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# Geography in a Scale-Free Network Model

## I Introduction

The idea that a scale-free network has a zero percolation threshold , $`p_c=0`$, has sparked a good deal of interest lately. In this paper, we offer an example of a scale-free network (in the sense of a power law degree distribution) that has very different properties than the original Barabasi-Albert (BA) network. We find that replacing the preferential attachment and well-mixed structure of the BA network with two-dimensional (2d) clustering makes the percolation threshold nonzero. Further, percolation on our network can be mapped onto the problem of SIR epidemic propagation . Thus, these percolation results have practical implications for the control of real world epidemics. Specifically, in contrast to recent claims , a random immunization program might successfully eradicate an epidemic on a scale-free network, such as a sexually transmitted disease. Furthermore, we will show that the addition of a sizable number of random links, or small worlds bonds, to the lattice does not change the result of a nonzero percolation threshold in our network.

In our network model, nodes are embedded on a 2d lattice. They asymptotically have a power law distribution of degree $`k`$, $`P(k)k^\alpha `$, but they connect to the $`k`$ nearest neighbors on the lattice, not randomly chosen nodes. The relevance of this to disease propagation is that for epidemics such as sexually transmitted diseases (STDs) and many other human diseases it is known that the number of contacts of different individuals differs over a wide range. The distributions of the numbers of sexual contacts have been traced in several studies  and are known to show fat tails which approximate power-law behavior: The number of sexual partners of an individual $`k`$ during a year is distributed according a power law with $`2<\alpha <3`$. These distributions possess a mean value, $`\overline{k}<\mathrm{}`$, but they lack a dispersion and thus show large, universal fluctuations.

To model such behavior, Pastor-Satorras and Vespignani as well as Lloyd and May  have proposed a scale-free network with preferential attachment to already highly connected nodes, or hubs. In the original model due to Barabasi and Albert, the network grows sequentially: Each newly introduced node brings $`m`$ proper bonds; each of them is attached to one of the $`n`$ nodes already existing; and the probability of attachment is proportional to the number $`k_i`$ of the already existing bonds of this node. This model leads naturally to a power-law probability distribution of the degree of the node (number of its bonds), $`P(k)k^3`$. Infection propagation on a scale-free network was considered in Pastor-Satorras and Vespignani . They find that a scale-free network is very robust against the random removal, or immunization, of the nodes. A giant component still persists even if almost all nodes in the system are eliminated, i.e. the critical threshold $`p_c=0`$ for all $`\alpha 3`$.

Asserting that the network of human sexual contacts has the scale-free construction and structure of the BA model would have important consequences for controlling the epidemics of sexually transmitted diseases: The immunization of the large part of the population would be a useless measure. Instead, one would have to concentrate on the most active agents, which may be hard to identify.

Although it may be a reasonable model for growing technological networks, such as the World Wide Web, where physical distance is not an issue, the scale-free construction appears to us to be unnatural as a model for the disease transmission. Its “well-mixed” spanning character and the absence of any underlying metric (i.e. the impossibility of definition of a geographical “neighborhood”) are unrealistic. (In simple terms, although some people often use airplanes, a large portion of the Earth’s population does not.) Sexual contacts may have well-mixed properties locally within a neighborhood, town or city, but in general not globally. For nearly the entire population, physical distance at some scale matters. There is no reason that the topology (a structure of connections) of a network of sexual contacts is the same as that of the World Wide Web.

Eguiliz and Klemm  recently offered a different example of a scale-free network with nonzero SIS epidemic thresholds for $`\alpha =3`$. In our model, nonzero thresholds are present for any $`\alpha >2`$, so it addresses the region of interest. Also, in their model, nodes with a particular degree, or number of links, are more likely to mix with those of a unlike degree. In their otherwise well-mixed network, highly-connected nodes are more likely to connect with sparsely-connected nodes, and vice versa. This is a disassortative, or degree-anticorrelated, network. However, Newman argues that social interaction networks are assortative(i.e. degree-correlated) as discussed later. In our network, just like the BA network, there is no degree correlation. Instead, the nonzero threshold comes from the underlying local 2d clustering structure that would seem naturally present in real epidemics, structure that is not present in Eguiluz and Klemm’s model. Rosenfeld, Cohen, ben-Avraham and Havlin have a method of embedding a scale-free network into a 2d lattice that is similar to ours but not identical, and they explore the dimensional properties of their network.

## II Model: Bond Percolation with Variable Number of Links

The basic version of our model on a lattice preserves the local geometrical properties of a 2d lattice. For that reason, we call it a  lattice-based scale-free network. Our model is a variant of an old two-dimensional circle model of continuum percolation (a lattice-based “inverse Swiss cheese” model with variable radius of “holes”). Starting from the sites on the lattice we assign each node its number $`k_i`$ of proper bonds defining its “radius of action” $`R`$ and connect it to all the nodes within the radius $`R`$. The distribution of the radii is taken so that the number of proper bonds, the bonds put down within $`R`$, follows the $`k^\alpha `$-law for large $`k`$ and cuts off at the nearest neighbor distance. In $`d`$ dimensions, if the number of proper bonds of a site is to be distributed according to $`P(k)k^\alpha `$, it follows that $`\mathrm{\Pi }(R)R^\beta `$ with $`R1`$ and $`\beta =d(\alpha 1)+1`$. Nodes having a bond in common are considered connected. The bond $`ij`$ connecting nodes $`i`$ and $`j`$ is counted only once, whether it belongs to the set of the proper bonds of node $`i`$, of node $`j`$, or both. Note that in our model $`\alpha `$ and $`\beta `$ are parameters; they do not arise naturally as in the BA network.

First, we show that the mean number of bonds per node in our model has the same asymptotic power-law behavior as the distribution of the number of the proper bonds if $`\alpha >2`$. We calculate the mean number of bonds connecting a node $`i`$ to nodes $`j`$ outside $`R_i`$. This is also given by the mean number of the nodes at distance $`r>R_i`$ from the given one for which $`R_j>r`$. The probability to find $`R_j`$ larger than $`r`$ is $`_r^{\mathrm{}}\mathrm{\Pi }(r^{})𝑑r^{}`$. Thus, the mean number of nodes connected to $`i`$ from outside is

$`M_{R_i}={\displaystyle _{R_i}^{\mathrm{}}}𝑑rS_dr^{d1}{\displaystyle _r^{\mathrm{}}}\mathrm{\Pi }(R_j)𝑑R_j.`$where $`S_d`$ is the surface of the $`d`$-dimensional unit sphere ($`S_1=1`$, $`S_2=2\pi `$, etc.). In general, taking $`\mathrm{\Pi }(R_j)R_j^{d\alpha +d1}`$,

$`M_{R_i}R_i^{d(\alpha 2)}`$which tends to zero for large $`R_i`$, as long as the mean number of bonds per node exists(i.e. $`\alpha >2`$). Note that the number $`M_R=_{n=1}^{\mathrm{}}nq_n`$ (where $`q_n`$ is the probability that a node considered has exactly $`n`$ bonds outside of $`R`$) is larger than the probability $`Q_R=_{n=1}^{\mathrm{}}q_n`$ to have at least one bond coming from outside $`R`$, and thus for $`\alpha >2`$, $`Q_R`$ tends to zero as $`R`$ grows. This means that the probability distribution of the number of the “proper” bonds and the actual number of the bonds of a node follow the same asymptotic pattern for $`k`$ large. The mean number of bonds per node is given by $`\overline{k}=_0^{\mathrm{}}(S_dR^{d1}+M(R))\mathrm{\Pi }(R)𝑑R`$ and converges for $`\alpha >2`$.

Now, consider bond percolation on this network. Beginning with a 2d square grid of $`N`$ bare nodes, randomly add $`Np`$ disks (i.e. choose radii $`R_i`$ from $`\mathrm{\Pi }(R_i)`$ and fill up the proper bonds to the nodes that don’t yet have them). For what $`\alpha `$ will there be a nonzero percolation threshold, $`p_c>0`$?

We note that percolation on our network differs from conventional lattice percolation or continuum percolation in that for any finite lattice there is a possibility of a node having a radius of action so large that it spans the entire $`L`$ x $`L`$ lattice. The probability of drawing such a giant disk scales as $`P_{giant}=Prob(rL)L^{1\beta }`$. The average number of disks put down before such a giant disk is encountered is approximately $`1/P_{giant}`$. In $`d`$ dimensions, that number corresponds to $`p^{}L^d`$ disks, where $`p^{}`$ is the average threshold for adding a giant disk on an $`L`$ x $`L`$ lattice. Thus, $`1/P_{giant}=p^{}L^d`$ and solving for the average threshold $`p^{}`$ for an $`L`$ x $`L`$ lattice, we obtain

$$p^{}L^{\beta 1d}=L^{d(\alpha 2)},$$
(1)
so that $`p^{}0`$ as $`L\mathrm{}`$ for $`\alpha <2`$. Since adding a giant disk is only one of several ways of spanning the lattice, $`p^{}`$ is an upper bound for the percolation probability $`p_c`$. Thus, $`p_c(L)0`$ as $`L\mathrm{}`$ for $`\alpha <2`$ as well.

The general SIR (Susceptible-Infected-Recovered) model of the infection propagation on a simple lattice can be mapped on to the percolation problem on that same lattice . The bonds present in the percolation problem correspond to successful propagation of the disease from an infected individual to a susceptible. Thus, a subcritical cluster in the percolation problem corresponds to a subcritical epidemic, an epidemic that dies out. Infection propagation is possible (i.e. a giant component of a graph exists) if a finite fraction of the individuals are infected.

Nodes without disks might be thought of as “immune”, but the analogy is not complete. Since we are doing bond percolation, nodes are always present. “Immune” nodes will lack the proper bonds, but they can still have outside bonds, which would not be the case for a truly immune individual. Thus, our model will actually underestimate the true epidemic threshold. Consider the difference in the simple example of two disks shown in Fig. 1. In our model, just the presence of those two disks would mean that the epidemic spans. Thus, for this simple example, $`p_c=2/64=1/32`$. In the proper epidemic model, one would need an additional susceptible node in the overlap of the two disks for the epidemic to be able to span the lattice. Thus, $`p_c>1/32`$. The correspondence of our disk model to an epidemic on a scale-free network is not perfect but adequate for our purposes.

## III Simulation

We found percolation thresholds using the Newman-Ziff algorithm . Disks were randomly added to an $`L`$ x $`L`$ lattice at different sites until a cluster spanned the lattice. Figure 2 shows the average percolation threshold $`p_c(L)`$ as a function of $`1/L`$. It appears from the plot that there is a finite percolation threshold for not just $`\alpha >3`$ but $`2<\alpha <3`$ as well, the region of interest for real world epidemics. Thus, if these real world epidemic are not well mixed but rather dominated by local geometry, they will have a finite threshold. For $`\alpha <2`$, the results are consistent with $`p_c=0`$ and seem to scale according to Eq. (1) for sufficiently large $`L`$. The transition is gradual.

In comparing simulations, we find that $`p^{}(L)`$ is significantly larger than $`p_c(L)`$, even for $`\alpha =1.6`$. However, as one can see from Fig. 2, the slopes of $`p_c(L)`$ and $`p^{}(L)`$ as a function of lattice size match fairly well for $`\alpha 1.9`$.

## IV Small World Links

Consider now the same model with small world links, bonds that connect two randomly chosen nodes, added as well. In the context of disease propagation, this is included to model infrequent, distant contacts – occasional airline travel, as it were. Suppose $`Np`$ disks are present along with $`Np\varphi `$ random links as well. How do these additional links affect the percolation threshold? On a lattice with small world links, the simple spanning criterion of conventional lattice percolation is not appropriate. Random links may possibly connect two sites on opposite boundaries at a low concentration with no infections between, but this is hardly captures the idea of a sustained epidemic. As we argued previously, the proper criterion for the percolation threshold is when the fraction of the lattice occupied by the largest cluster $`M(p)`$ becomes a finite fraction of the $`L`$ x $`L`$ lattice as $`L\mathrm{}`$. We use finite size scaling on $`M(p,L)`$ to find this value as in . Fig. 3 shows simulation results for the percolation threshold $`p_{SW}(\varphi )`$ for the disk lattice with small world bonds as a function of the fraction of added random links $`\varphi `$. Clearly, for $`\alpha >2`$, the addition of even a sizable number of small world links does not result in $`p_c=0`$.

One approach to finding the percolation threshold on a small world lattice is to ignore the random links and consider the subcritical clusters of the lattice as nodes on a random network. The random links become the links for this random network. Using this approach, the percolation threshold for a random network with $`A`$ nodes and $`B`$ bonds is $`A=2B`$. If $`\overline{n}`$ is the average subcritical cluster size, there will be $`A=N/\overline{n}`$ nodes on such a network and $`B=Np\varphi `$ bonds. The subcritical percolation clusters will scale as $`\overline{n}|pp_c|^\gamma `$, where $`p_c`$ is the threshold without random links and $`\gamma `$ is a characteristic exponent. We can estimate a new threshold $`p_{SW}(\varphi )`$ for the small world lattice implicitly from the relation

$$\varphi =\frac{K|p_{SW}p_c|^\gamma }{p_{SW}},$$
(2)
where $`K`$ is a nonuniversal constant. What is $`\gamma `$? For conventional 2d lattice percolation, $`\gamma =43/182.39`$. As shown in Figure 3, eq. (2) with the 2d value for $`\gamma `$ work quite well for $`\alpha 3`$. The $`\varphi =0.316`$ data point was used to calculate $`K`$.

For smaller $`\alpha `$, specifically the measured exponent of $`\alpha =2.5`$ for females in the Swedish sexual network, this approximation breaks down. One possibility for this breakdown is an incorrect value of $`\gamma `$. Perhaps the presence of more large disks changes $`\gamma `$. Using the $`\varphi =0.0316`$ and $`\varphi =0.1`$ data points, a value of $`\gamma =1.94`$ was calculated, but the fit is still inadequate. Some crossover seems to be occurring which we do not understand. We believe the most likely explanation is that implicit in the nodes-on-a-random-graph approximation is the assumption that the subcritical islands are equally likely to be chosen by the random links. However, if there are several large subcritical islands on the lattice, this assumption apparently breaks down. These large islands gain more attachments but not enough to reduce the percolation threshold to zero.

## V Discussion

The primary reason for the difference between the BA model and our model is the distance and number of connections between the highly connected hubs. With the preferential attachment of the BA model, nodes are more likely to attach to hubs and particularly connect two hubs, offering numerous very short network paths between hubs and thus to a sizable portion of the population. These numerous pathways between make percolation more likely.

In contrast, the local clustering of geography in our model lengthens the network pathways between hubs. A disease on our network would be much easier to control. Similarly, as also mentioned by Newman in an degree anticorrelated network, highly connected nodes are more likely to be connected to sparsely connected nodes, thus lengthening the network distance between the hubs. A moderate number of random links in our model will not change these results even though these links are effectively preferentially attached. This is because the bulk of the attachments are made through local clustering not preferential attachment. At any rate, in order to characterize the percolation properties of a scale-free network, one needs to know more than the degree distribution and the degree correlation distribution.

Newman notes that social networks tend to be assortative or degree-correlated, and he concludes that because of this they may not be conducive to immunization efforts. However, the networks that he cites are career-related collaborations such as movies and coauthorships, which may not reflect the nature of the network of physical interaction that would be relevant to disease propagation. In addition, with 2d local clustering we have provided an alternative reason that immunization efforts may indeed be fruitful as in the case of other highly infectious diseases such as polio and smallpox.

CPW is supported by a Rackham Interdisciplinary and Collaborative Research Grant. Special thanks to the Center for the Study of Complex Systems for computer resources.


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# Phase measurements with weak reference pulses

## I Introduction

Suppose we are given a light pulse in one of two possible coherent states $`|\alpha `$ or $`|\alpha `$ (with $`\alpha `$ real and positive) and we are to guess which one of the two we have in our possession. The minimum error probability is

$$P_{\mathrm{min}}=\frac{1\sqrt{1|\alpha |\alpha |^2}}{2}=\frac{1\sqrt{1\mathrm{exp}(4\alpha ^2)}}{2}.$$
(1)
A measurement that achieves this minimum error probability using linear optics, photon counters and feedback, but which is hard to implement, was given by Dolinar in . An alternative optimum scheme, not requiring feedback, but still complicated, was considered in  (see also ). A much simpler “near-optimum” scheme using linear optics, photon counters but no feedback was presented by Kennedy in , which achieves an error probability of

$$P_{\mathrm{Ken}}=\frac{\mathrm{exp}(4\alpha ^2)}{2}.$$
(2)
This scheme is near optimal in the sense that in the limit of $`\alpha \mathrm{}`$ (the relevant limit for classical communication) $`P_{\mathrm{Ken}}2P_{\mathrm{min}}`$.

The standard technique of homodyne detection  would lead to an error probability (for more details, see below)

$$P_{\mathrm{hom}}=\frac{1}{\sqrt{2\pi }}_{2\alpha }^{\mathrm{}}d\tau \mathrm{exp}(\tau ^2/2),$$
(3)
which is clearly inferior to the Kennedy measurement for large amplitudes, but which is superior (although not optimal) for small amplitudes $`\alpha `$, which is the relevant limit for quantum communication. In particular, experimental implementations of Quantum Key Distribution protocols (see for example ), rely on the use of weak laser pulses with average numbers of photons of $`\alpha ^20.10.2`$ with the express goal of producing nonorthogonal and hence not perfectly distinguishable quantum states.

Now lasers actually do not produce coherent states but mixtures of coherent states described by density matrices of the form

$$\rho _{|\alpha |}=\frac{\mathrm{d}\varphi }{2\pi }|\alpha e^{i\varphi }\alpha e^{i\varphi }|.$$
(4)
The “phase” of a laser field can only be defined relative to another laser beam. The problem of distinguishing two phases $`\varphi _0=0`$ and $`\varphi _1=\pi `$ of a faint laser beam with amplitude $`\alpha `$ in the presence of a reference pulse with amplitude $`\beta `$ can be formulated as distinguishing two mixed states $`\rho _0`$ and $`\rho _1`$ given by

$`\rho _k={\displaystyle \frac{\mathrm{d}\varphi }{2\pi }|\beta e^{i\varphi }\beta e^{i\varphi }||\alpha e^{i(\varphi +\varphi _k)}\alpha e^{i(\varphi +\varphi _k)}|},`$ (5)
for $`k=0,1`$. The detection schemes mentioned above assume that an absolute phase standard is present and indeed explicitly require an in principle infinite amount of auxiliary light with a known phase (i.e., $`\beta \mathrm{}`$). But suppose one has at one’s disposal only a phase reference pulse of finite amplitude $`\beta `$. How well can one distinguish the two phases given this restricted resource? This problem shows up in QKD where phase is used to encode information. In such a case a reference pulse is sent along with the signal pulse, typically over the same fiber. But the reference pulse may not be chosen arbitrarily strong as some of that light may cross over to and thus contaminate the signal. Interestingly, even when polarization is the degree of freedom encoding the information the light pulses are properly described by states of the form (5) with $`\beta =\alpha `$ .

In Section II we consider simple measurements that require linear optics and photon counters but no feedback. We generalize Kennedy’s measurement and homodyne detection to setups with finite reference pulses. We also construct a whole class of measurements that includes those two measurements and other improved measurements. In Section III we consider the optimum measurement for quantum state discrimination of the states (5).

## II Measurements with linear optics

### A Generalized Kennedy measurement

Kennedy’s measurement combines the unknown state $`|\pm \alpha `$ on a beamsplitter with a reference beam with amplitude $`\beta =r\alpha /t`$, where $`r`$ and $`t`$ are the absolute values of the reflection and transmission coefficients of the beamsplitter. In the limit $`t0`$ one of the output ports will either have a coherent state of amplitude $`2\alpha `$ or the vacuum, depending on the phase of the unknown coherent state (the other output is useless). If a photon is detected in that port, one is certain to have the state $`|\alpha `$, if no photon is registered one guesses that the unknown state is $`|\alpha `$. The probability of a wrong guess is then given by (2). The limit of $`t0`$, however, implies $`\beta \mathrm{}`$. Given a finite amount of light, we can generalize the Kennedy measurement by requiring that in the useful output port the amplitudes cancel if the state is $`|\alpha `$. This requires we keep the relation $`\beta =r\alpha /t`$. One output port will then either contain the vacuum or a coherent state with amplitude $`2r\alpha `$. The corresponding error probability is then

$$\stackrel{~}{P}_{\mathrm{Ken}}=\frac{\mathrm{exp}(4r^2\alpha ^2)}{2}.$$
(6)
For consistency the reflection coefficient for finite $`\beta `$ has to be chosen as

$$r^2=\frac{\beta ^2}{\alpha ^2+\beta ^2}.$$
(7)
The error probability reduces to (2) in the limit $`\beta \mathrm{}`$ and reduces to 1/2 for $`\beta 0`$, as it should. Viewed as a function of $`\alpha `$ and $`\beta `$, (6) is symmetric in its arguments because the measurement procedure is symmetric in the signal and reference states: the phase of one is defined only relative to the other. For the small values of $`\alpha `$ we are interested in, all error probabilities are close to 1/2. A better measure to compare different probabilities may be generically defined as

$$D=12P,$$
(8)
in terms of the corresponding error probability. $`D`$ may be interpreted as a measure of distinguishability and ranges between 0 for identical states and 1 for orthogonal states. See Fig. 1 for plots of both the error probabilities and the corresponding measure of distinguishability for the (generalized) Kennedy measurement.

If we consider signal states with $`\alpha ^2=0.1`$ the Figure shows that 10 photons in the reference pulse are sufficient to be within 1% of the best achievable (for either measure) for the Kennedy measurement, and even just 1 photon brings one within 7%.

### B Generalized homodyne detection

In a homodyne detection scheme one splits the unknown coherent state on a 50/50 beamsplitter with a reference light beam of amplitude $`\beta `$ and measures the difference in photon number between the two output ports. The two output modes are in coherent states with amplitudes $`(\beta \pm \alpha )/\sqrt{2}`$. In the limit of $`\beta \mathrm{}`$ the difference between the expected photon numbers $`|\beta \pm \alpha |^2/2`$ becomes linear in $`\alpha `$ and thus homodyne detection directly measures the amplitude. For finite $`\beta `$ we use a similar strategy: we guess that the output port with the larger number of detected photons is associated with an amplitude $`(\beta +\alpha )/\sqrt{2}`$ (in the case of an equal number of photons we make a random guess). The probability to detect $`n`$ photons in a coherent state with amplitude $`(\beta \pm \alpha )/\sqrt{2}`$ is

$$P_\pm (n)=\mathrm{exp}(N_\pm )\frac{N_\pm ^n}{n!},$$
(9)
in terms of the expected number of photons $`N_\pm =|\beta \pm \alpha |^2/2`$. Our procedure gives a wrong result if the larger coherent state is found to contain fewer photons than the smaller one. Moreover, if we find an equal number of photons we will have to make a random guess. The total error probability, therefore, is

$`\stackrel{~}{P}_{\mathrm{hom}}`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=n+1}{\overset{\mathrm{}}{}}}P_+(n)P_{}(m)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}P_+(n)P_{}(n).`$ (10)
Just as for the generalized Kennedy measurement, this probability function is symmetric in $`\alpha `$ and $`\beta `$. It is plotted in Fig. 2.

Just as for the Kennedy measurement a reference pulse containing 10 photons is sufficient to reach a distinguishability of 99% of the best a homodyne measurement can achieve, while a reference pulse with just 1 photon on average brings one to within about 15% at $`\alpha ^2=0.1`$.

For completeness we note that in the limit $`\beta \mathrm{}`$ both probability distributions $`P_+(n)`$ and $`P_{}(n)`$ approach Gaussian distributions. That is, defining continuous variables $`x_\pm =(nN_\pm )/\sqrt{2N_\pm }`$ we get

$$P_\pm (x_\pm )\frac{1}{\sqrt{2\pi }}\mathrm{exp}(x_\pm ^2),$$
(11)
with the variable $`x_\pm `$ ranging from $`\mathrm{}`$ to $`\mathrm{}`$. The probability (10) reduces then to

$`\stackrel{~}{P}_{\mathrm{hom}}`$ $``$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dx_{}\mathrm{exp}(x_{}^2){\displaystyle _{x_{}2\alpha }^{\mathrm{}}}dx_+\mathrm{exp}(x_+^2)`$ (12)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle _{2\alpha }^{\mathrm{}}}dx_+\mathrm{exp}(x_+^2/2),`$ (13)
which confirms (3).

### C Class of generalized measurements

The generalized Kennedy and homodyne measurements are special cases of a whole class of similarly straightforward measurements. We can take any beamsplitter with arbitrary transmission and reflection coefficients whose absolute values $`t,r`$ can be parametrized without loss of generality as

$$r=\mathrm{cos}(\varphi );t=\mathrm{sin}(\varphi )\mathrm{\hspace{0.17em}\hspace{0.17em}0}\varphi \pi /4.$$
(14)
The expected numbers of photons in the two output ports,

$`N_\pm ^{(1)}`$ $`=`$ $`\left|r\beta \pm t\alpha \right|^2`$ (15)
$`N_\pm ^{(2)}`$ $`=`$ $`\left|t\beta r\alpha \right|^2,`$ (16)
respectively, depend on the phase of the unknown state. If we found $`n`$ photons in the first detector, $`m`$ in the second, we calculate the joint probabilities

$$P_\pm (n,m)=P_\pm ^{(1)}(n)P_\pm ^{(2)}(m),$$
(17)
where

$$P_\pm ^{(k)}(n)=\mathrm{exp}(N_\pm ^{(k)})\frac{\left(N_\pm ^{(k)}\right)^n}{n!}(k=1,2)$$
(18)
If $`P_+(n,m)>P_{}(n,m)`$ we guess that we had the state $`|\alpha `$, if $`P_+(n,m)<P_{}(n,m)`$ we guess that we had the state $`|\alpha `$, if the two probabilities happen to be equal we make a random guess. This corresponds to maximizing the conditional probabilities for the unknown state to be $`|\pm \alpha `$ given $`n`$ and $`m`$ clicks in the respective photodetectors. The error probability is

$`\stackrel{~}{P}(\varphi )`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{P_{}>P_+}{}}P_+(n,m)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{P_+>P_{}}{}}P_{}(n,m)`$ (20)
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{P_+=P_{}}{}}P_+(n,m),`$
where the first summation runs over all pairs $`n,m`$ such that $`P_{}(n,m)>P_+(n,m)`$, etcetera. The generalized homodyne and Kennedy measurements are special cases of this general measurement for angles $`\varphi _{\mathrm{hom}}=\pi /4`$ and $`\varphi _{\mathrm{Ken}}=\mathrm{arctan}(\alpha /\beta )`$.

In Figures 3 and 4 we plot the error probability $`\stackrel{~}{P}(\varphi )`$ as a function of $`\varphi `$ for the case of $`\alpha ^2=0.1`$ and $`\beta ^2=1`$ and 10, respectively. For this small value of $`\alpha `$ homodyne detection is better than Kennedy’s measurement and for certain values of $`\varphi `$ the error probability $`\stackrel{~}{P}(\varphi )`$ is even smaller.

For $`rt0`$ the probability distributions again approach Gaussian distribution functions in the limit $`\beta \mathrm{}`$. Remarkably, $`\stackrel{~}{P}(\varphi )`$ approaches $`P_{\mathrm{hom}}`$ for any nonzero $`\varphi `$ in that same limit, but the limit is not uniform. Although an arbitrary beamsplitter with nonzero reflection and transmission coefficients does not improve upon standard homodyne detection in the limit $`\beta \mathrm{}`$, for finite values of $`\beta `$ improvement is in fact possible as illustrated in Fig. 4.

## III Optimum measurement

The measurements considered in the previous Section were chosen for their simplicity but do not allow one to achieve the minimum error probability. For the case of pure coherent states the minimum error probability was given in (1), its generalization to mixed states is

$$P_{\mathrm{err}}=\frac{1}{2}\frac{1}{4}\mathrm{Tr}|\rho _1\rho _0|,$$
(21)
which gives the minimum error probability for distinguishing two mixed states that are a priori equally likely. This expression reduces to (1) for $`\beta \mathrm{}`$. The density matrix $`\rho _1\rho _0`$ can be written in the number-state basis as

$`\rho _1\rho _0`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}\varphi }{2\pi }|\beta e^{i\varphi }\beta e^{i\varphi }|}`$ (23)
$`\left[|\alpha e^{i\varphi }\alpha e^{i\varphi }||\alpha e^{i\varphi }\alpha e^{i\varphi }|\right]`$
$`=`$ $`e^{\alpha ^2\beta ^2}{\displaystyle \underset{n,m,p,q}{}}\delta (nm+pq)\left(1(1)^{p+q}\right)`$ (25)
$`{\displaystyle \frac{\beta ^{n+m}\alpha ^{p+q}}{\sqrt{n!m!p!q!}}}|nm||pq|.`$
Here we are mostly interested in the limit of small $`\alpha `$. The lowest-order term in an expansion in powers of $`\alpha `$ of the density matrix $`\rho _1\rho _0`$ is linear in $`\alpha `$ and contains two terms:

$`\rho _1\rho _0`$ $``$ $`e^{\beta ^2}{\displaystyle \underset{n0}{}}{\displaystyle \frac{2\beta ^{2n+1}\alpha }{\sqrt{n!(n+1)!}}}`$ (27)
$`|nn+1||10|+|n+1n||01|.`$
Its eigenvectors are then of the form

$$|\psi _n^\pm =\frac{|n|1\pm |n+1|0}{\sqrt{2}},$$
(28)
with eigenvalues

$$\lambda _n^\pm =\pm \frac{2\beta ^{2n+1}\alpha e^{\beta ^2}}{\sqrt{n!(n+1)!}},$$
(29)
where $`n0`$ an integer. The optimum measurement achieving the minimum error probability is then a projective measurement onto the eigenstates (28). It is an open question how this measurement can be implemented. In the limit that $`\alpha =\beta 0`$ the optimum measurement is equivalent to the generalized Kennedy and homodyne detection schemes.

We can now evaluate $`D_{\mathrm{err}}=12P_{\mathrm{err}}`$ as

$$D_{\mathrm{err}}=\frac{1}{2}|\lambda _n^\pm |2\alpha e^{\beta ^2}\underset{n0}{}\frac{\beta ^{2n+1}}{\sqrt{n!(n+1)!}}.$$
(30)
In Fig. 5 we plot the ratio $`D_{\mathrm{err}}/D_{\mathrm{min}}`$ as a function of $`\beta ^2`$, where $`D_{\mathrm{min}}=2\alpha `$ corresponds to the limit of $`\beta \mathrm{}`$ and $`\alpha `$ small.

## IV Conclusions

We considered the question how well one can distinguish two faint laser pulses with opposite phases as a function of the intensity of the phase reference pulse. It turns out that even with a reference pulse containing just 1 photon on average one does reasonably well. For example, take a signal state that possesses 0.1 photons on average. Then, depending on what measurement one considers, the distinguishability is somewhere between 75% and 95% of the best achievable with an infinite reference pulse. We considered generalizations of Kennedy’s measurement and homodyne detection, and the optimum measurement.

## Acknowledgements

I thank Chris Fuchs for useful discussions.


text:
# The Host Galaxies of Radio-Loud AGN: The Black Hole–Galaxy Connection

## 1 Introduction

Whether there is a link between the intrinsic power of Active Galactic Nuclei (AGN) and their host galaxies is not known. It seems plausible that more massive host galaxies might form in high density regions that also support the formation of more massive nuclear black holes (Small & Blandford, 1992; Haehnelt & Rees, 1993; Kauffmann & Haehnelt, 2000) and/or that more massive host galaxies could support an increased rate of fuelling. For nearby, non-active galaxies there is observational evidence that the mass of the central supermassive black hole is correlated with bulge mass (Magorrian et al., 1998; van der Marel, 1999a) and with bulge velocity dispersion (Ferrarese & Merritt, 2000; Gebhardt et al., 2000). This could lead to an observable link between emission from the region around the black hole and the luminosity of the hosting galaxy, for example as observed by van der Marel (1999b) for local spheroids.

Several studies have indeed suggested nuclear luminosity might be related to host galaxy mass in AGN (McLeod, Rieke & Storrie-Lombardi, 1999; Schade, Boyle & Letawsky, 2000; Hooper, Impey & Foltz, 1997); however, other studies find no such relation (Urry et al., 2000; McLure, Kukula & Dunlop, 1999; Bahcall et al., 1997; Smith et al., 1986). Certainly among radio-loud AGN alone, for which the host galaxies are generally luminous ellipticals with well-defined morphologies, no trend has been detected in previous studies. This may be due to the fact that only a small range of (high) nuclear power has been probed in the past.

To make a clean comparison among AGN that differ only in nuclear output (rather than host galaxy morphology, dust content, star formation history, etc.), we restrict the present study to radio-loud AGN ($`F_{5\mathrm{GHz}}/F_B>10`$; Kellerman et al. 1989). These are known to have relativistic jets formed near the central supermassive black hole (Urry & Padovani, 1995), and so should be governed by similar physics near the black hole. Additionally, the early-type spectral energy distributions typical of the host galaxies (Ridgway & Stockton, 1997; Scarpa et al., 2000a; McLure, Dunlop & Kukula, 2000; Pentericci et al., 2001) make the K corrections straightforward.

Our goal is to probe the connection between AGN power (processes near the black hole) and environment (host galaxy properties) for radio-loud AGN over the full range of intrinsic nuclear power. Using BL Lac objects and Radio-Loud Quasars (RLQs) to represent the extremes of this range, it is possible to define redshift-matched samples that span more than four orders of magnitude in intrinsic nuclear power. This range reflects a continuum of accretion powers, which in turn arise from some variation in the process of fuelling and/or jet formation near the black hole.

## 2 Matched AGN Samples and Data Corrections

The difficulty in comparing host galaxies over a wide range of nuclear power lies in the redshift selection bias. Most low-power AGN, namely FR I radio galaxies and Seyferts, are not found in complete samples beyond about $`z0.2`$. In contrast, samples with large numbers of quasars extend to $`z0.5`$ and beyond, and due to the steep luminosity functions of quasars, few appear at low redshift. Indeed, in any flux-limited AGN sample, there is an induced correlation between redshift and point-source luminosity. This can introduce apparent correlations between host galaxy and nuclear luminosities because galaxies evolve over even modest redshift ranges (Bressan, Chiosi & Fagotto, 1994). If the redshift range is therefore restricted, the resulting sample will ordinarily span a narrow range in nuclear power, making it difficult to measure intrinsic trends that depend on nuclear power.

We avoid this fundamental difficulty by selecting a low-power sample for which intrinsic luminosity of the point source is not well correlated with observed (selection) luminosity, and for which samples exist to high redshift, namely, BL Lac objects. BL Lacs are intrinsically low-power blazars whose close alignment with the line of sight results in strong relativistic beaming of the jet emission, in many cases resulting in magnification of $`>1000`$ times, and meaning that BL Lacs can be found in large numbers beyond $`z1`$, to the same redshift range at which luminous quasars can be found in large numbers. Their observed luminosity depends more on the Doppler factor than on intrinsic luminosity, thus the sample studied has no observed correlation of (intrinsic) nuclear brightness with host galaxy brightness.

We now describe the BL Lac subsample and the RLQ subsample selected for study.

### 2.1 The Low-Power Sample

We carried out an extensive HST imaging survey of 110 BL Lac objects with WFPC2, primarily in the F702W (R-band) filter.111Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract No. NAS5-26555. These were a randomly selected subset of 132 BL Lacs from six complete samples (4 X-ray-, 1 radio-, 1 optically-selected) spanning the full range of observed BL Lac spectral properties. The complete HST-observed subsample of 110 BL Lacs covers a redshift range of $`0.027z1.34`$.

The host galaxy parameters were extracted by fitting a model galaxy profile plus a central point spread function (PSF) to the azimuthally-averaged image profile. Extensive testing on simulated data, and comparison to results from the two-dimensional analysis of a subsample has shown that this approach allows accurate measurement of the magnitude of both the host galaxy and nucleus and of the host galaxy scale radius, as well as allowing us to distinguish between a bulge- or disk-dominated galaxy profile. The excellent HST resolution proved to be vital in determination of the morphological parameters, as most of the critical information was within 0.5 – 1 arcseconds of the core. The full details of the image reduction and host galaxy fitting can be found in Scarpa et al. (2000) and the host galaxy results are presented in Urry et al. (2000).

Host galaxies were resolved in $`65\%`$ of the sample, with $`95\%`$ resolved for $`z<0.5`$, and none resolved for $`z>0.7`$. All resolved host galaxies with sufficient signal-to-noise ratios were well-fitted by a de Vaucouleurs profile (i.e., a bulge-dominated host), in preference to an exponential profile (i.e., a disk-dominated host). This strongly supports the idea that radio-loud AGN reside in elliptical galaxies rather than spirals. The average K-corrected absolute magnitude of the host galaxies from the entire HST-imaged sample is $`M_R=23.7\pm 0.6`$ mag (RMS dispersion).

To minimize the number of unresolved host galaxies (while still maintaining a useful redshift range), we restrict this sample to $`z0.5`$ for this comparison study. We further restrict the sample to $`z0.15`$ to match the available quasar subsample (see below). The final low-power subsample consists of 40 objects with $`0.15z0.5`$.

### 2.2 The High-Power Sample

For the high-power comparison sample we take RLQs with published imaging data comparable in quality to the BL Lac sample. We exclude high-power radio galaxies (i.e., FR IIs) because their nuclear luminosities cannot be measured directly due to obscuration (Barthel, 1989). Specifically, we limit the comparison sample to quasars that satisfy the following selection criteria:

* Published results from HST imaging data are available. Our extensive testing has shown that ground-based studies at intermediate redshifts can result in inconsistent measurements of host galaxy properties. The stability of the HST point spread function results in much more uniform data, and its superior resolution is critical for determining host morphological parameters.
* Restricted redshift range, $`z0.5`$. For this redshift range our detection rate of BL Lac host galaxies was $`95\%`$, so there is minimal bias against faint hosts with bright nuclei.
* Host galaxies detected for full sample studied. That is, $`100`$% of the RLQs with $`z0.5`$ in the published sample must have resolved host galaxies. As above, this avoids bias against low host-nuclear luminosity ratios.

We identified four quasar studies meeting these criteria: Dunlop et al. (2002), 10 objects; Boyce et al. (1998), 3 objects; Hooper et al. (1997), 6 objects; and Bahcall et al. (1997), 6 objects (see Table 1). The lowest RLQ redshift is $`z=0.15`$, so we restrict the comparison sample to $`0.15z0.5`$. The final high-power sample consists of 22 RLQs (three RLQs have duplicate observations).

The BL Lac and RLQ subsamples have indistinguishable redshift distributions, with a Kolmogorov-Smirnov (K-S) test indicating a $`37\%`$ probability of the same parent population. Thus the fundamental distinction between the two samples is nuclear luminosity.

### 2.3 Photometric and Cosmological Corrections

In order to compare the host galaxy properties measured in different studies, we first convert all results to the Cousin’s R band, which is closest to the HST F702W filter. For consistency, we also used same cosmology as Scarpa et al. (2000): $`H_0=50`$ km/s/Mpc and $`q_0=0`$.

The spectral corrections were made using a spectral energy distribution (SED) derived from galaxy synthesis models (Bruzual & Charlot 1993, and private communication). Redshifted SEDs were convolved with the transmission curves for both the Cousin’s R and the observed bands, and then normalised to the published host galaxy magnitudes. An early-type spectrum was assumed for all hosts, with a passively evolving population of age 8 Gyrs. Uncertainties in the spectral corrections are small because we are converting between similar filters. The uncertainties are highest in the case of the Bahcall et al. sample, of order a tenth of a magnitude, where we are correcting between the F606w filter (V band) and R band. Thus variations among the particular SEDs of different host galaxies should not affect our results significantly. The corrected Cousin’s R absolute magnitudes for the high-power subsample are given in Table 1. We used the average values for the two RLQs with duplicate observations.

## 3 Results

### 3.1 The Host Galaxies

The median K-corrected absolute magnitudes of the host galaxies of the subsamples differ slightly: $`M_R=23.75`$ mag for the low-power subsample and $`M_R=24.2`$ mag for the high-power subsample, with about half a magnitude of scatter about their means, which are $`23.76`$ mag and $`24.02`$ mag respectively. Figure 1 shows host galaxy absolute magnitude plotted as a function of redshift. The distributions of two subsamples overlap completely, though the low-power subsample tends to have slightly fainter (but still quite luminous) host galaxies. A K-S test indicates that the host galaxy magnitudes of these two subsamples are (marginally) unlikely to be drawn from the same parent luminosity distribution (4% probability).

In general, the host galaxies of the radio-loud AGN in this sample have similar luminosities to brightest cluster galaxies ($`M_R=23.9`$ mag; Thuan & Puschell 1989). At their faintest they are $`0.5`$ mag above $`L^{}`$ ($`22.4`$ mag; Efstathiou, Ellis & Peterson 1988). This places them within normal bounds for non-active elliptical galaxies, albeit at the bright end of the luminosity distribution. Every host galaxy in this sample for which the morphological parameters were measured ($`84\%`$ of the sample) was preferentially fit (and well fit) by a de Vaucouleur’s profile, suggesting that they are in fact elliptical galaxies.

Normal (non-active) ellipticals exhibit a tight relationship between the log of effective radius ($`r_e`$) and surface brightness at that radius ($`\mu _e`$), the so-called Kormendy relation ($`\mu _e=A\mathrm{log}_{10}r_e+C`$; Kormendy 1977), a projection of the Fundamental Plane. The slope and intercept of this relation depend on stellar dynamics (via the velocity dispersion, which is not known for this sample) and galaxy shape, size, and luminosity (which are measured). If the Kormendy relations for this sample are similar to that of normal elliptical galaxies, then these host galaxies are likely to be dynamically similar to normal galaxies.

Figure 2 shows the Kormendy relations for the host galaxies of the two subsamples (only 16 RLQs had published effective radii). Performing a two-dimensional K-S test (Fasano & Franceschini, 1987), we find that these subsamples are consistent with having been drawn from the same parent distribution ($`40\%`$ probability). The best-fit linear relations are $`\mu _e=(3.6\pm 0.8)\mathrm{log}_{10}(r_e/\mathrm{kpc})+(17.4\pm 0.7)`$ mag/arcsec2. for the low-power subsample, and $`\mu _e=(2.75\pm 1.2)\mathrm{log}_{10}(r_e/\mathrm{kpc})+(18.6\pm 1.0)`$ mag/arcsec2 for the high-power subsample. The quoted errors are the one-sigma confidence levels for the linear fit. No published errors were available for the high-power subsample, so a conservative $`0.2`$mag/arcsec2 and $`20\%`$ were used for $`\mu _e`$ and $`r_e`$ respectively when calculating the linear fits. These two relations are consistent within error, and remain so even if we assume much smaller errors in $`\mu _e`$ and $`r_e`$ for the high-power sample.

The R-band Kormendy relation for normal ellipticals in the local universe reported by Hamabe & Kormendy (1987) is $`\mu _e=2.94\mathrm{log}_{10}r_e+18.4`$, consistent within the errors with both the low- and high-power subsamples, especially if we take into account the evolution of the intercept with redshift ($`0.3`$ to $`0.4`$ mag/arcsec2 at the median sample redshift of $`z0.25`$; Treu et al. 2001).

### 3.2 The Host Galaxy – Nucleus Link

Comparison of extended radio power between BL Lac objects and RLQs verifies their difference in intrinsic power. Extended radio power provides rough bolometer of time-integrated power of the nucleus, independent of relativistic beaming of the jet emission. The median extended radio power of the low-power sources is $`\mathrm{log}_{10}P_{5GHz}=24.3`$ W Hz-1, compared to $`\mathrm{log}_{10}P_{5\mathrm{G}\mathrm{H}\mathrm{z}}=26.7`$ W Hz-1 for the high-power sources: a difference of 2.4 orders of magnitude. Over four orders of magnitude separate the least radio-powerful BL Lacs from the most radio-powerful RLQs. Yet host galaxy luminosities span less than one order of magnitude ($`2`$ mag).

Extended radio power is partly dependent on the age of the source and on the properties of the host galaxy through which the radio-emitting jet must pass. A more direct measure of power of the nucleus is the total luminosity emitted by the nucleus, which can sometimes be estimated from its observed optical brightness. However, in BL Lac objects, strong relativistic beaming (which allowed us to select this matched redshift sample) enhances the perceived brightness by $`\delta ^3`$, where $`\delta `$ is the kinematic Doppler factor of the emitting jet plasma. To correct for beaming we use published estimates of Doppler factors from two blazar studies: Ghisellini et al. (1993), in which lower limits on the Doppler factor are calculated from measurements of bulk motion in the radio jet, and Dondi & Ghisellini (1995), in which lower limits to $`\delta `$ are calculated from measurements of the ratio of $`\gamma `$\- to X-ray photons, assuming a synchrotron self-Compton model.

These two studies give lower limits of Doppler factors for eight of our 40 BL Lac objects. To estimate the nuclear brightnesses of the remaining sources we use the median value of $`\delta =3.7`$. This is both the median of the eight BL Lacs in this sample and also the median of the measured Doppler factors for the original HST-imaged sample of 110 BL Lacs, so is likely to be representative of the class. Although beaming may affect the luminosities of the RLQ sample to some degree, its effect will be small in comparison to the BL Lac objects given the dominance of the thermal emission associated with the accretion disk in RLQs.

Figure 3 shows absolute host galaxy magnitude versus absolute nuclear magnitude for the low- and high-power subsamples. The BL Lac nuclear magnitudes have been K corrected and corrected for beaming, with the lower limits in the Doppler factors translating to upper limits in nuclear luminosities. The median absolute nuclear magnitude for the 8 BL Lacs with measured Doppler factor limits is $`M_R19.23`$ mag, while for the entire low-power subsample it is $`M_R17.59`$ mag. For the high-power sources (K corrected only) the median absolute magnitude is $`24.5`$ mag. At least four orders of magnitude separate the least powerful BL Lacs ($`M_R17`$ mag) and the most luminous RLQs ($`M_R27`$ mag).

Although the host galaxies of the low-power sample span a similar range in magnitude to those of the high-power sample, they are on average slightly fainter. This leads to a shallow trend between the host galaxy and nuclear luminosities across the combined sample. We calculated the Kendall’s $`\tau `$ correlation coefficient, censoring the upper limits in the beaming-corrected BL Lac nuclear luminosities (and for four of their host luminosities). The trend was significant for the case where we include the entire low-power subsample, beaming-corrected with the median Doppler factor (0.01% probability of no correlation; Kendall’s ($`\tau `$) for 62 points: 0.555), and for the case where we include only those of the low-power subsample with measured Doppler factor limits (0.5% probability of no correlation; Kendall ($`\tau `$) for 30 points: 0.671).

Although this trend is statistically significant, it is also very shallow. Performing a linear fit with the high-power subsample combined with the non-beaming-corrected low-power subsample, we find that the host galaxy luminosity increases by only $`1`$ mag for an increase of $`7`$ mag in the luminosity of the nucleus. Any introduction of beaming correction decreases this gradient further. Applying the median Doppler factor corrections to the low-power subsample yields an increase in $`10`$ mag in the nuclear luminosity for each magnitude of host galaxy luminosity.

The shallowness of this trend, and the narrow range in luminosity exhibited by these host galaxies demonstrates that, for radio-loud AGN, the luminosity (and hence mass) of the host galaxy has little relation to the energy output of the nucleus. If the correlation between bulge luminosity and central black hole mass observed in nearby, non-active galaxies (Magorrian et al., 1998; van der Marel, 1999a) also applies to these host galaxies, then this tight range of host luminosities implies a small range of (very high) black hole masses, and hence a very large range of Eddington ratios. In the following sections we derive these Eddington ratios using two different methods for estimating the black hole masses.

### 3.3 Black Hole Masses and Eddington Ratios from Bulge Luminosity

Since the host galaxies of radio-loud AGN appear to be normal ellipticals in every respect measured (see Sect. 3.1), it is plausible that the AGN black hole mass and host galaxy luminosity are correlated, as observed in nearby, non-active galaxies (Magorrian et al., 1998; van der Marel, 1999a). If so, radio-loud AGN are powered by very massive central black holes. We use the relation presented by Kormendy & Gebhardt (2001) to calculate these:

$$M_{}=0.78\times 10^8M_{}\frac{L_{B,bulge}}{10^{10}L_{B,}}.$$
(1)
Assuming an early-type spectrum to derive $`L_{B,bulge}`$ from the R-band magnitudes (see Sect. 2.3), we find median black hole masses of $`1.1\times 10^9M_{}`$ (mean: $`1.2\times 10^9M_{}`$) for the low-power subsample, and $`1.7\times 10^9M_{}`$ (mean: $`2.0\times 10^9M_{}`$) for the high-power subsample, with standard deviations $`6.8\times 10^8M_{}`$ and $`1.0\times 10^9M_{}`$ respectively. The median for the entire sample is $`M_{}=1.2\times 10^9M_{}`$, with standard deviation $`7.7\times 10^8M_{}`$ (mean: $`1.2\times 10^9M_{}`$).

The upper part of Figure 4 shows the derived black hole masses versus (corrected) magnitude of the nucleus. The error in black hole mass is dominated by the scatter in the $`M_{}`$$`L_{bulge}`$ relation (the RMS dispersion is a factor of 2.8; Kormendy & Gebhardt 2001), but also affected by the uncertainty in the host galaxy magnitudes and in the spectral corrections (a factor of $`\pm 10\%`$).

The shallow correlation noted between the luminosities of host galaxy and nucleus (Sect. 3.2) leads to a correlation between black hole mass and nuclear luminosity; however, when we include the error bars in the black hole masses, the correlation is not statistically significant.

Given AGN black hole masses estimated in this way, we can derive the Eddington luminosity:

$$L_{Edd}=\frac{4\pi GM_{}m_pc}{\sigma _T},$$
(2)
where $`M_{}`$ is the black hole mass, $`m_p`$ the mass of the proton, and $`\sigma _T`$ the Thompson cross-section. From this we calculate the Eddington ratio using the corrected nuclear magnitudes, assuming a spectral index of $`\alpha =1`$ to estimate bolometric luminosity. The nuclear magnitudes of BL Lac objects are corrected for beaming using lower limits to the Doppler factors, meaning the calculated Eddington ratios are upper limits.

For the eight BL Lacs with measured Doppler factor limits, the median Eddington ratio limit is $`\frac{L_{bol.}}{L_{Edd}}0.002`$. For the entire low-power sample, corrected with the median Doppler factor, we obtain $`\frac{L_{bol.}}{L_{Edd}}3\times 10^4`$. The median Eddington ratio for the high-power sources is much higher, with $`\frac{L_{bol.}}{L_{Edd}}=0.1`$. The upper part of Figure 5 shows the histogram of Eddington ratios (or Eddington ratio limits) for the reduced low-power sample and the high-power sample.

### 3.4 Black Hole Masses and Eddington Ratios from Velocity Dispersion Estimates

Black hole mass appears to be much more tightly correlated with velocity dispersion ($`\sigma _e`$) than with bulge luminosity (Gebhardt et al., 2000; Ferrarese & Merritt, 2000; Kormendy & Gebhardt, 2001). If we assume that our host galaxies lie on the Fundamental Plane for normal ellipticals, we can infer velocity dispersions using the measured values of $`r_e`$ and $`I_e`$ — the mean surface brightness within $`r_e`$. This assumption is reasonable, as we know that these host galaxies are indistinguishable from normal elliptical galaxies morphologically, and from § 3.1 we know that they are consistent dynamically, with their Kormendy relations matching.

We use the Fundamental Plane parameters measured by Jorgensen, Marijn & Kjaegaard (1995) from R-band photometry of a large sample of E and S0 galaxies across several clusters:

$$\mathrm{log}r_e=1.24\mathrm{log}\sigma _e0.82I_e+\gamma .$$
(3)
The evolution of the zero point, $`\gamma `$, with redshift is calculated using the measurements of Fundamental Plane parameters at different redshifts by Jorgensen et al. (1999), yielding $`\gamma =0.2132z1.31\times 10^3`$.

The velocity dispersions derived were used to calculate black hole masses using the relation:

$$M_{}=1.3\times 10^8M_{}(\frac{\sigma _e}{200\mathrm{km}\mathrm{s}^1})^{4.2}.$$
(4)
The value of the exponent is somewhat uncertain, with conflicting measurements in the literature. Kormendy & Gebhardt (2001) measure an $`\alpha =3.65`$, while Merritt & Ferrarese (2001) measure $`\alpha =4.72`$. To reflect this uncertainty, we adopt a mean value of $`\alpha =4.2`$ with an uncertainty equal to the standard deviation of the two values: $`\pm 0.75`$.

The median black hole masses derived using this method are, for the low-power sample: $`M_{}=1.1\times 10^9M_{}`$ (mean: $`1.8\times 10^9M_{}`$); and for the high-power sample: $`M_{}=4.6\times 10^8M_{}`$ (mean: $`2.0\times 10^9M_{}`$). Black hole masses derived with this method show a greater spread than those derived using the $`M_{}`$$`L_{bulge}`$ relation, with standard deviations $`2.3\times 10^9M_{}`$ and $`3.0\times 10^9M_{}`$ respectively. The median for the entire sample is $`M_{}=1.0\times 10^9M_{}`$(mean: $`8.9\times 10^8M_{}`$), with standard deviation $`2.5\times 10^9M_{}`$ .

The lower part of Figure 4 shows black hole mass versus the magnitude of the nucleus for the masses derived in this section. The errors in the black hole masses are dominated by the scatter in the Fundamental Plane relation, which is around 25% in $`\sigma _e`$ for a given $`\mu _e`$ and $`r_e`$. The uncertainty in $`\mu _e`$ and $`r_e`$ affect the errors to a lesser extent, and the errors in the actual Fundamental Plane fit parameters are small in comparison. The assumed error in $`\alpha `$, although leading to differences of only $`\pm 15\%`$ in black hole mass, compounds with the error in $`\sigma _e`$. As a result, although the scatter in the $`M_{}`$$`\sigma _e`$ relation is small, the final errors in the black hole masses calculated by this method are of similar order to those calculated from the $`M_{}`$$`L_{bulge}`$ relation. Again, taking these errors into account, there is no statistically significant trend between black hole masses derived in this section and nuclear luminosity, beaming corrected or otherwise.

The median Eddington ratio limit for the eight BL Lacs with measured Doppler factor limits is $`\frac{L_{bol.}}{L_{Edd}}0.01`$, while the median for the entire low-power subsample is $`\frac{L_{bol.}}{L_{Edd}}3\times 10^4`$. Again, these Eddington ratios are a great deal smaller than the median for the high-power sample calculated by this method: $`\frac{L_{bol.}}{L_{Edd}}0.4`$. The lower part of figure 5 shows the histogram of the Eddington ratios calculated in this section.

## 4 Discussion

The results from the two methods of black hole mass calculation agree: radio-loud AGN are powered by very massive central black holes, typically with $`M_{}>10^8M_{}`$, and more often with $`M_{}10^9M_{}`$.

These results are generally consistent with the black hole masses derived for luminous radio-loud AGN in other studies. Falomo, Kotilainen & Treves (2002) find masses in the range $`5\times 10^7M_{}`$ to $`9\times 10^8M_{}`$ for their sample of 7 low-redshift ($`z<0.055`$) BL Lacs, calculated from spectroscopic measurements of stellar velocity dispersion. These fall within the range of masses found for our sample of BL Lacs via the velocity dispersion relation, although they tend toward the low-mass end of that range. This may indicate an evolutionary or selection effect between the two epochs studied. McLure & Dunlop (2001) find black hole masses in the range $`2\times 10^8M_{}`$ to $`2\times 10^9M_{}`$ for a sample of 22 radio-loud quasars, determined through reverberation mapping. These are consistent with the masses found for our high-power sample.

Our results support the idea that, although some radio-quiet objects may host very massive central black holes (Dunlop et al. , 2002), luminous radio sources may require them. Dunlop et al. suggest a black hole mass threshold for radio-loud AGN of $`5\times 10^8M_{}`$, which is supported by the black hole masses derived from bulge luminosity in this study. Masses derived in this study via the $`M_{}`$$`\sigma _e`$ relation suggest a threshold of $`1\times 10^8M_{}`$. Whatever its value, we find that neither the threshold nor the distribution of black hole masses in radio-loud AGN depends on the actual level of radio emission, within the range represented by these radio sources, or on the overall energy output of the nucleus.

As a consequence, radio-loud AGN exhibit an extremely broad range of accretion rates; from $`\frac{L_{bol.}}{L_{Edd}}2\times 10^4`$ to $`\frac{L_{bol.}}{L_{Edd}}1.0`$. Across this range the host galaxies span a remarkably tight range of high stellar luminosities — all within one magnitude of brightest cluster galaxies — suggesting that, at least for radio-loud AGN, there is at most a very weak relation between the properties of the host galaxy and both the overall rate and the efficiency of fuelling of the black hole.

## 5 Conclusions

We find that the host galaxies of radio-loud AGN are luminous ellipticals, occupying the low surface-brightness tail of the Kormendy relation for normal elliptical galaxies, and are statistically consistent with this relation. Comparing the host galaxies of low-power and high-power radio-loud AGN, we find general overlap, with a slight difference in median absolute Cousins R magnitudes, $`23.75`$ mag and $`24.2`$ mag, respectively. After correcting the (highly beamed) low-power AGN for Doppler beaming, we find a significant positive trend between nuclear and host galaxy luminosity, but with a very shallow slope — a factor of 1.3 in host galaxy brightness over at least four orders of magnitude in nuclear luminosity — ruling out a close relation between host galaxy and nuclear luminosity in radio-loud AGN.

We find that the central black holes of luminous radio-loud AGN are universally large, with median black hole mass $`10^9M_{}`$ for this sample. This is found to be the case using either the $`M_{}`$$`L_{bulge}`$ relation and the $`M_{}`$$`\sigma _e`$ relations to derive black hole masses. This supports the view that a high central black hole mass is an important factor in generating a powerful radio source.

No correlation is found between black hole mass and energy output from the nucleus. Rather, the black hole masses derived span a surprisingly small range compared to the range in intrinsic power of this sample. Eddington ratios for radio-loud AGN span more than four orders of magnitude, with $`\frac{L_{bol.}}{L_{Edd}}2\times 10^4`$ in the lowest-power sources to $`\frac{L_{bol.}}{L_{Edd}}1`$ in the highest. Across this range, the host galaxies luminosities are tightly constrained, all within one magnitude of brightest cluster galaxies. Thus, although the properties of the host galaxy may have a strong influence the mass of its central black hole, they have at most a very weak influence on the mass accretion rate in radio-loud AGN.

We thank Aldo Treves and Laura Maraschi for very helpful discussions. Support for this work was provided by NASA through grant numbers GO-05938.01-94A, GO-05939.01-94A, GO-06363.01-95A and GO-07893.01-96A from the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.