dimensional field of view. It thus allows spectroscopy of objects with a complex spatial structure, and will make the most efficient use of observing time compared to alternative imaging spectrographs. Given the relevance of near infrared spectroscopy for many areas of modern astronomy, SPIFFI will cover the wavelengths of the three atmospheric bands J (1.1 $`\mu `$m - 1.4 $`\mu `$m), H (1.45 $`\mu `$m - 1.85 $`\mu `$m), and K (1.95 $`\mu `$m - 2.45 $`\mu `$m), i.e. from 1.1 $`\mu `$m - 2.45 $`\mu `$m. The instrument is fully cryogenic, and will be equipped with an 1k x 1k HAWAII  array from Rockwell. The image scale of SPIFFI allows both Nyquist sampled imaging at the diffraction limit of the telescope ( 0.025 arcsec/pixel), and seeing limited observations (0.25 arcsec/pixel). An intermediate image scale provides a compromise of field size and spatial resolution. The spectral resolution of the spectrometer is about 4000 for all three wavelength bands J, H, and K, which allows detailed kinematic study of galaxies, and at the same time an effective OH-avoidance of the atmospheric emission lines in the NIR. A more moderate resolution R $``$ 2000 is implemented, too, for objects that are too faint for high resolution spectroscopy, covering H & K simultaneously. The optics is designed for gratings with a resolution of up to 10000, which may be integrated in future upgrades of SPIFFI. Figure 1 shows a perspective view of the main components of SPIFFI.

## 2 OPTICS

### 2.1 Overview

The SPIFFI integral field spectrometer will consist of three basic components: (a) Preoptics: The Preoptics reimage the object plane from the adaptive optics onto the image slicer, providing the different pixel scales. In addition, a cold stop at the intermediate pupil position will allow efficient suppression of the thermal background. The pre optics will also host broad band filters for selecting the wavelength range. (b) Image slicer: The image slicer cuts the two dimensional field into a set of 32 individual slitlets, and rearranges them to a one-dimensional pseudo long slit. This image slicing is done by a set of 64 plane mirrors. (c) Spectrometer: The spectrometer reimages the pseudo long slit from the image slicer onto the detector. The gratings are located at the intermediate pupil position. In addition, a so called ”Himmelsspinne” (sky spider) at the entrance of the instrument will allow the observation of the sky background simultaneous with the astronomical target. Figure 2 shows a schematic view of the SPIFFI optics.

### 2.2 Imaging optics

The preoptics reimage the focal plane of the adaptive optics onto the image slicer. It consists of a fixed collimator, a filter wheel, and an optic wheel. The preoptics provide three different magnifications (17.8 x, 4.45 x, 1.78 x) with equivalent pixel scales of 0.025 arcsec/pixel, 0.1 arcsec/pixel, and 0.25 arcsec/pixel. In addition, a pupil imaging lens will allow for an accurate alignment of SPIFFI’s optical axis with the telescope / adaptive optics. Figure 3 shows the preoptics with the three imaging lenses.

The preoptics use only spherical lenses made from barium fluoride and IRG2 from Schott. With a focal length of 85.5 mm, the collimator reimages the entrance pupil on a 6.0 mm diameter cold stop. The preoptics are telecentric. The maximum deviation from the on-axis pupil location is less than 1 % of the corresponding radius across the whole field. The residual distortion is less than 0.025 % for all image scales. All image scales are diffraction limited, and provide a nominal Strehl ratio $`>`$ 97 % for all wavelengths across the whole field. The filter wheel is located in the collimated beam in front of the cold stop.

### 2.3 Image Slicer

The image slicer  transforms the two-dimensional field into a one dimensional slit. This long slit is then dispersed by a classical spectrometer. The first concept of SPIFFI was based on optical fibers , where the image plane is sampled by a bundle of these fibers, which are then rearranged to a ”long slit”. While this concept is still promising for future projects , the tight schedule for SPIFFI and problems with the manufacturing of this fiber bundle led to the revival of the mirror slicing concept, as used in the MPE 3D spectrometer . The first set of mirrors, called ”Small Slicer”, is located in the object plane, and redirects the light from different field points towards different directions, thus separating the beams from each other. At the location of the second set of mirrors, called ”Large Slicer”, the beams are completely separated. However, the beams point towards different directions, or in other words, the exit pupils of the different rows do not overlap anymore. The large slicer realigns the pupils again, e.g. the beams from the different rows are parallel at the exit of the image slicer, but still spatially separated. Only plane mirrors are used in the image slicer. There are several points to consider for the detailed design of this slicer:

(a) For a total of 32 x 32 pixels, the length of the final pseudo long slit is 1024 times the width of the small slicer mirrors. For example, when using 1 mm wide mirrors, the spectrometer would have to work with a slit 1 m long. In order to keep the instrument size small, one therefore should make the mirrors as small as possible. Choosing too small a mirror size, however, leads to strong defocus effects, limiting the efficiency of the small slicer. The reason for this is that for a given projected pixel size on the sky, smaller mirrors imply a faster beam at the slicer. A faster beam, however, reduces the focal depth, and vignetting at the interface between two mirrors gets more serious. Also it is very hard to manufacture mirrors smaller than a few hundred microns. The compromise for SPIFFI is a width of 300 $`\mu `$m for the mirrors of the small slicer, thus providing a pseudo long slit of 307.2 mm.

(b) Since the beams are diverging towards the large slicer, the light from neighboring rows will overlap slightly at the edge of the mirrors from the large slicer, if they are aligned along a single layer. To prevent this, the mirrors of the large slicer are aligned in a brick wall pattern. There is no crosstalk at the position of the large slicer, but the pseudo long slit will consist of two truncated slits.

Figure 4 shows the design for the SPIFFI mirror slicer. The whole slicer will be fabricated from Zerodur. All elements will be optically contacted, no glue etc. is used. The monolithic design allows the slicer to be cooled down to the temperature of 77 K. Several cool downs have been carried out with a test slicer without any problems. The mirrors will be coated with a highly reflective gold layer.

### 2.4 Spectrometer

The spectrometer consists of a collimator, the gratings, and a camera.

The collimator of the SPIFFI spectrometer is a three mirror anastigmat. It consists of one spherical and two off-axis prolate elliptical mirrors (see figure 2). This system combines the advantage of a large one-dimensional field of $`6.092^{}`$ (slit length: 307.2 mm) with a very compact design, and requires only 3 mirrors. Its nominal focal length is 2886.5 mm. The optics is operated $`11.5^{}`$ off-axis. The nominal Strehl ratio is $`>`$ 96 % across the whole field, for all wavelengths, and for all pixel scales. The location of the exit pupil for the different field points of the long slit varies by less than 1 % of its radius. The distortion along the slit less than 0.2 %. The mirrors will be diamond turned from nickel plated aluminum. Postpolishing will reduce the residual surface roughness to less than 50 Ångstrøm. The mirrors will be gold coated (with protection layer).

The nominal focal length of the camera (figure 5) is 178 mm. Because of the anamorphic magnification from the grating, and because of a small pupil distortion from the collimator, the beam size at the exit of the grating is $``$ 125 mm at the 0.25 arcsec/pixel scale. The field of view is $`8.615^{}`$. In order to clear the beam, the entrance pupil of the camera was chosen to be 220 mm in front of the first lens surface. The camera was optimized to correct for -0.2652 % of anamorphic distortion from the gratings, so that the spectra of a single image point differ by less than 1/5 of a pixel from a straight line. The camera is completely diffraction limited — i.e. nominal Strehl ratio 100 % — at all wavelengths (1.1 $`\mu `$m - 2.45 $`\mu `$m) when operated with the adaptive optics image scale of 0.025 arcsec/pixel. The nominal Strehl ratio for the 0.1 arcsec/pixel scale is everywhere $`>`$ 90 %. For operation with the seeing pixel scale with 0.25 arcsec/pixel (biggest beam), the camera was optimized for smallest spot size The nominal RMS spot radius is $`<`$ 5 $`\mu `$m everywhere. For comparison, the size of a pixel is 18.5 $`\mu `$m.

The heavy constraints on the image quality, and the large f-number of $``$ 1.4 of the camera can only be fulfilled with the use of lenses made from the special infrared glass IRG2 from Schott. Since this glass is not available from stock, MPE has ordered a custom melt.

SPIFFI will have four plane gratings, covering the atmospheric J, H, K, and H & K bands. The gratings are operated in Ebert configuration. The size of all gratings is 160 mm x 140 mm. The blanks are made from nickel- and gold plated aluminum and are light weighted. All gratings are directly ruled and are blazed for highest efficiency. The tolerance on surface flatness corresponds to 90 nm RMS in the diffractive wavefront at normal incidence. The average efficiency of all gratings will be around 60 % to 80 %.

### 2.5 Himmelsspinne

The Himmelsspinne facilitates simultaneous observations of an object and a blank sky field. The observer may choose one of four fields, with separations of about 0.25, 0.5, 0.75 and 1 arc minute from the center of the SPIFFI field of view. Light from the chosen field is redirected via two plane mirrors onto a corner of the image slicer, providing simultaneous measurements of the night sky background level. The number of pixels occupied by the sky fields can be selected by the observer.

## 3 MECHANICS

### 3.1 Cryostat

All optics and the detector of SPIFFI will be operated at 77 K in a liquid nitrogen bath cryostat. The cold volume is approximately 1100 mm x 950 mm x 450 mm. The outer dimensions of the cryostat are approximately 1300 mm x 1150 mm x 1050 mm. The reservoir holds a maximum of 47 liters of liquid nitrogen, and is oversized by a factor of two, so that the cryostat can be tilted by 90 for operation at the Cassegrain focus of the VLT. We estimate the total heat dissipation to be about 42 W. The hold time of the cryostat will be at least 36 hours.

### 3.2 Moving mechanisms

The cryostat will incorporate four different moving mechanisms, to serve the following functions:

(a) A grating wheel allows a choice of one of the four installed gratings. (b) A filter wheel to choose the appropriate band pass corresponding to the selected grating. (c) A scale changer with four different positions, so as to choose one of three pixel scales or the pupil imaging optics for pupil alignment. (d) A sky field selector for the Himmelspinne, allowing the observer to choose one of four predefined sky field points for simultaneous observation of the sky background.

All cryogenic moving assemblies will be outfitted with commercial stepper motors, which are modified for cryogenic operation.

## 4 ELECTRONICS

### 4.1 Detector readout electronics

SPIFFI is equipped with a 1k x 1k HAWAII array from Rockwell. The hybrid structure of the arrays allows for a non destructive readout of the individual pixels, so that advanced multiple read modes can be applied for efficient noise reduction. The electronics used for SPIFFI will be the ESO IRACE  system.

### 4.2 Instrument control electronics

The instrument control electronics governs the function of all moving mechanisms within the cryostat. An overview of the instrument control electronics is shown in figure 6. A motor controller controls the four cryogenic motors which allow the observer to choose the grating, choose the filter, select an appropriate spatial scale, and select a sky setting for the Himmelspinne. The grating wheel is equipped with a high resolution cryogenic encoder with 2 arc second angular resolution. The encoder signal is fed back to the motor controller, which can position the gratings with an accuracy better than 0.2 pixels. The operator can offset the spectra on the detector by 1/2 pixel, for proper Nyquist sampling of the spectra. The motors from the Himmelsspinne, the optic wheel and the filter wheel are equipped with resolvers. All cryogenic moving mechanisms are fitted with reference switches whose signals are fed back to the motor controller. In addition, the instrument control electronics includes temperature sensors which measure the temperatures inside the cryostat at various critical locations. The readout from the vacuum gauges is also reported to the control computer.

## 5 Instrument Performance

The SPIFFI instrument is designed to maintain a very high optical throughput ($``$ 32 %) at wavelengths of 1.1 $`\mu `$m to 2.45 $`\mu `$m. Since all optics, including the image slicer, is cooled down to 77 K, the thermal background from the instrument is negligible compared to the contribution from the telescope and the sky. While the K-band instrument performance is mostly limited by the thermal emission from the telescope and the sky, J- and H-band observations are limited by the specifications of the Rockwell HAWAII detector. The final sensitivity of SPIFFI will highly depend on the seeing conditions, the performance of the adaptive optics system MACAO, and the brightness of the sky, especially the OH lines, during observation. Therefore the following numbers (tables 1 and 2) should only give the reader a rough indication of the sensitivity of SPIFFI when operated under normal seeing conditions, and when taking advantage of the adaptive optics.

The sensitivity numbers were calculated for a spectral resolution of R = 4200 in J- and H-band, R = 4400 in K-band and R = 1900 in H&K-band, on source integration time of 1 hour, signal-to-noise ratio of 3 per spectral channel, a dark current of 0.1 electrons/s and a read noise of 8 electrons. The numbers for H-band observations include OH-avoidance techniques. For typical seeing limited observations we assume the large image scale with 0.25 arcsec / pixel image scale and a seeing where 50 % of a point source flux is within 0.7 arcsec. The sensitivity numbers for adaptive optics assisted observations were derived for the small image scale with 0.025 arcsec / pixel and a Strehl ratio of 50 %.


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# Halo streams as relicts from the formation of the Milky Way

## 1. Introduction

In recent years, considerable theoretical effort has been put into understanding the properties of galaxies within the hierarchical paradigm of structure formation in the Universe (e.g. Kauffmann et al. 1999). Our own Galaxy can play a very important role in constraining these models. For the Milky Way we have access to kinematics, distances, ages and chemical compositions of individual stars, information which is available for no other system. Thus observable substructure leftover by the different merging events could be just at hand.

The natural place to look for the stars of the various systems that merged to build up the Milky Way is the Galactic halo, since as such systems disrupt they leave trails of stars along their orbits. An ensemble of disrupted galaxies would thus naturally produce a spheroidal component. What imprints do these mergers leave on the present day distribution of halo stars? What are the observational requirements (accuracies, sample sizes) that will enable us to test from this perspective if our Galaxy was built hierarchically?

## 2. Characterising the signatures: Theoretical approach

Numerical simulations of the disruption of satellite galaxies which probe the outer parts of the Galaxy only, show that, after many Gyr of evolution, their stars are distributed in coherent spatial structures almost along great circles in the sky (Johnston, Hernquist & Bolte 1996). When the satellite’s orbits probe the inner Galaxy (i.e. with apocentres smaller than 30–40 kpc), the Galactic disk (breaking the spherical symmetry) makes the orbital plane precess in space thus transforming the two-dimensional streams in three-dimensional structures. The stars appear now distributed almost homogeneously in space, and so the signatures of the different mergers experienced have disappeared (almost completely) in configuration space as shown in Figure 1.

Because phase-space density is a conserved quantity, the satellite galaxies initial high values strongly constrain how the debris can spread out in phase-space. As the satellite’s stars spread out in space, they define streams: kinematic structures such as those shown in Figure 2. These streams are the characteristic signatures of mergers, and should thus be visible in the kinematics of halo stars in the Solar neighbourhood if our Galaxy was indeed built hierarchically.

Helmi & White (1999) find that, if the whole $`10^9`$ L$`_{}`$stellar halo was built from disrupted satellites, the velocity ellipsoid in the Solar neighbourhood should consist of 300 – 500 stellar streams with internal velocity dispersions of $``$ 5 km s-1. These results are based on numerical simulations and analytic calculations that model the disruption of a single satellite galaxy, and the evolution of its debris streams in a static potential. But note that this case is dramatically different from the hierarchical picture that we hope to test here.

With this in mind, we analysed high-resolution simulations of the formation of a cluster in a $`\mathrm{\Lambda }`$CDM cosmology (Springel 1999). After scaling down the cluster to a galactic size halo (by a factor $``$ 12 in radius and in circular velocity) we analysed the evolution of the debris originating in the different halos that merged to build up the “Galaxy”. We found that the debris streams behave in a similar fashion to the streams moving in a static potential (Helmi, White & Springel, in preparation). From these high-resolution simulations we can determine the number of dark-matter streams as a function of distance from the halo centre. We find that in what would be the “Solar neighbourhood” of the scaled halo, one should expect approximately 1000 dark streams (Figure 3). Note, however, that the scaling used above is independent of the assembly time of the halo, which thus means that one may expect a slightly larger number of streams for a galactic halo than for a scaled-down version of a cluster halo. In general a galactic halo (being assembled about 10 Gyr ago) will have had more time to relax than a cluster halo (typically assembled $``$ 8 Gyr ago), and so the streams to spread out in space. We estimate that this number cannot be more than a factor $`2`$ larger.

How do these results compare to our estimates derived for the stellar halo before? How many star streams should we observe in the Solar neighbourhood? Each dark matter halo will contribute by about a factor of ten more dark streams than stellar ones, since baryons are generally clustered in the inner roughly one-tenth of their host halo. Also due to this segregation, the baryons orbital properties do not exactly follow those of their dark matter counterparts. A typical star in the Solar neighbourhood has a period of 0.25 Gyr, with an apocentre of about 11 kpc. A typical dark matter particle will have an apocentre of the order of 20 kpc, corresponding to an orbital timescale of the order of 0.3 Gyr. Because the time for dispersal scales as $`1/t^3`$, this implies that the naively expected number of star streams should be doubled. In synthesis, if we break the 2000 dark streams (now scaled to take into account the earlier assembly of a galactic halo) into ten contributors, each one of these will give rise to $`20\times 2`$ stellar streams, if our scalings are roughly right. This estimate brings us close to the result derived initially: we should expect about four hundred stellar streams in the Solar neighbourhood.

## 3. Finding the streams: Observational approach

Over the years, an increasing number of observations have been suggesting the presence of substructure in the halo of the Galaxy (e.g. Eggen 1965; Rodgers & Paltoglou 1984; Majewski, Munn & Hawley 1994). Detections of lumpiness in the velocity distribution of halo stars are becoming increasingly convincing, and the discovery of the Sagittarius dwarf satellite galaxy (Ibata, Gilmore & Irwin 1994) is a dramatic confirmation that accretion and merging continue to affect the Galaxy. However direct evidence that the bulk of the Milky Way’s population of old stars was built up from mergers had been lacking until quite recently. Using kinematic data from the HIPPARCOS satellite, Helmi et al. (1999) have found two halo star streams which share a common progenitor: a single coherent object disrupted during or soon after the Milky Way’s formation, and which probably resembled the Fornax and Sagittarius dwarf spheroidal galaxies. The kinematic properties of the sample of halo stars used are shown in Figure 4, with the stars identified as members of the streams highlighted. This figure should be compared to Figs. 1 and 2, which correspond to a simulation set up to reproduce the properties of the streams. The presence of these streams was also confirmed later by Chiba & Beers (2000) in a much larger sample.

Samples of halo stars in the vicinity of the Sun are currently too small to be useful to fully test the hierarchical picture and the predictions made in the previous section. Since the expected number of streams is approximately 500, the required samples should preferably have 2000 or more stars with good kinematics. To detect the clumpy nature of the velocity ellipsoid in the Solar neighbourhood, this ellipsoid should be broken up into the streams, in which case the required accuracy should be $`\sigma 120/(500)^{1/3}`$ km s-1or $`\sigma 15`$ km s-1, values that can be reached presently. To detect the individual streams one may require a 3$`\sigma `$ distinction or 5 km s-1accuracy.

## 4. Testing the paradigm: The future

Future astrometric satellites will measure with very high accuracy the motions of thousands to many millions of stars in our Galaxy. Whereas SIM is a targeted mission (and will thus not be useful to test in the Solar neighbourhood the predictions described above), FAME promises to measure positions and parallaxes for about $`4\times 10^7`$ stars. For stars brighter than $`V5`$ it will do so to better than 50 $`\mu `$as in parallax and 50 $`\mu `$as yr-1 in proper motion, and at $`V15`$ these accuracies will be degraded by an order of magnitude. On the other hand, the proposed ESA astrometric satellite GAIA will provide very precise astrometry ($`<`$10 $`\mu `$as in parallax and $`<`$10 $`\mu `$as yr-1 in proper motion at $`V15`$, increasing to 0.2 mas yr-1 at $`V20`$) and multicolour photometry, for all 1.3 billion objects to $`V20`$, and radial velocities with accuracies of a few km s-1 for most stars brighter than $`V17`$, so that full and homogeneous six-dimensional phase-space information will be available.

Helmi & de Zeeuw (2000) have run numerical simulations of the disruption of satellite galaxies in a Galactic potential with the aim of building up the entire stellar halo. Using these simulations, they generate artificial FAME and GAIA catalogues in which they look for the signatures left by the accreted satellites. They find that disrupted satellite galaxies may be recovered after a Hubble time as lumps in the space of integrals of motion. Using energy, angular momentum and its $`z`$-component to define such a space, they look for the clumps using a Friends-of-Friends algorithm. For a simulated GAIA catalogue they are able to recover 50% of all accreted objects, whereas for a FAME catalogue (using radial velocities accurate to 15 km s-1) the recovery rate is $`15`$%, an effect which is due to the lower accuracies and the brighter limiting magnitude (i.e. the samples with good kinematic information are smaller). However both missions should be able to test the hierarchical formation paradigm on our Galaxy by measuring the amount of halo substructure in the form of nearby kinematically cold streams. In Figure 5 the two-point correlation function in velocity space is shown for four realizations of the artificial FAME and GAIA catalogs, each corresponding to a different position of the “Sun” along the “Solar circle”. The presence of kinematically cold streams is visible as an excess of pairs in the bins corresponding to small velocity differences. And, even with velocity errors of the order of 20 km s-1, it will be possible to determine that the clumpy nature of the halo velocity ellipsoid in the Solar neighbourhood.

Acknowledgments. I wish to thank my collaborators Tim de Zeeuw, Volker Springel and Simon White.

## References

Chiba, M., & Beers, T.C. 2000, AJ, 119, 2843

Eggen, O.J. 1965, in Galactic Structure, Stars and Stellar Systems, volume 5, ed. A. Blaauw & M. Schmidt (University of Chicago Press), 111

Kauffmann, G., Colberg, J.M., Diaferio, A., & White, S.D.M. 1999, MNRAS, 303, 188

Helmi, A., & White, S.D.M 1999, MNRAS, 307, 495

Helmi, A., White, S.D.M, de Zeeuw, P.T., & Zhao, H.S. 1999, Nature, 402, 53

Helmi, A., & de Zeeuw, P.T. 2000, MNRAS (in press)

Ibata, R., Gilmore, G., & Irwin, M. 1994, Nature, 370, 194

Johnston, K.V., Hernquist, L., & Bolte, M. 1996, ApJ, 465, 278

Majewski, S.R., Munn, J.A., & Hawley, S.L. 1994, ApJ, 427, L37

Rodgers, A.W., Paltoglou, G. 1984, ApJ, 283, L5

Springel, V. 1999, PhD Thesis (University of Munich)


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# ISO Observations of the Planetary Nebula Lindsay 305 in the Small Magellanic CloudBased on observations with ISO, an ESA project with instruments funded by ESA Member States (especially the PI countries: France, Germany, the Netherlands, and the United Kingdom) and with the participation of ISAS and NASA.

## 1. Introduction

Lindsay 305 (L 305, Lindsay 1961; SMP 21, Sanduleak et al. 1978) is a planetary nebula located in the vicinity of the young populous cluster NGC 330 in the Small Magellanic Cloud (SMC). The optical spectrum of L 305 displays abundant forbidden emission lines typical of planetary nebulae (\[O III\], \[Ne V\], \[Ne III\], \[N II\] etc. - see e.g. Monk et al. 1988). Monk et al. (1988) and Leisy and Dennefeld (1996) have classified L 305 as a Type I planetary nebula, whereas the central object of the nebula has been suspected to be a binary system (Leisy, Dennefeld 1996). Recent Hubble Space Telescope (HST) Faint Object Camera (FOC) imaging has revealed a noticeable asymmetry of L 305 (Vassiliadis et al. 1998, hereafter V98; Stanghellini et al. 1999, hereafter S99).

The evolutionary status of L 305 is rather unclear. The dynamical age estimates obtained by V98 and S99 from HST imaging differ by more than a factor of 5, and hence do not allow one to set out a reliable age estimate of L 305 (see section 3). However, if the luminosity and effective temperature of the central star of the nebula is known, a comparison of these parameters with the theoretical models of post-AGB evolution may yield an independent estimate of the nebular age.

It is well known, however, that planetary nebulae are surrounded by dust envelopes, which produce strong excess at the mid-infrared (mid-IR) wavelengths (e.g., Pottasch 1997). Any reliable luminosity estimate should therefore account adequately for the amount of energy emitted in the infrared. Thus, the mid-IR observations would help to constrain the total amount of energy emitted by the nebula (and thus the luminosity of the central star) and would allow one to further clarify the evolutionary status of L 305.

In this work we present ISOCAM observations of L 305. Since no previous observations of L 305 at mid-IR wavelengths are available, our data offers the first possibility of probing the dusty envelope of this nebula. Combining our data with the observations available from the literature we briefly discuss the evolutionary status of L 305.

## 2. Observations and Results

The planetary nebula L 305 was observed during the course of raster imaging observations of the populous cluster NGC 330 with the ISOCAM (Cesarsky et al. 1996) on board the ISO satellite (Kessler et al. 1996). Observations were made on 1997 May 22 using broad-band CAM filters (LW1, LW2, and LW10, corresponding to the effective wavelengths of 4.5, 6.75, and 11.5 $`\mu `$m, respectively) with a pixel field of view (PFOV) of 3′′. The raster mode was 5 $`\times `$ 5, with the raster step size equal to 8 pixels (24′′). The fundamental integration time was set to $`t_{\mathrm{int}}`$ = 2.1 s, with a total number of 15 exposures per single raster position.

ISOCAM data were reduced using CAM Interactive Analysis software, CIA version 3.0 (The ISOCAM data presented in this paper was analyzed using “CIA”, a joint development by the ESA Astrophysics Division and the ISOCAM Consortium led by the ISOCAM PI, C. Cesarsky, Direction des Sciences de la Matière, C. E. A., France). Photometry was performed with the IRAF APPHOT package. The obtained ISOCAM fluxes are equal to 1.2 mJy and 5.5 mJy at LW2 and LW10, respectively. Since L 305 was not detected at 4.5 $`\mu `$m, our data yields only an upper limit estimate of $`<`$0.5 mJy at this wavelength. The absolute photometric uncertainty of our measurements comes mainly from the ISOCAM calibration uncertainties and a correction for the memory effect (transient) of the ISOCAM, which is estimated to be less than 20% (Biviano 1998).

The optical counterpart of the infrared source was identified from the instrumental coordinates of L 305, which were derived with respect to the relative positions of 8 field stars on LW10 CAM frame (identification accuracy is $``$ 1′′). An optical identification chart of L 305 is shown in figure 1.

## 3. Discussion

Currently available observational and theoretical data provide quite a diverse view of the evolutionary status of L 305. Photoionization models (Dopita, Maetheringham 1991) give $`T_{\mathrm{eff}}=\mathrm{95\hspace{0.17em}000}`$ K and $`L_{}=1750L_{}`$ for the central ionizing source. Together with the theoretical tracks of post-AGB evolution, these parameters yield a main-sequence mass of $`1.0M_{}`$ and $`1.4M_{}`$ for the He and H burning central star, respectively (Vassiliadis, Wood 1994). A direct estimate of dynamical age of the envelope (based on the \[O III\] $`\lambda `$ 500.7 nm narrow-band images taken with the FOC on board the HST, and expansion velocities derived from the spectral observations of the same line) gives $`\tau _{\mathrm{dyn}}`$ = 21 400 yr (S99). These facts quite consistently indicate that L 305 should be an evolved planetary nebula.

However, at least two arguments work against the evolved dynamical status of L 305. First, the dynamical age derived by V98 (obtained using the same HST FOC image and \[O III\] spectral data as in S99) is much smaller, i.e., $`\tau _{\mathrm{dyn}}`$ 2500 yr and $`\tau _{\mathrm{dyn}}`$ 4000 yr for the He-burning and H-burning central star scenarios, respectively. Second, the high electron density ($`4\times 10^4`$ cm-3, Monk et al. 1988; $`10^4`$ cm-3, Leisy, Dennefeld 1996) and small nebular size of L 305 also suggest a young dynamical age.

Indeed, an estimate of the dynamical age is strongly dependent upon the nebular geometry, the method used to determine the nebular expansion velocity and so forth. The expansion velocity, as measured by V98, was defined at the 10% level of the maximum line intensity, and therefore probed the fastest moving material of the nebula (yielding the expansion velocity of $`v_{\mathrm{exp}}=`$35.2 km s-1). S99, however, has defined the expansion velocity at the full width at half-maximum (FWHM) of the line, obtaining $`v_{\mathrm{exp}}=19.3`$ km s-1. Therefore, the dynamical age obtained by V98 should be systematically smaller than that obtained by S98 by a factor of $`2`$. This, however, still can not account for the surprisingly large difference between the dynamical ages derived by S99 and V98. One of the possibilities to discriminate between these age estimates is to make a comparison between the evolutionary parameters of L 305 derived from the dynamical age estimates mentioned above and those obtained by other methods.

If the effective temperature of the central object is known, the dynamical age combined with the theoretical models of stellar evolution can provide a luminosity estimate of the central star. Employing theoretical models of the post-AGB evolution of Vassiliadis and Wood (1994) and assuming that the effective temperature of the central object is 95 000 K (Dopita, Maetheringham 1991) one obtains $``$ 8000 $`L_{}`$ and $``$ 3500 $`L_{}`$ for the dynamical ages of V98 and S99, respectively. Both of these estimates are considerably larger than 1750$`L_{}`$ predicted by Dopita and Maetheringham (1991) from the photoionization models.

The discrepancy between these luminosity estimates may be due to the fact that the luminosity of the central object derived by Dopita and Maetheringham (1991) was obtained assuming that the extinction towards L 305 was equal to zero. However, at least several independent studies show that the extinction towards L 305 is non-negligible. The reddening constant at H$`\beta `$, $`c`$(H$`\beta `$) (the definition of which comes from $`I_{\mathrm{cor}}(\lambda )/I_{\mathrm{cor}}(\mathrm{H}\beta )=I_{\mathrm{obs}}(\lambda )/I_{\mathrm{obs}}(\mathrm{H}\beta )\mathrm{\hspace{0.17em}10}^{c(\mathrm{H}\beta )f(\lambda )}`$, where $`I_{\mathrm{obs}}(\lambda )`$ and $`I_{\mathrm{cor}}(\lambda )`$ are observed and corrected intensities at wavelength $`\lambda `$ and $`f(\lambda )`$ is the reddening curve, as parametrized by Miller and Mathews, 1972) was found to be 0.79 and 0.44 by Monk et al. (1988) and Leisy and Dennefeld (1996), respectively. If we crudely assume that the flux in H$`\beta `$ is directly proportional to stellar luminosity (e.g., Kaler 1976) and take the averaged reddening constant to be $``$ 0.6, we will find that the luminosity of the central object in L 305 may be underestimated up to by a factor of $``$ 4, if the reddening is neglected. The corrected luminosity ($`7000L_{}`$) would imply an evolutionary age of $``$ 4200 yr for the H-burning central star (Vassiliadis, Wood 1994), which would be in good agreement with the direct estimate obtained by V98 ($``$ 4000 yr).

The interstellar reddening towards NGC 330 is small and covers the range from $`E(BV)=0.03`$ (Carney et al. 1985) to $`E(BV)=0.12`$ (Bessell 1991). Therefore, the high reddening discussed by Monk et al. (1988) and Leisy and Dennefeld (1996) should be of circumstellar origin. However, if the reddening is caused by circumstellar extinction in the dust envelope surrounding the nebula, the absorbed radiation should be re-emitted at longer wavelengths. Indeed, the spectral energy distribution of L 305 (figure 2) shows a prominent excess in the mid-infrared ($`\lambda 7\mu `$m), which can be due to thermal emission by circumstellar dust. A simple estimate (obtained by integration over the blackbody fit of the observed mid-infrared fluxes) shows that the amount of energy emitted in the infrared is $`L_{\mathrm{IR}}250L_{}`$. This is obviously too low to account for the difference between 1750 $`L_{}`$ obtained by Dopita and Maetheringham (1991) and $`7000L_{}`$ predicted from the reddening considerations above.

Indeed, at the dust temperatures typical for the planetary nebulae, $``$ 100–250 K (see e.g. Tajitsu, Tamura 1998), the largest fraction of energy will be re-emitted by dust at wavelengths longer than $`12\mu `$m. Using a sample of planetary nebulae studied by Zhang and Kwok (1991) as an example, we estimate that the total amount of energy emitted in the infrared is typically 4–5 times greater than the amount of energy estimated from the blackbody fit to the mid-IR data ($`\lambda =`$ 7–12 $`\mu `$m). Thus, the total infrared luminosity of L 305 could be considerably larger, i.e., reaching $`L_{\mathrm{IR}}`$ 1000–1500 $`L_{}`$. Together with $`1750L_{}`$ obtained by Dopita and Maetheringham (1991), this would come close to $`3500L_{}`$ (implied from the dynamical age estimate of S99), giving support for a low-mass evolved nebula scenario.

It should be stressed, however, that due to the complicated geometries of the planetary nebulae, a considerable amount of stellar photons can escape without affecting the nebula, itself. In such a case, the total luminosity of L 305 would be considerably higher than the luminosity estimate obtained by Dopita and Maetheringham (1991) and corrected for the amount of energy re-radiated at the mid-IR wavelengths. However, the fraction of photons escaping the nebula is not known in the case of L 305. Therefore, in view of this argument (and other contradictory facts mentioned above), it still seems impossible to derive a precise luminosity estimate for L 305. Hence, even though our results point to a low-mass evolved nebula scenario, the evolutionary status of L 305 still needs to be clarified by future observations made in the UV, near-IR, and far-IR wavelengths backed up by a comprehensive self-consistent theoretical model of L 305.

## 4. Conclusions

We present ISOCAM observations of the planetary nebula L 305 located in the vicinity of the young populous cluster NGC 330 in the Small Magellanic Cloud. Previous observations of this object have given quite a diverse view on the evolutionary status of L 305, indicating that it may be either a dynamically young planetary nebula with a high-mass central object, or a rather evolved nebula with a low-mass central star. Our observations have revealed that L 305 shows a strong excess in the mid-IR. We estimate that, depending on the amount of radiation emitted at wavelengths longer than 11.5 $`\mu `$m, the total infrared luminosity can be as high as $`1500`$ $`L_{}`$. However, the presently available observations do not allow us to derive a precise estimate of the total luminosity of the nebula. Therefore, even though our results would support a low-mass evolved nebula scenario, the evolutionary status of L 305 still remains to be constrained by future studies.

We thank an anonymous referee for valuable comments and suggestions, and Yollande McLean for a careful reading of the manuscript. This research was supported in part by grant-in-aids for Scientific Research (C) and for International Scientific Research (Joint Research) from the Ministry of Education, Science, Sports and Culture in Japan.

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# Limits on the Abundance of Galactic Planets From Five Years of PLANET Observations

## 1. Introduction

Searches for extrasolar planets are being carried out using several methods. More than 60 planets have been discovered by the doppler-shift technique (Marcy, Cochran, & Mayor 2000). While ground-based astrometric searches have not yielded any definitive detections, future astrometric satellites are expected to radically improve the sensitivity of this technique (Lattanzi et al. 2000). The occultation method has yielded an important null result for planets in 47 Tuc (Gilliland et al. 2000), and one confirmation (Charbonneau et al. 2000; Henry et al. 2000). All of these methods are fundamentally restricted to planets with orbital times shorter than the experiment, and hence to relatively close (and also generally massive) companions.

Microlensing provides a method to search for planets (Mao & Paczyński 1991) that does not suffer from this limitation. When two stars are approximately aligned with an observer, the nearer star (the “lens”) splits the light from the more distant star (the “source”) into two images whose brightnesses change as the relative alignment changes. The characteristic angular scale, $`\theta _\mathrm{E}`$ (“Einstein ring”), and timescale, $`t_\mathrm{E}`$, of such a microlensing event are

$$\theta _\mathrm{E}=\sqrt{\frac{4G}{c^2}\frac{M}{D_{\mathrm{rel}}}},t_\mathrm{E}=\frac{\theta _\mathrm{E}}{\mu _{\mathrm{rel}}},$$
(1)
where $`M`$ is the mass of the lens, $`D_{\mathrm{rel}}\mathrm{AU}/\pi _{\mathrm{rel}}`$, $`\pi _{\mathrm{rel}}`$ is the lens-source relative parallax, and $`\mu _{\mathrm{rel}}`$ is the relative proper motion. Note that $`D_{\mathrm{rel}}^1=D_L^1D_S^1`$, where $`D_L`$ and $`D_S`$ are the lens and source distances. For typical events seen toward the Galactic bulge, $`\theta _\mathrm{E}320\mu \mathrm{as}(M/0.3M_{})^{1/2}`$, which is too small to resolve directly. However, since the images are magnified, the event can be identified photometrically. For typical bulge events, $`\mu _{\mathrm{rel}}25\mathrm{km}\mathrm{s}^1\mathrm{kpc}^1`$, so $`t_\mathrm{E}20`$days, and hence nightly monitoring is sufficient to find most events. Four groups, OGLE, MACHO, EROS, and MOA have carried out such microlensing searches and combined have detected over 700 events, most in the direction of the Galactic bulge (Udalski et al. 2000; Alcock et al. 1997; Abe et al. 1997). All four teams recognize these events in real time and electronically alert the community soon after the onset of the event.

If the lens has a planet that lies close to one of the lensed images of the source, that image is further perturbed and the magnification changes significantly during a time $`t_p`$,

$$t_p=\frac{\theta _p}{\theta _\mathrm{E}}t_\mathrm{E},\theta _p=\sqrt{\frac{m_p}{M}}\theta _\mathrm{E},$$
(2)
where $`m_p`$ is the mass of the planet. Hence a planet betrays itself as a short ($`1`$day) “bump” on an otherwise normal single-lens light curve (Refsdal 1964; Paczyński 1986). Gould & Loeb (1992) showed that, with photometric precision of about 1-2%, Jupiter-mass planets present a reasonable probability for detection throughout a wide zone centered on the Einstein ring. For typical lens distances $`6\mathrm{kpc}`$, this sensitivity peaks at projected separations $`2\mathrm{AU}(M/0.3M_{})^{1/2}`$. Since $`t_p`$ is of order or shorter than the sampling time of the microlensing search teams, Gould & Loeb (1992) advocated setting up a globe-straddling network of observatories to do continuous follow-up observations of alerted events.

The PLANET collaboration was formed in 1995 (Albrow et al. 1996) expressly to carry out such observations and demonstrated in that pilot year that the program was feasible (Albrow et al. 1998). PLANET obtained substantial observing time at four southern locations (Tasmania, Western Australia, South Africa, and Chile) during 1995-99. During these five years, we monitored $`50`$ microlensing events sufficiently well to have good to excellent sensitivity to planets, none of which displayed a clear photometric anomaly that was best explained by a planet orbiting the lens. We quantify this statement by characterizing the statistical sensitivity of our five-year data set to planets. We then use these results to build mass-separation exclusion diagrams for the typical Galactic stars (i.e., microlenses) that our survey probes. The basic method of analysis is given in Gaudi & Sackett (2000) and applied to event OGLE 1998-BUL-14 in Albrow et al. (2000b). The details of its application to the present data set are given by Albrow et al. (2001).

## 2. PLANET Five-Year Photometric Dataset

Our data were acquired over five years from six telescopes: the Canopus 1m near Hobart, Tasmania, the Perth/Lowell 0.6m at Bickley, Australia, the Elizabeth 1m at the South African Astronomical Observatory (SAAO) at Sutherland, South Africa, the ESO/Dutch 0.9m at La Silla, Chile, the Yale 1m and the CTIO 0.9m at the Cerro Tololo Interamerican Observatory (CTIO) at La Serena, Chile. Data were collected in Cousins $`I`$ and Johnson $`V`$, with strong emphasis on the former.

The bulk of events analyzed here have median sampling times of 1 to 2 hours, or $`𝒪(10^3t_\mathrm{E})`$. Observations from four observatories permit round-the-clock monitoring of events; the best events rarely have gaps in the data longer than a day. For such events, the typical photometric precision (as judged by the scatter) is of order 1–2% for points near the peak, which contain most of the sensitivity to planets. The dataset contains 5-6 high-magnification events with well-sampled peaks. These events contribute at least 1/2 of our overall sensitivity. For the final event sample, the median number of photometric points within $`t_\mathrm{E}`$ of the peak magnification is about 140, with $`75\%`$ of events having more than 65 points and $`25\%`$ having more than 250 points within $`t_\mathrm{E}`$ of the peak. Details are given in Albrow et al. (2001).

## 3. Event Selection

We begin with the complete sample of Galactic bulge events monitored by PLANET during 1995-1999, discarding those of extremely poor quality and those known to contain anomalies characteristic of roughly equal-mass binaries or other anomalies unrelated to binarity. Normal point-source/point-lens (PSPL) microlensing events are described by

$$F(t)=F_sA(t)+F_b,$$

$$A[u(t)]=\frac{u^2+2}{u(u^2+4)^{1/2}},$$

$$u(t)=\sqrt{u_0^2+\frac{(tt_0)^2}{t_\mathrm{E}^2}},$$
(3)
where $`F`$ is the observed flux, $`F_s`$ is the source flux, $`F_b`$ is the flux from any background light that is not magnified, $`u_0`$ is the projected source-lens impact parameter, and $`t_0`$ is the time of closest approach. Separate $`F_s`$ and $`F_b`$ are required for each observatory and wave band.

Non-planetary light curve anomalies are identified through explicit modeling. We discard such anomalous light curves from our analysis because we do not currently have the ability to systematically search for planetary signatures in the presence of these secondary effects. We note, however, that none of the excluded light curves show signs of short duration bumps, except MACHO 97-BLG-41 for which the deviation is explained naturally by binary rotation (Albrow et al. 2000a) rather than a planet orbiting a binary (Bennett et al. 1999).

To eliminate events of particularly poor quality for planet detection, we introduce event selection criteria: 1) All data must pass certain quality tests: only DoPhot (Schechter, Mateo, & Saha 1993) types 11 and 13 are accepted. 2) There must be at least 20 data points from at least one observatory in one band. 3) Each observatory-band dataset included must contain at least 10 data points. 4) The error in $`u_0`$ from a combined fit must be less than 50%. If $`u_0`$ is not well constrained, then the source’s path through the Einstein ring is not well determined, and hence it is difficult to estimate the sensitivity of the event to planets. When available, we use OGLE and MACHO data to help constrain $`u_0`$, but not to search for planets. Our final sample includes a total of 43 events. A full list of these events along with the photometric data is presented in Albrow et al. (2001).

## 4. Systematic Search for Planetary Signatures

The method of measuring the sensitivity of an event to the presence of planets, and at the same time searching for planetary signatures if they are present, is thoroughly described in Albrow et al. (2001). Very briefly, we obtain a PSPL fit using equation (3), and simultaneously renormalize the photometric errors at each observatory so that the total $`\chi _{\mathrm{PSPL}}^2`$ of this fit is equal to the number of degrees of freedom. Note that outliers are not included for error renormalization, but are included when searching for planets. We also include in all model fits a term that accounts for the correlation of the photometry with the seeing that we observe in most of our light curves (both microlensed and constant stars). Although these procedures do bias us against binaries, the bias is only serious if all the points from one observatory are concentrated in a short span of the light curve and there are no contemporaneous data from other observatories. From direct inspection of the 43 lightcurves in our event sample we find that such bunching affects $`𝒪(1\%)`$ of our total lightcurve coverage, which leads to an overestimate of our detection efficiency of a similar magnitude. Since this bias is an order of magnitude smaller than our statistical errors, we ignore it. On the other hand, Monte Carlo experiments with constant stars reveal that error renormalization and removal of systematic effects are essential in order to draw reliable inferences from the light curves and to avoid spurious detections. See Albrow et al. (2001) for details and a thorough discussion.

For each planet-star mass ratio $`q`$ and each planet-star projected separation $`\theta _\mathrm{E}d`$, as well as each angle $`\alpha `$ of the source trajectory relative to the binary axis, we find the best fit to the remaining parameters $`(t_0,t_\mathrm{E},u_0,F_s,F_b)`$. The corresponding $`\chi ^2`$ thus yields $`\mathrm{\Delta }\chi ^2\chi ^2\chi _{\mathrm{PSPL}}^2`$, for which we set a threshold value $`\mathrm{\Delta }\chi _{\mathrm{min}}^2=60`$. If $`\mathrm{\Delta }\chi ^2>\mathrm{\Delta }\chi _{\mathrm{min}}^2`$, then the geometry $`(d,q,\alpha )`$ is excluded. If $`\mathrm{\Delta }\chi ^2<\mathrm{\Delta }\chi _{\mathrm{min}}^2`$, we tentatively conclude that we have detected a planet. The detection efficiency $`ϵ_i(d,q)`$ for planets with this $`(d,q)`$ in event $`i`$ is then just the fraction of all angles $`\alpha `$ (out of $`2\pi `$) that are excluded. We define a “planetary system” as a binary lens with mass ratio $`q<0.01`$.

FIG. 1 Exclusion diagram for pairs of planet parameters $`(d,q)`$, where $`d`$ is the projected separation in units of the Einstein ring, and $`q`$ is the planet-star mass ratio. The inner contour indicates the $`(d,q)`$ for which the fraction of lenses with a planet is $`f<1/4`$ at 95% confidence. Other contours are for $`f<1/3`$, 1/2, 2/3, and 3/4. A mass ratio $`q=0.001`$ corresponds approximately to $`m_p=0.3M_{\mathrm{Jup}}`$, and a projected separation of $`d=1`$ corresponds to a physical projected separation $`r_p=2`$AU. We have assumed a detection threshold of $`\mathrm{\Delta }\chi _{\mathrm{min}}^2=60`$.

We set the threshold $`\mathrm{\Delta }\chi _{\mathrm{min}}^2=60`$ by first noting the continuous distribution of $`\mathrm{\Delta }\chi ^250`$ in our data. If a significant fraction of these were due to planets, the distribution would extend to much more extreme values, since a small random change in the impact parameter could easily increase $`\mathrm{\Delta }\chi ^2`$ to several hundred. Hence, the great majority of these deviations must be due to small unrecognized systematic errors. Monte Carlo tests performed with constant stars reveals that deviations of $`\mathrm{\Delta }\chi ^260`$ are easily explained by systematic and statistical noise. We therefore set the threshold high enough to exclude these non-planetary sources of noise. We also show results for the more conservative threshold $`\mathrm{\Delta }\chi _{\mathrm{min}}^2=100`$.

FIG. 2 Exclusion diagram for planets anywhere in a continuous range of semi-major axes centered on the Einstein ring. Bold curves show the excluded fraction (at 95% confidence) anywhere in the range $`1.5\mathrm{AU}<a<4`$AU, while solid curves show the fraction for $`1\mathrm{AU}<a<7`$AU. We have assumed a detection threshold of $`\mathrm{\Delta }\chi _{\mathrm{min}}^2=60`$, and that the primary has an Einstein ring radius $`r_\mathrm{E}=2\mathrm{AU}`$. For other Einstein ring radii, the separations scale as $`(r_\mathrm{E}/2\mathrm{AU})`$. The dashed curves show the negligible effect of including the finite size of the source in the modeling. The dotted lines are for $`\mathrm{\Delta }\chi _{\mathrm{min}}^2=100`$.

This search procedure identifies two possible candidates, but these are also representatives of two classes of phenomena that must be excluded from our search: nearly equal-mass binary lenses and global-asymmetry anomalies. MACHO 99-BLG-18 has a $`15`$day anomaly of amplitude $`2\%`$. Such an anomaly is longer than that expected from planets with $`q0.01`$, and we therefore systematically explored binary-lens fits with $`q0.01`$. This uncovered a fit with $`q0.2`$ that is favored over the best-fit planet ($`q0.01`$) by $`\mathrm{\Delta }\chi ^2=22`$. We therefore exclude MACHO 99-BLG-18 from the analysis. Although $`\mathrm{\Delta }\chi ^2=22`$ is below our normal threshold ($`\mathrm{\Delta }\chi ^2=60`$), we estimate that the probability that we have inadvertently thrown out a real planetary detection that is $`10\%`$, smaller than the statistical errors on our resultant limit on planetary companions. See Albrow et al. (2001) for a discussion. OGLE 99-BUL-36 displays an overall asymmetry that is consistent with a distortion caused by a $`q0.003`$ planet. Such parallax asymmetries are a general feature of parallax which must be present at some level in all microlensing events (Gould, Miralde-Escudé & Bahcall 1994). Indeed, this distortion is equally well-fit by such a parallax asymmetry model. Given that OGLE 99-BUL-36 has a relatively short timescale ($`t_\mathrm{E}30\mathrm{days}`$), one might naively expect the parallax interpretation to be unlikely. However, the magnitude of the parallax asymmetry is quite small, and only detectable due to the high quality of the data. The resulting asymmetry implies reasonable values for the most probable mass and distance to the lens. We conclude that we cannot reliably detect planets from global asymmetries, and should exclude from our analysis all events that display such anomalies and reduce our efficiency estimates accordingly. Although we do not explicitly do this, this results in detection efficiencies that are overestimated by a negligible amount, since a very special planetary geometry is required to produce a global asymmetry (rather than a short duration anomaly). This conclusion is borne out by explicit simulations (Albrow et al. 2001). Thus there are no viable planet candidates out of our original sample of 43 events.

## 5. Exclusion Diagram for Galactic Planets

From the above analysis of each event $`i`$, we obtain an efficiency $`ϵ_i(d,q)`$ as a function of planetary geometry $`(d,q)`$. Let $`f(d,q)`$ be the fraction of lenses having a planet at $`(d,q)`$. Then, from binomial statistics, the probability of observing no planets is $`P=1_i[1f(d,q)ϵ_i(d,q)]`$. Note that in the limit $`fϵ1`$ (approximately valid in the present study), this reduces to the Poisson formula $`P=[1\mathrm{exp}(N)]`$, where $`N(d,q)=f(d,q)_iϵ_i(d,q)`$ is the expected number of detections. Thus, to a good approximation, fractions $`f(d,q)3/_iϵ_i(d,q)`$ can be rejected at 95% confidence.

Based on this analysis, we build an exclusion diagram (Fig. 1) based on the sample of 42 events (excluding MACHO-99-BLG-18) for planet parameters $`(d,q)`$. To convert $`d`$ and $`q`$ into physical parameters of planet mass $`m_p`$ and projected physical separation $`r_p`$, we must estimate the typical mass $`M`$ and physical Einstein radius $`D_L\theta _\mathrm{E}`$ for the events in our sample. The majority of detected microlensing events are almost certainly bulge stars lensing other bulge stars (Kiraga & Paczyński 1994). If the lenses were drawn randomly from the bulge mass function as measured by Zoccali et al. (2000), one would expect the typical mass to be $`M0.3M_{}`$ and hence the typical timescale to be $`t_\mathrm{E}20`$days. However, the median timescale for our sample is 40 days. The difference is probably mainly due to a bias in our selection process. From equation (1), a bias toward large $`t_\mathrm{E}`$ will cause biases toward higher $`M`$, higher $`\pi _{\mathrm{rel}}`$, and lower $`\mu _{\mathrm{rel}}`$. Comparing Figures 1a and 1b from Gould (2000), we infer that most of the dispersion in observed timescales is due to $`\mu _{\mathrm{rel}}`$ and $`\pi _{\mathrm{rel}}`$, so the bias in terms of mass is likely to be modest. Hence, we adopt $`M0.3M_{}`$ and $`\pi _{\mathrm{rel}}40\mu `$as, and thus $`\theta _\mathrm{E}320\mu `$as. With our convention $`D_L=6\mathrm{kpc}`$, $`q=0.001m_p=0.3M_{\mathrm{Jup}}`$, and $`d=1r_p=2`$AU.

In Figure 2 we present upper limits for the fraction of lenses with planets over two ranges of semi-major axes $`a`$ centered on the Einstein ring. To convert from projected separation (Fig. 1) to semi-major axis, we integrate over all orientations assuming circular orbits, $`M=0.3M_{}`$ and $`D_L\theta _\mathrm{E}=2`$AU. We calculate efficiencies using both the point-source approximation and allowing for finite source size (Gaudi & Sackett 2000) but find that the difference is negligible. We find that less than 1/3 of lenses have Jupiter-mass companions anywhere in the range of $`1.5\mathrm{AU}<a<4.0`$AU. These are the first significant limits on planetary companions of M dwarfs.

We thank the anonymous referee for helping to clarify a number of important points. We thank the EROS, MACHO, and OGLE collaboration for providing the original electronic microlensing event alerts that are the sine qua non of this work, and the MACHO and OGLE collaborations for providing their original data for many of the events. We are especially grateful to the observatories that support our science (Canopus, CTIO, ESO, Perth, SAAO, Yale) via the generous allocations of time that make this work possible, and to those who have donated their time to observe for this program. PLANET acknowledges financial support via award GBE 614-21-009 from the organization for Nederlands Wetenschappelijk Onderzoek (Dutch Scientific Research), the Marie Curie Fellowship ERBFMBICT972457 from the European Union, grant Deutsche Forschungsgemeinschaft Do 629/1-1, a “coup de pouce 1999” award from the Ministère de l’Éducation nationale, de la Recherche et de la Technologie, Département Terre-Univers-Environnement, grants AST 97-27520 and AST 95-30619 from the NSF, NASA grant NAG5-7589, a Presidential Fellowship from the Ohio State University, and NASA through a Hubble Fellowship grant from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555.