text:
# The distribution of mass around galaxies

## 1. Introduction

The distribution of galaxies with respect to the total mass in the Universe remains a central unsolved problem in cosmology, though one which is becoming increasingly amenable to theoretical modeling and ever more constrained observationally. In particular, gravitational lensing allows us to probe the spatial distribution of the mass in the Universe, for example around galaxies and in clusters of galaxies. In this paper we present predictions for the distribution of mass around sites of galaxy formation using a hydrodynamic simulation of structure formation which includes cooling, star-formation and feedback. We believe such simulations can provide ab initio and robust predictions for the statistical distribution of the sites of galaxy formation, even though the detailed star formation rates and galaxy morphologies are sensitive to uncertain “sub-resolution” physics. As such, these simulations can be used to predict, from first principles, the galaxy auto-correlation function, the galaxy-mass cross correlation function (which is the key ingredient in galaxy-galaxy lensing studies) and the mass auto-correlation function.

Originally regarded as an interesting, but not practically useful, prediction of Einstein’s theory of general relativity, gravitational lensing has become a “standard” tool in observational cosmology. Strong gravitational lensing has a long history, and weak lensing of background galaxies by clusters of galaxies is now well established. Just recently the weak lensing of galaxies by large-scale structure has been observationally demonstrated (van Waerbeke et al. Ludo (2000); Bacon et al. BRE (2000); Kaiser et al. KWL (2000); Wittman et al. WTKDB (2000); Maoli et al. Maoli (2001); Rhodes et al. RRG (2001)), at about the level predicted by theories based on gravitational instability in a cold dark matter (CDM) dominated universe.

The weak lensing observations probe the (projected) distribution of mass in the Universe directly, without reference to the distribution of light. This provides us with direct constraints on the dark matter auto-correlation function, for which theoretical predictions are very well developed both analytically and numerically on Mpc scales. By contrast, galaxy redshift surveys can give us detailed three-dimensional information about the distribution of luminous matter, providing us with a measure of the galaxy auto-correlation function and its evolution. However, galaxy formation is still poorly understood, making interpretation of the full information contained in the galaxy auto-correlation function difficult.

Intermediate between these two are dark matter-galaxy cross-correlations. These can be measured whenever the galaxy distribution is cross-correlated with a tracer of the dark matter. Some examples are galaxy-galaxy lensing (correlating galaxies and weak lensing shear), foreground-background galaxy correlations and galaxy-QSO correlations (correlating galaxies with weak lensing magnification). All of these can be interpreted as a projection of the galaxy-mass correlation function which we shall discuss. To understand the galaxy-mass cross-correlation requires us to understand the environments of galaxies, but not necessarily the detailed properties of the galaxies themselves.

Another probe of the mass distribution around galaxies comes from strong gravitational lensing. Although the central regions of the primary lens galaxy, whose spatial structure is not well modeled by current calculations, dominates the monopole gravity in a strong lens, the quadrupole (and to a lesser extent the higher poles) has a significant contribution from the external shear or tidal gravity near the lens or along the line-of-sight. All lensing models require this degree of freedom (Barkana Barkana96 (1996); Keeton, Kochanek & Seljak Keeton97 (1997)) and in some cases the dominant source can be clearly identified with a nearby galaxy.

The outline of this paper is as follows: we review the simulation we shall use in §2, giving details of how we identify galaxies and their parent halos. The evolution of clustering in the simulation is discussed in §3 and we introduce our primary tool, the correlation function in §4. The implications of our simulation for the interpretation of galaxy-galaxy lensing is dealt with in §5. Models of external shear for strong lensing are dealt with in §6. Finally in §7 we summarize our findings.

## 2. The simulation

Throughout, we shall use a new simulation of the Ostriker & Steinhardt (OstSte (1995)) concordance model, which has $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`H_0=100h\mathrm{kms}^1\mathrm{Mpc}^1`$ with $`h=0.67`$, $`\mathrm{\Omega }_\mathrm{B}=0.04`$, $`n=1`$ and $`\sigma _8=0.9`$ (corresponding to $`\delta _H=5.02\times 10^5`$). This model yields a reasonable fit to the current suite of cosmological constraints and as such provides a good framework for making realistic predictions.

We have used the Tree/SPH code Gadget (Springel, Yoshida & White SprYosWhi (2001)) to run a $`2\times 300^3=54`$ million particle simulation of this model in a periodic box of size $`33.5h^1`$Mpc. Equal numbers of gas and dark matter particles were employed, so $`m_{\mathrm{dark}}=1.0\times 10^8h^1M_{}`$ and $`m_{\mathrm{gas}}=1.5\times 10^7h^1M_{}`$. The gravitational interaction between particles is softened on small scales using a cubic spline (e.g. Hernquist & Katz HerKatz (1989)) and the ‘Plummer equivalent’ gravitational softening in our simulation was $`6h^1`$kpc, fixed in comoving coordinates. The simulation was started at redshift $`z=99`$ and evolved to $`z=0`$. Unfortunately the simulation box is too small to reliably predict clustering properties at very low redshifts, as the fundamental mode becomes increasingly non-linear for $`z<1`$. Hence, in this paper we restrict our analysis to redshifts $`z0.5`$.

In addition to the gravitational interactions and adiabatic hydrodynamics, the code follows radiative cooling and heating processes in the presence of a UV radiation field in essentially the same way as described in Katz, Weinberg & Hernquist (KatWeiHer (1996)). We model the UV radiation field using a modified Haardt & Madau (HaaMad (1996)) spectrum with reionization occuring at $`z6`$ (see e.g. Davé et al. 1999), and with an amplitude chosen to reproduce the mean opacity of the Lyman-alpha forest at $`z=3`$ (e.g. Rauch et al. 1997). Star formation (and feedback) is handled using a modification of the “multi-phase” model of Yepes et al. (YepKatKhoKly (1997)) and Hultman & Pharasyn (HulPha (1999)). Each SPH particle is assumed to describe a co-spatial fluid of ambient hot gas, condensed cold clouds, and stars. Hydrodynamics is followed for only the hot gas phase, but the cold gas and stars are subject to gravity, add inertia, and participate in mass and energy exchange processes with the ambient gas phase. The algorithm will be described in more detail in a forthcoming paper.

From the simulation outputs we have constructed catalogues of halos and their sub-halos using the algorithm Subfind described in detail in Springel et al. (SWTK (2000)). First, the Friends-of-Friends algorithm (with a linking length of $`0.15\overline{n}^{1/3}`$) is used to define a parent halo catalogue, and then bound sub-halos within each parent are identified. Sub-halos are defined as locally overdense, gravitationally bound structures. These sub-halos typically consist of cold, dense gas at their center, surrounded by a halo of dark matter and tenuous hot gas. The halo may be severely truncated if the sub-halo is not the central galaxy in the parent halo, but the dense gas that has been able to efficiently cool and form stars should allow a reliable identification with galaxies in the real Universe, at least statistically (see Fig. 1).

We have used a linking length of 0.15 rather than the more canonical 0.2 in defining the parent halos, because we found for the larger linking length two neighboring but distinct halos were frequently linked into one parent halo, with one of them then identified as a sub-halo of the other. While this problem is not eliminated entirely using a linking length of 0.15, it is significantly reduced. Only very close halo pairs or triplets, possibly in the process of merging, are joined with this linking length. In some instances the FOF algorithm finds halos which are not bound; these halos have in general very small particle number and are not included in the analysis. Results from the halo finding are shown in Table 1.

For each halo or sub-halo we define the “center” as the position of the particle with the minimum potential energy, with the potential calculated using only the group particles. This definition usually corresponds very closely to the most bound and densest particles, and is more robust than the center of mass. Many definitions of mass are possible and can differ from each other quite significantly (e.g. White HaloMass (2001)). Although counting the particles within the FOF group is the simplest, we have chosen to follow a more commonly used approach where the mass is defined as that enclosed within a radius inside of which the mean density is 500 times the critical density. An alternative definition could use the background density rather than the critical density. The two scale differently with redshift except for cosmologies with critical matter density. At the redshifts at which we are working the density contrast with respect to background scales as $`\left[\mathrm{\Omega }_\mathrm{m}+\mathrm{\Omega }_\mathrm{\Lambda }(1+z)^3\right]`$.

In Fig. 2 we show a scatter plot of the masses of the sub-halos and their parent halos at $`z=1`$. Most of the halos are isolated and have parent halo masses fractionally larger than the sub-halo masses. As the parent halos become more massive there is less chance that it hosts only one galaxy. In our first pass through we found that there are a very small number of systems where the sub-halo mass exceeds the parent halo mass. This can arise in situations where several halos are merging, with the bridging material being at low density. If the most bound particle in the group lies at the center of a less massive sub-halo our definition of mass, $`M_{500}`$, returns the mass of this sub-halo as the “parent” mass. In such cases we replace the “parent” mass with the sum of the sub-halo masses to more accurately reflect the total mass of the system.

Ideally, we would identify the sub-halos as galaxies by some observational property, such as luminosity or color. Unfortunately, it is difficult to reliably compute such properties from this simulation, because the outputs are too infrequent to graft on population synthesis codes. However we do give, in addition to the total mass of a sub-halo, results as a function of the stellar mass within $`r_{500}`$ of the sub-halo center. We do this under the assumption that the near infrared magnitude of a galaxy should roughly track its stellar mass (e.g. Cole et al. 2dF-Kband (2001)). The (mass weighted) mean age of the stars at each output is given in Table 3 to help with this conversion. Finally, to help in matching our halos to observed galaxies we give the number density of our halos, as a function of $`z`$, in Fig. 3. As a first approximation, and in the absence of further information, one can match halos of a given mass to objects of an equivalent space density.

## 3. The clustering of sub-halos

We are interested in the clustering of galaxies and dark matter, and its evolution with time, within this simulation. We show in Fig. 4 the dark matter111The power spectrum of the gas mass follows the dark matter power spectrum to $`k10h\mathrm{Mpc}^1`$. The stellar particles are more strongly clustered as expected. power spectra at $`z=4`$, 3, 2 and 1. To compute these power spectra we estimated the dark matter density field from the particles using NGP assignment (Hockney & Eastwood HocEas (1988)) onto a $`256^3`$ grid. The density field was then Fourier Transformed to obtain $`\delta _k`$. The power spectrum was obtained by binning $`\left|\delta _k\right|^2`$ in shells in $`\stackrel{}{k}`$-space, corrected for the binning, the mass assignment onto the grid and shot-noise (see e.g. Peacock & Dodds PD96 (1996) for a discussion of some of these issues). To extend the calculation to higher $`k`$ we repeated the process several times, rescaling the particle separations by increasing factors and remapping the distribution into the periodic volume each time (Peacock, private communication; Jenkins et al. Jen98 (1998)). This provides us with an estimate of $`P(k)`$ limited only by the resolution of the simulation, and not by the size of the Fourier transform grid.

Compared to semi-analytic estimates of the expected power (Peacock & Dodds PD96 (1996)) we find that this box has a slight shortfall. To check whether the semi-analytic model correctly estimates the dark matter power spectrum for this model we have run two additional dark matter only simulations, each using $`256^3`$ particles. The first simulation is in a $`200h^1`$Mpc box and the second in a $`100h^1`$Mpc box. The power spectra computed from the $`z=1`$ outputs of these runs in the same manner as above are also shown in Fig. 4. We see that the fitting function has slightly less power than the simulation at small scales, as seen also in the simulations of Jain, Mo & White (JaiMoWhi (1995)). The power spectrum in our $`33.5h^1`$Mpc box is low on all scales at the redshifts of interest, although the shape is approximately correct. Fluctuations in the amplitude, but not the shape, of the power spectrum due to finite volume effects are well known (e.g. Meiksin & White MeiWhi (1999)). Part of the shortfall in power is due to the particular random phases chosen in the initial conditions, the remainder is due to the fact that the box is becoming less and less of a fair sample of the Universe as time evolves and the non-linear scale increases. We show the latter effect by plotting, in Fig. 5, the growth of the fundamental mode, $`\mathrm{\Delta }^2(k_f)`$, compared with linear theory. As long as the box remains a fair sample of the Universe the ratio $`\mathrm{\Delta }^2(k_f)/D^2(z)`$, where $`D(z)`$ is the linear growth factor, should remain constant.

In earlier work (White et al. WhiHerSpr (2001)) we showed that the number of “galaxies” per dark matter halo scaled approximately as a power-law in the parent halo mass with an index less than 1 (typically 0.7-0.8). This behavior is precisely what is needed to explain the observed clustering of galaxies (e.g. Scoccimarro et al. SSHJ (2000)) and is also seen in semi-analytic models (e.g. Seljak Sel (2000)). The spatial distribution of sub-halos in the simulation is consistent with the assumption that every halo hosts a galaxy which resides at its center and any extra satellite galaxies trace the dark matter distribution. It remains an open question observationally whether the galaxy density traces the mass density in halos (e.g. Adami et al. AMUS (2001)).

We performed a counts-in-cells analysis of both the mass and galaxy number density fields as a function of redshift. First, we divided the cubical box up into a grid of cells with $`N_c=32`$, 64, 128 or 256 cells on a side. We assigned each particle or galaxy to the appropriate cubical cell weighting the particles by their mass and the galaxies equally. For the galaxies, we treated them as points at the position of their potential minima. This was done 8 times with the grid shifted to a random position each time. Then, we calculated the variance of mass and galaxy fluctuations, from which we can define $`b\sigma _{\mathrm{gg}}/\sigma _{\mathrm{mm}}`$, the covariance $`b^{}\sigma _{\mathrm{gm}}^2/\sigma _{\mathrm{mm}}^2`$ and the cross-correlation coefficient $`r\sigma _{\mathrm{gm}}^2/\sigma _{\mathrm{gg}}\sigma _{\mathrm{mm}}`$. Our results are shown in Table 4. We see a clear tendency for the bias to be “stochastic”, with decreasing correlation between the galaxies and the total mass as we probe smaller length scales.

## 4. Correlation function

We identify the center of a “galaxy” as the position of the minimum of the potential of a bound sub-halo found with Subfind. Around each such center we calculate the probability, in excess of random, of having mass $`M`$ within a spherical shell of radius $`r`$ and width $`dr`$. Stellar mass, cold and hot gas mass and dark matter are all included in this accounting. We present our results in terms of the correlation function which we define as

$$\xi _{\mathrm{gm}}\frac{M(r;dr)}{M(r;dr)}1,$$
(1)
where $`M(r;dr)`$ is the mass contained within the shell between radius $`r`$ and $`r+dr`$ and $`\mathrm{}`$ indicates an average quantity. To safely avoid numerical resolution effects we shall consider galaxies only above $`10^{10}h^1M_{}`$.

We show in Fig. 6 the correlation function of the mass, $`\xi _{\mathrm{mm}}(r)`$, the galaxies above $`10^{10}h^1M_{}`$, $`\xi _{\mathrm{gg}}(r)`$, and the galaxy-mass cross correlation, $`\xi _{\mathrm{gm}}(r)`$, at $`z=1`$, 2 and 3. The correlation functions are well described by power laws (with a slowly changing slope) and on scales above a few$`\times 100h^1`$kpc the galaxy-mass cross correlation function is just the geometric mean of the mass-mass and galaxy-galaxy autocorrelation functions (see Fig. 7). While the mass correlation function grows steadily with time the evolution of the galaxy correlation function is more complicated. We give the correlation length, $`r_0`$, defined as $`\xi (r_0)=1`$, vs. redshift in Table 5. Note that on length scales approaching $`1h^1`$Mpc our box is missing power (as described above) and so these correlation lengths are biased low. These results are broadly consistent with the clustering properties of “galaxies” in simulations reported by Katz et al. (KHW92 (1992, 1999)) once differences in mass resolution, box size and galaxy identification are taken into account.

Finally, we make a distinction between two types of galaxies, those that are the sole resident of a dark matter halo (“isolated galaxies”) and those which are members of a larger halo containing several sub-halos (see Tables 1, 2). As expected the more massive galaxies reside in the more massive parent halos which host more than one sub-halo and so the isolated fraction decreases with mass. Most of the lower mass sub-halos are isolated. As we shall see below, we expect the traditional interpretation of galaxy-galaxy lensing to be more correct for the isolated galaxies, which in our case means those of low mass.

## 5. Galaxy-galaxy lensing

The observational study of galaxy-galaxy lensing has a long history (Tyson et al. TVJM (1984)) although only recently have definitive detections been made by several groups (Brainerd et al. BraBlaSma (1996); Dell’Antonio & Tyson DelTys (1996); Griffiths et al. GCIR (1996); Hudson et al. HGDK (1998); Natarajan et al. NKSE (1998); Wilson et al. WKLC (2000); Fischer et al. SDSS (2000)). Such studies have traditionally been interpreted as constraints on extended dark matter halos around “typical” galaxies (see Fig. 8). A more modern interpretation, within the context of large-scale structure, is as a projection of the 3D galaxy-mass correlation function (Kaiser Kai92 (1992)). As with any such projection, the effect of material along the line-of-sight but not physically associated with the object in question can be a serious one (see e.g. Metzler, White & Loken MetWhiLok (2001)). We shall not address this issue here, focusing instead on the underlying 3D correlation function itself and its interpretation.

Similar work on galaxy-galaxy lensing has already been presented by Guzik & Seljak (GuzSel (2000)) using semi-analytic models of galaxy formation. By comparison with the semi-analytic models, our simulations have better spatial and mass resolution and include far more physics. Unfortunately limitations on computer resources have forced us to simulate a relatively small volume of space. This both reduces the size of our samples for statistical purposes and limits the minimum redshift to which we can accurately follow the development of large-scale structure. It is thus encouraging that our results are in good agreement with theirs in many respects.

As a first step we therefore ask how $`\xi _{\mathrm{gm}}(r)`$ relates to the profile of an “average” galaxy in our simulation? As shown in Fig. 8, the spherically averaged profiles of our halos are reasonably well fit by the NFW profile (Navarro et al. NFW (1996)):

$$\rho (r)=\frac{\rho _0}{x(1+x)^2},$$
(2)
where $`x=r/r_s`$ is the radius scaled in units of a characteristic radius $`r_s`$. The central density is fixed by specifying the halo mass. While we have worked throughout in terms of $`M_{500}`$, the mass of the halo is typically defined to be the virial mass $`M=(4\pi /3)\delta _{\mathrm{vir}}\rho _{\mathrm{crit}}r_{\mathrm{vir}}^3`$ where we take the virial radius, $`r_{\mathrm{vir}}`$, as the radius within which the mean density enclosed is $`\delta _{\mathrm{vir}}`$ times the critical density. Since our cosmology has $`\mathrm{\Omega }_\mathrm{m}1`$, the top-hat model prediction for $`\delta _{\mathrm{vir}}`$ is redshift dependent, taking the value $`\delta _{\mathrm{vir}}100`$ at $`z=0`$, $`\delta _{\mathrm{vir}}140`$ at $`z=0.5`$ and $`\delta _{\mathrm{vir}}18\pi ^2`$ as $`z\mathrm{}`$. The parameter $`cr_{\mathrm{vir}}/r_s`$ measures the degree of central concentration of this mass.

To estimate a profile from the cross correlation we define $`\rho _{\mathrm{eff}}(r)\overline{\rho }\left(1+\xi _{\mathrm{gm}}(r)\right)`$, using a power-law extrapolation to extend the range for both large and small radius beyond what we have computed explicitly from the simulation. The results are shown in Fig. 9 along with two NFW profiles of virial mass $`M_{140}=1.8\times 10^{11}h^1M_{}`$, which is the “average” mass of halos in the simulation at $`z=0.5`$.

The concept of an “average” mass is somewhat nebulous. Simply averaging $`M_{500}`$ for the halos identified at $`z=0.5`$ gives $`M_{500}=9\times 10^{10}h^1M_{}`$. Relating this to a virial mass is complicated by the fact that the concentration, $`c`$, and thus the ration $`M_{\mathrm{vir}}/M_{500}`$, varies with mass. An alternative route is to use the Jenkins et al. (JFWCCEY (2000)) fit to the mass function to compute

$$M\frac{_{M_{\mathrm{cut}}}^{\mathrm{}}M𝑑n}{_{M_{\mathrm{cut}}}^{\mathrm{}}𝑑n}$$
(3)
above $`M_{\mathrm{cut}}=1.4\times 10^{10}h^1M_{}`$. The limiting mass is obtained by converting $`M_{500}=10^{10}h^1M_{}`$ to $`M_{140}`$ for an NFW profile with $`c=10`$. \[We find that for $`z>0.5`$ the virial mass and $`M_{200}`$ differ by less than 10%, so one could alternatively use $`M_{200}`$ throughout.\] We employ this conversion because the virial mass is closer to the “mass” definition used by Jenkins et al. (JFWCCEY (2000)) than the $`M_{500}`$ values preferred in this study. While several steps are involved here, White (HaloMass (2001)) has shown that using an NFW profile to convert between such mass definitions works very well. Varying the value of the concentration parameter in our conversion from $`M_{500}`$ to $`M_{140}`$ makes little difference to our average mass. For a concentration of $`5`$ the mass ratio is $`M_{140}=1.6M_{500}`$ and $`M_{\mathrm{cut}}=2\times 10^{11}h^1M_{}`$.

As we can see the NFW profiles, while providing a good fit to individual “galaxies” within the simulation (e.g. Fig. 8) do not provide a very good fit to the profile $`\rho _{\mathrm{eff}}(r)`$. Also, using $`\rho _{\mathrm{eff}}(r)`$ we would estimate that the virial mass of an “average” galaxy is $`M_{102}=1.0\times 10^{11}h^1M_{}`$ ($`M_{500}=5.2\times 10^{10}h^1M_{}`$, c.f. $`9\times 10^{10}`$ above), a factor of two lower than the average computed above. Finally we note that the associated rotation curve for our “average” galaxy is much flatter than the rotation curves for the individual galaxies making up the average. This is a consequence of the varying virial radii and the weighting by the mass function and is not reflecting the distribution of matter in the individual halos.

These results suggest that galaxy-galaxy lensing, wherein one increases the signal-to-noise by stacking many galaxies, is not in fact measuring the profile of an “average” galaxy in the usual sense of these words. The main problem is that galaxies come in a wide range of masses and sizes, and live in a range of environments so the naive averaging loses its significance. If it were possible to restrict the galaxies going into the average then a more faithful representation could be obtained (although projection effects could still be a significant source of error), but we have no a priori way of knowing the galaxy mass. These issues should be borne in mind when attempting to use a weak lensing analysis to estimate halo profiles or mass-to-light ratios from galaxy-galaxy lensing.

There are two effects which muddy the waters. First, not all galaxies are the sole members of their dark matter halos. Even for those galaxies which are “isolated” what one measures is the integral over the mass function of halo profiles. Since more massive halos are in general larger, there is no sense in which one measures an “average” profile. For example, Seljak (Sel (2000)) has suggested that much of the large-$`r`$ signal in this case comes from the larger halos rather than the asymptotic behavior of the smaller halos.

In Fig. 10 we show that, although the “isolated” galaxies are the majority of the number counts (Table 1, see also White et al. WhiHerSpr (2001)), the signal for $`\xi _{\mathrm{gm}}(r)`$ is intermediate between that for isolated and non-isolated groups. The two curves begin to merge at very large radius where the density is becoming close to the cosmic mean. This suggests that at larger radius ($`r1h^1`$Mpc) we are probing not the galactic mass profile but the general distribution of matter and the isolated and non-isolated galaxies have similar large-$`r`$ profiles. Further,the fact that $`\xi _{\mathrm{gm}}`$ differs from the isolated halo case at smaller $`r`$ indicates that even there one is not measuring the profile of the galactic halo. Galaxies which are part embedded in larger halos contribute disproportionately to the signal from $`10h^1`$kpc out to several $`100h^1`$kpc. It is this “intermediate” range of radii where the signal is dominated by larger halos, as Seljak (Sel (2000)) suggests. In either case, when one measures $`\xi _{\mathrm{gm}}(r)`$ one is not simply measuring the mass profile around a galaxy located at the center of its dark matter halo.

Guzik & Seljak (GuzSel (2000)) have suggested that isolated galaxies should show stronger cross-correlation at small-$`r`$ and fixed mass, since they are all centrally located within their halos. At fixed galaxy (i.e. sub-halo) mass the opposite effect is true, since the non-isolated galaxies tend to live in more massive halos. However, if we hold the mass of the parent halo rather than that of the galaxy fixed we can correct for this effect. We find that if we do this then the central galaxies are often in denser environments, in the sense that $`\xi _{\mathrm{gm}}`$ is larger at very small $`r10h^1`$kpc. However by $`r100h^1`$kpc the opposite effect is true and the non-isolated galaxies have the stronger cross correlation. This persists until $`r1h^1`$Mpc where the cross correlations for isolated and non-isolated galaxies are equal. We also note that the density around the peak is determined primarily by the mass and formation time of the sub-halo, not on whether it is part of a larger structure. Second, many of our systems contain distinct sub-halos, in which however the “bridging” material is at quite high density (indicating that it really is part of a larger structure and not an artifact of our group finding technique). In some sense all of these sub-halos are “central” and have a similar mass profile even though they belong to a larger halo. This shows that the idealization of spherical parent halos is a poor approximation to the groups we see in the simulation.

To understand the effect of the integration over mass we show the signal broken up in different ways in Fig. 10. In the middle panel of Fig. 10 we break things down by the mass of the galaxy itself. Since there is a trend for more massive galaxies to be larger and to live in more massive parent halos, their cross-correlation is larger. Again, even though the vast majority of galaxies (by number) have low mass, the signal comes from a range of masses. We also break the signal down by the galaxy stellar mass, under the assumption that the stellar mass is roughly tracing the near infrared luminosity of a galaxy and the trends are similar to the total mass case.

Thus it appears that the oft-stated claim that galaxy-galaxy lensing probes the profile of dark matter halos around galaxies is not true in detail.

## 6. Strong lensing and external shear

The angular structure in the gravitational field near a multiple-image gravitational lens arises from three components: the intrinsic structure of the primary lens galaxy, local tidal shears generated by other halos and structures correlated with the primary lens, and the accumulated weak or large-scale structure (LSS) shear along the ray between the observer and the source. In most circumstances, the LSS contribution can be modeled as an additional tidal shear near the primary lens (Kovner Kovner87 (1987), Barkana Barkana96 (1996)). Simple models for the two sources of tidal perturbations (Kochanek & Apostolakis Kochanek88 (1988); Keeton, Kochanek & Seljak Keeton97 (1997)) suggest that the shear from correlated structures is more important than the shear from LSS. Keeton et al. (Keeton97 (1997)) also found that models for all four-image lenses, whose geometry makes the models very sensitive to the angular structure of the gravitational field, show dramatic improvements when the model has two axes for the angular structure of the gravitational field. These two axes presumably arise from the major axis of the primary lens and the major axis of the combined tidal shear contributions. Kochanek (KocConf (2001)) has shown that one angular component is clearly aligned with the primary lens galaxy, while the other has the amplitude expected from tidal perturbations.

While standard weak lensing methods can be used to calculate the statistical properties of the LSS shear contribution, they are not well suited to estimating the contribution from structure correlated with the primary lens. If our simulation is correctly modeling the sites of galaxy formation, however, it is ideal for exploring the correlations between the shear generated by the density distribution and estimates of the shear based on the virialized halos which we can observe as galaxies. Here we begin this exploration by posing several questions, focusing on the properties of the correlated shear. Answers to these questions can be of practical use in understanding gravitational lenses from observations and models. First, what is the amplitude and distribution of the shear perturbations generated by structure correlated with the primary lens? Second, what is the physical scale on which the shear is typically generated? Third, how does the total shear correlate in direction and amplitude with the distribution of galaxies?

We begin by expanding the potential, projected along a randomly chosen line-of-sight, in a Fourier series (the projection and Fourier expansion don’t “commute”). Of particular interest is the “shear” or quadrupole moment of the projected potential, which we define as the coefficient of the $`R^2`$ term near the origin, or

$$\mathrm{\Phi }_2Gd^2R\frac{\mathrm{\Sigma }(R,\theta )}{R^2}e^{2i\theta }.$$
(4)
where $`R`$ is the 2D projected distance. We obtain the shear by rewriting the potential in terms of the lensing potential $`\psi `$, which satisfies $`^2\psi =2\mathrm{\Sigma }/\mathrm{\Sigma }_{\mathrm{crit}}`$, and then taking the absolute value

$$\gamma \left|\psi _2\right|=\left|\mathrm{\Sigma }_{\mathrm{crit}}^1\frac{\mathrm{\Phi }_2}{2\pi G}\right|$$
(5)
where

$$\mathrm{\Sigma }_{\mathrm{crit}}\frac{c^2}{4\pi G}\frac{D_{LS}}{D_SD_L}.$$
(6)
For a source at $`z=1`$ and a lens at $`z=0.5`$ the comoving critical density is $`2\times 10^{15}h^1M_{}/(h^1\mathrm{Mpc})^2`$. Throughout we shall quote $`\mathrm{\Sigma }_{\mathrm{crit}}\psi _2`$ which can be scaled to any given lens redshift using Eq. (6).

In Eq. (4) we need to define the region of integration. We are not interested in the contribution to this shear from the galaxy itself, which is in any case difficult for us to resolve. Nor are we interested in the contribution from uncorrelated large-scale structure along the line-of-sight. Thus we shall compute the shear within a shell extending from $`r_{\mathrm{min}}`$ to $`r_{\mathrm{max}}`$, where $`r`$ denotes a 3D distance. For $`r_{\mathrm{max}}`$ we choose roughly twice the correlation length of the galaxy-mass cross correlation function or $`2h^1`$Mpc. In fact the shear converges well within this radius and the results for $`r_{\mathrm{max}}=1h^1`$Mpc are almost identical. Since the integral converges rapidly the change of the chord length at large-$`r`$ doesn’t affect our results. For $`r_{\mathrm{min}}`$ we choose two scales which bracket the reasonable range. At the low end we choose $`r_{\mathrm{min}}=50h^1`$kpc, just outside the region of baryon domination. At the high end we choose $`r_{\mathrm{min}}=200h^1`$kpc, roughly twice the virial radius. The amplitude of our results are quite sensitive to this choice, as the shear is dominated by nearby structures. Finally we also want to exclude matter (and galaxies) which would, in projection, lie close to the Einstein radius of the galaxy. For this reason we exclude any matter or galaxies with $`R<10h^1`$kpc.

Our particle-based estimator for $`\gamma `$ is thus

$$\mathrm{\Sigma }_{\mathrm{crit}}\gamma \frac{1}{2\pi }\left|\underset{j}{}\frac{m_j}{R_j^2}e^{2i\theta _j}\right|$$
(7)
where $`\theta _j`$ and $`R_j`$ are the projected coordinates of particle $`j`$ and the sum is over all particles in a shell, centered on the galaxy, with $`r_{\mathrm{min}}<r_j<r_{\mathrm{max}}`$ and $`R_j>10h^1`$kpc.

The distribution in amplitude of the shear, $`\mathrm{\Sigma }_{\mathrm{crit}}\gamma `$, is shown in Fig. 11. For $`\gamma >10^2`$ the distribution is quite well fit by a power-law, with the amplitude somewhat dependent on the value of $`r_{\mathrm{min}}`$ we choose. Towards lower values of the shear we have a roll-off, as required when the Universe becomes optically thick. Comparing the amplitude of the shear generated with $`r_{\mathrm{min}}=50h^1`$kpc to that with $`r_{\mathrm{min}}=200h^1`$kpc we see that much of the shear is generated close to the lens. The slope of the distribution is close to the prediction of Keeton et al. (Keeton97 (1997)), who modelled the “external” shear as due to singular isothermal spheres of fixed radius (for which $`\gamma R^1`$) distributed according to a power-law correlation function $`\xi (r)r^\chi `$ with $`\chi =7/4`$. In this model $`P(>\gamma )`$ is just $`P(<R)`$ so $`dP/d\gamma \gamma ^{\chi 4}=\gamma ^{9/4}`$ (shown as the dashed line in Fig. 11).

Another interesting question is how the shear computed using all of the mass compares to that obtained by using only the galaxies. We recomputed the shear above using all galaxies in the annulus with $`M_{500}>10^{10}h^1M_{}`$. We find that the direction is reasonably well reproduced, with the cosine of twice the misalignment angle

$$\mathrm{cos}^22\theta =\frac{\left|\gamma _{\mathrm{mass}}^{}\gamma _{\mathrm{gal}}\right|^2}{\left|\gamma _{\mathrm{mass}}\right|^2\left|\gamma _{\mathrm{gal}}\right|^2}$$
(8)
sharply peaked near 1 (Fig. 12). It is also of interest to ask how our result is changed if we take only the nearest galaxy. Here we find that while the shear is still strongly peaked near $`\mathrm{cos}^22\theta =1`$, it is less strongly peaked than if we use all of the galaxies (Fig. 12). A much better indicator is using the nearest massive galaxy (i.e. galaxy above $`10^{12}h^1M_{}`$) in which case the alignment is almost as good as using all of the galaxies in the shell. In comparing to observations of course it is important to include the shear coming from uncorrelated large-scale structure along the line-of-sight which may cause a swing in the angle away from the direction of the nearest galaxy.

Finally, scaling our results to the same mean mass density we find that the amplitude ratio

$$=\frac{\left|\gamma _{\mathrm{mass}}\right|}{\left|\gamma _{\mathrm{gal}}\right|}$$
(9)
has a large scatter, with values covering several decades. This can be understood physically by recalling that the galaxies roughly trace the position of mass concentrations, but the amount of mass in the galaxies can be only a small fraction of the total mass in a given halo. This fraction typically decreases as the halo mass increases.

## 7. Conclusions

We have presented predictions for the distribution of mass around sites of galaxy formation using a hydrodynamic simulation of structure formation which includes cooling, star-formation and feedback. In such simulations galaxies can be easily identified as dense knots of gas which stand out strongly from the background. Thus these simulations can be used to predict, from first principles, the galaxy auto-correlation function, the galaxy-mass cross correlation function (which is the key ingredient in galaxy-galaxy lensing studies) and the mass auto-correlation function.

While the dark matter clustering agrees very well with fitting functions we find that the evolution of the galaxy ‘bias’ is non-trivial and non-monotonic and that the bias is increasingly ‘stochastic’ to small scales. The galaxy-mass cross-correlation function is approximately the geometric mean of the galaxy-galaxy and mass-mass auto-correlation functions on scales above a few hundred kpc but there is more structure below 100kpc.

We find that halos in our simulation have approximately NFW forms, with a large scatter about the mean profile. Relating the galaxy-mass cross-correlation to the profile of an “average” halo is however fraught with difficulties. Neither the mean mass, the profile or the rotation curve of a typical halo is well reproduced by interpreting $`\xi _{\mathrm{gm}}(r)`$ as a galaxy profile. This casts some doubt on the ability of galaxy-galaxy lensing to determine the halo properties or mass-to-light ratios of “typical” galaxies.

Finally we have looked at the distribution of shear around galaxies which could be strong gravitational lenses. We found that the cosmologically relevant distribution of shears is well approximated by a power-law. The slope of this power-law is in good agreement with a model which assumes all galaxies are singular isothermal spheres with a power-law correlation function and that the shear is dominated by the nearest neighbour. The distribution rolls over at $`\gamma 10^2`$ with a peak roughly an order of magnitude below this. The direction of the shear is well reproduced by assuming the galaxies trace the mass, or that the shear is dominated by the nearest massive galaxy. The distribution of the magnitude of the shear is however quite broad.

## Acknowledgments

M.W. would like to thank Chris Kochanek for numerous helpful conversations about the material in §6 and a careful reading of the manuscript. This work was supported in part by the Alfred P. Sloan Foundation and the National Science Foundation, through grants PHY-0096151, ACI96-19019 and AST-9803137.


format: text

text:
# Nonextensive statistics and incomplete information

## I Introduction

It is well known that Boltzmann-Gibbs statistics ($`BGS`$) is inadequate for treating some complex systems. These are systems with complex or long term interactions and correlations, systems showing often distribution laws different from the usual ones (Gauss, Poisson), systems in chaotic or fractal states and often related to nonextensive phenomena in energy, entropy, heat, and other quantities. Some examples of the failures of $`BGS`$ are given in reference. We see that we need a new statistical mechanics fundamentally different from $`BGS`$. We can even conjecture that a new kind of statistical theory may be necessary for complex random phenomena because the validity of the actual statistical method is subject to some ideal conditions. A brief discussion on this topic will be given in the present paper.

In 1988, in a historical paper, Tsallis founded a nonextensive statistical mechanics which, in its most recent version, gives following canonical distribution functions :

$$p_i=\frac{[1(1q)\frac{\beta }{_i^wp_i^q}(e_iU)]_{}^{\frac{1}{1q}}}{Z}$$
(1)
with

$$Z=\underset{i}{\overset{w}{}}[1(1q)\frac{\beta }{_i^wp_i^q}(e_iU)]_{}^{\frac{1}{1q}}$$
(2)
where $`[y]_{}=y`$ if $`y0`$ and $`[y]_{}=0`$ otherwise (Tsallis cut-off). $`i`$ is a state point in phase space, $`w`$ the number of all accessible phase space points for the considered system, $`e_i`$ the energy of the system at the state $`i`$, $`\beta `$ the Lagrange multiplier of the constraint on the internal energy $`U`$ given by

$$U=\frac{_i^wp_i^qe_i}{_i^wp_i^q}=\frac{_i^wp_i^qe_i}{Z^{1q}}$$
(3)
which is used by Tsallis to overcome some theoretical difficulties. Eqs. (1) and (2) mean

$$\underset{i}{\overset{w}{}}p_i=1,$$
(4)
which is logical if we consider the fact that $`w`$ represents all possible states of the system. It should be noticed that, in the limit $`q=1`$, Eq. (1) becomes $`BGS`$, i.e. $`p_i=\frac{1}{Z}exp(\beta e_i)`$.

We refer to the generalized exponential distribution Eq. (1) as Tsallis distribution function ($`TDF`$) which is proved to be indeed very useful and efficacious in describing some systems with complex or long term interactions. Many successful and convincing applications was published over the last 10 years concerning different systems showing peculiar distribution laws (the reader is referred to references  for updated comments on this subject).

In spite of the successes of $`TDF`$, researchers continue to work on its theoretical foundation, because there are still various open questions. One notes peculiar theoretical properties which sometimes are not very easy to understand and deserve to be investigated. In this paper, we would like to discuss some fundamental aspects of the last version of Tsallis theory and present some observations. We also show a possible solution to the problems with a modifications in the theoretical basis of nonextensive statistics.

## II Brief history of $`TDF`$

Let us begin by a brief review of the historical path of $`TDF`$.

In 1988, Tsallis proposed the following generalized statistical entropy :

$$S=k\frac{1_{i=1}^wp_i^q}{1q},(qR)$$
(5)
which he maximized according to Jaynes principle with two constraints : Eq. (4) and the mathematically suitable expectation value of energy U :

$$U=\underset{i}{\overset{w}{}}p_ie_i.$$
(6)
This definition is completely legitimate if $`p_i`$ is considered as probability. This approach led to the first version of $`TDF`$, i.e.

$$p_i=\frac{[1(q1)\beta e_i]_{}^{\frac{1}{q1}}}{Z}$$
(7)
with

$$Z=\underset{i}{\overset{w}{}}[1(q1)\beta e_i]_{}^{\frac{1}{q1}}$$
(8)
Later, it was found that $`Tsallis1`$ had some shortcomings such as the thermodynamic instability of entropy and the incapacity to deduce some power-law distributions . But quite before the first published criticisms  on this theory, another version of $`TDF`$ was proposed by Curado and Tsallis . This second version, say, Curado-Tsallis, replaced Eq.(6) by :

$$U=\underset{i}{\overset{w}{}}p_i^qe_i.$$
(9)
Curado-Tsallis formalism allows to get a mathematical elegance with the conventional Legendre transformation of thermodynamics :

$$\frac{S}{U}=\frac{1}{T}=k\beta $$
(10)
where $`T`$ is the absolute temperature. This elegance is lost by Tsallis-1 version which gives :

$$\frac{S}{U}=\frac{1}{T}=Z^{1q}k\beta $$
(11)
where $`U`$ is no longer a simple function dependent only on $`Z`$ just like in the $`BGS`$ case***In $`Tsallis1`$ version, we have $`U=\frac{1}{qZ}\frac{}{\beta }_i[1(q1)\beta e_i]_{}^{\frac{q}{q1}}`$, which nevertheless tends to $`BGS`$ relation $`U=\frac{}{\beta }lnZ`$ when $`q1`$..

The Curado-Tsallis formalism once again gives Eq.(7) with a change $`(q1)(1q)`$, and is successfully applied to systems showing non gaussian distribution laws as soon as its proposal. Nevertheless, the anomalous relation between the normalization Eq.(4) and the averages Eq.(9) remains an open question. Rigorously speaking, supposing Eq.(4), we logically write Eq.(6) for an observable average. In other words, Eq.(9) means that $`p_i^q`$ is the observable probability but is not normalized and that $`p_i`$ is an imaginary probability which is normalized but never used in practice, i.e. $`p_i`$ is not observable if Eq.(4) holds.

This second formalism, according to some authors, shows some fundamental difficulties. For examples : 1) the average of a constant is not constant; 2) the total energy of two systems without any interaction is not the sum of the energies of each system; 3) the zeroth law does not hold; 4)the invariance of probability with uniform energy translation is missing.

The third or last version of $`TDF`$ is that mentioned at the beginning of this paper. It replaces the unnormalized average by a normalized one Eq.(3) and so resolved the above mentioned problems.

When writing this manuscript, we saw another proposal by Martinez et al  concerning the energy constraint for entropy maximization. They propose using

$$\underset{i}{\overset{w}{}}p_i^q(e_iU),$$
(12)
as the constraint but with $`U`$ given by Eq.(3). This approach overcomes a mathematical difficulty of the third version of $`TDF`$, that is, the auxiliary function $`A(p)`$ for entropy maximization :

$$A=\frac{1_{i=1}^wp_i^q}{1q}\alpha (\underset{i}{\overset{w}{}}p_i1)\beta (\frac{_i^wp_i^qe_i}{_i^wp_i^q}U)$$
(13)
does not necessarily have a maximum. Because, first, $`\frac{d^2A}{dp_idp_j}`$ is not diagonal, i.e., $`\frac{d^2A}{dp_idp_j}0`$ when $`ij`$. Second, even if we calculate only $`\frac{d^2A}{dp_i^2}`$, we get :

$$\frac{d^2A}{dp_i^2}=qp_i[Z^{1q}q\beta p_i^{2q1}Z^{2q2}(e_iU)].$$
(14)
To ensure $`\frac{d^2A}{dp_i^2}<0`$ for a maximum entropy, we have to put $`[Z^{1q}q\beta p_i^{2q1}Z^{2q2}(e_iU)]>0`$, which, evidently, can not be always valid. Martinez et al overcame this difficulty with Eq.(12) leading to $`\frac{d^2A}{dp_idp_j}=0`$ for $`ij`$ and $`\frac{d^2A}{dp_i^2}=qp_iZ^{1q}<0`$. The entropy maximum is ensured.

This maximization still leads to Eq.(1) as probability distribution. In fact, this proposal is a composition of the Curado-Tsallis maximization with $`_i^wp_i^qe_i`$ and another constraint $`_i^wp_i^qU`$. The latter can be called invariance constraint since its only role is to ensure the invariance of the resulted distribution with respect to uniform translation of the energy levels $`e_i`$. Due to the same distribution functions, this scenario has the same essential characteristics as the last version of $`TDF`$, about which we will discuss some open questions in the following section.

## III Some questions about $`TDF`$

1. Let us begin by presenting an observation about the maximum entropy principle of Jaynes. This principle asserts that, in order to obtain the correct probability distribution, it suffices to introduce into the entropy maximization physical conditions or constraints related to observable quantities, that is, the normalization of the probability, the expectation, variance or higher moments. Supposed Eq.(4) as normalization, the only observable expectation value or higher moments must be defined with Eq.(6). The introduction of Eq.(9) or Eq.(3) does not conforms with this principle, because we do not know whether these averages really represent observable quantities or not. One may say that the successful applications of these formalisms confirm the observability of these averages. But in this case, $`p_i`$ becomes non observable in turn. So the normalization Eq.(4) should disappear in the entropy maximization. This observability question deserves to be carefully studied. Indeed, if necessary, we could reject any old principle and introduce new ones under the condition that the resulted theory be useful and self-consistent.
2. The second question was discussed by Raggio . If the expectation Eq. (3) satisfies the constraint associated with the linearity in the observables, i.e.

$$\overline{x+y}=\overline{x}+\overline{y}$$
(15)
for two independent observables x̂ and ŷ, it does not satisfy the linearity in the state (or distribution), i.e.

$$\overline{x}[\lambda p(1)+(1\lambda )p(2)]=\lambda \overline{x}[p(1)]+(1\lambda )\overline{x}[p(2)]$$
(16)
where $`p(1)`$ and $`p(2)`$ are two normalized probability distributions, nor does Eq. (9) which violates even Eq.(15). The origin of these violations is logically the discrepancy between the average Eq. (3) (or (9)) and the normalization Eq. (4)  according to which the joint probability is $`p(x+y)=p(x)p(y)`$ and the probability summation is $`p(1+2)=p(1)+p(2)`$. If the average is calculated with $`p^q`$ instead of $`p`$, the problem is evident since $`p^q`$ is not normalized and $`p^q(1+2)p^q(1)+p^q(2)`$. Indeed,

$`\overline{x}[\lambda p(1)+(1\lambda )p(2)]`$ $`=`$ $`{\displaystyle \frac{_i[\lambda p_i(1)+(1\lambda )p_i(2)]^qx_i}{_i[\lambda p_i(1)+(1\lambda )p_i(2)]^q}}`$ (17)
$``$ $`\lambda {\displaystyle \frac{_ip_i^q(1)x_i}{_ip_i^q(1)}}+(1\lambda ){\displaystyle \frac{_ip_i^q(2)x_i}{_ip_i^q(2)}}.`$ (18)
Eqs. (15) and (16) are to be satisfied for that x̂, ŷ, $`p(1)`$ and $`p(2)`$ be observable and have physical signification. This problem naturally leads us to the following question : does the observability of the normalization Eq. (4) is incompatible with that of the expectation value given by Eq. (3) or (9)?
3. The third question we would like to discuss is about the absence of analytic energy correlation. We know that the correlations in entropy can be calculated a priori with mathematical rigor. But the correlation in any other observable quantities can not be calculated with the average Eq. (3).

Let us suppose an isolated system $`C`$ composed of two subsystems $`A`$ and $`B`$ of which the distributions satisfy

$`p_{ij}(C)=p_i(A)p_j(B).`$ (19)
In nonextensive statistics, this hypothesis of multiplication law means that $`A`$ and $`B`$ are correlated and gives the correlation term associated with energy. From Eq. (1), (2) and (3), we straightforwardly obtain :

$`e_{ij}(A+B)U(A+B)`$ $`=`$ $`[e_i(A)U(A)]{\displaystyle \underset{i}{}}p_i^q(B)+[e_j(B)U(B)]{\displaystyle \underset{j}{}}p_j^q(A)`$ (20)
$`+`$ $`(q1)\beta [e_i(A)U(A)][e_j(B)U(B)].`$ (21)
Without additional hypothesis, this equality does not lead to any explicit relation between the hamiltonians $`H(A+B)`$ and $`H(A)`$ or $`H(B)`$ neither for the micro-state values $`e_i`$ nor for the average $`U`$. Tsallis and coworkers  proposed neglecting the correlation term of any observable between the subsystems. So one can write :

$`e_{ij}(A+B)`$ $`=`$ $`e_i(A)+e_j(B)`$ (22)
and

$`U(A+B)`$ $`=`$ $`U(A)+U(B).`$ (23)
On the basis of this extensive energy approximation, the zeroth law of thermodynamics is claimed to be established for the foundation of nonextensive thermodynamics. This problem will be discussed below

Our question about Eqs. (22) and (23) is : if in general the correlation (nonextensive) terms of whatever observable or interactions can be neglected, what is the origin of the nonextensivity of entropy? We know that entropy should be a continuous function of the distributions which in turn are continuous functions of the observables.

In addition, allowing Eqs.(22) and (23), we lose the equalities Eqs.(20) and Eq.(19), which are crucial for the nonextensive theory. If Eq.(19) fails, we cannot in fact find even the entropy correlation given by

$$S(A+B)=S(A)+S(B)+\frac{1q}{k}S(A)S(B).$$
(24)
4. Zeroth law of thermodynamics can not be established without neglecting the correlation energy. That is to say that the Lagrange multiplier $`\beta `$ is no longer a ”meter” measuring the thermodynamic equilibrium. We will show why.

We take once again the above mentioned isolated system $`C`$ composed of two subsystems $`A`$ and $`B`$ in equilibrium. From Eq. (24), we get, for a small variation of the total entropy :

$`\delta S(A+B)`$ $`=`$ $`[1+{\displaystyle \frac{1q}{k}}S(B)]\delta S(A)+[1+{\displaystyle \frac{1q}{k}}S(A)]\delta S(B)`$ (25)
$`=`$ $`[1+{\displaystyle \frac{1q}{k}}S(B)]{\displaystyle \frac{S(A)}{U(A)}}\delta U(A)+[1+{\displaystyle \frac{1q}{k}}S(A)]{\displaystyle \frac{S(B)}{U(B)}}\delta U(B).`$ (26)
Because $`\delta S(A+B)=0`$, we get

$`[1+{\displaystyle \frac{1q}{k}}S(B)]{\displaystyle \frac{S(A)}{U(A)}}\delta U(A)+[1+{\displaystyle \frac{1q}{k}}S(A)]{\displaystyle \frac{S(B)}{U(B)}}\delta U(B)=0`$ (27)
Now, in order to proceed, we need the relation between $`U(A+B)`$ and $`U(A)`$ or $`U(B)`$ but it does not exist. As mentioned above, $`U(A+B)`$ can not be expressed in $`U(A)`$ and $`U(B)`$. So no relation can be found between $`\delta U(A)`$ and $`\delta U(B)`$ and, as a consequence, the derivative $`\frac{S}{U}`$ can not be calculated from $`\delta S(A+B)=0`$. So supposing $`U(A+B)=U(A)+U(B)`$ or $`\delta U(A)=\delta U(B)`$ proposed by Abe and Martinez et al , we obtain

$`[1+{\displaystyle \frac{1q}{k}}S(B)]{\displaystyle \frac{S(A)}{U(A)}}=[1+{\displaystyle \frac{1q}{k}}S(A)]{\displaystyle \frac{S(B)}{U(B)}}`$ (28)
or

$`Z^{q1}(A)\beta (A)=Z^{q1}(B)\beta (B)`$ (29)
which is the generalized zeroth law with $`Z^{q1}\beta `$ instead of $`\beta =1/kT`$ as the measure of the equilibrium. Due to this approximate zeroth law, the implicit distribution function Eq. (1) becomes explicit for systems in thermal equilibrium since it can be recast as

$$p_i=\frac{[1(1q)\lambda (e_iU)]_{}^{\frac{1}{1q}}}{Z}$$
(30)
where $`\lambda =\beta Z^{q1}`$ is now an independent thermodynamic variable. So the theory is reconciled with the old notion of thermal equilibrium to the detriment of the correlation between the components of the system. In our opinion, two important things are lost in this treatment : a) the generality of the nonextensive theory which should be able to tackle correlated problems in taking into account the interactions; b) the generality of the zeroth law which should hold within a theory without any condition, or all thermodynamic laws will become approximate. As a matter of fact, as mentioned above and argued by Guerberoff et al, with additive energy or non interacting subsystems, Eq.(19) and Eq.(24) do not hold so that the zeroth law Eq.(29) can not be established. Very recently, a new point of view about thermal equilibrium and nonextensivity shows that Eq.(19) or Eq.(24) is required by the existence of thermal equilibrium with Tsallis entropy and should be regarded as a basic assumption of the statistics for equilibrium nonextensive systems. So that appropriate energy nonextensivity satisfying Eq.(19) is absolutely necessary for the validity of zeroth law within Tsallis statistics. We will come back to this issue later in this paper.
5. Now we discuss a mathematical problem. From Eq. (1), we can write :

$`Z`$ $`=`$ $`{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{1}{1q}}`$ (31)
$`=`$ $`{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{q}{1q}+1}`$ (32)
$`=`$ $`Z^q{\displaystyle \underset{i}{\overset{w}{}}}p_i^q[1(1q)\lambda (e_iU)]_{}`$ (33)
Considering the average defined in Eq. (3), Eq. (31) can be recast as :

$`Z`$ $`=`$ $`{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{q}{1q}}`$ (34)
or

$`{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{1}{1q}}={\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{q}{1q}}.`$ (35)
This equality is a basic relation of the theory and must hold for arbitrary value of $`q`$, $`w`$, $`\beta `$ and $`e_i`$. Now let us apply it to calculate the inverse temperature $`\beta `$.

From Eq. (34), we can write

$`{\displaystyle \underset{i}{\overset{w}{}}}p_i^q=Z^{1q}`$ (36)
and

$$S=k\frac{Z^{1q}(U)1}{1q},$$
(37)
Then we calculate the following derivative :

$`{\displaystyle \frac{dS}{dU}}`$ $`=`$ $`{\displaystyle \frac{k}{Z^q}}{\displaystyle \frac{dZ}{dU}}.`$ (38)
First we take the $`Z`$ given by Eq. (2), we obtain :

$`{\displaystyle \frac{dS}{dU}}=k\lambda Z^{1q}=k\beta .`$ (39)
But if we take the $`Z`$ of Eq. (34), we obtain

$`{\displaystyle \frac{dS}{dU}}={\displaystyle \frac{qk\beta }{Z}}{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{2q1}{1q}}`$ (40)
which means

$`Z=q{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{2q1}{1q}}.`$ (41)
If we put Eq. (41) into Eq. (38) and continue in this way for $`n`$ times, we will find

$`Z`$ $`=`$ $`{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{q}{1q}}`$ (42)
$`=`$ $`q{\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{2q1}{1q}}`$ (43)
$`=`$ $`q(2q1){\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{3q2}{1q}}`$ (44)
$`=`$ $`q(2q1)(3q2){\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{4q3}{1q}}`$ (45)
$`=`$ $`q(2q1)(3q2)\mathrm{}(nqn+1){\displaystyle \underset{i}{\overset{w}{}}}[1(1q)\lambda (e_iU)]_{}^{\frac{(n+1)qn}{1q}}`$ (46)
with $`n=0,1,2\mathrm{}`$. We create in this way a series of equalities which seem not to hold. For example, if we take the second equality of Eq. (42) and let $`q0`$, the right-hand side will tend to zero and the left-hand side to $`_i^w1=w`$. The result is $`w0`$. This same result can also be obtained for $`q\frac{1}{2}`$ if we take the third equality of Eq.(42) and for $`q\frac{2}{3}`$ with the forth equality and so on. These singular points in $`q`$ value do not conform with the hypothesis that Eq. (35) is a general relation of the theory. It seems to us that these equalities are valid only when $`q1`$ and $`Z`$ becomes the $`BGS`$ partition function.

We can also study the equality Eq.(35) in another way. Let us suppose that x̂ is a continuous variable within $`0<x<\mathrm{}`$. So $`Z`$ sometimes can be given by

$`Z={\displaystyle _0^{\mathrm{}}}[1(1q)\lambda (xU)]_{}^{\frac{q}{1q}}𝑑x.`$ (47)
or

$`Z={\displaystyle _0^{\mathrm{}}}[1(1q)\lambda (xU)]_{}^{\frac{1}{1q}}𝑑x.`$ (48)
In this case, we should put $`q>1`$ for $`Z`$ to be calculated when $`x`$ is large. The integration of Eq.(47) is always finite. But Eq.(48) needs $`q<2`$ to be finite. If $`q>2`$, the $`Z`$ of Eq.(47) can be calculated while that of Eq.(48) diverges. This paradox naturally disappears for $`q1`$.
6. Another problem concerning the relation between the average $`U`$ and the micro-state value $`e_i`$ or $`Z`$ arises due to Eq.(35). Usually, the $`UZ`$ relation ($`U=\frac{}{\beta }lnZ`$ in $`BGS`$) can be found by introducing the distribution function Eq.(1) into the average calculus Eq.(3):

$`U`$ $`=`$ $`{\displaystyle \frac{_ip_i^qe_i}{Z^{1q}}}`$ (49)
$`=`$ $`{\displaystyle \frac{1}{Z}}{\displaystyle \underset{i}{}}e_i[1(1q)\lambda (e_iU)]_{}^{\frac{q}{1q}}`$ (50)
$`=`$ $`{\displaystyle \frac{1}{Z}}\{{\displaystyle \frac{}{\lambda }}{\displaystyle \underset{i}{}}[1(1q)\lambda (e_iU)]_{}^{\frac{1}{1q}}{\displaystyle \underset{i}{}}U[1(1q)\lambda (e_iU)]_{}^{\frac{q}{1q}}\}`$ (51)
$`=`$ $`{\displaystyle \frac{1}{Z}}\{{\displaystyle \frac{Z}{\lambda }}UZ\}`$ (52)
$`=`$ $`{\displaystyle \frac{1}{Z}}{\displaystyle \frac{Z}{\lambda }}+U`$ (53)
which leads to, instead of the expected $`UZ`$ relation,

$`{\displaystyle \frac{Z}{\lambda }}=0.`$ (54)
as well as

$`{\displaystyle \frac{S}{\lambda }}={\displaystyle \frac{}{\lambda }}k{\displaystyle \frac{Z^{1q}1}{1q}}=k{\displaystyle \frac{1}{Z^q}}{\displaystyle \frac{Z}{\lambda }}=0.`$ (55)
So the micro-macro relation is impossible to be found if no mechanical quantity can be calculated from its microstate values.

In addition, Eq.(54) gives rise to another problem similar to that discussed in the precedent part. Eq.(54) can be easily verified if we take the standard $`Z`$ given by Eq.(2). But If we take the $`Z`$ in Eq.(34), we get the following relation

$`{\displaystyle \underset{i}{\overset{w}{}}}(e_iU)[1(1q)\lambda (e_iU)]_{}^{\frac{2q1}{1q}}=0`$ (56)
or

$`U={\displaystyle \frac{_i^we_i[1(1q)\lambda (e_iU)]_{}^{\frac{2q1}{1q}}}{_i^w[1(1q)\lambda (e_iU)]_{}^{\frac{2q1}{1q}}}}={\displaystyle \frac{_i^we_ip_i^{2q1}}{_i^wp_i^{2q1}}}.`$ (57)
If we repeat the same reasoning with the $`Z`$ of Eq.(41), we get

$`U={\displaystyle \frac{_i^we_ip_i^{3q2}}{_i^wp_i^{3q2}}}.`$ (58)
We can continue in this way with Eq.(49) and obtain :

$`U`$ $`=`$ $`{\displaystyle \frac{_i^we_ip_i^q}{_i^wp_i^q}}`$ (59)
$`=`$ $`{\displaystyle \frac{_i^we_ip_i^{2q1}}{_i^wp_i^{2q1}}}`$ (60)
$`=`$ $`{\displaystyle \frac{_i^we_ip_i^{3q2}}{_i^wp_i^{3q2}}}`$ (61)
$`=`$ $`{\displaystyle \frac{_i^we_ip_i^{4q3}}{_i^wp_i^{4q3}}}`$ (62)
$`\mathrm{}`$ $`=`$ $`{\displaystyle \frac{_i^we_ip_i^{nqn+1}}{_i^wp_i^{nqn+1}}}.`$ (63)
which means $`_i^w(e_iU)=0`$ or $`U=_i^we_i/w`$ if $`q=\frac{n1}{n}`$ with $`n=1,2,3\mathrm{}`$. i.e., we are led to the microcanonical case. On the other hand, if we calculate $`U`$ from its definition Eq.(3) for $`q=1/2`$, we will be led to

$`U={\displaystyle \frac{1}{Z}}({\displaystyle \underset{i}{\overset{w}{}}}e_i{\displaystyle \frac{\lambda }{2}}{\displaystyle \underset{i}{\overset{w}{}}}e_i^2+{\displaystyle \frac{\lambda }{2}}U{\displaystyle \underset{i}{\overset{w}{}}}e_i)`$ (64)
or

$`U=({\displaystyle \underset{i}{\overset{w}{}}}e_i{\displaystyle \frac{\lambda }{2}}{\displaystyle \underset{i}{\overset{w}{}}}e_i^2)/(Z{\displaystyle \frac{\lambda _i^we_i}{2}}),`$ (65)
which does not seem to be a microcanonical case.

These mathematical problems discussed above seem to be related directly to the fact that the $`TDF`$ Eq.(1) depends only on the difference $`e_iU`$. So Eq.(1) can be regarded as the relative probability distribution with respect to the average energy of the system, but not the real probability with respect to a suitable zero-energy we must choose due to the energy translation variance of $`TDF`$. We will come back to this problem at the end of the present paper. We also wonder if the $`q`$-independent results for generalized ideal gas have something to do with this relative probability combined with extensive energy approximation for “non interacting particles”.

We have discussed some questionable points in the last version of $`TDF`$. Some other discussions concerning the relation between $`TDF`$ of the third version and the law of large number are given in reference . Of course, these are questions that we have to study carefully. For the moment, we do not see how to get out of these theoretical difficulties if we stay in the formalism with the conventional normalization and the expectation value Eq.(3). In what follows, we will show a possible way out. The main idea is to introduce into Tsallis theory the hypothesis of incompleteness of our knowledge (information) about nonextensive systems.

## IV Some considerations concerning statistics

Very recently, a possible alternative theoretical basis for $`TDF`$ was proposed . The new formalism is based on a reflection about the conditions of physical application of the standard probability theory which is sometimes referred to as Kolmogorov probability theory . This reflection leads to a mathematically simpler and coherent nonextensive framework being capable of avoiding the problems discussed above.

This new theoretical framework is referred to as incomplete statistics (IS). The basic idea of $`IS`$ is that our knowledge about the states (their position and total number in the phase space) of a system may be incomplete and non exact. This is true at least for complex systems with unknown space-time correlations which can not be exactly described with analytic methods. So the equation of motion must be incomplete in the sense that some interactions are missing and its solution can not yield complete knowledge about the systems. On the other hand, Kolmogorov probability theory is founded on the hypothesis that we know all the possible states of the studied system or that the maximal information is complete and can provide definite answers for all questions that can be asked of the system. When we carry out a summation or an integration of probability in phase-space, we suppose that this is done over the possible states which can be determined by the equation of motion. This assumption is logical if and only if all interactions and space-time correlations are well-known or their unknown parts are negligible, as in the case of $`BGS`$ or of other successful probabilistic sciences.

## V Incomplete normalization

If the incompleteness of our knowledge is not negligible, it is no longer sure that we sum over the possible states of the system simply because we do not know all of them. What we can do is to take the known states or events suggested by the equation of motion or by our knowledge. Their number, say $`v`$, may be greater or smaller than $`w`$, the real number of all possible states. As a consequence, the normalization condition is reduced to

$$\underset{i=1}{\overset{v}{}}p_i=Q1$$
(66)
where $`p_i`$ is the true probability which can not sum to one. The necessity to introduce this nonextensive or nonadditive probability is first noted by economists. This probability in Eq.(66) was referred to by Rényi as incomplete probability distribution because the values of the random variable of this distribution do not constitute a complete (exhaustive) ensemble (i.e. $`v<w`$).

It should be noticed that $`Q`$ is a constant depending on the studied system. Now in order to apply conventional probability theory, Eq.(66) has to be renormalized to get a calculable “probability” related to $`p_i`$ as well as to $`Q`$ representing the nature of the system.

Our proposal is to write

$$\underset{i=1}{\overset{v}{}}\frac{p_i}{Q}=\underset{i=1}{\overset{v}{}}p_i^q.$$
(67)
which means

$$\underset{i=1}{\overset{v}{}}p_i^q=1,(q[0,\mathrm{}])$$
(68)
and, for internal energy,

$$U=\underset{i=1}{\overset{v}{}}p_i^qe_i.$$
(69)
Since $`p_i`$ is the true probability and satisfies $`0p_i<1`$, we have to set $`0<q<\mathrm{}`$. $`q=0`$ should be avoided because it leads to $`p_i=0`$ for all states. We see from Eq.(67) that $`Q=1`$, $`Q<1`$ and $`Q>1`$ means $`q=1`$, $`q<1`$ and $`q>1`$, respectively. $`q`$ is directly related to $`Q`$ (e.g., for microcanonical distribution, $`q=\frac{\mathrm{ln}v}{\mathrm{ln}v\mathrm{ln}Q}`$) and, in this way, to the unknown correlations or information. This may help to understand empirical $`q`$ values for nonextensive systems.

## VI Nonextensive statistics

In this section, we present a method based on the incomplete normalization Eq.(68) in order to get $`TDF`$.

### A Nonextensive information and entropy

On the basis of the hypothesis of the nonextensivity (nonadditivity) of entropy or other quantities, we proposed using a generalized logarithm function as a generalized Hartley formula for the information measure I(N) required to specify one element in a system containing $`N`$ elements :

$$I(N)=\frac{N^g1}{g}$$
(70)
where $`g`$ is a real number. This means the following nonadditivity :

$$I(N_1\times N_2)=I(N_1)+I(N_2)+gI(N_1)\times I(N_2).$$
(71)
where $`I(N_1\times N_2)`$ is the information needed to specify simultaneously 2 elements, each being in a subsystem 1 or 2. We see that the parameter $`g`$ is a measure of nonextensivity. If $`g0`$, $`I(N)lnN`$ and the information becomes extensive (additive). Eq.(69), Eq.(70) or Eq.(71), plus the other axioms used by Shannon, lead to a nonextensive entropy

$$S=k\underset{i=1}{\overset{v}{}}p_i^q\frac{p_i^g1}{g}=k\frac{_{i=1}^vp_i^{q+g}1}{g}.$$
(72)
We should ask that the above entropy recover the Gibbs-Shannon one $`S=k_{i=1}^wp_ilnp_i`$ for $`q=1`$. This constraint on nonextensive entropy is logical because $`q=1`$ or $`Q=1`$ implies a complete knowledge about the studied system and short range interactions or correlations. In this case, we do not have any reason for holding the nonextensivity. So $`g=0`$ when $`q=1`$ and $`g`$ should be monotonic function of $`q`$, which ensures the monotonic $`q`$-dependence of entropy.

### B generalized distribution function

For maximum entropy, we write the following auxiliary function :

$$A=\frac{1_{i=1}^vp_i^{q+g(q)}}{g(q)}+\alpha \gamma \underset{i}{\overset{v}{}}p_i^q\alpha \beta ^{}\underset{i}{\overset{v}{}}p_i^qe_i.$$
(73)
Let $`\frac{dA}{dp_i}=0`$, we obtain

$$p_i=\frac{[1\frac{\beta ^{}}{\gamma }e_i]_{}^{\frac{1}{g(q)}}}{Z}$$
(74)
with

$$Z^q=\underset{i}{\overset{v}{}}[1\frac{\beta ^{}}{\gamma }e_i]_{}^{\frac{q}{g(q)}}.$$
(75)
Now it should be asked that the distribution Eq.(74) become the $`BGS`$ exponential distribution for $`q=1`$ or $`g(q)=0`$, which means that Eq.(74) should be a generalized exponential function, that is

$$\frac{Z^gp_i^g(e_i)1}{g}=\beta ^{}e_i.$$
(76)
This straightforwardly leads to $`\gamma =1/g(q)`$ and

$$p_i=\frac{[1g(q)\beta ^{}e_i]_{}^{\frac{1}{g(q)}}}{Z}$$
(77)
From Eq.(77), it can be shown that

$$\frac{d^2A}{dp_i^2}=[g(q)+q]p_i^{g(q)+q2}.$$
(78)
If we want that the distribution Eq.(74) be a maximum entropy (or minimum energy) distribution, we should put

$$g(q)+q>0$$
(79)
which ensures $`\frac{d^2A}{dp_i^2}<0`$ for a maximum entropy with Eq.(73). This means that the curve of $`g(q)`$ is situated above the straight line of $`g(q)=q`$. If we impose the monotonicity of $`S`$ and $`g(q)`$ with respect to $`q`$, we also have

$$\frac{dg(q)}{dq}<0.$$
(80)
Eq.(77) is the generalized nonextensive distribution function. Comparing it to Eq.(1), we see that $`TDF`$ corresponds to $`g(q)=1q`$. This choice is the simplest one that satisfies the two conditions Eqs.(79) and (80) and also yields the simplest nonextensive entropy :

$$S=k\underset{i=1}{\overset{v}{}}p_i^q\frac{p_i^{1q}1}{1q}=k\underset{i=1}{\overset{v}{}}\frac{p_ip_i^q}{1q}=k\frac{1_{i=1}^vp_i}{1q}.$$
(81)
with the simplest generalized distribution function

$$p_i=\frac{[1(1q)\beta ^{}e_i]_{}^{\frac{1}{1q}}}{Z}.$$
(82)
which is the $`TDF`$ in $`IS`$ version. It should be remembered that a different forms of $`g(q)`$ may lead to different distributions.

Note that the distribution Eq.(82) is in the same form as the $`TDF`$ in Curado-Tsallis version but, due to the incomplete normalization, has a different partition function given by

$$Z^q=\underset{i}{\overset{v}{}}[1(1q)\beta ^{}e_i]_{}^{\frac{q}{1q}}.$$
(83)
The consequences of this change will be discussed in the following sections.

We would like to mentioned here that Kaniadakis proposed a new generalization of $`BGS`$ ($`\kappa `$-deformed statistics) on the basis of nonlinear kinetics in low density gas systems with normalized distribution function $`f`$. It is argued that the $`q`$-variance of the $`q`$-exponential function of $`TDF`$ suggests to write $`f=p_i^q`$ and so Eqs.(68) and (69). This work gives Eq.(82) as single particle distribution from the nonlinear kinetics theory. This result is in accordance with the conclusion of reference  that $`TDF`$ is an exact distribution for both many-body system (nonextensive) and correlated single body according to Eq.(19) prescribed by thermodynamic equilibrium. In this sense, the hypothesis of low density gas is no longer necessary, and the $`\kappa `$-deformed statistics can be regarded as a valid theory for any nonextensive gas system in equilibrium having Tsallis entropy.

### C Generalized distribution and nonextensivity

We consider again the total system $`C`$ composed of two subsystems $`A`$ et $`B`$ in interaction. By $`p_{ij}(C)`$ we denote the probability that $`C`$ is at the product state $`ij`$ while $`A`$ is at the state $`i`$ with a probability $`p_i(A)`$ and $`B`$ at $`j`$ with a conditional probability $`p_{ij}(BA)`$. We can write

$`p_{ij}(C)=p_i(A)p_{ij}(BA),`$ (84)
or

$`p_{ij}^q(C)=p_i^q(A)p_{ij}^q(BA),`$ (85)
which means

$$\frac{[1g(q)\beta ^{}e_{ij}(C)]_{}^{\frac{q}{g(q)}}}{Z^q(C)}=\frac{[1g(q)\beta ^{}e_i(A)]_{}^{\frac{q}{g(q)}}}{Z^q(A)}\frac{[1g(q)\beta ^{}e_{ij}(B)]_{}^{\frac{q}{g(q)}}}{Z^q(BA)}$$
(86)
or

$$e_{ij}(C)=e_i(A)+e_{ij}(B)g(q)\beta ^{}e_i(A)e_{ij}(B).$$
(87)
and, from Eq.(69),

$$U(C)=U(A)+U(B)g(q)\beta ^{}U(A)U(B).$$
(88)
Since $`S`$ is an observable as the others, Eq.(88) must hold for $`S`$ as well. Indeed, if we put the multiplication law Eq.(84) into the entropy Eq.(72), we get

$`S(C)`$ $`=`$ $`k{\displaystyle \frac{_{ij}p_{ij}^{q+g(q)}(C)1}{g(q)}}`$ (89)
$`=`$ $`k{\displaystyle \frac{_{ij}p_i^{q+g(q)}(A)p_{ij}^{q+g(q)}(BA)1}{g(q)}}`$ (90)
$`=`$ $`k{\displaystyle \frac{_ip_i^{q+g(q)}(A)1}{g(q)}}k{\displaystyle \frac{_jp_{ij}^{q+g(q)}(BA)1}{g(q)}}`$ (91)
$``$ $`{\displaystyle \frac{g(q)}{k}}k^2{\displaystyle \frac{_ip_i^{q+g(q)}(A)1}{g(q)}}{\displaystyle \frac{_jp_{ij}^{q+g(q)}(BA)1}{g(q)}}`$ (92)
$`=`$ $`S(A)+S_i(BA){\displaystyle \frac{g(q)}{k}}S(A)S_i(BA).`$ (93)
with

$$S_i(BA)=k\frac{_jp_{ij}^{q+g(q)}(BA)1}{g}.$$
(94)
Following the idea of Abe et al, we can define a conditional entropy of $`B`$ as follows

$$S(BA)=\underset{i}{}p_i^q(A)S_i(BA).$$
(95)
From Eq.(89), we simply obtain

$`S(BA)`$ $`=`$ $`{\displaystyle \underset{i}{}}p_i^q(A){\displaystyle \frac{S(C)S(A)}{1\frac{g(q)}{k}S(A)}}`$ (96)
$`=`$ $`{\displaystyle \frac{S(C)S(A)}{1\frac{g(q)}{k}S(A)}}`$ (97)
or

$`S(C)`$ $`=`$ $`S(A)+S(BA){\displaystyle \frac{g(q)}{k}}S(A)S(BA),`$ (98)
which has exactly the same form as Eq.(88). It should be noticed that this equation means that $`S(BA)=S_i(BA)`$, i.e. the conditional entropy of $`B`$ associated with a microstate $`i`$ of $`A`$ is in fact independent of $`i`$. It is a little surprising to see this property with two correlated subsystems. But if we look back to the origin, we find that this is simply the consequence of the postulate Eq.(71) which supposes a nonextensive term in the form of product of two sub-informations. This is naturally a special choice of the nonextensivity described by the generalized Hartley formula. If we choose a different nonextensive information measure, the things will be different. Recently, the proposition of an entropy pseudoadditivity prescribed by thermal equilibrium shed light on this problem. We understand that, supposed the generalized Hartley formula (or Tsallis entropy), Eq.(71) and so Eq.(24) are prescribed by the existence of thermal equilibrium. In other words, without these relations, a composite system with correlated (not independent!) subsystems can not have stable equilibrium state. So any exact discussion about equilibrium systems must conform with the factorization of compound probability Eq.(19). As a consequence, the idea of additive energy with neglected correlations or non interacting systems, incompatible with the spirit of nonextensive statistics, becomes unnecessary and should be rejected. The definition of temperature has to be revisited on the basis of nonextensive energy satisfying Eq.(19). It is what we are doing in the following section.

## VII Thermodynamic relations

To give statistical interpretation of thermodynamics, a well defined temperature related to stable thermodynamic equilibrium (maximum entropy or minimum energy) is needed. In this section, we will present briefly some consequences of $`IS`$. All the discussions are based on Eq.(19) and compatible entropy and energy pseudoadditivities.

### A Zeroth law and generalized temperature

First, what is $`\beta ^{}`$ in the distribution Eq.(77)? In $`BGS`$, $`\beta ^{}=\beta =\frac{1}{kT}`$ is the inverse temperature and the first law of thermodynamics can be written as

$`dU=dQ+W`$ (99)
or

$`dU=TdS+YdX`$ (100)
where W is the work done by $`Y`$, a generalized exterior force (e.g. pressure -$`P`$), $`X`$ the correspondent displacement (e.g. volume $`V`$), and $`dS=\frac{dQ}{T}`$ the thermodynamic definition of entropy. When $`X`$ remains constant, we have $`dU=dQ`$ and

$`{\displaystyle \frac{dS}{dU}}={\displaystyle \frac{1}{T}}=k\beta .`$ (101)
On the other hand, within $`IS`$, from Eqs.(72) and (77), we obtain

$$S=k\frac{Z^{g(q)}1}{g(q)}+k\beta ^{}Z^{g(q)}U.$$
(102)
or

$$S^{}=k\frac{1Z^{1q}}{1q}+k\beta ^{}U.$$
(103)
with $`S^{}=Z^{g(q)}S=Z^{1q}S`$. This leads to

$`{\displaystyle \frac{dS^{}}{dU}}=k\beta ^{}`$ (104)
Now we are showing that $`\beta ^{}`$ still measures thermal equilibrium at maximal entropy or minimal energy. Let us take the nonextensivity relation Eq.(88) and calculate a small variance of energy $`U(C)`$ :

$`\delta U(C)`$ $`=`$ $`[1g(q)\beta ^{}U(B)]\delta U(A)+[1g(q)\beta ^{}U(A)]\delta U(B).`$ (105)
At equilibrium or energy minimum, $`\delta U(C)=0`$, we obtain

$`[1g(q)\beta ^{}U(B)]\delta U(A)=[1g(q)\beta ^{}U(A)]\delta U(B).`$ (106)
Putting this equation into the entropy maximum relation Eq.(27) \[in which $`(1q)`$ should be replaced by $`(q1)`$ due to the $`IS`$ version of entropy nonextensivity Eq.(98)\], we get

$`{\displaystyle \frac{1g(q)\beta ^{}U(A)}{1\frac{g(q)}{k}S(A)}}{\displaystyle \frac{S(A)}{U(A)}}={\displaystyle \frac{1g(q)\beta ^{}U(B)}{1\frac{g(q)}{k}S(B)}}{\displaystyle \frac{S(B)}{U(B)}}.`$ (107)
With the help of Eq.(102), we can establish

$`Z^{g(q)}(A){\displaystyle \frac{S(A)}{U(A)}}=Z^{g(q)}(B){\displaystyle \frac{S(B)}{U(B)}}`$ (108)
or

$`{\displaystyle \frac{S^{}(A)}{U(A)}}={\displaystyle \frac{S^{}(B)}{U(B)}}`$ (109)
which means

$`\beta ^{}(A)=\beta ^{}(B).`$ (110)
This result can also be obtained in another way. Multiplying Eq.(98) by $`Z^{1q}(C)`$ and considering $`Z(C)=Z(A)Z(B)`$, we obtain

$`S^{}(C)`$ $`=`$ $`Z^{1q}(B)S^{}(A)+Z^{1q}(A)S^{}(B){\displaystyle \frac{g(q)}{k}}S^{}(A)S^{}(B).`$ (111)
On the other hand, from Eq.(102), it is straightforwardly to verify that, for maximum entropy at equilibrium, $`\delta Z(C)=0`$ and $`\delta S^{}(C)=0`$. This leads Eq.(111) to

$`[Z^{1q}(B){\displaystyle \frac{1q}{k}}S^{}(B)]\delta S^{}(A)=[Z^{1q}(A){\displaystyle \frac{1q}{k}}S^{}(A)]\delta S^{}(B).`$ (112)
Now with the help of Eqs.(103) and (106), we obtain Eq.(109) and Eq.(110) .

So $`\beta ^{}`$ remains the meter of stable equilibrium state. We can define a generalized temperature

$`T^{}={\displaystyle \frac{1}{k\beta ^{}}}`$ (113)
where $`T^{}=T`$ if $`q=1`$ or $`g(q)=0`$.

### B Some other relations

Considering Eq.(104) and the energy conservation law Eq.(99), we see that $`dS^{}`$ should be the measure of heat transfer. We have to write

$`dQ={\displaystyle \frac{dS^{}}{k\beta ^{}}},`$ (114)
or

$`dQ=T^{}dS^{}.`$ (115)
Now the first law of thermodynamics Eq.(100) should be written as follows

$`dU=T^{}dS^{}+YdX.`$ (116)
The free-energy $`F`$ have to be defined as

$`dF=S^{}dT^{}+YdX`$ (117)
or

$`F=UT^{}S^{},`$ (118)
which leads to, with the help of Eq.(103) :

$$F=kT^{}\frac{Z^{1q}1}{1q}.$$
(119)
Considering $`Z(C)=Z(A)Z(B)`$, we easily obtain :

$`F(C)`$ $`=`$ $`F(A)+F(B){\displaystyle \frac{g(q)}{kT^{}}}F(A)F(B).`$ (120)
We also have, for the heat capacity

$$C_X=\frac{dQ}{dT^{}}=T^{}\{\frac{S^{}}{T^{}}\}_X=T^{}\{\frac{^2F}{T^2}\}_X$$
(121)
and for the generalized force

$$Y=\{\frac{F}{X}\}_T^{}.$$
(122)
## VIII The fundamental problems revisited within incomplete statistics

What about the problems discussed in section III if we consider $`IS`$? Let us examine them one by one.

1. The first problem of the incompatibility between normalization and expectation value does not exist any more because the incomplete normalization Eq.(68) is compatible with the expectation value Eq.(69).
2. The second problem was that the expectation value Eq.(3) was not linear in the distributions shown by Eq.(16). This problem can be avoided within $`IS`$ thanks to Eqs.(68) and (69) :

$`\overline{x}[\lambda p(1)+(1\lambda )p(2)]`$ $`=`$ $`{\displaystyle \frac{_i[\lambda p_i^q(1)+(1\lambda )p_i^q(2)]x_i}{_i[\lambda p_i^q(1)+(1\lambda )p_i^q(2)]}}`$ (123)
$`=`$ $`\lambda {\displaystyle \underset{i}{}}p_i^q(1)x_i+(1\lambda ){\displaystyle \underset{i}{}}p_i^q(2)x_i`$ (124)
$`=`$ $`\lambda \overline{x}[p(1)]+(1\lambda )\overline{x}[p(2)]`$ (125)
3. The problem of the absence of analytic correlation in energy and other observable quantities can be resolved by Eqs. (87) and (88), which guarantee a nonextensive statistical theory with mathematical rigor.
4. The problem of the zeroth law of thermodynamics was resolved in the above section.
5. The fifth problem discussed in section III is due to the peculiar equality Eq. (35) which in turn is due to the average defined in Eq. (3). In $`IS`$, this problem does not exist any more thanks to the incomplete normalization and the concomitant expectation value Eqs.(68) and (69).
6. In $`IS`$, the $`UZ`$ relation can be found from Eqs. (69) and (82) :

$`U`$ $`=`$ $`{\displaystyle \underset{i}{}}p_i^qe_i`$ (126)
$`=`$ $`{\displaystyle \frac{1}{Z^q}}{\displaystyle \underset{i}{}}e_i[1(1q)\beta ^{}e_i]_{}^{\frac{q}{1q}}`$ (127)
$`=`$ $`{\displaystyle \frac{1}{Z^q}}{\displaystyle \frac{}{\beta ^{}}}{\displaystyle \underset{i}{}}[1(1q)\beta ^{}e_i]_{}^{\frac{1}{1q}}`$ (128)
$`=`$ $`{\displaystyle \frac{1}{Z^q}}{\displaystyle \frac{\overline{Z}}{\beta ^{}}}`$ (129)
where

$`\overline{Z}`$ $`=`$ $`{\displaystyle \underset{i}{}}[1(1q)\beta ^{}e_i]_{}^{\frac{1}{1q}}.`$ (130)

## IX Energy invariance of the distribution

A crucial problem of the nonextensive distribution Eq. (82) is that it is not invariant with respect to uniform translation of energy spectra $`e_i`$. If we replace $`e_i`$ by $`e_i+C`$ where $`C`$ is constant, Eq.(82) becomes :

$$p_i=\frac{[1(1q)\beta ^{}(e_i+C)]_{}^{\frac{1}{1q}}}{Z}$$
(131)
with

$$Z^q=\underset{i}{\overset{v}{}}[1(1q)\beta ^{}(e_i+C)]_{}^{\frac{q}{1q}}$$
(132)
which is not same as Eq.(82), excepted that $`q=1`$. This problem worries enormously scientists. It is known that thermostatistics takes into account only energies relative to thermodynamic movements and that the choice of energy-zero is never a problem in $`BGS`$ because the theory has exponential distribution and is invariant with uniform energy translation. But with $`TDF`$, Eq.(131) implies that the properties of a gas may depend on the translation speed or on the location of the container. Although in practice we can always choose the usual energy-zero as for $`BGS`$, this peculiar theoretical property of $`TDF`$ is somewhat unusual and disturbing. Avoiding this puzzling variance of distribution has been one of the motivations of the third version of Tsallis theory. Now the following questions arise : Why do we have to fix only one choice of zero-energy in $`TDF`$ to avoid the container-dependence of the statistics? Why does the nonextensivity lead to this theoretical property? Is it really something to be avoided?

As is well known, $`BGS`$ is an extensive theory which holds only for systems with weak or short range interactions. In addition, the invariance of $`BGS`$ is based on the classical mechanics which leaves the interaction potential completely arbitrary. But $`TDF`$ is a theory for solving problems with complex interaction or correlations we often ignore. So we are not obliged or it is not advisable to identify the variance of $`TDF`$ to that of $`BGS`$. The energy translation invariance is not an universal characteristic of physical theories. As a matter of fact, this property of arbitrary potential energy disappears even in classical mechanics and $`BGS`$ if we consider the relativistic effect. We can not add constant into the energy $`E`$ of a system because $`E`$ is related to its total mass $`M`$ by

$$E=Mc^2$$
(133)
where $`c`$ is the light speed. $`E`$ is not arbitrary because $`M`$ can not be changed arbitrarily.

If we accept the the variance of $`TDF`$, we have to choose a definite zero potential energy. Let us suppose a non negligible interaction or correlation between all the elements of mass $`m_i`$ and energy $`e_i`$ ($`i=1,2,3,\mathrm{}`$) of a system. Let $`V`$ be the total interaction energy. $`M`$ can be given by :

$$M=\underset{i}{}m_i+V/c^2$$
(134)
or

$$Mc^2=\underset{i}{}m_ic^2+V=\underset{i}{}e_i+V$$
(135)
with $`e_i=m_ic^2`$ for $`i^{th}`$ element. It is obvious that neither $`M`$, nor $`e_i`$ and $`V`$ can be changed. If not, the variance of the theory would be perturbed . According to this discussion, a possible choice of zero potential energy corresponds to the following case

$$M=\underset{i}{}m_i$$
(136)
or $`V=0`$. This condition may correspond in some cases to infinite distance between the elements of the system (e.g. an atom when we consider the internal energy between the electrons and the nucleus), and in other cases, to special positions of this elements (e.g. equilibrium position of the atoms in crystal lattice if we are interested in their vibration). This is in fact just what we usually choose with $`BGS`$.

It is worth emphasizing that some of the problems discussed in section III seem to be related to the distribution functions invariant through energy translation. Because, if we apply the maximization method of Martinez et al, i.e. to introduce $`_i^wp_i^qU`$ as the invariance constraint into the auxiliary function Eq.(73), we obtain :

$$p_i=\frac{[1(1q)\beta ^{}(e_iU)]_{}^{\frac{1}{1q}}}{Z}$$
(137)
with

$$Z^q=\underset{i}{\overset{v}{}}[1(1q)\beta ^{}(e_iU)]_{}^{\frac{q}{1q}},$$
(138)
which is invariant through energy translation and different from Eq.(1) only by the partition function. We easily find that the problems 3 to 6 take place again with questionable equalities similar to Eqs.(20), (27) and (35) which make it difficult to establish the zeroth law without any approximation and lead to other puzzling equalities like Eqs.(42), (49) and (59). Does the distribution invariance inevitably lead to the theoretical peculiarities? This seems an interesting topic which is beyond the range of the present work.

## X Conclusion

We have shown some observations about the actual nonextensive statistical theory. The problems discussed reveal that, with the conventional normalization Eq.(4) and the expectation value Eq.(3), the generalized exponential distribution, though very successful in many applications, cannot be obtained with convincing theoretical approach and so the nonextensive statistics shows peculiar properties which seem difficult to be avoided. We have shown that it was possible to overcome these difficulties if we introduced the concept of incomplete information with suitable normalization and expectation. This approach allows to establish $`TDF`$ in a consistent way with only a different partition function. New nonextensive thermodynamic relations were deduced on the basis of generalized definitions of heat and temperature. It is argued that the energy invariance should not be considered as a necessary property of $`TDF`$. The connection between the nonextensivity and the energy shift dependence of $`TDF`$ remains to be understood.

## ACKNOWLEDGMENTS

I acknowledge with great pleasure the very useful discussions with Professors J.P. Badiali, Shige Peng, Alain Le Méhauté and S. Abe. Thanks are also due to Dr. M. Pezeril, Dr. Laurent Nivanen, Dr. François Tsobnang, Professor Zengjing Chen and Dr. Yufeng Shi for valuable discussions.