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# Sensitivity of a Ground-Based Infrared Interferometer for Aperture Synthesis Imaging

## 1 Introduction

Fundamental limitations of optical and infrared aperture synthesis imaging had been an academic subject in which astronomers were not keenly interested. The analyses of sensitivities are mathematically rather involved and they appeared in journals of optics (Prasad & Kulkarni (1989) (PK89), Nakajima & Matsuhara (2001) (NM01)) instead of those in astronomy. The analyses were academic partly because they dealt with ideal conditions in which atmospheric disturbances did not exist. Therefore their results were applicable only to space interferometers which were instruments in the distant future. They were also academic partly because optical and infrared interferometers were not considered as routinely used astronomical instruments unlike radio interferometers in radio astronomy.

However, as pointed out by Roddier & Ridgway (1999) (hereafter RR99), the situation has changed due to the completion of large ground-based telescopes with 8-10 m diameters and to the planning of next-generation giant telescopes with 30-100 m diameters. In the plans of the giant telescopes, they are all equipped with adaptive optics which deliver diffraction limited images. The giant telescopes are always useful as optical buckets. However for the purpose of high resolution imaging, it is not clear whether the synthesized images from an interferometric array of large telescopes or diffraction limited images of giant telescopes are superior. In terms of resolution, the interferometric array is obviously advantageous, but in terms of sensitivity or dynamic range the quantitative comparison is more complex. Optical/infrared interferometric arrays with small telescopes currently in operation or being built are dedicated to stellar astronomy. With the advent of an interferometric array composed of large telescopes, one essential question is whether interferometry finally has an impact on extragalactic astronomy. This question is directly related to the limiting magnitude.

The development of the fringe-tracking technique has enabled to cophase a number of telescopes and a ground-based interferometric array can be regarded as an ideal interferometer without atmospheric disturbances. Therefore the sensitivity analyses made for space interferometers in the past can now be applied to ground-based interferometers as well. Under these circumstances, it is worthwhile to highlight the results of previous analyses of optical and infrared synthesis imaging in an astronomical journal and apply them to ground-based interferometry composed of large telescopes.

RR99 pioneered the analysis of ground-based interferometry from the point of view of comparison with future giant telescopes. However their analysis is not of aperture synthesis and as we will show later that their results are not necessarily in agreement with ours. Although this paper mostly utilizes previously obtained formulae of signal-to-noise ratios (SNRs) in PK89 and NM01, we also present new results to cover the full parameter space.

The beam combination geometry is a major issue in studying the sensitivity of an interferometer. One extreme is the $`{}_{}{}^{n}C_{2}^{}`$ interferometer, in which $`n`$ beams are divided into $`n(n1)`$ subbeams and they are pairwise combined at $`{}_{}{}^{n}C_{2}^{}=n(n1)/2`$ detectors. There is one detector for each baseline. The other extreme is the $`{}_{}{}^{n}C_{n}^{}`$ interferometer in which all the $`n`$ beams are combined at $`{}_{}{}^{n}C_{n}^{}=1`$ detector. In this paper, we present the sensitivities of both interferometers. We consider idealized interferometers, but the beam-combination scenario for actual interferometers may be more complicated (Mozurkewich (2000)). The $`{}_{}{}^{n}C_{2}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ schemes are called Pairwise and All-On-One combinations in Mozurkewich (2000).

Baseline redundancy is a factor that affects the SNR of a synthesis image for a given number of apertures. Since the number of large telescopes combined to form an interferometric array is likely to be limited, it is important to gain $`uv`$ coverage by using nonredundant baselines. Throughout this paper, we only consider interferometers with nonredundant baselines.

There are two types of noise which appear in aperture synthesis, one of which is removable while the other is intrinsic and not removable. Sampling noise is potentially introduced by the incompleteness of $`uv`$ coverage. However, deconvolution techniques such as CLEAN and Maximum Entropy Method (MEM) (Perley et al. (1989)), when applied to radio interferometric data, appear to compensate for sampling noise. We thus regard sampling noise as removable noise. On the other hand, noise resulting from the photodetection process is not removable. The SNR of a dirty image to which deconvolution has not been applied is limited by photodetection noise and detector read noise. Here we regard the SNR of a dirty image as the SNR of the synthesized image.

There are two different methods by which a synthesized image can be constructed from the visibility data: inversion without total counts and true inversion. In the former, the zero frequency phasor is neglected, implying that the total number of photons in the synthesized image is zero. Despite this seemingly unattractive feature, this is the standard method in radio astronomy. In the latter method, the van Cittert-Zernike theorem is strictly applied and the zero frequency phasor as well as the $`n(n1)/2`$ complex phasors is used. The image produced by this technique has the desirable property of nonnegativity. In the presence of additive background which overwhelms the signal, the magnitude of the zero frequency phasor is much greater than those of other phasors. The zero frequency phasor determines the DC offset level due to thermal background in the synthesized image. Not only is this background of little astronomical interest, it is also a major source of Poisson fluctuations. In this paper, we present the results obtained for both inversion with and without total counts. However, in practice faint source detection is limited by OH airglow background at J and H and thermal background in the thermal infrared. So we obtain those detection limits for inversion without total count.

The paper is organized as follows. First we introduce two types of interferometers, the $`{}_{}{}^{n}C_{2}^{}`$ interferometer and $`{}_{}{}^{n}C_{n}^{}`$ interferometer with expressions for SNRs of the images obtained by these interferometers in §2 and §3. We discuss limiting cases for spectrally broad light in §4. In §5, we present the sensitivities of interferometers composed of nine 10-m telescopes in comparison with a single 30-m telescope with adaptive optics. We discuss further on the sensitivity analysis in §6.

## 2 $`{}_{}{}^{n}C_{2}^{}`$ interferometer

Let there be $`n`$ identical principal apertures from which we derive $`n`$ main beams. Each beam is divided into $`n1`$ subbeams by the use of beam splitters. The resulting $`n(n1)`$ subbeams are combined pairwise at $`n_b=n(n1)/2`$ detectors where $`n_b`$ is also the number of baselines. The fringe pattern is formed at the focal plane of each detector which is either a one dimensional array of identical pixels or a two dimensional array of identical pixels which range from 1 to $`P`$ (Figure 1). For spectrally broad light, the fringe can be dispersed in the cross fringe direction with the use of a two dimensional detector. For a focal plane interferometer of this type, the influence of source shot noise on fringe phasor estimation has been fully formulated (Walkup & Goodman (1973), Goodman (1985)). Let the interferometer be illuminated by a source and spatially smooth background. The intensity pattern on the $`r`$th detector ($`r`$th baseline) is given by

$$<I_r(𝐱)>=2<I_0>\left[1+\gamma _r\mathrm{cos}(\kappa 𝐱𝐁_r/d+\varphi _r)\right],$$
(1)
where $`<I_0>`$ is the average intensity in each subbeam at the detector, $`𝐁_r`$ is the baseline vector, $`\kappa =2\pi /\lambda `$ is the wave number, and $`d`$ is the distance between the aperture plane and the detector, $`𝐱`$ is the spatial vector in the detector plane, and $`\gamma _r\mathrm{exp}(i\varphi _r)`$ is the complex visibility function at the baseline vector $`𝐁_r`$. In deriving (1), we have assumed that the incident light is spectrally narrow so that the fringe visibility depends on only the spatial correlation of the field.

Because of the presence of background illumination,

$$I_0=I_0^s+I_0^b,$$
(2)
where $`I_0^s`$ and $`I_0^b`$ are source and background intensities respectively. Let $`\gamma _r^s`$ be the fringe visibility of the source in the absence of the background, then

$$\gamma _r=\frac{I_0^s}{I_0^s+I_0^b}\gamma _r^s.$$
(3)
The complex visibility function $`\gamma _r^s\mathrm{exp}(i\varphi _r)`$ is determined by the $`uv`$ coordinates of the $`r`$ th baseline $`(u,v)`$ and the source brightness distribution on the sky $`S(x,y)`$ by a Fourier transform relation:

$$\gamma _r^s\mathrm{exp}(i\varphi _r)=\frac{S(x,y)\mathrm{exp}\{2\pi i(ux+vy)\}𝑑x𝑑y}{S(x,y)𝑑x𝑑y}.$$
(4)
In an effort to reduce the clutter in the equations we henceforth drop the vector notation, but bear in mind that spatial frequencies, pixel locations, etc. are really vectors. The photoelectron detection theory (Walkup & Goodman (1973)) takes into account the discrete nature of both photons and detector pixels. The average photoelectron count $`<k_r(p)>`$ at the pixel location specified by the integer index $`p`$ of the detector is proportional to $`<I(x)>`$:

$$<k_r(p)>=2<K_0>\left[1+\gamma _r\mathrm{cos}(p\omega _r+\varphi _r)\right].$$
(5)
Here, $`<\mathrm{}>`$ denotes averaging over the photoelectron-detection process. The product $`p\omega _r`$ is understood to be the scalar product of the pixel position vector $`𝐩`$ and the spatial frequency vector $`\omega _r`$ expressed in inverse pixel units.

Let $`<C>`$ be the average number of photoelectrons detected by the entire array in one integration period, and let 2$`<N>`$ be the average number of photoelectrons per detector per integration time. Clearly then, $`<C>=2<N>n_b`$, and thus $`<N>=<C>/\{n(n1)\}`$. According to (5), the average number of photoelectrons per detector is equal to $`2<K_0>P`$, and thus $`<K_0>P=<N>`$.

### 2.1 Inversion without total count

An analysis based on the photodetection theory gives the mean image $`I_1`$ as follows (NM01).

$`I_1(q)`$ $`=`$ $`<N>{\displaystyle \underset{r}{}}\gamma _r\mathrm{cos}(\omega _rq+\varphi _r)`$ (6)
$`=`$ $`<N>{\displaystyle \underset{r}{}}{\displaystyle \frac{I_0^s}{I_0^s+I_0^b}}\gamma _r^s\mathrm{cos}(\omega _rq+\varphi _r),`$
where $`q`$ refers to the pixels in the synthesized image; in particular $`q`$ ranges from -Q/2 to +Q/2.

The variance $`V[i_1(q)]`$ in the synthesized image $`i_1(q)`$ is given by

$`V[i_1(q)]`$ $`=`$ $`n_b(<N>+{\displaystyle \frac{P\sigma ^2}{2}})={\displaystyle \frac{<C>}{2}}+n_b{\displaystyle \frac{P\sigma ^2}{2}}.`$ (7)
For a point source ($`\gamma _r^s=1`$) at the phase center ($`\varphi _r=0`$), the SNR of the synthesized image is

$$\frac{I_1(0)}{\sqrt{V[i_1(0)]}}=\frac{(<C>/2)\{I_0^s/(I_0^s+I_0^b)\}}{\sqrt{<C>/2+n_bP\sigma ^2/2}}.$$
(8)
### 2.2 Inversion with total count

An analysis which takes into account shot noise and detector read noise gives the mean image $`I_2`$ as follows

$`I_2(q)`$ $`=`$ $`<N>{\displaystyle \underset{r}{}}[\gamma _r\mathrm{cos}(\omega _rq+\varphi _r)+1]`$ (9)
$`=`$ $`<N>{\displaystyle \underset{r}{}}[{\displaystyle \frac{I_0^s}{I_0^s+I_0^b}}\gamma _r^s\mathrm{cos}(\omega _rq+\varphi _r)+1].`$
The variance $`V[i_2(q)]`$ in the synthesized image $`i_2(q)`$ is given by

$`V[i_2(q)]`$ $`=`$ $`n_b({\displaystyle \frac{3<N>}{2}}+{\displaystyle \frac{3P\sigma ^2}{4}})+<N>{\displaystyle \underset{r}{}}\gamma _r\mathrm{cos}(\omega _rq+\varphi _r)`$ (10)
$`=`$ $`{\displaystyle \frac{3<C>}{4}}+n_b{\displaystyle \frac{3P\sigma ^2}{4}}+<N>{\displaystyle \underset{r}{}}\gamma _r\mathrm{cos}(\omega _rq+\varphi _r).`$
This variance is newly derived for this work. For a point source at the phase center, the SNR of the image is

$$\frac{I_2(0)}{\sqrt{V[i_2(0)]}}=\frac{<N>\sqrt{n_b}(2I_0^s+I_0^b)/(I_0^s+I_0^b)}{\sqrt{(3<N>/2+3P\sigma ^2/4)+<N>I_0^s/(I_0^s+I_0^b)}}$$
(11)
## 3 $`{}_{}{}^{n}C_{n}^{}`$ Interferometer

In the $`{}_{}{}^{n}C_{n}^{}`$ interferometer, all the $`n`$ beams interfere on a single detector and $`n_b`$ fringes are superposed. Both the baseline configuration and the detector can be either one dimensional or two dimensional. As an example, a two dimensional $`{}_{}{}^{3}C_{3}^{}`$ interferometer is schematically presented in Figure 2. A special case is the combination of a one dimensional baseline configuration and a two dimensional detector for which the superposed fringes are dispersed in the cross fringe direction so that spectrally broad light can be used without bandwidth smearing (Figure 3). We call an $`{}_{}{}^{n}C_{n}^{}`$ interferometer of this type an $`{}_{}{}^{n}C_{n}^{}`$ interferometer.

Let the interferometer be composed of $`n`$ identical apertures and let it be illuminated by a source and spatially smooth background. The classical intensity distribution of the interference pattern by the $`n`$ apertures has the average value

$$<I(𝐱)>=<I_0>\left[n+2\underset{g<h}{}\gamma _{gh}\mathrm{cos}(\kappa 𝐱𝐁_{gh}/d+\varphi _{gh})\right],$$
(12)
where the various symbols have meanings similar to those in (1). $`gh`$ denotes the baseline $`gh`$ corresponding to the apertures $`g`$ and $`h`$. Let $`<k(𝐩)>`$ denote the photoelectron count distribution due to $`<I(𝐱)>`$. As in §2, we discontinue the vector notation, assume that the total number of pixels is $`P`$, and note that $`<k(p)>`$ is proportional to $`<I(x)>`$:

$$<k(p)>=<Q_0>\left[n+\underset{g<h}{}\gamma _{gh}\mathrm{cos}(p\omega _{gh}+\varphi _{gh})\right].$$
(13)
Here $`<Q_0>`$ has approximately the same meaning as $`<K_0>`$ in §2. However, since there is no beam splitting, $`<Q_0>=(n1)<K_0>`$. We also define $`<M>=P<Q_0>=<C>/n`$.

### 3.1 Inversion without total count

We find the mean synthesized image $`I_3`$ to be

$`I_3(q)`$ $`=`$ $`<M>{\displaystyle \underset{i<j}{}}\gamma _{ij}\mathrm{cos}(q\omega _{ij}+\varphi _{ij}).`$ (14)
The variance $`V[i_3(q)]`$ in the synthesized image $`i_3(q)`$ is given by

$`V[i_3(q)]`$ $`=`$ $`{\displaystyle \frac{n<M>+P\sigma ^2}{2}}n_b+<M>(n2){\displaystyle \underset{i<j}{}}{\displaystyle \frac{I_0^s}{I_0^s+I_0^b}}\gamma _{ij}^s\mathrm{cos}(q\omega _{ij}+\varphi _{ij}).`$ (15)
This variance is derived in NM01. For a point source at the phase center, the SNR of the image is

$`{\displaystyle \frac{I_3(0)}{\sqrt{V[i_3(0)]}}}`$ $`=`$ $`{\displaystyle \frac{<M>\{I_0^s/(I_0^s+I_0^b)\}\sqrt{n_b}}{\sqrt{(n<M>+P\sigma ^2)/2+<M>(n2)\{I_0^s/(I_0^s+I_0^b)\}}}}`$ (16)
$`=`$ $`{\displaystyle \frac{<C>\{I_0^s/(I_0^s+I_0^b)\}\sqrt{(n1)/n}}{\sqrt{<C>+P\sigma ^2+<C>\{I_0^s/(I_0^s+I_0^b)\}\{2(n2)/n\}}}}.`$
### 3.2 Inversion with total count

We find the mean synthesized image $`I_4`$ to be

$`I_4(q)`$ $`=`$ $`<M>[{\displaystyle \frac{n}{2}}+{\displaystyle \underset{i<j}{}}\gamma _{ij}\mathrm{cos}(q\omega _{ij}+\varphi _{ij})]`$ (17)
$`=`$ $`{\displaystyle \frac{<C>}{2}}+{\displaystyle \frac{<C>}{n}}{\displaystyle \underset{i<j}{}}\gamma _{ij}\mathrm{cos}(q\omega _{ij}+\varphi _{ij}).`$ (18)
The variance $`V[i_4(q)]`$ in the synthesized image $`i_4(q)`$ is given by

$`V[i_4(q)]`$ $`=`$ $`{\displaystyle \frac{<M>}{2}}\left[n(n_b+{\displaystyle \frac{1}{2}})+2(n1){\displaystyle \underset{i<j}{}}2(j1)\gamma _{ij}\mathrm{cos}(q\omega _{ij}+\varphi _{ij})\right]`$ (20)
$`+P\sigma ^2\left[{\displaystyle \frac{n_b}{2}}+{\displaystyle \frac{1}{4}}\right].`$
This variance is newly derived for this work. For a point source at the phase center, the SNR of the image is

$$\frac{I_4(0)}{\sqrt{V_4(0)}}=\frac{<C>n}{\sqrt{<C>(3n^25n+3)+P\sigma ^2(n^2n+1)}}.$$
(21)
## 4 Limiting Cases for Spectrally Broad Light

In this section, we consider the source shot noise limit, background shot noise limit, and detector read noise limit for a point source and an extended source. For each case, the results of inversion with and without total count are shown.

Formulae for means, variances, and SNRs were obtained for spectrally narrow light in the previous section. For a two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer, the maximum spectral bandwidth is limited to about $`D/B`$ where $`D`$ is the aperture diameter and $`B`$ is the maximum baseline length. If we use a bandwidth broader than this, fringes will be smeared out. In order to disperse fringes for a general two-dimensional baseline configuration, pupil remapping which transforms the exit pupil to a $`{}_{}{}^{n}C_{n}^{}`$-type interferometer is necessary. The effect of pupil remapping on the signal-to-noise ratio analysis is beyond the scope of this paper. However we can imagine that the SNR of the one-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer is a good measure of the SNR of an interferometer with pupil remapping. For $`{}_{}{}^{n}C_{2}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ interferometers, fringes can be dispersed in the cross fringe direction. The formulae for SNRs obtained for spectrally narrow light hold also for dispersed fringes as can be easily verified as follows.

We here consider the case with the $`{}_{}{}^{n}C_{2}^{}`$ interferometer and inversion without total count. Let $`P_x`$ be the number of pixels in the fringe direction and $`P_y`$ be that in the cross fringe direction. Therefore $`P=P_xP_y`$. We assume that the photon spectrum within the bandwidth is not steep and the number of photons in one detector row is given by $`<C>/P_y`$. Then the SNR of an image synthesized from a set of fringes in detector rows corresponding to $`1/P_y`$ of the spectral bandwidth is given by

$$snr=\frac{<N>/P_y_r\gamma _r\mathrm{cos}(\omega _rq+\varphi _r)}{\sqrt{n_b(<N>/P_y+P_x\sigma ^2/2)}}.$$
(22)
If we further assume that the total bandwidth is narrow enough so that the source structure does not change within it. In this case, $`P_y`$ images can be coadded to form a final image. The SNR of the final image is given by

$`SNR`$ $`=`$ $`\sqrt{P_y}snr`$ (23)
$`=`$ $`{\displaystyle \frac{<N>_r\gamma _r\mathrm{cos}(\omega _rq+\varphi _r)}{\sqrt{n_b(<N>+P_xP_y\sigma ^2/2)}}}`$
$`=`$ $`{\displaystyle \frac{<N>_r\gamma _r\mathrm{cos}(\omega _rq+\varphi _r)}{\sqrt{n_b(<N>+P\sigma ^2/2)}}}.`$
This happens because the photon count $`<N>`$ or $`<C>`$ and the pixel number $`P`$ are linear in the expressions of the mean and variance. The situation is the same for the other SNR expressions.

### 4.1 Numbers of Pixels

Let the central frequency be $`\nu `$ and the bandwidth be $`\mathrm{\Delta }\nu `$. Then there are 2$`\nu /\mathrm{\Delta }\nu `$ fringe cycles in each interferogram. For the Nyquist sampling theorem, 4$`\nu /\mathrm{\Delta }\nu `$ pixels are needed in the fringe direction.

For the $`{}_{}{}^{n}C_{2}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ interferometers, we consider the number of pixels in the cross fringe direction (dispersion direction) in each dispersed fringe. The fractional bandwidth $`\mathrm{\Delta }\nu ^{}/\nu `$ for which bandwidth smearing is small is given by $`\mathrm{\Delta }\nu ^{}/\nu <D/B`$. If we require that $`\mathrm{\Delta }\nu ^{}/\nu =D/(2B)`$, bandwidth smearing will be negligible. For a spectral bandwidth of $`\mathrm{\Delta }\nu `$, $`\mathrm{\Delta }\nu /\mathrm{\Delta }^{}\nu =2(\mathrm{\Delta }\nu )/(D/B)`$ pixels are needed as the number of pixels in the cross fringe direction. So the number of pixels of the two dimensional detector is $`P=4\nu /\mathrm{\Delta }\nu \times 2(\mathrm{\Delta }\nu )/(D/B)=8(B/D)`$.

For the $`{}_{}{}^{n}C_{n}^{}`$ interferometer, the longest baseline can be aligned to one of the two sides of a two dimensional detector and the minimum number of pixels is $`P=(4\nu /\mathrm{\Delta }\nu )^2=16(B/D)^2`$ and the maximum allowed fractional bandwidth is $`D/B`$.

### 4.2 SNR Tables

SNR expressions of $`{}_{}{}^{n}C_{2}^{}`$, $`{}_{}{}^{n}C_{n}^{}`$, and $`{}_{}{}^{n}C_{n}^{}`$ interferometers are given for a point source and an extended source, for source shot noise limit, background shot noise limit, and detector read noise limit, and for inversion with and without total count in Tables 1 through 5. In some cases the SNR expressions are not well defined and omitted from the tables.

We define a quantity $`F_\nu `$ which is proportional to the photon spectrum of the source, collecting area, and integration time. We express the total photon count for the $`{}_{}{}^{n}C_{2}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ interferometers as $`<C>=F_\nu \mathrm{\Delta }\nu `$. Then the total photon count for the two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer is $`<C>=F_\nu \nu (D/B)`$. The SNRs are expressed in terms of $`F_\nu `$, $`\mathrm{\Delta }\nu `$, and $`D/B`$.

### 4.3 Point Source/Source Shot Noise Limit

The case with a point source in the shot noise limit is given in Table 1.

By taking ratios of the SNR expressions, we find

$$SNR_1/SNR_3=\sqrt{\frac{3n4}{2n2}}\sqrt{\frac{\mathrm{\Delta }\nu /\nu }{D/B}},$$
(24)
$$SNR_1/SNR_3^{}=\sqrt{\frac{3n4}{2n2}}1,$$
(25)
$$SNR_2/SNR_4=\sqrt{\frac{4(3n^25n+3)}{5n^2}}\sqrt{\frac{\mathrm{\Delta }\nu /\nu }{D/B}},$$
(26)
$$SNR_2/SNR_4^{}=\sqrt{\frac{4(3n^25n+3)}{5n^2}}1,$$
(27)
$$SNR_2/SNR_1=\sqrt{\frac{8}{5}}.$$
(28)
In a typical situation, $`\mathrm{\Delta }\nu /\nu >D/B`$ and the $`{}_{}{}^{n}C_{2}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ interferometers are superior to the two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer. As the expression (27) shows, the $`{}_{}{}^{n}C_{2}^{}`$ interferometer is superior to the $`{}_{}{}^{n}C_{2}^{}`$ interferometer by a factor $`\sqrt{12/5}`$ in SNR for a large $`n`$ for inversion with total count. In the source shot noise limit, the total count information is genuinely of the source. The highest SNR is obtained for the $`{}_{}{}^{n}C_{2}^{}`$ interferometer for inversion with total count (eq. (28)).

### 4.4 Background Limit

In the background limit, only inversion without total count is the valid method of analysis, since the total count is dominated by background photon counts. The SNR expressions are given in Table 2.

By taking the ratios, we find

$$SNR_1/SNR_3=\sqrt{\frac{n}{2(n1)}}\sqrt{\frac{\mathrm{\Delta }\nu /\nu }{D/B}},$$
(29)
and

$$SNR_1/SNR_3^{}=\sqrt{\frac{n}{2(n1)}}1.$$
(30)
As in the case with the source shot noise limit, the two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer has a disadvantage of the narrow bandwidth. For a large $`n`$, the $`{}_{}{}^{n}C_{n}^{}`$ interferometer is slightly superior to the $`{}_{}{}^{n}C_{2}^{}`$ interferometer by a factor $`\sqrt{2}`$ in SNR.

### 4.5 Read noise limit

In the read noise limit, the numbers of pixels for the $`{}_{}{}^{n}C_{2}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ interferometers are $`P=8(B/D)`$ and that for the two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer is $`P=16(B/D)^2`$. The SNR expressions are given in Table 3.

If we take the ratios of the SNRs, we find

$$SNR_1/SNR_3=\frac{\sqrt{2}}{n1}\frac{\mathrm{\Delta }\nu }{\nu }(\frac{B}{D})^{3/2},$$
(31)
$$SNR_1/SNR_3^{}=\frac{1}{n1}1,$$
(32)
$$SNR_2/SNR_4=\frac{4}{n}\sqrt{\frac{n^2n+1}{3(n^2n)}}\frac{\mathrm{\Delta }\nu }{\nu }(\frac{B}{D})^{3/2},$$
(33)
$$SNR_2/SNR_4^{}=\frac{2}{n}\sqrt{\frac{2(n^2n+1)}{3(n^2n)}}1.$$
(34)
The $`{}_{}{}^{n}C_{n}^{}`$ interferometer is always superior to the $`{}_{}{}^{n}C_{2}^{}`$ interferometer because of the smaller number of detector pixels. The two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer has a limited use for a small $`B/D`$.

### 4.6 Extended Source/Source Shot Noise Limit

For a fully extended source, there is no signal other than the total count. Only inversion with total count is the valid method of analysis for the fully extended source. The SNR expressions are given in Table 4.

By taking the ratios, we find

$$SNR_2/SNR_4=\sqrt{\frac{n^2n+1}{3}}\sqrt{\frac{\mathrm{\Delta }\nu }{\nu }\frac{B}{D}},$$
(35)
$$SNR_2/SNR_4^{}=\sqrt{\frac{n^2n+1}{3}}1.$$
(36)
The $`{}_{}{}^{n}C_{2}^{}`$ interferometer is superior to the $`{}_{}{}^{n}C_{n}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ interferometers.

### 4.7 Extended Source/Background Limit

For an extended source, there is no signal other than the source total count. However, the total count is dominated by background photons. Therefore neither inversion without total count nor inversion with total count is the valid method of analysis.

### 4.8 Extended Source/Read Noise Limit

As in the case with extended source/shot noise limit, the only valid method of analysis is inversion with total count. The SNR expressions are given in Table 5.

By taking ratios, we find

$$SNR_2/SNR_4=\sqrt{\frac{4(n^2n+1)}{3(n^2n)}}\frac{\mathrm{\Delta }\nu }{\nu }(\frac{B}{D})^{3/2},$$
(37)
and

$$SNR_2/SNR_4^{}=\sqrt{\frac{2(n^2n+1)}{3(n^2n)}}1.$$
(38)
The two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometer is useful only for a small $`B/D`$. For large $`n`$, $`SNR_2/SNR_4^{}`$ attains an asymptotic value of $`\sqrt{2/3}`$.

## 5 Sensitivities of Interferometers Composed of Nine 10-m telescopes

In this section, we calculate the sensitivities of $`{}_{}{}^{n}C_{2}^{}`$ and $`{}_{}{}^{n}C_{n}^{}`$ interferometers composed of nine 10-m telescopes and compare them with the sensitivity of a 30-m single telescope with adaptive optics. 10-$`\sigma `$ detection limits for a point source are obtained for one-hour integration and plotted in Figure 4.

### 5.1 J and H

Throughput of the interferometers is assumed to be 10%, while that of the single telescope with adaptive optics is assumed to be 60%. The read noise level is assumed to be 10 electrons per pixel and the maximum baseline length which determines the number of detector pixels is assumed to be 200 m. The coherent integration time is assumed to be one second, while a larger value will decrease the effect of detector read noise.

It turned out that both read noise and sky background due to OH airglow affect the performance of the interferometers. We evaluate the SNRs for inversion without total count because sky background is much greater than the signal near the detection limit. The sensitivity of the telescope is limited by sky background. At J, limiting magnitudes are 24.7, 25.7, and 28.0 respectivity for the $`{}_{}{}^{n}C_{2}^{}`$ interferometer, $`{}_{}{}^{n}C_{n}^{}`$ interferometer, and the single telescope. At H, they are 23.6, 24.0, and 26.2 respectively.

### 5.2 Thermal Infrared Wavelengths

For the interferometers, we evaluate the SNRs for inversion without total count because the instrument background is much stronger than the source signal near the detection limits. The temperature of interferometer optics is assumed to be 273 K and the optical throughput is assumed to be 10%. Therefore the background emission is estimated from a 273K blackbody with 90% emissivity. For the single telescope with adaptive optics, the throughput of the optics is assumed to be 60%. The temperature of the optics is assumed to be 273 K, and its emissivity is assumed to be 40%.

Longward of 2 $`\mu `$m, the sensitivities do not depend on beam combination geometry very much. This implies that detector read noise is negligible. At 2.2 $`\mu `$m, the sensitivities of the interferometers are around 330 nJy or 22.9 mag, while that of the single telescope is 10 nJy or 26.9 mag. Longward of 5 $`\mu `$m, the single telescope is 5.8 mag more sensitive than the interferometers. At 10.5 $`\mu `$m, the sensitivities of the interferometers are about 2 mJy or 10.7 mag, while that of the single telescope is 57 $`\mu `$Jy or 14.4 mag. At wavelengths shorter than 2 $`\mu `$m, the baseline length affects the sensitivities of the interferometers due to the change in the number of pixels, while longward of 2 $`\mu `$m, it does not matter as long as the source is unresolved. Here we do not consider the case for a fully extended objects. As we have seen from the previous section, the interferometers are not sensitive to fully extended objects under background limited conditions.

### 5.3 Loss-Free Interferometers

In the above evaluation of sensitivities, it is assumed that the throughput of the interferometers is 10%, while that of the single telescope is 60%. It is natural to question whether the difference in sensitivities is due to that in throughput or something more fundamental.

As discussed by PK89, there is a basic difference between an interferometer and a single telescope in that the former takes the correlation of signal from multiple apertures. However the loss of SNR by this process is only a factor of $`\sqrt{2}`$ in the case of an ideal $`{}_{}{}^{n}C_{2}^{}`$ interferometer with inversion without total count in the source shot noise limit. A similar situation is expected in the case of background shot noise limit where the number of detector pixels does not affect the SNR. Then the only situation in which the difference is conspicuous is the read noise limit where the interferometer requires many more detector pixels to sample fringes. It is of theoretical interest to assume ideal interferometers and compare their performance with that of the single telescope.

Again we compare the interferometers with nine 10-m telescopes and a 30-m single telescope. Since each of the 10-m telescope and the 30-m single telescope require adaptive optics, the throughputs are assumed to be 60%. The sensitivity limits are plotted in Figure 5, where the difference is about by a factor of five. Therefore the fundamental difference between in the interferometers and the single telescope is rather small and the large difference seen in the previous analysis is due to that in throughput.

### 5.4 Baseline Dependence

The SNR expressions of the interferometers are not explicitly baseline dependent. Since the astronomical source is assumed to be unresolved, only the total number of detector pixels is dependent on the lengths of baselines. Detector read noise is more significant as the baselines become longer. In order to use long baselines, it is essential to keep detector read noise low so that the SNR is not limited by read noise.

For a source of finite extent, long baselines start to resolve it and the visibilities $`\gamma _r^s`$ of those baselines decrease from unity and the phases $`\varphi _r`$ become less coherent depending on the symmetry of the source. For the extended source, the SNRs of the interferometers are calculated as follows. For a particular baseline configuration, the complex visibilities are obtained by the Fourier transform relation (4) and the number of detector pixels are calculated as above. By inserting those numbers and taking the summation over different baselines, one can obtain the SNRs of the dirty images.

## 6 Discussion

### 6.1 Interferometry for extragalactic astronomy

One of the motivations of this analysis is to evaluate the capability of interferometry for extragalactic astronomy. We inevitably have to consider extended objects for this purpose and take into account the guide star availability. Fringe tracking requires the presence of a natural guide star in the infrared. If the adaptive optics also needs the same natural guide star, the limiting magitude is around R = 15, and an isoplanatic angle is order of 10<sup>′′</sup> at 2 $`\mu `$m. Requirements for a natural guide star limit the range of observing targets to bright active galactic nuclei (AGNs) and bright quasars.

The central continuum source of an AGN or a quasar will act as a natural guide star and the fringe visibilities are close to unity and phases are close to zero. Therefore SNR calculations made in the previous section are applicable to this case. Small deviations in a reconstructed image from a point source indicate the presence of a faint extended structure such as jet. The 10$`\sigma `$ limiting magnitude of K=25 indicates SNR = 10<sup>5</sup> for a K=15 quasar. In other words, jet can be searched for with a dynamic range of 10<sup>5</sup>:1.

Now we consider resolving broad-line regions (BLRs). According to the photoionization model (Davidson & Netzer (1979)), the size of a BLR scales as $`\sqrt{L}`$ where $`L`$ is the luminosity of the AGN. For an AGN or a nearby quasar toward which the geometry is Euclidean, the observed flux $`f`$ is given by $`f=L/d^2`$ where $`d`$ is the distance to the object. Then the angular size $`\theta \sqrt{f}`$. Therefore the brightest quasar has the largest BLR in angular size. 3C273 is the brightest quasar (K=10) and easiest to observe because Pa$`\alpha `$ is redshifted to K band. The necessary spatial resolution is order of 1 milliarcsecond or the necessary baseline length is 400 m. The FWHM of the line is 3400 kms<sup>-1</sup> and the line/continuum ratio below 8000 kms<sup>-1</sup> is 0.08 (Sellgren et al. (1983)). In order to obtain the spatial structure of the BLR, we wish to spectrally resolve the broad line or at least separate the blue and red components. If we require a spectral resolution of 3000 kms<sup>-1</sup>, the continuum flux per spectral resolution is K=14 equivalent. A spectral image will be composed of an unresolved source of K=14 and a resolved source with 8% of the flux of the unresolved source. Again, the complex visibilities are close to those of a point source and the SNR argument made above for jet applies to this case as well. We expect that the BLR of 3C273 will be resolved with a dynamic range more than 10<sup>5</sup>:1. At least for AGNs and quasars, infrared interferometry with large telescopes appears effective.

### 6.2 Comments on RR99

In this subsection, we compare our results with that of RR99 on Fizeau-type interferometers or two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometers. First of all, for spectrally broad light, we have seen that two-dimensional $`{}_{}{}^{n}C_{n}^{}`$ interferometers or Fizeau-type interferometers have limitations in the ratio of the telescope aperture diameter and the baseline length to avoid bandwidth smearing. This is not discussed in RR99. Second, RR99 states that the $`{}_{}{}^{n}C_{n}^{}`$ interferometer is superior to the $`{}_{}{}^{n}C_{2}^{}`$ interferometer. However, we have seen from the analysis of limiting cases that the situation is not so simple. As PK89 noted, there is no major difference in performance between both interferometers in the source shot noise limit. This is also true with the case for the background limit. In the read noise limit, the $`{}_{}{}^{n}C_{n}^{}`$ interferometer is superior to the $`{}_{}{}^{n}C_{2}^{}`$ interferometer due to the difference in the number of detector pixels.

These differences originates from that in the definitions of the SNRs. RR99 defines the SNR as that of the central peak in the interferogram directly formed by beam combination. On the other hand, we define the SNR as that of the dirty image formed by aperture synthesis. In the latter, the interferogram formed by beam combination is Fourier transformed to measure complex visibilities which fill the $`uv`$ plane and then they are Fourier transformed back to the image plane to form a dirty image. In RR99, the detector pixels of concern at the focal plane are only a few pixels at which the peak is located, while in the latter many pixels which sample the entire interferogram are considered.

### 6.3 Remaining Issues

We have obtained the sensitivity limits of the interferometers for perfect wavefront correction by adaptive optics and perfect fringe tracking. In reality, both adaptive optics and fringe tracking require a guide star and there is a limitation in the precision of wavefront and delay compensations. Imperfection in phase directly influences the fringe visibility $`\gamma `$ which is proportional to the SNRs. An analysis which takes into account this imperfection in phase is difficult because introduction of atmospheric disturbances opens up a vast parameter space. Our analysis corresponds only to the best case designing.

In this paper, we considered only nonredundant baselines. However, if we consider a closely packed array of telescopes, we have to take into account the redundancy of the baselines. Although the behavior of SNRs are expected to be the same as the nonredundant case, deriving formulae of SNRs for the redundant case is non trivial or analytically impossible.

Finally one essential and difficult question is whether the definition of the SNR as that of the dirty image is valid. In other words, we have left out the issue of deconvolution by assuming that it is perfect. We believe that this is practically of no problem because the SNR of the dirty beam is usually much higher than that of the dirty image. Nevertheless deconvolution is a nonlinear process and the error propagation through it is not fully understood.

## 7 Conclusions

We present the formulae of SNRs of interferometers for the purpose of comparing ground-based interferometers composed of multiple large telescopes with a single giant telescope with adaptive optics. In deriving sensitivity limits, perfect wavefront correction by adaptive optics and perfect cophasing by fringe tracking are assumed. We consider the case in which $`n`$ beams are pairwise combined at $`n(n1)/2`$ detectors ($`{}_{}{}^{n}C_{2}^{}`$ interferometer) and the case in which all the $`n`$ beams are combined at a single detector ($`{}_{}{}^{n}C_{n}^{}`$ interferometer).

(1) In the read noise limit, the $`{}_{}{}^{n}C_{n}^{}`$ interferometer with one dimensional baseline configuration is superior to the $`{}_{}{}^{n}C_{2}^{}`$ interferometer, while in the background limit, the advantage of the $`{}_{}{}^{n}C_{n}^{}`$ interferometer is small.

(2) We compare the point-source sensitivities of interferometers composed of nine 10-m diameter telescopes and a 30-m diameter single telescope with adaptive optics between 1 and 10 $`\mu `$m for 10-$`\sigma `$ detection in one hour. Between 1 and 2 $`\mu `$m, the sensitivities of the interferometers are limited by detector read noise and sky background, while longward of 2 $`\mu `$m, they are limited by the instrumental thermal background. At K band, the sensitivities of the interferometers are around 23 mag, while that of the single telescope is 27 mag.

I thank H. Matsuhara for allowing me to use figures and the referee P. Lawson for useful comments.


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# References

gr–qc/0107034

BLACK HOLES AND STRING THEORY
ROBERT C. MYERS

Department of Physics, McGill University
Montréal, Québec, Canada H3A 2T8

ABSTRACT

This is a short summary of my lectures given at the Fourth Mexican School on Gravitation and Mathematical Physics. These lectures gave a brief introduction to black holes in string theory, in which I primarily focussed on describing some of the recent calculations of black hole entropy using the statistical mechanics of D-brane states. The following overview will also provide the interested students with an introduction to the relevant literature.

1. Prologue String theory is a very broad and extremely rich area of study in theoretical physics pursued by particle physicists, mathematicians, and relativists as well. Within this community of string theorists, there has long been a fascination with black holes, and studies of the latter have taken many different points of view, including:

1. Black holes with string theory corrections
2. Black holes with quantum hair
3. Two-dimensional black holes as WZW models
4. Black holes in solvable models of two-dimensional gravity
5. Black holes and entanglement entropy
6. Black holes as low energy supergravity solutions
7. Black holes as exact sigma model backgrounds
8. Black holes as strings
9. Black holes as D-branes
10. Black holes in Matrix theory
11. Black holes in the AdS/CFT correspondence
12. Black holes as superconformal quantum mechanics
13. Black holes in brane world scenarios
14. Black holes and enhançon physics

The references cited above are by no means complete. Consulting Paul Ginsparg’s e-print archive , one finds that in the past ten years, the high energy theory (hep-th) section has accumulated in excess of 1600 papers about black holes. Above, I have only listed a few reviews or salient articles for each topic to give the reader a bridgehead into the relevant literature. The interested students are encouraged to explore the associated references and citations of these papers with the Spires HEP database .

Clearly, I could not hope to tell the full story of black holes and string theory in two hour-long lectures. Instead I only attempted to introduce the students to the ninth item on the list above. That is, I described some of the recent calculations of black hole entropy using techniques involving D-branes. In particular, I focussed on the original calculations of Strominger and Vafa . These were the first calculations of any sort which successfully determined the Bekenstein-Hawking entropy with a statistical mechanical model in terms of some underlying microphysical states. There are already several extensive reviews of the D-brane description of black hole microphysics. In particular, I would recommend those by Peet  and by Das and Mathur . I would also highly recommend Juan Maldacena’s Ph.D. thesis  as a well-written and pedagogical introduction to this topic. With regards to further background references, Clifford Johnson’s review  of D-brane physics is very good. For a general introduction to modern string theory, the standard reference is now Polchinski’s text . Interested students may also wish to look at a similar but longer series of lectures on black holes in string theory, which I presented in Jerusalem in the previous year .

2. Summary

In the early seventies, Bekenstein  made the bold conjecture that black holes carry an intrinsic entropy given by the surface area of the horizon measured in Planck units multiplied by a dimensionless number of order one. In part, this conjecture was motivated by Hawking’s area theorem  which had shown that, like entropy, the horizon area of a black hole can never decrease in general relativity.

The next crucial insight came from Hawking while investigating quantum fields in a black hole spacetime . He found that external observers detect the emission of thermal radiation from a black hole with a temperature proportional to its surface gravity***The surface gravity may be thought of as the redshifted acceleration of a fiducial observer moving just outside the horizon ., $`\kappa `$:

$$k_BT=\frac{\mathrm{}\kappa }{2\pi c}.$$
(1)
For a Schwarzschild black hole, $`\kappa =c^4/(4GM)`$ and so one finds that Hawking’s result typically corresponds to an incredibly small temperature: $`T10^7K`$ for a solar mass black hole.

Previously, extensive studies of solutions of Einstein’s equations had culminated in the formulation of four laws of black hole mechanics. Hawking’s discovery of a black hole temperature was the key to realizing that these previous results were the laws of thermodynamics applied to black holes. For example, there is a correspondence between the first law in each of these frameworks:

$$\frac{c^2\kappa }{8\pi G}\delta A=c^2\delta MT\delta S=\delta U.$$
(2)
Here, $`Mc^2`$ is naturally identified with the black hole’s internal energy, $`U`$. Hence given Hawking’s relation (1) between the surface gravity and the temperature, the correspondence between these two relations is completed by identifying

$$S=\frac{k_Bc^3}{\mathrm{}G}\frac{A}{4},$$
(3)
which gives a precise relation confirming Bekenstein’s earlier conjecture.

However, these revelations about the thermal nature of black holes lead to two related puzzles. The above discussion describes black hole entropy within the framework of thermodynamics, where it is associated with the energy in a system which is unavailable to do work, e.g., in eq. (2), $`T\delta S`$ indicates the heat loss in some process. For ordinary thermal systems, statistical mechanics provides a complementary interpretation of entropy by taking into account the microscopic degrees of freedom of the system. In this context, entropy has quite a different significance. It is a measure of the lack of detailed information about the microphysical state of a system. However, in the case of black holes, it remained a longstanding problem to find a statistical mechanical derivation of the entropy.

An even more dramatic puzzle is the black hole information loss paradox. Classical general relativity says that whatever falls into a black hole cannot afterwards be observed from the outside. In principle though, we could discover what fell in by entering the black hole ourselves. However if quantum processes cause the black hole to radiate away its energy thermally so that eventually the black hole disappears, then the information about what has fallen in is completely lost. In fact, such a loss of information violates unitary time evolution, one of the basic tenets of quantum mechanics, the theory which lead to the black hole evaporation in the first place. This paradox has profound implications as it was originally suggested to indicate that quantum mechanics and general relativity simply can not be combined in a consistent manner. It was long felt that a resolution of either of these puzzles would yield some insight into the nature of quantum gravity. This is the essential source of the fascination which string theorists and particle physicists have for black holes.

Recently, progress into these questions has been made with new insights from string theory. This progress is a spin-off from the research into string dualities  and the realization of the important role of extended objects beyond just strings . In particular, a class of extended objects known as Dirichlet branes or D-branes  have proven very valuable from a calculational standpoint. These objects have a simple description in the framework of perturbative or weakly-interacting strings, and yet they exhibit rich dynamics, including a wide variety of complicated bound states.

In the low energy or long wavelength limit, string theory is accurately described by Einstein gravity coupled to various kinds of matter. In my lectures, I focussed on what is known as the Type IIb superstring theory. In this case, one has a ten-dimensional supergravity theory where the matter fields include two scalars (the dilaton and the axion), two two-form potentials, a four-form potential and various fermions. As we saw in Don Marolf’s lectures , various kinds of extended objects can carry charges under the form fields. The fundamental strings of the theory act as the electric sources for one of the two-form potentials, known as the NS (Neveu-Schwarz) two-form. The other potential, the RR (Ramond-Ramond) two-form, has electric sources known as D1-branes, and magnetic sources known as D5-branes (i.e., these are D-branes extended in one and five spatial dimensions, respectively). From the full quantum string theory, we know there is an analog of Dirac charge quantization for ordinary electric charges and magnetic monopoles in four dimensions , which requires that the RR two-form charges come in discrete units . Hence if a system carries a certain RR charge, one can use the charge to count the total number of constituent D-branes that must have been used in assembling the system.

In the lectures, I focussed on a particular family of black hole solutions in the Type IIb supergravity theory. From a ten-dimensional point of view, these solutions describe black five-branes carrying three distinct types of charge, including both electric and magnetic charge with respect to the RR two-form. Hence we can say that the black brane was formed by bringing together some number of D1-branes and D5-branes, $`N_1`$ and $`N_5`$. Furthermore, the details of the solution allow us to infer that all of the D5-branes were arranged in parallel on a common five-dimensional hypersurface and that, similarly, the D1-branes were parallel on a common line in this surface. In order that the resulting black brane has a finite mass, charge and horizon area, we imagine that the directions in the above hypersurface are wrapped on circles to form a five-dimensional torus. The third charge is a momentum along the circle common to the D1-branes and D5-branes. A standard result of KK (Kaluza-Klein) theory is that such an internal momentum must also be quantized , and so we use $`N_P`$ to denote the number of momentum quanta carried by the solution. From the point of view of the effective five-dimensional theory, the Penrose diagram for these solutions is similar to that of the Reissner-Nordstrom solution in four dimensions . The solution presented is distinguished by the fact that there is a supersymmetric limit in which the horizon area remains finite and the black brane becomes extremal (i.e., the surface gravity and hence the Hawking temperature vanish). Identifying black hole solutions with these properties is nontrivial as can be seen by the fact that if any of the three charges is set to zero, the horizon is replaced by a null singularity in the supersymmetric limit. Evaluating the black hole entropy according to the Bekenstein-Hawking formula (3) yields

$$S=2\pi \sqrt{N_1N_5N_P}.$$
(4)
Note that the right hand side is a pure number that does not depend, e.g., on the details of the compactification to five dimensions.

This result (4) for the classical supergravity solution relies on two inputs from the underlying Type IIb string theory. The first was the charge quantization conditions alluded to above, and the second was a formula for Newton’s constant in ten dimensions: $`16\pi G=(2\pi )^7g_{s}^{}{}_{}{}^{2}\mathrm{}_{s}^{}{}_{}{}^{8}`$. Here Newton’s constant is expressed in terms of two parameters arising in the perturbative string theory: $`g_s`$, the string coupling constant, a dimensionless parameter which describes the strength with which the fundamental (closed) strings interact, and $`\mathrm{}_s`$, the string scale which can be regarded as the typical size of a fundamental string.

As mentioned previously, the D-branes can also be analysed using the techniques of perturbative string theory. From this point of view, one is considering a particular bound state of $`N_1`$ D1-branes and $`N_5`$ D5-branes. The $`N_P`$ units of momentum are carried by fundamental strings connecting the D1-branes and D5-branes. It should be evident that there are of the order of $`N_1N_5`$ different species of strings that can serve in this role, and further that this momentum may be partitioned amongst the various string excitations in many different ways, i.e., an individual string may carry anywhere between 1 and $`N_P`$ units of momentum. Therefore the supersymmetric ground state of this bound state has a large degeneracy, $`𝒟`$. Given this degeneracy, one can assign a statistical mechanical entropy to the system according to $`S=\mathrm{log}𝒟`$. A precise evaluation of the degeneracy then exactly reproduces the entropy given in eq. (4). Hence this calculation yields a striking agreement between the Hawking-Bekenstein entropy and the statistical entropy of the D-brane microstates.

Now at this point, the attentive student must have been asking: what does a calculation of the degeneracy of a D-brane bound state have to do with a calculation of the Hawking-Bekenstein entropy of a black hole solution? The relation between these calculations is that the D-brane bound state in perturbative string theory and the black hole in supergravity are actually complementary descriptions of the same system, valid in different regimes of the coupling. Despite their simple description in perturbative string theory, D-branes are nonperturbative objects. This can be seen from the tension (energy density) for a single D-brane which is inversely proportional to the string coupling, $`T1/g_s`$. However, the gravitational footprint may still be small as this involves coupling the D-brane to gravity with Newton’s constant. With the result quoted above, one finds, for example, for a collection of D5-branes: $`r_g^2=GN_5TN_5g_s\mathrm{}_{s}^{}{}_{}{}^{2}`$. This radius $`r_g`$ can be regarded as the length scale over which the curvatures and other fields are strong. Hence in a regime where $`N_5g_s1`$, $`r_g`$ is less than the string scale $`\mathrm{}_s`$ and so is a distance that we can’t expect to resolve effectively in the perturbative string theory. In this regime, the D-branes are effectively described by a perturbative picture where the D-branes are represented by a source in flat empty space which couples weakly to the fundamental strings. On the other hand, in the regime $`N_5g_s1`$, $`r_g`$ is much larger than the string scale $`\mathrm{}_s`$ and a nonlinear supergravity solution providing a background for the propagation of the strings is a better description of the physics. Note that this “strong coupling” regime may still have $`g_s1`$. Then the fundamental strings couple weakly to each other but interact strongly with the collection of D-branes.

Therefore the perturbative string picture and the black hole solution provide complementary pictures of the same D1-D5 bound state. One point of view is that when $`g_s`$ (and hence Newton’s constant) is increased above the weak coupling regime, the system undergoes gravitational collapse forming a black hole. The final step in the argument is that the system under consideration is supersymmetric . Supersymmetry plays an essential role here in that it guarantees that the number of ground states is independent of the strength of the string coupling, i.e., the ground state degeneracy is a kinematic quantity rather than a dynamical quantity. Therefore one can expect that the calculations in both regimes will yield the same result.

The original calculations of the five-dimensional black hole  were quickly extended to spinning black holes , four-dimensional black holes  and also near-extremal black holes . In the latter case, where the temperature is slightly greater than zero, one can develop a D-brane model for the process of Hawking evaporation . This microscopic model  even captures the grey body factors which modify the thermal spectrum for the particles radiated to asymptotic infinity . For the near-extremal calculations, one has lost supersymmetry and so one must modify the arguments which relate the results in the weak and strong coupling regimes . Further, the robustness of these D-brane models is related to the AdS/CFT correspondence , which comes into play in describing the near horizon region of the five-dimensional black holes.

These results represented a major breakthrough in our understanding of black hole microphysics, as a statistical mechanical interpretation of black hole entropy had eluded theoretical physicists for over 20 years following the discovery of Hawking radiation. While the paradox of information loss in black hole evaporation remains unresolved, D-branes seem to provide a robust model of at least certain evaporating black holes and so the tools to resolve this perplexing paradox seem to be at hand. In any event, the present remarkable calculations already provide further sanction for string theory as the theory to reconcile quantum mechanics and general relativity.

Acknowledgements  We would like to congratulate the organizers of the Fourth Mexican School on Gravitation and Mathematical Physics for arranging a very successful gathering. I would also like to thank them for giving me the opportunity to lecture at their school, as well as enjoying the pleasant surroundings of Huatulco. This work was supported in part by NSERC of Canada and Fonds FCAR du Québec. I would to thank the Institute for Theoretical Physics at UCSB for hospitality during the latter stages of writing these notes. Research at the ITP was supported in part by the U.S. National Science Foundation under Grant No. PHY99–07949. Finally I would like to thank Neil Constable, Frederic Leblond and David Winters for carefully reading an earlier draft of these notes.

References


text:
# Symmetric Spaces with Conformal Symmetry

## 1 Introduction

Symmetric spaces are the most widely studied class of homogeneous spaces. They form a subclass of the reductive homogeneous spaces, which can essentially be characterized by the fact that they admit a unique torsion-free group-invariant connection. For symmetric spaces the curvature is covariantly constant with respect to this connection. Many essential results and extensive bibliographies on symmetric spaces can be found, for example, in the standard texts by Kobayashi and Nomizu  and Helgason .

The physicists’ definition of a (maximally) symmetric space as a metric space which admits a maximum number of Killing vectors is considerably more restrictive. A thorough treatment of symmetric spaces in general relativity, where a pseudo-Riemannian metric and the metric-compatible connection are assumed, can be found in Weinberg . The most important symmetric space in gravitational theories is Minkowski space, which is based on the symmetric pair (Poincaré group, Lorentz group). Since the Poincaré group is not semi-simple, it does not admit an intrinsic group-invariant metric, which would project in the canonical fashion to the Minkowski metric $`\eta _{ab}=diag(1,1\mathrm{}1)`$.

The indisputable importance of conformal symmetry in physics has led us to describe a particular class of symmetric spaces which are built from the conformal group and admit a group-invariant metric as well as rich additional structures. There are compelling physical arguments that the conformal group, not the Poincaré group, should be the fundamental symmetry group of spacetime, not the least of which is the fact that it includes scale transformations (expressing our freedom to choose units arbitrarily) as a fundamental symmetry of nature. In addition, the conformal group is mathematically more natural than the Poincaré group as it is a simple Lie group, which admits a group-invariant indefinite Riemannian metric.

In contrast to the standard homogeneous space built from the conformal group (briefly described in Sec. 2), our construction takes the symmetric structure of the conformal Lie algebra into account (Sec. 3). The result is an even-dimensional symmetric space with local Lorentz and scaling symmetry. It has a conformally invariant connection and a natural symplectic structure. It can serve as the model geometry for a generalized space (in the sense of Cartan) called biconformal space, which was first discussed by Wheeler . We present a nonlinear action of the conformal group on this space, which treats translations and special conformal transformations symmetrically.

## 2 Conformal Group and Homogeneous Spaces

The conformal group $`C(n)`$ is the group of transformations preserving angles between vectors when acting on $`n`$-dimensional ($`n>1`$) compactified Minkowski space $`(^n,\eta _{\mu \nu })`$ with metric $`\eta _{ab}=diag(1,1\mathrm{}1)`$, $`a,b,\mathrm{}=1\mathrm{}n`$. Let $`\{x^\mu ,\mu =1\mathrm{}n\}`$ be local coordinates for $`^n`$. For $`n>2`$, the case we are considering from now on, the conformal group possesses the following well-known nonlinear action on $`^n`$:

$`M_\nu ^\mu `$ $`=\mathrm{\Delta }_{\beta \nu }^{\mu \alpha }x^\beta _\alpha `$ (1)
$`D`$ $`=x^\mu _\mu `$ (2)
$`P_\mu `$ $`=_\mu `$ (3)
$`K^\mu `$ $`=\left(x^\mu x^\nu \frac{1}{2}x^2\eta ^{\mu \nu }\right)_\nu `$ (4)
where $`_\mu \frac{}{x^\mu }`$ and we defined the antisymmetrization operator

$$\mathrm{\Delta }_{\mu \nu }^{\alpha \beta }\frac{1}{2}(\delta _\mu ^\alpha \delta _\nu ^\beta \eta ^{\alpha \beta }\eta _{\mu \nu }).$$

These $`\frac{1}{2}(n+1)(n+2)`$ vector fields are the solutions to the conformal Killing equation in $`^n`$, i.e., the vector fields that preserve $`\eta _{\mu \nu }`$ up to an overall function. They generate Lorentz transformations, scalings (dilatations), translations, and special conformal transformations, respectively. The latter are simply translations of the inverse coordinate $`z^\mu x^\mu /x^2`$ (hence the need for $`^n`$ to be compact). The commutation relations of the vector fields (1)-(4) are

$$\begin{array}{ccc}[M_\beta ^\alpha ,M_\nu ^\mu ]=\mathrm{\Delta }_{\nu \beta }^{\alpha \gamma }M_\gamma ^\mu \mathrm{\Delta }_{\gamma \beta }^{\alpha \mu }M_\nu ^\gamma & & [D,P_\alpha ]=P_\alpha \\ [M_\beta ^\alpha ,P_\mu ]=\mathrm{\Delta }_{\mu \beta }^{\alpha \gamma }P_\gamma & & [D,K^\alpha ]=K^\alpha \\ [M_\beta ^\alpha ,K^\mu ]=\mathrm{\Delta }_{\gamma \beta }^{\alpha \mu }K^\gamma & & [P_\alpha ,K^\beta ]=D\delta _\alpha ^\beta 2M_\alpha ^\beta \end{array}$$

All other commutators vanish. These commutators are the same as those of the infinitesimal generators of the pseudo-orthogonal group $`O(n,2)`$ in an appropriate basis, i.e., $`C(n)`$ and $`O(n,2)`$ are locally isomorphic. We note that our mixed index positioning, which originates from the $`O(n,2)`$ matrix notation, does not imply any use of the metric, but rather indicates the conformal weight of the operators as measured by the dilatation generator $`D`$. Every upper index contributes $`+1`$ to the conformal weight of the operator, while every lower index contributes $`1`$. Thus, $`K_a`$ and $`P^a`$ have conformal weight $`+1`$ and $`1`$, respectively, while $`D`$ and $`M_\beta ^a`$ are weightless.

The isotropy subgroup of the infinitesimal action (1)-(4) at the origin is generated by those vector fields that vanish at the origin, namely $`\{M_\nu ^\mu ,D,K^\mu \}`$. It is the Poincaré group extended by scalings, which is commonly called the (inhomogeneous) similarity group, $`IS(n)`$. Since the action is transitive on $`^n`$, the space $`^n`$ is isomorphic to the $`n`$-dimensional homogeneous space $`C(n)/IS(n)`$. The space $`^n`$ has long been known as conformal (or Möbius) space; it is topologically equivalent to a (pseudo-)sphere.

Curved generalizations of this space were first considered in 1923 by Elie Cartan . In modern language, Cartan’s generalization of conformal space amounts to a principal bundle $`PM^n`$ of dimension

$$dimP=dimC(n)=\frac{1}{2}(n+1)(n+2),$$

with fiber $`IS(n)`$ and an $`n`$-dimensional curved base space $`M^n`$ equipped with a conformal structure, i.e., an equivalence class of conformally related metrics. The bundle space $`P`$ may be interpreted as the first differential prolongation (in the sense of Kobayashi ) of the conformal structure. The tangent space at any point of $`P`$ is isomorphic to the conformal algebra, with the isomorphism given by the conformal connection, historically one of the first examples of what is today known as a Cartan connection. Later on, spaces with conformal connections were considered by many other authors .

Physicists have extensively used generalized conformal spaces in the 1970s as background geometries for conformal gauge theories . Such theories were all shown to reduce to gauge theories formulated on Weyl geometries, in the sense that the connection forms (gauge fields) corresponding to the special conformal generators are algebraically removable in any field theory. In fact, it has been claimed on geometrical and physical grounds that the gauge transformations generated by special conformal transformations are redundant altogether, as their inclusion seems to amount either to gauging the same symmetry twice or to associating them with an unknown external symmetry of nature . We do not wish to comment on this claim, but remark that even though general Weyl geometries incorporate local scale-invariance as an important physical principle, they do not give rise to general relativity in arbitrary dimensions without the use of additional structures such as compensating fields. Even more problematic is the fact that they predict unphysical size changes.

## 3 Symmetric Spaces

Recall that an involutive automorphism (of order $`2`$) of a Lie group $`G`$ is a Lie group automorphism $`\sigma :GG`$ such that $`\sigma ^2=1`$, $`\sigma 1`$. If $`H`$ is a Lie subgroup of $`G`$ with involutive automorphism $`\sigma `$ such that $`H`$ is fixed by $`\sigma `$, then the coset space $`G/H`$ is called a symmetric space. Let $`𝔤`$ and $`𝔥`$ be the Lie algebras of $`G`$ and $`H`$ and the Lie algebra automorphism $`\sigma _𝔤:𝔤𝔤`$ the one induced by $`\sigma `$. We have the decomposition $`𝔤=𝔥𝔪`$ (direct sum), where $`𝔥\{X𝔤:\sigma (X)=X\}`$ forms a Lie subalgebra and $`𝔪\{X𝔤:\sigma (X)=X\}`$ is the complementary space. As a consequence, $`[𝔥,𝔪]𝔪`$ and $`[𝔪,𝔪]𝔥`$. The pair $`(𝔤,𝔥)`$ is are known as a symmetric pair. The vector space spanned by $`𝔪`$ can be identified in a natural way with both the homogeneous space $`𝔤/𝔥`$ and the tangent space at the point $`H`$ of $`G/H`$.

Homogeneous conformal spaces have a Lie algebra decomposition such that $`𝔥=\{M_\nu ^\mu ,D,K^\mu \}`$ and $`𝔪=\{P_\mu \}`$. Because $`[P_\alpha ,K^\beta ]=D\delta _\alpha ^\beta 2M_\alpha ^\beta `$, $`[𝔥,𝔪]⫅̸𝔪`$, so these spaces are not symmetric. The reason is that homogeneous conformal spaces, while retaining the largest possible continuous symmetry on the fibers, do not take the discrete symmetries of the conformal algebra into account. The conformal algebra admits the following two involutive automorphisms:

$$\sigma _1:\begin{array}{c}P_\alpha P_\alpha \hfill \\ K^\alpha K^\alpha \hfill \\ DD\hfill \\ M_\beta ^\alpha M_\beta ^\alpha .\hfill \end{array}\sigma _2:\begin{array}{c}P_\alpha \eta _{\alpha \beta }K^\beta \hfill \\ K^\alpha \eta ^{\alpha \beta }P_\beta \hfill \\ DD\hfill \\ M_\beta ^\alpha M_\beta ^\alpha .\hfill \end{array}$$
(5)
Both transformations leave the Lorentz sector of the conformal algebra invariant, but only the first incorporates in addition scale-invariance.111A third involutive automorphisms is given by the composition of $`\sigma _1`$ and $`\sigma _2`$. Since the conformal group is non-compact and semisimple, its Lie algebra admits in addition a Cartan involution, i.e. an involutive automorphism whose fixed set is the Lie algebra of the maximal compact subgroup of $`C(n)`$. Symmetric spaces defined by Cartan involutions are known to be homeomorphic to Euclidean spaces . Thus, we shall be interested in symmetric spaces based on $`\sigma _1`$. In this case, the Lie subgroup $`H`$ is the (non-compact) similarity, homothety, or conformal orthogonal group $`S(n)`$, i.e., the direct product of the Lorentz group and the scaling group, $`S(n)=O(n1,1)𝐑^+`$. The resulting symmetric space,

$$B(n):=C(n)/S(n),$$

is of dimension $`2n`$. The conformal group is simple, so $`S(n)`$ cannot contain a non-trivial normal subgroup of $`C(n)`$. Thus, $`C(n)`$ acts not only transitively, but also effectively on $`B(n)`$. The tangent space $`T_e(B(n))`$ at the identity is isomorphic to the vector space $`𝔪`$ spanned by $`P_\alpha `$ and $`K^\alpha `$. The space $`B(n)`$ has an intrinsic metric which follows from the Killing form of the conformal algebra. The Killing form of the conformal group in the chosen basis is

$$K_{conf}=2n\left(\begin{array}{cccc}\frac{1}{2}\mathrm{\Delta }_{\mu \nu }^{\alpha \beta }& 0& 0& 0\\ 0& 0& \delta _\alpha ^\beta & 0\\ 0& \delta _\beta ^\alpha & 0& 0\\ 0& 0& 0& 1\end{array}\right)$$

Since the conformal group is semi-simple and non-compact, its Killing form is non-degenerate and indefinite and hence gives rise to a conformally invariant indefinite Riemannian metric on $`C(n)`$. The vector spaces $`𝔥`$ and $`𝔪`$ are mutually orthogonal with respect to $`K_{conf}`$. We restrict this quadratic form to the space $`B(n)`$ and normalize it:

$$K_{\alpha \beta }=\frac{1}{2}\left(\begin{array}{cc}0& \delta _\alpha ^\beta \\ \delta _\beta ^\alpha & 0\end{array}\right)$$
(6)
This restricted metric is still nondegenerate. Given a vector $`v=v^\alpha P_\alpha +v_\alpha K^\alpha `$, we have $`K(v,v)=v^\alpha v_\alpha `$ which shows that $`K`$ is indefinite on $`B(n)`$.

We now give an action of $`C(n)`$ on the space $`B(n)`$. Let $`\{x^\mu ,y_\mu \}`$ be local coordinates for $`B(n)`$, and let $`(\eta _{\mu \nu },\eta ^{\mu \nu })`$, which is the diagonalized form of the restricted Killing metric (6), be given on $`B(n)`$. Then an infinitesimal action is given by the vector fields

$`M_\nu ^\mu `$ $`=\mathrm{\Delta }_{\beta \nu }^{\mu \alpha }\left(x^\beta _\alpha y_\alpha ^\beta \right)`$
$`D`$ $`=x^\alpha _\alpha y_\alpha ^\alpha `$
$`P_\mu `$ $`=_\mu +\left(y_\mu y_\nu \frac{1}{2}y^2\eta _{\mu \nu }\right)^\nu `$
$`K^\mu `$ $`=^\mu +\left(x^\mu x^\nu \frac{1}{2}x^2\eta ^{\mu \nu }\right)_\nu `$
with $`_\mu `$ as before and $`^\mu =\frac{}{y_\mu }`$. These vector fields generate the following transformations:

$`\begin{array}{c}\stackrel{~}{x}^\mu =\mathrm{\Lambda }_\nu ^\mu x^\nu \\ \stackrel{~}{y}_\mu =y_\nu \mathrm{\Lambda }_\mu ^\nu \end{array}\}\mathrm{\Lambda }_\nu ^\mu O(n1,1)`$
$`\begin{array}{c}\stackrel{~}{x}^\mu =\lambda x^\mu \hfill \\ \stackrel{~}{y}_\mu =\lambda ^1y_\mu \hfill \end{array}\}\lambda 𝐑^+`$
$`\begin{array}{c}\stackrel{~}{x}^\mu =x^\mu +a^\mu \hfill \\ \stackrel{~}{y}_\mu ={\displaystyle \frac{y_\mu y^2\eta _{\mu \nu }a^\nu }{12y_\nu a^\nu +a^2y^2}}\hfill \end{array}\}a^\mu 𝐑^n`$
$`\begin{array}{c}\stackrel{~}{x}^\mu ={\displaystyle \frac{x^\mu x^2\eta ^{\mu \nu }b_\nu }{12x^\nu b_\nu +b^2x^2}}\hfill \\ \stackrel{~}{y}_\mu =y_\mu +b_\mu \hfill \end{array}\}b_\mu 𝐑^n`$
We see that this construction treats $`P_\mu `$ and $`K^\mu `$ on an equal footing: each generates translations in one sector and special conformal transformations in the other. We retain the name translations for the transformations generated by $`P_\mu `$ and suggest the name co-translations for the ones corresponding to $`K^\mu `$. This action does not mix the $`x`$\- and $`y`$-sectors; angles are preserved in each of them separately. If one sets either $`x^\mu `$ or $`y_\mu `$ to zero, the action reduces to the standard action on compactified Minkowski space.

The isotropy subgroup at the origin $`(x^\mu ,y_\mu )=(0,0)`$ is generated by the vector fields $`M_\nu ^\mu `$ and $`D`$; it is the similarity group $`S(n)`$, so that indeed $`B(n)=C(n)/W(n)`$. We will refer to $`B(n)`$ as homogeneous biconformal space. In this geometry, symmetry of the fibers is exchanged for increased coordinate freedom for the base manifold. The tangent space at the origin of $`B(n)`$ is spanned by $`P_\mu `$ and $`K^\mu `$. Notice that the quantity $`x^\mu y_\mu `$ is a fiber invariant: $`D(x^\mu y_\mu )=0=M_\beta ^\alpha (x^\mu y_\mu )`$.

As every homogeneous space, $`B(n)`$ may be considered the base space of a principal bundle $`C(n)B(n)`$ with fiber $`W(n)`$. A connection on this bundle follows from the canonical form on $`C(n)`$. Switching to orthonormal indices $`a,b\mathrm{}=1\mathrm{}n`$, we write this form as

$$\omega =M_b^a\omega _a^b+P_a\omega ^a+K^a\omega _a+D\omega ^0,$$

where the index positions on the basis $`1`$-forms $`\{\omega _a^b,\omega ^a,\omega _a,\omega ^0\}`$ again indicate the conformal weight. The form $`\omega `$ satisfies the Maurer-Cartan structure equations of the conformal group,

$`𝐝\omega _b^a`$ $`=\omega _b^c\omega _c^a2\mathrm{\Delta }_{cb}^{ad}\omega _d\omega ^c`$ (7)
$`𝐝\omega ^a`$ $`=\omega ^b\omega _b^a+\omega ^0\omega ^a`$ (8)
$`𝐝\omega _a`$ $`=\omega _a^b\omega _b+\omega _a\omega ^0`$ (9)
$`𝐝\omega ^0`$ $`=\omega ^a\omega _a,`$ (10)
where we leave off the wedges between adjacent forms. They are integrable by virtue of the Jacobi identity. Clearly, the structure equations are invariant under the involutive automorphisms (5).

It is well known that for a symmetric space the $`𝔥`$-component of the canonical form $`\omega `$ defines a unique connection in the bundle $`GG/H`$ called the canonical connection, with the following properties: (a) It is invariant under both $`G`$ and the involutive automorphism defining the symmetric space, (b) it has vanishing torsion, (c) it has covariantly constant curvature, and (d) it is compatible with the $`G`$-invariant indefinite Riemannian metric (6). Thus the form $`\stackrel{~}{\omega }=M_b^a\omega _a^b+D\omega ^0`$ defines the canonical connection on $`C(n)B(n)`$.

The cotangent space to $`B(n)`$ is spanned by the $`2n`$ differential forms $`\{\omega ^a,\omega _a\}`$. Both $`\omega ^a`$ and $`\omega _a`$ can be consistently set to zero in the structure equations (7)-(10), which yields two classes of $`n`$-dimensional subspaces of $`B(n)`$. We observe that the space $`B(n)`$ has a natural symplectic structure: Since the connection forms $`\omega ^a`$ and $`\omega _a`$ are independent, the $`2`$-form $`𝛀:=\omega ^a\omega _a`$ is non-degenerate and, by virtue of equation (10), closed.

In addition to the symplectic structure $`𝛀`$ and the conformally invariant metric $`K_{\alpha \beta }`$, there exists the canonical almost complex structure $`J`$ on homogeneous biconformal space It is integrable and compatible with the symplectic structure in the sense that $`𝛀(Ju,Jv)=𝛀(u,v)`$, which implies that the $`2n`$-dimensional real space under consideration is equivalent to an $`n`$-dimensional complex space with Kähler metric $`g(u,v)=𝛀(Ju,v)`$. Neither Minkowski spaces, flat Weyl geometries, nor homogeneous conformal spaces give rise to these structures in an intrinsic fashion.

Finally, we mention that a homogeneous biconformal space can serve as the underlying model geometry for a curved generalization called biconformal space, which was introduced in . We have previously shown  that such generalized geometries permit linear scale-invariant Lagrangians in any dimension and reproduce general relativity on certain subspaces. They do not give rise to unphysical size changes.

In summary, we compare some of the properties of the homogeneous spaces mentioned in this article:

| Homogeneous Space | Minkowski | Weyl | Conformal | Biconformal |
| --- | --- | --- | --- | --- |
| Group $`G`$ | Poincaré | $`IS(n)`$ | Conformal | Conformal |
| Subgroup $`H`$ | Lorentz | $`S(n)`$ | $`IS(n)`$ | $`S(n)`$ |
| $`dim(G/H)`$ | $`n`$ | $`n`$ | $`n`$ | $`2n`$ |
| Killing form non-degenerate? | no | no | yes | yes |
| Symmetric space? | yes | yes | no | yes |
| Local scale-invariance? | no | yes | yes | yes |
| Symplectic structure? | no | no | no | yes |
| Kähler structure? | no | no | no | yes |


text:
# Looking Under the Hood: Tools for Diagnosing Your Question Answering Engine^"1"00footnote 0

## 1 Introduction

When building a system to perform a task, the most important statistic is the performance on an end-to-end evaluation. For the task of open-domain question answering against text collections, there have been two large-scale end-to-end evaluations: \[TREC-8 Proceedings, 1999\] and \[TREC-9 Proceedings, 2000\]. In addition, a number of researchers have built systems to take reading comprehension examinations designed to evaluate children’s reading levels \[Charniak et al., 2000, Hirschman et al., 1999, Ng et al., 2000, Riloff and Thelen, 2000, Wang et al., 2000\]. The performance statistics have been useful for determining how well techniques work.

However, raw performance statistics are not enough. If the score is low, we need to understand what went wrong and how to fix it. If the score is high, it is important to understand why. For example, performance may be dependent on characteristics of the current test set and would not carry over to a new domain. It would also be useful to know if there is a particular characteristic of the system that is central. If so, then the system can be streamlined and simplified.

In this paper, we explore ways of gaining insight into question answering system performance. First, we analyze the impact of having multiple answer opportunities for a question. We found that TREC-8 Q/A systems performed better on questions that had multiple answer opportunities in the document collection. Second, we present a variety of graphs to visualize and analyze functions for ranking sentences. The graphs revealed that relative score instead of absolute score is paramount. Third, we introduce bounds on functions that use term overlap222Throughout the text, we use “overlap” to refer to the intersection of sets of words, most often the words in the question and the words in a sentence. to rank sentences. Fourth, we compute the expected score of a hypothetical Q/A system that correctly identifies the answer type for a question and correctly identifies all entities of that type in answer sentences. We found that a surprising amount of ambiguity remains because sentences often contain multiple entities of the same type.

## 2 The data

The experiments in Sections 3, 4, and 5 were performed on two question answering data sets: (1) the TREC-8 Question Answering Track data set and (2) the CBC reading comprehension data set. We will briefly describe each of these data sets and their corresponding tasks.

The task of the TREC-8 Question Answering track was to find the answer to 198 questions using a document collection consisting of roughly 500,000 newswire documents. For each question, systems were allowed to return a ranked list of 5 short (either 50-character or 250-character) responses. As a service to track participants, AT&T provided top documents returned by their retrieval engine for each of the TREC questions. Sections 4 and 5 present analyses that use all sentences in the top 10 of these documents. Each sentence is classified as correct or incorrect automatically. This automatic classification judges a sentence to be correct if it contains at least half of the stemmed, content-words in the answer key. We have compared this automatic evaluation to the TREC-8 QA track assessors and found it to agree 93-95% of the time \[Breck et al., 2000\].

The CBC data set was created for the Johns Hopkins Summer 2000 Workshop on Reading Comprehension. Texts were collected from the Canadian Broadcasting Corporation web page for kids (http://cbc4kids.ca/). They are an average of 24 sentences long. The stories were adapted from newswire texts to be appropriate for adolescent children, and most fall into the following domains: politics, health, education, science, human interest, disaster, sports, business, crime, war, entertainment, and environment. For each CBC story, 8-12 questions and an answer key were generated.333This work was performed by Lisa Ferro and Tim Bevins of the MITRE Corporation. Dr. Ferro has professional experience writing questions for reading comprehension exams and led the question writing effort. We used a 650 question subset of the data and their corresponding 75 stories. The answer candidates for each question in this data set were all sentences in the document. The sentences were scored against the answer key by the automatic method described previously.

## 3 Analyzing the number of answer opportunities per question

In this section we explore the impact of multiple answer opportunities on end-to-end system performance. A question may have multiple answers for two reasons: (1) there is more than one different answer to the question, and (2) there may be multiple instances of each answer. For example, “What does the Peugeot company manufacture?” can be answered by trucks, cars, or motors and each of these answers may occur in many sentences that provide enough context to answer the question. The table insert in Figure 1 shows that, on average, there are 7 answer occurrences per question in the TREC-8 collection.444We would like to thank John Burger and John Aberdeen for help preparing Figure 1. In contrast, there are only 1.25 answer occurrences in a CBC document. The number of answer occurrences varies widely, as illustrated by the standard deviations. The median shows an answer frequency of 3 for TREC and 1 for CBC, which perhaps gives a more realistic sense of the degree of answer frequency for most questions.

To gather this data we manually reviewed 50 randomly chosen TREC-8 questions and identified all answers to these questions in our text collection. We defined an “answer” as a text fragment that contains the answer string in a context sufficient to answer the question. Figure 1 shows the resulting graph. The $`x`$-axis displays the number of answer occurrences found in the text collection per question and the $`y`$-axis shows the percentage of questions that had $`x`$ answers. For example, 26% of the TREC-8 questions had only 1 answer occurrence, and 20% of the TREC-8 questions had exactly 2 answer occurrences (the black bars). The most prolific question had 67 answer occurrences (the Peugeot example mentioned above). Figure 1 also shows the analysis of 219 CBC questions. In contrast, 80% of the CBC questions had only 1 answer occurrence in the targeted document, and 16% had exactly 2 answer occurrences.

Figure 2 shows the effect that multiple answer opportunities had on the performance of TREC-8 systems. Each solid dot in the scatter plot represents one of the 50 questions we examined.555We would like to thank Lynette Hirschman for suggesting the analysis behind Figure 2 and John Burger for help with the analysis and presentation. The $`x`$-axis shows the number of answer opportunities for the question, and the $`y`$-axis represents the percentage of systems that generated a correct answer666For this analysis, we say that a system generated a correct answer if a correct answer was in its response set. for the question. E.g., for the question with 67 answer occurrences, 80% of the systems produced a correct answer. In contrast, many questions had a single answer occurrence and the percentage of systems that got those correct varied from about 2% to 60%.

The circles in Figure 2 represent the average percentage of systems that answered questions correctly for all questions with the same number of answer occurrences. For example, on average about 27% of the systems produced a correct answer for questions that had exactly one answer occurrence, but about 50% of the systems produced a correct answer for questions with 7 answer opportunities. Overall, a clear pattern emerges: the performance of TREC-8 systems was strongly correlated with the number of answer opportunities present in the document collection.

## 4 Graphs for analyzing scoring functions of answer candidates

Most question answering systems generate several answer candidates and rank them by defining a scoring function that maps answer candidates to a range of numbers. In this section, we analyze one particular scoring function: term overlap between the question and answer candidate. The techniques we use can be easily applied to other scoring functions as well (e.g., weighted term overlap, partial unification of sentence parses, weighted abduction score, etc.). The answer candidates we consider are the sentences from the documents.

The expected performance of a system that ranks all sentences using term overlap is 35% for the TREC-8 data. This number is an expected score because of ties: correct and incorrect candidates may have the same term overlap score. If ties are broken optimally, the best possible score (maximum) would be 54%. If ties are broken maximally suboptimally, the worst possible score (minimum) would be 24%. The corresponding scores on the CBC data are 58% expected, 69% maximum, and 51% minimum. We would like to understand why the term overlap scoring function works as well as it does and what can be done to improve it.

Figures 4 and 4 compare correct candidates and incorrect candidates with respect to the scoring function. The $`x`$-axis plots the range of the scoring function, i.e., the amount of overlap. The $`y`$-axis represents Pr(overlap=x $``$ correct) and Pr(overlap=x $``$ incorrect), where separate curves are plotted for correct and incorrect candidates. The probabilities are generated by normalizing the number of correct/incorrect answer candidates with a particular overlap score by the total number of correct/incorrect candidates, respectively.

Figure 4 illustrates that the correct candidates for TREC-8 have term overlap scores distributed between 0 and 10 with a peak of 24% at an overlap of 2. However, the incorrect candidates have a similar distribution between 0 and 8 with a peak of 32% at an overlap of 0. The similarity of the curves illustrates that it is unclear how to use the score to decide if a candidate is correct or not. Certainly no static threshold above which a candidate is deemed correct will work. Yet the expected score of our TREC term overlap system was 35%, which is much higher than a random baseline which would get an expected score of less than 3% because there are over 40 sentences on average in newswire documents.777We also tried dividing the term overlap score by the length of the question to normalize for query length but did not find that the graph was any more helpful.

After inspecting some of the data directly, we posited that it was not the absolute term overlap that was important for judging candidate but how the overlap score compares to the scores of other candidates. To visualize this, we generated new graphs by plotting the rank of a candidate’s score on the $`x`$-axis. For example, the candidate with the highest score would be ranked first, the candidate with the second highest score would be ranked second, etc. Figures 6 and 6 show these graphs, which display Pr(rank=x $``$ correct) and Pr(rank=x $``$ incorrect) on the $`y`$-axis. The top-ranked candidate has rank=0.

The ranked graphs are more revealing than the graphs of absolute scores: the probability of a high rank is greater for correct answers than incorrect ones. Now we can begin to understand why the term overlap scoring function worked as well as it did. We see that, unlike classification tasks, there is no good threshold for our scoring function. Instead relative score is paramount. Systems such as \[Ng et al., 2000\] make explicit use of relative rank in their algorithms and now we understand why this is effective.

Before we leave the topic of graphing scoring functions, we want to introduce one other view of the data. Figure 7 plots term overlap scores on the $`x`$-axis and the log odds of being correct given a score on the $`y`$-axis. The log odds formula is:

$$\mathrm{log}\frac{Pr(correct|overlap)}{Pr(incorrect|overlap)}$$

Intuitively, this graph shows how much more likely a sentence is to be correct versus incorrect given a particular score. A second curve, labeled “mass,” plots the number of answer candidates with each score. Figure 7 shows that the odds of being correct are negative until an overlap of 10, but the mass curve reveals that few answer candidates have an overlap score greater than 6.

## 5 Bounds on scoring functions that use term overlap

The scoring function used in the previous section simply counts the number of terms shared by a question and a sentence. One obvious modification is to weight some terms more heavily than others. We tried using inverse document frequence based (IDF) term weighting on the CBC data but found that it did not improve performance. The graph analogous to Figure 6 but with IDF term weighting was virtually identical.

Could another weighting scheme perform better? How well could an optimal weighting scheme do? How poorly would the maximally suboptimal scheme do? The analysis in this section addresses these questions. In essence the answer is the following: the question and the candidate answers are typically short and thus the number of overlapping terms is small – consequently, many candidate answers have exactly the same overlapping terms and no weighting scheme could differentiate them. In addition, subset relations often hold between overlaps. A candidate whose overlap is a subset of a second candidate cannot score higher regardless of the weighting scheme.888Assuming that all term weights are positive. We formalize these overlap set relations and then calculate statistics based on them for the CBC and TREC data.

Figure 8 presents an example from the CBC data. The four overlap sets are (i) Babe Belanger, (ii) basketball, (iii) play amateur basketball, and (iv) Babe. In any term-weighting scheme with positive weights, a sentence containing the words Babe Belanger will have a higher score than sentences containing just Babe, and sentences with play amateur basketball will have a higher score than those with just basketball. However, we cannot generalize with respect to the relative scores of sentences containing Babe Belanger and those containing play amateur basketball because some terms may have higher weights than others.

The most we can say is that the highest scoring candidate must be a member of $`\{S2,S4\}`$ or $`\{S3\}`$. S5 and S1 cannot be ranked highest because their overlap sets are a proper subset of competing overlap sets. The correct answer is S2 so an optimal weighting scheme would have a 50% chance of ranking S2 first, assuming that it identified the correct overlap set $`\{S2,S4\}`$ and then randomly chose between S2 and S4. A maximally suboptimal weighting scheme could rank S2 no lower than third.

We will formalize these concepts using the following variables:

> q: a question (a set of words)
> s: a sentence (a set of words)
> w,v: sets of intersecting words

We define an overlap set ($`o_{w,q}`$) to be a set of sentences (answer candidates) that have the same words overlapping with the question. We define a maximal overlap set ($`M_q`$) as an overlap set that is not a subset of any other overlap set for the question. For simplicity, we will refer to a maximal overlap set as a MaxOset.

* $`o_{w,q}=\{s|sq=w\}`$
* $`\mathrm{\Omega }_q=\text{all unique overlap sets for }q`$
* $`maximal(o_{w,q})`$ if $`o_{v,q}\mathrm{\Omega }_q,wv`$
* $`M_q=\{o_{w,q}\mathrm{\Omega }_qmaximal(o_{w,q})\}`$
* $`C_q=\{s|s\text{ correctly answers }q\}`$

We can use these definitions to give upper and lower bounds on the performance of term-weighting functions on our two data sets. Table 1 shows the results. The $`max`$ statistic is the percentage of questions for which at least one member of its MaxOsets is correct. The $`min`$ statistic is the percentage of questions for which all candidates of all of its MaxOsets are correct (i.e., there is no way to pick a wrong answer). Finally the $`expectedmax`$ is a slightly more realistic upper bound. It is equivalent to randomly choosing among members of the “best” maximal overlap set, i.e., the MaxOset that has the highest percentage of correct members. Formally, the statistics for a set of questions $`Q`$ are computed as:

$$\text{max}=\frac{|\{q|oM_q,so\text{ s.t. }sC_q\}|}{|Q|}$$

$$\text{min}=\frac{|\{q|oM_q,sosC_q\}|}{|Q|}$$

$$\text{exp. max}=\frac{1}{|Q|}\underset{qQ}{}\underset{oM_q}{\mathrm{max}}\frac{|\{so\text{ and }sC_q\}|}{|o|}$$

The results for the TREC data are considerably lower than the results for the CBC data. One explanation may be that in the CBC data, only sentences from one document containing the answer are considered. In the TREC data, as in the TREC task, it is not known beforehand which documents contain answers, so irrelevant documents may contain high-scoring sentences that distract from the correct sentences.

In Table 2, we present a detailed breakdown of the MaxOset results for the CBC data. (Note that the classifications overlap, e.g., questions that are in “there is always a chance to get it right” are also in the class “there may be a chance to get it right.”) 21% of the questions are literally impossible to get right using only term weighting because none of the correct sentences are in the MaxOsets. This result illustrates that maximal overlap sets can identify the limitations of a scoring function by recognizing that some candidates will always be ranked higher than others. Although our analysis only considered term overlap as a scoring function, maximal overlap sets could be used to evaluate other scoring functions as well, for example overlap sets based on semantic classes rather than lexical items.

In sum, the upper bound for term weighting schemes is quite low and the lower bound is quite high. These results suggest that methods such as query expansion are essential to increase the feature sets used to score answer candidates. Richer feature sets could distinguish candidates that would otherwise be represented by the same features and therefore would inevitably receive the same score.

## 6 Analyzing the effect of multiple answer type occurrences in a sentence

In this section, we analyze the problem of extracting short answers from a sentence. Many Q/A systems first decide what answer type a question expects and then identify instances of that type in sentences. A scoring function ranks the possible answers using additional criteria, which may include features of the surrounding sentence such as term overlap with the question.

For our analysis, we will assume that two short answers that have the same answer type and come from the same sentence are indistinguishable to the system. This assumption is made by many Q/A systems: they do not have features that can prefer one entity over another of the same type in the same sentence.

We manually annotated data for 165 TREC-9 questions and 186 CBC questions to indicate perfect question typing, perfect answer sentence identification, and perfect semantic tagging. Using these annotations, we measured how much “answer confusion” remains if an oracle gives you the correct question type, a sentence containing the answer, and correctly tags all entities in the sentence that match the question type. For example, the oracle tells you that the question expects a person, gives you a sentence containing the correct person, and tags all person entities in that sentence. The one thing the oracle does not tell you is which person is the correct one.

Table 3 shows the answer types that we used. Most of the types are fairly standard, except for the Defaultnp and Defaultvp which are default tags for questions that desire a noun phrase or verb phrase but cannot be more precisely typed.

We computed an expected score for this hypothetical system as follows: for each question, we divided the number of correct candidates (usually one) by the total number of candidates of the same answer type in the sentence. For example, if a question expects a Location as an answer and the sentence contains three locations, then the expected accuracy of the system would be 1/3 because the system must choose among the locations randomly. When multiple sentences contain a correct answer, we aggregated the sentences. Finally, we averaged this expected accuracy across all questions for each answer type.

Table 3 shows that a system with perfect question typing, perfect answer sentence identification, and perfect semantic tagging would still achieve only 59% accuracy on the TREC-9 data. These results reveal that there are often multiple candidates of the same type in a sentence. For example, Temporal questions received an expected score of 78% because there was usually only one date expression per sentence (the correct one), while Default NP questions yielded an expected score of 25% because there were four noun phrases per question on average. Some common types were particularly problematic. Agent questions (most Who questions) had an answer confusability of 0.63, while Quantity questions had a confusability of 0.58.

The CBC data showed a similar level of answer confusion, with an expected score of 61%, although the confusability of individual answer types varied from TREC. For example, Agent questions were even more difficult, receiving a score of 40%, but Quantity questions were easier receiving a score of 77%.

Perhaps a better question analyzer could assign more specific types to the Default NP and Default VP questions, which skew the results. The Overall-dflts row of Table 3 shows the expected scores without these types, which is still about 70% so a great deal of answer confusion remains even without those questions. The confusability analysis provides insight into the limitations of the answer type set, and may be useful for comparing the effectiveness of different answer type sets (somewhat analogous to the use of grammar perplexity in speech research).

However, Figure 9 shows the fundamental problem behind answer confusability. Many sentences contain multiple instances of the same type, such as lists and ranges. In Q1, recognizing that the question expects a city rather than a general location is still not enough because several cities are in the answer sentence. To achieve better performance, Q/A systems need use features that can more precisely target an answer.

## 7 Conclusion

In this paper we have presented four analyses of question answering system performance involving: multiple answer occurence, relative score for candidate ranking, bounds on term overlap performance, and limitations of answer typing for short answer extraction. We hope that both the results and the tools we describe will be useful to others. In general, we feel that analysis of good performance is nearly as important as the performance itself and that the analysis of bad performance can be equally important.