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# Sloan Digital Sky Survey Spectroscopic Lens Search. I. Discovery of Intermediate-Redshift Star-Forming Galaxies Behind Foreground Luminous Red GalaxiesBased in part on observations obtained with the 6.5-m Clay telescope of the Magellan Consortium.

## 1. Introduction and Motivation

In its strongest form, gravitational lensing produces unmistakably distorted, amplified, and multiplied images of distant astronomical objects. It is therefore not surprising that the majority of known galaxy-scale gravitational lens systems have been discovered through imaging observations. However, a small number of lenses have been discovered spectroscopically, with the spectrum of a targeted galaxy showing evidence of emission from a background source and follow-up imaging revealing lensing morphology. The three most secure examples are the lensed quasars 2237+0305 (Huchra et al., 1985) and SDSS J0903+5028 (Johnston et al., 2003) and the lensed Lyman-$`\alpha `$ emitting galaxy 0047$``$2808 (Warren et al., 1996, 1998, 1999). Several authors have made predictions for the frequency of lensed quasar discoveries in galaxy redshift surveys (Kochanek, 1992; Mortlock & Webster, 2000, 2001). Others, inspired by the discovery of 0047$``$2808, have undertaken spectroscopic searches for lensed Lyman-$`\alpha `$-bright galaxies (Hewett et al., 2000; Willis et al., 2000; Hall et al., 2000; Burles et al., 2000). The idea behind such searches is that a massive foreground galaxy should act as an effective gravitational lens of any object positioned sufficiently far behind it and at small enough impact parameter, and any emission features from such lensed objects should be detectable in the spectra of the foreground galaxy. Therefore a search for discrepant emission features in galaxy spectra can potentially lead to a sample of gravitational lens systems that would not be discovered in broadband imaging searches due to faintness of source relative to lens. This “lenses-looking-for-sources” approach is complementary to lens searches such as the recently completed Cosmic Lens All-Sky Survey (CLASS; Myers et al., 2003; Brown et al., 2003) which proceed by targeting sources and looking for evidence of an intervening lens.

With its massive scale and quality of data, the spectroscopic component of the Sloan Digital Sky Survey (SDSS) provides an unprecedented opportunity for spectroscopic galaxy-galaxy gravitational lens discovery. This paper presents the first results of such a search within a sample of $``$51,000 SDSS Luminous Red Galaxy (LRG) spectra (Eisenstein et al., 2001, hereafter E01): a catalog of candidate lensed star-forming galaxies at intermediate redshift. The lens candidates presented in this paper were detected by the presence of not one but (at least) three emission lines in the LRG spectra identified as nebular emission from a single background redshift: \[O ii\] $`\lambda \lambda 3728`$ and two out of the three of H$`\beta `$ $`\lambda 4863`$, \[O iii\] $`\lambda 4960`$, and \[O iii\] $`\lambda 5008`$ (all emission-line wavelengths in this paper are vacuum values, in Angstroms). This implies a maximum redshift of $`z0.8`$ for any candidate lensed galaxies: at higher redshifts, \[O iii\] emission moves off the red end of the SDSS spectrograph.

The lensing cross section of a particular foreground galaxy is lower for intermediate-redshift sources than high-redshift sources, and in this sense the lens search we describe here is at a disadvantage relative to searches for lensed high-redshift Lyman-$`\alpha `$ emitters. However, the identities of the emission lines in the sample we present here are absolutely unambiguous. This cannot be said for spectroscopic Lyman-$`\alpha `$ lens candidates, which are typically detected as single discrepant emission lines and are difficult to distinguish from lower-redshift emission or (in the case of a huge survey such as the SDSS) non-astrophysical spectral artifacts. (A forthcoming paper will present SDSS single-line \[O ii\] and Lyman-$`\alpha `$ lens candidates.) Our spectroscopic lens search based on multiple-line detection has further advantages. First, the source redshift of any lensed galaxies will be known from the outset. Second, for a given limiting line flux, star-forming galaxies at intermediate redshift are more numerous on the sky than Lyman-$`\alpha `$ emitters at high redshift (see Hippelein et al., 2003; Maier et al., 2003), and hence strong lensing events could be more frequent despite decreased lensing cross sections. The non-lensed source population should thus be more amenable to study and characterization (Hogg et al., 1998, for example), facilitating lens statistical analysis. Finally, intermediate-redshift lensed galaxies would probe the mass distribution of the lens population in a systematically different manner than do high-redshift sources.

The search for new lens systems is motivated by the unique power of gravitational lensing to constrain the mass distribution of the lensing galaxy. Miralda-Escudé & Lehár (1992) argued that strong galaxy-galaxy gravitational lenses in the optical band should be both ubiquitous and of great scientific interest, but their detection has proved difficult. In addition to the optical Einstein ring 0047$``$2808 mentioned above, Hewett et al. (2000) have published one more spectroscopic galaxy-lens candidate. Hubble Space Telescope (HST) imaging has also had some success in detecting lensed galaxies, as described by Crampton et al. (2002), Ratnatunga, Griffiths, & Ostrander (1999), and Fassnacht et al (2003), but spectroscopic confirmation remains a challenge in most cases. Lensed galaxies are especially useful for investigating the mass distribution of the lensing galaxy because unlike lensed quasars they are spatially resolved sources which provide more detailed constraints (Kochanek & Narayan, 1992, for example). As with lensed quasars, the relative angular deflections between multiple images can constrain the total deflecting lens mass. But the relative distortions of multiple images can provide constraints as well, probing the slope of the radial mass profile and allowing more detailed connection with theories of galaxy formation and Cold Dark Matter (CDM). The promise of our candidate sample is enhanced by the fact that lens and source redshifts for any confirmed lens systems will be known from the outset with great precision; this is generally not the case for lenses discovered in optical imaging or radio data.

The lack of sufficient lensing constraints on the radial slope of the galaxy mass profile in lensed quasar systems is the greatest source of uncertainty in the Hubble constant ($`H_0`$) values derived from the time delays between images (Schechter, 2004), which remain systematically low compared to the current best $`H_0`$ values from the distance ladder (Freedman et al., 2001) and cosmic microwave background (Spergel et al., 2003); Kochanek (2002a, b, 2003) highlights the importance of resolving this discrepancy. Any galaxy-galaxy lenses confirmed within our current list of candidates would help to solve this problem by expanding the sample for ensemble lensing studies of early-type galaxy mass profiles like that of Rusin, Kochanek, & Keeton (2003b) and allowing for the inclusion of distortion information as mentioned above. The generally lower lens and source redshifts of our candidate systems as compared to known lens systems are also of particular interest because the images of any strong lenses within our sample will tend to form at smaller physical radii within the lens galaxy than in current lens systems (see Rusin et al., 2003a, Table 1), thus probing elliptical galaxy mass profiles in a systematically different manner111The lowest-redshift lensed quasar currently known, RXJ 1131$``$1231, has $`z=0.658`$ (Sluse et al., 2003).. A large enough sample of strongly lensed star-forming galaxies could even be monitored directly for supernovae. Multiple images of the same supernova would give time delays and $`H_0`$ measurements, as numerous authors have envisioned (Refsdal, 1964; Porciani & Madau, 2000; Holz, 2001; Goobar et al., 2002; Oguri & Kawano, 2003). If we assume one supernova per galaxy per century as an order-of-magnitude estimate (Doggett & Branch, 1985), a program to monitor $`50`$ lensed galaxies for several years would have a good chance of success.

Numerous studies have addressed the inability of standard macroscopic galaxy mass models to predict the flux ratios observed between images of strongly lensed quasars. Some authors have suggested that this phenomenon may be due to the effects of substructure in the lensing galaxy on the scale of either CDM sub-halos (Mao & Schneider, 1998; Metcalf & Madau, 2001; Chiba, 2002; Dalal & Kochanek, 2002) or stars (Witt, Mao, & Schechter, 1995; Schechter & Wambsganss, 2002), while others have invoked macroscopically modified lens models as a possible explanation (Evans & Witt, 2003; Möller, Hewett, & Blain, 2003). A sizeable sample of strongly lensed galaxies would provide valuable insight into this problem: by virtue of the arcsecond-scale intrinsic angular size of the source, galaxy-galaxy lenses will be immune to the lensing effects of any substructure with lensing deflection angles on the scale of microarcseconds (stars) or milliarcseconds (sub-halos). If the suppressed saddle point image fluxes seen in many quasar lenses are indeed due to macroscopic inadequacies in the standard lens models, similar effects should be seen in galaxy-galaxy lenses. If on the other hand these effects are due to micro/millilensing by substructure, they should be absent from lensed galaxy systems.

## 2. Search Sample

The Sloan Digital Sky Survey is a project to image roughly one-quarter of the sky in five optical bands and obtain spectroscopic follow-up observations of $`10^6`$ galaxies and $`10^5`$ quasars. York et al. (2000) provide a technical summary of the survey, Gunn et al. (1998) describe the SDSS camera, Fukugita et al. (1996), Hogg et al. (2001), and Smith et al. (2002) discuss the photometric system and calibration, Pier et al. (2003) discuss SDSS astrometry, Blanton et al. (2003) present the spectroscopic plate tiling algorithm, and Stoughton et al. (2002) and Abazajian et al. (2003) describe the survey data products. Approximately 12% of the galaxy spectroscopic fibers are allocated to the LRG sample (E01), selected to consist of very luminous ($`3L_{}`$)—and hence massive—early-type galaxies at higher redshift than the galaxies of the main sample (Strauss et al., 2002). We expect these LRGs to be particularly effective gravitational lenses of any objects positioned suitably behind them, and we concentrate our spectroscopic lens search on them. We also note that LRGs should have little dust and therefore any lensed background galaxies should suffer minimal extinction. The sample for our current study consists of 50996 spectra taken between 5 March 2000 and 27 May 2003 of SDSS imaging objects flagged as GALAXY\_RED by the photometric pipeline (Lupton et al., 2001) for passing either of the LRG cuts described by E01, reduced by the SDSS spectroscopic pipeline (J. Frieman et al., in preparation), and selected to have redshifts between 0.15 and 0.65 as determined by the specBS redshift-finding software (D. J. Schlegel et al., in preparation). The low-redshift cutoff is needed because less massive galaxies start to pass the photometric cuts below $`z0.15`$ and pollute the volume-limited LRG sample; see the discussion in E01 and the bimodal LRG sample redshift histogram in Stoughton et al. (2002, Fig. 14).

In addition to being much more massive than the average galaxy, LRGs have another property that makes them well suited to a spectroscopic lens survey: their spectra are extremely regular and well-characterized (see Eisenstein et al., 2003). To determine the spectroscopic redshift of an SDSS target galaxy with observed specific flux $`f_\lambda `$ and one-sigma sky$`+`$source noise spectrum $`\sigma _\lambda `$, the specBS program employs a small set of galaxy eigenspectra (four in the reductions for this study) derived from a rest-frame principal-component analysis (PCA) of 480 galaxy spectra taken on SDSS plate 306, MJD 51690. This eigenbasis is incrementally redshifted, and a model spectrum is generated from the best-fit linear combination to the observed spectrum at each trial redshift, with the final redshift assignment given by the trial value that yields the overall minimum $`\chi ^2`$. Although redshift is the primary output of this procedure, a byproduct of specBS is the best-fit model spectrum itself, $`\stackrel{~}{f}_\lambda `$. In the case of LRGs, $`\stackrel{~}{f}_\lambda `$ typically provides a very detailed and accurate fit to $`f_\lambda `$, with a reduced $`\chi ^2`$ of order unity over almost 4000 spectral pixels (roughly 1600 spectral resolution elements) attained with only 8 free parameters: a redshift, the four eigen-galaxy coefficients, and the three terms of a quadratic polynomial to fit out spectrophotometric errors and extinction effects, both of which exist at the few-percent level222The specBS outputs for the SDSS-DR1 sample are available from the website http://spectro.princeton.edu.. This extremely regular spectral behavior allows us to form residual LRG spectra

$$f_\lambda ^{(r)}f_\lambda \stackrel{~}{f}_\lambda $$
(1)
that are in principle realizations of $`\sigma _\lambda `$. Nebular emission lines from galaxies along the line of sight other than the target LRG will not be modeled by specBS and should appear as significant features localized in wavelength within these residual spectra. Figure 1 shows the median 1-$`\sigma `$ line flux sensitivity within our LRG residual spectrum sample as a function of wavelength. The (20th, 50th, 80th)-percentile LRG spectra themselves have a median signal-to-noise per pixel of (3.3, 5.1, 9.6) at the SDSS resolution of $`\lambda /\mathrm{\Delta }\lambda 1800`$.

## 3. Candidate Selection

This section describes our candidate selection routine in detail. Briefly stated, we select as initial candidates those spectra that show both blended \[O ii\] $`\lambda \lambda 3728`$ at $`S/N>3`$ and two out of the three lines H$`\beta `$ $`\lambda 4863`$, \[O iii\] $`\lambda 4960`$, and \[O iii\] $`\lambda 5008`$ at $`S/N>2.5`$, then cull the candidate list by applying cuts based on more detailed fits to the presumed emission features, and finally remove any obviously spurious detections. This selection process yields a substantial number of promising systems without an excess of obvious false positives.

### 3.1. Initial Emission Feature Detection

The key element in the first step of our lens candidate selection (described fully in § 3.2 below) is a straightforward matched-filtering procedure to search for significant emission features by fitting a Gaussian line profile at each point in the residual spectrum (Pratt, 1978; Hewett et al., 1985). We describe our implementation here so as to be explicit. Let $`f_j^{(r)}`$ be the residual flux in pixel $`j`$ and $`\sigma _j^2`$ be the statistical variance of $`f_j^{(r)}`$ 333 Conversion from units of ergs cm-2 s-1 Å-1 to units of ergs cm-2 s-1 pixel-1 is made using the re-binned SDSS spectroscopic pixel scale relation $`d\lambda =\lambda \times 10^4\mathrm{ln}(10)d(\mathrm{pixels})`$.. Also let $`\{u_i\}`$ describe a Gaussian kernel, centered on $`i=0`$, with $`i`$ running from $`i_{\mathrm{lim}}`$ to $`i_{\mathrm{lim}}`$, and normalized such that $`_iu_i=1`$. The maximum-likelihood estimator $`\overline{A}_j`$ for the line flux $`A_j`$ of any $`\{u_i\}`$-shaped residual emission feature centered on pixel $`j`$ is that which minimizes

$$\chi _j^2=\underset{i=i_{\mathrm{lim}}}{\overset{i_{\mathrm{lim}}}{}}\left(A_ju_if_{(j+i)}^{(r)}\right)^2/\sigma _{(j+i)}^2.$$
(2)
Differentiating (2) with respect to $`A_j`$, setting the resulting expression to zero, and solving yields

$$\overline{A}_j=C_j^{(1)}/C_j^{(2)},$$
(3)
where we have defined the convolutions

$`C_j^{(1)}`$ $``$ $`{\displaystyle \underset{i}{}}f_{(j+i)}^{(r)}u_i/\sigma _{(j+i)}^2,`$ (4)
$`C_j^{(2)}`$ $``$ $`{\displaystyle \underset{i}{}}u_i^2/\sigma _{(j+i)}^2.`$ (5)
The variance of $`\overline{A}_j`$ (under the assumption of uncorrelated Gaussian errors in $`f_j^{(r)}`$ as described by $`\sigma _j^2`$) is given by

$$\sigma _{\overline{A},j}^2=1/C_j^{(2)}.$$
(6)
The signal-to-noise ratio for a fitted Gaussian profile centered on pixel $`j`$ is therefore

$$(S/N)_j=C_j^{(1)}/\sqrt{C_j^{(2)}}.$$
(7)
Our null hypothesis is an absence of emission features in the residual spectra that should manifest as the $`\{(S/N)_j\}`$ being Gaussian-distributed about zero with unit variance: this should hold at most wavelengths in most spectra. We approach the initial search for emission lines in the residual spectra as a search for significance peaks with $`(S/N)`$ greater than some threshold value. Although insensitive to goodness-of-fit, this convolution-based detection scheme executes quickly and is therefore well suited to the initial search for residual emission features within our large spectral sample. Appendix A describes a noise-rescaling process that we employ to control the incidence of false-positive emission-feature detections (due primarily to imperfect sky subtraction) without masking regions of the spectrum.

### 3.2. Multi-Line Background Systems: Detection, Fitting, and Rejection

Multiple emission features at the same redshift will have redshift-independent wavelength ratios. The fully reduced SDSS spectra have been re-binned at a constant-velocity pixel scale of 69 km s-1, giving a redshift-independent pixel offset between features. Our operational scheme is thus to search for coincident $`(S/N)`$ peaks between multiple copies of a single filtered residual spectrum that have been shifted relative to one another. For \[O ii\] $`\lambda \lambda 3728`$ detection, we filter each residual spectrum with a $`\sigma =2.4`$-pixel Gaussian kernel (matched to the typical width of blended \[O ii\] $`\lambda \lambda 3728`$ emission seen in SDSS starburst galaxies). We take copies of the same residual spectrum “blueshifted” by integer pixel amounts so as to place H$`\delta `$ $`\lambda 4103`$, H$`\gamma `$ $`\lambda 4342`$, H$`\beta `$ $`\lambda 4863`$, \[O iii\] $`\lambda 4960`$, \[O iii\] $`\lambda 5008`$, \[N ii\] $`\lambda 6550`$, H$`\alpha `$ $`\lambda 6565`$, \[N ii\] $`\lambda 6585`$, \[S ii\] $`\lambda 6718`$, and \[S ii\] $`\lambda 6733`$ as close as possible to 3728.48 Å, the geometric-mean wavelength of the \[O ii\] $`\lambda \lambda 3728`$ doublet. These shifted spectra are filtered with a $`\sigma =1.2`$-pixel Gaussian kernel (matched to the typical width of SDSS starburst \[O iii\] $`\lambda 5008`$ emission), with the sub-pixel part of the line offset relative to 3728.48 Å incorporated by offsetting the kernel. Any pixel in the filtered $`S/N`$ spectra with value greater than 3 for \[O ii\] $`\lambda \lambda 3728`$ and value greater than 2.5 for two out of H$`\beta `$ $`\lambda 4863`$, \[O iii\] $`\lambda 4960`$, and \[O iii\] $`\lambda 5008`$ is tagged as a “hit”. A group of adjacent “hit” pixels is reduced to the single pixel with the greatest quadrature-sum $`S/N`$ for lines detected above the threshold (in effect, the pixel most inconsistent with the null hypothesis). Spectra with more than one isolated hit are rejected. The spectra are only searched in regions that would correspond to emission from $`5000`$ km s-1 behind the targeted LRG.

The preceding selection leads to 163 hits within our 51,000 spectra. For each hit, we explore a grid of redshift and intrinsic emission-line-width values for the background galaxy to find a best-fit model. At each grid point we fit a Gaussian profile to any emission line initially detected above a 2.0-$`S/N`$ threshold, with the line center determined by the trial redshift and line-width given by the quadrature sum of the trial intrinsic line-width and the measured spectrograph resolution at the observed wavelength of each line. \[O ii\] $`\lambda \lambda 3728`$ is fit with a double Gaussian profile. We adopt as best values for background redshift $`z_{BG}`$ and (Gaussian-$`\sigma `$) intrinsic line-width $`\sigma _e`$ those that give the minimum $`\chi ^2`$ over all detected lines. The $`z_{BG}`$ extent of our grid corresponds to $`\pm `$2 pixels, and the explored $`\sigma _e`$ range runs from 0 to 2 pixels (0 to 138 km s-1).

Following these fits, we subject the candidate sample to several cuts. First, we reject any system where no convergent (minimum $`\chi ^2`$) value for $`z_{BG}`$ is found within the explored $`\pm `$2-pixel range: real background emission systems should have convergent best-fit redshifts roughly coincident with their convolution-based $`S/N`$ peaks. Similarly, we cut systems with no convergent $`\sigma _e`$ between 0 and 2 pixels: the features of real systems should neither be narrower than the spectrograph resolution nor wider than a reasonable upper limit for emission features of faint star-forming galaxies. Finally, we compute a total signal-to-noise ratio for the fit, defined as the total best-fit flux in \[O ii\] $`\lambda \lambda 3728`$ and all other lines initially detected at $`S/N2.5`$ divided by the quadrature-sum of the 1-$`\sigma `$ noise from those line fits, and impose a cut in the total-$`S/N`$$`\chi _r^2`$ plane ($`\chi _r^2`$ being the $`\chi ^2`$ per degree of freedom in the fit). We cut any system with a total $`S/N`$ less than the greater of 6 and $`6+3(\chi _r^21)`$. This removes both low-$`S/N`$ candidates and candidates whose $`\chi _r^2`$ values are too high to be explained by high-$`S/N`$ emission features showing significant non-Gaussian structure. (These cuts were designed to be a quantitative expression of our own judgements about which candidate systems look real upon spectrum inspection and which do not; the justifications are somewhat a posteriori.) This cutting procedure reduces the 163 hits to 61 candidate systems. Finally, we prune 12 candidates from the list that survive the automated culling but are clearly explained by either over-fit LRG stellar absorption, under-modeled LRG line emission, exceptionally poor data quality, or a generally flawed template fit, leaving the 49 good candidate systems that we present.

This search for background galaxy emission lines digs rather deep into the noise of our spectroscopic sample. To gauge the incidence of false positives in our final candidate list, we make a parallel run of the detection, fitting, and automated rejection procedure with the following rest-wavelength perturbations: H$`\beta `$ $`\lambda 4863`$ $``$ 4833, \[O iii\] $`\lambda 4960`$ $``$ 4945, and \[O iii\] $`\lambda 5008`$ $``$ 5023. These perturbations alter all of the redshift-independent wavelength ratios among these lines and between all of them and \[O ii\] $`\lambda \lambda 3728`$; this modified detection procedure no longer selects for real multi-line emission, but only for noise features. The “false candidates” that result from this perturbed procedure are randomly shuffled along with the candidates from the original procedure, and all are examined together when making the final pruning judgements. The perturbed procedure yields 88 hits and 7 post-cut candidates; all 7 are pruned upon inspection without knowledge of their intrinsic falseness. This implies that the vast majority of our candidates are indeed background galaxies and not simply noise features.

## 4. Candidate Systems

### 4.1. Catalog

In this section we present our catalog of 49 candidate lensed star-forming galaxies selected to have \[O ii\] $`\lambda \lambda 3728`$ emission at $`S/N`$ of 3 or higher and emission from two out of the three of H$`\beta `$ $`\lambda 4863`$, \[O iii\] $`\lambda 4960`$, and \[O iii\] $`\lambda 5008`$ each at $`S/N`$ of 2.5 or higher, at a redshift significantly greater than that of the primary target LRG. Table 1 lists various properties of the candidate lens systems. LRG $`r`$ de Vaucouleurs model magnitudes are determined from SDSS imaging and photometric reduction. LRG redshifts and velocity dispersions are as provided by specBS; the software fits for velocity dispersions $`\sigma _v`$ using a set of 24 stellar eigenspectra derived from a PCA of the ELODIE spectral library (Prugniel & Soubiran, 2001). We report all $`\sigma _v`$ values from the database, although some are likely unreliable; see the notes of Table 1. We also report emission-line redshifts of the detected background galaxies. Using the observed LRG and background redshifts and the observed LRG $`\sigma _v`$, and assuming a singular isothermal sphere (SIS) LRG luminous$`+`$dark matter distribution, we calculate a “best guess” for the angular scale of any lensing that might be present in these systems as $`\mathrm{\Delta }\theta =8\pi (\sigma _v^2/c^2)(D_{LS}/D_S)`$. ($`D_{LS}`$ and $`D_S`$ are angular-diameter distances from lens to source and from observer to source444 Throughout this paper, we assume a cosmology of $`(\mathrm{\Omega }_M,\mathrm{\Omega }_\mathrm{\Lambda })=(0.3,0.7)`$ and a Hubble constant $`H_0`$ of 70 km s-1 Mpc-1. Since $`\mathrm{\Delta }\theta `$ is proportional to a distance ratio, it is independent of $`H_0`$.). This is the separation between the two images of a strongly lensed object in the SIS model; it is also the radius of the strong-lensing region of the image plane, and twice the radius of ring images of compact sources directly behind the lens (Narayan & Bartelmann, 1996, for example). Finally, for each candidate system we report the detected background \[O ii\] $`\lambda \lambda 3728`$ line flux from the best-fit double Gaussian profile, a list of other lines detected at $`S/N>2.5`$, and the total $`S/N`$ of the background galaxy emission-line fit as defined in § 3.2. The reported background line fluxes should be viewed with suspicion: the spatial alignments of the background galaxies are unknown, and the spectroscopic fibers will not necessarily have captured all of their light. In addition, most of the reduced candidate LRG spectra have been rescaled based on smear exposures that attempt to account for LRG flux falling outside the $`3\mathrm{}`$ fiber (Stoughton et al., 2002); we have removed this correction from the tabulated line fluxes, as it has no physical relation to the background emission-line galaxies. Figure 2 shows the SDSS discovery spectra and best-fit model spectra, along with close-up views of the residual (data $``$ model) spectra in the wavelength ranges corresponding to redshifted background \[O ii\] $`\lambda \lambda 3728`$, H$`\beta `$ $`\lambda 4863`$, \[O iii\] $`\lambda 4960`$, and \[O iii\] $`\lambda 5008`$. Smear corrections have not been removed from these plots.

Although we detect line emission clearly, evidence of background galaxy continuum in the residual spectra of our candidate systems is scarce. This is not surprising, for three reasons. One, the LRG sample was selected for particular broadband color and luminosity, and significant background continuum would likely perturb an LRG out of the sample. Two, any faint background continuum present in an LRG spectrum will largely project onto the LRG-redshift eigenspectrum set and low-order polynomial fit used by specBS, and will be subtracted along with the LRG model when forming the residual spectrum. Three, these background galaxies are likely to be high-equivalent-width star-forming systems, and since their line fluxes are detected just above the noise threshold, the associated continuum will typically be lost in the noise. Nevertheless, we may obtain a higher signal-to-noise picture of the background galaxies that we detect by constructing a median spectrum as follows. First we transform the residual spectra of our candidate systems into units of erg cm-2 s-1 pixel-1, which is a redshift-independent quantity since the SDSS pixels are of constant velocity width. We then shift these residual spectra into the rest frame of the background galaxy, rounded to the nearest whole pixel, and transform back to erg cm-2 s-1 Å-1. Next we renormalize the spectra by dividing each one by its best-fit \[O ii\] $`\lambda \lambda 3728`$-flux value. We then take the median value at each pixel, and restore physical normalization by multiplying this median spectrum by the sample-median best-fit \[O ii\] $`\lambda \lambda 3728`$-flux value. The resulting median spectrum is shown in Figure 3. Although there is no discernible continuum in the individual residual spectra, we can see a 4000-Å continuum break in the median spectrum; we also see H$`\gamma `$, H$`\alpha `$, \[N ii\] and \[S ii\] emission lines in addition to the lines for which we select. This gives further evidence that we have successfully detected and identified background emission features.

### 4.2. Lenses or Not?

We have with certainty detected emission from galaxies behind foreground LRGs. For a system to be a strong gravitational lens, the background galaxy must be located at sufficiently small impact parameter relative to the LRG center. The true incidence of lensing within our sample can best be determined and studied with either narrow-band imaging or integral-field spectroscopy. Such observations could spectrally isolate the background line flux and resolve it spatially to reveal any lensing morphology. SDSS broadband imaging offers some hope for answering the lensing question, but in general Sloan images do not detect late-type galaxies at redshift $`z0.5`$ at very high $`S/N`$. Figure 4 shows $`40\mathrm{}\times 40\mathrm{}`$ SDSS $`r`$ postage-stamp images centered on the candidate systems, with linear gray-scaling from $`3`$-$`\sigma `$ sky noise to peak LRG surface brightness. Evidence of significantly offset neighboring broadband emission is seen in some images, but it would be difficult to rule out many systems as definite non-lenses based on SDSS-quality images. In the spirit of a purely spectroscopic survey, we present as candidates all systems selected spectroscopically. Furthermore, we note that many of these LRGs live in high-density group/cluster environments, and neighboring images may be at the LRG redshift and not the source of the background emission that we detect.

In preparation for integral-field spectroscopic follow-up, we have obtained broadband reconnaissance images of 14 of our candidate systems (as indicated in Table 1) using the Magellan consortium’s 6.5-m Clay telescope at Las Campanas Observatory. These short $`g`$\- and $`i`$-band exposures (120s each) were taken on the nights of 2003 August 1 and 2 with the Magellan Instant Camera (MagIC) CCD imager and active telescope optics (Schechter et al., 2003). Conditions were similar on both nights: non-photometric due to cirrus clouds, and with $`0\stackrel{}{\mathrm{.}}8`$ median FWHM seeing. For the majority of these systems, the images present no significant evidence for or against the presence of strong lensing; we describe the exceptions here. One system, SDSSJ0035, is almost certainly not a strong lens: a relatively $`g`$-bright galaxy can be seen clearly in the images, approximately $`2\stackrel{}{\mathrm{.}}6`$ offset from the LRG. This far exceeds the anticipated lensing scale of about $`0\stackrel{}{\mathrm{.}}4`$ reported in Table 1. The images of SDSSJ2147 reveal a bluer galaxy approximately $`1\stackrel{}{\mathrm{.}}3`$ to the South, about at the limit of the estimated lensing scale. We see no particular evidence for strong lensing, but deeper observation of this system could be of interest. Two systems, SDSSJ0037 and SDSSJ0216, show evidence of multiple imaging. Figure 5 shows $`g`$-band images of these two systems, along with difference images created by smoothing aligned $`i`$-band images with a Gaussian kernel in order to suppress noise and match the slightly worse $`g`$-band seeing, then fitting this smoothed $`i`$-band LRG image to the $`g`$-band image and subtracting it. The difference images are then smoothed with a Gaussian kernel of FWHM $`0\stackrel{}{\mathrm{.}}4`$ in order to bring out coherent features; they show strong evidence of multiply imaged, relatively blue sources. SDSSJ0037 seems likely to be a double-image lens. It is tempting to identify quadruple-image morphology in the SDSSJ0216 difference image, but the level of noise recommends caution. Narrow-band imaging or integral-field spectroscopy should permit quantitative study of these systems and of those for which broadband imaging is inconclusive. HST imaging of any confirmed lenses using the narrow-band ramp filter set of the Advanced Camera for Surveys could also be pursued to obtain a highly resolved picture of lensed line-emitting regions and permit even more detailed study of the lensing mass distributions.

The degree of lensing that will be present in a particular system will depend on the impact parameter (angular offset) of the background galaxy in the source plane relative to the center of the LRG: the smaller the impact parameter, the more lensing will be seen. To obtain a rough estimate of the number of lenses within our sample, we can guess at the unlensed surface brightness distribution of our background galaxies, compute lensed images under an assumed lens model, smear to account for seeing, and integrate over the $`3\mathrm{}`$-diameter SDSS spectroscopic fiber, then compare to the \[O ii\] line flux values that we have observed. To interpret the results in terms of lensing probabilities we must also invoke an \[O ii\] $`\lambda \lambda 3728`$ luminosity function (LF). Appendix B describes the details of a lensing probability calculation of this nature that we have carried out. The results suggest that a total of 19 out of 49 systems are likely to be strong lenses—that is, we expect approximately 19 systems to have source-galaxy impact parameters less than the critical value for multiple imaging. It is important to recognize, though, that the “lenses-or-not” question does not have as straightforward an answer for extended sources as it does for point sources. Different regions of our background galaxies will be lensed by different amounts, and in general some but not all of the galaxy can be multiply imaged. It is more appropriate to ask how much lensing is present in any given system.

There is a sense in which the unknown degree of lensing in our systems may prove to be of scientific interest. Binney (2003) raises the concern that current strong-lensing evidence for massive dark-matter halos in elliptical galaxies may reflect a selection bias. We quote directly: “even if only a minority of ellipticals have massive dark halos, nearly all the observed lenses will belong to that minority.” Our LRG sample, in contrast, has not been selected for lensing, but rather for back-lighting. The true incidence of lensing within our sample will thus constitute a test of whether or not the dark halos in currently known lenses are in fact generic to early-type galaxies.

We present a comparison between our lens candidate LRGs and the full 51,000 LRG spectroscopic sample in Figure 6. The lens candidate LRGs seem somewhat skewed towards brighter magnitudes. The conservative interpretation is that the broadband selection properties of fainter LRGs are more easily perturbed by background galaxies, but it may also reflect a lensing signal, with more massive galaxies providing more magnification. If the logarithmic slope of the underlying \[O ii\] LF is steeper than $`1`$ at the luminosities probed by our survey, then magnified lines of sight should show a statistically enhanced number of \[O ii\] emitters (Turner, Ostriker, & Gott, 1984). Hogg et al. (1998) find the logarithmic \[O ii\] LF slope to be steeper than $`1`$ for line luminosities $`10^{42}`$ ergs s-1, whereas the median observed \[O ii\] luminosity in our sample is of order $`10^{41}`$ ergs s-1 (again, we have taken $`H_0=70`$ km s-1 Mpc-1). These numbers suggest that magnification bias is not the explanation for the observed brightness of our lens candidates relative to the full LRG sample, but a more definite statement must await follow-up observations that capture the total background line flux.

Most known gravitational lens systems have been selected on the basis of some combination of source properties and lens cross section, whereas the SDSS LRG sample is selected based on colors and magnitude. It is therefore of interest to compare known early-type lens galaxies to our candidate lenses, although this is difficult since we do not currently have truly comparable observations of the two samples. Figure 7 presents our best attempt at such a comparison for lens velocity dispersions and apparent magnitudes as a function of redshift555 We plot these quantities as a function of redshift to avoid the issue of evolutionary and $`k`$ corrections., with HST known-lens data taken from Rusin et al. (2003a). The known-lens velocity dispersions are estimated from lensed image separations in the manner described by Kochanek et al. (2000); they may be systematic overestimates if these lenses are superimposed on the “mass sheet” of a high-density environment (Holder & Schechter, 2003). Magnitude comparison is made by transforming SDSS $`g`$\- and $`r`$-band magnitudes to Johnson-Morgan $`V`$-band using the observed transformation of Smith et al. (2002). We see that our LRG lens candidates are in general of greater velocity dispersion than known lenses, and in the redshift range where the two samples overlap, the LRGs are more luminous. The brightness of the LRGs combined with the relative faintness of the background galaxies in our sample suggests that any confirmed LRG lenses would be well suited to the type of detailed lens stellar-dynamical studies described by Treu & Koopmans (2002) and Koopmans & Treu (2003).

## 5. Conclusions

We have presented a catalog of candidate strong galaxy-galaxy gravitational lens systems detected spectroscopically within the Sloan Digital Sky Survey. These systems have known foreground and background redshifts; only the detailed spatial alignment of foreground and background galaxies remains unknown. We plan to conduct integral-field spectrographic follow-up observations of these systems, which will allow us to resolve the spatial distribution of the background nebular line emission that we have detected. These observations should confirm a substantial number of lenses within our candidate sample, with many lensed galaxies at lower redshift than any other currently known lensed extra-galactic optical sources. Any lenses confirmed within our sample will be of considerable interest for the study of early-type galaxy mass distributions, and could have implications for lens-time-delay $`H_0`$ measurements and anomalous quasar-lens flux ratios. Our sample demonstrates the feasibility of the emission-line-based spectroscopic lens search technique within the SDSS and other redshift surveys, and we plan to extend the search to higher source redshifts in the near future. We have also developed and applied a method for abating the influence of night sky emission-line residuals in the 7000–9000-Å range that allows us to detect \[O iii\] and H$`\beta `$ emission over the redshift range $`z`$ 0.4–0.8 without an excess of false-positive detections.

Funding for the creation and distribution of the SDSS Archive has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Aeronautics and Space Administration, the National Science Foundation, the U.S. Department of Energy, the Japanese Monbukagakusho, and the Max Planck Society. The SDSS Web site is http://www.sdss.org/. The SDSS is managed by the Astrophysical Research Consortium (ARC) for the Participating Institutions. The Participating Institutions are The University of Chicago, Fermilab, the Institute for Advanced Study, the Japan Participation Group, The Johns Hopkins University, Los Alamos National Laboratory, the Max-Planck-Institute for Astronomy (MPIA), the Max-Planck-Institute for Astrophysics (MPA), New Mexico State University, University of Pittsburgh, Princeton University, the United States Naval Observatory, and the University of Washington. The authors thank Paul Hewett for his constructive referee report. ASB thanks Paul Schechter and Hsiao-Wen Chen for valuable discussion and consultation.

## Appendix A Noise Modeling

If the model of a purely Gaussian noise spectrum described by $`\sigma _\lambda `$ were correct, then the distribution of scaled residual specific fluxes

$$x_\lambda f_\lambda ^{(r)}/\sigma _\lambda $$
(A1)
across all spectra would be Gaussian with unit variance for all wavelengths $`\lambda `$. This is unfortunately not the case in our sample. Imperfect night-sky emission-line subtraction and other miscellaneous effects give rise to an excess of “high-significance” outliers beyond the predictions of a Gaussian model, leading to a deluge of false-positive astronomical emission-line candidates when the procedure described in § 3.1 is applied, particularly in the 7000–9000-Å region of the spectrum where the \[O iii\] $`\lambda 5008`$ line at redshifts $`z0.4`$–0.8 appears. The most drastic solution is simply to mask all sky-afflicted wavelengths. Rather than concede such vast spectral coverage (which would drastically reduce our survey volume), we describe the observed distribution of scaled residual specific fluxes $`x_\lambda `$ within the LRG sample with a more detailed empirical noise model. The generally Gaussian behavior of scaled residuals at low significance combined with the excess of high-significance residuals is well described by a mixture of Gaussian and Laplace distributions, expressed parametrically as

$$p(x)dx=\left[a\mathrm{exp}(x^2/2\sigma _g^2)+b\mathrm{exp}(|x|/\sigma _e)\right]dx$$
(A2)
(For history and applications of the Laplace distribution, see Kotz, Kozubowski, & Podgórski, 2001) The parameters of this distribution are wavelength-dependent, but we suppress this dependence in out notation. The values of $`a`$ and $`b`$ are related by normalization:

$$_{\mathrm{}}^+\mathrm{}p(x)𝑑x=\sqrt{2\pi }\sigma _ga+2\sigma _eb=1.$$
(A3)
We also fix the following relations between parameters, based on strong correlations observed in free-parameter fits to the distribution at each wavelength:

$`\sigma _e`$ $`=`$ $`\sigma _g0.38,`$ (A4)
$`b`$ $`=`$ $`0.09\times \sigma _g(a+b).`$ (A5)
The result is a one-parameter noise model to fit to the distribution of $`x_\lambda `$ across the sample at each wavelength. (The numerical values 0.38 and 0.09 are fixed by minimizing the sum of binned $`\chi ^2`$ values for fits across all wavelengths.) We relax conditions (A4) and (A5) and fit freely for $`\sigma _e`$ and $`b`$ at a few isolated locations in the spectrum, where the effects of sky-subtraction residuals are especially strong and the correlations that suggest (A4) and (A5) break down—regions near 5577 Å, 5894 Å, 6305 Å, and 6366 Å. Additionally, some regions of some spectra are characterized by extreme and correlated excess variance, so for each spectrum we convolve $`|x_\lambda |`$ capped at 5 (to limit the influence of single pixels) with a 100-pixel boxcar filter and exclude from the noise-modeling sample any pixels within a boxcar whose value exceeds 1.25.

We use our fitted noise model to re-scale the reported $`\sigma _\lambda `$ values such that the new distribution $`p(x)dx`$ of scaled residual flux values at each wavelength becomes Gaussian, while preserving the position of individual $`x`$-values within the cumulative distribution, then proceed as described in § 3.1. Both the reported noise $`\sigma _\lambda `$ and the measured residual flux values $`f_\lambda ^{(r)}`$ contain information about the actual error in the presence of imperfect subtraction, so it is sensible to base an effective noise rescaling on their ratio $`x_\lambda `$ in this manner. By fitting the noise distribution parameters independently at each wavelength, we also capture the localized effects of individual night-sky lines.

## Appendix B Lensing Probabilities

Our strategy for assessing lensing probabilities in our sample centers on the construction of an approximated probability density $`p(b)db`$ for the unknown impact parameter $`b`$ of the background galaxy in each system. The following observed quantities are input to the calculation: the LRG and background redshifts, the LRG velocity dispersion, the background \[O ii\] $`\lambda \lambda 3728`$ line flux received by the $`3\mathrm{}`$-diameter spectroscopic fiber, and the median seeing for the spectroscopic plate under consideration. We also make use of the \[O ii\] line luminosity function (LF) reported by Hogg et al. (1998). We adopt the same SIS model for the LRG mass distribution as was used to obtain the $`\mathrm{\Delta }\theta `$ values in Table 1, and we model the background galaxies as exponential disks with a half-light radius of approximately 3 kpc (fixed to $`0\stackrel{}{\mathrm{.}}5`$ at $`z=0.5`$).

For each system, we explore a range of impact parameters $`b`$ from 0 to $`5\mathrm{}`$. At each $`b`$-value, we generate a lensed image of the model background galaxy, then convolve it with a Gaussian point-spread function corresponding to the median seeing reported in the spectroscopic plate header. We then integrate the image over a $`3\mathrm{}`$-diameter circular fiber aperture centered on the model lens. The result is a tabulated function $`f(b)`$ giving the fraction of the intrinsic flux received by the fiber; that is, if the total galaxy line flux were $`S`$ in the absence of lensing and limited fiber sampling, the \[O ii\] line flux received by the spectroscopic fiber from a background galaxy with a source-plane offset $`b`$ would be $`S_{\mathrm{fib}}=f(b)S`$. In general $`f(b)`$ may be greater or less than one due to the competing effects of lens magnification and incomplete sampling by the fiber.

Next we adopt the \[O ii\]-emitter LF reported by Hogg et al. (1998) by fitting a Schechter function to their Figure 6. After converting from logarithmic units, the number of \[O ii\] emitters per unit volume in an interval $`dL`$ at line luminosity $`L`$ is well approximated by

$$\varphi (L)dLL^\alpha \mathrm{exp}(L/L_{})dL,$$
(B1)
with $`\alpha 1.3`$ and $`L_{}3.4\times 10^{42}`$ ergs s-1 (the overall normalization is unimportant for our purposes). We make a crude conversion from their assumed $`(\mathrm{\Omega }_M,\mathrm{\Omega }_\mathrm{\Lambda })=(0.3,0)`$ universe to our cosmology by scaling their reported luminosities up by a factor of 1.2: the ratio of squared luminosity distances in our cosmology to theirs ranges from 1.16 at $`z=0.3`$ to 1.27 at $`z=1`$, and the bulk of galaxies in their study fall within this range. Assuming the form of the LF does not evolve, it corresponds to an intrinsic flux function at any redshift $`z`$ for the number of galaxies per unit redshift per unit solid angle within some intrinsic flux range $`dS`$ about $`S`$:

$$\psi (z,S)dS=N(S,z)S^\alpha \mathrm{exp}(S/S_{})dS,$$
(B2)
with the same $`\alpha `$ as the LF and $`S_{}=L_{}/[4\pi D_L^2(z)]`$, where $`D_L(z)`$ is the luminosity distance to redshift $`z`$. $`N(S,z)`$ is a flux- and redshift-dependent normalization, the form of which will prove unimportant.

We can now derive a joint probability density function (PDF) for the observation of an \[O ii\]-emitting galaxy behind a given LRG at impact parameter $`b`$, redshift $`z`$, and with line flux $`S_{\mathrm{fib}}`$ in the fiber by setting the differential probability proportional to the corresponding expected differential number count and making use of the known relationship of $`S_{\mathrm{fib}}`$ to intrinsic flux $`S`$ through $`f(b)`$:

$`p(b,z,S_{\mathrm{fib}})dbdzdS_{\mathrm{fib}}`$ $``$ $`\psi (z,S)d\mathrm{\Omega }dzdS`$
$`=`$ $`\psi [z,S_{\mathrm{fib}}/f(b)](2\pi bdb)dz[dS_{\mathrm{fib}}/f(b)].`$
The term $`d\mathrm{\Omega }=2\pi bdb`$ represents the solid angle in the source plane of an annulus of radius $`b`$ and thickness $`db`$. The observed quantities $`S_{\mathrm{obs}}`$ and $`z_{\mathrm{obs}}`$ for the system are equal to the system’s true $`S_{\mathrm{fib}}`$\- and $`z`$-values plus some observational noise that is independent of $`b`$, so assuming the noise is small relative to the scale on which the joint PDF varies, we may reinterpret the joint PDF as an approximate conditional PDF on $`b`$ given $`z_{\mathrm{obs}}`$ and $`S_{\mathrm{obs}}`$:

$$p(b;z_{\mathrm{obs}},S_{\mathrm{obs}})db=N^{}(z_{\mathrm{obs}},S_{\mathrm{obs}})b[f(b)]^1\psi [z_{\mathrm{obs}},S_{\mathrm{obs}}/f(b)]db.$$
(B4)
The normalization $`N^{}(z_{\mathrm{obs}},S_{\mathrm{obs}})`$ need not be derived explicitly, since we can simply compute the right-hand side without it for the relevant range of $`b`$-values and normalize afterwards. With this PDF in hand, we can finally assign a “lensing probability” to the system as the integrated probability for impact parameters less than the critical value for multiple imaging in the SIS model—the “Einstein radius”, equal to one-half the $`\mathrm{\Delta }\theta `$ value given in Table 1. Summing this probability over all systems gives the estimate quoted in § 4.2 of 19 strong lenses out of 49 candidates.


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# The duration of recessions follows an exponential not a power law

## Abstract

Ormerod and Mounfield  analyse GDP data of 17 leading capitalist economies from 1870 to 1994 and conclude that the frequency of the duration of recessions is consistent with a power-law. But in fact the data is consistent with an exponential (Boltzmann-Gibbs) law.

url\]ianusa.home.mindspring.com

Ormerod and Mounfield  analyse GDP data of 17 leading capitalist economies from 1870 to 1994 and measure the frequency of duration of recessions. The duration of a recession is defined as the number of years in which real GDP growth (measured as a percentage change) is less than zero. Table 1 reproduces their data.

The authors propose that the relationship between the frequency, $`N`$, of observations and the duration, $`D`$, in years of a recession is a power-law

$$N=\frac{\alpha }{D^\beta }$$
(1)
The authors use a non-linear algorithm to determine the best-fit parameters $`\alpha =209.6`$ and $`\beta =1.69`$. A non-linear fit using the Levenberg-Marquardt method reproduces these results, yielding parameters $`\alpha =209.57`$ and $`\beta =1.694`$ (2 d.p.), with root mean square (RMS) error 11.86. The authors note, however, that an ‘essential problem of over-prediction of the tail of the distribution was not solved’.

The problem of over-prediction of the tail of the distribution is solved if the relationship between $`N`$ and $`D`$ is considered to be an exponential law

$$N=\mu \lambda \mathrm{}^{\lambda D}$$
(2)
A non-linear fit yields parameters $`\mu =564.85`$ and $`\lambda =0.94`$, with RMS error 4.67. Figure 1 plots both the exponential and power-law fits to the data as complementary cumulative distribution functions (ccdf) in log-log scale. The data is clearly consistent with an exponential not a power law.111The frequency of the size of recessions, defined as the cumulative fall in output that occured during the recession, is also analysed by the authors. They conclude that this data follows a power-law. But in this case also an exponential law yields a lower RMS error than a power-law.

The authors note that if durations of one year are excluded from the data (representing 61% of the data) then the power-law fit improves. In this case, the exponential fit has a RMS error of 2.01, whereas a power-law fit has a RMS error 0.57. Figure 2 plots the exponential and power-law fits to the reduced data. The reduced data is clearly consistent with a power-law not an exponential law.

The authors propose that economic management often prevents recessions lasting more than one year, but if they do last longer, then subjective expectations of growth become depressed and recessions may then occur on all scales of duration, resulting in a power-law. This explanation is indeed consistent with the data once recessions lasting one year are dropped. But the explanation is redundant once all the data is correctly classified as following an exponential distribution.


text:
# INFERRING LINEAR QUANTUM DYNAMICS WITHOUT NO-SIGNALING

## I Introduction

It was claimed recently Gisin  that the usual ”quantum statics” supplemented by the no-signaling condition implies a completely positive, linear quantum dynamical law. The key point of the argument is that the no-signaling condition for spatially separated, noninteracting quantum systems is observed if and only if reduced states and remotely prepared probabilistic mixtures that are statistically equivalent evolve identically. This dynamical equivalence of reduced states and probabilistic mixtures leads then necessarily to dynamical linearity.

We wish to remark however that the dynamical equivalence of mixed states and probabilistic mixtures, and thus a linear quantum dynamics, can be argued under identical assumptions without recourse to the no-signaling condition and space-like quantum nonlocality. The no-signaling condition casts the fundamental statement that ”entanglement between noninteracting systems cannot be detected locally” as a corollary of the relativistic limit on the speed of propagation of interactions. Yet an equivalent statement applies to arbitrary sets of noninteracting degrees of freedom, including sets that cannot be associated with spatially separable collections of physical particles. In the latter case, the restriction on entanglement detection is not conditioned by the existence of a relativistic speed limit, but is inherent to the notion of ”noninteracting quantum degrees of freedom”. We take advantage of quantum ”nonlocality” between such spatially non-separable freedoms to show that the no-signaling condition is not necessary in a rationalization of quantum dynamical linearity.

The fact that the concept of noninteracting freedoms takes precedence over relativistic no-signaling should be no surprise, since no no-signaling argument can be given without reference to noninteracting systems and degrees of freedom. This implies that an operational definition of the latter is a necessary prerequisite in this context. In other words, a no-signaling argument can be used to justify a linear dynamics, but it provides only a particular, albeit powerful, realization of a more general inference.

## II No-signaling, probabilistic mixtures and the linearity of quantum dynamics

Let us begin by recalling the no-signaling argument for a linear dynamics Gisin . Consider an arbitrary quantum system, prepared in a mixed quantum state represented by the probabilistic mixture $`\{p_i,|\psi _i\}`$. If the density matrix corresponding to this mixture reads

$$\widehat{\rho }=\underset{i}{}p_i|\psi _i\psi _i|,$$
(1)
a dynamical map $`\widehat{\rho }𝐠(\widehat{\rho })`$, not necessarily linear, decomposes as a superposition of individual evolutions of its pure state components $`|\psi _i`$. In other words,

$$𝐠(\widehat{\rho })𝐠\left(\underset{i}{}p_i|\psi _i\psi _i|\right)=\underset{i}{}p_i𝐠\left(|\psi _i\psi _i|\right),$$
(2)
where $`𝐠\left(|\psi _i\psi _i|\right)`$ need not be a pure state. If the above identity can be applied equally to all probabilistic mixtures described by the density matrix $`\widehat{\rho }`$, it can be concluded that the dynamical map $`𝐠`$ must be linear.

The relativistic no-signaling condition is brought in for the purpose of validating the latter conjecture and the first identity in Eq.(2). Suppose the mixed state described by $`\widehat{\rho }`$ is a reduced state corresponding to an entangled pure state of space-like separated, noninteracting systems. Such a state can be converted into any equivalent probabilistic mixture by an appropriate maximal measurement on the remote entangled counterpart. But if the no-signaling condition must apply, the local reduced state must evolve in the same manner regardless of its particular realization as a probabilistic mixture, or the remote measurement could be detected locally. Hence, it is argued, the no-signaling condition enforces the first identity in Eq.(2), and therefore a linear dynamics.

## III Linear quantum dynamics without the no-signaling condition

Nevertheless, the above recourse to the no-signaling condition is not necessary in this context. For let us recall and examine in closer detail the meaning of ”noninteracting systems” in a quantum setting. In a traditional understanding, it is said that two distinct systems $`𝒜`$ and $``$ are noninteracting if and only if interactions restricted to one of them do not affect the time-dependence of any observables pertaining to the other. This is a very general, metatheoretical statement that encompasses both instantaneous and delayed influences, but makes no reference to, and no use of, the presence or absence of a relativistic speed limit for the propagation of interactions. As such, it holds true equally in both nonrelativistic and relativistic physical theories. It also applies a priori both to uncorrelated systems and classically correlated statistical systems, and thence necessarily to quantum systems in separable probabilistic mixtures \[mixed states\]. When this definition is further extended to quantum systems in entangled states, it implies that entanglement between noninteracting systems cannot be detected by \[local\] actions limited to either the observed element or any noninteracting counterpart. To be formally precise, let an entangled state of the systems $`𝒜`$ and $``$ be described by the common density matrix $`\widehat{\rho }_{𝒜+}(t)`$, corresponding to reduced states $`\widehat{\rho }_𝒜(t)=Tr_{}\widehat{\rho }_{𝒜+}(t)`$ and, respectively, $`\widehat{\rho }_{}(t)=Tr_𝒜\widehat{\rho }_{𝒜+}(t)`$. Then $`𝒜`$ and $``$ are noninteracting if and only if interactions that involve, say, only observables of $`𝒜`$, do not affect the time-dependence of the state of $``$, specifically the time-dependence of its ensemble statistics. That is, if $`𝐠_𝒜(\widehat{\rho }_{𝒜+}(t))`$ denotes any new dynamics of $`𝒜+`$ induced by interactions involving $`𝒜`$ only, then $`𝒜`$ and $``$ are noninteracting if and only if the state of $``$ remains described by the same reduced density matrix, $`\widehat{\rho }_{}^{}(t)=Tr_{}𝐠_𝒜(\widehat{\rho }_{𝒜+}(t))=Tr_𝒜\widehat{\rho }_{𝒜+}(t)=\widehat{\rho }_{}(t)`$.

But this implies, in particular, that interactions leading to a measurement on $`𝒜`$ at time $`t_0`$ do not affect the statistics and the density matrix of $``$ at any later time $`t>t_0`$. Therefore one has from the very definition of ”noninteracting systems” that a measurement on one of two such quantum systems that are eventually in an entangled state, whether pure or mixed, must leave the statistics of the other unchanged throughout all later times. If quantum measurements are understood to produce probabilistic mixtures, then it follows again that a suitable choice of measurements on $`𝒜`$ can prepare the noninteracting counterpart $``$ in any desired probabilistic mixture, while leaving its density matrix $`\widehat{\rho }_{}`$ unchanged. Hence probabilistic mixtures and reduced states with identical density matrices must evolve identically, and the overall dynamics must necessarily be linear.

The potentially questionable point in the line of reasoning sketched above concerns the extension of the definition for ”noninteracting systems” over entangled quantum states. It is possible to object that

a) in so doing one covertly and necessarily sanctions the relativistic no-signaling condition, or

b) the no-signaling condition can always be brought in as a superseding first principle to justify an assumption \[specifically, the extension to entangled states\] that lacks a more fundamental basis in the existing framework.

Suppose objection (a) is valid and the described extension to entangled states is justified only if the no-signaling condition is observed, or in effect implies the no-signaling condition. It follows, by logical negation, that if a finite relativistic speed limit is absent, this extension cannot be observed. Yet it is known to be a perfectly consistent and functional notion in the frame of nonrelativistic quantum theory. Hence objection (a) is not pertinent. To clarify objection (b), let us recall that the concept of ”noninteracting systems” is superseded in turn by the more fundamental notion of ”noninteracting degrees of freedom”. The entire discussion above applies identically if the phrase ”set of independent degrees of freedom” is substituted for the less descriptive concept of ”system”. However, unless the individual freedoms are associated with specific space-time locations, as for quantum fields, the notions of space-like separation and nonlocal communication between two degrees of freedom are meaningless. Hence in such cases it is clear that the no-signaling condition cannot be used in the characterization of ”noninteracting degrees of freedom”. We can exploit this predicament to give a more elaborate version of the previous counterargument, showing that objection (b) can indeed be averted.

So let us recall that, without any loss of generality, every quantum system is described by a specified set $`𝒮`$ of independent degrees of freedom, represented by commuting coordinates \[observables\] $`q_\alpha `$, the allowed values of which label an orthogonal basis in the total Hilbert space of pure quantum states $`_𝒮`$. Moreover, a total Hilbert space parameterized by a given number of degrees of freedom is isomorphic to a direct product of Hilbert spaces $`_\alpha `$, each associated with a single freedom $`q_\alpha `$. That is, $`_𝒮\underset{q_\alpha 𝒮}{}_\alpha `$. In such a representation, an overall state $`\widehat{\rho }`$ Gleason , whether pure or mixed, can be regarded in general as an entangled state of the independent degrees of freedom gen-entg . For every subset of such freedoms $`𝒜𝒮`$ one can define a reduced statistics described by a reduced density matrix $`\rho _𝒜=Tr_{\overline{𝒜}}[\rho ]`$, where $`\overline{𝒜}=𝒮/𝒜`$ denotes the complementary subset of freedoms in the total set $`𝒮`$. On the other hand, according to the usual interpretation of quantum measurements, a measurement involving only a restricted subset of coordinates $`\overline{𝒜}`$ prepares the complementary subset $`𝒜`$ in a probabilistic mixture. Since observables associated with distinct $`q_\alpha `$-s commute, the density matrix of this mixture is necessarily identical to the reduced density matrix $`\widehat{\rho }_𝒜`$ of subset $`𝒜`$ prior to the measurement. For instance, let a 3-dimensional particle be described by Cartesian components of its momentum, say $`p_x`$, $`p_y`$, and $`p_z`$, and let it be prepared in a pure state $`|\mathrm{\Psi }`$ given as \[momentum representation\]

$$|\mathrm{\Psi }=𝑑p_x𝑑p_y𝑑p_z\mathrm{\Psi }(p_x,p_y,p_z)|p_x,p_y,p_z.$$

Then an ensemble measurement of $`p_x`$ will prepare the complementary components $`p_y`$ and $`p_z`$ in a probabilistic mixture with a density matrix

$$\widehat{\rho }_{p_yp_z}=𝑑p_xp_x|\mathrm{\Psi }\mathrm{\Psi }|p_x.$$

Also, let us recall again that two independent quantum degrees of freedom $`q_\alpha `$ and $`q_\beta `$ are said to be noninteracting throughout a given evolution if and only if interactions involving $`q_\beta `$, but not $`q_\alpha `$, do not affect the time-dependence of any observables pertaining to $`q_\alpha `$, and similarly for interactions involving $`q_\alpha `$, but not $`q_\beta `$. In particular, if $`q_\alpha `$ and $`q_\beta `$ are noninteracting freedoms, an ensemble measurement of $`q_\alpha `$ at time $`t_0`$ will not affect the ensemble statistics of $`q_\beta `$ at any later time $`t>t_0`$.

We can establish now that, under the above assumptions, the dynamics of any noninteracting subset $`𝒜`$ of degrees of freedom must be linear, irrespective of the total dimensionality of the system. From this it follows by extension that quantum dynamics must be linear overall. The argument is again similar to the no-signaling argument, although the no-signaling condition itself is not involved, either directly or indirectly. To make the latter point clear, let us illustrate first with a simple example. A detailed account of the general proof follows.

Imagine the 3-dimensional particle mentioned above as being a charged, spin-0 particle, and let us partition its degrees of freedom into two disjoint sets, $`𝒜=\{p_y,p_z\}`$, and $`\overline{𝒜}=\{p_x\}`$. Let this particle be subject to an external interaction that couples to the subset $`\{p_y,p_z\}`$, but not to $`\{p_x\}`$. For instance, let it move in a magnetic field oriented along the $`x`$ direction. At the initial time $`t_0`$ the total state of the particle is an ”entangled” state of its $`x`$, $`y`$ and $`z`$ degrees of freedom, and the statistics of the $`p_y`$ and $`p_z`$ components of the momentum is described by the reduced density matrix $`\rho _{p_yp_z}`$. Let us assume that in the absence of any other external intervention this reduced density matrix evolves as

$$\rho _{p_yp_z}𝐠_t(\rho _{p_yp_z}).$$

But suppose now that at time $`t_0`$ the particle undergoes an ensemble measurement involving the $`p_x`$ component of the momentum and/or its higher moments, including the spatial coordinate $`x`$. Such a measurement prepares $`p_y`$ and $`p_z`$ in a statistically equivalent mixture, say $`\underset{p_y,p_z}{}\lambda _{p_y,p_z}|\varphi _{p_y,p_z}\varphi _{p_y,p_z}|`$, which evolves necessarily according to a law of the form

$$\underset{p_y,p_z}{}\lambda _{p_y,p_z}|\varphi _{p_y,p_z}\varphi _{p_y,p_z}|\underset{p_y,p_z}{}\lambda _{p_y,p_z}𝐠_t(|\varphi _{p_y,p_z}\varphi _{p_y,p_z}|).$$

Since the $`x`$ degree of freedom remains decoupled from the $`y`$ and $`z`$ degrees of freedom throughout the propagation, by definition the $`x`$-measurement cannot affect the reduced statistics of $`p_y`$ and $`p_z`$ at either $`t_0`$ or at any later time $`t`$. It follows that the evolved mixture and the evolved reduced state must be statistically equivalent, hence must have identical density matrices,

$$𝐠_t(\underset{p_y,p_z}{}\lambda _{p_y,p_z}|\varphi _{p_y,p_z}\varphi _{p_y,p_z}|)=\underset{p_y,p_z}{}\lambda _{p_y,p_z}𝐠_t(|\varphi _{p_y,p_z}\varphi _{p_y,p_z}|).$$

The above identity holds for any probabilistic mixture $`\underset{p_y,p_z}{}\lambda _{p_y,p_z}|\varphi _{p_y,p_z}\varphi _{p_y,p_z}|`$, and it can be shown that any such mixture can be generated by a suitably designed $`x`$-measurement Gisin . Hence we must resolve that the corresponding reduced dynamics along $`y`$ and $`z`$ must be linear.

Observe further that the level of generality of this conclusion extends in fact beyond the above one particle example. Since the dynamics described by the map $`𝐠_t`$ is otherwise arbitrary, a similar statement applies on any isomorphic state space, under isomorphic physical conditions. For instance, the reduced Hilbert space subtended by $`p_y`$ and $`p_z`$ for the charged 3-dimensional particle is isomorphic to the state space of a spinless particle moving in a 2-dimensional plane, thus the dynamics of a 2-dimensional particle must be linear. Similarly, the same reduced space parameterized by $`p_y`$ and $`p_z`$ is isomorphic to the state space of two distinguishable, spinless 1-dimensional particles, hence a two-particle dynamics in a 1-dimensional space must be linear. In particular, the dynamics of two noninteracting, but entangled 1-dimensional particles \[eventually localized on distinct linear segments\] must be linear. We note that, indeed, no reference to the no-signaling condition was necessary in order to infer a linear quantum dynamics under the given assumptions about quantum measurements and probabilistic mixtures.

Let us return now to the general case and conclude the argument. Let the chosen quantum system be arranged such that the degrees of freedom selected for its description are partitioned into two mutually noninteracting sets, say $`𝒜`$ and $`\overline{𝒜}`$, and let $`_𝒜`$ \[$`_{\overline{𝒜}}`$\] denote the reduced Hilbert space subtended by the degrees of freedom in set $`𝒜`$ \[$`\overline{𝒜}`$\]. We note that such a partition can always be defined so that neither set of freedoms corresponds to a collection of physical particles, and in such a case the space-like separation of the two sets is physically meaningless. Let this system be subjected to an external interaction that couples to the freedoms in subset $`𝒜`$, but not to those in the complementary set $`\overline{𝒜}`$. Suppose that at time $`t_0`$ the system is in a state with density matrix $`\rho (t_0)`$, such that the reduced statistics of the set $`𝒜`$ is described by the reduced density matrix $`\rho _𝒜(t_0)=Tr_{\overline{𝒜}}[\rho (t_0)]`$, and let the evolution of this reduced statistics for times $`t>t_0`$ be described, in the absence of any other actions on the system, by the dynamical map

$$\rho _𝒜(t_0)\rho _𝒜(t)=𝐠_t(\rho _𝒜).$$
(3)
The original no-signaling argument can now be easily transposed to the present setting, up to the no-signaling condition itself. If at time $`t_0`$ the system undergoes an ensemble measurement of some coordinates belonging to the set $`\overline{𝒜}`$, the set $`𝒜`$ is prepared in a probabilistic mixture, say

$$\rho _𝒜^{}(t_0)=\underset{i}{}p_i|\varphi _i^{(𝒜)}\varphi _i^{(𝒜)}|.$$
(4)
As in the no-signaling argument Gisin , any desired probabilistic mixture of $`𝒜`$ can be prepared by an appropriate choice of the $`\overline{𝒜}`$-measurement. The evolution of such a probabilistic mixture necessarily decomposes as a superposition of individual evolutions of its pure state components $`|\varphi _i^{(𝒜)}_𝒜`$, that is

$$\rho _𝒜^{}(t_0)\rho _𝒜^{}(t)=\underset{i}{}p_i𝐠_t\left(|\varphi _i^{(𝒜)}\varphi _i^{(𝒜)}|\right).$$
(5)
We recall that $`𝐠_t\left(|\varphi _i^{(𝒜)}\varphi _i^{(𝒜)}|\right)`$ need not be a pure state \[e.g., the $`𝒜`$-degrees of freedom may become entangled with the environment\].

Now, since the $`𝒜`$ and $`\overline{𝒜}`$ degrees of freedom are mutually independent and noninteracting, by definition the $`\overline{𝒜}`$-measurement cannot affect and cannot distill entanglement in the reduced statistics of the set $`𝒜`$ at either $`t_0`$ or $`t`$. This clause takes the place of the original no-signaling condition and suffices to guarantee a similar conclusion. Thus one must necessarily have $`\rho _𝒜(t_0)=\rho _𝒜^{}(t_0)`$ and $`\rho _𝒜(t)=\rho _𝒜^{}(t)`$. But this means that

$$𝐠_t(\rho _𝒜)=𝐠_t(\underset{i}{}p_i|\varphi _i^{(𝒜)}\varphi _i^{(𝒜)}|)$$

$$=\underset{i}{}p_i𝐠_t\left(|\varphi _i^{(𝒜)}\varphi _i^{(𝒜)}|\right)$$
(6)
for any probabilistic mixture of $`𝒜`$ with an initial density matrix $`\widehat{\rho }_𝒜`$. Hence any probabilistic mixture of $`𝒜`$ must evolve linearly, and the map $`𝐠_t`$ is generally linear on the convex set of density matrices $`\rho _𝒜`$. Since $`𝐠_t`$ is otherwise arbitrary, a similar statement extends to any state space isomorphic to $`_𝒜`$. Moreover, since both the system $`𝒮`$ and the set $`𝒜`$ are also arbitrary, it follows that dynamical linearity can be inferred for any quantum system by means of an isomorphism with a subset of degrees of freedom for some properly selected larger system, i.e. by means of a generalized embedding.

## IV Conclusions

In essence, both the argument proposed here and the no-signaling argument for quantum dynamical linearity provide a first principles proof of the well known fact nlin-ftl-1 ; nlin-ftl-2 ; nlin-ftl-3 ; Polchinski ; Mielnik  that nonlinear evolution laws are incompatible with quantum probabilistic mixtures and the phenomenon of remote preparation. Nevertheless, it must be kept in mind, as first pointed out in ref.Bona , that the concept of remote preparation entails an implicit acceptance of the projection postulate, which is extraneous to quantum statics. For suppose that two noninteracting systems, or sets of degrees of freedom, $`𝒜`$ and $``$ are initially in an entangled pure state $`|\mathrm{\Psi }_𝒜`$. Their respective local states are necessarily elementary reduced states that cannot be prepared locally. Let a maximal preparatory measurement be effected and recorded on system $``$ at time $`t_0`$ as observed in a given reference frame, and let system $`𝒜`$ be subject to an observation, also immediately recorded, at an arbitrarily close time $`t_0+\delta t`$. If the preparation leaves either $`𝒜`$ or $``$ in a probabilistic mixture of pure states, it follows that the joint state of $`𝒜`$ and $``$ at $`t_0+\delta t`$ must be a separable mixture, realizable as a statistical superposition of products of local states \[otherwise individual measurement outcomes cannot be pure states in either system\]. In other words, the total state must undergo a disentanglement process. But if this total separable state is indeed a probabilistic mixture, then by the very definition of the latter every pair of $`𝒜`$ and $``$ \[$`+\mathrm{measuring}\mathrm{device}`$\] in an ensemble representative of this mixture must actually exist in one of the contributing product states, say $`\widehat{\rho }_A^{out}\widehat{\rho }_B^{out}`$. Let the joint recorded observations of $`𝒜`$ and $``$ corroborate one such product state in each run of the experiment. This evidently implies that each particular sample of $`𝒜`$ and $``$ must undergo an evolution from the initial, pre-measurement state $`|\mathrm{\Psi }_𝒜`$ at $`t_0`$ to some final, post-measurement state $`\widehat{\rho }_𝒜^{out}\widehat{\rho }_{}^{out}`$ at $`t_0+\delta t`$, occurring with a certain probability among a set of possible product states. System $`𝒜`$, in particular, must evolve from a local state $`\widehat{\rho }_𝒜^{in}=Tr_{}\left[|\mathrm{\Psi }_𝒜\mathrm{\Psi }_𝒜|\right]`$ at $`t_0`$ into the local state $`\widehat{\rho }_𝒜^{out}`$ at $`t_0+\delta t`$. But this is precisely a ”projection at-a-distance” process, which must be assumed to occur instantaneously, since $`\delta t`$ can be made arbitrarily small. Hence the statement ’ local measurements produce local and/or remote probabilistic mixtures ’ is seen to be equivalent to the projection postulate.

The original motivation behind the no-signaling argument for dynamical linearity was the observation that any attempt ”to modify quantum physics, e.g., by introducing nonlinear evolution laws for pure states, …easily leads to the possibility of superluminal communication” \[Gisin , pg.1\]. From this it was reasoned that, perhaps, the converse may be true, and linearity is secured by the relativistic impossibility of superluminal signaling, in the form of the no-signaling condition. We showed, however, that the relativistic speed limit does not play an essential role in enforcing dynamical linearity. Linear dynamics derives strictly from the probabilistic mixture interpretation of quantum measurements, in conjunction with quantum nonlocality \[remote preparation\]. Perhaps it may be argued that the Hilbert space structure of the quantum state space is determined by the relativistic structure of space-time Svetlichny . But once this structure is accepted as the fundamental component of quantum statics, and is supplemented by the probabilistic mixture point of view, there is no need for a recurring reference to relativity in order to justify a linear dynamics.


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# Toward the search for gravitational waves from inspiraling compact binaries in TAMA300 data during 2003: the data quality and stability

## References