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# Nonlocality, Asymmetry, and Distinguishing Bipartite States

(February 5, 2002)

## Abstract

Entanglement is an useful resource because some global operations cannot be locally implemented using classical communication. We prove a number of results about what is and is not locally possible. We focus on orthogonal states, which can always be globally distinguished. We establish the necessary and sufficient conditions for a general set of $`2\times 2`$ quantum states to be locally distinguishable, and for a general set of $`2\times n`$ quantum states to be distinguished given an initial measurement of the qubit. These results reveal a fundamental asymmetry to nonlocality, which is the origin of “nonlocality without entanglement”, and we present a very simple proof of this phenomenon.

Many global operations cannot be performed using only local operations and classical communication (LOCC). This one fact underpins the use of entanglement as a resource across quantum information theory, from teleportation teleport  to computation comp . Yet there is no clear delineation of what is and is not locally possible. What evidence there is can appear counter-intuitive, given the close link between entanglement and nonlocal behaviour. Any two orthogonal entangled states can be distinguished just as well using LOCC as they can globally Walgate  (see also Virmani ; Chen ). But there exist larger sets of orthogonal separable states that LOCC cannot reliably distinguish. Bennett et al presented a set of nine pure product states which, they proved, cannot be distinguished exactly with LOCC sausage . (In fact they proved the stronger result that any approximate method to distinguish these states must introduce a finite error.) Sets of states exhibiting such “nonlocality without entanglement” have been linked with unextendible product bases Bennett1 ; DiV , in that the members of a UPB cannot be exactly LOCC distinguished. Yet this cannot be fundamental to the phenomenon, for there are LOCC indistinguishable sets that form complete orthogonal bases sausage .

A set of states, shared between Alice and Bob, is exactly locally distinguishable if there is some sequence of local operations and classical communications that will determine with certainty which state they own. The Bell states present a simple example of an orthogonal set that is not locally distinguishable - a global measurement is needed to tell them apart Ghosh1 .

In all LOCC protocols, one party must “go first” and perform the initial operation. We formalize this notion to obtain a powerful theorem establishing the necessary and sufficient conditions that a set of $`2\times n`$ orthogonal quantum states are exactly distinguishable, with the owner of the qubit going first (see definition 1, theorem 1 below). This result is of particular use in characterizing the distinguishabililty of $`2\times 2`$ states. Recent investigations by Ghosh et al, focusing on distillable entanglement, have revealed groups of orthogonal $`2\times 2`$ states that are not LOCC distinguishable Ghosh2 . Using our result, we can now completely specify the distinguishable and undistinguishable $`2\times 2`$ sets.

Our theorem also provides insight into nonlocality without entanglement. Groisman and Vaidman Groisman  recently constructed a proof that Bennett et al’s nine states cannot be exactly distinguished; they employed the idea that one party must go first, by considering results derived from a restriction to one-way communication. Theorem 1 allows us to develop a more transparent and natural proof of this important theorem, and go some way towards illuminating the origin of the phenomenon.

###### Definition 1

Alice goes first if Alice is the first person to perform a nontrivial measurement upon the system.

Note that this does not restrict two-way classical communication between Alice and Bob, nor does it limit the number of measurements they may perform sequentially. Note also that in all LOCC protocols *someone* goes first.

Consider Alice’s first local operation. Whatever she chooses to do, whether she decides to involve an ancillary quantum system, and whether she performs unitary operations as well as measurements, Alice’s actions will be described by a single superoperator, $`\$`$. The superoperator comprises a set $`\{M_m\}`$ of Krauss operators, one for every possible outcome, $`m`$. The probability of a given state yielding a certain outcome is

$$p(m)=\varphi |M_m^{}M_m|\varphi ,$$

and the subsequent state of that system will be

$$\frac{M_m|\varphi }{\varphi |M_m^{}M_m|\varphi }.$$

The objects $`M_m^{}M_m`$ are the POVM elements corresponding to each measurement outcome $`m`$. They sum to identity. Being positive operators they are diagonalizable, with real, nonnegative eigenvalues. We will say that a measurement is *trivial* if all the POVM elements are proportional to the identity operator since such a measurement yields no information about the state. Any measurement not of this type will be called *nontrivial*.

###### Theorem 1

Alice and Bob share a $`2\times n`$ dimensional quantum system: Alice has a qubit, and Bob an $`n`$-dimensional system that may be entangled with that qubit. If Alice goes first, a set of $`l`$ orthogonal states $`\{|\psi _i\}`$ is exactly locally distinguishable if and only if there is a basis $`\{|0,|1\}_A`$ such that in that basis:

$$|\psi _i=|0_A|\eta _0^i_B+|1_A|\eta _1^i_B$$
(1)
where $`\eta _0^i|\eta _0^j=\eta _1^i|\eta _1^j=0`$ if $`ij`$.

Proof: The proof of sufficiency is simple. If there is a basis such that the $`l`$ states can be written as above, the states may be locally distinguished as follows. Alice measures in the $`\{|0,|1\}_A`$ basis and communicates the result to Bob. Bob then measures in the corresponding orthogonal basis $`\{|\eta _0^i\}`$ or $`\{|\eta _1^i\}`$, successfully distinguishing the states.

The proof of necessity is more complicated. Suppose that Alice goes first. The $`l`$ states must be reliably distinguished. Therefore after each and every possible result of Alice’s measurement, all those states that have not been eliminated as possibilities must remain orthogonal, and thus potentially distinguishable. Therefore for all pairs of states $`|\psi _i`$, $`|\psi _j`$, and for all measurement results $`m`$, either that pair remains orthogonal post-measurement or else one of that pair of states has been eliminated.

$`\text{Either}\psi _i|M_m^{}M_m|\psi _j`$ $`=0,`$ (2)
$`\text{or}\psi _i|M_m^{}M_m|\psi _i`$ $`=0,`$ (3)
$`\text{or}\psi _j|M_m^{}M_m|\psi _j`$ $`=0.`$ (4)
Consider one POVM element that is not proportional to identity (such an element must exist since Alice’s measurement is nontrivial), and take as our $`\{|0,|1\}_A`$ basis the basis in which it is diagonal as follows:

$$M_m^{}M_m=\left(\begin{array}{cc}\alpha & 0\\ 0& \beta \end{array}\right),\alpha >\beta 0.$$

The states $`|\psi _i`$, expanded in the $`\{|0,|1\}_A`$ basis at Alice’s end can always be written in the form of equation (1). We must now prove the stated orthogonality conditions on the $`|\eta `$s.

For the moment consider only two states: $`|\psi _i`$ and $`|\psi _j`$. If Alice eliminates neither of our pair from the running, those states must remain orthogonal, in line with equation (2). Since the original possible states are orthogonal as well we require that:

$$\eta _0^i|\eta _0^j+\eta _1^i|\eta _1^j=0,\alpha \eta _0^i|\eta _0^j+\beta \eta _1^i|\eta _1^j=0.$$

These simultaneous equations combine thus:

$$(\alpha \beta )\eta _1^i|\eta _1^j=0,(\beta \alpha )\eta _0^i|\eta _0^j=0.$$

Since $`\alpha \beta `$

$$\eta _0^i|\eta _0^j=\eta _1^i|\eta _1^j=0.$$
(5)
Hence, in the case that neither state is eliminated, this pair of states must be in the form given in the theorem.

Now consider the special case where Alice achieves a negative identification by herself, in line with (3) or (4). This tells us a great deal about that state. Imagine she has eliminated $`|\psi _i`$. From (1) and (3) we know that:

$$\eta _0^i|\eta _0^i+\eta _1^i|\eta _1^i=1,\alpha \eta _0^i|\eta _0^i+\beta \eta _1^i|\eta _1^i=0.$$

These simultaneous equations reveal that:

$$\alpha (\eta _1^i|\eta _1^i1)=\beta \eta _1^i|\eta _1^i.$$
(6)
But $`\alpha >\beta 0`$ and $`0\eta _1^i|\eta _1^i1`$. This means that there is only one possible solution to equation (6):

$$\beta =0,\eta _1^i|\eta _1^i=1.$$

This implies that $`|\psi _i`$ is the product state $`|1|\eta _1^i`$. In this case, the other state must take the form:

$$|\psi _j=|0_A|\eta _0^j_B+|1_A|\eta _1^i_B.$$
(7)
Again, we see that this particular pair of states have the form given in the theorem.

Hence, in all cases, any pair of states must be in the form given in the theorem. But the basis $`\{|0,|1\}_A`$ for which this is true depends only on the POVM element we have been considering, and that element is independent of the states themselves. Therefore $`\{|0,|1\}_A`$ is a basis in which all the states are represented thus:

$$|\psi _i=|0_A|\eta _0^i_B+|1_A|\eta _1^i_B$$

$$\text{where}\eta _0^i|\eta _0^j=\eta _1^i|\eta _1^j=0\text{if}ij.$$

This completes the proof. $`\mathrm{}`$

Theorem 1 depends upon the first measurement being made by the owner of the qubit. If we are dealing with $`2\times 2`$ states, then the proof is applicable to both Alice and Bob going first. Thus any set of $`2\times 2`$ states that can be locally distinguished must be expressible in form (1). This allows us to derive the conditions for LOCC distinguishing all possible sets of orthogonal $`2\times 2`$ states. Analysis has already shown that pairs of orthogonal states can always be LOCC distinguished:

###### Theorem 2

(Walgate et al.) Two orthogonal $`2\times 2`$ states can always be exactly locally distinguished.

Proof: It was proved by Walgate et al Walgate  that Alice can always find a basis of form (1) in which two states (of any dimension) can be distinguished. $`\mathrm{}`$

###### Theorem 3

Three orthogonal $`2\times 2`$ states can be exactly locally distinguished if and only if at least two of those states are product states.

Proof: From theorem 2 it follows that any three states can be written thus:

$`|\psi _1`$ $`=|0_A|\eta _0_B+|1_A|\eta _1_B,`$
$`|\psi _2`$ $`=|0_A|\eta _0^{}_B+|1_A|\eta _1^{}_B,`$
$`|\psi _3`$ $`=|0_A|\nu _0_B+|1_A|\nu _1_B.`$
If this set is to be locally distinguishable with Alice going first, there must be some choice of $`\{|0,|1\}_A`$ such that $`\eta _0|\nu _0=\eta _0^{}|\nu _0=0`$, and $`\eta _1|\nu _1=\eta _1^{}|\nu _1=0`$. But there is no room in Bob’s two-dimensional Hilbert space for three mutually orthogonal states. Therefore in each of these cases, one of the two (unnormalized) states forming the inner product must have zero magnitude. Since the states $`|\psi _i`$ must themselves be normalized, this means that two of them must be product states. This leaves us with the triplet:

$`|\psi _1`$ $`=`$ $`|0_A|\eta _0_B+|1_A|\eta _1_B`$
$`|\psi _2`$ $`=`$ $`|0_A|\eta _0^{}_B`$ (8)
$`|\psi _3`$ $`=`$ $`|1_A|\eta _1^{}_B.`$
Three orthogonal $`2\times 2`$ states can be locally distinguished with Alice going first if and only if they take the form (8). We can reconstruct this argument for Bob going first, with Bob’s qubit providing the orthonormal basis. The form of states we obtain is a mirror image of (8), with only the $`|_A`$ and $`|_B`$ indexes reversed. States of this form can still be locally distinguished, but now with Bob going first. It is easy to verify that these two arrangements encompass all sets of three orthogonal $`2\times 2`$ states containing two product states. Therefore, three orthogonal $`2\times 2`$ states can be locally distinguished if and only if at least two of those states are product states. $`\mathrm{}`$

###### Theorem 4

Four orthogonal $`2\times 2`$ states can be exactly locally distinguished if and only if all of them are product states.

Proof: Given theorem 3, any three of a set of four distinguishable states must contain at least two product states. Thus two of $`|\psi _1,|\psi _2,|\psi _3`$, two of $`|\psi _1,|\psi _2,|\psi _4`$ and two out of $`|\psi _1,|\psi _3,|\psi _4`$ must be product states. It follows that at least three of the four states are product states - in general, for Alice going first, three such states can be written:

$`|\psi _1`$ $`=|0_A|\varphi _B,`$
$`|\psi _2`$ $`=|1_A|\theta _B,`$ (9)
$`|\psi _3`$ $`=|0_A|\varphi ^{}_B.`$
There is only one state that is orthogonal to the above three, and that too is a product state:

$$|\psi _4=|1_A|\theta ^{}_B.$$
(10)
Four orthogonal $`2\times 2`$ states can be locally distinguished with Alice going first if and only if all of them are product states of form (9),(10). Again, a complimentary argument with Bob going first provides another set of distinguishable product states, which together with set (9),(10) covers all possibilities. Therefore four orthogonal $`2\times 2`$ states can be locally distinguished if and only if all of them are product states. $`\mathrm{}`$

A $`2\times 2`$ system has a four-dimensional Hilbert space, and so cannot contain a set of more than four mutually orthogonal states. Thus this completes our analysis.

The sets of three and four LOCC distinguishable $`2\times 2`$ states (8),(9) display a remarkable asymmetry: the states can be distinguished if one person goes first, but not the other way round.

###### Definition 2

A set of bipartite states is asymmetrically distinguishable if there is a specific party such that those states can only be exactly LOCC distinguished when that party goes first.

Consider the triplet (8). With Alice going first it is clear how to distinguish these states, but if Bob goes first this cannot be achieved because, as can be easily shown, there is no basis $`\{|0,|1\}_B`$ in which the states take the form of theorem 1. This three-state asymmetry manifests if and only if one of the states is entangled. The corresponding four-state asymmetry, however, involves only separable states.

The four states (9)+(10) may be locally distinguished if Alice goes first, but not if Bob goes first so long as $`|\varphi |\theta |1`$. Bob can do nothing reliable until he receives some information from Alice. Conversely, Alice can only reliably discover which state she possesses by allowing Bob to discover, and hoping that he shares his knowledge. An example of this phenomenon was discussed by Groisman and Vaidman Groisman . They imposed stronger constraints, limiting Alice and Bob to one way communication in the direction $`BA`$, and showed that the states given by $`|\varphi _B=|0_B,|\theta _B=|0+1_B`$ cannot be distinguished in that circumstance. This is a four-state example of the asymmetry we have outlined, which arises not from a one-way communication restriction, nor indeed any practical limits on Alice and Bob’s LOCC protocol. Rather, this asymmetry appears in the set of states itself: Alice and Bob will know without consultation who must make the first move.

This asymmetry emerges from the most basic level. The two states $`|0_A|\varphi _B`$ and $`|1_A|\theta _B`$ are of course orthogonal, but whilst Alice’s intervention is both necessary and sufficient to distinguish them, Bob’s is not. The point is the orthogonality of any pair of product states must be *locally* manifested. One might naively expect that the addition of the second pair of orthogonal states, “completing” the $`2\times 2`$ Hilbert space, would provide a balance, and reintroduce symmetry. This is not the case.

There is one and only one “symmetric” set of four orthogonal $`2\times 2`$ states, in the sense that there is only one set that is reliably discriminated no matter who measures first:

$$|0_A|0_B,|1_A|0_B,|0_A|1_B,|1_A|1_B.$$

An interesting property of these states is that they can encode a single bit such that neither Alice nor Bob can access it without help from the other:

$`\text{Let}|0_A|0_B\text{and}|1_A|1_B\text{encode “0”}.`$
$`\text{Let}|0_A|1_B\text{and}|1_A|0_B\text{encode “1”}.`$
Both Alice and Bob have the power to reveal the bit to their partner, but neither can gain any access to it directly.

Nonlocality without entanglement occurs when a set of product states can not be distinguished with either Alice or Bob going first. Bennett et al’s paper considered a set of nine such states, which were symmetric under the exchange of Alice and Bob’s systems. But this symmetry is not fundamental to the nonlocality. In its simplest form, we can think of nonlocality without entanglement manifesting asymmetrically for only for one party. Groisman and Vaidman used this insight when they created a proof of Bennett’s result built from their observations on one-way indistinguishability Groisman . What is really at issue is not the kind of LOCC protocols employed by Alice and Bob, nor the content of their communications, but the asymmetric properties of subsets of the states themselves. Framed this way, the “full-blown” phenomenon has a very simple proof.

###### Theorem 5

(Bennett et al) The nine $`3\times 3`$ states depicted in figure 1 and specified below cannot be exactly distinguished using only local operations and classical communication.

$`|\psi _1`$ $`=|1_A|1_B`$
$`|\psi _{2,3}`$ $`=|0_A|0\pm 1_B`$
$`|\psi _{4,5}`$ $`=|2_A|1\pm 2_B`$ (11)
$`|\psi _{6,7}`$ $`=|1\pm 2_A|0_B`$
$`|\psi _{8,9}`$ $`=|0\pm 1_A|2_B`$
Proof: We will prove that the states cannot be distinguished if Alice goes first. If so then by their symmetry the states cannot be distinguished with Bob going first either.

Alice performs a general measurement, represented by a set of $`3\times 3`$ POVM elements $`M_m^{}M_m`$, which we will write in the $`\{|0,|1,|2\}_A`$ basis:

$$M_m^{}M_m=\left(\begin{array}{ccc}m_{00}& m_{01}& m_{02}\\ m_{10}& m_{11}& m_{12}\\ m_{20}& m_{21}& m_{22}\end{array}\right)$$

The effect of this positive operator upon states 1,4,5,6 and 7 (highlighted in bold in the diagram) is entirely specified by those elements drawn from the $`\{|1,|2\}_A`$ subspace: $`m_{11},m_{12},m_{21}`$ and $`m_{22}`$. This select set of states is of dimension $`2\times 3`$, yet there is palpably no basis in which Alice can express them in the form of theorem 1. These states are thus indistinguishable with Alice going first, and Alice cannot perform a nontrivial measurement upon the $`\{|1,|2\}_A`$ subspace. Thus the corresponding sub-matrix must be proportional to the identity, and hence $`m_{11}=m_{22}`$ and $`m_{12}=m_{21}=0`$.

Exactly the same argument can be made for the states 1,2,3,8 and 9 and the $`\{|0,|1\}_A`$ subspace. Therefore $`m_{00}=m_{11}`$ and $`m_{01}=m_{10}=0`$. Since $`M_m^{}M`$ is Hermitian, $`m_{20}=m_{02}^{}`$. Alice’s POVM element must look like this:

$$M_m^{}M_m=\left(\begin{array}{ccc}\alpha & 0& m_{02}\\ 0& \alpha & 0\\ m_{02}^{}& 0& \alpha \end{array}\right)$$
(12)
Now consider the $`\{|0,|2\}_A`$ subspace, and the states 2 and 4. Alice’s measurement must either leave them orthogonal or distinguish them outright. In the former case, we demand that $`\psi _4|M_m^{}M_m|\psi _2=0`$. Simple algebra shows that, given (12), $`\psi _4|M_m^{}M_m|\psi _2=\frac{1}{2}m_{02}^{}`$. Thus $`m_{02}=0`$ and $`M_m^{}M_m`$ is proportional to the identity.

If Alice distinguishes the states outright then for one of states 2 and 4, $`\psi _i|M_m^{}M_m|\psi _i=0`$. But given (12), $`\psi _i|M_m^{}M_m|\psi _i=\alpha `$. Thus $`\alpha =0`$ and, since POVM elements must be positive, $`M_m^{}M_m`$ is the null matrix.

The above argument applies to all possible measurement outcomes, and thus all of Alice’s POVM elements must be proportional to the identity if she and Bob are to distinguish the states. By definition, Alice cannot go first. By the symmetry of states (11), neither can Bob. Therefore the states (11) cannot be distinguished using only local operations and classical communication. This completes the proof. $`\mathrm{}`$

We have shown that sets of orthogonal $`2\times n`$ states can be distinguished only if they can written in a particular form, and we have seen how this result dictates the distinguishability of the $`2\times 2`$ states. “Nonlocality without entanglement” can be constructed from the asymmetries that arise in sets of such states.

We would like to thank the UK EPSRC and the Royal Society for funding this research.


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# References

## Abstract

In this paper we look for static, purely magnetic, nonabelian solutions with unusual topology in the context of $`N=4`$ Freedman-Schwarz supergravity in four dimensions. Two new exact solutions satisfying first order Bogomol’nyi equations are discussed. The main characteristics of the general solutions are presented and differences with respect to the spherically symmetric case are studied. We argue that all solutions present naked singularities.

NEW NONABELIAN SOLUTIONS IN $`D=4`$, $`N=4`$ GAUGED SUPERGRAVITY

Eugen Radu

Albert-Ludwigs-Universität, Fakultät für Physik, Hermann-Herder-Straße 3
Freiburg D-79104, Germany

Introduction.–  Looking for solutions of $`N=4,D=4`$ gauged $`SU(2)\times SU(2)`$ supergravity has been a subject of long standing interest. This model, which we will refer to as the Freedman-Schwarz (FS) model, possesses a dilaton potential which, apart from being unbounded from below, has no critical points and hence no obvious ground state .

The action of the FS model includes a vierbein $`e_\mu ^m`$, four Majorana spin-3/2 fields $`\psi _\mu ^\mathrm{I}`$, vector and pseudovector non-Abelian gauge fields $`A_\mu ^a`$ and $`B_\mu ^a`$ with independent gauge coupling constants $`g_A`$ and $`g_B`$, respectively, four Majorana spin-1/2 fields $`\chi ^\mathrm{I}`$, the axion and the dilaton $`\mathrm{\Phi }`$ . Also, it was shown recently that the FS model can be obtained by compactifying $`N=1`$ ten dimensional supergravity on the $`SU(2)\times SU(2)`$ group manifold  (previously also, a Kaluza-Klein interpretation was given in ).

This theory (without fermionic matter) presents an interesting and relatively simple model to study various bosonic solutions with unbroken supersymmetry. In a pioneering paper, a stable electrovac state was found by Freedman and Gibbons , which is a product manifold $`AdS_2\times R^2`$, and preserves one quarter or one half of the supersymmetries, the latter case occurring if one of the two gauge coupling constants vanishes. There are also other supersymmetric vacua of the Freedman-Schwarz model, in particular the domain wall solution  preserving also one half of the supersymmetries. This solution has vanishing gauge fields and is purely dilatonic. Furthermore, BPS configurations involving a non-zero axion were found by Singh .

In recent years we witnessed a rapid growth of interest in this topic following the discovery by Chamseddine and Volkov of a non-abelian magnetic BPS solution . This is one of the few analytically known configurations involving both non-abelian gauge fields and gravity (for a general review of such solutions see ). The Chamseddine-Volkov solution is globally regular, preserves $`1/4`$ of the initial supersymmetry of the FS model and has unit magnetic charge. This configuration is neither asymptotically AdS nor asymptotically flat, a common situation in the presence of a dilaton potential (see $`e.g.`$ -). Its ten-dimensional lift was shown to represent 5-branes wrapped on a shrinking $`S^2`$ . As conjectured by Maldacena and Nuñez, this solution provides a holographic description for $`N=1,D=4`$ super-Yang-Mills theory . A detailed study of spherically symmetric solutions in the FS model, including black holes has been performed in a recent paper by Gubser, Tseytlin and Volkov .

Our work is motivated by the observation that the dilaton potential present in the FS action can be viewed as an effective negative, position-dependent cosmological term. However, an Einstein-Yang-Mills (EYM) theory with negative cosmological constant $`\mathrm{\Lambda }`$ presents black hole solutions with nonspherical event horizon topology . They generalize the known spherically symmetric solutions  replacing the round two-sphere by a two-dimensional space $`\mathrm{\Sigma }`$ of negative or vanishing curvature. Also, the study of topological black holes is connected with the AdS/CFT correspondence and has been seminal to recent developments in black hole physics (see $`e.g.`$ -). Therefore it is natural to seek similar solutions in a EYM-dilaton theory with an effective cosmological term.

Abelian- BPS black hole solutions of the FS model with toroidal event horizon were constructed in . In general, the toroidal BPS states represent naked singularities, but there is also a supersymmetric black hole with vanishing Hawking temperature. This motivated us to look for new configurations in gauged $`SU(2)\times SU(2)`$ supergravity with a nonspherical topology of the constant $`(r,t)`$ surfaces. Naively, we may expect these solutions to share common properties with the EYM$`\mathrm{\Lambda }`$ configurations.

General framework.–  One can consistently truncate the FS model by requiring that $`g_B=B_\nu ^a=0`$, while $`A_\mu ^a`$ is purely magnetic, in which case the axion can be set to zero too. After a suitable rescaling of the fields, the bosonic part of the action reads (we follow the conventions and notations used by Gubser, Tseytlin and Volkov in their paper )

$`S_4={\displaystyle d^4x\sqrt{g}(\frac{1}{4}R\frac{1}{2}_\mu \mathrm{\Phi }^\mu \mathrm{\Phi }\frac{1}{8}\mathrm{e}^{2\mathrm{\Phi }}F_{\mu \nu }^aF^{a\mu \nu }+\frac{1}{4}\mathrm{e}^{2\mathrm{\Phi }})},`$ (1)
where $`F_{\mu \nu }^a=_\mu A_\nu ^a_\nu A_\mu ^a+\epsilon _{abc}A_\mu ^bA_\nu ^c`$.

We consider spacetimes whose metric can be written locally in the form

$`ds^2=e^{2\mathrm{\Phi }}\left({\displaystyle \frac{e^{2\lambda }}{\nu }}dr^2+R^2d\mathrm{\Omega }_k^2\nu dt^2\right),`$ (2)
where $`d\mathrm{\Omega }_k^2=d\theta ^2+f^2(\theta )d\phi ^2`$ is the metric on a two-dimensional surface $`\mathrm{\Sigma }`$ of constant curvature $`2k`$. Here $`\mathrm{\Phi }`$, $`\nu `$, $`\lambda `$, $`R`$ are functions of the coordinate $`r`$ (we do not fix the gauge at this stage). The discrete parameter $`k`$ takes the values $`1,0`$ and $`1`$ and implies the form of the function $`f(\theta )`$

$`f(\theta )=\{\begin{array}{cc}\mathrm{sin}\theta ,\hfill & \mathrm{for}k=1\hfill \\ \theta ,\hfill & \mathrm{for}k=0\hfill \\ \mathrm{sinh}\theta ,\hfill & \mathrm{for}k=1.\hfill \end{array}`$ (6)
In this solution, the topology of the two-dimensional space $`t=`$const. and $`r=`$const. depends on the value of $`k`$. When $`k=1`$, the metric takes on the familiar spherically symmetric form, and the $`(\theta ,\phi )`$ sector has constant positive curvature. For $`k=0`$, the $`\mathrm{\Sigma }`$ is a flat surface and the $`(\theta ,\phi )`$ sector is a space with constant negative curvature, also known as a hyperbolic plane. The solutions have four Killing vectors, one timelike and three spacelike, indicating the symmetries of spacetime.

The most general expression for the appropriate $`SU(2)`$ connection is obtained by using the standard rule for calculating the gauge potentials for any spacetime group . Taking into account the symmetries of the line element (2) we find

$`A={\displaystyle \frac{1}{2}}\left\{u(r,t)\tau _3dt+\chi (r,t)\tau _3dr+\left(\omega (r,t)\tau _1+\stackrel{~}{\omega }(r,t)\tau _2\right)d\theta +\left({\displaystyle \frac{d\mathrm{ln}f}{d\theta }}\tau _3+\omega (r,t)\tau _2\stackrel{~}{\omega }(r,t)\tau _1\right)fd\phi \right\},`$ (7)
where $`\tau _a`$ are the Pauli spin matrices. For purely magnetic, static configurations ($`i.e.`$ $`u=0`$) it is convenient to take the $`\chi =0`$ gauge and eliminate $`\stackrel{~}{\omega }`$ by using a residual gauge freedom. The remaining function $`\omega `$ depends only on the coordinate $`r`$. As a result, we obtain the YM curvature $`F`$

$`F={\displaystyle \frac{1}{2}}\left(\omega ^{}\tau _1drd\theta +f\omega ^{}\tau _2drd\phi +(w^2k)f\tau _3d\theta d\phi \right),`$ (8)
where a prime denotes a derivative with respect to $`r`$.

To find BPS solutions, it is convenient to introduce new variables

$`\lambda ={\displaystyle \frac{1}{2}}\mathrm{log}\nu +2s+l,R=e^g,\mathrm{\Phi }=sg{\displaystyle \frac{1}{4}}\mathrm{log}\nu .`$ (9)
Inserting this ansatz into the action (1), integrating and dropping the surface term, we find that the equations of motion can be derived from an effective action whose Lagrangian is given by

$`L=\mathrm{e}^l\left(s^2{\displaystyle \frac{1}{2}}\mathrm{e}^{2g}w^2{\displaystyle \frac{1}{2}}g^2\right){\displaystyle \frac{1}{4}}\mathrm{e}^{4s+l}\left[\mathrm{e}^{4g}(w^2k)^22k\mathrm{e}^{2g}1\right]{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{\nu ^{}}{\nu }}\right)^2e^l.`$ (10)
We remark that (10) allows for the reparametrization $`r\stackrel{~}{r}(r)`$ which is unbroken by our ansatz. A first integral of motion is given by the equation of $`\nu `$

$`({\displaystyle \frac{\nu ^{}}{\nu }}\mathrm{e}^l)^{}=0,`$ (11)
which implies

$`\mathrm{log}\nu =\mathrm{log}\nu _0+\alpha {\displaystyle e^l𝑑r},`$ (12)
where $`\mathrm{log}\nu _0`$ and $`\alpha `$ are integration constants. In the ”extremal” case $`\alpha =0`$ we can set $`\nu =1`$, without loss of generality.

New BPS solutions.–  The Lagrangian (10) can be written in the form

$`L=G_{ik}(y){\displaystyle \frac{dy^i}{dr}}{\displaystyle \frac{dy^k}{dr}}U(y),`$ (13)
where $`y^i=(s,w,g)`$ and $`G_{ik}=e^l\mathrm{diag}(1,\frac{1}{2}\mathrm{e}^{2g},\frac{1}{2})`$. For $`\alpha =0`$, the potential $`U`$ can be represented as

$`U=G^{ik}{\displaystyle \frac{W}{y^i}}{\displaystyle \frac{W}{y^k}},`$ (14)
where the superpotential $`W`$ has the expression

$`W={\displaystyle \frac{1}{4}}\mathrm{e}^{2s}\sqrt{\mathrm{e}^{4g}(w^2k)^2+2\mathrm{e}^{2g}(w^2+k)+1}.`$ (15)
As a result, we find the first order Bogomol’nyi equations

$`s^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{l+2s}\sqrt{e^{4g}(w^2k)^2+2e^{2g}(w^2+k)+1},`$ (16)
$`\omega ^{}`$ $`=`$ $`{\displaystyle \frac{e^{l+2s2g}\omega \left(\omega ^2k+e^{2g}\right)}{\sqrt{e^{4g}(w^2k)^2+2e^{2g}(w^2+k)+1}}},`$ (17)
$`g^{}`$ $`=`$ $`{\displaystyle \frac{e^{l+2s}\left(e^{4g}(\omega ^2k)^2+e^{2g}(w^2+k)\right)}{\sqrt{e^{4g}(w^2k)^2+2e^{2g}(w^2+k)+1}}},`$ (18)
which solve also the second-order system. By using the gauge $`l=2s`$, it is possible to find the general solutions of the first-order equations (16)-(18) for any value of $`k`$.

For vanishing curvature of the two-dimensional space $`\mathrm{\Sigma }`$ ($`k=0`$), the superpotential $`W`$ has the simple form $`W=\frac{1}{4}e^{2s2g}(w^2+e^{2g})`$ and the solution is

$$ds^2=\frac{e^{r+2\mathrm{\Phi }_0}}{\sqrt{ce^{2(r+r_0)}}}\left(dr^2+e^{2g(r)}d\mathrm{\Omega }_0^2dt^2\right),$$
(19)
$`w(r)=e^{(r+r_0)},e^{2(\mathrm{\Phi }(r)\mathrm{\Phi }_0)}=e^{g(r)}e^r,R^2(r)=e^{2g(r)}=c\omega ^2(r).`$ (20)
The solutions for $`k=\pm 1`$ are more complicated. Taking the ratio of $`g`$ and $`w`$ equations and using the new variables $`\omega ^2=u`$ and $`e^{2g}=v`$ we obtain the first-order equation

$`u(u+vk){\displaystyle \frac{dv}{du}}+v(u+k)+(uk)^2=0.`$ (21)
By using the substitution ($`u=\rho ^2e^\xi ,v=uk(\rho \xi ^{}+1)`$), eq.(21) reduces to

$`\xi ^{\prime \prime }=2ke^\xi ,`$ (22)
which can be solved. As a result, for $`k=1`$ the exact solution is

$$ds^2=e^{g(r)+2\mathrm{\Phi }_0}\mathrm{sinh}(r+r_0+c)\left(dr^2+e^{2g(r)}d\mathrm{\Omega }_1^2dt^2\right),$$
(23)
$$w(r)=\frac{r+r_0}{\mathrm{sinh}(r+r_0+c)},e^{2(\mathrm{\Phi }(r)\mathrm{\Phi }_0)}=e^{g(r)}\mathrm{sinh}(r+r_0+c),$$
(24)
$$R^2(r)=e^{2g(r)}=2(r+r_0)\mathrm{coth}(r+r_0+c)\omega ^2(r)1.$$
(25)
The solution for $`k=1`$ has the form

$$ds^2=\frac{e^{g(r)+2\mathrm{\Phi }_0}}{\mathrm{cosh}(r+r_0+c)}\left(dr^2+e^{2g(r)}d\mathrm{\Omega }_1^2dt^2\right),$$
(26)
$$w(r)=\frac{r+r_0}{\mathrm{cosh}(r+r_0+c)},e^{2(\mathrm{\Phi }(r)\mathrm{\Phi }_0)}=\frac{e^{g(r)}}{\mathrm{cosh}(r+r_0+c)},$$
(27)
$$R^2(r)=e^{2g(r)}=2(r+r_0)\mathrm{tanh}(r+r_0+c)\omega ^2(r)+1.$$
(28)
In the above relations $`r_0`$, $`\mathrm{\Phi }_0`$ and $`c`$ are integration constants. Different choices of $`\mathrm{\Phi }_0`$ correspond to global rescalings of the solutions, while $`r_0`$ can be absorbed by shifting $`rrr_0`$.

For a given $`c`$ we prefer to set the constant $`r_0`$ so that the point $`r=0`$ corresponds to origin, where $`R(r)`$ vanishes. To better understand the properties of the $`k=0`$ solution, we can express it by using a new coordinate $`\rho =\sqrt[4]{e^{2r}1}`$

$$ds^2=e^{2\mathrm{\Phi }_0}\left(\frac{4\rho ^4}{\rho ^2+1}d\rho ^2+\rho ^2d\mathrm{\Omega }_0^2\frac{\rho ^4+1}{\rho ^2}dt^2\right),$$
(29)
$`w(\rho )={\displaystyle \frac{1}{\sqrt{\rho ^4+1}}},e^{2\mathrm{\Phi }(\rho )}={\displaystyle \frac{e^{2\mathrm{\Phi }_0}(\rho ^4+1)}{\rho ^2}}.`$ (30)
For $`k=1`$, setting $`c=r_0=0`$, we obtain a regular solution. The spacetime is geodesically complete and globally hyperbolic .

However, if $`k1`$ we find that, for every choice of the integration constants, the line elements (19) and (26) present naked singularities. A direct computation reveals that the point $`r=0`$ is a curvature singularity. This singularity appear to be repulsive: no timelike geodesic hits it, though a radial null geodesic can. Our solutions violate the criterion of  because $`g_{tt}`$ in the Einstein frame is unbounded at the singularity and thus they cannot accurately describe the IR dynamics of a dual gauge theory.

Note that for $`k=1`$, the coordinate $`r`$ is restricted to the region $`0<r<r_c`$ (elsewhere $`R^2(r)`$ will become negative). As $`rr_c`$, $`R(r)0,\mathrm{\Phi }(r)`$ diverges and there is a second curvature singularity.

Nonextremal solutions.–  One may ask whether there are non-BPS solutions with a regular origin. This is the point $`r=r_0`$, where the function $`R(r)`$ vanishes but all curvature invariants are bounded (without loss of generality we can set $`r_0`$=0).

When written in the variables ($`\nu ,R,\mathrm{\Phi }`$) the field equations of the FS model are (we use the gauge $`\lambda =0`$)

$`{\displaystyle \frac{k}{\nu }}+{\displaystyle \frac{(k\omega ^2)^2}{2\nu R^2}}{\displaystyle \frac{R^2}{2\nu }}+{\displaystyle \frac{R\nu ^{}(R^{}+R\mathrm{\Phi }^{})}{\nu }}+R^2\omega ^2+4RR^{}\mathrm{\Phi }^{}+2R^2\mathrm{\Phi }^2`$ $`=`$ $`0,`$ (31)
$`\omega ^{\prime \prime }{\displaystyle \frac{\omega (\omega ^2k)}{\nu R^2}}+{\displaystyle \frac{\nu ^{}\omega ^{}}{\nu }}+2\omega ^{}\mathrm{\Phi }^{}`$ $`=`$ $`0,`$ (32)
$`R^{\prime \prime }+{\displaystyle \frac{(k\omega ^2)^2}{\nu R^3}}{\displaystyle \frac{k}{\nu R}}+R^{}({\displaystyle \frac{\nu ^{}}{\nu }}+2\mathrm{\Phi }^{})+{\displaystyle \frac{R^2}{R}}+{\displaystyle \frac{\omega ^2}{R}}`$ $`=`$ $`0,`$ (33)
$`\mathrm{\Phi }^{\prime \prime }{\displaystyle \frac{(k\omega ^2)^2}{\nu R^4}}+{\displaystyle \frac{k}{\nu R^2}}{\displaystyle \frac{\nu ^{}R^{}}{\nu R}}{\displaystyle \frac{R^2}{R^2}}{\displaystyle \frac{2R^{}\mathrm{\Phi }^{}}{R}}`$ $`=`$ $`0,`$ (34)
$`\nu ^{}{\displaystyle \frac{2\alpha e^{2\mathrm{\Phi }}}{R^2}}`$ $`=`$ $`0.`$ (35)
For the spherically symmetric case, there is a continuum of regular solutions in terms of the adjustable shooting parameter that specifies the initial conditions at the origin. It was proven in  that the finite energy solutions form a discrete set, indexed by the number of zeros of the gauge function.

However, a direct inspection of the system (31)-(35) reveals the absence of solutions with a regular origin for $`k1`$. In this case it is not possible to take $`R(r_0)=0`$ without introducing a curvature singularity. We observe the similarity with the EYM system with $`\mathrm{\Lambda }<0`$, where the absence of regular configurations has been noticed in . This fact has to be attributed to the particular form of the fourth order YM potential in (10).

Apart from the regular solutions, Gubser, Tseytlin and Volkov have found a rich spectrum of non-abelian spherically symmetric black hole solutions , corresponding to a non-zero parameter $`\alpha `$ in (10) ($`i.e.`$ a non-constant $`\nu (r)`$).

A natural way to deal with singularities is to hide them inside an event horizon. To implement the black hole interpretation we restrict the parameters so that the metric describes the exterior of a black hole with a non-degenerate horizon. That implies the existence of a point $`r=r_h`$ where $`\nu `$ vanishes, while all other functions are finite and differentiable. Without loss of generality we can set $`r_h=0`$.

Unlike the spherically symmetric case, we find only nodeless solutions. This can be analytically proven by integrating the equation for $`\omega `$, $`(e^{2\mathrm{\Phi }}\nu \omega ^{})^{}=\omega (\omega ^2k)/R^2`$ between $`r_h`$ and $`r`$; thus we obtain $`\omega ^{}>0`$ for every $`r>r_h`$. For $`k=1`$, both nodeless solutions and solutions where $`\omega `$ crosses the axis can exist. We notice again the analogy with the EYM-$`\mathrm{\Lambda }`$ system, where a similar behavior was found .

The field equations give the following expansion near the event horizon

$`R(r)`$ $`=`$ $`R_h+{\displaystyle \frac{e^{2\mathrm{\Phi }_h}}{2R_h\alpha }}\left(kR_h^2(\omega _h^2k)^2\right)r+O(r^2),`$ (36)
$`\omega (r)`$ $`=`$ $`w_h+{\displaystyle \frac{e^{2\mathrm{\Phi }_h}w_h}{2\alpha }}(\omega _h^2k)r+O(r^2),`$ (37)
$`\mathrm{\Phi }(r)`$ $`=`$ $`\mathrm{\Phi }_h+{\displaystyle \frac{e^{2\mathrm{\Phi }_h}}{4R_h^2\alpha }}\left(R_h^4+(\omega _h^2k)^2\right)r+O(r^2),`$ (38)
$`\nu (r)`$ $`=`$ $`{\displaystyle \frac{2\alpha e^{2\mathrm{\Phi }_h}}{R_h^2}}r+O(r^2).`$ (39)
The solutions present three free parameters: the value of the dilaton at the horizon $`\mathrm{\Phi }_h`$, the event horizon radius $`R_h`$ and the value of the gauge potential at the horizon $`\omega _h`$. For every value of $`k`$, one can set $`\alpha =1/2`$ without loss of generality, since this value can be obtained by a global rescaling of the line element (2).

Using the initial conditions on the event horizon (36)-(38), the equations (31)-(32) were integrated for a range of values of $`\mathrm{\Phi }_h,R_h`$ and varying $`\omega _h`$. Since the equations (31)-(32) are invariant under the transformation $`\omega \omega `$, only values of $`\omega _h>0`$ are considered. The numerical analysis shows the existence of a continuum of solutions for every value of ($`k,R_h,\omega _h,\mathrm{\Phi }_h)`$. Also, for every choice of $`\mathrm{\Phi }_h`$ and a given ($`k,R_h,\omega _h)`$, we find qualitatively similar solutions (different values of $`\mathrm{\Phi }_h`$ lead to global rescalings of the solutions).

In the spherically symmetric case , the black hole properties depend on the two essential parameters ($`R_h,\omega _h)`$. For $`R_h^2+\omega _h^2>1`$, $`R(r)\mathrm{}`$ as $`r\mathrm{}`$, all curvature invariants vanish in the same limit and the asymptotics is somewhat similar to the exact solution (23)-(25). For $`R_h^2+\omega _h^2<1`$, as numerically found by Gubser, Tseytlin and Volkov , the asymptotic is different: $`R(r)`$ vanishes at some $`r=r^{}`$, where there is a curvature singularity.

The situation for a nonspherically symmetric event horizon resembles this last case. For each set ($`R_h,w_h`$) we find a solution living in the interval $`r[0,r^{}]`$, where $`r^{}`$ has a finite value. For fixed $`R_h,\mathrm{\Phi }_h`$, the value of $`r^{}`$ decreases when increasing $`\omega _h`$. Typical solutions are presented in Figure 1.

The function $`R(r)`$ is no longer unbounded, but vanishes at $`r^{}`$ where there is a curvature singularity. This fact can be better understood by studying the combined $`R`$ and $`\omega `$ equations

$`(e^{2\mathrm{\Phi }}\nu (\omega ^2+R^2)^{})^{}=2k{\displaystyle \frac{e^{2\mathrm{\Phi }}}{R^2}}(\omega ^2+R^2k).`$ (40)
Figure 1. The gauge function $`\omega `$, the dilaton $`\mathrm{\Phi }`$ and the metric functions $`R,\nu `$ are shown as function of the coordinate $`r`$ for generical solutions with $`k=0`$ and $`k=1`$.

It is evident from this equation that $`R\mathrm{}`$ is not allowed unless $`k=1`$ and $`R_h^2+\omega _h^2>1`$. For $`k=0`$ we find $`\omega ^2+R^2=const.`$, while $`k=1`$ configurations satisfy always $`\omega ^2+R^2<w_h^2+R_h^2`$. The relation (40) clarifies also the observed behavior in the spherically symmetric case, both in the regular and black hole cases.

Concluding remarks.–  As was shown in , the FS model can be obtained via dimensional reduction of the $`D=10`$ supergravity, which contains apart from gravity and the dilaton field a Ramond-Ramond 3-form $`F_3`$ (the NS-NS 3-form $`H_3`$ is set to zero). As a result, any on-shell configuration in the model (1) $`(g_{\mu \nu },A_\mu ^a,\mathrm{\Phi })`$, can be uplifted to become a solution of ten-dimensional equations of motion for the $`D=10`$ supergravity. Using the uplifting formulas in , we can extract the $`D=10`$ metric, the dilaton and the R-R 3-form. In the Einstein frame, the ten dimensional solution reads

$`ds_{10}^2=e^{\widehat{\mathrm{\Phi }}/2}\left(e^{2\widehat{\mathrm{\Phi }}}g_{\mu \nu }dx^\mu dx^\nu +dx^ndx^n+\mathrm{\Theta }^a\mathrm{\Theta }^a\right),`$ (41)
where $`g_{\mu \nu }dx^\mu dx^\nu `$ is given by (2), ($`a,b,c,n=1,2,3`$),

$`A^a=A_\mu ^adx^\mu ,F^a={\displaystyle \frac{1}{2}}F_{\mu \nu }^adx^\mu dx^\nu ,\mathrm{\Theta }^aϵ^aA^a,`$
while $`ϵ^a`$ are the invariant 1-forms on $`S^3`$

$`ϵ_1=\mathrm{cos}\psi d\theta _1+\mathrm{sin}\psi \mathrm{sin}\theta _1d\varphi _1,ϵ_2=\mathrm{sin}\psi d\theta _1+\mathrm{cos}\psi \mathrm{sin}\theta _1d\varphi _1,ϵ_3=d\psi +\mathrm{cos}\theta _1d\varphi _1,`$ (42)
$`\psi ,\theta _1,\varphi _1`$ being the Euler angles on the three sphere. The $`D=10`$ dilaton field is $`\widehat{\mathrm{\Phi }}=\mathrm{\Phi }+\mathrm{ln}4`$, while the 3-form $`F_3`$ is given by

$`F_3=\mathrm{\Theta }^1\mathrm{\Theta }^2\mathrm{\Theta }^3\mathrm{\Theta }^aF^a.`$ (43)
The ten-dimensional metric (41) has a rather complicated form. We note that the four-dimensional nonabelian field gives rise to off-diagonal components of the metric. The discussed configurations are 3-brane-type solutions with 1+3 “parallel” directions ($`t,\mathrm{x}^n`$) and 6 transverse directions $`(r,\theta ,\varphi ,\psi ,\theta _1,\varphi _1)`$. Using the rules of , one can further lift the solutions to eleven dimensions to regard them in the context of M-theory.

To summarize, we have added two more members to the family of known supersymmetric exact solution with gravitating nonabelian fields. Our solutions can be regarded as complements of the spherically symmetric configurations discussed in . However, a nonspherical topology of the surface $`\mathrm{\Sigma }`$ will change drastically the structure and properties of the solutions.

Given the presence of the naked singularities, the physical significance of these solutions is not obvious. It is the dilaton field potential which accounts for the presence of pathologies in these solutions. Although there exist some common properties, a different asymptotic behavior was found in the EYM system with a negative cosmological constant. We can hope that a more general matter content will lead to a desingularization of the nonspherically symmetric solutions.

It can also be proven that, as expected, the new BPS solutions preserve $`N=1,D=4`$ supersymmetry. The computation of the Killing spinors and further details on these new solutions will be presented elsewhere.
Acknowledgments

The author is grateful to J.J. van der Bij for useful discussions and P. Cowdall for pointing out Ref. .
This work was performed in the context of the Graduiertenkolleg of the Deutsche Forschungsgemeinschaft (DFG): Nichtlineare Differentialgleichungen: Modellierung,Theorie, Numerik, Visualisierung.


text:
# Second Order Corrections to Large Scale Structure Weak Lensing: Background Source Clustering

## 1 Introduction

Weak gravitational lensing of faint galaxies probes the distribution of matter along the line of sight. Lensing by large-scale structure (LSS) induces correlation in the galaxy ellipticities at the few percent level and can be detected through challenging statistical studies of galaxy shapes in wide-field surveys (e.g., Blandford et al. 1991; Miralda-Escudé 1991; Kaiser 1992). An important aspect of weak lensing is that these ellipticity correlations, or associated statistics, provide cosmological information that is, in some cases, complementary to those supplied by the cosmic microwave background data at the same level of precision or better (e.g., Jain & Seljak 1997; Bernardeau et al. 1997; Kaiser 1998; Schneider et al. 1998; Hu & Tegmark 1999; Cooray 1999; van Waerbeke 1999; see Mellier 1999 and Bartelmann & Schneider 2000 for recent reviews). Indeed, a wide number of recent studies have provided the clear evidence for weak lensing due to large scale structure (van Waerkebe et al. 2000; Bacon et al. 2000; Wittman et al. 2000; Kaiser et al. 2000), though more work is clearly needed to understand even the statistical errors and biases. While biases can result from certain aspects related to the selection of observational fields (e.g., Cooray et al. 2000), statistical errors include those that are fundementally present due to the non-Gaussian nature of the large scale structure (e.g., Cooray & Hu 2001b).

Current predictions on statistics related to large scale structure weak lensing and their ability to measure cosmological parameters are based on several assumptions; for example, it is implicitly assumed that background galaxies, from which galaxy shape measurements are made, are uniformly distributed. Another assumption is the use of so-called Born approximation where one integrates along unperturbed photon geodesics instead of perturbed photon paths. Here, we discuss the former assumption while Cooray & Hu (2002) presents a discussion of the corrections resulting from dropping the Born approximation and including the so-called lens-lens coupling between two lenses at two different redshifts.

The effect of background source clustering was first discussed with respect to the lensing three point statistics, such as convergence skewness (Bernardeau 1998). Hamana et al. (2001) includes an extended discussion of this contribution. Recently, the same effect was revisited by Schneider et al. (2002) as a possible source of curl-like modes in lensing statistics. Here, we present a general discussion of the corrections resulting from clustering of background sources and consider effects two, three and four-point correlation functions. We suggest that the contributions are negligible and are unlikely to affect the current and upcoming weak lensing observations as a probe of cosmological parameters by comparing to predictions that neglect background source clustering.

## 2 Calculational Method

We discuss our statistics in terms of lensing convergence,

$$\kappa (\widehat{𝐧})=\frac{3}{2}\mathrm{\Omega }_mH_0^2_0^{\chi _0}𝑑\chi n_s(\chi )_0^\chi 𝑑\chi ^{}g(\chi ^{},\chi )\delta (\chi ^{}\widehat{𝐧};\chi ^{}),$$
(1)
where $`n_s(\chi )`$ is the normalized radial distribution of background sources such that $`𝑑\chi n_s(\chi )=1`$ and $`g(\chi ^{},\chi )`$ is the lensing weight function when a background source is at a radial distance of $`\chi `$:

$$g(\chi ^{},\chi )=\frac{d_A(\chi ^{})d_A(\chi \chi ^{})}{d_A(chi)}.$$
(2)
Here, $`\chi `$ is the radial distance, or lookback time, from the observer, given by

$$\chi (z)=_0^z\frac{dz^{}}{H(z^{})},$$
(3)
and the analogous angular diameter distance

$$d_A(\chi )=H_0^1\mathrm{\Omega }_K^{1/2}\mathrm{sinh}(H_0\mathrm{\Omega }_K^{1/2}\chi ),$$
(4)
with the expansion rate for adiabatic CDM cosmological models with a cosmological constant given by

$$H^2=H_0^2\left[\mathrm{\Omega }_m(1+z)^3+\mathrm{\Omega }_K(1+z)^2+\mathrm{\Omega }_\mathrm{\Lambda }\right].$$
(5)
Here, $`H_0`$ can be written as the inverse Hubble distance today $`cH_0^1=2997.9h^1`$Mpc. We follow the conventions that in units of the critical density $`3H_0^2/8\pi G`$, the contribution of each component is denoted $`\mathrm{\Omega }_i`$, $`i=c`$ for the CDM, $`b`$ for the baryons, $`\mathrm{\Lambda }`$ for the cosmological constant. We also define the auxiliary quantities $`\mathrm{\Omega }_m=\mathrm{\Omega }_c+\mathrm{\Omega }_b`$ and$`\mathrm{\Omega }_K=1_i\mathrm{\Omega }_i`$, which represent the matter density and the contribution of spatial curvature to the expansion rate respectively. Note that as $`\mathrm{\Omega }_K0`$, $`d_A(\chi )\chi `$ and we define $`\chi (z=\mathrm{})=\chi _0`$. Though we present a general derivation of second order contributions to weak lensing due to background source clustering, we show results for the currently favorable $`\mathrm{\Lambda }`$CDM cosmology with $`\mathrm{\Omega }_b=0.05`$, $`\mathrm{\Omega }_m=0.35`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.65`$ and $`h=0.65`$.

We assume that background sources are clustered in radial space such that $`n_s(\chi )\overline{n}_s(\chi )[1+\delta n_s(\chi )]`$ where fluctuations in the number counts of background sources are related to that of the density field via a time, and possibly a scale dependent, bias

$$\delta n_s(\chi )=b_1(\chi )\delta (\chi )+\frac{1}{2}b_2(\chi )\delta ^2(\chi ).$$
(6)
Here we have considered, perturbatively, contributions up to the second order in density perturbations. It is important that we consider contributions up to the $`\delta ^2`$ term since these terms can contribute at the same second order level in the power spectrum. Though we discuss the effect in terms of lensing convergence, it should be noted that our calculation equally well apply for, correlations of shear, such as the gradient, or electric-like, modes (see, Schneider et al. 2002).

In Fourier space, we can write the first, second and third order contribution to convergence as

$`\kappa ^{(1)}(𝐥)={\displaystyle \frac{3}{2}}\mathrm{\Omega }_mH_0^2{\displaystyle d^2\theta e^{𝐥\theta }_0^{\chi _0}𝑑\chi \overline{n}_s(\chi )}`$
$`\times `$ $`{\displaystyle _0^\chi }𝑑\chi ^{}g(\chi ^{},\chi ){\displaystyle \frac{d^3𝐤}{(2\pi )^3}\delta (𝐤,\chi ^{})e^{i𝐤\chi ^{}\theta }},`$
$`\kappa ^{(2)}(𝐥)={\displaystyle \frac{3}{2}}\mathrm{\Omega }_mH_0^2{\displaystyle d^2\theta e^{𝐥\theta }_0^{\chi _0}𝑑\chi \overline{n}_s(\chi )b_1(\chi )}`$
$`\times `$ $`{\displaystyle \frac{d^3𝐤_1}{(2\pi )^3}\delta (𝐤_1,\chi )_0^\chi 𝑑\chi ^{}g(\chi ^{},\chi )\frac{d^3𝐤_2}{(2\pi )^3}\delta (𝐤_2,\chi ^{})}`$
$`e^{i\theta (𝐤_1\chi +𝐤_2\chi ^{})}`$
and

$`\kappa ^{(3)}(𝐥)={\displaystyle \frac{3}{4}}\mathrm{\Omega }_mH_0^2{\displaystyle d^2\theta e^{𝐥\theta }_0^{\chi _0}𝑑\chi \overline{n}_s(\chi )b_2(\chi )}`$
$`\times `$ $`{\displaystyle \frac{d^3𝐤_1}{(2\pi )^3}\delta (𝐤_1,\chi )\frac{d^3𝐤_2}{(2\pi )^3}\delta (𝐤_2,\chi )_0^\chi 𝑑\chi ^{}g(\chi ^{},\chi )}`$
$`\times `$ $`{\displaystyle \frac{d^3𝐤_3}{(2\pi )^3}\delta (𝐤_3,\chi ^{})e^{i\theta (𝐤_1\chi +𝐤_2\chi +𝐤_3\chi ^{})}},`$
respectively.

We define the associated angular power spectrum, bispectrum and trispectrum of weak lensing convergence, in flat-sky as appropriate for current and upcoming experiments as

$`\kappa (𝐥)\kappa (𝐥^{})`$ $`=`$ $`(2\pi )^2\delta _D(𝐥+𝐥^{})C_l^{\kappa \kappa }`$
$`\kappa (𝐥)\kappa (𝐥^{})\kappa (𝐥^{\prime \prime })`$ $`=`$ $`(2\pi )^2\delta _D(𝐥+\mathrm{}+𝐥^{\prime \prime })B_\kappa (𝐥,𝐥^{},𝐥^{\prime \prime })`$
$`\kappa (𝐥)\kappa (𝐥^{})\kappa (𝐥^{\prime \prime })\kappa (𝐥^{\prime \prime \prime })_c`$ $`=`$ $`(2\pi )^2\delta _D(𝐥+\mathrm{}+𝐥^{\prime \prime \prime })T_\kappa (𝐥,𝐥^{},𝐥^{\prime \prime },𝐥^{\prime \prime \prime }).`$
Here, $`𝐤_{i\mathrm{}j}=𝐤_i+\mathrm{}+𝐤_j`$ and $`\delta _D`$ is the delta function not to be confused with the density perturbation. Note that the subscript $`c`$ denotes the connected piece, i.e., the trispectrum is defined to be identically zero for a Gaussian field. Here and throughout, we occasionally suppress the redshift dependence where no confusion will arise.

We define the power spectrum of density fluctuations as

$$\delta (𝐤)\delta (𝐤^{})=(2\pi )^3\delta (𝐤+𝐤^{})P_{\delta \delta }(k),$$
(10)
where

$$\frac{k^3P(k)}{2\pi ^2}=\delta _H^2\left(\frac{k}{H_0}\right)^{n+3}T^2(k),$$
(11)
in linear perturbation theory. We use the fitting formulae of Eisenstein & Hu (1999) in evaluating the transfer function $`T(k)`$ for CDM models. Here, $`\delta _H`$ is the amplitude of present-day density fluctuations at the Hubble scale; with $`n=1`$, we adopt the COBE normalization for $`\delta _H`$ (Bunn & White 1997) of $`4.2\times 10^5`$, consistent with galaxy cluster abundance (Viana & Liddle 1999), with $`\sigma _8=0.86`$. To capture the non-linear aspects of the power spectrum, we use the prescription by Peacock & Dodds (1996).

We will now discuss contributions to the angular power spectrum, bispectrum and trispectrum of convergence from clustering of background sources. To illustrate results, we take a redshift distribution for the background sources of the form

$$n_s(z)=\left(\frac{z}{z_0}\right)^\alpha \mathrm{exp}\left(\frac{z}{z_0}\right)^\beta ,$$
(12)
where $`(\alpha ,\beta )`$ denote the slope of the distribution at low and high $`z`$’s, respectively around a mean-like parameter given by $`z_0`$. For the purpose of this calculation we take $`\alpha =\beta =1.5`$ and take $`z_0`$ to be 1.0 so as to mimic the expected background sources from current and upcoming lensing catalogs. In general, since clustering evolves to low redshifts, with a decrease in the background source redshift distribution to a lower redshift, we expect an increase in the importance of second order effects associated with clustering of background sources.

### 2.1 Power Spectrum

To the first order, using $`\kappa ^{(1)}(𝐥)\kappa ^{(1)}(𝐥^{})`$, we simplify with the Limber approximation (Limber 1954) in Fourier space following Kaiser (1992; Kaiser 1998) to obtain the well known result that

$`C_l^{\kappa \kappa }={\displaystyle \frac{9}{4}}\mathrm{\Omega }_m^2H_0^4\left[{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi )\right]^2`$
$`\times `$ $`{\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g^2(\chi ^{},\chi )}{d_A(\chi ^{})^2}}P_{\mathrm{\Phi }\mathrm{\Phi }}({\displaystyle \frac{l}{d_A(\chi ^{})}};\chi ^{}).`$
The second order convergence power spectrum resulting from source clustering involves two terms: $`\kappa ^{(2)}\kappa ^{(2)}`$ and $`\kappa ^{(3)}\kappa ^{(1)}`$. The latter includes an additional, and equal, term through a permutation. We simplify these contributions again using the Limber approximation (Limber 1954) such that

$`\kappa ^{(2)}(𝐥)\kappa ^{(2)}(𝐥^{})=(2\pi )^2\delta _D(𝐥+𝐥^{})`$ (14)
$`\times `$ $`{\displaystyle \frac{9}{4}}\mathrm{\Omega }_m^2H_0^4{\displaystyle _0^{\chi _0}}𝑑\chi {\displaystyle \frac{[b_1\overline{n}_s]^2(\chi )}{d_A^2(\chi )}}{\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g^2(\chi ^{},\chi )}{d_A^2(\chi ^{})}}`$
$`\times `$ $`{\displaystyle \frac{d^2𝐥_1}{(2\pi )^2}P(\frac{l_1}{d_A(\chi )},\chi )P(\frac{|𝐥𝐥_1|}{d_A(\chi ^{})},\chi ^{})},`$
and

$`\kappa ^{(3)}(𝐥)\kappa ^{(1)}(𝐥^{})=(2\pi )^2\delta _D(𝐥+𝐥^{})`$
$`\times `$ $`{\displaystyle \frac{9}{8}}\mathrm{\Omega }_m^2H_0^4{\displaystyle _0^{\chi _0}}𝑑\chi {\displaystyle \frac{b_2\overline{n}_s^2(\chi )}{d_A^2(\chi )}}{\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g^2(\chi ^{},\chi )}{d_A^2(\chi ^{})}}`$
$`\times `$ $`{\displaystyle \frac{d^2𝐥_1}{(2\pi )^2}P(\frac{l_1}{d_A(\chi )},\chi )P(\frac{l}{d_A(\chi ^{})},\chi ^{})}.`$
Note that the total contribution to the convergence power spectrum follows as $`\kappa ^{(2)}(𝐥)\kappa ^{(2)}(𝐥^{})`$\+ $`\kappa ^{(3)}(𝐥)\kappa ^{(1)}(𝐥^{})`$\+ $`\kappa ^{(1)}(𝐥)\kappa ^{(3)}(𝐥^{})`$. We denote the first contribution by $`C_l^{22}`$ term and the latter two terms by $`C_l^{31}`$. Thus, the total contribution to the power spectrum due to source clustering is

$`C_l^{\kappa \kappa }`$ $`=`$ $`C_l^{22}+C_l^{31}`$
$`C_l^{22}`$ $`=`$ $`{\displaystyle \frac{9}{4}}\mathrm{\Omega }_m^2H_0^4{\displaystyle _0^{\chi _0}}𝑑\chi {\displaystyle \frac{[b_1\overline{n}_s]^2(\chi )}{d_A^2(\chi )}}{\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g^2(\chi ^{},\chi )}{d_A^2(\chi ^{})}}`$
$`\times `$ $`{\displaystyle \frac{d^2𝐥_1}{(2\pi )^2}P(\frac{l_1}{d_A(\chi )},\chi )P(\frac{|𝐥𝐥_1|}{d_A(\chi ^{})},\chi ^{})}`$
$`C_l^{31}`$ $`=`$ $`{\displaystyle \frac{9}{4}}\mathrm{\Omega }_m^2H_0^4{\displaystyle _0^{\chi _0}}𝑑\chi {\displaystyle \frac{b_2\overline{n}_s^2(\chi )}{d_A^2(\chi )}}{\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g^2(\chi ^{},\chi )}{d_A^2(\chi ^{})}}`$
$`\times `$ $`{\displaystyle \frac{d^2𝐥_1}{(2\pi )^2}P(\frac{l_1}{d_A(\chi )},\chi )P(\frac{l}{d_A(\chi ^{})},\chi ^{})}.`$
In figure 1, we show the second order correction to the angular power spectrum of convergence. The solid line is the well known first order result, while the dashed line is the contribution from the $`C_l^{22}`$ term. Note that $`C_l^{22}b_1^2`$, and we have taken the value of $`b_1=1`$ for illustration purposes. The long-dashed line is the $`C_l^{31}`$ contribution, where $`C_l^{31}b_2`$ and we have taken $`b_2=1`$ for simplicity. Since we do not have detailed information on the galaxy bias, to illustrate our results, we have taken the bias to be redshift and scale independent. Adding a redshift dependent bias of the from $`b(z)(1+z)^\gamma `$, however, did not lead to a significantly different result from the one suggested in figure 1 when $`|\gamma |<`$ 2.

There is one aspect of bias that should be kept in mind when interpreting figure 1. In general, quadratic bias is expected to be negative, such that the two terms, $`C_l^{22}`$ and $`C_l^{31}`$, added together will give a contribution which is lower than what one would naively expect if simply added together. In the IRAS PSCz catalog, Feldman et al. (2001) finds $`1/b_1=1.20_{0.19}^{+0.18}`$ and $`b_2/b_1^2=0.42\pm 0.19`$. Similar results our available from the 2dF survey by Verde et al. (2002): $`b_1=1.04\pm 0.11`$ and $`b_2=0.054\pm 0.08`$. Since there is no conclusive evidence for a non-zero value for $`b_2`$, the first approximation that $`b_2=0`$ and $`b_1=1`$ leads to the dashed line with the conclusion that second order effects are generally below the few percent level for multipole less than $`10^4`$ corresponding to angular scales less than few arcminutes.

On the other hand, if $`b_2=0.5`$ and $`b_1=1`$, we obtain the dot-dashed line as the total contribution to the angular power spectrum of convergence due to source clustering; the shape of the power spectrum is due to the fine cancellation of $`C_l^{22}`$ and $`C_l^{31}`$ terms. We suggest that, in addition to the linear bias, the extent to which background source clustering affects statistics such as power spectra or correlations depends on the detail aspects of galaxy biasing such as the quadratic bias. In any case, we find that source clustering effects are unlikely to be a strong contaminat for current lensing experiments.

There is also another important aspect related to $`C_l^{31}`$. The integral over $`𝐥_1`$ denotes the power spectrum traced by galaxies and $`C_l^{31}`$ effectively scales with this integral as an overall normalization. If galaxies do not fully trace the non-linear power spectrum, as predicted by the Peacock & Dodds (1996) formulae for the dark matter, then the contribution would be lower than what we have predicted. We can bracket the expected range of variation by replacing the power spectrum involved with the integral over $`𝐥_1`$ with that of the linear power spectrum, as it is generally expected that the galaxy power spectrum lies between the linear and non-linear cases of dark matter. Since the contribution to the integral here comes from all angular scales, the bahvior of either the linear or non-linear power spectrum at small angular scales becomes to some extent important for the calculation presented here. As we do not have a reliable method to predict the non-linear power spectrum at small scales, we safely cut off the calculation at $`k10^6`$ h Mpc<sup>-1</sup>.

### 2.2 Bispectrum

We can write the resuling contribution to the bispectrum by considering terms such as $`\kappa ^{(2)}(𝐥_1)\kappa ^{(1)}(𝐥_2)\kappa ^{(1)}(𝐥_3)`$ and add the necessary permutations. We write one of these terms as

$`\kappa ^{(2)}(𝐥)\kappa ^{(1)}(𝐥^{})\kappa ^{(1)}(𝐥^{\prime \prime })=(2\pi )^2\delta _D(𝐥+𝐥^{}+𝐥^{\prime \prime })\left({\displaystyle \frac{3}{2}}\mathrm{\Omega }_mH_0^2\right)^3`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g(\chi ^{},\chi )b_1(\chi ^{})\overline{n}_s(\chi ^{})}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_1}{d_A(\chi ^{})}},\chi ^{})`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g^2(\chi ^{},\chi )}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_2}{d_A(\chi ^{})}},\chi ^{}),`$
so that the bispectrum is

$`B_\kappa (𝐥_1,𝐥_2,𝐥_3)=\left({\displaystyle \frac{3}{2}}\mathrm{\Omega }_mH_0^2\right)^3`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g(\chi ^{},\chi )b_1(\chi ^{})\overline{n}_s(\chi ^{})}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_1}{d_A(\chi ^{})}},\chi ^{})`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g^2(\chi ^{},\chi )}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_2}{d_A(\chi ^{})}},\chi ^{})+\mathrm{Perm}.,`$
where the permutations are with respect to the ordering of $`(l_1,l_2,l_3)`$ and involves five additional terms.

Following Cooray & Hu (2001a), we can write the third moment of convergence using the bispectrum as

$`\kappa ^3(\sigma )`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{l_1l_2l_3}{}}\sqrt{{\displaystyle \frac{(2l_1+1)(2l_2+1)(2l_3+1)}{4\pi }}}`$ (21)
$`\times \left(\begin{array}{ccc}l_1& l_2& l_3\\ 0& 0& 0\end{array}\right)B_{l_1l_2l_3}^\kappa W_{l_1}(\sigma )W_{l_2}(\sigma )W_{l_3}(\sigma ),`$
where the quantity within parantheses is the Wigner-3$`j`$ symbol, which in the case of no angular dependence can be written as

$`\left(\begin{array}{ccc}l_1& l_2& l_3\\ 0& 0& 0\end{array}\right)`$ $`=`$ $`(1)^{L/2}{\displaystyle \frac{(\frac{L}{2})!}{(\frac{L}{2}l_1)!(\frac{L}{2}l_2)!(\frac{L}{2}l_3)!}}`$
$`\times `$ $`\left[{\displaystyle \frac{(L2l_1)!(L2l_2)!(L2l_3)!}{(L+1)!}}\right]^{1/2}`$
for even $`L`$; it vanishes for odd $`L`$. We refer the reader to Cooray & Hu (2000) for additional details on the Wigner 3-$`j`$ symbol.

Using the third moment, we construct the skewness as

$$S_3(\sigma )=\frac{\kappa ^3(\sigma )}{\kappa ^2(\sigma )^2}.$$
(27)
where the all-sky expression for bispectrum, in terms of the flat-sky derivation, is

$`B_{l_1l_2l_3}^\kappa `$ $`=`$ $`\sqrt{{\displaystyle \frac{(2l_1+1)(2l_2+1)(2l_3+1)}{4\pi }}}\left(\begin{array}{ccc}l_1& l_2& l_3\\ 0& 0& 0\end{array}\right)`$ (31)
$`\times B_\kappa (l_1,l_2,l_3).`$
Similarly, the second moment is defined as

$$\kappa ^2(\sigma )=\frac{1}{4\pi }\underset{l}{}(2l+1)C_l^\kappa W_l^2(\sigma ).$$
(32)
where $`W_l`$ are the multipole moments (or Fourier transform in a flat-sky approximation) of the window. For simplicity, we will choose a window which is a two-dimensional top hat in real space with a window function in multipole space of $`W_l(\sigma )=2J_1(x)/x`$ with $`x=l\sigma `$.

In figure 2, we summarize our results on the expected contribution to the convergence skewness. We refer the reader to Bernardeau (1998) and Hamana et al. (2002) for an extended discussion on the effects on background source clustering on skewness. As shown in figure 2 and discussed in prior publications, the contribution to skewness is at the level of few tens of percent and depends strongly on parameters such as the mean redshift of background sources and the width of the redshift distribution. A higher mean redshift and a smaller width result in a smaller contribution to skewness while a lower mean redshift and a broader distribution can contribute up to 30% or more of the skewness expected from non-linear evolution of gravitational perturbations.

### 2.3 Trispectrum

We can write the resuling contribution to the trispectrum by considering terms such as $`\kappa ^{(2)}(𝐥_1)\kappa ^{(2)}(𝐥_2)\kappa ^{(1)}(𝐥_3)\kappa ^{(1)}(𝐥_4)`$ and add the necessary permutations. We write one of these terms as

$`\kappa ^{(2)}(𝐥)\kappa ^{(2)}(𝐥^{})\kappa ^{(1)}(𝐥^{\prime \prime })\kappa ^{(1)}(𝐥^{\prime \prime \prime })=`$
$`(2\pi )^2\delta _D(𝐥+𝐥^{}+𝐥^{\prime \prime }+𝐥^{\prime \prime \prime })\left({\displaystyle \frac{3}{2}}\mathrm{\Omega }_mH_0^2\right)^4`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi _1{\displaystyle \frac{[b_1\overline{n}_s]^2(\chi _1)}{d_A^2(\chi _1)}}\left[P({\displaystyle \frac{|𝐥_3+𝐥_1|}{d_A(\chi _1)}},\chi _1)+P({\displaystyle \frac{|𝐥_3+𝐥_2|}{d_A(\chi _1)}},\chi _1)\right],`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^{\chi _2}}𝑑\chi ^{}{\displaystyle \frac{g(\chi ^{},\chi _1)g(\chi ^{},\chi )}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_1}{d_A(\chi ^{})}},\chi ^{})`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g(\chi ^{},\chi _1)g(\chi ^{},\chi )}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_2}{d_A(\chi ^{})}},\chi ^{}),`$
so that the trispectrum is

$`T_\kappa (𝐥_1,𝐥_2,𝐥_3,𝐥_4)=\left({\displaystyle \frac{3}{2}}\mathrm{\Omega }_mH_0^2\right)^4`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi _1{\displaystyle \frac{[b_1\overline{n}_s]^2(\chi _1)}{d_A^2(\chi _1)}}\left[P({\displaystyle \frac{|𝐥_3+𝐥_1|}{d_A(\chi _1)}},\chi _1)+P({\displaystyle \frac{|𝐥_3+𝐥_2|}{d_A(\chi _1)}},\chi _1)\right],`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^{\chi _2}}𝑑\chi ^{}{\displaystyle \frac{g(\chi ^{},\chi _1)g(\chi ^{},\chi )}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_1}{d_A(\chi ^{})}},\chi ^{})`$
$`\times `$ $`{\displaystyle _0^{\chi _0}}𝑑\chi \overline{n}_s(\chi ){\displaystyle _0^\chi }𝑑\chi ^{}{\displaystyle \frac{g(\chi ^{},\chi _1)g(\chi ^{},\chi )}{d_A^2(\chi ^{})}}P({\displaystyle \frac{l_2}{d_A(\chi ^{})}},\chi ^{}),`$
where the permutations are with respect to the ordering of $`(l_1,l_2,l_3,l_4)`$.

For the purpose of this calculation, we assume that upcoming weak lensing convergence power spectrum will measure binned logarithmic band powers at several $`l_i`$’s in multipole space with bins of thickness $`\delta l_i`$.

$$𝒞_i=_{\mathrm{s}i}\frac{d^2l}{A_{\mathrm{s}i}}\frac{l^2}{2\pi }\kappa (𝐥)\kappa (𝐥),$$
(35)
where $`A_\mathrm{s}(l_i)=d^2l`$ is the area of 2D shell in multipole and can be written as $`A_\mathrm{s}(l_i)=2\pi l_i\delta l_i+\pi (\delta l_i)^2`$.

We can now write the signal covariance matrix as

$`C_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{A}}\left[{\displaystyle \frac{(2\pi )^2}{A_{\mathrm{s}i}}}2𝒞_i^2+T_{ij}^\kappa \right],`$ (36)
$`T_{ij}^\kappa `$ $`=`$ $`{\displaystyle \frac{d^2l_i}{A_{\mathrm{s}i}}\frac{d^2l_j}{A_{\mathrm{s}j}}\frac{l_i^2l_j^2}{(2\pi )^2}T^\kappa (𝐥_i,𝐥_i,𝐥_j,𝐥_j)},`$ (37)
where $`A`$ is the area of the survey in steradians. Again the first term is the Gaussian contribution to the sample variance and the second the non-Gaussian contribution. A realistic survey will also have shot noise variance due to the finite number of source galaxies in the survey. For a comparison of previous calculations, we take the same binning scheme as the one used in Cooray & Hu (2001b) and used in White & Hu (1999).

In figure 3, we show the ratio of $`RC_{ii}/C_{ii}^{\mathrm{Gaus}}`$ where $`C_{ii}^{\mathrm{Gaus}}`$ is the contribution with simply the Gaussian variance. This ratio can also be written as

$$R1+\frac{A_{si}T_{ii}^\kappa }{(2\pi )^22𝒞_i^2},$$
(38)
and we plot $`R1`$ to highlight the difference between source clustering and non-Gaussian aspect of large scale structure. As shown, the clustering only leads to a few percent contribution, at $`l10^3`$, beyond the Gaussian variance while the non-Gaussianities due to large scale structure clustering contributes at the level of 10% or more. One can safely ignore the relative increase in the variance of power spectrum measurements due to background source clustering.

An additional aspect of the covariance resulting from non-Gaussianities is that band power estimates are correlated. These correlations can be written as

$$\widehat{C}_{ij}\frac{C_{ij}}{\sqrt{C_{ii}C_{jj}}}.$$
(39)
In figure 4, we show the behavior of the correlation coefficient between a fixed $`l_j`$ as a function of three $`l_i`$’s. When $`l_i=l_j`$ the coefficient is 1 by definition. Due to the presence of the dominant Gaussian contribution at $`l_i=l_j`$, the coefficient has an apparent discontinuity between $`l_i=l_j`$ and $`l_i=l_{j1}`$ that decreases as $`l_j`$ increases and non-Gaussian effects dominate. As shown, however, the correlation coefficients due to the non-Gaussian nature of the large scale structure is over an order of magnitude larger than than the correlations resulting from the clustering of background sources. The results related to the covariance suggests that non-Gaussian effects resulting from the clustering of background sources is not expected to strongly influence the abilities of weak lensing experiment to obtain precision measurements of cosmology.

## 3 Summary & Conclusions

We have discussed the second order contributions to weak gravitational lensing convergence resulting from the clustering of background sources from which galaxy shape measurements are made in weak lensing experiments. The clustering of source galaxies induce a second order contribution to the two point statistics such as weak lensing convergence angular power spectrum. For the angular scales of interest, we have shown that this contribution is at the level of few percent; to some extent, however, the exact contribution is uncertain due to unknown aspects associated with galaxy biasing such as the quadractic bias.

Our calculations related to the skewness generated by background source clustering is consistent with previous calculations by Bernardeau (1998) and Hamana et al. (2001). We have discussed a new non-Gaussian aspect of the background source clustering involving a contribution to the four point correlation function of shear or the trispectrum in Fourier space. The non-Gaussian four-point function is of interest since it determines the covariance of power spectrum measurements. The background source clustering increases the Gaussian covariance at the level of few percent when $`l10^3`$. This increase, however, is an order of magnitude or more below the increase resulting from the intrinsic non-Gaussian nature of the large scale structure due to the non-linear evolution of gravitational perturbations. The trispectrum contribution to the covariance also leads to correlations between band power estimates, though, these are again at the few percent level or below and are unlikely to be a significant source of error for current and upcoming weak lensing experiments.

## Acknowledgments

We thank support from the Sherman Fairchild foundation and the Department of Energy grant DE-FG03-92-ER40701.


text:
# References

The experimental and theoretical investigation of neutrino oscillations is presently one of the most active fields of research in high-energy physics. For the interpretation of experimental data it is important to have a clear and correct theoretical formulation of the neutrino oscillation mechanism111 See Ref.  for a review of the theory of neutrino oscillations and Ref.  for an exhaustive list of references. . In particular, the phase $`\mathrm{\Phi }_{kj}`$ of neutrino oscillations in vacuum due to the interference of the contributions of two massive neutrinos $`\nu _k`$ and $`\nu _j`$ with masses $`m_k`$ and $`m_j`$, respectively, depends on the mass-squared differences $`\mathrm{\Delta }m_{kj}^2m_k^2m_j^2`$. A correct theoretical expression of the oscillation phase $`\mathrm{\Phi }_{kj}`$ is important in order to extract from the experimental data correct information on the value of $`\mathrm{\Delta }m_{kj}^2`$.

The standard expression for the oscillation phase $`\mathrm{\Phi }_{kj}`$ in the relativistic approximation is

$$\mathrm{\Phi }_{kj}=\frac{\mathrm{\Delta }m_{kj}^2L}{2E},$$
(1)
where $`E`$ is the neutrino energy and $`L`$ is the distance between the neutrino source and detector.

It has been argued by some authors  that the expression (1) is wrong by a factor of two on the basis of the following reasoning. Neutrino experiments measure neutrino oscillations as a function of the source-detector distance $`L`$. Different massive neutrinos propagate with different velocities

$$v_k=\frac{p_k}{E_k},$$
(2)
where $`E_k`$ and $`p_k`$ are, respectively, the energy and momentum of the neutrino with mass $`m_k`$, related by the relativistic dispersion relation

$$E_k^2=p_k^2+m_k^2.$$
(3)
Hence, the phases of the different massive neutrinos wave functions after a propagation distance $`L`$ should take into account the different times of propagation of different massive neutrinos:

$$\stackrel{~}{\mathrm{\Phi }}_k=p_kLE_kt_k.$$
(4)
The different propagation times are given by

$$t_k=\frac{L}{v_k}=\frac{E_k}{p_k}L,$$
(5)
which lead, in the relativistic approximation, to the phase difference

$$\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}_{kj}\stackrel{~}{\mathrm{\Phi }}_k\stackrel{~}{\mathrm{\Phi }}_j=\frac{\mathrm{\Delta }m_{kj}^2L}{E}.$$
(6)
This phase difference is twice of the standard one in Eq. (1). A similar disagreement by a factor of two has been claimed to exist in the case of kaon oscillations in Refs. .

Let us notice that in Eq. (4) we have considered the possibility of different energies and momenta for different massive neutrino wave functions. Indeed, it has been shown in Ref.  that Lorentz invariance implies that in general in oscillation experiments different massive neutrinos have different energies and different momenta. The energy $`E`$ in Eqs. (1) and (6) is the energy of the massive neutrinos in the massless limit, i.e. neglecting the differences of energy due to the masses.

The authors of Refs.  claimed that a correct way to obtain the standard oscillation phase is to assume the same energy for the different massive neutrino wave functions. This is an unphysical assumption, as discussed in Ref. . Moreover, as already noticed in Ref. , it is not true that the disagreement of a factor of two disappears assuming the same energy for the different massive neutrino wave functions, as clearly shown by the above derivation of Eq. (6), in which the energies of the different massive neutrino wave functions could have been taken to be equal. Indeed, even if the different massive neutrino wave functions have the same energy, the time contribution $`Et_k+Et_j`$ to the phase difference $`\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}_{kj}`$ does not disappear, because $`t_kt_j`$. This contribution has been missed in Refs. .

In order to test the validity of the reasoning of the authors of Refs. , let us apply their method to the well-known double-slit interference experiment depicted in Fig. 1. The particles emitted by the source $`S`$ and detected could be photons or electrons, or others. The screen $`A`$ has two holes through which the particles can reach the screen $`B`$ on which a detector registers the arrival of the particles at a distance $`x`$ from the center of the screen.

In the standard approach, the phases of the two waves at $`x`$ at the time $`t`$ are given by

$$\mathrm{\Phi }_k=pr_kEt=p\left(r_A+r_{Bk}\right)Et,$$
(7)
for $`k=1,2`$. Hence, the phase difference is

$$\mathrm{\Delta }\mathrm{\Phi }\mathrm{\Phi }_2\mathrm{\Phi }_1=p\mathrm{\Delta }r,$$
(8)
with

$$\mathrm{\Delta }rr_2r_1=r_{B2}r_{B1}\frac{2ax}{d},$$
(9)
where the approximation holds for $`x,ad`$. Since $`p=2\pi /\lambda `$, where $`\lambda `$ is the wavelength, the maxima of interference are given by the usual well known formula $`x=n\lambda d/2a`$, with $`n=0,1,\mathrm{}`$, which has been confirmed by many experiments without any doubt.

Let us apply now the reasoning of the authors of Refs. . If one takes into account the velocity of the particles, the two paths have different propagation times

$$t_k=\frac{r_k}{v},$$
(10)
where $`v`$ is the velocity,

$$v=\frac{p}{E}.$$
(11)
In this approach, the phases of the two waves at $`x`$ are given by

$$\stackrel{~}{\mathrm{\Phi }}_k=pr_kEt_k.$$
(12)
The phase difference at $`x`$ turns out to be

$$\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}\stackrel{~}{\mathrm{\Phi }}_2\stackrel{~}{\mathrm{\Phi }}_1=\left(p\frac{E}{v}\right)\mathrm{\Delta }r2\frac{a}{d}x\frac{m^2}{p},$$
(13)
where the approximation holds for $`x,ad`$. This phase difference is very different from the correct one in Eq. (8), and it even vanishes for massless particles (as photons).

Therefore, the reasoning presented in Refs.  is wrong.

The mistake in the claim formulated in Refs.  is due to a wrong use of the group velocity in the phase, which depends on the phase velocity. The group velocity (given in Eq. (2) for neutrinos and in Eq. (11) for the double-slit experiment) is the velocity of the factor that modulates the amplitude of a wave packet describing a localized particle. In the double-slit experiment there are two wave packets which propagate along the two paths in Fig. 1. The envelopes of these wave packets take different times to cover the two different distances from the source $`S`$ to the point $`x`$ on the screen. But this has no effect on the phases. Only the amplitude of the final wave function is determined by the modulating factors of the amplitudes of the two wave packets. The different arrival times of the envelopes of the wave packets reduces the overlap of the two wave packets, leading to a decoherence effect.

Let us illustrate these concepts in a one-dimensional formalism using a Gaussian momentum distribution with width $`\sigma _p`$, centered at the momentum $`p`$:

$$\psi (p^{})=\left(\sqrt{2\pi }\sigma _p\right)^{1/2}\mathrm{exp}\left[\frac{\left(p^{}p\right)^2}{4\sigma _p^2}\right].$$
(14)
For $`\sigma _p<<p`$, the corresponding wave packet in space-time is

$$\psi (r,t)=\left(\sqrt{2\pi }\sigma _r\right)^{1/2}\mathrm{exp}\left[ipriEt\frac{\left(rvt\right)^2}{4\sigma _r^2}\right],$$
(15)
where $`\sigma _r=1/2\sigma _p`$, $`E=\sqrt{p^2+m^2}`$, and $`v=p/E`$ is the velocity of the envelope

$$\left(\sqrt{2\pi }\sigma _r\right)^{1/2}\mathrm{exp}\left[\frac{\left(rvt\right)^2}{4\sigma _r^2}\right]$$
(16)
of the wave packet. The real part of the wave packet (15) at $`t=0`$ is depicted by the solid line in Fig. 2, with the envelope (16) represented by the dashed line. It is important to understand that the wave packet in the approximation (15) is a monochromatic wave whose amplitude is modulated by the envelope factor (16), that has no effect on the phase factor

$$\mathrm{exp}\left[ipriEt\right]$$
(17)
of the wave packet.

The amplitudes of each of the two wave packets traveling the two paths in the double-slit experiment in Fig. 1 at the distance $`x`$ from the center of screen $`B`$ at the time $`t`$ is given by

$$\psi (r_k,t)=\frac{1}{\sqrt{2}}\left(\sqrt{2\pi }\sigma _r\right)^{1/2}\mathrm{exp}\left[ipr_kiEt\frac{\left(r_kvt\right)^2}{4\sigma _r^2}\right],$$
(18)
for $`k=1,2`$, with $`r_k=r_A+r_{Bk}`$. The probability to detect the particle at the point $`x`$ at the time $`t`$ is

$`P(x,t)`$ $``$ $`\left|\psi (r_1,t)+\psi (r_2,t)\right|^2`$ (19)
$``$ $`{\displaystyle \frac{1}{2\sqrt{2\pi }\sigma _r}}\{\mathrm{exp}[{\displaystyle \frac{\left(r_1vt\right)^2}{2\sigma _r^2}}]+\mathrm{exp}[{\displaystyle \frac{\left(r_2vt\right)^2}{2\sigma _r^2}}]`$
$`+2\mathrm{cos}\left(p\mathrm{\Delta }r\right)\mathrm{exp}[{\displaystyle \frac{\left(r_1vt\right)^2+\left(r_2vt\right)^2}{4\sigma _r^2}}]\},`$
where we have omitted an appropriate normalization factor, that must be inserted in order to normalize the probability over the screen.

From Eq. (19) it is clear that the probability to detect the particle at $`x`$ is appreciable only when one of the two wave packets cover the detector. Interference of the two wave functions is possible if both wave packets cover the detector simultaneously. However, usually the detector operates for a long time without recording the precise instant of detection. In this case, the probability of detection at $`x`$ is given by the time average of $`P(x,t)`$ in Eq. (19):

$$P(x)\frac{1}{2}\left\{1+\mathrm{cos}\left(p\mathrm{\Delta }r\right)\mathrm{exp}\left[\frac{\mathrm{\Delta }r^2}{8\sigma _r^2}\right]\right\}.$$
(20)
The interference term gives an appreciable contribution only if the separation $`\mathrm{\Delta }r`$ of the two wave packets is smaller than their width, i.e. if there is an overlap of the two wave packets at the detector. It is clear that the different propagation times of the envelopes of the two wave packets has no effect on the phase of the interference term, that is equal to the phase in Eq. (8), obtained in the plane wave approximation. This is what we wanted to show with this simple example.

An interesting complication to the problem stems from the fact, noted in Ref. , that different wave packets can interfere even if they do not overlap at the detector if the coherence time of the detection process is larger than the time separation between the arrival of the wave packets. In order to take into account this effect in the double-slit experiment, we have to introduce an appropriate wave function for the detection process. Assuming that the detection process has a coherence time $`\sigma _{t\mathrm{D}}`$ and the detection occurs at the time $`t_\mathrm{D}`$, we describe the detection process with the Gaussian wave packet

$$\psi _\mathrm{D}(t,t_\mathrm{D})=\left(\sqrt{2\pi }\sigma _{t\mathrm{D}}\right)^{1/2}\mathrm{exp}\left[iE\left(tt_\mathrm{D}\right)\frac{\left(tt_\mathrm{D}\right)^2}{4\sigma _{t\mathrm{D}}^2}\right].$$
(21)
The frequency of the detection process is the same as that of the absorbed wave function, because the incoming wave function excites the corresponding degree of freedom of the detection process. The amplitude of detection of each of the two incoming wave packets is given by the overlap of the incoming wave packet (18) and the detection process wave packet (21):

$$A(r_k,t_\mathrm{D})dt\psi _\mathrm{D}^{}(t,t_\mathrm{D})\psi (r_k,t).$$
(22)
Performing the integration over $`t`$, we obtain

$$A(r_k,t_\mathrm{D})\frac{1}{\sqrt{2}}\left(\sqrt{2\pi }\sigma \right)^{1/2}\mathrm{exp}\left[ipr_kiEt_\mathrm{D}\frac{\left(r_kvt_\mathrm{D}\right)^2}{4\sigma ^2}\right],$$
(23)
with

$$\sigma ^2\sigma _r^2+v^2\sigma _{t\mathrm{D}}^2.$$
(24)
One can see that the time allowed for a coherent absorption of the incoming wave packet is increased by the coherence time of the detection process, that dominates if $`v\sigma _{t\mathrm{D}}\sigma _r`$.

The probability to detect the particle at $`x`$ at the time $`t_\mathrm{D}`$ is now given by

$`P(x,t_\mathrm{D})`$ $``$ $`\left|A(r_1,t_\mathrm{D})+A(r_2,t_\mathrm{D})\right|^2`$ (25)
$``$ $`{\displaystyle \frac{1}{2\sqrt{2\pi }\sigma }}\{\mathrm{exp}[{\displaystyle \frac{\left(r_1vt_\mathrm{D}\right)^2}{2\sigma ^2}}]+\mathrm{exp}[{\displaystyle \frac{\left(r_2vt_\mathrm{D}\right)^2}{2\sigma ^2}}]`$
$`+2\mathrm{cos}\left(p\mathrm{\Delta }r\right)\mathrm{exp}[{\displaystyle \frac{\left(r_1vt_\mathrm{D}\right)^2+\left(r_2vt_\mathrm{D}\right)^2}{4\sigma ^2}}]\}.`$
This equation has the same structure as Eq. (19), with the width $`\sigma _r`$ of the wave packets replaced by $`\sigma `$. Obviously, the average over the unmeasured detection time $`t_\mathrm{D}`$ leads to an expression for the probability to detect the particle at $`x`$ given by Eq. (20) with $`\sigma _r`$ replaced by $`\sigma `$, which takes into account also the coherence time of the detection process.

Therefore, we have seen that the coherence time of the detection process, which allows a coherent absorption of wave packets arriving at the detector at different times, do not have any effect on the phase of the interference between different wave functions, refuting the arguments presented in Refs. . The resulting prescription in calculations performed in the plane wave approximation (i.e neglecting the wave packet character of wave functions that describe localized particles) is to calculate the interference of different wave functions at the same time and the same space point .

The physical explanation of the independence of the phase of the interference between different wave functions from their arrival time at the detector has been presented in Ref. . It consists in taking into account that there is interference only if the different wave functions are detected coherently. Coherence means that there is a precise phase difference of the detection process between the arrival times of the different wave functions that must be taken into account. When the second wave packet arrives, the detection process is already excited with a frequency due to its interaction with the first wave packet and its phase is determined by the time difference between the arrivals of the two wave packets. It is easy to see  that the phase of the detection process cancels exactly the phase difference of the two wave functions due to the different detecting times, leading to the practical prescription to calculate the interference of different wave functions at the same time and the same space point.

Let us now apply the wave packet formalism to neutrino oscillations, following the lines presented in Refs. . The Gaussian wave packets that describe massive neutrinos in one spatial dimension $`x`$ along the source-detector direction are

$$\psi _k(x,t)=\left(\sqrt{2\pi }\sigma _{x\mathrm{P}}\right)^{1/2}\mathrm{exp}\left[ip_kxiE_kt\frac{\left(xv_kt\right)^2}{4\sigma _{x\mathrm{P}}^2}\right],$$
(26)
where $`\sigma _{x\mathrm{P}}`$ is the width of the wave packets, that is determined by the production process, $`E_k`$ and $`p_k`$ are, respectively, the energy and momentum of the neutrino with mass $`m_k`$, related by the relativistic dispersion relation (3), and $`v_k`$ is the group velocity given in Eq. (2).

Taking into account the possibility that the detection process has a finite coherence time interval $`\sigma _{t\mathrm{D}}`$ and a finite spatial coherence width $`\sigma _{x\mathrm{D}}`$, we describe the detection process of the massive neutrino $`\nu _k`$ with the Gaussian wave packet

$$\psi _{\mathrm{D}k}(x,t,L,T)\mathrm{exp}\left[ip_k\left(xL\right)iE_k\left(tT\right)\frac{\left(xL\right)^2}{4\sigma _{x\mathrm{D}}^2}\frac{\left(tT\right)^2}{4\sigma _{t\mathrm{D}}^2}\right],$$
(27)
where $`L`$ is the source-detector distance and $`T`$ is the time elapsed between neutrino production and detection. Notice that with respect to the wave packet (21), in Eq. (27) we have considered also a finite spatial coherence width of the detection process that was neglected in the discussion of the double-slit experiment. On the other hand, with respect to the wave packet treatment of neutrino oscillations presented in Ref.  we have added the explicit terms that take into account the finite coherence time interval $`\sigma _{t\mathrm{D}}`$ of the detection process.

The frequency and wave number of the detection process are the same as those of the detected massive neutrino wave function, which excites the corresponding degree of freedom of the detection process. In the framework of quantum field theory the detection process is described in terms of the leptonic weak charged current

$$j^\mu (x)=\underset{\alpha =e,\mu ,\tau }{}\underset{k}{}\overline{\alpha }(x)\gamma ^\mu \left(1\gamma ^5\right)U_{\alpha k}\nu _k(x),$$
(28)
where $`U`$ is the lepton mixing matrix (see ). Only the field $`\nu _k(x)`$ is excited by the arrival of the wave function of the corresponding massive neutrino $`\nu _k`$, and the frequency and wave number of the field excitations are the same as those of the incoming wave function.

The amplitude of detection of each massive neutrino wave packet is given by the overlap of the incoming neutrino wave packet with the detection process wave packet:

$$A_k(L,T)dxdt\psi _{\mathrm{D}k}^{}(x,t,L,T)\psi _k(x,t).$$
(29)
Performing the integration over $`x`$ and $`t`$ we obtain

$$A_k(L,T)\mathrm{exp}\left[ip_kLiE_kT\frac{\left(Lv_kT\right)^2}{4\sigma _{xk}^2}\right],$$
(30)
with

$$\sigma _{xk}^2\sigma _{x\mathrm{P}}^2+\sigma _{x\mathrm{D}}^2+v_k^2\sigma _{t\mathrm{D}}^2.$$
(31)
This result is simple and important. It shows clearly that the coherent absorption of each massive neutrino wave function occurs in a space-time interval of width $`\sigma _{xk}`$ around the coordinates $`L,T`$ of the detection process. The size of this space-time interval is determined by the width of the neutrino wave packet and the coherence spatial and temporal widths of the detection process. The largest width dominates. The contribution of the temporal width of the detection process is weighted by the velocity of the incoming neutrino wave packet for obvious reasons. Since this velocity depends on the mass of the neutrinos, the width $`\sigma _{xk}`$ depends on the index $`k`$ labeling massive neutrinos. However, for relativistic neutrinos the contribution of neutrino mass to $`\sigma _{xk}`$ is negligible and we can safely approximate

$$\sigma _{xk}^2\sigma _{x\mathrm{P}}^2+\sigma _{x\mathrm{D}}^2+\sigma _{t\mathrm{D}}^2\sigma _x^2.$$
(32)
Notice that, on the other hand, the contribution of neutrino mass to the other terms in Eq. (30) cannot be neglected because it is amplified by the macroscopic quantities $`L`$ and $`T`$. In the following we use the relativistic approximation, which implies that

$$E_kE+\xi \frac{m_k^2}{2E},p_kE\left(1\xi \right)\frac{m_k^2}{2E},v_k1\frac{m_k^2}{2E^2},$$
(33)
where $`E`$ is the neutrino energy in the limit of zero mass. The first order correction to the momentum and energy due to neutrino mass $`m_k`$ is proportional to $`m_k^2`$ because of the relativistic dispersion relation (3), and must be divided by the energy $`E`$ for dimensional reasons. The coefficient $`\xi `$ depends on the production process, but we will see that it has no effect on the phase of neutrino oscillations, as already shown in Refs. .

The probability of flavor transitions is given by (see )

$$P_{\nu _\alpha \nu _\beta }(L,T)\left|\underset{k}{}U_{\alpha k}^{}A_k(L,T)U_{\beta k}\right|^2,$$
(34)
where $`U`$ is the lepton mixing matrix. Performing the average of $`P_{\nu _\alpha \nu _\beta }(L,T)`$ over the unmeasured neutrino propagation time $`T`$, we finally obtain

$$P_{\nu _\alpha \nu _\beta }(L)=\underset{k}{}|U_{\alpha k}|^2|U_{\beta k}|^2+2\mathrm{Re}\underset{k>j}{}U_{\alpha k}^{}U_{\beta k}U_{\alpha j}U_{\beta j}^{}F_{kj}\mathrm{exp}\left[i\frac{\mathrm{\Delta }m_{kj}^2L}{2E}\left(\frac{L}{L_{kj}^{\mathrm{coh}}}\right)^2\right],$$
(35)
where

$$L_{kj}^{\mathrm{coh}}=\frac{4\sqrt{2}E^2}{|\mathrm{\Delta }m_{kj}^2|}\sigma _x$$
(36)
are the coherence lengths and

$$F_{kj}=\mathrm{exp}\left[2\pi ^2\xi ^2\left(\frac{\sigma _x}{L_{kj}^{\mathrm{osc}}}\right)^2\right],$$
(37)
with the oscillation lengths

$$L_{kj}^{\mathrm{osc}}=\frac{4\pi E}{|\mathrm{\Delta }m_{kj}^2|}.$$
(38)
The coherence length $`L_{kj}^{\mathrm{coh}}`$ is the distance beyond which the contributions of the massive neutrinos $`\nu _k`$ and $`\nu _j`$ do not interfere any more because the separation between their wave packets is larger than the size of the wave packets and the spatial and temporal coherence widths of the detection process. The coefficient $`F_{kj}`$ suppresses the interference of $`\nu _k`$ and $`\nu _j`$ if $`\sigma _xL_{kj}^{\mathrm{osc}}`$, i.e. if the production or the detection process is not localized in a space-time region much smaller than the oscillation length. This obvious constraint for the observation of neutrino oscillations was discussed for the first time in Ref.  and is satisfied in all experiments. Therefore, in practice one can safely approximate $`F_{kj}1`$.

From Eq. (35) one can see that a proper wave packet treatment of neutrino oscillations that takes into account the different propagation times of massive neutrino wave packets leads to the standard oscillation phase (1), refuting the disagreement of a factor of two claimed in Refs.. Neutrino oscillations are due to the different phase velocities of different massive neutrinos, which produces interference. This interference is obviously the same whether it is calculated in the plane wave approach or in the wave packet treatment. The different conclusion reached in Refs. is due to a wrong use of the group velocity in the phase.

In conclusion, using an analogy with the well-known double-slit experiment we have shown that the standard phase (1) of neutrino oscillations is correct, refuting the claim of a factor of two correction presented in Refs.. We have also improved the wave packet treatment of neutrino oscillations presented in Refs. , taking into account explicitly the finite coherence time of the detection process.