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# The 2dF Galaxy Redshift Survey: The dependence of galaxy clustering on luminosity and spectral type.

## 1 Introduction

One of the major goals of large redshift surveys like the 2 degree Field Galaxy Redshift Survey (2dFGRS) is to make an accurate measurement of the spatial distribution of galaxies. The unprecedented size of the 2dFGRS makes it possible to quantify how the clustering signal depends on intrinsic galaxy properties, such as luminosity or star formation rate.

The motivation behind such a program is to characterize the galaxy population and to provide constraints upon theoretical models of structure formation. In the current paradigm, galaxies form in dark matter haloes that are built up in a hierarchical way through mergers or by the accretion of smaller objects. The clustering pattern of galaxies is therefore determined by two processes: the spatial distribution of dark matter haloes and the manner in which dark matter haloes are populated by galaxies (Benson et al. 2000b; Peacock & Smith 2000; Seljak 2000; Berlind & Weinberg 2002). The evolution of clumping in the dark matter has been studied extensively using N-body simulations of the growth of density fluctuations via gravitational instability (e.g. Jenkins et al. 1998; 2001). With the development of powerful theoretical tools that can follow the formation and evolution of galaxies in the hierarchical scenario, the issue of how galaxies are apportioned amongst dark matter haloes can be addressed, and detailed predictions of the clustering of galaxies are now possible (Kauffmann, Nusser & Steinmetz 1997; Kauffmann et al. 1999; Benson et al. 2000a,b; Somerville et al. 2001).

The first attempt to quantify the difference between the clustering of early and late-type galaxies was made using a shallow angular survey, the Uppsala catalogue, with morphological types assigned from visual examination of the photographic plates (Davis & Geller 1976). Elliptical galaxies were found to have a higher amplitude angular correlation function than spiral galaxies. In addition, the slope of the correlation function of ellipticals was steeper than that of spiral galaxies at small angular separations. More recently, the comparison of clustering for different types has been extended to three dimensions using redshift surveys. Again, similar conclusions have been reached in these studies, namely that ellipticals have a stronger clustering amplitude than spirals (Lahav & Saslaw 1992; Santiago & Strauss 1992; Iovino et al. 1993; Hermit et al. 1996; Loveday et al. 1995; Guzzo et al. 1997; Willmer et al. 1998).

The subjective process of visual classification can now be superseded by objective, automated algorithms to quantify the shape of a galaxy. One recent example of such a scheme can be found in Zehavi et al. (2002), who measured a “concentration parameter” for $`\mathrm{30\hspace{0.17em}000}`$ galaxy images from the Sloan Digital Sky Survey, derived from the radii of different isophotes. Again, based upon cuts in the distribution of concentration parameter, early-types are found to be more clustered than late-types.

In this paper, we employ a different method to classify galaxies, based upon a principal component analysis (PCA) of galaxy spectra, which is better suited to the 2dFGRS data (Madgwick et al. 2002). This technique has a number of attractive features. First, the PCA approach is completely objective and reproducible. An equivalent analysis can, for example, be applied readily to spectra produced by theoretical models of galaxy formation or to spectra obtained in an independent redshift survey. Secondly, the PCA can be applied over the full magnitude range of the 2dFGRS, whenever the spectra are of sufficient signal to noise (see Section 2.2). For the 2dFGRS, the image quality is adequate to permit a visual determination of morphological type only for galaxies brighter than $`b_\mathrm{J}\mathrm{\hspace{0.17em}17}`$, which comprise a mere $`5\%`$ of the spectroscopic sample.

Two previous clustering studies have used spectral information to select galaxy samples. Loveday, Tresse & Maddox (1999) grouped galaxies in the Stromlo-APM redshift survey into three classes based upon the equivalent width of either the $`\mathrm{H}\alpha `$ or OII lines, and found that galaxies with prominent emission lines display weaker clustering than more quiescent galaxies. Tegmark & Bromley (1999) measured the relative bias between different spectral classes in the Las Campanas redshift survey (Shectman et al. 1996), using a classification derived from PCA analysis (Bromley et al. 1998), and also found that early spectral types are more strongly clustered than late spectral types. (See also Blanton 2000 for a revision of Tegmark & Bromley’s analysis, which takes into account the effect of errors in the survey selection function.)

Here, we use the 2dFGRS survey to measure the dependence of galaxy clustering jointly on luminosity and spectral type, adding an extra dimension to the analysis carried out by Norberg et al. (2001). Previously, a pioneering study of bivariate galaxy clustering, in terms of luminosity and morphological type, was carried out using the Stromlo-APM redshift survey (Loveday et al. 1995). To place the analysis presented here in context, the samples that we consider cover a larger volume and, despite being volume-limited (see Section 2.4), typically contain over an order of magnitude more galaxies than those available to Loveday et al.

We give a brief overview of the 2dFGRS in Section 2, along with details of the spectral classification and an explanation of how the samples used in the clustering analysis were constructed. The estimation of the redshift space correlation function and its real space counterpart, the projected correlation function, are outlined in Section 3. A brief overview of the clustering of 2dFGRS galaxies in redshift space, selected by luminosity and spectral type, is given in Section 4; a more detailed analysis of the redshift space clustering can be found in Hawkins et al. (2002). We present the main results of the paper in Section 5 and conclude in Section 6.

## 2 The data

### 2.1 The 2dFGRS sample

Detailed descriptions of the construction of the 2dFGRS and its properties are given by Colless et al. (2001). In summary, galaxies are selected down to a magnitude limit of $`b_\mathrm{J}\mathrm{\hspace{0.17em}19.45}`$ from the APM Galaxy Survey (Maddox et al. 1990a,b, 1996, 2002). The sample considered in this paper consists of over $`\mathrm{160\hspace{0.17em}000}`$ redshifts measured prior to May 2001. We focus our attention on the two large contiguous volumes of the survey, one centred on the Southern Galactic Pole (hereafter SGP) and the other close to the direction of the Northern Galactic Pole (NGP).

### 2.2 Spectral classification of 2dFGRS galaxies

The spectral properties of 2dFGRS galaxies are characterized using the principal component analysis (PCA) described by Madgwick et al. (2002). This analysis makes use of the spectral information in the rest-frame wavelength range 3700Å to 6650Å, thereby including all the major optical diagnostics between OII and $`\mathrm{H}\alpha `$. For galaxies with $`z>0.15`$, sky absorption bands contaminate the $`\mathrm{H}\alpha `$ line. Since this can affect the stability of the classification, we restrict our analysis to galaxies with $`z<0.15`$ following Madgwick et al. (2002).

The 2dFGRS spectra are classified by a single parameter, $`\eta `$, which is a linear combination of the first and second principal components. This combination has been chosen specifically to isolate the relative strength of emission and absorption lines present in each galaxy’s spectrum, thereby providing a diagnostic which is robust to the instrumental uncertainties that affect the calibration of the continuum. Physically, this parameter is related to the star formation rate in a galaxy, as is apparent from the tight correlation of $`\eta `$ with the equivalent width of $`\mathrm{H}\alpha `$ in emission line galaxies (Bland-Hawthorn et al. 2002). In this paper, we divide the 2dFGRS sample into two broad, distinct classes: galaxies with spectra for which the PCA returns $`\eta <1.4`$, and which we refer to, for the sake of brevity, as early-type, and galaxies with $`\eta >1.4`$, which we call late-type. The distribution of $`\eta `$ for 2dFGRS spectra displays a shoulder feature at this value (see Fig. 4 of Madgwick et al. 2002).

The spectral type of a galaxy, as given by the value of $`\eta `$, clearly depends upon its physical properties and is therefore a useful and effective way in which to label galaxies. Nevertheless, it is still instructive to see how well, if at all, $`\eta `$ correlates with the morphogical type assigned in a subjective fashion from a galaxy image. Madgwick et al. (2002) show that there is a reasonable correspondence between $`\eta `$ and morphological type, using high signal-to-noise spectra and photometry taken from Kennicutt (1992); $`\eta 1.4`$ approximately delineates the transition between early and late morphological types in bJ. We revisit the comparison between classifications based on spectral and morphological types in Fig. 1, this time using 2dFGRS spectra and UK Schmidt images. The horizontal axis shows the morphological type assigned to a subset of bright APM galaxies by Loveday (1996). Although there is a substantial amount of scatter in the $`\eta `$ values of spectra that lie within a given morphological class, it is reassuring to see that the median $`\eta `$ does correlate with morphological class. Moreover, the median $`\eta `$ values match up well with the broad division that we employ to separate early and late types. Galaxies denoted “early-type” on the basis of their morphology have a median $`\eta `$ that is smaller than our fiducial value of $`\eta =1.4`$ and vice-versa for late-types. In practice, for the samples analysed in this paper, the correspondence between morphological type and spectral class will be better than suggested by Fig. 1. This is because the sample used in the comparison in Fig. 1 consists of nearby extended galaxies, and so the distribution of spectral types is distorted somewhat by aperture effects (see e.g. Kochanek, Pahre & Falco 2002; Madgwick et al. 2002). This effect arises because the fibres used to collect the galaxy spectra are of finite size (subtending 2” on the sky). For this reason, when we measure the spectrum of a nearby galaxy it is possible that a disproportionate amount of light will be sampled from the bulge, thereby making the galaxy appear systematically redder or “earlier” in type. We find that this effect is only significant for the most nearby galaxies ($`z<0.05`$) and should be completely negligible beyond $`z0.1`$ (Madgwick et al. 2002).

### 2.3 Sample Selection

In order to construct an optimal sample for the measurement of the two point correlation function, we select regions with high completeness in terms of measured redshifts, using a redshift completeness mask for the 2dFGRS, similar to the one described in Colless et al. (2001; see also Norberg et al. 2002). Such a mask is required because of the tiling strategy adopted to make the best use of the allocated telescope time, along with the fact that the survey is not yet finished. An additional consideration is the success rate with which spectral types have been assigned to galaxies, which depends upon the signal-to-noise ratio of the galaxy spectrum.

In Fig. 2, we show histograms of the spectral classification success rate for two different ranges of field completeness, $`c_\mathrm{F}`$, which is defined as the ratio of the number of measured redshifts in a given 2dF field to the number of targets. The spectral classification success rate has two contributions. The first of these is the redshift completeness, shown by the dotted curve. This incompleteness arises because we do not always succeed in measuring a redshift for a targeted object. The redshift incompleteness is necessarily small for the high completeness fields contributing to the histograms. The second contribution is the spectral classification completeness. Galaxies do not recieve a spectral classification when a redshift is measured with $`z0.15`$ (and is therefore within the redshift range over which the PCA can be carried out), but the spectrum has too small a signal-to-noise ratio for the PCA to be applied successfully (typically $`\mathrm{S}/\mathrm{N}<10`$). The spectral classification success rate is given by the product of these two contributions. Our model for this effect, plotted as the solid curves in each panel of Fig. 2, is in good agreement with the success rate realised in the 2dFGRS, shown by the histograms.

Rather than weight the data to compensate for a spectral classification success rate below $`100\%`$, we instead modulate the number of unclustered or random points laid down in each field in the clustering analysis to take into account the varying success rate. We have conducted a number of tests in which we varied the completeness thresholds used, adopted different weighting schemes using samples of higher completeness, and we have also compared our results with those from Norberg et al. (2001), whose samples are not subject to spectral classification incompleteness. The results of these tests confirm that our clustering measurements are robust to changes to the details of how we model the incompleteness; this is largely due to our practice of restricting the analysis to high completeness fields. Excluding areas below our relatively high sector completeness threshold (see Colless et al. 2001 for a definition), we estimate that the effective solid angle used in the SGP region is $``$ 380 $`\mathrm{}^{}`$, and in the NGP 250 $`\mathrm{}^{}`$.

### 2.4 Constructing a volume-limited sample

We analyse a series of volume-limited samples drawn from the 2dFGRS, following the strategy adopted by Norberg et al. (2001). The chief advantage of this approach is simplicity; the radial distribution of galaxies is uniform apart from modulations in space density due to clustering. Therefore, the complication of modelling the radial selection function in a flux-limited survey is avoided. This is particularly appealing for the current analysis, as separate selection functions would be required for each class of spectral type studied, since Madgwick et al. (2002) have demonstrated that galaxies with different spectral types have different luminosity functions.

The disadvantage of using volume-limited samples is that a large fraction of galaxies in the flux-limited catalogue do not satisify the selection criteria. As Norberg et al. (2001) point out, a volume-limited sample specified by a range in absolute magnitude has both a lower ($`z_{\mathrm{min}}`$) and an upper redshift cut ($`z_{\mathrm{max}}`$), because the flux-limited catalogue has, in practice, bright and faint apparent magnitude limits. This seemingly profligate use of galaxy redshifts was a serious problem for previous generations of redshifts surveys. This is not, however, the case for the 2dFGRS, which contains sufficient galaxies to permit the construction of large volume-limited samples defined both by luminosity and spectral type. As we demonstrate in section 5, the volume-limited samples we analyse are large enough, both in terms of volume and number of galaxies, to give extremely robust clustering measurements.

To construct a volume-limited sample, it is necessary to estimate the absolute magnitude that each galaxy would have at $`z=0`$. This requires assumptions about the variation of galaxy luminosity with wavelength and with redshift, or equivalently, with cosmic time. We make use of the class dependent $`k`$-corrections derived by Madgwick et al. (2002). The mean weighted $`k`$-corrections are given by the following expressions:

$`k(z)`$ $`=`$ $`2.6z+4.3z^2(\mathrm{early}\mathrm{types})`$ (1)
$`k(z)`$ $`=`$ $`1.5z+2.1z^2(\mathrm{late}\mathrm{types})`$ (2)
$`k(z)`$ $`=`$ $`1.9z+2.7z^2(\mathrm{full}\mathrm{sample}).`$ (3)
These $`k`$-corrections have the appeal that they are extracted directly in a self-consistent way from 2dFGRS spectra. However, no account is taken of evolution in the galaxy spectrum. The explicit inclusion of evolution could lead to the ambiguous situation whereby a galaxy’s spectral type changes with redshift. We have checked that our results are, in fact, insensitive to the precise choice of $`k`$-correction, comparing clustering results obtained with the spectral type dependent $`k`$-corrections given above with those obtained when a global $`k+e`$-correction (i.e. making an explicit attempt to account for galaxy evolution, albeit in an average sense) is applied (as in Norberg et al. 2001).

Since the $`k`$-corrections are class dependent, the $`z_{\mathrm{min}}`$ and $`z_{\mathrm{max}}`$ values corresponding to a given absolute magnitude range are also slightly class dependent. Hence, the volumes defining the samples for two different spectral classes for the same bin in absolute magnitude will not coincide exactly. In addition to this subtle class dependent definition of the volumes, the values of $`z_{\mathrm{min}}`$ and $`z_{\mathrm{max}}`$ vary slightly with position on the sky. This is due to revisions made to the map of galactic extinction (Schlegel, Finkbeiner & Davis 1998) and to the CCD recalibration of APM plate zero-points since the definition of the original input catalogue.

Finally, throughout the paper, we adopt an $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Lambda }_0=0.7`$ cosmology to convert redshift into comoving distance. The relative clustering strength of our samples is insensitive to this choice.

## 3 Estimating the two-point correlation function

The galaxy correlation function is estimated on a two dimensional grid of pair separation parallel ($`\pi `$) and perpendicular ($`\sigma `$) to the line-of-sight. To estimate the mean density of galaxy pairs, a catalogue of randomly positioned points is generated with the same angular distribution and the same values of $`z_{\mathrm{min}}`$ and $`z_{\mathrm{max}}`$ as the data, taking into account the completeness of the survey as a function of position on the sky, as described in Section 2.3. The correlation function is estimated using

$$\xi _\mathrm{H}=\frac{DDRR}{DR^2}\mathrm{\hspace{0.17em}1},$$
(4)
where $`DD`$, $`DR`$ and $`RR`$ are the numbers of data-data, data-random and random-random pairs respectively in each bin (Hamilton 1993). This estimator does not require an explicit estimate of the mean galaxy density. We have also cross-checked our results using the estimator proposed by Landy & Szalay (1993):

$$\xi _{\mathrm{LS}}=\frac{DD2DR+RR}{RR},$$
(5)
where, this time $`DD`$, $`DR`$ and $`RR`$ are the suitably normalised numbers of data-data, data-random and random-random pairs. We find that the two estimators give the same results over the range of pair separations in which we are interested.

The clustering pattern of galaxies is distorted when radial positions are inferred from redshifts, as expected in the gravitational instability theory of structure formation (e.g. Kaiser 1987; Cole, Fisher & Weinberg 1994). Clear evidence for this effect is seen in the shape of the two point correlation function when plotted as $`\xi (\sigma ,\pi )`$, as demonstrated clearly for galaxies in the 2dFGRS by Peacock et al. (2001) and for groups of galaxies in the Zwicky catalogue by Padilla et al. (2001). After giving a brief flavour of the clustering of 2dFGRS galaxies in redshift space in Section 4, we focus our attention on clustering in real space in the remainder of the paper. The clustering signal in real space is inferred by integrating $`\xi (\sigma ,\pi )`$ in the $`\pi `$ direction (i.e. along the line of sight):

$$\frac{\mathrm{\Xi }(\sigma )}{\sigma }=\frac{1}{\sigma }_{\mathrm{}}^{\mathrm{}}\xi (\sigma ,\pi )d\pi .$$
(6)
For the samples that we consider, the integral converges by pair separations of $`\pi \mathrm{\hspace{0.17em}50}`$$`h^1\mathrm{Mpc}`$. The projected correlation function can then be written as an integral over the spherically averaged real space correlation function, $`\xi (r)`$,

$$\frac{\mathrm{\Xi }(\sigma )}{\sigma }=\frac{2}{\sigma }_\sigma ^{\mathrm{}}\xi (r)\frac{r\mathrm{d}r}{\left(r^2\sigma ^2\right)^{1/2}},$$
(7)
(Davis & Peebles 1983). If we assume that the real space correlation function is a power law (which is a fair approximation for APM galaxies out to separations around $`r10h^1`$Mpc, see e.g. Baugh 1996), then Eq. 7 can be written as

$$\frac{\mathrm{\Xi }(\sigma )}{\sigma }=\left(\frac{r_0}{\sigma }\right)^\gamma \frac{\mathrm{\Gamma }(1/2)\mathrm{\Gamma }([\gamma 1]/2)}{\mathrm{\Gamma }(\gamma /2)}=\left(\frac{r_0}{\sigma }\right)^\gamma A(\gamma ),$$
(8)
where $`\mathrm{\Gamma }(x)`$ is the usual Gamma function, and we have used $`\xi (r)=(r_0/r)^\gamma `$, where $`r_0`$ is the real space correlation length and $`\gamma `$ is equal to the slope of the projected correlation function $`\mathrm{\Xi }(\sigma )/\sigma `$. As we demonstrate in Section 4.2, the projected correlation function is well described by a power law.

We study a range of samples containing different numbers of galaxies and covering different volumes of the Universe. It is imperative to include sampling fluctuations when estimating the errors on the measured correlation function, to allow a meaningful comparison of the results obtained from different samples. This contribution to the errors has often been neglected in previous work. Following Norberg et al. (2001), we employ a sample of 22 mock 2dFGRS catalogues drawn from the $`\mathrm{\Lambda }`$CDM Hubble Volume simulation (Evrard et al. 2002) to estimate the error bars on the measured correlation functions. The construction of these mock catalogues is explained in Baugh et al. (2002, in preparation; see also Cole et al. 1998 and Norberg et al. 2002). These catalogues have the same selection criteria and the same clustering amplitude as measured for galaxies in the flux-limited 2dFGRS. We have experimented with ensembles of mock catalogues constructed with different clustering strengths to ascertain how best to assign error bars when the measured clustering has a different amplitude from that of our fiducial sample of 22 2dFGRS mocks. We found that the error bars obtained directly by averaging over a test ensemble of mocks are reproduced most closely by using the scaled fractional rms scatter derived from the fiducial ensemble of 22 mocks, rather than by taking the absolute error.

## 4 Clustering in Redshift Space

In this section we give a brief overview of the clustering of 2dFGRS galaxies in redshift space, for samples selected by luminosity and spectral type. First, in Section 4.1, we give a qualitative impression of the clustering differences by plotting the spatial distribution of galaxies in volume-limited samples. Then we quantify these differences by measuring the spherically averaged correlation function, $`\xi (s)`$. A more comprehensive analysis of the clustering of 2dFGRS galaxies in redshift space will be presented by Hawkins et al. (2002).

### 4.1 Spatial distribution of 2dFGRS galaxies

It is instructive to gain a visual impression of the spatial distribution of 2dFGRS galaxies before interpreting the measured correlation functions. In Fig. 3, we show the spatial distribution of galaxies in two ranges of absolute magnitude: in panel (a) we show a sample of faint galaxies ($`18.0M_{b_\mathrm{J}}5\mathrm{log}_{10}h19.0`$) and in panel (b) a sample of bright galaxies ($`20.0M_{b_\mathrm{J}}5\mathrm{log}_{10}h21.0`$). Within each panel, early and late type galaxies, as distinguished by their spectral types, are plotted with different symbols; the positions of early-types are indicated by circles and the late-types are marked by stars. For clarity, we show only a three degree slice in declination cut from the SGP region and we have sparsely sampled the galaxies, so that the space densities of the two spectral classes are equal. In order to expand the scale of the plot, the range of redshifts shown is restricted, taking a subset of the full volume-limited sample in each case. (Note also that the redshift ranges differ between the two panels.)

A hierarchy of structures is readily apparent in these plots, ranging from isolated objects, to groups of a handful of galaxies and on through to rich clusters containing over a hundred members. It is interesting to see how structures are traced by galaxies in the different luminosity bins by comparing common structures between the two panels. For example, the prominent structure (possibly a supercluster of galaxies) seen at $`\alpha \mathrm{\hspace{0.17em}0}^\mathrm{h}`$ and $`z\mathrm{\hspace{0.17em}0.061}`$ is clearly visible in both panels. The same is true for the overdensity seen at $`\alpha \mathrm{\hspace{0.17em}03}^\mathrm{h}15^{}`$ at $`z\mathrm{\hspace{0.17em}0.068}`$.

This is the first time that a large enough survey has been available, both in terms of the volume spanned and the number of measured redshifts, to allow a comparison of the clustering of galaxies of different spectral types and luminosities in representative volume-limited samples, without the complication of the strong radial gradient in number density seen in flux-limited samples.

It is apparent from a comparison of the distribution of the different spectral types in Fig. 3(a), that the faint early-type galaxies tend to be grouped into structures on small scales whereas the faint late-types are more spread out. One would therefore anticipate that the early-types should have a stronger clustering amplitude than the late-types, an expectation that is borne out in Section 4.2.

In Fig. 3(b), the distinction between the distribution of the spectral types is less apparent. This is partly due to the greater importance of projection effects in the declination direction, as the cone extends to a greater redshift than in Fig. 3(a). However, close examination of the largest structures suggests that early-types are more abundant in them than late-types, again implying a stronger clustering amplitude.

### 4.2 $`\xi (s)`$ as function of luminosity and spectral type

In Fig. 4, we show the spherically averaged redshift space correlation function, $`\xi (s)`$, as a function of luminosity and spectral type. Results are shown for samples selected in bins of width one magnitude, as indicated by the legend in each panel. The top panel shows the correlation functions of all galaxies that have been assigned a spectral type, the middle panel shows results for galaxies classified as early-types ($`\eta <1.4`$) and the bottom panel shows results for late-types ($`\eta >1.4`$). Note that, at present, there are insufficient numbers of late-type galaxies to permit a reliable measurement of the correlation function for the brightest magnitude bin $`21.0M_{b_\mathrm{J}}5\mathrm{log}_{10}h22.0`$.

Several deductions can be made immediately from Fig. 4. In all cases, the redshift space correlation function is well described by a power-law only over a fairly limited range of scales. The correlation functions of early-type galaxies are somewhat steeper than those of late-types. However, the main difference is that the early-type galaxies have a stronger clustering amplitude than the late-type galaxies. The correlation length, defined here as the pair separation for which $`\xi (s_0)=\mathrm{\hspace{0.17em}1}`$, varies for early-types from $`s_0=\mathrm{\hspace{0.17em}7.1}\pm \mathrm{\hspace{0.17em}0.7}`$$`h^1\mathrm{Mpc}`$ for galaxies with absolute magnitudes around $`M_{b_\mathrm{J}}5\mathrm{log}_{10}h19.5`$ to $`s_0=\mathrm{\hspace{0.17em}8.9}\pm \mathrm{\hspace{0.17em}0.7}`$$`h^1\mathrm{Mpc}`$ for the brightest sample with $`21.0M_{b_\mathrm{J}}5\mathrm{log}_{10}h22.0`$. The faintest early-types, with magnitudes $`17.5M_{b_\mathrm{J}}5\mathrm{log}_{10}h18.5`$, display a clustering amplitude that is similar to that of the brightest early-types. However, the measurement of the correlation function for this faint sample is relatively noisy, as the volume in which galaxies are selected is small compared with the volumes used for brighter samples. The late-type galaxies show, by contrast, little change in clustering amplitude with increasing luminosity, with a redshift space correlation length of $`s_0=\mathrm{\hspace{0.17em}5.6}\pm \mathrm{\hspace{0.17em}0.6}`$$`h^1\mathrm{Mpc}`$. Only a slight steepening of the redshift space correlation function is apparent with increasing luminosity, until the brightest sample, which displays a modest increase in the redshift space correlation length. The correlation lengths of all our samples of early-type galaxies are larger than those of late-type galaxies.

## 5 Clustering in real space

### 5.1 Robustness of clustering results

The approach adopted to study the dependence of galaxy clustering on luminosity relies upon being able to compare correlation functions measured in different volumes. It is important to ensure that there are no systematic effects, such as significant sampling fluctuations, that could undermine such an analysis. In Norberg et al. (2001) we demonstrated the robustness of this approach in two ways. First, we constructed a volume-limited sample defined using a broad magnitude range, that could be divided into co-spatial subsamples of galaxies in different luminosity bins, i.e. subsamples within the same volume and therefore subject to the same large-scale structure fluctuations. A clear increase in clustering amplitude was found for the brightest galaxies in the volume, establishing the dependence of clustering on galaxy luminosity (see Fig. 1a of Norberg et al. 2001). Secondly, we demonstrated that measuring the correlation function of galaxies in a fixed luminosity bin, but using samples taken from different volumes, gave consistent results (see Fig. 1b of Norberg et al. 2001).

In this section we repeat these tests. The motivation for this exercise is that the samples considered here contain fewer galaxies than those used by Norberg et al. (2001) as only galaxies with $`z<0.15`$ are suitable for PCA spectral typing, and because the samples are more dilute as they have been selected on the basis of spectral type as well as luminosity. In Fig. 5(a) we plot the projected correlation function of late-type galaxies in a fixed absolute magnitude bin ($`19.0M_{b_\mathrm{J}}5\mathrm{log}_{10}h20.0`$), but measured for samples taken from volumes defined by different $`z_{\mathrm{min}}`$ and $`z_{\mathrm{max}}`$. The clustering results are in excellent agreement with one another. In Fig. 5(b), we compare the projected correlation function of late-type galaxies in different absolute magnitude ranges but occupying the same volume. A clear difference in the clustering amplitude is seen. We have also performed these tests for early-type galaxies and arrived at similar conclusions.

As an additional test, we also show in Fig. 5 the correlation function measured in what we refer to as the optimal sample for a given magnitude bin. The optimal sample contains the maximum number of galaxies for the specified magnitude bin. The correlation functions of galaxies in optimal samples are shown by thin solid lines in both panels and are in excellent agreement with the other measurements shown.

### 5.2 Projected correlation function

Fig. 6 shows how the real space clustering of galaxies of different spectral type depends on luminosity. We use the optimal sample for each magnitude bin, i.e. the volume-limited sample with the maximum possible number of galaxies, the properties of which are listed in Tables 1 (early & late types together), 2 (early-types only) and 3 (late-types only).

The top panel of Fig. 6 confirms the results found by Norberg et al. (2001), namely that the clustering strength of the full sample increases slowly with increasing luminosity for galaxies fainter than M , and then shows a clear, strong increase for galaxies brighter than M . (We take M to be $`M_{b_\mathrm{J}}5\mathrm{log}_{10}h19.7`$, following Folkes et al. 1999 and Norberg et al. 2002.) Furthermore, the projected correlation functions are well described by a power law with a slope that is independent of luminosity. The middle panel of Fig. 6 shows the projected correlation function of early-type galaxies for different absolute magnitude ranges. The clustering amplitude displays a non-monotonic behaviour, with the faintest sample having almost the same clustering strength as the brightest sample. The significance of this result for the faintest galaxies will be discussed further in the next section. Early-type galaxies with $`M_{b_\mathrm{J}}5\mathrm{log}_{10}h19.5`$, display weaker clustering than the faint and bright samples. The bottom panel of Fig. 6 shows the real space clustering of late-type galaxies as a function of luminosity. In this case, the trend of clustering strength with luminosity is much simpler. There is an increase in clustering amplitude with luminosity, and also some evidence that the projected correlation function of the brightest subset is steeper than that of the other late-type samples. In general, for the luminosity ranges for which a comparison can be made, the clustering strength of early-type galaxies is always stronger than that of late-types.

The comparison of the correlation functions of different samples is made simpler if we divide the curves plotted in Fig. 6 by a fiducial correlation function. As a reference sample we choose all galaxies that have been assigned a spectral type, with absolute magnitudes in the range $`19.5M_{b_\mathrm{J}}5\mathrm{log}_{10}h20.5`$ (the short-dashed line in the top panel of Fig. 6). In Fig. 7, we plot the ratio of the correlation functions shown in the panels of Fig. 6, to the reference correlation function, with error bars obtained from the mock catalogues. The trends reported above for the variation of clustering strength with luminosity and spectral type are now clearly visible (see Fig. 7), particularly the difference in clustering amplitude between early-types and late-types. In the upper and lower panels, the ratios of correlation functions are essentially independent of $`\sigma `$, indicating that a single power-law slope is a good description over the range of scales plotted. The one exception is the brightest sample of late-type galaxies, which shows some evidence for a steeper power-law. In the middle panel, the ratios for early-type galaxies show tentative evidence for a slight steepening of the correlation function at small pair separations, $`\sigma <2h^1`$Mpc, which is most pronounced for the brightest sample.

### 5.3 Real space correlation length

In the previous subsection, we demonstrated that the projected correlation functions of galaxies in the 2dFGRS have a power-law form with a slope that varies little as the sample selection is changed, particularly for pair separations in the range $`2.0\sigma /(h^1\mathrm{Mpc})\mathrm{\hspace{0.17em}15.0}`$. To summarize the trends in clustering strength found when varying the spectral type and luminosity of the sample, we fit a power-law over this range of scales. We follow the approach, based on Eq. 8, used by Norberg et al. (2001), who performed a $`\chi ^2`$ minimisation to extract the best fitting values of the parameters in the power-law model for the real space correlation function: the correlation length, $`r_0`$, and the power law slope, $`\gamma `$. As pointed out by Norberg et al. (2001), a simple $`\chi ^2`$ approach does not give reliable estimates of the errors on the fitted parameters because of the correlation between the estimates of the correlation function at differing pair separations. We therefore use the mock 2dFGRS catalogues to estimate the errors on the fitted parameters in the following manner. The best fitting values of $`r_0`$ and $`\gamma `$ are found for each mock individually, using the $`\chi ^2`$ analysis. The estimated error is then taken to be the fractional rms scatter in the fitted parameters over the ensemble of mock catalogues. The best fitting parameters for each 2dFGRS sample are listed in Tables 1 (early & late types together), 2 (early-types only) and 3 (late-types only). The results for the correlation length are plotted in the top panel of Fig. 8.

The correlation lengths estimated for the full sample with assigned spectral types (shown by the open squares in Fig. 8) are in excellent agreement with the results of Norberg et al. (2001) (shown by the filled circles). The bright samples constructed by Norberg et al. (2001) have $`z_{\mathrm{max}}`$ values in excess of the limit of $`z_{\mathrm{max}}`$$`=0.15`$ enforced upon the samples analysed in this paper by the PCA. The bright samples used in this paper therefore cover smaller volumes than those used by Norberg et al. and so the error bars are substantially larger. A cursory inspection of Fig. 8 would give the misleading impression that we find weaker evidence for an increase in correlation length with luminosity. It is important to examine this plot in conjunction with Tables 1 to 3, which reveals that there is significant overlap in the volumes defined by the four brightest magnitude slices, because of the common $`z_{\mathrm{max}}`$$`=0.15`$ limit.

In this case, the error bars inferred directly from the mocks do not take into account that our samples are correlated. The errors fully incorporate cosmic variance, i.e. the variance in clustering signal expected when sampling a given volume placed at different, independent locations in the Universe. The volumes containing the four brightest samples listed in Table 2 contain long-wavelength fluctuations in common and so clustering measurements from these different volumes are subject to a certain degree of coherency. The clearest way to show this is by calculating the difference between the correlation lengths fitted to two samples. The error on the difference, derived using the mock catalogues, has two components: the first comes from adding the individual errors in quadrature; the second is from the correlation of the samples. For correlated samples, this second term is negative and, therefore lowers the estimated error on the difference. This is precisely what is seen in the lower panel of Fig. 8, where we plot $`\mathrm{\Delta }r_0^\eta =r_0^\eta (\mathrm{M}_{\mathrm{b}_\mathrm{J}})r_0^\eta (\mathrm{M}_{\mathrm{b}_\mathrm{J}}^{\mathrm{ref}})`$ for each spectral type as a function of absolute magnitude, with error bars taking into account the correlation of the samples. For all samples brighter than M , the increase in clustering length with luminosity is clear.

There is a suggestion, in the top panel of Fig. 8, of a non-monotonic dependence of the correlation length on luminosity for early-type galaxies. The evidence for this behaviour is less apparent on the $`\mathrm{\Delta }r_0^\eta `$ panel, where a difference in $`r_0`$ for the faintest sample is seen at less than the 2$`\sigma `$ level. These volumes are small compared to those defining the brighter samples. Furthermore, when analyzing the faintest sample for SGP and NGP separately, our results are somewhat sensitive to the presence of single structures in each region (at $`\alpha \mathrm{\hspace{0.17em}0}^\mathrm{h}`$ and $`z\mathrm{\hspace{0.17em}0.061}`$ for the SGP, as shown in Fig. 3(a)). Thus we conclude that the upturn at faint magnitudes in the correlation length of early-types is not significant.

The projected correlation function of early-type galaxies brighter than M is well fitted by a power-law real space correlation function, with a virtually constant slope of $`\gamma \mathrm{\hspace{0.17em}1.87}`$ and a correlation length which increases with luminosity, from $`r_0=\mathrm{\hspace{0.17em}5.7}\pm \mathrm{\hspace{0.17em}0.6}`$$`h^1\mathrm{Mpc}`$ for M galaxies to $`r_0=\mathrm{\hspace{0.17em}9.7}\pm \mathrm{\hspace{0.17em}1.2}`$$`h^1\mathrm{Mpc}`$ for brighter galaxies ($`M_{b_\mathrm{J}}5\mathrm{log}_{10}h21.2`$). This represents an increase in clustering strength by a factor of $`2.7`$, as seen in Fig. 7. The projected correlation functions of late-type galaxies are also consistent with a power-law in real space, with an essentially constant slope. There is a very weak trend for $`\gamma `$ to increase with luminosity, although at little more than the $`1\sigma `$ level. Ignoring this effect, the fitted slope of the late-type correlation function is $`\gamma \mathrm{\hspace{0.17em}1.76}`$. The correlation length increases with luminosity from a value of $`r_0=\mathrm{\hspace{0.17em}3.7}\pm \mathrm{\hspace{0.17em}0.8}`$$`h^1\mathrm{Mpc}`$ for faint galaxies ($`M_{b_\mathrm{J}}5\mathrm{log}_{10}h18.4`$) to $`r_0=\mathrm{\hspace{0.17em}6.3}\pm \mathrm{\hspace{0.17em}1.0}`$$`h^1\mathrm{Mpc}`$ for bright galaxies ($`M_{b_\mathrm{J}}5\mathrm{log}_{10}h20.7`$), a factor of $`2.5`$ increase in clustering strength. It should be possible to extend the analysis for late-type galaxies beyond $`M_{b_\mathrm{J}}5\mathrm{log}_{10}h21`$ when the 2dFGRS is complete.

The top panel of Fig. 8 confirms our earlier conclusion that the clustering of early-type galaxies is stronger than that of late-type galaxies. At M , early-types typically have a real space clustering amplitude that is $`1.51.7`$ times greater than that of late-types.

## 6 Discussion and conclusions

We have used the 2dFGRS to study the dependence of clustering on spectral type for samples spanning a factor of twenty in galaxy luminosity. The only previous attempt at a bivariate luminosity-morphology/spectral type analysis of galaxy clustering was performed by Loveday et al. (1995) using the Stromlo-APM redshift survey. They were able to probe only a relatively narrow range in luminosity around $`L^{}`$, which is more readily apparent if one considers the median magnitude of each of their magnitude bins (see Fig. 3b of Norberg et al. 2001). The scatter between spectral and morphological types illustrated in Fig. 1 precludes a more detailed comparison of our results with those of earlier studies, based on morphological classifications.

In Norberg et al. (2001), we used the 2dFGRS to make a precise measurement of the dependence of galaxy clustering on luminosity. The clustering amplitude was found to scale linearly with luminosity. One of the aims of the present paper is to identify the phenomena that drive this relation. In particular, there are two distinct hypotheses that we wish to test. The first is that there is a general trend for clustering strength to increase with luminosity, regardless of the spectral type of the galaxy. The second is that different types of galaxies have different clustering strengths, which may vary relatively little with luminosity, but a variation of the mix of galaxy types with luminosity results in a dependence of the clustering strength on luminosity.

Madgwick et al. (2002) estimated the luminosity function of 2dFGRS galaxies for different spectral classes, and found that, in going from early-type to late-types, the slope of the faint end of the luminosity function becomes steeper while the characteristic luminosity becomes fainter. Another representation of the variation of the luminosity function with spectral class is shown in Fig. 9, where we plot the fraction of early and late type galaxies in absolute magnitude bins. The plotted fractions are derived from the volume-limited samples listed in Tables 1, 2 and 3. The mix of spectral types changes dramatically with luminosity; faint samples are dominated by late-types, whereas early-types are the most common galaxies in bright samples. Similar trends were found for galaxies labelled by morphological type in the SSRS2 survey by Marzke et al. (1998).

We find that the change in the mix of spectral types with luminosity is not the main cause for the increase in the clustering strength of the full sample with luminosity. To support this assertion, we plot in Fig. 10 the variation of clustering strength with luminosity normalized, for each spectral class, to the clustering strength of a fiducial sample of M galaxies, i.e. the sample which covers the magnitude range $`19.5M_{b_\mathrm{J}}5\mathrm{log}_{10}h20.5`$. For a galaxy sample with best fitting correlation function parameters $`r_0^i`$ and $`\gamma ^i`$, we define the relative bias with respect to the M sample of the same type by

$$\frac{b^i}{b^{}}|_\eta (r)=\sqrt{\frac{(r_0^i)^{\gamma _i}}{r_0^\gamma }r^{\gamma \gamma _i}}|_\eta ,$$
(9)
where $`r_0`$ and $`\gamma `$ are the best fitting power-law parameters for the fiducial sample. In Fig. 10, we plot the relative bias evaluated at a fixed scale, $`r=4.89`$$`h^1\mathrm{Mpc}`$, which is the correlation length of the reference sample for all $`\eta `$-classified galaxies. A scale dependence in Eq. 9 arises if the slopes of the real space correlation functions are different for the galaxy samples being compared. In practice, the term $`r^{\gamma \gamma _i}`$ is close to unity for the samples considered. The dashed line shows a fit to the bias relation defined by the open symbols. The solid line shows the effective bias relation obtained by Norberg et al. (2001), which is defined in a slightly different way to the effective bias computed here.

From Fig. 10, we see that the trend of increasing clustering strength with luminosity in both spectral classes is very similar for galaxies brighter than $`L>0.5L^{}`$. At the brightest luminosity, corresponding to $`\mathrm{\hspace{0.17em}4}L^{}`$, the clustering amplitude is a factor of $`22.5`$ times greater than at $`L^{}`$. This increase is much larger than the offset in the relative bias factors of early and late types at any given luminosity. We conclude that the change in correlation length with absolute magnitude found by Norberg et al. (2001) is primarily a luminosity effect rather than a reflection of the change in the mix of spectral types with luminosity.

Benson et al. (2001) showed that a dependence of clustering strength on luminosity is expected in hierarchical clustering cold dark matter universes because of the preferential formation of the brightest galaxies in the most massive, strongly clustered dark halos. The close connection between the spectral characteristics of galaxies and their clustering properties discussed in this paper provides further evidence that the galaxy type is also related to the mass of the halo in which galaxy forms.

## Acknowledgments

The 2dFGRS is being carried out using the 2 degree field facility on the 3.9m AngloAustralian Telescope (AAT). We thank all those involved in the smooth running and continued success of the 2dF and the AAT. We thank the referee, Dr. J. Loveday, for producing a speedy and helpful report. PN is supported by the Swiss National Science Foundation and an ORS award, and CMB acknowledges the receipt of a Royal Society University Research Fellowship. This work was supported in part by a PPARC rolling grant at Durham.


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# Quantum key distribution with realistic states: photon-number statistics in the photon-number splitting attack

## I Introduction

Quantum Key Distribution (QKD) allows to generate a long secret shared key between two parties, conventionally named Alice and Bob, from a short initial secret key. Part of that newly generated key can then be used up by sending an unconditionally secure secret message via the one-time pad, also called Vernam cipher Vernam (1926). The remaining part is retained to repeat the QKD protocol to generate new key. The first complete protocol is that by Bennett and Brassard, BB84 Bennett and Brassard (1984), although Wiesner formulated basic ideas earlier Wiesner (1983).

In ideal QKD protocols we are required to use particular states for which the preparation is beyond our present experimental capability, such as single photon states on which we can imprint signals in form of specific polarizations. For example, for the BB84 protocol we would use two pairs of orthogonal polarizations, e.g. horizontal/vertical linear polarization and right/left circular polarization.

Recently it has been proven that one can use realistic signal sources such as weak laser pulses polarized in the four signal polarizations to perform QKD even in the presence of loss and noise in the quantum channel. Indeed, in most experiments demonstrating the technique required for QKD this signal source has been used Chiangga et al. (1999); Bourennane et al. (1999); Marand and Townsend (1995); Townsend (1998); Hughes et al. (2000); Ribordy et al. (2000). For eavesdropping attacks on such signals, the security of the BB84 protocol in a realistic setting has been explored regarding attacks on individual signals in Lütkenhaus (2000). The proof of unconditionally security of QKD with the BB84 protocol in this framework has been presented in Inamori et al. (2001). It turns out, that the combination of multi-photon signals of the source, such as weak laser pulses, together with loss in the quantum channel in the presence of errors leads to limitations of rate and distance that can be covered by those techniques. These restrictions are due not only to the proving techniques but are of fundamental nature Brassard et al. (2000), at least in a conservative approach to security where all errors and losses are assumed to be due to eavesdropping activity.

The limitation comes from the fact that the combination of multi-photon signals of the source and loss in the transmission line opens the door for a powerful eavesdropping attack, the Photon Number Splitting (PNS) attack that was first mentionend in Huttner et al. (1995). The basic step is that a signal consisting of two or more photons (multi-photon signal) can be split via a physical interaction Lütkenhaus (2000) by an eavesdropper (called Eve) such that Eve retains one photon and Bob receives the other photons such that the polarization of both parts remains undisturbed. The photon in Eve’s hand will reveal its signal polarization to Eve if she waits long enough until she learns the polarization basis during the public discussion part of the BB84 protocol. In the presence of loss, this attack can put Eve in a position that she knows the complete information about all signals received by Bob and no secure key can be generated. This is the case if the loss is strong enough, such that Bob expects to receive less signals than the signal source prepares multi-photon signals. Then Eve can replace the lossy quantum channel by an ideal one, block all single-photon signals and use only multi-photon signal to match Bob’s expectation of non-vacuum pulses. If the loss is not high enough for this, then Eve can block only a fraction $`b`$ of the single-photon signals, but she can perform some optimal eavesdropping attack on the remaining single-photon pulses. This constitutes her optimal attack Lütkenhaus (2000). Despite this powerful attack, in this situation, if the error rate is not too high, Alice and Bob can establish a secure key, as has been shown in Lütkenhaus (2000); Inamori et al. (2001), in the standard BB84 protocol where no photon-number statistics is monitored. Note that the PNS attack can be well approximated with linear optics only Calsamiglia et al. (2002).

One remaining open question is whether Alice and Bob might be able to detect that Eve performed the PNS attack. After all, the photon number statistics changes under the PNS attack as described above. In this paper, we will show that is is possible to extend the PNS attack such that the photon number statistics, as seen by Bob, is indistinguishable from that resulting from weak laser pulses and a lossy channel. This result holds in the relevant paramter regime of mean photon number $`\mu `$ of the Poissonian photon number distribution of the weak laser pulse and of the transmission factor $`\eta `$ of the quantum channel. The extension of the PNS attack allows the eavesdropper to remain undetected even if Alice and Bob measure the photon number distribution via coincidence rates in Bob’s photodetectors.

## II Extended PNS attack

We consider a photon source emitting signals with a Poissonian photon number distribution with mean value $`\mu `$. Weak laser pulses are well described by Fock states with this photon number distribution, but our analysis can be extended to other distributions. The quantum channel is described by a single-photon transmission efficiency $`\eta `$. Then we find at Bob’s end of the quantum channel again a Poissonian photon number distribution with mean photon number $`\mu \eta `$, that is

$$P_{loss}[n]=\frac{(\eta \mu )^n}{n!}\mathrm{exp}[\eta \mu ].$$
(1)
On the other hand, the PNS attack described above will give another photon number statistics. Let Eve perform the photon number splitting attack in which she blocks a fraction $`b`$ of the single-photon signals. Then we find a resulting photon number distribution that is not Poissonian, namely

$$P_{PNS}[n]=\{\begin{array}{cc}(1+b\mu )\mathrm{exp}[\mu ]& n=0\hfill \\ \left((1b)\mu +\mu ^2/2\right)\mathrm{exp}[\mu ]& n=1\hfill \\ \frac{\mu ^{n+1}}{(n+1)!}\mathrm{exp}[\mu ]& n>1\hfill \end{array}$$
(2)
To match the number of vacuum signals, we adjust $`b`$ such that $`P_{loss}[0]=P_{PNS}[0]`$. This leads to the expression

$$b_{match}=\frac{1}{\mu }\left(\mathrm{exp}[\mu (1\eta )]1\right).$$
(3)
We find $`b_{match}=0`$ for $`\eta =1`$, while $`b_{match}=1`$ for $`\eta =1\frac{1}{\mu }\mathrm{ln}[1+\mu ]`$. This last point corresponds precisely to the situation where $`1P_{loss}[0]=1(1+\mu )\mathrm{exp}[\mu ]`$, that is, the number of non-vacuum signals arriving at the end of the lossy quantum channel is equal to the number of multi-photon signals emanating from the source. For values of $`\eta `$ between these two extreme values, $`b`$ takes on values in the interval $`(0,1)`$, and this is the regime we are dealing with.

With this choice the photon number distribution after Eve’s attack takes the form

$$P_{match}[n]=\{\begin{array}{cc}\mathrm{exp}[\eta \mu ]& n=0\hfill \\ (1+\mu +\mu ^2/2)\mathrm{exp}[\mu ]\mathrm{exp}[\eta \mu ]& n=1\hfill \\ \frac{\mu ^{n+1}}{(n+1)!}\mathrm{exp}[\mu ]& n>1.\hfill \end{array}$$
(4)
This photon number distribution is not Poissonian. The question is whether Eve can make it Poissonian without loosing any advantage of the PNS attack. It is easy to come up with a possible solution: Eve can extract not only one, but two or more photons from pulses depending on the photon number in each pulse. With this method it is possible to redistribute probabilities from higher to lower photon numbers, but not the other way round. Therefore the necessary and sufficient condition for the redistribution to be possible is that

$$\underset{i=0}{\overset{n}{}}P_{loss}[i]\underset{i=0}{\overset{n}{}}P_{match}[i]$$
(5)
is satisfied for all $`n`$. This condition that the change of probability from any high-photon number part to a low-photon number part goes in the right direction.

In order to work as an eavesdropping attack, we need to make sure that the number of non-vacuum signals remains unchanged. Indeed, in our extended strategy we will never take ’the last photon’ out of a pulse, so the number of non-vacuum signals does not change. This guarantees that the information gain by Eve on the signals remains unchanged. The only change is that of the photon number statistics of the signals arriving at Bob’s end of the quantum channel.

## III Evaluation of extended PNS attack

In this section we will show that the conditions (5) is satisfied in a parameter regime that we will show in the following section to be relevant to practical QKD. Thus we show that Eve can mimic Poissonian photon number distribution even while performing the PNS attack via our extension.

We define the $`d_n`$ as the difference of the two probability distributions for given $`n`$, so that we have

$$d_n=P_{match}[n]P_{loss}[n].$$
(6)
Note that $`d_0=0`$ due to the matching via the blocking parameter $`b`$. We will show that in a relevant paramter regime we find that $`d_n0`$ for $`n[1,n_l]`$ and $`d_n0`$ for $`n[n_l+1,\mathrm{}]`$. This is sufficient (though not necessary) to fulfill the conditions (5). With other words, with increasing value of n, the difference $`d_n`$ vanishes for $`n=0`$, then takes negative values until for $`nn_l+1`$ it turns positive.

Let us first show by induction that once the function turned positive, it will not turn back negative for $`n2`$ and the parameter regime $`\eta 3/4`$. Assume that $`d_n0`$ for $`n2`$. This means

$$\frac{\mu ^{n+1}}{(n+1)!}\mathrm{exp}[\mu ]\frac{(\eta \mu )^n}{n!}\mathrm{exp}[\eta \mu ].$$
(7)
Then it follows that

$`d_{n+1}`$
$`=`$ $`{\displaystyle \frac{\mu ^{n+1}}{(n+1)!}}\mathrm{exp}[\mu ]{\displaystyle \frac{\mu }{n+2}}{\displaystyle \frac{(\eta \mu )^n}{n!}}\mathrm{exp}[\eta \mu ]{\displaystyle \frac{\mu \eta }{n+1}}`$
$``$ $`{\displaystyle \frac{(\eta \mu )^n}{n!}}\mathrm{exp}[\eta \mu ]\left({\displaystyle \frac{\mu }{n+2}}{\displaystyle \frac{\mu \eta }{n+1}}\right)`$
$``$ $`0\text{ for}\eta {\displaystyle \frac{3}{4}}.`$
We do not need to prove directly that there is some $`d_{n_l}0`$ with $`n_l2`$. Instead, we will show that in a suitable parameter regime $`d_10`$. That proves together with the normalization $`_{n=0}^{\mathrm{}}d_n=0`$ and $`d_0=0`$ that there must be some positive $`d_n`$ for $`n2`$. With other words, for $`\eta <3/4`$ we find that $`d_10`$ is a sufficient condition to allow a redistribution of the photon number distribution after the PNS attack to make it Poissonain without changing the flow of information between the parties.

The required condition $`d_10`$ can be analyzed numerically only. It is given after a regrouping as

$$(1+\mu +\mu ^2/2)\mathrm{exp}[\mu ](1+\eta \mu )\mathrm{exp}[\eta \mu ]0.$$
(9)
The first term describes the fraction of signals containing $`0`$ or $`1`$ photons after the original PNS attack while the second term describes the target value for this fraction. Note that we fixed the fraction of vacuum signals so that this is, indeed, a statement about the fraction of single-photon signals. The region where $`d_1`$ is negative is plotted in figure 1.

The borderline shown in figure 1 can be evaluated more closely in the typical regime were $`\mu ,\eta 1`$. If we expand $`d_1`$ in $`\mu ,\eta `$ and neglect terms $`\eta ^k\mu ^l`$ with $`k+l>4`$, then we obtain

$$d_1\mu ^2/2\left(\mu /3+\mu ^2/4+\eta ^2\right)$$
(10)
so that we find that the value $`\eta _0`$ for which $`d_1`$ vanishes can be approximated by

$$\eta _0\sqrt{\mu /3\mu ^2/4}$$
(11)
As we see from Fig. 2, this is a good approximation for low photon numbers.

Note that the lowest order of the approximation (10) is given by $`d_1\mu ^3/6`$ which guarantees that the extended PNS attack is always successful as long as $`\mu `$ and $`\eta `$ are small. This is mirrored in the infinitely steep rise of the limiting line shown in figure 2.

## IV Application to security proofs and discussion

From the security proofs Inamori et al. (2001); Lütkenhaus (2000) we know the optimal choice of the mean photon number $`\mu `$ from the point of view of Alice and Bob. This optimization can be understood starting from the idea that Alice and Bob would like to optimize the gain rate of the QKD process. This gain rate $`G`$ is bounded in a conservative scenario from above as $`G\frac{1}{2}\left(S_mp_{exp}\right)`$ with $`S_m`$ as the multi-photon probability of the source and $`p_{exp}`$ as the fraction of non-vacuum signals detected by Bob. The factor $`1/2`$ comes from a sifting state of the QKD protocol and is specific for the BB84 protocol. For other polarization based protocols such as the six-state protocol Bruß (1998) we find other factors, however, the reasoning is independent of this factor. For our Poissonian distributed signals, we find

$$\frac{1}{2}\left(S_mp_{exp}\right)=\frac{1}{2}\left(\mathrm{exp}[\mu \eta ](1+\mu )\mathrm{exp}[\mu ]\right)$$
(12)
and this expression is optimized for small values of $`\eta `$ by $`\mu _{opt}\eta `$. As it turns out, that value remains approximately optimal in a detailed analysis taking other error sources into account Inamori et al. (2001); Lütkenhaus (2000). In typical experiments we find that even higher photon numbers than the optimal ones are used. That pushes the working point even further away from the critical line in figure 1.

The statements above are made for a conservative scenario where all loss and all errors are attributed to Eve. It will be desirable to extend this analysis by making assumptions stating that Eve cannot change the dark count rate of Bob’s detectors and cannot increase the detection efficiency. It turns out that this extension is not trivial at all. The analysis in our paper, however, puts some bounds on the results of such an analysis. Once Eve can perform an extended PNS attack such that her action mimics a lossy quantum channel both in the transmission efficiency and the Poissonian photon number statistics, and she can block all single-photon signals, then the transmission cannot be secure.

At the heart of our paper is the statement that stochastic processes such as loss in a quantum channel can be explained by a rather cunning strategy of a third party, for example an eavesdropper. It means that the eavesdropper can access some preferred signals while suppressing others such that the resulting action is indistinguishable even in principle from a normal lossy channel for given input signals. It is unclear so far what input signals have to be chosen to make such a situation impossible.

## V Acknowledgement

We gladly acknowledge stimulating discussion with Mioslav Dušek and John Calsamiglia. N.L. thanks Marcos Curty and Peter van Loock for their critical discussion of this article. This work has been supported under Project NO. 43336 of the Academy of Finland and by the German Reseach Council (DFG) via the Emmy-Noether Programme.


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# Local density of states in superconductor-strong ferromagnet structures

## I Introduction

In recent years the interest in the proximity effect between superconducting (S) and ferromagnetic (F) layers has increased considerably. The actual progress in the preparation of high quality metallic multilayer systems allows a careful study of the mutual interaction of superconductivity and ferromagnetism in hybrid S/F structures. The proximity effect manifests itself in e.g. changes of the density of states (DOS) or in the dependence of the superconducting critical temperature $`T_c`$ on the thickness of the F-layer (see e.g. Refs. ).

Many theoretical works have been devoted to the study of such structures, which is not a simple task. In most of them the DOS and the critical temperature of the superconducting transition $`T_c`$ were analyzed in the “dirty limit”. This means that the retarded and advanced Green’s functions, which determine the thermodynamical properties, were obtained from the Usadel equation (e.g Refs. ) which is simpler than the more general Eilenberger equation. In other words, it was assumed that the mean free path $`l`$ is much shorter than any characteristic length (with exception of the Fermi wave length), and that all energies involved in the problem are smaller than $`\tau ^1`$, where $`\tau `$ is the elastic relaxation time. In particular, the condition $`h\tau 1`$ has to be satisfied ($`h`$ is the exchange energy). It was shown that in this limit the DOS in the F layer oscillates and decays with increasing exchange energy $`h`$. In the limit $`h\tau 1,`$ the period of the oscillations and the decay length are comparable to each other and are of the order $`\sqrt{D/h}`$.

Calculations in the opposite (purely ballistic) case were performed in Refs.. Haltermanns and Valls  solved the Bogolyubov and self-consistency equations numerically and presented the results for the LDOS in a F/S structure. Zareyan and co-workers  calculated the LDOS of a F film in contact with a superconductor. They assumed that the electrons in the F film are scattered only at the rough F/Vac surface (Vac stands for Vacuum). However, not so much attention has been payed to the more realistic case $`h\tau 1`$. Except for Ref. , where this limit was considered for very thin ferromagnetic films, a study of the proximity effect in disordered ferromagnetic conductors with strong exchange energies $`h`$ is still lacking. This limit is very important when dealing with ferromagnetic layers made of transition metals, as Fe or Ni, for which $`h1`$eV, and whose sizes are larger than the mean free path $`l`$.

In the present paper, we analyze the DOS and the critical temperature $`T_c`$ of the superconducting transition in S/F structures for which the condition

$$h\tau 1$$
(1)
is satisfied. Here $`\tau `$ is the elastic relaxation time due to impurity scattering in the bulk. According to condition (1) the exchange interaction, which is proportional to $`h`$ is much stronger than the interaction with impurities, which is of the order of $`\tau ^1`$. We will show that in this limit the decay length of the superconducting condensate function induced in the ferromagnet is of the order of the mean free path $`l`$. Therefore, despite its smallness, it is very important to retain the impurity scattering term if the thickness of the F layer is larger than $`l`$. On the other hand, the product $`\tau T_c`$ may be smaller or larger than unity. We will see that in the limit (1) thermodynamical quantities, such as DOS and $`T_c`$, differ considerably from those in the dirty  and purely ballistic limits .

As it has been pointed out in Refs., the Usadel equation is not applicable in the limit (1), and the more general Eilenberger equation should be solved. One can solve the latter equation with the help of an expansion in the parameter $`(h\tau )^1`$ for both the strong and weak proximity effect. In the case of a weak proximity effect the solution can be obtained even for an arbitrary impurity concentration , i.e. for an arbitrary value of the parameter $`h\tau `$. It will be shown that in the limit of large $`h\tau `$ the condensate function $`f`$ oscillates in space with a period $`v_F/h`$ and decays on a length of the order of the mean free path $`l`$. If one neglects the impurity scattering in the bulk, as was done in Refs. , the results for DOS depend essentially on the boundary conditions at the F/Vac interface. This is because in that case the condensate function $`f`$ is formed by interfering waves reflected from the F/Vac boundary. Therefore, the thermodynamical properties depend sensitively on whether these reflections are specular  or diffusive .

In the present paper, we assume that the thickness of the ferromagnetic layer $`d_F`$ is much greater than the mean free path $`l`$ and therefore reflected waves are unimportant provided the bulk impurity scattering dominates. We show that in the main approximation in the parameter $`(h\tau )^1`$, the LDOS in the ferromagnetic region in a F/S bilayer is not affected by the proximity effect. On the other hand the amplitude of the condensate function in the ferromagnet near the S/F interface is equal to that in the superconductor S if the interface transmittance is high, and decays away from the interface at distances of the order $`l`$. In the limit (1), the mean free path $`l`$ is much larger than the period of the oscillations ($`v_F/h`$) and may be comparable with $`d_F`$. Therefore, one can speak about long-range penetration of the superconducting condensate into the ferromagnet. In the presence of two superconductors (e.g. in a S/F/S sandwich) the situation changes: a correction to the DOS in F arises in the main approximation and its magnitude depends on the phase difference between the superconductors and on the thickness $`d_F`$ of the F layer vanishing in the limit $`d_F\mathrm{}`$. We also analyze a variation of the critical temperature of the superconducting transition $`T_c`$ for a S/F bilayer for which the condition (1) is satisfied. We find the dependence of $`T_c`$ on the thickness $`d_S`$ of the superconductor in the limit $`d_Fl`$ and compare it with the results obtained in the dirty limit.

## II Basic Equations

Physical quantities of interest can be computed using quasiclassical retarded $`\widehat{g}^R`$ and advanced $`\widehat{g}^A`$ Green’s functions. In order to find the retarded Green’s function $`\widehat{g}^{R\text{ }}`$(for brevity we omit the index $`R`$) one should solve the Eilenberger equation (the advanced Green’s function can be found in the same way)

$$\mu v_F_x\widehat{g}i(ϵ+h)[\widehat{\tau }_3,\widehat{g}]i[\widehat{\mathrm{\Delta }},\widehat{g}]+(1/2\tau )[\widehat{g},\widehat{g}]=0.$$
(2)
Here $`\widehat{g}`$ is the retarded Green function in the Nambu space. It obeys the normalization condition

$$\widehat{g}^2=1.$$
(3)
The angle brackets denote the averaging over angles: $`(\mathrm{})=_0^1d\mu (\mathrm{})`$, $`\mu =\mathrm{cos}\theta `$ , $`\theta `$ is the angle between the momentum and the $`x`$-axis (in all the S/F systems considered below the $`x`$-axis is perpendicular to the S/F interfaces), and $`v_F`$ is the Fermi velocity. The exchange field $`h`$ vanishes in the S-layers. $`\widehat{\mathrm{\Delta }}`$ is the matrix

$`\widehat{\mathrm{\Delta }}=\left(\begin{array}{cc}0& \mathrm{\Delta }\\ \mathrm{\Delta }^{}& 0\end{array}\right),`$

and $`\mathrm{\Delta }`$ is the pair potential in the superconductor. We assume that in the F-layers the electron-electron interaction vanishes and therefore $`\mathrm{\Delta }=0`$. The last term of Eq.(2) describes the effect of nonmagnetic impurities. Eq.(2) is supplemented by the Zaitsev boundary condition at the S/F interface :

$$\widehat{a}\left(RR\widehat{a}^2+\frac{T}{4}(\widehat{s}_1\widehat{s}_2)^2\right)=\frac{T}{4}[\widehat{s}_2,\widehat{s}_1].$$
(4)
Here $`\widehat{a}`$ and $`\widehat{s}`$ are the antisymmetric and the symmetric (in $`\mu `$) parts of the Green’s function $`\widehat{g}`$; $`R`$ and $`T`$ are the reflection and transmition coefficients. Eqs. (2-4) describe the system completely and are the basic equations in our study. In spite of a rather simple symbolic representation they are quite complicated and a general solution can hardly be obtained for an arbitrary impurity concentration. Accordingly, further calculations are performed under certain assumptions that allow us to simplify equations (2-4) for values of parameters which still correspond to real systems.

## III Local density of states in a S/F bilayer

In this section, it is assumed that the mean free path $`l_s`$ in the superconductor is larger than the coherence length $`\xi _s`$. In this case the last term in Eq. (2) can be disregarded in the S region. We consider first a S/F bilayer. The S/F interface is located at $`x=0`$, the superconductor and ferromagnet occupy the regions $`x<0`$ and $`x>0`$, respectively. We also assume that the thickness of both layers are much larger than the characteristic lengths over which $`\widehat{g}`$ varies, i.e $`\xi _s`$ in the S-layer and $`l`$ in the F layer. We focus first on the LDOS in the superconductor for subgap energies: $`ϵ<\mathrm{\Delta }`$. It is clear that in this energy range and for $`|x|\xi _s`$ the LDOS vanishes as it should be in a bulk superconductor.

We assume a perfect S/F interface transparency. In this case and according to the boundary condition Eq. (4) both the symmetric and the antisymmetric parts must be continuous at the interface. For simplicity we approximate the dependence $`\mathrm{\Delta }(x)`$ by a step like function $`\mathrm{\Delta }(x)=\mathrm{\Delta }\mathrm{\Theta }(x)`$. Then, the solution of Eq. (2) in the superconducting region has the form

$$\widehat{g}_S=\left(ϵ/\xi \mathrm{sgn}\mu \mathrm{\Delta }/\xi Ce^{\kappa _sx}\right)\widehat{\tau }_3+\left(\mathrm{\Delta }/\xi \mathrm{sgn}\mu (ϵ/\xi )Ce^{\kappa _sx}\right)i\widehat{\tau }_2+C\mathrm{sgn}\mu e^{\kappa _sx}\widehat{\tau }_1.$$
(5)
Here $`\xi =\sqrt{ϵ^2\mathrm{\Delta }^2}`$, $`\kappa _s=2i\xi /|\mu |v_F`$ and $`C`$ is a constant which has to be determined from the boundary conditions. Note that the solution (5) can also be represented in terms of the eigenfunctions $`\widehat{U}=(u,v)`$ of the Bogolyubov equation, i.e. it can be written as

$$\widehat{g}_S=\widehat{g}_{Sb}+\widehat{\tau }_3\widehat{U}^+(x)\widehat{U}(x),$$
(6)
where $`\widehat{g}_{sb}`$ is the Green function in the bulk. For energies $`|ϵ|<\mathrm{\Delta }`$ the functions $`\widehat{U}(x)`$ decay exponentially away from the S/F interface.

Now we have to solve Eq. (2) in the ferromagnet. In the limit determined by Eq. (1) one can check that the solution of Eq. (2) in the main approximation with respect to $`(h\tau )^1`$ is

$$\widehat{g}_F=\widehat{\tau }_3+D\mathrm{exp}(\kappa x/|\mu |l)i\widehat{\tau }_2+\mathrm{sgn}\mu D\mathrm{exp}(\kappa x/|\mu |l)\widehat{\tau }_1,$$
(7)
where $`\kappa =12i(ϵ+h)\tau `$. The second and third terms in Eq. (7) describe the condensate function induced in the ferromagnet due to the proximity effect.

As opposed to many authors claiming that the decay length of the condensate function is proportional to $`v_F/h`$ (see for example Ref.), Eq. (7) clearly shows that the penetration depth of the condensate is of the order of the mean free path $`l`$ and does not depend on the exchange field $`h`$. Thus, for clean and strong ferromagnets, the superconducting condensate penetrates over long distances compared to the magnetic length $`v_F/h`$. As mentioned in the introduction, in the dirty case, $`h\tau 1`$, the penetration length of the condensate into the ferromagnet decreases with increasing $`h`$, which is true for the singlet component of the condensate function (the triplet component of the condensate may penetrate into the ferromagnet over a long length of the order $`\sqrt{D/T}`$ . This triplet component may be induced by the presence of a magnetic inhomogeneity close to the S/F interface). However, we see from Eq. (7) that a long-range proximity effect exists even for singlet pairing and homogeneous magnetization. Using the fact that $`\widehat{g}`$ is continuous at $`x=0,`$ one can determine the constants $`D`$ and $`C`$ from Eqs. (5) and (7)

$$C=D=\frac{\xi +ϵ}{\mathrm{\Delta }}$$
(8)
The normalized LDOS is given by the well known expression

$$\stackrel{~}{\nu }=\nu /\nu _0=(1/2)\mathrm{ReTr}\widehat{\tau }_3\widehat{g},$$
(9)
where $`\nu _0`$ is the LDOS in the normal state. From Eqs. (5-9) one obtains in the S region ($`ϵ<\mathrm{\Delta }`$)

$$\stackrel{~}{\nu }(x,ϵ)=<\mathrm{exp}(2\sqrt{\mathrm{\Delta }^2ϵ^2}x/|\mu |v_F)>.$$
(10)
In Fig.1, we plot the spatial dependence of $`\stackrel{~}{\nu }`$ and the absolute value of the imaginary part of the symmetric condensate function (second term in Eq. (7)). Due to the proximity effect of the ferromagnet the superconductor becomes gapless in the region close to the S/F interface. According to Eqs. (7) and (9) the LDOS in the ferromagnet remains unchanged despite the presence of the condensate function induced in the F region (second and third term in Eq. (7)). The reason for that is the cancellation of the symmetric (second term in Eq. (7)) and antisymmetric parts (third term in Eq. (7)) in the normalization condition (3). Thus, the coefficient in front of $`\tau _3`$ in Eq. (7) is 1 and therefore $`\stackrel{~}{\nu }=1`$.

The correction to the LDOS in the ferromagnet is not zero if one takes into account higher order terms in the expansion in the parameter $`(h\tau )^1`$. We calculate this correction assuming for simplicity that the transparency of the S/F interface is low. In this case, the Green function in the superconductor is not affected by the proximity effect and is given by

$$\widehat{g}_S=G_S\widehat{\tau }_3+F_Si\widehat{\tau }_2,$$
(11)
where $`G_S=ϵ/\sqrt{ϵ^2\mathrm{\Delta }^2}`$ and $`F_S=\mathrm{\Delta }/\sqrt{ϵ^2\mathrm{\Delta }^2}`$. For a low interface transparency, the boundary condition, Eq. (4), reduces to

$$\widehat{a}=\gamma [\widehat{s}_F,\widehat{s}_S]\gamma F_S\widehat{\tau }_1.$$
(12)
Here $`\gamma =T(\mu )/4R(\mu )1`$ is the parameter describing the transmittance of the interface. The way how to solve Eq. (2) was presented in Ref. . The exact Green function is given by

$$\widehat{g}_F(x)=\widehat{\tau }_3+f_2(x)i\widehat{\tau }_2+f_1(x)\widehat{\tau }_1=\widehat{\tau }_3+(\mathrm{d}k/2\pi )(f_{2k}i\widehat{\tau }_2(\mu l/\kappa )f_{2k}\widehat{\tau }_1_x)e^{ikx},$$
(13)
where

$$f_{2k}=\frac{2\kappa F_Sl}{M\left[1\kappa 1/M\right]}\left[\kappa \left(\gamma \mu 1/M\gamma \mu /M\right)+\gamma \mu \right],$$
(14)
$`M=(kl\mu )^2+\kappa ^2`$ and $`\kappa =12i(ϵ+h)\tau `$. In the case under consideration, i.e $`h\tau 1`$, one can easily show that $`|\kappa 1/M|<1`$ and hence we can expand Eq. (14):

$$f_{2k}\frac{2\kappa F_Sl}{M}\left(\gamma \mu +\kappa \gamma _0/M_{\mu =1}\right).$$
(15)
For simplicity we have assumed that the transmission coefficient $`T(\mu )`$ has a sharp maximum at $`\theta =0,`$ i.e. $`\gamma (\mu )=\gamma _0\delta (\mu 1)`$. The first correction to the normalized LDOS proportional to $`(h\tau )^1`$ can be now obtained. After cumbersome but straightforward calculations one obtains at low energies

$$\delta \nu =\frac{1}{2}\mathrm{Re}(f_2)^2(f_1)^2=\gamma _0^2(e^{2x/l}/4h\tau )\mathrm{sin}(4h\tau x/l).$$
(16)
Eq. (16) shows that for sufficiently large $`h\tau ,`$ the correction to the LDOS of the normal metal is small. This correction to the LDOS proportional to $`(h\tau )^1`$ reveals a damped-oscillatory behavior similar as the one reported in Ref., where the case $`h\tau 1`$ (dirty limit) was considered. The spatial dependence of the local DOS is shown in Fig.2.

## IV Local density of states in a S/F/S sandwich

Now we consider a Josephson-like S/F/S structure (see Fig.3). In this case, the correction to the DOS is not zero even in the main approximation in the parameter $`(h\tau )^1`$. The thickness of the F-layer is $`d_F`$, and we assume again that the transparency of the S/F interfaces is low. The solution of Eq. (2) can be sought in the following form

$$\widehat{g}=\widehat{\tau }_3+\widehat{s}+\widehat{a},$$
(17)
where $`\widehat{s}`$ and $`\widehat{a}`$ are the symmetric and antisymmetric part of the condensate function induced in the ferromagnet. The equations which determine $`\widehat{s}`$ and $`\widehat{a}`$ can be obtained from Eq. (2) and written in the form

$$\begin{array}{c}(\mu l)^2_{xx}^2\widehat{s}\kappa ^2\widehat{s}\kappa \widehat{s}=0\\ \widehat{a}=(\mu l/\kappa )\widehat{\tau }_3_x\widehat{s},\end{array}$$
(18)
where $`\kappa `$ is defined in Eq. (14).

In the limit of a weak proximity effect, the boundary conditions at $`x=\pm d_F/2`$ are \[the upper (lower) sign corresponds to $`x=d_F/2`$ ($`x=d_F/2`$)\]

$$\widehat{a}=\gamma \widehat{\tau _3}\widehat{F_S}.$$
(19)
$`\widehat{F_S}`$ is the condensate function of the superconductors which now is given by $`\widehat{F_S}(\phi )=i\widehat{\tau }_2F_S\mathrm{exp}(\pm i\phi \widehat{\tau }_3),`$ where $`F_S`$ is defined in Eq.(11) and $`\phi `$ is the phase difference between the superconductors. The general solution of Eq. (18) with the boundary conditions Eq.(19) was presented in Ref. . In the limit $`h\tau 1`$ one obtains

$$\begin{array}{ccc}\widehat{s}(x)& =& 2\kappa _Fl\mu \gamma F_S\underset{n}{}\left(i\widehat{\tau }_2\mathrm{cos}\phi /2+i\widehat{\tau }_1(1)^n\mathrm{sin}\phi /2\right)\frac{\mathrm{d}k}{2\pi }e^{ikx}e^{ik(2n+1)d_F}/M\hfill \\ & =& \gamma F_S\left[i\widehat{\tau }_2\mathrm{cos}(\phi /2)\frac{\mathrm{cosh}\theta (x)}{\mathrm{sinh}\theta (d_F/2)}+i\widehat{\tau }_1\mathrm{sin}(\phi /2)\frac{\mathrm{sinh}\theta (x)}{\mathrm{cosh}\theta (d_F/2)}\right],\hfill \end{array}$$
(20)
where $`\theta (x)=\kappa x/l|\mu |`$ and $`n`$ takes integer values from $`\mathrm{}`$ to $`+\mathrm{}`$. From Eq. (18) one obtains the expression for $`\widehat{a}`$

$$\widehat{a}(x)=\gamma F_S\left[\widehat{\tau }_2\mathrm{sin}(\phi /2)\frac{\mathrm{cosh}\theta (x)}{\mathrm{cosh}\theta (d_F/2)}\widehat{\tau }_1\mathrm{cos}(\phi /2)\frac{\mathrm{sinh}\theta (x)}{\mathrm{sinh}\theta (d_F/2)}\right].$$
(21)
The correction to the LDOS due to the proximity effect is then given by

$$\delta \nu =\frac{1}{2}\mathrm{Re}\left(\widehat{s}^2+\widehat{a}^2\right)=2\frac{\mathrm{\Delta }^2}{ϵ^2\mathrm{\Delta }^2}\mathrm{Re}\frac{\gamma ^2}{\mathrm{sinh}^22\theta (d_F/2)}\left(1+\mathrm{cos}\phi \mathrm{cosh}2\theta (d_F/2)\right),$$
(22)
where $`2\theta (d_F/2)=\kappa d_F/l|\mu |`$ As one could expect, $`\delta \nu `$ vanishes in the limit of a very large thickness $`d_F`$ of the F-layer. At the same time, one can see that the correction to the LDOS is not x-dependent but it depends on the phase difference $`\phi `$. This behavior is quite interesting and rather unexpected. The correction to the LDOS, Eq. (22), may be both positive and negative depending on the phase $`\phi `$. In Fig.4 and Fig.5 we plot the dependence of $`\delta \nu `$ on the thickness $`d_F`$ and on the phase difference $`\phi `$. As before we assume that $`\gamma ^2(\mu )=(\gamma _0^2/\delta \mu )\delta (\mu 1)`$, where $`\delta \mu `$ is the width of the peak in the dependence $`\gamma (\mu )`$. Thus, for a S/F/S sandwich the correction to the LDOS $`\delta \nu `$ is much larger than in the case of a S/F bilayer. In the latter case the correction is proportional to the small factor $`(h\tau )^1`$, while in the S/F/S structure $`\delta \nu `$ is finite in zeroth order in $`(h\tau )^1`$ and proportional to the large factor $`1/\delta \mu `$.

## V Critical Temperature for a S/F bilayer

Another thermodynamic quantity we are interested in, is the superconducting critical temperature of a S/F bilayer in the limit $`h\tau 1`$. The opposite case ($`h\tau 1`$) was studied in Refs.. Here we consider a bilayer system consisting of one S-layer of thickness $`d_S`$ and one F-layer of thickness $`d_F`$. Of course, the superconducting transition temperature can considerably change only provided the thickness of the superconducting layer is not very large $`d_s\xi _S.`$ We assume that the S/F interface has a very high transparency, otherwise the proximity effect does not affect substantially the critical temperature $`T_c`$. The computation of the condensate function $`\widehat{f}=\widehat{s}+\widehat{a}`$ from Eq. (2) follows as before. In the limit $`h\tau 1`$ the solution in the F-layer is given simply by Eq. (7). The solution in the S region requires a little more care. For temperatures close to $`T_c`$ one can seek for solutions in the form

$$\widehat{g}_S=\widehat{\tau }_3+F_2i\widehat{\tau }_2+F_1\widehat{\tau }_1.$$
(23)
If we assume that $`\mathrm{\Delta }(x)`$ is a slow varying function of $`x`$, then the function $`F_2`$ can be written as

$$F_2=\mathrm{\Delta }/ϵ+\delta F$$
(24)
Bearing in mind that the functions $`F_1`$ and $`F_2`$ are continuous at the S/F interface, one obtains the following equation for $`\delta F`$

$$(\mu l)^2_{xx}^2\delta F\kappa _s^2\delta F\kappa _s\delta F=2|\mu |l\kappa _sD\delta (x),$$
(25)
where $`\kappa _s=1+2iϵ\tau `$, and D is the constant from Eq. (7). Equation (25) can be easily solved in the Fourier space. The solution is given by

$$\delta F_k=\frac{2l\kappa _sD}{M_S\left(1+\kappa _s1/M_S\right)}\left(|\mu |+|\mu |\kappa _s1/M_S\kappa _s|\mu |/M_S\right).$$
(26)
Here $`M_S=(kl\mu )^2+\kappa _s^2`$. In the dirty limit. i.e. when $`ϵ\tau 1`$, the expression Eq. (26) can be simplified

$$\delta F_k\frac{3l\kappa _sD}{(lk)^26iϵ\tau }.$$
(27)
and the value of the function $`\delta F(x)`$ at $`x=0`$ is given by

$$\delta F(0)=\frac{\mathrm{d}k}{2\pi }\delta F_k=\frac{\sqrt{3}(1+i)}{4}\frac{D}{\sqrt{ϵ\tau }}.$$
(28)
From Eqs. (7), (24)-(28) and the fact that all the functions are continuous at $`x=0`$, one can determine the constant $`D`$

$$D=\frac{\mathrm{\Delta }}{ϵ}\frac{4\sqrt{ϵ\tau }}{\sqrt{3}(1+i)}.$$
(29)
We see that the constant $`D`$ does not depend on the strength of the exchange field $`h`$, and therefore the condensate function in the superconductor is not $`h`$-dependent. Thus, we come to the following conclusion: in the limit $`h\tau 1`$ and if $`d_F>l`$ the thermodynamic quantities of the superconductor do not depend on the strength of the exchange field $`h`$; in particular, the critical temperature of the bilayer does not depend on the thickness of the ferromagnetic layer. This result is in qualitatively agreement with experimental data presented in Ref., in which the dependence $`T_c^{}(d_{Gd})`$ of Nb/Gd systems was determined and a saturation of $`T_c^{}`$ for large $`d_{Gd}`$ was observed.

In order to estimate the critical temperature $`T_c^{}`$ of the system, we need to calculate the pair potential $`\mathrm{\Delta }(x)`$. The latter satisfies the self-consistency equation

$$\mathrm{\Delta }=\lambda dϵ\mathrm{tanh}(ϵ\beta )(F_2^RF_2^A)$$
(30)
We notice that all equations presented above are for the retarded component. The advanced Green function $`F_2^A`$ can be obtained using the relation $`(F_2^R)^{}=F_2^A`$. One can easily check that at $`x=0`$ the integral in Eq. (30) diverges as $`1/\sqrt{ϵ}`$ and therefore the function $`\mathrm{\Delta }(x)`$ must vanish at $`x=0`$. Thus, the boundary condition for the pair potential at the S/F interface can be written as

$$\mathrm{\Delta }(0)=0.$$
(31)
Using the Ginsburg-Landau equation

$$\xi _{GL}^2\mathrm{\Delta }^{^{\prime \prime }}=\mathrm{\Delta },$$
(32)
where $`\xi _{GL}=\xi _0/\sqrt{1T_c^{}/T_c}`$, and the boundary condition Eq. (31) we obtain

$$\mathrm{\Delta }=A\mathrm{sin}(x+d_s)/\xi _{GL}.$$
(33)
At the boundary with the vacuum ($`x=d_s`$) $`_x\mathrm{\Delta }=0`$. From this condition we obtain an expression which determines $`T_c^{}`$

$$1T_c^{}/T_c=\left(\pi \xi _0/2d_s\right)^2.$$
(34)
We remind that equation (34) is only valid in the case $`|T_c^{}T_c|<T_c`$. It gives the asymptotic value of $`T_c^{}`$ in the limit $`h\tau 1`$ and $`d_Fl`$. This formula describes the usual proximity effect in a S/N structure: $`T_c^{}`$ coincides with $`T_c`$ if $`d_s>>\xi _0`$ and decreases with increasing $`d_s`$ Ref. . The same expression for $`T_c^{}`$ is valid in the dirty limit ($`h\tau 1`$, see Ref. ).

## VI Conclusion

In conclusion, we have considered different S/F structures in the case of a strong exchange field $`h`$, when the condition $`h\tau 1`$ is satisfied. The results of our analysis differ considerably from those obtained in the “dirty” and in the pure ballistic limit. We have shown that the thermodynamic properties ( such as local DOS and critical temperature) of a S/F bilayer do not depend on $`h`$ in the main approximation with respect to the small parameter $`(h\tau )^1`$. It is worth mentioning that in this approximation the LDOS does not change in the ferromagnet below $`T_c`$. The superconducting gap is however suppressed near the S/F interface (gapless state) and restored at distances of the order of $`\xi _sv_F/\mathrm{\Delta }`$. In a S/F/S sandwich the correction to the LDOS in the ferromagnet is nonzero, spatially constant, and depends on the phase difference $`\phi `$ between the superconductors. The different behavior of the LDOS in a S/F and S/F/S structure is due to the interference of the induced condensate functions created at each S/F interface. Thus, the changes of the LDOS $`\nu `$ due to the proximity effect may be observed more clearly in a S/F/S structure by measuring the dependence of $`\nu `$ on the phase difference $`\phi `$ between the superconductors.

We would like to thank SFB 491 Magnetische Heterostrukturen for financial support.