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# On the absence of gravitational lensing of the cosmic microwave background

## Abstract

The magnification of distant sources by mass clumps at lower ($`z1`$) redshifts is calculated analytically. The clumps are initially assumed to be galaxy group isothermal spheres with properties inferred from an extensive survey. The average effect, which includes strong lensing, is exactly counteracted by the beam divergence in between clumps (more precisely, the average reciprocal magnification cancels the inverse Dyer-Roeder demagnification). This conclusion is independent of the matter density function within each clump, and remains valid for arbitrary values of $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$. When tested against the cosmic microwave background data, a rather large lensing induced dispersion in the angular size of the primary acoustic peaks of the TT power spectrum is inconsistent with WMAP observations. The situation is unchanged by the use of NFW profiles for the density distribution of groups, which led in fact to slightly larger fluctuations. Finally, our formulae are applied to an ensemble of NFW mass clumps or isothermal spheres having the parameters of galaxy clusters. The acoustic peak size dispersion remains unobservably large, and is also excluded by WMAP. For galaxy groups, two possible ways of reconciling with the data are proposed, both exploiting maximally the uncertainties in our knowledge of group properties. The same escape routes are not available in the case of clusters, however, because their properties are well understood. Here we have a more robust conclusion: neither the NFW profile nor isothermal sphere profiles are an accurate description of clusters, or important elements of physics responsible for shaping zero curvature space are missing from the standard cosmological model. When all the effects are accrued, it is difficult to understand how WMAP could reveal no evidence whatsoever of lensing by groups and clusters.

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1. Introduction - observed statistics of galaxy groups

Light as it propagates through the near Universe will encounter inhomogeneities. The motivation which initiated the present paper is to investigate the role played by groups of galaxies in the phenomenon of lensing and global curvature, by using (perhaps for the first time) real observational data. Recently, large databases on groups have become available, including in particular an ESO survey (Ramella et al 2002), from which some general properties of 1,168 groups can be inferred. Specifically concerning the lensing performance of the groups, one needs to know their mass and velocity dispersion. These are shown in Figure 1. We then found the mean virial mass per group to be

$$\overline{M}_{\mathrm{group}}1.15\times 10^{14}M_{}.$$
(1)
The datum can then be used to estimate the value of $`\mathrm{\Omega }_{\mathrm{group}}`$, since these 1,168 systems were identified within a surveyed volume of 0.0075 Gpc3 (comoving volume of a pie subtending 4.69 sr at the observer and of radius extending to redshift $`z=`$ 0.04, in a $`h=`$ 0.71, $`\mathrm{\Omega }_m=`$ 0.27, $`\mathrm{\Omega }_\mathrm{\Lambda }=`$ 0.73 cosmology). Hence the number density of groups is:

$$n_{\mathrm{group}}=n_0=1.56\times 10^4\mathrm{Mpc}^3,$$
(2)
and is in fact a lower limit, because no attempt was made here to correct $`n_{\mathrm{group}}`$ for selection effects. Eqs. (1) and (2) point to a mass density of

$$\mathrm{\Omega }_{\mathrm{group}}0.135.$$
(3)
Given that most galaxies exist in groups, the value is in agreement with the conclusion of Fukugita (2003) and Fukugita, Hogan, & Peebles (1998), who found (after careful mass budget accountancy) that at low redshifts matter amounting to 50 % the total density of $`\mathrm{\Omega }_m`$ 0.27 is connected with galaxies and galactic environments.

How does such a form of mass concentrations affect the propagation of light? To answer this question, some information about the matter profile in groups is necessary. The limited isothermal sphere model, wherein the internal matter density falls radially as $`1/r^2`$ to some cutoff radius $`R`$, is sometimes advocated (Zabludoff & Mulchaey 1998, Mulchaey 2000). In this model the value of $`R`$ is related to the total mass $`M`$ of the group by the equation

$$\frac{GM}{R}=2\sigma ^2,$$
(4)
where $`\sigma `$ is the dispersion velocity of the group. Since the median dispersion velocity of the ESO group sample is $`\sigma `$ 270 km s-1 (Ramella et al 2002), Eq. (1) and (3) may be coupled to provide an estimate of the cutoff radius $`\overline{R}`$ as $`\overline{R}`$ 3 Mpc.

2. Weak lensing: direct incorporation of galaxy group data

Concerning the observed breakdown of the Universe’s total mass density, viz. $`\mathrm{\Omega }_\mathrm{\Lambda }=`$ 0.73 dark energy and $`\mathrm{\Omega }_m=`$ 0.27 matter (Bennett et al 2003), while at recent epochs ($`z`$ 1 or less) the $`\mathrm{\Lambda }`$ component may remain smooth, the matter is certainly known to be clumped into mass concentrations, with galaxy groups forming an important subclass.

The efforts to date on the global (all sky) influence exerted by weak lensing involve primarily N-body simulations (e.g. Wambsganss et al 1997, Barber 2000), complemented by some development on theoretical methods (Dalal et al 2003). There are, however, two areas of neglect: (a) if groups were adequately represented in previous works, it is doubtful whether direct observational properties were involved; (b) analytical formulae are generally lacking, even though they should be provided to the furthest extent possible - the physics is always much clearer through this approach.

3. The mean convergence for nearby and very distant sources

Let the origin of the coordinate system be at the observer, who receives a light signal at world time $`\tau _o`$. Let symbols like $`x`$ and $`y`$ denote the homogeneous Friedmann-Robertson-Walker (FRW) coordinate distance in the limit when space curvature has the negligible value measured by the microwave background observations (with WMAP being the latest, Bennett et al 2003). Suppose the light was emitted by a source at coordinates $`(x_s,y_s,0)`$ and passed through en route at world time $`\tau `$ a galaxy group with its center at position $`x`$ (i.e. $`c\tau =c\tau _ox`$). If the group is an isothermal sphere, its potential function will have the form

$$\mathrm{\Phi }(r)=\frac{GM}{R}\left[1\mathrm{ln}\left(\frac{r}{R}\right)\right].$$
(5)
Further, assume that the middle ray of a pencil beam skirts by the center of the sphere at physical distance $`b`$ ($`<R`$), equivalent to coordinate distance $`y=b/a(\tau )`$, where $`a(\tau )`$ is the Hubble expansion parameter at time $`\tau `$. The light is deflected inwards by an angle

$$\psi =\frac{4GM}{R}\left[\mathrm{arccos}\left(\frac{b}{R}\right)+\frac{R\sqrt{R^2b^2}}{b}\right],$$
(6)
where in Eq. (6) and the rest of this work the speed of light in vacuo is set to unity. Note that for $`bR`$, $`\psi `$ reduces to the familiar constant $`\psi =2\pi GM/R=4\pi \sigma ^2`$.

As a result of the lens, the source appears to us to be at position $`(x_s,y_s^{},0)`$, where

$$y_s^{}=\frac{yx_s}{x}.$$
(7)
The geometry of the situation requires that

$$y_s=y_s^{}\psi (x_sx).$$
(8)
The apparent size of the source in the radial direction is affected by an amount in accordance with $`dy_s^{}dy_s=(x_sx)d\psi `$. The apparent size in the azimuthal direction, however, is larger than the true size by the ratio $`y_s^{}/y_s`$. Hence the effect of the scattering is to increase the average angular size $`\theta `$ of the source by the fractional amount

$$\eta \frac{\theta ^{}\theta }{\theta }$$
(9)
which by virtue of Eqs. (7) and (8) may be written as

$$\eta =\frac{(x_sx)x}{2(1+z)x_s}\left(\frac{\psi }{b}+\frac{d\psi }{db}\right).$$
(10)
where in Eq. (10) and the rest of this paper the expansion parameter at epoch $`\tau _0`$ is set at $`a_0=1`$, and $`zz(x)`$ is the redshift of the lens. This leads to a fractional increase in the energy flux carried by the beam, by the amount $`2\eta `$.

The function $`z(x)`$ may be obtained by inverting the equation

$$x=c(\tau _0\tau )=\frac{1}{H_0}_0^z\frac{dz^{}}{E(z^{})},$$
(11)
with

$$E(z)=\frac{H(\tau )}{H_0}=[\mathrm{\Omega }_m(1+z)^3+(1\mathrm{\Omega }_m)]^{1/2}.$$
(12)
The result is:

$$z(x)=H_0x+\frac{3}{4}\mathrm{\Omega }_mH_0^2x^2+\mathrm{},$$
(13)
i.e. an expansion of $`z(x)`$ as a power series in $`x`$.

In reality the light beam intercepts a random and homogeneous distribution of galaxy groups along the way. To work out the total convergence under the scenario of infrequent multiple scattering, we first write down the probability of the arriving light having encountered a group at position between $`x`$ and $`x+dx`$, and impact parameter111Strictly speaking $`b`$ should be replaced by the distance of closest approach of the original undeflected ray, but in the weak lensing limit where $`\psi xR`$ this distinction is unimportant. between $`b`$ and $`b+db`$, as $`ndV`$. Here $`n`$ and $`dV`$ are respectively the number density of groups and a cylindrical volume element, both for the epoch $`\tau `$, i.e.

$$ndV=n(\tau )a(\tau )dx\times 2\pi bdb=2\pi n_0(1+z)^2dxbdb.$$
(14)
where $`n(\tau )n(z)`$ has the functional form $`n(z)=n_0(1+z)^3`$ due to Hubble expansion. In Eq. (14) the properties of the galaxy groups were assumed not to change with redshift. The validity of this statement is restricted to $`z`$ being beneath some maximum redshift. Above the maximum, the evolution of groups must be taken into account. This limiting value of $`z`$ seems to be at least $`z`$ 0.5 from direct observation of groups (Jones et al 2002). From dynamical time considerations, a group cannot evolve significantly within a timescale $`\overline{R}/\sigma `$ 3 $`\times `$ 1017 s, corresponding to a redshift exceeding $`z=`$ 1.5.

We proceed to calculate the expectation value of $`\eta `$, which is given by

$$\eta =\eta n\delta V=\eta n𝑑V$$
(15)
with the integration performed over an entire cylinder wherein lenses are present. By means of Eqs. (6), (10), (14), and (15), we performed the integration over $`b`$ to arrive at

$$\eta =2\pi ^2GMn_0_0^{x_f}𝑑x[1+z(x)]\frac{(x_sx)x}{x_s},$$
(16)
where the assumption is for the furthest lens to have a present epoch distance of $`a_0x_f=x_f`$ (beyond $`x=x_f`$ the Universe is too smooth to accomodate galaxy groups as we know them today), and that $`b_{\mathrm{min}}R`$. In obtaining Eq. (16) use was also made of the definite integral

$$\frac{1}{R}_0^R\mathrm{arccos}\left(\frac{b}{R}\right)𝑑b=1$$

In Eq. (16) we incorporate the contribution to $`\eta `$ from all types of (galaxy group) mass spheres, each having its own mass $`M`$ and number density $`n_0`$, with $`n_0M=\rho _c\mathrm{\Omega }_{\mathrm{groups}}`$, where

$$\rho _c=\frac{3H_o^2}{8\pi G}$$
(17)
is the critical density. We can recast the expression for $`\eta `$ as

$$\eta =\frac{3}{2}\mathrm{\Omega }_{\mathrm{groups}}H_0^2_0^{x_f}𝑑x[1+z(x)]\frac{(x_sx)x}{x_s},$$
(18)
which is the mean angular magnification of any small patch of sky randomly located at coordinate position $`(x_s,y_s,0)`$. There are two limiting cases when Eq. (18) simplifies. The first is $`x_s=x_f`$, corresponding to sources embedded within the clumpy environment of the near Universe (e.g. Type 1a supernovae). In this case

$$\eta =\frac{1}{4}\mathrm{\Omega }_{\mathrm{groups}}H_0^2x_s^2\left(1+\frac{1}{2}H_0x_s+\frac{9}{20}\mathrm{\Omega }_mH_0^2x_s^2+\mathrm{}\right)$$
(19)
The 2nd is $`x_sx_f`$, corresponding to very distant sources which emitted light at a time when the Universe was smooth, the cosmic microwave background (CMB). Here we have

$$\eta =\frac{3}{4}\mathrm{\Omega }_{\mathrm{groups}}H_0^2x_f^2\left(1+\frac{2}{3}H_0x_f+\frac{3}{8}\mathrm{\Omega }_mH_0^2x_f^2+\mathrm{}\right).$$
(20)
Note the absence of any $`x_s`$ dependence in Eq. (20). If corrections due to the finiteness of $`x_f/x_s`$ are desired, we remark that the lowest order of such terms equals an additional $`2x_f/(3x_s)`$ within the last pair of parentheses.

4. The exact cancellation between the lensing effect of isothermal spheres and the Dyer-Roeder demagnification

A very interesting result which emerges from the analysis thus far concerns the balance between beam convergence by the clumps and divergence within the subcritical density ‘voids’ between clumps. Take for instance a supernova source, the weak lensing of which is described by Eq. (19). If the ‘voids’ are completely matter-free, i.e. $`\mathrm{\Omega }_g=\mathrm{\Omega }_m`$ in Eq. (19), one would attain maximum $`\eta `$. Yet, in this same limit, the demagnification $`ϵ`$ of the source caused by propagation through the ‘voids’ will be that of the Dyer-Roeder ‘empty beam’ (Dyer & Roeder 1972), viz.

$$ϵ=\frac{x_s^{}x_s}{x_s}$$

where

$$x_s=\frac{1}{H_0}_0^{z_s}\frac{dz}{E(z)};x_s^{}=\frac{1}{H_0}(1+z_f)_0^{z_f}\frac{dz}{(1+z)^2E(z)},$$
(21)
and $`E(z)`$ as defined in Eq. (12). The remarkable fact is that an expansion of $`ϵ`$ in power series of $`x_s`$ with the aid of Eq. (13) gives the same series as Eq. (19) with $`\mathrm{\Omega }_g=\mathrm{\Omega }_m`$.

This development highlights the advantage of an analytical approach. In an earlier work, Weinberg (1976) considered an $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$ Universe where all the matter is clumped into point masses, and found that the net magnification is still controlled by the $`\mathrm{\Omega }_m`$ parameter alone - as if space remained homogeneous. The present conclusion reinforces Weinberg in the more realistic context involving clumps of finite size within a Universe of arbitrary $`\mathrm{\Omega }_\mathrm{\Lambda }`$ and $`\mathrm{\Omega }_m`$.

The correspondence between a 100 % clumped Universe and the fully homogeneous Universe, as established above, remains in place even if the clumping is not 100 %. This was shown in a separate paper (Lieu & Mittaz 2004) where we also adopted a more unifying method, using the Sach’s optical equations to handle the two opposing effects under one formalism. A toy model on the physics of this section is given in Appendix A. The formal treatment of average magnification in an inhomogeneous Universe is provided by Kibble & Lieu (2005), where the diversity of averages appropriate to different modes of observations and data analysis methods will be calculated and discussed.

5. The standard deviation - convergence fluctuations

Like the two-point correlation function in galaxy count analysis, the first step towards an expression for $`\delta \eta `$ is to let $`n_i`$ be the number of groups with their centers lying within a volume $`\delta V`$ labelled positionally by an index $`i`$. Provided $`\delta V`$ is sufficiently small that there is no appreciable chance for the centers of two groups to be both inside volume $`i`$, then $`n_i=`$ 0 or $`n_i=`$ 1, i.e.

$$n_i^2=n_i$$
(22)
Moreover, because the distribution of groups in space is a Poisson process, and the location of each group does not affect that of another, $`n_i`$ has the following properties concerning its averages:

$$n_i=n\delta V,n_i^2=n\delta V,n_in_j=n_in_j=(n\delta V)^2.$$
(23)
For each volume there is a corresponding contribution to the convergence. If the $`i^{th}`$ cell is occupied, we will have

$$\eta _i=\frac{(x_sx_i)x_i}{2(1+z_i)x_s}\left(\frac{\psi _i}{b_i}+\psi _i^{}\right)$$
(24)
as the fractional change in the angular size of the source due to its light passing by this cell ($`\psi ^{}=d\psi /db`$). The total effect is given by a summation along the light path:

$$\eta =\underset{i}{}n_i\eta _i.$$
(25)
Taking the average, we have

$$\eta =\underset{i}{}n_i\eta _i=\underset{i}{}n\delta V\eta _i.$$
(26)
i.e. one obtains Eq. (15) for $`\eta `$.

Continuing towards the variance, we need the average value of

$$\eta ^2=\left(\underset{i}{}n_i\eta _i\right)^2=\underset{i}{}n_i\eta _i^2+\underset{ij}{}n_in_j\eta _i\eta _j,$$
(27)
which is given, after taking into account Eq. (23), by

$$\eta ^2=\underset{i}{}(n\delta V)\eta _i^2+\underset{ij}{}(n\delta V)^2\eta _i\eta _j.$$
(28)
The variance is now computed in accordance with its definition:

$$(\delta \eta )^2=\eta ^2\eta ^2=\underset{i}{}[n\delta V(n\delta V)^2]\eta _i^2.$$
(29)
where use was made of Eq. (26) and the fact that the $`\eta ^2`$ term cancels unless $`i=j`$. Finally, we note that for small enough $`\delta V`$, $`(n\delta V)^2n\delta V`$ and may be ignored, so that $`(\delta \eta )^2=_in\delta V\eta _i^2`$. If the summation over $`i`$ is cast in integral form, we will have

$$(\delta \eta )^2=\eta ^2n𝑑V=8\pi ^3n_0\sigma ^4\left[\mathrm{ln}\left(\frac{R}{b_{\mathrm{min}}}\right)\frac{8}{\pi ^2}\right]_0^{x_f}𝑑x\left[\frac{(x_sx)x}{x_s}\right]^2,$$
(30)
where in going towards the last expression use was made of Eqs. (10) and (14) with the full deflection angle from Eq. (6).

Note that the standard deviation differs from the mean $`\eta `$ in two distinct ways. First, while $`\eta \mathrm{\Omega }_{\mathrm{groups}}`$, $`(\delta \eta )^2`$ is more complicated, being $`n_o\sigma ^4`$. Thus $`(\delta \eta )^2`$ is much more governed by the specific properties of the type of isothermal spheres in question. Second, unlike $`\eta `$, the integration towards $`(\delta \eta )^2`$ can be performed exactly for all values of $`x_f`$ and $`x_s`$. When this is done, and the variance for groups of various radii and velocity dispersions are summed, the result is

$$(\delta \eta )^2=\frac{8\pi ^3}{3}n_0x_f^3\left(1\frac{3x_f}{2x_s}+\frac{3x_f^2}{5x_s^2}\right)\underset{i,j}{}\left\{p_{ij}\sigma _i^4\left[\mathrm{ln}\left(\frac{R_j}{b_{\mathrm{min}}}\right)\frac{8}{\pi ^2}\right]\right\},$$
(31)
where $`p_{ij}`$ is the probability of finding a group with velocity dispersion $`\sigma _i`$ and radius $`R_j`$.

6. Application to Type 1a Supernovae - a check against numerical simulations

Utilizing the full statistical properties of the 1,168 galaxy groups observed during the ESO survey (Ramella et al 2002, section 1 and Figure 1), the summation in Eq. (31) was found to have the value

$$\underset{i,j}{}\left\{p_{ij}\sigma _i^4\left[\mathrm{ln}\left(\frac{R_j}{b_{min}}\right)\frac{8}{\pi ^2}\right]\right\}=2.90\times 10^{10}$$
(32)
for222At such a small minimum impact parameter the lensing may have become strong, so that readers can legitimately question whether the present calculation, which is based on the assumption of weak lensing, still applies. The answer is yes, and is explained in section 8 and Appendix B $`b_{min}=`$ 10 kpc and under the convention of unit speed of light. The equation, together with Eqs. (2) and (3), permit an evaluation of the quantities $`\eta `$ and $`\delta \eta `$ as given in Eqs. (18) and (30).

We now apply the results to the astrophysical phenomenon of Type 1a supernovae (SN1a), where $`x_f=x_s`$ (see the comment after Eq. (18)), both being $``$ a few Gpc, and Eq. (18) reduces to Eq. (19). At redshifts $`z_f=z_s=`$ 1 and 1.5, the values of ($`\eta ,\delta \eta `$) are respectively (0.031, 0.036) and (0.060,0.055). Note in each case $`\delta \eta `$ is at most $`\eta `$ (the same applies also to the CMB - see below). This means in the context of our paper there is no concern over the probability distribution of $`\eta `$ becoming asymmetric (skewed). In fact the distribution is truncated only at the tail end of the left wing: because from section 4 it was proved that $`\eta `$ exactly equals the demagnification percentage at the voids, a negative excursion of $`\eta `$ from the mean value of $`\eta `$ by one standard deviation $`\eta \delta \eta `$ does not render the source fainter than the rigid lower bound set by the Dyer-Roeder beam.

In fact, our value of $`2\delta \eta `$ 6 % for the brightness fluctuation at $`z=1`$ compares well with that of cosmological N-body simulations by Barber (2000), who obtained 7.8 % (this rather large $`\delta \eta `$ may well be the reason why Barber (2000) found an average amplification of -3.4 % when our analytical calculation gives zero). We also quote, for completeness, another result for $`\delta \eta `$ from an earlier simulation of Wambsganss et al (1997), whose value was 4 %. The fluctuation is nonetheless still marginal for the purpose of testing against SN1a data, wherein the brightness dispersion is at the 0.35 magnitude level (Barris et al 2004, Tonry et al 2003).

7. Application to the CMB - should space be as flat as observed?

Observations of the CMB are much more accurate than those of SN1a, and can be used to conduct a useful test of the standard cosmological model. For the CMB at $`z_s`$ 1000, and assuming that the galaxy groups populate the near Universe (without significant evolution) to $`z=z_f`$ we have, from Eq. (18), $`\eta =`$ 0.099 and 0.157 respectively for $`z_f=`$ 1 and 1.5. Also, from Eqs. (2), (31), and (32), we find that $`\delta \eta =`$ 0.093 at $`z_f=`$ 1 and 0.133 at $`z_f=`$ 1.5.

In the present work we focus on $`\delta \eta `$, the dispersion in the angular size of CMB hot and cold spots. Previous attempts in estimating the extent of this effect involved ray tracing codes (e.g. Pfrommer 2003), concerning which it is not entirely clear what galaxy groups properties were assumed, and how well they correspond to observations. The quantity $`\delta \eta `$ has the meaning of a standard deviation in the angular size of sources positioned along independent sightlines that sample the variation in the spatial location of different sets of groups. The separation $`\alpha `$ between such sightlines is $``$ the angular diameter of a typical group, with present physical radius $``$ 3 Mpc (see Eq.(4)), placed midway (in comoving FRW distance scale) between us and $`z=z_f`$, i.e. $`\alpha `$ 12.4 arcmin for $`z_f=`$ 1, and 9.4 arcmin for $`z_f=`$ 1.5. Hence if a spherical harmonic in the CMB TT power-spectrum has mean angular size $`\theta =\pi /l`$ less than or of order $`\alpha `$, the dispersion in $`\theta `$ will simply be

$$\delta \theta =\theta \delta \eta (\theta \alpha ,\mathrm{coherent}\mathrm{scattering}).$$
(33)
If on the other hand the structure is large, and it contains $`N\theta ^2/\alpha ^2`$ subregions magnified independently by distinct lens combinations, then intuitively

$$\delta \theta =\frac{\theta \delta \eta }{\sqrt{N}}(\theta >\alpha ,\mathrm{incoherent}\mathrm{scattering}),$$
(34)
although Eq. (34) may also be established firmly by a mathematical proof, which is provided in Appendix C. In both cases $`\delta \theta `$ is to be added in quadrature to the intrinsic dispersion in the structure sizes, which are due to density perturbations at decoupling. The dividing line between the two cases, $`\alpha `$ 10 arcmin, is to be compared with the value of 20 arcmin advocated by Bartelmann & Schneider 2001 (BS). In fact, if the essential part of our Eq. (31), viz.

$$(\delta \eta )^2\frac{n_0\sigma ^4L^3}{c^4}$$
(35)
where $`L=x_f`$, is converted into the notation of BS, we will make the substitution $`n_01/R^3`$ (BS assumed $`L/R`$ lenses per distance $`L`$), $`R1/k`$, $`Lw`$, and $`\sigma ^2/c^22\mathrm{\Phi }`$. It will then be clear from Eqs. (33) through (35) that $`\delta \theta `$ is $``$ the deflection angle dispersion $`\sigma (\varphi )`$ of BS for both coherent and incoherent scattering. The key difference, however, is that because for the galaxy groups being considered $`\delta \eta `$ 0.1, some five times higher than the corresponding value in BS, one expects significant broadening of the spherical harmonics. As can be seen in Figure 2, such a behavior is inconsistent with the WMAP data.

An immediate check concerns whether the galaxy group properties we derived from the ESO survey are representative of the truth. There are two aspects open to critique. Firstly, the cutoff radius given in Eq. (4) is determined from the virial mass $`M`$ and the dispersion velocity $`\sigma `$, the former of which (i.e. $`M`$) is only an inferred quantity. It is entirely possible that in reality we have a mean cutoff radius $`\overline{R}`$ 3 Mpc (i.e. the total mass of a typical group is $``$ its virial mass), but the total amount of matter within galaxies and groups constitute an $`\mathrm{\Omega }_{\mathrm{group}}`$ which still satisfies Eq. (3). This would involve a smaller $`M`$ and $`R`$ for each group, but a larger number density of groups than the value of Eq. (2). In fact, from an earlier ESO survey Ramella et al (1999) estimated that if observational selection effects were taken into account $`n_{\mathrm{group}}`$ could reach 4 $`\times `$ 10-3 Mpc-3 (see Figure 6c of Ramella et al 1999, where the number density plotted should be multiplied by $`h^3`$), i.e. an increase from Eq. (2) by a factor of $``$ 25. To remain in compliance with Eqs. (3) and (4), then, the cutoff radius $`\overline{R}`$ (and hence mean angular size $`\alpha `$) of the groups must both decrease by the same factor, to $`\overline{R}`$ 120 kpc. Returning to Eqs. (31) and (32), we see that $`\delta \eta `$ becomes somewhat higher, but the real difference comes from the $`\sqrt{N}`$ reduction factor for incoherent scattering at a given CMB spot size, Eq. (34), which is now 25 times more severe. As a result of these modifications, the net broadening effect on the primary acoustic peaks is kept drastically in check - the theoretical TT power spectrum is no longer distinguishable from that of the standard model (the solid line of Figure 2).

The second way of resolving the observational conflict is to question the legitimacy in our assumption that all the observed groups are virialized systems with the density profile of an isothermal sphere. Strictly speaking, the only relatively secure candidates are those 61 X-ray emitting groups in the ESO survey (Ramella et al 2002), for reasons already explained in section 1. Since these objects constitute $``$ 5 % of the total sample, it could be argued that the actual value of $`\delta \eta `$ should involve a reduced number density, $`n_00.05n_0`$, in which case $`\delta \eta `$ would become $``$ 2 %, and one recovers the minimal distortion advocated by BS, with a resulting TT power spectrum that differs negligibly from the solid line of Figure 2. With this reduction of $`\delta \eta `$, however, the SN1a brightness dispersion estimate becomes 0.016, closer now to the result of Wambsganss et al (1997) than Barber (2000). One question worthy of consideration is, even if most of the groups are not isothermal spheres, they should still possess some intra-group gravitational potential, so that the present undertaking of ignoring altogether their influence on light may not be justified. Effectively the problem is resolved under this scenario by assuming that groups are nothing more than a collection of individual galaxies which act as a large number of tiny incoherent lenses, thereby minimizing the size dispersion of large light sources.

8. Generalization of sections 3 – 5 to clumps of arbitrary internal density profiles

The development of sections 3 – 5 may readily be extended to the case of mass clumps with an arbitrary internal density distribution, with the deflection angle $`\psi (b)`$ of Eq. (6) having the general form

$$\psi (b)=2_{\mathrm{}}^{\mathrm{}}\frac{Gm(r)b}{r^3}𝑑x=4_0^{\pi /2}\frac{Gm(r)}{b}\mathrm{cos}\alpha 𝑑\alpha ,$$
(36)
where $`r=\sqrt{x^2+b^2}=b\mathrm{sec}\alpha `$, and the mass $`m(r)`$ within radius $`r`$ can be an arbitrary function of $`r`$. In terms of the density $`\rho (r)`$ at $`r`$, where

$$\frac{dm(r)}{dr}=4\pi r^2\rho (r),$$
(37)
the fractional weak lensing angular magnification reads

$$\eta =\frac{2Gx_l(x_sx_l)}{(1+z_l)x_s}_b^{\mathrm{}}\frac{4\pi r\rho (r)dr}{\sqrt{r^2b^2}}.$$
(38)
By integrating over the probability element for randomly located clumps, $`dP=ndV`$ of Eq. (14), and taking account of the fact that

$$_0^{\mathrm{}}b𝑑b_b^{\mathrm{}}\frac{4\pi r\rho (r)dr}{\sqrt{r^2b^2}}=M,$$
(39)
the total mass of each clump, one again arrives at Eq. (18) for the average value of $`\eta `$. Thus the conclusion in section 4 of zero net magnification relative to that in a homogeneous Universe of the same mean density is valid for lensing clumps with any profile $`\rho (r)`$, and is not contingent upon the state of inhomogeneity of the Universe. Moreover, in Appendix B we shall prove that, as long as the meaning of the average is appropriately defined, both this conclusion and Eq. (18) for $`\eta `$ remain unchanged even when the light rays are allowed to pass through clumps at sufficiently small impact parameters where strong lensing effects must also be included.

In fact, the most general treatment of the problem is to be found in Kibble & Lieu (2005), who showed using a more powerful (vierbein) formalism that even under a broader range of circumstances than those enumerated above (a) the Universe may still be regarded as homogeneous concerning the mean properties of its propagating light, and (b) Eq. (18) is the correct expression for $`\eta `$. One advantage of Kibble & Lieu (2005) lies in its utilization of the expansion $`\theta `$ of a small ray bundle, which is an additive quantity irrespective of the strength of the lensing.

Since the averaging procedure $`\eta =\eta 𝑑P`$ is applicable to the full range of $`b`$, large and small, it follows from the derivation of section 5 that the same statement may be made about the convergence fluctuation, viz. it too is always given by the expression $`(\delta \eta )^2=\eta ^2𝑑P=\eta ^2n𝑑V`$. Thus, from Eqs. (38) and (14) we deduce that

$$(\delta \eta )^2=\eta ^2n𝑑V=8\pi n_0G^2_0^{x_f}𝑑x_l\left[\frac{(x_sx_l)x_l}{x_s}\right]^2_0^{\mathrm{}}b𝑑b\left[_b^{\mathrm{}}\frac{4\pi r\rho (r)dr}{\sqrt{r^2b^2}}\right]^2,$$
(40)
for spherical clumps having any $`\rho (r)`$.

9. NFW profiles

With the availability of Eq. (40) the way is paved for investigating convergence fluctuation due to the intra-group matter distribution having a profile $`\rho (r)`$ which differs from the isothermal sphere. In particular, attention is devoted to the increasingly employed Navarro-Frenk-White or, NFW, model (Dubinski & Carlberg 1991; Navarro et al 1995, 1996, 1997), which involves a function of the form

$$\rho (r)=\frac{\delta _c\rho _cr_s^3}{r(r+r_s)^2}$$
(41)
between $`r=0`$ and $`r=R`$, where $`\delta _c`$ and $`r_s`$ are respectively known as the overdensity factor and scale radius, $`\rho _c`$ is as given in Eq. (17), and $`R`$ is the virial radius, related to the r.m.s dispersion velocity $`\sigma `$ by

$$R=\frac{\sqrt{3}}{10}\frac{\sigma }{H_0E(z)},$$
(42)
with $`E(z)`$ as in equation (12) and $`\sigma `$ as a velocity measured in the frame of the cluster, i.e. $`\sigma (1+z)`$. For $`z`$ 1.5, $`(1+z)/E(z)`$ is a constant. Hence $`R`$ may also be regarded as constant, apart from intrinsic evolution effects which we already argued is without the support of evidence in the case of groups. Moreover, the scale radius $`r_s`$ is $``$ 26 % of the virial radius, or

$$\frac{R}{r_s}=3.846=c$$
(43)
(see Carlberg et al 1997), and the overdensity $`\delta _c`$ depends on the ratio $`c`$ via the equation

$$\delta _c=\frac{200}{3}\frac{c^3}{\mathrm{ln}(1+c)\frac{c}{1+c}}.$$
(44)
Since we are considering the lensing effects of nearby groups, the modification to $`R`$ by the function $`E(z)`$ is ignored.

From Eqs. (40) and (41) one arrives at

$$(\delta \eta )^2=\frac{64\pi ^3n_0x_f^3}{3}\left[\left(\frac{GM_0}{b_{\mathrm{min}}}\right)^22\left(\frac{GM_0}{R}\right)^2\mathrm{ln}\left(\frac{R}{b_{\mathrm{min}}}\right)\right]\left(1\frac{3x_f}{2x_s}+\frac{3x_f^2}{5x_s^2}\right),$$
(45)
valid for any $`b_{\mathrm{min}}`$ except $`b_{\mathrm{min}}r_s`$, where the quantity $`M_0`$ is given by

$$M_0=\delta _c\rho _cr_s^3.$$
(46)
For galaxy groups with $`\sigma `$ 270 km s-1 we obtain, from Eqs. (42) to (44), the following NFW model parameters: $`R=`$ 668 kpc, $`r_s=`$ 174 kpc, and $`\delta _c=`$ 4.83 $`\times `$ 104. Substituting these values into Eq. (45), we computed $`\delta \eta `$ assuming a group density $`n_0`$ such that $`n_0M=\mathrm{\Omega }_\mathrm{g}`$, where $`M`$ is the total mass within the virial radius $`R`$, and $`\mathrm{\Omega }_\mathrm{g}`$ is still given by Eq. (3). This involved assigning $`n_0`$ a value $``$ three times higher than that of Eq. (2). Moreover, by setting333We conservatively avoid setting $`b_{\mathrm{min}}`$ too low, because the performance of NFW profiles in the very inner parts of galaxy groups and clusters is controversial. $`b_{\mathrm{min}}`$ 100 kpc, we then find that $`\delta \eta `$ is about 1.5 times higher than its corresponding value as determined by Eqs. (2), (31) and (32) for isothermal sphere density profiles, when the same distances $`x_f`$ and $`x_s`$ apply to both cases. Thus one can safely declare that the conclusions of sections 6 and 7 also hold for NFW density profiles.

10. The absence of convergence fluctuation in the CMB due to clusters of galaxies

With all the physical and mathematical prerequisites in place, we are ready for the clincher test, which utilizes clusters of galaxies - extensively observed systems with well determined properties - as gravitational lenses. Nearby clusters have a number density at the present epoch (Bahcall 1988) of

$$n_010^5h^3\mathrm{Mpc}^3$$
(47)
at $`h=0.71`$, and a mean velocity dispersion in the cluster frame of (Struble & Rood 1991) of

$$\sigma 1000(1+z)\mathrm{km}\mathrm{s}^1.$$
(48)
The latter corresponds, by the low $`z`$ version of Eq. (42), to a mean virial radius of

$$R2.12\mathrm{Mpc},$$
(49)
and hence a mean virial mass in the range

$$M=\frac{800\pi }{3}\rho _cR^31.12\times 10^{15}M_{}.$$
(50)
Moreover, there is ample evidence that clusters do not evolve significantly put to $`z_f`$ 1 (Hashimoto et al 2002, 2004; Maughan et al 2003; Younger, Bahcall, & Bode 2005), so that once again for our present purposes $`n_0`$ and $`R`$ may be treated as constants.

Combining equations (40) through (44) with equations (47) and (49), followed by a numerical integration of equation (40) with $`b_{\mathrm{min}}=`$ 100 kpc, $`x_s`$ 14.02 Gpc to the CMB, and $`x_f`$ 4.41 Gpc to the farthest lens (set at $`z_f=`$ 1.5), one obtains $`\delta \eta `$ 10 %. Given that nearby clusters have comparable angular sizes as the galaxy groups (both having $`R`$ 2 – 3 Mpc), i.e. the effect of incoherent lensing is already calculated in section 7, the implication of this result on the TT primary acoustic peaks is again an expected smearing of the gaussians as depicted in Fig. 2 (ignoring a slight skewness in the convolution), which is contradicted by observations.

Alternatively one could return to the isothermal sphere model, with $`\rho (r)=M/(4\pi r^2R)`$ cutting off at $`r=R`$, and the values of $`R`$ and $`M`$ as given by equations (49) and (50). Then, with the same source-lens distances as in the case of the NFW profile, equation (40) gives also $`\delta \eta `$ 10 % at $`b_{\mathrm{min}}=`$ 100 kpc after a numerical integration, i.e. our conclusion of a conflict between prediction and reality remains.

11 Summary and conclusion

The all-sky convergence fluctuation of light by galaxy groups, with properties inferred from an extensive survey of groups, is computed. When applied to Type 1a supernovae brightness - a situation where the effects are generally hard to measure \- the results were found to be in broad agreement with the predictions of earlier authors. When considering the CMB, the consequence of a sizable dispersion in the angular diameter of the temperature fluctuations is more serious, because it does not correspond to the observational reality represented by the latest WMAP data.

There are at least two ways of overcoming the difficulty, both of which point to the possibility that in reality galaxy groups have by far not yet developed to their virial masses and virialized potential. The first one advocates the existence of many more groups than the directly detected ones upon which the analysis in this paper was based. The total number density remains in accordance with the published correction for selection effects (Ramella et al 1999), but the mean mass per group is substantially reduced. The outcome is a great deal more incoherence in the lensing of the primary acoustic peak structures, and any additional dispersion in a spherical harmonic $`\mathrm{}`$ becomes unobservable. In the second resolution we questioned the actual fraction of the groups within the ESO survey sample which have fully formed isothermal sphere or NFW profiles. If this is estimated by counting only the X-ray emitting groups, the number of such groups is so small that their effect on the CMB will again be beneath the margin of detectability.

Finally, our predicted all-sky variation in the size of the CMB acoustic peaks based upon the lensing effect of clusters of galaxies was compared with WMAP data. This raises the much more serious question on why convergence fluctuations in the size of the second CMB acoustic peak due to clusters are absent. The ‘escape route’ arguments of the previous paragraph, which may have worked in the case of galaxy groups, are no longer so compelling in the present context, simply because rich clusters are very well studied systems. Nevertheless, one could still contemplate a less profound consequence, viz. perhaps the NFW and isothermal sphere profiles are not a good description of clusters after all. Given, however, that the range of impact parameters we used to derive the value of $`\delta \eta `$ is optimal for the performance of the profiles, this does not seem to be a sensible way out. We therefore end with the startling conclusion that the large scale curvature of space may not entirely be an initial value problem related to inflation. The absence of gravitational lensing of the CMB point to the possibility that even effects on light caused by wrinkles in the space of the late (nearby) Universe have been compensated for, beyond some distance scale, by a mechanism which maintains a flat geometry over such scales.

Authors are indebted to T.W.B. Kibble for his independent re-deriving and cross-checking of the mathematical formulae in the paper.

Appendix A - Heuristic model to illustrate the coupling between the influence of clumps and voids on light propagation

We provide a simple way of gaining an insight into why the geometry of space as revealed by light is, to the lowest order of approximation, independent of the state of inhomogeneity of the incipient matter. For the purpose it is only necessary to use non-expanding Euclidean space as starting point, i.e. let space be uniformly flat and empty, so that the propagation of light is governed by null geodesics in a Minkowski background metric. Clumps may be introduced without changing the average properties, by placing at random locations spheres of total mass $`M`$ and internal density profiles $`\rho (r)`$ extending to a radius $`R`$, with the matter for each sphere being drawn evenly from a concentric cavity of radius $`R_1R`$. The picture is then rather akin to the ‘swiss cheese’ model. Rays passing at impact parameters $`b>R_1`$ behave as if the relevant clump does not exist. At $`R<bR_1`$ a ray is deflected inwards by the angle $`\psi _0=4GM/b`$ because of the clump, and outwards by the angle

$$\psi _1=\frac{4GM}{b}\left[1\frac{(R_1^2b^2)^{\frac{3}{2}}}{R_1^3}\right]$$
$`(A1)`$
because of negative mass distribution in the void. The net inward deflection $`\psi =\psi _0\psi _1`$ is then given by

$$\psi =\frac{4GM}{R_1^3b}(R_1^2b^2)^{\frac{3}{2}}\mathrm{for}R<bR_1,$$
$`(A2)`$
which vanishes at $`b=R_1`$, thereby satisfying the continuity requirement. Lastly, at $`bR`$ the clump itself deflects rays inwards according to Eq. (36). With the void included, we have

$$\psi =\frac{4G}{b}_0^{\pi /2}m(r)\mathrm{cos}\alpha 𝑑\alpha \frac{4GM}{b}\left[1\left(1\frac{b^2}{R_1^2}\right)^{\frac{3}{2}}\right],$$
$`(A3)`$
where $`r=b\mathrm{sec}\alpha `$ and $`m(r)`$ is the mass within radius $`r`$ ($`m(R)=M`$). Again, the two values of $`\psi `$ at the $`b=R`$ boundary match.

Next, let the source be at an infinite distance away, and the clump-void system be centered at distance $`x`$ from the observer. The angular magnification formula of Eq. (10) reduces, in the present context, to

$$\eta =\frac{x}{2}\left(\frac{\psi }{b}+\frac{d\psi }{db}\right)$$
$`(A4)`$
Note that when light transits the void region (i.e. $`R<bR_1`$) there is demagnification - this is the Dyer-Roeder effect. The average weak lensing magnification is obtained by integrating $`\eta `$ w.r.t. the probability element appropriate to a random distribution of clump-void systems of density $`n_0`$, viz. $`dP=2\pi n_0bdbdx`$. If the clumpy region spans the range $`x=0`$ and $`x=L`$,

$$\eta =4\pi Gn_0_0^Lx𝑑x\left[_0^{\mathrm{}}b𝑑b_b^{\mathrm{}}\frac{4\pi r\rho (r)dr}{\sqrt{r^2b^2}}\frac{3M}{R_1^2}_0^{R_1}\left(1\frac{b^2}{R_1^2}\right)^{\frac{1}{2}}b𝑑b\right]=0,$$
$`(A5)`$
where Eq. (39) was used to calculate the first term in the square parentheses. Thus, as long as the light signals pass through a sufficient number of clumps and voids, the average source size does not deviate from the Euclidean benchmark.

Appendix B - on how to average the magnification if strong lensing is included

To establish the correct averaging procedure it is only necessary to consider one foreground clump, placed at the center of the field of a large, circular, and uniformly illuminated background source. Take a small annulus of emission, the undeflected and actual light paths connecting it and the observer pass by the clump at impact parameter $`b_0`$ and $`b`$ respectively. In the weak lensing limit, it is unnecessary to distinguish $`b`$ from $`b_0`$. In the absence of the lens, the solid angle subtended by the annulus at the observer is

$$d\stackrel{~}{\omega }=(1+z_l)^2\frac{2\pi bdb}{x_l^2}.$$

In the presence of the lens $`d\stackrel{~}{\omega }`$ is increased by the amount $`4\pi (1+z_l)^2\eta bdb/x_l^2`$ where, according to section 8, $`\eta `$ is given by

$$\eta =\frac{L}{2}\left(\frac{\psi }{b}+\frac{d\psi }{db}\right)=2GL_b^{\mathrm{}}\frac{4\pi r\rho (r)dr}{\sqrt{r^2b^2}},$$
$`(B1)`$
with $`L=x_l(x_sx_l)/[(1+z_l)x_s]`$.

If the unlensed source occupies (in projection on the lensing plane) a circular area of physical radius $`B_0`$ as measured at $`z=z_l`$, the average percentage magnification of its observed solid angle may be expressed as

$$\frac{\delta \stackrel{~}{\omega }}{\stackrel{~}{\omega }}=\frac{1}{\pi B_0^2}\times 8\pi GL_0^{\mathrm{}}b𝑑b_b^{\mathrm{}}\frac{4\pi r\rho (r)dr}{\sqrt{r^2b^2}}=\frac{8GML}{B_0^2}=2\eta ,$$
$`(B2)`$
where in the second last equality used was made of Eq. (39), and in the last equality the average of $`\eta `$ is defined as

$$\eta =\frac{_0^B2\pi \eta b𝑑b}{_0^B2\pi b𝑑b},$$
$`(B3)`$
and matches Eqs. (14) and (15) of the main text with $`1/2\pi b𝑑b`$ replacing $`n(z)\delta x_l/(1+z_l)`$, since in this Appendix the number of clumps within a comoving slice at distances $`x_lx_l+\delta x_l`$ is exactly one. Note that from Eq. (B2) the percentage magnification depends only on the mass of the enclosed clump - it is not affected by the details of the clump’s internal density profile. This is reasonable, because all forms of lensing conserve surface brightness (i.e. no overlap of emission regions in the image possible) the extra solid angle the magnified image claims is simply given by the amount of outward deflection of the ‘boundary rays’ of the source - a process which relates only to the clump mass - because such rays are too far away from the clump to be mindful of its inner structure.

On the other hand, we know that the above consideration is limited to the regime of weak lensing, so the question is whether inclusion of strong lensing modification of the integrand in Eq. (B1), which is inevitable as one reaches the bottom end of the integration, would lead to new terms carrying extra parameter dependence to jeopardize our hitherto consistent result.

To see why the answer is no, we must now extend the treatment to accomodate the possibility of strong lensing, i.e. the relationship $`b_0b`$ is no longer rigorous enough. Rather, it has to be expressed more precisely as

$$b_0=bL\psi (b).$$
$`(B4)`$
We may define the reciprocal magnification of the annulus area by the formula

$$J=\frac{1}{\mu }=\frac{b_0db_0}{bdb}$$
$`(B5)`$
We see that while the average direct area magnification $`\mu `$

$$\mu =\frac{_0^B2\pi \mu b𝑑b}{_0^B2\pi b𝑑b},$$
$`(B6)`$
with asymptotic boundary parameters related by

$$B_0=BL\psi (B)=B\frac{4GML}{B},$$
$`(B7)`$
is divergent because at sufficient low $`b`$ one encounters the caustic $`J=0`$ which is clearly not a weak lensing phenomenon, the average of $`J=1/\mu `$ is free from infinity problems. Thus our undertaking to evaluate the average reciprocal magnification is not motivated by the need to obtain the ‘desired’ outcome, but to obtain a meaningful outcome. Explicitly

$$J=\frac{1}{\mu }=\frac{_0^B2\pi Jb𝑑b}{_0^B2\pi b𝑑b}=\frac{B_0^2}{B^2},$$
$`(B8)`$
where in reaching the last expression use was made of the fact that $`J`$ is the Jacobian of transformation from $`bdb`$ to $`b_0db_0`$. Note also from Eqs. (B3), (B6), and (B8) that the calculation of all the averages are consistent.

The average percentage magnification of the image area, including the effect of strong lensing of the central rays, is now equal to $`J^11=(B^2B_0^2)/B_0^2`$. By Eq. (B7), this is just $`8GML/B_0^2`$, in agreement with Eq. (B2). We succeeded in proving that the formula for $`\eta `$ in Eq. (B3), which as explained in the material immediately following this equation reflects exactly the same averaging procedure adopted in the main text of the entire paper, is appropriate to the full regime of weak and strong lensing. Therefore, the statistical cancellation between lensing magnification and the Dyer-Roeder beam, sections 4 and 8, is a robust conclusion not contingent upon the strength of the lensing. Our Eq. (40) for the variance $`(\delta \eta )^2`$ is, for this reason, also valid at arbitrarily low impact parameters.

Those interested in ‘seeing beyond the mathematics’ to actually understand how the numerator integral for $`J`$ in Eq. (B8) yields $`\pi B_0^2`$ despite the presence of multiple images in strong lensing should consider in detail how the integration is carried out in $`b_0`$ space Specifically, in Eq. (B4) $`b_0`$ does not change monotonically with $`b`$. As the latter decreases there comes a place, say $`b=b_1`$, at which the corresponding $`b_0=b_{10}=0`$. After this, initially for $`b<b_1`$, $`b_0`$ turns negative. For any non-singular central density function $`\rho (r)`$, however, $`\psi (b)0`$ as $`b0`$, so when $`b`$ decreases further from $`b=b_1`$ towards $`b=0`$ a point $`b=b_2`$ will come at which $`b_0`$ reaches a minimum of $`b_0=b_{20}`$, thereafter increasing again towards $`b_0=0`$. Obviously $`J=0`$ at both $`b=b_1`$ and $`b=b_2`$. Within the strong lensing regime, then, there are in general three images of any given source pixel, as is well known. The first one corresponds to $`b>b_1`$, and is on the same side of the center (on-axis position) as the source pixel. The second and third images correspond to $`b_2<b<b_1`$ and $`0<b<b_2`$ respectively, and lie on the opposite side. For the first and third image, $`J>0`$; for the second, $`J<0`$. The $`J`$-integral may therefore be separated into three, viz.

$$_0^B2\pi Jb𝑑b=_{b_1}^B2\pi Jb𝑑b+_{b_2}^{b_1}2\pi Jb𝑑b+_0^{b_2}2\pi Jb𝑑b.$$
$`(B9)`$
Changing variable to $`y=|b_0|`$and applying Eq. (B5), one may see how the integration takes place in $`b_0`$ space, with the sign of $`J`$ for the three images assuming particular importance:

$$_0^B2\pi Jb𝑑b=_0^{B_0}2\pi y𝑑y_0^{|b_{20}|}2\pi y𝑑y+_0^{|b_{20}|}2\pi y𝑑y=\pi B_0^2,$$
$`(B10)`$
in agreement with Eq. (B8).

Appendix C: On the convergence fluctuation of a large source

Like the problem in Appendix B, the necessary theorem here may be established by considering only one slice of redshift. Within this slice let us introduce transverse coordinates $`\stackrel{}{y}`$ and suppose that for one clump at $`\stackrel{}{y}_1`$ the value of $`\eta `$ for a small bundle of light rays at $`\stackrel{}{y}`$ is given by $`\eta (\stackrel{}{y})=f(\stackrel{}{y}\stackrel{}{y}_1)`$. If the number of clumps per unit area is $`𝚗`$, the average of $`\eta `$ will be

$$\overline{\eta }(\stackrel{}{y})=𝚗f(\stackrel{}{y}\stackrel{}{y}_1)d^2\stackrel{}{y}_1.$$
$`(C1)`$
If the averaging is performed over a sufficiently large area $`\overline{\eta }(\stackrel{}{y})=\eta `$ should become independent of $`\stackrel{}{y}`$. Moreover, the equation

$$(\delta \eta )^2=𝚗f^2(\stackrel{}{y})d^2\stackrel{}{y}.$$
$`(C2)`$
gives, by section 5, the variance in $`\eta `$.

It’s also useful to define the correlation function $`\xi (\stackrel{}{y})`$ via

$$(\delta \eta )^2\xi (\stackrel{}{y})=𝚗f(\stackrel{}{y}^{})f(\stackrel{}{y}+\stackrel{}{y}^{})d^2\stackrel{}{y}^{}.$$
$`(C3)`$
Clearly, $`\xi (\stackrel{}{0})=1`$, and $`\xi (\stackrel{}{y})`$ falls off with $`y`$ on a scale characteristic of the size of a clump. We can therefore write

$$A_1=\xi (\stackrel{}{y})d^2\stackrel{}{y}.$$
$`(C4)`$
as definition of the area $`A_1`$ of a clump.

To calculate the mean and variance in the magnification of a background source of projected area $`A`$ at the lensing plane, let us first consider the effect of all the clumps in a really large area $`SA`$. The probability that within $`S`$ there are exactly $`𝒩`$ clumps at the positions $`\stackrel{}{y}_1,\mathrm{},\stackrel{}{y}_𝒩`$, say, within small areas $`d^2\stackrel{}{y}_1,\mathrm{},d^2\stackrel{}{y}_𝒩`$, is given by the Poisson distribution

$$d^{2𝒩}P=e^{𝚗S}𝚗^𝒩\underset{j=1}{\overset{𝒩}{}}d^2\stackrel{}{y}_j.$$
$`(C5)`$
The total increase in the area of $`A`$ due to lensing by these clumps is $`2\eta _AA`$ where

$$\eta _AA=_Ad^2\stackrel{}{y}\underset{j=1}{\overset{𝒩}{}}f(\stackrel{}{y}\stackrel{}{y}_j).$$
$`(C6)`$
To find the average, we integrate (C6) over the measure (C5), and sum over $`𝒩`$. The result is

$$\eta _AA=_Ad^2\stackrel{}{y}e^{𝚗S}\underset{𝒩=1}{\overset{\mathrm{}}{}}\frac{𝚗^𝒩}{𝒩!}_Sd^2\stackrel{}{y}_1\mathrm{}d^2\stackrel{}{y}_𝒩\underset{j=1}{\overset{𝒩}{}}f(\stackrel{}{y}\stackrel{}{y}_j).$$
$`(C7)`$
Note that the $`𝒩!`$ factor is needed to compensate for multiple counting of permutations of the clumps. Also, as already explained in Appendix B, this averaging procedure has correctly taken into account strong lensing effects as well. Thus we obtain

$$\overline{\eta }_A=e^{𝚗S}\underset{𝒩=1}{\overset{\mathrm{}}{}}\frac{𝚗^{𝒩1}}{(𝒩1)!}S^{𝒩1}\eta \left[\frac{1}{A}_Ad^2\stackrel{}{y}\right]=\eta ,$$
$`(C8)`$
where in reaching Eq. (C8) we observe that each $`_Sd^2\stackrel{}{x}_i`$ term in the summation over $`j`$ in Eq. (C7) gives the same contribution: one of the integrals over $`\stackrel{}{x}_i`$ yields, by Eq. (C1), $`\eta /𝚗`$, and the others altogether yield $`S^{𝒩1}`$.

Concerning the average of $`\eta _A^2`$, we now have to take the square of Eq. (C7) and integrate over the measure of Eq. (C6), i.e.

$$\eta _A^2A^2=_Ad^2\stackrel{}{y}_Ad^2\stackrel{}{y}^{}e^{𝚗S}\underset{𝒩=1}{\overset{\mathrm{}}{}}\frac{𝚗^𝒩}{𝒩!}_Sd^2\stackrel{}{y}_1\mathrm{}d^2\stackrel{}{y}_𝒩\underset{j,k=1}{\overset{𝒩}{}}f(\stackrel{}{y}\stackrel{}{y}_j)f(\stackrel{}{y}^{}\stackrel{}{y}_k).$$
$`(C9)`$
In Eq. (C9) it is necessary to separate the terms with $`j=k`$ from the others. All terms with with $`jk`$ are equal, totalling

$$e^{𝚗S}\underset{𝒩=2}{\overset{\mathrm{}}{}}\frac{𝚗^{𝒩2}}{(𝒩2)!}S^{𝒩2}\eta ^2_Ad^2\stackrel{}{y}_Ad^2\stackrel{}{y}^{}=\eta ^2A^2,$$
$`(C10)`$
i.e. these terms add up to the very quantity that needs to be subtracted from $`\eta _A^2A^2`$ to obtain the variance. The variance is then simply given by the sum total of all the $`j=k`$ terms. We arrive at

$$(\delta \eta _A)^2A^2=e^{𝚗S}\underset{N=1}{\overset{\mathrm{}}{}}\frac{𝚗^{𝒩1}}{(𝒩1)!}S^{𝒩1}_Ad^2\stackrel{}{y}_Ad^2\stackrel{}{y}^{}_Sd^2\stackrel{}{y}_1𝚗f(\stackrel{}{y}\stackrel{}{y}_1)f(\stackrel{}{y}^{}\stackrel{}{y}_1).$$
$`(C11)`$
By Eq. (C3) we have, finally,

$$(\delta \eta _A)^2A^2=(\delta \eta )^2_Ad^2\stackrel{}{y}_Ad^2\stackrel{}{y}^{}\xi (\stackrel{}{y}^{}\stackrel{}{y}).$$
$`(C12)`$
Defining $`N=A/A_1`$ as the ratio of the source area to the clump area, then, so long as $`N`$ is large (i.e. away from the $`N1`$ regime) $`\stackrel{}{y}`$ will not be too near the boundary, and the integral over $`\stackrel{}{y}^{}`$ will give $`A_1`$, while the remaining integral over $`\stackrel{}{y}`$ is $`=A`$. Thus, apart from small (boundary-effect) corrections,

$$(\delta \eta _A)^2=(\delta \eta )^2\frac{A_1}{A}=\frac{(\delta \eta )^2}{N}.$$
$`(C13)`$
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Note added in Proof (dated 14th June, 2005): We are now aware of the paper by Scranton et al (ApJ in press, astro-ph/0504510), which reported the first secure detection of magnification dispersion, or convergence fluctuation, among a large sample of distant quasars. This provides the necessary observational evidence that the effect discussed in our present work is real, and further elevates the profile of the question on why the CMB exhibits no sign of having been lensed.


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# Non-radial instability of stalled accretion shocks: advective-acoustic cycle

## 1 Introduction

Shocked accretion onto the surface of a compact star is known to be unstable in the context of magnetized white dwarfs, leading to shock oscillations (from Langer, Chanmugam & Shaviv 1981, hereafter LCS81, to Saxton & Wu 2001). Houck & Chevalier (1992, hereafter HC92) made a linear stability analysis of shocked accretion onto a neutron star, and found an instability reminiscent of the instability found by LCS81. HC92 showed specific cases where the cooling occurs mostly in a thin layer at the surface of the neutron star, while the flow is essentially adiabatic above it. The mechanism of the instability was described by LCS81 and subsequent authors as a kind of thermal instability: if the shock surface is moving outwards, the higher incident velocity in the frame of the shock produces a higher temperature blob, which pushes the shock further out if the increased cooling time exceeds the increased advection time. This cycle, however, resembles the unstable adiabatic cycle described by Foglizzo & Tagger (2000, hereafter FT00), and Foglizzo (2001, 2002, hereafter F01,F02) in the context of shocked spherical accretion onto a black hole. In this case the acoustic feedback is purely adiabatic and is due to the advection of vortical/entropic perturbations from the shock to the accretor. A similar coupling must also take place if the accretor is a neutron star. Is the instability found by HC92 due to a cooling process, in the spirit of LCS81, or is there a significant contribution of the adiabatic coupling between vortical/entropic and acoustic perturbations ? The recent work of Blondin, Mezzacappa & DeMarino (2003, hereafter BMD03) seems to support this second hypothesis. However, is the acoustic feedback identified by BMD03 linear or due to turbulence ? Understanding the physical mechanism underlying this instability could prove useful in order to evaluate its role when realistic non-adiabatic processes are taken into account.

## 2 The perturbed adiabatic flow viewed as a forced oscillator

In order to distinguish between adiabatic processes and non adiabatic ones, the flow structure between the shock $`r_{\mathrm{sh}}`$ and the surface of the nascent neutron star $`r_{}`$ is schematized as an adiabatic flow above a cooling layer $`r_{\mathrm{cool}}`$. The present study focuses on the stability of the adiabatic part of the flow $`r_{\mathrm{cool}}<r<r_{\mathrm{sh}}`$. The entropy and vorticity equations can be integrated explicitly as in F01. The Rankine-Hugoniot conditions at the shock impose that entropy and vorticity perturbations $`\delta S,\delta w`$ are simply related through:

$`(\delta w_r,\delta w_\theta ,\delta w_\phi )=(0,{\displaystyle \frac{c^2}{\gamma rv\mathrm{sin}\theta }}{\displaystyle \frac{\delta S}{\phi }},{\displaystyle \frac{c^2}{\gamma rv}}{\displaystyle \frac{\delta S}{\theta }}).`$ (1)
The differential system satisfied by perturbations is the same as in F01 (Eqs. (B18-B19)), only the functions $`,v,c`$ describing the stationary flow are different. Pressure perturbations satisfy a differential equation with a source term due to entropy/vorticity perturbations (Eq. (4) of F01) :

$`\left\{{\displaystyle \frac{^2}{r^2}}+a_1{\displaystyle \frac{}{r}}+a_0\right\}{\displaystyle \frac{\delta p}{p}}={\displaystyle \frac{\mathrm{\Delta }}{v^2(1^2)}}{\displaystyle \frac{\delta p_S}{p}}.`$ (2)
The source term $`\delta p_S`$ is:

$`{\displaystyle \frac{\delta p_S}{p}}`$ $``$ $`{\displaystyle \frac{1}{c^2}}{\displaystyle \frac{v}{i\omega }}{\displaystyle \frac{}{r}}\left\{\left(1{\displaystyle \frac{2v}{i\omega }}{\displaystyle \frac{\mathrm{log}}{r}}\right){\displaystyle \frac{\omega ^2c^2}{\mathrm{\Delta }}}\right\}\delta S,`$ (3)
$`\mathrm{\Delta }`$ $``$ $`\omega ^2+l(l+1){\displaystyle \frac{v^2}{r^2}}+2i\omega {\displaystyle \frac{v}{r}},.`$ (4)
Eq. (3) thus describes the local production of pressure perturbations due to advection of entropy and vorticity perturbations in a inhomogeneous flow. It characterizes the ”excitator”, whereas the left hand side of Eq. (2) characterizes the ”oscillator”. According to Eq. (3), the local strength of the excitator depends on the value of the ratio $`\omega r/v`$.

$`{\displaystyle \frac{\mathrm{\Delta }}{v^2}}\left({\displaystyle \frac{\delta p_S}{p}}\right)_{\frac{\omega r}{v}1}`$ $``$ $`{\displaystyle \frac{1}{r^2}}{\displaystyle \frac{i\omega r}{v}}{\displaystyle \frac{\mathrm{log}c^2}{\mathrm{log}r}}\delta S,`$ (5)
$`{\displaystyle \frac{\mathrm{\Delta }}{v^2}}\left({\displaystyle \frac{\delta p_S}{p}}\right)_{\frac{\omega r}{v}1}`$ $``$ $`{\displaystyle \frac{2}{r^2}}{\displaystyle \frac{\mathrm{log}c^2}{\mathrm{log}r}}{\displaystyle \frac{\mathrm{log}}{\mathrm{log}r}}\delta S\mathrm{if}l=0,`$ (6)
$``$ $`{\displaystyle \frac{2}{r^2}}{\displaystyle \frac{\mathrm{log}}{\mathrm{log}r}}{\displaystyle \frac{\mathrm{log}}{\mathrm{log}r}}\left({\displaystyle \frac{v}{c^2r}}\right)\delta S\mathrm{if}l1.`$ (7)
In view of Eqs. (5) to (7) and the advective-acoustic cycles described in F01, F02, two physical processes couple advected perturbations to the acoustic field:

(i) The gradient of temperature characteristic of the entropic-acoustic cycle is essential for spherical perturbations $`l=0`$ (Eq. (6) and FT00) and high frequency perturbations (Eq. (5) and F01).

(ii) Even in a isothermal flow (i.e. $`c^2/r=0`$), non radial perturbations can excite acoustic waves in a vortical-acoustic cycle at low frequency (Eq. (7) and F02).
The simple estimate in Eqs. (5) to (7) shows that the strength of the excitator is comparable for radial and non radial perturbations, and that its amplitude is highest near the lower boundary.
An efficient coupling between the excitator and the oscillator requires not only a strong amplitude of the excitator, but also a good matching of their spatial lengthscales. The wavelength of the excitator ($`2\pi v/\omega `$) is approximately a factor $``$ smaller than the wavelength of the oscillator ($`2\pi (c\pm v)/\omega `$). This contrasts with the simpler case of black hole accretion, in which case the excitator and oscillator have comparable wavelengths near the sonic radius ($`1`$). The numerous oscillations of the excitator per acoustic wavelength should thus lead to a weak efficiency of the advective acoustic coupling in the inner regions where $`1`$. The inner regions, however, are precisely the place where the amplitude of the excitator is highest, because the adiabatic gradients are strongest there. What is the net effect ? The choice of the lower boundary condition is crucial in answering this question.

## 3 Boundary condition at $`r_{\mathrm{cool}}`$

In order to separate the adiabatic effects from the non adiabatic ones, we choose to estimate the contribution of the adiabatic region by neglecting the acoustic feedback from the cooling layer as much as possible. The following assumptions are made at the lower boundary $`r_{\mathrm{cool}}`$:

(i) acoustic perturbations propagating downward are perfectly reflected out ($`\omega c_{\mathrm{cool}}/r_{\mathrm{cool}}`$),

(ii) entropy and vorticity perturbations are freely advected below $`r_{\mathrm{cool}}`$ in the cooling region, where their coupling to acoustic waves is ignored.
Condition (ii) is equivalent to imposing that below $`r_{\mathrm{cool}}`$, entropy and vorticity perturbations cease to be source terms of the acoustic equation. The source term in Eq. (2) is thus artificially damped by multiplying it by a smooth transition function $`\mathrm{\Phi }_\lambda `$. The transition is assumed to take place over a length $`\lambda `$, comparable to the cooling length. This damping of the source term can either be viewed as an ad-hoc damping of the entropy perturbation itself, independent of its frequency, or as a smoothing of the flow gradient responsible for the coupling.
The equations corresponding to these assumptions are obtained by matching the pressure perturbation $`\delta p`$ for $`rr_{\mathrm{cool}}`$ with the homogeneous solution $`\delta p_0^0`$ associated to Eq. (2) for $`r<r_{\mathrm{cool}}`$ .

## 4 Eigenmodes of shocked accretion

The Rankine-Hugoniot jump conditions are used to compute the perturbed quantities after the shock. These calculations are similar to those of Landau & Lifshitz (1987, Chap. 90) extended to the case of a non uniform flow, or Nakayama (1992) extended to non radial perturbations. For a perturbed shock velocity $`\mathrm{\Delta }v`$ in the strong shock limit,

$`{\displaystyle \frac{\delta v_r}{v_{\mathrm{sh}}}}`$ $`=`$ $`{\displaystyle \frac{2}{\gamma +1}}\left({\displaystyle \frac{i\omega r_{\mathrm{sh}}}{v_{\mathrm{sh}}}}+{\displaystyle \frac{\gamma }{2}}{\displaystyle \frac{53\gamma }{\gamma 1}}\right){\displaystyle \frac{\mathrm{\Delta }v}{i\omega r_{\mathrm{sh}}}},`$ (8)
$`{\displaystyle \frac{\delta \rho }{\rho _{\mathrm{sh}}}}`$ $`=`$ $`{\displaystyle \frac{\gamma }{\gamma +1}}{\displaystyle \frac{53\gamma }{\gamma 1}}{\displaystyle \frac{\mathrm{\Delta }v}{i\omega r_{\mathrm{sh}}}},`$ (9)
$`{\displaystyle \frac{\delta v_\mathrm{\Omega }}{v_{\mathrm{sh}}}}`$ $`=`$ $`{\displaystyle \frac{2}{\gamma 1}}{\displaystyle \frac{}{\mathrm{\Omega }}}{\displaystyle \frac{\mathrm{\Delta }v}{i\omega r_{\mathrm{sh}}}},`$ (10)
$`{\displaystyle \frac{\delta p}{p_{\mathrm{sh}}}}`$ $`=`$ $`2{\displaystyle \frac{\gamma 1}{\gamma +1}}\left[{\displaystyle \frac{i\omega r_{\mathrm{sh}}}{v_{\mathrm{sh}}}}+{\displaystyle \frac{53\gamma }{4}}{\displaystyle \frac{\gamma ^2+1}{(\gamma 1)^2}}\right]{\displaystyle \frac{\mathrm{\Delta }v}{i\omega r_{\mathrm{sh}}}}.`$ (11)
The boundary value problem was solved numerically for $`l=0,1`$. A broad range of unstable modes grow on a timescale comparable to a fraction of the advection timescale. The radial mode is always the most unstable, closely followed by the non radial mode $`l=1`$.

## 5 Evidence for the advective-acoustic cycle

Following the same method as F02, the discrete spectrum obtained in the boundary value problem is checked by computing, in two steps, the efficiency $`𝒬_{\mathrm{adv}}`$ of sound production by the advection of an entropy/vorticity perturbation (without a shock), and the efficiency $`𝒬_{\mathrm{sh}}`$ of entropy/vorticity production by an outgoing acoustic wave reaching a shock. $`𝒬_{\mathrm{adv}}`$ is defined by:

$`𝒬_{\mathrm{adv}}`$ $`=`$ $`{\displaystyle _{r_{\mathrm{cool}}}^{r_{\mathrm{sh}}}}{\displaystyle \frac{1^2}{2\gamma ^2^2}}{\displaystyle \frac{\delta p_0^0}{p}}\mathrm{e}^{i\omega _{r_{\mathrm{sh}}}^r\frac{1+^2}{1^2}\frac{\mathrm{d}r}{v}}`$ (12)
$`\times \mathrm{\Phi }_\lambda {\displaystyle \frac{}{r}}\left\{\left(1{\displaystyle \frac{2\eta v}{i\omega r}}\right){\displaystyle \frac{\omega ^2c^2}{c_{\mathrm{sh}}^2\mathrm{\Delta }}}\right\}\mathrm{d}r.`$
The efficiency $`𝒬_{\mathrm{sh}}`$ is obtained through a WKB approximation at high frequency:

$$|𝒬_{\mathrm{sh}}|\frac{1}{_{\mathrm{sh}}^{\frac{1}{2}}}\frac{2\gamma }{1+\frac{\gamma 1}{2_{\mathrm{sh}}}}.$$
(13)
The global efficiency $`𝒬|𝒬_{\mathrm{adv}}𝒬_{\mathrm{sh}}|`$ of the advective-acoustic cycle leads to a first estimate of the growth rate at high frequency:

$$\omega _i=\frac{1}{\tau _{\mathrm{tot}}}\mathrm{log}𝒬,$$
(14)
where $`\tau _{\mathrm{tot}}`$ is the total duration of the cycle (advection + acoustic). The exact resolution of the discrete eigenfrequencies was successfuly compared to the continuous WKB estimate (14).

## 6 Comparison with BMD03

Our stability analysis in an adiabatic flow should apply directly to the numerical simulations of BMD03. The authors recognized the existence of an advective-acoustic cycle similar to the one occuring in the vortical-acoustic instability of F02. Our linear study seems to agree qualitatively with their results concerning the mode $`l=1`$. Nevertheless, the mode $`l=0`$ is stable in their simulations, whereas it is the most unstable one according to our calculations, as well as in the work of HC92. This important difference may come from the ”leaky” lower boundary condition of BMD03, which is different from ours even in the linear regime.

## 7 Conclusion

The temperature and velocity gradients in the subsonic flow between the shock and the accretor is responsible for an efficient linear coupling between entropy/vorticity and acoustic perturbations. Most of the sound comes from the region close to the lower boundary of the adiabatic region, despite the fact that the wavelength of advected perturbations is much smaller than acoustic ones. The acoustic waves reaching the shock produce new entropy/vorticity perturbations, in an unstable cycle. The growth time is comparable to the advection time. The most unstable modes correspond to $`l=0,1`$ perturbations. The identification of the advective-acoustic cycle as the mechanism responsible for the instability was checked numerically through the calculation of $`𝒬_{\mathrm{adv}}`$ and $`𝒬_{\mathrm{sh}}`$. Since the region contributing most efficiently to the instability is the vicinity of the lower boundary $`r_{\mathrm{cool}}`$, the role of cooling processes is at least crucial in determining the growth rate of the instability. The principle of a cycle between propagating and advected perturbations could be useful in interpreting the stability analysis of non adiabatic flows. Whether non adiabatic processes are partially stabilizing or even more destabilizing remains to be determined. The difficulties of 1-D numerical models in reaching an explosion (e.g. Buras et al. 2003) suggests that cooling processes are indeed important enough to significantly stabilize the entropic-acoustic cycle at work for radial perturbations.
Acknowledgement. The authors are grateful to T. Janka for his initial suggestion to study the effects of advective-acoustic cycles in the problem of core-collapse, and his permanent encouragements since then. Useful discussions with J. Blondin, A. Burrows and R. Chevalier are aknowledged.
References
Blondin, J., Mezzacappa, A. & DeMarino, C. 2003. Astrophys. J., 584, 971–980 (BMD03)
Buras, R., Rampp, M., Janka & H.-T., Kifonidis, K. 2003. astro-ph/0303171
Foglizzo, T. 2002. Astron. Astrophys., 392, 353–368 (F02)
Foglizzo, T. 2001. Astron. Astrophys., 368, 311–324 (F01)
Foglizzo, T. & Tagger, M. 2000. Astron. Astrophys., 363, 174–183 (FT00)
Houck, J.C. & Chevalier, R.A. 1992. Astrophys. J., 395, 592–603 (HC92)
Landau, L. & Lifshitz, E. 1987, Fluid Mechanics 6, Pergamon Press
Langer, S.H., Chanmugam, G. & Shaviv, G., 1981. Astrophys. J., 245, L23–L26 (LCS81)
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# Untitled Document

Boson-Fermion Transmutation and the Statistics of Anyons

Wung-Hong Huang\*

Department of Physics

National Cheng Kung University

Tainan,70101,Taiwan

ABSTRACT

It is shown that, by allowing a transmutation between a boson and a fermion, the system with both bosons and fermions will have the statistical distribution function of an anyon.

\*E-mail: whhwung@mail.ncku.edu.tw

Physical Review E51 (1995) 3729

In recent years, ”anyons,” which are considered to obey ”fractional” statistics , have been a subject of intense study. The anyons have found application in the fractional quantized Hall effect  and high temperature superconductor . Most of the study has been done in the context of many-body quantum mechanics and, in a recent paper , Wu derived the occupation-number distribution function of the anyon gas to formulate the theory of quantum statistical mechanics. Using the idea of fractional exclusion , the statistical weight function $`W_{anyon}`$ for the system with $`N`$ identical anyons occupying a group of G states is given by

$$W_{anyon}=\frac{[G+(N1)(1\alpha )]!}{N![G\alpha N(1\alpha )]!},$$
$`(1)`$
where $`\alpha `$ is the fraction statistical parameter and $`\alpha =0`$, corresponding to bosons, while $`\alpha =1`$ fermions. Then, through the standard manipulation , one can obtain the most probable value of the statistical distribution function of an anyon, which is derived by Wu .

In this Brief Report we will show that, for a system with the $`\alpha `$ fraction of fermion and the $`(1\alpha )`$ fraction of boson, then, once we allow the transmutation between the boson and fermion, the system will have the statistical distribution function, just like that of an anyon. The derivation is very simple. As usual, the statistical weight functions for the systems with $`\alpha N`$ fermions or $`(1\alpha N)`$ bosons occupying a group of G states are given by

$$W_b=\frac{[G1+(1\alpha )N]!}{[(1\alpha )N]!(G1)!},W_f=\frac{G!}{(\alpha N)!(G\alpha N)!}.$$
$`(2)`$
Once we allow the transmutation between the boson and the fermion, then it is meaningless to justify which particle is a boson or a fermion, even though the particle that is a fermion is still required to obey the exclusion principle. Thus, the statistical weight function $`W`$ becomes

$$W_{b+f}=W_bW_f\left[\frac{N!}{[(1\alpha )N]!\alpha N!}\right]^1=\frac{[G1+(1\alpha )N]!G!}{(G1)![G\alpha N]!}.$$
$`(3)`$
In the thermodynamical limit, as both G and N are very large, the statistical weight function $`W_{b+f}`$ is equal to $`W_{anyon}`$. Thus both systems have the same statistical distribution functions. This completes our proof.

It shall be mentioned that there is a literature  that also investigates the property of transmutation from a state in which the particle obeys a statistics to another state in which the particle obeys another statistics. However, the author of Ref. mainly discusses the classical model of intermediate statistics in which the particles are Brownian and obey the classical kinetic equation. After analyzing the classical nonlinear kinetics of Brownian particles and taking into account the exclusion and inclusion principle, the distribution function obtained in Ref.  does not become the anyon distribution. On the other hand, in our analyses there are already two kinds of quantum particles (boson and fermion) in the beginning, and we allow the transmutation between these two kinds of quantum particles.

It is hoped that the property of the equivalence between the anyon statistics and statistics with boson-fermion transmutation that we have found will be helpful in explaining or predicting the statistical property of anyons.

REFERENCES

1. J. M. Leinaas and J. Myrheim, Nuovo Cimento B 38, 1 (1977).
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B. I. Halperin, Phys. Rev. Lett. 52, 1583 (1984); 52, 2390(E) (1984);
R. Prange and S. M. Girvin, The Quantum Hall Effect (Springer, Berlin, 1987).
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R. B. Laughlin, ibid. 60, 2677 (1988);
Y.-H. Chen, F. Wilczek, E. Witten, and B. I. Halperin, Int. J. Mod. Phys. B 3, I001 (1989).
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7. See, e.g., K. Huang, Statistical Mechanics (Wiley, New York, 1963).
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# A Dedicated M-Dwarf Planet Search Using The Hobby-Eberly Telescope 1footnote 11footnote 1Based on data collected with the Hobby-Eberly Telescope, which is operated by McDonald Observatory on behalf of The University of Texas at Austin, the Pennsylvania State University, Stanford University, Ludwig-Maximilians-Universität München, and Georg-August-Universität Göttingen.

## 1 Introduction

M-dwarf stars form the majority of stars in our galaxy, both in numbers as well as in total mass. However, Doppler surveys looking for stellar reflex motions due to planetary companions via precise radial velocity measurements, have traditionally focused on the brighter F,G and K-type stars in order to obtain a sufficient signal-to-noise ratio of the high resolution (typically $`R>50,000`$) spectra. This has led to the discovery of more than 100 extrasolar giant planets orbiting solar-type stars (Mayor & Queloz 1995, see e.g. Fischer et al. 2003 for recent detections). Due to their intrinsic faintness and thus need of large aperture telescopes, M dwarfs constitute only a small fraction of the target-samples of these surveys. Up to now, there is only a single M-dwarf, GJ 876 (M4V, M=$`0.3\mathrm{M}_{}`$), known to possess a planet with a minimum mass of $`m\mathrm{sin}i2\mathrm{M}_{\mathrm{Jup}}`$ in a $`60`$ day orbit (Delfosse et al. 1998; Marcy et al. 1998). Follow-up observations revealed the presence of a second companion with $`m\mathrm{sin}i=0.56\mathrm{M}_{\mathrm{Jup}}`$ moving in a 2:1 mean motion resonance (Marcy et al. 2001). In combination with the RV data Benedict et al. fritz1 (2002) used the HST Fine Guidance Sensors (FGS) to measure the astrometric perturbation of GJ 876 caused by the outer planet, and thus to determine the orbital inclination and the true mass of the companion.

There were few attempts to target specifically M-dwarfs to look for substellar companions. Starting in 1995 the Delfosse et al. delfosse2 (1999) Doppler survey monitors a volume-limited sample of $`127`$ M-dwarfs with the ELODIE spectrograph at Observatoire de Haute-Provence and the CORALIE instrument at ESO La Silla. Their long-term RV-precision spans from $`10\mathrm{m}\mathrm{s}^1`$ for the brighter stars to $`70\mathrm{m}\mathrm{s}^1`$ for the fainter objects. Beside the planetary companion to GJ 876, they also discovered several spectroscopic stellar binary systems in their sample (Delfosse et al. 1999). The Keck Doppler survey of the Berkeley group includes $`150`$ M-stars and they achieve a long-term RV precision of $`34\mathrm{m}\mathrm{s}^1`$ (Vogt et al. 2000). The Keck Hyades program of Cochran et al. bill2002 (2002) also contains a subsample of $`20`$ M-stars. In the southern hemisphere we have been using the ESO VLT and the UVES spectrograph to observe $`25`$ M-stars for $`2`$ years now. The high RV precision and sampling density we obtain for Proxima Cen (M5V) would have already allowed us to detect very low-mass planets ($`m\mathrm{sin}i=0.01260.019\mathrm{M}_{\mathrm{Jup}}`$ or $`m\mathrm{sin}i=46\mathrm{M}_{}`$) inside the habitable zone of that star (Endl et al. 2003), while in the case of Barnard’s star (M4V) we successfully measured the secular acceleration of the RV for the first time and discovered a correlation between our RV data and the H$`\alpha `$ emission level for this M-dwarf (Kürster et al. 2003).

With the exception of the Delfosse et al. and our VLT program, none of the above mentioned surveys aim for M-dwarfs as primary targets and in general low-mass stars constitute only a subsample of larger targetlists. Our HET program only observes M-dwarfs, since we are especially interested in the prevailance of planetary systems in this section of the HR-diagram.

## 2 Planets around M-dwarfs

M-dwarfs form the majority of stars in our galaxy, both in total numbers as well as in cumulative mass. Knowledge about the properties and frequency of planetary systems for this type of stars would therefore have vast implications on the overall statistics of planetary companions in the galaxy.

So far no detailed physical models for planet formation in general or as a function of stellar mass in particular are available. To our knowledge, Nakano nakano (1988) was the first to study planet formation timescales for stars of varying mass and lifetimes. Wetherill wetherill (1996) simulated the formation of terrestrial planets for stars of different mass and disks of different surface densities, and found that the end-products of planetesimal accretion are rather insensitive to the stellar mass. However, the low-mass star chosen in both studies has a mass of $`0.5\mathrm{M}_{}`$, which is the high end of the M-dwarf mass distribution. Since formation of gas giant planets is even less understood (it is not clear yet whether jovian planets form in a “bottom-up” process, i.e. by gas accretion onto a rocky core of $`10\mathrm{M}_{}`$ (e.g. Pollack et al. 1996), or by a type of gravitational disk instabilities leading to a “top-down” collapse and rapid formation of the gas giant without the need of a rocky core (e.g. Boss 1997), reliable theoratical predictions on the frequency of planetary systems depending on initial conditions like stellar primary and disk mass as well as disk composition are difficult to make.

Therefore, our goal is to obtain a useful statistical overview of planetary systems in the M-dwarf regime by observational means. In the near future we will know if GJ 876 remains a special case or if more planets around M-dwarfs will be detected by our survey or one of the other programs.

## 3 The HET survey and radial velocity results

Table 1 lists $`35`$ targets (out of a total of $`39`$, $`4`$ candidate objects for short-periodic companions are not listed) of our survey, the total rms-scatter of their RV-data and the duration of monitoring. With a few exceptions the short time span of observations limits our detection capability to short-periodic planets with periods of a few days. Extension of the time baseline will allow us to become sensitive also to longer period planets at larger orbital separations.

All targets were selected based on the Gliese catalogue of nearby stars (Gliese & Jahreiß 1991) and the Hipparcos astrometric database ESA (1997). In order to minimize the effects of stellar activity on our RV measurements (especially rotational modulation by star spots) we choose only targets with no detected or low X-ray emission using the ROSAT all-sky survey results from Hünsch et al. huensch (1999).

In our observing strategy we usually first take $`5`$ RV measurements per target over a short time to test for short-periodic variability. If variablity is detected the same target will be re-scheduled for more intense monitoring. Seemingly constant stars will be re-observed later in our survey and with a longer cadence in order to check for long-term variability (companions at larger orbital separations).

This work presents the first results our program, which we plan to continue until we have sampled $`100`$ M-dwarfs with the necessary RV-precision to find orbiting giant and lower mass giant planets.

For the observations we use the HET High-Resolution-Spectrograph (HRS; Tull 1998) which is located in an insulated chamber below the telescope. An optical fiber connects the instrument to the prime focus of the HET and also provides excellent scrambling of the light beam in order to isolate the spectrograph from variations in the telescope pupil illumination. All spectra of our program are taken at a resolving power of $`R=60,000`$ and an I2 cell is inserted into the light path for self-calibration purposes.

### 3.1 RV-precision

To extract the Doppler shift information from the M-dwarf spectra with the superimposed iodine vapor (I2) reference spectrum we perform a full data modeling including the reconstruction of asymmetries of the instrumental profile (IP) at the time of observation. In this modeling scheme we subdivide the spectrum into smaller segments and establish a best-fit model, based on a stellar template spectrum of the target and a laboratory spectrum (a Fourier Transform Spectrometer scan) of the I2 cell, for each segment. The RV of the target is measured differentially to the template while the dense forest of superimposed I2 lines delivers the wavelength calibration and the information to reconstruct the IP. The uncertainty of the RV measurement is determined from the overall scatter of all segments along a spectrum. A detailed description of this technique can be found in Butler et al. (1996) and Endl, Kürster, Els (2000).

Fig. 1 shows the histogram of our RV-results. The bulk of the distribution on the left side consists of the M-dwarfs, which are either constant within our measurement precision or their residuals after subtraction of RV-trends do not reveal additional scatter (GJ 623, GJ 708, GJ 864 and GJ 913). Fitting a Gaussian to this part of the histogram yields a mean value of $`5.7\mathrm{m}\mathrm{s}^1`$ with $`\sigma =2.2\mathrm{m}\mathrm{s}^1`$, which is our present mid-term RV-precision for stars in the magnitude range of $`V=911`$ mag (with the bright ($`V=7.5`$) M2V star GJ 411 being the sole exception). The right-hand “tail” of the RV-scatter distribution contains low-amplitude variable stars (all with rms $`>10\mathrm{m}\mathrm{s}^1`$), which we want to sample more frequently to check for short-periodic planetary companions as possible cause of the higher RV-scatter.

There are several sources which contribute to the RV-distribution seen in Fig. 1: 1. intrinsic variability of the targets (i.e. activity induced “RV-jitter” or Keplerian motion due to unknown substellar or stellar companions), 2. the photon noise, 3. the stability of the spectrograph used for the RV measurements, and 4. “algorithmic noise” introduced during the data modeling process (e.g. inadequate characterization of the instrumental profile and imperfect stellar template deconvolution). For the M-dwarf HET sample we conclude that photon noise is the major contributor to the RV-scatter. For earlier type stars of visual magnitude of $`V7`$ mag, using the same intrumental setup and analysis technique, we obtain a routine long-term RV-precision of $`3\mathrm{m}\mathrm{s}^1`$ (Cochran et al. 2003), a factor $`2`$ better than for the fainter M-dwarfs.

### 3.2 RV-results

The RV-results of all targets listed in table 1 are displayed in Fig. 2 to Fig. 10. To allow a better comparison we plot all results on the same velocity scale ($`30\mathrm{m}\mathrm{s}^1`$ to $`+30\mathrm{m}\mathrm{s}^1`$), with the exception of GJ 436 (Fig. 6) where the scale is enlarged. For GJ 623, GJ 748, GJ 864 and GJ 913 we show the RV-data after subtraction of a large amplitude RV trend (see section 3.3).

For one of the targets in the high-rms part of the distribution, GJ 436, we have already obtained follow-up observations (see Fig. 6). A search for periodic signals using the Lomb-Scargle periodogram (Lomb 1976, Scargle 1982) did not reveal any significant signal in the power spectrum (the highest peak has a false-alarm-probability of $`32\%`$). The X-ray luminosity of $`L_X=0.7\times 10^{27}\mathrm{erg}\mathrm{s}^1`$ (Hünsch et al. 1999) might point toward stellar activity as cause of the excess scatter. However, GJ 411 with a similar level of coronal emission ($`L_X=0.6\times 10^{27}\mathrm{erg}\mathrm{s}^1`$) and GJ 272 with $`L_X=3.1\times 10^{27}\mathrm{erg}\mathrm{s}^1`$ the brightest X-ray source in our sample, do not show an increased RV-scatter. The cause of the variability of GJ 436 hence remains unknown. The other variable targets are currently in the observing queue of the HET and are pending re-observations.

### 3.3 Linear and non-linear RV trends

Three targets of our sample are either previously known (GJ 623, GJ 748) or suspected (GJ 913) binary stars.

GJ 623 was found to be an astrometric binary by Lippincott & Borgman lippin (1978) with the latest published value for the orbital period of $`3.7`$ yrs (Nidever et al. 2002). Our HET RV-results are shown in Fig. 11 along with a parabolic fit to the data. Fig. 7 displays the RV-residuals after subtraction of this trend. This data-set is now being used to further improve the binary orbital solution and, in combination with HST FGS astrometry, to accurately determine the masses of the components of the GJ 623 system (Benedict priv.communication).

GJ 748 is another astrometric binary star (Harrington 1977), where we only see a small fraction of the $`P=2.45`$ yrs (Franz et al. 1998) orbit (Fig. 12). The residual scatter around a parabolic fit is $`5.5\mathrm{m}\mathrm{s}^1`$ (Fig. 9).

The entry of GJ 913 in the Hipparcos catalogue contains a double/multiple system annex flag X (stochastic model), which is a hint that the star is actually a short-periodic binary. The HET RV-data (Fig. 13) reveal a large amplitude variation with a Dopplershift of $`500\mathrm{m}\mathrm{s}^1`$ over the time span of $`20`$ days, indicative of binary orbital motion with an unknown period and thus confirming the Hipparcos results. Further observations will allow us to determine a spectroscopic orbit for this star.

In the case of GJ 864 we discovered a linear acceleration in the first $`5`$ RV measurements. Since GJ 864 is not a known (or suspected) binary star and was classified as an RV-constant star in the CORAVEL survey (Tokovinin 1992), we immediately re-scheduled GJ 864 for follow-up observations. As can be seen in Fig. 14 the linear RV-trend continued until the star became unobservable by the HET in December 2002. Using auxiliary RV measurements with the McDonald 2.7 meter telescope in January 2003 we found that the RV-trend of GJ 864 remained linear without any sign of curvature and thus the best explanation for the RV-data is a stellar companion at yet undetermined separation.

## 4 Discussion

So far, we have found $`5`$ stars out of a sample of $`39`$ M-dwarfs which show a higher RV-scatter than the rest of the sample and which we plan to monitor intensively in the near future to check if the cause of the variability are short-periodic planetary companions. For GJ 436, the one target for which we already obtained follow-up observations, we could not find a periodic signal in the RV-data and the cause of variability remains unknown.

Two stars of our sample turned out to be previously unknown binary stars: GJ 864 and GJ 913. For both targets we soon might be able to establish a spectroscopic orbital solution.

Despite their faintness M-dwarfs hold the promise to detect lower mass extrasolar planets than what is usually possible by precise Doppler surveys. Due to the lower stellar primary mass even planets with the mass of Neptune or lower become detectable in short-periodic orbits. For instance, a planet with $`m\mathrm{sin}i=17\mathrm{M}_{}`$ in a $`4`$ day orbit induces an RV semi-amplitude of $`11\mathrm{ms}^1`$ on an M0V ($`0.5\mathrm{M}_{}`$) star, a $`2\sigma `$-signal for our program. For later M-dwarfs these detection limits approach the terrestrial planet regime as demonstrated by the mass-limits for Proxima Cen (Endl et al. 2003) and Barnard’s star (Kürster et al. 2003). Thus, for the time being only precise Doppler monitoring of these low-mass stars has the capability to detect planets with masses below $`10\mathrm{M}_{}`$. Supposendly, such low-mass planets would have formed by planetesimal accretion, very similar to the way the Earth was formed, rather than by the processes which are responsible for the formation of gas giant planets (of a few hundred $`\mathrm{M}_{}`$). Clearly the detection of these kind of planets would be of special interest for future space missions which will be dedicated to search for Earth analogs (KEPLER, NASA’s TPF & ESA’s Darwin).

After the first year of the project the size of our target sample is still insufficient to arrive at any significant statistical conclusions, but we constantly add new targets to our list and the extension of our survey, both in target numbers as well as in time, will allow us in the future to determine useful quantitative limits for planets around M-dwarf stars.

We are grateful to the McDonald Observatory TAC for generous allocation of observing time. The help and support of the HET staff and especially of the resident astronomers, Matthew Shetrone, Brian Roman and Jeff Mader were also crucial for this project. We thank the referee for her/his helpful comments which improved the manuscript. We would also like to thank Sebastian G. Els for kindly providing his proper-motion routine for the velocity correction to the Solar System barycenter. Barbara McArthur and G. Fritz Benedict helped with many valuable discussions on M-dwarf binarity (moreover, Fritz helped with two sailing trips). We also thank Günter Wuchterl and Jack Lissauer for helpful discussions on planet formation around M-dwarfs. This material is based upon work supported by the National Aeronautics and Space Administration under Grant NAG5-9227 issued through the Office of Space Science, and by National Science Foundation Grant AST-9808980.