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# Characterizing mixing and measurement in quantum mechanics

## I Introduction

Quantum mechanics harbours a rich structure whose investigation and explication is the goal of quantum information science. At present only a limited understanding of the fundamental static and dynamic properties of quantum information has been obtained, and many major problems remain open. In particular, we would like a detailed ontology and quantitative methods of description for the different types of information and dynamical processes possible within quantum mechanics. An example of the pursuit of these goals along a specific line of thought has been the partial development of a theory of entangled quantum states; see for example the work in .

The purpose of the present paper is to pose and partially solve two fundamental problems about the static and dynamic properties of quantum information. The first of these problems is to characterize the process of mixing quantum states. More precisely, if $`\rho =_ip_i\rho _i`$ is a mixture of quantum states $`\rho _i`$ with probabilities $`p_i`$, what constraints relate the properties of $`\rho `$ to the probability distribution $`p_i`$ and the quantum states $`\rho _i`$? The second problem is to characterize the relationship between the prior and posterior states in a quantum measurement. The result of our investigations is a set of two static constaints on mixtures of quantum states, two dynamic constraints on the quantum measurement process, and two partial converse results, one to the static constraints, and the other to the dynamic constraints. The statement of each of these results is rather easily understood, so we review the statements now, before proceeding to the proofs and consequences in the main body of the paper.

Suppose we mix a set of quantum states $`\rho _i`$ according to the probability distribution $`p_i`$. Then we will show that this mixing process must satisfy the constraint equations:

$`\lambda \left({\displaystyle \underset{i}{}}p_i\rho _i\right)`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda (\rho _i)`$ (1)
$`{\displaystyle \underset{i}{}}p_i\lambda (\rho _i)`$ $``$ $`\lambda \left({\displaystyle \underset{i}{}}p_i\rho _i\right).`$ (2)
In these equations the notation $``$ denotes a direct sum of vectors, $`\lambda (X)`$ denotes the vector of eigenvalues of the matrix $`X`$ arranged so the components appear in non-increasing order, and the relation “$``$” is the majorization relation***Note that the vectors on the left and right hand sides in (2) may be of different dimension; in such cases we extend whichever vector is of lesser dimension by padding it with zero entries, to enable comparison using the majorization relation.. As an example of the notation used in (2), suppose $`p_1=1/3,p_2=2/3,\rho _1=\text{diag}(3/4,1/4)`$ and $`\rho _2=\text{diag}(1/5,4/5)`$. Then Equation (2) becomes

$`{\displaystyle \frac{1}{3}}\left[\begin{array}{c}\frac{3}{4}\\ \frac{1}{4}\end{array}\right]{\displaystyle \frac{2}{3}\left[\begin{array}{c}\frac{4}{5}\\ \frac{1}{5}\end{array}\right]}\lambda \left({\displaystyle \frac{1}{3}}\left[\begin{array}{cc}\frac{3}{4}& 0\\ 0& \frac{1}{4}\end{array}\right]+{\displaystyle \frac{2}{3}}\left[\begin{array}{cc}\frac{1}{5}& 0\\ 0& \frac{4}{5}\end{array}\right]\right),`$ (11)
which is equivalent to

$`\left[\begin{array}{c}\frac{1}{4}\\ \frac{1}{12}\\ \frac{8}{15}\\ \frac{2}{15}\end{array}\right]\left[\begin{array}{c}\frac{37}{60}\\ \frac{23}{60}\\ 0\\ 0\end{array}\right].`$ (20)
A formal definition of majorization appears in Subsection II B, however for now the essential intuition to grasp is that the relation $`xy`$ means that the vector $`x`$ is more “mixed” (or “disordered”) than $`y`$. Thus, Equation (1) captures the intuition that $`_ip_i\rho _i`$ is more mixed, on average, than the states $`\rho _i`$ appearing in the ensemble. The intuition behind (2) is a little more complex. Imagine that we prepare the state $`\rho `$ by randomly choosing a value for $`i`$ according to the probability distribution $`p_i`$, and then preparing the corresponding state $`\rho _i`$. Our quantum state, including a description of $`i`$, may be written as $`_ip_i|ii|\rho _i`$. We then “throw away” the state $`|i`$ representing our random choice of $`i`$, leaving only the state $`_ip_i\rho _i`$. The relation (2) expresses the fact that when we throw away $`i`$, the state of the quantum system becomes less disordered.

Suppose we perform a measurement on a quantum mechanical system initially in the state $`\rho `$, obtaining measurement result $`i`$ with probability $`p_i`$, and corresponding posterior state $`\rho _i^{}`$. What constraints are placed on the relationship between $`\rho `$, $`p_i`$ and $`\rho _i^{}`$? We will show that the following two dynamic constraints must be satisifed:

$`\lambda (\rho )`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ (21)
$`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ $``$ $`\lambda \left(\rho \right).`$ (22)
The intuition behind (21) is that quantum measurements acquire information about the state of the system being measured, and thus after measurement the state of the system is less mixed, on average, than before. The intuition behind (22) is a little more complex, but can be understood using Zurek’s approach to decoherence and quantum measurement. Recall that in this approach a measurement involves three systems: the system being measured, which starts in the state $`\rho `$, and ends in the state $`\rho _i^{}`$; a measuring device, which starts in some standard state, and finishes in a “pointer state” $`|i`$ recording the result of the measurement, and an environment which “decoheres” the measuring device, ensuring that it behaves in an essentially classical fashion. The system and measuring device interact unitarily during the measurement, ensuring that there is no change in the amount of disorder present in the system. The subsequent environmental decoherence process can also be thought of as a type of measurement, in which the different outcomes are averaged over. In this view, the environment continually measures the state of the measuring apparatus, resulting in a final state $`_ip_i|ii|\rho _i^{}`$ for the measuring apparatus and system being measured. This decoherence process causes an increase in the disorder present in the system, which is the intuition behind (22). More succinctly, (22) may be thought of as capturing the notion that the total ensemble of possible quantum states is more disordered after a measurement than it is before.

The importance of the static constraints (1)-(2) and the dynamics constraints (21)-(22) is further reinforced by the fact that in each case there is a type of converse to these equations. In this introduction we focus only on the more interesting case of the converse to the dynamic constraints (21) and (22), however rather similar remarks hold also for the static constraints (1) and (2). Suppose $`p_i`$ is a probability distribution, and $`\rho `$ and $`\rho _i^{}`$ are quantum states such that

$`\lambda (\rho )`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right).`$ (23)
Then we will show that there exists a quantum measurement whose measurement outcomes may be labelled by a pair of indices $`(i,j)`$, such that for any fixed $`i`$ and for all $`j`$ the posterior state of the quantum system after measurement is $`\rho _i^{}`$, and the probabilities $`p_{ij}`$ for the $`(i,j)`$th measurement outcome satisfy $`_jp_{ij}=p_i`$. Unfortunately, this result is not a tight converse to equations (21) and (22), due to the introduction of the extra index $`j`$, however for many purposes it is a sufficiently strong converse. We will show that even the equations (21) and (22) together do not completely characterize the quantum measurement process, however I believe it likely that there is a simple characterization of the measurement process along similar lines that may be expressed entirely in terms of the eigenvalues of the prior and posterior states, and the probabilities of the different measurement outcomes. Of course, it is true that the quantum measurement formalism already provides such a characterization, in the form of a matrix equation, however equations such as (21) and (22) provide far more explicit information, and as such, are likely to be more useful in practice. We will demonstrate the utility of this approach by application to the problem of entanglement transformation, simplifying the proofs of several known results about entanglement transformation.

There is a striking level of symmetry in the equations (1)-(2), (21)-(22), which we will also see in the partial converse results. It is obviously tempting to suggest that this reflects some deeper underlying principle, much as Maxwell’s equations may be derived from a deeper action principle based on the Faraday tensor, or the still deeper principles of gauge invariance and relativity. Unfortunately, I have not yet succeeding in obtaining a satisfactory form for such a deeper principle. Presumably, such a deeper principle might assist in tightening the partial converse results, or perhaps tightening the partial converses may shed light on the origin of Equations (1)-(2), (21)-(22).

In explaining the intuitive meanings of the equations (1)-(2) and (21)-(22) we have used language such as the “disorder” present in a quantum state. One might wonder if it is possible to write down entropic statements capturing these intuitions. We will show that each of these equations in fact implies an entropic statement whose content corresponds to the intuition we have described. Of course, entropic statements should really only be interpreted in the aymptotic limit where we have a large number of identical copies of a system available; the advantage of Equations (1)-(2) and (21)-(22) is that they are stronger forms of these asymptotic statements which may be applied to single quantum systems.

This paper contains six fundamental results (together with a number of applications), expressed in the four constraint equations, (1)-(2), (21)-(22), and the partial converses to (1)-(2) and (21)-(22). We now review antecedents of these results in the existing literature. Equation (1) is an elementary consequence of classic results in the theory of majorization. Equation (2) follows as a corollary of work of Uhlmann, Ruskai (unpublished, 1993) and Nielsen on the relationship between mixed states and probability distributions. Equations (21) and (22) are implicit in the work of Vidal on entanglement transformation, and the partial converse to (21)-(22) is implicit in the work of Jonathan and Plenio on entanglement transformation, building on earlier work by Nielsen. A proof of Equation (21) in the context of entanglement transformation has also been previously obtained by Jonathan, Nielsen, Schumacher and Vidal (unpublished, 1999). There are several advantages to the point of view taken in the present paper. First, measurement is in some sense a more fundamental process than entanglement transformation, and Equations (21) and (22) highlight the fundamental connection between measurement and majorization for the first time, incidentally explaining why there is a connection between entanglement transformation and majorization: it arises as a result of a deeper connection between measurement and majorization. Second, the proofs in the present paper are novel, and have the advantage of proceeding from a more unified point of view than earlier work. As a result they are, perhaps, more elegant and informative than earlier proofs, especially the proof of the partial converse to (21)-(22), which is a substantial improvement of and extension to existing constructions. Several other items of related work are also worth pointing out. There is a substantial mathematical literature on the problem of characterizing the properties of sums $`A+B`$ of Hermitian matrices $`A`$ and $`B`$, and Fulton has written a nice review of recent progress on this problem, which is closely related to the problem of mixing of density matrices. Hardy has introduced techniques in the context of entanglement transformation that can be used to prove (21) and the partial converse to (21)-(22). Fuchs and Jacobs (unpublished, 2000) have obtained a beautiful and quite different proof of (21), after hearing of the result from Nielsen. Finally, the procedure described in this paper to prove the partial converse to (21)-(22) is a generalization of the procedures for entanglement transformation for pure states found by Nielsen in , and subsequently improved in independent work by Hardy, Jonathan and Nielsen (described in Chapter 12 of ), by Jensen and Schack, and by Werner (unpublished, 2000).

The paper is structured as follows. We begin in Section II by reviewing the two main tools that will be used in this paper, the theory of generalized measurements in quantum mechanics, and the mathematical theory of majorization. Section III contains proofs of the static constraints (1) and (2) on the mixing of quantum states, and the dynamic constraints (21) and (22) on quantum measurement, and explores some elementary consequences of these results. In Section IV we prove the partial converses to (1)-(2) and (21)-(22). Section V explains how the results of the present paper may be used to obtain simplified proofs of known results about entanglement transformation. Finally, Section VI concludes the paper with a discussion of some open problems and future directions.

## II Generalized measurements and majorization

Before proceeding to the main results of the paper it is useful to first review some background material on generalized measurements and the mathematical theory of majorization. All discussion in this and succeeding sections is to be understood in the context of finite-dimensional vector spaces, although infinite-dimensional modifications seem likely to hold, perhaps with some technical modifications.

### A Generalized measurements

In this paper we use the generalized measurements formalism as our basic tool for the description of quantum measurements. The theory of generalized quantum measurements is an extension of the projective measurements described in most quantum mechanics textbooks. The reason the generalized measurements formalism is adopted is because it is bettter adapted to the description of many realistic quantum measurement schemes. However, it is important to appreciate that the generalized measurement formalism follows from standard quantum mechanics, in the sense that any generalized measurement can be understood as arising from the combination of unitary evolution and a projective measurement, a correspondence made explicit below. Nevertheless, the formalism of generalized measurements is in many ways more useful and mathematically elegant than the standard formulation of quantum measurement in terms of projectors. More detailed introductions to the theory of generalized measurements may be found in .

Mathematically, a generalized measurement is specified by a set $`\{E_i\}`$ of measurement matrices satisfying the completeness relation $`_iE_i^{}E_i=I`$. The index $`i`$ on the measurement matrices is in one-to-one correspondence with the possible outcomes that may occur in the measurement. The rule used to connect the measurement matrices to physics is that if the prior state of the quantum system is $`\rho `$ then the outcome $`i`$ occurs with probability $`p_i=\text{tr}(E_i\rho E_i^{})`$, and the posterior state is given by $`\rho _i^{}=E_i\rho E_i^{}/\text{tr}(E_i\rho E_i^{})`$.

Generalized measurements are obviously more general than the projective measurements described in most textbooks. Projective measurements have the feature that they are repeatable, in the sense that if one performs a projective measurement twice in a row on a quantum system, then one will obtain the same result both times. By contrast, most real measurements don’t have this feature of being repeatable, which tips us off to the need for the formalism of generalized measurements. Nevertheless, even the generalized measurement formalism can be understood in terms of projective measurements as follows: the effect of a generalized measurement on a quantum system is equivalent to a unitary interaction between the system being measured and another “ancilla” system, followed by a projective measurement on the ancilla system. More precisely, suppose $`\{E_i\}`$ is a set of measurement matrices satisfying the completeness relation $`_iE_i^{}E_i=I`$. We introduce an ancilla system with orthonormal basis elements $`|i`$ indexed by the possible measurement outcomes. Define a matrix $`U`$ acting on the joint quantum system-ancilla by the action:

$`U|\psi |0{\displaystyle \underset{i}{}}E_i|\psi |i,`$ (24)
where $`|0`$ is some standard state of the ancilla and $`|\psi `$ is an arbitrary state of the quantum system being measured. It is easy to show using the completeness relation $`_iE_i^{}E_i=I`$ that $`U`$ can be extended to a unitary matrix acting on the entire state space of the joint system. Suppose we perform the unitary transformation $`U`$ on the joint quantum system-ancilla, and then do a projective measurement of the ancilla in the $`|i`$ basis. It is then easily checked that the result of the measurement is $`i`$ with probability $`p_i=\text{tr}(E_i\rho E_i^{})`$ and the corresponding post-measurement state of the system is $`\rho _i^{}=E_i\rho E_i^{}/\text{tr}(E_i\rho E_i^{})`$. Thus, the effect on the quantum system is exactly as we have described above for a generalized quantum measurement. Conversely, it is not difficult to verify that the effect of a unitary interaction between system and ancilla followed by a projective measurement on the ancilla can always be understood in terms of a generalized measurement (see for example Chapter 8 of ).

### B Majorization

Our primary tool in the study of mixing and measurement in quantum mechanics is the theory of majorization, whose basic elements we now review. The following review only covers elementary aspects of the theory of majorization, and the reader is referred to Chapters 2 and 3 of ,  or  for more extensive background.

The basic motivation for majorization is to capture what it means to say that one probability distribution is “more mixed” than another. Suppose $`x=(x_1,\mathrm{},x_d)`$ and $`y=(y_1,\mathrm{},y_d)`$ are two $`d`$-dimensional real vectors; we usually suppose in addition that $`x`$ and $`y`$ are probability distributions, that is, the components are non-negative and sum to one, but the following definitions apply in the case of general $`x`$ and $`y`$ as well. The relation $`xy`$, read “$`x`$ is majorized by $`y`$”, is intended to capture the notion that $`x`$ is more mixed (i.e. disordered) than $`y`$. To make the formal definition, we introduce the notation $``$ to denote the components of a vector rearranged into non-increasing order, so $`x^{}=(x_1^{},\mathrm{},x_d^{})`$, where $`x_1^{}x_2^{}\mathrm{}x_d^{}`$. We say that $`x`$ is majorized by $`y`$ and write $`xy`$, if

$`{\displaystyle \underset{j=1}{\overset{k}{}}}x_j^{}{\displaystyle \underset{j=1}{\overset{k}{}}}y_j^{},`$ (25)
for $`k=1,\mathrm{},d1`$, and with the inequality holding with equality when $`k=d`$.

It is perhaps not so clear how this definition connects with any natural notion of comparative disorder. We will state but not prove a remarkable result connecting majorization to a natural notion of mixing. It can be shown (see Chapter 2 of ) that $`xy`$ if and only if $`x=_ip_iP_iy`$, where the $`p_i`$s form a probability distribution and the $`P_i`$s are permutation matrices. Thus, when $`xy`$ we can imagine that $`y`$ is the input probability distribution to a noisy channel which randomly permutes the symbols sent through the channel, inducing an output probability distribution $`x`$. From this characterization many other important results follow with minimal effort; for example, it can easily be shown that if $`xy`$ then the Shannon entropy of the distribution $`x`$ must be at least as great as that of $`y`$.

The connection between majorization and quantum mechanics arises primarily as a result of Horn’s lemma (proved in ; for a simple proof see ), which states that $`xy`$ if and only if there exists a unitary matrix $`u=(u_{ij})`$ such that $`x_i=_j|u_{ij}|^2y_j`$. This fundamental relationship between majorization and unitarity ensures many close connections between majorization and quantum mechanics.

As an elementary consequence of Horn’s lemma we have Ky Fan’s maximum principle, which states that for any Hermitian matrix $`A`$, the sum of the $`k`$ largest eigenvalues of $`A`$ is the maximum value of $`\text{tr}(AP)`$, where the maximum is taken over all $`k`$-dimensional projectors $`P`$,

$`{\displaystyle \underset{j=1}{\overset{k}{}}}\lambda _j(A)=\underset{P}{\mathrm{max}}\text{tr}(AP).`$ (26)
To see this, note that choosing $`P`$ to be the projector onto the space spanned by the $`k`$ eigenvectors of $`A`$ with the $`k`$ largest eigenvalues results in $`\text{tr}(AP)=_{j=1}^k\lambda _j(A)`$. The proof of Ky Fan’s maximum principle will be completed if we can show that $`\text{tr}(AP)_{j=1}^k\lambda _j(A)`$ for any $`k`$-dimensional projector $`P`$. To see this, let $`|e_1,\mathrm{},|e_d`$ be an orthonormal basis chosen such that $`P=_{j=1}^k|e_ke_k|`$. Let $`|f_1,\mathrm{},|f_d`$ be an orthonormal set of eigenvectors for $`A`$, ordered so the corresponding eigenvalues are in non-increasing order. Then

$`e_j|A|e_j={\displaystyle \underset{k=1}{\overset{d}{}}}|u_{jk}|^2\lambda _k(A),`$ (27)
where $`u_{jk}e_j|f_k`$ is unitary. By Horn’s lemma it follows that $`(e_j|A|e_j)\lambda (A)`$, which implies that

$`\text{tr}(AP)={\displaystyle \underset{j=1}{\overset{k}{}}}e_j|A|e_j{\displaystyle \underset{j=1}{\overset{k}{}}}\lambda _j(A),`$ (28)
as required.

Ky Fan’s maximum principle gives rise to a useful constraint on the eigenvalues of a sum of two Hermitian matrices, that $`\lambda (A+B)\lambda (A)+\lambda (B)`$. To see this, choose a $`k`$-dimensional projector $`P`$ such that

$`{\displaystyle \underset{j=1}{\overset{k}{}}}\lambda _j(A+B)`$ $`=`$ $`\text{tr}((A+B)P)`$ (29)
$`=`$ $`\text{tr}(AP)+\text{tr}(BP)`$ (30)
$``$ $`{\displaystyle \underset{j=1}{\overset{k}{}}}\lambda _j(A)+{\displaystyle \underset{j=1}{\overset{k}{}}}\lambda _j(B),`$ (31)
where the last line also follows from Ky Fan’s maximum principle.

Another consequence of Horn’s lemma is that given a density matrix $`\rho `$ and a probability distribution $`p_i`$ there exist pure states $`|\psi _i`$ such that $`\rho =_ip_i|\psi _i\psi _i|`$ if and only if $`(p_i)\lambda (\rho )`$ (see ; this result was also obtained in unpublished work by Ruskai (1993)), where it is understood that if the vector $`(p_i)`$ contains more terms than the vector $`\lambda (\rho )`$ then the vector $`\lambda (\rho )`$ is to be “padded” with extra zero terms. The proof of this result is simply to combine Horn’s lemma with the classification of ensembles $`\{p_i,|\psi \}`$ consistent with a given density matrix $`\rho `$, as discovered independently by Schrödinger, Jaynes and Hughston, Jozsa and Wootters. See  for the details of the proof.

This notion of “padding” vectors of unequal dimension so they can be compared by the majorization relation is surprisingly useful, and we adopt the general convention that when $`x`$ and $`y`$ are of different dimension then $`xy`$ means that $`\stackrel{~}{x}\stackrel{~}{y}`$, where $`\stackrel{~}{x}`$ and $`\stackrel{~}{y}`$ are padded with extra zero components to ensure that they have the same dimension. For example, $`(1/3,1/3,1/3)(1/2,1/2)`$ since $`(1/3,1/3,1/3)(1/2,1/2,0)`$. It is easy to check that this extended notion of majorization is well-defined, provided $`x`$ and $`y`$ both have non-negative components, and this will be the case for all the applications in this paper. Similarly, it is often useful to write $`x=y`$ provided the padded versions of $`x`$ and $`y`$ are equal, that is, the non-zero entries of $`x`$ and $`y`$ are equal. With these conventions, it is easy to see that algebraic manipulations proceed exactly as one would expect. For example, for non-negative real vectors $`w,x,y,z`$ if $`wx,x=y,yz`$ then obviously $`wz`$, even if all four vectors have different dimensionality. We occasionally make use of such elementary observations in proofs, without explicit comment.

The final result about majorization we shall need is that if $`P_i`$ are a set of orthogonal projectors such that $`_iP_i=I`$, and $`\rho `$ is a density matrix, then

$`\lambda \left({\displaystyle \underset{i}{}}P_i\rho P_i\right)\lambda (\rho ).`$ (32)
Intuitively, if a projective measurement of a quantum system is performed, but we do not learn the result of the measurement, then the state of the system after measurement is more mixed than it was before. One way of proving this relation is via Horn’s lemma; a sketch follows. First, note that it suffices to prove that $`\lambda (P\rho P+Q\rho Q)\lambda (\rho )`$, where $`P`$ and $`Q=IP`$ are two orthogonal projectors satisfying $`P+Q=I`$. Once this is proved, the general relation (32) follows by a simple induction. However, if we define a unitary matrix $`UPQ`$ then it is easy to verify that

$`P\rho P+Q\rho Q={\displaystyle \frac{\rho +U\rho U^{}}{2}}.`$ (33)
Applying Horn’s lemma and the easily proved fact that if $`x_1y`$ and $`x_2y`$ then $`(x_1+x_2)/2y`$, it follows with a little simple linear algebra that $`\lambda (P\rho P+Q\rho Q)\lambda (\rho )`$.

## III Proof of constraints on mixing and measurement in quantum mechanics

In this section we prove the four constraints, (1)-(2), (21)-(22). The first and second of these are static constraints on the mixing of quantum states, proved in Subsection III A. The third and fourth constraint equations are dynamic constraints on the quantum measurement process, proved in Subsection III B. Finally, some simple consequences of these results are dicussed in Subsection III C.

### A Static constraints on mixing quantum states

Theorem 1: Suppose $`\rho =_ip_i\rho _i`$ is a convex combination of quantum states $`\rho _i`$ with probabilities $`p_i`$. Then

$`\lambda \left(\rho \right)`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i\right)`$ (34)
$`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i\right)`$ $``$ $`\lambda \left(\rho \right).`$ (35)
Proof of (34): This is an immediate consequence of the fact that $`\lambda (A+B)\lambda (A)+\lambda (B)`$ for any two Hermitian matrices $`A`$ and $`B`$, as proved in Subsection II B.

Proof of (35): As noted in Subsection II B, if a density matrix $`\rho `$ can be written as a convex combination of pure states $`|\psi _i`$, $`\rho =_ip_i|\psi _i\psi _i|`$, then it follows that $`(p_i)\lambda (\rho )`$, where $`(p_i)`$ denotes the vector whose entries are the probabilities $`p_i`$. Equation (35) is a corollary of this result. To see this, note that if $`r_{ij}`$ are the eigenvalues of $`\rho _i`$ and $`|i,j`$ the corresponding orthonormal eigenvectors then (35) is equivalent to the equation

$`(p_ir_{ij})\lambda (\rho ),`$ (36)
which follows from the results of Subsection II B and the observation that

$`\rho ={\displaystyle \underset{i}{}}p_i\rho _i={\displaystyle \underset{ij}{}}p_ir_{ij}|i,ji,j|.`$ (37)
This completes the proof of Theorem 1.

### B Dynamical constraints on quantum measurement

Theorem 2: Suppose $`\{E_i\}`$ is a set of measurement matrices satisfying the completeness relation $`_iE_i^{}E_i=I`$. Then the quantum measurement described by these matrices must satisfy the following four constraints:

$`\lambda \left({\displaystyle \underset{i}{}}E_i\rho E_i^{}\right)`$ $``$ $`{\displaystyle \underset{i}{}}\lambda \left(E_i\rho E_i^{}\right)`$ (38)
$`{\displaystyle \underset{i}{}}\lambda \left(E_i\rho E_i^{}\right)`$ $``$ $`\lambda \left({\displaystyle \underset{i}{}}E_i\rho E_i^{}\right)`$ (39)
$`\lambda \left(\rho \right)`$ $``$ $`{\displaystyle \underset{i}{}}\lambda \left(E_i\rho E_i^{}\right)`$ (40)
$`{\displaystyle \underset{i}{}}\lambda \left(E_i\rho E_i^{}\right)`$ $``$ $`\lambda \left(\rho \right).`$ (41)
A slightly different way of stating Theorem 2 is to define $`p_i`$ to be the probability of obtaining outcome $`i`$ when the measurement defined by the matrices $`\{E_i\}`$ is performed on the system, and let $`\rho _i^{}=E_i\rho E_i^{}/\text{tr}(E_i\rho E_i^{})`$ be the corresponding posterior states. Then the following four equations are equivalent to (38)-(41):

$`\lambda \left({\displaystyle \underset{i}{}}p_i\rho _i^{}\right)`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ (42)
$`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ $``$ $`\lambda \left({\displaystyle \underset{i}{}}p_i\rho _i^{}\right)`$ (43)
$`\lambda \left(\rho \right)`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ (44)
$`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ $``$ $`\lambda \left(\rho \right).`$ (45)
Theorem 2 is a fundamental constraint on the dynamics that may occur during a quantum measurement. Equations (42) and (43) are, of course, merely the dynamical expression of the static constraints found earlier in Theorem 1. Equations (44) and (45) represent novel constraints of an essentially dynamical nature, connecting as they do the prior and posterior states of the quantum measurement. Intuitively, Equation (44) captures the notion that a quantum measurement “gains information” (on average) about a quantum state, since it says that the eigenvalues of the initial state $`\rho `$ are, on average, more disordered than the eigenvalues of the posterior states $`\rho _i^{}`$. Intuitively, the second dynamic constraint, (45) captures the notion that the total ensemble of possible quantum states is more disordered after the measurement than before. Thus, (44) and (45) represent complementary constraints on the evolution of a quantum system during a quantum measurement process.

The constraints (42)-(45) are applicable even for very complex measurement processes. For example, a single mode cavity undergoing direct photodetection by an ideal photodetector can be described by a special case of the generalized measurements formalism known as the quantum trajectories or stochastic Schrödinger equation picture (see  for a review and references). In this picture, if the system is started in the state $`\rho `$ then the final state of the system is $`\rho _h`$, where “$`h`$” is used here to denote not just a single measurement outcome, but rather the complete history recorded by the photodetector, that is, all the times at which photocounts occurred. Then (44) and (45) may be written as

$`\lambda (\rho )`$ $``$ $`{\displaystyle 𝑑\mu (h)\lambda (\rho _h)}`$ (46)
$`{\displaystyle \underset{h}{}}d\mu (h)\lambda (\rho _h)`$ $``$ $`\lambda (\rho ),`$ (47)
where the integral is a functional integral over all possible photodetection histories, and $`d\mu (h)`$ is the corresponding measure on histories.

Proof of Theorem 2: The first two equations of Theorem 2, (38) and (39), are immediate consequences of the deeper static constraints on quantum mechanics introduced in Theorem 1; here we are merely enumerating the implications these static constraints have for dynamics. The remaining constraints, (40) and (41), are genuine quantum dynamical constraints relating the prior and posterior states of a quantum measurement.

Proof of (40): Suppose $`\rho `$ is a positive matrix which can be written in the block form:

$`\rho =\left[\begin{array}{cc}A& X\\ X^{}& B\end{array}\right].`$ (50)
For our purposes $`\rho `$ will most often be a density matrix (and thus satisfy $`\text{tr}(\rho )=1`$), but the results we prove hold for a general positive matrix. We will show that $`\lambda (\rho )\lambda (A)+\lambda (B)`$. (Recall our conventions on padding, which imply that the vectors of eigenvalues for $`A`$ and $`B`$ are to be extended by zeroes in such a way that they contain as many entries as the vector of eigenvalues of $`\rho `$). $`\rho `$ is a positive matrix, so there must exist a matrix $`D=[D_1|D_2]`$ such that $`\rho =D^{}D`$, where the matrices $`D_1`$ and $`D_2`$ have the same number of columns as $`A`$ and $`B`$, respectively, and both have the same number of rows as $`\rho `$. Thus we have

$`\left[\begin{array}{cc}A& X\\ X^{}& B\end{array}\right]=D^{}D=\left[\begin{array}{cc}D_1^{}D_1& D_1^{}D_2\\ D_2^{}D_1& D_2^{}D_2\end{array}\right],`$ (55)
from which we read off $`A=D_1^{}D_1`$ and $`B=D_2^{}D_2`$. Using the results of Subsection II B and the fact that the eigenvalues of a product $`EF`$ of matrices $`E`$ and $`F`$ are the same as the eigenvalues of $`FE`$, up to padding by zeroes, we see that

$`\lambda (\rho )`$ $`=`$ $`\lambda (D^{}D)`$ (56)
$`=`$ $`\lambda (DD^{})`$ (57)
$`=`$ $`\lambda (D_1D_1^{}+D_2D_2^{})`$ (58)
$``$ $`\lambda (D_1D_1^{})+\lambda (D_2D_2^{})`$ (59)
$`=`$ $`\lambda (D_1^{}D_1)+\lambda (D_2^{}D_2)`$ (60)
$`=`$ $`\lambda (A)+\lambda (B),`$ (61)
and thus $`\lambda (\rho )\lambda (A)+\lambda (B)`$, as claimed. This method for eliminating off-diagonal block terms was introduced by Wielandt to connect the Weyl and Aronszajn inequalities (cited as  in Chapter 3 of .)

As a straightforward consequence we see by induction that for any positive matrix $`\rho `$ and complete set of orthogonal projectors $`\{P_i\}`$:

$`\lambda (\rho ){\displaystyle \underset{i}{}}\lambda (P_i\rho P_i)`$ (62)
Extending even further, suppose $`\{E_i\}`$ is any set of measurement matrices defining a generalized measurement, and $`\rho `$ is a positive matrix. As in Subsection II A we can introduce an ancilla system with an orthonormal basis $`|i`$ in one-to-one correspondence with the indices on the measurement matrices $`E_i`$ and define a unitary matrix $`U`$ which has the action

$`U|\psi |0={\displaystyle \underset{i}{}}E_i|\psi |i,`$ (63)
where $`|0`$ is some standard state of the ancilla. Then we have $`\lambda (\rho )=\lambda (\rho |00|)`$, since the non-zero eigenvalues of $`\rho `$ and $`\rho |00|`$ are the same. Simple algebra and (62) imply that

$`\lambda (\rho )`$ $`=`$ $`\lambda (U(\rho |00|)U^{})`$ (64)
$``$ $`{\displaystyle \underset{i}{}}\lambda ((I|ii|)U(\rho |00|)U^{}(I|ii|))`$ (65)
$`=`$ $`{\displaystyle \underset{i}{}}\lambda (E_i\rho E_i^{}|ii|)`$ (66)
$`=`$ $`{\displaystyle \underset{i}{}}\lambda (E_i\rho E_i^{}),`$ (67)
where in the last line we used $`\lambda (E_i\rho E_i^{}|ii|)=\lambda (E_i\rho E_i^{})`$, since the non-zero entries agree. This completes the proof of (40).

Proof of (41): Again, let $`U`$ be the unitary matrix constructed in Subsection II A to implement the measurement described by the measurement matrices $`\{E_i\}`$, namely, any unitary matrix having the action

$`U|\psi |0={\displaystyle \underset{i}{}}E_i|\psi |i.`$ (68)
Again, we have $`\lambda (\rho )=\lambda (\rho |00|)`$, since the non-zero eigenvalues of $`\rho `$ are the same as those of $`\rho |00|`$, and thus $`\lambda (\rho )=\lambda \left(U(\rho |00|)U^{}\right)`$. It follows from Equation (32) that

$`\lambda \left({\displaystyle \underset{i}{}}(I|ii|)U(\rho |00|)U^{}(I|ii|)\right)\lambda (\rho ),`$ (69)
and thus

$`\lambda \left({\displaystyle \underset{i}{}}E_i\rho E_i^{}|ii|\right)\lambda (\rho ).`$ (70)
This last equation is obviously equivalent to the statement we set out to prove,

$`{\displaystyle \underset{i}{}}\lambda \left(E_i\rho E_i^{}\right)\lambda (\rho ),`$ (71)
which concludes the proof of Theorem 2.

### C Consequences of the constraint equations

The constraints proved in Theorems 1 and 2 are very strong and, not surprisingly, have many interesting consequences. We now elucidate a few of these consequences using the notions of Schur-concavity and Schur-convexity. A Schur-convex function $`f()`$ is a real-valued function which preserves the majorization relation, in the sense that if $`xy`$ then $`f(x)f(y)`$. Simple necessary and sufficient conditions for a function to be Schur-convex are known , and many interesting functions are Schur-convex. These include, for example, the function $`xf(x)_{j=1}^dx_j^k`$, for any $`k1`$. Similarly, a Schur-concave function $`f()`$ is one such that if $`xy`$ then $`f(x)f(y)`$. Equivalently, $`f()`$ is Schur-concave if $`f()`$ is Schur-convex. Perhaps the canonical example of a Schur-concave function is the Shannon entropy $`H(x)=_jx_j\mathrm{log}_2(x_j)`$, so that whenever $`xy`$ it follows that $`H(x)H(y)`$, giving further justification to the intuitive notion that $`xy`$ means that $`x`$ is more disordered than $`y`$. Applying the Schur-concavity of Shannon’s entropy to the results of Theorems 1 and 2 we obtain an attractive suite of results. First, applying the Schur-concavity of $`H()`$ to (34) gives

$`S(\rho )`$ $``$ $`H\left({\displaystyle \underset{i}{}}p_i\lambda (\rho _i)\right).`$ (72)
Applying the concavity of the Shannon entropy to the right hand side, we obtain as a corollary the concavity of the von Neumann entropy,

$`S(\rho )`$ $``$ $`{\displaystyle \underset{i}{}}p_iS(\rho _i).`$ (73)
Applying the Schur-concavity of $`H()`$ to (35) and doing some simple algebra gives

$`{\displaystyle \underset{i}{}}p_iS(\rho _i)+H(p_i)S(\rho ).`$ (74)
This result was obtained previously by Lanford and Robinson using different techniques. Applying the Schur-concavity of $`H()`$ to (44), followed by the concavity of the Shannon entropy, gives

$`S(\rho ){\displaystyle \underset{i}{}}p_iS(\rho _i^{}).`$ (75)
Essentially the same result has been obtained previously in the context of entanglement transformation , where it expresses the fact that local processes cannot increase the amount of entanglement present in a system. Finally, applying the Schur-concavity of $`H()`$ to (45) gives the beautiful inequality

$`H(p_i)+{\displaystyle \underset{i}{}}p_iS(\rho _i^{})S(\rho ),`$ (76)
which implies that in order to lower the entropy of a system by an amount $`\mathrm{\Delta }`$, on average, the information $`H(p_i)`$ collected by the measurement must be at least as large as $`\mathrm{\Delta }`$. This fact can be seen as a quantum mechanical expression of the principle, expressed by Landauer and fleshed out by Bennett and Zurek, that measurement of a physical system carries with it a thermodynamic cost when the measurement record is erased, and proper accounting of this cost enables one to solve the conundrum posed by Maxwell’s demon. (See  for a review.)

Applying the Schur-convexity of the functions $`f(x)=_ix_i^k`$ for $`k1`$ to the results of Theorems 1 and 2 also give a number of interesting constraints. The arguments used are analogous to those given above for the Shannon entropy, so the details will be omitted, and we merely state the results:

$`{\displaystyle \underset{i}{}}p_i^k\text{tr}\left(\rho _i^k\right)`$ $`\text{tr}\left(\rho ^k\right)`$ $`{\displaystyle \underset{i}{}}p_i\text{tr}\left(\rho _i^k\right)`$ (77)
$`{\displaystyle \underset{i}{}}p_i^k\text{tr}\left((\rho _i^{})^k\right)`$ $`\text{tr}\left(\rho ^k\right)`$ $`{\displaystyle \underset{i}{}}p_i\text{tr}\left((\rho _i^{})^k\right).`$ (78)
## IV Partial converses to the constraints on mixing and measurement

Given the constraints on mixing and measurement described in Theorems 1 and 2 it is natural to ask if these constraints completely characterize the processes of mixing and measurement, respectively. We will show below that the answer to this question is no. However, partial progress towards achieving simple characterizations of mixing and measurement may be reported in the form of a partial converse to Theorem 1, described below in Subsection IV A, and a partial converse to Theorem 2, described in Subsection IV B.

### A Partial converse to the constraints on mixing

Given the constraints Theorem 1 imposes on mixing it is natural to ask whether these constraints completely characterize the mixing process. That is, given a density matrix $`\rho `$, probabilities $`p_i`$ and vectors $`\lambda _i`$ with non-negative, non-increasing components which sum to one, and such that

$`\lambda (\rho )`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda _i`$ (79)
$`{\displaystyle \underset{i}{}}p_i\lambda _i`$ $``$ $`\lambda (\rho ),`$ (80)
does it follow that there exist density matrices $`\rho _i`$ such that $`\lambda (\rho _i)=\lambda _i`$ and $`\rho =_ip_i\rho _i`$?

We will show below that the answer to this question is no, however I suspect that some characterization along similar lines is possible. Progress towards such a characterization can be reported in the form of a partial converse to Theorem 1, which states that provided (79) holds then there exist states $`\rho _{ij}`$ and a probability distribution $`p_{ij}`$ such that $`\lambda (\rho _{ij})=\lambda _i`$, independent of the value of the index $`j`$, and $`p_i=_jp_{ij}`$ for each $`i`$, as well as $`\rho =_{ij}p_{ij}\rho _{ij}`$. That is, in order to obtain a converse to (79) we need to introduce an extra index, $`j`$. We will show below that it is necessary to introduce the extra index if only (79) is assumed as a hypothesis for the converse. Let’s state and prove the partial converse as Theorem 3.

Theorem 3: Suppose $`\rho `$ is a density matrix and $`\lambda _i`$ are vectors with non-negative, non-increasing components summing to one. Suppose $`p_i`$ are probabilities such that

$`\lambda (\rho ){\displaystyle \underset{i}{}}p_i\lambda _i.`$ (81)
Then there exist density matrices $`\rho _{ij}`$ and a probability distribution $`p_{ij}`$ such that $`p_i=_jp_{ij}`$, $`\lambda (\rho _{ij})=\lambda _i`$, and $`\rho =_{ij}p_{ij}\rho _{ij}`$.

To prove Theorem 3 we need the result stated in Subsection II B that $`xy`$ if and only if there exist probabilities $`q_j`$ and permutation matrices $`P_j`$ such that $`x=_jq_jP_jy`$. Applying this result with the assumption (81) we obtain

$`\lambda (\rho )={\displaystyle \underset{ij}{}}p_iq_jP_j\lambda _i.`$ (82)
Working in the basis in which $`\rho `$ is diagonal, and defining $`\mathrm{\Lambda }_i`$ to be the diagonal matrix with diagonal entries $`\lambda _i`$, we may set $`p_{ij}p_iq_j`$ and $`\rho _{ij}P_j\mathrm{\Lambda }_iP_j^{}`$, obtaining $`p_i=_jp_{ij}`$ and $`\lambda (\rho _{ij})=\lambda _i`$. Finally, the equation $`\rho =_{ij}p_{ij}\rho _{ij}`$ follows immediately from these definition and (82), completing the proof.

What of a tight converse to Theorem 1? It is easy to see that it is not possible to obtain a tight converse to (79) alone, as follows. Suppose we choose $`\rho =I/2`$ to be the completely mixed state of a single qubit, and define a probability distribution on just one outcome, the trivial distribution $`p_1=1`$, with corresponding vector $`\lambda _1=(1,0)`$. Clearly, $`\lambda (\rho )_ip_i\lambda _i`$, yet it is not possible to find a state $`\rho _1`$ such that $`\rho =p_1\rho _1`$ and $`\lambda (\rho _1)=\lambda _1`$. Thus, in this example, it is necessary to introduce extra indices, just as was done in Theorem 3.

Might it be that conditions (79) and (80) together completely characterize the mixing process? The following example, due to Julia Kempe, shows that this is not the case. Suppose we consider a qubit system, and choose $`\rho =\text{diag}(5/12,7/12)`$, $`p_1=p_2=1/2`$, and $`\lambda _1=(1,0),\lambda _2=(1/2,1/2)`$. It is easy to verify that conditions (79) and (80) are satisfied with these choices. Unfortunately, it is not possible to find states $`\rho _1`$ and $`\rho _2`$ with vectors of eigenvalues $`\lambda _1`$ and $`\lambda _2`$ such that $`\rho =p_1\rho _1+p_2\rho _2`$, since with these choices for $`\lambda _1`$ and $`\lambda _2`$ it follows that $`\rho _1`$ must be a pure state and $`\rho _2=I/2`$ the completely mixed state, so $`p_1\rho _1+p_2\rho _2`$ has eigenvalues $`3/4`$ and $`1/4`$, which are not equal to $`5/12`$ and $`7/12`$. Despite this example, I believe it likely that conditions along the lines of (79) and (80) may be used to completely characterize the process of mixing in quantum mechanics.

### B Partial converse to the constraints on measurement

Given the constraints Theorem 2 imposes on the quantum measurement process it is natural to ask whether these constraints completely characterize the possible posterior states and probabilities which may occur in such a measurement? That is, supposing $`\rho `$ is a density matrix, $`p_i`$ is a probability distribution, and $`\rho _i^{}`$ are density matrices such that

$`\lambda \left(\rho \right)`$ $``$ $`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ (83)
$`{\displaystyle \underset{i}{}}p_i\lambda \left(\rho _i^{}\right)`$ $``$ $`\lambda \left(\rho \right),`$ (84)
does it follow that there exist measurement matrices $`\{E_i\}`$ satisfying the completeness relation $`_iE_i^{}E_i=I`$ and giving the states $`\rho _i^{}`$ as posterior states, with probabilities $`p_i`$, when the measurement is performed on a system initially prepared in the state $`\rho `$?

We will show below that the answer to this question is no, however I suspect that some characterization along similar lines is possible. Progress towards such a characterization can be reported in the form of a partial converse to Theorem 2, which states that provided the relation (83) holds, then there is a quantum measurement described by measurement matrices $`\{E_{ij}\}`$ such that the corresponding posterior states $`\rho _{ij}^{}`$ satisfy $`\rho _{ij}^{}=\rho _i`$ for every $`j`$, and the measurement probabilities $`p_{ij}`$ satisfy $`_jp_{ij}=p_i`$. Thus, in order to obtain a converse to (83) we need to introduce an extra index, $`j`$, just as we did earlier in the partial converse to Theorem 1. Also analogously to that case, we show below that it is necessary to introduce the extra index with only (83) as hypothesis for the converse. Let’s state and prove the partial converse as Theorem 4.

Theorem 4: Suppose $`\rho `$ is a density matrix with vector of eigenvalues $`\lambda `$, and $`\sigma _i`$ are density matrices with vectors of eigenvalues $`\lambda _i`$. Suppose $`p_i`$ are probabilities such that

$`\lambda {\displaystyle \underset{i}{}}p_i\lambda _i`$ (85)
Then there exist matrices $`\{E_{ij}\}`$ and a probability distribution $`p_{ij}`$ such that

$`{\displaystyle \underset{ij}{}}E_{ij}^{}E_{ij}`$ $`=`$ $`I`$ (86)
$`E_{ij}\rho E_{ij}^{}`$ $`=`$ $`p_{ij}\sigma _i`$ (87)
$`{\displaystyle \underset{j}{}}p_{ij}`$ $`=`$ $`p_i.`$ (88)
To prove Theorem 4, we again use the result that $`xy`$ if and only if there exist probabilities $`q_j`$ and permutation matrices $`P_j`$ such that $`x=_jq_jP_jy`$. By assumption we have $`\lambda _ip_i\lambda _i`$ and thus there exist permutation matrices $`P_j`$ and probabilities $`q_j`$ such that

$`\lambda ={\displaystyle \underset{ij}{}}p_iq_jP_j\lambda _i.`$ (89)
Without losss of generality we may assume that $`\rho `$ and $`\sigma _i`$ are all diagonal in the same basis, with non-increasing diagonal entries, since if this is not the case then it is an easy matter to prepend or append unitary matrices to the measurement matrices to obtain the correct transformation. With this convention, we define matrices $`E_{ij}`$ by

$`E_{ij}\sqrt{\rho }\sqrt{p_iq_j}\sqrt{\sigma _i}P_j^{}.`$ (90)
In order for $`E_{ij}`$ to be well-defined by this formula alone it is necessary that $`\rho `$ be invertible. If this is not the case then the $`E_{ij}`$ are defined on the support of $`\rho `$ by the formula (90), and to act as the zero operator on the orthocomplement of the support of $`\rho `$. It is convenient to let $`P`$ be the projector onto the support of $`\rho `$. Note that we have

$`\sqrt{\rho }\left({\displaystyle \underset{ij}{}}E_{ij}^{}E_{ij}\right)\sqrt{\rho }`$ $`=`$ $`{\displaystyle \underset{ij}{}}p_iq_jP_j\sigma _iP_j^{}.`$ (91)
Comparing with (89) we see that the right-hand side of the last equation is just $`\rho `$ and thus

$`\sqrt{\rho }\left({\displaystyle \underset{ij}{}}E_{ij}^{}E_{ij}\right)\sqrt{\rho }=\rho ,`$ (92)
from which we deduce that $`_{ij}E_{ij}^{}E_{ij}=P`$, the projector onto the support of $`\rho `$. Letting $`QIP`$ be the projector onto the orthocomplement of the support, we can append an additional measurement matrix $`E_{00}Q`$ to the collection $`E_{ij}`$ to ensure that the completeness relation $`_{ij}E_{ij}^{}E_{ij}=I`$ is satisifed. Furthermore, from the definition (90) it follows that

$`E_{ij}\rho E_{ij}^{}`$ $`=`$ $`p_iq_j\sigma _i,`$ (93)
and thus upon performing a measurement defined by the measurement matrices $`\{E_{ij}\}`$ the result $`(i,j)`$ occurs with probability $`p_{ij}=p_iq_j`$, $`_jp_{ij}=p_i`$, and the post-measurement state is $`\sigma _i`$. This completes the proof of Theorem 4.

Theorem 4 is not a sharp converse to the condition of Equation (83) because of the extra index $`j`$. Introducing some such index is certainly necessary with the present hypotheses, as may be seen by considering an example with $`\lambda =(1/2,1/2)`$, and the trivial probability distribution on one outcome, $`p_1=1`$, with $`\lambda _1=(1,0)`$. Then $`\lambda p_1\lambda _1`$, but it is clear that there does not exist an $`E_1`$ such that $`E_1\rho E_1^{}=\rho _1`$, where $`\lambda (\rho )=\lambda ,\lambda (\rho _1)=\lambda _1`$ and $`E_1^{}E_1=I`$, because the last equation implies that $`E_1`$ must be unitary. It is not difficult to construct more complex examples to convince oneself that this behaviour is generic.

Might it be that the conditions (83) and (84) together characterize the posterior states and probabilities achievable through a quantum measurement? The following argument, due to Julia Kempe and the author, shows that this is not the case. Suppose we consider a qubit system, and choose $`\rho =\text{diag}(5/12,7/12)`$, $`p_1=p_2=1/2`$, and $`\rho _1^{}=\text{diag}(1,0),\rho _2^{}=\text{diag}(1/2,1/2)`$. It is easy to verify that conditions (83) and (84) are satisfied with these choices. Unfortunately, it is not possible to find measurement matrices $`E_1`$ and $`E_2`$ satisfying $`_iE_i^{}E_i=I`$ and giving posterior states $`\rho _1^{}`$ and $`\rho _2^{}`$ with equal probabilites $`1/2`$, when the state $`\rho `$ is measured. This can be seen in a variety of ways. A simple direct way is to note that the purity of $`\rho _1^{}`$ implies that $`E_1`$ must have the form $`E_1=\alpha |ab|`$ for normalized states $`|a`$ and $`|b`$, and some $`\alpha >0`$. Thus

$`E_2^{}E_2`$ $`=`$ $`IE_1^{}E_1`$ (94)
$`=`$ $`I\alpha ^2|bb|`$ (95)
$`=`$ $`(1\alpha ^2)|bb|+|cc|,`$ (96)
where $`|c`$ is orthonormal to $`|b`$. The polar decomposition gives $`E_2=U\sqrt{E_2^{}E_2}`$ for some unitary $`U`$, so

$`E_2=\sqrt{1\alpha ^2}U|bb|+U|cc|.`$ (97)
We are requring that $`E_2\rho E_2^{}=I/4`$, so it must be the case that $`E_2`$ is non-singular, and thus $`\alpha <1`$. Premultiplying by $`E_2^1`$ and postmultiplying by $`(E_2^{})^1`$ gives

$`\rho ={\displaystyle \frac{1}{4(1\alpha ^2)}}|bb|+{\displaystyle \frac{1}{4}}|cc|.`$ (98)
Since $`|b`$ and $`|c`$ are orthonormal it follows that such a $`\rho `$ cannot be equal to $`\text{diag}(5/12,7/12)`$, which is the desired contradiction. Despite this example, I believe it likely that conditions along the lines of (83) and (84) may be used to characterize the process of measurement in quantum mechanics.

## V Entanglement transformation

The problem of entanglement transformation is a natural context in which the results of the present paper may be applied. The problem of entanglement transformation arises as a consequence of the fundamental question of how may we convert one type of physical resource into another, and there has been considerable effort devoted to determining when it is possible to convert one type of entanglement to another. In  a connection was noted between entanglement transformation and majorization, namely, that if $`|\psi `$ and $`|\varphi `$ are pure states of a bipartite quantum system with components belonging to Alice ($`A`$) and Bob ($`B`$) respectively, then Alice and Bob can transform the state $`|\psi `$ into the state $`|\varphi `$ using local operations on their respective systems and classical communication between Alice and Bob, if and only if

$`\lambda _\psi \lambda _\varphi ,`$ (99)
where $`\lambda _\psi `$ (respectively $`\lambda _\varphi `$) is the vector of eigenvalues of the reduced density matrix for Alice’s system when the joint system is in the state $`|\psi `$ ($`|\varphi `$). As per usual, the components of such vectors are ordered into non-increasing order. This result has subsequently been generalized by Vidal to the case of conclusive transformation, and even further by Jonathan and Plenio to the problem where Alice and Bob are supplied with a state $`|\psi `$ and wish to tranform this state into an ensemble of states in which the state $`|\varphi _i`$ occurs with probability $`p_i`$. (See also Hardy for an instructive alternative approach to results of this type.) The necessary and sufficient condition for such a transformation to be possible is that:

$`\lambda _\psi {\displaystyle \underset{i}{}}p_i\lambda _{\varphi _i}.`$ (100)
We now explain how this result can be seen as an easy consequence of the results proved in the present paper, and thus the connection between majorization and entanglement is really a consequence of a deeper connection between majorization and measurement. By a result of Lo and Popescu, it is possible to transform $`|\psi `$ into the ensemble $`\{p_i,|\varphi _i\}`$ by local operations and classical communication if and only if it is possible to make the transformation via the following simplified procedure: first, Alice performs a generalized measurement on her state, then sends the result to Bob, who performs a unitary operation on his system conditional on the outcome of the measurement Alice made. Let $`\rho =\text{tr}_B(|\psi \psi |)`$ be the initial state of Alice’s system, and suppose Alice performs a quantum measurement described by measurement matrices $`E_i`$, so that outcome $`i`$ occurs with probability $`p_i`$ and $`(E_iU_i)|\psi =\sqrt{p_i}|\varphi _i`$, for some unitary operator $`U_i`$ acting on Bob’s system. Considering Alice’s system alone and observing that that $`E_i\rho E_i^{}=\sigma _i`$, where $`\sigma _i=p_i\text{tr}(|\varphi _i\varphi _i|)`$, we deduce from Theorem 2 that

$`\lambda _\rho {\displaystyle \underset{i}{}}p_i\lambda _{\sigma _i},`$ (101)
which is equivalent to (100). To prove the converse, suppose (100) holds. Then by Theorem 4 there exists a quantum measurement described by measurement matrices $`E_{ij}`$, and probabilities $`p_{ij}`$ such that

$`E_{ij}\rho E_{ij}^{}=p_{ij}\sigma _i;{\displaystyle \underset{j}{}}p_{ij}=p_i.`$ (102)
The procedure for Alice and Bob to produce the ensemble is for Alice to perform the measurement described by the set $`E_{ij}`$. The post-measurement state $`|\varphi _{ij}`$ is then a purification  of the state $`\sigma _i`$, and it can be shown (see  or Section 2.5 of ) that by performing an appropriate unitary transformation Bob can convert the state $`|\varphi _{ij}`$ into the state $`|\varphi _i`$, with total probability $`p_i`$ of obtaining the state $`|\varphi _i`$. Thus Equation (100) represents a necessary and sufficient condition for it to be possible to transform the state $`|\psi `$ into the ensemble $`\{p_i,|\varphi _i\}`$ by local operations and classical communication.

## VI Conclusion

We have shown that there are strong fundamental constraints on the processes of mixing and measurement in quantum mechanics that may be naturally expressed in the language of majorization. Although the results in the present paper don’t completely characterize these processes, they suggest that there may exist a simple set of conditions which substantially simplify the usual characterization of these processes via operator equations. Another interesting direction for further research is to generalize the constraints on measurements obtained in this paper to better understand how two or more states may transform simultaneously under a measurement. Once again, although this problem is in principle already “solved”, in the sense that there is an operator equation specifying exactly what transformations may occur, results such as those in the present paper and in  indicate that much more explicit characterizations may be possible. Such explicit conditions are likely to have applications to fundamental problems such as the problem of transformation of mixed state entanglement, and to the problem of determining to what extent the acquisition of information about the identity of a quantum state disturbs the system being measured.

## acknowledgments

Thanks to Dave Beckman, Sumit Daftuar, Julia Kempe, Beth Ruskai and Armin Uhlmann for discussions about majorization. Thanks also to Manny Knill for encouragement and bringing reference  to my attention, and to Chris Fuchs, Kurt Jacobs and Reinhard Werner for bringing their unpublished work to my attention. This work was supported by a Tolman Fellowship, and by DARPA through the Quantum Information and Computing Institute (QUIC) administered through the ARO.


text:
# The SPIFFI image slicer: Revival of image slicing with plane mirrors

## 1 INTRODUCTION

Classical imaging spectroscopy uses scanning techniques to obtain both spatial and spectral information of a two-dimensional field-of-view on the sky. Either wavelength-scanning with a Fabry-Perot camera or slit-scanning with a long-slit spectrograph are used to generate a data cube. Fabry-Perot imaging covers a large field-of-view with a limited wavelength range while long-slit spectroscopy yields a spectrum over a wide wavelength range and a limited field-of-view. Depending on the object of interest and scientific proposal either scanning technique might be well suited. However, if compact objects are observed, only a fraction of the data taken by scanning techniques contains useful information because most of the large field-of-view or long slit length covers sky.

For compact objects the technique of integral field spectroscopy is better suited. With an integral field spectrograph the spectra of all pixels in a two-dimensional field can be obtained simultaneously therefore reducing the integration time over scanning techniques. But this multiplex advantage is not the only advantage of integral field spectroscopy. Especially in the near-infrared wavelength range the variability of the atmosphere makes it difficult to generate a data cube from data which were taken in a time sequence. All spectra taken with an integral field spectrograph are affected equally by the atmosphere resulting in a much improved data quality.

Presently three major techniques are used for integral field units.

* The TIGER-concept  uses a microlens array to dissect the field-of-view into individual pixels. The microlens array has a very high filling factor of almost $`100\%`$. Each microlens creates an image of the telescope pupil. Because of their small size they are called *micro-pupils*. All micro-pupils form an array and because of their small size the filling factor of the micro-pupil array is very small. The idea of the TIGER concept is to image the micro-pupil array onto the array detector but disperse the light of each micro-pupil onto the unfilled portions of the detector. This concept has been successfully used in the visible wavelength range.
* Another technique uses a fiber bundle to transform a two-dimensional field into a slit which is fed into a long-slit spectrograph. To transform the field-of-view the fiber bundle has a two-dimensional cross-section on one end and a one-dimensional cross-section on the other end. To increase the coupling efficiency often a microlens array is used at the entrance end. Examples for instruments using this technique are INTEGRAL  in the visible wavelength range, and SMIRFS-II  and COHSI  in the near infrared wavelength range. Also the first design of SPIFFI followed this approach .
* The third concept uses a mirror slicer which dissects the field-of-view into slitlets and rearranges these slitlets to form a slit which is fed into a long-slit spectrograph. This concept was first used in the integral field spectrograph 3D  which was designed and built at the Max-Planck-Institut für extraterrestrische Physik (MPE). The new near-infrared integral field spectrograph SPIFFI  of MPE uses this concept which is described in this article.

Integral field spectroscopy became an interesting and useful technique only with the advent of large size array detectors. Only large array detectors permit to do integral field spectroscopy with large wavelength range in a sufficiently large field-of-view.

3D for example uses a NICMOS 3 detector  with $`256\times 256`$ pixels of which $`256`$ rows correspond to the spectra of 256 spatial pixels in a $`16\times 16`$ pixels large field-of-view. With the new Rockwell HAWAII detector  with $`1024\times 1024`$ pixels a four times bigger field-of-view can be covered and either the spectral wavelength range or the spectral resolving power can be quadruplicated. To make use of these new detectors at MPE the new instrument SPIFFI using a HAWAII array was designed and is currently under construction. Its scientific applications range from investigations of our solar systems to observations of cosmologically distant galaxies . In this article we describe the design and fabrication of the SPIFFI image slicer, the “heart” of SPIFFI.

## 2 3D IMAGE SLICER

3D, designed and built by MPE, is the first near-infrared integral field spectrograph which utilizes a new concept for the image slicer. The 3D image slicer uses a system of plane mirrors to transform a two-dimensional field-of-view into a pseudo-slit. A NICMOS 3 detector is used in such a way that spectra of 256 pixels in a $`16\times 16`$ pixels large field-of-view can be obtained simultaneously.

The 3D image slicer consists of two sets of mirrors. The first set of mirrors, the *small slicer*, is a stack of 16 mirrors placed in the focal plane of the telescope. Th mirrors are only $`0.4\mathrm{mm}`$ wide and each mirror is tilted by a different angle but all the same direction (see Figure 1). The 16 different tilt-angles lead to a sliced field-of-view consisting of 16 stripes fanned out over $`>90^{}`$. The projected length of the 16 stripes in the telescope focal plane is $`6.4\mathrm{mm}`$, corresponding to $`16`$ pixels of $`0.4\mathrm{mm}`$ width.

After the small slicer the fan of 16 stripes hits the second set of mirrors, called the *large slicer*. The large slicer reflects the rays from to form a pseudo-slit. The tilt-angles of the 16 mirrors of the small and large slicer are such that the position of the telescope pupil is conserved. To achieve this the centers of the large slicer mirrors also have lie on a hyperbola. The large slicer mirrors are placed at a distance from the small slicer where the 16 stripes don’t overlap anymore, resulting in a contiguous pseudo-slit of 16 slitlets arranged in a staircase pattern (see Figure 1). The total length of the pseudo-slit is $`16\times 16\times 0.4\mathrm{mm}=102.4\mathrm{mm}`$.

Neither the small slicer mirrors nor the large slicer mirrors are located entirely in the telescope focal plane. Defocusing at the small slicer and especially at the large slicer leads to a not perfect slicing efficiency of the 3D image slicer. At the small slicer, due to the tilt-angle, the defocus spot outside the mirror center is larger than the mirror width of $`0.4\mathrm{mm}`$. At the large slicer, due to the distance between the small and large slicer, the defocus spot extends over the mirror length of $`16\times 0.4\mathrm{mm}`$. Both effects lead to light losses through the image slicer. The slicing efficiency depends on the tilt-angle of the small slicer mirrors and the distance between the small and large slicer. Because a smaller tilt-angle at the small slicer leads to an increase of the distance between the small and large slicer an optimal combination of tilt-angle and distance exists. The 3D slicer, which is designed to give $`0.5\mathrm{arcsec}`$ pixels at $`4\mathrm{m}`$-class telescopes has an efficiency of $`94\%`$.

## 3 SPIFFI IMAGE SLICER

For the SPIFFI instrument a Rockwell HAWAII detector with $`1024\times 1024`$ detector elements is used. With this detector size an image slicer with $`32\times 32`$ pixels can be realized. Because the 3D slicer cannot be used for this format a new image slicer has to be built for SPIFFI. Also, the SPIFFI instrument is designed to be used on an $`8\mathrm{m}`$-telescope which puts additional constraints on the image slicer. A simple scaling of the 3D slicer to 1024 spatial pixels would result in a $`409.6\mathrm{mm}`$ long slicer with an efficiency of $`80\%`$. Both the size and the efficiency are not acceptable for SPIFFI.

### 3.1 Modified 3D Slicer

The only way to reduce the size of the SPIFFI image slicer is to decrease the pixel size, i.e. the mirror width of the small slicer mirrors. However, decreasing the mirror width causes the efficiency of the slicer to decrease. Two effects are adding to yield a rapid decrease in slicer efficiency (see Figure 2). The fraction of the defocus spot area of a pixel area increases with decreasing mirror width. In addition if the pixel size on the sky has to stay constant, the beam in the telescope focal plane has a larger f-ratio, increasing the defocus spot diameter even more. Another limitation is the feasibility of mirrors with a width $`<0.2\mathrm{mm}`$. For the SPIFFI image slicer a pixel size of $`0.3\mathrm{mm}`$ is chosen, resulting in a pseudo-slit length of $`307.2\mathrm{mm}`$. This is a compromise between a still feasible mirror width and the overall size of the slicer.

However, as can be seen from Figure 2 the efficiency of a 3D-type slicer with $`32\times 32`$ pixels and $`0.3\mathrm{mm}`$ mirror width is only $`80\%`$. To improve the slicer efficiency three major changes to the 3D slicer concept have been applied (see also Figures 3 and 4):

1. symmetric slicer layout,
2. additional mirror tip-angle orthogonal to the tilt-angle of the 3D slicer,
3. maximum tilt-angle of $`32^{}`$ at small slicer.

The 3D-slicer has an asymmetric layout (see Figure 1). If this layout was used in the SPIFFI slicer, the maximal distance between small and large slicer would equal the pseudo-slit length of $`307.2\mathrm{mm}`$. The symmetric layout reduces the maximum distance between the small slicer and the large slicer by a factor of 2 to only half the pseudo-slit length, thus reducing the maximal defocus spot diameter by a factor of 2.

Because the 3D-slicer uses only one tilt-angle the pseudo-slit has a staircase-pattern where the corners of adjacent slitlets touch each other (see also Figure 1). Also the mirror facets of the large slicer intersect at this position. Because these facets are out of focus a fraction of the light from pixels at the end of each slitlet is reflected by the wrong facet and is lost. With an additional tip-angle of the slicer mirrors orthogonal to the tilt-angle it is possible to change the staircase pattern of the pseudo-slit in 3D to an almost arbitrary slit pattern. For SPIFFI we chose a two-layer brick-wall pattern. With this pattern the individual slitlets of the pseudo slit don’t touch each other anymore, and the large slicer mirrors can be oversized to reflect the entire defocused slitlet.

The modification explained in the above paragraph is only possible up to a maximum distance between the small and large slicer. If the distance was to large the defocus spot diameter would be larger than the maximal possible mirror size of the large slicer. With a two-layer brick-wall pattern the minimal tilt-angle has to be $`16^{}`$ and the distance between the small and large slicer would be $`292\mathrm{mm}`$. Because this would be too large to fit into the SPIFFI optical train a maximum tilt-angle of $`32^{}`$ was chosen.

The modifications to the 3D slicer concept lead to a very high efficiency of the SPIFFI image slicer. At a maximum tilt-angle of $`32^{}`$ the losses at the small slicer are reduced without increasing the losses at the large slicer. With a mirror width of $`0.3\mathrm{mm}`$ all the light coming from the small slicer is reflected by the large slicer. In Figure 2 we show the light losses for an image slicer according to the 3D-slicer concept and according to the modified 3D-slicer concept. Assumed is a field-of-view with $`32\times 32`$ pixels with an input beam f-ration of f/30, corresponding to a pixel size of $`0.25`$ seconds of arc at an $`8\mathrm{m}`$-telescope. Even for a mirror width of $`0.3\mathrm{mm}`$ the light losses of the SPIFFI image slicer are only $`10\%`$.

Another advantage of the symmetric slicer layout is that instead of 32 different slicer mirrors for the small and large slicer only 16 different slicer mirrors, but two of each, have to be made. This reduces the cost of the SPIFFI image slicer. However, with a symmetric layout the direct view from the telescope along the optical axis onto the small slicer is blocked by the central mirrors of the large slicer. Therefore, the two central mirrors of the big slicer are moved and placed on top of the top-layer of the large slicer leaving a hole for the view onto the small slicer along the optical axis. Because these two slitlets have larger tip-angles the shadowing losses at the small slicer are also larger. However, in the two-dimensional field-of-view these slitlets correspond to the top and bottom slitlets. The correlation between the small and large slicer mirrors is such that slicer-efficiency is largest in the field-center of SPIFFI and is less at the field-edges.

To reduce thermal background radiation the image slicer is cooled down $`77\mathrm{K}`$, the working temperature of SPIFFI instrument. Based on experience with 3D this increases the sensitivity of SPIFFI especially in the wavelength range above $`2\mu \mathrm{m}`$.

In Figure 3 we show the small slicer, in Figure 4 we show a view of the whole SPIFFI-slicer.

### 3.2 Fabrication

The entire SPIFFI image slicer, including the base plate, is made from Zerodur. Because of its low linear thermal expansion coefficient the slicer design needs not be corrected for the slicer working temperature of $`77\mathrm{K}`$.

The small as well as the large slicer consist of individual mirrors which are manufactured using conventional optical polishing techniques. The achieved surface quality is of order $`\lambda /8`$ which is necessary for the adaptive optics mode of SINFONI.

The good surface quality also allows to optically contact the mirrors to build the mirror stacks. We have performed tests under vacuum and at low temperatures which show that the optically contacted Zerodur surfaces don’t separate. The same technique is used to mount the slicer mirror stacks to the base plate. Hence, the SPIFFI image slicer is a completely monolithic device. It is not subject to thermal stresses originating from differential thermal expansion coefficients as it would be the case if glue was used in the assembly of the individual mirrors.

To achieve a high accuracy on the tip- and tilt-angles a set of master prisms with the correct angles was made. They are large enough to be accurately polished and measured. Using these master prisms all slicer mirrors are fabricated. Angles are polished to better than $`10`$ seconds of arc, length dimensions are known better than $`0.01\mathrm{mm}`$.

An accurate assembly of the slicer mirrors to the small and large slicer is achieved by checking for interference fringes between a reference plate and the individual slicer mirrors. This way the high accuracy of the individual slicer mirrors is conserved during the assembly of the small and large slicer. The assembly of the small and large slicer on the base plate is done with the help of a traveling microscope.

After the small and large slicer are assembled the mirror surfaces are coated with gold. To protect the sensitive gold layer the mirrors are coated with a thin layer of fused silica.

### 3.3 Mounting

The SPIFFI image slicer is mounted in a housing which acts as the holder as well as the light baffle. Special care has to be taken to compensate for the differential thermal expansion coefficient of the Zerodur slicer and the Aluminium holder. No stress shall be applied to the slicer while at the same time keeping its position stable within $`0.05\mathrm{mm}`$.

In the design used the SPIFFI image slicer is held only at its base plate. The base plate is held between lapped Invar pads avoiding any point contact between the metal holder and the slicer. The Invar pads touching the base plate are allowed a lateral movement of $`1\mathrm{mm}`$ with respect to the Aluminium holder. This is achieved through a ball bearing between the pads and the Aluminium holder.

The position of the SPIFFI image slicer in the light-path orthogonal to the optical axis is not critical. The optical layout of SPIFFI allows to compensate for offsets in these directions and the machining tolerances are small enough to place the slicer accurately enough. However, to be able to focus the slicer it is necessary to adjust the position of the slicer along the optical axis. This is done with a micrometer screw which allows to defocus the SPIFFI image slicer by $`\pm 3\mathrm{mm}`$.


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# CYGNUS X-1 FROM RXTE: MONITORING THE SHORT TERM VARIABILITY

## INTRODUCTION AND DATA ANALYSIS

Galactic black hole candidates (BHC) are predominantly found in two states: the hard state, in which the X-ray spectrum is a Comptonization spectrum emerging from a hot electron cloud with a typical electron temperature of $``$150 keV (Dove et al.,, 1997; Poutanen,, 1998), and the soft state, in which the X-ray spectrum is thermal with a characteristic temperature of $`kT_{\mathrm{BB}}1`$ keV to which a steep power-law is added (Cui et al., 1997a, ; Gierliński et al.,, 1999, and references therein). The X-ray states are also known to be associated with radio states (see, e.g., Fender,, 2000, for a review). The canonical BHC Cyg X-1 stays predominantly in the hard state, and only occasionally transits into the soft state for a few months (Gierliński et al.,, 1999; Cui et al., 1997a, ; Cui et al., 1997b, , see also Fig. 1).

In addition to spectral analysis, timing analysis can also yield insight into the radiation mechanisms in BHCs. Apart from power spectrum analysis (Belloni and Hasinger,, 1990; Gilfanov et al.,, 1999; Churazov et al.,, 2000), higher order statistics like the frequency-dependent coherence function and time lags have proven to be useful in evaluating accretion models (Hua et al.,, 1999; Nowak et al.,, 1999). Although very different in their specific physical assumptions, most models for the hard and the soft state assume that the observed time lags are an indicator of some characteristic geometrical size of the Compton corona. In the case of Cyg X-1, the apparent decrease of the X-ray lags during the 1996 soft state transition of the source was considered evidence that the size of the Comptonizing corona during the soft state is smaller than during the hard state (Cui et al., 1997b, ). First comparisons of transition and soft state lags to hard state lags, however, indicated that the physical interpretation has to be more complex (Cui,, 1999).

In 1998 we initiated a monitoring campaign of Cyg X-1 with RXTE to systematically study long term variations of the hard state properties over a period of several years. Previous results have been presented elsewhere (Pottschmidt et al.,, 2000). In 1998 weekly pointings of $``$3 ks duration and in 1999 two-weekly pointings of $``$10 ks duration were performed. In this contribution we present results of the analysis of these observations. Together with archival observations from 1996, we consider 103 observations.

We concentrate on the data from the Proportional Counter Array (PCA; Jahoda et al.,, 1997), and use the RXTE All Sky Monitor (ASM; Remillard and Levine,, 1997) to place our observations in the context of Cyg X-1’s long term evolution. The data were reduced using the procedures described in detail elsewhere (Wilms et al.,, 1999). We mainly show results obtained from lightcurves with a resolution of 4 or 16 ms observed in two energy bands — $``$4 keV and $``$8–13 keV. The chosen energy bands are known to be well suited for time lag studies of this source (Nowak et al.,, 1999). The exact bands used to compare the 1996 data to the monitoring data were the closest matches possible for the available PCA modes. Furthermore, we describe the results of the spectral analysis of standard PCA spectra in the 2–20 keV range. We present the long term evolution of the averaged time lags, the frequency dependent time lag spectra and power spectra, and the spectral evolution during the flare of 1998 July. Finally, we discuss these results in the light of current accretion models.

## LONG TERM EVOLUTION OF THE TIME LAGS

In Fig. 1, we display the daily averaged RXTE ASM count rate superposed on the mean time lag between the soft and the hard energy bands in the frequency band from 3.2 to 10 Hz. We have found that the X-ray time lag is most variable in this frequency band (Pottschmidt et al.,, 2000). In the lower panel, the 1998/1999 monitoring is displayed. It shows that in the hard state there is a clear correlation between the soft X-ray luminosity and the mean time lag (Pearson’s correlation coefficient of 0.78). This is especially true during “flaring” events (e.g., in 1998 July, see below).

In the light of current accretion models, however, we would expect the lag to decrease as the source softens (with the corona becoming smaller). This was thought to happen during the 1996 full state transition, where the lag was seen to be considerably smaller in the soft state than immediately before and after (Cui et al., 1997b, ). Considering the hard state monitoring observations as well, however, we see a different picture (upper panel of Fig. 1): While the absolute values of the lags are comparable in the hard state and in the soft state, they are significantly longer during the transitions. In fact, the frequency dependence of the lag is very similar for the soft and hard states (Fig. 2d). It is interesting to note that for the hard energy band (8–13 keV) and the frequency range considered here, the timing behavior as characterized by the power spectral density (PSD) also looks similar (Fig. 2b). A qualitative model for explaining this PSD phenomenology in terms of transfer of variability structures through the disk/corona system has recently been presented by Churazov et al., (2000).

Previous analyses of two hard state observations already suggested that the soft and hard state lags might not be so different as previously thought (Cui,, 1999). Our numerous hard state monitoring observations now clearly indicate that *the X-ray lag spectrum of Cyg X-1 is rather independent of the spectral state*. The *enhanced lags are associated with transition or flaring intervals*, and not with the state of the source itself.

## FLARING & HARD STATE STABILITY

Of special interest are the episodes of enhanced ASM count rates in the hard state, which, as we have seen, also show larger mean time lags than the “canonical” hard state. Figs. 2a and c display the PSD and the time lag spectrum for an observation performed during the 1998 July flare and compares them to a typical hard state observation as well as to the transition phase of the 1996 state transition.

Compared to the typical hard state lag spectrum the appearance of an additional component in the 1 to 10 Hz range can be seen during the 1998 July flare. This component becomes more prominent and “flattens” during the hard to soft transition in 1996 May, with the lag being longer by almost a factor of 10 at 6 Hz as compared to 1996 December. As has been reported by Cui et al., 1997b , the PSDs of the state transition show an additional steep component at lower frequencies, a shift of the break frequency to higher frequencies, and additional “QPO-like” features. The PSD of the 1998 flare is intermediate between the hard state and the state transition, i.e., the break frequency has moved from $`0.1`$ Hz to $`0.5`$ Hz. Furthermore, a quasi-periodic oscillation appears at $`2`$ Hz, i.e., in the frequency range that exhibits the enhanced lag (the QPO might also be present in the hard state PSD at $`0.4`$ Hz). Since the flaring episode displays all the features of the real state transition, presumably at the onset of their appearance, we identify it as a “failed state transition”.

This interpretation as a failed state transition is confirmed by the spectral analysis: Outside of the “flaring episode” the hard state X-ray spectrum as seen by the PCA can be described by the canonical power-law (photon index $`\mathrm{\Gamma }=1.80\pm 0.01`$)111All uncertainties are at the 90% level., reflected off neutral material with a covering angle of $`\mathrm{\Omega }/2\pi =0.44\pm 0.04`$ (the inclination has been fixed at $`35^{}`$). An additional broad ($`\sigma =0.8`$ keV) Fe line at 6.4 keV with an equivalent width of 150 eV is required ($`\chi ^2/\mathrm{dof}=19.6/42`$; note that the $`1`$% systematics of Wilms et al., 1999 have been applied). During the flare the spectrum softens to $`\mathrm{\Gamma }=2.13\pm 0.02`$ and the covering factor increases to $`\mathrm{\Omega }/2\pi =0.93\pm 0.07`$. At low energies an additional soft spectral component appears (modeling this component as a multi-temperature disk black body results in $`kT_{\mathrm{in}}=0.45\pm 0.05`$ keV. The soft component contributes $``$7% of the flux at 3 keV. Thus, although the power law component still dominates the higher energy spectrum, there is clear evidence for a strong soft component, such that the 1998 July event should be associated with a failed state transition.

Although the flaring episodes introduce considerable long term variability into the hard state properties, the timing characteristics can be reproduced to great detail in observations separated by more than a year (Fig. 3): the time lag spectra and the PSDs of the 1996 December and the 1998 February observation are identical. This includes the “shelves” in the lags and the “wiggles” in the PSDs that might indicate that multiple processes are responsible for the observed timing behavior (see also Nowak,, 2000).

## 1 DISCUSSION

Since Comptonization models generally give a satisfactory explanation for the X-ray spectrum, most models for the generation of the X-ray time lags assume that the lags are at least partially produced by scattering of seed photons (which might have an intrinsic time lag) in a Compton corona (Poutanen,, 1998, and references therein). Comptonization cannot be the only cause for the time lags, however, as the magnitude of the lag implies very large Compton coronae ($``$300 gravitational radii Nowak et al.,, 1999), in conflict with the assumption of most Comptonization models. Furthermore, the energy dependence of the lags is also in disagreement with Comptonization (Nowak et al.,, 1999).

We note, however, that the coherence function in the frequency regime considered here is not equal to unity, but slightly smaller. This might be an indication that (part of) the time lag is produced by non-linear processes in the accretion disk, and not by the time delay due to the Compton scatterings in the corona (Churazov, 2000, priv. comm.).

Nevertheless, although all of these arguments point against Comptonization as the sole cause for the X-ray lags, one is tempted to assume that the magnitude of the lag is at least somehow proportional to the characteristic size of the X-ray emitting region. Accepting this paradigm, however, implies that the size of the X-ray emitting corona during the soft and hard states is the same as the lags during these states are identical. This is puzzling, given that the luminosity of the corona, and thus the release mechanism for the potential energy of the accreted material, is so different between the hard and the soft state.

During state transitions, larger X-ray lags are observed in the 1–10 Hz band. These larger lags might be related to the radio outbursts seen during the transitions (Pottschmidt et al.,, 2000). Galactic BHCs in the hard state emit optically thick radio emission, while the soft state is radio quiet. During transitions, the radio emission tends to be optically thin and highly variable (e.g., GX 339$``$4, Corbel et al., 2000, but also Cyg X-1 itself; see Fender, 2000 for a review). For Cyg X-1, there exists a good correlation between the radio and the soft X-ray flux (Brocksopp et al.,, 1999), and state transitions are correlated to radio outbursts (Zhang et al.,, 1997, see also Tananbaum et al., 1972). Such outburst are usually associated with the ejection of synchrotron radiation emitting outflows (see Fender et al.,, 1999; Corbel et al.,, 2000, for the case of GX 339$``$4). We suggest that the radio outflows and the larger lags might be related (Pottschmidt et al.,, 2000). One possible source for the electrons seen in the radio outflow might be the accretion disk corona. During state transitions, when the accretion disk is thought to reconfigure, the corona might be ejected and then observed as the radio outflow. In this picture, soft X-rays from the accretion disk might get Compton upscattered in the base of this outflow. As the base is much larger than the common accretion disk corona, one would expect larger X-ray lags. We note that such a picture, where part of the observed lags is due to the presence of a jet, has been previously suggested by van Paradijs (1999, priv. comm., see also Fender et al., 1999).

## ACKNOWLEDGEMENTS

This work has been supported by DFG grant Sta 173/22, by DLR grant 50 OO 9605, by NASA grants NAG5-3072, NAG5-3225, and NAG5-7265, and by travel grants from the DAAD and the NSF.


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# Frequency tuning of the whispering gallery modes of silica microspheres for CQED and spectroscopy

## Abstract

We have tuned the whispering gallery modes of a fused silica microresonator over nearly 1 nm at 800 nm, i. e. over 0.5 FSR or $`10^6`$ linewidths of the resonator. This has been achieved by a new method based on the stretching of a two–stem microsphere. The devices described below will permit new Cavity–QED experiments with this high–Q optical resonator when it is desirable to optimize its coupling to emitters with given transition frequencies. The tuning capability demonstrated here is compatible with both UHV and low temperature operation, which should be useful for future experiments with laser cooled atoms or single quantum dots.

Light in a dielectric microsphere can be confined to so called whispering gallery modes (WGMs). The mode volume can be as low as a few hundred cubic wavelengths with quality factors above $`10^9`$ for fused silica. Due to these advantageous properties, glass microspheres have attracted much interest in various fields ranging from unusual lasers  over CQED,  spectroscopy, and non–linear electrodynamics. So far the main default of the microspheres has been their fixed frequency. Accidental coincidences between an atomic line and the fundamental transverse whispering gallery mode are extremely rare both because the free spectral range (FSR) of a microsphere is very large, of the order of 1 THz, and because the resonance linewidth is very small, about 300 kHz. Tuning the whispering gallery mode spectrum whilst preserving their high Q’s is therefore an important experimental challenge.

A useful device should fulfill the following conditions. The tuning range should be about the free spectral range (FSR) so that a mode with the desired transverse distribution of light can be tuned into resonance with, e.g., an atomic transition. The device should be exceedingly stable because a change of only $`10^7`$ of the desired tuning range would already shift the WGMs by one line width. Good access to the sphere must be guaranteed in order to enable coupling light in and out of the sphere and also to approach the sample to the sphere it is to interact with (quantum dots, cold atoms, etc …). Furthermore the device should be readily producible and affordable. This is especially important for potential applications, e.g. as gas detectors. Ultra-high vacuum compatibility is also required if one wishes to couple laser–cooled atoms to a microsphere. In some cases, it maybe desirable to operate the tunable microsphere at liquid helium temperatures.

There are two methods to tune the modes: temperature and strain . At first order, both affect the mode resonance through the simple relation: $`\mathrm{\Delta }\nu /\nu =\mathrm{\Delta }a/a\mathrm{\Delta }N/N`$, where $`a`$ is the radius of the sphere and $`N`$ its refractive index. The temperature dependence of the modes is about $`2.5`$ GHz/K so that it can only be used for fine tuning purposes. Strain tuning on the other hand can cover a whole FSR if one achieves $`\mathrm{\Delta }\nu /\nu 1/l`$. For a 50 micrometers sphere, this means a deformation of about 0.2% in the equatorial region and an axial strain of about 1%, which is still compatible with the elastic deformation tolerated by fused silica, as demonstrated by experiments performed on silica fibers . The first demonstration device used on a microsphere was designed to compress the sphere with piezo-driven pliers . About one quarter of the sphere protruded from the device thus allowing coupling to the WGMs. For a sphere of a diameter of 160 $`\mu `$m, tuning over 150 GHz, nearly one half of an FSR, was achieved. However, access to the sphere was very limited and the device was not usable for spheres smaller than 100 $`\mu `$m. This precludes experiments on bulk samples with quantum dots (access), for instance, and on lasing in doped silica microspheres (size).

Here a new method is presented in which the strain is applied to the sphere by stretching it. Advances in the ability to manipulate silica glass with a CO2 laser allow us to produce spheres with two stems, one on each pole. The strain on the microsphere can now be exerted by simply pulling on the ends of the two stems which should not be too thin, so as to produce enough strain on the sphere’s equator. With a sphere having twice or three times the diameter of the stems, the desired stretching of the sphere can still be reached within the elastic limit of silica.

We have made two different devices. Both of them give access to a half space around the sphere, the other half being occupied by the coupling optics. Device #1 is a modified version of the squeezer mentioned above. The double-stemmed sphere is produced as follows. As in our previous experiments, the starting material is the core of an optical fiber or a thin fiber pulled in a flame from a rod of pure synthetic silica. The silica fiber to be melted and the CO2 laser beam are both vertical. The fiber is maintained vertical with a 5–10 mg weight attached to its lower end. The laser beam (diameter $``$ 3 mm) is projected upwards through a focusing lens. The short focal length of 25 mm creates a small focal spot (diameter $``$60 $`\mu `$m )and a strong vertical gradient in the intensity of the infrared radiation. As a result, the fiber hanging down will only melt near the focus. Due to surface tension forces, a microsphere will form and remain attached to the non-heated parts of the wire upon cooling down. Its ellipticity can be below 1%. Shortly after its fabrication, the double-stemmed microsphere is glued in between the jaws of the tuning device. Spheres with a diameter down to about 60 $`\mu `$m having a stem diameter of about 30 $`\mu `$m can be used in this device.

The second device has been designed to work in a UHV environment on smaller spheres. It consists of a U shaped base made from bronze which can be opened and closed with a screw and a vacuum compatible low voltage PZT stack. As shown in Fig. 1, two rods of pure silica bent in a flame are fixed with screws on the jaws of the device so that they nearly meet at mid-height. Their tips are then ground to the shape of pyramids with a tip to tip distance of 400 $`\mu `$m. Next the CO2 laser is used to weld a short piece of silica fiber across the gap. The sphere is then formed by melting the center of the fiber with two counter-propagating CO2 laser beams while the initial PZT voltage is slowly relaxed. This production method has been used in an open set-up but the last step could be performed directly in a high vacuum chamber when necessary. Whatever the fabrication technique, the fusion process is always observed in a stereomicroscope with a video camera and the alignment of the CO2 laser is carefully controlled by mounting the device and the laser focusing lenses each on 3D translations stages. Care is taken to eliminate residual tensions in the silica glass by gentle heating in the CO2 laser before and after the fusion process. The power of the CO2 laser is precisely controlled to avoid any excess heating which would cause unwanted recrystallization of the silica and/or sublimation. This allows us to produce a microsphere with two stems as short and thick as possible. This ensures maximum strain and stability of the sphere (both mechanical and thermal). A typical 40 $`\mu `$m microsphere is shown in the left-side insert of Fig. 1.

The tuning of the whispering gallery modes was studied with a set-up described previously. Light from a diode laser is coupled into the sphere through a SF11-glass prism. We studied first device #1 using a 800 nm diode laser stabilized with an external grating which had a maximum continuous tuning range of 30 GHz with a linewidth of about 300 kHz. Like in Ref. 13, the average tuning range of the modes in the sphere has been assessed by continuously increasing the voltage at the PZT and observing the modes passing through the frequency window scanned by the diode laser. Assuming that there is no strong non-linearity in the strain with respect to the PZT voltage the maximum tuning range of this device was found to be 150 GHz, i.e about half of an FSR for the 200 $`\mu `$m sphere under study. The stability of the WGM frequency at a fixed PZT voltage was excellent: over a number of days, the modes drifted by less than 10 GHz. On a short time scale, the WGM frequency fluctutations were fully correlated to the measured temperature variations. As usual in air, the modes kept their initial Q value of about $`10^8`$ for several days.

The second device was studied with a narrow linewidth tunable DBR diode laser (Yokogawa YL78XNL/S). The laser mode wavelength of these diodes can be tuned continuously over 1 nm by simultaneously changing the diode and the grating currents. This allowed us to follow the same WGM mode over 400 GHz. Fig. 2 shows the frequency shift of several WGM modes versus the PZT voltage for a 80 $`\mu `$m sphere. Here the voltage range was limited on purpose to stay within the elastic limit and hence well below the maximum tuning range. We checked on the observed shift that the deformation was perfectly reversible upon decreasing the PZT voltage. The stability of the deformation was excellent, as well as the repeatability of these results. The well-known quasi-periodicity of the WGM mode spectrum is exhibited by marking three characteristic frequency differences: FSR = 810 GHz is the free spectral range of the sphere (diameter 80 $`\mu `$m), $`\mathrm{\Delta }_P=580`$ GHz is the expected interval between TE and TM modes with the same quantum numbers, $`n`$, $`l`$, $`m`$, and finally $`\mathrm{\Delta }_m=375`$ GHz is the interval between modes which only differ by one unit in $`m`$, the azimuthal order number. It corresponds to an effective ellipticity of about 50%, in agreement with a CCD image of the sphere. The slope of the lines is 5 GHz/V for TE modes and 8 GHz/V for TM modes. The TM/TE slopes ratio is 1.6. It is close to 1.75, the ratio expected for a perfect cylinder . This is consistent with the large ellipticity of this resonator. The axial strain derived from these measurements is $`ϵ\mathrm{6\; 10}^5`$ per Volt. This yields an overall deformation of the sphere with its two stems of 0.25 $`\mu `$m for 10 V applied on the PZT, to be compared to the 0.5 $`\mu `$m/10 V specification of the stack.

Fig. 3 shows the maximum excursion reached on this 80 $`\mu `$m sphere for a TE and TM whispering gallery mode. When the PZT voltage was further increased up to 42 V, the onset of plastic deformation was observed as a slip of the frequency of the modes shortly before one of the stems severed.

To summarize, we have developed two devices which both have allowed us to tune whispering gallery modes over half a FSR. In both cases the maximum quality factor of Q=$`10^9`$ can be reached reproducibly and is preserved for a number of days under standard laboratory conditions. Device # 1 is easier to make and it is more appropriate to work with moderate size spheres (60 to 500 micrometers) while device # 2 is compatible with smaller spheres although it needs more skill to get a small ellipticity. Now that microspheres can be considered as tunable resonators, we believe that the devices presented here open the way to several applications like single mode microlasers, tunable filters, gas detectors and other cavity QED experiments with adsorbed molecules, cold atoms grazing the sphere or quantum dots in semiconductor samples.

Acknowledgements This work has benefited from the financial support of a CEE TMR network contract # ERBFMRXCT960066 ”Microlasers and Cavity QED”.