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# Quantum Bayes rule

## Abstract

We state a quantum version of Bayes’s rule for statistical inference and give a simple general derivation within the framework of generalized measurements. The rule can be applied to measurements on $`N`$ copies of a system if the initial state of the $`N`$ copies is exchangeable. As an illustration, we apply the rule to $`N`$ qubits. Finally, we show that quantum state estimates derived via the principle of maximum entropy are fundamentally different from those obtained via the quantum Bayes rule.

During the last decade, interest in Bayesian methods of statistical inference has increased considerably . At the heart of the Bayesian approach is Bayes’s rule, which indicates how to update a state of knowledge in the light of new data. The simplest form of the rule is

$$p(H|D)=\frac{p(D|H)p(H)}{p(D)},$$
(1)
where $`p(D|H)`$ is the probability for the data $`D`$ given a hypothesis $`H`$, $`p(H)`$ is the prior probability that the hypothesis is true, $`p(H|D)`$ is the posterior probability that the hypothesis is true given the data, and $`p(D)=_Hp(D|H)p(H)`$ is the probability for the data averaged over all hypotheses. The conceptual simplicity of Bayes’s rule is a major strength of the Bayesian approach.

The problems of statistical inference and state estimation are of central importance in quantum information theory. After the early pioneering work on quantum inference  and quantum state tomography , a large amount of work has been done on the subject (see, e.g., Refs. ). In many of the cited papers, a quantum version of Bayes’s rule is used either implicitly or explicitly. Jones  has derived a quantum Bayes rule for pure states only. In this paper, we derive a general rule, valid both for pure and mixed states, and give a precise condition for its validity.

We consider the following general inference problem. Let $``$ be the Hilbert space of a quantum system. The Hilbert space of $`N`$ copies of the system is given by the $`N`$-fold tensor product, $`^N`$. Suppose one is given a (prior) state $`\widehat{\rho }^{(M+N)}`$ on $`^{(M+N)}`$ and the results of measurements on $`M`$ subsystems. The task is to find the (posterior) state of the remaining $`N`$ subsystems conditioned on the measurement results. The problem is in principle completely solved by the theory of generalized measurements , which prescribes the state of the total system after the measurement. There is no room in quantum theory for an additional independent inference principle; any inference rule must be derivable from the basic theory.

An arbitrary measurement on $`M`$ subsystems is described by a set of completely positive, trace-decreasing operations, $`\{_k\}`$, which act on the selected $`M`$ subsystems. The measurement result is $`k`$ with probability

$$p_k=\mathrm{tr}\left[_k\left(\widehat{\rho }^{(M+N)}\right)\right].$$
(2)
Since the operations $`_k`$ are completely positive, they can be expressed in the form

$$_k\left(\widehat{\rho }^{(M+N)}\right)=\underset{l}{}(\widehat{A}_{kl}\widehat{1})\widehat{\rho }^{(M+N)}(\widehat{A}_{kl}^{}\widehat{1}),$$
(3)
where the $`\widehat{A}_{kl}`$ are arbitrary operators acting on the selected $`M`$ subsystems. The probabilities $`p_k`$ can thus be rewritten as

$$p_k=\mathrm{tr}\left[(\widehat{E}_k\widehat{1})\widehat{\rho }^{(M+N)}\right]=\mathrm{tr}_M\left(\widehat{E}_k\widehat{\rho }^{(M)}\right),$$
(4)
where

$$\widehat{E}_k=\underset{l}{}\widehat{A}_{kl}^{}\widehat{A}_{kl}$$
(5)
is a positive semidefinite operator and

$$\underset{k}{}\widehat{E}_k=\widehat{1};$$
(6)
i.e., the set $`\{\widehat{E}_k\}`$ forms a positive operator valued measure (POVM). In the last form of Eq. (4), $`\widehat{\rho }^{(M)}`$ is the prior marginal density operator of the measured subsystems, and $`\mathrm{tr}_M`$ denotes a trace over the measured subsystems.

If the measurement result is $`k`$, the (normalized) state of all $`M+N`$ systems after the measurement is

$$\widehat{\rho }_k^{(M+N)}=\frac{1}{p_k}_k\left(\widehat{\rho }^{(M+N)}\right),$$
(7)
where $`_k(\widehat{\rho }^{(M+N)})`$, given in Eq. (3), is the unnormalized state conditioned on measurement outcome $`k`$. Performing a partial trace over the selected $`M`$ subsystems yields the posterior state of the remaining $`N`$ subsystems,

$`\widehat{\rho }_k^{(N)}=\mathrm{tr}_M\left(\widehat{\rho }_k^{(M+N)}\right).`$ (8)
An exact quantum analogue of the classical Bayes rule would write this posterior state as a mixture in which the updating as a consequence of obtaining result $`k`$ (the “data”) would appear in the probabilities in the mixture, but not in the density operators that contribute to the mixture. Classically it is possible to obtain information about a system without disturbing it, while quantum mechanically it is not; hence, Eq. (8) must include both updating due to the information acquired and due to the disturbing effects of the measurement. In general, this only takes the form of the classical Bayes rule if the measured and unmeasured systems in Eqs. (2)–(8) are initially unentangled.

Notice also that for a product prior,

$$\widehat{\rho }^{(M+N)}=\widehat{\rho }_0^{(M+N)}\underset{M+N\text{ terms}}{\underset{}{\widehat{\rho }_0\mathrm{}\widehat{\rho }_0}},$$
(9)
where $`\widehat{\rho }_0`$ is some state on $``$, the posterior state is $`\widehat{\rho }_k^{(N)}=\widehat{\rho }_0^N`$, irrespective of the measurement result. No learning from data is possible for product priors. This shows in particular that the totally mixed state for $`M+N`$ subsystems, which is both a product state and the state of maximum entropy on $`^{(M+N)}`$, does not allow learning from measured data.

In many practical situations, one can restrict attention to prior states of the form

$$\widehat{\rho }^{(N)}=𝑑\widehat{\rho }p(\widehat{\rho })\widehat{\rho }^N,$$
(10)
where $`d\widehat{\rho }`$ is a measure on density operator space and $`p(\widehat{\rho })`$ is a normalized generating function, $`𝑑\widehat{\rho }p(\widehat{\rho })=1`$. Prior states of the form (10) arise, e.g., if each subsystem is prepared in the same, unknown way, as in quantum state tomography. A state of $`N`$ subsystems, $`\widehat{\rho }^{(N)}`$, can be expressed in the form (10) if and only if it is exchangeable, i.e., if (i) it is invariant under permutations of the subsystems and (ii) for any $`M>0`$, there is a state $`\widehat{\rho }^{(N+M)}`$ of $`N+M`$ subsystems that is invariant under permutations of the subsystems and that satisfies $`\widehat{\rho }^{(N)}=\mathrm{tr}_M\left(\widehat{\rho }^{(N+M)}\right)`$ . The expansion (10) is then unique. This is the quantum version of the fundamental representation theorem due to de Finetti ; for an elementary proof of the quantum theorem see Ref. .

The significance of part (ii) of the definition of exchangeability given above is illustrated by the GHZ state $`\widehat{\rho }_{\mathrm{GHZ}}=|\psi _{\mathrm{GHZ}}\psi _{\mathrm{GHZ}}|`$, where $`|\psi _{\mathrm{GHZ}}=(|000+|111)/\sqrt{2}`$. This three-particle state is invariant under permutations of the three subsystems, but it is clear that $`\widehat{\rho }_{\mathrm{GHZ}}`$ cannot be obtained by a partial trace from a four-particle state that is invariant under permutations of all four particles. The GHZ state is thus not exchangeable, in accordance with the fact that it cannot be written in the form (10).

If the condition of exchangeability is fulfilled, the question of finding a suitable prior state reduces to finding a suitable prior measure $`p(\widehat{\rho })d\rho `$ in the expansion (10). Much work has been done on suitable prior measures on density operator space (see, e.g., ). As in the classical theory of inference , there exists no unique choice of prior measure; different kinds of prior information lead to different prior measures.

The rule of inference, however, becomes extremely simple if the prior state is of the form (10). In this case, we show below that if a measurement performed on the first subsystem yields result $`k`$, the posterior state of the remaining $`N1`$ subsystems is given by

$$\widehat{\rho }^{(N1)}=𝑑\widehat{\rho }p(\widehat{\rho }|k)\widehat{\rho }^{(N1)},$$
(11)
where

$$p(\widehat{\rho }|k)=\frac{p(k|\widehat{\rho })p(\widehat{\rho })}{p_k}.$$
(12)
Here $`p(k|\widehat{\rho })=\mathrm{tr}(\widehat{E}_k\widehat{\rho })`$ is the probability of obtaining the measurement result $`k`$ for a single subsystem, given that the state of the single subsystem is $`\widehat{\rho }`$, and $`p_k=𝑑\widehat{\rho }p(k|\widehat{\rho })p(\widehat{\rho })`$ is the average probability of obtaining $`k`$. This is the quantum Bayes rule; it is completely analogous to the classical rule (1).

In the special case that the integration in Eq. (10) is restricted to pure states, the rule (12) has been derived by Jones  and applied to purifications of mixed states by Bužek et al. . Tarrach and Vidal  have used Eq. (12) to find optimal measurements on $`N`$ copies of a system, identically prepared in an unknown mixed state by some preparation device. To our knowledge, Eq. (12) has not been derived in the general context considered here.

If measurements are performed on several subsystems individually, the rule (12) can be simply iterated. Although the situation considered here, where measurements are done one subsystem at a time, is in practice the most important, it is straightforward to generalize the rule to the case of collective measurements on several subsystems.

Strictly speaking, the generating function $`p(\widehat{\rho })`$ should not be called a probability—after all, a mixed state $`\widehat{\rho }`$ is itself a summary of incomplete knowledge about a subsystem. Nevertheless, the content of the quantum Bayes rule (12) is that the functions $`p(\widehat{\rho })`$ and $`p(\widehat{\rho }|k)`$ can be used as if they were a prior probability and a conditional posterior probability for density operators. This interpretation is obviously appropriate in the case that the exchangeable state (10) is known to have arisen from an experiment in which each subsystem is prepared in the same unknown state, with $`p(\widehat{\rho })`$ then being the probability that this unknown state is $`\widehat{\rho }`$.

To derive the rule (12), we denote by $`\{_k\}`$ the set of completely positive, trace-decreasing operations which describe the measurement on the first subsystem. The result of the measurement is $`k`$ with probability

$$p_k=\mathrm{tr}\left[_k\left(\widehat{\rho }^{(N)}\right)\right]=𝑑\widehat{\rho }p(k|\widehat{\rho })p(\widehat{\rho }).$$
(13)
If the measurement result is $`k`$, the state of all $`N`$ subsystems after the measurement is

$$\widehat{\rho }_k^{(N)}=\frac{1}{p_k}𝑑\widehat{\rho }p(\widehat{\rho })_k(\widehat{\rho })\widehat{\rho }^{(N1)},$$
(14)
where, by a slight abuse of notation, we denote by $`_k(\widehat{\rho })`$ the unrenormalized state of a single subsystem with premeasurement state $`\widehat{\rho }`$ conditioned on the measurement result $`k`$. A partial trace over the first subsystem gives the state of the remaining $`N1`$ subsystems,

$`\widehat{\rho }_k^{(N1)}`$ $`=`$ $`\mathrm{tr}_1\left(\widehat{\rho }_k^{(N)}\right)`$ (15)
$`=`$ $`{\displaystyle \frac{1}{p_k}}{\displaystyle 𝑑\widehat{\rho }p(\widehat{\rho })\mathrm{tr}[_k(\widehat{\rho })]\widehat{\rho }^{(N1)}}`$ (16)
$`=`$ $`{\displaystyle \frac{1}{p_k}}{\displaystyle 𝑑\widehat{\rho }p(\widehat{\rho })\mathrm{tr}(\widehat{E}_k\widehat{\rho })\widehat{\rho }^{(N1)}}`$ (17)
$`=`$ $`{\displaystyle 𝑑\widehat{\rho }\frac{p(\widehat{\rho })p(k|\widehat{\rho })}{p_k}\widehat{\rho }^{(N1)}}`$ (18)
$`=`$ $`{\displaystyle 𝑑\widehat{\rho }p(\widehat{\rho }|k)\widehat{\rho }^{(N1)}},`$ (19)
where in the last line we have substituted $`p(\widehat{\rho }|k)`$ for the right-hand side of Eq. (12). This completes the derivation.

We now illustrate the rule for a system of $`M+N`$ qubits, for which the Hilbert space $``$ of each subsystem is two-dimensional. An arbitrary exchangeable state of $`M+N`$ qubits can be written in the form

$$\widehat{\rho }^{(M+N)}=𝑑x𝑑y𝑑zp(x,y,z)\widehat{\rho }_{x,y,z}^{(M+N)},$$
(20)
where $`\widehat{\rho }_{x,y,z}=\frac{1}{2}(\widehat{1}+x\widehat{\sigma }_x+y\widehat{\sigma }_y+z\widehat{\sigma }_z)`$ and the integrals range over the volume of the sphere of radius 1. Here $`\widehat{\sigma }_x`$, $`\widehat{\sigma }_y`$, $`\widehat{\sigma }_z`$ are the Pauli operators, and $`\widehat{1}`$ denotes the unit operator.

Now assume that $`\widehat{\sigma }_z`$ measurements are performed on $`M`$ qubits. The probability of obtaining the result $`\pm 1`$, given state $`\widehat{\rho }_{x,y,z}`$, in a $`\widehat{\sigma }_z`$ measurement on a single qubit is

$$p(\pm 1|\widehat{\rho }_{x,y,z})=\frac{1}{2}(1\pm z).$$
(21)
If the $`M`$ measurements of $`\widehat{\sigma }_z`$ yield $`M_+`$ results of +1 and $`M_{}`$ results of $`1`$, where $`M_++M_{}=M`$, then the state of the remaining $`N`$ qubits is

$$\widehat{\rho }_{M_+,M_{}}^{(N)}=𝑑x𝑑y𝑑zp(x,y,z|M_+,M_{})\widehat{\rho }_{x,y,z}^N,$$
(22)
where

$`p(x,y,z|M_+,M_{})`$ $`=`$ $`𝒩p(x,y,z)`$ (24)
$`\times \left({\displaystyle \frac{1+z}{2}}\right)^{M_+}\left({\displaystyle \frac{1z}{2}}\right)^M_{},`$
$`𝒩`$ being a normalization factor.

In the limit $`M\mathrm{}`$, assuming $`(M_+M_{})/ME_z`$, we obtain

$$p(x,y,z|M_+,M_{})p(x,y|E_z)\delta (zE_z),$$
(25)
where $`p(x,y|E_z)=p(x,y,E_z)/𝑑x𝑑yp(x,y,E_z)`$ is the prior conditional probability for $`x`$ and $`y`$, given that $`z=E_z`$. Equation (25) expresses clearly the gain in information about $`z`$. For an isotropic prior,

$$p(x,y,z)=p\left(\sqrt{x^2+y^2+z^2}\right),$$
(26)
the marginal state for a single subsystem before any measurements is the maximally mixed state $`\widehat{\rho }^{(1)}=\frac{1}{2}\widehat{1}`$. After $`M`$ measurements of $`\widehat{\sigma }_z`$, in the limit $`M\mathrm{}`$, the marginal state for a single additional subsystem is

$$\widehat{\rho }_{E_z}^{(1)}=\frac{1}{2}(\widehat{1}+E_z\widehat{\sigma }_z),$$
(27)
which is the state obtained in . Our analysis puts this in a clear perspective: the data dictate the expectation value $`\widehat{\sigma }_z=E_z`$ for the state (27); for an isotropic prior, the $`\widehat{\sigma }_z`$ measurements tell one nothing about the direction of the spin in the $`x`$-$`y`$ plane, so $`\widehat{\sigma }_x`$ and $`\widehat{\sigma }_y`$ retain the zero expectation values that apply to the prior marginal state of a single subsystem.

It is important to note that the state $`\widehat{\rho }_{E_z}^{(1)}`$ does not allow one to make predictions about frequencies in future repeated measurements of, e.g., the observable $`\widehat{\sigma }_x`$. Although $`\mathrm{tr}\left(\widehat{\rho }_{E_z}^{(1)}\widehat{\sigma }_x\right)=0`$, it would be wrong to predict that the frequency of the outcome +1 in a large number of future $`\widehat{\sigma }_x`$ measurements will be close to 1/2. The correct prediction for future $`\widehat{\sigma }_x`$ measurements follows from the full state $`\widehat{\rho }^{(N)}`$ with the limiting posterior (25); for the probability of obtaining $`N_+`$ results of $`+1`$ and $`N_{}`$ results of $`1`$ in $`N`$ measurements of $`\widehat{\sigma }_x`$, we get

$`p(N_+,N_{}|E_z)={\displaystyle \frac{N!}{N_+!N_{}!}}{\displaystyle 𝑑x𝑑yp(x,y|E_z)\left(\frac{1+x}{2}\right)^{N_+}\left(\frac{1x}{2}\right)^N_{}}.`$ (28)
Only in the extreme case that the prior has the special form $`p(x,y,z)=p(y,z)\delta (x)`$ does the probability (28) become identical to the prediction $`P(N_+,N_{})=2^NN!/N_+!N_{}!`$ that would follow from assigning the product state $`\widehat{\rho }_{E_z}^{(1)N}`$ to the $`N`$ subsystems. It is clear that this prediction is not implied by the $`\widehat{\sigma }_z`$ measurement data and is therefore unwarranted unless there is additional prior information.

The marginal state $`\widehat{\rho }_{E_z}^{(1)}`$ of Eq. (27) can also be derived from the principle of maximum entropy (MAXENT) . If all that is known about the state $`\widehat{\rho }`$ of some system is the expectation value of one or several observables, the MAXENT state assignment results from maximizing the von Neumann entropy of $`\widehat{\rho }`$ subject to the constraints given by the expectation values (see Ref.  for a derivation of the MAXENT principle in the quantum case).

In the example above, the MAXENT assignment following from the constraint $`\widehat{\sigma }_z=E_z`$ for a single subsystem is identical to the marginal state (27). This identity has also been noted by Bužek et al. , who state that “ … as soon as the number of measurements becomes large then \[the\] Bayesian inference scheme becomes equal to the reconstruction scheme based on the Jaynes principle of maximum entropy … .” This statement is misleading, however, since the equality holds only for the marginal state of a single subsystem (and even then only under the isotropy assumption (26) for the prior). Unlike the full state $`\widehat{\rho }_{M_+,M_{}}^{(N)}`$ in Eq. (22), found via Bayes’s rule, the single-subsystem state $`\widehat{\rho }_{E_z}^{(1)}`$ derived via MAXENT does not allow one to make predictions for measurements on more than one subsystem.

On the other hand, applying MAXENT directly to $`N`$ subsystems fails for the following reason, well known from classical probability theory . Maximizing the von Neumann entropy of $`\widehat{\rho }^{(N)}`$ subject to the constraint that $`\widehat{\sigma }_z=E_z`$ for each subsystem yields the product state $`\widehat{\rho }_{\mathrm{MAXENT}}^{(N)}=\widehat{\rho }_{E_z}^{(1)N}`$. As discussed above, this state assignment is unwarranted because it leads to predictions for, say, future $`\widehat{\sigma }_x`$ measurements which are in no way implied by the constraint on $`\widehat{\sigma }_z`$. Furthermore, any product state assignment precludes learning from subsequent measurements, even though that should be possible, as was discussed in the paragraph after Eq. (9).

If the measurements on individual subsystems correspond to an informationally complete POVM  or if they contain sequences of measurements of a tomographically complete set of observables , the posterior probability on density operators approaches a $`\delta `$ function in the limit of many measurements. This is the case of quantum state tomography , which can thus be viewed as a special case of quantum Bayesian inference. In this limit, the exact form of the prior probability on density operators becomes irrelevant. In all other situations, however, there will be some dependence on this prior.

TAB thanks Bob Griffiths and Oliver Cohen for helpful discussions. TAB was supported in part by NSF Grant No. PHY-9900755, and CMC received partial support from ONR Grant No. N00014-93-1-0016.


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# The statistics of wide-separation lensed quasars

## 1 Introduction

The fraction of quasars which are gravitationally-lensed by intervening mass concentrations is a function of the deflector population and the underlying cosmological model, which can then be constrained from the observed lensing frequency (e.g. Kochanek 1993, 1996). In most cases of quasar lensing known to date the principal deflectors are elliptical galaxies (e.g. Keeton, Kochanek & Seljak 1997), and the number of such lenses, together with the distribution of image separations and deflector redshifts, has been used to place quite stringent limits on the galaxy population (e.g. Kochanek 1993) and the cosmological model (e.g. Kochanek 1996; Falco, Kochanek & Muñoz 1998). Unfortunately, the dependencies of the expected lensing probability on the galaxy population and the cosmology cannot be easily separated. For instance, cosmological constant-dominated models over-predict the number of lenses if the local and cosmological galaxy populations are similar, but can be made consistent with observations if high-redshift galaxies are optically thick due to dust (e.g. Kochanek 1996; Malhotra, Rhoads & Turner 1997).

One way to bypass the lack of knowledge about the high-redshift galaxy population is to concentrate on lenses with larger image separations (i.e. $`3`$ arcsec). These can only be produced by groups and clusters of galaxies, a population which is more closely linked to the underlying cosmological model. Just four such wide-separation lenses have been confirmed: Q 0957+561 (Walsh, Carswell & Weymann 1979); MG 2016+112 (Lawrence et al. 1984); HE 1104$``$1805 (Wisotzki et al. 1993); and RXJ 0911+0551 (Bade et al. 1997). There are more than ten other candidates, but statistical arguments suggest that almost all of them are physically distinct binary quasars (Kochanek, Falco & Muñoz 1999; Mortlock, Webster & Francis 1999). If this interpretation is correct, less than 0.1 per cent of all quasars are lensed with such large image separations. Conversely, theoretical calculations based on $`N`$-body simulations (e.g. Wambsganss et al. 1995) and analytical models (e.g. Narayan & White 1988; Kochanek 1995; Mortlock, Hewett & Webster 1996) predict more wide-separation lenses than are observed, if a standard cold dark matter (CDM) cosmology is assumed. However models with either a non-zero cosmological constant or strong biasing (allowing the underlying dark matter distribution to be much smoother than the galaxy distribution) are consistent with both lensing results and cosmic microwave background (CMB) anisotropies (Kochanek 1995).

The main limitations on these results are the lack of knowledge of cluster core radii (If they are greater than $`10`$ kpc, the standard models can be reconciled with the data.) and the heterogeneous nature of quasar catalogues used in previous analyses. Both these points are addressed here, with the use of a homogeneous lens survey (Section 2), and the possibility of a finite core included explicitly in the lens model (Section 3). The absence of any lenses in the data can then be used to directly constrain a number of cosmological parameters (Section 4). The accuracy of these inferences is limited by both the simple model used for the deflector population and the size of the quasar sample, as discussed in Section 5.

## 2 The Large Bright Quasar Survey

The Large Bright Quasar Survey (LBQS; Hewett, Foltz & Chaffee 1995) is a sample of 1055 quasars taken from 18 United Kingdom Schmidt Telescope (UKST) fields. The resultant magnitude-limited object catalogues were then used in combination with objective-prism plates to generate a list of quasar candidates. As such, the quasar catalogue was generated without any explicit morphological selection. The magnitude limit111All magnitudes are in the $`B_\mathrm{J}`$ system, but this subscript is omitted for brevity. varies from plate to plate, ranging from $`m_{\mathrm{l}im}=18.41`$ to $`m_{\mathrm{l}im}=18.85`$, and there is also a low redshift cut-off at $`z=0.2`$.

The specific form of the differential number counts used in the calculation of the lensing magnification bias (See Section 3.3.) is

$$\frac{\mathrm{d}^2N_\mathrm{q}}{\mathrm{d}m\mathrm{d}z}\frac{1}{10^{\alpha _\mathrm{q}(mm_{\mathrm{q0}})}10^{\beta _\mathrm{q}(mm_{\mathrm{q0}})}},$$
(1)
where $`m_0=19.0\pm 0.2`$ is the quasar break magnitude, $`\alpha _\mathrm{q}=0.9\pm 0.1`$ the bright-end slope and $`\beta _\mathrm{q}=0.3\pm 0.1`$ the faint-end slope. This functional form is taken from Boyle, Shanks & Peterson (1988) and Kochanek (1996), but the parameter values are chosen to match the LBQS (for $`m19`$) and the faint-end slope of the compilation of data presented by Hartwick & Schade (1990). Whilst Hewett, Foltz & Chaffee (1993) found some discrepancies between the LBQS counts and the Boyle et al. (1988) sample, the simple parameterisation of equation (1) is sufficiently accurate in the context of this calculation.

As part of the LBQS there was a systematic search for companions within $`10`$ arcsec of each quasar. The quality of the data used – the same UKST plates – is such that most companions with $`m_{B_\mathrm{J}}21.5`$ are found (Hewett et al. 1998), but the search was incomplete for image separations $`\mathrm{\Delta }\theta 3`$ arcsec due to the point spread function of the plates. Given the LBQS magnitude limit of $`18.5`$, the companion search has sufficient dynamic range to easily pick out most secondary lensed images, and so can be considered complete in the annulus between 3 arcsec and 10 arcsec. It is possible for galactic lenses to produce image separations in this range, but only if they are both nearby and very massive, and thus easily detectable. Hence the LBQS can be used to unambiguously constrain the population of galaxy group and cluster lenses.

The search for neighbouring images has yielded five quasar pairs so far, and it is ‘unlikely that further pairs will be identified’ (Hewett et al. 1998). Two of these pairs have vastly different redshifts, and are not the result of lensing (although their existence is evidence of the effectiveness of the companion search); the other three are either lenses or physical binary quasars. Q 1009$``$0252 (Hewett et al. 1994) is a gravitational lens, but, with $`\mathrm{\Delta }\theta =1.5`$ arcsec, it cannot be included in the lens calculation as the small-separation lens search is not well characterised. The second pair, Q 1429$``$0053 (Hewett et al. 1989) is a potential wide-separation lens, with an image separation of $`5.1`$ arcsec and apparently similar spectra. However principal components analysis (e.g. Murtagh & Hecht 1987) shows that the two spectra are no more alike than a pair of spectra chosen at random from the survey (Mortlock et al. 1999). Combined with the absence of any potential deflector and the statistical arguments of Kochanek et al. (1999), it is highly unlikely that Q 1429$``$0053 is a lens. The third pair, Q 2153$``$2056 (Hewett et al. 1998), has an image separation of $`7.8`$ arcsec, but very different spectra, and is even less likely to be a lens. Thus the LBQS almost certainly represents a sample of over 1000 quasars that is devoid of wide-separation lenses.

## 3 The calculation

A given world model can be characterised by one number: $`P_0`$, the probability that no wide-separation lenses are observed in the LBQS. This, in turn, is simply the product of the probabilities that each individual quasar is unlensed, so that

$$P_0=\underset{q=1}{\overset{N_\mathrm{q}}{}}(1p_q)(1p_\mathrm{q})^{N_\mathrm{q}},$$
(2)
where $`N_\mathrm{q}`$ is the number of quasars in the survey, $`p_q`$ is the probability that the $`q`$th quasar is lensed, and $`p_\mathrm{q}`$ is the lensing probability averaged over the survey. Note that this is a cumulative probability, and so the normalisation is unambiguous.

The likelihood of a given model is identified with $`P_0`$, thus ignoring any prior information. Hence, from equation (2), the only models that can be rejected at the 99 per cent level by the absence of lenses in the LBQS are those for which $`p_\mathrm{q}0.004`$. This is true of a number of popular cosmological scenarios, and so the data at hand are far from redundant in this context.

Having set out the statistical framework for the calculation, the next step is to define the populations and mass distributions (Sections 3.1 and 3.2, respectively), from which the lensing probability can be calculated (Section 3.3).

### 3.1 Deflector population

The population of collapsed halos can most accurately be estimated from $`N`$-body simulations (e.g. White et al. 1987; Efstathiou et al. 1988), but this approach is too computationally expensive to explore a wide range of cosmological models222The cosmological model is defined by $`\mathrm{\Omega }_{\mathrm{m}_0}`$, the present day normalised density of the universe, $`\mathrm{\Omega }_{\mathrm{\Lambda }_0}`$, the current value of the similarly-normalised cosmological constant, and Hubble’s constant, $`H_070`$ km s-1 Mpc-1.. The obvious alternative is the analytical Press-Schechter (1974) formalism (e.g. Peacock 1999). The halo population is normally given as a co-moving mass function, but the isothermal sphere lens model used in Section 3.2 is parameterised by its line-of-sight velocity dispersion, $`\sigma `$, rather than mass. Equating the total mass to that inside the virial radius of the isothermal sphere (e.g. Narayan & White 1988; Kochanek 1995) results in the conversion

$$M(\sigma ,z)=\frac{\left(2^{1/2}\sigma \right)^3}{10GH(z)},$$
(3)
where $`G`$ is Newton’s constant and $`H(z)=H_0[\mathrm{\Omega }_{\mathrm{m}_0}(1+z)^3+\mathrm{\Omega }_{\mathrm{\Lambda }_0}(\mathrm{\Omega }_{\mathrm{m}_0}+\mathrm{\Omega }_{\mathrm{\Lambda }_0}1)(1+z)^2]^{1/2}`$. The final expression for the co-moving halo population is then (Mortlock 1999)

$`{\displaystyle \frac{\mathrm{d}n_\mathrm{d}}{\mathrm{d}\sigma }}(z)`$ $`=`$ $`{\displaystyle \frac{15\mathrm{\Omega }_{\mathrm{m}_0}H_0^3}{8\pi ^{3/2}}}{\displaystyle \frac{H(z)/H_0\delta _{\mathrm{crit}}(z)}{\sigma ^4\mathrm{\Delta }\left[M(\sigma ,z)\right]}}`$ (4)
$`\times `$ $`{\displaystyle \frac{\mathrm{d}\mathrm{ln}\left\{\mathrm{\Delta }\left[M(\sigma ,z)\right]\right\}}{\mathrm{d}\mathrm{ln}(\sigma )}}\mathrm{exp}\left\{{\displaystyle \frac{\delta _{\mathrm{crit}}^2(z)}{2\mathrm{\Delta }^2\left[M(\sigma ,z)\right]}}\right\},`$
where $`M(\sigma ,z)`$ is given in equation (3). The cosmological model enters equation (4) only through $`\delta _{\mathrm{c}rit}(z)`$, the extrapolated linear overdensity that would have collapsed at redshift $`z`$ (e.g. Peebles 1980). The present day variance on mass scale $`M`$, $`\mathrm{\Delta }(M)`$, is determined by the power spectrum of density fluctuations. The approximate CDM power spectrum of Efstathiou, Bond & White (1992) is adopted here. Most of the power spectrum parameters have little influence on the lensing likelihood (Kochanek 1995; Mortlock 1999), and so only the primordial power-law slope, $`n`$, and the normalisation, $`\mathrm{\Delta }_8`$ (the present day variance in spheres of radius 8 Mpc), are allowed to vary.

### 3.2 Lens model

The mass distributions of galaxy clusters – the inner regions in particular – are not well constrained by observations or theory: CDM-based $`N`$-body simulations suggest that they are singular (e.g. Navarro, Frenk & White 1997); the properties of giant arcs imply they have small core radii (e.g. Fort et al. 1992; Smail et al. 1995, but see also Bartelmann 1996) or very massive central galaxies (Williams, Navarro & Bartelmann 1999); and other observational data span the possibilities (e.g. Narayan, Blandford & Nityananda 1984; Mohr et al. 1996; Pointecouteau et al. 1999). A simple isothermal sphere (e.g. Turner, Ostriker & Gott 1984; Binney & Tremaine 1987) is adopted here because the principal analytic alternative – the Navarro et al. (1997) profile – is inconsistent with the strong lensing properties of clusters (Williams et al. 1999). However the main short-coming of both these models is the absence of any substructure, the inclusion of which increases image separations by $`50`$ per cent on average (Bartelmann, Steinmetz & Weiss 1995).

The isothermal profile, parameterised primarily its velocity dispersion, is assumed to have a core radius, $`r_\mathrm{c}`$, which scales as $`r_\mathrm{c}=r_\mathrm{c}(\sigma /\sigma _{})^{u_\mathrm{c}}`$, where $`\sigma _{}=`$ 1000 km s-1 is chosen arbitrarily. Its lensing properties are usually cast in terms of the singular model’s Einstein radius, $`\theta _\mathrm{E}`$ (which is dependent on the cosmological model; Schneider, Ehlers & Falco 1992), and the critical radius in the lens plane, $`\beta _{\mathrm{c}rit}`$ (which decreases as the core radius increases). For the definitions of these terms and a further discussion of this lens model see, Hinshaw & Krauss (1984), Kochanek (1996) or Mortlock & Webster (2000).

### 3.3 Lensing probability

From the properties of the lens model it is possible to calculate the probability, $`p_\mathrm{q}`$, that a quasar of magnitude $`m_\mathrm{q}`$ (in the parent survey) and redshift $`z_\mathrm{q}`$ is found to be lensed. This is derived rigorously for a typical lens survey in Kochanek (1996) and Mortlock & Webster (2000), but there are some important differences in the calculation of the magnification bias here. In most lens surveys, the angular separation of the images is less than the angular resolution of the parent survey, and so, for a lensed quasar, $`m_\mathrm{q}`$ is given by summing the fluxes of all the images. However, in the case of the UKST data from which the LBQS was selected, only images separated by $`5`$ arcsec appear merged (Webster, Hewett & Irwin 1988, although Hewett et al. 1995 give $`6`$ arcsec; this discrepancy leads to a $`10`$ per cent uncertainty in the calculated lensing probability), whereas the search annulus of the lens survey extends from $`\mathrm{\Delta }\theta _{\mathrm{m}in}=3`$ arcsec to $`\mathrm{\Delta }\theta _{\mathrm{m}ax}=10`$ arcsec. This is an unusual situation – the lens survey improves on the parent survey in depth, not resolution. For any lenses with $`\mathrm{\Delta }\theta 5`$ arcsec the standard magnification bias is correct, but for wider-separation multiples $`m_\mathrm{q}`$ is determined only by the magnification of the brightest individual image333Merging images are not explicitly treated here.. This is often considerably less than the total magnification, and the resultant reduction in the lensing probability can be quite marked, as shown below.

The first step in evaluating $`p_\mathrm{q}`$ is to calculate $`p_{\mathrm{q},d}`$, the probability that a given quasar is lensed by a particular halo, defined by its redshift, $`z_\mathrm{d}`$ and its velocity dispersion, $`\sigma `$. With the normal total magnification bias, this is given by

$$p_{\mathrm{q},d}=\frac{_0^{\beta _{\mathrm{c}rit}}2\pi \beta S(\beta )\frac{\mathrm{d}^2N_\mathrm{q}}{\mathrm{d}z_\mathrm{q}\mathrm{d}m}|_{m=m_\mathrm{q}+5/2\mathrm{log}[\mu _{\mathrm{t}ot}(\beta )]}\mathrm{d}\beta }{4\pi \frac{\mathrm{d}^2N_\mathrm{q}}{\mathrm{d}z_\mathrm{q}\mathrm{d}m_\mathrm{q}}},$$
(5)
where the quasar luminosity function, $`\mathrm{d}^2N_\mathrm{q}/\mathrm{d}z\mathrm{d}m`$, is given in equation (1) and $`S(\beta )`$ is the selection function (c.f. Kochanek 1996). The latter is approximated by

$`S(\beta )`$ $`=`$ $`H\left[\mathrm{\Delta }m_{\mathrm{m}ax}\mathrm{\Delta }m(\beta )\right]`$ (6)
$`\times `$ $`H\left[\mathrm{\Delta }\theta (\beta )\mathrm{\Delta }\theta _{\mathrm{m}in}\right]H\left[\mathrm{\Delta }\theta _{\mathrm{m}ax}\mathrm{\Delta }\theta (\beta )\right],`$
where $`H(x)`$ is the Heavyside step function.

Equation (5) can be converted to the single image magnification bias simply by replacing $`\mu _{\mathrm{t}ot}(\beta )`$ with the magnification of the brightest image, $`\mu _{\mathrm{m}ax}(\beta )`$. As $`\mu _{\mathrm{m}ax}<\mu _{\mathrm{t}ot}`$ in all cases of multiple imaging, the single image magnification bias always results in a lower value of $`p_{\mathrm{q},d}`$. The ratio of the two probabilities is particularly simple to calculate if the deflectors are assumed to be singular: the integration variable in equation (5) can be changed to $`\mu _{\mathrm{t}ot}=2/(\beta /\theta _\mathrm{E})`$, and $`\mu _{\mathrm{m}ax}=(1+\beta /\theta _\mathrm{E})/(\beta /\theta _\mathrm{E})`$. Thus

$$\frac{p_{\mathrm{q},dsingle}}{p_{\mathrm{q},dtotal}}=\frac{_2^{\mathrm{}}\frac{2}{(\mu _{\mathrm{m}ax}1)^3}\frac{\mathrm{d}^2N_\mathrm{q}}{\mathrm{d}z_\mathrm{q}\mathrm{d}m}|_{m=m_\mathrm{q}+5/2\mathrm{log}(\mu _{\mathrm{m}ax})}\mathrm{d}\mu _{\mathrm{m}ax}}{_2^{\mathrm{}}\frac{8}{\mu _{\mathrm{t}ot}^3}\frac{\mathrm{d}^2N_\mathrm{q}}{\mathrm{d}z_\mathrm{q}\mathrm{d}m}|_{m=m_\mathrm{q}+5/2\mathrm{log}(\mu _{\mathrm{t}ot})}\mathrm{d}\mu _{\mathrm{t}ot}},$$

(7)
where $`\mathrm{\Delta }m_{\mathrm{m}ax}\mathrm{}`$ for simplicity. Fig. 1 shows how this ratio varies with the slope of the quasar number counts, $`\alpha _\mathrm{q}`$, if they are given by a single power law, $`\mathrm{d}N_\mathrm{q}/\mathrm{d}m10^{\alpha _\mathrm{q}m}`$. The main difference between the two situations is the reduction in the amplitude of the high-magnification tail in the case of the single image magnification bias, which in turn has a greater effect on $`p_{\mathrm{q},d}`$ if the luminosity function is steeper. Thus the wide-separation lensing probability for bright quasars (including the LBQS) is up to a factor of three lower than previous calculations would suggest444Most relevantly, Kochanek (1995) used the normal magnification bias, but due to the image separations under consideration (up to 1 arcmin), the weaker, single image bias would have given a more realistic value of the lensing probability. For example, the two standard deviation result that $`0.27\mathrm{\Delta }_80.63`$ (in the standard CDM model) becomes $`0.35\mathrm{\Delta }_80.75`$..

The probability that a quasar is lensed by any halo is obtained by integrating $`p_{\mathrm{q},d}`$ over the deflector population, to give

$$p_\mathrm{q}=_0^{z_\mathrm{q}}_0^{\mathrm{}}\frac{\mathrm{d}V_0}{\mathrm{d}z}|_{z=z_\mathrm{d}}\frac{\mathrm{d}n_\mathrm{d}}{\mathrm{d}\sigma }(z)p_{\mathrm{q},d}\mathrm{d}\sigma \mathrm{d}z_\mathrm{d},$$
(8)
where $`\mathrm{d}n_\mathrm{d}/\mathrm{d}\sigma (z)`$, the co-moving density of deflectors, is given in Section 3.1.

This must be calculated separately for each quasar in the LBQS, due mainly to their large redshift range, and the resultant likelihoods can be averaged to give $`p_\mathrm{q}`$. This is shown in Figs. 2 and 3 as function of several model parameters. In Fig. 2 (a), the lensing probability initially increases very rapidly with $`\mathrm{\Delta }_8`$, as the velocity dispersion of the largest halos depends exponentially on $`\mathrm{\Delta }_8`$ (Kochanek 1995). For $`\mathrm{\Delta }_8\delta _{\mathrm{c}rit}`$, however, the lensing likelihood flattens off as the largest halos produce image separations of $``$ 10 arcsec, and so cannot contribute to $`p_\mathrm{q}`$. As shown in Fig. 2 (b), the number of lenses decreases with cluster core radii, as expected (e.g. Kochanek 1995). However the dependence is very weak if $`u_\mathrm{c}4`$. For a given $`r_\mathrm{c}`$, the smaller deflectors (which are capable of producing lenses with $`\mathrm{\Delta }\theta `$ 3 arcsec) are more effective, being nearly singular. Unfortunately this degeneracy means that any limits placed on the other model parameters are weakened by the fact that $`u_\mathrm{c}`$ is essentially unconstrained. The situation with respect to $`n`$ is more promising – as can be seen from Fig. 2 (c) the slope of the power spectrum has only a small effect on the lens statistics.

The dependence of $`p_\mathrm{q}`$ on the cosmological model is illustrated in both Fig. 2 and Fig. 3. The most striking aspect of these plots is that $`\mathrm{\Omega }_{\mathrm{m}_0}`$ is considerably more important than $`\mathrm{\Omega }_{\mathrm{\Lambda }_0}`$, whereas it is the cosmological constant that dominates the statistics of lensing by galaxy-scale objects. For a given $`\mathrm{\Omega }_{\mathrm{m}_0}`$ the volume element is greater in high-$`\mathrm{\Omega }_{\mathrm{\Lambda }_0}`$ universes, but clusters form at later times, so the increase of $`p_\mathrm{q}`$ with $`\mathrm{\Omega }_{\mathrm{\Lambda }_0}`$ is only mild. The strong dependence on $`\mathrm{\Omega }_{\mathrm{m}_0}`$ comes about primarily as halos are heavier for a fixed $`\mathrm{\Delta }_8`$. A cluster that has collapsed from an initial perturbation of a given co-moving scale has mass $`M\mathrm{\Omega }_{\mathrm{m}_0}`$, velocity dispersion $`\sigma \mathrm{\Omega }_{\mathrm{m}_0}^{1/3}`$ \[from equation (3)\], and hence a lensing cross-section that increases as $`\mathrm{\Omega }_{\mathrm{m}_0}^{4/3}`$ (e.g. Turner et al. 1984; Kochanek 1995). This dependence is apparent for low-density models (See Fig. 3.), but as $`\mathrm{\Omega }_{\mathrm{m}_0}1`$ the predominant halos have typical image separations that are greater than $`\mathrm{\Delta }\theta _{\mathrm{m}ax}`$. A lens survey with a broader search annulus than that of the LBQS would be required to probe models with either $`\mathrm{\Delta }_8`$ or $`\mathrm{\Omega }_{\mathrm{m}_0}`$ of order unity.

## 4 Results

The selection criteria for a lens to appear in the LBQS (Section 2) and the lensing calculation described in Section 3 can now be combined to give $`P_0`$, the probability that the LBQS contains no wide-separation lenses. This is shown for several combinations of model parameters in Fig. 4. The contours shown are for $`P_0=0.01`$ (i.e. 99 per cent limits), $`P_0=0.05`$ and $`P_0=0.5`$, but are only one-sided as models which predict an arbitrarily low number of lenses are perfectly consistent with the data.

Fig. 4 (a) shows that $`\mathrm{\Delta }_80.4`$ (with 99 per cent confidence) in an Einstein-de Sitter (EdS) cosmology with a standard CDM spectrum. This is considerably lower than the value of $`1.4\pm 0.1`$ inferred from the Cosmic Background Explorer (COBE) data (Smoot et al. 1992). Standard COBE-normalised CDM models can be made consistent with the data if $`r_\mathrm{c}`$ $`10`$ kpc and $`u_\mathrm{c}2`$, as shown in Fig. 4 (b). Although such models are somewhat contrived555There must also be some nearly-singular clusters to account for the morphology of the confirmed wide-separation lenses listed in Section 1. Observations of giant arcs (e.g. Smail et al. 1995; Bartelmann 1996) also argue against such high values of c∗., the scaling of cluster core radii is so poorly constrained that they cannot be completely ruled out. However it is the same low-density models implied by observations of high-redshift supernovæ (e.g. Schmidt et al. 1998; Perlmutter et al. 1999) and the position of the first CMB Doppler peak (e.g. Efstathiou et al. 1999; de Bernardis et al. 2000) that are favoured by the data at hand. There may be a slight discrepancy if measurements of $`\mathrm{\Delta }_8`$ are also considered, as the values inferred from the local cluster population (e.g. Peebles 1989; Frenk et al. 1990; Bahcall, Fan & Cen 1997) and the galaxy-galaxy correlation function (e.g. Maddox et al. 1990; Efstathiou et al. 1992) are slightly higher than allowed in the $`\mathrm{\Omega }_{\mathrm{m}_0}=0.3`$ model here. However, if $`\mathrm{\Omega }_{\mathrm{m}_0}0.2`$ and the universe is flat then the greatest source of disagreement with the absence of wide-separation lenses in the LBQS is, somewhat ironically, the low number of small-separation lenses that preclude $`\mathrm{\Omega }_{\mathrm{\Lambda }_0}0.8`$ (e.g. Kochanek 1996).

It is possible, although very unlikely, that there is a wide-separation lens in the LBQS, as Q 1429$``$0053 has not been conclusively proved to be a binary quasar and there is still a small amount of the companion search to be completed (Hewett et al. 1998). If such a lens were to be discovered then the limits on the model parameters would be shifted somewhat. Performing a calculation similar to that described in Section 3 gives the probability of finding one lens in the LBQS as

$`P_1`$ $``$ $`N_\mathrm{q}p_\mathrm{q}(1p_\mathrm{q})^{N_\mathrm{q}1}`$ (9)
$``$ $`N_\mathrm{q}P_0^{(N_\mathrm{q}1)/N_\mathrm{q}}(1P_0)^{1/N_\mathrm{q}},`$
where $`N_\mathrm{q}=1055`$ is the number of quasars in the survey. From this conversion, the 1 per cent, 5 per cent and 50 per cent contours for $`P_0`$ shown in Fig. 4 become 5 per cent, 15 per cent and 35 per cent contours for $`P_1`$, respectively. In other words, the 99 per cent limits would be weakened to 95 per cent limits. The constraints would also become two-sided, but the models that would be ruled out by the presence of a lens have $`p_\mathrm{q}10^5`$, and would not be considered plausible a priori. Thus the presence of a wide-separation lens in the LBQS would broaden the constraints on the model parameters, but would not qualitatively change the conclusions.

## 5 Conclusions

The fact that no wide-separation ($`\mathrm{\Delta }\theta 3`$ arcsec) lenses have been discovered in the LBQS places tight constraints on the population of cluster-mass objects in the universe. Assuming a hierarchical theory of halo formation, one-sided limits can then be placed on several cosmological parameters. Interestingly, the results presented in Section 4 (See also Kochanek 1995.) indicate that only three model parameters are strongly constrained ($`\mathrm{\Omega }_{\mathrm{m}_0}`$, $`\mathrm{\Delta }_8`$ and $`r_\mathrm{c}`$), and that the lens statistics are almost independent of the cosmological constant. This is in stark contrast with the probability of lensing by galaxies, which is dominated by $`\mathrm{\Omega }_{\mathrm{\Lambda }_0}`$.

The most straightforward result is that standard the CDM model (i.e. an EdS cosmology with a power spectrum index of $`n=1`$) is completely ruled out unless the normalisation is very low ($`\mathrm{\Delta }_80.4`$ at the 99 per cent level). Only if the core radii of $`\sigma `$ 1000 km s-1 clusters are $`10`$ kpc, and $`r_\mathrm{c}\sigma ^2`$ can these limits be avoided. For non-EdS cosmologies, the lensing results are in agreement with most a priori reasonable models (as discussed in Section 4), although $`\mathrm{\Omega }_{\mathrm{m}_0}0.2`$ is implied unless $`\mathrm{\Delta }_8`$ is low or, again, clusters have large core radii.

Whilst the conclusions are in agreement with most expectations, it is important to consider the various approximations in this calculation, and their effects on the parameter constraints. Fortunately, the lensing probability varies as $`\mathrm{\Omega }_{\mathrm{m}_0}^{4/3}`$ and increases exponentially with $`\mathrm{\Delta }_8`$ (provided $`\mathrm{\Delta }_81`$), whereas the use of the Press-Schechter (1974) formalism, the calculation of $`\delta _{\mathrm{c}rit}`$, the choice of a smooth, spherical lens model, and the treatment of the magnification bias all lead to uncertainties of tens of per cent at most. Hence the limits on $`\mathrm{\Omega }_{\mathrm{m}_0}`$ and $`\mathrm{\Delta }_8`$ could be changed by similar amounts. The choice of mass profile used for the lenses is more important (as illustrated by the effect of $`r_\mathrm{c}`$) and it would be especially interesting to perform the above calculation using the Navarro et al. (1997) halo model, as the mass distribution of the halos in their prescription is assumed to be directly related to the underlying cosmological model.

The LBQS represents an ideal type of data-set for this kind of analysis, as it has well-characterised selection effects and the companion search was both deep and systematic; the only real shortcoming is the size of the survey. Both the Jodrell Bank-Very Large Array Astrometric Survey (JVAS; Patnaik et al. 1992) of $`2500`$ sources and the smaller Hubble Space Telescope Snapshot Survey (Maoz et al. 1997) of $`500`$ quasars also contain no confirmed lenses with $`\mathrm{\Delta }\theta 5`$ arcsec (Marlow et al. 1998), and so would imply similar one-sided limits to those presented here. The situation should be improved with the advent of much larger surveys, such as the 2 degree Field (2dF) quasar survey (e.g. Boyle et al. 1999a,b), with $`3\times 10^4`$ quasars, and the Sloan Digital Sky Survey (SDSS; e.g. Szalay 1998; Loveday & Pier 1998), with $`10^5`$ quasars. The 2dF survey’s companion search is not particularly deep, and will only include lenses with image separations greater than 8 arcsec. Nonetheless, the sheer size of the data-set will allow a lensing determination of $`\mathrm{\Omega }_{\mathrm{m}_0}`$ and $`\mathrm{\Delta }_8`$ to within $`10`$ per cent. The SDSS quasar survey includes high-resolution imaging, and should thus provide a large sample of both galactic and wide-separation lenses. This will allow $`\mathrm{\Omega }_{\mathrm{m}_0}`$, $`\mathrm{\Omega }_{\mathrm{\Lambda }_0}`$ and $`\mathrm{\Delta }_8`$ to be constrained simultaneously to within several per cent from lensing statistics alone.

## Acknowledgments

Many thanks to both Paul Hewett, whose intimate understanding of the LBQS was crucial to this analysis, and to the anonymous referee, whose comments improved the form of this paper. DJM was supported by an Australian Postgraduate Award.


text:
# Baryonic Dark Matter in Galaxies

## 1. Introductory Overview

Evidence for dark matter has been claimed in many different contexts. There may be local dark matter in the Galactic disc, dark matter in the halos of our own and other galaxies, dark matter associated with clusters of galaxies and finally - if one believes that the total cosmological density has the critical value - smoothly distributed background dark matter. Since dark matter probably takes as many different forms as visible matter, it would be simplistic to assume that all these dark matter problems have a single solution. The local dark matter is almost certainly unrelated to the other ones and, while the halo and cluster dark matter would be naturally connected in many evolutionary scenarios, there is a growing tendency to regard the unclustered background dark matter as different from the clustered component.

As emphasized in a recent review by Turner (1999), there are also many different types of dark matter candidates. The latest supernovae measurements indicate that the cosmological expansion is accelerating, which means that the total density must be dominated by some form of energy with negative pressure (possibly a cosmological constant). Theorists therefore now distinguish between this exotic (unclustered) dark energy and the ordinary matter component (with positive pressure). The combination of the supernovae and microwave background observations suggest that the density parameters of these two components are $`\mathrm{\Omega }_X=0.8\pm 0.2`$ and $`\mathrm{\Omega }_M=0.4\pm 0.1`$ respectively. This is compatible with the total density parameter being $`1`$, as expected in the inflationary scenario, but does not definitely require this.

The matter density may itself be broken down into different components (Turner 1999). Large-scale structure observations suggest that there must be cold dark matter (i.e. “Weakly Interacting Massive Particles” or WIMPs) with a density parameter $`\mathrm{\Omega }_C=0.3\pm 0.1`$, the latest determination of the neutrino mass by the Super-Kamiokande experiment requires that there is hot dark matter with a density parameter $`\mathrm{\Omega }_H0.01`$, and we will see that Big Bang nucleosynthesis calculations require that the baryonic matter (be it visible or dark) has a density parameter $`\mathrm{\Omega }_B=0.05\pm 0.005`$. It is remarkable, not only that each of these components seems to be needed, but also that their densities are all within one or two orders of magnitude of each other:

$$1>\mathrm{\Omega }_X\mathrm{\Omega }_C\mathrm{\Omega }_H\mathrm{\Omega }_B>0.01.$$
(1)
Why this should be remains a mystery. Note that all the $`\mathrm{\Omega }`$ values given above assume a Hubble parameter $`H_o=65`$ km s-1 Mpc-1.

This paper will focus exclusively on baryonic dark matter, because that is the form of dark matter most relevant to microlensing observations. We will address four issues: (1) What is the evidence that some of the baryons in the Universe are dark? (2) What are the reasons for believing that some of these dark baryons are in galaxies (i.e. in the form of MACHOs)? (3) What are the microlensing signatures of baryonic dark matter? (4) What constraints do these and other observations place on MACHO candidates? However, it is important to place these considerations in the broader context discussed above.

## 2. Evidence for Baryonic Dark Matter

The main argument for both baryonic and non-baryonic dark matter comes from Big Bang nucleosynthesis calculations. This is because the success of the standard picture in explaining the primordial light element abundances only applies if the baryon density parameter lies in the range (Copi et al. 1995)

$$0.007h^2<\mathrm{\Omega }_B<0.022h^2$$
(2)
where $`h`$ is the Hubble parameter in units of $`100`$ km s-1 Mpc-1. For comparison, the latest measurements of the primordial deuterium abundance imply a much tighter constraint (Burles et al. 1999):

$$0.018h^2<\mathrm{\Omega }_B<0.020h^2.$$
(3)
In any case, the upper limit implies that $`\mathrm{\Omega }_B`$ is well below 1, which suggests that no baryonic candidate could provide the matter density required by large-scale structure observations. This conclusion also applies if one invokes inhomogeneous nucleosynthesis since one requires $`\mathrm{\Omega }_B<0.09h^2`$ even in this case (Mathews et al. 1993). On the other hand, the value of $`\mathrm{\Omega }_B`$ allowed by eqns (2) and (3) almost certainly exceeds the density of visible baryons $`\mathrm{\Omega }_V`$. A careful inventory by Persic & Salucci (1992) shows that the density in galaxies and cluster gas is

$$\mathrm{\Omega }_V(2.2+0.6h^{1.5})\times 10^30.003$$
(4)
where the last approximation applies for reasonable values of $`h`$. This is well below the lower limits allowed by eqns (2) and (3), so it seems that one needs both non-baryonic and baryonic dark matter.

The claim that some of the nucleosynthetic baryons must be dark is such an important one that it is important to consider whether it can be circumvented by decreasing $`\mathrm{\Omega }_B`$ or increasing $`\mathrm{\Omega }_V`$ in some way. Both of these possibilities have been advocated.

A few years ago the anomalously high deuterium abundance measured in intergalactic Lyman-$`\alpha `$ clouds suggested that the nucleosynthesis value for $`\mathrm{\Omega }_B`$ could be lower than the standard one (Carswell et al. 1994, Songaila et al. 1994, Rugers & Hogan 1996, Webb at al. 1997). However, the evidence for this has always been strongly disputed (Tytler et al. 1996). In particular, recent studies of the quasars Q1937 and Q1009 suggest that the deuterium abundance is $`3.3\times 10^5`$. This corresponds to $`\mathrm{\Omega }_Bh^2=0.019`$ (Burles & Tytler 1998), which is in the middle of the range given by eqn (3).

The possibility that $`\mathrm{\Omega }_V`$ could be larger than indicated by eqn (4) is much harder to refute. Certainly one can now make a more precise estimate for some of the components of $`\mathrm{\Omega }_V`$ than Persic & Salucci. A recent review by Hogan (1999) replaces the factors in brackets in eqn (4) by 2.6 for spheroid stars, 0.86 for disc stars, 0.33 for neutral atomic gas, 0.30 for molecular gas and 2.6 for the ionized gas in clusters. This assumes $`H_o=70`$ km s-1 Mpc-1. However, this may still not account for all components. For example, there may be some baryons in low surface brightness galaxies (De Blok & McGaugh 1997) or dwarf galaxies (Loveday et al. 1997) or in a hot intergalactic medium. The last possibility is emphasized by Cen & Ostriker (1999), who find that - in the context of the CDM scenario - half the mass of baryons should be in warm ($`10^510^7`$K) intergalactic gas at the present epoch.

Another possibility is that the missing baryons could be in gas in groups of clusters. This has been emphasized by Fukugita et al. (1998), who argue that plasma in groups (which would be too cool to have appreciable X-ray emission) could provide all of the cosmological nucleosynthesis shortfall. Indeed the review by Hogan (1999) suggests that the ionized gas in groups could have a density parameter as high as $`0.014`$. However, it must be stressed that this estimate is based on an extrapolation of observations of rich clusters and there is no direct evidence for this.

## 3. Is There Baryonic Dark Matter in Galaxies?

Which of the dark matter problems identified in Section 1 could be baryonic? Certainly the dark matter in galactic discs could be - indeed this is the only dark matter problem which is definitely baryonic. Even if all discs have the 60% dark component envisaged for the Galaxy by Bahcall et al. (1992), this only corresponds to $`\mathrm{\Omega }_d0.001`$, well below the nucleosynthesis bound. However, the Bahcall et al. claim is strongly disputed by Kuijken & Gilmore (1989) and Flynn & Fuchs (1995). Indeed recent Hipparcos observations suggest that the dark disc fraction is below 10% (Crézé et al. 1998).

The more interesting question is whether the halo dark matter could be baryonic. If the Milky Way is typical, the density associated with halos would be $`\mathrm{\Omega }_h0.03h^1(R_h/100\text{kpc})`$, where $`R_h`$ is the (uncertain) halo radius, so the upper limit in eqn (2) implies that all the dark matter in halos could be baryonic providing $`R_h<70h^1`$kpc. This is marginally possible for our galaxy (Fich & Tremaine 1991), in which case the dark baryons could be contained in the remnants of a first generation of “Population III” stars (Carr 1994). This corresponds to the “Massive Compact Halo Object” or “MACHO” scenario and has attracted considerable interest as a result of the LMC microlensing observations. Even if halos are larger than $`70h^1`$kpc, and studies of the kinematics of other spirals by Zaritsky et al. (1993) suggest that they could be as large as $`200h^1`$kpc, a considerable fraction of their mass could still be in stellar remnants.

Probably the only direct evidence that there are dark baryons in galaxies comes from studying the density profiles and rotation curves in dwarf galaxies. It is well known that the presence of dark matter in dwarf galaxies requires that it cannot be entirely hot. However, if the dark matter consisted only of WIMPs, one would expect it to have the standard Navarro-Frenk-White density profile (Navarro et al. 1997) and Burkert & Silk (1999) claim that the profile for DDO 154 is very different from this. They argue that the measurements indicate the presence of a centrally condensed baryonic dark component, having about 25% of the total dark matter density. Another possible signature of a baryonic halo would be flattening of the halo since more dissipation would be expected in this case. For our galaxy observations are best fit by an axis ratio $`q0.6`$, which constrains the fraction of the halo in MACHOs but does not necesssarily require them (Samurovic et al. 1999).

On theoretial grounds one would expect the halo dark matter to be a mixture of WIMPs and MACHOs. For since the cluster dark matter must be predominantly cold, one would expect at least some of it to clump into galactic halos. The relative densities of the two components would depend sensitively on the formation epoch of the Population III stars. If they formed pregalactically, one would expect the halo ratio to reflect the cosmological background ratio (viz. $`\mathrm{\Omega }_B/\mathrm{\Omega }_C0.1`$). However, if they formed protogalactically, the ratio could be larger since the baryons could have dissipated and become more centrally concentrated than the WIMPs.

In order to distinguish between the pregalactic and protogalactic scenarios, it is important to gain independence evidence about the formation epoch of the putative MACHOs. At moderate redshifts one can obtain a lower limit to the baryon density by studying Lyman-$`\alpha `$ clouds. The simulations of Weinberg et al. (1997) suggest that the density parameter of the clouds must be at least $`0.017h^2`$ at a redshift of 2 and this is already close to the upper limit given by eqn (3). By today some of these baryons might have been transformed into a hot intergalactic medium or stars but this suggests that there was little room for any dark baryons before $`z=2`$. On the other hand, we will see in Section 5.4 that background light constraints require that any massive Population III stars must have formed much earlier than this.

## 4. Lensing Constraints

One of the most useful signatures of compact objects is their gravitational lensing effects. Indeed it is remarkable that lensing could permit their detection over the entire mass range $`10^7M_{}`$ to $`10^{12}M_{}`$. There are two distinct lensing effects and these probe different but nearly overlapping mass ranges: macrolensing (the multiple-imaging of a source) can be used to search for objects larger than $`10^5M_{}`$, while microlensing (modifications to the intensity of a source) can be used for objects smaller than $`10^3M_{}`$. The current constraints on the density parameter of compact objects in various mass ranges are brought together in Figure 1, shaded regions being excluded. Although the focus of this meeting is mainly on microlensing, it is useful to bring all the limits together. Most of these limits presume a cosmological distribution of lenses but they are still applicable for lenses confined to halos provided the halos cover the sky.

Macrolensing by Compact Objects. If one has a population of compact objects with mass $`M`$ and density parameter $`\mathrm{\Omega }_c`$, then the probability of one of them multiply-imaging a source at a cosmological redshift and the separation between the images are roughly

$$P0.1\mathrm{\Omega }_c,\theta 6\times 10^6(M/M_{})^{1/2}h^{1/2}\text{arcsec}$$
(5)
(Press & Gunn 1973). One can therefore use upper limits on the frequency of macrolensing for different image separations to constrain $`\mathrm{\Omega }_c`$ as a function of $`M`$. In particular, in the context of quasars, VLA observations imply $`\mathrm{\Omega }_c(10^{11}10^{13}M_{})<0.4`$ (Hewitt 1986) and HST data imply $`\mathrm{\Omega }_c(10^{10}10^{12}M_{})<0.02`$ (Surdej et al. 1993). To probe smaller scales, one can use high resolution radio sources: Kassiola et al. (1991) have invoked lack of lensing in 40 VLBI objects to infer $`\mathrm{\Omega }_c(10^710^9M_{})<0.4`$, while a study of VLBA sources leads to a limit $`\mathrm{\Omega }_c(10^610^8M_{})<0.03`$ (Henstock 1996). Other techniques (eg. speckle interferometry) could strengthen these constraints, as indicated by the broken lines in Figure 1. It should be stressed that the expression for $`P`$ in eqn (5) has some dependence on the cosmological model. Indeed one of the important recent uses of macrolensing searches is to constrain the cosmological constant, the observations requiring $`\mathrm{\Omega }_\mathrm{\Lambda }<0.7`$.

Microlensing in Macrolensed Sources. If a galaxy is suitably positioned to image-double a quasar, then there is also a high probability that an individual halo object will traverse the line of sight of one of the images and this will give intensity fluctuations in one but not both images (Gott 1981). The effect would be observable for objects bigger than $`10^4M_{}`$ but the timescale of the fluctuations $`40(M/M_{})^{1/2}`$y would make them detectable only for $`M<0.1M_{}`$. There is already evidence of this effect for the quasar 2237+0305 (Irwin et al. 1989), the observed timescale for the variation in the luminosity of one of the images possibly indicating a mass below $`0.1M_{}`$ (Webster et al. 1991). However, because the optical depth is high, the mass estimate is very uncertain and a more recent analysis suggests that it could be in the range $`0.110M_{}`$ (Lewis et al. 1998), in which case the lens could be an ordinary star. The absence of this effect in the quasar 0957+561 has also been used to exclude MACHOs with mass in the range $`10^710^3M_{}`$ from making up all of the halo of the intervening galaxy, although the precise limit has some dependence on the quasar size (Schmidt & Wambsganss 1998). Another application of this method is to seek microlensing in a compact radio source which is macrolensed by a galaxy. Indeed Koopmans & Bruyn (2000) claim to have detected this effect for the CLASS gravitational lens B1600+434. The inferred lens mass is around $`0.5M_{}`$, comparable to the mass implied by the LMC data. This result is discussed in more detail at this meeting.

Microlensing of Quasars. More dramatic but rather controversial evidence for the microlensing of quasars comes from Hawkins (1993, 1996, 1999), who has been monitoring 300 quasars in the redshift range $`13`$ for nearly 20 years using a wide-field Schmidt camera. He finds quasi-sinusoidal variations with an amplitude of 0.5 magnitudes on a timescale 5 y and attributes this to lenses with mass $`10^3M_{}`$. The crucial point is that the timescale decreases with increasing redshift, which is the opposite to what one would expect for intrinsic variations, although this has been disputed (Alexander 1995, Baganoff & Malkan 1995). The timescale also increases with the luminosity of the quasar and he explains this by noting that the variability timescale should scale with the size of the accretion disc (which should itself correlate with luminosity). A rather worrying feature of Hawkins’ claim is that he requires the density of the lenses to be close to critical (in order that the sources are transited continuously), so he has to invoke primordial black holes which form at the quark-hadron phase transition (Crawford & Schramm 1982). However, this requires fine-tuning since the fraction of the Universe going into black holes at this transition must only be about $`10^9`$. As discussed in Section 5.5, Walker (1999) has proposed that Hawkins’ lenses might also be jupiter-mass gas clouds.

Line-Continuum Effects for Quasars. In some circumstances, the continuum part of the quasar emission will be microlensed but not the line part. This is because only the continuum region may be small enough to act as a point-like source. (For a lens at a cosmological distance the Einstein radius is $`0.05(M/M_{})^{1/2}h`$ pc, whereas the sizes of the optical continuum and line regions are of order $`10^4`$pc and 1 pc respectively.) This would decrease the equivalent width of the emission lines, so in statistical studies of many quasars one would expect the characteristic equivalent width of quasar emission lines to decrease as one goes to higher redshift because there would be an increasing probability of having an intervening lens. Dalcanton et al. (1994) compared the equivalent widths for a high and low redshift sample of quasars and found no difference. They inferred

$$\mathrm{\Omega }_c(0.00160M_{})<0.2,\mathrm{\Omega }_c(60300M_{})<1,\mathrm{\Omega }_c(0.0120M_{})<0.1.$$
(6)
The mass limits come from the fact that the amplification of even the continuum region would be unimportant for $`M<0.001M_{}`$, while the amplification of the line regions would be important (cancelling the effect) for $`M>20M_{}`$ if $`\mathrm{\Omega }_c=0.1`$ or $`M>60M_{}`$ if $`\mathrm{\Omega }_c=0.2`$ or $`M>300M_{}`$ if $`\mathrm{\Omega }_c=1`$. These limits are indicated in Fig.1 and are marginally incompatible with Hawkins’ claim that $`\mathrm{\Omega }_c(10^3M_{})1`$.

Lensing of Quasars by Dark Objects in Clusters. If halos are made of MACHOs, one would also expect some of these to be spread throughout a cluster of galaxies. This is because individual galaxies should be stripped of some of their outer halo as a result of collisions and tidal interactions. This method is sensitive to MACHOs in the mass range $`10^610^3M_{}`$. Tadros et al. (1998) have therefore looked for the microlensing of quasars by MACHOs in the Virgo cluster: four months of observations of 600 quasars with the UK Schmidt telescope have yielded no candidates and this already implies that less than half the mass of Virgo is in $`10^5M_{}`$ objects. A more extensive follow-up campaign is currently underway. This technique would also be sensitive to cold molecular clouds of the kind advocated by Walker (1999).

Microlensing of Supernovae by Halos. In principle galactic halos could produce luminosity variations in high redshift supernovae, many of which are now routinely detected as a result of supernova searches. As pointed out by Metcalf & Silk (1999), a particularly interesting aspect of this effect is that it could discriminate between what they term “macroscopic” and “microscopic” dark matter, corresponding to MACHO and WIMP halos respectively. This is because the distribution of amplifications would be different in these two cases, although the shape of the distribution is also sensitive to the cosmological and halo model.

Microlensing of Stars in LMC. Attempts to detect microlensing by objects in our own halo by looking for intensity variations in stars in the Magellanic Clouds and the Galactic Bulge have now been underway for a decade (Paczynski 1996). This method is sensitive to lens masses in the range $`10^710^2M_{}`$ but the probability of an individual star being lensed is only $`\tau 10^6`$, so one has to look at many stars for a long time (Paczynski 1986). The duration and likely event rate are

$$P0.2(M/M_{})^{1/2}y,\mathrm{\Gamma }N\tau P^1(M/M_{})^{1/2}y^1$$
(7)
where $`N10^6`$ is the number of stars. As discussed elsewhere in this meeting, the MACHO group currently has 13-17 LMC events and the durations span the range $`34230`$ days (Alcock et al. 2000). For a standard halo model, the data suggest an average lens mass of around $`0.5M_{}`$ and a halo fraction of 0.2, with the 95% confidence ranges being $`0.150.9M_{}`$ and $`0.080.5`$. The mass is comparable with the earlier estimates but the fraction is somewhat smaller (Alcock et al. 1997). This might appear to indicate that the MACHOs are white dwarfs but, as discussed in Section 5.2, this would seem to be excluded on astrophysical grounds, so this presents a dilemma for MACHO enthusiasts. One possible resolution is to invoke a less conventional candidate; for example, primordial black holes forming at the quark-hadron phase transition might have the required mass (Jedamzik 1997) and the microlensing implications of this scenario have been studied by Green (1999). Perhaps the most important result of the LMC searches is that they eliminate many candidates. Indeed the combination of the MACHO and EROS results already excludes objects in the mass range $`5\times 10^70.002M_{}`$ from having more than 0.2 of the halo density (Alfonso et al. 1997).

Microlensing of Stars in M31. The LMC studies are complemented by searches for microlensing of stars in M31. In this case, the sources are too distant to resolve individually (i.e. there are many stars per pixel), so a lensing event is observed only if the amplification is large enough for the source to stand out above the background, but observations of the LMC already demonstrate the efficacy of the method (Melchior et al. 1999). For sources in M31 the halo objects may reside in our own galaxy or M31 but the crucial point is that one expects an asymmetry between the far and near side of the disc. Two groups have been involved in this work: the AGAPE collaboration (Ansari et al. 1997), who use the “pixel” method, and the VATT-Columbia collaboration, who use “differential image photometry” (Crotts & Tomaney 1997). The AGAPE team have been monitoring seven fields in M31 in red and blue and have already detected one good lensing candidate (Ansari et al. 1999). The important theoretical implications of this approach are considered by Kerins et al. (2000) and this is discussed further at this meeting.

## 5. Constraints on MACHO candidates

Although one cannot state definitely that MACHOs exist, one can already place important constraints on the possible candidates. In this section we will discuss each candidate in turn, focussing particularly on brown dwarfs, red dwarfs, white dwarfs and black holes. The combined constraints, including the microlensing ones discussed above, are indicated in Figure 2. This shows which candidates are excluded by various types of observational signature. A cross indicates that exclusion is definite, while a question mark indicates that it is tentative. Candidates associated with one or more crosses should clearly be rejected but those with question marks alone may still be viable. Although no candidate is entirely free of crosses or questions marks, the title of a recent paper by Freese et al. (1999), “Death of Stellar Baryonic Dark Matter”, suggesting that there are no viable MACHO candidates, may be overly pessimistic.

### 5.1. Brown Dwarfs

Objects in the range $`0.0010.08M_{}`$ would never burn hydrogen and are termed “brown dwarfs” (BDs). They represent a balance between gravity and degeneracy pressure. Objects below $`0.001M_{}`$, being held together by intermolecular rather than gravitational forces, have atomic density and are sometimes termed “snowballs” (SBs). However, such objects would have evaporated within the age of the Universe if they were smaller than $`10^8M_{}`$ (De Rujula et al. 1992) and there are various encounter constraints for snowballs larger than this (Hills 1986).

It has been argued that objects below the hydrogen-burning limit may form efficiently in pregalactic or protogalactic cooling flows (Ashman & Carr 1990, Thomas & Fabian 1990) but the direct evidence for such objects remains weak. While some BDs have been found as companions to ordinary stars, these can only have a tiny cosmological density and it is much harder to find isolated field BDs. The best argument therefore comes from extrapolating the initial mass function (IMF) of hydrogen-burning stars to lower masses than can be observed directly. The IMF for Population I stars ($`dN/dmm^\alpha `$ with $`\alpha <1.8`$) suggests that only 1% of the disc could be in BDs (Kroupa et al. 1995). However, one might wonder whether $`\alpha `$ could be larger, increasing the BD fraction, for zero-metallicity stars. Although there are theoretical reasons for entertaining this possibility, earlier observational claims that low metallicity objects have a steeper IMF than usual are now discredited. Indeed observations of Galactic and LMC globular clusters (Elson et al. 1999) and dwarf spheroidal field stars (Feltzing et al. 1999) suggest that the IMF is universal with $`\alpha <1.5`$ at low masses (Gilmore 1999). This implies that the BD fraction is much less than 1% by mass. However, it should be stressed that nobody has yet measured the IMF in the sites which are most likely to be associated with Population III stars.

We have seen that the LMC microlensing results would now seem to exclude a large fraction of BDs in our own halo. Although Honma & Kan-ya (1998) have presented 100% BD models, these would require falling rotation curves and most theorists would regard these as rather implausible. Another exotic possibility, suggested by Hansen (1999), is “Beige Dwarfs” in the mass range $`0.10.3M_{}`$. Such objects are larger than the traditional BD upper limit but they are supposed to form by sufficiently slow accretion that they never ignite their nuclear fuel.

### 5.2. Red Dwarfs

Discrete source counts for our own Galaxy suggest that the fraction of the halo mass in low mass hydrogen burning stars - red dwarf (RDs) - must be less than 1% (Bahcall et al. 1995, Gould et al. 1998, Freese et al. 1999). These limits might be weakened if the stars were clustered (Kerins 1997) but not by much. For other galaxies, the best constraint on the red dwarf fraction comes from upper limits on the halo red light and such studies go back several decades (Boughn & Saulson 1983).

The discovery of red light around NGC 5907 by Sackett et al. (1994), apparently emanating from low mass stars with a density profile like that of the halo, was therefore a particularly interesting development. This detection was confirmed in V and I by Lequeux et al. (1996) and in J and K by James & Casali (1996). However, the suggestion that the stars might be of primordial origin (with low metallicity) was contradicted by the results of Rudy et al. (1997), who found that the color was indicative of low mass stars with solar metallicity. Furthermore, it must be stressed that the red light light has only been observed within a few kpc and no NIR emission is detected at 10-30 kpc (Yost et al. 1999). Both these points go against the suggestion that the red light is associated with MACHOs.

Recently it has been suggested that the red light seen in NGC 5907 is more likely to derive from a disrupted dwarf galaxy, the stars of which would naturally follow the dark matter profile (Lequeux et al. 1998), or to be a ring left over from a disrupted dwarf spheroidal galaxy (Zheng et al. 1999). However, in this case one would expect of order a hundred bright giants for a standard IMF, whereas NICMOS observations find only one (Zepf et al. 1999). This requires that either the galaxy is much further away than expected (24 Mpc) or it has a very low metallicity or the dwarf-to-giant ratio is very large (requiring a very steep IMF with $`\alpha >3`$). There is clearly still a mystery here. In any case, NGC 5907 does not seem to be typical since ISO observations of four other edge-on bulgeless spiral galaxies give no evidence for red halos (Gilmore & Unavane 1998).

### 5.3. White Dwarfs

A few years ago white dwarfs (WDs) were regarded as rather implausible dark matter candidates. One required a very contrived IMF, lying between $`2M_{}`$ and $`8M_{}`$, in order to avoid excessive production of light or metals (Ryu et al. 1990); the fraction of WD precursors in binaries would be expected to produce too many type 1A supernovae (Smecker & Wyse 1991); and the halo fraction was constrained to be less than 10% in order to avoid the luminous precursors contradicting the upper limits from galaxy counts (Charlot & Silk 1995). The observed WD luminosity function also placed a severe lower limit on the age of any WDs in our own halo (Tamanaha et al. 1990).

More recent constraints have strengthened these limits. A study of CNO production suggests that a halo comprised entirely of WDs would overproduce C and N compared to O by factors as large as 60 (Gibson & Mould 1997) and, although one might be able to circumvent this constraint in some circumstances, a similar limit comes from considering helium and deuterium production (Field et al. 2000). Extragalactic background light limits now require that the halo WD fraction be less than 6% (Madau & Pozzetti 1999) and the detection of TEV $`\gamma `$-rays from the the galaxy Makarian 501 (which indirectly constrains the infrared background) requires that the WD density parameter be less than $`0.002h^1`$ (Graff et al. 1999).

The “many nails in the coffin” of the WD scenario are confounded by the results of the LMC microlensing observations, the lens mass estimate for which suggests that WDs are the most plausible explanation. Not surprisingly, therefore, theorists have been trying to resuscitate the scenario. At least some of the afore-mentioned limits must be reconsidered in view of recent claims by Hansen (1998) that metal-poor old WDs with hydrogen envelopes could be much bluer and brighter than previously supposed, essentially because the light emerges from deeper in the atmosphere.

This suggestion has been supported by HST observations of Ibata et al. (1999), who claim to have detected five candidates of this kind. The objects are blue and isolated and show high proper motion. They infer that they are $`0.5M_{}`$ hydrogen-atmosphere WDs with an age of around $`12`$ Gyr. Three such objects have now been identified spectroscopically (Hodgkin et al. 2000, Ibata et al. 2000), so this possibility must be taken very seriously. However, this does not circumvent the nucleosynthetic arguments against WDs.

### 5.4. Black Hole Remnants

Stars bigger than $`8M_{}`$ would leave neutron star (NS) remnants, while those in some range above about $`20M_{}`$ would leave black hole (BH) remnants. However, neither of these would be plausible candidates for either the disc or halo dark matter because their precursors would have unacceptable nucleosynthetic yields. Stars larger than $`200M_{}`$ are termed “Very Massive Objects” or VMOs and might collapse to black holes without these nucleosynthetic consequences (Carr et al. 1984). However, during their main-sequence phase, such VMOs would be expected to generate of a lot of background light. By today this should have been shifted into the infrared or submillimetre band, as a result of either redshift effects or dust reprocessing, so one would expect a sizeable infrared/submillimetre cosmic background (Bond et al. 1991). Over the last few decades there have been several reported detections of such a background but these have usually turned out to be false alarms. COBE does now seem to have detected a genuine infrared background (Fixsen et al. 1998) but this can probably be attributed to ordinary Population I and II stars. In any case, the current constraints on such a background strongly limit the density of any VMOs unless they form at a very high redshift. For this reason massive Population III stars would need to be pregalactic rather than protogalactic.

Stars larger than $`10^5M_{}`$ \- termed “Supermassive Objects” or SMOs - would collapse directly to black holes without any nucleosynthetic or background light production. However, supermassive black holes would still have noticeable lensing effects, as discussed in Section 4, and dynamical effects. The latter have been investigated by many authors and are reviewed in detail by Carr & Sakellariadou (1998). The constraints on black holes in our own disc - due to the disruption of open clusters - and in our own halo - due to the heating of disc stars, the disruption of globular clusters and dynamical friction effects - are indicated by the shaded regions in Figure 3. Although it has been claimed that there is positive evidence for some of these effects, such as disc heating (Lacey & Ostriker 1985), the interpretation of this evidence is not clear-cut. It is therefore more natural to regard these dynamical effects as merely imposing an upper limit on the density of black holes or indeed any other type of compact object.

The limits in Figure 3 are expressed in terms of the density parameter, taken to be 0.001 for the disc and 0.1 for the halo. The figure also shows the dynamical constraints for black holes in clusters of galaxies or intergalactic space, although this goes beyond the context of the present discussion. It should be stressed that many of these limits would also apply if the black holes were replaced by “dark clusters” of smaller objects, a scenario which has been explored by many authors (Carr & Lacey 1987, Ashman 1990, Kerins & Carr 1994, De Paolis et al. 1995, Moore & Silk 1995).

### 5.5. Cold Clouds

The suggestion that the halo dark matter could be in cold clouds was first made by Pfenniger et al. (1994). They envisaged the clouds having a mass of around $`10^3M_{}`$ and being distributed in a disc, which now seems dynamically rather implausible, but several people have proposed a similar scenario with a spheroidal halo of clouds (De Paolis et al. 1995). Walker (1999) argues that such clouds could explain both the “Extreme Scattering Events” detected by radio observations in our own galaxy and the quasar microlening events claimed by Hawkins. Indeed Walker & Wardle (1999) advocate a model in which the halo entirely comprises such clouds, with visible stars being formed as a result of collisions between these clouds. They claim that this scenario naturally produces various observed features of galaxies. Although clouds of $`10^3M_{}`$ could not explain the LMC microlensing events, Draine (1998) argues that such clouds might still produce the apparent microlensing events through gas absorption effects. The interaction of cosmic rays with such clouds would also produce an interesting $`\gamma `$-ray signature (Sciama 2000, De Paolis et al. 1999).

## 6. Conclusions

Although it is premature to assess the importance of baryonic dark matter definitively, there have been many interesting developments in this field in the last few years and various conclusions can be drawn.

1) Although cosmological nucleosynthesis calculations suggest that many baryons are dark, one cannot be sure that the dark baryons are inside galaxies. The more conservative conclusion would be that they are contained in an intergalactic medium or in gas within groups or clusters of galaxies.

2) Over the years there have been several observational claims of effects which seem to indicate the existence of MACHOs but these have usually turned out to be false alarms. For example, the discovery of a red halo around NGC 5907 is suggestive but we have seen that its interpretation is far from clear.

3) Currently the only positive evidence for MACHOs comes from microlensing observations. The LMC results suggest that white dwarfs may be the best MACHO candidate but it must be stressed that the mass estimate upon which this inference is based is sensitive to assumptions about the halo model. In any case, the large number of arguments which have been voiced against white dwarfs in the past cannot be brushed aside too cavalierly. The detection of microlensing in a compact radio source also gives a mass in the white dwarf range but the Hawkins result requires a much smaller mass. It would perhaps be strange to have two distinct populations.

4) We have seen that there are many important constraints on MACHO candidates, not only from microlensing but also from a wide variety of other astrophysical effects. These constraints are summarized in Figure 2. Until there is a definite detection, therefore, the best strategy is to proceed by eliminating candidates, on the Sherlock Holmes principle that whatever candidate remains, however implausible, must be correct.

5) What is clearly missing from current speculation is a good cosmological scenario for the formation of the MACHOs. There is considerable uncertainty as to whether they form pregalactically (as suggested by background light constraints) or more recently (as suggested by observations of Lyman-$`\alpha `$ clouds). There is also ambiguity as whether they comprise a thick disc, as proposed by Gates & Gyuk (2000), or a spheroidal halo.

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text:
# Kaon photoproduction on the nucleon: overview of some applications

## 1 INTRODUCTION

The electromagnetic production of kaons provides an important source of information on hadronic physics with strangeness. Due to the rather weak coupling at the electromagnetic vertex, the reaction operator is quite simple and, therefore, the use a of single channel analysis may be quite sufficient to describe the process. This process can be used to simultaneously study kaon-hyperon-nucleon coupling constants, isospin symmetry, hadronic form factors, baryon and meson resonances, and contributions of kaon-hyperon final states to the magnetic moment of the nucleon. In this report we will focus only on the two last topics.

## 2 THE ELEMENTARY PROCESS WITH SOME APPLICATIONS

For a detailed discussion of the elementary operator we refer to Ref. . The background part of the operator consists of the standard Born terms along with the $`K^{}`$(892) and $`K_1`$(1270) vector meson poles in the $`t`$-channel. The resonance part of the $`K\mathrm{\Lambda }`$ operator includes the $`S_{11}`$(1650), $`P_{11}`$(1710), and $`P_{13}(1720)`$ resonances. We also include hadronic form factors in hadronic vertices by employing the gauge method of Haberzettl  which leads to an excellent agreement between experimental data and model calculations.

### 2.1 Investigation of Nucleon Resonances

A brief inspection of the Particle Data Table reveals that less than 40% of the nucleon resonances predicted by constituent quark models are observed in $`\pi N\pi N`$ scattering experiments. Quark model studies have suggested that those ”missing” resonances may couple to other channels, such as the $`K\mathrm{\Lambda }`$ and $`K\mathrm{\Sigma }`$ channels. Stimulated by the new $`p(\gamma ,K^+)\mathrm{\Lambda }`$ SAPHIR total cross section data , which suggest a structure around $`W=1900`$ MeV, we start the investigation by using our isobar model.

As shown in Fig. 2, our previous model cannot reproduce the total cross section. The constituent quark model of Capstick and Roberts  predicts many new states around 1900 MeV. However, only a few of them have been calculated to have a significant $`K\mathrm{\Lambda }`$ decay width . We have performed fits for each of the possible states, allowing the fit to determine the mass, width and coupling constants of the resonance. We found that only in the case of the $`D_{13}`$(1895) state couplings are obtained that are in remarkable agreement  with recent quark model predictions. The result is shown in Fig. 2, where without this resonance the model shows only one peak near threshold, while inclusion of the new resonance leads to a second peak at $`W`$ slightly below 1900 MeV, in accordance with the new SAPHIR data.

In the case of $`K^0\mathrm{\Sigma }^+`$ photoproduction we find that a better agreement with experimental data can be achieved by including the $`P_{13}(1720)`$ resonance. As shown in Fig. 2 the inclusion of this state does not influence the $`K^+\mathrm{\Sigma }^0`$ channel appreciably, in contrast to the other three $`K\mathrm{\Sigma }`$ channels, where the prominent effect is found in the $`K^0\mathrm{\Sigma }^+`$ channel. This is due both to the isospin coefficient which enhances the $`P_{13}(1720)K^0\mathrm{\Sigma }^+`$ decay over the $`P_{13}(1720)K^+\mathrm{\Sigma }^0`$ coupling and the very different structure of the Born terms in $`K^0`$ photoproduction. The extracted fractional decay width is found to be consistent with the prediction of the quark model, whose magnitude is almost one order smaller than the value given by Particle Data Group .

### 2.2 Gerasimov-Drell-Hearn Sum Rule

The Gerasimov-Drell-Hearn (GDH) sum rule  relates the anomalous magnetic moment of the nucleon $`\kappa _N`$ to its excitation spectrum in the resonance region by an integral. Previous analyses on pion photoproduction multipole amplitudes show a discrepancy between theoretical prediction and indirect experimental investigations of the GDH sum rule . Here we calculate the contribution of kaon photoproduction processes to the GDH sum rule by using our isobar model.

In our previous calculation , we have fixed the upper limit of integration at 2.2 GeV. Exact formulation was obtained by integrating the structure function $`\sigma _{\mathrm{TT}^{}}`$, and an approximation of the upper bound of integral is achieved by calculating total cross section $`\sigma _\mathrm{T}`$. We obtained a value of $`\kappa _p^2(K)=0.063`$ and $`\kappa _n^2(K)=0.031`$. Note that although this is relatively small, the result is consistent with the Karliner’s work .

In order to improve our GDH calculation we increase the upper limit of integration to higher energies. For the present, we use the Regge model given in Ref.  to calculate the cross sections in the energy region between 5 and 15 GeV. The result is shown in Fig. 3, where it is clear that contributions from higher energies are very small. Nevertheless, the important message here is the convergence of $`\sigma _{\mathrm{TT}^{}}`$ which indicates the convergence of the integral in the case of kaon. In the future, we will improve our model by reggeizing the $`t`$channel intermediate state. Some preliminary results have been reported in Ref. .