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# A Brown Dwarf Companion for the Accreting Millisecond Pulsar SAX J1808.4-3658

## 1. INTRODUCTION

X-ray monitoring of the Galactic bulge with the BeppoSAX Wide Field Cameras (WFCs) has identified seven extremely low-luminosity, transient X-ray sources (Heise et al. 1998). All show type I X-ray bursts from unstable thermonuclear burning, indicating that they are accreting neutron stars (NSs) with weak ($`10^{10}`$ G) surface magnetic field strengths. Their peak fluxes (apart from the type I bursts) are below 100 mCrab, corresponding to a luminosity of $`<5\times 10^{36}`$ erg s-1 at the Galactic center. At least three recur, with week-long outbursts coming at intervals ranging from months to years. King (2000) has shown that these sources form a distinct class of NSs in low-mass X-ray binaries (LMXBs). Their unusually low time-averaged mass transfer rates ($`\dot{M}10^{11}M_{}`$ yr-1) allow for accretion disk instabilities to operate and cause the recurrent outbursts. Such low $`\dot{M}`$’s occur when orbital angular momentum is lost via gravitational radiation (GR) and when the donor mass is in the brown dwarf (BD) regime ($`0.08M_{}`$; Verbunt & van den Heuvel 1995, King 2000). This is the natural endpoint of mass transfer evolution for a low-mass donor (e.g. Rappaport, Verbunt & Joss 1983).

A famous member of this class is SAX J1808.4$``$3658, the only known accretion-powered millisecond pulsar. It was first detected as a X-ray transient with type I X-ray bursts in 1996 September by the WFCs in a 20 day outburst (in ’t Zand et al. 1998). A recent reanalysis of these data has yielded a distance of 2.5 kpc from the photospheric radius expansion observed during the type I bursts (in ’t Zand et al. 2001). During a second outburst in 1998 April, observations with the Rossi X-Ray Timing Explorer (RXTE) revealed persistent 401 Hz X-ray pulsations (Wijnands & van der Klis 1998) and 2 hr binary motion (Chakrabarty & Morgan 1998, hereafter CM98).

The measured orbital parameters of this system allow us to solve for the binary companion’s mass, $`M_\mathrm{c}`$, and radius, $`R_\mathrm{c}`$, as a function of orbital inclination. White dwarf companions are ruled out while low-mass hydrogen main sequence companions are allowed only for highly improbable inclination values and an $`\dot{M}`$ inconsistent with the observations (CM98). In this paper, we show that a more consistent solution involves a $`M_\mathrm{c}0.05M_{}`$ BD as the mass donor. This substantially relaxes the inclination to more likely values and gives an $`\dot{M}`$ that agrees with observations. The puzzle is why such a low-mass donor would fill the Roche lobe at an orbital period of 2 hours.

We conjecture here that the larger entropy implied by the $`R_\mathrm{c}0.13R_{}`$ radius can be maintained by the continuous heating of the BD in quiescence by the thermal emission from the NS. This naturally makes this system a progenitor to the fast millisecond radio pulsars (MRPs) in short ($`<6`$ hr) orbits and shows that there is a $`\mathrm{Gyr}`$ phase of accretion at very low rates. This is in contrast to progenitor scenarios (e.g. Ruderman, Shaham and Tavani 1989) which give $`\dot{M}`$’s at least two orders of magnitude higher.

## 2. Constraints on the Binary Inclination

The binary parameters of SAX J1808.4$``$3658 were precisely measured, with orbital period $`P_{\mathrm{orb}}=2.01`$ hr and a projected radius $`a_\mathrm{x}\mathrm{sin}i=62.8`$ light-ms (CM98). The mass function is

$$f_\mathrm{x}\frac{(M_\mathrm{c}\mathrm{sin}i)^3}{(M_\mathrm{x}+M_\mathrm{c})^2}=\frac{4\pi ^2(a_\mathrm{x}\mathrm{sin}i)^3}{GP_{\mathrm{orb}}^2}=3.8\times 10^5M_{},$$
(1)
where $`i`$ is the binary inclination (the angle between the line of sight and the orbital angular momentum vector) and $`M_\mathrm{x}`$ is the NS mass. Given $`M_\mathrm{x}`$ and $`i`$, equation (1) yields $`M_\mathrm{c}`$, as shown in Figure 1 for $`M_\mathrm{x}=1.4M_{}`$ and $`M_\mathrm{x}=2M_{}`$. The minimum companion mass ($`i=90^{}`$) is then $``$0.043 (0.054) $`M_{}`$ for $`M_\mathrm{x}=`$1.4 (2.0) $`M_{}`$, far below the hydrogen burning limit of $`0.08M_{}`$. For randomly selected binaries, the a priori probability of observing a system with $`i<i_0`$ is $`(1\mathrm{cos}i_0)`$, so the likeliest solutions are those with BD donors.

Mass transfer from the Roche-lobe–filling111Most LMXBs accrete via Roche lobe overflow. Substantial mass loss through an intrinsic stellar wind is unlikely for very low-mass donors. low mass companion is driven by angular momentum loss from GR, $`\dot{J}_{\mathrm{GR}}`$ (see review by Verbunt & van den Heuvel 1995). The mass transfer rate is then $`\dot{M}_{\mathrm{GR}}=3M_\mathrm{c}\dot{J}_{\mathrm{GR}}/2J`$, or

$$\dot{M}_{\mathrm{GR}}3.8\times 10^{11}\text{ }M_{}\text{ yr}\text{-1}\text{ }\left(\frac{M_\mathrm{c}}{0.1M_{}}\right)^2\left(\frac{M_\mathrm{x}}{1.4M_{}}\right)^{2/3}\left(\frac{P_{\mathrm{orb}}}{\text{2 hr}}\right)^{8/3},$$
(2)
where we have set222Equation (2) agrees with King, Kolb and Szuszkiewicz (1997) but is a factor of three larger than equation (3) of King (2000). Though we are not certain, it appears that King’s number is lower because he presumed $`n=1`$ for his mass-radius relation and dropped a significant figure. Our choice of $`n=1/3`$ is for the isentropic and heated BD companion motivated in §’s 3 and 4. $`n=1/3`$ in the donor’s mass-radius relation, $`R_\mathrm{c}M_\mathrm{c}^n`$. This is plotted in the bottom panel of Figure 1. The mass transfer rate in equation (2) is smaller by a factor of two for a main sequence mass-radius relation ($`n=1`$).

We now compare this to the measured $`\dot{M}`$. The 1998 April outburst of SAX J1808.4$``$3658 was monitored by a series of pointed RXTE observations, from which a total fluence of $`4.3\times 10^3`$ erg cm-2 (3–150 keV; Gilfanov et al. 1998) was measured. The recurrence time of the outbursts is roughly 20 months (in ’t Zand et al. 1998; Marshall 1998; van der Klis et al. 2000). Presuming that the 1998 April outburst was typical, the time-averaged flux is $`9\times 10^{11}`$ erg cm-2 s-1, giving

$$\dot{M}5\times 10^{12}\text{ }M_{}\text{ yr}\text{-1}\text{ }\left(\frac{d}{\text{2.5 kpc}}\right)^2\left(\frac{M_\mathrm{x}}{1.4M_{}}\right)^1,$$
(3)
which is most consistent for $`M_c0.05M_{}`$, thus implying that the binary is not viewed face-on.

Three other pieces of evidence also suggest that SAX J1808.4$``$3658 is not viewed face-on. First, there is a 2% modulation in X-ray intensity at the orbital period, with the minimum occurring when the NS is behind the companion (CM98; Lee, Chakrabarty, & Morgan 2001, in preparation). This suggests that $`i`$ must be large enough to allow partial X-ray blockage from some circumbinary material. Second, the 2 hour single-peaked modulation in the optical intensity (Giles, Hill, & Greenhill 1999) has been confirmed by Homer et al. (2001). Flux minimum occurs when the NS is behind the companion, suggesting that X-ray heating of the companion is the origin of the modulation; again implying inclinations other than face-on. Finally, detailed modeling of the optical companion’s multiband photometry during outburst with a simple X-ray heated disk model suggests that $`\mathrm{cos}i<0.45`$ (Wang et al. 2001, in preparation). Though clearly not a face-on system, the absence of deep X-ray eclipses indicates that we must be viewing SAX J1808.4$``$3658 with $`\mathrm{cos}i>0.15`$ (CM98).

In summary, a consideration of the mass transfer rates and inclination constraints lead us to conclude that the likely Roche lobe filling donor has a mass $`M_\mathrm{c}0.05M_{}`$. We now discuss how such a system is formed and maintains Roche-Lobe filling at the two hour orbital period.

## 3. Companion Radius and Binary Evolution

The mean density of a Roche-lobe–filling companion (for the case where $`M_\mathrm{c}M_\mathrm{x}`$) is set by the binary period (Faulkner, Flannery, & Warner 1972), so that $`R_\mathrm{c}=0.17(M_\mathrm{c}/0.1M_{})^{1/3}R_{}`$, as shown by the dark solid curve in Figure 2. Also plotted are the mass-radius relations for cold helium white dwarfs (Paczynski 1967), low-mass hydrogen main sequence stars (Tout et al. 1996), and BDs of ages 0.1, 0.5, 1.0 and 5.0 Gyr (Chabrier et al. 2000). Note that the mass-radius relation for any Roche-lobe–filling solution allowed by the observations must intersect (or at least lie near) the dark solid curve in Figure 2. Thus, we see immediately that cold helium white dwarfs are too small (for any mass). Low-mass hydrogen main sequence stars give a solution at $`M_c=0.17M_{}`$, corresponding to $`\mathrm{cos}i=0.95`$. This solution has a small a priori probability (5%); moreover, it would give a mass transfer rate (from equation (2) with $`n=1`$) of $`\dot{M}>5\times 10^{11}M_{}\mathrm{yr}^1`$, a factor of ten higher than observed. Thus, the solution we consider most likely is a $`0.05M_{}`$ BD with radius $`R_c0.13R_{}`$.

Many (e.g. Paczynski & Sienkiewicz 1981; Rappaport, Verbunt & Joss 1983) have shown that the mass transfer evolution (under GR losses) of a $`M<M_{}`$ main sequence donor leads to a BD companion within a few Gyrs. The initial evolution of these systems is towards shorter orbital periods when the Kelvin-Helmholtz (KH) time is shorter than the mass transfer time scale (this is typically when the donor is on the main sequence). Once the KH time becomes longer than the mass transfer time scale, the donor expands under further mass loss (if adiabatic, then $`n=1/3`$), and the period increases. This sets the minimum orbital period at $`80`$ minutes and if the BD is allowed to cool once nuclear burning has ceased, the companion would have a mass $`0.05M_{}`$ when a period of 2 hours is reached (e.g. Rappaport et al. 1983). Hence, some inhibition of the contraction must occur in SAX J1808.4$``$3658.

The issue of expanding BD companions by external heating (or driving winds) came to a sharp focus with the discovery of the eclipsing optical counterpart to PSR 1957+20 (Fruchter et al. 1990). Many models were constructed, some of which relied on tidal heating of a low-mass, asynchronous object for the expansion (e.g. Applegate and Shaham 1994). Rasio, Pfahl, and Rappaport (2000) present a similar scenario for the MRPs in 47 Tuc in short orbital periods, implying mass transfer rates a factor of 100-1000 higher than observed in SAX J1808.4$``$3658. Ruderman et al. (1989) had previously considered the possibility that the light companion was heated at a rate adequate to drive high mass (and angular momentum) loss that would increase the mass transfer rate in the binary to near-Eddington limits (see Bhattacharya 1995 for a review). Some of their motivation was the lack of observed low-accretion rate LMXB’s. The BeppoSAX discoveries have clearly changed the situation and motivated us to reconsider GR-driven systems at late times when the donor mass is below the hydrogen burning limit.

## 4. The Thermostat of X-Ray Heating in Quiescence

The companion is heated to $`>2\times 10^4`$ K during the outbursts in SAX J1808.4$``$3658 . We presume that this transient external heating has little effect on the interior of the BD; rather we focus on the continuous heating in quiescence from the hot NS. Bildsten and Brown (1997) showed that the quiescent heating of the outer disk was insufficient to suppress the disk instability responsible for the outbursts. However, it appears sufficient to dramatically alter the entropy evolution of the low-mass stellar companion once nuclear burning has ceased.

Transiently accreting NSs are always detected in quiescence at an X-ray luminosity $`>10^{32}`$ erg s-1 (see Bildsten and Rutledge 2000 for an overview). This emission has two components: a soft thermal component from the NS surface (Brown, Bildsten & Rutledge 1998; Rutledge et al. 1999, 2000, 2001) and a hard power-law tail of unknown origin (see Campana & Stella 2000 for a discussion). The thermal emission level is well predicted by the relation of Brown et al. (1998)

$$L_{\mathrm{th}}6\times 10^{32}\mathrm{erg}\mathrm{s}^1\left(\frac{\dot{M}}{10^{11}M_{}\mathrm{yr}^1}\right),$$
(4)
which arises from the deep nuclear heating that the NS receives every outburst.

For the time-averaged flux derived above, equation (4) predicts thermal emission at $`4.5\times 10^{13}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$. There are two weak detections of the quiescent X-ray emission from SAX J1808.4$``$3658. Stella et al. (2000) report $`(12)\times 10^{13}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ (0.5–10 keV) with BeppoSAX (in excellent agreement once the spectral corrections are applied; see Table 4 of Rutledge et al. 2000) while Dotani, Asai & Wijnands (2000) report a value about a factor of 3 lower from ASCA.

We use the quiescent luminosity from equation (4) as a lower-limit to the heating and find the temperature, $`T_\mathrm{H}`$, of the companion on the side facing the NS, $`\sigma _{SB}T_\mathrm{H}^4=L_{\mathrm{th}}/4\pi (aR)^2`$, as a function of $`\dot{M}`$. For plausible inclinations of SAX J1808.4$``$3658 , $`T_\mathrm{H}38004800\mathrm{K}`$, far above the expected value for a BD that has cooled after passing through the period minimum. We conjecture that this continuous heating fixes the entropy of the BD at a value higher than would occur in the absence of heating, where the entropy is free to decrease once nuclear burning has halted. This would also increase the minimum orbital period of such binaries.

There are no appropriate calculations that allow us to accurately estimate the slowing of contraction from partial irradiation at these levels. However, the effects of less irradiation of smaller mass objects, the irradiated extrasolar giant planets, lead to radii 50% larger than expected (Burrows et al. 2000), as has been observed for the transiting planet around HD 209458 (Brown et al. 2001).

## 5. Conclusions and Comparisons to Millisecond Pulsars

In addition to making the case that the companion to SAX J1808.4$``$3658 is a brown dwarf, our work also places it in relation to the short orbital period ($`<6\mathrm{hr}`$) fast ($`P_s<5\mathrm{ms}`$) MRPs both in the field (PSR J2051$``$0827, Stappers et. al. 1999) and in globular clusters (47 Tuc I, J, O, P and R, Camilo et al. 2000; PSR J1807$``$2459 in NGC 6544, Ransom et. al. 2001; PSR 1908+00 in NGC 6760, Deich et al. 1993). The longer orbital period for PSR 1957+20 places it far outside of this group. The top panel in Figure 3 shows $`M_c`$ for $`\mathrm{cos}i=0.5`$ for the field pulsar PSR J2051$``$0827 (open triangle) and globular cluster pulsars (solid squares). All have lower mass companions than SAX J1808.4$``$3658 (asterisk).

We plot two other related quantities in Figure 3. We use the measured orbital parameters and presume that the companion was, in the past, Roche lobe filling at the current orbital period and transferring mass at the rate set by GR losses with $`n=1/3`$. The mass transfer rate (shown as a time scale in the bottom panel) and the heated companion temperature, $`T_\mathrm{H}`$ (middle panel) are shown for $`\mathrm{cos}i=0.5`$. SAX J1808.4$``$3658 has the most heated companion and nearly the shortest accretion time scale (47 Tuc R is just barely shorter), consistent with it being a progenitor to the pulsars.

If the heating maintains a constant entropy in the BD of SAX J1808.4$``$3658 , further mass transfer will evolve it along the solid line. Since the heating is clearly dropping, we also plot (dashed line) a constant radius evolution ($`n=0`$, or decreasing entropy). These clearly bracket many of the observed systems at longer orbital periods. For $`n=0`$, it will take 6.6 Gyrs for SAX J1808.4$``$3658 to reach a system like PSR J2051-0827 ($`M_c=0.03M_{}`$).

Something eventually allows the BD to contract and fall within the Roche lobe, halting mass transfer and allowing the NS to become a MRP. In this respect, it is important that most of the $`T_\mathrm{H}`$’s for the MRPs are comparable to a BD in the contraction phase (Chabrier et al. 2000), implying that the reduced heating at larger orbital periods might well allow the BD to finally fall within the Roche radius.

SAX J1808.4$``$3658 is clearly a long-lived ($`\mathrm{Gyr}`$) X-ray source that undergoes mass transfer at a rate of $`10^{11}M_{}`$ yr-1. If this long-lived system is the progenitor type to the short–orbital-period MRPs in 47 Tuc, then we expect to see faint X-ray transients in 47 Tuc comparable in number to the MRP binaries. The infrequent sampling and long recurrence times would make their detection in outburst unlikely. However, they should easily be detected in quiescence with Chandra at the levels implied by equation (4). Discovery of such a plethora of quiescent, short–orbital-period LMXBs would confirm this connection.

We thank D. Chernoff, A. Cumming, S. Phinney, R. Rutledge, H. Spruit, S. Thorsett, and M. van Kerkwijk for conversations and comments on this work, which was partially supported by NASA via grants NAG 5-8658 and NAG 5-9184 and by the NSF under grant PHY99-07949. L. B. is a Cottrell Scholar of the Research Corporation.


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# Relationships between conjectures on the structure of pro-𝑝 Galois groups unramified outside 𝑝

## 1 Introduction

The fixed field $`\mathrm{\Omega }^{}`$ of the canonical representation $`\varphi :G_𝐐\mathrm{Out}(\pi _1)`$ with

$$\pi _1=\pi _1^{\mathrm{pro}p}(𝐏^1(\overline{𝐐})\{0,1,\mathrm{}\})$$

is a pro-$`p`$ extension of $`𝐐(\zeta _p)`$ unramified outside $`p`$ for any prime number $`p`$ \[I1\]. We study, for odd primes $`p`$, the structure of $`G=\mathrm{Gal}(\mathrm{\Omega }^{}/𝐐(\zeta _p^{\mathrm{}}))`$ and of a certain graded $`𝐙_p`$-Lie algebra $`𝔤`$ associated to $`\varphi `$ and arising from a filtration of $`G`$. To that effect, this article can be viewed as an extension of the article of Ihara \[I5\] (esp., Lecture I).

Our primary insight comes from the examination of the relationship between elements of $`\mathrm{Gal}(\mathrm{\Omega }/𝐐(\zeta _p))`$, where $`\mathrm{\Omega }`$ is the maximal pro-$`p`$ extension of $`𝐐(\zeta _p)`$ unramified outside $`p`$, and elements of $`\mathrm{Gal}(\mathrm{\Omega }/𝐐(\zeta _p^{\mathrm{}}))`$. More specifically, we construct elements $`\sigma _m\mathrm{Gal}(\mathrm{\Omega }/𝐐(\zeta _p^{\mathrm{}}))`$ restricting nontrivially to elements of the $`m`$th graded pieces $`gr^m𝔤`$ for odd $`m3`$. The elements $`\sigma _m`$ are obtained recursively starting from elements of $`\mathrm{Gal}(\mathrm{\Omega }/𝐐(\zeta _p))`$ which satisfy the property that their images in the maximal abelian quotient generate its odd eigenspaces under the action of $`\mathrm{Gal}(𝐐(\zeta _p)/𝐐)`$. In fact, these elements of $`\mathrm{Gal}(\mathrm{\Omega }/𝐐(\zeta _p))`$ provide suitable $`\sigma _m`$ for odd $`m`$ with $`3mp`$. In this way, we are able to employ knowledge of the Galois group of $`\mathrm{\Omega }/𝐐(\zeta _p)`$ in studying the structure of $`𝔤`$. In particular, it will follow from a consequence of a conjecture of Greenberg’s in multivariable Iwasawa theory \[G2\] that $`𝔤`$ is not free on the restrictions of the $`\sigma _m`$ for a large class of irregular primes.

Define $`\mathrm{\Omega }_{m1}^{}`$ as the fixed field of the kernel of

$$\varphi _m:G_K\mathrm{Out}(\pi _1/\pi _1(m+1)),$$

where $`K=𝐐(\zeta _p^{\mathrm{}})`$ and $`\pi _1(m+1)`$ denotes the $`(m+1)`$st term in the lower central series of $`\pi _1`$. The graded $`𝐙_p`$-Lie algebra $`𝔤`$ is defined by setting $`gr^m𝔤=\mathrm{Gal}(\mathrm{\Omega }_m^{}/\mathrm{\Omega }_{m1}^{})`$ for $`m1`$. Recall that, as a $`\mathrm{Gal}(K/𝐐)`$-module, $`gr^m𝔤𝐙_p(m)^{r_m}`$ for some $`r_m0`$ \[I1, I5\].

Consider the filtration $`F^mG=\mathrm{Gal}(\mathrm{\Omega }^{}/\mathrm{\Omega }_{m1}^{})`$ of $`G`$ giving rise to $`𝔤`$. For each odd integer $`m3`$, we let $`\sigma _m`$ denote an element of $`F^mG`$ with the property that $`\kappa _m(\sigma _m)`$ generates the image of the $`m`$th Soulé character $`\kappa _m`$ on $`F^mG`$ \[So, I5\]. In Section 2, we shall make a particular choice of the elements $`\sigma _m`$. By abuse of notation, the element of $`gr^m𝔤`$ given by the restriction of $`\sigma _m`$ to $`\mathrm{\Omega }_m^{}`$ will also be denoted by $`\sigma _m`$ (and is nontrivial \[I2, I5\]). We remark that $`\kappa _m`$ and $`\kappa _k`$ induce the same character modulo $`p^n`$ if $`mkmodp^{n1}(p1)`$.

Let $`S`$ denote the free pro-$`p`$ group on infinitely many generators $`s_m`$ with $`m`$ odd $`3`$, and let $`𝔰`$ denote the free graded $`𝐙_p`$-Lie algebra with generators also denoted $`s_m`$ in odd degree $`3`$. Consider the homomorphisms $`\mathrm{\Psi }:SG`$ and $`\psi :𝔰𝔤`$ determined by $`s_m\sigma _m`$. Ihara attributes to Deligne the conjecture that $`\psi 𝐐_p`$ is an isomorphism \[I2, I3, I5\]. In fact, Hain and Matsumoto have recently shown $`\psi 𝐐_p`$ to be surjective \[HM\].

We will study the surjectivity, or lack thereof, of $`\psi `$ itself. This appears to be a finer question, its answer depending upon arithmetic properties of the prime $`p`$. We shall show that the validity of certain conjectures would imply that the map $`\psi `$ is not surjective exactly when $`p`$ is an irregular prime. Without any assumptions, our results imply that $`\psi `$ is not an isomorphism for a large class of irregular primes.

The following theorem will result from our definition of the elements $`\sigma _m`$, but holds for any choice of $`\sigma _m`$.

###### Theorem 1.

Let $`p`$ be an odd regular prime. Then the homomorphism $`\mathrm{\Psi }`$ is surjective. If Deligne’s conjecture holds for $`p`$, then $`\psi `$ and $`\mathrm{\Psi }`$ are isomorphisms and $`\mathrm{\Omega }=\mathrm{\Omega }^{}`$.

Additionally, we shall obtain a refinement of this in the form of an extension of Theorem I-2(ii) of \[I5\]. It will also follow from our methods that if $`p`$ is regular and $`\mathrm{\Omega }=\mathrm{\Omega }^{}`$, then the map $`\mathrm{\Psi }`$ is injective. Furthermore, we shall show that injectivity of $`\mathrm{\Psi }`$ together with surjectivity of $`\psi `$ forces $`\psi `$ to be injective. Hence, we obtain the following result.

###### Theorem 2.

Let $`p`$ be an odd regular prime. If $`\mathrm{\Omega }=\mathrm{\Omega }^{}`$ and $`\psi `$ is surjective, then Deligne’s conjecture holds for $`p`$.

For any number field $`F`$, Greenberg has a conjecture regarding the structure of the Galois group of a large pro-$`p`$ extension of $`F`$ unramified outside primes above $`p`$ \[G2\] (see also \[G1\]). Let $`F_{\mathrm{}}`$ denote the compositum of all $`𝐙_p`$-extensions of $`F`$ (which is necessarily unramified outside $`p`$), and let $`L_{\mathrm{}}`$ denote the maximal abelian unramified pro-$`p`$ extension of $`F_{\mathrm{}}`$. Greenberg’s conjecture states that $`X=\mathrm{Gal}(L_{\mathrm{}}/F_{\mathrm{}})`$ has annihilator of height at least $`2`$ as a module over the multivariable Iwasawa algebra $`\mathrm{\Lambda }=𝐙_p[[\mathrm{Gal}(F_{\mathrm{}}/F)]]`$ \[G2\]. By class field theory, $`X`$ is seen to be isomorphic to the inverse limit $`A_{\mathrm{}}`$ of the $`p`$-parts of the ideal class groups of finite subextensions of $`F`$ in $`F_{\mathrm{}}`$.

We consider Greenberg’s conjecture for the field $`F=𝐐(\zeta _p)`$, which we refer to as Greenberg’s conjecture for the prime $`p`$. Since $`A_{\mathrm{}}=0`$ if $`p`$ is regular, Greenberg’s conjecture holds trivially for regular primes. Let $`M_{\mathrm{}}`$ denote the maximal abelian pro-$`p`$ extension of $`F_{\mathrm{}}`$ unramified outside $`p`$. Greenberg’s conjecture for $`p`$ is equivalent to $`\mathrm{Gal}(M_{\mathrm{}}/F_{\mathrm{}})`$ having no torsion as a module over $`\mathrm{\Lambda }`$ \[Mc, LN\]. In particular, Greenberg’s conjecture for an irregular prime $`p`$ implies that $`\mathrm{Gal}(\mathrm{\Omega }/F)`$ has no free pro-$`p`$ quotient on $`(p+1)/2`$ generators \[Mc\] (see also \[LN\]). The absence of such a free pro-$`p`$ quotient is the key to the following theorem.

###### Theorem 3.

Let $`p`$ be an irregular prime. If Greenberg’s conjecture holds for $`p`$, then $`\psi `$ and $`\mathrm{\Psi }`$ are not isomorphisms. In particular, if Deligne’s conjecture also holds for $`p`$, then $`\psi `$ and $`\mathrm{\Psi }`$ are not surjective.

McCallum has proven Greenberg’s conjecture for a large class of irregular primes \[Mc\]. These are exactly those primes $`p`$ for which both the $`p`$-part $`A`$ of the ideal class group of $`𝐐(\zeta _p)`$ and $`(U/\overline{E})[p^{\mathrm{}}]`$ are of order $`p`$, where $`U`$ denotes the unit group of $`𝐐_p(\zeta _p)`$ and $`\overline{E}`$ denotes the closure of the image of $`𝐙[\zeta _p]^{}`$ in $`U`$ (see \[Mc, Ma\] for equivalent conditions). David Marshall has extended this result to a class of primes $`p`$ for which $`A`$ which may be cyclic of any positive $`p`$-power order \[Ma\]. Currently, there are no known examples in which $`A`$ is cyclic of order greater than $`p`$. However, there is an abundance of primes for which $`A`$ is not cyclic, for instance $`p=157`$ and $`691`$.

## 2 Construction of the elements

Choose any element $`\tau \mathrm{Gal}(\mathrm{\Omega }/𝐐)`$ that restricts to a generator of $`\mathrm{Gal}(K/𝐐)`$. Let $`\delta =lim_i\mathrm{}\tau ^{p^i}`$, an element of order $`p1`$ restricting to a generator of $`\mathrm{Gal}(F/𝐐)`$, and let $`\gamma =\tau ^{p1}`$, which commutes with $`\delta `$ and restricts to a generator of $`\mathrm{Gal}(K/F)𝐙_p`$. By abuse of notation, we also denote by $`\delta `$ and $`\gamma `$ the restrictions to subfields Galois over $`𝐐`$. For any $`m𝐙`$, let $`ϵ_m𝐙_p[\mathrm{Gal}(\mathrm{\Omega }/𝐐)]`$ be the element

$$ϵ_m=\frac{1}{p1}\underset{i=0}{\overset{p2}{}}\chi (\delta ^i)^m\delta ^i,$$

where $`\chi :G_𝐐𝐙_p^{}`$ denotes the cyclotomic character.

Let $`E`$ denote a pro-$`p`$ extension of $`F`$ (unramified outside $`p`$) which is also Galois over $`𝐐`$. If $`E/F`$ is nonabelian, we cannot in general define an action of the idempotent $`ϵ_m`$ on $`\mathrm{Gal}(E/F)`$. However, the following provides something of a substitute. For $`g\mathrm{Gal}(E/F)`$, we define

$$g^{ϵ_m}=(g\delta g^{\chi (\delta )^m}\delta ^1\delta ^2g^{\chi (\delta ^2)^m}\delta ^2\mathrm{}\delta ^{p2}g^{\chi (\delta ^{p2})^m}\delta ^{p+2})^{1/(p1)}.$$
(1)
Note that $`g^{ϵ_m}=g^{ϵ_m^{}}`$ whenever $`mm^{}modp1`$. We also define $`g^{ϵ_m^i}`$ to be the $`i`$th iterate $`(\mathrm{}(g^{ϵ_m})^{ϵ_m}\mathrm{})^{ϵ_m}`$. Although $`ϵ_m^2=ϵ_m`$, we do not necessarily have $`g^{ϵ_m^2}=g^{ϵ_m}`$. Instead, we have the following lemma.

###### Lemma 4.

For any $`g\mathrm{Gal}(E/F)`$, the element

$$g^{(m)}=\underset{i\mathrm{}}{lim}g^{ϵ_m^i}$$

is well-defined and satisfies

$$\delta g^{(m)}\delta ^1=(g^{(m)})^{\chi (\delta )^m}.$$
(2)
###### Proof.

Set $`N=\mathrm{Gal}(E/F)`$. Let $`xN`$, and let $`B`$ denote the normal closure in $`\mathrm{Gal}(E/𝐐)`$ of the subgroup generated by the elements $`[x,\delta ^jx\delta ^j]`$ with $`1jp2`$. We begin by proving the claim that

$$\delta x^{ϵ_m}\delta ^1(x^{ϵ_m})^{\chi (\delta )^m}B.$$

To see this, note that by definition (1) we have

$$\delta x^{ϵ_m}\delta ^1=(\delta x\delta ^1\delta ^2x^{\chi (\delta )^m}\delta ^2\mathrm{}\delta ^{p2}x^{\chi (\delta ^{p3})^m}\delta ^{p+2}x^{\chi (\delta )^m})^{1/(p1)}.$$
(3)
In $`N/B`$, the terms of (3) commute, and the right-hand side of equation (3) equals

$$(x^{\chi (\delta )^m})^{ϵ_m}=(x^{ϵ_m})^{\chi (\delta )^m},$$

which proves the claim.

Let $`N(i)`$ denote the $`i`$th term in the lower central series of $`N`$. We now show inductively that for $`i0`$ and $`1jp2`$ we have

$$a_{i,j}=\delta ^jg^{ϵ_m^i}\delta ^j(g^{ϵ_m^i})^{\chi (\delta ^j)^m}N(i+1).$$
(4)
Note that $`a_{0,j}N=N(1)`$, and assume that $`a_{i1,j}N(i)`$ for each $`j`$ and some $`i1`$. Our earlier claim implies that the element $`a_{i,j}`$ is contained in the normal closure $`C(i+1)`$ in $`\mathrm{Gal}(E/𝐐)`$ of the group generated by the commutators

$$b_{i,l}=[g^{ϵ_m^{i1}},\delta ^lg^{ϵ_m^{i1}}\delta ^l]=[g^{ϵ_m^{i1}},a_{i1,l}]$$

with $`1lp2`$. Hence $`b_{i,l}N(i+1)`$ for each $`l`$ and therefore $`a_{i,j}N(i+1)`$.

Similarly, we have that

$$c_i=g^{ϵ_m^i}(g^{ϵ_m^{i1}})^1C(i+1)N(i+1).$$
(5)
As $`_{i=1}^{\mathrm{}}N(i)=\{1\}`$, we have that $`g^{(m)}`$ is well-defined by (5). Furthermore, (2) holds by (4) with $`j=1`$. ∎

We shall now make our choice of the elements $`\sigma _m`$ described in the introduction. First, for odd $`m`$ with $`3mp`$, we choose any element $`t_m\mathrm{Gal}(\mathrm{\Omega }^{}/K)`$ such that $`\kappa _m(t_m)`$ generates $`\kappa _m(\mathrm{Gal}(\mathrm{\Omega }^{}/K))`$, and we set $`g_m=t_m^{(m)}`$, which also has maximal image. For such $`m`$, set $`\sigma _m=g_m`$. We recursively define the other elements $`g_m`$ and $`\sigma _m`$ by

$$g_{m+p1}=\gamma g_m\gamma ^1g_m^{\chi (\gamma )^m}$$
(6)
and

$$\sigma _{m+p1}=(\gamma \sigma _m\gamma ^1\sigma _m^{\chi (\gamma )^m})^{(m)}$$
(7)
for any odd $`m3`$.

(We remark that it is not necessary to take the limit element in (7); a finite iteration

$$(\gamma \sigma _m\gamma ^1\sigma _m^{\chi (\gamma )^m})^{ϵ_m^i}$$

would work as an element $`\sigma _{m+p1}`$, in fact with $`i1`$ if $`mp2`$.)

Let $`L^{}`$ denote the maximal abelian extension of $`K`$ in $`\mathrm{\Omega }^{}`$.

###### Lemma 5.

The elements $`\sigma _m`$ and $`g_m`$ have the same restriction to $`L^{}`$ for all odd $`m3`$.

###### Proof.

For $`3mp`$, the statement is trivially true. Note that $`ϵ_m`$ defines an idempotent endomorphism of $`G^{\mathrm{ab}}=\mathrm{Gal}(L^{}/K)`$. Also, $`ϵ_m`$ commutes with conjugation by $`\gamma `$ on $`G^{\mathrm{ab}}`$. Hence we have

$$\sigma _{m+p1}|_L^{}=(\gamma \sigma _m\gamma ^1\sigma _m^{\chi (\gamma )^m})^{ϵ_m}|_L^{}=\gamma \sigma _m^{ϵ_m}\gamma ^1(\sigma _m^{ϵ_m})^{\chi (\gamma )^m}|_L^{}=\gamma \sigma _m\gamma ^1\sigma _m^{\chi (\gamma )^m}|_L^{}.$$

The statement now follows immediately by induction. ∎

Let $`v_p`$ denote the $`p`$-adic valuation on $`𝐙_p`$.

###### Proposition 6.

Let $`m`$ denote an odd integer with $`m3`$. The element $`\sigma _m`$ fixes $`\mathrm{\Omega }_{m1}^{}`$, and its image under $`\kappa _m`$ generates $`\kappa _m(F^mG)`$. Furthermore, if $`m=k+j(p1)`$ for some integers $`k3`$ and $`j0`$, then

$$v_p(\kappa _m(\sigma _m))=v_p((jp)!)+v_p(\kappa _m(\sigma _k)).$$

###### Proof.

We first show that $`\sigma _m`$ fixes $`\mathrm{\Omega }_{m1}^{}`$ inductively. Set $`\mathrm{\Omega }_k^{}=K`$ for $`k<0`$. Assume that $`\sigma _m`$ fixes $`\mathrm{\Omega }_{mp+1}^{}`$. Once we show that $`\sigma _m`$ fixes $`\mathrm{\Omega }_{m1}^{}`$, then $`\gamma \sigma _m\gamma ^1\sigma _m^{\chi (\gamma )^m}`$ will fix $`\mathrm{\Omega }_m^{}`$, as $`gr^m𝔤`$ has Tate twist $`m`$.

We prove the claim that if $`x`$ fixes $`\mathrm{\Omega }_{mp+1}^{}`$ then $`y=x^{(m)}`$ fixes $`\mathrm{\Omega }_{m1}^{}`$. Note first that $`y`$ fixes $`\mathrm{\Omega }_{mp+1}^{}`$, so we assume inductively that it fixes $`\mathrm{\Omega }_{k1}^{}`$ with $`mp+2km1`$. As $`\mathrm{\Omega }_k^{}`$ is abelian over $`\mathrm{\Omega }_{k1}^{}`$ and $`𝔤_k`$ has Tate twist $`k`$, we see that

$$\delta y\delta ^1|_{\mathrm{\Omega }_k^{}}=y^{\chi (\delta )^k}|_{\mathrm{\Omega }_k^{}}.$$

From Lemma 4, we therefore have that $`y`$ will fix $`\mathrm{\Omega }_k^{}`$, since $`kmmodp1`$. We conclude that $`y`$ fixes $`\mathrm{\Omega }_{m1}^{}`$. The first statement of the proposition now follows.

Note that

$$\kappa _m(\gamma t\gamma ^1)=\chi (\gamma )^m\kappa _m(t)$$
(8)
for any $`tG`$. Therefore, we see that

$$v_p(\kappa _m(\gamma t\gamma ^1t^{\chi (\gamma )^l}))=v_p((ml)p)+v_p(\kappa _m(t))$$
(9)
for any $`tG`$. The last statement of the proposition now follows from the recursive definition (6) of $`g_m`$ and (9).

By Lemma 5, the element $`g_m`$ has the same image under $`\kappa _m`$ as $`\sigma _m`$. Let $`\stackrel{~}{L}`$ denote the abelian subextension of $`\mathrm{\Omega }`$ generated by roots of cyclotomic $`p`$-units, and note that $`\kappa _m`$ can be considered as a homomorphism of $`A=\mathrm{Gal}(\stackrel{~}{L}/K)`$ \[I5\]. To prove the second statement of the proposition, it suffices to show that $`\kappa _m(g_m)`$ generates $`\kappa _m(\mathrm{Gal}(\stackrel{~}{L}/\stackrel{~}{L}\mathrm{\Omega }_{m1}^{}))`$.

Let $`i`$ denote the unique integer with $`3ip`$ and $`mimodp1`$. Let $`A_i=A^{ϵ_i}`$, $`B=\mathrm{Gal}(\stackrel{~}{L}/F)`$, and $`B_i=(B^{\mathrm{ab}})^{ϵ_i}`$. Let $`h_i`$ denote an element of $`A_i`$ restricting to a generator of the procyclic group $`B_i`$ \[W, Ch. 8,13\]. Then $`h_i`$ topologically generates $`A_i`$ as a normal subgroup of $`B`$.

Let $`\stackrel{~}{x}`$ denote the restriction of an element $`x\mathrm{Gal}(\mathrm{\Omega }/F)`$ to $`\stackrel{~}{L}`$. We claim that $`A_i`$ is also the normal closure in $`B`$ of the procyclic subgroup generated by $`\stackrel{~}{g_i}`$. If not, then since $`\stackrel{~}{g_i}A_i`$, we must have

$$\stackrel{~}{g_i}=x^p[\gamma ,y]$$

for some $`x,yA_i`$. Clearly, we would then have

$$v_p(\kappa _i(g_i))>v_p(\kappa _i(h_i)),$$

contradicting the definition of $`g_i`$.

Let $`A_m`$ denote the largest normal subgroup of $`A_i`$ fixing $`\mathrm{\Omega }_{m1}^{}\stackrel{~}{L}`$. We have $`\kappa _m(F^mG)=\kappa _m(A_m)`$, and so we need only show that $`A_m`$ is the normal closure in $`B`$ of the procyclic subgroup generated by $`\stackrel{~}{g}_m`$. Inductively assuming this is true for $`k`$, we prove it for $`k+p1`$. If $`xA_k`$, then since $`A`$ is abelian, $`xA_k`$ is a product of conjugates of $`\stackrel{~}{g}_k`$ by powers of $`\stackrel{~}{\gamma }`$. From equation (8), we see that

$$\kappa _k(\gamma ^jg_k^{a_j}\gamma ^j)=0$$

if and only if

$$a_j\chi (\gamma )^{kj}=0.$$

Observing (6), we see that any such element is a product of conjugates of $`\stackrel{~}{g}_{k+p1}`$ by powers of $`\stackrel{~}{\gamma }`$. ∎

Proposition 6 has an interesting application to the study of the stable derivation algebra $`𝒟`$ over $`𝐙`$ considered by Ihara \[I3, I4, I5\]. Ihara has shown that there is a canonical embedding of graded $`𝐙_p`$-Lie algebras

$$\iota :𝔤𝒟𝐙_p$$

and has conjectured that $`gr^m\iota `$ is an isomorphism for (at least) $`m<p`$. There is also a canonical map

$$\lambda _m:gr^m𝒟𝐙$$

(denoted $`gr^m(c)`$ in \[I5\]) which, after extending $`𝐙_p`$-linearly, we may compose with $`gr^m\iota `$ to obtain a map $`\lambda _m^{(p)}`$. The latter map is related to the Soulé character $`\kappa _m`$ by the formula \[I2, I5\]

$$\kappa _m=(p^{m1}1)(m1)!\lambda _m^{(p)}$$
(10)
on $`F^mG`$. Let $`N_m`$ denote the positive generator of the image ideal of $`\lambda _m`$.

###### Corollary 7.

Let $`p`$ denote an odd prime satisfying Vandiver’s conjecture. Let $`m3`$ be an odd positive integer, and let $`k`$ denote the largest integer less than or equal to $`(m3)/(p1)`$. Then

$$v_p(N_m)v_p((kp)!)v_p((m1)!),$$
(11)
with equality if $`gr^m\iota `$ is an isomorphism.

###### Proof.

Since $`\lambda _m^{(p)}(F^mG)N_m𝐙_p`$, this follows directly from (10), the surjectivity of $`\kappa _{mk(p1)}`$ under Vandiver’s conjecture \[IS\] and the last statement of Proposition 6. ∎

## 3 Proofs of the main results

Before proving any theorems regarding $`\psi `$ and $`\mathrm{\Psi }`$, we make the following general points.

###### Lemma 8.

Fix $`r1`$, and consider a pro-$`p`$ group $``$ topologically generated by elements $`y`$ and $`x_i`$ with $`1ir`$. For each $`1ir`$, define $`x_{i,1}=x_i`$ and

$$x_{i,j+1}=yx_{i,j}y^1x_{i,j}^{1+pa_{i,j}}=[y,x_{i,j}]x_{i,j}^{pa_{i,j}}$$
(12)
for some $`a_{i,j}𝐙_p`$ for each $`j1`$. Let $`H`$ denote the normal closure of the pro-$`p`$ subgroup of $``$ generated by the $`x_i`$ with $`1ir`$. Then:

1. The elements $`x_{i,j}`$ with $`1ir`$ and $`j1`$ topologically generate $`H`$.
2. If $``$ is a free pro-$`p`$ group on the elements $`y`$ and $`x_i`$ with $`1ir`$, then $`H`$ is a free pro-$`p`$ group on the elements $`x_{i,j}`$.
3. Assume $`H`$ is a free pro-$`p`$ group on the elements $`x_{i,j}`$ with $`1ir`$ and $`j1`$. If $`y^{p^n}H`$ for all $`n`$, then $``$ is a free pro-$`p`$ group on the elements $`y`$ and $`x_i`$ with $`1ir`$.

###### Proof.

To prove part (a), we need only show that, for each $`k0`$, the element $`y^kx_iy^k`$ is contained in the pro-$`p`$ subgroup generated by the elements $`x_{i,j}`$. This follows easily from the fact that the group generated by $`x_{i,j+1}`$ and $`x_{i,j}`$ contains $`yx_{i,j}y^1`$.

For any pro-$`p`$ group $`N`$, let $`N[j]`$ denote the $`j`$th term in its descending central $`p`$-series, and set $`\overline{N}=N/N[2]`$. Now assume $``$ is free pro-$`p`$ on $`y`$ and the $`x_i`$. Note that $`H`$ is a free pro-$`p`$ group as a closed subgroup of a free pro-$`p`$ group. Hence it is free on the $`x_{i,j}`$ if and only if the images of the $`x_{i,j}`$ form a minimal generating set of $`\overline{H}`$.

Fix $`i`$, and let $`D=D_i`$ denote the free pro-$`p`$ subgroup of $``$ generated by $`x_i`$ and $`y`$. Let $`C=C_i`$ denote the normal closure in $`D`$ of the pro-$`p`$ subgroup generated by $`x_i`$. By freeness of $``$, we have

$$\overline{H}\underset{k=1}{\overset{r}{}}\overline{C}_k.$$

Hence we are reduced to showing that the images of the $`x_{i,j}`$ form a minimal generating set of $`\overline{C}`$. As $`\overline{C}`$ is elementary abelian, we have an injection

$$\overline{C}\underset{j0}{}(CD[j])/(CD[j+1]).$$

Finally, as $`x_{i,j}D[j]D[j+1]`$, we obtain minimality, proving part (b).

As for part (c), consider a free presentation of $``$ on generators $`\stackrel{~}{x}_i`$ and $`\stackrel{~}{y}`$ mapping to $`x_i`$ and $`y`$:

$$1R\stackrel{~}{}1.$$

By parts (a) and (b), the group $`\stackrel{~}{}`$ has a free subgroup $`\stackrel{~}{H}`$ on elements $`\stackrel{~}{x}_{i,j}`$ defined as in (12). Since $`H`$ is free on the $`x_{i,j}`$, the map $`\stackrel{~}{H}H`$ is an isomorphism. Hence $`R\stackrel{~}{H}=0`$. Thus $`R`$ is isomorphic to $`R\stackrel{~}{H}/\stackrel{~}{H}`$, which is a subgroup of the group $`\stackrel{~}{}/\stackrel{~}{H}𝐙_p`$ generated by the image of $`\stackrel{~}{y}`$. Hence, if $`R`$ is nontrivial, then $`\stackrel{~}{y}^{p^n}R\stackrel{~}{H}`$ for some $`n0`$. Therefore we have $`y^{p^n}H`$, a contradiction. Hence $`R`$ is trivial, proving (c). ∎

We now prove Theorem 1.

###### Proof of Theorem 1.

For $`p`$ regular, it is well-known that $`\mathrm{Gal}(\mathrm{\Omega }/F)`$ is free pro-$`p`$ on the generators $`\gamma `$ and $`g_m`$ with $`3mp`$ and $`m`$ odd. By the construction (6) of the $`g_m`$ and parts (a) and (b) of Lemma 8, it follows that $`H=\mathrm{Gal}(\mathrm{\Omega }/K)`$ is freely generated as a pro-$`p`$ group by the $`g_m`$ with $`m`$ odd $`3`$. As $`H`$ is pronilpotent, and since by Lemma 5 the elements $`\sigma _m`$ and $`g_m`$ have the same image on the Galois group of the maximal abelian subextension of $`K`$ in $`\mathrm{\Omega }`$, we have that $`H`$ is also free on the $`\sigma _m`$. As $`G=\mathrm{Gal}(\mathrm{\Omega }^{}/K)`$ is a quotient of $`H`$, the map $`\mathrm{\Psi }`$ is surjective. (Note that the surjectivity of $`\mathrm{\Psi }`$ does not depend on the choice of elements $`\sigma _m`$.)

Assuming Deligne’s conjecture, we have that $`\psi `$, and hence $`\mathrm{\Psi }`$, is injective. Therefore, $`\mathrm{\Psi }`$ is an isomorphism and $`\mathrm{\Omega }=\mathrm{\Omega }^{}`$. Finally, the injectivity of $`\psi `$ plus the surjectivity of $`\mathrm{\Psi }`$ yield the surjectivity of $`\psi `$ \[I5, §III-I-2\]. ∎

The following serves as a rough converse to the injectivity implies surjectivity theorem for $`\psi 𝐐_p`$ proven by Ihara \[I5, Theorem I-1\]. Recall that $`𝔰`$ arises as the graded Lie algebra associated to a filtration $`F^mS`$ on $`S`$ compatible with the filtration on $`G`$ \[I5\].

###### Theorem 9.

If $`\mathrm{\Psi }`$ is injective and $`\psi `$ is surjective, then $`\psi `$ is injective.

###### Proof.

We begin by assuming merely that $`\mathrm{\Psi }`$ is injective and $`\psi `$ is not. Then $`\psi (\overline{x})=0`$ for some nonzero $`\overline{x}gr^m𝔰`$ and $`m3`$. Choose a lift $`x_1S`$ of $`\overline{x}`$. Since $`\mathrm{\Psi }`$ is injective, the image element $`g_1=\mathrm{\Psi }(x_1)`$ is nontrivial. Let $`k_1`$ be maximal such that $`g_1`$ fixes $`\mathrm{\Omega }_{k_11}^{}`$. Let $`\overline{g}_1`$ be the image of $`g_1`$ in $`gr^{k_1}𝔤`$. By \[HM\], we have that $`\psi 𝐐_p`$ is surjective, so there exists $`\overline{y}_1gr^{k_1}𝔰`$ such that $`\psi (\overline{y}_1)=p^{n_1}\overline{g}_1`$ for some minimum possible $`n_10`$. Set $`x_2=x_1^{p^{n_1}}y_1^1`$ for $`y_1`$ lifting $`\overline{y}_1`$. By construction and the injectivity of $`\mathrm{\Psi }`$, there exists $`k_2>k_1`$ maximal such that $`g_2=\mathrm{\Psi }(x_2)`$ fixes $`\mathrm{\Omega }_{k_21}^{}`$. By induction, we obtain a sequence of elements $`x_iS`$, each of which restricts to some multiple of $`\overline{x}gr^m𝔰`$, and corresponding sequences of elements $`y_i`$ and exponents $`n_i`$ such that $`x_{i+1}=x_i^{p^{n_i}}y_i^1`$.

If $`\psi `$ is surjective, then each $`n_i`$ is zero. Since the sequence of numbers $`k_i`$ is increasing, the sequence $`x_i`$ has a limit $`xS`$ which restricts to $`\overline{x}gr^m𝔰`$. We see that $`\mathrm{\Psi }(x)=0`$, as $`\mathrm{\Psi }(x)`$ will fix $`\mathrm{\Omega }_k^{}`$ for every $`k`$. This is a contradiction, proving the theorem. Note that, removing the assumption of the surjectivity of $`\psi `$, this argument yields that infinitely many of the $`n_i`$ are non-zero. ∎

Theorem 2 now follows as a corollary to Theorem 9.

###### Proof of Theorem 2.

If $`\mathrm{\Omega }=\mathrm{\Omega }^{}`$, then since $`p`$ is regular, Lemma 8b implies that $`G`$ is free on the generators $`g_m`$ with $`m`$ odd $`3`$ and hence is free on the $`\sigma _m`$ by Lemma 5. That is, $`\mathrm{\Psi }`$ is an isomorphism. Since by assumption $`\psi `$ is surjective, Theorem 9 implies that $`\psi `$ is an isomorphism. ∎

Before proving Theorem 3, we make the following remark.

###### Lemma 10.

The state of $`\mathrm{\Psi }`$ being an isomorphism does not depend on the choice of elements $`\sigma _m`$.

###### Proof.

For each odd $`m3`$, let $`\tau _m`$ be an element of $`F^mG`$ with maximal possible image under $`\kappa _m`$. Let $`\mathrm{\Psi }^{}:SG`$ be a homomorphism satisfying $`\mathrm{\Psi }^{}(s_m)=\tau _m`$ for each odd $`m3`$. Assume that $`\mathrm{\Psi }`$ is an isomorphism. The surjectivity of $`\mathrm{\Psi }`$ forces that

$$\tau _m|_L^{}=\underset{\begin{array}{c}km\\ k\mathrm{odd}\end{array}}{}\sigma _k^{a_{m,k}}|_L^{}$$

for some $`a_{m,m}𝐙_p^{}`$ and $`a_{m,k}𝐙_p`$ for odd $`k>m`$. Setting $`a_{m,k}=0`$ for $`k<m`$, we find that the matrix formed by the $`a_{m,k}`$ with $`m`$ and $`k`$ odd $`3`$ is upper triangular and invertible. Then the $`\tau _m|_L^{}`$ form a minimal generating set of $`G^{\mathrm{ab}}=\mathrm{Gal}(L^{}/K)`$, and hence the $`\tau _m`$ freely generate $`G`$, as $`G`$ is a free pro-$`p`$ group. ∎

We may now prove Theorem 3.

###### Proof of Theorem 3.

The idea of the proof is to show that if $`\psi `$ or $`\mathrm{\Psi }`$ is an isomorphism then $`𝒢=\mathrm{Gal}(\mathrm{\Omega }^{}/F)`$ is free, contradicting the corollary of Greenberg’s conjecture that $`\mathrm{Gal}(\mathrm{\Omega }/F)`$ has no free pro-$`p`$ quotient of rank $`(p+1)/2`$. The state of $`\psi `$ or $`\mathrm{\Psi }`$ being an isomorphism does not depend on the choice of generators $`\sigma _m`$ by \[I5, §III-6\] and Lemma 10, so we use our previously defined generators from (7) (which is possible by Proposition 6).

If $`\psi `$ is an isomorphism, then $`\mathrm{\Psi }`$ is as well \[I5, §III-6\]. Assume that $`\mathrm{\Psi }`$ is an isomorphism. This means that the $`\sigma _m`$ freely generate $`G`$, so Lemma 5 implies that the $`g_m`$ do as well. We clearly have that $`𝒢`$ is generated by $`\gamma `$ and $`g_m`$ with $`m`$ odd and $`3mp`$. As $`\gamma ^{p^n}G`$ for any $`n`$, it follows by Lemma 8c that $`𝒢`$ is freely generated by these elements, finishing the proof. ∎

## 4 The filtration on the Galois group

We now consider the question of where in the filtration of $`G`$ the nonsurjectivity of $`\mathrm{\Psi }`$ may first occur. In this regard, we also have the following extension of Theorem I-2(ii) of \[I5\] which removes the assumption $`m<p`$. It can also be viewed as a more precise version of the contrapositive to Theorem 1 that if $`\mathrm{\Psi }`$ is not surjective, then $`p`$ is irregular.

Let $`G_m=\mathrm{Gal}(\mathrm{\Omega }_m^{}/K)`$ and set $`S_m=S/F^{m+1}S`$ \[I5\]. We also recall the map $`\mathrm{\Psi }_m:S_mG_m`$ with $`\mathrm{\Psi }_m(s_i)=\sigma _i`$ for $`3im`$ and $`i`$ odd.

###### Theorem 11.

Let $`p`$ be an odd prime and assume that $`\mathrm{\Psi }`$ is not surjective. If $`m`$ is minimal such that $`\mathrm{\Psi }_m`$ is not surjective, then $`\mathrm{\Omega }_m^{}`$ contains a nontrivial elementary abelian extension of $`F`$ with Tate twist $`m`$ which is linearly disjoint from the fixed field of the kernel of $`\kappa _m`$ if $`m`$ is odd. If $`m`$ is even, then $`p`$ divides $`B_m`$ and $`L^{}\mathrm{\Omega }_m^{}`$ has a nontrivial even part. If $`m`$ is odd, then $`p`$ divides $`B_{pm}`$ and Vandiver’s conjecture fails at $`p`$.

###### Proof.

We remark that the surjectivity, or lack thereof, of $`\mathrm{\Psi }`$ and $`\mathrm{\Psi }_m`$ is independent of the choice of the elements $`\sigma _k`$. Thus, Proposition 6 again allows us to use our choice of $`\sigma _k`$ from (7).

Set $`B=gr^m𝔤`$ if $`m`$ is even, and let $`B`$ denote the kernel of $`\kappa _m`$ on $`gr^m𝔤`$ if $`m`$ is odd. Set $`A=B/(BG_m(2))`$. Similarly to the proof of Theorem I-2(ii) of \[I5\], we have an isomorphism of abelian groups

$$G_m^{\mathrm{ab}}\mathrm{\Psi }(S_m)^{\mathrm{ab}}\times A.$$

We claim that $`\mathrm{\Psi }(S_m)^{\mathrm{ab}}`$ is a $`𝐙_p^{}`$-submodule of $`G_m^{\mathrm{ab}}`$. (Ihara points out that a similar group need not be $`𝐙_p^{}`$-stable.) In fact, we have by definition that

$$\delta \sigma _k\delta ^1=\sigma _k^{\chi (\delta )^k}$$

and

$$\gamma \sigma _k\gamma ^1|_L^{}=\sigma _k^{\chi (\gamma )^i}\sigma _{k+p1}|_L^{}.$$

This proves the claim, so $`A`$ is a direct summand of $`G_m^{\mathrm{ab}}`$ as a $`𝐙_p^{}`$-submodule.

Therefore, $`A`$ gives rise to an abelian pro-$`p`$ extension $`\mathrm{\Sigma }`$ of $`K`$ unramified outside $`p`$ with Tate twist $`m`$ and satisfying $`\mathrm{\Sigma }\stackrel{~}{L}=K`$. The maximal elementary abelian subextension of $`\mathrm{\Sigma }/K`$ descends to the desired elementary abelian $`p`$-extension of $`F`$. ∎

One may ask if the assumption $`m<p`$ in Ihara’s result actually needs to be removed. That is, is the smallest $`m`$ such that $`\mathrm{\Psi }_m`$ is not surjective also the smallest $`m`$ such that $`p`$ divides $`B_m`$? We shall briefly describe what an answer should involve.

Let us assume Vandiver’s conjecture at $`p`$. That $`p`$ divides $`B_m`$ indicates the existence of a relation in $`𝒢`$. If $`m`$ is any number such that $`\mathrm{\Psi }_{m1}`$ is surjective, then the relation induced in $`G_m`$ can be put in the form

$$h^{p^c}=\mathrm{\Psi }_m(s)$$

for some $`hG_m`$, $`c1`$, and $`s[S_m,S_m]`$ which is not a $`p`$th power of a nontrivial element. The map $`\mathrm{\Psi }_m`$ is not surjective if and only if $`\mathrm{\Psi }_m(s)1`$. The surjectivity of $`\mathrm{\Psi }_m`$ is therefore governed by both the structure of the relation in $`𝒢`$ and the form of the filtration on $`G`$, two objects about which we require more information.

For example, in the case $`p=691`$ and $`m=12`$ considered by Ihara \[I5\] we know that the commutators $`[\sigma _3,\sigma _9]`$ and $`[\sigma _5,\sigma _7]`$ are linearly independent in $`gr^{12}𝔤𝐐_{691}`$ \[Mt\], and so we have information about the filtration. However, to prove the nonsurjectivity of $`\mathrm{\Psi }_{12}`$ one still needs to demonstrate that the relation in $`𝒢`$ actually “involves” these commuators so that in $`G_{12}`$ it reduces to a nontrivial relation of the form

$$h^{691}=[\sigma _3,\sigma _9]^a[\sigma _5,\sigma _7]^b.$$


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# Disk Frequencies and Lifetimes in Young Clusters

## 1 Introduction

The fraction of stars presently being formed in the Galaxy that will develop accompanying planetary systems, fps, is the product of the fraction of stars initially surrounded by disks, fi, and the fraction of original disks that will evolve to form planets, fp, i.e., fps = fi $`\times `$ fp. Both quantities (i.e., fi and fp) may be functions of stellar mass, among other astrophysical parameters. The initial disk fraction (fi) around newly formed stars can be determined directly from observations. However, to determine the probability of planet formation (fp) in such disks requires both empirical and theoretical knowledge of the planet formation process. As a first step, empirical knowledge of disk evolution can be derived from observations of young stars of varying age and used to determine disk lifetimes and thus the amount of time available for planet building around these objects. Such information should provide critical tests of planet formation theories and ultimately constraints for fp.

Infrared studies of individual star forming regions such as Ophiuchus, Taurus, Mon R2, NGC 1333, Orion, IC 348, Sco-Cen and NGC 2362 have long suggested both that the initial disk frequency is relatively high (fi $`>`$ 50%; Wilking, Lada & Young (1989), Stauffer et al. (1994), Kenyon & Hartmann (1995), Lada, Alves & Lada (1996), Carpenter et al. (1997)) and that disk lifetimes are relatively short, (3-15 $`\times `$ 106 yrs.; Strom et al. (1989), Skrutskie et al. (1990), Strom, Edwards, & Skrutskie (1993), Lada & Lada (1995), Brandner et al. (2000), Alves et al. (2001)). However, these studies suffer from a number of limitations, such as incomplete samples of stars, inhomogenous data, uncertain age determinations, etc., which make it difficult to draw firm conclusions about either the exact value of the initial disk frequency or the lifetime of the circumstellar disk phase of early stellar evolution. In particular, most of these studies are based on statistics derived from near-infrared JHK (1.25, 1.65, 2.2 $`\mu `$m) observations which are not long enough in wavelength to produce a complete or unambiguous census of disk bearing stars in a population of young stellar objects. Thus, existing studies provide tantilizing, but not particularly strong, constraints to guide planet formation theories.

It is clearly desirable to extend and improve upon existing work and place the question of disk evolution on a more firm footing. To do so requires a systematic observational campaign which both: 1) is conducted at infrared wavelengths which are sufficiently long to identify disk bearing stars with the minimum of ambiguity and 2) includes a statistically meaningful sample of stars covering a sufficient range of (relatively well determined) ages.

## 2 The L-band Cluster Survey

In order to determine a more robust estimate of disk fractions and lifetimes in star-forming environments, we have embarked on a program to produce a homogenous and systematic L-band (3.4 $`\mu `$m) imaging survey of a sample of nearby, young, mostly embedded, clusters. Not only are such clusters believed to be the birth sites of most galactic field stars (Lada (1992), Carpenter (2000)), but they also individually and collectively contain statistically significant numbers (hundreds) of stars, providing a meaningful sampling of essentially the entire stellar mass function. Moreover, a survey of clusters enables a more meaningful determination of the disk evolution timescale than is possible from a survey of a single star-forming region. This is because: 1) a cluster can be characterized by the mean age of all its members, which statistically is a relatively reliable indicator of age, and 2) a sample of clusters can be observed which span a significantly wider range of age than is typical of stars formed in any individual star-forming region. Finally, our previous studies have demonstrated that L-band observations are capable of detecting and identifying essentially all the disk bearing stars in a population of young stellar objects (Haisch, Lada, & Lada (2000); hereafter HLL00, Lada et al. (2000), Haisch et al. (2001)). The fraction of stars with circumstellar disks is given directly by the fraction of stars with measured L-band excess emission.

Our survey sample consists of six nearby and relatively rich young clusters whose published mean ages span a range between 0.3 – 30 Myr. In previous contributions, we have presented the results of L-band observations of the NGC 2024, Trapezium, and IC 348 clusters (mean ages of $``$ 0.3 – 2 Myr) which clearly demonstrated that the initial disk frequency is quite high (fi$`>`$ 80%) and independent of stellar mass, at least in these very young clusters (HLL00, Lada et al. (2000), Haisch, Lada, & Lada (2001); hereafter HLL01). These results also indicated that as the age of the clusters increased, the disk fraction decreased. The rate of this decrease also appeared to be a function of stellar mass, where the disks surrounding high mass stars have shorter lifetimes than the disks around stars of lower mass (HLL01).

In this paper, we present the results of our L-band imaging surveys of the older NGC 2264, NGC 2362, and NGC 1960 clusters (mean ages 2.5 – 30 Myr). We use JHKL colors to obtain a census of the infrared excess/circumstellar disk fractions in each cluster. In conjunction with our previously published JHKL data for the younger NGC 2024, Trapezium, and IC 348 clusters, we are able to investigate the evolution of the cluster disk fraction as a function of age. This study represents the first homogenous and systematic L-band survey of a sample of young clusters which span an adequate age range to enable a straightforward determination of the timescale for disk evolution in clusters.

## 3 Observations

We obtained JHK and L-band observations for each cluster in our study. The L-band data for each cluster, with the exception of NGC 2362, were taken with STELIRCAM (Tollestrup & Willner (1998)) on the Fred Lawrence Whipple Observatory (FLWO) 1.2 meter telescope on Mt. Hopkins, Arizona. The details of the STELIRCAM instrument are discussed elsewhere (HLL00, Lada et al. (2000)). The basic details of our L-band image reduction procedures for NGC 2024, the Trapezium, and IC 348 are described elsewhere (HLL00, Lada et al 2000, HLL01) and, except as noted below, are the same for the NGC 2264 and NGC 1960 clusters. The L-band data for NGC 2362 were obtained using NSFCAM at the NASA Infrared Telescope Facility (IRTF) on Mauna Kea, Hawaii (the NSFCAM instrument and image reduction procedures are discussed in HLL00).

For the NGC 2264 and NGC 1960 clusters, nine fields were observed in a 3$`\times `$3 square grid which covered an area of $``$42 arcmin2. Note that our observations of NGC 2264 include only a small part of the entire region (that centered on the southernmost cluster), while we have surveyed most of NGC 1960. The total integration time for each field in these clusters is 18 minutes. In NGC 2362, twenty-five fields arranged in a 5$`\times `$5 square covering an area of $``$28 arcmin2 were observed (covering most of the cluster). The total integration time for each field was $``$ 4.5 minutes. Within the respective survey regions of each cluster, we detected 56, 45 and 93 sources at L band to the completeness limits of our surveys (L = 12.0 in NGC 2264 and NGC 1960; L = 14.0 in NGC 2362). We find a field star contamination within similar areas to be 6, 8 and 18 stars in NGC 2264, NGC 1960 and NGC 2362 respectively.

The JHK observations of the clusters in our sample were obtained at various observatories. The NGC 2264 and Trapezium observations were obtained using STELIRCAM on the 1.2 meter telescope at FLWO and are discussed in Muench et al. (2001) and Lada et al. (2000). J, H and Ks (2.1 $`\mu `$m) observations of the NGC 1960 cluster were taken from the 2MASS data archive (http://pegasus.astro.umass.edu). JHK observations of the NGC 2362 cluster were obtained at the European Southern Observatory (ESO) 2.3 meter telescope and are discussed in Alves et al. (2001). The JHK data for the NGC 2024, and IC 348 clusters were obtained with the NOAO 1.3 meter telescope and are discussed in HLL00, and Lada & Lada (1995).

## 4 Results

We have used JHKL color-color diagrams to derive the corresponding background corrected infrared excess fractions for the NGC 2264, NGC 2362 and NGC 1960 clusters. An extensive discussion of the method we use to determine cluster infrared excess fractions from color-color diagrams is given in HLL00. We find L-band excess fractions of 52 $`\pm `$ 10%, 12 $`\pm `$ 4%, and 3 $`\pm `$ 3% for the three clusters respectively. These fractions are significantly lower than those previously derived for the younger Trapezium and NGC 2024 clusters (HLL00, Lada et al. (2000)) using similar techniques. In Table 1, we list the derived infrared excess fractions for the entire sample of clusters which we have surveyed in JHKL bands. Also listed in the table is the estimated stellar mass at the respective completeness limits in each cluster as well as the mean age of each cluster taken from the literature with the corresponding reference. The ages of the Trapezium, IC 348 and NGC 2264 were obtained using PMS tracks of Palla & Stahler (2000). The mean age for NGC 2024 was adopted from Meyer (1996) and was obtained using the PMS tracks of D’Antona & Mazzitelli (1994). On the other hand, the ages of NGC 2362 and NGC 1960 were determined from post-main sequence isochrone fitting in the HR diagram.

In Figure Disk Frequencies and Lifetimes in Young Clusters we plot the JHKL excess (disk) fraction as a function of mean age for all the clusters in our survey except NGC 2362, where we plot the age based on post-main sequence isochrone fitting as discussed earlier. For comparison we also plot excess fractions in Taurus and Chamaeleon I (open triangles), derived from similar JHKL observations in the literature (i.e., Kenyon & Hartmann (1995), Kenyon & Gómez (2001)). The ages for Taurus and Chamaeleon I were obtained from Palla & Stahler (2000). NGC 1960 is not included in the figure since our observations of this cluster only extend to $`>`$ 1 M stars, whereas in the other clusters we are complete to $``$ 1.0 M.

The dot-dashed line in Figure 1 represents a least squares fit to the data obtained in our L-band survey (filled triangles). Vertical error bars represent the statistical $`\sqrt{N}`$ errors in our derived excess/disk fractions. Horizontal error bars show representative errors of our adopted ages. The error bars for the ages of the Trapezium, Taurus, IC 348, Chamaeleon I and NGC 2264 represent the error in the mean of the individual source ages derived from a single set of PMS tracks. In order to estimate the overall systematic uncertainty introduced in using different PMS tracks, we calculated the mean age and the standard deviation of the mean age for NGC 2264 (2.6 $`\pm `$ 1.2 Myr) from five different PMS models (Park et al. (2000), Palla & Stahler (2000)). This latter quantity illustrates the likely systematic uncertainty introduced by the overall uncertainties in the PMS models. This is plotted in Figure 1. For stars with M $``$ 1 M and ages $``$ 5 Myr, the overall uncertainty in the ages for all regions is likely within about 1 – 1.2 Myr. The plotted error for NGC 2024 reflects this uncertainty. The age error for NGC 2362 was adopted from the literature (Balona & Laney (1996)).

## 5 Discussion

We have completed the first sensitive L-band survey of a sample of young clusters that span a sufficent range in age (0.3 – 30 Myr) to enable a meaningful determination of the timescale for disk evolution within them. Clusters appear to be characterized by a very high initial disk frequency ($``$ 80%) which then sharply decreases with cluster age. Half the disks in a cluster population are lost in only about 3 Myr, and the timescale for essentially all the stars to lose their disks appears to be about 6 Myrs.

The precise value of this latter timescale to some extent depends on the derived parameters for the NGC 2362 cluster. Our quoted timescale of 6 Myrs could be somewhat of a lower limit for two reasons. First, it is possible that a slightly higher disk fraction for NGC 2362 could be obtained with deeper L-band observations which better sample the cluster population below 1 M. Our earlier observations of IC 348 and the Trapezium cluster show that the disk lifetime appears to be a function of stellar mass (HLL01), with higher mass stars losing their disks faster than lower mass stars. However, we note that much deeper JHK observations (Alves et al. (2001)) which sample the cluster membership down to the hydrogen burning limit yield a JHK disk fraction of essentially 0%, giving us confidence in the very low disk fraction derived from our present L-band observations. Second, the age of NGC 2362 is dependent on the turnoff age assigned to only one star, the O star, $`\tau `$ CMa. This star is a multiple system and its luminosity assignment on the HR diagram somewhat uncertain (van Leeuwen & van Genderen (1997)). Correction for multiplicity would lead to a slightly older age. However, the quoted 1 Myr error in its age likely reflects the magnitude of this uncertainty (Balona & Laney (1996)). On the other hand, if, for example, the errors were twice as large as quoted, the cluster could have an age between 3 Myr and 7 Myr. The corresponding age and the overall disk lifetime derived from a least squares fit to the data would be between 4 Myr and 8 Myr. Even if the timescale for all disks to be lost was as large as 8 Myr, our survey data would still require that half the stars lose their disks on a timescale $`<`$ 4 Myr. Finally, an even older age for NGC 2362 would likely indicate that the decrease in disk fraction with time does not follow a single linear fit, that is, after a rapid decline during which most stars lost their disks, the disk fraction in clusters would decrease more slowly, with a small number of stars ($``$ 10%) retaining their disks for times comparable to the cluster age. On the other hand, we estimate the dynamical age of the S310 HII region which surrounds, and is excited by, $`\tau `$ CMa to be $``$ rHII / vexp $``$ 5 $`\times `$ 106 yrs for rHII = 50 pc and vexp = 10 km s-1 (e.g. Lada & Reid (1978), Jonas, Baart, & Nicolson (1998)). This is consistent with the turn-off age of the cluster derived from the HR diagram, and supports our estimate of $``$ 6 Myr for the overall disk lifetime.

We point out that our L-band observations directly measure the excess caused by the presence of small (micron-sized), hot ($``$ 900 K) dust grains in the inner regions of the circumstellar disk and these observations are sensitive to very small amounts ($``$ 1020 gm) of dust. We expect that if there is gas in the disk, turbulent motions will always keep significant amounts of small dust particles mixed with the gas (Ruden (1999)), thus dust should remain a good tracer of gas in the disks as they evolve to form planets. Indeed, recent observations of H2 in older debris disks appear to confirm this assertion (Thi et al. (2001)). Consequently, stars which did not show infrared excesses are likely to be significantly devoid of gas as well as dust. There is also evidence that the presence of dust in the inner disk regions is linked with the presence of dust in the outer disk regions (i.e., r $`>`$ 1 AU) where most planet formation is likely to occur. Earlier, HLL01 noted a strong correlation between the presence of an L-band excess and millimeter-wave continuum emission (which traces the outer disk regions) for stars in the Taurus clouds. Thus the disk evolution timescales derived from our L-band survey likely characterize the bulk of the disk material around a young star and, consequently, should place important constraints on the timescale allowed for building gas giant planets around such stars.

For example, according to the accepted model of giant planet formation, the core accretion model, such planets are built in the following sequence: a high density (rocky) core with a mass of $``$ 10 Earth masses forms, followed by the accumulation of substantial amounts of nebular gas. Typical timescales derived from these models range from a few million years to greater than 10 Myr depending on the mass accretion rate of solid material, the disk surface density of solid material and atmospheric dust abundance (Bodenheimer, Hubickyj, & Lissauer (2000), Lissauer (2001)). A disk lifetime of $``$ 6 Myr sets strong constraints on the range of possible values for these parameters. The constraints are even more stringent for the highest mass stars, since these stars may lose their disks on even shorter timescales ($`<`$ 2 – 3 Myr; HLL01). If there is sufficient gas remaining in the disk after the planet forms, the planet may then migrate inward toward the central star (Lin, Bodenheimer, & Richardson (1996)). The discovery of numerous extrasolar planets in very close proximity to their central stars (e.g., Marcy & Butler (1999)) would therefore seem to require an even more extended disk lifetime. It may be very difficult to both build and then migrate planets on such short timescales with standard core accretion models. A competing model can produce giant planets on a much shorter ($``$ 103 yr) timescale via gravitational instability within a relatively massive (Mdisk $``$ 0.1 M within a radius of 20 AU) protoplanetary disk (Boss 1998, 2000). The disk lifetimes we measure would be sufficient for giant planets to form via gravitational instability. However, whether such models are really viable requires more theoretical investigation (Boss (2000)). If not, forming giant planets in disks may be more difficult than currently envisioned, and the probabilty (fp) of producing giant planets in typical circumstellar disks may be relatively small.

However, we cannot firmly rule out the possibility that the lifetime for the outer disk regions, which contain the bulk of the mass available to form planets, may be different from that for the inner disk. If the outer disk lifetime is longer than that which we measure for the inner disk, models which predict a longer giant planet formation timescale could be accomodated (Thi et al. (2001), Lissauer (2001)). Longer wavelength millimeter and Space Infrared Telescope Facility (SIRTF) observations of statistically significant samples of YSOs in a number of young clusters would be very beneficial to providing further insight into this question and improving the assessment of the overall likelihood of planet formation in circumstellar disks.

We thank August Muench for obtaining the JHK observations of the NGC 2264 cluster and João Alves for providing near-infrared JHK photometry of the NGC 2362 cluster in advance of publication. We also thank Richard Elston for many useful discussions. K. E. H. gratefully acknowledges support from a NASA Florida Space Grant Fellowship and an ISO grant through JPL #961604. E. A. L. acknowledges support from a Research Corporation Innovation Award and a Presidential Early Career Award for Scientists and Engineers (NSF AST 9733367) to the University of Florida. We also acknowledge support from an ADP (WIRE) grant NAG 5-6751.


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# Dwarf spheroidals with tidal tails and structure formation

## 1. Introduction

Dwarf galaxies in the Local Group show a striking morphology density relation; low surface brightness, gas poor dwarf spheroidals (dSphs), that are supported by velocity dispersion of their stars, are found within 300 kpc from either the MW or M31, while gas-rich, rotationally supported dwarf irregulars (dIrrs) populate the outskirts of the LG (Grebel 1999). Recently, high resolution N-Body simulations performed on supercomputers with the parallel binary treecode PKDGRAV (Stadel & Quinn, in preparation) have shown that the strong, time-dependent tidal force exerted by the halo of the Milky Way induces severe mass loss and non-axisymmetric instabilities in dIrrs, turning them into objects that match all the observed properties of dSphs in less than 10 Gyr (Mayer et al. 2001a,b). A signature left by “tidal stirring” are unbound stellar tails and streams that keep following the orbit of the satellite for several Gyr. Unbound stars lying or projected close to the spheroidal remnant might be responsible for the outer flattening of the stellar surface density profiles of some dSphs, in particular Carina (Irwin & Hatzidimitriou 1995; Majewski et al. 2000). Here we will show that such features can be used to probe structure formation models.

## 2. Initial Conditions

We place N-Body models of dwarf irregular galaxies on bound orbits in the Milky Way halo, represented by the static external potential of an isothermal sphere with a mass $`M_{MW}4\times 10^{12}M_{}`$, a virial radius $`R_{MW}400`$ kpc and a core radius $`R_c=4`$ kpc (the resulting circular velocity at the solar radius is $`220`$ km/s). The dwarf galaxy models comprise an exponential disk of stars embedded in a dark matter halo. The sizes and masses of the halos and disks are assigned according to both structure formation models and observations (see Mayer et al. 2001b). The halo of the satellite is either a truncated isothermal sphere or an NFW model with a concentration $`c<10`$ (Navarro, Frenk & White 1997). The disk scale length $`r_h`$ is determined by the concentration (or the core radius $`r_c`$ in the case of an isothermal halo) and by the the spin parameter $`\lambda `$ of the halo (see Mo et al. 1998). We consider different disk/orbit orientations and orbital eccentricities.

## 3. Results

The remnants in our N-Body simulations exhibit projected profiles with an outer flattening, like some of the dSphs, for a variety of initial conditions; both the internal structure and the orbits of the satellites determine the fraction of the stellar mass that is stripped and that can more or less alter the observed shape of the profile depending on the viewing angle (Figure 1). However, when satellites have a shallow inner density profile, like that of a truncated isothermal sphere or that of an NFW profile with a low concentration ($`c=4`$), the observations can be reproduced with orbits having a moderate eccentricity (apo/peri=3) , whereas if they have NFW profiles with higher concentrations ($`c7`$), as predicted by CDM models on their mass scale, nearly radial orbits are needed for a strong mass loss to occur and lead to the flattening (Figure 1). This result holds even when the disk scale length is considerably increased owing to a large halo spin parameter; the high concentration moves the tidal radius of the system too further out unless the pericenter of the orbit is very small.

## 4. Conclusion

So far, the few proper motion measurements available for LG dwarf galaxies seem to indicate that the latter have low eccentricity orbits (e.g. the Magellanic Clouds in Kroupa & Bastian 1997 and Sculptor in Schweitzer et al. 1995). If this result will be confirmed by the forthcoming generation of high-precision astrometric missions, like GAIA and SIM, the outer flattening observed in the stellar profiles of dSphs will be hardly explained within CDM models. Recently, Eke et al. (2000) have shown that in warm dark matter models small galaxy halos have NFW profiles with $`c<5`$; these cosmologies would easily match the observations and, in addition, could yield the correct number of satellites in galaxy halos (Moore et al. 1999) as well as halo profiles soft enough to reproduce the rotation curves of LSB galaxies (de Blok et al. 2000).

## References

de Blok, W.J.G., McGaugh, S.S., Bosma, A., & Rubin. V.C. 2001, astro-ph/0103102, submitted to ApJ

Eke, V.R., Navarro, J.F. & Steinmetz, M., astro-ph/0012337, submitted to ApJ

Grebel, E.K. 1999 IAU Symp. 192, Cape Town, in press, eds. Whitelock, P. & Cannon

Irwin, M., & Hatzdimitriou, D. 1995, MNRAS, 277, 1354

Kroupa P. & Bastian U. 1997. New Ast 2, 139

Majewski, S.R., Ostheimer, J.C., Patterson, R.J., Kunkel, W.E., Johnston, K.V., & Geisler, D. 2000, AJ, 119, 760

Mayer, L., Governato, F., Colpi, M., Moore, B., Quinn, T., Wadsley, J., Stadel, J., & Lake, G. 2001a, ApJL, 547, L123

Mayer, L., Governato, F., Colpi, M., Moore, B., Quinn, T., Wadsley, J., Stadel, J., & Lake G. 2001b, astro-ph/0103430, submitted to ApJ

Mo, H.J., Mao, S., & White, S.D.M. 1998, MNRAS, 296, 847

Moore, B., Ghigna, S., Governato, F., Lake, G., Quinn, T., Stadel, J., & Tozzi, P. 1999, ApJL, 524, L19-L22

Navarro, J.F, Frenk, C.S., & White. S.D.M. 1997, MNRAS, 490, 493

Schweitzer AE, Cudworth KM, Majewski SR, Suntzeff NB. 1995. AJ 110, 2747

### Acknowledgments.

I thank Tom Quinn and Joachim Stadel for providing me with PKDGRAV and Volker Springel for allowing me to use the code that builds the galaxy models. I thank also Ben Moore, Fabio Governato and Monica Colpi for many stimulating discussions. Simulations were carried out at CINECA and ARSC supercomputing centers.


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# New Stopping Criteria for Segmenting DNA Sequences

## Abstract

We propose a solution on the stopping criterion in segmenting inhomogeneous DNA sequences with complex statistical patterns. This new stopping criterion is based on Bayesian Information Criterion (BIC) in the model selection framework. When this stopping criterion is applied to a left telomere sequence of yeast Saccharomyces cerevisiae and the complete genome sequence of bacterium Escherichia coli, borders of biologically meaningful units were identified (e.g. subtelomeric units, replication origin, and replication terminus), and a more reasonable number of domains was obtained. We also introduce a measure called segmentation strength which can be used to control the delineation of large domains. The relationship between the average domain size and the threshold of segmentation strength is determined for several genome sequences.

DNA sequences are usually not homogeneous. Regions with high concentrations of G or C bases alternate with regions which lack G or C ; stretches of sequences with an abundance of CG dinucleotide (C$`p`$G island) interrupt regular sequences; coding regions distinguish themselves from non-coding regions by the strong periodicity-of-three pattern, etc. The alternation of long (e.g. $`>`$ 300 kilobases) G+C rich and G+C poor regions (also known as “isochores” ) is shown to be related to chromosome bands, gene density, and perhaps chromosomal structure . The concepts of inhomogeneity and domains can also be generalized recursively to different length scales, and such domains-within-domains phenomena have indeed been observed in DNA sequences . These hierarchical patterns are the cause of the fractional long-range correlations and 1/f spectra observed in DNA sequences . There have been discussions of the possible biological meaning of this hierarchical pattern  and its connection to other complex systems.

Computational methods used to identify homogeneous regions are called segmentation procedures  which are important for many DNA sequence analysis tasks: detecting the existence of isochores, identifying complicated repeat patterns within telomeres and centromeres, determining coding-noncoding borders , etc. Segmentation procedures can also be applied to any inhomogeneous/disorder media (e.g. 1-dim solid, spinglass chain) or nonstationary time series (e.g. symbolic dynamics) to determine the domain borders or turning points. An application of the segmentation procedure to determine the mobility edge of vibrational states in disordered materials can be found in . The segmentation procedure and the physical fragmentation  are highly reminiscent of each other . The ease of a segmentation procedure directly affects the scaling exponent of the size distribution in a fragmentation .

In the segmentation procedure proposed in , one crucial step – the stopping criterion – is arbitrarily determined. This is because this criterion is presented within the framework of hypothesis testing. It is common in this framework to reject or accept the null hypothesis based on a chosen significance level, typically, 0.01 or 0.001. Not choosing other levels, say, 0.025 or $`10^6`$, is to some extent arbitrary. Another practical problem of the criterion in  is that it is extremely hard to halt the recursion at a large length scale even with a very small significance level, whereas many biologically interesting domains such as isochores are large. We solve these problems here by discussing segmentation in a new framework – the model selection framework. As a result, an alternative meaning of segmentation is proposed, and a minimum requirement for choosing one model over another is introduced.

In the model selection framework, basic 1-to-2 segmentation is carried out as a comparison of two stochastic models of the DNA sequence: before the segmentation, the sequence is modeled by a homogeneous random sequence (with three base composition parameters); after the segmentation, by two homogeneous random sequences separated by a partition point (with seven parameters). Whether a 1-to-2 segmentation should be continued or not is determined by whether the two-random-subsequence model is better than the one-random-sequence model. In model selection, the answer to this question is determined by two factors: first, the model’s ability to fit the data; and second, the model’s complexity. Overfitting and underfitting models are not considered to be good, either because of high model complexity or because of poor fitting performance. The Bayesian information criterion (BIC) is a proposal for balancing the two factors, defined as :

$`BIC`$ $`=`$ $`2\mathrm{log}(\widehat{L})+\mathrm{log}(N)K+O(1)+O({\displaystyle \frac{1}{\sqrt{N}}})+O({\displaystyle \frac{1}{N}})`$ (1)
$``$ $`2\mathrm{log}(\widehat{L})+\mathrm{log}(N)K`$ (2)
where $`\widehat{L}`$ is the maximum likelihood , $`K`$ the number of parameters in the model, and $`N`$ the number of data points. BIC is an approximation of the logarithm of integrated likelihood of a model multiplied by $`2`$ . The integrated likelihood represents the overall performance of a model. The better the model, the larger the integrated likelihood, and thus the smaller the BIC. A similar concept is the Akaike Information Criterion (AIC) , with the $`\mathrm{log}(N)`$ term in Eq.(1) replaced by 2. BIC penalizes complex models more severely than AIC.

We show here that the entropy-based segmentation in  can be recast in the likelihood framework , which in turn can be generalized to a model selection framework . The likelihoods of the random-sequence model and the two-random-subsequence model (before and after a 1-to-2 segmentation) are: $`L_1(\{p_\alpha \})=_\alpha p_\alpha ^{N_\alpha }`$, $`L_2(\{p_\alpha ^l\},\{p_\alpha ^r\},N_l)=_\alpha (p_\alpha ^l)^{N_\alpha ^l}_\beta (p_\beta ^r)^{N_\beta ^r}`$, where $`\{p_\alpha \},\{p_\alpha ^l\},\{p_\alpha ^r\}`$ ($`\alpha `$=A,C,G,T) are the base composition parameters for the whole sequence, left and right subsequence, respectively; $`\{N_\alpha \},\{N_\alpha ^l\},\{N_\alpha ^r\}`$ are the corresponding base counts; and $`N_l`$ is the size of the left subsequence. The maximum likelihood estimation of the parameters is simply $`\widehat{p_\alpha }=N_\alpha /N`$, and the maximum log likelihoods before and after segmentation are $`\mathrm{log}\widehat{L_1}=NE`$ and $`\mathrm{log}\widehat{L_2}=N^lE^l+N^rE^r`$, where $`E,E^l,E^r`$ are the entropies for the whole, left, and right sequences. The segmentation position $`N_l`$ is also a parameter in the model, and is determined by the position that maximizes the likelihood (though this parameter is discrete and it’s range changes with $`N`$). The increase of log-likelihood is $`\mathrm{log}(\widehat{L_2}/\widehat{L_1})=NE(N^lE^l+N^rE^r)=N\widehat{D}_{JS}`$, where $`\widehat{D}_{JS}`$ is the maximum of Jensen-Shannon divergence $`D_{JS}=E(N^lE^l+N^rE^r)/N`$ .

We require that the BIC be reduced by the segmentation for the procedure to continue, i.e. $`\mathrm{\Delta }BIC<0`$, which leads to (note $`K_2=7`$ and $`K_1=3`$ ):

$$2N\widehat{D}_{JS}>4\mathrm{log}(N).$$
(3)
Eq.(3) is our new stopping criterion.

Lower (relaxed) bound of the significance level: The stopping criterion in Eq.(3) differs from the criterion in  in that the significance level cannot be arbitrarily relaxed. The criterion in  compares the maximum $`D_{JS}`$ with that of a random sequence. If the sequence is indeed random, $`2N\widehat{D}_{JS}`$ is known to follow a $`\chi ^2`$ distribution , and the tail-area under this distribution is the corresponding significance level . The new criterion in Eq.(3) requires that the significance level cannot be too relaxed. For example, if $`N`$ is 1 kilobase, Eq.(3) is equivalent to setting the significance level 1.48 $`\times `$ 10-5, and if $`N`$ is 1 megabases, it is 2.86 $`\times `$ 10-11. The dependence of Eq.(3) on the sequence length $`N`$ has important practical implications: the stopping criterion in Eq.(3) is not fixed but adjustable. It is particularly important for a long sequence, when the criterion in  may not be able to stop segmentations with large $`2N\widehat{D}_{JS}`$.

In Fig.1, we illustrate the new criterion for the left telomere of chromosome 12 of yeast Saccharomyces cerevisiae . It is known that telomere sequences are compositionally complex. There is a highly repetitive sequence called TEL at the tip of the telomere (for yeast, it is 5’-C1-3A-3’). There are also subsequences that are conserved among different yeast chromosomes: the Y’ and X subtelomeric sequence . A segmentation procedure can be applied to telomere sequences to identify some compositionally distinct elements . It can be seen from Fig.1 that the criterion in Eq.(3) manages to delineate the borders for TEL and X elements . Although Eq.(3) missed the two Y’ elements, an indication that Y’ elements are not compositionally distinct, it is the cost of avoiding many false positives.

Segmentation strength: Although a lower (relaxed) bound of the significance level is set in Eq.(3), no limit on the upper (stringent) bound is possible. We introduce a measure for segmentation strength $`s`$ :

$$s=\frac{2N\widehat{D}_{JS}4\mathrm{log}(N)}{4\mathrm{log}(N)},$$
(4)
and the stringency level can be raised by choosing a non-zero value of the threshold $`s_0`$: $`s>s_0>0`$. Eq.(3) is equivalent to $`s_0=0`$. The prominence of TEL and X elements is indicated by their large segmentation strength ($`s=`$ 170.66%, 84.6%, and 416.33%; see the lower plot of Fig.1). These segmentations are also chosen earlier in the recursive segmentation (being first, second, and third).

Minimum Domain Size: To test a model on a dataset, the number of samples must be larger than the number of parameters in the model. Since we compare two models with 3 and 7 parameters, respectively, the sequence has to contain at least 7 bases before the segmentation, and 3 bases after the segmentation. Unlike the criterion in , these minimum size requirements are not set arbitrarily.

Binary and 12-Symbol Sequences: For many practical applications of the segmentation procedures, DNA texts are converted to symbolic sequences with less (or more) than four symbols. For example, the two-symbol sequence with symbols S (for strong, G and C) and W (for weak, A and T), is frequently used for studying large-scale homogeneous domains. The stopping criteria for binary sequences can be modified easily: with $`K_1=1`$ and $`K_2=3`$, the right-hand-side of Eq.(3) becomes 2$`\mathrm{log}`$(N). For coding region recognition, it is proposed in  that a DNA sequence can be converted to a 12-symbol sequence: each symbol contains information on both the base and the codon position (i.e. $`A_1,C_1,G_1,T_1,A_2,\mathrm{}`$). With $`K_1=9`$ and $`K_2=19`$, the stopping criteria in Eq.(3) become $`2N\widehat{D}_{JS}>10\mathrm{log}`$(N).

Threshold for segmentation strength and domain sizes: Since Eq.(3) does not provide an upper (stringent) limit on the significance level, there is still some degree of subjectivity in our segmentation procedure. If one is interested in largest domains, or the strongest segmentation signals, the threshold for segmentation strength $`s_0`$ should be set larger than zero. Taking the complete sequence of Escherichia coli genome  for example, the replication origin and the replication terminus presents the two most significant segmentation signals. If the $`s_0`$ is set to 20, only these two 1-to-2 segmentations will make the cut.

The larger the $`s_0`$, the larger the domain sizes in the final configuration. The relationship between the two is empirically determined by segmentations on several genome sequences, shown in Fig.3. It can be seen that the relationship is not universal for all sequences: with the same $`s_0`$, sequences with high compositional complexity (e.g. MHC sequence) contain smaller domain sizes in the final configuration than sequences with lower complexity (e.g. yeast). It can also be seen that in order to reach the average size of isochore (300 kilobases), $`s_0`$ should be set as large as 500%.

Domain size distribution: Another indirect evidence that our new stopping criterion is more reasonable than the one in  (with a typical significance level) can be seen by examining the domain size distribution in the final configuration. The 281 domains in the Escherichia coli genome in Fig.3 are ranked by size. These sizes are plotted against the rank (Zipf’s plot) in Fig.4. The Zipf’s plot for sizes from rank 4 to rank 180 approximately exhibit a power-law $`1/r^{1.21}`$ (Fig.4). This is similar to the power-law behavior in Zipf’s plot of many other natural and social phenomena (known as Zipf’s law  when the scaling exponent is close to $`1`$).

When a more relaxed stopping criterion is used, there is a lack of large domains. We illustrate this by a AIC-based segmentation which is equivalent to the criterion in  with the significance level of 0.091578. The Zipf’s plot for domains derived from the AIC-based segmentation is not a power-law function. Even a forced curve-fitting by a power-law function leads to a slope merely $`0.5`$. This indicates that the size distribution by criterion Eq.(3) is more self-similar, more balanced between the small and large domains than those by the AIC-based segmentation.

In summary, this paper solves a problem encountered in  that recursive segmentation is not easy to stop even when a stringent significance level is used (the most stringent significance level in the SEGMENT program  is $`10^6`$). This solution allows us to investigate much larger domains and longer-range hierarchical correlation in DNA sequences. The framework from which our solution is derived is also ideal for generalizations to other more complicated situations. Determining the number of domains in a DNA sequence, like any other descriptions of the sequence, is relative – it is relative to the length scale of interests, relative to the model used. By changing the segmentation strength, we essentially change the level of description of the sequence.

The work is supported by the grant K01HG00024 from NIH. I thank Jóse Oliver for sending me the partition points used in Fig.1, produced by the SEGMENT program . This paper is dedicated to XML.


text:
# Does the 2D Hubbard Model Really Show 𝑑-Wave Superconductivity?

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In a recent Letter, Maier et al concluded that they found, based on the dynamical cluster as well as noncrossing approximations on Green functions, a stable pure $`d`$-wave solution with off-diagonal long-range order (ODLRO) in the intermediate to strong coupling regime for the doped repulsive 2D Hubbard model, and given an estimation of maximum $`T_c`$ being $`150K`$ for doping $`x0.2`$.

This is a surprising yet too strong statement. The authors in Ref. might be unaware of a theorem, proved by Su and Suzuki  two years ago, that the 2D Hubbard model with narrow bands (including next nearest-neighbor hopping, etc.) does not exhibit $`d`$-wave pairing long-range order (LRO) at any nonzero temperature for both repulsive and attractive Coulomb interactions and for any electron fillings. This rigorous result has been generalized to cover other models (see, e.g. ). There are also a few rigorous results showing the absence of $`s`$-wave or other-wave pairing LROs for the 2D Hubbard model at finite temperatures. It seems that the statement in Ref.  contradicts these mathematically rigorous results. On the aspect of numerical simulations, although some quantum Monte Carlo (QMC) calculations show tendencies favoring $`d`$-wave superconductivity, no definite sign of LRO has been detected, as pointed out by many authors (see, e.g. ). Even though the long-tailed enhancements in $`d`$-wave pairing correlations near half-filling or $`d`$-wave-like pairing fluctuations at low temperatures  were observed in QMC studies, none concluded from QMC results that the $`d`$-wave superconductivity with ODLRO is clearly obtained. In fact, the QMC results, owing to the well-known limitations, though still controversial, are not incompatible with the rigorous results. There indeed exist analytic and numerical works (e.g. QMC) , in completely opposite to the statement claimed in Ref. , showing that the 2D Hubbard model (with a next nearest-neighbor hopping integral) does not exhibit any definite sign of $`s`$-wave and $`d`$-wave superconductivity. Why are the consequences gained in Ref.  inconsistent with the rigorous results?

Now, let us look at what was really observed in Ref. . First, the method used in Ref.  is only approximate. They used the coarse grained Green function to mimick the true Green function. According to the definition, as the coarse grid number $`N_c`$ tends to infinity, the coarse grained Green function recovers the true Green function, whereas in the realistic presentations they use just the result of $`N_c=4`$ to draw final conclusions without giving a convincing comparison for different $`N_c`$’s, apart from just stating the systematic errors on the order of $`1/N_c^3`$. Second, one may notice that the statement of the appearance of a pure $`d`$-wave superconductivity with ODLRO comes from such an observation that the anomalous coarse grained Green function vanishes at the points $`(0,0)`$ and $`(\pi ,\pi )`$ but is finite at $`(0,\pi )`$ and $`(\pi ,0)`$. Despite how realiable the approximate method is, one cannot, just from this simple observation, conclude that a pure $`d`$-wave superconductivity is uncovered. For example, a mixing state like $`d_{x^2y^2}+id_{xy}`$ cannot be ruled out. Third, the transition observed in Ref.  was speculated as a possibility of a Kosterlitz-Thouless (KT) phase transition. As is well-known, the correlation function in the KT phase decays in a power law, while the existence of ODLRO implies, as discussed by Yang, that the correlation function becomes a nonzero constant as the spatial separation between the pairing operators tends to infinity. In their seminar article , Kosterlitz and Thouless also pointed clearly out that this type of phase transition cannot occur in a superconductor. As a result, one cannot again just from the approximate results conclude the occurrence of ODLRO in the 2D Hubbard model at low temperatures.

In short, the results presented in Ref.  are not sufficient to allow for drawing the conclusion like the authors did, at least in a conventional sense. As a matter of fact, it appears that the transition they observed might be a kind of topological phase transition with a power law decay (i.e. possessing a quasi-LRO), not a genuine superconducting transition because the latter possesses a true LRO. This reinterpretation makes the observation in Ref.  consistent with the existing rigorous results, namely, the 2D Huabbrd model does not show $`d`$-wave pairing LRO at finite temperatures.