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# Upper limits on neutrino masses from the 2dFGRS and WMAP: the role of priors

## 1 Introduction

The wealth of new data from e.g. the cosmic microwave background (CMB) and large-scale structure (LSS) in the last few years indicate that we live in a flat Universe where $`70\%`$ of the mass-energy density is in the form of dark energy, with matter making up the remaining 30 % . The WMAP data combined with other large-scale structure data  gives impressive support to this picture. Furthermore, the baryons contribute only a fraction $`f_\mathrm{b}=\mathrm{\Omega }_\mathrm{b}/\mathrm{\Omega }_\mathrm{m}0.15`$ ($`\mathrm{\Omega }_\mathrm{b}`$ and $`\mathrm{\Omega }_\mathrm{m}`$ are, respectively, the contribution of baryons and of all matter to the total density in units of the critical density $`\rho _c=3H_0^2/8\pi G=1.879\times 10^{29}h^2\mathrm{g}\mathrm{cm}^3`$, where $`H_0=100h\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ is the present value of the Hubble parameter) of this, so that most of the matter is dark. The exact nature of the dark matter in the Universe is still unknown. Relic neutrinos are abundant in the Universe, and from the observations of oscillations of solar and atmospheric neutrinos we know that neutrinos have a mass  and will make up a fraction of the dark matter. However, the oscillation experiments can only measure differences in the squared masses of the neutrinos, and not the absolute mass scale, so they cannot tell us how much of the dark matter is in neutrinos. From general arguments on structure formation in the Universe we know that most of the dark matter has to be cold, i.e. non-relativistic when it decoupled from the thermal background. Neutrinos with masses on the eV scale or below will be a hot component of the dark matter. If they were the dominant dark-matter component, structure in the Universe would have formed first at large scales, and smaller structures would form by fragmentation (the ‘top-down’ scenario). However, the combined observational and theoretical knowledge about large-scale structure gives strong evidence for the ‘bottom-up’ picture of structure formation, i.e. structure formed first at small scales. Hence, neutrinos cannot make up all of the dark matter (see  for a review). Neutrino experiments give some constraints on how much of the dark matter can be in the form of neutrinos. Studies of the energy spectrum in tritium decay  provide an upper limit on the electron neutrino mass of 2.2 eV (95 % confidence limit). For the effective neutrino mass scale involved in neutrinoless double beta decay an upper limit of 0.34 eV (90 % confidence) has been inferred  but then under the assumptions that neutrinos are Majorana particles (i.e. their own antiparticles), and the translation from the effective neutrino mass scale in neutrinoless double beta decay to neutrino mass eigenvalues requires assumptions about the neutrino mass hierarchy and the CP phases in the neutrino mixing matrix.

From cosmology, an analysis the 2dF Galaxy Redshift Survey  found $`m_{\nu ,\mathrm{tot}}<2.2\mathrm{eV}`$ as an upper limit on the sum of the (degenerate) mass eigenvalues. In  the 2dFGRS was combined with pre-WMAP CMB data to give an upper limit $`m_{\nu ,\mathrm{tot}}<0.9\mathrm{eV}`$. The WMAP team  improved this result to $`m_{\nu ,\mathrm{tot}}<0.71\mathrm{eV}`$ (95 % confidence) from a combination of WMAP, ACBAR , CBI  for the CMB, and 2dFGRS and the power spectrum inferred from Lyman $`\alpha `$ forest  for large scale structure, a factor of roughly three better than the 2dFGRS limit (not an order of magnitude as stated in ). This limit is comparable to what the pioneering study in  predicted would be possible with the Sloan Digital Sky Survey  and WMAP , and have implications for neutrino oscillation experiments as it seems to call into question the Liquid Scintillator Neutrino Detector (LSND) result , where the mass-square difference involved was $`1\mathrm{eV}^2`$ . (However, as pointed out in  it is premature to say that cosmology rules out the LSND results.) Note that neutrinos with eV masses are basically indistinguishable from cold dark matter at the epoch of last scattering, and therefore they have little effect on the CMB. The important role of the WMAP data in the cosmological neutrino mass limit is to break degeneracies in the parameter space that will otherwise limit the ability to constrain neutrino masses from the large-scale structure data.

In this paper we discuss in detail the recent cosmological neutrino mass limits, concentrating on the 2dFGRS and the WMAP + 2dFGRS limits and the various parameter degeneracies involved in the analysis. In particular we discuss the role of the bias of the galaxy distribution with respect to the mass distribution, non-linear effects, and the necessity of using independent information about cosmological parameters like $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$ (‘priors’). We will throughout this paper work within the context of flat $`\mathrm{\Lambda }\mathrm{CDM}`$ models, which are favoured by a wealth of observational data , however we also comment on Mixed Dark Matter (MDM) models in discussion of the analysis of the 2dFGRS data. In fact we find that an MDM model can still provide a reasonable fit to the 2dFGRS and WMAP data, although with a low Hubble constant, so that external constraints on the Hubble constant are important in order to get a strong upper limit on the neutrino masses.

The structure of this paper is as follows: in section 2 we give a brief overview of how neutrinos affect structure formation in the Universe. In section 3 we consider galaxy redshift surveys as a probe of neutrino masses, starting with a brief summary of the analysis in . Since the exact relationship between the distribution of the galaxies and that of the dark matter is unknown, we discuss different ways of taking this uncertainty into account. We also discuss the role of priors on parameters degenerate with massive neutrinos. In section 4 we give a brief overview of other cosmological probes of neutrino masses before we summarize and conclude in section 5.

## 2 Massive neutrinos and structure formation

The relic abundance of neutrinos in the Universe today is straightforwardly found from the fact that they continue to follow the Fermi-Dirac distribution after freeze-out, and their temperature is given in terms of the CMB temperature $`T_{\mathrm{CMB}}`$ today as $`T_\nu =(4/11)^{1/3}T_{\mathrm{CMB}}`$,

$$n_\nu =\frac{6\zeta (3)}{11\pi ^2}T_{\mathrm{CMB}}^3,$$
(1)
where $`\zeta (3)1.202`$, which gives $`n_\nu 112\mathrm{cm}^3`$ at present. Neutrinos are so light that they were ultra-relativistic at freeze-out. Their present contribution to the mass density can therefore be found by multiplying $`n_\nu `$ with the total mass of the neutrinos $`m_{\nu ,\mathrm{tot}}`$, giving

$$\mathrm{\Omega }_\nu h^2=\frac{m_{\nu ,\mathrm{tot}}}{94\mathrm{eV}},$$
(2)
for $`T_{\mathrm{CMB}}=2.728\mathrm{K}`$. Several effects could modify this simple relation. If any of the neutrino chemical potentials were initially non-zero, or there were a sizable neutrino-antineutrino asymmetry, this would increase the energy density in neutrinos and give an additional contribution to the radiation energy density. However, from Big Bang Nucleosynthesis (BBN) one gets a very tight limit on the electron neutrino chemical potential, since the electron neutrino is directly involved in the processes that set the neutron-to-proton ratio. Also, within the standard three-neutrino framework one can extend this limit to the other flavours as well. The recent results of the KamLAND experiment  confirmed the Large Mixing Angle (LMA) solution for the solar neutrino oscillations, and combined with the atmospheric data indicating maximal mixing in this sector, it has been shown that flavour equilibrium is established between all three neutrino species before the epoch of BBN , so that the BBN constraint on the electron neutrino asymmetry applies to all flavours, which in turn implies that the lepton asymmetry cannot be large enough to give a significant contribution to the radiation energy density. Recent analyses of WMAP and 2dFGRS data give independent, although not quite as strong, evidence for small lepton asymmetries . Within the standard picture, equation (1) should be accurate, and therefore any constraint on the cosmic mass density of neutrinos should translate straightforwardly into a constraint on the total neutrino mass, according to equation (2). If a fourth, light ‘sterile’ neutrino exists, sterile-active oscillations would modify this conclusion. No sterile neutrinos are required to explain the solar and atmospheric neutrino oscillation data , and the only hint so far comes from the possible detection of $`\overline{\nu }_\mu \overline{\nu }_e`$ oscillations with a small mixing angle and a mass-square difference $`1\mathrm{eV}^2`$ at the LSND . Since there are only two independent mass-squared differences in the standard three-neutrino scenario, and they are orders of magnitude smaller, this hints at the existence of a fourth, light sterile neutrino. However, as said, this has little support in the solar and atmospheric data. The status of the LSND results will in the near future be clarified by the MiniBooNE experiment .

Finally, we assume that the neutrinos are nearly degenerate in mass. Current cosmological observations are sensitive to neutrino masses $`1\mathrm{eV}`$ or greater. Since the mass-square differences are small, the assumption of a degenerate mass hierarchy is therefore justified. This is illustrated in figure 1, where we have plotted the mass eigenvalues $`m_1,m_2,m_3`$ as functions of $`m_{\nu ,\mathrm{tot}}=m_1+m_2+m_3`$ for $`\mathrm{\Delta }m_{21}^2=5\times 10^5\mathrm{eV}^2`$ (solar) and $`\mathrm{\Delta }m_{32}^2=3\times 10^3\mathrm{eV}^2`$ (atmospheric), for the cases of a normal hierarchy ($`m_1<m_2<m_3`$), and an inverted hierarchy ($`m_3<m_1<m_2`$). As seen in the figure, for $`m_{\nu ,\mathrm{tot}}>0.4\mathrm{eV}`$ the mass eigenvalues are essentially degenerate.

We will in this paper look at cosmological models with four components: baryons, cold dark matter, massive neutrinos, and a cosmological constant. Furthermore, we restrict ourselves to adiabatic, linear perturbations. The basic physics is then fairly simple. A perturbation mode of a given wavelength $`\lambda `$ can grow if it is greater than the Jeans wavelength $`\lambda _\mathrm{J}`$ determined by the balance of gravitation and pressure, or rms velocity in the case of massless particles. Above the Jeans scale, perturbations grow at the same rate independently of the scale. Long after matter-radiation equality, all interesting scales are above $`\lambda _\mathrm{J}`$ and grow at the same rate, and in models where all the dark matter is cold, the time and scale dependence of the power spectrum can therefore be separated at low redshifts. Light, massive neutrinos can, however, move unhindered out regions below a certain limiting length scale, and will therefore tend to damp a density perturbation at a rate which depends on their rms velocity. The presence of massive neutrinos therefore introduces a new length scale, given by the size of the co-moving Jeans length when the neutrinos became non-relativistic. In terms of the comoving wavenumber, this is given by

$$k_{\mathrm{nr}}=0.015\left(\frac{m_{\nu ,\mathrm{tot}}}{1\mathrm{eV}}\right)^{1/2}\mathrm{\Omega }_\mathrm{m}^{1/2}h\mathrm{Mpc}^1,$$
(3)
for three equal-mass neutrinos. The growth of Fourier modes with $`k>k_{\mathrm{nr}}`$ will be suppressed because of neutrino free-streaming. The free-streaming scale varies with the cosmological epoch, and the scale and time dependence of the power spectrum cannot be separated, in contrast to the situation for models with cold dark matter only.

The transfer functions of the perturbations in the various components provide a convenient way of describing their evolution on different scales. Using the redshift $`z`$ to measure time, the transfer function is formally defined as

$$T(k,z)=\frac{\delta (k,z)}{\delta (k,z=z_{})D(z_{})}$$
(4)
where $`\delta (k,z)`$ is the density perturbation with wavenumber $`k`$ at redshift $`z`$, and $`D`$ is the linear growth factor. The normalization redshift $`z_{}`$ corresponds to a time long before the scales of interested have entered the horizon. The transfer function thus gives the amplitude of a given mode $`k`$ at redshift $`z`$ relative to its initial value, and is normalized so that $`T(k=0,z)=1`$. The power spectrum of the matter fluctuations can be written as

$$P_\mathrm{m}(k,z)=P_{}(k)T^2(k,z),$$
(5)
where $`P_{}(k)`$ is the primordial spectrum of matter fluctuations, commonly assumed to be a simple power law $`P_{}(k)=Ak^n`$, where $`A`$ is the amplitude and the spectral index $`n`$ is close to 1. It is also common to define power spectra for each component, see  for a discussion. Note that the transfer functions and power spectra are independent of the value of the cosmological constant as long as it does not shift the epoch of matter-radiation equality significantly.

Accurate determination of the transfer function requires the solution of the coupled fluid and Boltzmann equations for the various components. This can be done using one of the publicly available codes, e.g. CMBFAST  or CAMB . Analytical approximations are also available, and they are very useful when one wants very quick computation of transfer functions. Accurate fitting formulas for the transfer function were derived by . These analytic approximations are good at realistic baryon fractions, i.e. 0.1-0.2, with the errors typically smaller than 4 %. In figure 2 we show the transfer functions for models with $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{b}=0.04`$, $`h=0.7`$ held constant, but with varying neutrino fraction. One can clearly see that the small-scale suppression of power becomes more pronounced as the neutrino fraction $`f_\nu \mathrm{\Omega }_\nu /\mathrm{\Omega }_\mathrm{m}`$ increases. The suppression of the power spectrum on small scales is roughly proportional to $`f_\nu `$:

$$\frac{\mathrm{\Delta }P_\mathrm{m}(k)}{P_\mathrm{m}(k)}8f_\nu .$$
(6)
## 3 Constraining the total neutrino mass with the 2dFGRS

In an earlier short paper  we used the power spectrum of the galaxies as measured by the 2dFGRS to limit the fractional contribution $`f_\nu =\mathrm{\Omega }_\nu /\mathrm{\Omega }_\mathrm{m}`$ to the matter density of massive neutrinos, and on their total mass $`m_{\nu ,\mathrm{tot}}=94\mathrm{\Omega }_\nu h^2\mathrm{eV}`$. The present section starts with a short summary of the 2dFGRS and the analysis in  before going into a more detailed discussion of the various ingredients involved in the analysis. In  the WMAP team derived a stronger limit on the total neutrino mass than what was obtained from the 2dFGRS + various priors. However, the 2dFGRS power spectrum played a central role in the WMAP neutrino mass limit. As the CMB is insensitive to neutrino masses in the eV range, the main role of the WMAP data is to provide tight constraints on parameters that may otherwise partly mimic the effect of massive neutrinos on the matter power spectrum. Therefore our discussion of priors should also be of interest in understanding how the WMAP limit was obtained.

### 3.1 The 2dF Galaxy Redshift Survey

The 2dF Galaxy Redshift Survey  has measured the redshifts of more than 230 000 galaxies with a median redshift of $`z_\mathrm{m}0.11`$. One of the main goals of the survey was to measure the galaxy power spectrum on scales up to a few hundred Mpc, thus filling in the gap between the small scales covered by earlier galaxy surveys and the largest scales where the power spectrum is constrained by observations of the CMB. A sample of the size of the 2dFGRS survey allows large-scale structure statistics to be measured with very small random errors. An initial estimate of the convolved, redshift-space power spectrum of the 2dFGRS has been determined  based on a sample of 140 000 redshifts. On scales $`0.02<k<0.15h\mathrm{Mpc}^1`$ the data are robust and the shape of the power spectrum is not affected by redshift-space or nonlinear effects, though the amplitude is increased by redshift-space distortions. One should bear in mind that what is measured is the convolution of the true galaxy power spectrum with the window function of the survey ,

$$P_{\mathrm{conv}}(𝐤)P_\mathrm{g}(𝐤𝐪)|W_k(𝐪)|^2d^3q,$$
(7)
where $`W`$ is the window function.

As an illustration of the potential of the 2dFGRS to constrain neutrino masses, we show in figure 3 the ratio of the power spectra for $`\mathrm{\Omega }_\nu =0.01`$, and $`0.05`$ (all other parameters are fixed at their ‘concordance model’ values given in the figure caption) to the power spectrum for $`\mathrm{\Omega }_\nu =0`$ after they have been convolved with the survey window function, and their amplitudes fitted to the 2dFGRS power spectrum data. It is seen from figure 3 that the error bars on the power spectrum data points are correlated, as discussed in , and this is taken into account throughout this paper by using the full covariance matrix of the data when computing likelihoods. For the 32 data points, the $`\mathrm{\Omega }_\nu =0`$-model had $`\chi ^2=32.9`$, $`\mathrm{\Omega }_\nu =0.01`$ gives $`\chi ^2=33.4`$,whereas the model with $`\mathrm{\Omega }_\nu =0.05`$ provides a poor fit to the data with $`\chi ^2=92.2`$.

### 3.2 Previous results from the 2dFGRS

In  six parameters were used to describe the matter power spectrum:

* The fraction of massive neutrinos (hot dark matter) $`f_\nu \mathrm{\Omega }_\nu /\mathrm{\Omega }_\mathrm{m}`$.
* The combination $`\mathrm{\Omega }_\mathrm{m}h`$, which describes the shape of the cold dark matter power spectrum.
* The baryon fraction $`f_\mathrm{b}\mathrm{\Omega }_\mathrm{b}/\mathrm{\Omega }_\mathrm{m}`$.
* The present value of the Hubble parameter $`h`$.
* The scalar spectral index of the primordial density perturbation spectrum, $`n`$.
* The amplitude $`A`$ of the galaxy power spectrum.

The amplitude is a free parameter to take into account the fact that what is measured is the power spectrum of galaxies, not of all the matter, and that it is measured in redshift space, not in real space. The latter effect has been shown in  to correspond to a shift in the amplitude of the spectrum. The first effect is parametrized by the so-called bias parameter

$$b^2(k)=\frac{P_\mathrm{g}(k)}{P_\mathrm{m}(k)}.$$
(8)
The scale-dependence of the bias factor is not well known. We will discuss this in more detail in a later subsection, for the time being we note that one would expect the relation between the distribution of dark matter and luminous matter to be simple on large scales. This is borne out by numerical simulations , and two independent analyses have shown that the 2dFGRS power spectrum is consistent with a constant bias on the scales relevant for our analysis . Thus, we took the redshift space distortions and the bias into account by leaving the amplitude $`A`$ of the power spectrum as a free parameter, which means that we used the shape of the 2dFGRS power spectrum, and not its amplitude, to constrain $`f_\nu `$.

The main effect of the massive neutrinos is to reduce the power on scales smaller than the neutrino free-streaming scale. This effect may, however, be partially masked by other effects. Obviously, lowering the amplitude or the scalar spectral index $`n`$ will reduce the power. Also, the baryon fraction and $`\mathrm{\Omega }_\mathrm{m}h`$ interfere with the neutrino signal. Therefore, constraints on the neutrino mass from the galaxy power spectrum depends on the information we have about other parameters (‘priors’). In  we added constraints from independent cosmological probes: a Gaussian prior on the Hubble parameter $`h=0.70\pm 0.07`$, consistent with the results from the HST Hubble Key Project , a Gaussian prior $`\mathrm{\Omega }_\mathrm{b}h^2=0.020\pm 0.002`$ on the physical baryon density from Big Bang Nucleosynthesis , and a Gaussian prior $`n=1.0\pm 0.1`$ on the scalar spectral index. Furthermore, we considered two different priors on $`\mathrm{\Omega }_\mathrm{m}`$:

* Under the assumption of $`\mathrm{\Omega }_\mathrm{m}+\mathrm{\Omega }_\mathrm{\Lambda }=1`$, a Gaussian prior $`\mathrm{\Omega }_\mathrm{m}=0.28\pm 0.14`$ was obtained from surveys of high redshift Type Ia supernovae .
* A uniform (‘top hat’) prior in the range $`0.1<\mathrm{\Omega }_\mathrm{m}<0.5`$. Given our prior on $`h`$, $`\mathrm{\Omega }_\mathrm{m}<0.5`$ ensured that the ages of the Universes in the models considered were greater than 12 Gyr.

As noted earlier, the transfer function does not depend on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ and so the assumption $`\mathrm{\Omega }_\mathrm{m}+\mathrm{\Omega }_\mathrm{\Lambda }=1`$ enters only through the Supernova Type Ia prior on $`\mathrm{\Omega }_\mathrm{m}`$.

For each set of parameters, we computed the theoretical matter power spectrum, and obtained the $`\chi ^2`$ for the model given the 2dFGRS power spectrum. We then calculated the joint probability distribution function for $`f_\nu `$ and $`\mathrm{\Gamma }\mathrm{\Omega }_\mathrm{m}h`$ (which represents the shape of the CDM power spectrum) by marginalizing over $`A,h`$ and $`f_\mathrm{b}`$ weighted by the priors given above. For $`A`$ we used a uniform prior in the interval $`0.5<A<10`$, where $`A=1`$ corresponds to the normalization of the ‘concordance model’, discussed in . Using instead a prior uniform in $`\mathrm{log}A`$, or fixing $`A`$ at the best-fit value had virtually no effect on the results.

Figure 4 shows the probability distributions for $`f_\nu `$ for three different values of $`\mathrm{\Omega }_\mathrm{m}h`$. Marginalizing over $`\mathrm{\Omega }_\mathrm{m}h`$ using the uniform prior on $`\mathrm{\Omega }_\mathrm{m}`$, we got an upper limit $`f_\nu <0.13`$ at 95% confidence for $`n=1`$. Increasing $`n`$ increases power on small scales and leaves more room for suppression by the massive neutrinos, and and upon marginalizing over the full range of $`n`$ with a prior $`n=1.0\pm 0.1`$ we found $`f_\nu <0.16`$ at 95 % confidence. For $`\mathrm{\Omega }_\mathrm{m}h^2=0.15`$ this corresponds to a total neutrino mass $`m_{\nu ,\mathrm{tot}}=2.2\mathrm{eV}`$. The results with the Supernova Type Ia prior on $`\mathrm{\Omega }_\mathrm{m}`$ were identical. For comparison, marginalizing without any priors, the limit becomes $`f_\nu <0.24`$. Adding just a prior on $`\mathrm{\Omega }_\mathrm{m}`$, we find $`f_\nu <0.15`$, so this is clearly the most important prior. Marginalizing with just a prior on $`h`$ or on $`\mathrm{\Omega }_\mathrm{b}h^2`$, the 95 % confidence limit becomes $`f_\nu <0.20`$. Clearly the priors play a crucial role in the analysis, and we will discuss their role in the next subsections. To facilitate the comparison with the WMAP analysis in  we will from now on carry out our analysis in terms of the physical densities $`\omega _\mathrm{i}=\mathrm{\Omega }_\mathrm{i}h^2`$, where $`\mathrm{i}=\mathrm{m}`$, $`\nu `$, $`\mathrm{b}`$.

### 3.3 The prior on $`\omega _\mathrm{m}`$

As noted above, the prior on the matter density is crucial, and the tight correlation between $`m_{\nu ,\mathrm{tot}}`$ and $`\omega _\mathrm{m}`$ is illustrated in figure 5.

In fact, without a prior on $`\omega _\mathrm{m}`$ no non-trivial upper limit on $`\omega _\nu `$ is obtained (but note that one still finds an upper limit on $`f_\nu `$). WMAP provides a constraint $`\omega _\mathrm{m}=0.14\pm 0.02`$ for spatially flat $`\mathrm{\Lambda }\mathrm{CDM}`$ models, but it is interesting to note that one from the CMB and 2dFGRS alone cannot rule out models with $`\mathrm{\Omega }_\mathrm{m}=\mathrm{\Omega }_{\mathrm{CDM}}+\mathrm{\Omega }_\mathrm{b}+\mathrm{\Omega }_\nu =1`$. To illustrate this point, we consider the following three models, all with $`\omega _\mathrm{b}=0.024`$:

1. A Mixed Dark Matter (MDM) model with $`\mathrm{\Omega }_\mathrm{m}=1`$, $`\mathrm{\Omega }_\nu =0.2`$, $`h=0.45`$, and $`n=0.95`$. The neutrino mass fraction is thus $`f_\nu =0.2`$.
2. A $`\mathrm{\Lambda }\mathrm{CDM}`$ model with $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\nu =0`$, $`h=0.7`$, and $`n=1.0`$.
3. A pure CDM model with $`\mathrm{\Omega }_\mathrm{m}=1`$, $`\mathrm{\Omega }_\nu =0`$, $`h=0.45`$, and $`n=0.95`$.

For the pre-WMAP CMB, we use the recent compilation in . Model 1 has $`\chi ^2/\mathrm{datum}=1.14`$ for the CMB (28 points) and $`\chi ^2/\mathrm{datum}=1.13`$ for the 32 2dFGRS power spectrum data points. Model 2 has $`\chi ^2/\mathrm{datum}=1.11`$ for the CMB, $`\chi ^2=1.03`$ for the 2dFGRS. The WMAP data discriminate better between these two models, Model 1 having $`\chi ^2/\mathrm{datum}=1.15`$ (899 points) and model 2 $`\chi ^2/\mathrm{datum}=1.08`$, but we see from figure 6 that the models are look reasonable and note that we have not carried out any systematic search for a best-fitting model of the three types. Thus, the first two models seem to offer acceptable descriptions of the CMB and 2dFGRS data, and from these data alone MDM is still a viable alternative to the ‘concordance’ $`\mathrm{\Lambda }\mathrm{CDM}`$. So why did several pre-WMAP studies find that the CMB and 2dFGRS prefer a low matter density and a cosmological constant ? This is because they considered (very reasonably) neutrinos to be essentially massless. Model 3 illustrates the point: it is a pure CDM model with massless neutrinos. It gives a reasonable description of the CMB data, but has $`\chi ^2=67`$ for the 2dFGRS data points, and hence it will be disfavoured in a joint analysis. The CMB cannot distinguish between eV-mass neutrinos and cold dark matter, and hence model 1 and 3 provide comparable descriptions of the CMB data, but the galaxy power spectrum does distinguish between the two, and massive neutrinos provides the necessary reduction in small-scale power to fit the data points. Of course, one cannot look at the CMB and 2dFGRS data alone, and it is not our intention to ‘resuurect’ the MDM model: it has problems with the evolution of cluster abundances with redshift , needs a low value of the Hubble parameter, and $`\mathrm{\Omega }_\mathrm{m}=1`$ is clearly at variance with independent measurements from e.g. the baryon fraction in clusters , but we wish to make the two following points:

* The CMB + 2dFGRS alone cannot rule out MDM; one needs a further prior, e.g. the Hubble constant from HST , supernovae Type Ia , a prior on $`\mathrm{\Omega }_\mathrm{m}`$ from the cluster baryon fraction , or evolution of cluster abundance with redshift .
* The statement that CMB + 2dFGRS alone provides evidence independent of that of supernovae Type Ia for a cosmological constant/dark energy is too strong. This result is obtained only when neutrino masses are assumed to be negligible. If one allows for massive neutrinos, acceptable fits to the CMB+2dFGRS can be obtained with $`\mathrm{\Omega }_\mathrm{m}=1`$ and $`\mathrm{\Omega }_\nu 0.2`$.

### 3.4 The prior on the Hubble parameter

We saw in the previous subsection that if we low values of the Hubble constant, $`h<0.5`$, MDM models provide reasonable fits to the CMB and 2dFGRS power spectra, but by combining with the HST prior on $`h`$, one will obtain the by now usual ‘concordance’ values $`\mathrm{\Omega }_\mathrm{m}0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }0.7`$. The derivation of a strong upper limit on the total neutrino mass therefore depends on our ability to exclude values of $`h`$ much below 0.7. Figure 7 shows the degeneracy between $`h`$ and $`\omega _\nu `$.

If we allow $`\mathrm{\Omega }_\mathrm{m}=1`$, and drop the prior on $`h`$, we find that a universe with a low value of $`h<0.5`$ is a viable option if the total neutrino mass is a few eVs. Note that these models also have ages $`>12\mathrm{Gyr}`$, consistent with ages of globular clusters . Thus, without a prior on $`h`$, the CMB prior on $`\mathrm{\Omega }_\mathrm{m}`$ would have been weaker, and which would also have affected the upper limit on the neutrino masses.

### 3.5 The prior on the scalar spectral index

As noted earlier, there is also a degeneracy between the scalar spectral index $`n`$ and $`\omega _\nu `$, illustrated in figure 8.

Motivated by the pre-WMAP CMB data we used a prior $`n=1.0\pm 0.1`$ in . For flat $`\mathrm{\Lambda }\mathrm{CDM}`$ models the WMAP data give $`n=0.99\pm 0.04`$ (see table 1 in ), but in their full analysis including other datasets there is some evidence for a running scalar spectral index. However, it has been argued that this may be because of their treatment of the Lyman $`\alpha `$ forest power spectrum, and that in a more conservative approach one finds that a scale-invariant primordial power spectrum, $`n=1`$ is consistent with the data . We will therefore not consider a running spectral index in this paper.

### 3.6 The prior on the baryon density

There is also some degeneracy between the baryon density and the neutrino masses, as shown in figure 9, because increasing the baryon density suppresses power on small scales.

The degeneracy is, however, less serious than for the other parameters, and WMAP provides a tight constraint on $`\omega _\mathrm{b}`$ from the ratio of the amplitudes of the first and second peaks in the CMB power spectrum, $`\omega _\mathrm{b}=0.024\pm 0.001`$, consistent with standard BBN .

### 3.7 Non-linear fluctuations

At small scales, one eventually enters the regime where the power spectrum is no longer linear. Therefore, as a further test of the stability of our analysis in , we used the full set of priors, but only the power spectrum data at scales $`k<0.1h\mathrm{Mpc}^1`$ and found that the limit increased to $`f_\nu <0.20`$. Cutting the power spectrum at this scale is, however, very conservative. To see this, we follow the analysis of non-linearities in . Defining

$$\mathrm{\Delta }^2(k)\frac{k^2}{2\pi ^2}P(k),$$
(9)
the crossover from linear to non-linear behaviour is at the co-moving momentum $`k_{\mathrm{cut}}`$ where $`\mathrm{\Delta }^2(k_{\mathrm{cut}})=1`$. This corresponds roughly to the point where $`\mathrm{\Delta }_{\mathrm{non}\mathrm{linear}}^2\mathrm{\Delta }_{\mathrm{linear}}^2\mathrm{\Delta }_{\mathrm{linear}}^2`$. We use the approximate relation between the the linear and non-linear spectrum found by . The cut in the spectrum should be made where the non-linear effects are of the same order as the suppression of small scale-power from massive neutrinos, which is given by equation (6). For neutrino masses $`1\mathrm{eV}`$, this gives $`\mathrm{\Delta }_{\mathrm{linear}}^23`$. We chose $`k_{\mathrm{cut}}=0.15h\mathrm{Mpc}^1`$ in our analysis, and at that point $`\mathrm{\Delta }_{\mathrm{linear}}^20.7`$. Crude as this argument may be, it clearly indicates that the neutrino mass signal dominates possible non-linear effects in the 2dFGRS power spectrum data used in our analysis. We note that the linear matter power spectrum is convolved with the survey window function before comparison with the data. However, for values of $`k`$ greater than $`0.1h\mathrm{Mpc}^1`$ the window function is sharply peaked at $`k`$, and so there is little mixing with smaller scales . The WMAP team went one step further and considered non-linear corrections at the smallest scales in the analysis. Nevertheless, one would expect these effects to be small for $`k<0.15h\mathrm{Mpc}^1`$.

### 3.8 Scale-dependent bias

The power spectrum of the galaxy distribution might be ‘biased’ relative to the matter power spectrum, hence it might introduce systematic error in the estimation of the neutrino mass.

Indeed it is well established that on scales less than $`10\mathrm{Mpc}`$ different galaxy populations exhibit different clustering amplitudes, the so-called morphology-density relation (e.g. ). Hierarchical merging scenarios also suggest a more complicated picture of biasing as it could be non-linear, scale-dependent and stochastic (e.g. . But is the biasing still scale-dependent at the large scales ($`k^1>7h^1\mathrm{Mpc}`$) where we analyse the 2dFGRS power spectrum ? Let us consider the ratio of galaxy to matter power spectra, and use the ratio of these to define the bias parameter as in equation (8). To illustrate the dramatic effect that scale-dependent might have we assume the following simple form:

$$b(k)=a\mathrm{log}(k/k^{})+c,$$
(10)
where we fix $`k^{}=0.15h\mathrm{Mpc}^1`$ (note that a shift in $`k^{}`$ can be absorbed in a change in $`c`$), but allow $`a`$ and $`c`$ to vary.

Analysis of the semi-analytic galaxy formation models in  shows that on large scales the biasing function $`b(k)`$ is nearly constant to high degree. In our parameterization (10) even the brightest galaxies ($`L>0.75L_{}`$, where $`L_{}`$ is the characteristic luminosity of the Schechter luminosity function) are weakly biased, with slope $`a<0.15`$ over the scales $`3<k^1<16h^1\mathrm{Mpc}`$ . The simulations in  also suggest scale-independent biasing on scales larger than 10 $`h^1\mathrm{Mpc}`$ at late times.

Observationally, the bi-spectrum analysis of the 2dFGRS showed almost no deviation from linear biasing  and combined analysis of 2dFGRS with CMB data on scales of $`0.02<k<0.15h\mathrm{Mpc}^1`$  gave $`b1`$ for $`L_{}`$ galaxies. Furthermore, the ratio of the power-spectra of blue and red galaxies in 2dFGRS  is almost constant over the range of our analysis, $`0.02<k<0.15h\mathrm{Mpc}^1`$. This suggests (as a necessary, but not sufficient condition) that the galaxy power spectrum is proportional to the underlying matter power spectrum. Based on these theoretical and observational studies we argue that scale-dependent biasing is unlikely to pose a problem in estimating the neutrino mass from the 2dFGRS.

We then redo the analysis of the 2dFGRS $`P_\mathrm{g}(k)`$ with $`\omega _\nu `$, $`a`$ and $`c`$ as free parameters. The remaining parameters are fixed at their ‘concordance’ values ($`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`h=0.7`$ etc.). We distinguish between two cases: $`a0`$ (bias increasing with length-scale and $`a0`$ (bias decreasing with length-scale). In the first case, the best fit is found at $`\omega _\nu =0`$, $`a=0`$, whereas in the second case one finds the best fit for $`\omega _\nu 0.029`$, $`a=0.72`$, $`c=1.1`$, i.e. for a non-zero neutrino mass $`m_{\nu ,\mathrm{tot}}2.8\mathrm{eV}`$. This is understandable, since $`b(k)`$ in this case has the opposite effect of massive neutrinos, so the two effects can be ‘tuned’ to give a very good fit to the 2dFGRS data with a non-zero neutrino mass which is unrealistically high. Figure 10 shows the likelihood contours in the $`m_{\nu ,\mathrm{tot}}`$-$`a`$ plane.

As argued above, simulations and observations argue for $`a<0.15`$ at large scales, and in what follows we shall assume constant biasing.

### 3.9 The case of scale-independent bias in more detail

WMAP provides tight constraints on $`\omega _\mathrm{m}`$, $`h`$, $`n`$, and $`\omega _\mathrm{b}`$, and we have seen in previous subsections that having good constraints on these parameters is essential to obtaining a good upper limit on $`m_{\nu ,\mathrm{tot}}`$. Also, from the CMB one can constrain the amplitude of the matter power spectrum (quoted, e.g. in terms of the rms mass fluctuations in spheres of radius $`8h^1\mathrm{Mpc}`$, $`\sigma _8`$). If the biasing and redshift-space distortions were known, then this would translate directly to a constraint on the amplitude of the 2dFGRS power spectrum, and could potentially tighten the constraint on $`m_{\nu ,\mathrm{tot}}`$. The WMAP analysis makes use of the constraint on the amplitude of the matter power spectrum from the CMB by introducing a prior on the bias parameter, taking it to be a Gaussian with $`b=1.04\pm 0.11`$  as found in the analysis of the 2dFGRS bispectrum . As the analysis in  was performed for a different range of scales than those involved in the analysis of the linear part of the 2dFGRS power spectrum, and did not take neutrino masses into account (even though the cosmology dependence in the bispectrum analysis is mild) and questions have been raised about this approach , it is worthwhile to take a closer look at the WMAP approach. To do this, we need to go into the issue of a constant bias and redshift-space distortions in more detail than in the previous sections, and we will do so following . The WMAP analysis was more detailed , but we think that our simplified version captures the main points.

We now need to take two effects into account: the fact that the 2dFGRS power spectrum is given in redshift space, and that the galaxy distribution may be biased with respect to the mass distribution. At redshift $`z=0`$, the relation between the real-space normalization at redshift 0, $`\sigma _{8\mathrm{m}}(0)`$, of the matter power spectrum and the normalization of the galaxy power spectrum is given by

$$\sigma _{8\mathrm{g}}^\mathrm{R}(L_s,0)=b(L_s,0)\sigma _{8\mathrm{m}}(0),$$
(11)
where $`L_s1.9L_{}`$ for the 2dFGRS. We follow  and assume that galaxy clustering evolves weakly in the range of redshifts $`0<z<0.2`$ so that $`\sigma _{8\mathrm{g}}^\mathrm{R}(L_s,z_s)\sigma _{8\mathrm{g}}^\mathrm{R}(L_s,0)`$, where $`z_s0.17`$. The conversion of $`\sigma _{8\mathrm{g}}`$ from real space to redshift space is determined by

$$\sigma _{8\mathrm{g}}^\mathrm{S}(L_s,z_s)=\sigma _{8\mathrm{g}}^\mathrm{R}(L_s,z_s)\sqrt{K[\beta (L_s,z_s)]},$$
(12)
where

$$K[\beta ]=1+\frac{2}{3}\beta +\frac{1}{5}\beta ^2,$$
(13)
is Kaiser’s factor , and

$$\beta (L_s,z_s)\frac{\mathrm{\Omega }_\mathrm{m}^{0.6}(z_s)}{b(L_s,z_s)},$$
(14)
with

$$\mathrm{\Omega }_\mathrm{m}(z)=\frac{\mathrm{\Omega }_\mathrm{m}(1+z)^3}{\mathrm{\Omega }_\mathrm{m}(1+z)^3+\mathrm{\Omega }_\mathrm{\Lambda }}.$$
(15)
Furthermore, we assume that the mass fluctuations grow as $`\sigma _{8\mathrm{m}}(z)=\sigma _{8\mathrm{m}}(0)D(z)`$, where $`D(z)`$ is the linear growth rate (normalized to 1 at $`z=0`$). As pointed out earlier, the linear growth rate is actually scale dependent in models with massive neutrinos. We have checked that this scale dependence is weak for the parameter range we consider, and evaluated $`D(z)`$ at $`k=\overline{k}`$, where $`\overline{k}`$ is the mean value of $`k`$ for a spherical top-hat window function. With these assumptions we have

$$b(L_s,z_s)=\frac{b(L_s,0)}{D(z_s)}.$$
(16)
Given $`b(L_s,0)`$, we can translate a given normalization $`\sigma _{8\mathrm{m}}(0)`$ of the matter power spectrum to $`\sigma _{8\mathrm{g}}^\mathrm{S}(L_s,z_s)`$ for the galaxy power spectrum.

We now carry out the following simple analysis: we fix $`n=0.99`$, $`\mathrm{\Omega }_\mathrm{b}h^2=0.024`$ (all values taken from table 1 in  for WMAP alone), and fit $`\omega _\nu `$, $`\omega _\mathrm{m}`$, $`h`$, $`\sigma _{8\mathrm{m}}`$ and $`b(L_s,0)`$ to the combination of the 2dFGRS power spectrum data and the constraint $`\sigma _{8\mathrm{m}}\mathrm{\Omega }_\mathrm{m}^{0.6}=0.44\pm 0.10`$ from table 2 in . Furthermore, we add Gaussian priors $`\mathrm{\Omega }_\mathrm{m}h^2=0.14\pm 0.02`$, $`h=0.72\pm 0.05`$ from WMAP, and look at the limit on $`m_{\nu ,\mathrm{tot}}=94\mathrm{\Omega }_\nu h^2\mathrm{eV}`$ for the cases of with and without a prior on $`bb(L_s,0)`$. The results reveal that the prior on $`\omega _\mathrm{m}`$ is crucial and the prior on $`h`$ very important, but also that, at least in this simplified analysis, the effect of adding a prior on the bias is very small, as can be seen from figure 11. Without a prior on $`\omega _\mathrm{m}`$, no non-trivial limit on $`m_{\nu ,\mathrm{tot}}`$ is obtained. With just the $`\omega _\mathrm{m}`$ prior, the 95 % confidence limit is $`m_{\nu ,\mathrm{tot}}<1.6\mathrm{eV}`$, and this improves to $`1.1\mathrm{eV}`$ when the prior on $`h`$ is added. Adding the prior on $`b`$ does not change the limit on $`m_{\nu ,\mathrm{tot}}`$, it stays at $`1.1\mathrm{eV}`$. From the contour plots in figure 12, the degeneracy between $`\omega _\nu `$ and $`b`$ is small, especially when the prior on $`\omega _\mathrm{m}`$ is included.

This is not in contradiction to the analysis in , because our treatment of biasing is different: we have treated the redshift-space distortions explicitly, and then the constraint on $`\sigma _8`$ and $`\omega _\mathrm{m}`$ from the CMB breaks much of the degeneracy between $`\omega _\nu `$ and $`b`$. This is because the redshift distortion itself depends on $`\mathrm{\Omega }_\mathrm{m}`$, see equations (13,14).

In this simple analysis we get a 95 % confidence limit of $`m_{\nu ,\mathrm{tot}}<1.1\mathrm{eV}`$. This is still some way from the WMAP limit of 0.71 eV, even with our very restricted parameter space, but consistent with the analysis in . The WMAP analysis also used data from ACBAR and CBI , and included the Lyman $`\alpha `$ forest power spectrum. The linear matter power spectrum inferred from the Lyman $`\alpha `$ fores probes smaller scales than the 2dFGRS and therefore has considerable power in constraining neutrino masses. We have seen that the most severe degeneracies of $`\omega _\nu `$ are with $`\omega _\mathrm{m}`$, $`n`$, $`h`$, and $`\omega _\mathrm{b}`$. The most serious one is with $`\omega _\mathrm{m}`$: without a prior on the physical matter density, one cannot get a non-trivial upper bound on $`m_{\nu ,\mathrm{tot}}`$. This makes sense, as the matter power spectrum depends on $`f_\nu =\mathrm{\Omega }_\nu /\mathrm{\Omega }_\mathrm{m}`$ and this is why the analysis was carried out in terms of this parameter in . So the fact that WMAP (restricted to flat $`\mathrm{\Lambda }\mathrm{CDM}`$ models and $`h>0.5`$) provides a tight constraint $`\omega _\mathrm{m}=0.14\pm 0.02`$ is crucial for constraining neutrino masses. WMAP also constrains the spectral index to a narrow interval around $`n=1`$, and, just as importantly, by constraining $`h`$ to be around 0.7 eliminates the possibility for MDM models with large neutrino masses to give good fits to the 2dFGRS power spectrum. The importance of the prior on $`h`$ was also noted in .

## 4 Other cosmological probes of neutrino masses

Direct probes of the total matter distribution avoid the issue of biasing and are therefore ideally suited for providing limits on the neutrino masses. Several ideas for how this can be done exist. In  the normalization of the matter power spectrum on large scales derived from COBE was combined with constraints on $`\sigma _8`$ from cluster abundances and a constraint $`m_{\nu ,\mathrm{tot}}<2.7\mathrm{eV}`$ obtained, although with a fairly restricted parameter space. However, $`\sigma _8`$ is probably one of the most debated numbers in cosmology at the moment , and a better understanding of systematic uncertainties connected with the various methods for extracting it from observations is needed before this method can provide useful constraints. The potential of this method to push the value of the mass limit down also depends on the actual value of $`\sigma _8`$: the higher $`\sigma _8`$ turns out to be, the less room there will be for massive neutrinos. The evolution of cluster abundance with redshift may provide further constraints on neutrino masses . The Lyman $`\alpha `$ forest provides constraints on the matter power spectrum on small scales, where the effect of massive neutrinos is most visible, and it was used in  to derive a limit $`m_{\nu ,\mathrm{tot}}<5.5\mathrm{eV}`$, and it clearly played a role in the WMAP limit also. How to use this probe correctly in cosmological parameter estimation is, however, still being discussed . Massive neutrinos also suppress peculiar velocities on scales smaller than $`50h^1\mathrm{Mpc}`$, where they can be measured more accurately to nearby galaxies, however, non-linear effects on small scales causes complications. Finally, deep and wide weak lensing surveys will in the future make it possible to do weak lensing tomography of the matter density field , and in  it has been shown that one can probe neutrino masses below $`0.1\mathrm{eV}`$ in this way. However, this is under the assumption that the equation of state of the dark energy is known.

## 5 Conclusions

We have reviewed how the constraint on the neutrino mass in  was obtained, and the recent improved limit from WMAP, paying attention to issues of priors and parameter degeneracies. We have seen that one can derive fairly tight constraints on neutrino masses from the 2dFGRS power spectrum, provided that one has good constraints on $`\omega _\mathrm{m}`$, $`n`$, $`h`$, and $`\omega _\mathrm{b}`$ from independent data sets.

We found that external constraints on the Hubble parameter, for example the HST Key project, is important in order to get a strong limit on the neutrino mass since, intriguingly, the out-of-fashion Mixed Dark Matter (MDM) model can give a reasonable description of the CMB and 2dFGRS data with $`\mathrm{\Omega }_\nu =0.2`$, $`\mathrm{\Omega }_\mathrm{m}=1`$ and no cosmological constant if we allow low values of the Hubble parameter, $`h<0.5`$. The importance of having a prior on $`h`$ was also noted in . We note that the above MDM model is inconsistent with other cosmic measurements such as Supernovae Type Ia, baryon fraction in clusters, and the evolution of cluster abundance with redshift, so adding any one of these datasets to the analysis would eliminate MDM and improve the neutrino mass limit.

We also considered the effect of the possible bias of the galaxy distribution with respect to the mass distribution on the neutrino mass limit. A scale-dependent bias has serious implications for the $`m_{\nu ,\mathrm{tot}}`$ constraint, but based on semi-analytic galaxy formation models  the scale-dependence of the bias is expected to be too weak to be of any major concern on the large scales used in the analysis of the 2dFGRS power spectrum. When the effects of redshift-space distortions on the 2dFGRS power spectrum are included in the analysis, there is almost no degeneracy between a constant, scale-independent bias factor and the neutrino mass. However, in our restricted analysis we did not get as good a neutrino mass constraint with 2dFGRS + WMAP priors as in the full analysis in  which suggests that the Lyman $`\alpha `$ forest power spectrum plays a role in pushing the constraint on $`m_{\nu ,\mathrm{tot}}`$ below 1 eV.

We thank the 2dFGRS team, and in particular John Peacock for drawing our attention to the MDM issue and for useful comments. We acknowledge fruitful discussions with the Leverhulme Quantitative Cosmology Group in Cambridge. We also thank Andreas Berlind, David Weinberg, and Steen Hannestad for very helpful comments. ØE and OL wish to thank, respectively, the IoA in Cambridge and NORDITA for their hospitality.

## References


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# Equivalence between two-qubit entanglement and secure key distribution

## Abstract

We study the problem of secret key distillation from bipartite states in the scenario where Alice and Bob can only perform measurements at the single-copy level and classically process the obtained outcomes. Even with these limitations, secret bits can be asymptotically distilled by the honest parties from any two-qubit entangled state, under any individual attack. Our results point out a complete equivalence between two-qubit entanglement and secure key distribution: a key can be established through a one-qubit channel if and only if it allows to distribute entanglement. These results can be generalized to higher dimension for all those states that are one-copy distillable.

Quantum correlations or entanglement is the basic ingredient for many applications of Quantum Information Theory book . By exploiting the correlations of entangled states, one can perform tasks that are impossible in Classical Information Theory. Quantum cryptography review , or more precisely quantum key distribution, is the most successful Quantum Information application, due to its experimental feasibility with present-day technology. Although entanglement is not required for a secure key distribution BBM , there exist proposals using entangled states Ekert . Indeed, it is unclear which role entanglement plays in quantum cryptography protocols. In this work, we analyze the problem of secret key extraction in the following scenario: after a distribution stage, two honest parties, Alice and Bob, share a quantum state. This state is translated into a probability distribution by local measurements at the single-copy level, and the obtained outcomes are processed in order to distill a secret key. We denote by SIMCAP this SIngle-copy Measurements plus ClAssical Processing scenario. This is a common scenario in Quantum Information applications, where useful correlations are distributed between two or more parties by means of entangled states. For two-qubit systems and individual attacks, we prove that Alice and Bob can distill a key by a SIMCAP protocol if and only if they initially share an entangled state. Thus, two-qubit entanglement is indeed equivalent to secure key distribution.

Our result links the security of one-qubit channels with their entanglement capability. In the usual formulation of Quantum Cryptography, first a protocol for key distribution is proposed and later possible eavesdropping attacks on it are analyzed. However, one can reverse this standard presentation and, after specifying an eavesdropping attack, look for a secure key distribution protocol. This is indeed closer to what happens in a practical situation: the honest parties are connected by a given channel, denoted by $`\mathrm{{\rm Y}}`$, that is fixed and known. It depends on experimental parameters such as, for instance, dark counts or optical imperfections, and is the only non-local quantum resource Alice and Bob share. From the quantum cryptography point of view, it is conservatively assumed that Eve has total access to the channel. This means that the definition of the quantum channel is equivalent to specify Eve’s interaction with the sent states. When does a given channel allow the honest parties to securely establish a secret key, in the SIMCAP scenario? Our results imply that a one-qubit channel is secure as soon as it allows entanglement distribution. For any entangling channel we show how to construct the corresponding SIMCAP key distillation protocol. Moving to higher dimension, our results immediately hold for all those bipartite states, and corresponding channels, that are one-copy distillable. Thus, they suggest a complete equivalence between distillable entanglement and secure key distribution.

Let us start with the simplest case of two qubits. A two-qubit entangled state is locally prepared by Alice and one of the two qubits is sent to Bob through a quantum channel. Since the channel is not perfect, Alice and Bob end with a two-qubit mixed state, $`\rho _{AB}`$ notesource . They attribute the channel imperfections to the eavesdropper, Eve, who interacts with the sent qubits. We assume, as it is often done in many works on Quantum Cryptography, that Eve applies an individual attack: she lets independent auxiliary systems interact with each qubit and measures each system before the key extraction process noteind . Since Eve has a perfect control on her interaction, the global state of the system is pure, $`|\mathrm{\Psi }_{ABE}`$. The state shared by Alice and Bob is the one resulting from tracing out Eve, $`\rho _{AB}=\text{tr}_E(|\mathrm{\Psi }_{ABE}\mathrm{\Psi }_{ABE}|)`$. The global pure state including Eve is, without loss of generality,

$$|\mathrm{\Psi }_{ABE}=\underset{i=1}{\overset{r}{}}\sqrt{r_i}|i|i_e,$$
(1)
where $`|\mathrm{\Psi }_{ABE}\text{}^2\text{}^2\text{}^r`$, $`\{r_i,|i\}`$ define the spectrum of $`\rho _{AB}`$, $`r`$ is its rank and $`i_e`$ is an orthonormal basis on Eve’s space. By computing the Schmidt decomposition with respect to the partition $`ABE`$, one can easily see that any other state $`|\stackrel{~}{\mathrm{\Psi }}_{ABE}\text{}^2\text{}^2\text{}^{d_E}`$, where $`d_Er`$, such that $`\text{tr}_E(|\stackrel{~}{\mathrm{\Psi }}_{ABE}\stackrel{~}{\mathrm{\Psi }}_{ABE}|)=\rho _{AB}`$, is completely equivalent to $`|\mathrm{\Psi }_{ABE}`$.

If $`\rho _{AB}`$ is entangled, one can consider the following fully quantum protocol for key distribution. The honest parties run a quantum distillation protocol dist  that transforms many copies of the initial mixed entangled state into fewer copies of a maximally entangled state horo . In this way, Eve becomes uncorrelated to Alice and Bob, who can safely measure in one basis, say $`z`$, and obtain the secret key. Note that in these protocols the honest parties must be able to perform quantum operations on several copies of their local states. This is in strong contrast to the SIMCAP scenario where all the collective actions are performed at the classical level, while quantum physics is only used for the correlation distribution. Does this limit the possibility of distilling a key?

It is worth to mention here that the experimental requirements for the SIMCAP protocols are definitely less stringent than for quantum distillation protocols. In particular, no quantum memory is needed, avoiding decoherence problems. Moreover, our scenario reflects precisely what is feasible with current technology, in contrast to joint operations and quantum memories, that are impossible on a large scale even in the near future.

Theorem: Consider the situation in which Alice and Bob share unlimited many instances of a two-qubit state, $`\rho _{AB}`$. Under individual attacks, they can distill a secret key from them by measurements at the single-copy level and classical processing of the outcomes if and only if $`\rho _{AB}`$ is entangled.

Proof: It was shown in optfilt  that there exists a unique local filtering operation, $`F_AF_B`$ with $`F_A^{}F_A\text{1}\text{1}_2`$ and $`F_B^{}F_B\text{1}\text{1}_2`$, mapping with some probability any two-qubit state into a state diagonal in a Bell basis bellbasis ,

$`\rho _{AB}^{}`$ $`=`$ $`\mathrm{\Lambda }_1|\mathrm{\Phi }^+\mathrm{\Phi }^+|+\mathrm{\Lambda }_2|\mathrm{\Psi }^+\mathrm{\Psi }^+|`$ (2)
$`+`$ $`\mathrm{\Lambda }_3|\mathrm{\Psi }^{}\mathrm{\Psi }^{}|+\mathrm{\Lambda }_4|\mathrm{\Phi }^{}\mathrm{\Phi }^{}|.`$
The local bases can be chosen such that $`|\mathrm{\Phi }^+`$ is the eigenvector associated to the largest eigenvalue, $`\mathrm{\Lambda }_1=\mathrm{max}(\{\mathrm{\Lambda }_i\})`$. This transformation maps entangled states into entangled Bell diagonal states optfilt . After applying this filtering operation to $`\rho _{AB}`$, the honest parties share a Bell diagonal state (2), while the global state is

$`|\mathrm{\Psi }_{ABE}^{}`$ $`=`$ $`\lambda _1|\mathrm{\Phi }^+|1+\lambda _2|\mathrm{\Psi }^+|2`$ (3)
$`+`$ $`\lambda _3|\mathrm{\Psi }^{}|3+\lambda _4|\mathrm{\Phi }^{}|4,`$
with $`\lambda _i=\sqrt{\mathrm{\Lambda }_i}`$. Since the positivity of the partial transposition parttr  is a necessary and sufficient condition for separability in $`\text{}^2\text{}^2`$ systems, $`\rho _{AB}^{}`$ is entangled iff

$$\mathrm{\Lambda }_1>\mathrm{\Lambda }_2+\mathrm{\Lambda }_3+\mathrm{\Lambda }_4=1\mathrm{\Lambda }_1.$$
(4)
After a successful local filtering, Alice and Bob measure $`\rho _{AB}^{}`$ in the $`z`$ basis, obtaining a partially correlated list of symbols, $`\{a_i\}`$ and $`\{b_i\}`$. The measurements in the $`z`$ basis terminate the measurement step in the SIMCAP distillation protocol, after which the original quantum state has been translated into a probability distribution notemeas . From Eq. (3), Eve’s non-normalized states, $`|e_{AB}`$, depending on Alice and Bob’s results are, where $`R=0,1`$,

$`|e_{RR}={\displaystyle \frac{1}{\sqrt{2}}}(\lambda _1|1+(1)^R\lambda _4|4)`$
$`|e_{R(1R)}={\displaystyle \frac{1}{\sqrt{2}}}(\lambda _2|2+(1)^R\lambda _3|3).`$ (5)
Note that Eve knows in a deterministic way whether Alice and Bob differ in their measurement outcomes (which implies $`I_{AE}=I_{BE}`$). This happens with probability

$$ϵ_B=e_{01}^2+e_{10}^2=\mathrm{\Lambda }_2+\mathrm{\Lambda }_3,$$
(6)
which is Bob’s error probability.

In order to classically distill a key, Alice and Bob will now apply the advantage distillation protocol described in Ref. GW  to their measurement outcomes. If the state is close to $`|\mathrm{\Phi }^+`$, the mutual information between the honest parties, $`I_{AB}`$, is larger than Eve’s information, $`I_E=\mathrm{min}(I_{AE},I_{BE})`$. Then, no advantage distillation protocol is in principal required, since privacy amplification CK , a more efficient key distillation protocol, suffices. Nevertheless, we deal with advantage distillation protocols because they allow to extract a key even in situations where $`I_{AB}I_E`$ Maurer . The advantage distillation protocol works as follows: if Alice wants to establish the bit $`x`$ with Bob, she randomly takes $`N`$ items from her list of symbols, $`\stackrel{}{a}=(a_1,a_2,\mathrm{},a_N)`$, and sends to Bob the vector $`\stackrel{}{x}`$ such that $`a_i+x_i=x\text{ mod }2,i=1,\mathrm{},N`$, plus the information about the chosen symbols. Bob computes $`b_i+x_i`$, and whenever he obtains the same result, $`b_i+x_i=y,i`$, he accepts the bit. If not, the symbols are discarded and the process is repeated for a new vector of length $`N`$. Bob’s error probability is now GW

$$ϵ_{BN}=\frac{(ϵ_B)^N}{(1ϵ_B)^N+(ϵ_B)^N}\left(\frac{ϵ_B}{1ϵ_B}\right)^N,$$
(7)
that tends to an equality for $`N\mathrm{}`$.

Notice that for large $`N`$, $`x=y`$ with very high probability. Hence we concentrate on the states $`|e_i|e_{ii}/e_{ii}`$, and denote $`E_i`$ the corresponding projectors. Eve applies a generalized measurements (POVM) of $`M`$ outcomes, $`_iM_i=\text{1}\text{1}_2`$ with $`M_i>0`$, trying to acquire information about these states. Indeed, since $`\stackrel{}{a}`$ is chosen at random, we assume Eve’s measurement to be the same for all qubits without loosing generality. Moreover, any generic measurement can be seen as a measurement consisting of rank-one operators where some of the outcomes are later combined, so we can take $`M_i=|m_im_i|,i`$, with $`m_i1`$. After the measurements, Eve uses all the information collected from the $`N`$ symbols for guessing $`x`$. From $`\stackrel{}{x}`$, she knows that the bit string was equal to $`\stackrel{}{a}=(a_1,a_2,\mathrm{},a_N)`$ or to $`\stackrel{}{a}^{}=(1a_1,1a_2,\mathrm{},1a_N)`$, corresponding to $`1x`$. Independently of her decision strategy, there are instances where she will make an error. For example, when the number of zeros in $`\stackrel{}{a}`$ is the same as the number of ones (the same holds for $`\stackrel{}{a}^{}`$), and the number of times any measurement outcome has been obtained is the same for zeros and ones note2 . These events do not give her any information about $`x`$, so she is forced to guess and makes a mistake with probability 1/2. Therefore, her error probability is bounded by

$$ϵ_{EN}\frac{1}{2}\frac{1}{2^N}\underset{n_1,\mathrm{},n_M}{}\frac{N!}{(2n_1)!\mathrm{}(2n_M)!}\left(\begin{array}{c}2n_1\\ n_1\end{array}\right)\text{tr}(E_0M_1)^{n_1}\text{tr}(E_1M_1)^{n_1}\mathrm{}\left(\begin{array}{c}2n_M\\ n_M\end{array}\right)\text{tr}(E_0M_M)^{n_M}\text{tr}(E_1M_M)^{n_M},$$
(8)
with $`2_in_i=N`$. The factor $`1/2^N`$ takes into account the number of possible vectors $`\stackrel{}{a}`$, while the combinatorial terms count the number of vectors satisfying our requirements. When $`N`$ is large, one can approximate the combinatorial term $`(2n_i)!/(n_i!)^22^{2n_i}`$ and then

$$ϵ_{EN}\frac{1}{2}\underset{n_i}{}\frac{N!}{(2n_1)!\mathrm{}(2n_M)!}\underset{i=1}{\overset{M}{}}\left(\text{tr}(E_0M_i)\text{tr}(E_1M_i)\right)^{n_i}.$$
(9)
In the same limit, this sum is equal to

$$ϵ_{EN}\frac{1}{2}\frac{1}{2^{M1}}\left(\underset{i=1}{\overset{M}{}}\sqrt{\text{tr}(E_0M_i)\text{tr}(E_1M_i)}\right)^N.$$
(10)
Since $`M_i`$ are rank-one operators,

$$\underset{i=1}{\overset{M}{}}\sqrt{\text{tr}(E_0M_i)\text{tr}(E_1M_i)}=\underset{i=1}{\overset{M}{}}|e_0|M_i|e_1||e_0|e_1|,$$
(11)
where in the last step we used that $`\{M_i\}`$ is a resolution of the identity. These equations imply that, for large $`N`$, Eve’s error probability is bounded by an exponential term $`|e_0|e_1|^N`$. This bound is tight: a simple measurement in the $`x`$ (i.e. $`(|1\pm |4)/\sqrt{2}`$) basis attains it (see Fig. 1 and the appendix).

Now, Alice and Bob can establish a key whenever

$$\frac{ϵ_B}{1ϵ_B}<|e_1|e_0|$$
(12)
since then (see Eq. (7)) Bob’s error probability decreases exponentially faster than Eve’s, and this condition is known to be sufficient for key distillation MW . More precisely: if Eq. (12) is satisfied, there exists a finite $`N`$ such that Alice and Bob, starting from the raw data and using this protocol, end with a smaller list of symbols where $`I_{AB}>I_E`$. Then, they can apply privacy amplification techniques CK  and distill a key. Using Eqs. (Equivalence between two-qubit entanglement and secure key distribution) and (6), condition (12) can be shown to be equivalent to Eq. (4). Since Alice and Bob cannot establish a key when the state $`\rho _{AB}`$ is separable GW2 , we conclude that a secret key can be distilled in the SIMCAP scenario if and only if the initially shared state is entangled. $`\mathrm{}`$

Our results imply the equivalence between entanglement and security for qubit channels: if a one-qubit channel, $`\mathrm{{\rm Y}}`$, allows to distribute entanglement, key distribution is possible. Indeed, this means that there exists a bipartite state, $`|\mathrm{\Phi }\text{}^2\text{}^2`$, such that

$$\rho _{AB}^\mathrm{\Phi }=(\text{1}\text{1}_2\mathrm{{\rm Y}})(|\mathrm{\Phi })$$
(13)
is entangled. Alice can then prepare the state $`|\mathrm{\Phi }`$ locally and send half of it to Bob through the noisy channel $`\mathrm{{\rm Y}}`$. After this distribution stage, the honest parties run the presented SIMCAP protocol and distill a secret key from $`\rho _{AB}^\mathrm{\Phi }`$. Two points deserve to be mentioned here. First, note that if one places the state preparation on Alice’s side, she can start with the state “as if it had passed her filter”, i.e. $`F_A=\text{1}\text{1}_2`$. And second, there is actually no need of entanglement in the protocol. Indeed, it can be translated into an equivalent protocol without entanglement using the same ideas as in Ref. BBM . Alice’s measurement can be incorporated into the state preparation, before the state distribution note . Then, she sends through the channel, with probability $`1/2`$, one of the two states $`|\psi _B^\pm \text{}^2`$, defined as

$$|\psi _B^\pm =\sqrt{2}(\pm z|\text{1}\text{1}_2)|\mathrm{\Phi }.$$
(14)
Bob receives the states $`\rho _B^\pm =\mathrm{{\rm Y}}(|\psi _B^\pm )`$. He applies the filter $`F_B`$ and measures in the $`z`$ basis. Of course, the obtained probabilities are exactly the same as in the SIMCAP protocol using $`|\mathrm{\Phi }`$, so Alice and Bob can securely distill a key without using any entanglement.

For all the protocols, with and without entanglement, it is assumed that the channel is fixed. Note that for some channels, the states $`|\psi _B^\pm `$ may be orthogonal and form a basis. Eve could then replace her interaction by an intercept-resend attack: she measures in that basis and prepares a new state for Bob. But this would dramatically change the channel. Thus, Alice and Bob should randomly interrupt the key distribution and switch to a check stage where they monitor the channel. Entanglement is not required for this stage either. Those channels that do not allow to distribute entanglement are called entanglement breaking. They can be written as HSR

$$\mathrm{{\rm Y}}(|\psi )=\underset{k}{}\text{tr}(L_k|\psi \psi |)\rho _k,$$
(15)
where $`\rho _k`$ are density matrices and $`\{L_k\}`$ define a generalized measurement, i.e. $`L_k0`$ and $`_kL_k=\text{1}\text{1}_2`$. From a cryptography point of view, this just represents an intercept-resend attack, as the one described above.

To conclude, we have seen that, under arbitrary individual attacks, a secret key can be established in the SIMCAP scenario if and only if the two-qubit state shared by Alice and Bob is entangled. This gives a one-to-one correspondence between two-qubit entanglement and secure key distribution: any one-qubit channel that is not entanglement breaking is secure. It would be interesting to extend our results to higher dimensional systems (some preliminary results can be found in Ref. AGS ), where there are entangled states, known as bound entangled bound , that are not quantum distillable. Our analysis can be trivially extended to the so-called one-copy distillable states, those states for which there exist local projections onto two-dimensional subspaces such that the resulting two-qubit state is entangled. The honest parties should simply include these projections as a first step in the measurement part of the distillation protocol. This fact suggests a complete equivalence between distillable entanglement and key distribution. According to it, the so-called entanglement binding channels, those channels through which only bound entanglement can be established binding , would be useless for key distribution, although this remains unproven. A related open question is the conjectured existence of a classical analog of bound entanglement, known as bound information GW2 , that seems to appear in some probability distributions $`P(a,b,e)`$ derived from bound entangled states.

We thank Dan Collins, Valerio Scarani and Stefan Wolf for discussion. This work has been supported by the ESF, the Swiss NCCR, “Quantum Photonics” and OFES within the European project RESQ (IST-2001-37559), the Spanish grant 2002FI-00373 UB and the Generalitat de Catalunya.

Appendix: In this appendix we present several measurements strategies for Eve that attain the exponential bound of Eq. (11). For all these strategies, Eqs. (8), (9) and (10) become an equality in the limit of large $`N`$. In other words, the r.h.s. of these equations represent the relevant term of $`ϵ_{EN}`$ when $`N\mathrm{}`$. Thus, we only need to check Eq. (11) for the given measurements.

First, consider a projective measurement in the $`x`$ basis (see Fig. 1), i.e. $`M_1=|+x+x|`$ and $`M_2=|xx|`$. This is the optimal measurement in terms of Eve’s information and error probability. Eve acquires information about $`x`$ from all the $`N`$ measurement outcomes. Although we are not interested in her decision strategy, she can associate $`|+x`$ ($`|x`$) to $`|e_0`$ ($`|e_1`$) and then apply a majority rule for guessing $`x`$. It is now easy to see that $`e_0|M_1|e_1=e_0|M_2|e_1>0`$, and therefore the inequality (11) is saturated by this measurement.

A second possibility corresponds to the measurement optimizing Eve’s probability of inconclusive result. It consists of three operators, $`M_1=c|e_1^{}e_1^{}|`$, $`M_2=c|e_0^{}e_0^{}|`$ and $`M_3=c_\mathrm{?}|+z+z|`$. Note that if the first (second) outcome is obtained, Eve knows that the state was $`|e_0`$ ($`|e_1`$) with certainty, while she obtains no information from $`M_3`$. The weights $`c`$ and $`c_\mathrm{?}`$ are chosen such that the probability of inconclusive result is minimized, giving $`p_\mathrm{?}=e_0|M_3|e_0=e_1|M_3|e_1=|e_1|e_0|`$. In this case it is simple to compute $`ϵ_{EN}`$ for all $`N`$. Knowing one of the symbols used in $`\stackrel{}{a}`$ plus the information in $`\stackrel{}{x}`$ allows Eve to deduce $`x`$. Only when she has obtained $`N`$ inconclusive results she is forced to guess, making a mistake in half of the cases. Then, her error probability reads $`ϵ_{EN}=\frac{1}{2}|e_1|e_0|^N`$, which attains the bound.

Finally, all the measurements interpolating in a coherent (or incoherent) way between these two strategies also attain the bound (see Fig. 1). Indeed it is simple to see that the inequality (11) is saturated by all of them. Let us stress again here that this does not mean that $`ϵ_{EN}`$ is the same for all these measurements, but only that its exponential behavior goes like $`|e_1|e_0|^N`$ for large $`N`$, i.e. $`lim_N\mathrm{}\mathrm{log}ϵ_{EN}=N\mathrm{log}|e_1|e_0|`$.


text:
# Energy and time-lag spectra of galactic black-hole X-ray sources in the low/hard state

## 1 Introduction

The continuum X-ray spectra of black-hole candidates are generally described by a soft component, normally modeled as a multi-colour black-body component (Mitsuda et al. 1984, but see Merloni et al. 2000) and a power-law hard tail, which is thought to be the result of Comptonization (see e.g. Sunyaev & Titarchuk 1980; Hua & Titarchuk 1995; Titarchuk et al. 1997; Psaltis 2001). Based upon the presence or absence of the soft component, the luminosity and spectral slope of the hard tail and the different shapes of the noise components in the power-density spectra, black-hole systems can be found in at least two spectral states: The low/hard and the high/soft states. In the low/hard state the soft component is weak or absent, whereas the hard tail extends to a few hundred keV in the form of a power law with photon-number index in the range 1.5 - 2. The power spectrum shows strong band-limited noise with a typical strength of 20% - 50% rms and a break frequency below 1 Hz (van der Klis 1995).

There is growing evidence that all X-ray binaries harboring a black hole display radio emission when they are in the low/hard X-ray state (Fender 2001). Inverse Compton scattering by relativistic electrons in a jet has been proposed as a mechanism for the production of X-rays and $`\gamma `$-rays in Active Galactic Nuclei (Begelman & Sikora 1987; Bednarek et al. 1996; Harris & Krawczynski 2002) and X-ray binaries (Band & Grindlay 1986; Levinson & Blandford 1996; Georganopoulos et al. 2002; Romero et al. 2002). The contribution of the synchrotron emission from the jet to the hard X-rays might also be significant (Markoff et al. 2001).

However, the Comptonization spectra cannot provide, by themselves, information about the geometry and the dynamics of the Comptonizing electrons, i.e., one can obtain similar energy spectra from rather different geometric configurations of the Comptonizing cloud (Titarchuk & Lyubarskij 1995). In addition to the energy spectra, time variability information is needed (Hua et al. 1999). Moreover, it has been observed (Miyamoto et al. 1988) that the phase lags (not the time lags) between the signals in two different X-ray energy bands are approximately constant with Fourier frequency. This cannot be explained if Comptonization takes place in a hot, uniform, low-density plasma. A clever way to bring into terms thermal Comptonization and timing behavior was to consider a stratified spherical medium with density inversely proportional to radius (Hua et al. 1997; Kazanas et al. 1997; Kazanas & Hua 1999; Hua et al. 1999).

Our proposal builds on the ideas presented in the above works. The relativistic electrons in the jet upscatter a fraction of the soft photons emitted by the inner part of the accretion disk and this produces the power-law energy spectrum. Power-law energy spectra with index in the range 1.5 - 2 are produced with reasonable values of the parameters describing the relativistic electrons in the jet. In addition, we show for the first time that, by considering a jet with density inversely proportional to distance from the black hole, the nearly constant phase lags with Fourier frequency can be reproduced. For an alternative interpretation of time lags in black-hole candidates see Kotov et al. (2001).

## 2 The model

### 2.1 Characteristics of the jet

We consider the simplest model that we can think, which reproduces the energy spectrum and the time lags versus Fourier frequency that have been observed. The characteristics of the assumed jet are the following:

i) We assume the speed of the relativistic electrons in the jet to be constant.

ii) We assume that there exists a uniform magnetic field along the axis of the jet (taken to be the $`z`$ axis) and that the velocity of the electrons $`v`$ consists of two components: one parallel to the magnetic field $`v_{}`$ and one perpendicular to it $`v_{}`$. In other words, the electrons in the jet are spiraling along the magnetic field lines. This upscattering mechanism is reminiscent of thermal Comptonization because the photons sample electrons with all possible velocities (Titarchuk & Lyubarskij 1995).

iii) We take the electron-density profile in the jet to be of the form

$$n_\mathrm{e}(z)=n_0(z_0/z)^p$$
$`(1)`$
where $`z`$ is the vertical distance from the black hole and $`p`$ is a parameter (which in this work is taken equal to 1) and the parameters $`n_0`$ and $`z_0`$ are the electron density and height at the base of the jet respectively. If $`H`$ is the height of the jet, then the Thomson optical depth along the axis of the jet is

$$\tau _{}=n_0\sigma _\mathrm{T}z_0\mathrm{ln}(H/z_0),$$
$`(2)`$
where $`\sigma _\mathrm{T}`$ is the Thomson cross section.

iv) Let $`\pi r^2`$ be the cross sectional area of the jet at height $`z`$. Then, from the continuity equation $`\dot{M}=\pi r^2m_\mathrm{p}n_\mathrm{e}(z)v_{}`$ and $`p=1`$, we obtain for the dependence of the radius $`r`$ on height $`z`$ that

$$r=(r_0^2z/z_0)^{1/2},$$
$`(3)`$
where $`r_0=(\dot{M}/\pi m_\mathrm{p}n_0v_{})^{1/2}`$ is the cross sectional radius of the jet at its base, $`\dot{M}`$ is the mass ejection rate and $`m_\mathrm{p}`$ is the proton mass. Our jet is therefore focused, in agreement with observations (Fender et al. 1999). The half Thomson optical depth of the jet at height $`z`$ is

$$\tau _{}(z)=n_0\sigma _\mathrm{T}r_0(z_0/z)^{1/2}.$$
$`(4)`$
### 2.2 The Monte Carlo code

For our Monte Carlo code we follow Cashwell & Everett (1959) and Pozdnyakov et al. (1983). A similar code was described in previous work (Reig et al. 2001). The procedure is as follows:

Photons from a blackbody distribution of characteristic temperature $`T_{\mathrm{bb}}`$ are injected at the center of the base of the jet with an upward isotropic distribution. As the photons travel through the medium, they experience Compton scatterings with the spiraling electrons. If the effective optical depth that they encounter is small ($`\mathrm{¡}\mathrm{}1`$), the majority of the input photons escape unscattered. If the effective optical depth is moderate, then the photons random walk through the medium prior to escape and on average gain energy from the circular motion (i.e., $`v_{}`$) of the electrons. Such Comptonization can occur everywhere in the jet.

If the defining parameters of a photon (position, direction, energy and weight) at each stage of its flight are computed, then we can determine the spectrum of the radiation emerging from the scattering medium and the time delay of each escaping photon. The optical depth to electron scattering, the frequency shift and the new direction of the photons after scattering are computed using the corresponding relativistic expressions. The extra time of flight of each photon outside the jet is taken into account in order to bring in step all the photons escaping in a given direction.

## 3 Parameter values

The high-energy X-ray spectra of black-hole candidates in the low/hard state are characterized by a power law with photon-number spectral index in the range $`1.5\mathrm{¡}\mathrm{}\mathrm{\Gamma }\mathrm{¡}\mathrm{}2`$ and a high-energy cutoff in the range $`150\mathrm{¡}\mathrm{}E_{\mathrm{cut}}\mathrm{¡}\mathrm{}300`$ keV (see e.g. Tanaka & Shibazaki 1996). In addition, the soft thermal component, so prominent in the high/soft state and interpreted as radiation from a cold accretion disk, never totally disappears in the low/hard state. There is evidence for a soft excess with blackbody temperatures $`kT_{\mathrm{bb}}0.10.3`$ keV (Balucińska-Church et al. 1995; Wilms et al. 1999). In particular, for Cyg X–1 these parameters are $`kT_{\mathrm{bb}}=0.13`$ keV, $`\mathrm{\Gamma }=1.6`$, $`E_{\mathrm{cut}}=160`$ keV (Dove et al. 1998; di Salvo et al. 2001). Thus we have considered a blackbody function with $`kT_{\mathrm{bb}}=0.2`$ keV as the input source of soft photons in all the calculations presented in this work. Our conclusions are unchanged for $`0.1\mathrm{¡}\mathrm{}kT_{\mathrm{bb}}\mathrm{¡}\mathrm{}0.3`$ keV.

Observed time lags of the order of a fraction of a second, if interpreted as light-travel times, require a height $`H`$ of the jet at least of the order of $`10^{10}`$ cm. In our calculations we have taken $`H=2\times 10^5r_\mathrm{g}`$, where $`r_\mathrm{g}=(GM/R)^{1/2}`$ is the gravitational radius of a black hole of mass $`M`$ and horizon radius $`R`$. Thus, for a 10 $`\mathrm{M}_{}`$ black hole $`H=3\times 10^{11}`$ cm.

Both $`E_{\mathrm{cut}}`$ and $`\mathrm{\Gamma }`$ depend on the velocity of the electrons in the Comptonizing medium. In order to produce spectra similar to the ones observed, we restricted the values of $`v`$ and $`v_{}`$ to the ranges $`0.7c\mathrm{¡}\mathrm{}v\mathrm{¡}\mathrm{}0.9c`$ and $`0.3c\mathrm{¡}\mathrm{}v_{}\mathrm{¡}\mathrm{}0.5c`$. When another parameter in our calculations is varied, we take $`v=0.85c`$ and $`v_{}=0.4c`$.

Another parameter of our model that affects the slope of the resulting energy spectra is the width of the jet, since in a too narrow a jet too few photons are upscattered. The base of the jet was fixed at a distance of $`z_0=20r_\mathrm{g}`$ from the black hole, whereas $`r_0`$ was varied in the range $`75r_\mathrm{g}\mathrm{¡}\mathrm{}r_0\mathrm{¡}\mathrm{}300r_\mathrm{g}`$. When another parameter in our calculations is varied, we take $`r_0=200r_\mathrm{g}`$.

In order to have enough scatterings to produce the desired power-law energy spectra, we have taken $`3\mathrm{¡}\mathrm{}\tau _{}\mathrm{¡}\mathrm{}15`$, with fixed value $`\tau _{}=10`$ when another parameter is varied. Note that the effective optical depth that the emitted photons see is significantly less than this due to the high velocity of the electrons in the jet.

Finally, given the high values of $`v_{}`$ invoked in our model, we expect an angular dependence of the power-law X-ray spectra. From observations of Galactic microquasars we know that the angle between the observational direction and the axis of the jet lies in the range $`70^{}85^{}`$ (Mirabel & Rodríguez 1999). When a parameter is varied in our model, we restrict ourselves to photons recorded in the range $`0.1<\mathrm{cos}\theta <0.3`$ or $`84^{}>\theta >72^{}`$, where $`\theta `$ is the angle between the direction of motion of the jet and the line of sight.

A thorough study of the dependence of the energy and time-lag spectra on the different parameters (including different density laws) will be presented in a forthcoming paper (Giannios et al., in preparation).

## 4 Results and discussion

In order to compute the energy spectra and the light curves we binned the energy of the escaping photons, their travel time and their direction cosine with respect to the axis of the jet.

### 4.1 Energy spectra

Figure 1 shows the emerging spectra from the jet for the fixed values of the parameters discussed in section 3 and various optical depths $`\tau _{}=`$ 0, 3, 5, 10 and 15. All curves are normalized to unity. The curve corresponding to $`\tau _{}=0`$ gives the input blackbody spectrum. All spectra exhibit a soft, thermal-type component and a hard, power-law type component with a high-energy cutoff.

Figures 2$`ad`$ show the photon-number spectral index $`\mathrm{\Gamma }`$ of the hard power-law tail in the energy range 10 - 100 keV as a function of a) the optical depth $`\tau _{}`$, b) the perpendicular component of the electron velocity $`v_{}`$, c) the radius of the jet $`r_0`$ at its base and d) the escaping angle $`\theta `$ with respect to the $`z`$ axis. For intermediate optical depths, the photon-number index lies in the interval $`1.52`$, which is similar to that observed in the low/hard state of black-hole candidates (Tanaka & Shibazaki 1996). The thicker the medium the flatter the spectrum. The component $`v_{}`$ must be a significant fraction of the total speed of the electrons in order to have $`1.5\mathrm{¡}\mathrm{}\mathrm{\Gamma }\mathrm{¡}\mathrm{}2`$. The larger $`v_{}`$ the flatter the spectrum. For the other two parameters, acceptable values of the spectral index are obtained over a broad range of radii $`r_0`$ and escaping angles $`\theta `$.

### 4.2 Time lags

The time of flight of all escaping photons was recorded in 8192 time bins of duration 1/128 s each. This time was computed by adding up the path lengths traveled by each photon and dividing by the speed of light. Then we considered the light curves of two energy bands: 2 - 5 keV and 14 - 45 keV. Following Vaughan & Nowak (1997), we computed the phase lag and through it the time lag between the two energy bands as a function of Fourier frequency.

Figure 3 shows the time lag as a function of Fourier frequency for the fixed values of the parameters (section 3). The data points have been logarithmically rebinned for clarity. The time-lag spectrum is roughly represented by a power law $`\nu ^\beta `$ with index $`\beta =0.7`$ in the frequency range 0.3 - 30 Hz, in excellent agreement with the results of Cyg X-1 (Nowak et al. 1999).

### 4.3 Energetics

For the fixed values of the parameters $`\tau _{}=10`$, $`v=0.85c`$, $`v_{}=0.4c`$, $`z_0=20r_\mathrm{g}`$, $`r_0=200r_\mathrm{g}`$ it is straightforward to show that the available kinetic luminosity in the jet is much larger than the X-ray luminosity of black-hole sources in the low/hard state. Thus, the soft photons steal only a small fraction of the energy in the jet with their upscattering.

## 5 Conclusion

We have shown that Compton upscattering of low-energy photons in a jet can explain both the energy and time-lag spectra in black-hole X-ray sources in the low/hard state. For reasonable values of the model parameters we are able to reproduce the energy and time-lag spectra of Cyg X-1 in the low/hard state.

###### Acknowledgements.

PR is a researcher of the programme Ramón y Cajal funded by the University of Valencia and the Spanish Ministry of Science and Technology. PR also acknowledges partial support from the Generalitat Valenciana through the programme Ajudes per a estades post-doctorals en centres de fora de la Comunitat Valenciana.