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# Joint Cosmic Shear Measurements with the Keck and William Herschel Telescopes

## 1 Introduction

Weak gravitational lensing of background galaxies by intervening large-scale structure (‘cosmic shear’) provides direct information about the total mass distribution in the universe, regardless of its nature and state. A measurement of cosmic shear thus bridges the gap between theory, which is primarily concerned with dark matter, and observation, which generally probes only luminous matter. The recent measurements of coherent distortion of faint galaxies by several groups (van Waerbeke et al. 2000; Bacon, Refregier & Ellis 2000 \[BRE\]; Wittman et al. 2000; Kaiser, Wilson & Luppino 2000; Maoli et al. 2001; Rhodes, Refregier & Groth 2001; van Waerbeke et al 2001; Hämmerle et al. 2001; Hoekstra et al. 2002; Refregier, Rhodes & Groth 2002) has triggered great interest in the provision of new constraints on the amount and distribution of dark matter, together with measurements of several cosmological parameters.

If intrinsic galaxy orientations are essentially random in a given survey (which requires the survey to be sufficiently deep; see Brown et al. 2000; Catelan et al. 2000; Heavens et al 2001; Croft & Metzler 2001; Crittenden et al 2001), any coherent alignment must arise from distortion due to weak lensing. Light paths from galaxies projected close together on the sky pass through, and are gravitationally distorted by, the same dark matter concentrations. This coherent distortion contains valuable cosmological information (eg. Bernardeau et al. 1997; Jain & Seljak 1997; Kamionkowski et al. 1997; Kaiser 1998; Hu & Tegmark 1998). In particular, the variance of the distortion field measures the amplitude of density fluctuations ($`\sigma _8\mathrm{\Omega }_m^{0.5}`$). This shear measurement is free from assumptions about gaussianity or the $`MT`$ relation, and whilst the shear-based measurement is currently comparable in precision to that from local cluster abundance, further progress is limited solely by the number of fields observed.

The validity of results from cosmic shear surveys depends sensitively on the treatment of systematic errors. A further issue arises from sample (or ‘cosmic’) variance, the impact of which can be limited by using numerous independent sightlines to complement panoramic imaging of a few selected areas. With these motivations in mind, we present a comparison of the cosmic shear observed with two independent instruments (Keck and WHT), using two different survey strategies.

In this paper, we describe the first cosmic shear measurements with the $`8^{}\times 2^{}`$ Echelle Spectrograph and Imager (ESI) on the Keck II telescope. This Keck survey reaches a depth of $`z1.0`$, comparable to other recent cosmic shear surveys (e.g. van Waerbeke et al 2001, Bacon et al 2000). However, the much faster acquisition of fields with ESI in comparison to 4m telescopes such as the William Herschel Telescope allows us to obtain very many more fields (173 in the final survey). This improves the cosmic shear signal measured, by minimising the contribution to noise of the sample variance, i.e. the error upon the mean lensing signal resulting from the measurement of shear on only a limited number of lines of sight. In order to measure the cosmic shear signal, we analyse the correlation function of the shear on various scales, and obtain constraints on cosmological parameters using a $`\chi ^2`$ fit to theoretical predictions upon varying these parameters.

In addition to this investigation, we extend our original detection of cosmic shear on the 4.2m WHT (in BRE), to a measurement of the correlation function of the distortion field for this dataset. A more precise measurement is afforded by the increase in the number of WHT fields to a total of 20, with a further increase in area due to the larger $`16^{}\times 16^{}`$ size of field with the new WHT mosaic camera.

This paper is organised as follows. In §2 we discuss our observational strategy for measuring cosmic shear with both telescopes. We then describe (§3) the procedure for observing with the Keck telescope, and explain the method used for reducing the data. We follow this by a treatment of the systematic effects associated with the Keck data, such as shear distortion from the camera and the anisotropic smear due to telescope tracking.

Having dealt with the Keck data up to the stage of measuring galaxy shapes, we review the procedure for obtaining the WHT data in §4, followed by the approach adopted for data reduction and removal of systematic effects.

We proceed to develop the correlation function formalism in §5, which we use for precision measurements of the cosmic shear, in §6. We then interpret the shear signal in terms of cosmological models in order to obtain limits on the cosmological parameters $`\sigma _8`$ and $`\mathrm{\Omega }_m`$. Our conclusions are summarised in §7.

## 2 Survey Strategy

The aim of our Keck and WHT surveys has been to acquire deep ($`z1`$) fields representing numerous independent lines of sight, sufficiently scattered to sample independent structures and thus minimise uncertainties due to sample variance. These lines of sight must be chosen in a quasi-random fashion, without regard to the presence or absence of mass concentrations, in order to obtain a representative sample of the mass fluctuations in the universe. Here we describe the strategy adopted for the two surveys, based on that in BRE.

The survey fields for both Keck and WHT were selected by choosing a sparse ($`>2^{}`$ separation for statistical independence) grid of coordinates spanning the range accessible to the telescope at a given time. We tuned the Galactic latitude of the grid to ensure $``$50 unsaturated stars within the Keck field of view, and $``$200 in the WHT fields, so that the anisotropic PSF and the camera distortion could be carefully mapped (see below). The STScI Digitised Sky Survey was then used to find an appropriate final field near each set of coordinates, avoiding stars brighter than $`R<11`$ in the APM and GCC catalogues, to prevent large areas of saturation or ghost images.

As a final constraint, each field was observed within $`20^{}`$ of zenith for both telescopes. This minimises smearing due to atmospheric refraction for Keck, which does not have an Atmospheric Dispersion Corrector (see section 6 and figure 10 for confirmation that this is not a limiting systematic). For both telescopes the constraint minimises any image distortion associated with telescope or instrument flexure. Figure 1 shows the positions of the resulting selected survey fields on the sky.

We must now determine the depth to which to observe these fields. We have shown in BRE that the cosmic shear signal is measurable with WHT images having a 1 hour exposure length, corresponding to a usable galaxy sample with median source redshift $`z_s=0.8`$. We have further demonstrated in Bacon et al (2001) that longer exposures do not improve the signal greatly, as beyond this depth galaxy shapes are seriously degraded by a typical ground-based PSF. On the other hand, shorter exposures face the danger of considerable contamination by intrinsic alignments of galaxies (e.g. Heavens et al 2001). We therefore aimed to probe the same redshift range with our new Keck survey. An exposure time of 10 minutes was calculated to allow $`5\sigma `$ detections of point sources at $`R=26`$, given the optics throughput, sky background in the Keck $`R`$ filter frequency range and the quantum efficiency of the ESI CCD. However, as we shall see, the better seeing during our observations with Keck results in a slightly fainter magnitude limit than the WHT survey; this is entirely acceptable, as we can compare results by scaling the predictions according to the equation $`\sigma _\gamma z^{0.8}`$ (see e.g. BRE).

The fact that gravitational lensing is achromatic permits us a free choice of photometric band for our observations. However, we should note that $`R`$ and $`I`$ afford the most efficient deep imaging in a given exposure time. Due to fringing in the $`I`$ band with the EEV CCD in use at the WHT, we choose to image in $`R`$ with both telescopes. The Keck $`R`$-band is a specially constructed filter with similar throughput and spectral range to the WHT Harris $`R`$; the slightly different galaxy distribution probed by this filter is taken into account later in our redshift uncertainty estimates.

## 3 Keck data

### 3.1 Observations

As we briefly mentioned above, the great advantage which Keck presents in measuring cosmic shear is its speed in achieving the necessary depth; 10 minute exposures reach $`R=26`$ (contrast the 1 hour necessary for such a depth with WHT). We can therefore obtain very many independent lines of sight per night, thus reducing the impact of sample variance.

We observed 173 $`2^{}\times 8^{}`$ ESI fields using a specially made $`R`$ filter ($`\overline{\lambda }=6657`$Å, effective FWHM$`(\lambda )=1200`$Å), over the course of 6 nights in June 2000, November 2000 and May 2001. The necessary imaging observations were done as a good seeing override on an independent spectroscopic programme. The pixel size of $`0.153^{\prime \prime }`$ for ESI is considerably finer than that for WHT, allowing better sampling of the galaxy images.

For each of our fields, three separate exposures were taken, each offset by $`5^{\prime \prime }`$. This enables the continual re-calibration of optical distortions in the telescope and camera (see section 3.3), and the removal of cosmetic defects and cosmic rays. All the fields were observed as they passed near the meridian (in order to minimise image distortion from the atmosphere and from telescope or instrument flexure) but no closer than 5 to zenith (to minimise sky rotation and potential tracking errors on this alt-az telescope). Bias frames, sky flats and dome flats were acquired at the start and end of each night, and standard star observations were taken regularly throughout each night. The telescope was focused several times per night to minimise camera distortions.

As exposures were observed, we used our real-time SExtractor-based (Bertin & Arnouts 1996) software on recently completed exposures in order to monitor PSF size and stellar ellipticity. Figure 2 records the seeing values for all fields; we found that the median seeing for the observations was $`0.59^{\prime \prime }`$, with 75% in seeing better than $`0.7^{\prime \prime }`$. As we discuss below, this excellent quality data yields a low level of noise on the estimates of cosmic shear.

Furthermore, the rms stellar ellipticity for the images was $`\sigma _e=0.035`$. This relatively low value facilitates the necessary PSF corrections (see e.g. Bacon et al 2001, Erben et al 2001). The stellar ellipticity on Keck fields is often found to be due to tracking errors, seen as a uniform PSF anisotropy across the field of view (see figure 5 for an example and discussion in $`\mathrm{\S }`$3.4). In exposures with excellent tracking, the dominant effect appears to be astigmatism due to the fact that the CCD is slightly skewed with respect to the focal plane, thus probing optical conditions slightly above and below the focus.

In terms of depth, with magnitudes calibrated using photometric standards, we found that the median magnitude of all galaxies detected was $`R`$=25.1, with an imcat signal-to-noise of 5.0 being reached for galaxies at $`R`$=25.8. We keep $`27.5`$ resolved galaxies per square arcminute in our final object catalogue (see section 3.4 for the selection criteria), which corresponds to a final magnitude median of $`R24.4\pm 0.2`$, including reddening corrections. The distribution of magnitudes for the final galaxy catalogue extends substantially fainter than this median, with the galaxy count as a function of magnitude dropping to 50% of maximum at $`R=25.2`$. According to e.g. Cohen et al (2000), our median magnitude of $`R=24.4`$ corresponds to a median source redshift of $`z_s1.0`$. We can estimate the error on this by taking Cohen et al’s measured interquartile range of redshifts for galaxies at this magnitude, $`IQ`$=1.6-0.55=1.05, and using the estimate of the error on the mean for a gaussian distribution, $`\sigma =IQ/(1.35\sqrt{n})=0.1`$, where the number of galaxies with redshifts measured $`n=49`$. Thus we will use an estimate of the median redshift $`z_s=1.0\pm 0.1`$. This quantity may be subject to additional sample variance, which would increase the error; we will therefore quote our redshift error separately to other statistical errors for comparison with future redshift surveys.

### 3.2 Data Reduction

These deep images were reduced following standard methods. Bias subtraction of the science exposures and sky-flats was individually calibrated for each image using the overscan regions at the edge of the chip. The science exposures were then trimmed and divided by a median composite (with 3$`\sigma `$ clipping) of the flat fields for a given night. To eliminate any remaining background gradients, the science images were also divided by a stack of all the (median-normalised) exposures from that night. In contrast to the WHT data, no fringing is observed on the ESI images, due to a thicker CCD than that for the WHT camera; this simplifies the reduction considerably.

The multiple exposures for each field were aligned by cross-matching common objects in SExtractor catalogues (Bertin & Arnouts 1996). Typically $``$250 objects were found in common per Keck field, thus providing a stringent estimate of the mean dither offset (to 0.02 pixel accuracy). The exposures were then shifted by the required non-integer number of pixels via a linear interpolation using the IRAF imshift routine. As we discuss below in §3.3, rotations between dithers, and astrometric distortions due to the telescope and camera optics, are found to be negligible in our analysis.

The resulting registered exposures were then divided by their median values to normalise their background levels and averaged with 3$`\sigma `$ clipping to remove cosmic rays and cosmetic defects. Remaining problematic areas (edges, bad columns, regions containing light leaks from stars outside the field of view, spikes from slightly saturated stars, and a $`<1^{}`$ square unresponsive region in the corner of the CCD) were flagged and are not used in our cosmic shear analysis (see also $`\mathrm{\S }`$3.5). Note that saturation spikes are also largely excluded from our object catalogues by an initial $`e<0.5`$ cut, but a local sky background gradient required that a few galaxies within 2” of bright stars also be discarded. Fortunately with the small field of ESI we can selectively avoid most stars which are bright enough to saturate. After these maskings, a reliable $``$12.8 square arcminutes per survey field remains.

Having obtained carefully reduced data, the next step is to catalogue the shapes of galaxies and to estimate their gravitational shear. In order to do this, we must correct for any shear introduced by the telescope itself, together with tracking errors and atmospheric smearing which convolve the galaxy shapes: these effects can mimic a coherent distortion which must be removed. We first turn to the issue of instrumental optical distortions, mimicking shear.

### 3.3 Instrumental Distortions

Our method for determining the shear field induced by the telescope and camera, using the offsets in SExtractor catalogues of our dithered astrometric frames, is fully documented in BRE. Figure 4 shows the ESI instrumental shear pattern obtained using this method, averaging over 20 fields in order to overcome noise, as the error on the shear is 0.09 in a $`1^{}`$ square bin on a given field. We find after this averaging that the shear has a mean of $`0.2\%`$ and is $`<0.3`$% everywhere; the shear measured fluctuates by $`<0.1`$% as we average over different sets of fields. This implies that, since our results deal with shears of $``$ 1%, and since these intrinsic values add in quadrature to negligibly affect these shears, we can neglect this effect in our analysis. (Note that the ESI field has an illuminated area which is rotated from the $`xy`$ axes by $`7^{}`$, accounting for the slightly slanted geometry on this figure.) The magnification and rotation components were also found to be $`<0.3`$%, and are consequently negligible over such a small field.

### 3.4 Point Spread Function

We now turn to more important sources of systematic error which need correction: the isotropic smearing of images due to the atmosphere and telescope optics, together with anisotropic smearing due to tracking errors, dither alignment and optics.

We used Kaiser’s imcat software (Kaiser et al 1995) to detect objects on our images, and measure ellipticity, radius, magnitude and polarisability (responsiveness to image shear/smear; a large galaxy will be less affected by a given smear than a small galaxy) for each object. Our procedure is described in detail in BRE.

Noisy detections in our imcat hfindpeaks catalogues were removed using criteria as in BRE ($`r_g>1.0,\nu >15,e<0.5`$). Note that after this, all objects are weighted equally. The stars to be used to monitor the PSF were selected from the non-saturated locus on a magnitude-radius plane for each field. In most observations, the distribution of stellar ellipticities over the field is found to be smooth and slowly varying (see figure 5 for an example). Some exposures taken during July 2000 were found to have an unexplained, sharp discontinuity in this pattern $`\frac{2}{3}`$ of the way up the field. For these fields, only objects on one side of the PSF discontinuity were used. The rms field-to-field stellar ellipticity over all used Keck data was found to be $`\sigma _e0.035`$; and reduced to a negligible $`<`$0.001 by our analysis.

We then measured shear estimators for each galaxy and corrected them for convolution with the local PSF as described in BRE. To interpolate the PSF to the position of each galaxy, we iteratively spatially fitted the measured stellar ellipticities with a 2-D polynomial, removing extreme outliers due to noise and blended images. Similarly, each component of the smear polarisability tensor $`P_{sm}^{}`$ was fitted with a 2-D polynomial. Although individually smooth, the PSF patterns were found to have large variations from field to field. The degree of fitting polynomial was thus adapted to suit each pattern. Typically, a quadratic or cubic component was necessary in the $`y`$ direction; the much more narrow $`x`$ direction generally required only a constant or linear function. We avoided high-order polynomial PSF models which diverged towards the edges of the field and would have spuriously elongated galaxies by over-correcting for the true PSF smearing effect (see Massey et al. 2001).

### 3.5 Masking of the Field

As a check for systematic effects associated with data reduction or chip behaviour, we took shear estimators from all galaxies in all fields and averaged as a function of CCD position (see figure 6). We find that the mean shear for our entire ensemble is $`\gamma _1=0.0002\pm 0.0016`$ and $`\gamma _2=0.0029\pm 0.0016`$. This is consistent with zero offset in the whole ensemble, as we would expect. Figure 6 further demonstrates that there is no significant structure in our shear values with position on the chip.

This plot proved very helpful to expose problems with the different parts of the analysis (see discussion in Massey et al. 2001) . In particular, the necessity for stringent masking of the field (see also §3.2) quickly became manifest. The plot not only mirrored the locations of obvious CCD defects, but also indicated which other regions of the chip were unsuitable for high-precision shape measurements. In particular, galaxies at the edges of the data/mask are cut apart by the image and appeared aligned with the boundary. This caused a 2% mean shear offset inside ESI’s long and thin field geometry. Other galaxies also appeared spuriously aligned in regions where flat-fielding of any of the three dithered exposures was imperfect (e.g. near the edge of any one of the dithers; near internal reflections of bright stars outside the field of view; or through cirrus). In these instances, the dithers have slightly different background levels and image co-addition leads to residual ellipticities in galaxies around these locations. If they are not excluded, the mean shear throughout the field is again offset by $``$1%. we found that the masking of approximately one quarter of the CCD reduced these effects to negligible levels in $``$12.8 square arcminutes of selected data per field.

## 4 WHT data

### 4.1 Observations

The WHT data used includes the 13 $`8^{}\times 16^{}`$ fields used in our previous detection of cosmic shear (BRE), as well as 7 fields observed in June 2000 with the new larger field of view for the Prime Focus Camera ($`16^{}\times 16^{}`$). Thus the total area of the combined WHT survey is 1.0 square degree.

The fields were observed using the Harris $`R`$ filter with the William Herschel Telescope Prime Focus Camera. The $`16^{}\times 16^{}`$ field has a pixel size of $`0.24^{\prime \prime }`$; for each field four dithers were observed, each offset by $`5^{\prime \prime }`$ in order to estimate telescope shear estimation and to remove cosmetic defects. As for the Keck survey, we observed the fields as they passed through meridian to minimise flexure-induced distortions. Bias frames, sky flats and standard stars were acquired each night, and refocusing was carried out several times per night.

The median seeing for the WHT fields is $`0.8^{\prime \prime }`$, which is adequate for our purposes (see Figure 8 of Bacon et al 2001); Figure 2 records the seeing values for all fields. No data was used with seeing $`>1.0^{\prime \prime }`$.

The dithers were exposed for 900 seconds each, amounting to a 1 hour exposure on each field. The median magnitude of detected galaxies was $`R`$=25.0, with an imcat signal-to-noise of 5.0 being reached for galaxies at $`R`$=25.8, similar to our previous survey fields. We keep 15 resolved galaxies per square arcminute in our final object catalogue (see section 3.4 for the selection criteria), which corresponds to a final magnitude median of $`R23.5\pm 0.2`$, including reddening corrections. As with Keck, the distribution of magnitudes for used galaxies extends substantially fainter than the median, with the galaxy count as a function of magnitude reaching 50% of maximum at $`R=24.4`$. Figure 3 records the reddening-corrected median magnitude vs number densities for all fields. According to e.g. Cohen et al (2000), the above median magnitude corresponds to a median source redshift of $`z_s0.8`$; using a similar estimate for the redshift error to that in section 3.1, we find an uncertainty in this quantity of 0.06. As this may be subject to sample variance, we will conservatively use a rounded uncertainty of 0.1.

### 4.2 Data Reduction

The reduction of the WHT fields followed the same standard procedure as outlined in BRE and §3.2 above. Bias subtraction and flat fielding were followed by the elimination of fringing, which occurs on the fields at 0.5% of sky background level. In order to defringe, all science exposures for each night were stacked without offsetting, using sigma-clipping to remove objects; this provided a fringe frame for each night. A multiple of the fringe frame which minimised rms background on each dither was subtracted, resulting in the fringes being reduced to an $`<0.05`$% level, as in BRE. Astrometric matching and stacking of dithers then proceeded in the same manner as for the Keck data.

### 4.3 Instrumental Distortions

We re-checked the instrumental distortion for the WHT fields using the same method as for the Keck fields (see §3.3 and BRE). However, the larger number of objects in common in the WHT exposures affords a determination of the instrumental shear on individual fields rather than having to stack many fields as we did in 3.3. Figure 7 shows the WHT instrumental shear pattern for a typical field, including both chips of the new $`16^{}\times 16^{}`$ mosaic field. Since the shear has a mean of $`0.1\%`$ and is $`<0.4`$% at the edges of the field, we again find that the correlation function of the telescope shear is negligible and need not be corrected for. The telescope shear estimates fluctuate by $`<0.1`$% from field to field. Magnification and rotation components are also found to be $`<0.4`$%, and are therefore negligible.

### 4.4 Point Spread Function

Correction for isotropic and anisotropic smear components proceeded in an entirely analogous fashion to that for the Keck data, using imcat’s ellipticities and polarisabilities to correct the galaxy shear estimates (see BRE for full details). The same criteria were used for removing noisy detections ($`r_g>1.0,\nu >15,e>0.5`$). The rms ellipticity of our stars from field to field was $`\sigma _e0.05`$ (see BRE figure 7 for an example stellar ellipticity field).

As with the Keck data, we checked for systematics in our shear estimators by taking all shear estimators from all fields and averaging them as a function of position (Figure 8). For WHT we find that the mean shear for our entire ensemble is $`\gamma _1=0.0000\pm 0.0013`$ and $`\gamma _2=0.0007\pm 0.0013`$. This is entirely consistent with zero offset in the whole ensemble, as we would expect. Similarly, the figures demonstrate that there is no significant dependence of our shear values on position on the chip.

## 5 Cosmic Shear Statistics: The Correlation Function

We are now in possession of good quality, wide area data for cosmic shear estimation from two telescopes. How are we to best extract the information contained from our shear estimator catalogues, in order to estimate cosmological parameters and the amplitude of the mass power spectrum?

In this paper we choose to use the shear correlation function (e.g. Kaiser 1998; Kamionkowski et al 1998), a useful probe of the shear power on various scales. It has the advantage of being simply related to the shear power spectrum by a Fourier transform, and affords precise checks of the contribution to our results of PSF anisotropy systematics. In this section, we shall describe the correlation functions and their use as estimators for the shear signal.

The material which we have to work with is a set of catalogues containing the positions of galaxies, plus the shear estimator associated with each one; we therefore have a set of noisy samples of the cosmic shear field $`\gamma _i(\theta )`$. For this field, we can define shear correlation functions in the following way:

$`C_1(\theta )`$ $``$ $`\gamma _1^r(0)\gamma _1^r(\theta )`$
$`C_2(\theta )`$ $``$ $`\gamma _2^r(0)\gamma _2^r(\theta ),`$ (1)
where the average is to be taken over all galaxy pairs separated by an angle $`\theta `$. In practice, of course, we will average over an annulus $`[\theta ,\theta +\mathrm{\Delta }\theta ]`$. Note that all objects that pass the initial selection cuts (see §3.5) are given equal weight. The shears used are those for a rotated coordinate system, where the $`x`$-axis is defined by the line joining the two galaxies. This can be achieved using the transformations

$`\gamma _1^r`$ $`=`$ $`\gamma _1\mathrm{cos}(2\varphi )+\gamma _2\mathrm{sin}(2\varphi )`$
$`\gamma _2^r`$ $`=`$ $`\gamma _1\mathrm{sin}(2\varphi )+\gamma _2\mathrm{cos}(2\varphi ),`$ (2)
where $`\gamma _1^r`$ and $`\gamma _2^r`$ are the rotated shears that we require for our correlation functions. We can define a third correlation function

$$C_3\gamma _1^r(0)\gamma _2^r(\theta )=\gamma _2^r(0)\gamma _1^r(\theta ),$$
(3)
which is expected to average to zero: under reflections $`C_3`$ changes sign, so we expect equal contributions from positive and negative shear-shear configurations. Therefore $`C_3`$ provides a check on systematic effects introduced by our corrections, which need not be parity invariant.

Finally, it is convenient to define a total correlation function

$$C(\theta )C_1(\theta )+C_2(\theta ).$$
(4)
The shear correlation functions can be readily calculated for any cosmological model using

$$C_i(\theta )=\frac{1}{4\pi }_0^{\mathrm{}}𝑑llC_l^\gamma \left[J_0(l\theta )+(1)^{i+1}J_4(l\theta )\right],$$
(5)
for $`i=1,2`$, and where $`C_l^\gamma `$ is the shear power spectrum defined as in BRE (denoted as $`C_l`$ in that paper). The correlation functions for a $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Gamma }=0.21`$, $`\sigma _8=1`$ and a median source redshift of $`z_s=1.0`$ and $`0.8`$ are plotted in figure 9.

Since the fields are widely separated, we will not try to take the correlation functions for the whole area represented. Instead, we measure the correlation functions in each separate field. However, we need to bear in mind that the measured correlation function in a given field is noisy due to the shot noise of the galaxy ellipticities. Thus we require an overall estimator of the correlation function of the cosmic shear for all fields.

For this purpose, let us denote the correlation function measured in field $`f`$ by $`C_i^f(\theta )`$. An estimator for $`C_i(\theta )`$ is simply its average over all fields, i.e.

$$C_i(\theta )\frac{1}{N_f}\underset{f=1}{\overset{N_f}{}}C_i^f(\theta ).$$
(6)
Similarly, the uncertainty on our estimate of $`C_i(\theta )`$ is simply the error in the mean given by

$$\sigma ^2[C_i(\theta )]\frac{1}{N_f^2}\underset{f=1}{\overset{N_f}{}}\left[C_i^f(\theta )C_i(\theta )\right]^2.$$
(7)
The values of $`C_i(\theta )`$ at different $`\theta `$ are generally not independent. As a result, it is important for fair error estimation on cosmological parameters to have knowledge of the covariance of the correlation functions at different angular bins, cov$`[C_i(\theta ),C_j(\theta ^{})]`$. This can easily be calculated from the measured correlation functions using the relation

$`\mathrm{cov}[C_i(\theta ),C_j(\theta ^{})]`$
$`{\displaystyle \frac{1}{N_f^2}}{\displaystyle \underset{f=1}{\overset{N_f}{}}}\left[C_i^f(\theta )C_j(\theta )\right]\left[C_i^f(\theta ^{})C_j(\theta ^{})\right].`$ (8)
The above expression has the advantage of containing information regarding the contribution to our errors of both shot noise and sample variance; that is to say, it contains a measure of the entire error budget for all scales, apart from systematic contributions. It also allows us to account for the covariance between different angular scales, as well as that between the different correlation functions. We can use these estimators for the correlation function, together with the covariance matrix, to find the best fit of cosmological parameters to our data.

To assess the significance of the detection of the lensing signal, it is useful to consider the errors upon the correlation functions arising from statistical noise alone, i.e. neglecting sample variance. It is easy to show that the covariance matrix in this case is given by

$$\mathrm{cov}_{\mathrm{stat}}[C_i(\theta ),C_j(\theta ^{})]\frac{\sigma _ϵ^4}{N_{\mathrm{pairs}}(\theta )}\delta _{ij}\delta _{\theta \theta ^{}},$$
(9)
where $`\sigma _ϵ^2\gamma _1^2=\gamma _2^2`$ is the intrinsic ellipticity variance of individual galaxies, and $`N_{\mathrm{pairs}}(\theta )`$ is the number of galaxy pairs used in the angular bin centered on $`\theta `$. In using this equation, we will use the measured ellipticity dispersions of $`\sigma _ϵ0.31`$ for both WHT and Keck. Note that the covariance $`\mathrm{cov}_{\mathrm{stat}}`$ vanishes for different correlation functions ($`ij`$) and for different angular scales ($`\theta \theta ^{}`$).

### 5.1 Star-galaxy Correlation Functions

We are able to apply the correlation function formalism to other quantities which we have measured besides the shear field. A particularly useful check of systematic effects is available by considering the extra contribution to the shear correlation function from PSF ellipticity contamination. If we have a small addition to the shear field due to uncorrected contributions by the PSF ellipticity,

$$\gamma _i^{}=\gamma _i+ae_i^{},$$
(10)
then it is clear that $`\gamma _i^{}e_i^{}=ae_i^{}e_i^{}`$ and $`\gamma _i^{}\gamma _i^{}=\gamma _i\gamma _i+a^2e_i^{}e_i^{}`$; from this it follows that the uncorrected ellipticities add a component to the measured correlation function described by

$$C_i^{\mathrm{sys}}=\frac{\gamma _ie_i^{}^2}{e_i^{}e_i^{}},$$
(11)
where $`i=1,2`$. This can be directly measured from our data to determine the error due to PSF systematics.

### 5.2 Shear Variance

Before applying these correlation functions to our data, we briefly examine their relationship to the cell-averaged shear variance; this is often used to quote and compare cosmic shear results, so it is important to be able to convert between the two estimators.

Let us consider a cell with window function $`W(\theta )`$ normalised as $`d^2\theta W(\theta )1`$. The average shear within this cell is

$$\overline{\gamma }_id^2\theta W(\theta )\gamma _i(\theta ).$$
(12)
It is easy to show that the shear variance within such a cell is related to the (total) shear correlation function by

$$\sigma _\gamma ^2|\overline{\gamma }|^2d^2\theta W(\theta )C(\theta )$$
(13)
where we have used the small angle approximation. The shear variance is thus simply the average of the correlation function over the area of the aperture. It is also easy to show that the error variance in measuring $`\sigma _\gamma ^2`$ is related to that for the correlation functions by

$$\sigma ^2[\sigma _\gamma ^2]=d^2\theta d^2\theta ^{}W(\theta )W(\theta ^{})\mathrm{cov}[C(\theta ),C(\theta ^{})].$$
(14)
For a circular cell of radius $`\theta `$, we can calculate these integrals by noting that, for a top-hat window function, $`d^2\theta ^{}W(\theta ^{})2\theta ^2_0^\theta 𝑑\theta ^{}\theta ^{}`$. We can then use these formulae to convert simply between correlation function and variance measurements.

## 6 Results

### 6.1 Correlation Functions

Now that we have equipped ourselves with the necessary tools for measurement, we proceed to examine the amplitude of the cosmic shear in our data. We first measured the correlation functions defined above, together with their covariances, for all of our cosmic shear survey fields for Keck and WHT. Figure 9 compares the resulting shear correlation functions for both experiments, after removal of 3$`\sigma `$ outliers in star-galaxy residual correlation. The inner error bars show the statistical errors derived from Equation (9). The outer error bars show the total error bar (shot noise + sample variance) derived from the diagonal elements of the covariance matrix in Equation (8). Note that sample variance contributes significantly to our uncertainties and should therefore be included when constraining cosmological parameters. The off-diagonal elements (see Figures 12 and 13) allow us to quantify the correlation between the different angular bins and between the different correlation functions.

The expected correlation function in a $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_m=0.3`$ is also shown in Figure 9. The shape parameter was set to $`\mathrm{\Gamma }=0.21`$, close to the values indicated by recent galaxy surveys (Percival et al. 2001; Szalay et al. 2001) while maintaining the $`\mathrm{\Gamma }\mathrm{\Omega }_mh`$ relation with $`h=0.7`$. The theoretical curves were normalised by taking $`\sigma _8=1`$, consistent with ‘old’ cluster normalisations (Eke et al. 1998; Viana & Liddle 1999; Pierpaoli et al. 2001). A comparison with the newer cluster normalisation of $`\sigma _8=0.7`$ (Borgani et al 2001; Seljak 2001; Reiprich & Böhringer 2001; Viana et al. 2001) will be presented below. The median redshift for the galaxies was assumed to be $`z_s=0.8`$ and $`1.0`$, as relevant for WHT and Keck respectively (see §3 and §4). For the models, the redshift distribution of the galaxies was taken to be as in BRE.

Importantly, despite different strategies and instruments, the WHT and Keck measurements of $`C_1`$ and $`C_2`$ are in good agreement, especially after taking account of the difference in $`z_s`$. Moreover, both agree with the displayed $`\mathrm{\Lambda }`$CDM models (see below for detailed discussion). Our measurement of $`C_3`$ is shown on the bottom panel and is consistent with zero as expected from parity symmetry.

We can use the formalism of section 5.1 to evaluate the systematic contribution of residual stellar anisotropy to our shear correlation function. For this purpose, we measure the star-galaxy correlation function given by equation (11) for all of our WHT fields, and show the results on Figure 10. Note that, bearing in mind that the scale on this figure is the same as for our shear correlation function, the systematic contribution due to our anisotropy correction is entirely negligible; it is lower than the shear signal by a factor $`>10`$ everywhere.

### 6.2 Sources of Error and Covariance between Angular Scales

It is instructive to compare the different sources of error for each telescope, given the complementary survey strategies. Figure 11 shows the error variance of the shear correlation correlation functions $`C_1+C_2`$ of Figure 9 as a function of angular scale $`\theta `$. The total error variance (from Eq. ) was decomposed into a statistical error (from Eq. ) and a sample variance contribution (computed by subtracting the latter from the former). The cosmic variance contribution is clearly significant for both Keck and WHT and must be taken into account in the determination of cosmological parameters from cosmic shear data.

The advantage of using a 10m-class telescope in reducing statistical errors is apparent in this Figure. Indeed, the statistical errors for Keck for $`\theta 3^{}`$ are significantly smaller than that for WHT, after scaling them down by a factor of 1.7 corresponding to a common survey area of 1 deg<sup>2</sup> in both surveys. The much shorter exposure times allowed by Keck yield an improvement in the seeing, tracking errors and overall image quality. Aided by the finer pixellisation of the ESI CCD, this results in an increased galaxy number density and correspondingly lower statistical errors when normalised by survey area (as predicted by Bacon et al 2001). Of course, the statistical errors for WHT are smaller on large angular scales ($`\theta 3^{}`$) thanks to the larger field of view of this telescope.

The covariance of the shear correlation functions on different angular scales is also non-negligible. Figures 12 and 13 show the covariance matrix for the $`C_1`$ correlation function for WHT and Keck, respectively. In each case, the angular bins correspond to the $`\theta `$ values shown in Figure 9. The WHT correlation function clearly has important covariance between bins on small angular scales ($`\theta 3^{}`$). The Keck correlation functions also has important covariance on large scales ($`\theta 3^{}`$). This is due to the elongated field geometry of the Keck camera. In both cases, it is important to include the full covariance matrix for the determination of cosmological parameters.

### 6.3 Shear Variance

We now wish to compare our results to those obtained recently by other groups. Since many of these results are quoted in terms of the angular dependence of the shear variance, we use equation (13) to convert our correlation function measurements into shear variance measures as a function of scale.

The results for the WHT and Keck surveys, are plotted in Figure 14. Taking the most significant point in each case and using statistical errors only, we find that the cosmic shear signal is detected at the $`3.7\sigma `$, $`3.5\sigma `$ and $`5.1\sigma `$ level with Keck, WHT, and both combined, respectively. Also plotted are the predictions for the $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Gamma }=0.21`$ as before. They are shown for a range of values of the galaxy median redshift $`z_s`$, corresponding roughly to the uncertainty and survey-to-survey variations in this parameter. Both old ($`\sigma _8=1`$) and new cluster normalisations ($`\sigma _8=0.7`$) are shown (see discussion below). We also plotted the measurements from other groups, namely from van Waerbeke et al 2000 (CFHT vW+), Kaiser et al. 2000 (CFHT K+), Wittman et al 2000 (CTIO), Maoli et al 2001 (VLT), and van Waerbeke et al 2001 (CFHT vW++). Note that the errors for the VLT, CFHT vW+ and CFHT vW++ do not include cosmic variance. All of the above groups are obtaining results which are broadly consistent with each other and with $`\mathrm{\Lambda }`$CDM with the older normalisation of $`\sigma _8=1`$.

### 6.4 Cosmological Constraints

Now that we have measurements of cosmic shear on several scales, we can determine the implications for cosmological parameters. In order to do this, we use a Maximum Likelihood approach. We first construct data vectors $`𝐝\{C_1(\theta _n),C_2(\theta _n)\}`$ which are simply a rearrangement of our observed correlation functions. We consider a $`\mathrm{\Lambda }`$CDM model with two parameters, $`a_1=\mathrm{\Omega }_m`$ and $`a_2=\sigma _8`$. The shape parameter $`\mathrm{\Gamma }`$ for the matter power spectrum is set to 0.21 as indicated by recent measurements of galaxy clustering (Percival et al. 2001; Szalay et al. 2001). Using the formalism described in BRE and in section 5, we can compute the correlation function for any values of these parameters and arrange them as a theory vector $`𝐭(𝐚)`$ set out in exactly the same form as our data vector. The median redshift $`z_s`$ is set to 0.8 and 1.0 for WHT and Keck respectively.

Because the correlation functions were derived from an average over a large number of fields, the central limit theorem ensures that our errors (and covariances) are gaussian. In this case the log-likelihood is simply

$$\chi ^2=[𝐝𝐭(a)]^T𝐕^1[𝐝𝐭(a)],$$
(15)
where $`𝐕`$ is the covariance matrix computed using Equation (8). We minimise this quantity as a function of $`𝐚`$ to find the best estimate of the normalisation of the power spectrum. To compute confidence contours, we numerically integrate the probability distribution function $`P(𝐚)e^{\chi ^2/2}`$.

The constraints for our Keck and WHT data, taken separately, are shown on figures 15 and 16. Note that they do not include the uncertainty in $`z_s`$ and in the shear measurement method. These two sources of errors will be included in our final estimate below. The constraints from each of the data set are consistent with each other. As is apparent on the figures, the constraints reveal the well known degeneracy between $`\sigma _8`$ and $`\mathrm{\Omega }_m`$ when 2-point statistics alone are used. The wider angular range of WHT allow us to start breaking this degeneracy, by rejecting large values of $`\mathrm{\Omega }_m`$ (see van Waerbeke et al. 2001). Note that the width of the contours for Keck and WHT are comparable, even though the WHT area is larger by about 70%. This results from the larger number density of galaxies afforded by Keck thanks to the better seeing statistics and smaller pixel size (see discussion in Bacon et al. 2001).

The constraints on $`\sigma _8`$ and $`\mathrm{\Omega }_m`$ obtained by combining the Keck and WHT data are shown in Figure 17. As expected, the combined contours are consistent with the two measurements taken separately. A good fit to our 68% confidence level is given by

$$\sigma _8\left(\frac{\mathrm{\Omega }_m}{0.3}\right)^{0.68}=0.97_{0.09}^{+0.10}(\mathrm{shot}\mathrm{noise}+\mathrm{sample}\mathrm{variance})$$
(16)
with $`0.14<\mathrm{\Omega }_m<0.65`$. To this statistical error (which includes non-gaussian sample variance), we also must add that arising from the uncertainty the in the redshift distribution and in the method calibration. A good estimate for these uncertainties can be obtained by noting that the shear variance on the central scale for our experiments, i.e. circular radius of 3 arcmins, scales as $`\sigma _\gamma ^2P_\gamma ^2\sigma _8^{2.5}z_s^{1.6}`$, where $`P_\gamma ^1`$ is the ellipticity-to-shear conversion factor in the KSB method (see BRE). This factor was shown to have a $`1\sigma `$ uncertainty of 5% (BRE). The uncertainty in $`z_s`$ is about 12% for our two data sets (see §3 and §4). Using the former expression to propagate the errors yields a final constraint on the amplitude of the matter power spectrum of $`\sigma _8(\mathrm{\Omega }_m/0.3)^{0.68}=0.97_{0.09}^{+0.10}\pm 0.07\pm 0.04`$, where the error bars denote 68% confidence levels, arising from statistical (incl. sample variance), redshift uncertainty and $`P_\gamma `$ uncertainty, respectively. Adding these errors in quadrature, we obtain our final estimate for the amplitude of the power spectrum, namely

$$\sigma _8\left(\frac{\mathrm{\Omega }_m}{0.3}\right)^{0.68}=0.97\pm 0.13(\mathrm{total}\mathrm{error}),$$
(17)
where the error is the total error for a 68% confidence level.

Our results are consistent with the results of van Waerbeke et al. (2002) who found $`\sigma _8=(0.94\pm 0.07)(\mathrm{\Omega }_m/0.3)^{0.24_{+0.18}^{0.18}\mathrm{\Omega }_m0.49}`$ (68%CL), after marginalising over $`\mathrm{\Gamma }`$ in the range 0.1 to 0.4. They are also consistent with those of Hoekstra et al. (2002) who found $`\sigma _8=0.81_{0.19}^{+0.14}`$ (95%CL) for $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Gamma }=0.21`$.

It is interesting to compare our measurement of $`\sigma _8`$ to that derived from cluster abundance. Our results are in agreement with the older normalisation of the power spectrum from cluster abundance. Until recently, the cluster abundance was indeed quoted to be $`\sigma _8=(1.00\pm 0.07)(0.3/\mathrm{\Omega }_m)^{0.60}(\mathrm{\Gamma }/0.21)^{0.280.31\mathrm{\Omega }_m}`$ ($`1\sigma `$; Pierpaoli et al. 2001; see also earlier and consistent estimates by Eke et al. 1998; Viana and Liddle 1999). Recently the cluster normalisation has been revised to a lower value, mainly because of the use of the observed mass-temperature relation for clusters, rather than the simulated one. For instance, Seljak (2001) finds $`\sigma _8=(0.75\pm 0.06)(0.3/\mathrm{\Omega }_m)^{0.44}(\mathrm{\Gamma }/0.21)^{0.08}`$ ($`1\sigma `$; see also Borgani et al 2001; Rieprich & Böhringer 2001; Viana et al. 2001). A similar normalisation was found by combining the 2dF galaxy survey with CMB measurements by Lahav et al. (2001). The two cluster normalisations are also plotted on Figures 15, 16 and 17. Clearly our results are most consistent with a $`\sigma _8=1`$ normalisation, but do not rule out the new normalisation which is consistent at the 1.7$`\sigma `$ level for $`\mathrm{\Omega }_m=0.3`$. This can also be seen by examining Figure 14 which shows the impact of these different normalisations for the shear variance.

## 7 Conclusions

We have presented a thorough analysis of weak lensing signals obtained using two telescopes. The independent instruments introduce different systematic effects upon galaxy shapes, the cross-checking and control of which is the most important challenge facing current measurements of weak shear. Our many-line-of-sight survey strategy for cosmic shear, using 173 Keck telescope fields, also complements an alternative 20 large-field survey strategy with the William Herschel Telescope.

We have measured cosmic shear at a signal-to-noise of 5.1$`\sigma `$ with both Keck and WHT, and have measured the amplitude of the power spectrum, $`\sigma _8\left(\frac{\mathrm{\Omega }_m}{0.3}\right)^{0.68}=0.97\pm 0.13`$ with $`0.14<\mathrm{\Omega }_m<0.65`$, including all contributions to the 68% CL uncertainty: statistical noise, sample variance, covariance between angular bins, systematic effects, and redshift uncertainty. A measurement of this quantity from cosmic shear is cosmologically valuable, as it represents a direct measure of the amplitude of mass fluctuations.

These measurements have been obtained after a careful study and removal of systematic effects which can mimic a shear signal at the 1% level. We have demonstrated for both telescopes that no offset in the ensemble of shear estimators is found as a function of position on images, and that the contribution of star-galaxy correlations is negligible with our catalogue selection. Our methods have been tested thoroughly in the context of detailed simulations of realistic images (Bacon et al. 2001) and have been shown to operate successfully in recovering shear at the necessary level.

Our results for Keck and WHT are consistent with each other, strengthening confidence in control of systematics. The joint results are also consistent with other recent cosmic shear measurements (Hoekstra et al. 2002; van Waerbeke et al. 2002). They also agree with the old cluster abundance normalisation (Eke et al. 1998; Viana and Liddle 1999; Pierpaoli et al. 2001). Our results prefer this normalisation, but can not rule out lower cluster-abundance normalisation which has recently been derived (Borgani et al 2001; Seljak 2001; Rieprich & Böhringer 200; Viana et al. 2001; see also the similar normalisation derived from 2dF+CMB by Lahav et al. 2001). This discrepancy, if confirmed, could arise from unknown systematics in either the cluster or cosmic shear methods. Note for instance that uncorrected systematics in cosmic shear measurements will tend to add to the lensing signal and thus lead to an overestimation of $`\sigma _8`$. For the cluster method, further studies would be needed to understand the difference between the observed mass-temperature relation and that found in numerical simulations. It is important to understand the origin of the discrepancy between cosmic shear and cluster abundance methods. If this is not explained by such systematics, it could point towards a failure of the standard $`\mathrm{\Lambda }`$CDM paradigm, and therefore have important consequences for cosmology.

## Acknowledgements

We are indebted to Nick Kaiser for providing us with the imcat software, and to Douglas Clowe for advice on its use. We thank Mike Bolte and staff at the Keck Observatory for their assistance in implementing the new wide-field filter on the Echellette Spectrographic Imager. We thank Sarah Bridle, Tzu-Ching Chang, and Jason Rhodes for useful discussions. We also thank Mark Sullivan for his help in securing some of the Keck data and Max Pettini for providing us with one of the WHT fields. DJB was supported by a PPARC postdoctoral fellowship. AR was supported by a TMR postdoctoral fellowship from the EEC Lensing Network, and by a Wolfson College Research Fellowship.


text:
# BLACK HOLE DEMOGRAPHICS

## 1 Introduction

It is frequently the case that revolutionary scientific ideas are first proposed and then remain dormant for years, or sometimes decades, before their importance is truly appreciated. Often, the reawakening of interest is driven by new technological developments. Such was, for instance, the case of supermassive black holes (SBHs) in galactic nuclei. By the mid 1960s, just a few years after the discovery of QSOs, it was generally recognized that their energy source must be gravitational in nature. Yet for the following three decades the existence of SBHs was destined to be surrounded by skepticism. By the mid 1990s, a few years after the launch of the Hubble Space Telescope, it was widely accepted. Today, it is generally agreed upon that SBHs play a fundamental role in the formation and evolution of their host galaxies. Freed from the burden of having to demonstrate the very existence of supermassive black holes, we can now begin asking more fundamental questions: how are black holes related to their host galaxies, how did they form, how do they accrete, how do they evolve, and what role do they play in the formation of cosmic structure?

The purpose of this contribution is to review the current status of black hole demographics. I will not address the various techniques that are used to measure black hole masses: excellent discussions can be found in the recent literature (e.g. Kormendy & Richstone 1995; Ho 1999). Neither will I discuss the somewhat tumultuous events that lead to a critical reassessment of the “Magorrian relation” (Magorrian et al. 1998) and its analog for local AGNs (Wandel 1999) since a full description of such events can be found elsewhere (Merritt & Ferrarese 2001c). Instead, I will revisit the issue of black hole demographics in light of recent advances in the study of high redshift QSOs (section 2), local AGNs (section 3) and local quiescent galaxies (section 4). I will then outline the prospects for future progress (section 5), and discuss what I believe will be the challenges for the years to come.

## 2 Black Hole Demographics: High Redshift QSOs

The existence of SBHs in the nuclei of nearby galaxies has gained popular consensus only in recent years. That supermassive black holes must power QSO activity has, however, been widely suspected since the mid 1960s (e.g. Robinson et al. 1965). It is therefore not surprising that the first studies of black hole demographics were conducted, over two decades ago, using optical counts of high redshift QSOs. In a seminal paper entitled “Masses of Quasars”, Andrzej Soltan (1982) proposed a simple argument: QSO optical number counts yield a QSO luminosity function which can be integrated to give a mean comoving energy density in QSO light. After applying the appropriate bolometric corrections and assuming a reasonable conversion factor of mass into energy, Soltan concluded that the SBHs powering high redshift ($`z>0.3`$) QSOs comprise a total mass density of $`5\times 10^4`$ M Mpc-3, each SBH having a mass of $`10^810^9`$ M. Soltan’s arguments, which have been employed many times in the following years (Chokshi & Turner 1992; Small & Blandford 1992; Salucci et al. 1998), lead to the inescapable conclusion that most, if not all, nearby galaxies must host dormant black holes in their nuclei. This finding has been the main driver for SBH searches in nearby quiescent galaxies and has kindled the interest in the accretion crisis in nearby galactic nuclei (Fabian & Canizares 1988), ultimately leading to the revival of accretion mechanisms with low radiative efficiencies (Rees et al. 1982, Narayan & Yi 1995).

Armed with recent measurements of the QSO luminosity function from the 2dF QSO Survey ($`0.3<z<2.3`$, Boyle et al. 2000) and the Sloan Digital Sky Survey ($`3.0<z<5.0`$, Fan et al. 2001), we are in a position to update Soltan’s results. If $`\mathrm{\Phi }(L,z)`$ is the QSO luminosity function, the cumulative mass density in SBHs which power QSO activity can be expressed as:

$$\rho _{QSO}(>M)=\frac{K_{bol}}{ϵc^2}_0^{\mathrm{}}_L^{\mathrm{}}\frac{L^{}\mathrm{\Phi }(L^{},z)}{H_0(1+z)\sqrt{\mathrm{\Omega }_m(1+z)^3+\mathrm{\Omega }_\mathrm{\Lambda }}}dL^{}dz$$
(1)
where the mass accretion rate is simply $`=K_{bol}Lϵ^1c^2`$, with $`K_{bol}`$ the bolometric correction (from Elvis et al. 1986), and $`ϵ`$ the energy conversion coefficient (assumed equal to 0.1). An $`\mathrm{\Omega }_\mathrm{\Lambda }=0.0`$, $`\mathrm{\Omega }_m=1.0`$, $`H_0=75`$ km s-1 Mpc-1 cosmology is assumed for consistency in comparing the results with those derived in the following sections. The cumulative mass density due to QSO accretion is shown in Fig. 1. It should be noted that the magnitude limits of the 2dF and Sloan QSO surveys correspond to Eddington limits on the SBHs masses of $`4.5\times 10^7`$ $`M_{}`$ and $`7.3\times 10^8`$ $`M_{}`$ respectively. Cumulative mass densities down to $`10^6`$ $`M_{}`$ are calculated on the (unverified) assumption that the QSO luminosity function holds at the corresponding magnitude ($`B19`$). Furthermore, the lower redshift limit of integration for the SDSS luminosity function was pushed down to the high redshift boundary of the 2dF survey ($`z=2.3`$), although there are no QSO luminosity functions covering the $`2.3<z<3.0`$ range. For masses larger than $`10^8`$ $`M_{}`$, the extrapolation from $`z=3`$ to $`z=2.3`$ of the spatial density (e.g. Fig. 3 of Fan et al. 2001) or mass density (Fig. 7 in these proceedings) as a function of redshift from the SDSS joins rather smoothly the curve derived from the 2dF survey, therefore our assumption is likely justified. However, for smaller masses or luminosities, the SDSS mass density, extrapolated to $`z2.3`$, overpredicts the QSO mass density (per unit redshift) derived from the 2dF data by an order of magnitude. Thus, it is likely that the linear rise of the SBH cumulative mass density for the high redshift QSOs between $`10^8`$ and $`10^6`$ $`M_{}`$ represents an upper bound to the real curve, which could have been overestimated by a factor of a few (i.e., up to $``$ three).

In short, the cumulative mass density from the optical QSO counts due to accretion onto high redshift QSOs ($`0.3<z<5.0`$) appears to be in the range $`(24)\times 10^5`$ $`M_{}`$ Mpc-3. Notice that this estimate does not account for the possibility that sizable black holes might have already been in place before the optically bright phase of QSOs. Furthermore, I have neglected the contribution to the SBH mass density from the so called “obscured” or “Type II” QSOs, the existence of which is required to explain the observed properties of the X-ray background. In analogy with local Seyfert 1 and Seyfert 2 galaxies, in Type II QSOs molecular material, with column density in the neighborhood of $`10^{23}`$ cm-2, completely hides the nucleus from view at optical wavelengths (e.g. Fabian & Iwasawa 1999). The contribution of Type II QSOs could be significant. For instance, Barger et al. (2001) calculate lower and upper limits of $`6\times 10^4`$ and $`9\times 10^5`$ $`M_{}`$ Mpc-3 for the mass density in the SBHs which comprise the X-ray background. Gilli, Salvati & Hasinger (2001) find that the spectral shape of the hard (2$``$10 Kev) X-ray background can be best explained if obscured AGNs evolve more rapidly as a function of redshift than do their unobscured counterparts. Their model assumes a ratio between absorbed and unabsorbed AGNs increasing from $`4`$ in the local universe to $`10`$ at $`z1.3`$, and remaining constant at higher redshifts. Such a model, if correct, would translate into an increase by nearly a factor of 10 in the SBH cumulative mass density derived above.

## 3 Black Hole Demographics: Local AGNs

In the supermassive black hole business, the masses which are most challenging to measure are those of the black holes powering local AGNs. Compared to QSOs, lower-luminosity AGNs have a small ratio between nuclear non-thermal and stellar luminosity, making it difficult to assess what fraction of the total luminosity is due to accretion onto the central black hole. Furthermore, the history of past activity is not known, so it is not obvious what fraction of the SBH mass, $`M_{}`$, predated the onset of the present nuclear activity (and the assumption that AGNs radiate at the Eddington limit is not justifiable). In other words, Soltan’s arguments, which hold rather nicely for high redshift powerful QSOs, are not applicable to their less flamboyant, nearby cousins.

To make matters worse, the techniques that allow us to detect supermassive black holes in quiescent galaxies are seldom applicable to the hosts of AGNs. In Seyfert 1 galaxies, and in the handful of QSOs for which traditional dynamical studies of the gas or stellar kinematics can be performed, the presence of the bright non-thermal nucleus (e.g. Malkan, Gorjian & Tam 1998) overwhelms the very spectral features which are necessary for dynamical studies. The only Seyfert galaxy in which a SBH has been detected by spatially-resolved kinematics is NGC 4258, which is blessed with the presence of an orderly water maser disk (Watson & Wallin 1994; Greenhill et al. 1995; Miyoshi et al. 1995). The radius of influence of the black hole at its center, $``$ 0′′.15, can barely be resolved by the Hubble Space Telescope (HST) but is fully sampled by the VLBA at 22.2 GHz. Unfortunately, water masers are rare (Greenhill et al. 2002) and of the handful that are known, only in NGC 4258 are the maser clouds distributed in a simple geometrical configuration that exhibits clear Keplerian motion around the central source (Braatz et al. 1996; Greenhill et al. 1997, 1996; Greenhill, Moran & Hernquist 1997; Trotter et al. 1998). A study of black hole demographics in AGNs must therefore proceed through alternative techniques.

To my knowledge, the only attempt at deriving a mass function for local ($`z<0.1`$) AGNs was published by Padovani et al. (1990) using the CfA magnitude limited sample of Seyfert 1 galaxies. For each galaxy, the mass of the central SBH was derived from the dynamics of the broad line region (BLR) under the virial approximation, $`M_{}=v^2r/G`$. The radius $`r`$ of the BLR was calculated by assuming that the ionization parameter $`U`$ (or more precisely, its product with the electron density) is known and invariant from object to object. $`U`$ depends on the inverse square of $`r`$, and linearly on the number of ionizing photons; the latter quantity can be derived if the spectral energy distribution of each object is known. As noted by Padovani et al. , however, the ionization parameter is likely not invariant. More recently, Wandel, Peterson & Malkan (1999) have calibrated the “photoionization method” against the more sophisticated technique which has become known as “reverberation mapping” (Blandford & McKee 1892; Peterson 1993; Netzer & Peterson 1997; Koraktar & Gaskell 1991). The latter method relies on the fact that if the non-thermal nuclear continuum is variable, then the responsivity-weighted radius $`r`$ of the BLR is measured by the light-travel time delay between emission and continuum variations. As in the case of the photoionization method, the mass of the central black hole follows from the virial approximation, if the BLR is gravitationally bound. The latter assumption has now received strong support in a few well-studied cases (Koratkar & Gaskell 1991; Wandel, Peterson & Malkan 1999; Peterson & Wandel 2000, but see also Krolik 2001).

Wandel, Peterson & Malkan (1999) concluded that photoionization techniques and reverberation-mapping estimates of the BLR sizes (or central masses) compare well, but only in a statistical sense. In other words, $`M_{}`$ estimates from the two methods can differ by up to an order of magnitude for individual objects, yet there does exist a reasonably good linear correlation between the two quantities when large samples are investigated, which bodes well for the Padovani et al. analysis. Eight of the Seyfert 1 galaxies in the Padovani et al. sample also have reverberation-mapping masses (Wandel et al. 1999; Kaspi et al. 2000). For these galaxies, the reverberation masses are a factor 3.6$`\pm `$3.4 larger (in the mean) than the photoionization masses. In Fig. 1, the cumulative mass function in local Seyfert 1 galaxies derived by Padovani et al. , once corrected for this factor and scaled to $`H_0=75`$ km s-1 Mpc-1, is compared to the mass function in QSO black holes.

The total density of SBHs in Seyfert 1 galaxies is $`5000`$ $`M_{}`$ Mpc-3. Despite the upward revision by a factor $``$ eight compared to the original estimate, the main conclusion reached by Padovani et al. still holds: “the bulk of the mass related to the accretion processes connected with past QSO activity does not reside in Seyfert 1 nuclei. Instead, the remnants of past activity must be present in a much larger number of galaxies”. In the local universe, the ratio of Seyfert 2 to Seyfert 1 galaxies is $``$ four (Maiolino & Rieke 1995), while LINERs are a factor of a few more numerous than Seyferts (Vila-Vilaro 2000). Yet even after correcting the mass density given above to include these classes of AGNs, the total cumulative mass density in local AGNs falls a factor of several below that estimated for high redshift QSOs. Thus, in the search for SBHs, powerful QSOs and completely quiescent galaxies appear to be equally promising targets.

## 4 Black Hole Demographics: Local Quiescent Galaxies

### 4.1 Supermassive Black Holes and their Host Galaxies

Measuring SBH masses in the nuclei of “normal” nearby galaxies has been a staple of the astronomical literature since the late 1970s. It all started in 1978, when Wallace Sargent and collaborators published an investigation of the nuclear dynamics of the Virgo cluster cD, M87 (Sargent et al. 1978), claiming the detection of a five billion solar mass black hole. Other famous detections followed: M32 in the mid ’80s (Tonry 1984), M31 a few years later (Kormendy 1988). Each claim, however, seemed to have its detractors, beginning with Binney & Mamon (1982) who dismantled Sargent’s M87 black hole detection and alerted the community to the perils of the now familiar “mass-to-light ratio – velocity anisotropy degeneracy”.

Important ground-based work on SBHs continued through the ’90s (Richstone, Bower & Dressler 1990; Kormendy et al. 1996a, 1996b; Magorrian et al. 1998), producing a series of tantalizing but frustratingly inconclusive results. Indeed, it was not until the launch of HST that dramatic progress was made. It was HST data that firmly established the existence of a SBH in M87 (Harms et al. 1994), thereby ending a two-decade controversy. Since then, SBH masses based on HST/FOS and STIS data have been published for ten additional galaxies (Ferrarese, Ford & Jaffe 1996; Bower et al. 1998; van der Marel & van den Bosch 1998; Ferrarese & Ford 1999; Emsellem et al. 1999; Cretton & van den Bosh 1999; Verdoes Kleijn et al. 2000; Gebhardt et al. 2000; Joseph et al. 2001; Barth et al. 2001; Sarzi et al. 2001).

The success of HST can be ascribed to the fact that its unprecedented spatial resolution (in the optical regime, at least!) makes it possible to resolve, in favorable cases, the region of space within which the SBH’s gravitational potential dominates that of the surrounding stars, i.e., the “SBH sphere of influence”. This is more crucial than might at first be realized. It has become obvious (Ferrarese & Merritt 2000) that resolving the sphere of influence does not simply aid the SBH detection: it is a necessary condition for a detection to be made. Ground-based observations generally lack the spatial resolution necessary to penetrate the SBH sphere of influence, and this condition inevitably leads to spurious detections and overestimated masses (see Merritt & Ferrarese 2001c for a more thorough discussion of this issue). To date, with a few notable exceptions (the Milky Way, Genzel et al. 2000, Ghez et al. 2000; NGC 4258, Miyoshi et al. 1995; NGC 5128, Marconi et al. 2001), all firm SBH detections — detections based on data which resolve the SBH sphere of influence — are based on HST data (see Table 1 of Merritt & Ferrarese 2001c).

It was by isolating these secure detections that it became possible to unveil the existence of a fundamental, seemingly perfect correlation between black hole mass, $`M_{}`$, and velocity dispersion, $`\sigma `$, of the host bulge (Fig. 2, Ferrarese & Merritt 2000; Gebhardt et al. 2000): the relation emerged from what had appeared almost as a scatter plot when the sample was restricted only to galaxies in which the SBH sphere of influence had been resolved (Ferrarese & Merritt 2000; Merritt & Ferrarese 2001b; Merritt & Ferrarese 2001c). A regression analysis, accounting for errors in both coordinates, of all published SBH detections (listed in Table 1 of Merritt & Ferrarese 2001c) gives

$$M_{}=(1.66\pm 0.32)\times 10^8M_{}\left(\frac{\sigma }{200\mathrm{km}\mathrm{s}^1}\right)^{4.58\pm 0.52}.$$
(2)
Including the few preliminary masses based on unpublished analyses produces an indistinguishable slope of 4.64$`\pm `$0.47. The reduced $`\chi ^2`$ of the fit, 0.74, points to a relation with negligible intrinsic scatter, in agreement with the observations made by Ferrarese & Merritt (2000) based on the smaller sample available at the time. Because of its tightness, the $`M_{}\sigma `$ relation has largely supplanted the well known correlation between $`M_{}`$ and bulge magnitude $`M_B`$ (Fig. 3; Kormendy & Richstone 1995; Magorrian 1998), and has emerged as the tool of choice in the study of SBH demographics (Merritt & Ferrarese 2001b). Indeed, the tightness of the $`M_{}\sigma `$ relation is its most puzzling feature, presenting formidable challenges to theoretical models for the formation and evolution of SBHs (e.g Haehnelt & Kauffmann 2000; Kauffmann & Haehnelt 2000; Adams et al. 2001; Ciotti & van Albada 2001; Burkert & Silk 2001). Even if one assumes that a tight relation was imprinted at an early stage of galaxy/SBH formation, it is difficult to understand how it could have survived unaltered in the face of mergers. It is especially remarkable that the relation should hold true for galaxies of disparate Hubble types (from SBs to compact ellipticals to cDs) belonging to wildly different environments (from rich clusters to the field), showing perfectly smooth (e.g. NGC 6251) or highly disturbed (e.g. NGC 5128) morphologies. For instance, it has recently been noted (McLure & Dunlop 2001) that the large scatter in the $`M_{}M_B`$ relation (a reduced $`\chi ^2`$ of 23, Ferrarese & Merritt 2000) can be significantly reduced, but only at the expense of excluding most lenticular and spiral galaxies (and the odd elliptical, cf. Fig. 3). Even the remarkably tight correlation discovered by Graham et al. (2001) between $`M_{}`$ and “concentration parameter” $`C`$ (the fraction of total bulge light contained within a predetermined radius) is marred by the occasional outlier. However, every galaxy, even the ones which do not obey the $`M_{}M_B`$ or $`M_{}C`$ relations, seems to conform magically to the $`M_{}\sigma `$ relation.

### 4.2 Two Routes to SBH Demographics in Local Quiescent Galaxies

Because of its tightness, the $`M_{}\sigma `$ relation provides us with a direct and powerful tool to estimate the mass density of SBHs, $`\rho _{}`$, in the local universe. One approach is to combine the known mass density of spheroids (e.g. Fukugita et al. 1998) with the mean ratio between the mass of the SBH and that of the host bulge. Merritt & Ferrarese (2001a) used the $`M_{}\sigma `$ relation to estimate $`M_{}`$ for a sample of 32 galaxies for which a dynamical measurement of the mass of the hot stellar component was available (from Magorrian et al. 1998). For this sample, the frequency function $`N[\mathrm{log}(M_{}/M_{\mathrm{bulge}})]`$ is well approximated by a Gaussian with $`\mathrm{log}(M_{}/M_{\mathrm{bulge}})2.90`$ and standard deviation $`0.45`$. This implies $`M_{}/M_{\mathrm{bulge}}1.3\times 10^3`$ or, when combined with the mass density in local spheroids from Fukugita et al. (1998), $`\rho _{}5\times 10^5`$. This estimate is a factor of five smaller than obtained by Magorrian et al. (1998) using what we now believe to be inflated values for the masses of the central black holes in many galaxies.

Here I will present an independent derivation of $`\rho _{}`$ which, while not directly leading to $`M_{}/M_{\mathrm{bulge}}`$, has the advantage of producing an analytical representation of the cumulative SBH mass density as a function of $`M_{}`$. The idea is simple: if $`M_{}`$ correlates with the luminosity of the host bulge, the SBH mass density can be calculated once the luminosity function of bulges is known. Black hole masses are related to bulge luminosity directly through the $`M_{}M_B`$ relation, a representation of which is given by Ferrarese & Merritt (2000) as $`\mathrm{log}M_{}=0.36M_B+1.2`$. Unfortunately, the large scatter of the $`M_{}M_B`$ relation (Fig. 3), combined with the small number of galaxies on which it is based, makes it impossible to establish whether elliptical and spiral galaxies follow a similar relation. Indeed, the observations of McLure & Dunlop (2001) cast doubts on whether spirals and lenticulars follow an $`M_{}M_B`$ relation at all. This is unfortunate since the galaxy luminosity function does show a dependence on morphology (e.g., Marzke et al. 1998), and it is therefore desirable to conduct the analysis independently for different Hubble types. An alternative approach is to derive a relation between $`M_{}`$ and bulge luminosity by combining the $`M_{}\sigma `$ relation (which, given the present sample, seems independent of the morphology of the host galaxy) with the Faber-Jackson relation for ellipticals and its equivalent for spiral bulges. The drawback here is that the Faber-Jackson relation has large scatter and is ill defined, especially for bulges.

The luminosity function for spheroids can be derived from the luminosity function of galaxies, generally represented as a Schechter function, once a ratio between total and bulge luminosity (which depends on the Hubble type of the galaxy considered) is assumed. The latter is adopted from Table 1 of Fukugita et al. (1998). Here, I will use the galaxy luminosity function derived by Marzke et al. (1998) from the Second Southern Sky Redshift Survey (SSRS2), corrected to $`H_0=75`$ km s-1 Mpc-1 and an Einstein-de Sitter universe. Marzke et al. derived luminosity functions separately for E/S0s and spirals, in a photometric band $`B_{SSRS2}`$. This band is similar to the Johnson’s $`B`$-band, where representations of both the $`M_{}M_B`$ relation and the Faber-Jackson relation exist: $`B_{SSRS2}=B+0.26`$ (Alonso et al. 1993). A Schechter luminosity function,

$$\mathrm{\Phi }(L)\mathrm{d}L=\mathrm{\Phi }_0\left(\frac{L}{L_{}}\right)^\alpha e^{L/L_{}}\frac{\mathrm{d}L}{L_{}},$$
(3)
is then easily transformed into a SBH mass density if $`L=AM_{}^{}{}_{}{}^{k}`$,

$$\mathrm{\Psi }(M_{})\mathrm{d}M_{}=\mathrm{\Psi }_0\left(\frac{M_{}}{M_{}}\right)^{k(\alpha +1)1}e^{(M_{}/M_{})^k}\frac{\mathrm{d}M_{}}{M_{}},$$
(4)
where $`\mathrm{\Psi }_0=k\mathrm{\Phi }_0`$, $`M_{}=(\beta L_{}10^{0.4\times 0.26}/A)^{1/k}`$, and $`\beta L/L_{bulge}`$ = 0.23 for spirals and 0.76 for E/S0 galaxies. $`\beta `$ is the sum of the ratios between bulge to total $`B`$-band luminosity for different Hubble types, each weighted by the fraction of the mean luminosity density contributed by each type (from Fukugita et al. 1998).

Fig. 4 shows the cumulative SBH mass function separately for the E/S0 and spiral populations, derived from the $`M_{}M_B`$ relation (from Ferrarese & Merritt 2000, dotted lines) and the $`M_{}\sigma `$ relation (from this paper) combined with the Faber-Jackson relations for ellipticals and spirals (from Kormendy & Illingworth 1983, corrected to $`H_0=75`$ km s-1 Mpc-1). While the two distributions differ in the details, there is little difference in the total mass density, which falls in the range $`(45)\times 10^5`$ $`M_{}`$ Mpc3. This is in excellent agreement with the estimate of Merritt & Ferrarese (2001a).

Table 1 summarizes the mass density estimates for SBHs discussed in the preceeding three sections. While a detailed comparison of the distribution of masses remains to be carried out (for instance, Fig. 1 suggests a larger fraction of very massive black holes, $`M>10^9`$, in high redshift QSOs than have been found in local galaxies), the overall picture is one of agreement: local studies seem to have recovered the overall mass density inferred from high redshift QSOs. It appears that supermassive black holes are a fundamental component of every large galaxy.

## 5 Moving Forward: Open Issues

### 5.1 What More Can Be Learned about the $`M_{}\sigma `$ Relation?

With so much progress in the past few years, it is only natural to be optimistic about what the near future might bring. Indeed, a considerable amount of effort will be devoted to the study of supermassive black holes in nearby galaxies, with HST remaining the instrument of choice for the investigation. Roughly $`130`$ galaxies have, or will be, observed with HST/STIS within the next year. While only a fraction of these observations are likely to lead to secure SBH detections (Merritt & Ferrarese 2001c), these results are highly anticipated, and will help to better define the slope and scatter of the $`M_{}\sigma `$ relation.

Nevertheless, one important section of parameter space will remain unexplored. Now that the existence of SBHs is as well established as that of the galaxies in which they reside, the most pressing need has become, in my opinion, an exploration of the low mass end of the $`M_{}\sigma `$ relation. However, the vast majority of the galaxies in the HST pipeline are expected to host SBHs with $`M_{}10^8M_{}`$, a range already well-sampled by the current data. None of the ongoing programs is likely to measure a SBH of $`M_{}<10^7`$ $`M_{}`$ (Merritt & Ferrarese 2001c).

This is unfortunate since determining how far the $`M_{}\sigma `$ relation extends is key for discriminating between different scenarios for the formation of SBHs. The smallest nuclear SBHs whose masses have been established dynamically are in the Milky Way (Genzel et al. 2000) and M32 (Joseph et al. 2001), both with $`M_{}3\times 10^6M_{}`$ (Fig. 2). Evidence for black holes with $`10^3<M_{}<10^6`$ $`M_{}`$ (dubbed “intermediate” mass black holes, or IBHs) is so far circumstantial, the most likely candidates being the super-luminous off-nuclear X-ray sources (ULXs) detected by Chandra in a number of starburst galaxies (Fabbiano et al. 2001; Matsumoto et al. 2001).

The link between IBHs and SBHs is unclear. If Chandra’s off-nuclear ULXs are indeed IBHs, they could sink slowly to the galaxy center through dynamical friction and provide the seeds for nuclear SBHs (Ebisuzaki et al. 2001). Or the latter might be born in situ, through collapse of a protogalactic cloud, possibly before the onset of star formation in the bulge (Loeb 1993; Silk & Rees 1998; Haehnelt, Natarajan & Rees 1997). Deciding between these and competing formation scenarios will undoubtedly keep theorists busy for many years. However, different theories would almost certainly make different predictions about the form of the $`M_{}\sigma `$ relation, and this is the most promising route for distinguishing between them. For instance, in situ formation in nuclei is unlikely to result in black holes less massive than $`10^6M_{}`$ (e.g Haehnelt, Natarajan & Rees 1998), while accumulation of IBHs would probably not result in as tight a correlation between $`M_{}`$ and $`\sigma `$ unless some additional feedback mechanism were invoked (e.g. Burkert & Silk 2001). But little progress is likely to be made until we know whether IBHs are present in galaxy nuclei and if so, where they lie relative to the $`M_{}\sigma `$ relation defined by SBHs. Therefore, exploring the $`M_{}\sigma `$ relation in the $`M<10^6`$ $`M_{}`$ range will be an important challenge in the years to come.

A first step in this direction has been taken recently with the derivation of an upper limit, of a few thousand solar masses, for the putative black hole inhabiting the nucleus of the nearby spiral M33 (Merritt, Ferrarese & Joseph 2001; Gebhardt et al. 2001; Valluri et al. 2002). As small as this upper limit might seem, it is still consistent with the $`M_{}\sigma `$ relation as characterized in this paper, when extrapolated (by three orders of magnitude!) to the thousand solar mass range. Unfortunately, until the next technological leap, there is little hope of significantly tightening this upper limit: at the distance of M33, the black hole’s sphere of influence is well below (by at least an order of magnitude) the resolution capabilities of HST. Indeed, with one notable exception, there are no galaxies expected to contain a black hole below the $`10^6`$ $`M_{}`$ mark that are close enough, and have high enough central surface brightness, to allow HST to measure $`M_{}`$. The one exception, the Local Group spheroidal galaxy NGC 205, is scheduled to be observed by HST as part of program 9448 (P.I. L. Ferrarese). NGC 205 is expected to host a $`7.5\times 10^5`$ $`M_{}`$ black hole; at a distance of 740 kpc, a black hole as small as $`6\times 10^5`$ $`M_{}`$ can be detected. Even so, it seems inevitable that, to fully characterize the low mass range of the $`M_{}\sigma `$ relation, we must look beyond HST.

In my opinion, the answer is reverberation mapping. Although the obvious drawback is that it is only applicable to the 1% of galaxies with Type 1 AGNs, reverberation mapping is intrinsically unbiased with respect to black hole mass, provided the galaxies can be monitored with the appropriate time resolution. Furthermore, reverberation mapping can probe galaxies at high redshifts and with a wide range of nuclear activity, opening an avenue for the exploration of possible dependences of the $`M_{}\sigma `$ relation on cosmic time and activity level.

The stage is being set to embark upon this new endeavor. In the past few years, the reliability of reverberation-mapping masses has been called into question on both observational (e.g. Ho 1999; Richstone et al. 1998) and theoretical (Krolik 2001) grounds. However, on the observational side, the doubts appear to be dissipating. The observation that SBHs in AGNs appeared to be undermassive, by a factor $`50`$, compared to SBHs in quiescent galaxies (Wandel 1999), was apparently the result of two erroneous assumptions: the overestimate (by a factor $``$ six) of SBH masses in quiescent galaxies derived from the $`M_{}M_B`$ relation of Magorrian et al. (1998); and an overestimate of the AGN host bulge magnitudes (by up to $`3.5`$ mag) adopted by Wandel (McLure & Dunlop 2000; Merritt & Ferrarese 2001c; Wandel 2002). Indeed, Merritt & Ferrarese (2001c) conclude that the ratio of SBH to bulge mass in Seyfert, QSO and quiescent galaxy samples are all consistent: $`M_{}/M_{\mathrm{bulge}}=0.09\%`$ (QSOs) and $`0.12\%`$ (Seyferts), $`M_{}/M_{\mathrm{bulge}}=0.13\%`$ for quiescent galaxies.

On the theoretical side, Krolik (2001) argues that the unknown BLR geometry, radial emissivity distribution, and angular radiation pattern of the line emission, coupled with the often less than optimal temporal sampling of the data, can lead to systematic errors in the reverberation masses of a factor $``$ three or more. While there is little doubt that Krolik’s objections are all well-justified, my collaborators and I have taken an observational approach to this issue. Since there are no independent measurements of $`M_{}`$ for any of the reverberation-mapped AGNs, we have opted for an indirect comparison by placing these galaxies onto the $`M_{}\sigma `$ plane. Initial results (Ferrarese et al. 2001) suggest that the AGN sample follows the same $`M_{}\sigma `$ relation as the quiescent galaxies on which the relation is defined. More secure conclusions should be reached within the next year, once the AGN sample is doubled (Pogge et al. 2002). At the moment, the evidence suggests that reverberation mapping works, in spite of the theoretically motivated concerns.

### 5.2 Beyond the $`M_{}\sigma `$ Relation: Exploring the Dark Side of Galaxies

The $`M_{}\sigma `$ relation probes a direct connection between SBHs and galactic bulges. The velocity dispersion, $`\sigma `$, is measured within a region which, though large compared to the black hole sphere of influence, is at least an order of magnitude smaller than the optical radius of the galaxy, and is likely dominated by luminous matter (Faber & Gallagher 1979). Therefore, $`\sigma `$ is unable to tell us about the connection between SBHs and other fundamental baryonic structures, such as the galactic disk or halo, while the link to the dark matter (DM) component also remains utterly unexplored.

That this issue has not yet been addressed is somewhat surprising, since it is not the mass of the bulge but rather, the total mass of the galaxy (or of the DM halo), which is the key ingredient of most theoretical models proposed for the formation of SBHs (Adams, Graff & Richstone 2000; Monaco et al. 2000; Haehnelt, Natarajan & Rees 1998; Silk & Rees 1998; Haehnelt & Kauffmann 2000; Cattaneo, Haehnelt & Rees 1999; Loeb & Rasio 1994). Once the models predict a correlation with total mass (or DM halo mass), the correlation with bulge mass is implicit because, in standard CDM scenarios, the bulge mass is loosely determined by the halo properties (e.g. van den Bosch 2000; Haehnelt, Natarajan & Rees 1998; Zhang & Wyse 2000).

It is natural to ask whether the $`M_{}\sigma `$ relation might just be the by-product of an even more fundamental relation between $`M_{}`$ and the total gravitational mass of the galaxy. As it turns out, such a fundamental relation is likely to exist (Ferrarese 2002). Fig. 5 demonstrates the existence of a tight correlation between the bulge velocity dispersion (the same quantity used in defining the $`M_{}\sigma `$ relation, typically measured within an aperture of size $`R<0.5`$ kpc) and the circular velocity $`v_c`$, measured at radii $`R2080`$ kpc, for a sample of 16 spiral galaxies. A regression analysis, accounting for errors in both variables, gives

$$\mathrm{log}v_c=(0.88\pm 0.17)\mathrm{log}\sigma +(0.47\pm 0.35)$$
(5)
with a reduced $`\chi ^2`$ of 0.64.

For spiral galaxies, $`v_c`$ is measured directly from HI or optical rotation curves. In elliptical galaxies, $`v_c`$ can be derived from dynamical models of the observed stellar absorption line profiles, velocity dispersion and surface brightness profiles. Fig. 5 shows that the spirals naturally blend with a sample of 21 elliptical galaxies (from Kronawitter et al. 2000) in the $`v_c\sigma `$ plane; both samples obey the relation given in equation (5).

The implications of equation (5) are exciting. The circular velocity $`v_c`$ is a measure of gravitational mass through the virial theorem, and can be related to the DM halo mass (Navarro & Steinmetz 2000; Bullock et al. 2001). Keeping in mind that, as discussed in section 5.1, the $`M_{}\sigma `$ relation is not well defined below $`10^7`$ $`M_{}`$, and not defined at all below $`10^6`$ $`M_{}`$, the $`v_c\sigma `$ relation can be translated into a relation between the mass of the central black hole (related to $`\sigma `$ through equation 2) and that of the DM halo (Fig. 6):

$$\frac{M_{}}{10^8M_{}}0.046\left(\frac{M_{DM}}{10^{12}M_{}}\right)^{1.6}$$
(6)
(Ferrarese 2002). The existence of this relation seems to conflict with recent claims that SBHs do not relate to any other galactic structure but the bulge (Richstone 1998; Kormendy & Gebhardt 2001; Gebhardt et al. 2001).

The relation between $`M_{}`$ and $`M_{DM}`$ is non-linear, with the ratio $`M_{}/M_{DM}`$ decreasing from $`6\times 10^5`$ for $`M_{DM}10^{14}`$ $`M_{}`$, to $`5\times 10^6`$ for $`M_{DM}10^{12}`$ $`M_{}`$. Haehnelt, Natarajan & Rees (1998) advocated a nonlinear relation between SBH and DM halo mass in order to reproduce the luminosity function of QSOs, noting that a linear relation would translate into too low a value for the QSO duty cycle, $`t_{QSO}3\times 10^5`$ yr. Increasing the QSOs lifetime to values more in line with current observational constraints (e.g. Martini & Weinberg 2001) produces an increasingly steeper relation between $`M_{}`$ and $`M_{DM}`$. If $`t_{QSO}1.5\times 10^7`$ yr (equal to the Salpeter time), then the slope of the $`M_{}M_{DM}`$ relation must be increased to $`2`$ to provide a reasonable fit to the QSO luminosity function. The empirical correlation shown in Fig. 6 seems to support such claims. Furthermore, Fig. 6 indicates that the tendency of massive halos to become less efficient in forming SBH as $`M_{DM}`$ decreases, is even more pronounced for halos with $`M_{DM}<10^{12}`$ $`M_{}`$, and breaks down completely in the case of M33. Such halos might indeed be unable to form SBH, as proposed on theoretical grounds by Haehnelt, Natarajan & Rees (1998) and Silk & Rees (1998).

### 5.3 Additional Clues to SBH and Galaxy Formation and Further Challenges

I conclude this review with some general comments about the early stages of galaxy and black hole formation. The $`M_{}\sigma `$ relation (and, even more so, the $`M_{}M_{DM}`$ relation) implies a causal connection between the evolution of black holes and their host galaxies. But what came first: the stars or the black holes? And was the $`M_{}\sigma `$ relation imprinted during the early stages of galaxy formation? The answer to the latter question is generally assumed to be affirmative, but in fact we have no direct proof of it. The most distant galaxy in the $`M_{}\sigma `$ plot (NGC 6251, Ferrarese & Ford 1999) is at $`100`$ Mpc. Studies of reverberation-mapped galaxies (Ferrarese et al. 2001, Pogge et al. 2002) have reached two times farther, and it might be technically possible to push the envelope up to $`z1`$. It seems unlikely that we will ever be able to build an $`M_{}\sigma `$ relation at the redshift corresponding to the optically bright phase of the QSOs ($`z23`$), let alone at redshifts at which the first protogalactic fragments are believed to have formed, $`z>5`$. Present day dwarf galaxies might very well be relics from such an era (Mateo 1998; Carraro et al. 2001); however, detecting SBHs in these systems requires a spatial resolution well beyond the capabilities of present instrumentation. In fact, the $`M_{}\sigma `$ relation is defined primarily by bright giant ellipticals which are likely to have an extensive history of merging. In other words, we have no direct information about the “primordial” connection between supermassive black holes and their hosts: what we see is the result of gigayears of evolution.

A scenario in which galaxy formation precedes the formation of supermassive black holes seems to fit more naturally within the current paradigm of hierarchical structure formation (e.g. Miralda-Escude & Rees 1997). For instance, star formation can proceed in halos with virial temperature as low as $`10^4`$ K, which can form at redshifts $`z>10`$ (e.g. Ostriker & Gnedin 1996). Subsequent stellar evolution in these systems would produce enough energy through stellar winds or supernovae explosions to expel most of the remaining gas from the shallow potential wells (Couchman & Rees 1986; Dekel & Silk 1986), likely inhibiting the formation of supermassive black holes. Deeper potential wells, which are more conducive to SBH formation (e.g. Haehnelt, Natarajan & Rees 1998) would only form at later times. Studies of elemental abundances in high redshift ($`z>3`$) QSOs support this view: most of the metal enrichment and star formation seem to have taken place at least 1 Gyr before the luminous phase of the QSO (Hamann & Ferlan 1999 and references therein; Dietrich, et al. 2001).

Fig. 7 shows a comparison between the mass accretion rate onto optically luminous QSOs with $`M_{}>7\times 10^8`$ (corresponding to the magnitude limit of the SDSS QSO Survey for objects radiating at the Eddington limit), and the star formation rate from Steidel et al. 1999 (see also Abraham et al. 1999; Cowie et al. 1997). Similarities between the two curves, which have been noted many times (e.g. Boyle & Terlevich 1998) are diminished by these recent results, even after the QSO results are corrected for the possible contamination of obscured objects (Barger et al. 2001; Gilli et al. 2001; Salucci et al. 1998). If anything, Fig. 7 supports the conclusion that star formation was well underway by the time the QSOs started shining.

The connection between QSO activity and merging rate is also not readily apparent: observations show that the merging rate depends on redshift as $`(1+z)^\alpha `$ with $`\alpha =24`$ (Le Fevre et al. 1999; Burkey et al. 1994; Carlberg et al. 1994; Yee & Ellingson 1995; Abraham 1999). Even in the $`z<2.3`$ range, where both curves decline, the number of mergers declines by at most a factor 30, while the comoving density of QSO declines by three orders of magnitude. Perhaps more telling is the comparison with the merging history of DM halos and the ensuing formation of galaxies. Fig. 7 also shows the distribution of formation redshifts for present day halos with virial velocities $`>300`$ km s-1 taken from the N-body simulation of Gottlöber, Klypin & Kravtsov (2001). According to Figures 5 and 6, these are the halos associated with the black holes sampled by the SDSS, also shown in Fig. 7. Virtually all such halos are able to host a luminous galaxy (a condition reached when the halo progenitor first reaches a virial velocity $`>50`$ km s-1) before a redshift $`2.5`$, i.e. before the optically bright phase of the QSOs.

In the midst of all this, one thing is certain: SHBs can no longer be studied in isolation. Understanding how they form, and how they shape their surroundings, requires a good deal more information from seemingly unrelated fields than could have been anticipated just a few years ago.

## References