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# Perfect Correlations between Noncommuting Observables

## I Introduction

In quantum mechanics, we cannot predict a definite value of a given observable generally, and it is sometimes stressed that quantum mechanics does not speak of the value of an observable in a single event, but only speaks of the average value over a large number of events. However, the quantum correlation definitely describes relations of values of observables in a single event as typically in the EPR correlation, where we cannot predict a definite value of the momentum or the position of each particle from an EPR pair, whereas we can definitely predict the total momentum and the distance of the pair, and thereby we have a definite one-to-one correspondence between the values of their momenta to be obtained from their joint measurements or between the values of their positions.

In this paper, we shall investigate one of the most fundamental aspects of quantum correlations; that is, we shall consider the general problem as to when two observables $`X`$ and $`Y`$ in a quantum system can be considered to “have the same value,” in a given state, in the sense suggested above. It should be stressed that when we use this expression, we do not intend to make any assumptions as to whether a definite value exists prior to the measurement; such a question is a matter of the interpretation of quantum mechanics and we do not enter into it. Rather, we choose to define what it means “to have the same value” in terms of perfect correlations as the ones described above, meaning that, if the two observables are jointly measured, one is guaranteed to obtain the same value for both. As we shall explain below, the question of when two observables X and Y “have the same value” arises when one asks if the time evolution changes the given observable and if an indirect measurement consisting of the measuring interaction and the meter measurement is considered to precisely measure the given observable.

For two classical random variables $`X`$ and $`Y`$, it is well accepted that $`X`$ and $`Y`$ have the same value if and only if $`X`$ and $`Y`$ are perfectly correlated, or equivalently the joint probability of obtaining different values of $`X`$ and $`Y`$ vanishes. Thus, we can immediately generalize this notion to pairs of commuting observables based on the well-defined joint probability distribution of commuting observables, so that two commuting observables are considered to have the same value in the given state if and only if they are perfectly correlated. However, two operators are not necessarily commuting, and the generalization of the notion of perfect correlation to noncommuting observables should be strongly demanded, whereas no serious investigations have been done. This paper introduces the notion of perfect correlations between arbitrary two observables, and characterizes it by various statistical notions in quantum mechanics. As a result, the above problems are shown to be answered by simple and well-founded conditions in the standard formalism of quantum mechanics.

## II Difficulties in the notion of perfection correlation

Let $`A`$ be an observable of a quantum system in a state $`\psi `$ at the origin of time. Then, it is a fundamental question to ask whether the observable $`A`$ is unchanged or changed between two times $`t_1`$ and $`t_2`$. Let $`A(t)`$ be the Heisenberg operator at time $`t`$ corresponding to the observable $`A`$. If the question is asked independent of the system state $`\psi `$, the answer is that $`A`$ is unchanged if and only if $`A(t_1)=A(t_2)`$. However, the question depending on the system state shows a nontrivial difficulty.

Let $`D_A=A(t_2)A(t_1)`$ be the increment of $`A`$ from time $`t_1`$ to $`t_2`$. Then, it is natural to expect that the value of the observable $`A`$ is unchanged between two times $`t_1`$ and $`t_2`$ in the system state $`\psi `$ if and only if the state $`\psi `$ is an eigenstate of $`D_A`$ with eigenvalue 0, i.e., $`D_A\psi =0`$, or equivalently

$`A(t_1)\psi =A(t_2)\psi .`$ (1)
This means that the increment $`D_A`$ has the definite value zero in the state $`\psi `$. However, the above characterization is unexpectedly not true in general. For example, let $`A(t_1)`$ and $`A(t_2)`$ be two $`4\times 4`$ matrices such that

$`A(t_1)=\left(\begin{array}{cccc}1& 1& 0& 0\\ 1& 1& 0& 0\\ 0& 0& 1& 1\\ 0& 0& 1& 0\end{array}\right),A(t_2)=\left(\begin{array}{cccc}1& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 1& 1\\ 0& 0& 1& 1\end{array}\right),`$
with time evolution operator $`U(t_2,t_1)`$ and the state $`\psi `$ such that

$`U(t_2,t_1)=\left(\begin{array}{cccc}0& 0& 1& 0\\ 0& 0& 0& 1\\ 1& 0& 0& 0\\ 0& 1& 0& 0\end{array}\right),\psi =\left(\begin{array}{c}1\\ 0\\ 0\\ 0\end{array}\right).`$
Then, we have $`A(t_1)\psi =A(t_2)\psi `$, and hence the first and the second moments of $`A`$ are unchanged, i.e., $`\psi |A(t_1)|\psi =\psi |A(t_2)|\psi =1`$ and $`\psi |A(t_1)^2|\psi =\psi |A(t_2)^2|\psi =2`$. However, we have $`\psi |A(t_1)^3|\psi =4`$ but $`\psi |A(t_2)^3|\psi =3`$. Thus, the third moment of $`A`$ is changed from time $`t_1`$ to $`t_2`$, so that the observable $`A`$ is considered to have been changed in this time interval.

On the other hand, the requirement that $`A(t_1)`$ and $`A(t_2)`$ should have the same probability distribution in the state $`\psi `$ is a necessary but not sufficient condition, since there are cases where $`A(t_1)`$ and $`A(t_2)`$ have the same probability distribution but they are statistically independent. Specifically, suppose that $`\psi `$ is the product state of two copies of a state $`\varphi `$, i.e., $`\psi =\varphi \varphi `$, and that there is an observable $`B`$ such that $`A(t_1)=BI`$ and $`A(t_2)=IB`$. In this case, $`A(t_1)`$ and $`A(t_2)`$ have the same probability distribution, but they are statistically independent in the case where $`\varphi `$ is not an eigenstate of $`B`$. In fact, $`D_A\psi 0`$ if and only if $`\varphi `$ is not an eigenstate of $`B`$. Thus, in this case, we cannot judge that the observable $`A`$ has been unchanged.

## III Perfect correlation in measurement

The notion of perfect correlation is not restricted to the problem on the Heisenberg time evolution, but also has broad applications in foundations on quantum mechanics Per93  and quantum information theory NC00 . Among them, another problem concerns the notion of measurement. Any measurement has two not necessarily commuting observables, one of which is the observable to be measured and the other is the meter observable after the measuring interaction 84QC ; BLM91 . A fundamental question as to when the given observable is precisely measured in a given state has remained open. However, this is obviously related to the perfect correlation between the measured observable and the meter observable. This paper will solve this fundamental problem by establishing the general notion of perfect correlations between noncommuting observables.

Every measurement can be modeled by a process of indirect measurement described by the measuring interaction between the measured object and the measuring apparatus followed by a subsequent observation of the meter observable in the apparatus vN32 ; 84QC ; 89RS ; BLM91 ; BK92 ; NC00 ; 04URN . Let $`𝐒`$ be the object and $`𝐀`$ the apparatus. Then, in order to measure the value of an observable $`A`$ in $`𝐒`$ at time $`t`$, the time of the measurement, the observer actually observes the value of the meter observable $`M`$ in $`𝐀`$ at time $`t+\mathrm{\Delta }t`$, where the measuring interaction is supposed to be turned on from time $`t`$ to $`t+\mathrm{\Delta }t`$. Thus, in order to measure the observable $`A(t)`$, the indirect measurement actually observes the observable $`M(t+\mathrm{\Delta }t)`$.

A fundamental problem is to determine what condition ensures that this measurement successfully measures the value of the observable $`A`$ at time $`t`$. If we have a satisfactory notion of perfect correlation, we can readily answer this question by stating that the indirect measurement successfully measures the observable $`A`$ at time $`t`$ if and only if $`A(t)`$ and $`M(t+\mathrm{\Delta }t)`$ are perfectly correlated. However, since $`A(t)`$ and $`M(t+\mathrm{\Delta }t)`$ are not necessarily commuting, the above question has not been answered generally.

Instead, the conventional approach has questioned what observable is measured by the above indirect measurement independent of the input state. Let $`\psi `$ be the state of $`𝐒`$ at time $`t`$ and $`\xi `$ the state of $`𝐀`$ at time $`t`$. We assume that the apparatus $`𝐀`$ is always prepared in the fixed state $`\xi `$ at the time of the measurement, while the object $`𝐒`$ is in an arbitrary state $`\psi `$. Then, the indirect measurement measures the observable $`A`$ at time $`t`$ if and only if the two observables $`A(t)`$ and $`M(t+\mathrm{\Delta }t)`$ have the same probability distribution for any state $`\psi `$ 84QC ; 89RS ; BLM91 ; BK92 ; NC00 ; 04URN .

Since the above definition of measurement of the observable independent of the input state does not explicitly require that $`A(t)`$ and $`M(t+\mathrm{\Delta }t)`$ have the same value unless the measurement is carried out in an eigenstate of $`A(t)`$, it is not immediately obvious whether the value randomly obtained by observing $`M(t+\mathrm{\Delta }t)`$ would actually correspond in any way to the value one would obtain, in the same situation, by an alternative (indirect or direct) measurement of $`A(t)`$. Yet, there is something unsatisfying about the possibility that, for any state not an eigenstate of $`A(t)`$, the two operators $`A(t)`$ and $`M(t+\mathrm{\Delta }t)`$ might just represent independent random variables that just happen to have the same distribution. One would certainly like to think that, in a precise measurement, these two operators should ”have the same value”—in the sense defined in the Introduction—even under conditions when this value may not be a definite quantity prior to the measurement.

Indeed, the experimenter reads the value of the meter $`M`$ at time $`t+\mathrm{\Delta }t`$ and records that the same value was taken by $`A`$ at time $`t`$; however, there might be a possibility that another experimenter would obtained a different value of $`A`$ at time $`t`$ from another apparatus. As above, it has not been ensured that this is not the case.

In order to solve the above problem, this paper introduces the notion of perfect correlations between arbitrary two observables in any state, and characterizes it by various statistical notions in quantum mechanics. As a result, the above problem is affirmatively answered by simple and well-founded conditions in the standard formalism of quantum mechanics. In particular, we shall establish a simple condition for the measured observable $`A(t)`$ and the meter observable $`M(t+\mathrm{\Delta }t)`$ to be perfectly correlated in a given state $`\psi `$, and show that the conventional definition implies that the measured observable $`A(t)`$ and the meter observable $`M(t+\mathrm{\Delta }t)`$ are actually perfectly correlated in any state $`\psi `$. Thus, we shall conclude that the measured value from the meter observable after the measuring interaction is not produced by the interaction, but actually reproduces the value of the measured observable before the interaction.

## IV Definition of perfect correlations

Let $`X,Y`$ be two observables in a quantum system $`𝐒`$ described by a Hilbert space $``$. For simplicity, in this paper we assume that $``$ is finite dimensional. The spectral projection $`E^X(x)`$ of $`X`$ for any $`x𝐑`$ is generally defined to be the projection operator of $``$ onto the subspace $`\{\psi |X\psi =x\psi \}`$. If $`X`$ and $`Y`$ commute, their joint probability distribution in an arbitrary state $`\psi `$ is defined by

$`\mathrm{Pr}\{X=x,Y=y\psi \}=\psi |E^X(x)E^Y(y)|\psi .`$ (4)
The above probability distribution is operationally interpreted as the joint probability distribution of the measured values of $`X`$ and $`Y`$ in the simultaneous measurement of $`X`$ and $`Y`$. In general, we say that $`X`$ and $`Y`$ are jointly distributed in state $`\psi `$, if

$`\psi |E^X(x)E^Y(y)|\psi 0`$ (5)
for any $`x,y𝐑`$. In this case, we have

$`\psi |E^X(x)E^Y(y)|\psi =\psi |E^Y(y)E^X(x)|\psi .`$ (6)
Then, for any function $`F(x,y)=_{j,k}f_j(x)g_k(y)`$ we have

$`{\displaystyle \underset{x,y}{}}F(x,y)\psi |E^X(x)E^Y(y)|\psi `$ (7)
$`=`$ $`\psi |{\displaystyle \underset{j,k}{}}f_j(X)g_k(Y)|\psi `$
$`=`$ $`\psi |{\displaystyle \underset{j,k}{}}g_k(Y)f_j(X)|\psi .`$ (8)
We say that $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$, if

$`\psi |E^X(x)E^Y(y)|\psi =0`$ (9)
for any $`x,y𝐑`$ with $`xy`$. It is obvious that perfectly correlated observables are jointly distributed. Since $`\psi |E^X(x)|\psi =_y\psi |E^X(x)E^Y(y)|\psi `$, the above condition is equivalent to the relation

$`\psi |E^X(x)E^Y(y)|\psi =\delta _{x,y}\psi |E^X(x)|\psi `$ (10)
for any $`x,y𝐑`$, where $`\delta _{x,y}`$ stands for Kronecker’s delta. If $`X`$ and $`Y`$ are commuting, the above definition reduces to the usual one that means that in the simultaneous measurement of $`X`$ and $`Y`$ the joint probability of the results $`X=x`$ and $`Y=y`$ vanishes, if $`xy`$. We shall show that a pair of observables $`X,Y`$ perfectly correlated in a state $`\psi `$ are considered to be simultaneously measurable in the state $`\psi `$ and that their outcomes always coincide each other.

We say that two observables $`X`$ and $`Y`$ are equally distributed in state $`\psi `$, if $`\psi |E^X(x)|\psi =\psi |E^Y(x)|\psi `$ for all $`x𝐑`$. It follows easily from Eq. (10) that perfectly correlated observables are equally distributed. However, it is also obvious that the converse is not true even for commuting observables.

## V Root mean square of difference

Suppose that $`X`$ and $`Y`$ are perfectly correlated in $`\psi `$. Then, intuitively speaking, they have the same value, even though both of them are random. Thus, it is expected that the difference $`XY`$ definitely has the value zero, or equivalently $`\psi `$ is an eigenstate of $`XY`$ with eigenvalue 0, i.e, $`X\psi =Y\psi `$. In order to prove this property from our definition, we consider the distance $`X\psi Y\psi `$ between $`X\psi `$ and $`Y\psi `$. Obviously, $`X\psi Y\psi =0`$ if and only if $`X\psi =Y\psi `$. We generally have

$`X\psi Y\psi ^2`$
$`=`$ $`{\displaystyle \underset{x}{}}xE^X(x)\psi {\displaystyle \underset{y}{}}yE^Y(y)\psi ^2`$
$`=`$ $`{\displaystyle \underset{x,y}{}}(xy)^2\mathrm{}\psi |E^X(x)E^Y(y)\psi .`$
Thus, if $`X`$ and $`Y`$ are jointly distributed in state $`\psi `$, we have

$`X\psi Y\psi ^2={\displaystyle \underset{x,y}{}}(xy)^2\psi |E^X(x)E^Y(y)|\psi .`$ (11)
Suppose that $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$. Then, we have

$`{\displaystyle \underset{x,y}{}}(xy)^2\psi |E^X(x)E^Y(y)|\psi `$
$`=`$ $`{\displaystyle \underset{x,y}{}}(xy)^2\delta _{x,y}\psi |E^X(x)E^Y(y)|\psi =0,`$
so that Eq. (11) concludes $`X\psi =Y\psi `$.

Busch, Heinonen, and Lahti BHL04  showed that the condition $`X\psi =Y\psi `$ does not imply that $`X`$ and $`Y`$ are equally distributed. Moreover, we have shown in Secion II that this happens even for unitarily equivalent observables $`X`$ and $`Y`$. Thus, the condition $`X\psi =Y\psi `$ does not sufficiently characterize the perfect correlation, even if $`X`$ and $`Y`$ have the same spectrum. However, for jointly distributed $`X`$ and $`Y`$, the condition $`X\psi =Y\psi `$ implies their perfect correlation. To show this, suppose that $`X\psi =Y\psi `$ and $`X`$ and $`Y`$ are jointly distributed in $`\psi `$. Then, we have $`\psi |E^X(x)E^Y(y)|\psi 0`$, and from Eq. (11) we have $`(xy)^2\psi |E^X(x)E^Y(y)|\psi =0`$ for any $`x,y𝐑`$. Thus, we have $`\psi |E^X(x)E^Y(y)|\psi =0`$ if $`xy`$, and by definition $`X`$ and $`Y`$ are perfectly correlated in $`\psi `$.

Therefore, we have proven the following theorem.

###### Theorem 1

Two observables $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$ if and only if $`X`$ and $`Y`$ are jointly distributed and $`X\psi =Y\psi `$.

## VI Space of perfectly correlating states

Suppose that $`X`$ and $`Y`$ are perfectly correlated in $`\psi `$. It is natural to ask what states other than $`\psi `$ have this property. Since $`X`$ and $`Y`$ intuitively have the same value in $`\psi `$, if we have obtained the result $`X=x`$ in measuring $`X`$ without disturbing $`X`$ and $`Y`$, we can also expect to have both $`X=x`$ and $`Y=x`$ in the state just after the above measurement. Thus, it is natural to expect that $`X`$ and $`Y`$ are perfectly correlated also in the state $`E^X(x)\psi /E^X(x)\psi `$ obtained by the above $`X`$ measurement, and by linearity we can also expect that the state $`f(X)\psi /f(X)\psi `$ has this property.

In order to characterize all the states of the form $`f(X)\psi /f(X)\psi `$, we introduce the following terminology. The cyclic subspace spanned by an observable $`X`$ and a state $`\psi `$ is the subspace $`𝒞(X,\psi )`$ spanned by $`X^n\psi `$ for any $`n=0,1,2,\mathrm{}`$. It is easy to see that $`𝒞(X,\psi )`$ is the smallest $`X`$ invariant subspace of $``$ including $`\psi `$. Denote by $`𝒞_1(X,\psi )`$ the unit sphere of $`𝒞(X,\psi )`$. Denote by $`P_{X,\psi }`$ the projection of $``$ onto $`𝒞(X,\psi )`$. Then, we have $`f(X)P_{X,\psi }=P_{X,\psi }f(X)=P_{X,\psi }f(X)P_{X,\psi }`$ for any function $`f`$. Now, we have the following theorem.

###### Theorem 2

For any two observables $`X`$ and $`Y`$ and any state $`\psi `$, the following conditions are equivalent.

(i) Observables $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$.

(ii) Observables $`X`$ and $`Y`$ are perfectly correlated in any state $`\varphi 𝒞_1(X,\psi )`$.

(iii) $`f(X)\psi =f(Y)\psi `$ for any function $`f`$.

(iv) $`f(X)P_{X,\psi }=f(Y)P_{X,\psi }`$

(v) $`XP_{X,\psi }=YP_{X,\psi }`$.

* Suppose that condition (i) holds. By the similar computations as before, we have $`f(X)\psi f(Y)\psi ^2=0`$, and hence, the implication (i)$``$(iii) follows. Suppose that condition (iii) holds. Then, we have $`f(X)g(X)\psi =f(Y)g(Y)\psi =f(Y)g(X)\psi `$ for any $`f`$ and $`g`$. Since every $`\varphi 𝒞(X,\psi )`$ is of the form $`\varphi =g(X)\psi `$ for some $`g`$, we have $`f(X)P_{X,\psi }=g(Y)P_{X,\psi }`$. Thus, the implication (iii)$``$(iv) follows. The implication (iv)$``$(v) is obvious. Suppose that condition (v) holds. Let $`P=P_{X,\psi }`$. Since $`X`$ leaves $`𝒞(X,\psi )`$ invariant, so does $`Y`$. Thus, the spectral projections of $`YP`$ and $`XP`$ on $`𝒞(X,\psi )`$ are $`E^Y(y)P`$ and $`E^X(y)P`$, respectively, and hence $`E^Y(y)P=E^X(y)P`$ for any $`y𝐑`$, so that $`E^X(x)E^Y(y)P=E^X(x)E^X(y)P`$. Thus, we have $`\varphi |E^X(x)E^Y(y)|\varphi =0`$, if $`xy`$, for any $`\varphi 𝒞_1(X,\psi )`$. It follows that $`X`$ and $`Y`$ are perfectly correlated in any state $`\varphi 𝒞_1(X,\psi )`$. Thus, the implication (v) $``$ (ii) has been proven. Since the implication (ii) $``$ (i) is obvious, the proof is completed. QED

By the above theorem, observables $`X`$ and $`Y`$ are represented on the space $`𝒞(X,\psi )`$ by the same operator $`XP_{X,\psi }=YP_{X,\psi }`$, and hence $`X`$ and $`Y`$ are considered to be simultaneously measurable in $`\psi `$ and to have the identical outcomes. In fact, if one measures $`X`$ and $`Y`$ by consecutive projective measurements of $`X`$ and $`Y`$, then by Theorem 2 (iv) the joint probability distribution of the two outcomes satisfies

$$E^Y(y)E^X(x)\psi ^2=E^X(y)E^X(x)\psi ^2=\delta _{x,y}\psi |E^X(x)|\psi ,$$

and hence the measurement outputs actually show the perfect correlation predicted by the theoretical joint probability distribution (10).

## VII Characterization of perfectly correlating states

From the above theorem we have the following important characterization of perfectly correlating states.

###### Theorem 3

Two observables $`X`$ and $`Y`$ are perfectly correlated in a state $`\psi `$ if and only if $`\psi `$ is a superposition of common eigenstates of $`X`$ and $`Y`$ with common eigenvalues.

* Suppose that $`X`$ and $`Y`$ are perfectly correlated in a state $`\psi `$. Then, $`𝒞(X,\psi )`$ is generated by eigenstates of $`XP_{X,\psi }=YP_{X,\psi }`$. Thus, $`\psi `$ is a superposition of common eigenstates of $`X`$ and $`Y`$ with common eigenvalues. Conversely, suppose that $`\psi `$ is a superposition of common eigenstates of $`X`$ and $`Y`$ with common eigenvalues. Then, the subspace $`𝒮`$ generated by those eigenstates is invariant under both $`X`$ and $`Y`$ and includes $`\psi `$. Thus, $`𝒞(X,\psi )𝒮`$, and $`X=Y`$ on $`𝒞(X,\psi )`$, and hence from Theorem 2 (v), we conclude $`X`$ and $`Y`$ are perfectly correlated in $`\psi `$. QED

## VIII Equally distributed observables

Theorem 2 (ii) suggests that perfectly correlated $`X`$ and $`Y`$ in $`\psi `$ are equally distributed in any state in the cyclic subspace spanned by $`\psi `$ and $`X`$. The following theorem shows that the converse is also true.

###### Theorem 4

Two observables $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$ if and only if they are equally distributed in any state $`\varphi `$ in $`𝒞_1(X,\psi )`$.

* Suppose that $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$. From Theorem 2 (iv), we have $`f(X)\varphi =f(Y)\varphi `$ for any function $`f`$ and $`\varphi 𝒞(X,\psi )`$. Taking $`f`$ to be $`f(y)=\delta _{x,y}`$, we have $`\varphi |E^X(x)|\varphi =\varphi |E^Y(x)|\varphi ,`$ so that $`X`$ and $`Y`$ are equally distributed for any $`\varphi 𝒞_1(X,\psi )`$. Conversely, suppose that $`X`$ and $`Y`$ are equally distributed in any state $`\varphi `$ in $`𝒞_1(X,\psi )`$. There is an orthonormal basis $`\{|n,\nu \}`$ of $`𝒞(X,\psi )`$ consisting of eigenstates of $`X`$ such that $`X|n,\nu =x_n|n,\nu `$. By the equal distributivity of $`X`$ and $`Y`$ in $`|n,\nu `$, we have $`Y|n,\nu =x_n|n,\nu `$. Thus, $`\psi `$ is a superposition of common eigenstates of $`X`$ and $`Y`$ with common eigenvalues. We conclude, therefore, from Theorem 3 that $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$. QED

## IX Characterization of precise measurements of observables

Let $`𝐀(𝐱)`$ be an apparatus with output variable $`𝐱`$ for measuring a system $`𝐒`$ described by a Hilbert space $``$. The measuring process of $`𝐀(𝐱)`$ is described by a quadruple $`(𝒦,\xi ,U,M)`$ consisting of a Hilbert space $`𝒦`$ describing the probe $`𝐏`$, a state vector $`\xi `$ in $`𝒦`$ describing the state of $`𝐏`$ just before the measurement, a unitary operator $`U`$ on $`𝒦`$ describing the time evolution of the composite system $`𝐒+𝐏`$ during the measuring interaction, and an observable $`M`$ on $`𝒦`$ describing the meter observable 84QC ; 89RS ; BLM91 ; BK92 ; 00MN ; 01OD ; 04URN . We assume for simplicity that both $``$ and $`𝒦`$ are finite dimensional. If the measuring interaction turns on from time $`t`$ to $`t+\mathrm{\Delta }t`$, in the Heisenberg picture with original state $`\psi \xi `$ at time $`t`$, we write $`A(t)=AI`$ and $`M(t+\mathrm{\Delta }t)=U^{}(IM)U`$.

The probability distribution of the output variable $`𝐱`$ on the input state $`\psi `$ is given by

$`\mathrm{Pr}\{𝐱=x\psi \}=\psi \xi |U^{}[IE^M(x)]U|\psi \xi .`$ (12)
Let $`A`$ be an observable on $``$. Naturally, we should say that the apparatus $`𝐀(𝐱)`$ with measuring process $`(𝒦,\xi ,U,M)`$ precisely measures the value of observable $`A`$ in state $`\psi `$, if the observable $`AI`$ and $`U^{}(IM)U`$ are perfectly correlated in the state $`\psi \xi `$. In this case, we can say that the measuring interaction reproduces “the value” taken by $`A`$ before the measuring interaction; if the observer were to measure $`A(t)`$ and $`M(t+\mathrm{\Delta }t)`$ jointly then the observer would obtain the same value from each measurement, so that the observer can safely report that his value obtained from observing $`M(t+\mathrm{\Delta }t)`$ is the value obtained from the measurement of $`A(t)`$. On the other hand, the apparatus $`𝐀(𝐱)`$ is said to satisfy the Born statistical formula (BSF) for $`A`$ in state $`\psi `$ if

$`\mathrm{Pr}\{𝐱=x\psi \}=\psi |E^A(x)|\psi `$ (13)
for all $`x𝐑`$. In this case, we can say at least that the measuring interaction reproduces the probability distribution of $`A`$ before the measuring interaction.

The relation

$`\mathrm{\Pi }(x)=\text{Tr}_𝒦[U^{}[IE^M(x)]U(I|\xi \xi |)]`$ (14)
defines the probability operator valued measure (POVM) $`\{\mathrm{\Pi }(x)|x𝐑\}`$ of $`𝐀(𝐱)`$, where $`\text{Tr}_𝒦`$ stands for the partial trace over $`𝒦`$. Then, the probability distribution of the output is described by

$`\mathrm{Pr}\{𝐱=x\psi \}=\psi |\mathrm{\Pi }(x)|\psi .`$ (15)
We say that a POVM $`\{\mathrm{\Pi }(x)|x𝐑\}`$ is perfectly correlated to an observable $`A`$ in a state $`\psi `$, if

$`\psi |\mathrm{\Pi }(x)E^A(y)|\psi =0`$ (16)
for any $`x,y𝐑`$ with $`xy`$. Then, the following theorem characterizes precise measurements of the value of an observable in a given state.

###### Theorem 5

Let $`𝐀(𝐱)`$ be an apparatus with measuring process $`(𝒦,\xi ,U,M)`$ and POVM $`\{\mathrm{\Pi }(x)|x𝐑\}`$. Then, for any observable $`A`$ and state $`\psi `$, the following conditions are all equivalent.

(i) $`𝐀(𝐱)`$ precisely measures $`A`$ in $`\psi `$.

(ii) The POVM $`\{\mathrm{\Pi }(x)|x𝐑\}`$ is perfectly correlated to $`A`$ in $`\psi `$.

(iii) $`𝐀(𝐱)`$ satisfies the BSF for $`A`$ in any $`\varphi 𝒞_1(A,\psi )`$.

(iv) $`\mathrm{\Pi }(x)P_{A,\psi }=E^A(x)P_{A,\psi }`$ for any $`x𝐑`$.

* The equivalence between conditions (i) and (ii) follows immediately from the relation

$`\psi \xi |[E^A(x)I]U^{}[IE^M(y)]U|\psi \xi `$ (17)
$`=`$ $`\psi |E^A(x)\mathrm{\Pi }(y)|\psi .`$
We easily obtain the relations

$`𝒞(AI,\psi \xi )=𝒞(A,\psi )𝐂\xi ,`$ (18)
$`P_{AI,\psi \xi }=P_{A,\psi }|\xi \xi |.`$ (19)
From the above relations, the equivalence of conditions (i) and (iii) follows from Theorem 4. Assume that condition (i) holds. By Theorem 2, condition (i) is equivalent to the relation

$`U^{}[IE^M(x)]UP_{AI,\psi \xi }=[E^A(x)I]P_{AI,\psi \xi }`$ (20)
for any $`x𝐑`$. Then, $`U^{}[IE^M(x)]U`$ commutes with $`P_{AI,\psi \xi }`$, so that from Eq. (19) we have

$`U^{}[IE^M(x)]UP_{AI,\psi \xi }=\mathrm{\Pi }(x)P_{A,\psi }|\xi \xi |.`$ (21)
Thus, Eq. (20) implies the relation

$`\mathrm{\Pi }(x)P_{A,\psi }|\xi \xi |=E^A(x)P_{A,\psi }|\xi \xi |,`$ (22)
so that we have condition (iv). Conversely, it is now easy to see that condition (iv) implies Eq. (20). Thus, condition (i) and condition (iv) are equivalent. QED

The above theorem shows that whether an apparatus precisely measures the value of an observable in a given state is determined solely by the corresponding POVM. In the conventional approach, the apparatus $`𝐀(𝐱)`$ is said to precisely measure the “observable” $`A`$, if it satisfies the BSF for $`A`$ in every state $`\psi `$ of the system $`𝐒`$ 84QC ; 89RS ; BLM91 ; BK92 ; NC00 ; 04URN . It is well-known that $`𝐀(𝐱)`$ precisely measures $`A`$ if and only if $`\mathrm{\Pi }(x)=E^A(x)`$ for all $`x𝐑`$. By Theorem 5, $`𝐀(𝐱)`$ satisfies the BSF for $`A`$ in every state $`\psi `$ of the measured system if and only if the meter observable and the measured observable are perfectly correlated in any input state. Thus, we have justified the conventional definition by having shown that every precise measurement of “observable” $`A`$ reproduces not only the probability distribution but also the value taken by $`A`$ before the measurement.

## X von Neumann’s model of measurement

It was shown by von Neumann vN55  that a measurement of an observable

$`A={\displaystyle \underset{n}{}}a_n|\varphi _n\varphi _n|`$ (23)
on $``$ with eigenvalues $`a_0,a_1,\mathrm{}`$ and an orthnormal basis of eigenvectors $`\varphi _0,\varphi _1,\mathrm{}`$ can be realized by a unitary operator $`U`$ on the tensor product $`𝒦`$ with another separable Hilbert space $`𝒦`$ with orthonormal basis $`\{\xi _n\}`$ such that

$`U(\varphi _n\xi )=\varphi _n\xi _n,`$ (24)
where $`\xi `$ is an arbitrary vector state in $`𝒦`$. Let

$`M={\displaystyle \underset{n}{}}a_n|\xi _n\xi _n|`$ (25)
be an observable on $`𝒦`$ called the meter. von Neumann’s model defines an apparatus $`𝐀(𝐱)`$ with measuring process $`(𝒦,\xi ,U,M)`$.

Let us suppose that the initial state of the system is given by an arbitrary state vector $`\psi =_nc_n\varphi _n`$. Then, it follows from the linearity of $`U`$ we have

$`U(\psi \xi )={\displaystyle \underset{n}{}}c_n\varphi _n\xi _n.`$ (26)
The conventional explanation as to why this transformation can be regarded as a measurement is as follows; symbols are adapted to the present context in the quote below. “In the state (26), obtained by the measurement, there is a statistical correlation between the state of the object and that of the apparatus: the simultaneous measurement on the system—object-plus-apparatus—of the two quantities, one of which is the originally measured quantity of the object and the second the position of the pointer of the apparatus, always leads to concordant results. As a result, one of these measurements is unnecessary: The state of the object can be ascertained by an observation on the apparatus. This is a consequence of the special form of the state vector (26), on not containing any $`\varphi _m\xi _n`$ term with $`nm`$ Wig63 .” “The equations of motion permit the description of the process whereby the state of the object is mirrored by the state of an apparatus. The problem of a measurement on the object is thereby transformed into the problem of an observation on the apparatus Wig63 .”

The above explanation correctly points out the existence of the statistical correlation between the measured observable $`A`$ and the meter observable $`M`$ in the state (26). However, this is not the statistical correlation between the measured observable before the interaction and the meter observable after the interaction, but that between those observables after the interaction. Thus, the above statistical correlation does not even ensure that the probability distribution of the measured observable before the interaction is reproduced by the observation of the meter observable after the interaction.

The role of the measuring interaction described by $`U`$ should be to make the following two correlations: (i) the correlation between the measured observable $`A`$ before the interaction and the meter $`M`$ after the interaction, and (ii) the correlation between the meter $`M`$ after the interaction and the measured observable $`A`$ after the interaction. The first correlation is required by the value reproducing requirement that the interaction transfers the value of the measured observable $`A`$ before the interaction to the value of the meter $`M`$ after the interaction. The second correlation is required by the repeatability hypothesis that if the meter observable $`M`$ has the value $`a_n`$ after the interaction, then the observable $`A`$ also have the same value $`a_n`$ after the interaction so that the second measurement of $`A`$ after the interaction reproduce the same value of the meter of the first measurement od $`A`$.

Now, we shall show that those requirements are actually satisfied. Let $`\eta _0,\eta _1,\mathrm{}`$ be an orthonormal basis of $``$ such that $`\eta _0=\xi `$, namely an orthonormal basis extending $`\{\xi \}`$. Let $`\mathrm{\Psi }_{n,m}`$ be a unit vector in $``$ defined by $`\mathrm{\Psi }_{n,m}=U^{}(\varphi _n\xi _m)`$ for any $`n,m`$. Then, we have $`\mathrm{\Psi }_{n,n}=\varphi _n\xi `$ and the family $`\{\mathrm{\Psi }_{n,m}\}`$ is an orthonormal basis of $``$. By simple calculations, we have

$`AI`$ $`=`$ $`A|\xi \xi |+{\displaystyle \underset{m0}{}}A|\eta _m\eta _m|,`$ (27)
$`U^{}(AI)U`$ $`=`$ $`A|\xi \xi |+{\displaystyle \underset{nm}{}}a_n|\mathrm{\Psi }_{n,m}\mathrm{\Psi }_{n,m}|,`$ (28)
$`U^{}(IM)U`$ $`=`$ $`A|\xi \xi |+{\displaystyle \underset{nm}{}}a_m|\mathrm{\Psi }_{n,m}\mathrm{\Psi }_{n,m}|,`$ (29)
where $`_{nm}`$ stands for the summation over all $`n,m`$ with $`nm`$. By the above relations it is now obvious that $`AI=U^{}(AI)U=U^{}(IM)U`$ on their common invariant subspace $`[\xi ]`$, so that those three observables are perfectly correlated in the state $`\psi \xi `$ for every state vector $`\psi `$ in $``$. Therefore, von Neumann’s model $`(𝒦,\xi ,U,M)`$ satisfies both the the value reproducing requirement and the repeatability hypothesis.

## XI Concluding remarks

In this paper, we have introduced the notion of perfect correlation between noncommuting observables and explored its basic properties. This notion is applied to characterizing the precise measurement of the value of an observable in a given state and justifies the conventional definition of precise measurement of an observable formulated independently of the input state. Although this paper has focussed on the finite level systems, the theory for the general case can be developed with analogous results under the definition that observables $`X`$ and $`Y`$ are perfectly correlated in state $`\psi `$, if

$$\psi |E^X(\mathrm{\Delta })E^Y(\mathrm{\Gamma })|\psi =0$$
(30)
for any mutually disjoint Borel sets $`\mathrm{\Delta }`$ and $`\mathrm{\Gamma }`$, where $`E^X`$ and $`E^Y`$ are the spectral measures of $`X`$ and $`Y`$, respectively; the detail will be discussed in a forthcoming paper.

The notion of perfect correlation is not restricted to the problem of measurement, but also has broad applications in foundations on quantum mechanics Per93  and quantum information theory NC00 . Those applications will be discussed elsewhere.

## Acknowledgements

The author thanks Julio Gea-Banacloche for his helpful suggestions for revising the original manuscript. This work was supported by the SCOPE project of the MPHPT of Japan, by the CREST project of the JST, and by the Grant-in-Aid for Scientific Research of the JSPS.


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# The Effects of the Sagittarius Dwarf Tidal Stream on Dark Matter Detectors

(December 11, 2003)

## Abstract

The Sagittarius dwarf tidal stream may be showering dark matter onto the solar neighborhood, which can change the results and interpretation of WIMP direct detection experiments. Stars in the stream may already have been detected in the solar neighborhood, and the dark matter in the stream is (0.3-25)% of the local density. Experiments should see an annually modulated steplike feature in the energy recoil spectrum that would be a smoking gun for WIMP detection. The total count rate in detectors is not a cosine curve in time and peaks at a different time of year than the standard case.

PACS numbers: 95.35.+d, 98.35.-a, 98.35.Pr, 98.62.Lv

Dark matter in the halo of our galaxy may consist of WIMPs (weakly interacting massive particles). More than twenty collaborations worldwide are developing detectors designed to search for WIMPs through their elastic scattering off nuclei. The most frequently assumed velocity distribution for galactic dark matter is that of a simple isothermal sphere. However, recent observations of the stellar component of the Galactic halo show evidence of a merger history that has not yet become well mixed, and indicate that halos form hierarchically. The Sloan Digital Sky Survey and the Two Micron All Sky Survey newberg ; majewski  have traced the tidal stream sagstr  of the Sagittarius dwarf galaxy (Sgr), a satellite galaxy that is located inside the Milky Way Galaxy. Two streams of matter are being tidally pulled away from the main body of the Sgr galaxy and extend outward from it. The leading tail is showering matter down upon the solar neighborhood majewski . Here we show the effect of this stream on WIMP dark matter direct detection experiments. Further details can be found in our longer paper longer .

Estimates of the current mass-to-light ratio of the Sgr dwarf (and hence plausibly the tidal tails) are $`M/L(25100)`$ majewski ; ibata97 . We estimate a range for the local stream dark matter density longer : $`\rho _{str}=[2,190]\times 10^4M_{}/\mathrm{kpc}^3=[0.001,0.07]\mathrm{GeV}/\mathrm{cm}^3,`$ which corresponds to (0.3-25)% of the local density of the isothermal Galactic halo, assuming $`\rho _h=0.3`$GeV/cm3111 Based on hierarchical clustering, it is likely that a clump contributes 1-5% to the local dark matter density swf .. At the solar position, we expect the tidal stream to travel roughly orthogonal to the Galactic plane with a speed of $`300`$ km/s. We will suggest an identification of the Sgr stream with a previously discovered helmi  coherently moving group of stars. Other (lower density) tidal streams may pass by the Solar neighborhood too.

The additional WIMP flux from the Sgr stream gives a 0.3–25% increase in the count rate in detectors at energies below a characteristic energy $`E_c`$, the highest energy that stream WIMPs can impart to a target nucleus. Thus, as pointed out by gondologelmini ; swf  for generic WIMP streams, we predict a step-like feature in the energy recoil spectrum.

The count rate in WIMP detectors will experience an annual modulation of amplitude $`10\%`$ due to Earth’s motion around the Sun dfs ; ffg . For an isothermal halo, the peak count rate is on June 2. The count rate of the Sgr stream is also annually modulated, with a peak date different from that of the halo. Hence, as pointed out by gondologelmini ; swf  for generic streams, the total signal (from halo plus stream) has a modified time dependence and peak date. The step energy $`E_c`$ is also annually modulated; detection of this modulation would provide powerful confirmation of a WIMP stream signal. For WIMP masses heavier than 50 GeV, the step lies above the threshold energy of current and upcoming dark matter experiments, and would affect their results. If their signal is due to WIMPs, DAMA DAMA  should have the stream in their current data.

Local stars in the Sagittarius tidal tails.– Seven of 97 stars (7%) identified as halo stars by Helmi et al helmi , within one kpc of the Sun, are moving coherently in one direction. Recently, Majewski et al. majewski  noticed that the density of this clump of giant stars in the solar region is similar to the expected local density of stars from the Sgr dwarf tidal stream. However, the $`Y`$component of the stars’ velocity is too high to be consistent with the Sgr dwarf orbital plane. The velocity vector of these stars is fifteen degrees away from the orbital plane of the Sgr dwarf spheroidal galaxy, as measured by the positions of the stars in the tidal tails, consistent with a plane that is tipped further from the Galactic pole.

In order to determine their velocity components, we re-extracted 8 clump stars from Chiba and Yoshii chibayoshii . We confirmed Helmi et al’s velocity of $`290\pm 26`$ km/s and found that the direction of the stars’ motion is $`(l,b)=(116,59)`$. In Galactic coordinates222We take $`\widehat{X}`$ in the direction of the Galactic center, so the Sun is at $`(X,Y,Z)=(8.5,0,0)`$., the mean velocity of the local stellar clump is $`(V_X,V_Y,V_Z)=(65\pm 22,135\pm 12,249\pm 6)`$, with velocity dispersions $`(\sigma _{V_X},\sigma _{V_Y},\sigma _{V_Z})=(62,33,17)`$ km/s. Our measurement of the dispersion in the $`X`$ direction is significantly smaller than previously measured helmi . Since the experimental errors in the space velocities of these stars are of the order of 10 km/s in each component, the asymmetric velocity dispersions are likely to be inherent to this kinematic component, and not a result of measurement error.

Except for the fact that the Helmi et al. stars are in a less polar orbit than the Sgr dwarf, the characteristics are as expected for the stars associated with the Sgr dwarf spheroidal galaxy. They are a spatially distinct component (surveying larger volumes does not produce a star count that increases linearly with the volume) chibabeers . They have very nearly the predicted speed longer  and expected stellar density majewski . They are the most significant low-velocity-dispersion component at the solar position.

Given the large number of coincidences with our expectations for Sgr stream stars, it is logical to revisit whether a velocity direction that differs from the Sgr orbital plane by $`15^{}`$ rules out an association. The $`Y`$component of the Helmi et al. stars is 5$`\sigma `$ higher than that required to match the published Sgr plane. However, it is conceivable that the Sgr stream properties in the solar neighborhood deviate from the Sgr dwarf orbital plane.

In Figure 5 of Newberg et al. newberg , it is shown that the known tidal tails of the Sgr dwarf galaxy do not exactly follow the Sgr dwarf orbital plane as fit to M-giants majewski . Fitting a plane to the positions of a piece of the leading tail debris yields a plane that is discrepant by $`8^{}`$ from the nominal orbital plane. In longer , we estimated a stream width of 6 kpc for a piece of the Sgr tidal tail that was 34 kpc from the Galactic center. Though the center of the tidal stream could in principle remain in one plane, the individual stars in a stream with this width must differ in orbital plane by $`10^{}`$ or more from one side of the stream to the other. A spatial separation of the velocity components is likely, given that the stars are primarily stripped at the dwarf galaxy’s closest approach to the Galactic center johnston , and are not cast off along the length of the orbit.

Additional contributions to the orbital velocities of stars in a restricted portion of the tidal stream include a non-spherical component of the Galactic potential, any halo dark matter “lumps” lumpyhalo  yet to be discovered, and any rotation of the parent galaxy to the present-day Sgr dwarf spheroidal. All of these unknowns together make it plausible that a local portion of the Sgr tidal stream could have different orbital parameters than naively expected from a global fit to the tidal tails.

Once stripped from the dwarf, stars and dark matter released into the Galactic potential at the same position and with the same velocity travel together. The Helmi et al. stars provide the most likely velocities for a tidal stream that passes through our location in the Galaxy (though if it is not the Sgr stream, then the dark matter density associated with it is currently unknown). In the remainder of this letter, we explore the implications of this tidal stream for WIMP direct detection experiments, assuming it has the dark matter density estimated for the Sgr tidal stream.

Count Rates: In WIMP direct detection experiments, the differential detection rate per unit detector mass (counts/day/kg detector/keV recoil energy) is gondologelmini

$$\frac{dR}{dE}=\frac{\sigma _0F^2(q)}{2m\mu ^2}\left[\rho _h\eta _h(E,t)+\rho _{\mathrm{str}}\eta _{\mathrm{str}}(E,t)\right]$$
(1)
where $`\eta _h`$ and $`\eta _{str}`$ are the mean inverse speed of WIMPs in the standard Galactic halo and the stream respectively, $`m`$ is the WIMP mass, $`M`$ is the target nucleus mass, $`\mu mM/(m+M)`$ is the reduced mass, $`\sigma _0`$ is the total nucleus-WIMP cross section, $`q=\sqrt{2ME}`$ is the nucleus recoil momentum, and $`F(q)`$ is a nuclear form factor. More detail can be found in our longer paper longer . We consider two different sources of WIMPs that contribute to count rates in detectors: WIMPs in the Milky Way halo and WIMPs in the Sgr stream. For the halo WIMPs, we assume an isothermal sphere. The Galactic WIMP speeds obey a Maxwellian distribution with a velocity dispersion $`\sigma _h`$ truncated at the escape velocity $`v_{\mathrm{esc}}`$. We take $`\sigma _h=270`$ km/s and $`v_{\mathrm{esc}}=650`$ km/s. The resultant rates can be found in ffg ; longer .

Sgr Stream Component: As our reference case, we use a WIMP stream velocity $`𝐯_{\mathrm{str}}=(65,135,249)\mathrm{km}/\mathrm{s}.`$ The characteristic energy of the step in the recoil spectrum is

$$E_c(t)=(2\mu ^2/M)|𝐯_\mathrm{D}(t)𝐯_{\mathrm{str}}|^2,$$
(2)
where $`𝐯_\mathrm{D}(t)`$ is the detector velocity. This step energy is the maximum recoil energy that can be imparted to the nucleus. The maximum momentum transferred from a WIMP to a nucleus occurs when the WIMP bounces back and is $`q_{\mathrm{max}}=2\mu \left|𝐯_\mathrm{D}(t)𝐯_{\mathrm{str}}\right|`$; the maximum nuclear recoil energy then follows as $`E_c(t)=q_{\mathrm{max}}^2/(2M)`$.

The effect of a velocity dispersion $`\sigma _{\mathrm{str}}`$ in the Sgr stream is to smooth out the edges of the step. We assume that the WIMPs in the Sgr stream follow a Maxwellian velocity distribution $`f_{\mathrm{str}}(𝐯)=(2\pi \sigma _{\mathrm{str}}^2/3)^{3/2}e^{3|𝐯𝐯_{\mathrm{str}}|^2/2\sigma _{\mathrm{str}}^2}`$. We will use $`\sigma _{\mathrm{str}}=`$ 72 km/sec, but will study the effects of an anisotropic $`\sigma _{\mathrm{str}}`$ in a later paper.

Sgr Stream Annual Modulation: The position of the step depends on the time of year:

$$E_c(t)=E_c^{(0)}\left\{1+A_c\mathrm{cos}[\omega (tt_c)]\right\},$$
(3)
with $`\omega =2\pi /1`$ yr, and $`E_c^{(0)}`$ and $`A_c`$ given in longer . For the Sgr stream, we find that the amplitude of the annual modulation of the step energy is $`A_c=25.2\%`$. The location of the step is at the highest energy $`E_{c,max}`$ on Jan. 15 and lowest energy $`E_{c,min}`$ on July 16. The amplitude and phase of the $`E_c`$ modulation do not depend on the target nucleus, WIMP mass, or density of stream WIMPs, but do depend on the size and direction of the stream velocity.

The count rates from both the halo and stream WIMPs also experience annual modulation. Since the halo and stream count rates peak on different days of the year, the peak date of the total signal depends on the fractional stream contribution. The peak date of the stream contribution depends on the stream direction and the recoil energy. For our reference direction, at recoil energies below $`E_{c,min}`$, the stream count rate (dominated at low recoil energies by slow WIMPs relative to the Earth) peaks on July 16 and is minimum on Jan. 15. Above $`E_{c,min}`$, fast stream WIMPs (relative to the Earth) dominate the stream count rate, and the phase of the annual modulation reverses: the stream count rate peaks on Jan. 15 and is minimum on July 16. For recoil energies above $`E_{c,max}`$, the stream disappears entirely, and one returns to the annual modulation of the halo, with a peak on June 2. The phase of the modulation of $`E_c`$ is 180 out of phase with the stream modulation below $`E_{c,min}`$, and in phase with the stream modulation between $`E_{c,min}`$ and $`E_{c,max}`$ (above which the stream signal disappears).

At a given energy recoil, the total observed signal can have a variety of periodicities that do not resemble sinusoids over the course of a year. For example, the peak of the stream signal on Jan. 15 can produce a bump in the time series of the total signal. Since the stream peak depends sensitively on the direction of the stream, the total count rate of halo plus stream can vary widely depending on the stream contribution. In particular, the peak date of the total observable signal can vary over the entire year, depending on the stream contribution. Any stream component can thus drastically affect what experimenters will find.

Results: As an illustrative example, we here focus on the NaI detector of the DAMA experiment. We assume $`\sigma _0=7.2\times 10^{42}\mathrm{cm}^2(\mu /\mu _p)^2A^2`$, where $`A`$ is the atomic mass and $`\mu _p`$ is the reduced WIMP-proton mass. As discussed in longer , the stream should be visible in other experiments as well.

DAMA has an energy threshold of 2 keV electron equivalent (keVee), which corresponds to 22 keV recoil energy for iodine 333The conversion from keVee to keV recoil energy is found from the quenching factor, 0.09 for I and 0.3 for Na.. In Table I, we list the values of the step energy $`E_c`$ due to Sgr stream WIMPs for our reference case 444For DAMA, there are two steps, at lower energy due to I and at higher energy due to Na.. $`E_c`$ experiences an annual modulation, with a maximum in January and a minimum in July. Since iodine is much heavier than sodium, WIMP interactions with iodine dominate the count rate (except for a high energy tail above $`E_c`$ of iodine). For WIMP masses heavier than 50 GeV, the step lies above the DAMA threshold energy during peak months, and can in principle be detected.

Figure 1 shows the time series of the count rate of 60 GeV WIMPs in the detector, integrated over the 2-6 keVee energy bin for which DAMA published results. For a 4% stream contribution, the count rate of the halo alone peaks on June 2, the stream alone on Jan. 15, and the sum of the two on May 25. The DAMA experiment finds that the count rate in their data peaks on May 21 $`\pm `$ 22 days (1$`\sigma `$ error bars DAMA ). The error band includes June 2 (predicted by an isothermal halo model) but is better fit by the presence of the stream. The peak date of the total count rate (including stream) is extremely sensitive to the direction and density of the stream. For 60 GeV WIMPs and a 20% stream contribution, the peak date of the total signal in the 2-6 keVee bin is March 30, in disagreement with the data. Thus DAMA cannot be seeing a stream with these parameters.

Figure 2 shows the count rate of 60 GeV WIMPs in a NaI detector such as DAMA as a function of recoil energy. A stream WIMP fraction of $`20\%`$ is depicted to illustrate the step, though a $`4\%`$ WIMP fraction is more likely. The DAMA experiment has an enormous exposure of 107731 kg-days. For a 60 GeV WIMP mass and a Sgr stream in the reference direction that is 4% of the local halo density, we compute the following number of events expected in the (2-3,3-4)keVee bins, averaged over a year: (112372, 50894) with the stream and (108544, 50425) without the stream (assuming a detector resolution much smaller than the bin size). The location of $`E_{c,max}`$ due to iodine is 2.5keVee. Thus the stream is detectable at the 11$`\sigma `$ level ($`(112372108544)/\sqrt{112372}=11\sigma `$) in the 2-3 keVee bin and at the 2$`\sigma `$ level in the 3-4 keVee bin. For higher masses, the value of $`E_c`$ is larger so that stream WIMPs contribute out to higher energy recoils. Stream WIMPs with higher mass are detectable in the first few energy bins, even for rather low dark matter densities in the stream. For example, for 70 GeV WIMPs, a 4% stream is detectable at the 16$`\sigma `$ level in the 2-3 keVee bin and at the 5$`\sigma `$ level in the 3-4 keVee bin. For 85 GeV WIMPs, even a 2%(1%) stream is detectable at the 9$`\sigma `$ (5$`\sigma `$) level in the 2-3 keVee bin and at the 5$`\sigma `$ (3$`\sigma `$) level in the 3-4 keVee bin.

Experiments may be able to see the annual modulation of the step, which is important to proving that they have indeed seen the Sgr stream. With the current DAMA energy resolution of 7.5%, DAMA may be able to make this identification in some cases but not in others. For the reference case, the energy resolution is better than the difference in $`E_c`$ due to annual modulation (for those cases where $`E_c`$ is above threshold). Finding the Sgr modulation would be persuasive in the interpretation of the observed annual modulation in DAMA as indeed due to WIMPs.

Conclusions: Recent observations of the Sgr dwarf spheroidal galaxy indicate the existence of tidal streams that pass through the solar neighborhood. It is possible that stars associated with the stream have already been detected in the solar neighborhood helmi . If dark matter consists of WIMPs, the extra contribution from the stream gives rise to a step-like feature in the energy recoil spectrum in direct dark matter detection. The location of the step experiences an annual modulation that will be useful in identifying the existence of the stream. The count rate in the detector due to stream WIMPs is also modulated annually. With our best estimates, the maximum is on Jan. 15 and the minimum on July 16 for energy recoils near the characteristic energy; for lower energy recoils, the phase is opposite.

For current and upcoming experiments, the step may lie above the threshold energy and can be detected. DAMA may have it in their current data. For a 60 GeV WIMP mass and a very reasonable stream density that is 4% of the local halo, the stream is detectable at the 11$`\sigma `$ level in the 2-3 keVee energy bin; then the total count rate peaks on May 25, in excellent agreement with the data. The existence of the Sgr stream in the DAMA data may shift the best fit WIMP mass and cross section555Since the DAMA data are not public, we are compelled to leave the analysis to the experimentalists.. It is possible that the discrepancy between DAMA and EDELWEISS, CDMS, or ZEPLIN-I data may be resolved if the stream is correctly included. We also note that other experiments, e.g., CDMS, CRESST, DRIFT, ZEPLIN, and XENON, should also be able to see the stream, as discussed in our longer paper longer .

K. F. and P. G. thank the DOE and the MCTP at the Univ. of Michigan for support. H. N. is supported by Research Corp. and the NSF (AST-0307571).


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# Increments of Random Partitions

## 1 Introduction

Random partitions have been studied extensively during the past thirty years, and have found various applications in population biology, Bayesian statistics, combinatorics, and statistical physics; see  for an in-depth survey. Exchangeable random partitions were introduced by Kingman, motivated by applications in genetics. Partially exchangeable random partitions were introduced by Pitman in . We recall their definition:

###### Definition 1.

Consider a random partition $`\mathrm{\Pi }_n=\{A_1,A_2,\mathrm{},A_k\}`$ of $`[n]=\{1,2,\mathrm{},n\}`$, where the blocks $`A_i`$ are listed in order of appearance (i.e. in increasing order of their smallest element). $`\mathrm{\Pi }_n`$ is called partially exchangeable if its probability only depends on the ordered block sizes:

$$P(\mathrm{\Pi }_n)=p(|A_1|,\mathrm{},|A_k|)$$
(1)
for some function $`p`$ taking values on the set of compositions of $`n`$ (ordered sets of positive integers that sum up to $`n`$). $`\mathrm{\Pi }_n`$ is called exchangeable if $`p`$ is symmetric, so its probability depends on the sizes of the blocks but not their order.

A natural way to look at a partition is to construct it one element at a time. We start with a single block $`\{1\}`$, then the next element $`2`$ either joins the existing block or starts a new one, and so on until $`n`$. For $`i=1,\mathrm{},n`$ let $`X_i=1`$ if $`i`$ starts a new block, $`X_i=0`$ otherwise. (Alternatively, $`X_i=1`$ if $`i`$ is the smallest element in its block, $`X_i=0`$ otherwise.) We always define $`X_1=1`$.

###### Definition 2.

Let $`\mathrm{\Pi }_n`$ be a partition of $`\{1,2,\mathrm{},n\}`$. Let $`X_i=1`$ if $`i`$ is the smallest element in its block, $`0`$ otherwise. We call the sequence $`(X_1,\mathrm{},X_n)`$ the increments of $`\mathrm{\Pi }_n`$.

Clearly the partition determines the increments, but not viceversa. The increments do not even determine the block sizes: the partitions $`\{\{1,3,4\},\{2\}\}`$ and $`\{\{1,3\},\{2,4\}\}`$ have the same increments $`X_1=1,X_2=1,X_3=0,X_4=0`$.

For a random partition, the law of the partition induces a law for its increments on the probability space $`\{0,1\}^n`$. We prove that if the partition is partially exchangeable, the law of the increments does determine the law of the partition:

###### Theorem 1.

If $`\mathrm{\Pi }_n`$ is a partially exchangeable partition of $`[n]`$, the distribution of its increments $`(X_1,\mathrm{},X_n)`$ uniquely determines the distribution of $`\mathrm{\Pi }_n`$.

Hence we obtain a correspondence between the set of partially exchangeable laws for partitions, and the set of laws for binary sequences of zeroes and ones. This correspondence is as close to a bijection as we could possibly hope for, in the following sense. There are exactly $`2^{n1}`$ compositions of $`n`$, so according to (1), the law of the partition is determined by the $`2^{n1}`$ values of $`p`$, which are arbitrary except for the constraint that $`P`$ is a probability measure (so $`p0`$ and a weighted sum of its values is equal to 1). There are $`2^{n1}`$ possible sequences of increments (since $`X_1=1`$ always), so their law is also determined by $`2^{n1}`$ numbers; the constraint on them turns out to be a system of linear inequalities (plus the obvious constraint that they sum up to 1).

As an application of Theorem 1, we answer a question raised by Jim Pitman. First we define

###### Definition 3.

Let $`\theta >0`$. The Chinese Restaurant Process with parameter $`\theta `$ is the exchangeable random partition of $`[n]`$ with distribution given by

$$p(n_1,\mathrm{},n_k)=\theta ^k\underset{i=1}{\overset{k}{}}(n_i1)!/\underset{i=0}{\overset{n1}{}}(\theta +i)$$
(2)
We denote it by $`CRP(\theta )`$.

Equation (2) is equivalent to the well-known Ewens sampling formula, and the distribution of the block sizes of $`CRP(\theta )`$ is also referred to as the Ewens partition structure. It has also been referred to as the Blackwell-MacQueen distribution. See  for a survey. The name ”Chinese Restaurant Process” was introduced by Lester Dubins and Jim Pitman in the early 80’s.

$`CRP(\theta )`$ has several equivalent descriptions; for example, for $`\theta =1`$ it is the partition induced by the cycles of an uniform random permutation. See  for details. The description we are interested in is in terms of its increments $`X_i`$. It follows from (2) that those are independent and satisfy

$$P(X_i=1)=\theta /(i1+\theta )$$
(3)
Hence $`CRP(\theta )`$ admits a simple construction one element at a time: $`i`$ starts a new block with probability $`\theta /(i1+\theta )`$ (and joins an existing block with probability proportional to the size of the block). It is easy to prove that this constructs an exchangeable partition. Jim Pitman asked whether this is the only exchangeable random partition with the property that $`X_i`$ are independent. We prove that the answer is yes:

###### Theorem 2.

The Chinese Restaurant Process $`CRP(\theta )`$ is the only exchangeable random partition with independent increments.

Hence in this sense, the Chinese Restaurant Process is the simplest exchangeable random partition.

Several other random partitions admit simple representations in terms of their increments $`X_i`$. If the increments are not independent, the next simplest case is to assume some kind of Markov structure. For example, we can require that the partial sums $`S_i=X_1+\mathrm{}+X_i`$ form a Markov chain. This is the same as requiring that the probability that $`i+1`$ start a new block depend only on $`i`$ and on the number of already existing blocks $`S_i`$. One process that satisfies this is Pitman’s two-parameter generalization of CRP($`\theta `$), described in . In this case we have

$$P(X_{i+1}=1|S_i=k)=(k\alpha +\theta )/(i+\theta )$$

where the parameters satisfy $`0\alpha <1,\theta >\alpha `$. For $`\alpha =0`$ we obtain CRP($`\theta `$). It is an open question to describe all random partitions for which $`S_i`$ is a Markov chain.

## 2 Proof of Theorem 1

Let $`\mathrm{\Pi }_n=\{A_1,A_2,\mathrm{},A_k\}`$ be a partition of $`[n]`$ with $`k`$ blocks. We list the blocks $`A_i`$ in order of appearance, so $`1A_1`$, the smallest element not in $`A_1`$ is in $`A_2`$, and so on. Let $`B(\mathrm{\Pi }_n)=(|A_1|,\mathrm{},|A_k|)`$ the sizes of its blocks in order of appearance.

Let $`(X_1,\mathrm{},X_n)`$ be the increments of the partition. Since there are $`k`$ blocks, there are exactly $`k`$ ones and $`nk`$ zeroes among the increments. We can encode such a binary sequence by the distance between consecutive 1’s. For example, the sequence $`1,0,0,1,1,0,1,0`$ will be encoded $`3,1,2,2`$ as the distance between the first and the second 1 is three, the distance between the second and the third 1 is one, and so on. Formally, if $`a_i`$ is the smallest element in $`A_i`$, then we know $`X_{a_i}=1`$ for all $`1ik`$, so we encode the increments as the $`k`$-tuple $`D(\mathrm{\Pi }_n)=(a_2a_1,a_3a_2,\mathrm{},a_ka_{k1},n+1a_k)`$. There is a bijection between such $`k`$-tuples and binary sequences with $`X_1=1`$, so from now on we will identify the sequence of increments with its encoding, and work directly with $`k`$-tuples.

Let $`S_{n,k}`$ be the set of $`k`$-tuples whose elements add up to $`n`$. We are interested in the relationship between $`B(\mathrm{\Pi }_n)`$ and $`D(\mathrm{\Pi }_n)`$; both are in $`S_{n,k}`$. We define a partial order relation on $`S_{n,k}`$ as follows: $`(y_1,\mathrm{},y_n)(z_1,\mathrm{},z_n)`$ iff $`y_1z_1,y_1+y_2z_1+z_2,\mathrm{},y_1+y_2+\mathrm{}+y_nz_1+z_2+\mathrm{}+z_n`$. Then we have

###### Lemma 3.

For any partition $`\mathrm{\Pi }_n`$, $`B(\mathrm{\Pi }_n)D(\mathrm{\Pi }_n)`$.

###### Proof.

Let $`B(\mathrm{\Pi }_n)=(b_1,\mathrm{},b_k),D(\mathrm{\Pi }_n)=(d_1,\mathrm{},d_k)`$. Fix $`m`$ with $`1mk`$. Clearly $`_{i=1}^mb_i=|_{i=1}^mA_i|`$ and $`_{i=1}^md_i=a_{m+1}a_1=a_{m+1}1`$, where $`a_{m+1}`$ is the smallest element in $`A_{m+1}`$. Since the blocks $`A_i`$ are listed in order of appearance, $`a_{m+1}`$ is the smallest element outside $`_{i=1}^mA_i`$, so it is at most $`|_{i=1}^mA_i|+1`$; equality occurs iff $`_{i=1}^mA_i=\{1,2,\mathrm{},a_{m+1}1\}`$. ∎

Now consider a partially exchangeable law for $`\mathrm{\Pi }_n`$, defined as in (1) by a function $`p`$. This induces a law for the increments of $`\mathrm{\Pi }_n`$, and by using the encoding of binary sequences into $`k`$-tuples discussed above, this induces a law on $`k`$-tuples:

$$q(d_1,\mathrm{},d_k)=P(D(\mathrm{\Pi }_n)=(d_1,\mathrm{},d_k))$$
(4)
Summing up over all partitions with the same block structure, we obtain

$$q(d_1,\mathrm{},d_k)=\underset{(b_1,\mathrm{},b_k)S_{n,k}}{}p(b_1,\mathrm{},b_k)r(d_1,\mathrm{},d_k;b_1,\mathrm{},b_k)$$
(5)
where $`r(a_1,\mathrm{},a_k;b_1,\mathrm{},b_k)`$ denotes the number of partitions $`\mathrm{\Pi }_n`$ with blocks $`B(\mathrm{\Pi }_n)=(b_1,\mathrm{},b_k)`$ and increments encoded as $`D(\mathrm{\Pi }_n)=(d_1,\mathrm{},d_k)`$.

This gives a system of linear equations in the $`q`$’s and the $`p`$’s; we will show it can be solved to compute $`p`$ in terms of $`q`$. Consider the dictionary order on $`S_{n,k}`$: $`(y_1,\mathrm{},y_k)_d(z_1,\mathrm{},z_k)`$ iff $`y_1>z_1`$ or $`y_1=z_1,\mathrm{},y_m=z_m`$ and $`y_{m+1}>z_{m+1}`$ for some $`m`$ or $`y_i=z_i`$ for all $`i`$. It is easy to see that if $`(y_1,\mathrm{},y_k)(z_1,\mathrm{},z_k)`$ in the partial order previously defined, then $`(y_1,\mathrm{},y_k)_d(z_1,\mathrm{},z_k)`$ in the dictionary order. Hence from Lemma 3 we obtain

###### Lemma 4.

For $`𝐲,𝐳S_{n,k}`$, $`r(𝐲;𝐳)=0`$ unless $`𝐳𝐲`$, and $`r(𝐲;𝐳)=1`$ if $`𝐳=𝐲`$.

Now $`S_{n,k}`$ is totally ordered under the dictionary order so we can arrange its elements in decreasing order. But then the lemma says that the matrix of the system of linear equations is triangular and its diagonal elements are all 1, so it is trivially invertible and $`p`$ can be computed in terms of $`q`$. Explicitly, if the elements of $`S_{n,k}`$ are $`𝐲_\mathrm{𝟏}>_d𝐲_\mathrm{𝟐}>_d𝐲_\mathrm{𝟑}>\mathrm{}`$, then $`p(𝐲_\mathrm{𝟏})=q(𝐲_\mathrm{𝟏})`$ and for $`i2,p(𝐲_𝐢)=q(𝐲_𝐢)_{j=1}^{i1}p(𝐲_𝐣)r(𝐲_𝐢;𝐲_𝐣)`$. This completes the proof of Theorem 1. ∎

The following result gives an explicit formula and a generating function for the coefficients $`r(;)`$.

###### Proposition 5.

For $`(d_1,\mathrm{},d_k)S_{n,k}`$ and $`(b_1,\mathrm{},b_k)S_{n,k}`$, let $``$ be the set of $`k\times k`$ square matrices $`M=(m_{ij})`$ with the following properties:

* $`M`$ is upper triangular, so $`m_{ij}=0`$ if $`i>j`$.
* All other entries are non-negative integers, so $`m_{ij}0`$ if $`ij`$.
* For all $`i`$, the $`i`$-th row sums up to $`b_i1`$.
* For all $`i`$, the $`i`$-th column sums up to $`d_i1`$.

Then

$$r(d_1,\mathrm{},d_k;b_1,\mathrm{},b_k)=\underset{M}{}\underset{i}{}(d_i1)!/\underset{i,j}{}(m_{ij})!$$
(6)
Hence the following generating function identity holds:

$`x_1^{d_11}(x_1+x_2)^{d_21}\mathrm{}(x_1+x_2+\mathrm{}+x_k)^{d_k1}=`$ (7)
$`{\displaystyle \underset{𝐛S_{n,k}}{}}r(d_1,\mathrm{},d_k;b_1,\mathrm{},b_k)x_1^{b_11}x_2^{b_21}\mathrm{}x_k^{b_k1}`$
###### Proof.

We need to count the number of partitions with block structure $`𝐛`$ and increment structure $`𝐝`$. Let $`A_i`$ be the blocks of such a partition, in order of appearance. Knowing $`𝐝`$ is equivalent to knowing the smallest element of each $`A_i`$, call them $`a_i`$. Let $`D_i=\{a_i,a_i+1,\mathrm{},a_{i+1}1\}`$ and let $`n_{ij}=|A_iD_j|`$. Of the elements in $`D_j`$, $`a_j`$ must belong to $`A_j`$; all others may be assigned to any $`A_i`$ with $`ij`$, and the number of ways in which this can be done is $`(d_j1)!/(n_{1j}!n_{2j}!\mathrm{}n_{j1j}!(n_{jj}1)!)`$. If we let $`m_{ij}=n_{ij}`$ if $`ij`$, $`m_{ii}=n_{ii}1`$, then we obtain the desired formula. The generating function identity follows easily. ∎

## 3 Partitions with Independent Increments

We now prove Theorem 2.

###### Proof.

Let $`\mathrm{\Pi }_n`$ be an exchangeable random partition of $`[n]`$ such that its increments $`X_1,\mathrm{},X_n`$ are independent. As above, let $`p`$ be the function that describes its distribution as in (1), and $`q`$ the joint distribution of the increments. Consider sequences of increments with $`k=n1`$; that is, there is only one zero among $`X_1,\mathrm{},X_n`$. If the zero is at the beginning ($`X_2=0`$) then the partition must be $`\mathrm{\Pi }_n=\{\{1,2\},\{3\},\mathrm{},\{n\}\}`$. Hence

$$q(1,0,1,\mathrm{},1)=p(2,1,\mathrm{},1).$$

If the zero is at the end ($`X_n=0`$) then $`n`$ could be in any of the $`n1`$ pre-existing blocks so there are $`n1`$ choices for $`\mathrm{\Pi }_n`$. Since $`\mathrm{\Pi }_n`$ is exchangeable, all these choices are equally likely. Hence

$$q(1,1,1,\mathrm{},1,0)=(n1)p(2,1,\mathrm{},1).$$

But if we let $`u_n=P(X_n=1)`$, by independence we also have

$$q(1,0,1,\mathrm{},1)=u_1(1u_2)u_3\mathrm{}u_n$$

and

$$q(1,1,1,\mathrm{},1,0)=u_1u_2\mathrm{}u_{n1}(1u_n).$$

If $`u_20,1`$ then it follows easily by induction that $`u_n0`$ for all $`n`$ and hence

$$(n1)(1u_2)/u_2=(1u_n)/u_n$$

so if we let $`\theta =u_2/(1u_2)`$ then $`u_n=\theta /(n1+\theta )`$. Hence the increments of the process have the same law as the increments of CRP($`\theta `$), so the process must be CRP($`\theta `$).

It remains to consider the cases when $`u_2`$ is 0 or 1. If $`u_2=1`$ then by induction $`u_n=1`$ so all blocks are singletons (this is CRP($`\theta `$) in the limit case $`\theta =\mathrm{}`$). If $`u_2=0`$ then all $`u_n=0`$ ($`\mathrm{\Pi }_n`$ cannot contain the singleton {1} so by exchangeability it cannot contain the singleton $`\{n\}`$ either) so there is only one block (CRP($`\theta `$) for $`\theta =0`$). ∎

## 4 Another Binary Representation

Theorem 1 allows us to obtain a partially exchangeable partition from any law on random binary sequences satisfying certain constraints. While we have proved the theorem for partitions of the finite set $`[n]`$, the result is easily extended to infinite partitions. We obtain thus a correspondence between the set of distributions of partially exchangeable partitions of $`𝐍`$, and the set of distributions of infinite binary sequences. By Theorem 1, the correspondence is one-to-one; it is not onto.

There is another way to associate infinite binary sequences to partitions, which is discussed in detail in , Chapter 4. Given a binary sequence, the problem is to construct an exchangeable random partition $`\mathrm{\Pi }`$, so that the distribution of the (unordered) block sizes of its restriction $`\mathrm{\Pi }_n`$ to $`[n]`$ is the same as the distribution of the “gaps” (distances) between consecutive 1’s in the binary sequence. More precisely:

###### Definition 4.

Let $`Y_1,Y_2,\mathrm{}`$ be a random infinite sequence with $`Y_1=1`$ and $`Y_n\{0,1\}n`$, and let $`\mathrm{\Pi }`$ be an exchangeable random partition of $`𝐍`$. Let $`1=n_1<n_2<\mathrm{}`$ be the locations of the $`1`$’s in the sequence $`Y_n`$. For any fixed $`n`$, let $`n_k=\mathrm{max}\{i:in,X_i=1\}`$. Then

$$n=(n_2n_1)+\mathrm{}+(n_kn_{k+1})+(n+1n_k)$$

is a partition of $`n`$ into $`k`$ integers. If this has the same distribution as the partition of $`n`$ induced by restricting $`\mathrm{\Pi }`$ to $`[n]`$, then we say that $`\mathrm{\Pi }`$ has a gap representation by $`Y`$.

The two binary representations are related, but not identical. In particular, while any random partition has a representation by increments, it is not known under what conditions a random partition admits a gap representation. Also, note that the gap representation is interesting only for infinite partitions and sequences; for fixed $`n`$, any law for the sequence easily translates into a law for an exchangeable partition, as we are free to specify to probabilities for all possible block sizes. The problem is whether these laws are compatible as $`n`$ varies.

In , gap representations are constructed for various partitions, including CRP($`\theta `$), for which the gap representation has $`P(Y_n=1)=\theta /(n1+\theta )`$ and the $`Y_n`$ are independent. It is also proven that the only exchangeable random partition which admits a gap representation via a sequence $`Y`$ of independent binary random variables is CRP($`\theta `$). The similarity with Theorem 2 may seem surprising, but it is explained by the following result:

###### Proposition 6.

Suppose $`\mathrm{\Pi }`$ has a gap representation by $`Y`$, and let $`X`$ be the increments of $`\mathrm{\Pi }`$. Then

$$X_1+\mathrm{}+X_n\stackrel{d}{=}Y_1+\mathrm{}+Y_n,n1$$
(8)
###### Proof.

Both sides of the identity are equal in distribution to the number of blocks in $`\mathrm{\Pi }_n`$. ∎

If $`X`$ and $`Y`$ are each sequences of independent variables, then (8) implies they have the same distribution (in fact, it is enough to assume that the sequences of partial sums $`X_1+\mathrm{}+X_n`$ and $`Y_1+\mathrm{}+Y_n`$ are (possibly non-homogenous) Markov chains).

Acknowledgments. Many thanks to Jim Pitman for suggesting the problem and for useful discussions. Thanks also to Noam Berger.


text:
# 𝛽 Cephei and SPB stars in the Large Magellanic Cloud

## 1. Metallicity and pulsations of stars in the upper part of the main sequence

Presently we know of about 90 $`\beta `$ Cephei and 100 SPB stars in the Galaxy. Their pulsational instability is caused by the $`\kappa `$ mechanism working at temperature of about 2 $`\times `$ 105 K (see, e.g., Dziembowski & Pamyatnykh 1993). Since the opacity bump driving pulsations in these stars originates as a result of a large number of bound-bound transitions in the iron-group ions, the metallicity dependence of the instability strips is an obvious consequence. Pamyatnykh (1999) showed this in detail, finding that the $`\beta `$ Cephei instability strip practically vanishes at $`Z<`$ 0.01. A similar shrinking of the instability strip is predicted for SPB stars, although the dependence is not so strong and even at $`Z`$ = 0.01 the instability strip is still quite large.

Observationally, this dependence was confirmed by Pigulski et al. (2002) who found a striking difference between the incidence of $`\beta `$ Cephei stars in northern and southern open clusters. This fact could be explained as a result of the metallicity gradient in the Galaxy. It is therefore very important to know whether, and how many $`\beta `$ Cephei and SPB stars could be found in objects of even lower metallicities. With their low metallicities, the Large (LMC, $`Z_{\mathrm{LMC}}`$ 0.008) and Small (SMC, $`Z_{\mathrm{SMC}}`$ 0.004) Magellanic Clouds are among the best objects for such a study.

## 2. Data selection and analysis

The Magellanic Clouds were the targets of many observational surveys, including the microlensing ones, OGLE and MACHO, that provided photometric data for millions of stars. Recently, the OGLE-II observations of Magellanic Clouds have been reprocessed and the photometry of all stars in the reference frames has been obtained by means of the modified DIA software of Woźniak (2000). We used this photometry to search for periodic variations of stars located in the upper main-sequence of the LMC. For over 75 000 stars with $`V<`$ 18 and $`(VI)<`$ 0.5 we calculated Fourier periodograms in the range 0 to 20 d-1. Light curves of stars showing dominant periods shorter than 0.35 d were checked in detail.

## 3.  $`\beta `$ Cephei stars in the Large Magellanic Cloud

The first three $`\beta `$ Cephei stars in the LMC were found by Pigulski & Kołaczkowski (2002) in the OGLE-II catalogue of variable candidates (Żebruń et al. 2000). The new analysis of the OGLE-II data led us to the discovery of 64 $`\beta `$ Cephei stars including the three we found earlier. We also used the MACHO data (Allsman & Axelrod 2001). Detected frequencies were confirmed in all stars with the available MACHO photometry ($``$80% of the sample). In the final analysis we combined data from both surveys.

In the colour-magnitude diagram of the LMC (Fig. 1) $`\beta `$ Cephei stars are located in the range 14 $`<V<`$ 17.5. The most interesting discovery, however, are the periods detected in these stars (Fig. 2). In 31 out of 64 stars, we detected only a single mode. The remaining stars are multiperiodic with up to five modes detected. An example of a multiperiodic $`\beta `$ Cephei star is shown in the amplitude spectra in Fig. 3.

Fig. 2 shows several interesting features: (i) Short periods in the LMC $`\beta `$ Cephei stars are generally longer than in the Galactic ones. The median value is 0.17 d for the Galaxy and 0.27 d for the LMC. (ii) There is a correlation between periods and magnitudes among stars with 16.0 $`<V<`$ 17.5. We expect this type of behaviour, because for a given mode the period generally lenghtens with increasing radius. (iii) In 20 stars we detected periods which are 1.7 – 2.2 times longer than the short period(s). They are shown in Fig. 2 as open squares and seem to follow some period-magnitude relation too. Such long periods have not been observed in the Galactic $`\beta `$ Cephei stars. They can probably be explained in terms of the low-order $`g`$ modes, so the stars can be regarded as both $`\beta `$ Cephei and SPB stars.

## 4. The first extragalactic SPB stars

In addition to the above-mentioned $`\beta `$ Cephei stars showing SPB-type behaviour, we found some ‘classical’ SPB stars in the LMC, that is multiperiodic stars showing only periods longer than $``$0.5 d. An example of an early B-type SPB star is shown in Fig. 3, but we also found such stars among late B-type stars (see Fig. 1). The complete search for SPB stars in the LMC is not yet finished because it requires the analysis of thousands of fainter stars and also bright stars with periods longer than 0.35 d. This work is in progress now and will be published separately.

## 5. Conclusions

Despite the large number of variable stars we found, the incidence of $`\beta `$ Cephei stars in the LMC is clearly lower than in the Galaxy. This confirms the strong dependence of the driving mechanism on metallicity. A detailed modelling of the observed periods, especially the long periods found in $`\beta `$ Cephei stars, will probably allow constraints to be put on the metallicities and evolutionary status of these variables in the LMC. Furthermore, we will extend our analysis both to longer periods and fainter stars. This will surely lead to the discovery of a large number of SPB stars, but will also increase the number of stars showing simultaneously $`\beta `$ Cephei and SPB-type pulsations.

Acknowledgement. This work was supported by the KBN grant 5 P03D 014 20.

## References

Allsman, R.A., Axelrod, T.S. 2001, astro-ph/0108444

Dziembowski, W.A., Pamyatnykh, A.A. 1993, MNRAS, 262, 204

Pamyatnykh, A.A. 1999, Acta Astron., 49, 119

Pigulski, A., Kołaczkowski, Z. 2002, A&A, 388, 88

Pigulski, A., et al. 2002, in ASP Conf. Ser., Vol. 259, Radial and Nonradial Pulsations as Probes of Stellar Physics, ed. C. Aerts, T.R. Bedding & J. Christensen-Dalsgaard (San Francisco: ASP), 146

Woźniak, P.R., 2000, Acta Astron., 50, 421

Żebruń, K., et al. 2001, Acta Astron., 51, 317