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# The Mass of the Milky Way: Limits from a Newly Assembled Set of Halo Objects

## 1 INTRODUCTION

Over the past decades, various lines of evidence have revealed that the mass density in the Milky Way is largely dominated by unseen dark matter, from the solar neighborhood to the outer reaches of the halo (e.g., Fich & Tremaine 1991). Moreover, the presence of a dark component similar to that found in our own Galaxy appears to be a generic feature in external galaxies, as inferred from, e.g., flat rotation curves in their outer parts, the presence of (a gravitationally bound) hot plasma in early-type galaxies, and the observed gravitational lensing of background sources (e.g., Binney & Tremaine 1987). A determination of the extent over which such dark-matter-dominated mass distributions apply for most galaxies, including our own, is of great importance for understanding the role of dark matter in galaxy formation and dynamical evolution. In particular, the mass estimate of the Galaxy is closely relevant to understanding the origin of the microlensing events toward the Large Magellanic Cloud (LMC) (e.g., Alcock et al. 2000; Alcock et al. 2001).

While mass estimates of external galaxies can, in principle, be obtained in a straightforward fashion using various dynamical probes, the total mass of the Galaxy remains rather uncertain, primarily due to the lack of accurate observational information for tracers located in its outer regions, where the dark matter dominates. The precise shape of the outer rotation curve, as deduced from H II regions and/or H I gas clouds (e.g., Honma & Sofue 1997), is still uncertain because its determination requires knowledge of accurate distances to these tracers (Fich & Tremaine 1991). Also, interstellar gas can be traced only up to $`20`$ kpc from the Galactic Center, and hence provides no information concerning the large amount of dark matter beyond this distance.

The most suitable tracers for determination of the mass distribution in the outer halo of the Galaxy are the distant luminous objects, such as satellite galaxies, globular clusters, and halo stars on orbits that explore its farthest reaches (e.g., Miyamoto et al. 1980; Little & Tremaine 1987; Zaritsky et al. 1989; Kochanek 1996; Wilkinson & Evans 1999, hereafter WE99). However, the limited amount of data presently available on the full space motions of these tracers, and the small size of the available samples, have stymied their use for an accurate determination of the Galaxy’s mass. In particular, most previous mass estimates (except for WE99, see below) depend quite sensitively on whether or not a distant satellite, Leo I, is bound to the Galaxy. Leo I has one of the largest radial velocities of the known satellites, despite its being the second most distant satellite from the Galaxy (Mateo 1998; Held et al. 2001). As a consequence, estimates of the total mass of the Galaxy are much more uncertain (by as much as an order of magnitude) than, for instance, the value of the circular speed in the solar neighborhood (Kerr & Lynden-Bell 1986; Fich & Tremaine 1991; Miyamoto & Zhu 1998; Méndez et al. 1999).

Recently, by making use of both the observed radial velocities and proper motions of six distant objects, WE99 demonstrated that the use of full space motions can provide a reliable mass estimate of the Galaxy without being largely affected by the presence or absence of Leo I. They also argued that the primary uncertainties in their mass estimate arose from the small size of the data set and the measurement errors in the full space motions, especially the proper motions. This work motivated us to investigate a much larger data set, with more accurate kinematic information, to set tighter limits on the mass of the Galaxy. Specifically, as we show below, there are two objects among the WE99 sample (Draco and Pal 3) that have relatively large velocity errors, yet still play crucial roles in a determination of the Galaxy’s mass, so the addition of more (and better) data is important.

Over the past few years, the number of distant satellite galaxies and globular clusters with available proper motions has gradually increased (e.g., Mateo 1998; Dinescu et al. 1999; Dinescu et al. 2000; Dinescu et al. 2001). In addition, another tracer population that is suitable for exploring mass estimates of the Galaxy has become available from the extensive compilation of A-type metal-poor stars by Wilhelm et al. (1999b), which provided radial velocity measurements, as well as estimates of the physical parameters of these stars (e.g., \[Fe/H\], Teff, log $`g`$). Among the Wilhelm et al. sample, the luminous FHB stars are the most useful mass tracers, both because of their intrinsic brightness, and the fact that accurate distance determinations can be inferred from their absolute magnitudes on the horizontal branch (e.g., Carretta et al. 2000). Moreover, there exist proper-motion measurements for many of these stars, provided by both ground- and space-based proper-motion catalogs (Klemola et al. 1994; Röser 1996; Platais et al. 1998; Hog et al. 2000), from which full space motions may be derived.

In this paper we re-visit the mass determination of the Galaxy, based on a sample of 11 satellite galaxies, 137 globular clusters, and 413 FHB stars, out of which 5 satellite galaxies, 41 globular clusters, and 211 FHB stars have measured proper motions. First, we investigate the lowest possible mass that the Galaxy may have, adopting the requirement that the rest-frame velocities of observed sample objects be less than their escape velocities at their present distance from the Galactic center (e.g., Miyamoto et al. 1980; Carney et al. 1988). Secondly, the most likely mass of the Galaxy is calculated, based on a Bayesian likelihood analysis that seeks to reproduce both the current positions and velocities of the sample objects (e.g., Little & Tremaine 1987; Kochanek 1996; WE99). Because our sample of tracers is, by far, the largest and most accurate one presently available, it is possible to place more reliable limits on the total mass of the Galaxy. In Sect. 2 we describe our sample objects and the assembly of their kinematic data. In Sect. 3 we discuss the influence of the adopted membership of our sample on the mass determination. In Sect. 4 we obtain the most likely total mass of the Galaxy based on a Bayesian likelihood analysis. In Sect. 5 we discuss implications for the origin of the halo microlensing events toward the LMC and the mass estimate of the Local Group, and consider the prospects for more obtaining more accurate estimates of the total mass of the Galaxy in the near future.

## 2 DATA

We consider a sample of objects that serve as tracers of the Galactic mass distribution consisting of 11 satellite galaxies, 137 globular clusters, and 413 FHB stars. In the case of the satellite galaxies, all of the basic information for our kinematic analysis, i.e., positions, heliocentric distances, and heliocentric radial velocities, are taken from the compilation of Mateo (1998). For the globular clusters, we adopt the information provided by Harris (1996), including their positions and heliocentric radial velocities, their metal abundances, \[Fe/H\], and the apparent magnitude of the clusters’ horizontal branch (HB). The catalog of Wilhelm et al. (1999b) is our source of similar information for the FHB stars. We obtain an internally consistent set of distance estimates for the globular clusters and the FHB stars from the recently derived relationship between the absolute magnitude of the HB, $`M_V`$(HB), and \[Fe/H\], by Carretta et al. (2000),

$$M_V(\mathrm{HB})=(0.18\pm 0.09)([\mathrm{Fe}/\mathrm{H}]+1.5)+(0.63\pm 0.07).$$
(1)
Clearly, we have assumed that there is no large offset between the absolute magnitudes of FHB stars and their counterpart HB stars in the globular clusters (a view also supported by the recent work of Carretta et al. 2000). Fig. 1 shows the spatial distribution of the globular clusters, satellite galaxies, and FHB stars on the plane perpendicular to the Galactic disk, where $`X`$ axis connects the Galactic center ($`X`$=0) and the Sun ($`X`$=8.0 kpc). The filled and open symbols denote the objects with and without proper-motion measurements, respectively. Satellite galaxies are the most distant tracers, with Galactocentric distances, $`r`$, greater than 50 kpc. The globular clusters extend out to almost $`r=40`$ kpc, while the present sample of FHB stars are confined to locations within 10 kpc of the Sun. Thus, our sample objects are widely, though not uniformly, distributed throughout the volume of the Galaxy.

Among these sample objects there exist proper-motion measurements for 5 of the satellite galaxies, 41 of the globular clusters, and 211 of the FHB stars. The proper motion data for the LMC, Sculptor, and Ursa Minor are taken from WE99, whereas those for Sagittarius and Draco are taken from Irwin et al. (1996) and Scholz & Irwin (1994), respectively. The proper motions for most of the globular clusters have been compiled by Dinescu et al. (1999). We adopt the data from this source, except for two globular clusters with recently revised proper-motion measurements (NGC 6254: Chen et al. 2000; NGC 4147: Wang et al. 2000), and for three additional globular clusters compiled recently (Pal 13: Siegel et al. 2000; Pal 12: Dinescu et al. 2000; NGC 7006: Dinescu et al. 2001). Proper motions for 211 of the FHB stars in the Wilhelm et al. (1999b) sample are available from one or more existing proper-motion catalogs. These include the STARNET Catalog (Röser 1996), the Yale-San Juan Southern Proper Motion Catalog (SPM 2.0: Platais et al. 1998), the Lick Northern Proper Motion Catalog (NPM1: Klemola et al. 1994), and the TYCHO-2 Catalog (Hog et al. 2000). Many of these FHB stars have been independently measured in two or more catalogs, so that by combining all measurements one can reduce the statistical errors, as well as minimize any small remaining systematic errors in the individual catalogs, as was argued in Martin & Morrison (1998) and Beers et al. (2000).

We estimate average proper motions, $`<\mu >`$, and their errors, $`<\sigma _\mu >`$, weighted by the inverse variances, as

$`<\mu >`$ $`=`$ $`({\displaystyle \underset{i=1}{\overset{n}{}}}\mu _i/\sigma _{\mu _i}^2)/({\displaystyle \underset{i=1}{\overset{n}{}}}1/\sigma _{\mu _i}^2),`$ (2)
$`<\sigma _\mu >`$ $`=`$ $`({\displaystyle \underset{i=1}{\overset{n}{}}}1/\sigma _{\mu _i}^2)^{1/2},`$ (3)
where $`n`$ denotes the number of measurements. Table 1 (available at the CDS) lists these compilations, as well as the estimated distances to the FHB stars, where $`r`$ and RV denote the Galactocentric distances and heliocentric radial velocities, respectively. Typical errors in the reported proper-motion measurements range from 1 to $`5`$ mas yr-1 for individual field stars, whereas those for the satellite galaxies and globular clusters are about 0.3 mas yr-1 and 1 mas yr-1, respectively.

We assume a circular rotation speed for the Galaxy of $`V_{\mathrm{LSR}}=220`$ km $`\mathrm{s}^1`$ at the location of the Sun (i.e. $`R_{}=8.0`$ kpc along the disk plane) and a solar motion of ($`U,V,W`$)= ($``$9, 12, 7) km $`\mathrm{s}^1`$ (Mihalas & Binney 1981), where $`U`$ is directed outward from the Galactic Center, $`V`$ is positive in the direction of Galactic rotation, and $`W`$ is positive toward the North Galactic Pole111 Dehnen & Binney (1998) derived the solar motion of $`(U,V,W)=(10.0,5.3,7.2)`$ km s-1 based on Hipparcos data. Because the difference between this and the currently adopted solar motion is only a few km s-1, it gives little influence on the mass estimate.. We then calculate the space motions of our tracers, as well as the errors on these motions, fully taking into account the reported measurement errors in the radial velocities of the individual satellite galaxies (typically a few km s-1), adopting a typical radial-velocity error for other objects (10 km s-1), the measurement errors assigned to the proper motions of each object (when available, adopting a mean error for the source catalog when not), and distance errors for the satellite galaxies (10 % relative to the measured ones), or as obtained from Eq. 1 for the globular clusters and FHB stars.

It is worth noting that the reported proper motions of the FHB stars in our sample may yet contain unknown systematics with respect to their absolute motions in a proper reference frame; this caution applies to the globular clusters and satellite galaxies as well. It is an important goal to make efforts to reduce the systematic, as well as random, errors in the proper motions upon which studies of Galactic structure and kinematic studies are based, using much higher precision astrometric observations than have been obtained to date.

## 3 ROLES OF THE SAMPLE IN THE MASS LIMITS

If we model the Galaxy as an isolated, stationary mass distribution, and assume that all of our tracer objects are gravitationally bound to it, then the rest-frame velocities of all objects, $`V_{\mathrm{RF}}`$, must be less than their escape velocities, $`V_{\mathrm{esc}}=\sqrt{2\psi }`$, where $`\psi `$ denotes the gravitational potential of the Galaxy. A number of previous researchers have adopted this method for estimation of the mass of the Galaxy (e.g., Fricke 1949; Miyamoto et al. 1980; Carney et al. 1988; Leonard & Tremaine 1990; Dauphole & Colin 1995). Note that the mass estimate obtained in this fashion is largely dominated by only a small number of high-velocity objects, hence the mass that is derived depends rather sensitively on the selection criteria adopted for such objects. In the present section, instead of deriving an exact mass estimate, we follow this procedure for the purpose of elucidating the role of sample selection in setting limits on the mass of the Galaxy.

To this end we consider two different mass models, in order to investigate the difference in the mass limits obtained by the use of different potentials. Our models, hereafter referred to as Model A and B, are the same as those adopted in WE99 and Johnston et al. (1995) (and also used by Dinescu et al. 1999), respectively.

Model A has spherical symmetry, and results in a flat rotation curve in the inner regions of the Galaxy. The gravitational potential and mass density are given as:

$`\psi (r)`$ $`=`$ $`{\displaystyle \frac{GM}{a}}\mathrm{log}\left({\displaystyle \frac{\sqrt{r^2+a^2}+a}{r}}\right),`$
$`\rho (r)`$ $`=`$ $`{\displaystyle \frac{M}{4\pi }}{\displaystyle \frac{a^2}{r^2(r^2+a^2)^{3/2}}},`$ (4)
where $`a`$ is the scale length of the mass distribution, and $`M`$ is the total mass of the system. The central density of this model is cusped (like $`r^2`$) and falls off as $`r^5`$ for $`ra`$. Using Eq. (4), the circular rotation speed is given as $`V_\mathrm{c}^2=GM/(r^2+a^2)^{1/2}`$, so by setting $`V_\mathrm{c}`$ at $`r=R_{}`$ as $`V_{\mathrm{LSR}}=`$ 220 km s-1 in our standard case, it follows that this model contains one free parameter, $`a`$, to obtain $`M`$.

Model B consists of more realistic axisymmetric potentials with three components (the bulge, disk, and dark halo) that reproduce the shape of the Galactic rotation curve (Johnston et al. 1995). The bulge and disk components we adopt are those represented by Hernquist (1990) and Miyamoto & Nagai (1975) potentials, respectively. All of the parameters included in these potentials are taken from Dinescu et al. (1999) (see their Table 3). In order to obtain a finite total mass we assume the following modified logarithmic potential (corresponding to an isothermal-like density distribution) for the dark halo component:

$$\psi _{\mathrm{halo}}(r)=\{\begin{array}{c}v_0^2\mathrm{log}[1+(r/d)^2]\psi _0,\mathrm{at}r<r_{\mathrm{cut}}\hfill \\ 2v_0^2\frac{r_{\mathrm{cut}}}{r}\frac{c}{1+c},\mathrm{at}rr_{\mathrm{cut}},\hfill \end{array}$$
(5)
$$\rho (r)=\frac{2v_0^2}{4\pi Gd^2}\frac{3+r/d}{(1+r/d)^3},$$
(6)
where $`\psi _0`$ is defined as

$$\psi _0=v_0^2[\mathrm{log}(1+c)+2c/(1+c)],c=(r_{\mathrm{cut}}/d)^2,$$
(7)
and we adopt $`v_0=128`$ km s-1 and $`d=12`$ kpc (Dinescu et al. 1999). This model contains one free parameter, namely the cutoff radius of the dark halo, $`r_{\mathrm{cut}}`$. Fig. 2 shows the rotation curves for $`0R20`$ kpc, provided by Model A with $`a=200`$ kpc (thick solid line) and Model B with $`r_{\mathrm{cut}}=170`$ kpc (thin solid line), where both curves shown at $`R20`$ kpc remain unchanged as long as $`a,r_{\mathrm{cut}}20`$ kpc. The circular speed at $`R=R_{}`$ is 220 $`\mathrm{km}\mathrm{s}^1`$ for both mass models. Also shown is the declining rotation curve with increasing radius, as obtained from Model A with $`a=20`$ kpc and $`V_{\mathrm{LSR}}=211`$ km s-1 (dashed line).

We plot, in Fig. 3a and 3b, the relationship between the derived escape velocities, $`V_{\mathrm{esc}}`$, and the rest-frame velocities, $`V_{\mathrm{RF}}`$, when we adopt Model A with $`a=195`$ kpc and Model B with $`r_{\mathrm{cut}}=295`$ kpc, respectively. For the objects without available proper motions (open symbols), we adopt the radial velocities alone as measures of $`V_{\mathrm{RF}}`$, hence their estimated space velocities are only lower limits. The solid line denotes the boundary between the objects that are bound (below the line) and unbound (above the line) to the Galaxy, respectively, where the positions of the data points relative to the solid line depend on the choice of $`a`$ or $`r_{\mathrm{cut}}`$. As these figures clearly indicate, the selection of the smallest value of $`a`$ or $`r_{\mathrm{cut}}`$ that places the sample inside the bound region, or equivalently the lower limit on the mass of the Galaxy, is controlled by a few high-velocity objects located near the boundary line at each respective radius (or corresponding $`\psi `$). These objects include Leo I (for which only radial velocity information is available), Draco, Pal 3, and several high-velocity FHB stars. This highlights the following important properties of the derived mass limits: (1) If the proper motions of all objects are unavailable, then the mass estimate sensitively depends on the presence or absence of Leo I, as has been noted in previous studies. (2) Compared to case (1), if the available proper motions of the satellite galaxies and globular clusters are taken into account, the constraint provided by Draco and Pal 3 is basically the same as that provided by Leo I. This may explain the result of WE99, which showed that the mass determination is made insensitive to Leo I if the proper motion data of satellite galaxies and globular clusters are taken into account. However, as Fig. 3 indicates, the velocity errors for Draco and Pal 3 are quite large, so these objects place only weak constraints on the mass estimate. (3) If we consider the proper motions of FHB stars, then some FHB stars having high velocities provide the basically the same constraint on the Galaxy’s mass as do Leo I, Draco, and Pal 3. These properties suggest that the inclusion of FHB stars with available proper motions is crucial, and that they provide constraints on the mass limit of the Galaxy that depend on neither the inclusion or absence of Leo I nor on the large velocity errors for Draco and Pal 3.

As mentioned above, a determination of the lower mass limit for the Galaxy, using escape velocities, inevitably depends on the selection of a few apparently high-velocity objects from a much larger sample of tracers. While a mass estimate independent of this selection effect will be obtained in Sect. 4, we seek first to obtain a rough measure for the lower mass limit, i.e., the smallest $`a`$ or $`r_{\mathrm{cut}}`$ that encloses Pal 3, Draco, and the four highest-velocity FHB stars (for which we mark asterisks after their names in Table 1) inside the bound region, based on a weighted least-squares fitting procedure (weights being inversely proportional to the velocity errors). This exercise yields $`a=195_{85}^{+160}`$ kpc for Model A, and $`r_{\mathrm{cut}}=295_{145}^{+335}`$ kpc for Model B. Using these values, the lower limits to the total mass, $`M`$, of the Galaxy may be given as $`2.2_{1.0}^{+1.8}\times 10^{12}M_{}`$ for Model A and $`2.2_{1.1}^{+2.6}\times 10^{12}M_{}`$ for Model B, respectively. Thus, the difference in the derived mass limits is not significant, as long as the rotation curve at outer radii is approximately constant at the adopted value of 220 km s-1. It also suggests that the flattened nature of the Model B potential, due to the presence of the disk component, does not affect the results significantly – the high-velocity tracers are located at large Galactocentric distances and/or their orbits largely deviate from the disk plane.

In addition to the above experiments, we also consider a mass model that yields a declining rotation curve at outer radii, as was proposed by Honma & Sofue (1997) from their H I observations. We adopt Model A with $`a=20`$ kpc and $`V_{\mathrm{LSR}}=211`$ km s-1 at $`R=R_{}`$, so as to yield the declining rotation curve at $`R>R_{}`$ (dashed line in Fig. 2), which is reminiscent of the result in Honma & Sofue (1997). Fig. 4 shows the $`V_{\mathrm{RF}}`$ vs. $`V_{\mathrm{esc}}`$ relationship that follows from adoption of this model. As is evident, the total mass obtained from a model that leads to a declining rotation curve is insufficient to bind many of our sample objects to the Galaxy.

## 4 MASS DETERMINATION BASED ON A BAYESIAN LIKELIHOOD METHOD

### 4.1 Method

To obtain a more quantitative measure of the mass of the Galaxy, we examine an alternative method that takes into account all of the positional and kinematic information of the sample objects, in contrast to the use of the high-velocity tracers alone, as in the previous section. In this approach, a phase-space distribution function of tracers, $`F`$, is prescribed for a specifically chosen $`\psi `$, and the model parameters included in $`F`$ and $`\psi `$ are derived so as to reproduce the presently observed positions and velocities of the tracers in the (statistically) most significant manner. The optimal deduced parameters relevant to $`\psi `$ then allow us to estimate the total mass of the Galaxy. This method was originally proposed by Little & Tremaine (1987), and further developed by Kochanek (1996) and WE99.

Based on the results presented in the previous section, we take Model A with spherical symmetry as the mass distribution of the Galaxy, which is sufficient for the following analysis. For the sake of simplicity, and also for ease of comparison with the previous studies by Kochanek (1996) and WE99, the phase-space distribution function is taken to have the same anisotropic form as that adopted in these studies. That is, it depends on the binding energy per unit mass, $`\epsilon `$ ($`\psi v^2/2`$), and the angular momentum per unit mass, $`l`$, in the following way:

$$F(\epsilon ,l)=l^{2\beta }f(\epsilon ),$$
(8)
where

$`f(\epsilon )`$ $`=`$ $`{\displaystyle \frac{2^{\beta 3/2}}{\pi ^{3/2}\mathrm{\Gamma }[m1/2+\beta ]\mathrm{\Gamma }[1\beta ]}}{\displaystyle \frac{d}{d\epsilon }}`$ (9)
$`\times `$ $`{\displaystyle _0^\epsilon }𝑑\psi {\displaystyle \frac{d^mr^{2\beta }\rho _\mathrm{s}}{d\psi ^m}}(\epsilon \psi )^{\beta 3/2+m},`$
where $`\rho _\mathrm{s}`$ is the tracer density distribution, $`\mathrm{\Gamma }`$ is the gamma function, and $`m`$ is an integer whose value is chosen such that the integral in Eq. (9) converges (e.g., Dejonghe 1986; Kochanek 1996). In the spherical model, this form of the distribution function yields equal velocity dispersions in the orthogonal angular directions, $`<v_\theta ^2>=<v_\varphi ^2>`$, and a constant anisotropy $`\beta =1<v_\theta ^2>/<v_r^2>`$ everywhere in the Galaxy. Our choice of $`m=2`$ in Eq. (9) (to be in accord with the WE99 work) limits the allowed range for the velocity anisotropy to $`1.5\beta 1`$ when proper motion data are considered, while the use of radial velocities alone sets no limit for tangential anisotropy \[$`\mathrm{},1`$\].

For $`\rho _\mathrm{s}`$, we consider WE99’s two models: (a) Shadow tracers following the mass density distribution obtained from Model A (Eq. 4), and (b) a power-law distribution as a function of $`r`$. The shadow-tracer model is given as:

$$\rho _\mathrm{s}(r)\frac{a_s^2}{r^2(r^2+a_s^2)^{3/2}},$$
(10)
where $`a_s`$ is the scale length. The power-law model with index $`\gamma `$ is given as:

$$\rho _\mathrm{s}(r)\frac{1}{r^\gamma }.$$
(11)
It should be noted that, since shadow tracers may be truncated at the distance below the scale length of the mass distribution, the scale length of the tracers, $`a_s`$, is generally different from the scale length of the Galaxy’s mass, $`a`$.

Using the 27 objects (satellite galaxies and globular clusters) at $`r>20`$ kpc, WE99 derived $`a_s=100`$ kpc and $`\gamma =3.4`$ as the best fitting parameters for their spatial distribution. We re-examine $`a_s`$ and $`\gamma `$ using our sample of all satellite galaxies and globular clusters. Note that the FHB stars are excluded in this determination of $`a_s`$ and $`\gamma `$, as they have not (yet) been completely surveyed over the Galactic volume. We obtain $`a_s=10`$ kpc and $`\gamma =3.3`$ as the best-fit values, based on a simple K-S test of the observed vs. predicted distribution functions (see Fig. 5). If we exclude the globular clusters at $`r10`$ kpc, for which the spherical symmetry assumption may be questionable due to the presence of the disk globular clusters, we obtain $`a_s=50`$ kpc and $`\gamma =3.4`$. Thus, $`a_s`$ depends sensitively on the adopted range of radius (i.e., on the selection of the sample), whereas $`\gamma `$ basically remains unchanged. Therefore, we focus our attention on the results obtained from the power-law representation for the tracer population; the shadow-tracer population is also examined for the purpose of comparison with WE99. To see the dependence of the mass estimate on these parameters, we obtain estimates for two values of $`\gamma `$ (3.4 and 4.0) and $`a_s`$ (100 kpc and the scale length of the mass distribution, $`a`$), respectively. We note that the FHB stars are also expected to follow a power-law form with $`\gamma 3.4`$, as inferred from other halo field stars (e.g., Preston et al. 1991; Chiba & Beers 2001).

We calculate the likelihood of a particular set of model parameters (the scale length of the mass distribution, $`a`$, and the anisotropy parameter, $`\beta `$) given the positions, $`r_i`$, and radial velocities, $`v_{ri}`$, or space velocities, $`v_i`$, using Bayes’ theorem. The probability that the model parameters take the values $`a`$ and $`\beta `$, given the data $`(r_i,v_{(r)i})`$ and prior information $`I`$, is:

$$P(a,\beta |r_i,v_{(r)i},I)=\frac{1}{N}P(a)P(\beta )\underset{i=1}{\overset{N}{}}P(r_i,v_{(r)i}|a,\beta ),$$
(12)
where $`N`$ is the normalization factor (Kochanek 1996; WE99). The probabilities $`P(a)`$ and $`P(\beta )`$ denote the prior probability distributions in $`a`$ and $`\beta `$, respectively. Here, $`P(r_i,v_{(r)i}|a,\beta )`$ corresponds to the probability of finding an object at position $`r_i`$ moving with radial velocity $`v_{(r)i}`$, or space velocity $`v_i`$, for a particular set of model parameters $`a`$ and $`\beta `$. The complete expressions for $`P(r_i,v_{(r)i}|a,\beta )`$ are shown in Table 1 of WE99. To calculate this probability for the objects with full space velocities, we take into account their large errors relative to radial velocities alone (due to the observed proper-motion and assumed distance errors), by multiplying by an error convolution function of the form:

$`P(r_i,v_i|a,\beta )`$ $`=`$ $`{\displaystyle 𝑑v_\alpha 𝑑v_\delta E_1(v_\alpha )E_1(v_\delta )}`$ (13)
$`\times `$ $`P(r_i,v_{i,obs}(v_\alpha ,v_\delta )|a,\beta ),`$
where $`(v_\alpha ,v_\delta )`$ are the tangential velocities along the right ascension and declination coordinates, respectively, and $`E_1`$ is the Lorentzian error convolution function, defined as:

$$E_1(v)=\frac{1}{\sqrt{2}\pi \sigma _1}\frac{2\sigma _1^2}{2\sigma _1^2+(vv_{obs})^2},$$
(14)
where $`\sigma _1`$ is defined as $`\sigma _1=0.477\sigma `$ for the calibrated error estimate $`\sigma `$ (see WE99).

The prior probability in the velocity anisotropy, $`\beta `$, is taken to be of the form $`P(\beta )1/(32\beta )^n`$, where $`n=0`$ and 2 correspond to a uniform prior and a uniform energy prior, respectively (Kochanek 1996; WE99). Larger values of $`n`$ yield a larger weight towards radial anisotropy. For the prior probability in $`a`$, $`P(a)`$, we adopt $`1/a`$ and $`1/a^2`$ (WE99).

Using the routine AMOEBA in Numerical Recipes (Press et al. 1992), we search for a set of model parameters, $`a`$ and $`\beta `$, that maximize the probability $`P(a,\beta |r_i,v_{(r)i},I)`$. The total mass of the Galaxy, $`M`$, is then derived from the parameter $`a`$.

### 4.2 Results

Initially, we apply the Bayesian likelihood method, making use of only the radial velocities of the objects, setting aside for the moment the available proper-motion information. Specifically, we focus on the difference in the mass estimate arising from the presence or absence of Leo I. Fig. 6 shows the likelihood contours in the mass-anisotropy ($`M\beta `$) plane for the case of a power-law tracer population with $`\gamma =3.4`$, where $`\beta `$ is limited to the range of $`1.5\beta 1`$. The solid and dashed lines denote the presence and absence of Leo I, respectively. As is evident, the mass estimate sensitively depends on whether or not Leo I is bound to the Galaxy, as has been noted in previous studies. Inclusion of Leo I yields a likely total mass that is an order of magnitude greater than the case without Leo I. Over the range of $`\beta `$ we consider, the most likely value of $`M`$, with Leo I included ,is $`21.0\times 10^{11}M_{}`$, corresponding to a scale length $`a=185`$ kpc, whereas excluding Leo I yields $`M=9.6\times 10^{11}M_{}`$, and $`a=85`$ kpc. We note that the role of Leo I in the Galaxy’s mass estimate is also understandable from the escape-velocity argument; if only the sample radial velocities are taken into account, Leo I alone determines the best-fit boundary line $`V_{\mathrm{RF}}=V_{\mathrm{esc}}`$ in the $`V_{\mathrm{RF}}`$ vs. $`V_{\mathrm{esc}}`$ diagram (Fig. 3).

As is seen in Fig. 6, the high-probability region is biased toward the line $`\beta =1.5`$. This bias arises from the specific form of the phase-space distribution function, $`F(\epsilon ,l)`$, given in Eq. (8), where the probability $`P(a,\beta |r_i,v_{(r)i},I)`$ is high at large $`F`$. We plot $`F`$ in Fig. 7 for a set of $`r`$ and $`\beta `$ (solid and dotted lines for $`\beta =1`$ and 1, respectively). It follows that $`F`$ at high $`\epsilon `$ is larger for smaller $`\beta `$, whereas $`F`$ at low $`\epsilon `$ is larger for larger $`\beta `$. The range of $`\epsilon `$ corresponding to these two different cases depends on $`r`$, as can be deduced from the comparison between panel (a) and (b) in Fig. 7. Since our sample objects are mainly distributed in the region of higher $`\epsilon `$ (solid histograms for the sample with radial velocities), the probability is highest at smallest $`\beta `$.

Following the above experiments, we drop the lower bound of $`1.5`$ for $`\beta `$, and search for the maximum probability at smaller $`\beta `$. No maximum is found up to $`\beta =20`$, although the large discrepancy in $`M`$ between the cases with and without Leo I remains. When we confine ourselves to the sample at $`r>10`$ kpc, there exists a maximum probability at $`\beta =2.75`$ (with Leo I), with a corresponding mass $`32.0\times 10^{11}M_{}`$. For the sample at $`r>20`$ kpc, we obtain $`11.4\times 10^{11}M_{}`$ at $`\beta =0.8`$. This clearly suggests that the best-fitting $`\beta `$, obtained from the analysis when only radial velocities are considered, is rather sensitive to the range of $`r`$ employed in the sample selection. This in turn affects the number distribution, $`N(\epsilon )`$, which is relevant to the likely range of $`F`$ (Fig. 7).

With these unavoidable limitations of the present sample in mind, Table 2 summarizes the likelihood results for the limited range of $`1.5\beta 1`$, obtained for power-law and shadow tracers, using a variety of different priors on $`a`$ and $`\beta `$. The most likely value of $`\beta `$ is $`1.5`$ for all cases, for the reasons described above. We note that the current mass estimate is rather insensitive to the $`\beta `$ prior. As the $`\beta `$ prior decreases, the estimated mass generally increases, and the best-fitting $`\beta `$ decreases, because the small $`\beta `$ prior is biased toward more tangentially anisotropic velocity distributions than is the large $`\beta `$ prior. However, since most of our sample have high $`\epsilon `$, the best-fitting $`\beta `$ remains $`1.5`$ regardless of whether we adopt the uniform prior or the uniform-energy prior for $`\beta `$. This property makes the mass estimate insensitive to the $`\beta `$ prior.

Now we apply the Bayesian likelihood method to the subsample of objects with both radial velocities and proper motions available, and consider the derived space motions. In contrast to the above case, where we used radial velocities alone, we find that the maximum probability within the range of $`\beta `$ we consider is now bounded (Fig. 8a). This may be caused by the characteristic distribution of $`\epsilon `$ for the sample with full space motions, as shown in Fig. 7 (dotted histogram). This figure shows that there exists a larger fraction of low–$`\epsilon `$ stars than are found in the sample with radial velocities alone (solid histograms), so a larger $`\beta `$ is preferred to achieve a larger $`F`$. The mass estimate in this case is quite insensitive to the presence or absence of Leo I. Fig. 8b shows the probabilities, as a function of $`M`$, with a fixed value of $`\beta =1.25`$, for the case of a power-law tracer population with $`\gamma =3.4`$. Solid and dashed lines denote the probabilities with and without Leo I, respectively. As is evident, the agreement between both probabilities is significantly improved compared to the case when the radial velocities are considered alone (Fig. 6b). When Leo I is included, the most likely value of the total mass, $`M`$, and the scale length, $`a`$, are $`25.0\times 10^{11}M_{}`$ and 225 kpc, respectively. Excluding Leo I yields $`M=18.0\times 10^{11}M_{}`$ and $`a=160`$ kpc. Table 3 summarizes the various results obtained when the proper motions of the objects are considered. This Table illustrates that, for all cases, the mass of the Galaxy obtained when including Leo I is in good agreement with that obtained without Leo I. Also, the mass estimate depends only weakly on the index $`\gamma `$, unknown prior probabilities for $`a`$ and $`\beta `$, as well as on the range of $`r`$ used in the sample selection, resulting in small changes in the mass estimates over a range of only a few times $`10^{11}M_{}`$.

To estimate the typical errors in this mass determination that are associated with the measurement errors of the 561 tracers we have analyzed, we have conducted Monte Carlo simulations, adopting the assumptions that typical errors in the distances and radial velocities are 10 %, and 10 $`\mathrm{km}\mathrm{s}^1`$, respectively, and that the proper-motion errors are 1 $`\mathrm{mas}\mathrm{yr}^1`$ for globular clusters, 0.3 $`\mathrm{mas}\mathrm{yr}^1`$ for satellite galaxies, and 5 $`\mathrm{mas}\mathrm{yr}^1`$ for the FHB stars. We generated 561 data points (including Leo I) drawn from Gaussian distribution functions centered on the observational data, and with dispersions set to the above typical errors. Given a true mass $`M`$, or scale length $`a`$ (where we use $`M=2.3\times 10^{12}M_{}`$ with $`a=200`$ kpc), and prior probabilities for $`a`$ and $`\beta `$ ($`1/a^2`$ and the uniform-energy prior, respectively), we calculate the most likely mass, $`M^{}`$, and compare it with an input true mass. Fig. 9 shows the distribution of the discrepancy between $`M^{}`$ and $`M`$, $`100\times (M^{}M)/M`$, obtained from 1000 realizations. The error distribution in the current mass estimate has a mean value shifted downward by $`20`$ %, and a dispersion of half-width 20 %. These values suggest that one might adopt an estimate of the systematic error on the order of 20 %, and a random error of $`\pm 20`$ %. Exclusion of Leo I does not influence the magnitude of these errors. It is worth noting that WE99 obtained roughly $`100`$ % systematic errors, and $`90`$ % random errors in their mass estimate, which was based on about 30 data points. The significant improvement of our mass estimate is mainly due to our consideration of a much larger data set that includes several hundred FHB stars.

As shown in Table 3, the most likely estimated total mass depends on model assumptions at a level of a few times $`10^{11}M_{}`$. When the model is fixed, the current large data set allows us to limit both systematic and random errors to a level of about 20 %. If we follow WE99’s procedure for the adoption of the most likely total mass, i.e., if we adopt the mass estimate that provides the smallest difference between the masses obtained with Leo I and without Leo I, we obtain $`2.5_{1.0}^{+0.5}\times 10^{12}M_{}`$ (Leo I included) and $`1.8_{0.7}^{+0.4}\times 10^{12}M_{}`$ (Leo I excluded). On the other hand, the mass estimate within the distance of the LMC (50 kpc) is quite robust, covering the narrow range 5.4 to 5.5 $`\times 10^{11}M_{}`$.

## 5 DISCUSSION AND CONCLUDING REMARKS

We have placed new limits on the mass of the Galaxy, based on a newly assembled set of halo objects with the latest available proper-motion data. First, the comparison of their space velocities with the escape velocities at their estimated distances allowed us to show that the mass limits we obtained depend on neither the presence or absence of Leo I, nor on the large velocity errors for Draco and Pal 3; a possible a lower limit on the total mass of the Galaxy is about $`2.2\times 10^{12}M_{}`$. Secondly, a Bayesian likelihood approach has been used to derive a total mass estimate for the Galaxy that is insensitive to the presence or absence of Leo I, at least when proper motions are taken into account. Although the best mass estimate obtained from this approach depends somewhat on model assumptions (prior probabilities for $`a`$ and $`\beta `$ and possibly the shape of $`F`$, see below), the resultant systematic change of the total mass is confined to within a few times $`10^{11}M_{}`$. The most likely total mass of the Galaxy we derive is $`2.5_{1.0}^{+0.5}\times 10^{12}M_{}`$. This is in good agreement with the total mass obtained by WE99 ($`1.9_{1.7}^{+3.6}\times 10^{12}M_{}`$) and that obtained from other methods (e.g., Peebles 1995, $`2\times 10^{12}M_{}`$). Since the size of our tracer sample is significantly larger than used in previous studies, both systematic and random errors are reduced to a great extent. We note that consideration of the numerous FHB stars plays a vital role in this mass estimate, as demonstrated in Sect. 3.

It is also worth noting that, if we fix the mass of the Galaxy equal to our most likely mass estimate, there is insufficient matter present to gravitationally bind the LMC, if we adopt the recent proper-motion measurement by Anguita et al. (2000). These authors reported rather high proper motions, $`(\mu _\alpha \mathrm{cos}\delta ,\mu _\delta )=(+1.7\pm 0.2,+2.9\pm 0.2)`$, compared to previous measurements, $`(\mu _\alpha \mathrm{cos}\delta ,\mu _\delta )=(+1.94\pm 0.29,0.14\pm 0.36)`$ (Kroupa & Bastian 1997). Thus their results need confirmation from other studies222Since we finished our analysis here, a new study by Pedreros et al. (2002) has been published \[using the same method as Anguita el al. (2000)\], that reaches the same conclusion as Kroupa & Bastian (1997)..

The current work also implies that the Galactic rotation curve at outer radii, $`R>R_{}`$, does not decline out to at least $`R20`$ kpc (as long as local disturbances to circular motions, such as warping motions and/or non-axisymmetric motions, are ignored). As illustrated in Fig. 2, a declining rotation curve corresponding to $`a=20`$ kpc and $`V_{\mathrm{LSR}}=211`$ km s-1 fails to bind many sample objects to the Galaxy. The smallest possible value for $`a`$ to bind all objects in the isothermal-like density distribution (Eq. 4) is $`a=195`$ kpc, yielding $`V_{\mathrm{LSR}}220`$ km s-1.

In a more general context, the detailed shape of the rotation curve at and beyond $`R=R_{}`$ reflects the interplay between the disk and halo mass distributions, as this region is located near the boundary of both components. Thus, determining the rotation curve at $`R_{}R15`$ kpc will set useful limits on the mass distribution in the inner parts of the Galaxy. Indeed, the Japanese project VLBI Exploration of Radio Astrometry (VERA) will be able to determine both inner and outer rotation curves from the measurement of trigonometric parallaxes and proper motions of astronomical maser sources that are widely distributed in the Galactic disk (Sasao 1996; Honma et al. 2000). VERA will reach unprecedented astrometric precision, $`10\mu `$as, and will yield precise determinations of the Galactic constants $`R_{}`$ and $`V_{\mathrm{LSR}}`$. We note that whatever results are derived for the rotation curve, the total mass of the Galaxy ought to be larger than $`10^{12}M_{}`$, in order to bind the more distant stellar objects.

Our estimate for the mass of the Galaxy inside 50 kpc, i.e., within the distance of the LMC, is $`5.5_{0.3}^{+0.0}\times 10^{11}M_{}`$ (Leo I included) and $`5.3_{0.4}^{+0.1}\times 10^{11}M_{}`$ (Leo I excluded). The error estimates are calculated from the maximum and minimum values of the total mass. Thus, about 24% of the total mass of the Galaxy resides within $`r50`$ kpc. This implies that the possibility of brown dwarfs as the origin of the microlensing events toward the LMC may be excluded, because it requires a much smaller mass inside 50 kpc, $`1.3\times 10^{11}M_{}`$ (Honma & Kan-ya 1998). Our result is also in good agreement with the recent statistics of the microlensing events obtained from analysis of the 5.7-year baseline of photometry for 11.9 million stars in the LMC (Alcock et al. 2000), showing the absence of short-duration lensing events by brown dwarfs. However, the most recent work has suggested that perhaps one of the microlensing events is actually caused by a nearby low-mass star in the Galactic disk (Alcock et al. 2001). More direct observations for identifying lensing objects are required to settle this issue.

Once the total mass of the Galaxy is fixed, it is possible to place a useful constraint on the mass of the Local Group. Most of the mass in the Local Group is concentrated in M31 and the Galaxy. The total mass of M31 can be estimated from the positions and radial velocities of its satellite galaxies, globular clusters, and planetary nebulae (Evans & Wilkinson 2000; Côté et al. 2000; Evans et al. 2000). If we take it to be $`1.2_{0.6}^{+1.8}\times 10^{12}M_{}`$ (Evans & Wilkinson 2000), the mass of the Local Group is $`3.7\times 10^{12}M_{}`$. This is in good agreement with the estimate by Schmoldt & Saha (1998), $`(48)\times 10^{12}M_{}`$, based on modified variational principles.

To set tighter limits on the total mass of the Galaxy we require more accurate proper-motion measurements for a greater number of objects at large Galactocentric distances. The high-velocity FHB stars in our sample (with apparent magnitudes $`V<16`$) that are responsible for setting the minimum mass of the Galaxy have proper-motion errors of $`5`$ mas yr-1, whereas Draco and Pal 3 have much larger relative errors, comparable to their proper motions themselves (see Table 2). Indeed, both the Space Interferometry Mission (SIM: Unwin et al. 1997) and the Global Astrometry Interferometer for Astrophysics (GAIA: Lindegren & Perryman 1996) will be able to provide more accurate proper motions for such high-velocity objects, as well as for numerous other distant tracers of the Galaxy’s mass, up to a precision of a few $`\mu `$as for targets with $`V15`$. This corresponds to an error of $`10\mathrm{km}\mathrm{s}^1`$ in the tangential velocity components for many distant objects, i.e., comparable to the error of their (presently determined) radial velocities. Furthermore, roughly half of our sample objects lack proper-motion measurements altogether. To a great extent, the lack of proper-motion measurements (at least for southern sources) will be removed with the completion of the recently re-started Southern Proper Motion survey of van Altena and colleagues, as well as other efforts to substantially increase the numbers of stars with reasonably well-measured proper motions (e.g., UCAC1: Zacharias et al. 2000; UCAC2: Zacharias et al. 2001).

Further assembly of radial velocities for FHB stars, especially those at large $`r`$ (beyond distances where accurate ground-based proper motions can be obtained), is also of great importance for a number of reasons. First, as Fig. 3 demonstrates, large Galactocentric regions are characterized by small escape velocities. The current sample of FHB stars (because of their locations near the Sun) explore distances where the corresponding escape velocities are in the range of $`500V_{\mathrm{esc}}600`$ km s-1. More remote FHB stars, with distances in the range $`10r50`$ kpc, will offer a further constraint on the total mass of the Galaxy by covering the range $`400V_{\mathrm{esc}}500`$ km s-1. Secondly, the assembly of samples of more distant FHB stars will enable exploration of the suggested change in velocity anisotropy from the inner to the outer halo (e.g., Sommer-Larsen et al. 1997), and better constrain its dependence on Galactocentric distance.

In exploring the Bayesian approach for mass estimates of the Galaxy, we have adopted a specific form of the phase-space distribution function $`F`$ (Eq. 8) to facilitate comparison with previous studies. This procedure implicitly assumes that the velocity-anisotropy parameter, $`\beta `$, is constant everywhere in the Galactic volume. However, as noted by Sommer-Larsen et al. (1997), there is an indication that the velocity anisotropy of the halo may be mostly radial at $`R20`$ kpc and tangential at $`R20`$ kpc. If so, many of distant FHB stars, especially those at $`R>20`$ kpc, play a crucial role in the determination of the global distribution of velocity anisotropy. Searches for a more realistic form of the phase-space distribution function, combined with a more elaborate likelihood method, are both worthy pursuits. Also, instead of exploring such a specific but realistic form of distribution function, a non-parametric method as proposed by Merritt & Tremblay (1993) will be more useful if a much larger data set is available.

Moreover, the implicit assumption behind the current method, that the sample stars have random distributions in location and in their space motions, may not be well satisfied if the halo is largely dominated by coherent structures such as tidal streams (e.g., Ibata et al. 2001). Alternative approaches to obtaining mass limits using tidal streams (Johnston et al. 1999) are worth considering in such a case.

Fortunately, prospects are excellent for obtaining a rapid increase in the observational database of FHB stars with the required data. There already exists a substantial body of additional spectroscopy for FHB/A stars observed during the course of the HK survey of Beers and colleagues and the Hamburg/ESO Stellar survey (Christlieb et al. 2001), many of which also have available proper motions, or will soon, from completion of the SPM survey and/or other ground-based efforts. However, as was noted by Wilhelm et al. (1999a) (foreshadowed by Norris & Hawkins 1991; Rodgers & Roberts 1993, and references therein; Kinman et al. 1994; Preston et al. 1994), a substantial fraction (perhaps as high as 50%) of high-latitude A-type stars are not FHB, but rather some (as yet undetermined) mixture of binaries and high-gravity stars (see Preston & Sneden 2000). For some applications, such as estimates of the mass of the Galaxy that rely on space motions of tracers (and in turn on reasonably precise distance estimates of individual objects), confident separation of bona-fide members of the FHB population from possible “contaminants” is crucial 333For example, if 10 % of our FHB sample is contaminated by blue metal-poor stars, we obtain a $`23\times 10^{11}M_{}`$ decrease in our total mass estimate, based on Monte Carlo experiments.. In the past, this has required that one obtain either Strömgren photometry and/or spectrophotometry (e.g., Kinman et al. 1994), broad-band $`UBV`$ photometry in combination with medium-resolution spectroscopy (e.g., Wilhelm et al. 1999a), or reasonably high S/N, high-resolution spectroscopy (e.g., Preston & Sneden 2000). All such endeavors are rather time intensive. However, Christlieb et al. (2002, priv. comm.) have been exploring means by which adequate separation of FHB stars from higher-gravity A-type stars might be accomplished directly from objective-prism spectra, such as those in the Hamburg/ESO stellar survey. Such methods, which look promising, would be most helpful in future investigations of this sort. Wide-field stellar surveys, such as those presently being carried out with the 6dF facility at the UK Schmidt Telescope, are capable of providing large numbers of radial velocities for FHB/A candidates, and are expected to contribute 5,000-10,000 suitable data over the course of the next few years.

###### Acknowledgements.

We are grateful to B. Fuchs, R. B. Hanson, and I. Platais for assistance with the comparison of the Wilhelm et al. sample with the catalogs of STARNET, NPM1, and SPM 2.0, respectively. We also thank the members of the VERA team for several useful comments on this work. T.C.B. acknowledges partial support from grants AST-00 98508 and AST-00 98549 awarded by the U.S. National Science Foundation. T.C.B also would like to acknowledge the support and hospitality shown him during a sabbatical visit to the National Astronomical Observatory of Japan, funded in part by an international scholar award from the Japanese Ministry of Education, Culture, Sports, Science, and Technology, during which initial discussions of this work took place.


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# Magnetic Resonant X-Ray Scattering in KCuF3

## I introduction

The resonant x-ray scattering (RXS) has attracted much attention, since the orbital order can be directly probed by the RXS signals on the orbital superlattice spots. Several RXS experiments have been carried out on typical perovskite compounds, Murakami et al. (1998a, b); Endoh et al. (1999); Nakamura et al. (1999); von Zimmermann et al. (1999); Noguchi et al. (2000); Nakao et al. (unpublished) in which an orbitally ordered state may be stabilized below a critical temperature.Kanamori (1960); Kugel and Khomskii (1972) For the $`K`$ edge in transition-metal compounds, RXS intensities arise from the modulation of $`4p`$ states in the intermediate states of the resonant process. Since $`4p`$ states are not the states of orbital ordering, this causes complications on the interpretation of RXS intensities.

A mechanism was proposed that the modulation of $`4p`$ states comes from orbitally polarized $`3d`$ states on the Mn3+ ion through the anisotropic terms of the $`3d`$$`4p`$ Coulomb interaction in LaMnO3,Ishihara and Maekawa (1998a, b) and thereby it was argued that the RXS intensities on the superlattice spots are a direct reflection of orbital order. On the other hand, subsequent studies based on band structure calculationsElfimov et al. (1999); Benfatto et al. (1999); Takahashi et al. (1999) have revealed that $`4p`$ states of Mn3+ ion so extend in space that they are considerably modified by neighboring electronic states through the Jahn-Teller distortion (JTD). It has been concluded that the effect of the JTD on the RXS spectra is much larger than that of the $`3d`$-$`4p`$ Coulomb interaction.

RXS experiments were carried out also on YVO3\[Noguchi et al., 2000\] and YTiO3\[Nakao et al., unpublished\]. Since the JTD is considerably smaller in these materials than in LaMnO3, one may think the effect of the Coulomb interaction important. This is not the case, though; ab initio calculations indicated that the effect of lattice distortion on RXS intensities is much larger than that of the $`3d`$-$`4p`$ Coulomb interaction even in these materials. Takahashi and Igarashi (2001, 2002) The calculation was carried out within the muffin-tin (MT) approximation on the lattice parameters determined from the experiment. Since the MT approximation averages the potential coming from orbitally polarized $`3d`$ states, it works to eliminate the effect of the anisotropic terms of the $`3d`$-$`4p`$ Coulomb interaction on the $`4p`$ states. We found that the spectra consist of several peaks, to which the GdFeO3-type distortion and the JTD contribute differently, in good agreement with the experiment.

Recently, an RXS experiment has been carried out on KCuF3, in which the intensities on the magnetic and orbital superlattice spots have been reported.Paolasini et al. (2002); Caciuffo et al. (2002) The magnetic RXS has been studied for typical materials such as CoO\[Neubeck et al., 1999\] and NiO\[Neubeck et al., 2001\]. However, the analyses of the experimental data are limited to model calculations.Igarashi and Takahashi (2000, 2001) As regards the intensities on the orbital spots, they increase with going down through the Neél temperature in the experiment, and are interpreted as a consequence of the increase of the $`3d`$ orbital order parameter in the magnetic phase.Paolasini et al. (2002) This interpretation seems obscure unless it is clarified how the $`3d`$ orbital order controls the RXS spectra. The purpose of this paper is to elucidate the mechanism of the RXS spectra on the orbital and magnetic superlattice spots through ab initio calculations. We use the full-potential linearlized augmented plane wave (FLAPW) method in the LDA$`+U`$ scheme, where the local $`3d`$$`3d`$ Coulomb interaction is introduced on Cu sites.Anisimov et al. (1997)

We obtain the RXS intensity on magnetic spots by taking account of the spin-orbit interaction (SOI). The calculation has to be accurate, since the intensities are about three orders of magnitudes smaller than those on orbital spots. This seems the first case to have evaluated the magnetic RXS spectra in the ab initio level. We reproduce well the experimental spectra as functions of photon energy and of azimuthal angle. No intensity appears without the SOI, indicating that the intensity arises from the orbital polarization, not from the spin polarization, in the $`4p`$ states. On the other hand, the spectra change little with turning off the SOI from the $`3d`$ states. Since the $`3d`$ orbital moment disappears in this condition, the $`3d`$ orbital moment plays no role to induce the orbital polarization in $`4p`$ states. This shows a contrast with the magnetic RXS in NiO and CoO, where the $`3d`$ orbital moment plays an important role through the mixing of the $`4p`$ states with the $`3d`$ states of neighboring Cu sites and the intra-atomic $`4p`$-$`3d`$ Coulomb interaction.

We also calculate the RXS spectra on the orbital superlattice spots. A similar calculation has already been carried out.Caciuffo et al. (2002) We come to the same conclusion that the RXS intensity is mainly controlled by lattice distortion. We add several aspects of making clear the mechanism by calculating the spectra with changing magnitude of the JTD and in various magnetic phases. We explicitly show that the magnetic order itself has little influence on the intensity and that the intensity increases with increasing JTD strength. In this respect, the increase of the intensity with passing through the Neél temperature has to accompany a considerable increase of the JTD strength in the magnetic phase. We also predict a new azimuthal angle dependence different from the previously assumed one but consistent with the experiment.Caciuffo et al. (2002)

In Sec. II, we study electronic structures in various phases with the FLAPW method in the LDA$`+U`$ scheme. In Sec III, the absorption spectra and the RXS spectra are presented in comparison with the experiment. Section IV is devoted to concluding remarks.

## II electronic structures

KCuF3 has a typical perovskite structure, and undergoes a structural phase transition at $`T800`$ K, below which the JTD and the associated antiferro-orbital (AFO) long-range order emerges with the ordering vector $`𝐐_{\mathrm{orb}}=(\pi /a,\pi /b,\pi /c)`$. Figure 1 shows the schematic view of the ordering pattern. It is tetragonal with $`a=b=4.141`$Å, $`c=3.924`$Å at room temperature; three different bond lengths are given by $`\mathrm{}=2.253`$Å, $`s=1.888`$Å, $`m=1.962`$Å.Buttner et al. (1990); Hutchings et al. (1969) Since the lattice parameters are not known at low temperatures, we use these values in the following calculation. There are two inequivalent Cu sites in a unit cell, which will be called as A and B sites. With further decreasing temperatures, an antiferromagnetic (AFM) long-range order develops below 38 K with the ordering vector $`𝐐_{\mathrm{mag}}=(0,0,\pi /c)`$. Therefore four inequivalent Cu sites, A+, A-, B+, B-, exist. The local magnetic moment is pointing to either the $`(110)`$ or $`(1\overline{1}0)`$ direction with the value 0.48 $`\mu _\mathrm{B}`$. The recent magnetic scattering experiment gives the ratio of the orbital angular momentum ($`L`$) to the spin angular momentum ($`S`$) as $`L/S=0.29`$.Caciuffo et al. (2002)

We carry out the band structure calculation in the LDA$`+U`$ scheme by setting the parameters of the intraatomic Coulomb interaction between $`3d`$ orbitals such that $`U=3.0`$ eV and $`J=1.0`$ eV. We take account of the SOI to deal with the orbital moment, which is important for the RXS spectra on the magnetic spots. First assuming the AFM long-range order, we obtain an orbital long-range order with the ordering vector $`𝐐_{\mathrm{orb}}`$; the hole numbers inside the Cu MT sphere in the $`3d`$ states $`\phi _{x^2z^2}`$ ($`\phi _{y^2z^2}`$) and $`\phi _{3y^2r^2}`$ ($`\phi _{3x^2r^2}`$) are given by $`n_{x^2z^2}(n_{y^2z^2})=0.65`$ $`n_{3y^2r^2}(n_{3x^2r^2})=0.08`$ in A± (B±) sites, respectively. Note that the difference in the values between A+ and A- sites and B+ and B- sites is negligibly small. The local magnetic moment is obtained as $`0.79\mu _\mathrm{B}`$ with $`S=0.34`$, $`L=0.11`$, $`L/S=0.33`$, which is somewhat larger than the experimental one. In order to see the effect of the magnetic order on orbital polarization, we carry out the same LDA$`+U`$ calculation in the presence of the ferromagnetic (FM) long-range order. We obtain the same type of orbital order, in which $`n_{x^2z^2}(n_{y^2z^2})=0.66`$ $`n_{3y^2r^2}(n_{3x^2r^2})=0.10`$ in A (B) sites, respectively. Since the hole numbers are similar to that of the antiferromagnetic state, we conclude that the magnetic order has little influence on the orbital order parameter. On the other hand, the orbital polarization is rather sensitive to the intraatomic Coulomb interaction. The simple LDA ($`U=0`$) gives the orbital polarization much smaller than the values mentioned above, that is, $`n_{x^2z^2}(n_{y^2z^2})=0.26`$ and $`n_{3y^2r^2}(n_{3x^2r^2})=0.11`$ per spin in the A(B) sites in the nonmagnetic (NM) phase.

Figure 2 shows the calculated density of states (DOS) projected on the $`d`$ and $`p`$ symmetries of a Cu site, which is defined inside the MT sphere, in the AF phase given by the LDA$`+U`$ method. The origin of the energy is the bottom of the conduction band. The DOS projected onto the $`d`$ symmetric states is almost concentrated in the region of energy less than 2 eV. It has a finite gap $`0.82`$ eV. The left part of DOS is shown in a 20 times magnified scale. The most part of probability distributes in the interstitial region or on neighboring MT spheres, and thereby the magnitude of the DOS projected onto the $`p`$ symmetry becomes much smaller than the $`3d`$ DOS. We refer to the $`p`$ symmetric states as $`4p`$ states, because the wave functions are quite close to the atomic $`4p`$ wave functions within the MT sphere. Of course the “4p” states lose the atomic character outside the MT sphere, forming an energy band with its width being as large as $`30`$ eV. The $`4p`$ DOS shows almost no exchange splitting in spite of the magnetic ground state, indicating that the $`3d`$ states have little influence on $`4p`$ states.

## III Absorption Coefficient and RXS spectra

We define the $`1s`$$`4p`$ dipole transition density matrix $`\tau _{mm^{}}^{(j)}(\epsilon )`$ assigned to each Cu site as

$`\tau _{mm^{}}^{(j)}(\epsilon )`$ $`=`$ $`{\displaystyle \underset{n,𝐤}{}}{\displaystyle r^2𝑑rr^2𝑑r^{}[R_{j1s}^{}(r)r𝒫_m^{(j)}\varphi _{n,𝐤}(r)]^{}}`$ (1)
$`\times `$ $`[R_{j1s}^{}(r^{})r^{}𝒫_m^{}^{(j)}\varphi _{n,𝐤}(r^{})]\delta (\epsilon \epsilon _{n,𝐤}),`$
where $`j`$ stands for sublattices A± or B±. Suffixes $`m`$, $`m^{}`$ represent the $`x`$, $`y`$, and $`z`$ axes, which are chosen to be parallel to the $`a`$, $`b`$, and $`c`$ axes, respectively (see Fig. 1). The $`\varphi _{n,𝐤}`$ represents the wave function with the band index $`n`$, wave-vector $`𝐤`$ and energy $`\epsilon _{n,𝐤}`$ which is larger than the Fermi energy. Operator $`𝒫_m^{(j)}`$ projects the wave function $`\varphi _{n,𝐤}`$ on the $`m`$ ($`mx,y,z`$) component of the $`p`$ symmetric part on the Cu $`j`$ site. The $`R_{j1s}`$ represents the Cu $`1s`$ wave function on the Cu $`j`$ site. We evaluate this density matrix using the FLAPW wave function.

### III.1 Absorption Coefficient

We first discuss the absorption coefficient $`A(\omega )`$ around the $`K`$ edge. Neglecting the core-hole potential working on the $`4p`$ states in the final state of the absorption process, we have the expression for $`A(\omega )`$,

$`A(\omega ){\displaystyle \underset{n,𝐤}{}}\left|{\displaystyle r^2𝑑rR_{1s}^{}(r)r𝒫_m\varphi _{n,𝐤}(r)}\right|^2\delta (\omega \epsilon _{n,𝐤}\epsilon _{1s})`$
$`=\tau _{xx}^{(j)}(\omega \epsilon _{1s})+\tau _{yy}^{(j)}(\omega \epsilon _{1s})+\tau _{zz}^{(j)}(\omega \epsilon _{1s}),`$ (2)
where $`\epsilon _{1s}`$ is the energy of the $`1s`$ state. The dependence on sublattices can be neglected. $`A(\omega )`$ is nearly proportional to the $`4p`$ DOS. Figure 3 shows the calculated result in comparison with the experiment, where $`\epsilon _{1s}`$ is adjusted such that the position of the main peak coincides with the experimental one. It is difficult to determine the absolute value of $`\epsilon _{1s}`$ within the present status of the ab initio calculation, since several screening processes are neglected. The spectral shape is found in good agreement with the experimental curve. If the core-hole potential would be taken into account, the intensities in low frequency region may be further enhanced.

### III.2 RXS Spectra

The conventional RXS geometry is shown in Fig. 4; photon with frequency $`\omega `$, momentum $`𝐪_i`$, polarization $`\mu `$ ($`=\sigma `$ or $`\pi `$) is scattered into state with momentum $`𝐪_f`$ and polarization $`\mu ^{}`$ ($`=\sigma ^{}`$ or $`\pi ^{}`$). The scattering vector $`𝐆`$ is defined by $`𝐪_f𝐪_i`$. In such a situation, we have the RXS intensity $`I(𝐆,\omega )`$

$$I(𝐆,\omega )\left|\underset{mm^{}}{}E_m^{\mathrm{out}}M_{mm^{}}(𝐆,\omega )E_m^{}^{\mathrm{in}}\right|^2,$$
(3)
with

$`M_{mm^{}}(𝐆,\omega )=`$
$`{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{j,\mathrm{\Lambda }}{}}{\displaystyle \frac{g|x_m(j)|\mathrm{\Lambda }\mathrm{\Lambda }|x_m^{}(j)|g}{\mathrm{}\omega (E_\mathrm{\Lambda }E_g)+i\mathrm{\Gamma }}}\mathrm{exp}(i𝐆𝐫_j).`$
Here $`E_x^{\text{in(out)}}`$ is the $`x`$ component of polarization vector of the incident (scattered) photon, and $`j`$ runs over Cu lattice sites. The $`|g`$ represents the ground state with energy $`E_g`$. The $`|\mathrm{\Lambda }`$ represents the intermediate state with energy $`E_\mathrm{\Lambda }`$; it consists of the excited electron on the $`4p`$ states and a hole on the $`1s`$ state. $`\mathrm{\Gamma }`$ describes the broadening due to the $`1s`$ core-hole lifetime. The RXS spectra are rather insensitive with varying $`\mathrm{\Gamma }`$ values; we set $`\mathrm{\Gamma }=1`$ eV. The dipole operators $`x_\alpha (j)`$ at site $`j`$ are defined as $`x_1(j)=x`$, $`x_2(j)=y`$, $`x_3(j)=z`$ in the coordinate frame fixed to the crystal axes with the origin located at the center of site $`j`$. Hereafter $`𝐆`$ is expressed in unit of $`(2\pi /2a,2\pi /2b,2\pi /2c)`$. Just like the absorption coefficient, we neglect the core-hole potential in the intermediate state. Then the amplitude $`M_{mm^{}}(𝐆,\omega )`$ is expressed in terms of the density matrices:

$`M_{mm^{}}(𝐆,\omega )=`$
$`{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{j}{}}\mathrm{exp}(i𝐆𝐫_j){\displaystyle \frac{\tau _{mm^{}}^{(j)}(\epsilon )\mathrm{d}\epsilon }{\mathrm{}\omega \epsilon +\epsilon _{1s}+i\mathrm{\Gamma }}}.`$ (5)
#### III.2.1 on Magnetic Superlattice Spots

For the magnetic superlattice spots $`𝐆=(00m)`$ with $`m`$ being odd integers, Eq.(5) contains the following combination of density matrices:

$`\tau ^{(\mathrm{A}_+)}(\epsilon )\tau ^{(\mathrm{A}_{})}(\epsilon )+\tau ^{(\mathrm{B}_+)}(\epsilon )\tau ^{(\mathrm{B}_{})}(\epsilon )`$
$`=\left(\begin{array}{ccc}\hfill 0& \hfill 0& \hfill \eta (\epsilon )\\ \hfill 0& \hfill 0& \hfill \eta (\epsilon )\\ \hfill \eta (\epsilon )& \hfill \eta (\epsilon )& \hfill 0\end{array}\right).`$ (9)
Only the off-diagonal elements survives with an antisymmetric form. Igarashi and Takahashi (2000, 2001) They would vanish without the SOI, indicating that they arise from the orbital polarization111 The orbital polarization in the $`4p`$ states here means the polarization related to imaginary wavefunctions, which gives rise to orbital moment. On the other hand, the $`4p`$ orbital polarization for the case of orbital superlattice spots means the polarization with respect to real wavefunctions such as $`x`$, $`y`$, $`z`$ types. in the $`4p`$ states. From this expression, Eq.(5) becomes

$$I(𝐆,\omega )\left|(C_{yz}+C_{zx})𝑑\epsilon \frac{\eta (\epsilon )}{\omega \epsilon +\epsilon _{1s}+\mathrm{i}\mathrm{\Gamma }}\right|^2,$$
(10)
with $`C_{ij}=E_i^{\mathrm{out}}E_j^{\mathrm{in}}E_j^{\mathrm{out}}E_i^{\mathrm{in}}`$. Since the polarization dependent part $`C_{yz}+C_{zx}`$ is factored out, the photon energy dependence is independent of polarization.

The actual calculation in the LDA$`+U`$ scheme is rather heavy, since the number of atoms in the unit cell becomes as large as 20 in the AFM phase. Highly accurate calculations are required, since the intensity is about three orders of magnitude smaller than that for the orbital superlattice spots, as shown below. It is not easy to sum up many k-points in evaluating $`\eta (\epsilon )`$, though. Fortunately, summing $`8\times 8\times 8`$ k-points in the first Brillouin zone seems sufficient in comparison with the result for summing $`6\times 6\times 6`$ k-points. Figure 5 shows the calculated spectra for $`𝐆=(001)`$ as a function of photon energy in comparison with the experiment. Caciuffo et al. (2002) The intensity in the the $`\sigma \sigma ^{}`$ channel does not appear in agreement with the experiment. Its spectral shape consists of several peaks. The highest and next highest peaks correspond well to peaks a and b, although their energies are slightly shifted. Note that the core-hole energy has already been adjusted such that the calculated absorption peak coincides with the experimental one. We have checked that the spectra change little with turning off the SOI from the $`3d`$ states. This suggests that the $`3d`$ orbital moment has little influence on inducing the $`4p`$ orbital polarization.

From Eq. (10), we derive explicitly the azimuthal angle dependence,

$`I(𝐆,\omega )`$ $``$ $`0\mathrm{for}\sigma \sigma ^{}`$ (11)
$``$ $`|\mathrm{cos}\theta \mathrm{cos}\psi |^2\mathrm{for}\sigma \pi ^{},`$
where $`\mathrm{sin}\theta =0.088`$ for the $`(001)`$ spot and $`\mathrm{sin}\theta =0.439`$ for the $`(005)`$ spot. Here the azimuthal angle $`\psi =0`$ is defined such that the $`(\overline{1}10)`$ axis is contained in the scattering plane. Figure 6 shows the peak intensity on $`(005)`$ as a function of $`\psi `$, in comparison with the experiment. The dependence agrees with the experiment.

#### III.2.2 on Orbital Superlattice Spots

For the orbital superlattice spots $`𝐆=(h\mathrm{}m)`$ with $`h`$, $`l`$, and $`m`$ being odd integers, Eq. (5) contains the following combination of density matrices:

$`\tau ^{(\mathrm{A}_+)}(\epsilon )+\tau ^{(\mathrm{A}_{})}(\epsilon )\tau ^{(\mathrm{B}_+)}(\epsilon )\tau ^{(\mathrm{B}_{})}(\epsilon )`$
$`\left(\begin{array}{ccc}\hfill \alpha (\epsilon )\beta (\epsilon )& \hfill 0& \hfill \gamma (\epsilon )\\ \hfill 0& \hfill \beta (\epsilon )\alpha (\epsilon )& \hfill \delta (\epsilon )\\ \hfill \gamma (\epsilon )& \hfill \delta (\epsilon )& \hfill 0\end{array}\right).`$ (15)
The off-diagonal elements are about two orders of magnitude smaller than the diagonal terms. Neglecting such terms, we obtain

$$I(𝐆,\omega )\left|C_{x^2y^2}𝑑\epsilon \frac{\alpha (\epsilon )\beta (\epsilon )}{\omega \epsilon +\epsilon _{1s}+i\mathrm{\Gamma }}\right|^2,$$
(16)
with

$$C_{x^2y^2}=E_x^{\text{out}}E_x^{\text{in}}E_y^{\text{out}}E_y^{\text{in}}.$$
(17)
Just like Eq. (10), the polarization dependent part $`C_{x^2y^2}`$ is factored out, so that the photon energy dependence becomes independent of polarization.

Figure 7 shows the calculated spectrum for $`𝐆=(331)`$, as a function of photon energy, in comparison with the experiment. The calculation is carried out on both the AFM and FM phases in the LDA$`+U`$ scheme, and on the NM phase in the simple LDA scheme. All three cases of calculation give nearly the same result, indicating that the $`4p`$ states are little influenced by the details of the $`3d`$ states, in agreement of the previous calculation of the same kind. Caciuffo et al. (2002) In particular, the fact that the last case gives the similar result in spite of considerably smaller orbital polarizations gives a strong support to the mechanism that the $`3d`$ orbital polarization has little relation to the RXS intensity. This is consistent with previous studies on other transition-metal compounds, Elfimov et al. (1999); Benfatto et al. (1999); Takahashi et al. (1999) where the RXS intensity are mainly controlled by lattice distortion. The effect of the SOI is negligibly small for the these cases. The present calculation reproduce well the spectra consisting of three peaks, although peaks c and e are much smaller than the experimental ones.

The azimuthal angle dependence for $`𝐆=(331)`$ is explicitly evaluated from Eq.(17). It is given by

$`I(𝐆,\omega )`$ $``$ $`|\mathrm{cos}\beta \mathrm{sin}2\psi |^2\mathrm{for}\sigma \sigma ^{}`$ (18)
$``$ $`|\mathrm{sin}\theta \mathrm{cos}\beta \mathrm{cos}2\psi +\mathrm{cos}\theta \mathrm{sin}\beta \mathrm{sin}\psi |^2`$
$`\mathrm{for}\sigma \pi ^{},`$
with $`\mathrm{sin}\theta =0.364`$, $`\mathrm{tan}\beta =3\sqrt{2}c/a=4.02`$. The azimuthal angle $`\psi =0`$ is again defined such that the $`(\overline{1}10)`$ axis is contained in the scattering plane. The intensity has a period of $`2\pi `$ not $`\pi `$ with respect to $`\psi `$. This rather complex behavior seems reasonable, since the scattering vector $`𝐆`$ is not in a direction of high symmetry. This is obviously different from the form previously assumed in the analysis of the experimental data.Caciuffo et al. (2002) Figure 6 shows the peak intensity as a function of $`\psi `$, in comparison with the experiment. The present form is consistent with the experiment.

So far, all the spectra are calculated with the lattice parameters at room temperature mentioned before. If the RXS intensity arises from lattice distortion, it increases with increasing JTD strength. To confirm this, we calculate the intensity with changing the JTD strength. Figure 8 shows the intensity of the peak at $`\mathrm{}\omega =8995`$ eV as a function of $`\mathrm{}s`$ (the values of $`m`$ and $`\mathrm{}+s`$ are kept to be $`1.962`$Å and $`4.141`$Å, respectively). The intensity monotonically increases with increasing values of $`\mathrm{}s`$, consistent with the above observation. It has been observed in the experiment that the intensity increases by factor 2 with temperature going through the magnetic phase transition temperature, and this behavior has been interpreted as a consequence of a strong coupling between orbital and spin degrees of freedom. Paolasini et al. (2002) The result that the spectra are mainly controlled by lattice distortion indicates that the lattice distortion becomes large in the magnetic phase. The direct determination of lattice parameters have not been carried out yet.

## IV Concluding Remarks

We have calculated the RXS spectra around the $`K`$ edge of Cu in KCuF3 on the basis of the ab initio calculation, that is, the FLAPW method in the LDA$`+U`$ scheme. The lattice distortion is introduced as inputs of calculation. We have obtained finite intensities on magnetic superlattice spots by taking account of the SOI. The intensities are about three orders of magnitude smaller than those on orbital superlattice spots, consistent with the experiment. This is the first result to have evaluated the magnetic RXS spectra in the ab initio level. Since the intensity disappears without the SOI, the present result indicates that the spectra arises from the orbital polarization, not from the spin polarization, in the $`4p`$ states. On the other hand, the spectra change little with turning off the SOI from the $`3d`$ states. This indicates that the $`3d`$ orbital moment has no role to induce the $`4p`$ orbital polarization. This situation is different from our previous finding in the study of the magnetic RXS in CoO and NiO that the $`4p`$ orbital polarization is induced by the $`3d`$ orbital moment through the mixing of the $`4p`$ states with the $`3d`$ states of neighboring Cu atoms and the intra-atomic $`4p`$-$`3d`$ Coulomb interaction.Igarashi and Takahashi (2000, 2001) This difference may come from the fact that the $`3d`$ orbital moment is about 1/3 of that in NiO and 1/10 of that in CoO. Furthermore, the mixing effect may become smaller than in NiO and CoO, since neighboring Cu sites are always intervened by F atoms. Closely related is the phenomenon of the magnetic circular dichroism (MCD) in the $`K`$-edge absorption in ferromagnetic metals Fe, Co, Ni.Schütz et al. (1987) In this case, the $`4p`$ orbital polarization was found to be induced by the $`3d`$ orbital moment through the $`4p`$ mixing with the $`3d`$ states at neighboring sites.Igarashi and Hirai (1994, 1996)

We have also calculated the RXS intensities on orbital superlattice spots. The spectra are independent of whether the system is in the AFM phase or in the FM phase, and of the orbital polarization in the $`3d`$ states. We have explicitly shown that the spectra are mainly controlled by the lattice distortion through the calculation with varying JTD strength. The present result is consistent with the previous studies of the RXS on transition-metal oxides,Elfimov et al. (1999); Benfatto et al. (1999); Takahashi et al. (1999); Takahashi and Igarashi (2001, 2002) but shows contrast with the RXS around the $`L_{\mathrm{III}}`$ edge in the quadrupole ordering phase of the rare-earth compound CeB6, where the spectra seems directly controlled by the quadrupole order. Nakao et al. (2001); Nagao and Igarashi (2001); Igarashi and Nagao (2002)

###### Acknowledgements.

We have used the FLAPW code developed by N. Hamada. We thank him for allowing to use his code. This work was partially supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Culture, Sports, Science, and Technology, Japan.


text:
# References

SJSU/TP-02-24

October 2002

On “Bell’s inequality without alternative settings”
J. Finkelstein111 Participating Guest, Lawrence Berkeley National Laboratory
e-mail: JLFINKELSTEIN@lbl.gov

Department of Physics

San José State University

San José, CA 95192, U.S.A

## Abstract

Cabello has recently (in quant-ph/0210081) observed that “…an EPR-experiment with a fixed POVM on each particle provides a violation of Bell’s inequality without requiring local observers to choose between the alternatives.” In this note I discuss the implications of this observation for tests of locality.

One of the difficulties for experimental tests of the Bell inequalities  is the implementation of the requirement of space-like separation of the choice between alternative measurements on one particle from the measurement on the other. Cabello  has recently suggested that this requirement is not actually necessary; in fact, he has presented a version of a Bell-violation experiment in which no such choice is ever made.

Cabello begins by discussing the Clauser-Horne-Shimony-Holt inequality  which he writes as

$$|ABAbaBab|2,$$
(1)
where $`A`$ and $`a`$ are alternative measurements which might be performed on particle 1, $`B`$ and $`b`$ are alternative measurements which might be performed on particle 2, and e.g. $`AB`$ is the expectation value of the product of the results of $`A`$ and $`B`$. It is well-known that, for suitable choice of initial two-particle state and measurement directions, quantum theory predicts a violation of this inequality. $`A`$ and $`a`$ cannot both be actually measured, so it is usually assumed that a choice has to be made between $`A`$ and $`a`$ (and similarly between $`B`$ and $`b`$). Cabello’s observation is that a single, fixed POV measurement on particle 1 can have the effect of a measurement of $`A`$ or of $`a`$ (and a single POV measurement on particle 2 the effect of a measurement of $`B`$ or $`b`$), and so it would be possible to perform an experiment with fixed (POV) measurements on the two particles for which quantum theory would predict a violation of the inequality (1). Since no choice between alternative measurements would have to be made, one would certainly not have to worry about making choices so quickly that they would have space-like separation from the other measurement!

Suppose we consider, as an alternative to Cabello’s suggestion, a Bell-theorem experiment with projective measurements, so that a choice between alternative settings would have to be made, but in which the choices are announced well in advance of the measurements. This would not affect the quantum predictions (given e.g. in eq. 11 of ref. 2), since those predictions do not care about when the choices are made, and so quantum theory would still predict a violation of the inequality (1). However, a verification of this prediction would not be a proof of nonlocality, since a local theory could agree with the quantum prediction by allowing the measurement results on one particle to be correlated with the setting (chosen much earlier) for the other particle. A conflict between quantum theory and locality arises if quantum theory predicts a violation of an inequality in a case in which any local theory must satisfy that inequality.

Ref. 2 does not offer any proof that, in the experiment proposed there, locality would require that the inequality (1) be satisfied. In fact, it is very easy to construct a local model which would exactly reproduce the quantum predictions for this experiment (as for any experiment in which no choices are made). The proposed POV measurements on each particle have four possible outcomes, so there are a total of 16 possible outcomes for each run of this experiment. Quantum theory predicts the probability of each of these 16 outcomes. Just imagine that each particle of the produced pair is given, at the moment of production, instructions which determine which of the four possible outcomes of the POV measurement to be performed on it is to be realized, and that the particles then carry the instructions to the measurement regions. (Compare the discussion in .) This is clearly a local model, and if the pairs of instructions are chosen with frequencies which agree with the quantum probabilities, the quantum predictions will be obeyed. Hence a local model could agree with the quantum predictions (and so could violate the inequality (1)) for this experiment. Therefore an experiment of the type suggested by Cabello should not be considered to be a test of locality.

Acknowledgement: I would like to acknowledge conversations with Henry Stapp, as well as the hospitality of the Lawrence Berkeley National Laboratory, where this work was done.


text:
# Kochen-Specker Theorem for a Single Qubit Using Positive Operator-Valued Measures

## Abstract

A proof of the Kochen-Specker theorem for a single two-level system is presented. It employs five eight-element positive operator-valued measures and a simple algebraic reasoning based on the geometry of the dodecahedron.

It is a widely held belief that “a single qubit is not a truly quantum system in the sense that its dynamics and its response to measurements can all be mocked up by a classical hidden-variable model. There are no Bell inequalities or a Kochen-Specker theorem for a two-dimensional system that forbids the existence of a classical model” vanEnk00 . Any proof of Bell’s theorem of the impossibility of local hidden-variables in quantum mechanics requires a composite system. On the other hand, the standard proof of the Kochen-Specker (KS) theorem Specker60 ; Bell66 ; KS67  of the impossibility of noncontextual hidden-variables applies only to physical systems described by Hilbert spaces of dimension three or higher.

In this Letter, I show that it is possible to extend the KS theorem to a single two-level system (qubit). The key is to consider generalized measurements, represented by positive operator-valued measures (POVMs) Neumark43 ; Ludwig76 ; Davies76 ; Peres93 ; NC00 , instead of just standard measurements, represented by von Neumann’s projection-valued measures. This shall lead to a generalization of the KS theorem which rules out all hidden-variable theories ruled out by the original KS theorem plus some hidden-variable theories for a single qubit. The common feature of all these hidden-variable theories is that they are noncontextual, that is, they assign predefined yes-no answers to a set of questions $`\{Q,R,S\mathrm{}\}`$ (tests) independently of whether question $`Q`$ is formulated jointly with question $`R`$ or with a different question $`S`$. The physical content of the KS theorem can also be summarized by saying that “measurements” do not reveal preexisting values, or that “unperformed experiments have no results” Peres78 .

The standard proof of the KS theorem is based on the observation that, for a physical system described by a Hilbert space of dimension $`d3`$, it is possible to find a set of $`n`$ projection operators, which represent yes-no questions about the physical system, so that none of the $`2^n`$ possible sets of “yes” or “no” answers is compatible with the sum rule for orthogonal resolutions of the identity (i.e., if the sum of a subset of mutually orthogonal projection operators is the identity, one and only one of the corresponding answers ought to be yes) Peres93 ; Bub97 . The original proof required $`117`$ projection operators in $`d=3`$ KS67 . The actual record stands at $`18`$ projection operators in $`d=4`$ CEG96 . The record for $`d=3`$ stands at $`31`$ projection operators CK90 .

It is impossible to prove the KS theorem for a single qubit (described by a Hilbert space of $`d=2`$) by using a set of projection operators. Any proof of this kind would require that any projection operator of the set be orthogonal to at least two other projection operators. However, in $`d=2`$ any projection operator is orthogonal only to one projection operator. Therefore, for $`d=2`$, it is possible to assign yes and no answers to all projection operators, satisfying the sum rule for orthogonal resolutions of the identity. This explains why it is possible to construct explicit noncontextual hidden-variable models that are capable of reproducing all the predictions of quantum mechanics for von Neumman’s measurements on a single qubit Bell66 ; KS67 ; BB66 ; Clauser71 ; Selleri90 .

Motivated by the quantum information approach to quantum mechanics and by the fact that current technology allows an exquisite level of control over the measurements that can be performed, recent formulations of the principles of quantum mechanics Peres93 ; NC00 ; Fuchs02  stress that the measurements correspond to POVMs, extending the notion of von Neumann’s projection-valued measures. The main difference between POVMs and von Neumann’s projection-valued measures is that for POVMs the number of available outcomes of a measurement may be higher than the dimensionality of the Hilbert space. An $`N`$-outcome generalized measurement is represented by an $`N`$-element POVM which consists of $`N`$ positive-semidefinite operators $`\{E_d\}`$ that sum the identity (i.e., $`_dE_d=1\mathrm{I}`$). Neumark’s theorem Neumark43  guarantees that there always exists a realizable experimental procedure to generate any desired POVM. Any generalized measurement represented by a POVM can be seen as a von Neumann’s measurement on a larger Hilbert space. Therefore, any generalized measurement on a single qubit can be seen as a von Neumann’s joint measurement on a system composed by the qubit plus an auxiliary quantum system (ancilla) comm2 . If we define the ancilla as belonging to the measuring apparatus, then we can legitimately speak of a (generalized) measurement on a single qubit Peres93b .

It has been shown that, when one considers an ancilla, then noncontextual hidden-variables cannot reproduce the predictions of quantum mechanics for von Neumman’s measurements on pre- and post-selected systems Cabello97 . On the other hand, the KS theorem can be seen as a consequence of Gleason’s theorem Gleason57 . Recently, a Gleason-like theorem using POVMs has been proved Busch99 ; CFMR00 . Unlike Gleason’s theorem, the new one is also valid for $`d=2`$. This suggests that the KS theorem could be extended to $`d=2`$ by using POVMs instead of von Neumann’s measurements Fuchs02 .

Physically, this would mean that it is impossible to construct a noncontextual hidden-variables theory for a single qubit which assigns an outcome, for instance $`_A`$, regardless of whether this outcome belongs to a the POVM represented by $`_A`$$`_B`$, …, $`_M`$ or to the POVM represented by $`_A`$$`_b`$, …, $`_m`$. This bears a close similarity to the original formulation of the KS theorem KS67  based on von Neumann’s measurements on a single spin-1 system. KS considered measurements of the type

$$H(x,y,z)=aS_x^2+bS_y^2+cS_z^2,$$
(1)
where $`a`$$`b`$, and $`c`$ are real distinct numbers and $`S_x^2`$ is the square of the spin component along the $`x`$ direction. A measurement of $`H`$ has three possible outcomes: $`b+c`$$`a+c`$, and $`a+b`$. KS showed that whichever outcome actually occurs was not predefined. They accomplished this by considering alternative measurements $`H(x,j,k)`$, where $`x`$$`j`$, and $`k`$ are mutually orthogonal directions, and assuming that if the outcome of measuring $`H(x,y,z)`$ had/had not been $`b+c`$, then the outcome of measuring $`H(x,j,k)`$ would have/have not been $`b+c`$.

The challenge is to prove the KS theorem for $`d=2`$ using generalized measurements, that is, to find an explicit set of POVMs on a single qubit so that none of the possible sets of $`2^n`$ yes or no answers (where $`n`$ is the number of different positive-semidefinite operators in the POVMs) is compatible with the sum rule for positive-semidefinite operators of a POVM (i.e., if the sum of a subset of positive-semidefinite operators is the identity, one and only one of the corresponding answers ought to be yes). Fuchs has suggested using sets of three-outcome POVMs of the “Mercedes-Benz” type Fuchs02 . So far, however, no proof with this or any other type of POVMs has been described.

Let us define the following eight-outcome generalized measurement on a qubit represented by the following eight-element POVM: $`\{_{C+},_C,_{E+},_E,_{F+},_F,_{G+},_G\}`$, where

$`_{C+}`$ $`=`$ $`{\displaystyle \frac{1}{4}}P_{\neg |C=1}={\displaystyle \frac{1}{4}}\left(1\mathrm{I}P_{|C=1}\right)`$ (2)
$`=`$ $`{\displaystyle \frac{1}{4}}|C=+1C=+1|,`$
$`_C`$ $`=`$ $`{\displaystyle \frac{1}{4}}P_{\neg |C=+1}={\displaystyle \frac{1}{4}}\left(1\mathrm{I}P_{|C=+1}\right)`$ (3)
$`=`$ $`{\displaystyle \frac{1}{4}}|C=1C=1|,`$
and analogously $`_{E+}`$, etc. $`C`$$`E`$$`F`$, and $`G`$ are the directions obtained by connecting the center of a cube with its four nonantipodal vertices. $`P_{\neg |C=1}`$ is the projection on the qubit states orthogonal to $`|C=1`$ (which, for example, could be the spin state along direction $`C`$ with eigenvalue $`1`$ of a spin-1/2 particle). As can be easily checked, the sum of these eight positive-semidefinite operators is the identity.

Now let us consider the ten directions obtained by connecting the center of a dodecahedron with its ten nonantipodal vertices, labelled $`A`$$`B`$, …, $`J`$ as in Fig. 1. There are only five cubes inscribed (sharing vertices) in a dodecahedron (Fig. 2). All of them share the same center, and any two cubes share two antipodal vertices. Each cube allows us to define an eight-element POVM similar to the one defined above. The resulting five POVMs can be expressed as:

$`_{A+}+_A+_{C+}+_C+`$
$`_{I+}+_I+_{J+}+_J`$ $`=`$ $`1\mathrm{I},`$ (4)
$`_{A+}+_A+_{D+}+_D+`$
$`_{G+}+_G+_{H+}+_H`$ $`=`$ $`1\mathrm{I},`$ (5)
$`_{B+}+_B+_{D+}+_D+`$
$`_{F+}+_F+_{J+}+_J`$ $`=`$ $`1\mathrm{I},`$ (6)
$`_{B+}+_B+_{E+}+_E+`$
$`_{H+}+_H+_{I+}+_I`$ $`=`$ $`1\mathrm{I},`$ (7)
$`_{C+}+_C+_{E+}+_E+`$
$`_{F+}+_F+_{G+}+_G`$ $`=`$ $`1\mathrm{I}.`$ (8)
Each equation contains eight positive-semidefinite operators whose sum is the identity. Therefore, a noncontextual hidden-variable theory must assign the answer yes to one and only one of these eight operators. However, such an assignment is impossible, since each operator appears twice in (4)–(8), so that the total number of yes answers must be an even number, while the number of POVMs, and thus the number of possible yes answers, is five.

Geometrically, this proof expresses the impossibility of coloring black (for yes) or white (for no) the vertices of a dodecahedron in such a way that each of the five inscribed cubes has one and only one vertex colored black.

To my knowledge, this is the first proof of the KS theorem for a single qubit. Moreover, this proof joins the three most wanted features in a proof of the KS theorem: (a) It is based on a simple algebraic argument (parity, like the proofs in CEG96 ; Kernaghan94 ), so checking the impossibility of coloring requires neither an intricate geometrical argument KS67  nor a computer program Peres93 ; (b) it needs few operators (five POVMs containing only $`20`$ different positive-semidefinite operators); (c) it admits an elegant geometrical interpretation. Curiously indeed, this interpretation is in terms of the dodecahedron, whose geometrical properties were also used in Penrose’s proofs of the KS theorem Penrose00 ; ZP93 ; Penrose94 .

I never met Rob Clifton personally, but for years we maintained some correspondence on the KS theorem. He once told me: “Kochen-Specker problems can be addictive and I am an addict!” Clifton96 . I share this addiction. I would like to dedicate this Letter to his memory. I would like to thank J. Bub, C. A. Fuchs, and A. Peres for comments, and the Spanish Ministerio de Ciencia y Tecnología Grants No. BFM2001-3943 and No. BFM2002-02815, and the Junta de Andalucía Grant No. FQM-239 for support.

Note added.—After reading an earlier version of this Letter, Masahiro Nakamura has found a simpler proof of the KS theorem for a single qubit: Let $`A`$$`B`$, and $`C`$ be the three directions obtained by joining the center of a regular hexagon with its three nonantipodal vertices. A simple parity argument shows that it is impossible to assign noncontextual yes-no answers to the six positive semidefinite operators contained in the three four-element POVMs $`\{_{A+},_A,_{B+},_B\}`$$`\{_{B+},_B,_{C+},_C\}`$, and $`\{_{A+},_A,_{C+},_C\}`$, where $`_{A+}=\frac{1}{2}|A=+1A=+1|`$, etc. Nakamura03 .