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# Saturation of dephasing time in mesoscopic devices produced by a ferromagnetic state

## I Introduction

Recent experiments on saturation of dephasing time by lowering the temperature in nanowires dec1 ; dec2  seem to indicate that magnetic moments are relevant to the understanding of this effect that received a great interest after an experiment by Webb et al. webb1  In Ref.dec1  has been shown how extremely diluted magnetic impurities can explain saturation in nanowires, even if they are not able to uncover the proper signature of Kondo effect. In Ref.dec2  clear evidence for a spin glass ground state was given. Finally, an experiment by Mohanty and Webb webb2 , aimed to prove that the decoherence in nanowires is due to an intrinsic mechanism, definitely has shown that indeed the effect can only be explained by a new mechanism. They reached the aim by freezing all the magnetic impurities with a very high magnetic field and still observing saturation in the dephasing time at very low temperatures. Besides, dependence on the geometry for nanowires was observed in an experiment by Natelson et al. nat  where it was seen that decreasing the size of the wire the saturation of the dephasing time tends to disappear.

Similar experiments in quantum dots have given contrasting results ferry0 ; marcus . Even if saturation of the dephasing time lowering the temperature is observed in both experiments, in Ref.marcus ; marcus1  no dependence on the number of electrons in the two-dimensional electron gas (2DEG) was claimed but in Ref.ferry0 ; ferry1  such a dependence was clearly proved. A possible explanation, given in Ref.ferry2 , is that in the former experiment fully chaotic dots were employed, differently from the latter experiment.

The result of Ferry’s group is striking and our aim in this paper is to give an explanation for it assuming that the 2DEG was fully polarized. A first hint of this possibility was presented in Ref.fra1  but the model that was considered there is too simplified.

The Heisenberg model is essential for the understanding of ferromagnetism and rather well-understood ss1 ; ss2 . Besides, recently, there has been growing evidence, through numerical computations, of the existence of a ferromagnetic phase in a two-dimensional electron gas bach1 ; 2deg1 . So, it is a sound question to ask if the effect of a fully polarized state in a ferromagnet can produce decoherence to explain recent experiments on saturation of dephasing time in quantum dots and nanowires. The extension of the model to a spin glass would be straightforward.

The main result we obtain can be stated in the form of the so-called Dicke model that describes the interaction between two-level atoms and several radiation modes qo1 ; qo2 . When the number of radiation modes is taken increasingly large, the model describes spontaneous emission, a typical decaying effect, but when the radiation modes are very few, Rabi oscillations are observed instead, a coherent effect. So, the changing behavior from the latter to the former can be seen as an example of decoherence and the decaying time can be computed without difficulty.

Similarly, in quantum dots we can have a fully polarized 2DEG and the interaction between the modes of spin waves and an itinerant electron can cause a spin flip by spontaneous emission or absorption of a magnon, provoking the electron to decohere. The interesting result is that, in this case, the rate is directly proportional to the size of the dot as obtained in the experiment of Ferry et al.ferry0 . Then, the implication of their findings is that they really observed a fully polarized 2DEG. This same mechanism may be certainly at work in other systems as nanowires, as observed in the recent experiment by Webb and Mohanty webb2  and in agreement with the measurements by Natelson et al. nat .

The paper is structured in the following way. In sec.II we present the double exchange model we use, already known in the current literature. In sec.III we apply the Holstein-Primakoff transformation to bosonic modes and keeping only the leading term in a $`\frac{1}{S}`$ expansion, we obtain the equivalent Dicke model of the interaction between the spin of an itinerant electron and the magnons. In sec.IV the rate of spontaneous emission (or absorption) of magnons is computed showing the linear dependence from the size of the dot in agreement with the experiment in Ref.ferry0  or the size of the nanowire in agreement with the experiment in Ref.nat . In sec.V we present a comparison of the theory with the present status of experiments on dephasing in mesoscopic devices. The conclusions are given in sec.VI.

## II Exchange Model

Our aim is to give a realistic model for electrons interacting with a ferromagnetic 2DEG in a quantum dot. The model that we consider is a double exchange model well-knwon in literature defm  and can be described by (here and the following $`\mathrm{}=1`$)

$$H=H_0+H_h+H_e$$
(1)
being

$$H_0=\underset{𝐩\sigma }{}E_𝐩c_{𝐩\sigma }^{}c_{𝐩\sigma }$$
(2)
the Hamiltonian describing the itinerant electrons. This part of the Hamiltonian will be considered as a small perturbation with respect to the exchange term, assuming the coupling between spins being larger. This in order to favor the tendency of the conduction electron to align defm . So,

$$H_h=J_h\underset{ij}{}𝐒_i𝐒_j$$
(3)
is the Heisenberg term of ferromagnetic type, $`J_h>0`$, representing the interaction between the spins of the gas. Finally,

$$H_e=J\underset{i}{}𝐒_i𝐬_i$$
(4)
is the exchange term (a Kondo term as from the first Hund’s rule), being

$$𝐬_i=\underset{\alpha \beta }{}c_{i\alpha }^{}𝐬_{\alpha \beta }c_{i\beta }$$
(5)
with $`𝐬_{\alpha \beta }`$ spin matrices whose components for spin $`\frac{1}{2}`$ are given by $`\frac{𝝈_{\alpha \beta }}{2}`$ with $`𝝈_{\alpha \beta }`$ the Pauli matrices. The sign of the coupling constant $`J`$ in the exchange term will be determined in the following.

This model can be proved to be equivalent to a Heisenberg model at the leading order in $`\frac{1}{S}`$ with $`S`$ being much larger then zero defm  and under the condition that the exchange term is much larger of the Hamiltonian of itinerant electrons. Our aim here is simpler, we want to show how, by emission or absorption of magnons, an electron interacting with a ferromagnet can undergo decoherence on the spin degree of freedom proving that the corresponding rate is proportional to the size of the ferromagnet.

## III Fermion-Boson Model in a ferromagnet

The standard approach with the model we consider, assuming that the electron gas is in a ferromagnetic state (e.g. after a quantum phase transition ss ), is to make a Holstein-Primakoff transformation to bosonize the spin degrees of freedom of the Heisenberg Hamiltonian. So, we put

$`S_i^+`$ $`=`$ $`a_i^{}\left(2Sa_i^{}a_i\right)^{\frac{1}{2}}`$ (6)
$`S_i^{}`$ $`=`$ $`\left(2Sa_i^{}a_i\right)^{\frac{1}{2}}a_i`$
$`S_i^+`$ $`=`$ $`Sa_i^{}a_i`$
and we do an expansion with $`\frac{1}{S}`$ keeping just the leading term. After introducing the Fourier series as

$$f_𝐤=\frac{1}{\sqrt{N}}\underset{i}{}f_ie^{i𝐤𝐫_i}$$
(7)
being $`N`$ the number of sites, we arrive at the following expression, omitting $`H_0`$ as assumed initially,

$$H^{}=2zNJ_hS^2+\underset{𝐤}{}ϵ_𝐤a_𝐤^{}a_𝐤+JS\underset{i}{}s_i^z+J\sqrt{\frac{S}{2}}\underset{𝐤}{}\left(a_𝐤^{}s_𝐤^{}+a_𝐤s_𝐤^+\right)$$
(8)
being $`ϵ_𝐤=2zJ_hS(1\gamma _𝐤)`$ and $`\gamma _𝐤=\frac{1}{z}_𝐚e^{i𝐤𝐚}`$ with $`𝐚`$ the vector linking two nearest neighbor spins and $`z`$ the number of nearest neighbor spins. It is straightforward to prove that the operators $`_is_i^z`$, $`\sqrt{N}s_𝐤^+`$ and $`\sqrt{N}s_𝐤^{}`$ form the algebra of angular momentum.

We recognize at this stage the fermion-boson Hamiltonian typical of radiation-matter interaction generally used in quantum optics (Dicke model) qo1 ; qo2 . The only non-trivial difference is the dependence on $`𝐤`$ of the spin operators. Besides, if we take just one mode we can transform the above Hamiltonian into the Jaynes-Cummings form that describes Rabi oscillations proper to a coherent evolution. The presence of more modes makes coherence losen and we can observe decay by emission of a spin wave mode, that is a magnon. This is a form of decoherence induced by increasing the number of bosonic modes, with the vacuum acting as a reservoir, interacting with a fermion field.

The spin operators we have identified in this way have the following property on the wave function of the itinerant electron. They can be explicitly written as

$$s_𝐤^+=\frac{1}{\sqrt{N}}\underset{i}{}s_i^+e^{i𝐤𝐫_i}$$
(9)
and similarly for $`s_𝐤^{}`$. So, when they act on the wave function of the itinerant electron they change it to the wave function in the $`𝐤`$ space flipping the spin part of it. Then, we can stipulate to work in the $`𝐤`$ space looking just at the flipping spin. Thus, instead of itinerant electrons, we have quasi-particles being spin excitations, described by the Hamiltonian

$$H_S=JS\underset{i}{}s_i^z=\frac{JS}{2}\underset{𝐤}{}\left(c_𝐤^{}c_𝐤c_𝐤^{}c_𝐤\right),$$
(10)
interacting with magnons. This is one of the main results of the paper.

Finally, we can pass to the interaction picture and we obtain the following Hamiltonian

$$H_I=J\sqrt{\frac{S}{2}}\underset{𝐤}{}\left(a_𝐤^{}s_𝐤^{}e^{i(ϵ_𝐤JS)t}+a_𝐤s_𝐤^+e^{i(ϵ_𝐤JS)t}\right)$$
(11)
and we can immediately identify to the leading order the processes that can induce decoherence, that is, we can have an itinerant electron to flip its spin by emitting a magnon or, being a magnon present, by absorption. We can conclude that the only possible choice for the coupling is $`J>0`$.

It is important to emphasize that Hamiltonian (11) holds just when the approximations for the Holstein-Primakoff approximation hold and assuming that the Hamiltonian of the itinerant electrons could be neglected at the leading order assuring ferromagnetic or antiferromagnetic ordering.

## IV Computation of the Decoherence Time

The computation of the decoherence time is straightforward by the Fermi golden rule. We have an itinerant electron interacting with the vacuum of the bosonic modes and this is enough to get the spin flipped by spontaneous emission of a magnon. The emission rate is

$$\mathrm{\Gamma }=2\pi \frac{J^2S}{2}\underset{𝐤}{}\delta (ϵ_𝐤JS)$$
(12)
where we have summed on the final states. Changing the sum with an integral we obtain

$$\mathrm{\Gamma }=2\pi \frac{J^2S}{2}V\frac{d^dk}{(2\pi )^d}\delta (ϵ_𝐤JS).$$
(13)
with V the volume. We realize that it is the phase space that introduces the requested dependence on the size and so, it is crucial to have the possibility to change the sum into an integral. For the experiments with dots and nanowires this approximation is rather good.

Being the Hamiltonian invariant for time reversal, the rate of absorption of a magnon is the same as the rate of spontaneous emission.

At this stage we already have proved the main assertion of the paper. But we can have a more explicit expression by assuming just long wavelength spin waves with a dispersion relation

$$ϵ_𝐤=\frac{𝐤^2}{2m^{}}$$
(14)
being $`m^{}`$ the effective mass of the magnon given by the Heisenberg Hamiltonian in the Holstein-Primakoff approximation. Then, the integral can be computed, assuming the dimensionality to be two, to give

$$\mathrm{\Gamma }_{d=2}=\frac{1}{2}Vm^{}J^2S$$
(15)
or, taking into account that experiment by Ferry et al. was done with the density of the 2DEG being constant and varying the geometry, we get

$$\mathrm{\Gamma }_{dot}=Nm^{}\frac{J^2S}{2n_{2DEG}}$$
(16)
being $`N`$ the number of electrons in the 2DEG and $`n_{2DEG}`$ its density. It easily seen that the results of Fermi liquid theory are recovered by reducing the size of the sample, as found in both the experiments by Ferry et al. and Natelson and al., increasing in this way the decoherence time.

The introduction of a magnetic field into the system adds a gap $`\mathrm{\Delta }`$ into the dispersion relation of the magnons. In the long wavelength approximation and two dimensions, the gap plays no role into the computation of the decoherence time.

## V Analysis of experiments on saturation in dephasing time

The experiments on quantum dots ferry0 ; marcus  have the greatest advantage that a direct measurement of the dephasing time is obtained. In other experiments as the one by Natelson et al nat , using weak localization theory and measuring magnetoresistance, the coherence phase length $`L_\varphi `$ is measured and then, the dephasing time $`\tau _\varphi `$ is obtained by the relation $`L_\varphi =\sqrt{D\tau _\varphi }`$ being $`D`$ the diffusion constant. So, as a rule, a precise measurement of $`D`$ should be warranted. But we will assume that this is generally done (for a review about experimental studies see bl ).

The main point here is that the dependence on geometry can be observed if, for more samples, the diffusion constant is always the same. This is exactly what happens in the experiment of Natelson et al nat . These means that, from the point of view of our theory, the comparison is possible and satisfying as already observed in sec.IV.

Recent measurements by Bird et al. on Pt nanowires bird  seems to support both our theoretical findings and the work by Natelson et al. nat . But the problem on the diffusion constant can be found also here bird2 . So, it seems that if the problem of the diffusion constant is not properly set, a comparison becomes truly difficult.

The paper that started a large number of studies on this matter is due to Mohanty et al. webb1 . From Table I in their paper it easily seen a large variation of the diffusion constant on all their samples with the possibility that a dependence on geometry as the one we obtained could be masked. But the authors of this paper proved that the saturation of dephasing time is to be considered an intrinsic effect and this is obtained considering also preceding experiments. On this ground we have reconsidered some of these experiments for our aims.

The papers by Lin and Giordano lg1 ; lg2  reports on AuPd films and wires. The results, the conclusion holds just for films, seem to agree with the more recent paper on 3D polycrystalline metalslin  where a dependence on geometry is found but not the same as ours, proving that a different mechanism may be at work in this case. A recent review by Lin et al.lin3  presents an extended discussion about.

In a paper by Hiramoto et al. hira  AlGaAs/GaAs nanowires are considered. The same problem about the diffusion constant can be found but a dependence of $`\tau _\varphi `$ on the electron density is suggested.

We would like to point out that, for a 2D device, we do not expect a dependence on the applied magnetic field as shown in sec.IV. So, we can conclude that, at the present stage of the experimental situation, there exist hints for a possible ferromagnetic state of the electron gas in mesoscopic device but a clear experimental research in this direction should be accomplished.

## VI Discussion and conclusions

By an exchange model for itinerant electrons in a ferromagnet we have shown how an effective Hamiltonian can be derived having spin excitations interacting with magnons. This is a typical fermion-boson Hamiltonian as seen in radiation-matter interaction in quantum optics.

The effect of the interaction of spin excitations and magnons, due to spontaneous emission, having the bosonic vacuum as a reservoir, or absorption of magnons can flip the spin causing decoherence.

This model is relevant for the understanding of geometry dependent results seen in the experiments by Ferry et al. ferry0  and Natelson et al. nat . We would like to point out that these experimental results give hints for our findings as, e.g. in the Ferry’s group experimentferry0 , the dependence on the number of electrons in the 2DEG is not seen in all the samplesferry1 .

It is worthwhile to emphasize that different mechanisms may be at work in other systems such as polycrystalline disordered metals lin . But the results observed in quantum dots and nanowires seem to point out toward a similar effect originating from polarization of an electron gas.

This means that measurements dependent on geometry should be done extensively to verify our hypothesis. The experimental verification of the existence of a fully polarized electron gas is a striking result itself and then, proving its existence inside samples as quantum dots or nanowires should be considered as a breakthrough.

###### Acknowledgements.

I would like to thank Federico Casagrande for precious help and Jon Bird for very useful informations about his experiments on mesoscopic devices.


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# Continuum Nonsimple Loops and 2D Critical Percolation

## 1 Introduction

Percolation is a model with a wide range of applications and, especially in two dimensions, a well developed theory (see, for example, ). It has been used as a proving ground for developing tools that can be applied to more complex systems, and is of great interest in its own right, as it is perhaps the simplest (non-mean-field) model displaying a phase transition with features such as scaling and universality at criticality.

In the critical case, the fractal and conformally invariant nature of (the scaling limit of) large percolation clusters has attracted much attention and is of interest for both intrinsic reasons and as a paradigm for the study of other systems.

The ground-breaking work of Schramm  and Smirnov  has elucidated much about the nature of the scaling limit of the cluster boundaries or contours in terms of $`SLE_6`$, the Stochastic Löwner Evolution with parameter $`\kappa =6`$. Important and related work by Lawler-Schramm-Werner  and Smirnov-Werner  has yielded a multitude of results on exponents, conformal invariance and other properties of critical percolation and other two-dimensional processes (excellent reviews are given in ). To extend the work of Schramm and Smirnov, in the spirit of Aizenman  and Aizenman-Burchard  (see also ), it is natural to treat the scaling limit for the *set of all contours*, as was considered in  (see also Theorem 2.1 of ). But to our knowledge, no complete description of that full scaling limit and its relation to $`SLE_6`$ has been proposed, although very interesting ideas do appear in  (see Theorem 4 and Subsection 3.3 there) and  (see Theorem 2.1 there). In , a certain critical dependent percolation model on the triangular (or hexagonal) lattice was proved to have the same scaling limit for all of its contours as in the independent triangular case, even though the full scaling limit itself had not been identified.

In this paper, we present an inductive construction using chordal $`SLE_6`$, which results in a random process (or gas) of continuum nonsimple loops in the plane. The construction is given in Section 2 and then a number of features that we argue are valid for this process are presented in Section 3. Chief among these features is that this process of continuum nonsimple loops is indeed the scaling limit (without need for subsequences) of the set of all boundary contours for critical site percolation on the triangular lattice. A technical property, which will be used to argue for the scaling limit feature, is that various ways of organizing the construction give the same limiting distribution. Sketches of the main arguments for the claimed features, using  and other work, are provided in Section 4. A paper by the authors with detailed proofs is in preparation.

Another important property of the loop process is conformal invariance; we do not discuss that explicitly since it is essentially the same as in the conformal invariance results of Lawler-Schramm-Werner  and Smirnov  (see also ). We remark that in particular, the distribution of the loop process on the entire plane will be scale and inversion invariant, in addition to being translation and rotation invariant.

As a preview of the way in which a single one of our continuum loops is constructed, see the (very schematic) Figure 1, in which three chordal $`SLE_6`$ processes are used to yield a single loop surrounding a point $`c`$ in the plane: The process $`\gamma _1`$ (solid curve in the figure), when it first traps $`c`$ provides a domain $`D_1`$ for the second process $`\gamma _2`$. A domain $`D_2`$ for the third process $`\gamma _3`$ (dotted curve) is provided when $`\gamma _2`$ makes an excursion (dashed curve) from $`A`$ to $`B`$, two points on (the “internal perimeter” of) $`\gamma _1`$, and thus traps $`c`$ between itself and (the “internal perimeter” of) $`\gamma _1`$. The continuum loop consists of the excursion segment of $`\gamma _2`$ from $`A`$ to $`B`$ followed by $`\gamma _3`$ from $`B`$ to $`A`$.

We note that in our inductive construction all loops are obtained essentially as in Figure 1, except that the domain $`D_1`$ may itself be built out of more than one $`SLE_6`$ process. In the full plane version of our continuum nonsimple loop process, these $`SLE_6`$ processes (or the excursions into which they can be decomposed) are themselves parts of other constructed loops and it follows that every new loop touches previous ones (e.g., at the points $`A`$ and $`B`$ in Figure 1). This leads to property 4) of Section 3, that any two of the continuum nonsimple loops are connected by a “path” of touching loops. The analogous lattice result concerns large percolation clusters that almost touch (i.e., their boundary contours are separated by only a single hexagonal cell) and can be explained in terms of standard “number of arms” arguments (see  and Lemma 5 of ). It is also related to the high probability that “fjords” are of minimal width, a phenomenon observed numerically by Grossman-Aharony  and explained by Aizenman-Duplantier-Aharony , and which is a key ingredient of our scaling limit claim.

In addition to constructing the continuum loops from $`SLE_6`$ processes, one can also do the reverse — see property 5) of Section 3. We expect that this property, combined with some locality features in the spirit of those already known for $`SLE_6`$  should be enough to characterize the full process of continuum nonsimple loops. Other characterizations of the full scaling limit, based on Cardy type crossing formulas , have also been proposed — see, e.g., .

The basis for the scaling limit claim, presented in Section 4, is a construction for discrete site percolation on the triangular lattice $`𝕋`$, analogous to the construction of the process of continuum nonsimple loops. (We will generally think of the sites of the triangular lattice as the elementary cells of a regular hexagonal lattice $``$ embedded in the plane — see Figure 2.) The argument that this discrete construction leads to a proof of the claimed limit is of course itself based on Schramm’s  and Smirnov’s  work on the scaling limit of the percolation “exploration process,” which we now briefly review.

Let $`D`$ be a bounded simply connected open subset of the plane, with Jordan boundary $`D`$ (i.e., given by a closed continuous simple curve) and two distinct specified points $`a,b`$ in $`D`$. (Although the restriction to only Jordan regions can probably be dispensed with, it is convenient to have it, as we will throughout this paper.) There is a well-defined stochastic process $`\gamma (t)=\gamma _{D,a,b}(t)`$ for $`t[0,\mathrm{}]`$ in the closure $`\overline{D}`$ with $`\gamma (0)=a`$, $`\gamma (\mathrm{})=b`$ and Hölder continuous sample paths that is the trace of Schramm’s chordal $`SLE_6`$, the Stochastic Löwner Evolution with parameter $`\kappa =6`$; this is conventionally defined first on the upper half plane with boundary points $`0,\mathrm{}`$ and then conformally mapped to $`D`$ (see ).

A major conclusion of Smirnov  is that the scaling limit of a certain “exploration” process (see Subsection 4.2 for the definition) for critical independent site percolation on the triangular lattice (each site is equally likely to be yellow (minus) or blue (plus)) is the $`SLE_6`$ process $`\gamma `$. This is a statement about convergence in distribution, where the topology on sample paths is that of Aizenman-Burchard , which uses a supremum norm, but with monotonic reparametrizations of the paths allowed. The exploration process $`\gamma ^\delta `$ runs along the edges of the hexagonal lattice that is dual to the triangular lattice of mesh size $`\delta `$. It basically represents the contour separating blue clusters in $`D`$ that reach the part $`_{a,b}D`$ of the boundary $`D`$ that is traversed when touring $`D`$ counterclockwise from $`a`$ to $`b`$ and yellow clusters in $`D`$ that reach the other part $`_{b,a}D`$ of the boundary.

The sample paths of $`\gamma `$ touch both $`D`$ and themselves many times, but they are noncrossing (and do not touch the same point more than twice or a boundary point even twice). The set $`D\gamma [0,\mathrm{}]`$ is a countable union of its connected components, which are open and simply connected — they are Jordan regions like the original region $`D`$, as will be discussed later in this section (see also ). If $`z`$ is a deterministic point in $`D`$, then with probability one, $`z`$ is not touched by $`\gamma `$  and so belongs to a unique one of these, that we denote $`D_{a,b}(z)`$.

There are four kinds of components which may be usefully thought of in terms of how a point $`z`$ in the interior of the component was first “trapped” at some time $`t_1`$ by $`\gamma [0,t_1]`$ perhaps together with either $`_{a,b}D`$ or $`_{b,a}D`$: (1) those components whose boundary contains a segment of $`_{b,a}D`$ between two successive visits at $`\gamma _0(z)=\gamma (t_0)`$ and $`\gamma _1(z)=\gamma (t_1)`$ to $`_{b,a}D`$ (where here and below $`t_0<t_1`$), (2) the analogous components with $`_{b,a}D`$ replaced by the other part of the boundary $`_{a,b}D`$, (3) those components formed when $`\gamma _0(z)=\gamma (t_0)=\gamma (t_1)=\gamma _1(z)`$ with $`\gamma `$ winding about $`z`$ in a counterclockwise direction between $`t_0`$ and $`t_1`$, and finally (4) the analogous clockwise components.

The boundaries of these components, other than the segments of $`_{a,b}D`$ or $`_{b,a}D`$ in cases (1) and (2), are related to the “external perimeter” of chordal $`SLE_6`$ that was also studied by Smirnov , Lawler-Schramm-Werner , and Werner . Besides the exploration process itself, there are natural lattice analogues to these components, or more directly relevant for us, lattice analogues to their boundaries and to the points $`\gamma _0(z),\gamma _1(z)`$ on their boundaries. We argue that it should follow from the work of Smirnov combined with other percolation arguments (see Subsection 4.4) that for any finitely (or countably) many deterministic points $`z_1,z_2,\mathrm{}`$ in $`D`$, the joint distribution of the corresponding boundaries and points converges to the distribution of the continuum $`SLE_6`$ objects. This convergence also shows that the boundaries of these regions are Jordan curves (see  and also ).

To obtain these new lattice analogues, one “fattens” the exploration process from being a path along the dual lattice (i.e., along the edges of $`\delta `$) to include all the blue and yellow sites that touch that path (i.e., the hexagons that have actually been explored while constructing the path $`\gamma ^\delta `$). Then one considers the connected (in the lattice sense) components of the difference between the set of all the sites in $`D`$ and the set of all sites in the fattened exploration path. For more details, see Section 4.

## 2 Construction of the Continuum Nonsimple Loops

In defining our process, we will freely switch between the real plane $`^2`$, with $`x`$ and $`y`$ coordinates, and the complex plane $``$, according to convenience. The basic ingredient in the algorithmic construction consists of a chordal $`SLE_6`$ path between two points $`a`$ and $`b`$ of the boundary $`D`$ of a given simply connected domain $`D`$. The domains we will encounter in the construction are bounded open sets $`D`$ whose boundaries $`D`$ are Jordan curves. This ensures that the unit disc $`𝕌=\{z:|z|<1\}`$ can be mapped onto $`D`$ via a conformal transformation that can be extended continuously to the boundary.

As we will explain soon, sometimes the two boundary points are “naturally” determined as a product of the construction itself, and sometimes they are given as an input to the construction. In the second case, there are various procedures which would yield the “correct” distribution for the resulting continuum nonsimple loop process; one possibility is as follows. Given a domain $`D`$, choose $`a`$ and $`b`$ so that, of all points in $`D`$, they have maximal $`x`$-distance or maximal $`y`$-distance, whichever is greater. A crucial aspect of this procedure, as discussed in Subsec. 4.4.2 below, is that there is a bounded away from zero probability that the resulting subdomains $`D_{a,b}(z)`$ have maximal $`x`$-distance (or else maximal $`y`$-distance) shrunk by a bounded away from one factor compared to the domain $`D`$. Another aspect, implicit in Subsecs. 4.3 and 4.4, is that the corresponding $`(a,b)`$’s of our discrete construction converge in distribution (in the scaling limit) to those of the continuum construction. This latter aspect and also the well-definedness of the above procedure would be resolved by showing that, in the context of our continuum construction, the choices of $`(a,b)`$ are unique with probability one (for the starting domain, the unit disc $`𝕌`$, we take $`(a,b)=(i,i)`$). We believe that this is so and proceed under that assumption, but in any case, the issue can be avoided by doing a randomized version of the above procedure in which $`(a,b)`$ are chosen to be “fairly close” to having the maximal $`x`$-distance or $`y`$-distance.

To start our construction, we take the unit disc $`𝕌=𝕌_1`$ (later, to take a thermodynamic limit and extend the loop process to the entire plane, the unit disc will be replaced by a growing sequence of large discs, $`𝕌_R`$) and begin by “running” chordal $`SLE_6`$ inside $`𝕌`$ from $`a=i`$ to $`b=i`$.

The resulting path $`\gamma _{𝕌,i,i}`$ (the trace of chordal $`SLE_6`$) touches itself and $`𝕌`$ (infinitely) many times. The set $`𝕌\gamma _{𝕌,i,i}[0,\mathrm{}]`$ is a countable union of its connected components, which are open and simply connected. They can be of four different types, as explained in the introduction.

To conclude the first step (in this version of the construction), we consider all domains of type (1), corresponding to excursions of the $`SLE_6`$ path from the left portion of the boundary of the unit disc (the one from $`i`$ to $`i`$ counterclockwise). For each such domain $`D`$, the points $`a`$ and $`b`$ on its boundary are chosen to be respectively those points where the excursion ends and where it begins, that is, if $`zD`$, we set $`a=\gamma _1(z)`$ and $`b=\gamma _0(z)`$ (in the notation of Section 1). We then run chordal $`SLE_6`$ from $`a`$ to $`b`$. The loop obtained by pasting together the excursion from $`b`$ to $`a`$ followed by the new $`SLE_6`$ path from $`a`$ to $`b`$ is one of our continuum loops. At the end of the first step, then, the procedure has generated countably many loops that touch the left side of the original boundary (the portion $`_{i,i}𝕌`$ of the boundary of $`𝕌`$); each of these loops touches the left side of the original boundary but may or may not touch the right side.

The last part of the first step also produces new domains, corresponding to the connected components of $`D\gamma _{D,a,b}[0,\mathrm{}]`$ for all domains $`D`$ of type (1). Each one of these components, together with all the domains of type (2), (3) and (4) previously generated, is to be used in the next step of the construction, playing the role of the unit disc. For each one of these domains, we choose the “new $`a`$” and “new $`b`$” on the boundary as explained before, and then continue with the construction. Note that the “new $`a`$” and “new $`b`$” are chosen according to the rule explained at the beginning of this section also for domains of type (2), even though they are generated by excursions like the domains of type (1).

This iterative procedure produces at each step a countable set of loops. The limiting object, corresponding to the collection of all such loops, is our basic process. (Technically speaking, we should include also trivial loops fixed at each $`z`$ in $`\{\mathrm{}\}`$ so that the collection of loops is closed in an appropriate sense .) Some of its properties will be given in the next section.

As explained, the construction carries on iteratively and can be performed simultaneously on all the domains that are generated at each step. We wish to emphasize, though, that the obvious monotonicity of the procedure, where at each step new paths are added independently in different domains, and new domains are formed from the existing ones, implies that any other choice of the order in which the domains are used would give the same result (i.e., produce the same limiting distribution), provided that every domain that is formed during the construction is eventually used. In Section 4, when arguing that the lattice scaling limit coincides with our continuum nonsimple loop process, it will be convenient to utilize a different procedure in which each step involves only a single $`SLE_6`$ for a single domain. This will be done with the help of a deterministic set of points $`𝒫`$ that are dense in $``$ and are endowed with a deterministic order. The domains will then be used one at a time, with domains containing higher ranked points of $`𝒫`$ having a higher priority for order of being used.

In Section 4, arguments will be given as to why the process of loops we have just constructed is the scaling limit, as $`\delta 0`$, of the set of all cluster boundary contours for critical percolation on the portion of the triangular lattice of mesh size $`\delta `$ sitting within the disc $`𝕌_1`$ of radius $`1`$, and with blue (plus) boundary conditions imposed. Of course, essentially the same construction and scaling limit results can be done on the disc $`𝕌_R`$ of radius $`R`$. It is not hard to then verify that the limit in distribution of the loop process exists as $`R\mathrm{}`$ and that this represents the scaling limit of the set of all cluster boundary contours in the entire plane, with no boundary conditions needed. It is this process in the entire plane that we will consider in the next section of the paper dealing with properties of the loop process.

## 3 Features of the Continuum Nonsimple Loop Process

In this section we present a number of features that we argue will be valid for our process of continuum nonsimple loops in the plane. Some of them are direct consequences of the continuum algorithmic construction, while others become clear only in light of the analogous construction for discrete percolation, which will be presented in the next section.

The first feature is the scaling limit property — which is used to derive the other properties. A sketch of the derivation of the scaling limit and other properties is given in the next section of the paper. The scaling limit property 1) is a distributional statement; properties 2)–4) all involve statements that are valid with probability one; property 5) is a bit of a hybrid.

1) The continuum nonsimple loop process is the scaling limit of the set of all boundary contours for critical site percolation on the triangular lattice.

2) This process is a random collection of noncrossing, continuous loops on the plane. The loops touch themselves and each other many times, but no three or more loops can come together at the same point, and a single loop cannot touch the same point more than twice.

3) Any deterministic point of the plane is surrounded by an infinite family of nested loops with diameters going to both zero and infinity; any annulus about that point with inner radius $`r_1>0`$ and outer radius $`r_2<\mathrm{}`$ contains only a finite number of loops. Consequently, any two distinct deterministic points of the plane are separated by loops winding around them.

4) Any two loops are connected by a finite “path” of touching loops.

5) For a (deterministic) Jordan region $`D`$ with two boundary points $`a`$ and $`b`$, a process distributed as chordal $`SLE_6`$ from $`a`$ to $`b`$ can be constructed starting from the continuum nonsimple loops (in the whole plane) by doing a continuum analogue of what is done on the lattice to piece together cluster boundary segments to give the lattice percolation exploration process (see below).

We conclude this section of the paper with a more detailed explanation of the construction just mentioned in property 5). To do the construction, it is useful to first convert all the loops into directed ones. There is one binary choice to be made: any one loop can be given either the clockwise or counterclockwise direction and then all other loops are automatically determined (via the natural nesting tree structure of the set of all the loops) by requiring that the set of all loops (ordered by nesting) about any deterministic point alternate in direction. Back on the percolation lattice the two choices correspond to either having yellow just to the left of the directed path and blue just to the right or vice versa; the two choices are also of course related by a global color flip.

For convenience, let us suppose that $`a`$ is at the bottom and $`b`$ is at the top of $`D`$ so that the boundary is divided into a left and right part by these two points. The desired path from $`a`$ to $`b`$ is then put together using all of the following directed segments of the loops (most of the analogous types of segments for the lattice exploration process may be seen in Figure 3): (i) “excursions” from the left part to the right part of the boundary (they touch each of the two boundary parts at exactly one point), (ii) “excursions” from right to left, (iii) excursions from the left part to itself (they touch that part of the boundary at exactly two points) which do not touch the right part and which are maximal in that there is not another such excursion between them and the right part, and (iv) the analogous excursions from the right part to itself.

There are countably many excursions of types (i) and (ii) which are ordered from lower to higher and alternate between types (i) and (ii). The segment of the right boundary between where an excursion of type (i) ends and the next excursion of type (ii) begins supports countably many excursions of type (iv) which are also ordered from lower to higher. These may be all pieced together (they don’t quite touch so a limit is needed) in order that a continuous path connecting the type (i) to the type (ii) excursion is obtained. Using such connecting paths on the right and the analogous paths on the left that connect the end of a type (ii) to the beginning of the next type (i), one can connect all the type (i) and (ii) excursions in order and obtain finally the desired path from $`a`$ to $`b`$.

## 4 The Continuum Nonsimple Loop Process as Scaling Limit

In this section we will introduce a discrete inductive construction which is analogous to the continuum construction given in Section 2. Our interest in the discrete construction comes from the claim that the continuum one is its scaling limit. This requires comparing the two constructions. In order to do so, we first reorganize the continuum one and introduce some notation.

### 4.1 Priority-Ordered Continuum Construction

We want to arrange the continuum construction in such a way that each step corresponds to a single new $`SLE_6`$ path. To do that, we need to order the domains present at the beginning of each stage (which is the term we use for a group of successive single steps), so as to choose which ones to use in the steps of that stage. The domains are the connected components that the original domain is broken up into by all the $`SLE_6`$ paths constructed up to the beginning of the new stage. The ordering will be done with the help of the deterministic ordered set of points $`𝒫`$, dense in $``$, introduced in Section 2.

The first step and stage consists of an $`SLE_6`$ path $`\gamma _1=\gamma _{𝕌,i,i}`$ inside $`𝕌`$ from $`i`$ to $`i`$ which, as explained in Section 2, produces many domains which are the connected components of the set $`𝕌\gamma _1[0,\mathrm{}]`$. These domains can be priority-ordered using points in $`𝒫`$, according to the rank of the highest ranking point of $`𝒫`$ that each contains. The priority orders of domains change as the construction proceeds.

The second stage of the construction consists of two $`SLE_6`$ paths, $`\gamma _2`$ and $`\gamma _3`$, that are produced in the two domains with highest priority at the end of the first stage, the priority being determined using the points of $`𝒫`$ and the starting and ending points for domains that are not of type 1) being chosen as explained in Section 2.

In general, for the $`k`$th stage of the construction, $`k`$ $`SLE_6`$ paths are produced in those $`k`$ domains present at the end of the last stage with highest priority, again using the points of $`𝒫`$ for ranking the domains. This way of organizing the construction does not affect the final result, as discussed in Section 2, and has the advantage that to each step corresponds a single $`SLE_6`$ path, with the $`SLE_6`$ paths ordered.

### 4.2 Discrete Exploration and Loop Construction

We will organize the discrete construction, which we will present soon, in the same way. Before doing that, though, we briefly introduce its key ingredient — the discrete exploration process for a general simply connected set $`D^\delta `$ of hexagons.

To begin, we denote by $`D^\delta `$ the edge boundary. For two points, $`a,b`$ in $`D^\delta `$ suitably chosen at the vertices of two hexagons, the usual exploration process  (see also ) with $`\pm `$ boundary conditions (i.e., blue hexagons just outside the counterclockwise portion $`_{a,b}D^\delta `$ of $`D^\delta `$ from $`a`$ to $`b`$ and yellow hexagons just outside the other portion $`_{b,a}D^\delta `$) can be described as a sort of self-avoiding random walk on the edges of the hexagons contained in $`D^\delta `$ that moves left (with respect to the current direction of exploration) when a blue hexagon is encountered and right when a yellow one is encountered.

We use this rule for $`\pm `$ boundary conditions, and *also* for $`+`$ (blue) boundary conditions, proceeding at the boundary *as if* we had $`\pm `$ boundary conditions (see Figure 3). For $``$ and $``$ (yellow) boundary conditions, we use the “opposite” (with respect to color) rule. We remark that although the exploration process itself changes under a color flip of the boundary conditions, its distribution is color-blind.

The interpretation of the exploration process depends on whether the boundary condition is monochromatic or not. Let $`\mathrm{\Delta }D^\delta `$ be the external (outer) site boundary of $`D^\delta `$, with $`\mathrm{\Delta }_{a,b}D^\delta `$ and $`\mathrm{\Delta }_{b,a}D^\delta `$ representing the portions next to $`_{a,b}D^\delta `$ and $`_{b,a}D^\delta `$ respectively.

* For regions with $`\pm `$ (respectively, $``$) boundary conditions, the exploration path represents the contour separating the blue (respectively, yellow) cluster that contains $`\mathrm{\Delta }_{a,b}D^\delta `$ from the yellow (respectively, blue) cluster that contains $`\mathrm{\Delta }_{b,a}D^\delta `$.
* For regions with monochromatic blue (respectively, yellow) boundary conditions, the exploration path represents portions of the outer boundary contours of yellow (respectively, blue) clusters touching $`_{b,a}D^\delta `$ and adjacent to blue (respectively, yellow) hexagons that are the starting point of a blue (respectively, yellow) path (possibly an empty path) that reaches $`_{a,b}D^\delta `$, pasted together using portions of $`_{b,a}D^\delta `$.

Next, we show how to get the complete outer contour of a monochromatic (say, yellow) cluster by twice using the exploration process described above (see Figure 3). Consider a large simply connected domain $`D^\delta `$ surrounded by blue hexagons, which we can identify with $`\mathrm{\Delta }D^\delta `$. $`D^\delta `$ will contain many clusters of both colors in its interior. We pick two suitably chosen points $`a,bD^\delta `$ and perform the exploration from $`a`$ to $`b`$.

While performing the exploration process, we discover the color of the hexagons that touch the exploration path. We want to keep track of that information. As a result, at the end of the exploration process we have three “paths”: the exploration path $`\gamma ^\delta `$ along the edges of the hexagonal lattice, and respectively the “paths” $`\mathrm{\Gamma }_Y^\delta `$ and $`\mathrm{\Gamma }_B^\delta `$ along the (respectively, yellow or blue) sites of the triangular lattice that touch it (i.e., those hexagons that have at least one edge belonging to the exploration path). The latter lattice “paths” are not in general simple, as they can form loops and have dangling ends.

The set $`D^\delta \{\mathrm{\Gamma }_Y^\delta \mathrm{\Gamma }_B^\delta \}`$ is the union of its connected components (in the lattice sense), which are simply connected. There are four types of components which may be usefully thought of in terms of their external site boundaries: (1) those components whose site boundary contains both sites in $`\mathrm{\Gamma }_Y^\delta `$ and $`\mathrm{\Delta }_{b,a}D^\delta `$, (2) the analogous components with $`\mathrm{\Delta }_{b,a}D^\delta `$ replaced by $`\mathrm{\Delta }_{a,b}D^\delta `$ and $`\mathrm{\Gamma }_Y^\delta `$ by $`\mathrm{\Gamma }_B^\delta `$, (3) those components whose site boundary only contains sites in $`\mathrm{\Gamma }_Y^\delta `$, and finally (4) the analogous components with $`\mathrm{\Gamma }_Y^\delta `$ replaced by $`\mathrm{\Gamma }_B^\delta `$.

If we now take a region of type (1), there are natural starting and ending points (where the excursion that produces that region respectively ends and starts; e.g., $`a^{},b^{}`$ in Figure 3) for an exploration process within it. Performing such an exploration process inside the specified domain of type (1) and pasting the new exploration path together with the portion of a previous exploration path corresponding to the excursion that produced that domain of type (1) will generate a loop along the edges of the hexagonal lattice. The loop is the outer contour of a yellow cluster that touches $`_{b,a}D^\delta `$ and is adjacent (on its “right”) to blue hexagons, each of which is the starting point of a blue path to $`_{a,b}D^\delta `$.

Analogous exploration processes in the other regions of type (1) produce similar loops on the edges of $`\delta `$ that are also boundary contours. In fact, every domain with $`\pm `$ (or $``$) boundary conditions obtained during the discrete algorithmic construction that we are about to present will contain an exploration path which, pasted together with the appropriate part of a previous exploration path, provides the complete outer boundary contour of a monochromatic cluster.

### 4.3 Full Discrete Construction

We now give the algorithmic construction for discrete percolation which is the analogue of the continuum one. Each step of the construction is a single percolation exploration process; the order of successive steps is organized as in the continuum construction detailed at the beginning of this section. We start with the set $`D_0^\delta `$ of hexagons that are contained in the unit disc $`𝕌`$ and will make use of the deterministic countable ordered set $`𝒫`$ of points dense in $``$ that was introduced in Section 2.

The first step consists of an exploration process inside $`D_0^\delta `$. For this, we need to select two points $`a`$ and $`b`$ in $`D_0^\delta `$. We choose for $`a`$ some vertex close to $`i`$, and for $`b`$ one close to $`i`$. The first exploration produces a path $`\gamma _1^\delta `$ and, for $`\delta `$ small, many new domains of all four types. These domains are ordered with the help of points in $`𝒫`$ as in the continuum case, and that order is used, at each stage of the process, to determine the next group of exploration processes. So, for the second stage of the construction, two domains are chosen and explored, and so on. With this choice, the exploration processes and paths are naturally ordered: $`\gamma _1^\delta ,\gamma _2^\delta ,\mathrm{}`$ .

Each exploration process of course requires choosing a starting and ending point, which is done mimicking what is done in the continuum case (with some adjustments due to the discrete nature of the lattice). For domains of type (1), with $`\pm `$ or $``$ boundary conditions, the choice is the natural one, explained before, which produces a loop using the edges of $`\delta `$. For a domain $`D_k^\delta `$ (used at the $`k`$th step) of type other than (1), and therefore with monochromatic boundary conditions, two vertices are chosen that are close to the two points of $`D_k^\delta `$ selected according to the rule given in Section 2.

The procedure continues iteratively, with regions of type (2), (3) and (4), which have monochromatic boundaries, playing the role played in the first step by $`D_0^\delta `$. As the construction continues, new loops along the edges of the hexagonal lattice are formed which correspond to the outer boundary contours of constant sign (monochromatic) clusters.

### 4.4 Ingredients for Convergence

By comparing the discrete and continuum version of the algorithmic construction, and using repeated applications of Smirnov’s work , we will argue that for any fixed $`k`$, the first $`k`$ steps of the discrete construction converge (jointly, in distribution) to the first $`k`$ steps of the continuum construction, as $`\delta 0`$. This claim is an extension of the discussion near the end of Section 1 about convergence in distribution of certain lattice boundaries and points to their continuum analogues. We note that one complication is due to the fact that the boundaries of the domains where the exploration processes are performed are not deterministic, but are themselves obtained using exploration processes. Some continuity arguments are therefore needed.

#### 4.4.1 Matching Continuous and Discrete Domains and Loops

A key ingredient is the observation that the probability of “fjords” of width larger than the minimal one goes to zero in the scaling limit . This ensures that the domains and loops generated at various steps of the continuum construction are the limits of corresponding domains and loops produced in the discrete one, so that, e.g., one can identify, with probability going to one as $`\delta 0`$, the domain containing a point $`c`$ at a given step of the continuum construction with the domain containing $`c`$ at the equivalent step of the discrete one.

#### 4.4.2 Finding Large Contours in $`O(1)`$ Steps

The discrete algorithm will reach and discover all the boundary contours inside $`𝕌`$; moreover we argue that the number of steps $`K_\epsilon (\delta )`$ needed for the discrete algorithm to recover all contours in $`𝕌`$ of diameter larger than a given $`\epsilon >0`$ is bounded (in probability) as $`\delta 0`$.

This uses the observation that the discrete algorithm cannot “skip” a contour and move to explore the domain inside it and the fact that the maximum diameter of the domains present inside $`𝕌`$ after $`k`$ steps of the discrete algorithm tends to zero in probability as $`k\mathrm{}`$, $`\delta 0`$. To understand the last fact, first of all notice that the construction cannot produce “too many” distinct domains of diameter greater than $`\epsilon `$, or else there would be too many disjoint “macroscopic” monochromatic paths (the site boundaries of those domains) in $`\delta 𝕋𝕌`$ to satisfy the multiple crossing probability bounds of . Consider now a domain $`D^\delta `$ with points $`a`$ and $`b`$ on the boundary $`D^\delta `$ chosen because they have, among all points in $`D^\delta `$, maximal $`x`$-distance. Then standard percolation arguments  ensure that, with bounded away from zero probability, the maximal $`x`$-distance between points on the boundary of each of the components that $`D^\delta `$ is split up into by effect of the exploration process is smaller than, say, two thirds of the $`x`$-distance between $`a`$ and $`b`$. (Notice also that each newly formed domain is “unexplored territory” on which no information is available before the exploration process inside it begins.)

The proof of property 1) of Section 3 is completed by first letting $`\epsilon 0`$ and then by taking the thermodynamic limit (to obtain a loop process in the entire plane, as discussed at the end of Section 2).

### 4.5 Properties of the Continuum Loop Process

We now turn to brief sketches of the derivations of the other properties presented in Section 3.

2) The noncrossing property of contours is preserved in the scaling limit, and the fact that they touch themselves and each other follows fairly directly from the continuum construction (see the discussion below about property 4)). The properties that no three or more loops can come together at the same point and a single loop cannot touch the same point more than twice follow from standard “number of arms” arguments (see  and Lemma 5 of ).

3) Both the fact that any deterministic point of the plane is surrounded by infinitely many loops and the claim about the inner and outer radii of loops surrounding a given point follow from property 1) combined with standard percolation arguments  (see also Lemma 3 of ).

4) This property follows fairly directly from the continuum construction, as discussed in Sec. 1. As explained in the introduction, the analogous lattice result concerns large clusters of the same sign that almost touch and the existence of “macroscopic fjords” only of minimal width (see ). For example, the existence of a long double monochromatic layer of hexagons separating two large clusters of the same color would give rise to six disjoint “macroscopic” paths of hexagons not all of the same color which start within a “microscopic” distance of each other. The probability of this happening goes to zero as $`\delta 0`$.

5) This property is proved by noting that the usual lattice exploration process can be realized as a discrete version of the continuum exploration procedure outlined at the end of Section 3. By , it is enough to show that the lattice version converges to the continuum one.

Acknowledgments. We benefited greatly from attending the May, 2002 lectures on Conformally Invariant Processes given by Greg Lawler at the ICTP School of Probability Theory in Trieste and from conversations with him about SLE and related issues. We thank Bill Faris for useful suggestions about the presentation of our results. F. C. thanks the Courant Institute for its kind hospitality during the period when this work was carried out.


text:
# Measuring the Deviation from the Linear and Deterministic Bias through Cosmic Gravitational Lensing Effects

## 1 Introduction

Galaxy surveys have provided us abundant knowledge of the large-scale structures of the universe. To extract cosmological information from galaxy surveys, however, it is crucial to understand the bias, i.e., the relation between the galaxy distribution and the underlying dark matter distribution (e.g., Strauss 1999 and references therein). The simplest bias model assumes a constant (in scale) bias factor between the two-point correlation of galaxies and that of dark matter: i.e.,

$$\xi _{gg}(r)=b^2\xi (r),$$
$`(1)`$
where $`\xi _{gg}`$ is the two-point correlation function of galaxies and $`\xi `$ is the two-point auto-correlation of dark matter. The $`b`$-factor is referred to as the bias factor, which can be a function of the galaxy type, brightness, etc.. The above relation is further extended to

$$\delta _g=b\delta ,$$
$`(2)`$
where $`\delta _g=\delta n/n`$, the galaxy number density fluctuation, and $`\delta =\delta \rho /\rho `$, the dark matter mass density fluctuation. Note that relation (2) is more restrictive than relation (1) and is referred to as the linear and deterministic bias relation. Under this assumption, it is straightforward to get the dark matter clustering properties from those of galaxies since only the amplitude of clustering needs to be adjusted. In reality, the bias could be much more complex than this. The bias factor $`b`$ can be scale-dependent, which would introduce complexities in converting the galaxy distribution to the underlying dark matter distribution. Further more, since galaxy formation is a complicated process, it is expected that there should be a certain level of nonlinearity and stochasticity in the relative distribution between the dark matter and galaxies (e.g., Dekel & Lahav 1999). Indeed the deviations from the linear and deterministic bias have been seen in numerical simulations (e.g., Dekel & Lahav 1999; Blanton et al. 1999). It is shown that older galaxies and the underlying dark matter are highly correlated, but younger galaxies are poorly correlated with dark matter (e.g., Blanton et al. 1999, 2000; Somerville et al. 2001)

As far as the second moments are concerned, the nonlinear/stochastic bias can be described by the quantities $`b`$ and $`r`$ which are defined as

$$b^2\frac{\sigma _g^2}{\sigma ^2},$$
$`(3)`$
and

$$r\frac{<\delta _g\delta >}{\sigma _g\sigma },$$
$`(4)`$
where $`\sigma ^2<\delta ^2>`$ and $`\sigma _g^2<\delta _g^2>`$. In the case of linear and deterministic bias, $`r=1`$.

It has been proposed to measure the nonlinearity/stochasticity of the bias using the information of redshift distortions of the galaxy distribution, which are presumably caused by the underlying dark matter distribution (Dekel & Lahav 1999; Pen 1998). Tegmark and Bromley (1999) analyzed galaxy correlations in the Las Campanas Redshift Survey ( Shectman et al. 1996; Bromley et al. 1998). They found that different subpopulations of galaxies are not correlated perfectly with each other, indicating that the galaxy densities and the underlying dark matter density cannot be perfectly correlated, or in other words, the bias is nonlinear/stochastic. They further showed that the deviation from the linear and deterministic bias is significant for late-type galaxies, and the $`r`$ factor ranges from $`0.98`$ for very early-type galaxies to $`0.57`$ for late-type ones. However, Blanton (2000) pointed out that this large stochasticity (small $`r`$) could be the result of selection effects, and his estimation of $`r`$ is $`r0.95`$.

Gravitational lensing effects due to large-scale structures (cosmic shear) have been becoming important probes for studying the dark matter distribution in the universe (e.g., Blandford et al. 1991; Kaiser 1992; Schneider et al. 1998; Mellier 1999; Bartelmann & Schneider 2001). Although weak ($`\sqrt{<\gamma ^2>}`$ is on the order of $`1\%`$ on angular scales $`<10^{}`$, where $`<\gamma ^2>`$ is the top-hat variance of the cosmic shear), the cosmic-shear signals have been detected by different groups (e.g., Mellier et al. 2002 and the references there in), and useful constraints on $`\sigma _8`$ and $`\mathrm{\Omega }_0`$ have been set up with these lensing analyses (e.g., Maoli et al. 2001). Recently, galaxy-galaxy lensing has also been detected (Fisher et al. 2000; McKay et al. 2001; Hoekstra et al. 2002), and this enables the statistical study of properties of galactic halos and galaxy-mass correlations (e.g, Guzik & Seljak 2001, 2002).

While the most direct gain from cosmic-shear analyses is the projected dark matter distribution, or the projected power spectrum in Fourier domain (Bartelmann & Schneider 1999; van Waerbeke et al. 1999), the cross-correlation between the cosmic shear and the galaxy distribution reflects the relative distribution of dark matter and galaxies, i.e., the bias. The combination of this cross-correlation and the galaxy autocorrelation has been used to measure the scale dependency of the $`b`$-factor (van Waerbeke 1998; Hoekstra et al. 2001). Hoekstra et al. (2002) also made a first try to measure the $`r`$-factor by using the cosmic shear-galaxy, galaxy-galaxy, and cosmic shear-cosmic shear correlations. In their sample, the foreground galaxies occupy a relatively narrow redshift range. On the other hand, the mass contribution to the cosmic shear comes from a relatively broad redshift range. Therefore they need a conversion factor to convert the direct measurement result to the $`r`$-factor (see eq. in Hoekstra et al. 2002). The conversion factor is model-dependent, and this adds complications to the interpretation of the observational results.

With fast developments in observations, it will be possible to divide galaxies according to their redshifts, which can be obtained at least photometrically. This will enhance the power to extract cosmological information from lensing analyses.

In this paper, we propose to use foreground galaxies in several redshift bins with $`z_f<z_s`$ where $`z_s`$ is the source redshift, to get a summation of $`<M_{ap}N_g(z_f)>^2/<N_g^2(z_f)>`$ over the bins, which should give a good estimation of $`<M_{ap}^2>`$ if the bias is linear and deterministic, i.e., $`r=1`$. In other words, the ratio $`[\mathrm{\Sigma }_{z_f}<M_{ap}N_g(z_f)>^2/<N_g^2(z_f)>]/<M_{ap}^2>`$ measures the projected $`r^2`$-factor weighted by the power spectrum in different redshift bins. Here $`M_{ap}`$ is the aperture mass used to describe cosmic shear signals, and $`N_g`$ is the surface number density fluctuations of foreground galaxies. This measurement is largely independent of cosmology and of specific types of power spectra, and there is no conversion factor between $`r`$ and the direct measurement result.

The rest of the paper is organized as follows. Section 2 discusses the effects of different binning of redshift of foreground galaxies on the $`r`$-estimation, i.e., the intrinsic uncertainties. In section 3 we estimate the signal-to-noise level of the measurement of $`r`$ for various models. Section 4 includes discussions.

## 2 Redshift Binning

In this paper, the aperture-mass statistics are used in the cosmic-shear analysis (e.g., Schneider et al. 1998). The aperture mass $`M_{ap}(\theta _c)`$ is defined as the projected surface mass density filtered with a compensated filter function (Schneider et al. 1998)

$$M_{ap}(\theta _c)d^2\stackrel{}{\theta }U(\theta ,\theta _c)\kappa (\stackrel{}{\theta }),$$
$`(5)`$
where $`\kappa `$ is the dimensionless surface mass density, $`U`$ is a compensated filter function with $`U=0`$ for $`\theta \theta _c`$. The quantity $`M_{ap}`$ is related to the observable shear $`\gamma `$ through

$$M_{ap}(\theta _c)=d^2\stackrel{}{\theta }Q(\theta ,\theta _c)\gamma _t(\stackrel{}{\theta }),$$
$`(6)`$
where $`\gamma _t`$ is the tangential component of the shear $`\gamma `$, and $`Q(\theta ,\theta _c)=(2/\theta ^2)_0^\theta 𝑑\theta ^{^{}}\theta ^{^{}}U(\theta ^{^{}},\theta _c)U(\theta ,\theta _c)`$.

The surface mass density $`\kappa `$ is associated with the density perturbation along the line of sight by

$$\kappa (\stackrel{}{\theta })=\frac{3}{2}\left(\frac{H_0}{c}\right)^2\mathrm{\Omega }_0_0^{w_H}𝑑wg(w)f_K(w)\frac{\delta (f_K(w)\stackrel{}{\theta },w)}{a(w)},$$
$`(7)`$
where $`H_0`$ is the Hubble constant, $`\mathrm{\Omega }_0`$ is the current matter density parameter of the universe, $`c`$ is the speed of light, $`w`$ is the comoving radial distance, $`w_H`$ is the comoving radial distance to the horizon, $`f_K`$ is the comoving angular diameter distance, $`a`$ is the scale factor, $`\delta `$ is the density perturbation, and $`g`$ is defined as

$$g(w)=_w^{w_H}𝑑w^{}p_w(w^{})\frac{f_K(w^{}w)}{f_K(w^{})},$$
$`(8)`$
where $`p_w(w)`$ is the distance distribution of source galaxies, and $`p_w(w)dw=p_z(z)dz`$, where $`p_z(z)`$ is their corresponding redshift-distribution. We use the filter function of Schneider et al. (1998), which has the form $`U(\theta ,\theta _c)=u(\theta /\theta _c)/\theta _c^2`$ with $`u(x)=0`$ for $`x>1`$, and $`Q(\theta ,\theta _c)=q(\theta /\theta _c)/\theta ^2`$,

$$u(x)=\frac{(l+2)^2}{\pi }(1x^2)^l\left(\frac{1}{l+2}x^2\right),$$

and

$$q(x)=\frac{(1+l)(2+l)}{\pi }x^2(1x^2)^l,$$

with $`l`$ an integer.

Then in the Fourier domain, we have

$$<M_{ap}^2(\theta _c)>=\frac{9\pi }{2}\left(\frac{H_0}{c}\right)^4\mathrm{\Omega }_0^2_0^{w_H}𝑑w\frac{g^2(w)}{a^2(w)}\times 𝑑ssP(\frac{s}{f_K(w)},w)I_l^2(s\theta _c),$$
$`(9)`$
where $`P`$ is the three-dimensional power spectrum of density fluctuations at the time corresponding to $`w`$, and $`I_l`$ is defined as

$$I_l(\eta )=_0^1𝑑xxu(x)J_0(x\eta )=\frac{2^l\mathrm{\Gamma }(l+3)}{\pi }\eta ^{(l+1)}J_{l+3}(\eta ).$$

In the following we will use $`l=1`$, and then

$$I(\eta )=\frac{2\mathrm{\Gamma }(4)}{\pi }\eta ^2J_4(\eta ).$$
$`(10)`$
In comparison with the top-hat window function, the compensated filter function (10) is very localized with a peak at $`\eta 4`$, and therefore $`<M_{ap}^2(\theta _c)>`$ provides a good measurement on the power spectrum of projected density fluctuations at scale $`s4/\theta _c`$ (Bartelmann & Schneider 1999). When the cross-correlation between $`M_{ap}`$ and the foreground-galaxy distribution is considered, the narrowness of the redshift distribution of foreground galaxies makes the cross-correlation signals come from a well-defined cosmic time. Thus, in conjunction with $`I^2`$, the contributions of the mass distribution to the cross-correlation peak at a well-defined scale $`k(4/\theta _c)/f_K(z_f)`$, where $`z_f`$ is the peak redshift of foreground galaxies and $`f_K(z_f)`$ is the angular diameter distance to $`z_f`$. This property has been used in studying the scale dependence of $`r/b`$ through the measurement of the lensing-foreground-galaxy cross-correlation and the auto-correlation of foreground-galaxy distributions (Schneider 1998, van Waerbeke 1998). In the analysis presented in this paper, we also use this property as explained in the following.

The projected distribution of foreground galaxies is described by

$$N_g(\stackrel{}{\theta })=\frac{N(\stackrel{}{\theta })\overline{N}}{\overline{N}},$$
$`(11)`$
where $`N(\stackrel{}{\theta })`$ is the surface number density of galaxies in the direction $`\stackrel{}{\theta }`$, and $`\overline{N}`$ is the mean surface number density of galaxies. Then the cross-correlation of $`M_{ap}`$ and $`N_g`$ is

$$<M_{ap}(\theta _c)N_g(\theta _c)>=3\pi \left(\frac{H_0}{c}\right)^2\mathrm{\Omega }_0br𝑑w\frac{p_f(w)g(w)}{a(w)f_K(w)}𝑑ssP(\frac{s}{f_K(w)},w)I^2(s\theta _c),$$
$`(12)`$
and the auto correlation of $`N_g`$ is

$$<N_g^2(\theta _c)>=2\pi b^2𝑑w\frac{p_f^2(w)}{f_K^2(w)}𝑑ssP(\frac{s}{f_K(w)},w)I^2(s\theta _c),$$
$`(13)`$
where $`p_f`$ is the foreground-galaxy distribution, $`b`$ and $`r`$ are the bias factors discussed in the section 1, and $`r=1`$ if the bias is linear and deterministic.

As stated before, if $`p_f`$ is highly peaked at $`z_f`$, then

$$<M_{ap}(\theta _c)N_g(\theta _c)>3\pi \left(\frac{H_0}{c}\right)^2\mathrm{\Omega }_0br\frac{g(z_f)}{a(z_f)f_K(z_f)}P(k,z_f),$$
$`(14)`$
and

$$<N_g^2(\theta _c)>2\pi b^2\frac{p_f(z_f)(dz/dw)_{z_f}}{f_K^2(z_f)}P(k,z_f),$$
$`(15)`$
with $`k(4/\theta _c)/f_K(z_f)`$. Notice that in equations (14) and (15), we use $`z_f`$ instead of $`w`$ to label the time, and the formulation for $`g`$ and $`f_K`$ should be changed accordingly in the numerical calculations. Then

$$\frac{[<M_{ap}(\theta _c)N_g(\theta _c)>]^2}{<N_g^2(\theta _c)>}\times p_f(z_f)r^2\left\{\frac{9\pi }{2}\left(\frac{H_0}{c}\right)^4\mathrm{\Omega }_0^2\frac{g^2(z_f)}{a^2(z_f)}\left(\frac{dw}{dz}\right)_{z_f}P(k,z_f)\right\}.$$
$`(16)`$
From equation (9), it is seen that

$$<M_{ap}^2(\theta _c)>\left[\frac{9\pi }{2}\left(\frac{H_0}{c}\right)^4\mathrm{\Omega }_0^2𝑑z\frac{g^2(z)}{a^2(z)}\left(\frac{dw}{dz}\right)_zP(k,z)\right],$$

with $`k(4/\theta _c)/f_K(z)`$. Therefore if the foreground galaxies are divided into several redshift bins with $`z_fz_s`$, and $`[<M_{ap}(\theta _c)N_g(\theta _c)>]^2/<N_g^2(\theta _c)>`$ is calculated for each bin, the summation of $`[<M_{ap}(\theta _c)N_g(\theta _c)>]^2/<N_g^2(\theta _c)>\times p_f(z_f)`$ over the bins would give rise to an estimation of $`<M_{ap}^2(\theta _c)>`$ if $`r=1`$. With $`r1`$, then we have

$$\mathrm{\Sigma }_{z_f}\left\{\frac{[<M_{ap}(\theta _c)N_g(\theta _c,z_f)>]^2}{<N_g^2(\theta _c,z_f)>}p_f(z_f)\mathrm{\Delta }z_f\right\}r^2<M_{ap}^2(\theta _c)>,$$

or

$$r^2\frac{\mathrm{\Sigma }_{z_f}\left\{[<M_{ap}(\theta _c)N_g(\theta _c,z_f)>]^2/<N_g^2(\theta _c,z_f)>\times p_f(z_f)\mathrm{\Delta }z_f\right\}}{<M_{ap}^2(\theta _c)>}.$$
$`(17)`$
Here we have explicitly written down the redshift dependence of $`N_g`$. The approximate sign ” $``$ ” means that when equation (17) is used in estimating $`r`$, there are intrinsic uncertainties depending on the redshift binning. The binning effects are discussed below. In equation (17), it is assumed that $`r`$ is independent of scales. In general, $`r`$ is scale-dependent, and then equation (17) provides a measurement of the power-spectrum-weighted $`r`$-factor. In addition, theoretical studies and numerical simulations showed that the $`r`$ factor evolves with time, i.e., it should be a function of redshift $`z`$ (e.g., Tegmark & Peebles 1998; Blanton et al. 2000; Somerville et al. 2001). Then, the method proposed here really measures the weighted averaged $`r`$ over the redshift range up to $`z_s`$, the source redshift.

With $`r=1`$, we expect the right hand side of equation (17) (denoted as $`r_{es}^2`$) to be close to $`1`$ if the binning is fine enough. On the other hand, it is observationally impractical if a very fine binning is required. In the following, we study how $`r_{es}^2`$ deviates from $`1`$ with different binning in the case of linear and deterministic bias, i.e., $`r=1`$. This gives us an evaluation on the intrinsic uncertainty when we use equation (17) to measure the $`r`$-factor.

We assume all source galaxies are located at redshift $`z_s`$. The foreground-galaxy distribution is written as

$`p_f(z_f)={\displaystyle \frac{1}{z_2z_1}}\text{for}z_1z_fz_2`$
$`=0\text{otherwise}(18)`$
Equal binning is applied in the calculations, i.e., $`(z_2z_1)=z_s/N_{bin}`$ where $`N_{bin}`$ is the number of bins used. A nonlinear power spectrum in the form of Peacock and Dodds (1996) is adopted.

Figure 1 presents the integrand of $`<M_{ap}^2(\theta _c)>`$ \[denoted as $`m_{ap}(z)`$, see eq. (9) but with the integrated variable changed from $`w`$ to $`z`$\] with $`z_s=1`$ versus redshift $`z`$. Figure 1a is for a $`\mathrm{\Lambda }`$-dominated cold dark matter ($`\mathrm{\Lambda }`$CDM) model with $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`H_0=67\text{ km/s/Mpc}`$, the shape parameter $`\mathrm{\Gamma }=0.2`$, and $`\sigma _8=0.93`$. Different curves correspond to $`\theta _c=1^{},3^{},5^{}`$, and $`10^{}`$, respectively. Figure 1b is for the open CDM model (OCDM) with $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, $`H_0=67\text{ km/s/Mpc}`$, $`\mathrm{\Gamma }=0.2`$, and $`\sigma _8=0.87`$. For comparison, we plot in Figure 1c the results for both models with $`\theta _c=5^{}`$. It can be seen that the contributions to $`<M_{ap}^2(\theta _c)>`$ spread over a fairly large range of $`z`$. For OCDM, the low redshift contributions are more prominent than those of the $`\mathrm{\Lambda }`$CDM model.

In Figure 2 we show $`1r_{es}^2`$ (assuming linear and deterministic bias) with $`z_s=1`$ versus $`\theta _c`$ for the $`\mathrm{\Lambda }`$CDM model with $`N_{bin}=5,10,\text{ and }20`$, which corresponds to $`\mathrm{\Delta }z=z_2z_1=0.2,\text{ }0.1,\text{ and }0.05`$, respectively. We see that with $`\mathrm{\Delta }z=0.2`$, the deviation of $`r_{es}^2`$ from $`1`$ is as high as about $`10\%`$, and $`1r_{es}^2`$ reaches $`7\%`$ at $`20^{}`$. Thus with $`N_{bin}=5`$, the accuracy is not good enough to give a sound estimation of $`r`$ by using equation (17). With $`N_{bin}=10`$ and $`\mathrm{\Delta }z=0.1`$, $`1r_{es}^2<3\%`$ for the whole angular range we studied, and at $`20^{}`$, $`r_{es}^2`$ deviates from $`1`$ by only less than $`2\%`$. With finer binning of $`\mathrm{\Delta }z=0.05`$, $`1r_{es}^2<0.7\%`$ for angular scales up to $`100^{}`$ with $`1r_{es}^2<0.5\%`$ around $`20^{}`$. Therefore, with $`\mathrm{\Delta }z=0.05`$, the intrinsic uncertainty of equation (17) is tiny, but observationally, it may be difficult to precisely (with $`0.05`$ accuracy) measure the redshift for a large number of foreground galaxies especially for those with redshift close to $`1`$, since most likely only photometric redshifts will be available for high-redshift galaxies. Considering both the intrinsic uncertainties and the observational realities, it is therefore optimal to use $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.1`$) in the case of $`z_s=1`$.

Similar curves for the OCDM model are shown in Figure 3. It is seen that $`1r_{es}^2`$ is larger for the OCDM model than the corresponding $`1r_{es}^2`$ for the $`\mathrm{\Lambda }`$CDM model. This is because as seen in Figure 1c, low-redshift contributions to $`<M_{ap}^2>`$ are more significant in the OCDM model than in the $`\mathrm{\Lambda }`$CDM model, and therefore for OCDM, relatively finer binning is needed in low redshifts in order to reach the same $`1r_{es}^2`$ as that of $`\mathrm{\Lambda }`$CDM. Still, however, with $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.1`$), $`1r_{es}^2`$ is small enough with $`1r_{es}^2<3.5\%`$ at $`20^{}`$, and $`1r_{es}^24\%`$ for the whole angular range up to $`100^{}`$.

In Figure 4 we plot $`1r_{es}^2`$ for the $`\mathrm{\Lambda }`$CDM model (Solid lines) and OCDM model (dashed lines) with $`z_s=1.5`$. The two sets of curves correspond, respectively, to $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.15`$) and $`N_{bin}=15`$ ($`\mathrm{\Delta }z=0.1`$). For $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.15`$), $`1r_{es}^2<3.5\%\text{ and }5\%`$ for the $`\mathrm{\Lambda }`$CDM model and OCDM model, respectively. At $`20\text{ arcmin}`$, $`1r_{es}^2<2.5\%\text{ and }4\%`$ for the respective two models. For $`N_{bin}=15`$ ($`\mathrm{\Delta }z=0.1`$), the deviations of $`r_{es}^2`$ from $`1`$ are, respectively, less than $`1.5\%`$ and $`2\%`$ for the two models for the whole angular range considered. Thus for $`z_s=1.5`$, $`N_{bin}=15`$ ($`\mathrm{\Delta }z=0.1`$) guarantees that the intrinsic uncertainties in terms of $`r`$ estimation with equation (17) are small. Even with $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.15`$), the intrinsic uncertainties are insignificant.

Figure 5 shows the curves for $`z_s=0.5`$. The results for each of the two models with $`N_{bin}=5`$ ($`\mathrm{\Delta }z=0.1`$) and $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.05`$) are shown in the plot. For $`N_{bin}=5`$ and $`\mathrm{\Delta }z=0.1`$, the deviations are relatively large, with $`1r_{es}^2`$ as high as $`8\%`$ and $`10\%`$ for the $`\mathrm{\Lambda }`$CDM model and OCDM model, respectively. With $`N_{bin}=10`$ and $`\mathrm{\Delta }z=0.05`$, the deviations are less than $`2\%`$ and $`3\%`$ for $`\mathrm{\Lambda }`$CDM and OCDM, respectively, with $`1r_{es}^2<1.5\%\text{ and }2\%`$ at $`20^{}`$. Therefore, for $`z_s=0.5`$, it is necessary to go to $`\mathrm{\Delta }z=0.05`$ in order to control the intrinsic uncertainties in the $`r`$-estimation using equation (17). Fortunately, for $`z0.5`$, the redshifts of foreground galaxies can be obtained spectroscopically with very high precision, and it is possible to bin them down to $`\mathrm{\Delta }z=0.05`$.

From above analyses, we see that for source galaxies at $`z_s`$, in general $`10`$ bins for the foreground galaxies would be enough to control the intrinsic uncertainties of equation (17) to a reasonably low level. For $`z_s1`$, the intrinsic uncertainties can be well controlled if the bin interval $`\mathrm{\Delta }z=0.1`$ is used.

## 3 Signal-to-Noise Ratio

In this section, we discuss the signal-to-noise ratio of $`r`$ estimated with equation (17) considering the intrinsic ellipticity of source galaxies, Poisson noise of the foreground-galaxy distribution, and the cosmic variance.

If we denote

$$\{[<M_{ap}(\theta _c)N_g(\theta _c,z_f)>]^2/<N_g^2(\theta _c,z_f)>\}p_f(z_f)\mathrm{\Delta }z_f$$

as $`M_{z_f}^2`$, then equation (17) becomes

$$r^2\frac{\mathrm{\Sigma }_{z_f}M_{z_f}^2}{<M_{ap}^2(\theta _c)>}.$$
$`(19)`$
To estimate the signal-to-noise ratio of $`r`$, we assume that the $`M_{z_f}`$ of different redshift bins are independent. This is a reasonable assumption with the bin intervals we considered. Further we assume that the dispersion of $`<N_g^2(\theta _c,z_f)>`$ can be neglected (van Waerbeke 1998). For one field, we then have

$$\frac{\sigma (M_{z_f}^2)}{M_{z_f}^2}=\frac{2\sigma (<M_{ap}(\theta _c)N_g(\theta _c,z_f)>)}{<M_{ap}(\theta _c)N_g(\theta _c,z_f)>},$$
$`(20)`$
and

$$\sigma ^2(\mathrm{\Sigma }_{z_f}M_{z_f}^2)=\mathrm{\Sigma }_{z_f}\sigma ^2(M_{z_f}^2).$$
$`(21)`$
If $`\mathrm{\Sigma }_{z_f}(M_{z_f}^2)`$ and $`<M_{ap}^2(\theta _c)>`$ are independent, then

$$\frac{\sigma (r^2)}{r^2}=\left\{\frac{\sigma ^2(\mathrm{\Sigma }_{z_f}M_{z_f}^2)}{(\mathrm{\Sigma }_{z_f}M_{z_f}^2)^2}+\frac{\sigma ^2(<M_{ap}^2(\theta _c)>)}{[<M_{ap}^2(\theta _c)>]^2}\right\}^{1/2}.$$
$`(22)`$
However, it is likely that $`\mathrm{\Sigma }_{z_f}(M_{z_f}^2)`$ and $`<M_{ap}^2(\theta _c)>`$ are not independent, so then (Taylor 1982)

$$\frac{\sigma (r^2)}{r^2}\sigma _{max}=\frac{\sigma (\mathrm{\Sigma }_{z_f}M_{z_f}^2)}{\mathrm{\Sigma }_{z_f}M_{z_f}^2}+\frac{\sigma (<M_{ap}^2(\theta _c)>)}{<M_{ap}^2(\theta _c)>}.$$
$`(23)`$
In the following, both equation (22) and $`\sigma _{max}`$ defined in equation (23) are calculated.

We use the estimation of van Waerbeke (1998) to calculate $`\sigma [<M_{ap}(\theta _c)N_g(\theta _c,z_f)>]`$, i.e.,

$$\sigma (<M_{ap}(\theta _c)N_g(\theta _c,z_f)>)=\left[<M_{ap}^2(\theta _c)>+\frac{G\sigma _ϵ^2}{2N_b}\right]^{1/2}\left[<N_g^2(\theta _c,z_f)>+\frac{\stackrel{~}{G}}{N_f}\right]^{1/2},$$
$`(24)`$
where $`N_b`$ and $`N_f`$ are the numbers of source and foreground galaxies in one field, respectively, $`\sigma _ϵ`$ represents the intrinsic ellipticity of source galaxies, $`G=\pi \theta _c^2d^2\theta Q^2(\theta ,\theta _c)=6/5`$ if the compensated filter defined previously with $`l=1`$ is used, and $`\stackrel{~}{G}=\pi \theta _c^2d^2\theta U^2(\theta ,\theta _c)=G`$. Within each pair of square brackets of the right-hand side of equation (24), the first term represents the uncertainty due to the cosmic variance. For the aperture mass, the intrinsic ellipticity of background galaxies contributes to the uncertainty through the second term of the first square bracket. The second term in the second square bracket represents the statistical uncertainty due to the finite number of foreground galaxies.

For $`\sigma (<M_{ap}^2>)`$, we have (Schneider et al. 1998)

$$\sigma (<M_{ap}^2>)\left[\mu _4<M_{ap}^2>+\left(\frac{\sigma _ϵ^2G}{\sqrt{2}N_b}+\sqrt{2}<M_{ap}^2>\right)\right]^{1/2},$$
$`(25)`$
where $`\mu _4`$ is the kurtosis of $`M_{ap}`$ with $`\mu _4=<M_{ap}^4>/(<M_{ap}^2>)^23`$, which is $`0`$ if $`M_{ap}`$ is Gaussian. On small scales, however, non-linear effects are strong, and $`M_{ap}`$ is non-Gaussian. As shown in van Waerbeke (2002), $`<M_{ap}^4>/<M_{ap}^4>_{Gaussian}`$ can reach about $`7`$ for $`\theta _c3^{}`$ for $`\mathrm{\Lambda }`$CDM model. On the other hand, on small scales, we expect statistical uncertainties to dominate over the cosmic variance, thus, neglecting non-Gaussianity should not affect the error estimation significantly. In the following, we ignore the $`\mu _4`$ term in equation (25).

Figure 6 shows $`\sigma (r^2)/r^2`$ of one field with $`z_s=1`$, $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.1`$), $`n_b=30\text{ gal}/\text{ arcmin}^2`$, $`\sigma _ϵ=0.2`$ and $`n_f=5\text{ gal}/\text{ arcmin}^2`$, where $`n_b`$ and $`n_f`$ are the surface number densities of background and foreground galaxies, respectively. The solid lines are for the $`\mathrm{\Lambda }`$CDM model, and the dashed lines are for the OCDM model. In each model, the upper line corresponds to the result of $`\sigma _{max}`$ in equation (23) and the lower line corresponds to that of equation (22). It is seen that at $`\theta _c3^{}`$, the statistical uncertainties are dominant, and $`\sigma (r^2)/r^2`$ is larger for the $`\mathrm{\Lambda }`$CDM model. At angular scales $`\theta _c>3^{}`$, the two models have about the same $`\sigma (r^2)/r^2`$, and it approaches a constant when $`\theta _c>10^{}`$.

In Figure 7 we plot $`\sigma (r^2)/r^2`$ for a survey of $`25\text{ deg}^2`$. The meanings of different lines are the same as those in Figure 6. We see that $`\sigma (r^2)/r^220\%`$ or $`\sigma (r)/r=1/2\sigma (r^2)/r^210\%`$ for $`\theta _c10^{}`$. In other words, the deviation of $`r`$ from $`1`$ is detectable if it is larger than $`10\%`$ at $`\theta _c10^{}`$. Going deep in a survey, the number density of source galaxies increases and the statistical uncertainties decrease. As we have seen, however, on relatively large scales, the cosmic variance dominates, and thus a deeper survey will not help to increase the precision on the determination of $`r`$ on those scales. On the other hand, by increasing the survey area, $`\sigma (r^2)/r^2`$ decreases by a same factor over the whole angular range. In Figure 8, we compare the effects on $`\sigma (r^2)/r^2`$ with a deeper survey and with a wider survey for the $`\mathrm{\Lambda }`$CDM model. The solid line shows the result of equation (22) with $`n_b=30\text{ gal}/\text{ arcmin}^2`$ and a survey area of $`25\text{ deg}^2`$. The dashed line is for $`n_b=60\text{ gal}/\text{ arcmin}^2`$ and a survey area of $`25\text{ deg}^2`$. The dot-dashed line is for $`n_b=30\text{ gal}/\text{ arcmin}^2`$ and a survey area of $`100\text{ deg}^2`$. It is clearly seen that in terms of determining $`r`$, it is more effective to go wide than to go deep in a lensing survey.

Figure 9 shows the results for $`z_s=1.5`$ and $`N_{bin}=15`$ ($`\mathrm{\Delta }z=0.1`$). The other parameters are the same as in Figure 7. At small angular scales, ($`\theta _c4^{}`$), $`\sigma (r^2)/r^2`$ is smaller in the case of $`z_s=1.5`$ because of relatively large cosmic-shear signals compared $`z_s=1`$. A $`10\%`$ detection is reachable for $`\theta _c10^{}`$ with a survey of $`25\text{ deg}^2`$.

In the case of $`z_s=0.5`$, since the shear signals are very weak, the statistical uncertainties are relatively very large. Figure 10 plots $`\sigma (r^2)/r^2`$ for $`n_b=30\text{ gal}/\text{ arcmin}^2`$, $`N_{bin}=10`$ ($`\mathrm{\Delta }z=0.05`$) and a survey area of $`25\text{ deg}^2`$ for the two cosmological models. The number density of foreground galaxies is $`n_f=5\text{ gal}/\text{ arcmin}^2`$. We see that over the whole angular range, $`\sigma (r^2)/r^2>20\%`$. The good strategy is then to do shallow, wide surveys. For the Sloan Digital Sky Survey (SDSS), the survey area can be as large as $`10^4\text{ deg}^2`$. The surface number density of source galaxies is about a few (e.g., Mckay et al. 2001). In Figure 11 we show $`\sigma (r^2)/r^2`$ for $`n_b=5\text{ gal}/\text{ arcmin}^2`$ and a survey area of $`10^4\text{ deg}^2`$. All the other parameters are the same as in Figure 10. It is seen that with such a large survey area, a $`10\%`$ detection of $`r`$ is possible for all the angular scales we considered ($`1^{}100^{}`$).

We would like to emphasize that in this section we only aimed at giving an estimation on the signal-to-noise ratio of $`r`$, i.e., to what level the deviation of $`r`$ from $`1`$ is detectable. For that, we only calculated the standard deviation of $`r`$. Since the statistics of $`r`$ are certainly non-Gaussian, and rather complicated, strictly speaking we cannot draw conclusions on the significance level of a measured $`r`$ based on Gaussian statistics. For example, if we get a $`2\sigma `$ measurement on $`r`$, the Gaussian probability that $`r`$ is consistent with $`r=1`$ is $`5\%`$. For real $`r`$, the probability can be very different depending on the statistics of $`r`$. Nonetheless, we expect that our signal-to-noise ratio should give a reasonable estimation of the detectability of $`r`$. Detailed statistical properties of $`r`$ can be best studied through numerical simulations, which is our planned next step. In addition, in our estimation, we implicitly assumed that the uncertainties were small, so that the error propagation rules were applicable. From our calculations discussed above, the uncertainties are indeed small on the angular range of less than $`<10^{}`$ if the survey area is large enough.

## 4 Discussion

In this paper, we studied the feasibility of extracting information on $`r`$ from the cross-correlation between the foreground-galaxy distribution and cosmic gravitational lensing effects under the availability of the redshift information for each foreground galaxy. We showed that for $`z_s1`$, the intrinsic uncertainty in the $`r`$-estimation can be well controlled if the foreground galaxies are binned with $`\mathrm{\Delta }z=0.1`$. This binning requirement is within the accuracy range of photometrically determined redshifts, and is thus achievable. For shallow surveys with $`z_s0.5`$, a fine binning with $`\mathrm{\Delta }z=0.05`$ is necessary. This fine binning is possible, since the redshifts of low-redshift galaxies can be obtained spectroscopically.

We further found that for a moderately deep lensing survey with $`z_s1`$ and $`n_b=30\text{ gal}/\text{ arcmin}^2`$, a $`10\%`$ detection on $`|r1|`$ is possible in the angular range of $`1^{}10^{}`$ with a survey area of $`25\text{ deg}^2`$. A deeper survey with $`n_b=60\text{ gal}/\text{ arcmin}^2`$ helps to reduce uncertainties only on small angular scales where the noise due to the intrinsic ellipticity of source galaxies dominates. The effective way to reduce the uncertainties over a large angular range is to increase the survey area. For example, with a survey area of $`100\text{ deg}^2`$, a $`10\%`$ detection of $`|r1|`$ can be made up to $`\theta _c20^{}`$.

For $`z_s=0.5`$, because of the relatively low cosmic shear signal, the statistical noise from the intrinsic ellipticity of source galaxies is much more dominant than in the case of $`z_s1`$. Thus a very large survey area is needed in order to detect the deviation of $`r`$ from $`1`$. SDSS will eventually have a survey area of about $`10^4\text{ deg}^2`$, and will be very suitable to be used to measure $`r`$ with the method we propose here.

For the $`\mathrm{\Lambda }`$CDM model, the lensing effects on source galaxies with $`z_s=1`$ mainly come from the matter distribution around redshift $`z0.180.68`$, with a peak located at $`z0.4`$ for $`\theta _c=1^{}`$. The three-dimensional wave-vector $`k`$ corresponding to $`z0.4`$ and $`\theta _c=1^{}`$ is $`k12(\text{ Mpc}h^1)^1`$. For $`\theta _c=10^{}`$, the contributions to the lensing effects peak at $`z0.29`$, with significant amounts from $`z0.10.57`$. The corresponding peak scale is $`k1.7(\text{ Mpc}h^1)^1`$. Thus, measuring $`r`$ in the angular scale range $`1^{}10^{}`$ with $`z_s=1`$, we probe the bias of structure distribution on scales of about $`0.05\text{ Mpc}h^1`$ to about $`1\text{ Mpc}h^1`$ at redshift $`z0.10.7`$. For $`z_s=0.5`$, the lensing effects are mainly from matter fluctuations in the redshift range $`z0.080.4`$ for $`\theta _c=1^{}10^{}`$. The corresponding scale is $`0.06\text{ Mpc}h^1`$ to $`0.6\text{ Mpc}h^1`$.

In the above studies, we have assumed that source galaxies are all located at the same redshift $`z_s`$. For future surveys, it is possible to bin source galaxies according to their redshifts, and thus our analyses here will be directly applicable. Currently, most surveys select source galaxies according to their luminosities. Their redshift distribution is approximately in the form $`p_b(z)z^2exp[(z/z_0)^\beta ]`$ with $`\beta 1.5`$. In this case, in order to control well the intrinsic uncertainties in the $`r`$-estimation, the redshift range of foreground galaxies has to be extended to about $`<z>=1.5z_0`$. With $`z_0=0.7`$, $`<z>1`$.

With the fast growth of gravitational lensing surveys, we expect, with the additional information on the galaxy distribution, that we can obtain a great deal of knowledge on the process of galaxy formation, which will further help us to extract cosmological information from other types of surveys.

We thank the referee for the constructive comments that helped us further clarify our studies. This research was supported by the National Science Foundation of China, under Grant 10243006.