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# Measurement of the ratio Γ(𝐾_𝐿→𝛾𝛾)/Γ(𝐾_𝐿→𝜋⁰𝜋⁰𝜋⁰) with the KLOE detector

## 1 Introduction and experimental setup

The decays $`K_S\gamma \gamma `$ and $`K_L\gamma \gamma `$ provide interesting tests  of chiral perturbation theory, ChPT. The dominant contribution to the $`K_S\gamma \gamma `$ decay is $`𝒪(p^4)`$ and can therefore be computed with reasonable accuracy in ChPT. The $`𝒪(p^4)`$ term vanishes for $`K_L\gamma \gamma `$ in the SU(3) limit. However large $`𝒪(p^6)`$ contributions mediated by pseudoscalar mesons  are expected for $`K_L\gamma \gamma `$ with values depending on the amount of singlet-octet mixing . A precise measurement of the $`K_L\gamma \gamma `$ decay rate is also of interest in connection with the $`K_L\mu ^+\mu ^{}`$ decay. In fact the absorptive part of the decay rate, $`\mathrm{\Gamma }(K_L\mu ^+\mu ^{})_{abs}`$, is proportional to $`\mathrm{\Gamma }(K_L\gamma \gamma )`$. This constrains the dispersive part, $`\mathrm{\Gamma }(K_L\mu ^+\mu ^{})_{dis}`$ and eventually the possibility of determining the Vtd parameter of the CKM matrix . Measurements of $`\mathrm{\Gamma }(K_S\gamma \gamma )/\mathrm{\Gamma }(K_S\pi ^0\pi ^0)`$ and $`\mathrm{\Gamma }(K_L\gamma \gamma )/\mathrm{\Gamma }(K_L\pi ^0\pi ^0\pi ^0)`$ have been recently published by the NA48 Collaboration . We describe a new measurement of $`\mathrm{\Gamma }(K_L\gamma \gamma )/\mathrm{\Gamma }(K_L\pi ^0\pi ^0\pi ^0)`$ obtained with $`K_L`$-mesons from $`\varphi K_SK_L`$ decays at DA$`\mathrm{\Phi }`$NE, the Frascati $`\varphi `$factory.

In DA$`\mathrm{\Phi }`$NE the electron and positron beams have energy $`E=m_\varphi /(2\mathrm{cos}\theta )`$ where $`\theta `$ = 12.5 mrad is half of the beam crossing angle. $`\varphi `$-mesons are produced with a cross section of $``$ 3 $`\mu `$b and a momentum of 12.5 MeV/c toward the center of the rings.

The center of mass energy, $`W`$, the position of the beam crossing point ($`x,y,z`$) and the $`\varphi `$ momentum are determined by measuring Bhabha scattering events. In a typical run of integrated luminosity $``$dt $``$ 100 nb-1, lasting about 30 minutes, we have $`\delta W=40`$ keV, $`\delta p_\varphi =30`$ keV/c, $`\delta x=30\mu `$m, and $`\delta y=30\mu `$m.

The detector consists of a large cylindrical drift chamber, DC , surrounded by a lead-scintillating fiber sampling calorimeter, EMC , both immersed in a solenoidal magnetic field of 0.52 T with the axis parallel to the beams. The DC tracking volume extends from 28.5 to 190.5 cm in radius and is 340 cm in length. For charged particles the transverse momentum resolution is $`\delta p_T/p_T0.4\%`$ and vertices are reconstructed with a spatial resolution of $``$ 3 mm. The calorimeter is divided into a barrel and two endcaps and covers 98$`\%`$ of the solid angle. Photon energies and arrival times are measured with resolutions $`\sigma _E/E=0.057/\sqrt{E\left(\mathrm{GeV}\right)}`$ and $`\sigma _t=54\mathrm{ps}/\sqrt{E\left(\mathrm{GeV}\right)}50\mathrm{ps}`$ respectively. The photon entry points are determined with an accuracy $`\sigma _l1\mathrm{cm}/\sqrt{E\left(\mathrm{GeV}\right)}`$ along the fibers, and $`1`$ cm in the transverse directions. A photon is defined as a calorimeter cluster not associated to a charged particle, by requiring that the distance along the fibers between the cluster centroid and the impact point of the nearest extrapolated track be greater than 3$`\sigma _l`$. Two small calorimeters, QCAL , made with lead and scintillating tiles are wrapped around the low-beta quadrupoles to complete the hermeticity.

The trigger  uses information from both the calorimeter and the drift chamber. The EMC trigger requires two local energy deposits above threshold ($`E>50`$ MeV in the barrel, $`E>150`$ MeV in the endcaps). Recognition and rejection of cosmic-ray events is also performed at the trigger level, checking for the presence of two energy deposits above 30 MeV in the outermost calorimeter plane. The DC trigger is based on the multiplicity and topology of the hits in the drift cells. The trigger has a large time spread with respect to the beam crossing time. It is however synchronized with the machine radio frequency divided by four, $`T_{\mathrm{sync}}`$ = 10.85 ns, with an accuracy of 50 ps. During the period of data taking the bunch crossing period at DA$`\mathrm{\Phi }`$NE was $`T`$ = 5.43 ns. The $`T_0`$ of the bunch crossing producing an event is determined offline during the event reconstruction.

## 2 Data analysis

The $`\varphi `$-meson decays into $`K_SK_L`$ $`34\%`$ of the time. The production of a $`K_L`$ is tagged by the observation of a $`K_S\pi ^+\pi ^{}`$ decay. $`K_L\gamma \gamma `$ and $`K_L\pi ^0\pi ^0\pi ^0`$ decay vertices are reconstructed along the direction opposite to the $`K_S`$ in the $`\varphi `$ rest frame and required to be inside a given fiducial volume, $`FV`$. We call $`R=N_{\gamma \gamma }/N_{\pi ^0\pi ^0\pi ^0}`$ the ratio of interest. The numerators and denominators are found from:

$$N=\frac{N_{obs}N_{bgd}}{ϵ_{trig}ϵ_{tag}ϵ_{FV}ϵ_{sel}}$$

where $`N_{obs}`$ and $`N_{bgd}`$ are the numbers of observed events and estimated background, $`ϵ_{trig}`$, $`ϵ_{tag}`$, $`ϵ_{FV}`$ and $`ϵ_{sel}`$ are respectively the trigger efficiency, the tagging efficiency, the acceptance in the fiducial volume and the selection efficiency for the two decays. The efficiencies $`ϵ_{tag}`$ and $`ϵ_{trig}`$ are equal at the few per mil level and cancel in the ratio $`R`$. Background and selection efficiencies must be separately determined.

For this analysis the drift chamber is used to measure the $`K_S\pi ^+\pi ^{}`$ decay and to determine the direction of the $`K_L`$, the calorimeter is used to measure the photon energies and impact points and to reconstruct the $`K_L`$ decay vertex by time of flight.

The data sample was collected during 2001 and 2002 for an integrated luminosity of $``$ 362 pb-1 corresponding to the production of $`10^9`$ $`\varphi `$. Details of the analysis can be found in reference . $`K_L\gamma \gamma `$ events have a very clear signature, being the only source of $``$ 250 MeV photon pairs that balance the momentum of the observed $`K_S`$. This allows the use of very loose selection criteria. On the other hand $`K_L\pi ^0\pi ^0\pi ^0`$, the dominant neutral decay, is characterised by a large multiplicity of lower energy photons. The final error on $`R`$ is dominated by the error on the number of $`K_L\gamma \gamma `$ events.

Before full event reconstruction, the data are passed through a filter to reject machine background and cosmic ray events. As discussed later, this filter has a modest impact on the events of interest for this analysis.

$`K_S\pi ^+\pi ^{}`$ decays are selected with the following requirements:

* two tracks with opposite charge that form a vertex with cylindrical coordinates $`r_v<4`$ cm, $`|z_v|<8`$ cm, and no other tracks connected to the vertex;
* $`K_S`$ momentum 100 MeV/c $`<\stackrel{}{p_{K_S}}=\stackrel{}{p}_{\pi ^+}+\stackrel{}{p}_\pi ^{}<`$ 120 MeV in the $`\varphi `$ rest system, and $`\pi ^+\pi ^{}`$ invariant mass 490 MeV $`<M_{\pi ^+\pi ^{}}<`$ 505 MeV.

The $`K_S\pi ^+\pi ^{}`$ decay provides an unbiased tag for the $`K_L`$ when it decays into neutral particles and a good measurement of the $`K_L`$ momentum, $`\stackrel{}{p}_{K_L}=\stackrel{}{p}_\varphi \stackrel{}{p}_{K_S}`$, where $`\stackrel{}{p}_\varphi `$ is the central value of the $`e^+e^{}`$ momentum determined with Bhabha scattering events. The angular resolution on the $`K_L`$ direction is determined from $`K_L\pi ^+\pi ^{}\pi ^0`$ events by measuring the angle between $`\widehat{p}_{K_L}`$ and the line joining the $`\varphi `$ vertex and the $`\pi ^+\pi ^{}`$ reconstructed vertex. The widths of the angular distributions are $`\delta \varphi =1.5^{}`$, $`\delta \theta =1.8^{}`$.

The position of the $`K_L`$ vertex for $`K_L\gamma \gamma `$ and $`K_L\pi ^0\pi ^0\pi ^0`$ decays is measured using the photon arrival times on the EMC. Each photon defines a time of flight triangle shown in Fig. 1. The three sides are the $`K_L`$ decay length, $`L_K`$; the distance from the decay vertex to the calorimeter cluster centroid, $`L_\gamma `$; and the distance from the cluster to the $`\varphi `$ vertex, $`L`$. The equations to determine the unknowns $`L_K`$ and $`L_\gamma `$ are:

$$\begin{array}{ccc}\hfill L^2+L_K^22LL_K\mathrm{cos}\theta & \hfill =& \hfill L_\gamma ^2\\ \hfill L_K/\beta _K+L_\gamma & \hfill =& \hfill ct_\gamma \end{array}$$

where $`t_\gamma `$ is the photon arrival time on the EMC, $`\beta _Kc`$ is the $`K_L`$ velocity and $`\theta `$ is the angle between $`\stackrel{}{L}`$ and $`\stackrel{}{L}_K`$. Only one of the two solutions is kinematically correct. The value of $`L_K`$ is obtained from the energy weighted average, $`L_K=_iE_iL_{Ki}/_iE_i`$ where i is the photon index.

The accuracy of this method is checked by comparing in the $`K_L\pi ^+\pi ^{}\pi ^0`$ decays the position of the $`K_L`$ decay vertex measured both by timing with the calorimeter and, with a much better precision, by tracking with the drift chamber.

The resolution function, $`\sigma (L_K)`$, is determined with $`K_L\pi ^0\pi ^0\pi ^0`$ and $`K_L\gamma \gamma `$ events by the distribution of the residuals $`L_{K,i}L_K`$ where $`L_K`$ is the average obtained with all the photons but the $`i^{th}`$. We measure for the $`K_L\pi ^0\pi ^0\pi ^0`$ sample $`\sigma _{\pi ^0\pi ^0\pi ^0}(L_K)=2.06(0.1610^2L_K)+(0.1910^4L_K^2)`$ (cm) and for the $`K_L\gamma \gamma `$ sample $`\sigma _{\gamma \gamma }(L_K)=1.73+0.0033L_K`$ (cm).

The $`K_L`$ FV is defined in cylindrical coordinates as 30 cm $`<r_t<`$ 170 cm, $`|z|<`$ 140 cm. The fraction of $`K_L`$-mesons decaying in the FV is $`(31.5\pm 0.1)\%`$.

The identification of the bunch crossing that originated the event is crucial to locate the vertex in space. An error by one bunch crossing period results in a displacement of the $`K_L`$ vertex of about 33 cm and decreases the probability of correctly associating the photon clusters. The bunch crossing is determined by identifying one of the two pions of the $`K_S`$ decay and by measuring its track length, momentum and time of flight. Thus an error of one (or more) crossing periods can occur if there is an incorrect track-to-cluster association or the track parameters are poorly measured.

To minimise the number of events with an incorrect bunch-crossing assignment, we perform a consistency check of the time of flight of the pions along their trajectory $`l_\pi `$ measured with the DC, $`t_{DC}=l_\pi /\beta _\pi \gamma _\pi c`$ with the corresponding cluster time measured by the calorimeter, $`t_{EMC}`$. Requiring $`|t_{DC}t_{EMC}|<2`$ ns for at least one pion, the probability of correctly identifying the bunch crossing is $`(99.4\pm 0.1)\%`$. This additional cut retains $`96\%`$ of the original $`K_S\pi ^+\pi ^{}`$ event sample. The probability of identifying the correct bunch crossing was measured with a sample of $`K_L\pi ^+\pi ^{}\pi ^0`$ decays where the position of the $`\pi ^+\pi ^{}`$ vertex, $`r_{\pi \pi }`$, is reconstructed by tracking in the DC and the position of the two-photon vertex, $`r_{\gamma \gamma }`$, by timing with the EMC. The difference $`r_{\pi \pi }r_{\gamma \gamma }`$ is used to isolate the events in which the bunch crossing is incorrectly determined.

## 3 $`K_L\pi ^0\pi ^0\pi ^0`$ selection

The $`K_L\pi ^0\pi ^0\pi ^0`$ decay has a large branching fraction, 21%, and thus has very small background. Given the large statistics we retain only 1 out of 10 decays. The selection of $`K_L\pi ^0\pi ^0\pi ^0`$ events requires at least three calorimeter clusters with the following properties

* energy larger than 20 MeV;
* distance from any other cluster larger than 40 cm;
* no association to a charged track;
* $`L_K`$ in the fiducial volume and $`|L_{Ki}L_K|<4\sigma (L_K)`$.

The main sources of inefficiencies are: 1) geometrical acceptance; 2) cluster energy threshold; 3) merging of clusters; 4) accidental association to a charged track; 5) Dalitz decay of one or more $`\pi ^0`$’s. The effect of these inefficiencies is to modify the relative population for events with 3, 4, 5, 6, 7 and $`8`$, clusters without significant loss of efficiency. Monte Carlo simulation shows that the selection efficiency is $`ϵ_{sel}=(99.80\pm 0.01)\%`$.

A comparison between data and Monte Carlo of the relative populations and of the distribution of the total energy, $`E=_iE_i`$, shows that only events with 3 and 4 clusters are contaminated by background. This is due to $`K_L\pi ^+\pi ^{}\pi ^0`$ decays where one or two charged pions produce a cluster not associated to a track and neither track is associated to the $`K_L`$ vertex or to $`K_L\pi ^0\pi ^0`$ decays, possibly in coincidence with machine background particles ($`e^\pm `$ or $`\gamma `$) that shower in the QCAL and generate soft neutral particles.

To reduce this background, for the 3-cluster population we further require at least two clusters in the barrel with at least one of them with energy $`E>50`$ MeV and for the 4-cluster population at least one cluster in the barrel with energy $`E>50`$ MeV. The probability to have a cluster with $`E>50`$ MeV has been evaluated using the 6-cluster events. The probability of having a given number of clusters in the barrel depends only on geometry and has been evaluated by Monte Carlo simulation. We obtain $`ϵ_{3,E>50\mathrm{M}\mathrm{e}\mathrm{V}}=(81.9\pm 0.1)\%`$ and $`ϵ_{4,E>50\mathrm{M}\mathrm{e}\mathrm{V}}=(98.3\pm 0.1)\%`$. Additionally, an event with 3 clusters is accepted only if an additional cluster is found in QCAL within a time window of 10 ns with respect to the $`K_L`$ decay time. The probability of such an occurrence is $`ϵ_{qcal}=(52\pm 2)\%`$.

The $`K_L\pi ^+\pi ^{}\pi ^0`$ background is rejected by imposing a veto (track veto) on the events with charged tracks not associated to the $`K_S`$ decay and with the first hit in the drift chamber at a distance of less than 30 cm from the position of the $`K_L`$ vertex. The track veto also rejects about $`60\%`$ of the $`K_L\pi ^0\pi ^0\pi ^0`$ events with Dalitz decays.

Fig. 2 shows the distribution of the total energy for events with different numbers of clusters together with the results of the Monte Carlo simulation. The relative fraction of events is shown in Table 1. The difference between data and Monte Carlo simulation for events with $``$ 5 clusters is due to split clusters. The contamination from accidental clusters originated by machine background is negligible. The residual background contamination in events with 3 and 4 clusters is evaluated by Monte Carlo simulation and amounts to $`(18.6\pm 1.0)\%`$ and $`(7.0\pm 0.2)\%`$ respectively.

A subsample of events has been processed and analysed without passing through the initial filter. The fractional loss due to the filter is found to be less than $`10^3`$. The trigger efficiency for $`K_S\pi ^+\pi ^{},K_L\pi ^0\pi ^0\pi ^0`$ events was measured in two different ways. A detailed description of the methods is given in reference . The first method uses only the data and the information provided by the combined EMC + DC trigger. In the second method the Monte Carlo is used to evaluate the correlation between the EMC and the DC trigger showing that the correlation factor is very small. The results obtained with the two methods, $`ϵ_{trig1}=(99.88\pm 0.04)\%`$, $`ϵ_{trig2}=(99.90\pm 0.03)\%`$, are in good agreement. Since the two methods are independent, and the results consistent, we combined the two results.

The number of events is:

$$N_{\pi ^0\pi ^0\pi ^0}=\frac{N_3^{}+N_4^{}+N_5+N_6+N_7+N_8+N_{Dalitz}}{ϵ_{downscale}ϵ_{trig}ϵ_{sel}}$$

where $`N_3^{}`$ and $`N_4^{}`$ are corrected for the background subtraction and the additional cuts quoted before. $`N_{Dalitz}`$, a small addition of $`0.46\%`$ of the total count, is obtained using the Monte Carlo result that $`21.5\%`$ of the Dalitz decays are included in $`N_3+N_4`$ events while $`60\%`$ of them are rejected by the track veto. We find $`N_{\pi ^0\pi ^0\pi ^0}=9,802,200\times (1\pm 0.0010_{stat}\pm 0.0016_{syst})`$.

To check the uniformity of the $`K_L\pi ^0\pi ^0\pi ^0`$ vertex reconstruction efficiency throughout the FV we have studied the proper time distribution. From a fit to the distribution we find $`\tau _{K_L}=51.6`$ ns with a statistical error of 0.4 ns , in good agreement with the value reported in PDG , $`\tau _{K_L}=(51.7\pm 0.4)`$ ns.

## 4 $`K_L\gamma \gamma `$ selection

$`K_L\gamma \gamma `$ events are preselected by requiring at least two calorimeter clusters with energy $`E_\gamma >100`$ MeV not associated to tracks. For the two most energetic clusters we require:

* total energy, $`E_{12}=E_{\gamma 1}+E_{\gamma 2}>350`$ MeV;
* angle between the photon momenta projected onto the plane normal to the $`K_L`$ direction, $`\psi >150^{}`$;
* time difference smaller than 15 ns;
* $`K_L`$ decay vertex in the fiducial volume and $`\mathrm{\Delta }L_K=|L_{K1}L_{K2}|<4\sigma _{\gamma \gamma }(L_K)`$.

The geometrical acceptance and the selection efficiency are evaluated by Monte Carlo simulation. The values of the efficiency are shown in table 2.

With these cuts we obtain 1.7 $`\times `$ 105 events with a large background due to $`K_L\pi ^0\pi ^0\pi ^0`$ and $`K_L\pi ^0\pi ^0`$ decays, $`K_L\gamma \gamma \gamma `$ being negligible .

The signal is further selected using the two body $`K_L\gamma \gamma `$ decay kinematics. In fact, photon energies can be computed with better accuracy from cluster and decay vertex coordinates. The laboratory energy is obtained by boosting from the center of mass where $`E_\gamma =M_K/2`$ to the laboratory. If $`\widehat{p}_{\gamma i}`$ are unit vectors from the $`K_L`$ decay vertex to the cluster centroids, the photon energies are

$$E_{\gamma i}^{^{}}=\frac{M_K/2}{\gamma _K(1\beta _K\widehat{p}_{\gamma i}\widehat{p}_K)}$$

where $`\beta _K`$ and $`\widehat{p}_K`$ are computed from $`\stackrel{}{p}_{K_L}=\stackrel{}{p}_\varphi \stackrel{}{p}_{K_S}`$. The $`K_L`$ has energy $`E^{}=E_{\gamma 1}^{}+E_{\gamma 2}^{}`$, and momentum $`\stackrel{}{p}_{\gamma \gamma }=E_{\gamma 1}^{}\widehat{p}_{\gamma 1}+E_{\gamma 2}^{}\widehat{p}_{\gamma 2}`$. Fig. 3 shows the distribution of $`E^{}`$ and of the angle $`\alpha `$ between $`\stackrel{}{p}_{\gamma \gamma }`$ and $`\stackrel{}{p}_{K_L}`$, together with the results of the Monte Carlo simulation. The data are fitted with a linear combination of the Monte Carlo distributions for signal and background. The fit gives the relative normalisation for the two populations.

In order to reduce background we further require:

* $`|E^{}\mu ^{}|<5\sigma ^{}`$ where $`\mu ^{}=510.0`$ MeV and $`\sigma ^{}`$ = 1.8 MeV are evaluated from a fit to the $`E^{}`$ distribution;
* $`\alpha <15^{}`$.

To extract the signal we fit the invariant mass $`M_{\gamma \gamma }`$ distribution obtained using calorimeter cluster energies with a linear combination of the Monte Carlo distributions for signal and background. The result of the fit gives the number of events for the two populations. Fig. 4 shows the distribution of $`M_{\gamma \gamma }`$ before and after the $`E^{}`$ and $`\alpha `$ cuts. From a fit to the second distribution we find $`22,185\pm 170`$ $`K_L\gamma \gamma `$ events.

The efficiency of the selection cuts are evaluated from the data using a sample of $`K_L\gamma \gamma `$ events with high purity (S/B $`10^3`$) selected by applying hard, uncorrelated cuts on other kinematic variables .

The systematic error associated with the selection cuts on ($`E^{},\alpha `$) is evaluated by moving the cuts around the chosen values and fitting the invariant mass distribution. The maximum displacement of the measured value for the number of signal counts is $`\pm 0.2\%`$ and $`\pm 0.3\%`$ for the $`E^{}`$ and the $`\alpha `$ distribution respectively. The systematic error due to the background contamination has been evaluated by changing the shape of the background distribution used as input of the fit. The effect on the signal is 10 times smaller and produces a systematic error of $`\pm 0.3\%`$.

The filter and the trigger efficiencies are evaluated as for the analysis of $`K_L\pi ^0\pi ^0\pi ^0`$ decay. The results are $`ϵ_{filter}=(99.93\pm 0.01)\%`$, $`ϵ_{trig}=(99.44\pm 0.04)\%`$ where the statistical and systematic errors are combined in quadrature. The efficiencies associated with the various analysis steps are summarised in Table 3.

The number of events is $`N_{\gamma \gamma }=27,375\times (1\pm 0.0076_{stat}\pm 0.0081_{syst})`$. For the ratio we find:

$$R=\frac{\mathrm{\Gamma }(K_L\gamma \gamma )}{\mathrm{\Gamma }(K_L\pi ^0\pi ^0\pi ^0)}=(2.793\pm 0.022_{stat}\pm 0.024_{syst})\times 10^3$$

in good agreement with the recent result from the NA48 Collaboration $`\mathrm{\Gamma }(K_L\gamma \gamma )/\mathrm{\Gamma }(K_L\pi ^0\pi ^0\pi ^0)=(2.81\pm 0.01_{stat}\pm 0.02_{syst})\times 10^3`$ .

Using the known value for the $`K_L\pi ^0\pi ^0\pi ^0`$ branching fraction, we obtain $`BR(K_L\gamma \gamma )=(5.89\pm 0.07\pm 0.08)\times 10^4`$ where the first error represents the statistical and systematic error on R combined in quadrature and the second is due to the uncertainty in the $`\pi ^0\pi ^0\pi ^0`$ branching fraction. A decay width of $`\mathrm{\Gamma }(K_L\gamma \gamma )=(7.5\pm 0.1)\times 10^{12}`$ eV is in agreement with $`𝒪(p^6)`$ predictions of ChPT provided the value of the pseudoscalar mixing angle is close to our recent measurement of $`\theta _P=(12.9_{1.6}^{+1.9})^{}`$ .

We thank the DAFNE team for their efforts in maintaining low background running conditions and their collaboration during all data-taking. We want to thank our technical staff: G.F.Fortugno for his dedicated work to ensure an efficient operation of the KLOE Computing Center; M.Anelli for his continuous support to the gas system and the safety of the detector; A.Balla, M.Gatta, G.Corradi and G.Papalino for the maintenance of the electronics; M.Santoni, G.Paoluzzi and R.Rosellini for the general support to the detector; C.Pinto (Bari), C.Pinto (Lecce), C.Piscitelli and A.Rossi for their help during shutdown periods. This work was supported in part by DOE grant DE-FG-02-97ER41027; by EURODAPHNE, contract FMRX-CT98-0169; by the German Federal Ministry of Education and Research (BMBF) contract 06-KA-957; by Graduiertenkolleg ‘H.E. Phys. and Part. Astrophys.’ of Deutsche Forschungsgemeinschaft, Contract No. GK 742; by INTAS, contracts 96-624, 99-37; and by TARI, contract HPRI-CT-1999-00088.


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# Galaxy Alignments as a Probe of the Dynamical State of Clusters

## 1 Introduction

A well established alignment effect is that between the orientation of nearby clusters and between the orientation of the BCG (or cD) and that of their parent cluster (cf. Sastry 1968; Binggeli 1982; Carter & Metcalfe 1980; Struble 1990; West 1989; West 1994; Plionis 1994; Fuller, West & Bridges 1999; Kim et al. 2001; Chambers, Melott, Miller 2002). Furthermore, recent evidence has shown that substructures in clusters are aligned with the cluster orientation as well as along the large-scale filamentary structures within which they are embedded (cf. West, Jones & Forman 1995, Plionis & Basilakos 2002, Plionis 2001). Analytical (cf. Bond 1987) and numerical work (cf. West, Villumsen, Dekel 1991; van Haarlem & Van de Weygaert 1993, Tormen 1997, Onuora & Thomas 1999; Splinter et al. 1998; Falthebacher et al. 2002) show that cluster-cluster and substructure-cluster alignments occur naturally in hierarchical clustering models of structure formation, like the CDM. This fact has been explained as the result of an interesting property of Gaussian random fields that occurs for a wide range of initial conditions and which is the ”cross-talk” between density fluctuations on different scales. This property is apparently also the cause of the observed filamentariness observed not only in ”pancake” models but also in hierarchical models of structure formation; the strength of the effect, however, differs from model to model.

Recent observational evidences point also to the so called “Cluster Alignment - Substructure Connection” by which the dynamically young clusters show a stronger tendency to be aligned (Plionis & Basilakos 2002) while they are also located preferentially in high-density environments (Plionis & Basilakos 2002; Schüecker et al 2001). Such alignment effects could be imprinted also in smaller scales; the scales of individual galaxies. For example, if galaxies formed after the collapse of their parent cluster, then the anisotropic initial conditions could be imprinted in member galaxy orientations. In the hierarchical structure formation models, galaxy alignments could originate from a combination of different mechanisms, for example as a result of the parent cluster tidal field (cf. Salvador-Sole & Solanes 1993; Usami & Fujimoto 1997; but see also Barnes & Efstathiou 1987), a possibility supported also by the correlation found between disk galaxy spin axes and the local tidal shear field (Lee & Pen 2002), and/or if the galaxy-galaxy interactions occur in a preferred direction, for example along the primordial large-scale filamentary structure within which the protocluster is embedded. This anisotropic merger scenario of West (1994) has provided an interesting explanation of the observed strong alignment of the brightest cluster galaxy (BCG) not only with the cluster position angle but also with the near large-scale structures.

In clusters, any primordial galaxy alignments effect should be severely damped by violent relaxation, by the exchange of angular momentum in multiple galaxy encounters that occur in the dense cluster environment over a Hubble time (cf. Coutts 1996) and even by secondary infall (Quinn & Binney 1992). Therefore, other than the alignment of the BCG with its parent cluster that could be expected (cf. Struble 1990; West 1994; Kim et al. 2001), it seems secure to say that in highly relaxed clusters, where there has been sufficient time to mix the phases, one should not expect to observe any significant primordial galaxy alignment, even if they did originally exist. Therefore, the existence or not of galaxy alignments in and around clusters could be an indication of their dynamical state. The possible existence of such alignments, intrinsic in nature, is important also for their effect on measures of weak lensing, where ellipticity correlations of background galaxies are expected to arise from the lensing of foreground large mass inhomogeneities (cf. Bartelmann & Schneider 2001). Considerable effort has been devoted, recently, in attempts to quantify and disentangle these effects (cf. Catelan, Kamionkowski & Blandford 1996; King & Schneider 2003; Heymans & Heavens 2003).

Observational efforts to detect intrinsic galaxy alignments in clusters or superclusters has not reached a clear consensus. For example, Dekel (1985) using the UGC and ESO-Uppsala galaxy catalogues concluded that no significant galaxy alignments exist in clusters. However, earlier studies of Adams, Storm & Storm (1980) had found alignments, although not very significant, in A999 and A2197. Djorgovski (1983) found galaxy alignments in the Coma cluster, an effect more prominent for red galaxies, while van Kampen & Rhee (1990) and Trevese, Cirimele & Flin (1992) analysing the 10-20 brightest galaxies in a large number of Abell clusters (Abell 1958; Abell, Corwin & Olowin 1989) found no galaxy alignments other than between the BCG and its parent cluster orientation (see Djorgovski 1987; Cabanela & Aldering 1998 and references therein for reviews of early results).

One should be very careful in how to interpret such conflicting results. It should be noted that systematic biases, like PSF inhomogeneities (cf. Brown et al 2002), and projection effects can to mask any true alignment signal. For example, the projection of foreground galaxies along the line of sight of a cluster as well as the projection on the plane of the sky of member galaxies, always work in the direction of smearing alignments. On the other side, telescope tracking problems can create false alignments. Such problems, if not modeled adequately, could potentially introduce artificial galaxy-galaxy alignments, and thus hamper attempts to measure weak shear induced by gravitational lensing, but cannot create a false alignment between galaxies and their parent cluster orientation, since the later is estimated from the distribution of the galaxy member positions.

Therefore, the question whether galaxy alignments exist in clusters and if they do then under which circumstances do they appear, is still unanswered. In this paper we present a statistical analysis of galaxy alignments in 303 Abell clusters (Abell 1958; Abell, Corwin & Olowin 1989), based on their POSS scans and a SExtractor (Bertin & Arnouts 1996) identification of the galaxy distribution within a radius of 1 $`h^1`$ Mpc from the cluster centre. These statistical results are complemented with a deep, wide-field case study of galaxy alignments within $`5h^1`$ Mpc of the cluster A521, which is a relatively distant ($`z0.25`$), richness class 1 Abell cluster with clear evidence of multiple merging events (Maurogordato et al. 2000; Arnaud et al. 2000; Ferrari et al. 2003).

## 2 Galaxy Alignments in Abell Clusters

We have analysed the POSS scans in the direction of 303 Abell clusters, all of which have an independent determination of their position angle (from Plionis 1994), while 168 also have velocity dispersion measurements (Struble & Rood 1999; De Propris et al. 2001). Our sample, which was defined on the basis of availability of position angle measurements in Plionis (1994), has $`z0.07`$ and $`m_{10}<17`$.

An area of radius spanning from $`17^{^{}}`$ to $`40^{^{}}`$ was used so as to correspond to $`1h^1`$ Mpc at the distance of the clusters. In the cases of nearby clusters ($`z<\text{ }0.045`$) the corresponding radius is $`<1h^1`$ Mpc. An interactive procedure was followed in which the parameters of the SExtractor identification were varied so as to maximise the number of detected objects, while not breaking-up the brightest galaxies into subcomponents. Although the SExtractor star-galaxy separation is quite efficient, it fails to correctly separate stars from galaxies for saturated objects and at the faint luminosity end. Bright stars were therefore excluded by hand. Similarly, satellite tracks and other noise signal were excluded after careful visual inspection of each field.

The total number of Sextracted galaxies is $`5\times 10^5`$ out of which the majority covers a very small surface area and thus have unreliable classification. In the presence of no systematic effects, related to the size of the galaxies, we expect that the mean ellipticity should be independent of the galaxy image size. In figure 1 we plot the derived galaxy ellipticity as a function of the number of pixels per galaxy. It is evident that for $`N_{\mathrm{pix}}3035`$ there is a systematic offset of the mean ellipticity to higher values. Therefore, in order to avoid biases, having to do with determining galaxy shape parameters using small number of pixels and the inefficiency of the star-galaxy separation at lower surface brightness, we choose to analyse only the higher 5% quantile of the galaxy size distribution (estimated independently in each field). The selection of this limit was based on a further trial and error approach in which the distribution of galaxy position angles was tested for homogeneity (see tests below) and it is such that always $`N_{\mathrm{pix}}>3035`$.

Furthermore, we have tested, for the above size limits, the ellipticities of the unsaturated stellar images in our fields, for which deviations from zero should reflect possible PSF anisotropies. We find that the stellar ellipticity frequency distribution peaks at $`ϵ0.05`$ and has an exponential drop thereafter (figure 2). We have verified by visual inspection of a random subset of our fields that the major contribution to the high-$`ϵ`$ tail of the stellar ellipticity distribution comes from misclassified galaxies, double stars as well as background projections near the stellar images.

Therefore, from the above analysis and in order to avoid ill definitions of position angles (due to near sphericity) and possible PSF anisotropies while not throwing away too many galaxies, since a considerable fraction of ellipticals have relatively small ellipticities, we feel secure to use, in our study, galaxies that have ellipticities $`>0.1`$. In any case, we expect that any residual anisotropy that still remains in our sample will be identified in the Fourier-analysis test, presented below, but should bare no correlation with the parent cluster orientations and thus should not introduce any artificial alignments. These selection procedures reduce the total number of analysed galaxies to 15560, with no galaxies having an area smaller than $`10^{^{\prime \prime }}\times 10^{^{\prime \prime }}`$ (ie., $`N_{\mathrm{pix}}>35`$).

The statistical analysis of alignments between galaxy and cluster orientations depends on defining the relative orientation of the galaxies with respect to the cluster,

$$\varphi _{i,c}|\theta _i\theta _c|.$$
(1)
where $`\theta _i`$ and $`\theta _c`$ are the position angles of the galaxies and cluster, respectively. In an isotropic distribution we will have $`\varphi _{i,c}45^{}`$. A significant deviation from this value would be an indication of an anisotropic distribution which can be quantified by (Struble & Peebles 1985):

$$\delta =\underset{i}{}\frac{\varphi _{i,c}}{N}45.$$
(2)
In an isotropic distribution we will have $`\delta 0`$, while the standard deviation is given by $`\sigma =90/\sqrt{12N}`$. A negative value of $`\delta `$ would indicate alignment and a positive one misalignment.

### 2.1 Tests for systematics directional biases

Before we analyse the possible galaxy-cluster alignments, we test whether the galaxy position angles, $`\theta _i`$, in our final galaxy sample, have any significant directional bias. We quantify possible deviations from isotropy by a variety of methods:

* estimating the Fourier transform of the galaxy position angles (cf. Struble & Peebles 1985):

$$C_n=(2/N)^{1/2}\mathrm{cos}2n\theta _iS_n=(2/N)^{1/2}\mathrm{sin}2n\theta _i.$$
(3)
If the $`\theta _i`$’s are uniformly distributed between $`0^{}`$ and $`180^{}`$, then for large N both $`C_n`$ and $`S_n`$ have zero mean and unit standard deviation. This test measures the tendency of the position angles to cluster around some particular values. For example, the $`C_1`$ and $`S_1`$ components measure deviations in the $`90^{}`$, $`180^{}`$ and $`45^{}`$, $`135^{}`$ directions respectively. Indeed, if we find Fourier components with values $`3`$ this would imply systematic directional bias at a $`>3\sigma `$ level.
* applying three statistical tests on the distribution of $`\theta `$’s to test whether they could originate from an isotropic parent distribution of position angles. These are the classical $`\chi ^2`$ (parametric), the Kolmogorov-Smirnov (non-parametric) and the Rayleigh tests (cf. Mardia 1972). The later estimates the parameter:

$$R_2=\frac{1}{\sqrt{2N}}\left(S_1^2+C_1^2\right)^{1/2}.$$
(4)
For large N we have that $`2NR_2^2\chi ^2`$ for 2 degrees of freedom and the probability $`P_{R_2}`$ that a value of $`R_2`$ exceeds a critical value is given in Mardia (1972).

In figure 3 we present the distribution of galaxy position angles for our total sample as well as for the 10 largest galaxies (excluding the BCG) in each cluster field. The distribution appears flat with no directional bias, as quantified also by the different statistical tests, presented in table 1, where we also list the values of the first Fourier moments for the different galaxy samples. We do find $`|C_{1,2,3,4}|,|S_{1,2,3,4}|2.3`$, indicating the existence of no significant directional bias. However, had we imposed no galaxy size limit we would have found significant deviations from isotropy with very large values of the first moments due to inefficient star-galaxy separation (we deduce this from the fact that we find the same anisotropy pattern when we analyse the stars in our fields).

The above analysis is based in treating all galaxies together, irrespectively of the cluster field to which they belong. This does not exclude the possibility that some cluster fields maybe severely affected by biases, a possibility that could be hidden when treating all the galaxies together. To this end we calculate the Fourier moments independently in each field. If there is no bias then the distribution, over the 303 fields, of the individual Fourier moments should be a Gaussian with zero mean and unit standard deviation. In figure 4 we plot their distributions and the corresponding zero-mean Gaussians. We find $`C_1=0.09`$, $`\sigma _{c_1}=1.20`$ and $`S_1=0.00`$, $`\sigma _{s_1}=1.03`$. A $`\chi ^2`$ test shows that the distributions are statistically equivalent to zero-mean Gaussians at a $`>0.1`$ significance level (we find similar results for the higher moments as well). Therefore it seems that the small excess of $`C_1`$’s at negative values is not very significant although it is responsible for the small negative shift of the $`C_1`$ and for the 20% excess of its variance. Indeed if we exclude the 7 cluster fields with $`|C_1|>3`$ we reduce the overall value of $`C_1`$ (see table 1) from -2.3 to -0.9 and the mean over the 296 cluster fields to $`C_10.02`$. However, our alignment results, presented below, remain unchanged when excluding these fields.

### 2.2 Results

In order to maximise the alignment signal to noise ratio we have stacked all cluster images after rotating them so as to have a common orientation along their determined position angles. We then estimate the misalignment angle between every galaxy and the common cluster orientation. In order to identify where does the possible alignment signal come from, we apply our test to different subsamples of galaxies. One is only the Brightest Cluster galaxy (BCG), another is the next 10 largest galaxies (10LGs) and finally all the galaxies but the BCG and 10LGs. The alignment results for different subsamples are presented in table 2. We find that the over all 15560 galaxies in the 303 clusters, alignment signal is quite weak but significant ($`\delta =0.9`$, $`\sigma =0.2`$). Confining ourselves to the 10LGs we find a stronger alignment signal. Finally and as expected, we find a very strong and statistically significant alignment signal between the BCG’s and the clusters position angles.

#### 2.2.1 Statistical quantification

In figure 5 we present the distribution of misalignment angles, $`\varphi `$ for the BCG and 10LGs case. We performed a $`\chi ^2`$ test with 5 degrees of freedom to assess whether the observed distribution could be drawn from an isotropic one. Furthermore we also applied a non-parametric Kolmogorov-Smirnov (KS) test and compared the un-binned $`\varphi `$-values with the isotropic case. The results of these tests are presented in Table 2. There are significant deviations from isotropy for the sample containing all the galaxies as well as for the BCG and the 10LGs samples. Note however, that when excluding the BCG’s and 10LG’s no significant deviation from isotropy is found (last row in table 2). For fainter galaxies the combination of projection effects, which tend to smear out any existing alignment, and shape parameter uncertainties, could hide an existing alignment effect and thus we cannot derive any strong conclusion from our present analysis. Unfortunately, we do not have colour information in order to attempt to decontaminate the cluster fields by selecting the red-sequence galaxies, as we will do in our case study of A521.

Also note that the joint probability of the observing the alignments of the BCG and 10LGS samples should increase if one considers (a) the two samples as being independent of each other and (b) that the deviation from isotropy, in both, is toward the same (alignment) direction.

#### 2.2.2 Dependence on environment

We investigate further whether there is any correlation of the alignment signal with the environment. It is already known that clusters in high-density environments show stronger cluster-cluster alignments and more substructure than in low-density ones, as would be expected if such clusters are still accreting matter along the large-scale filamentary structures in which they are embedded (cf. Plionis & Basilakos 2002; Schüecker et al. 2001). We have therefore found which of the clusters in the subsample analysed do belong to superclusters. To this end, we have performed a percolation analysis to identify superclusters in the whole Abell sample with a magnitude cut $`m_{10}<17`$, corresponding to a volume limited sample out to $`z0.09`$. We do find a weak tendency of increasing galaxy-cluster alignment signal in clusters belonging to higher overdensity superclusters. For example using clusters in superclusters found with a percolation radius of 15 $`h^1`$ Mpc one finds ($`\delta _{\mathrm{BCG}}=11.3`$, $`\sigma _{\mathrm{BCG}}=2.2`$ and $`\delta _{10\mathrm{L}\mathrm{G}}=2.1`$, $`\sigma _{10\mathrm{L}\mathrm{G}}=0.7`$). This tendency, weak as it may be, suggests a correlation between the galaxy-cluster alignment signal and the cluster dynamical state, since in high density environments, clusters are expected to be dynamically active as discussed previously.

#### 2.2.3 Dependence on cluster dynamical state

We want to test the alignment behaviour of the cluster high velocity dispersion tail, expected to correspond to highly virialised massive clusters, since the virialisation process should have mixed the orientation of galaxies members, and thus weak or no galaxy alignments are expected. For this purpose we have analysed for alignments a subsample of 132 clusters that have estimated $`\sigma _v`$ with more than 10 galaxies per cluster.

For the 32 clusters in our sample with $`\sigma _v900`$ km/sec, we obtain $`\delta _{10\mathrm{L}\mathrm{G}}6.1`$, $`\sigma _{10\mathrm{L}\mathrm{G}}1.5`$ with a distribution of misalignment angles being consistent with the isotropic case at a significance level of $`P_{>\chi ^2}2\times 10^4`$ and $`P_{KS}10^4`$. Correspondingly for the remaining 100 clusters of our sample with $`\sigma _v<900`$ km/sec we obtain a weak alignment signal $`\delta _{10\mathrm{L}\mathrm{G}}1.5`$, $`\sigma _{10\mathrm{L}\mathrm{G}}0.8`$. These results show a clear correlation of the alignment effect with velocity dispersion, which is in the opposite direction expected if the high dispersion clusters were indeed highly relaxed clusters.

If we further confine our analysis in clusters belonging to dense superclusters (percolation radius of $`r_{\mathrm{perc}}=15h^1`$ Mpc) and with $`\sigma 900`$ km/sec (in total 19 clusters) we obtain an even stronger alignment signal: $`\delta _{10\mathrm{b}}=7.4`$, $`\sigma _{10\mathrm{L}\mathrm{G}}=1.9`$, higher than in both cases taken separately. In figure 6 we present the distribution of misalignment angles for the latter case (red hatched histograms) and for the clusters with $`\sigma _v<900`$ found in any environment. The excess alignment signal for the high-$`\sigma `$ clusters in dense environment is evident. Their probability of consistency with an isotropic distribution is $`P_{KS}<0.002`$ for both the BCG and 10LGs distributions.

At this point, the high density environment of these clusters makes us suspect that their high velocity dispersion does not reflect high mass virialised clusters but rather the result of subclustering effects, (for example, due to the large relative velocities of the different sub-clumps), so that these objects would be in reality dynamically young clusters. We have then been looking in the literature for each individual cluster if signatures of dynamical youth can be detected in their X-ray, optical or radio images. We have found that for 12 (A1228, A2061, A399/A401, A1736, A1775, A2065, A401, A426, A754, A2256 and A85) of the 19 clusters, at least one signature does exist, for a further 3 we have not found any relevant information while only 4 appear to be virialised objects.

In detail, A1228, A2061, A399/A401, A1736 and A1775 show a multi-peaked velocity distribution, A2065, A401, A426 and A754 show features in the X-Ray temperature maps, A2256 shows sub-clustering in the optical density map. Moreover, A1190, A2256 and A754 show radio halo and relics, which are thought to be related to merging events (cf. Feretti & Giovanninni 1996, Feretti 2001). Finally, A85 presents signatures of merging in optical (presence of a foreground group in the velocity distribution), X-ray (double configuration of the isointensity contour map, with a primary and a secondary cluster) and in radio bands (presence of a radio relic).

Since there is a triple correlation between alignments, velocity dispersion and superclustering, we present in figure 7 the alignment signal as a function of cluster velocity dispersion and percolation radius (for the 132 clusters of our sample that have measured $`\sigma _v`$ and $`N_z>10`$). The alignment signal is represented as a grey scale, with increasing brightness meaning more alignments, as indicated by the printed values of $`\delta `$, while the contour lines engulf regions of some significance level (the continuous and broken lines represent the 3 and 2.5 $`\sigma `$ levels respectively). It is evident that for the 10LG case there is a significant trend of increasing alignment signal both with increasing $`\sigma _v`$ and supercluster percolation radius. It is also interesting that for the BCG’s there seems to be a dependence of their alignment, with their parent cluster orientation, mostly to the environment, almost independent of their velocity dispersion. This could indicate a different (or “special”) formation process for the BCG, with respect to the other luminous cluster galaxies (cf. West 1994).

Our results indicate that cluster alignments are stronger in clusters located in a high density environment and characterised by a high-velocity dispersion. Since we already have independent indications that clusters in high-density environments show significantly more substructure (Plionis & Basilakos 2002; Schüecker et al. 2001), our results suggest that the strongest alignment effects have been detected in dynamically young clusters, ie., characterised by both a strong subclustering and a high-velocity dispersion.

## 3 A case study: the dynamical active Abell 521

The galaxy cluster A521 is a dynamically very active cluster with multiple evidences of merging both in optical and X-Ray data. In particular, its very high velocity dispersion of $`1300`$ km/s (Maurogordato et al. 2000) has been explained as the result of various merging events (Ferrari et al. 2003). The main component of the cluster shows a clear North-West/South-East direction, both in X-ray and in optical, which is the main direction of the undergoing merger event, but also a high density ridge in the core region perpendicular to the main direction, suspected to result from an older merger. The cluster is embedded in a dense large-scale environment (Arnaud et al. 2000). At the light of the results of the previous section, this high velocity dispersion and highly substructured cluster embedded in high density environment should be an excellent target for detecting galaxy alignments.

Part of a larger program of a multi-wavelength follow up of merging clusters, Abell 521 has been covered with B- and I-band imaging obtained with the CFHT12k camera over a field of 45$`\times `$30 arcmin<sup>2</sup> centred on the cluster. The galaxy catalogue (positions, magnitudes and shape parameters) was built with SExtractor. From the analysis of the I$`\times `$(B-I) colour-magnitude diagram we have extracted all the galaxies lying on the red sequence region allowing to select the most likely early type galaxies belonging to the cluster (see Ferrari et al. 2003). Such a filtering of the galaxy catalog is very important since foreground or background galaxies can significantly smear out any true alignment effect. The alignment analysis presented in the present paper has been performed using the shape parameters measured in the B-band image leading to a more precise measurement of the position angles than in the I-band where the light profiles of the galaxies are more peaked. In figure 8 we show the stellar ellipticity frequency distribution which peaks at $`ϵ0.03`$ and drops exponentially thereafter. Therefore, to avoid the gross effects of possible PSF inhomogeneities and to ensure a robust position angle determination (since it is ill defined for nearly spherical objects), we have imposed a minimum ellipticity of $`ϵ=0.1`$.

### 3.1 A521 Shape Parameters

The shape parameters of the cluster (ellipticity and position angle) were estimated using the familiar moments of inertia method applied on the smoothed or the discrete galaxy distribution (cf. Basilakos, Plionis & Maddox 2000 for such an application). First, all galaxies within an initial small radius around the cluster cD or X-ray centre (Arnaud et al. 2000) are used to define the initial value of the cluster shape parameters. Then, the next nearest galaxy is added to the initial group and the shape is recalculated and thus we obtain the cluster shape parameters as a function of cluster-centric distance. Within 1 $`h^1`$ Mpc of the central cD galaxy the cluster position angle and ellipticity have value of:

$$\theta _c140^{}\pm 15^{}\&ϵ0.45\pm 0.1,$$

where the uncertainty is derived from the fluctuations around the mean by varying the limiting magnitude or by weighting each galaxy either by its $`L_b`$ or by unity.

### 3.2 Galaxy member orientations

In figure 9 we present the galaxy position angles for different magnitude slices and for two limiting distances from the cluster centre, parametrised by $`m_{}`$ which corresponds to the knee of the B-band optical galaxy luminosity function where $`M_{}19.7`$ and therefore $`m_{}20.8`$. There is an evident concentration around $`120^{}160^{}`$ in all magnitude bins, although at fainter magnitudes there is a slight shift toward the lower end of this range. This can be quantified by estimating the preferred galaxy orientation of the galaxy position angle distribution using the fundamental harmonics ($`n=1`$) of their Fourier transform (cf. Djorgovski 1983):

$$\theta _{\mathrm{pr}}=\frac{1}{2}\mathrm{arctan}\left(S_1/C_1\right).$$
(5)
The values of $`\theta _{\mathrm{pr}}`$ for the different magnitude slices within 1.5 and 2.5 $`h^1`$ Mpc from the cluster centre, are reported in table 3 and it is evident that they are in good agreement with the cluster position angle which also coincides with the direction ($`\varphi 138^{}`$) to the nearest Abell cluster neighbour (Abell 517). These results are robust to changes of the limiting galaxy ellipticity as can be seen in table 3. Furthermore, it is extremely interesting that the same galaxy preferred orientation is evident within 1.5 and also within 2.5 $`h^1`$ Mpc from the cluster central cD galaxy. The fact that the preferred galaxy orientation, $`\theta _{\mathrm{pr}}`$, coincides with the orientations of the cluster major axis, of the brightest cluster galaxies and with the direction to the nearest cluster neighbour is a strong indication that the anisotropic orientation distribution is not due to possible systematics and strongly supports the anisotropic merger structure formation scenario.

In table 3 we also present the outcome of the statistical tests used to assess the significance of our results. It is evident that the brightest and faintest slices present results significantly different from the Poisson expectations, while the intermediate slice shows low significant difference. This however could be because in this magnitude range, there appears to be an excess of galaxies with position angles at $`30^{}`$, which coincides with the direction of the ridge structure S1 of Arnaud et al. (2000) and which is mostly evident in this magnitude range. Note that if we use all the galaxy position angles down to $`m24`$ all three tests show a significant difference from the Poisson expectation at a 99.999% level.

### 3.3 A521 groups orientation

Since the matter distribution outside the cluster itself could be anisotropically distributed, not necessarily following the orientation indicated by the cluster major-axis, we have estimated the preferred orientation of the high-density regions as well as the galaxy major axis preferred orientation in independent shells of $`1h^1`$ Mpc width each. To this end we estimate the major axis orientation of the projected high-density excursion set (which correspond to groups of galaxies and different substructures) by Gaussianly smoothing the projected galaxy distribution on a $`N\times N`$ grid (with $`N`$ ranging from 300 to 400) and measuring the position angles of dense groups ($`\rho /\rho >14`$) containing more than 12 cells (surface area $`>\text{ }2700`$ kpc<sup>2</sup>).

We find that the group orientation distribution closely follows that of the individual galaxies with an almost identical preferred orientation angle, $`\theta _{\mathrm{pr}}`$. This is clearly seen in figure 10 were we present the histogram of the group and galaxies position angles (red and black histogram respectively), for two cluster-centric distances (one within the nominal radius of 2 $`h^1`$ Mpc and one between 2 and 5 $`h^1`$ Mpc; were the last group is found). Note that, in order to detect groups in the outer shell, we have reduced the density threshold to $`\rho /\rho >11`$. In table 4 we present the preferred orientations of groups and of galaxies in the different shells, their misalignment angle and the probability that this misalignment angle is due to chance. The $`>30^{}`$ misalignment angle between the galaxy and group preferred orientations in the 3<sup>rd</sup> and 4<sup>th</sup> bin reduces to $`<10^{}`$ if we apply our analysis to a lower limiting magnitude ($`m_{\mathrm{b},\mathrm{lim}}23.8`$), since we do expect a higher fraction of projection contamination from apparently faint galaxies outside the dense cluster region.

### 3.4 Outcome

We therefore conclude that the dynamically very young and in the phase of merging Abell 521 shows significant red-sequence galaxy major-axis alignments, within the cluster but also in its nearby environment ($`<\text{ }5h^1`$ Mpc), with (a) the cluster major-axis orientation, (b) the groups/substructures preferred orientation and (c) with the direction of the nearest Abell cluster (A517).

## 4 Summary

We have set out to investigate whether galaxies in clusters show any alignment of their major axis with the cluster orientation and whether such an effect is related to the cluster environment and dynamical state. We tackle this question by using a statistical approach, analysing the POSS scans of 303 Abell clusters ($`z0.07`$, $`m_{10}<17`$) and a case study of a highly dynamically active cluster (A521) using multicolour, wide-field, deep imaging data.

In order not to contaminate our statistical results with the well-established BCG-cluster alignment we have excluded these galaxies from our analysis. We find that clusters indeed show significant bright galaxy major axis alignments with the cluster position angle but only in high-density environments (superclusters). Furthermore, the alignment signal is stronger in higher velocity dispersion clusters. Moreover, we have also found in our sample that the high velocity dispersion clusters, in high density environments, appear to be dynamically young, merging clusters, a fact which points strongly in the direction of galaxy alignments being correlated with their parent cluster dynamical youth.

Similarly, in our detailed analysis of the dynamically very active Abell 521 we have found significant red-sequence galaxy alignments out to $`5h^1`$ Mpc from cluster core. The alignments are evident within the cluster as well in the outer environment and the preferred galaxy orientation is closely related to the mass distribution orientation, as well as with the direction of the nearest Abell cluster (A517).

These results provide evidence that significant galaxy alignments are present in dynamically young clusters belonging in superclusters, that also extend to the large-scale environment around clusters. Furthermore, these results lead also to the necessity of a possible revision of all those cluster weak lensing studies done in only one pass band, in which case it is impossible to separate background objects from the cluster members.

We would like to thank the secondary school students of the 4$`th`$ and 5$`th`$ Astrophysics Summer School for their dedication and help in analysing part of the Abell cluster images used in this study. This work has been supported by the Greek-French scientific bilateral program (2002-2003) entitled Study of the formation of large-scale structure using optical and X-ray data’.


text:
# Higher-dimensional Dedekind sums and their bounds arising from the discrete diagonal of the 𝑛-cube

## 1. Introduction

Historically, Dedekind sums first appeared in Dedekind’s transformation law of his $`\eta `$-function . Dedekind sums have since become an integral part of combinatorial geometry (lattice point enumeration ), algebraic number theory (class number formulae ), topology (signature defects of manifolds ), and algorithmic complexity (pseudo random number generators ). We begin by defining the classical Dedekind sum, whose basic ingredient is the sawtooth function

$$((x))=\{\begin{array}{cc}\{x\}\frac{1}{2}& \text{ if }x\hfill \\ 0& \text{ if }x.\hfill \end{array}$$

Here $`\{x\}=xx`$ denotes the fractional part of a real number $`x`$.

For any two positive integers $`a`$ and $`b`$, we define the *classical Dedekind sum* as

(1.1)
$$s(a,b)=\underset{k\text{ mod }b}{}\left(\left(\frac{ka}{b}\right)\right)\left(\left(\frac{k}{b}\right)\right).$$

Here the sum is over a complete residue system modulo $`b`$.

The classic introduction to the arithmetic properties of the Dedekind sum is . The Dedekind sums have recently been cast in a new light as essentially the second moments of an appealing probability model introduced by Dilcher and Girstmair . They divide an interval of length $`a`$ into $`b`$ equal subintervals (“boxes”) and count the number of integers in each subinterval.

We generalize their approach by considering a $`d`$-dimensional cube ($`d2`$) of side length $`a`$. Along the $`d`$-dimensional main diagonal we mark the points with integer coordinates. The cube is now partitioned to $`b_1b_2\mathrm{}b_d`$ rectangular parallelopipeds by dividing the $`j^{\text{th}}`$ side of the cube to $`b_j`$ equal length intervals. Each parallelopiped is given the coordinates $`(j_1,j_2,\mathrm{},j_d)`$ where $`j_k=1,\mathrm{},b_k(k=1,\mathrm{},d)`$. Let $`f_{a;b_1,\mathrm{},b_d}(j_1,\mathrm{},j_d)`$ denote the number (frequency) of marked points along the main diagonal which belong to the $`(j_1,j_2,\mathrm{},j_d)`$-parallelopiped. The generalized Dedekind sums under consideration are

(1.2)
$$S_d(a;𝐛)=S_d(a;b_1,b_2,\mathrm{},b_d)=\frac{1}{a}\underset{k_1=0}{\overset{b_11}{}}\mathrm{}\underset{k_d=0}{\overset{b_d1}{}}k_1\mathrm{}k_df_{a;b_1,\mathrm{},b_d}(k_1,\mathrm{},k_d),$$

a mixed moment for the $`f_{a;b_1,\mathrm{},b_d}`$ distribution. In Section 2 we present basic definition and facts. We show that

(1.3)
$$S_d(a;𝐛)=\frac{1}{a}\underset{m=0}{\overset{a1}{}}\frac{mb_1}{a}\mathrm{}\frac{mb_d}{a},$$

For the case $`d=1`$ we define the $`k^{\text{th}}`$ moment as

(1.4)
$$M_k(a;b)=\frac{1}{a}\underset{m=0}{\overset{a1}{}}\frac{mb}{a}^k.$$

These moments are used in Sections 5 and 6 to provide, via the Cauchy-Schwartz inequality, upper bounds for $`S_d(a;𝐛)`$.

The second moment $`M_2(a;b)`$ is of special importance since it is connected with the classical Dedekind sum $`s(a,b)`$ according to the formula (see Section 2)

(1.5)
$$M_2(a;b)=\frac{(b^2+1)(a1)(2a1)}{6a^2}\frac{(a1)b}{2a}\frac{2b}{a}s(b,a).$$

By analyzing the structure of the univariate and bivariate frequency distributions (Section 3), we derive in Section 4 new formulae for $`M_2(a;b)`$, in some special cases, and provide several types of lower and upper bounds. In Section 5 we analyze the ratio of $`S_2(a;b_1,b_2)`$ to its upper bound $`\left(M_2(a;b_1)M_2(a;b_2)\right)^{1/2}`$. All these ratios $`R_2(a;b_1,b_2)`$ are empirically found to be greater or equal to $`R_2(5;2,3)=\sqrt{3}/2`$, leading to the following conjecture (see section $`5.1`$ below):

Conjecture 1. For all $`a,b,c3`$,

(1.6)
$$R_2(a;b,c)R_2(5;2,3)=\frac{\sqrt{3}}{2}.$$

Geometrically, $`S_2(a;b_1,b_2)`$ is an inner product of the vectors $`𝐯_{b_1}=(\frac{b_1}{a},\frac{2b_1}{a},\mathrm{},\frac{(a1)b_1}{a})`$ and $`𝐯_{b_2}=(\frac{b_2}{a},\frac{2b_2}{a},\mathrm{},\frac{(a1)b_2}{a})`$ in $`^{a1}`$, and $`R_2(a;b_1,b_2)`$ is the cosine of the angle between these two vectors. It appears from both empirical and theoretical evidence that all these vectors, for $`a3,b_1,b_22`$, are within a cone with largest possible angle of $`\mathrm{cos}^1(\sqrt{3}/2)=\pi /6`$. In Section 5.1 we have some general results and observations on the functions $`R_2(a;b_1,b_2)`$. In Section 5.2 we analyze the geometry of the vectors $`𝐯_b=(\frac{b}{a},\frac{2b}{a},\mathrm{},\frac{(a1)b}{a})`$ and prove several lemmas, which lend further credence to the validity of Conjecture 1. Finally, in Section 6 we present higher-dimensional upper bounds for $`S_d(a;𝐛)`$ in terms of the $`r`$’th moments $`M_r(a;b)`$, and prove that $`M_r(a;b)`$ is log-convex in $`r`$.

## 2. Generalizing the Dilcher-Girstmair model

We introduce the $`d`$-dimensional analog of the Dilcher-Girstmair model. We begin gently with the two-dimensional extension: given three positive integers $`a`$, $`b`$, and $`c`$, divide one of the sides of the square $`[0,a)\times [0,a)`$ into $`b`$ parts of length $`a/b`$, and the other side into $`c`$ parts of length $`a/c`$. This division induces a grid (see Figure 1 for an example).

We thus have $`bc`$ boxes of equal size. We think of each box as half open: we count the left (excluding the highest point) and bottom side (excluding the right-most point) as belonging to the box. Let’s mark each box by a pair of integers $`(j,k)`$ where $`0jb1`$ and $`0kc1`$. We will study the integer lattice points in the square; note that the box $`(j,k)`$ contains the point $`(m,n)^2`$ if and only if

(2.1)
$$\frac{ja}{b}m<\frac{(j+1)a}{b}\text{ and }\frac{ka}{c}n<\frac{(k+1)a}{c}.$$

Equivalent to this condition is the following:

$$j\frac{mb}{a}<j+1\text{ and }k\frac{nc}{a}<k+1,$$

which can be rewritten in compact form using the greatest integer function $`x`$ (the greatest integer not exceeding $`x`$):

(2.2)
$$j=\frac{mb}{a}\text{ and }k=\frac{nc}{a}.$$

We formalize the distribution of integer points within each of the $`bc`$ boxes as follows.

###### Definition 1.

Let $`f_{a;b,c}(j,k)`$ denote the number of marked lattice points on the diagonal in the box $`(j,k)`$.

Notice that most of these frequencies are zero. We can evaluate the following sum in two ways according to the equivalence of (2.1) and (2.2):

(2.3)
$$\underset{j=0}{\overset{b1}{}}\underset{k=0}{\overset{c1}{}}jkf_{a;b,c}(j,k)=\underset{m=0}{\overset{a1}{}}\frac{mb}{a}\frac{mc}{a}.$$

A special case of this is $`b=c`$, for which we make the following definition.

###### Definition 2.

Let $`f_{a;b}(j)`$ denote the number of marked integers in the $`j^{\text{th}}`$ subinterval when we divide $`[0,a)`$ into $`b`$ equal parts.

We remark that $`f_{a;b}(j)=f_{a;b,b}(j)`$. When $`b=c`$ the double sums reduce to the one-dimensional sums studied by Dilcher and Girstmair, i.e.

(2.4)
$$\underset{j=0}{\overset{b1}{}}\underset{k=0}{\overset{b1}{}}jkf_{a;b,b}(j,k)=\underset{j=0}{\overset{b1}{}}j^2f_{a;b}(j)=\underset{m=0}{\overset{a1}{}}\frac{mb}{a}^2.$$

The sum on the right hand is essentially a classical Dedekind sum: If $`a`$ and $`b`$ are relatively prime,

$`{\displaystyle \underset{m=0}{\overset{a1}{}}}{\displaystyle \frac{mb}{a}}^2`$ $`={\displaystyle \underset{m=1}{\overset{a1}{}}}\left({\displaystyle \frac{mb}{a}}\left\{{\displaystyle \frac{mb}{a}}\right\}\right)^2`$
$`={\displaystyle \underset{m=1}{\overset{a1}{}}}\left({\displaystyle \frac{mb}{a}}\right)^22{\displaystyle \underset{m=1}{\overset{a1}{}}}{\displaystyle \frac{mb}{a}}\left\{{\displaystyle \frac{mb}{a}}\right\}+{\displaystyle \underset{m=1}{\overset{a1}{}}}\left\{{\displaystyle \frac{mb}{a}}\right\}^2`$
$`={\displaystyle \frac{b^2}{a^2}}{\displaystyle \underset{m=1}{\overset{a1}{}}}m^22b{\displaystyle \underset{m=1}{\overset{a1}{}}}\left({\displaystyle \frac{m}{a}}{\displaystyle \frac{1}{2}}\right)\left(\left\{{\displaystyle \frac{mb}{a}}\right\}{\displaystyle \frac{1}{2}}\right)2b{\displaystyle \underset{m=1}{\overset{a1}{}}}{\displaystyle \frac{m}{a}}+{\displaystyle \frac{2b(a1)}{4}}+{\displaystyle \underset{m=1}{\overset{a1}{}}}\left({\displaystyle \frac{m}{a}}\right)^2`$
$`={\displaystyle \frac{(b^2+1)(a1)(2a1)}{6a}}2bs(b,a){\displaystyle \frac{1}{2}}b(a1)`$
This and similar sums coming from the one-dimensional case will appear repeatedly in the exposition that follows.

###### Definition 3.

For any two positive integers $`a`$ and $`b`$, let

$$M_k(a;b)=\frac{1}{a}\underset{m=0}{\overset{a1}{}}\frac{mb}{a}^k.$$

$`M_k`$ is the $`k^{\text{th}}`$ moment of the Dilcher-Girstmair probability distribution (see Section 6). By (2.4), the definition of $`M_k`$ is equivalent to

$$M_k(a;b)=\frac{1}{a}\underset{j=0}{\overset{b1}{}}j^kf_{a;b}(j).$$

We just showed above that $`M_2`$ corresponds to the classical Dedekind sum $`s(a,b)`$ as in (1.5).

The model that we described above extends naturally to higher dimensions. Instead of considering a square, let’s divide the $`d`$-dimensional cube $`[0,a)\times \mathrm{}\times [0,a)`$ into $`b_1\mathrm{}b_d`$ equal boxes by a similar construction as above: now we divide the first side into $`b_1`$ equal intervals, the next one into $`b_2`$ equal intervals, and so on. Again we will count the number of marked integer lattice point on the main diagonal of this cube, according to the box they are in. As above we will label each box, say by $`(k_1,\mathrm{},k_d),0k_jb_j1`$, and we will denote the function counting the lattice points in box $`(k_1,\mathrm{},k_d)`$ by

$$f_{a;b_1,\mathrm{},b_d}(k_1,\mathrm{},k_d).$$

As before, an elementary counting-two-ways argument yields

$$\underset{k_1=0}{\overset{b_11}{}}\mathrm{}\underset{k_d=0}{\overset{b_d1}{}}k_1\mathrm{}k_df_{a;b_1,\mathrm{},b_d}(k_1,\mathrm{},k_d)=\underset{m=0}{\overset{a1}{}}\frac{mb_1}{a}\mathrm{}\frac{mb_d}{a}.$$

This naturally leads to the following definition.

###### Definition 4.

For positive integers $`a,b_1,b_2,\mathrm{},b_d`$, we define

$$S_d(a;𝐛)=S_d(a;b_1,b_2,\mathrm{},b_d)=\frac{1}{a}\underset{m=0}{\overset{a1}{}}\frac{mb_1}{a}\mathrm{}\frac{mb_d}{a},$$

This is a generalized Dedekind sum. Our goal is to find relations for the sums $`S_d(a;𝐛)`$.

## 3. The two-dimensional frequency distribution $`\left\{f_{a;b,c}(j,k)\right\}`$ and its marginal distributions

In this section we focus on the study of the distribution frequencies $`f_{a;b,c}(j,k)`$ using the duality interpretation given by (2.3). It appears impossible to derive a closed formula for the number of diagonal lattice points that belong to the $`(j,k)`$th rectangle, that is, $`f_{a;b,c}(j,k),j=0,\mathrm{},b1,k=0,\mathrm{},c1`$. We developed an algorithm, given in the appendix, for computing the values of $`f_{a;b,c}(j,k)`$ and of the marginal frequencies

$$f_{a;b}(j)=\underset{k=0}{\overset{c1}{}}f_{a;b,c}(j,k)\text{ and }f_{a;c}(k)=\underset{j=0}{\overset{b1}{}}f_{a;b,c}(j,k).$$

*Example.* In Table 2 we present these distributions for the case $`a=50,b=13,c=7`$. From this table we can immediately verify that

$$\underset{j=0}{\overset{12}{}}\underset{k=0}{\overset{6}{}}kjf_{50;13,7}(j,k)=\underset{m=0}{\overset{49}{}}\frac{13m}{50}\frac{7m}{50}=1236.$$

By analyzing the structure of the marginal distributions we can arrive at closed formulae for $`M_k(a;b)`$. For example, one can immediately verify that

$$f_{a;b}(j)=n=\frac{a}{b},j=0,\mathrm{},b1\text{ if }a0modb,$$

and

(3.1)
$$f_{a;b}(j)=\{\begin{array}{cc}\frac{a}{b}+1& \text{ if }j=0,\hfill \\ \frac{a}{b}& \text{ if }j>0\hfill \end{array}\text{ if }a1modb$$

Thus for $`a0,1modb`$ we immediately obtain

$$M_k(a;b)=\frac{1}{a}\frac{a}{b}\underset{j=1}{\overset{b1}{}}j^k.$$

In general, the one-dimensional frequencies can be bounded as

(3.2)
$$\frac{a}{b}f_{a;b}(j)<\frac{a}{b}.$$

A book-keeping device that will help us keep track of the difference between the frequency and $`\frac{a}{b}`$ is the following.

###### Definition 5.

$`I_{a;b}(j)=f_{a;b}(j)\frac{a}{b}`$.

Notice that by (3.2) we have $`I_{a;b}(j)=0,1`$ for all $`a,b,j=0,\mathrm{},b1`$. Accordingly we rewrite the $`k^{\text{th}}`$ moment of the Dilcher-Girstmair distribution as follows.

(3.3)
$$M_k(a;b)=\frac{1}{a}\left(\frac{a}{b}\underset{j=1}{\overset{b1}{}}j^k+\underset{j=1}{\overset{b1}{}}j^kI_{a;b}(j)\right).$$

The second sum allows for a finer analysis of these moments. A trivial example follows from the fact that $`I_{a;b}(j)0`$:

$$M_k(a;b)\frac{1}{a}\frac{a}{b}\underset{j=1}{\overset{b1}{}}j^k.$$

This bound gets achieved, for example, when $`a0,1modb`$. In the following section, we study $`I_{a;b}(j)`$ and its second moments.

## 4. Some Formulae and bounds for $`M_2`$

Of special interest is $`M_2(a;b)`$, due to its relationship to the Dedekind sum $`s(a,b)`$. According to (3.3)

(4.1)
$$aM_2(a;b)=\frac{a}{b}\frac{(b1)b(2b1)}{6}+\underset{j=1}{\overset{b1}{}}j^2I_{a;b}(j).$$

One may think about this identity in terms of the Dilcher-Girstmair distribution model: Among the $`a`$ integers in $`[0,a)`$, we have at least $`a/b`$ of them in each interval

$$[\frac{ka}{b},\frac{(k+1)a}{b}),k=0,\mathrm{},b1.$$

These integers are represented in the first term on the right-hand side of (4.1). Suppose $`almodb`$ where $`0<l<b`$ (the case $`b|a`$ is special and very easy to handle: $`I_{a;b}(j)=0`$ for all $`j`$); then there are $`l1`$ integers “left” which haven’t been accounted for (note that the first interval $`[0,a/b)`$ contains $`a/b+1`$ integers). These $`l1`$ integers are represented in the second term on the right-hand side of (4.1). In fact, one can say more about them. Because they are uniformly distributed among the $`b`$ intervals, we obtain

(4.2)
$$D_2(a;b)=\underset{j=1}{\overset{b1}{}}j^2I_{a;b}(j)=\underset{m=1}{\overset{l1}{}}\frac{mb}{l}^2=lM_2(l;b),l2.$$

Note that, in particular, $`D_2(a;b)`$ depends on $`a`$ only via $`lamodb`$. In special cases of $`almodb`$, we can obtain closed formulas for $`D_2(a;b)`$, given in the following theorem.

###### Theorem 1.

Let $`lamodb`$ then $`D_2(a;b)`$ is given by the following formulae:

| $`l`$ | $`D_2(a;b)`$ |  |
| --- | --- | --- |
| 0,1 | 0 |  |
| 2 | $`\frac{b}{2}^2`$ |  |
| 3 | $`5\frac{b}{3}^2`$ | if $`b0,1mod3`$ |
|  | $`5\frac{b}{3}^2+4\frac{b}{3}+1`$ | if $`b2mod3`$ |
| 4 | $`14\frac{b}{4}^2`$ | if $`b0,1mod4`$ |
|  | $`14\frac{b}{4}^2+10\frac{b}{4}+2`$ | if $`b2mod4`$ |
|  | $`14\frac{b}{4}^2+16\frac{b}{4}+5`$ | if $`b3mod4`$ |
| 5 | $`30\frac{b}{5}^2`$ | if $`b0,1mod5`$ |
|  | $`30\frac{b}{5}^2+14\frac{b}{5}+2`$ | if $`b2mod5`$ |
|  | $`30\frac{b}{5}^2+26\frac{b}{5}+6`$ | if $`b3mod5`$ |
|  | $`30\frac{b}{5}^2+40\frac{b}{5}+14`$ | if $`b4mod5`$ |

*Proof.* This follows directly from (4.2). $`\mathrm{}`$

In general, one can use (4.2) to obtain inequalities for $`D_2(a;b)`$ and hence for $`M_2(a;b)`$. To this extend, we use the fact that

$$\left(m\frac{b}{l}\right)^2\frac{mb}{l}^2\left(\frac{mb}{l}\right)^2,l1,$$

which implies the following bounds for $`l2`$.

$$\frac{b}{l}^2\underset{m=1}{\overset{l1}{}}m^2=\frac{b}{l}^2\frac{(l1)l(2l1)}{6}D_2(a;b)\left(\frac{b}{l}\right)^2\frac{(l1)l(2l1)}{6}=\underset{m=1}{\overset{l1}{}}\left(\frac{mb}{l}\right)^2.$$

Accordingly, we have the following:

###### Theorem 2.

For $`almodb`$

(4.3)
$$M_2(a;b)=\frac{a}{b}\frac{(b1)b(2b1)}{6}\text{ if }l=0,1,$$

and for $`l2`$

(4.4)
$$M_2(a;b)\frac{a}{b}\frac{(b1)b(2b1)}{6}+\frac{b}{l}^2\frac{(l1)l(2l1)}{6}.$$

and

(4.5)
$$M_2(a;b)\frac{a}{b}\frac{(b1)b(2b1)}{6}+\frac{b^2(l1)(2l1)}{6l}.$$

Naturally, (4.2) can be refined further to give even better bounds. We illustrate one further step here. Suppose as before that $`almodb`$ where $`1<l<b`$, and moreover that $`b=b/ll+k`$, so that $`0kl1`$. According to (4.2) this gives

$`D_2(a;b)`$ $`={\displaystyle \underset{m=1}{\overset{l1}{}}}{\displaystyle \frac{mb}{l}}^2={\displaystyle \underset{m=1}{\overset{l1}{}}}{\displaystyle \frac{m(b/ll+k)}{l}}^2={\displaystyle \underset{m=1}{\overset{l1}{}}}\left(m{\displaystyle \frac{b}{l}}+{\displaystyle \frac{mk}{l}}\right)^2`$
$`={\displaystyle \frac{b}{l}}^2{\displaystyle \frac{(l1)l(2l1)}{6}}+2{\displaystyle \frac{b}{l}}{\displaystyle \underset{m=1}{\overset{l1}{}}}m{\displaystyle \frac{mk}{l}}+{\displaystyle \underset{m=1}{\overset{l1}{}}}{\displaystyle \frac{mk}{l}}^2.`$
###### Lemma 3.

For all $`l2`$

$$D_2(a;b)=\frac{b}{l}^2\frac{(l1)l(2l1)}{6}\text{ if }k=0,1,$$

(4.6)
$$D_2(a;b)=\frac{b}{l}^2\frac{(l1)l(2l1)}{6}+\{\begin{array}{cc}\frac{b}{l}\left((l1)l\frac{1}{4}l(l2)\right)+\frac{l}{2}\hfill & \text{ if }l\text{ is even, }\hfill \\ \frac{b}{l}(l1)l\frac{l}{2}\left(1+\frac{l}{2}\right)+\frac{l}{2}\hfill & \text{ if }l\text{ is odd. }\hfill \end{array}.$$

For example, if $`l=4,k=2`$

$$D_2(4,b)=\frac{b}{4}^2\frac{347}{6}+10\frac{b}{4}+2,$$

and if $`l=5,k=2`$

$$D_2(5,b)=\frac{b}{5}^2\frac{459}{6}+14\frac{b}{5}+2,$$

as stated in Theorem 1. Finally, since $`\frac{mk}{l}\frac{m2}{l}`$ for all $`k2`$, the above formula of $`D_2(a;b)`$ for $`k=2`$ is a lower bound.

Similar bounds can be derived “classically” by applying Dedekind’s famous reciprocity law:

###### Theorem 4 (Dedekind).

If $`a`$ and $`b`$ are relatively prime then

(4.7)
$$s(a,b)+s(b,a)=\frac{1}{4}+\frac{1}{12}\left(\frac{a}{b}+\frac{1}{ab}+\frac{b}{a}\right).$$

Denote the rational function appearing in Theorem 4 by

(4.8)
$$R(a,b)=\frac{1}{4}+\frac{1}{12}\left(\frac{a}{b}+\frac{1}{ab}+\frac{b}{a}\right).$$

Then we obtain for $`almodb`$, where $`a`$ and $`b`$ are relatively prime and $`1<l<b`$,

$$s(b,a)=R(a,b)s(a,b)=R(a,b)s(l,b)=R(a,b)R(b,l)+s(b,l).$$

It is well known (and a straightforward exercise) that

(4.9)
$$\left|s(b,l)\right|s(1,l)=\frac{l}{12}\frac{1}{4}+\frac{1}{6l},$$

which gives the following bounds:

(4.10)
$$R(a,b)R(b,l)s(1,l)s(b,a)R(a,b)R(b,l)+s(1,l).$$

These inequalities, in turn, can be transformed into inequalities for $`M_2`$ via (1.5), to obtain:

###### Theorem 5.

Lower and upper bounds for $`M_2`$ are:

(4.11)
$$M_2(a;b)\frac{(b^2+1)(a1)(2a1)}{6a^2}\frac{(a1)b}{2a}\frac{2b}{a}\left(R(a,b)R(b,l)+s(1,l)\right).$$

(4.12)
$$M_2(a;b)\frac{(b^2+1)(a1)(2a1)}{6a^2}\frac{(a1)b}{2a}\frac{2b}{a}\left(R(a,b)R(b,l)s(1,l)\right).$$

In the following table we give the exact values of $`aM_2(a;b)`$ and their lower bounds. We denote by

flb1 the lower bound according to (4.4),
flb2 the lower bound according to (4.6),
rlb the lower bound according to (4.11),
fub the upper bound according to (4.5),
rub the upper bound according to (4.12).

Note that we can compute rlb and rub only when $`a`$ and $`b`$ are relatively prime.

| $`a`$ | $`b`$ | exact | flb1 | flb2 | rlb | fub | rub |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 5 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
| 5 | 3 | 6 | 6 | 6 | 6 | 6 | 6 |
| 5 | 4 | 14 | 14 | 14 | 14 | 14 | 14 |
| 6 | 2 | 3 | 3 | 3 |  | 3 |  |
| 6 | 3 | 10 | 10 | 10 |  | 10 |  |
| 6 | 4 | 18 | 18 | 18 |  | 18 |  |
| 6 | 5 | 30 | 30 | 30 | 30 | 30 | 30 |
| 7 | 2 | 3 | 3 | 3 | 3 | 3 | 3 |
| 7 | 3 | 10 | 10 | 10 | 10 | 10 | 10 |
| 7 | 4 | 19 | 19 | 19 | 19 | 19 | 19.9 |
| 7 | 5 | 34 | 34 | 34 | 34 | 34 | 34 |
| 7 | 6 | 55 | 55 | 55 | 55 | 55 | 55 |
| 35 | 7 | 455 | 455 | 455 |  | 455 |  |
| 39 | 7 | 490 | 469 | 481 | 486.5 | 497 | 490 |
| 40 | 7 | 501 | 485 | 501 | 498.2 | 513 | 503.8 |
| 41 | 7 | 510 | 510 | 510 | 510 | 529 | 517.8 |
| 10 | 3 | 15 | 15 | 15 | 15 | 15 | 15 |
| 11 | 3 | 16 | 16 | 16 | 16 | 16 | 16 |
| 21 | 6 | 185 | 185 | 185 |  | 185 |  |
| 20 | 6 | 174 | 174 | 174 |  | 174 |  |
| 11 | 7 | 126 | 105 | 117 | 122.5 | 133 | 126 |
| 10 | 9 | 204 | 204 | 204 | 204 | 204 | 204 |
| 11 | 9 | 220 | 220 | 220 | 220 | 220 | 220 |
| 12 | 9 | 249 | 249 | 249 |  | 249 |  |
| 13 | 9 | 260 | 260 | 260 | 260 | 274 | 264.5 |
| 14 | 9 | 288 | 234 | 250 | 280.8 | 301 | 288 |
| 15 | 9 | 315 | 259 | 286 |  | 327 |  |
| 16 | 9 | 328 | 295 | 328 | 322.9 | 354 | 335.7 |
| 17 | 9 | 344 | 344 | 344 | 344 | 381 | 359.75 |
| 24 | 10 | 648 | 626 | 648 |  | 657 |  |

## 5. Bounds for generalized Dedekind sums: the case $`d=2`$

### 5.1. Applications of the Cauchy-Schwartz inequality

In the present section we discuss some relationships between the $`S`$ and the $`M`$-functions. By definition, if $`b_1=\mathrm{}=b_d`$

$$S_d(a;b\mathbf{1}_d)=M_d(a;b),d=1,2,\mathrm{}$$

Here $`\mathrm{𝟏}_d`$ denotes the $`d`$-dimensional vector all of whose components are 1. The Cauchy-Schwartz inequality yields immediately, for $`d=2`$, the inequality

$$S_2(a;b_1,b_2)\left(M_2(a;b_1)M_2(a;b_2)\right)^{1/2},$$

with equality if and only if $`b_1=b_2`$. Let

(5.1)
$$R_2(a;b_1,b_2)=\frac{S_2(a;b_1,b_2)}{\sqrt{M_2(a;b_1)M_2(a;b_2)}}.$$

In the following table we give a few values of $`R_2(a;b_1,b_2)`$.

$$\begin{array}{cccc}\hfill a& \hfill b_2& R_2(a;2,b_2)& R_2(a;3,b_2)\\ & & & \\ \hfill 11& \hfill 7& 0.9163& 0.9799\\ \hfill 21& \hfill 5& 0.9237& 0.9721\\ \hfill 18& \hfill 11& 0.9297& 0.9729\\ \hfill 73& \hfill 39& 0.9189& 0.9695\\ \hfill 99& \hfill 33& 0.9192& 0.9707\end{array}$$

It is interesting to observe in this table that all these $`R_2(a;b,c)`$-values are close to 1, and that among these values $`R_2(a;2,b_2)<R_2(a;3,b_2)`$. The question is whether this inequality is always true. A partial answer is given in Lemma 10 of Section 5.2. Empirical evaluations lead us to the following conjecture:

###### Conjecture 1.

For all $`a,b,c3`$,

(5.2)
$$R_2(a;b,c)R_2(5;2,3)=\frac{\sqrt{3}}{2}.$$

Notice that according to the previous definitions, $`R_2(a;b,c)`$ is the cosine of the angle between the two vectors

$$𝐯_b=(\frac{b}{a},\frac{2b}{a},\mathrm{},\frac{(a1)b}{a})\text{ and }𝐯_c=(\frac{c}{a},\frac{2c}{a},\mathrm{},\frac{(a1)c}{a}).$$

In section 5.2 we present the geometrical correspondence, which is utilized to obtain further results.

Exact formulae can be derived for $`R_2(a;2,a),a3`$. Indeed

(5.3)
$$S_2(a;2,a)=\{\begin{array}{cc}\frac{a1}{2}\frac{a/2(1+a/2)}{2a}& \text{ if }\frac{a}{2}<\frac{a}{2},\text{ i.e., }a\text{ is odd, }\hfill \\ \frac{a1}{2}\frac{1}{4}\left(\frac{a}{2}1\right)& \text{ if }\frac{a}{2}=\frac{a}{2},\text{ i.e., }a\text{ is even. }\hfill \end{array}$$

Moreover

$$M_2(a;2)=\frac{1}{a}\frac{a}{2},$$

and

$$M_2(a;a)=\frac{2a^23a+1}{6}.$$

Accordingly

(5.4)
$$R_2(a;2,a)=\{\begin{array}{cc}R_2^{}(a)\left(a11/aa/2(1+a/2)\right)& \text{ if }\frac{a}{2}<\frac{a}{2},\text{ i.e., }a\text{ is odd, }\hfill \\ R_2^{}(a)\left(a11/2(a/21)\right)& \text{ if }\frac{a}{2}=\frac{a}{2},\text{ i.e., }a\text{ is even, }\hfill \end{array}$$

where

(5.5)
$$R_2^{}(a)=\frac{\sqrt{6a}}{2\sqrt{a/2(2a^23a+1)}}.$$

A graph of $`R_2(a;2,a)`$ for $`a=3,\mathrm{},50`$ is given in Figure 3. Notice that $`lim_a\mathrm{}R_2(a;2,a)=\frac{3\sqrt{6}}{8}`$.

We provide here a few auxiliary results. First, if $`c=l+ia`$ (i.e., $`almodc`$) then

(5.6)
$$S_2(a;b,c)=\underset{m=0}{\overset{a1}{}}\frac{bm}{a}\frac{(l+ia)m}{a}=i\underset{m=1}{\overset{a1}{}}m\frac{bm}{a}+S_2(a;b,l).$$

Similarly,

$$aM_2(a;l+ia)=\underset{m=0}{\overset{a1}{}}\frac{(l+ia)m}{a}^2=i^2\frac{(a1)a(2a1)}{6}+2i\underset{m=1}{\overset{a1}{}}m\frac{lm}{a}+aM_2(a,l).$$

Accordingly,

(5.7)
$$R_2(a;b,l+ia)=\frac{i_{m=1}^{a1}m\frac{bm}{a}+aS_2(a;b,l)}{D_i}$$

where

$$D_i=i\left(aM_2(a;b)\frac{(a1)a(2a1)}{6}+\frac{2}{i}\underset{m=1}{\overset{a1}{}}m\frac{lm}{a}+\frac{a}{i^2}M_2(a,l)\right)^{1/2}.$$

Thus,

$$\underset{c\mathrm{}}{lim}R_2(a;b,c)=\underset{i\mathrm{}}{lim}R_2(a;b,l+ia)=R_2(a;b,a).$$

Now,

$$aS_2(a;ja,a)=\underset{m=0}{\overset{a1}{}}\frac{mja}{a}\frac{ma}{a}=j\underset{m=0}{\overset{a1}{}}m^2=j\frac{(a1)a(2a1)}{6}$$

and

$$aM_2(a;ja)=j^2\underset{m=0}{\overset{a1}{}}m^2=j^2\frac{(a1)a(2a1)}{6},$$

whence

$$R_2(a;ja,a)=1\text{ for all }j1.$$

We consider now $`R_2(a;b,a)`$ with $`a\mathrm{}`$. Let $`a=jb`$. For $`j2`$

$$R_2(jb;b,jb)=\frac{_{m=j}^{jb1}m\frac{m}{j}}{\left(_{m=j}^{jb1}\frac{m}{j}^2\frac{(a1)a(2a1)}{6}\right)^{1/2}}$$

$$\underset{m=j}{\overset{jb1}{}}m\frac{m}{j}=\underset{l=1}{\overset{b1}{}}l\underset{m=lj}{\overset{(l+1)j1}{}}m=\frac{bj(b1)(4bj+j3)}{12}$$

$$\underset{m=j}{\overset{jb1}{}}\frac{m}{j}^2=j\underset{l=1}{\overset{b1}{}}l^2=j\frac{(b1)b(2b1)}{6}.$$

Thus

(5.8)
$$R_2^{}(b)=\underset{j\mathrm{}}{lim}R_2(jb;b,jb)=\underset{j\mathrm{}}{lim}\frac{(b1)\left((4b+1)j3\right)}{2\left((b1)(2b1)(jb1)(2jb1)\right)^{1/2}}=\frac{\sqrt{2}(b1)(4b+1)}{4b\sqrt{(b1)(2b1)}}.$$

Some values of the limit are given in the table below.

### 5.2.  A Geometric correspondence

We have seen that the Dedekind-like sums $`S_2(a;b,c)`$ and $`M_2(a;b)`$ can be considered as inner products in $`^{a1}`$. Thus, for a given integer $`a3`$, we construct a polyhedral cone $`𝒞_a^{a1}`$ that is defined by the positive real span of the vectors

$$𝐯_b=(\frac{b}{a},\frac{2b}{a},\mathrm{},\frac{(a1)b}{a}),1b<\mathrm{}.$$

As stated in the introduction, the significance of these vectors is that $`R_2(a;b,c)`$ is the cosine of the angle between the two vectors $`𝐯_b`$ and $`𝐯_c`$. The observation that $`R_2(a;b,c)`$ is close to $`1`$ is captured geometrically by the statement that this cone $`𝒞_a`$ is thin in the angular metric.

Notice that $`𝐯_1=\mathrm{𝟎}=(0,\mathrm{},0)`$ and $`𝐯_a=(1,2,\mathrm{},a1)`$. For $`b=2,3,\mathrm{},a1`$, the vectors $`𝐯_b`$ are

$$𝐯_2=(0,\mathrm{},0,1,\mathrm{},1),𝐯_3=(0,\mathrm{},0,1,\mathrm{},1,2,\mathrm{},2),\mathrm{},𝐯_{a1}=(0,1,\mathrm{},a2),$$

where each vector $`𝐯_j`$ has almost equally distributed values for the integers the comprise its entries.

For $`b>a`$, we write $`b=ka+l,k>0,0l<a`$, and it follows from our notation that $`𝐯_b=k𝐯_a+𝐯_l`$. Thus the cone $`𝒞_a`$ is in fact the positive real span of only the $`a1`$ vectors $`𝐯_b`$ with $`b=2,3,\mathrm{},a`$.

Since $`𝐯_1=0`$, we have $`𝐯_{ka}=𝐯_{ka+1}`$. Moreover, if $`P_l(2la1)`$ denotes the 2-dimensional plane containing the vectors $`𝐯_l`$ and $`𝐯_a`$, then all the vectors $`𝐯_{ka+l},k=0,1,\mathrm{}`$ belong to $`P_l`$. Notice that for different values of $`l`$, say $`l`$ and $`l^{}l`$, $`P_l`$ and $`P_l^{}`$ are two different planes which have the ray

$$\{r𝐯_a:r0\}$$

in common (see Lemma 6). Throughout this section, the denominators in the vector components of all the vectors $`𝐯_m`$ are always the integer $`a`$.

The vectors $`𝐯_2,\mathrm{},𝐯_a`$ are not always linearly independent. One can easily check that if $`a=3,4,6`$ then these vectors are linearly independent, and when $`a=5,7,8,9,\mathrm{}`$ they are not. However, one can prove the following:

###### Lemma 6.

For each $`a4`$, the vectors $`𝐯_a,𝐯_l,𝐯_l^{}`$, where $`1<l,l^{}<a`$ and $`ll^{}`$, are linearly independent.

*Proof.* For each $`a4`$, $`𝐯_a=(1,2,\mathrm{},a1)`$, while the first component of both $`𝐯_l`$ and $`𝐯_l^{}`$ is zero; thus $`𝐯_a`$ is linearly independent of $`\{𝐯_l,𝐯_l^{}\}`$. Moreover, $`𝐯_l`$ and $`𝐯_l^{}`$ do not lie on the same ray. $`\mathrm{}`$

###### Lemma 7.

For each $`a3`$, if $`b_1=k_1a+l`$ and $`b_2=k_2a+l`$, where $`1k_1<k_2`$, then

$$R_2(a;l,a)<R_2(a;l,b_2)<R_2(a;l,b_1)$$

for all $`1<l<a`$.

*Proof.* The vectors $`𝐯_{b_1}`$ and $`𝐯_{b_2}`$ lie in $`P_l`$. Moreover, $`𝐯_{b_1}=k_1𝐯_a+𝐯_l`$ and $`𝐯_{b_2}=k_2𝐯_a+𝐯_l`$. Hence

$$\mathrm{}(𝐯_l,𝐯_a)>\mathrm{}(𝐯_{b_1},𝐯_a)>\mathrm{}(𝐯_{b_1},𝐯_a).$$

But $`\mathrm{}(𝐯_b,𝐯_l)=\mathrm{}(𝐯_a,𝐯_l)\mathrm{}(𝐯_a,𝐯_b)`$, and the inequalites in the statement follow by taking cosines. $`\mathrm{}`$

Notice that due to the monotonicity stated in the last lemma,

$$\underset{k\mathrm{}}{lim}R_2(a;l,ka+l)=R_2(a;l,a).$$

It is interesting to notice that in the case of $`a=3`$, all vectors $`𝐯_b`$ are between $`𝐯_2=(0,1)`$ and $`𝐯_3=(1,2)`$. The cosine of the angle between these two vectors is $`2/\sqrt{5}`$.

###### Lemma 8.

1. If $`a=3,5`$ then $`R_2(a;2,b)<R_2(a;3,b)`$ for all $`b3`$.
2. If $`a=4`$ then $`R_2(4;2,b)<R_2(4;3,b)`$ for all $`b6`$. If $`b=6`$ then $`R_2(4;2,6)=0.9708`$ and $`R_2(4;3,6)=0.9647`$.

*Proof.* (i) The case $`a=3`$ follows immediately from Lemma 7. For $`a=5`$ we have

$`𝐯_2=(0,0,1,1),`$ $`|𝐯_2|=\sqrt{2}`$
$`𝐯_3=(0,1,1,2),`$ $`|𝐯_3|=\sqrt{6}`$
$`𝐯_4=(0,1,2,3),`$ $`|𝐯_4|=\sqrt{14}`$
$`𝐯_5=(1,2,3,4),`$ $`|𝐯_5|=\sqrt{30}.`$
Let $`(,)`$ denote the inner product of two vectors. For any $`b=5k+l,k=1,2,\mathrm{},l=2,3,4`$,

$$R_2(5;2,5k+l)<R_2(5;3,5k+l)$$

if and only if

$$\frac{1}{\sqrt{2}}(𝐯_2,𝐯_{5k+l})<\frac{1}{\sqrt{6}}(𝐯_3,𝐯_{5k+l}).$$

This is equivalent to

$$\sqrt{6}k(𝐯_2,𝐯_5)+\sqrt{6}(𝐯_2,𝐯_l)<\sqrt{2}k(𝐯_3,𝐯_5)+\sqrt{2}(𝐯_3,𝐯_l),$$

or

$$k\left(13\sqrt{2}7\sqrt{6}\right)>\sqrt{6}(𝐯_2,𝐯_l)\sqrt{2}(𝐯_3,𝐯_l).$$

Thus, for $`l=2`$ the inequality is true for all $`k>0.53`$; for $`l=3`$ or 4 it is true for all $`k0`$. Notice that for $`l=2`$ and $`k=0`$, we get $`b=2`$.

(ii) For $`a=4`$, if $`b=4k+2`$ then the inequality is true for all $`k>1.72`$. For this reason, the inequality between $`R_2(4;2,6)`$ and $`R_2(4;3,6)`$ is reversed. If $`b=4k+3`$ the inequality is true for all $`k0`$. $`\mathrm{}`$

Empirical evidence suggests that $`R_2(a;2,b)<R_2(a;3,b)`$ for all $`a6`$ and $`b3`$. We do not give a formal proof.

###### Lemma 9.

For all $`a3`$, $`R_2(a;2,a)<R_2(a;3,a)`$.

*Proof.* If $`a=3`$ then $`R_2(3;3,3)>R_2(3;2,3)`$. For all $`a4`$, we have to show that $`B(a)>A(a)`$, where

$$A(a)=R_2(a;2,a)|𝐯_a|\text{ and }B(a)=R_2(a;3,a)|𝐯_a|.$$

The formulas for $`A(a),a0,1mod2`$ and $`B(a),a0,1,2mod3`$ are given in Figure 6.

One can easily check in all six cases that $`B(a)>A(a)`$. $`\mathrm{}`$

###### Lemma 10.

For each $`a3`$ and each $`b,c2`$

$$R_2(a;b,c)\mathrm{min}(R_2(a;l^{},a),R_2(a;l,a),R_2(a;l^{},l))$$

where $`blmoda,cl^{}moda`$.

*Proof.* If $`l,l^{}0,1moda`$, both $`𝐯_b`$ and $`𝐯_c`$ are on the ray $`R_a`$, and $`R_2(a;b,c)=1`$.

If $`l=l^{}=2,\mathrm{},a1`$ then $`𝐯_b`$ and $`𝐯_c`$ belong to $`P_l`$ and $`R_2(a;b,c)R_2(a;l,a)`$.

Finally, if $`ll^{}`$ one establishes the inequality by comparing the arcs on the unit sphere corresponding to the angles. These are the arcs between the points on the sphere on the rays generated by $`𝐯_a`$, $`𝐯_l`$, $`𝐯_l^{}`$, $`𝐯_b`$, and $`𝐯_c`$. $`\mathrm{}`$

To prove Conjecture 1 it suffices to show that

$$\underset{a3,b,c2}{\mathrm{min}}R_2(a;b,c)R_2(5;2,3).$$

Let $`R_2^{}(a)=\underset{b,c2}{\mathrm{min}}R_2(a;b,c)`$. According to Lemma 10, for each $`a3`$

$$R_2^{}(a)=\underset{1<l,l^{}<a}{\mathrm{min}}\mathrm{min}(R_2(a;l^{},a),R_2(a;l,a),R_2(a;l^{},l)),$$

whence

$$\underset{a3,b,c2}{\mathrm{min}}R_2(a;b,c)=\underset{a3}{\mathrm{min}}R_2^{}(a).$$

In Figure 7 we present a plot of $`R_2^{}(a)`$ for $`a=3,\mathrm{},35`$. We see that in this range, $`R_2(5;2,3)`$ is the minimum, lending further credence to conjecture 1.

## 6. Upper bounds for generalized Dedekind sums: higher dimensions

### 6.1. Probability models

We introduce now a probability space and random variables, whose (mixed) moments yield the $`S`$\- and $`M`$-functions. Let $`𝒟_d^{(a)}`$ be a $`d`$-dimensional discrete sample space, consisting of $`a^d`$ points, that is,

$$𝒟_d^{(a)}=\{(m_1,\mathrm{},m_d):m_j=0,\mathrm{},a1,j=1,\mathrm{},d\}.$$

A point in $`𝒟_d^{(a)}`$ is a $`d`$-dimensional vector $`𝐦=(m_1,\mathrm{},m_d)`$. Consider the probability function on $`𝒟_d^{(a)}`$:

(6.1)
$$P(𝐦)=\{\begin{array}{cc}1/a& \text{ if }𝐦=j\mathrm{𝟏}_d,j=0,\mathrm{},a1\hfill \\ 0& \text{ otherwise, }\hfill \end{array}$$

where $`\mathrm{𝟏}_d=(1,1,1,\mathrm{},1)`$. This probability function is concentrated on the main diagonal points of $`𝒟_d^{(a)}`$. Define the random variables

(6.2)
$$X_i^{(a)}(𝐦;𝐛)=\{\begin{array}{cc}\frac{mb_i}{a}& \text{ if }𝐦=m\mathrm{𝟏}_d,m=0,\mathrm{},a1,\hfill \\ 0& \text{ otherwise, }\hfill \end{array}$$

where $`𝐛=(b_1,\mathrm{},b_d)`$. It follows immediately that

(6.3)
$$S_d(a;𝐛)=E_P\left\{\underset{i=1}{\overset{d}{}}X_i^{(a)}(𝐦;𝐛)\right\},$$

where $`E_P\{\}`$ denotes the expected value of the term in braces with respect to the probability function $`P`$. Moreover,

(6.4)
$$M_k(a;b_i)=E_P\left\{\left(X_i^{(a)}(𝐦;𝐛)\right)^k\right\}.$$

Notice that $`M_k(a;b_i)`$ is the $`k`$-th order moment of $`X_i^{(a)}(𝐦;𝐛)`$. The Dilcher-Girstmair presentation of the $`S`$\- and $`M`$-functions can be described as moments of the random variables

(6.5)
$$J_i^{(a)}(𝐦;𝐛)=\underset{j=0}{\overset{b_i1}{}}jI\{𝐦:\frac{ja}{b_i}m_i<\frac{(j+1)a}{b_i}\},i=1,\mathrm{},d,$$

where $`I\{𝐦:\mathrm{}\}`$ is the indicator function. According to this definition,

(6.6)
$$S_d(a;𝐛)=E_P\left\{\underset{i=1}{\overset{d}{}}J_i^{(a)}(𝐦;𝐛)\right\}$$

and

(6.7)
$$M_k(a;b_i)=E_P\left\{\left(J_i^{(a)}(𝐦;𝐛)\right)^k\right\}.$$

### 6.2. Upper bounds for $`S_d(a;𝐛)`$

In the present section we use the random variables $`X_i^{(a)}(𝐦;𝐛)`$. Since $`a`$ and $`𝐛`$ are fixed, we will simplify the notation to calling the random variables $`X_1,\mathrm{},X_d`$. Repeated application of the Cauchy-Schwartz inequality yields bounds in terms of the one-dimensional moments $`M`$. For example, for $`d=2`$ we obtain

$$E\left\{X_1X_2\right\}\left(E\left\{X_1^2\right\}E\left\{X_2^2\right\}\right)^{1/2},$$

and thus

$$S_2(a;b_1,b_2)\left(M_2(a,b_1)M_2(a,b_2)\right)^{1/2}.$$

For $`d=3`$ we get

$$E\left\{X_1X_2X_3\right\}\left(E\left\{X_1^2\right\}E\left\{X_2^2X_3^2\right\}\right)^{1/2}\left(E\left\{X_1^2\right\}\left(E\left\{X_2^4\right\}E\left\{X_3^4\right\}\right)^{1/2}\right)^{1/2}$$

or

(6.8)
$$S_3(a;b_1,b_2,b_3)M_2^{1/2}(a,b_1)M_4^{1/4}(a,b_2)M_4^{1/4}(a,b_3).$$

By taking the geometric mean of the cyclical permutations, we get the symmetric upper bound

$$S_3(a;b_1,b_2,b_3)\left(\underset{j=1}{\overset{3}{}}M_2(a,b_j)M_4(a,b_j)\right)^{1/6}.$$

For $`d=4`$ we similarly obtain

(6.9)
$$S_4(a;b_1,b_2,b_3,b_4)\left(\underset{j=1}{\overset{4}{}}M_4(a,b_j)\right)^{1/4}.$$

For $`d=5`$ we start with

$`S_5(a;𝐛)`$ $`=E_P\left\{X_1\mathrm{}X_5\right\}`$
$`\left(E_P\left\{X_1^2X_2^2\right\}\right)^{1/2}\left(E_P\left\{X_3^2X_4^2X_5^2\right\}\right)^{1/2}`$
$`\left(M_4(a;b_1)M_4(a;b_2)\right)^{1/4}\left({\displaystyle \underset{j=3}{\overset{5}{}}}M_4(a;b_j)M_8(a;b_j)\right)^{1/12}`$
Symmetrizing this upper bound by taking the geometric mean of the $`\left(\genfrac{}{}{0pt}{}{5}{2}\right)`$ different bounds obtained by different selections of pairs and triplets gives

(6.10)
$$S_5(a;𝐛)\left(\underset{j=1}{\overset{5}{}}M_4^3(a;b_j)M_8(a;b_j)\right)^{1/20}.$$

From the upper bound for $`S_3`$ we immediately obtain

(6.11)
$$S_6(a;𝐛)\left(\underset{j=1}{\overset{6}{}}M_4(a;b_j)M_8(a;b_j)\right)^{1/12}.$$

Generally, if $`d=2k,k=1,2,\mathrm{}`$, we have

(6.12)
$$S_{2k}(a;𝐛)\left(E_P\left\{X_1^2\mathrm{}X_k^2\right\}\right)^{1/2}\left(E_P\left\{X_{k+1}^2\mathrm{}X_{2k}^2\right\}\right)^{1/2},$$

from which we get, by utilizing previous results, symmetric upper bounds. For example,

(6.13) $`S_8(a;𝐛)`$ $`\left(M_8(a;b_1)\mathrm{}M_8(a;b_4)\right)^{1/8}\left(M_8(a;b_5)\mathrm{}M_8(a;b_8)\right)^{1/8}`$
$`=\left(M_8(a;b_1)\mathrm{}M_8(a;b_8)\right)^{1/8},`$
and

(6.14)
$$S_{10}(a;𝐛)\left(\underset{j=1}{\overset{10}{}}M_8^3(a;b_j)M_{16}(a;b_j)\right)^{1/40}.$$

We can immediately prove by induction the following:

###### Lemma 11.

(6.15)
$$S_{2^k}(a;𝐛)\left(\underset{j=1}{\overset{2^k}{}}M_{2^k}(a;b_j)\right)^{1/2^k},k=1,2,$$

Similarly, for $`k=0,1,\mathrm{}`$

(6.16)
$$S_{32^k}(a;𝐛)\left(\underset{j=1}{\overset{32^k}{}}M_{2^{k+1}}(a;b_j)M_{2^{k+2}}(a;b_j)\right)^{1/62^k}$$

and

(6.17)
$$S_{52^k}(a;𝐛)\left(\underset{j=1}{\overset{52^k}{}}M_{2^{k+2}}^3(a;b_j)M_{2^{k+3}}(a;b_j)\right)^{1/202^k}.$$

If $`d=2k+1`$ one needs a two-stage process of first partitioning to

$$\left(E_P\left\{\underset{j=1}{\overset{k}{}}X_j^2\right\}\right)^{1/2}\left(E_P\left\{\underset{j=1}{\overset{k+1}{}}X_{k+j}^2\right\}\right)^{1/2}$$

and then symmetrizing.

Before concluding this section, we remark that the above upper bounds for the $`S`$-functions are generally not unique. By different partitions one can obtain different bounds. For example, in the case of $`S_5`$, one could start with

$$E_P\left\{X_1\mathrm{}X_5\right\}\left(E_P\left\{X_1^2\right\}\right)^{1/2}\left(E_P\left\{X_2^2\mathrm{}X_5^2\right\}\right)^{1/2}=\left(M_2(a;b_1)\right)^{1/2}\left(\underset{j=2}{\overset{5}{}}M_8(a;b_j)\right)^{1/8}.$$

After symmetrization we get

(6.18)
$$S_5(a;𝐛)\left(\underset{j=1}{\overset{5}{}}M_2(a;b_j)M_8(a;b_j)\right)^{1/10}.$$

The question is which upper bound should be used, (6.10) or (6.18)? For example, if $`a=31`$ and $`𝐛=(3,5,7,11,13)`$ then $`S_5(a;𝐛)=1213.806`$. The upper bound given by (6.10) is $`1321.321`$, whereas that given by (6.18) is $`1456.985`$. In the following table we present some exact values of $`S_5(a;𝐛)`$ and the two bounds (6.10) and (6.18). We also show $`R_5(a;𝐛)`$, the ratio of $`S_5(a;𝐛)`$ to the upper bound (6.10).

It seems from Figure 8 that the upper bound given by (6.10) is closer to the exact value of $`S_5(a;𝐛)`$ than (6.18). It is the preferred upper bound. It is also interesting that, like in the case of $`R_2(a;𝐛)`$, all values of $`R_5(a;𝐛)`$ in Figure 8 are greater than $`0.9186`$.

### 6.3. Relationships to upper bounds revisited

We study now upper bounds to $`S_d`$ of the type given by (6.8)–(6.17). In particular, define

(6.19) $`R_3(a;𝐛)`$ $`={\displaystyle \frac{S_3(a;𝐛)}{\left(_{j=1}^3M_2(a,b_j)M_4(a,b_j)\right)^{1/6}}},`$
(6.20) $`R_4(a;𝐛)`$ $`={\displaystyle \frac{S_4(a;𝐛)}{\left(_{j=1}^4M_4(a,b_j)\right)^{1/4}}},\text{ and}`$
(6.21) $`R_5(a;𝐛)`$ $`={\displaystyle \frac{S_5(a;𝐛)}{\left(_{j=1}^5M_4^3(a;b_j)M_8(a;b_j)\right)^{1/20}}}.`$
A few values of $`R_5(a;𝐛)`$ are given in in Figure 8. It seems that the minimal $`R_5(a;𝐛)`$ value is $`R_5(7;2,3,4,5,6)=0.8567`$. It is also interesting to observe that $`R_5`$, as shown in Figure 8, is generally above $`0.9`$, as in the case of $`R_2`$, despite the increase in dimension from 2 to 5. We try to explain this phenomenon in probability terms.

As shown in (6.3) and (6.6),

$$S_d(a;𝐛)=E_P\left\{X_1\mathrm{}X_d\right\}=E_P\left\{J_1\mathrm{}J_d\right\}.$$

Consider the case $`d=2`$. According to the law of iterated expectation ,

(6.22)
$$S_2(a;b_1,b_2)=E_P\left\{J^{(a)}(𝐦;b_1)E_P\{J^{(a)}(𝐦;b_2)J^{(a)}(𝐦;b_1)\}\right\},$$

where the second term on the right-hand side is the *conditional expectation* of $`J^{(a)}(𝐦;b_2)`$, given $`J^{(a)}(𝐦;b_1)`$. Notice that in the notation of Section 3,

(6.23)
$$S_2(a;b,c)=\frac{1}{a}\underset{j=0}{\overset{b1}{}}\underset{l=0}{\overset{c1}{}}jlf_{a;b,c}(j,l)=\frac{1}{a}\underset{j=0}{\overset{b1}{}}jf_{a;b}(j)\underset{l=0}{\overset{c1}{}}l\frac{f_{a;b,c}(j,l)}{f_{a;b}(j)}.$$

The key to understanding the phenomenon is that the joint frequencies $`f_{a;b,c}(j,l)`$ are distributed along the main diagonal, as illustrated in Figure 2. In the special case that $`b=c`$,

$$f_{a;b,c}(j,l)=\{\begin{array}{cc}f_{a;b}(j)=f_{a;c}(j)& \text{ if }jl,\hfill \\ 0& \text{ otherwise. }\hfill \end{array}$$

In this case,

$$\underset{l=0}{\overset{b1}{}}l\frac{f_{a;b,c}(j,l)}{f_{a;b}(j)}=j$$

and

$$S_2(a;b,b)=\frac{1}{a}\underset{j=0}{\overset{b1}{}}j^2f_{a;b}(j)=M_2(a;b),$$

as expected. When $`bc`$ then $`R_2`$ is always smaller than 1, but might be quite close to it, even when $`b`$ and $`c`$ are different. For example, $`R_2(50;7,13)=0.9955`$.

### 6.4. One-dimensional moments relationships

We present here some inequalities between $`M_r(a;b)`$ for fixed values of $`a`$ and $`b`$ and for variable $`r`$.

###### Theorem 12.

$`M_r(a;b)`$ is log-convex in $`r`$. That is,

(6.24)
$$M_{2r}(a;b)M_{2r+2}(a;b)M_{2r+1}^2(a;b)>0.$$

*Proof.* First, by Liapounov’s inequality of moments \[6, p. 627\] we have

$$M_1<M_2^{1/2}<M_3^{1/3}<\mathrm{}$$

By factoring $`\mathrm{}^{2r+1}=\mathrm{}^r\mathrm{}^{r+1}`$ we obtain the inequality

(6.25)
$$M_{2r+1}^2(a;b)<M_{2r}(a;b)M_{2r+2}(a;b)$$

for all $`r1`$. That is, $`M_r(a;b)`$ is log-convex in $`r`$. $`\mathrm{}`$

## Appendix

Algorithm for Determining $`f_b^a(i),i=0,\mathrm{},b1`$

```
STEP 0:
Set:
    (i) r = a/b;
    (ii) l = a-b*[r];
    (iii) f = 0(1,b);         # b-dimensional vector of zeros

STEP 1:

Compute:
    f [0] <- 1+[r];
    f [ i ] <- [(i+1)*r]- [i*r], i=1,..,(b-2);
    f [ b-1] <- a-1- [(b-1)*r];

STEP 2:

    IF((l=0) or (b=2)) { GOTO STEP 3 };
    ELSE {
        FOR ( i=1,...,b-2) {
            IF( [(i+1)*r] = r*(i+1) ) {
                f[i] <- f[i]-1;
                f[i+1] <- f[i+1]+1;
            }
        }

STEP 3:

PRINT f

END.

```

Algorithm for Determining $`f_{bc}^a(i,j)`$

```
STEP 0:

Set:
    r1 <- a/b;
    r2 <- a/c;
    l1 <- a -b*[r1];
    l2 <- a - c*[r2];
    CT <- O((b+1),(c+1));    # matrix of zeros, of dimensions (b+1)*(c+1)
    t1 <- O(b,1);
    t2 <- O(1,c);

STEP 1:

Compute:
    CT[i,(c+1)] <- f_b[i-1], i=1,...,b;
    CT[(b+1), j] <- f_c[j-1], j=1,...,c;
    CT[(b+1),(c+1)] <- a;
    CT[1,1] <- min( CT[1,c+1], CT[b+1,1]);
    t2[1] <- t2[1] + CT[1,1];

STEP 2:

Compute:
    FOR (i=2,...,b) {
    CT[i,1] <- max(0, min(f_c[1]-t2[1], f_b[i-1])));
    t2[1] <- t2[1] + CT[i,1];
    }
    t1 <- CT[1:b,1];

STEP 3:

Compute:
    FOR (j=2,...,c) {
    CT[1,j] <- max(0,min(f_b[0]-t1[1], f_c[j-1]));
    t1[1] <- t1[1] + CT[1,j];
    t2[j] <- t2[j] + CT[1,j];
    }

STEP 4:

Compute:
    FOR (i=2,...,b) {
        FOR(j=2,...,c) {
        cty<- max(0, min(f_b[i-1]- t1[i], f_c[j-1]));
        ctx <- max(0, min(f_c[j-1]-t2[j], f_b[i-1]));
        CT[i,j] <- min(ctx,cty)
        t1[ i ] <- t1 [ i ]+  CT [ i, j];
        t2[ j ] <- t2 [ j ] + CT [i , j];
        }
    }

STEP 5:
Print CT

END.

```