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# Largest separable balls around the maximally mixed bipartite quantum state

## I Introduction and summary of results

Entanglement is an important element of many quantum information processing procedures, from cryptography to computation to quantum teleportation. Indeed, a quantum algorithm operating on pure quantum states must entangle a number of qubits increasing unboundedly with the input size, if it is not to be simulable in polynomial time on a classical computer Jozsa and Linden (2002). It is not known whether this is so when the computer state may be mixed. Determining whether a given state, even of two quantum systems, is entangled or separable (not entangled) is in general difficult, and considerable effort has been expended on finding necesssary and/or sufficient conditions. The normalized separable states form a convex set. A key aspect of the geometry of a convex set is the size of the largest ball (especially in $`l_2`$ norm) that fits entirely inside it, and the smallest ball that covers it. We here find the inner ball for the set of separable quantum states. The result has both practical and theoretical relevance. For example, it provides a simple sufficient criterion for separability. A bipartite state of a composite system with overall dimension $`d`$ is separable if its purity $`\mathrm{tr}\rho ^2`$ is less than $`1/(d1)`$ (as conjectured in Zyczkowski et al. (1998)). Because of its simple geometric nature and ease of computation, this criterion is likely to be very useful both in theoretical applications and in analyzing whether entanglement was present in experiments. Just as importantly, knowing the size of such balls helps one understand the computational complexity of problems involving a convex set. For example, using bounds on the size of the inner ball (rather than the exact result we here present) one of us has shown the NP-hardness of the “weak membership” problem for separability when the dimensions of the two systems are not too different Gurvits (2002); it is likely that the exact result reported herein may be used in extending this hardness result or in obtaining other complexity results about separability and entanglement.

Our main results begin with Theorem 1, that the matrix $`I+\mathrm{\Delta }`$ is separable for all hermitian $`\mathrm{\Delta }`$ with $`\mathrm{\Delta }_21`$. Corollary 1 gives similar statements for other $`p`$-norms. Theorem 3 establishes that for $`2p\mathrm{}`$, these are the largest such balls. A similar result is easy for $`1p2`$; it involves subtracting a normalized pure state to reach the edge of the ball, where the state becomes singular and thus is at the edge of the positive cone. Theorem 4 tells us about the size of the largest negative eigenvalues of the partial transpose of bipartite positive matrices that are rank-$`m`$ projectors, giving us information about how quickly we can hit the entangled matrices when departing from the identity by adding a positive multiple of such a projector. In particular, by considering a perturbation $`\mathrm{\Delta }`$ proportional to such a projector whose partial transpose has maximal modulus of its most negative eigenvalue, it can be used to show that for $`p=2`$ the largest $`p`$-norm ball around $`I`$ touches the edge of the separable cone at places within the positive cone.

As one example of practical relevance, the “pseudopure” states which describe each molecule in NMR quantum information processing are mixtures of the uniform density matrix with a pure state; the signal of quantum dynamics derives from the small pure component. Because of this, the density matrices of the different nuclear spins in a given molecule have not, in experiments so far done, exhibited entanglement despite the pure component being an entangled state; they have remained within known lower bounds on the size of the ball of separable states Braunstein et al. (1999). Our determination of the exact size of this ball for bipartite entanglement increases known lower bounds on the polarization necessary in order for such bulk computation on pseudopure states to be able to achieve bipartite entanglement, although due to the bipartite nature of our analysis, it does not rule out the production of entangled states that are separable with respect to every bipartition, at lower polarization. This raises the interesting question whether the exponential gap between our bound for bipartite separability and known bounds for separability in this context, can be closed. Other quantum information processing procedures may also involve such mixtures; also, mixture with the identity matrix is a frequently studied model of quantum noise, the “depolarizing channel,” to which our results are relevant. When this occurs in bipartite contexts, our results are much stronger than previously known. We emphasize, though, that the sufficient conditions for entanglement and separability provided by our results apply in arbitrary contexts, not only for mixtures of a pure state with the normalized identity.

## II Mathematical background and notation

We represent unnormalized states of a quantum system composed of two subsystems of dimensions $`M`$ and $`N`$ (“$`MN`$ system”), as positive semidefinite $`M\times M`$ block matrices, with $`N\times N`$ blocks (so that they are $`MN\times MN`$ complex matrices). (These are the elements of the unnormalized density operator, in some fixed basis of product states $`e_if_j`$.) Rather than Dirac notation, we use roman letters for vectors, but we use $``$ for the adjoint. Such a matrix $`A`$ is called separable if it can be written

$`A={\displaystyle \underset{i}{}}x_ix_i^{}y_iy_i^{}.`$ (1)
Objects like $`x_ix_j^{}`$ are outer products (in Dirac notation $`|x_ix_j|`$; here $`|x_i`$ are not assumed normalized.). We use $`e_i`$ for elements of an orthonormal basis (typically $`|i`$ in Dirac notation). Thus our $`e_ie_j`$ would typically be written $`|e_i|e_j`$, or $`|e_i|e_j`$ or simply $`|i|j`$ in Dirac notation. $`M_n`$ is the set of $`n\times n`$ complex matrices, $`M_{mn}`$ the set of $`m\times n`$ complex matrices. When interpreting tensor products as block matrices the left-hand factor corresponds to “which block,” and the right-hand to the indices within blocks.

$`X`$ (or $`X_{\mathrm{}}`$), with a matrix $`X`$ as argument, is the usual operator norm induced by Euclidean norm $`x=\sqrt{(x,x)}`$ on vectors (i.e. $`||X||:=sup_{x=1}||Xx||)`$. (It is also the $`ł_{\mathrm{}}`$ norm of the vector of singular values of $`X`$, i.e. the largest singular value.) $`X_1`$ is $`\mathrm{tr}\sqrt{X^{}X},`$ the sum of the singular values of $`X`$. $`X_2`$, the Frobenius norm, is $`\sqrt{\mathrm{tr}X^{}X}`$, the Euclidean norm associated with the inner product $`\mathrm{tr}X^{}Y`$. The squared Frobenius norm is also the sum of squared singular values of $`X`$, and the sum of squared moduli of $`X`$’s matrix elements. We write $`[a_{ij}]`$ for the matrix with elements $`a_{ij}`$.

Linear maps $`\varphi :M_mM_n`$ are called positive if they preserve positive semidefiniteness. They also preseve Hermiticity (write Hermitian $`H`$ as a sum of positive and negative semidefinite parts, and use linearity and positivity). A stochastic map takes the identity matrix $`I`$ to itself. We may apply such a map $`\varphi `$ to one subsystem of a bipartite system, while doing nothing to the other system. Applying it to the $`N`$-dimensional subsystem is just applying it to each block of the block matrix $`X`$; we call the resulting map on the bipartite system $`\stackrel{~}{\varphi }`$:

$`\stackrel{~}{\varphi }(X):=\left(\begin{array}{cccc}\varphi (X_{1,1})& \varphi (X_{1,2})& \mathrm{}& \varphi (X_{1,N})\\ \varphi (X_{2,1})& \varphi (X_{2,2})& \mathrm{}& \varphi (X_{2,M})\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \varphi (X_{N,1})& \varphi (X_{N,2})& \mathrm{}& \varphi (X_{N,N})\end{array}\right).`$ (6)
An important condition equivalent to separability of $`A`$ is that for any stochastic positive linear map $`\varphi `$, $`\stackrel{~}{\varphi }(A)`$ be positive semidefinite. We refer to it as the “Woronowicz condition.” This appeared in Horodecki et al. (1996), but was already essentially proven (along with the sufficiency of the partial transposition map (“Woronowicz-Peres criterion”) for two qubits or a $`23`$ system, and a $`24`$ counterexample) in Woronowicz (1976), though the terminology of separability and entanglement is not used there. The proof there is given for a $`2N`$ system ($`N<\mathrm{}`$), but it works for $`MN`$ by expanding the range of an index.

We also use the following fact.
Fact: Let $`\mathrm{\Delta }`$ be an $`M\times M`$ block matrix (whose blocks need not be square). Define $`\mathrm{\Delta }^{}`$ as the matrix whose elements are the operator norms of the blocks of $`\mathrm{\Delta }`$. Then $`\mathrm{\Delta }\mathrm{\Delta }^{}M\mathrm{\Delta }`$. The first inequality is well-known; the second holds because $`\mathrm{\Delta }_{ij}P_i\mathrm{\Delta }Q_j\mathrm{\Delta }`$. ($`P_i`$ ($`Q_i`$)is the projector onto the $`i`$-th subspace in the direct sum decomposition of the row (column) space that defines the blocks.) So, by adding to $`\mathrm{\Delta }^{}`$ a matrix with nonnegative entries (therefore not decreasing the norm) we can obtain $`\mathrm{\Delta }`$ times the $`M\times M`$ all-ones matrix, whose norm is $`M`$.

## III Main result: Separability of perturbations of the identity

We give two proofs of the main result. Both proceed via Proposition 2, which states that stochastic positive linear maps on $`n\times n`$ matrices are contractive with respect to the $`ł_{\mathrm{}}`$ (“operator”) norm of matrices, for all matrices. (The result for Hermitian matrices only is much easier.) Those interested only in the shortest proof, which uses the Naimark extension, may skip to the statement of Proposition 2 below. We think it is of interest to see the connections of the norm contraction result to two different concepts well-known to quantum information theorists: in in the second proof, the Naimark extension and in the first proof, separability. The first proof proceeds via Proposition 1, which is a special case of recent results by one of us providing sufficient criteria for separability.

Proposition 1: If $`X1`$, the block matrix

$$\left(\begin{array}{cc}I\hfill & X\hfill \\ X^{}\hfill & I\hfill \end{array}\right)$$
(7)
is separable. This is the $`M=2`$ case of a recent theorem Gurvits (2001) that all positive semidefinite $`M\times M`$ block Toeplitz or block Hankel matrices whose blocks are $`N\times N`$ matrices are separable, whose proof we include here. The paper Gurvits (2001) also contains two alternative proofs for the special case $`M=2`$. One of those proofs was independently discovered in Ando (2001).

Proof (of separability of positive semidefinite block Toeplitz matrices Gurvits (2001)): The proposition is a corollary to the following Lemma:
Lemma: Consider an $`((M+1)\times N)`$ positive semidefinite block Toeplitz matrix $`T`$:

$$T=\left(\begin{array}{ccccc}R_0& R_1& R_2& \mathrm{}& R_M\\ R_1^{}& R_0& R_1& \mathrm{}& R_{M1}\\ R_2^{}& R_1^{}& R_0& \mathrm{}& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ R_M^{}& R_{M1}^{}& R_{M2}^{}& \mathrm{}& R_0\end{array}\right).$$

(This structure is the definition of a Toeplitz matrix.) Suppose that $`Rank(T)=K`$. Then there exist an $`N\times K`$ matrix $`X`$ and a $`K\times K`$ unitary matrix $`U`$ such the $`T(i,j)=XU^{ij}X^{},0i,jM1`$.
Proof: Since our matrix $`T`$ is positive semidefinite with $`Rank(T)=K`$, $`T=YY^{}`$, where

$$Y=\left(\begin{array}{ccccc}Y_0& Y_1& Y_2& \mathrm{}& Y_M\end{array}\right)^T,$$

and each block $`Y_i`$ is an $`N\times K`$ matrix. Define the upper submatrix $`Y_U`$ as

$$Y_U=\left(\begin{array}{ccccc}Y_0& Y_1& Y_2& \mathrm{}& Y_{M1}\end{array}\right)^T,$$

and, correspondingly, the lower submatrix $`Y_L`$ as

$$Y_L=\left(\begin{array}{ccccc}Y_1& Y_2& Y_3& \mathrm{}& Y_M\end{array}\right)^T.$$

It follows straight from the Toeplitz structure that $`Y_UY_U^{}=Y_LY_L^{}`$. Thus there exists an unitary $`K\times K`$ matrix $`U`$ such that $`Y_L=Y_UU`$ or in other words :

$$Y=\left(\begin{array}{ccccc}Y_0& Y_0U& Y_0U^2& \mathrm{}& Y_0U^{M1}\end{array}\right)^T.$$

Recalling that $`T=YY^{}`$ , we finally get the identities

$$T(i,j)=XU^{ij}X^{},0i,jM1;X=Y_0.$$

Corollary: Using the notation of the proof above, put $`U=VDiag(z_1,\mathrm{},z_K)V^{}`$ where $`V`$ is unitary and the complex numbers $`z_i`$ have norm one , i.e. $`\overline{z_i}=z_i^1,1iK`$. Denote the $`i`$th column of $`XV`$ as $`L_i`$ and
$`Z_i=(1,z_i,\mathrm{},z_i^{M1})^T`$ , $`1iK`$. Then the following “separability” representation holds :

$$T=\underset{1iK}{}Z_iZ_i^{}L_iL_i^{}.$$

We can use Proposition 1 to show a contraction inequality (Proposition 2 below). We got the idea of using separability to obtain operator inequalities involving stochastic positive maps from Woronowicz (1976), where the Kadison inequality $`\varphi (X^2)(\varphi (X))^2`$ for stochastic $`\varphi `$ and hermitian $`X`$ is implicitly connected with the separability of:

$$\rho =\left(\begin{array}{cc}I\hfill & X\hfill \\ X\hfill & X^2\hfill \end{array}\right).$$

In a sense, for $`M=2`$ separability of $`\rho `$ is equivalent to Proposition 1, as in this case there is a local unitary transformation $`\rho (AI)\rho (A^{}I)`$ which maps block Toeplitz matrices to block Hankel ones (see Gurvits (2001) ) :

$$A=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1\hfill & i\hfill \\ i\hfill & 1\hfill \end{array}\right).$$

One can probably prove the next proposition using the Kadison inequality and this transformation.

Proposition 2: Let $`\varphi :M_nM_n`$ be a stochastic positive linear map. Then for any $`XM_n`$, $`\varphi (X)X.`$

Proof 1: We show that $`\varphi (X)1`$ if $`X1`$; the proposition follows by $`\varphi `$’s linearity. Apply $`\stackrel{~}{\varphi }`$ to the separable state of Proposition 1, obtaining:

$$\left(\begin{array}{cc}I\hfill & \varphi (X)\hfill \\ \varphi (X^{})\hfill & I\hfill \end{array}\right).$$
(8)
Write $`X=X_1+iX_2`$ with $`X_1,X_2`$ hermitian. Then $`\varphi (X^{})=\varphi (X_1^{}iX_2^{})=`$ (by Hermiticity preservation of $`\varphi `$, which follows from its positivity) $`\varphi (X_1)^{}i\varphi (X_2)^{}=\varphi (X_1+iX_2)^{}=\varphi (X)^{}`$. Hence (8) is equal to:

$$\left(\begin{array}{cc}I\hfill & \varphi (X)\hfill \\ \varphi (X)^{}\hfill & I\hfill \end{array}\right).$$
(9)
Since this resulted from applying $`\stackrel{~}{\varphi }`$ to a separable state, it is a positive semidefinite matrix. Positivity of this matrix is equivalent (cf. e.g. Horn and Johnson (1985), p. 472) to $`\varphi (X)^{}\varphi (X)I`$; i.e., $`x^{}\varphi (X)^{}\varphi (X)x1`$ for all normalized $`x`$, i.e. $`X1`$.

This proof was independently discovered in Ando (2001). Let us present a very different proof which does not use separability but another concept well known in the quantum information community.

Proof 2 (lifting) : It is well known that the extreme points of the matrix ball $`\{X:X1\}`$ are unitary matrices. Thus we can assume that $`X`$ is unitary , i.e. $`X=_{1iN}z_ie_ie_i^{}`$ , where $`|z_i|=1,1iN`$ and $`\{e_i,1iN\}`$ is an orthonormal basis in $`C^N`$. Thus $`\varphi (X)=_{1iN}z_iQ_i,Q_i=\varphi (e_ie_i^{}).`$ Since $`\varphi `$ is a positive stochastic map,

$$Q_i0(1iN)\text{ and }I=\underset{1iN}{}Q_i.$$

By Naimark’s theorem Neumark (1940) Neumark (1943) (cf. Peres (1993) for a simple exposition in finite dimension) there exist commuting orthogonal projectors $`P_i:C^KC^K,NKN^2,`$ and a unitary injection $`U:C^NC^K`$ such that

$$Q_i=U^{}P_iU(1iN)\text{ and }I=\underset{1iN}{}P_i.$$

It is easy to see that $`_{1iN}z_iP_i1`$. Thus

$`{\displaystyle \underset{1iN}{}}z_iQ_iU^{}{\displaystyle \underset{1iN}{}}z_iP_iU1.`$ (10)
This second proof suggests that there might be a deeper connection between Naimark’s theorem and separability.

We proceed to the main theorems.

Theorem 1: The matrix $`I+\mathrm{\Delta }`$ is separable for all hermitian $`\mathrm{\Delta }`$ with $`\mathrm{\Delta }_21`$.

Proof:

$`\stackrel{~}{\varphi }(\mathrm{\Delta })^2A^2A_2^2,`$ (11)
where $`A:=[a_{ij}]`$, $`a_{ij}:=\varphi (\mathrm{\Delta }_{ij})`$.

$`A_2^2={\displaystyle \underset{ij}{}}a_{ij}^2={\displaystyle \underset{ij}{}}\varphi (\mathrm{\Delta }_{ij})^2.`$ (12)
(The first inequality is because the operator norm of a block matrix is bounded above by that of the matrix whose elements are the norms of the blocks, and the second is because the Frobenius norm is an upper bound to the operator norm.) But $`\varphi (\mathrm{\Delta }_{ij})^2\mathrm{\Delta }_{ij}`$ by Prop. 2, and this in turn is less than $`\mathrm{\Delta }_{ij}_2`$. So

$`\stackrel{~}{\varphi }(\mathrm{\Delta })^2{\displaystyle \underset{ij}{}}\varphi (\mathrm{\Delta }_{ij})^2{\displaystyle \underset{ij}{}}\mathrm{\Delta }_{ij}_2^2\mathrm{\Delta }_2^21,`$ (13)
the last inequality being the premise of the theorem. Having shown that $`\stackrel{~}{\varphi }(\mathrm{\Delta })I`$, and also using $`\stackrel{~}{\varphi }(I)=I`$, we get $`\stackrel{~}{\varphi }(I+\mathrm{\Delta })0`$, so that by Woronowicz’ criterion $`I+\mathrm{\Delta }`$ is separable.

## IV Corollaries and additional results: Maximality of balls, scaling and specific perturbations

Let us now present some corollaries of Theorem 1. Define $`\mathrm{\Delta }_p:=(_i|\lambda _i|^p)^{\frac{1}{p}}`$ ($`\lambda _i`$ being the eigenvalues of the square hermitian matrix $`\mathrm{\Delta }`$.)
Corollary 1 ($`l_p`$ balls): Consider an $`N\times N`$ system.Then the matrix $`I+\mathrm{\Delta }`$ is separable for all hermitian $`\mathrm{\Delta }`$ with $`\mathrm{\Delta }_p1(1p2)`$ and $`||\mathrm{\Delta }||_pB(N,p)=:N^{\frac{2}{p}1}(2p\mathrm{})`$.
Proof: The statements follow from basic $`p`$-norm inequalities: the first from the $`q=2`$ cases of $`\mathrm{\Delta }_p\mathrm{\Delta }_q`$ (for $`1pq`$), the second from the $`q=2`$ cases of $`\mathrm{\Delta }_qn^{\frac{1}{q}\frac{1}{p}}\mathrm{\Delta }_p`$ (for $`pq`$). Note that the dimension $`n`$ is $`N^2`$ in our case. (These inequalities are equivalent to similar ones for the vector $`p`$-norms $`x_p:=(_ix_i^p)^{\frac{1}{p}}`$; the first set can be proved by changing variables to $`y_i=x_i^p`$ and using the triangle inequality for norms, the second by letting $`y_i=x_i^q`$ and using the convexity of $`f:zz^\alpha `$ for $`\alpha 1`$ ($`\alpha =p/q`$ in our case).)
The $`l_{\mathrm{}}`$ result was also obtained very recently in Ando (2001) using quite different methods. The $`p`$-balls in Cor. 1 are clearly the largest possible for $`1p2`$: by subtracting any normalized pure state, for which all these $`p`$-norms are $`1`$, we can leave the positive, and hence the separable, cone. What about $`2<p\mathrm{}`$? Theorem 3 will show that these are the largest balls for these norms, too.

The next theorem gives information about how fast we can reach the entangled states by perturbing the identity in a specific direction: adding a positive multiple of a pure state. The main point is that, perhaps surprisingly, the entangled states are reached fastest by perturbing with a $`22`$ Bell state, rather than, say, a maximally entangled state.
Theorem 2 (Perturbation by positive multiples of pure states): 1. Consider a pure $`\rho `$ corresponding to a state $`|\psi =_{ij}\psi _{ij}e_ie_j`$, $`1i,jN\}.`$ The the spectrum of $`\rho ^T`$ is $`(d_1^2,\mathrm{},d_N^2;d_id_j,d_id_j(1ijN))`$, where $`d_1,\mathrm{},d_N`$ are the singular values of the $`N\times N`$ matrix $`\psi :=[\psi _{ij}:1i,jN]`$ (thus $`d_1^2+\mathrm{}+d_N^2=1)`$.
2. Define

$$W(N)=\underset{\rho Den(N,N)}{\mathrm{min}}\lambda _{min}(\rho ^T),$$

where $`Den(N,N)`$ is the set of density matrices of $`N\times N`$ systems. Then $`W(N)=\frac{1}{2}`$.
3. If $`I+a\rho `$ is separable for all $`\rho `$ and $`a>0`$ then $`aW(N)^1=2.`$
Proof: Diagonalize $`\psi `$ by local unitaries using the singular value (“Schmidt”) decomposition obtaining $`Diag(d_1,\mathrm{},d_N).`$ The corresponding density matrix has blocks $`\rho _{ij}=d_id_je_ie_j^{}`$, and the spectrum of $`\rho ^T`$ (which is not changed by applying local unitaries prior to partial transposition) is as given in Part 1 of Thm.2. The bound in Part 2 follows from $`2aba^2+b^2`$ and is achieved by $`(1/\sqrt{2},1/\sqrt{2},0,\mathrm{},0)`$. The Woronowicz-Peres (WP) condition gives Part 3.

Contrary to the “folklore,” in the result above the fully entangled state is not the worst one; rather, the worst is a maximally entangled state of two local two-dimensional subspaces.

Theorem 3 establishes the maximum size of the $`p`$-balls for $`p>2`$. The proof involves considering perturbations by a positive multiple of the maximally entangled state and establishes when this procedure hits the entangled states. Before formulating the theorem we introduce some notation. $`WP(N,N)`$ is the closed convex cone of $`N^2\times N^2`$ positive matrices satisfying the WP condition, i.e. $`\rho WP(N,N)`$ iff $`\rho 0`$ and $`\rho ^T0`$. $`Sep(N,N)`$ is the closed convex cone of separable positive matrices. Obviously $`WP(N,N)Sep(N,N)`$. Both $`WP(N,N)`$ and $`Sep(N,N)`$ are subsets of the real $`N^4`$-dimensional linear space $`H(N^2)`$ of hermitian $`N^2\times N^2`$ matrices. The cone dual to a convex set $`X`$ (which need not be a cone) is $`X^{}:=\{y:y,x0,xX\}.`$
Theorem 3: Suppose $`p>2`$. If the $`p`$-ball $`Ball(N,p,a)=\{AH(N^2):A=I+\mathrm{\Delta }`$, $`||\mathrm{\Delta }||_pa\}`$ belongs to $`WP(N,N)`$ then $`aB(N,p)=:N^{1+\frac{2}{p}}(2p\mathrm{})`$.

As $`WP(N,N)Sep(N,N)`$ this Theorem proves that the $`l_p`$-balls $`Ball(N,p,B(N,p))`$ in Corollary 1 are largest possible.

Proof of Theorem 3: It is easy to see that the cone dual to $`Ball(N,p,a)`$, i.e. $`Ball(N,p,a)^{}`$, is $`\{AH(N^2):tr(A)aA_q,q=\frac{p}{p1}\}`$. It is known Woronowicz (1976) that $`WP(N,N)^{}=\{\rho _1+\rho _2^T:\rho _i0,i=1,2\}`$. If $`Ball(N,p,a)WP(N,N)`$ then $`WP(N,N)^{}Ball(N,p,a)^{}`$ and at least $`tr(\rho )=tr(\rho ^T)a\rho ^T_q`$ for all $`\rho 0`$. Consider the fully entangled pure $`N\times N`$ state $`\rho _E`$. Then $`tr(\rho _E)=1`$ . It follows from Part 1 of Thm. 2 that $`\rho _E^T`$ has $`N+\frac{N(N1)}{2}`$ eigenvalues equal to $`\frac{1}{N}`$ and $`\frac{N(N1)}{2}`$ eigenvalues equal to $`\frac{1}{N}`$. Thus we get that $`1a\rho _E_q=aN^{\frac{2q}{q}}`$ and, finally, $`aN^{\frac{q2}{q}}=N^{\frac{2}{p}1}`$.

The following corollary of Theorem 1 gives (as is evident from the proof) the strongest sufficient condition for separability of $`A0`$ that can be derived by scaling (considering all ways of writing $`A=\zeta (I+\mathrm{\Delta })`$ with $`\zeta >0`$) and using the Frobenius norm case of Theorem 1 (applied to $`\mathrm{\Delta }`$).

Corollary 2 (scaling) : Let $`A`$ be an (unnormalized) density matrix of a bipartite system with total dimension $`d=NM`$ and $`\lambda =(\lambda _1,\mathrm{},\lambda _d)`$ be the vector of eigenvalues of $`A`$. If

$`S(\lambda )=:d{\displaystyle \frac{\lambda _1^2}{\lambda _2^2}}1`$ (14)
then $`A`$ is separable.

Proof: It is easy to see that $`S(\lambda )=\mathrm{min}_{a>0}a\lambda e_2^2`$ , where $`e`$ is a vector of all ones. Therefore if $`S(\lambda )1`$ then $`A=b(I+\mathrm{\Delta })`$ , where $`b>0`$ and $`\mathrm{\Delta }_2^21`$. It follows from Theorem 1 that $`A=b(I+\mathrm{\Delta })`$ is separable.

Corollary 3 (largest Frobenius ball for density matrices): Suppose that $`A`$ is a normalized density matrix of a bipartite system with total dimension $`d=NM`$, i.e. $`_{1id}\lambda _i=1`$ and $`\lambda _i0,1id`$. If $`||A\frac{1}{d}I||_2^2=||\lambda \frac{1}{d}e||_2^2\frac{1}{d(d1)}=:r^2`$ then $`A`$ is separable. $`r`$ is the largest such constant.

Proof: Define $`t=\lambda \frac{1}{d}e`$. Then $`\lambda _1^2=1`$ and $`\lambda _2^2=\frac{1}{d}+t_2^2`$. Thus $`S(\lambda )=d\frac{1}{\frac{1}{d}+t_2^2}`$ and $`S(\lambda )1`$ iff $`t_2^2\frac{1}{d(d1)}`$. From Corollary 2 it follows that $`A`$ is separable. On the other hand $`r=1/\sqrt{d(d1)}`$ is the radius of the largest ball inside the $`d`$-dimensional simplex.

Remark: In terms of the “purity” $`\mathrm{tr}\rho ^2`$ of the density matrix (which takes the value $`1`$ for pure states and $`1/d`$ for the maximally mixed state), Corollary 3 says that $`\rho `$ is separable if its purity is less than or equal to $`1/(d1)`$.

One might conjecture that for $`N\times N`$ bipartite systems (so $`d=N^2`$), any $`\lambda `$ not satisfying (14) is the spectrum of some non-separable positive matrix. This is not so: a sufficient condition for separability of two-qubit density matrices in terms of the spectrum is Verstraete et al. (2001) $`\lambda _1\lambda _3\sqrt{\lambda _2\lambda _4}0`$, where $`\lambda _i`$ are decreasingly ordered. This can hold when the purity is greater than $`1/3`$, as also noted in Zyczkowski and Kús (2001).

Corollary 4: The matrix $`I+a\rho `$, where $`\rho `$ is an $`N\times N`$ state, is separable if $`1a\frac{N^2}{N^22}.`$
Proof: Clearly it is enough to prove this for pure states. In this case the vector of eigenvalues of $`I+a\rho `$ is

$$\lambda _a=:(1,1,\mathrm{},1,1+a).$$

Direct computation gives that $`S(\lambda _a)=N^2\frac{(N^2+a)^2}{N^2+2a+a^2}.`$
It follows that $`S(\lambda _a)1`$ iff $`1a\frac{N^2}{N^22}.`$

Corollary 5: If we consider the normalized mixtures $`\sigma =(1ϵ)I/d+ϵ\rho `$, for pure $`\rho `$, and scale them as

$$\sigma =\frac{1ϵ}{d}(I+\frac{dϵ}{1ϵ}\rho ),$$
(15)
by Corollary 4 these are separable if $`ϵ1/(d1)1/(N^21)`$.

A very slightly better, but messier, bound can be obtained by solving a quadratic equation derived from Cor. 2, reminding us that the most obvious or tractable scaling is not generally the best. Corollary 5 is of course also true for mixed $`\rho `$.

## V Perturbation of the identity by positive multiples of projectors

A final result again illustrates the power of scaling (Corollary 2). It gives us the most negative eigenvalue of a partial transpose of a projector on a bipartite system. This is interesting because it tells us when we will hit the entangled matrices if we add a positive multiple of that projector to the identity. Define

$$W_m(N):=\underset{\rho PR(m,N)}{\mathrm{min}}\lambda _{min}(\rho ^T),$$

where $`PR(m,N)`$ stands for the compact set of all rank $`m`$ orthogonal projectors in $`C^NC^N`$. Notice that part 2 of Theorem 2 states that $`W_1(N)=W(N)=\frac{1}{2}`$ ; clearly $`W_N(N)=0`$ , it follows from Theorem 1 that also $`W_{N1}(N)=0`$ ; it is easy to prove that if $`\frac{K}{L}`$ is an integer then $`\frac{W_K(N)}{K}\frac{W_L(N)}{L}`$.
Theorem 4 :

$$W_{\frac{N(N1)}{2}}(N)=\frac{N1}{2}.$$

Proof: Let us define the following operator intervals :

$$Int(a,N)=:\{\rho :C^NC^NC^NC^N:(1+a)I\rho I\}$$

It follows by a straightforward rescaling from the $`l_{\mathrm{}}`$ part of Corollary 1 and Theorem 3 that

if $`0a\frac{2}{N1}`$ then all matrices in $`Int(a,N)`$ are separable (and thus satisfy the Woronowicz-Peres condition) .

If $`a>\frac{2}{N1}`$ then there exists a matrix in $`Int(a,N)`$ which does not satisfy the Woronowicz-Peres condition .

It is easy to see that the extreme points of the compact convex set $`Int(a,N)`$ are of the form $`I+aP`$ , where $`P`$ is an arbitrary orthogonal projector; correspondingly $`d`$\- dimensional vectors composed of eigenvalues of extreme points have (up to permutations) the following form:

$$\lambda _{m,a}=e+aV_m,0md=N^2,$$

where $`e`$ is the all-ones vector and vector $`V_m`$ has its first $`m`$ coordinates equal to one and the rest equal to zero. Simple algebra gives that $`S(\lambda _{\frac{N(N1)}{2},\frac{2}{N1}})=1`$ and $`S(\lambda _{k,\frac{2}{N1}})<1`$ for all $`k\frac{N(N1)}{2}`$. Therefore if $`ϵ>0`$ is small enough then $`S(\lambda _{k,\frac{2}{N1}+ϵ})<1`$ for all $`k\frac{N(N1)}{2}`$. Corollary 2 implies that for all small enough $`ϵ>0`$ matrices $`I+(\frac{2}{N1}+ϵ)P`$ are are separable (and thus satisfy the Woronowicz-Peres condition) provided that $`P`$ is an orthogonal projector of rank $`k\frac{N(N1)}{2}`$. It follows from Property 2 above that for all $`a>\frac{2}{N1}`$ there exists an orthogonal projector $`P_a`$ such that $`I+aP_a`$ does not satisfy the Woronowicz - Peres condition, in other words that

$$|\lambda _{min}(P_a^T)|>a^1.$$

It follows that if $`a=\frac{2}{N1}+ϵ`$ and $`ϵ>0`$ is small enough then necessarily

$$Rank(P_a)=\frac{N(N1)}{2}$$

Thus $`W_{\frac{N(N1)}{2}}(N)\frac{N1}{2}`$ , but Property 1 above implies that $`W_{\frac{N(N1)}{2}}(N)\frac{N1}{2}`$ . Therefore

$$W_{\frac{N(N1)}{2}}(N)=\frac{N1}{2}.$$

One implication of this result is that the boundary of the largest $`p=2`$ ball also contains points in the interior of the postive cone. One sees this by noting that $`a=2/(N1)`$ is the largest $`a`$ for which $`I+aP`$ is separable, where $`P`$ is the rank-$`N(N1)/2`$ projector achieving the value $`W_{N(N1)/2}=(N1)/2`$ of Theorem 4. For all greater $`a`$, the matrix is entangled; so is the scaled operator $`(N1)/N`$ times this matrix. But for $`a=2/(N1)`$ this scaled matrix satisfies $`((N1)/N)(I+aP)=I+\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is Hermitian with $`N(N+1)/2`$ eigenvalues $`1/N`$ and $`N(N1)/2`$ eigenvalues $`+1/N`$. This is well within the interior of the positive cone, and $`\mathrm{\Delta }_2=1`$.

## VI Discussion and conclusion

For a product of $`R`$ $`N`$-dimensional systems in a mixture

$`\rho =(1ϵ)I/N^R+ϵ\rho ^{},`$ (16)
($`\rho ^{}`$ a normalized density matrix), Rungta et al. (2001), extending Braunstein et al. (1999), found lower and upper bounds on the value $`ϵ_{max}(\rho )`$ below (and at) which the state can be guaranteed to be separable: $`1/(1+N^{2R1})ϵ_{max}(\rho )<1/(1+N^{R1}`$). (The $`N=2`$ case is in Braunstein et al. (1999).) For bipartite systems ($`R=2`$), these bounds are $`1/(1+N^3)`$ and $`1/(1+N)`$. The lower bound is close to what one can get from the $`l_{\mathrm{}}`$ (operator norm) result, while the upper bound comes from mixing in the maximally entangled $`\rho _E`$. The results of this paper give $`1/(N^21)ϵ_{max}(\rho )2/(2+N^2)`$. The lower bound is via Corollary 5 of Theorem 1, and is tighter due to the use of Frobenius rather than operator norm; the upper bound uses Theorem 2 and the same scaling as in Cor. 5, and is tighter because the maximally entangled state is not the optimal state to mix in.

Our knowledge of the exact size of the $`2`$-norm ball in the bipartite case, gives us a bound exponentially better than known bounds on $`ϵ_{max}(\rho )`$. This shows how much more powerful our sufficient condition for separability is than previously known geometric conditions, in the bipartite setting.

It is also illuminating to investigate the implications of our results in the multipartite setting; we will compare with the results of Rungta et al. (2001); Braunstein et al. (1999) mentioned above. For multipartite states ($`R>2`$) we get a slightly better upper bound on $`ϵ_{max}(\rho )`$. For example, for even $`R`$, $`ϵ_{max}(\rho )2/(2+N^R)`$, by dividing the systems into equal sized sets and viewing the state as bipartite. For qubits, this is actually the same as in Braunstein et al. (1999), although since we used a slightly less than optimal scaling, we could improve it a bit. Our results also imply that no matter what state $`\rho `$ is mixed in, if $`ϵ1/(N^R1)`$, the state is separable with respect to every bipartition. This is dramatically larger than Braunstein et al. (1999)’s bound below which the state is guaranteed separable, but not directly comparable because a state can be separable with respect to every such bipartition yet not be separable Bennett et al. (1999). This raises the important question of the size of the largest separable ball in the multipartite case, to which we expect our methods can contribute.

In conclusion, we have found the exact size of the largest $`p`$-norm balls of entangled states around the identity, for all $`1p\mathrm{}`$, and established for $`p=2`$ that the edge of the ball can be reached within the positive cone. Applied via scaling as we illustrated with several corollaries and examples, this yields sufficient conditions for separability which can be exponentially stronger in many situations than previously known conditions. In particular, we found the strongest such condition statable in terms of the spectrum of a density matrix, and derivable via scaling of the $`p=2`$ result: for normalized density matrices of $`dd`$ systems, it is that the purity $`\mathrm{tr}\rho ^2`$ be less than $`1/(d1)`$. In addition, for three special classes of perturbations (positive multiples of pure states, positive multiples of the maximally entangled state, and positive multiples of projectors), we found the smallest perturbation in the class achieving entanglement. The pure state result, that it is a $`22`$ Bell state rather than an $`NN`$ maximally entangled state, is not only mathematically interesting but transparent in meaning, and possibly surprising. These are natural special classes of perturbations that have been previously considered in quantum information theory, so we expect that these results will find application in many appropriate situations. Because of the natural geometric form of our general sufficient conditions for separability (Theorem 1) and related results, their status as a basic aspect of the geometry of the entangled states, and the important role of these balls in computational questions, we anticipate many applications for them, in theory and in the interpretation and engineering of experiments that aim to produce entanglement.

Thanks to Manny Knill for discussions, and the US DOE and NSA for support.


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# M31, M33 and the Milky Way: Similarities and Differences

## 1 Introduction

Study of the resolved stellar populations of galaxies in the Local Group offers great scientific returns in our understanding of how galaxies form and evolve. The Local Group member galaxies (cf. ) include the three disk galaxies M31, M33 and the Milky Way, and numerous dwarf companions, both gas-rich and gas poor. What causes their similarities and also their diversity?

There are two main aspects to galaxy formation and evolution, namely the history of mass assembly and re-arrangement and the history of star formation. The old stellar populations play a particular role in deciphering these histories, since old stars usually retain a memory of certain aspects of their early life, such as the surface chemical abundances, and often orbital angular momentum and orbital energy.

The important questions concerning the mass assembly, apart from its rate, both past and present-day, include: what was the nature of the mass? – since collisionless dark matter, collisionless stars and collisional gas behave differently; what was the density distribution of any and all components? – since physical processes such as tidal stripping depend on relative densities, and dynamical friction timescale depends on mass ratios; what are the specific angular momenta and orbits? – since the coupling efficiencies of various processes depend on these.

The important questions concerning star formation history include: what was the rate of star formation and how did/does it vary as function of spatial location?; what was and is the stellar Initial Mass Function? – the visibility of galaxies at high redshift, their contributions to background light in different passbands, their chemical enrichment, stellar feedback, the supernova rate, gas consumption rate etc. depend on the IMF; what was/is the mode of star formation? – what fraction formed in super star clusters?; and of course – what is the connection to the history of mass assembly of the various components.

Spiral galaxies are clearly diverse in their properties, for example in bulge-to-disk ratio, but theories should be able to produce the galaxy population in the Local Group rather naturally, without appeal to special conditions. Thus the Local Group members are ‘typical’ galaxies in their properties and for theory, but they are atypical for observation. From their resolved stellar populations we can obtain age distributions, chemical elemental abundance distributions, kinematics – all as a function of spatial location. The tracers that can be used include stars of a range of evolutionary stage and mass, planetary nebulae, star clusters, and gas through HII regions, 21cm emission and CO emission. The stellar properties in satellite companion galaxies provide important complementary constraints, for example, limiting the possible contribution of disrupted satellites to larger systems (cf. ).

We have learned much about the Milky Way Galaxy from its resolved stellar populations, but we still have only an incomplete picture, and it is clear that GAIA will play a major role in furthering our understanding. Study of M31 and M33 with existing ground-based telescopes and with the Hubble Space Telescope has been limited, but as I will describe below, has provided clear evidence of differences in some aspects of their stellar populations and also of similarities.

While detailed space motions and distances have a unique role to play in understanding how the Local Group disk galaxies decompose into different stellar components such as bulge/halo/disk/thick disk, much can be inferred from mean kinematic quantities, such as the net azimuthal streaming motion of a population. To illustrate, Figure 1 shows the specific angular momentum distributions for these components of the Milky Way. The similarity between the angular momentum curves for the bulge and stellar halo can be explained by a model in which the proto-bulge gas is ejected from star forming regions in the early halo , while the similarity between the curves for the thick and thin disks is expected in a model where the thick disk is a remnant of the early stages of disk formation (see below). It is clear that ejecta from the halo did not ‘pre-enrich’ the disk.

Old stars are important for deciphering both the mass assembly and star formation histories, and this poses a significant challenge for GAIA capabilities, since at a distance modulus of $`24.5`$, the tip of the Red Giant Branch (T-RGB) in M31 is at $`\mathrm{I}20.5`$, and there is no good evidence for an intermediate-age population in the bulge of M31 that would contribute Asymptotic Giant Branch (AGB) stars brighter than the tip. However, significant scientific returns would be achievable with mean kinematics of red giants in M31, M33 and their satellites, as I describe below. I hope to convey the exciting science that could be possible were GAIA to push through its nominal limit of $`G=20`$ ($`I20`$), to reach below the T-RGB. Of course, for those galaxies with (intermediate-age) stars brighter than the old T-RGB, the nominal GAIA limit will still provide significant results.

I will first describe some of the advances we have made so far through study of the stellar populations of the Milky Way. I will then discuss what is known of the stellar populations of the remaining large members of the Local Group, and raise some open questions, including ones that may be addressed with GAIA.

## 2 the Thick Disk and Constraints on Mass Assembly of the Milky Way Galaxy

The effects of mergers between galaxies are to fatten disks, by putting orbital energy of the galaxies into their internal degrees of freedom, and to build up bulges and haloes, through a combination of heating and angular momentum and mass re-arrangement resulting from gravitational torques and bar formation, and assimilation of stars removed from their parent galaxy by tidal effects. The amplitudes of these effects are dependent on the (many) parameters of the interaction, such as mass ratio of the merging systems, gas content, orbital inclination and angular momentum (both the sense and the magnitude). The age distributions, kinematics and metallicities of the different stellar components of a galaxy – and of different tracers, such as young stars, old stars, or globular clusters – are very important in deciphering a complex situation, in which some properties can be approximately conserved (such as angular momentum of a stellar orbit or stellar metallicity) and some are not (such as the velocity dispersions of the disk stellar population).

A merger between a stellar disk and a stellar satellite of around 10-20% by mass results in a fattening of the disk (as opposed to the destruction of the disk that happens for mass ratios that are more equal), and the thinness of disks can be used to constrain their merging history (cf. ) and cosmological parameters. Indeed recent N-body simulations have produced fattened disks that have spatial distributions and kinematics rather similar to the thick disk of the Milky Way Galaxy (see  for a recent review). This is particularly interesting for the mass assembly history, since the thick disk, at least at the solar circle, is exclusively old, as illustrated in Figure 2. We know that the thin disk has been forming stars fairly continuously over the last $`12`$ Gyr , with the consequence that if a significant merger had occured more recently, younger stars would also be in a thicker disk. However, these younger stars are not observed in the thick disk (cf. ). Thus the last significant merger of the Milky Way occurred $`12`$ Gyr ago, when the globular clusters like 47 Tuc were formed. Of course, if the thick disk is not the product of a ‘minor’ merger, but e.g. formed by slow settling of the proto-disk to the disk plane  then the merging history is even more quiescent!

Further, the thick disk contributes $`\stackrel{>}{}10`$% of stars in the solar neighbourhood, and falls off perpendicular to the plane with a scale-height 3–4 times that of the thin disk. Thus a significant fraction, some $`30`$%, of disk stars at the solar Galactocentric distance, 2–3 scale-lengths from the centre, formed at lookback times of $`12`$Gyr, or at redshifts $`2`$. This is not easily understood in the context of hierarchical-clustering models of structure formation, such as the cold-dark-matter scenario. In these models, the angular momentum transport that accompanies the merging process to form galaxies  leads to disks that are too small, and one must appeal to ‘feedback’ processes to delay disk formation, to redshifts $`\stackrel{<}{}`$ unity. This is perhaps another way of saying that the merging history of the Milky Way appears to be unusual in these models. But is the Milky Way unusual? What of the other large galaxies in the Local Group? There are clearly some large, relaxed-looking disk galaxies at redshifts of unity  – can we identify their counterparts and descendants locally?

First, we need to establish the properties of the thick disk in the Milky Way far from the solar Galactocentric radius; GAIA will play a key role in this, providing accurate distances, metallicities, proper motions and radial velocities for tracer stars (main sequence turn-off stars, red giants, Horizontal Branch etc.) at distances as far as $`\stackrel{<}{}20`$ kpc.

## 3 The Thick Disk, Bulge or Halo of M31

The globular clusters in the Milky Way have a bimodal metallicity distribution, with peaks at \[Fe/H\] $`1.5`$ dex and $`0.6`$ dex , and around one-third being in the metal-rich population. The clusters in these two peaks are further distinguished by kinematics and spatial distribution. The metal-poor population consists of the classic halo globular clusters, which are old and on orbits of low angular momentum. The metallicity and kinematics characteristic of the metal-rich globular clusters (of which 47 Tuc is a member) are very similar to those of the thick disk, and these clusters are usually ascribed to this population , though their concentration towards the centre of the Galaxy has led to their association with the bulge. If indeed the last significant merger event experienced by the Milky Way formed the thick disk, one might expect there to be globular clusters associated with it, by analogy with the young ‘globular clusters’ (super star clusters) identified in merging systems . Further, this merger could have initiated bulge formation, consistent with the similar characteristic ages of thick disk and bulge.

The globular clusters of M31 also have a bimodal metallicity distribution , with peaks at metallicities remarkably similar to those of the Milky Way system, and again most clusters being in the metal-poor population. Furthermore these two populations appear to be similarly distinct in their kinematics and spatial distributions, as are the two Milky Way globular cluster populations. The globular cluster systems of the Milky Way and M31 appear to be analogues of each other. Associating the more metal-rich globulars, with peak \[Fe/H\] $`0.6`$, with the thick disk, as in the Milky Way, would lead to the expectation of a field thick disk with similar mean metallicity.

The field stellar population of M31 has been studied through colour-magnitude diagrams (both ground-based and from the Hubble Space Telescope) of its evolved stars and spectroscopy of bright red giant branch stars. All studies , following the pioneering work of Mould & Kristian , find that the dominant field population probed down the minor axis has a mean metallicity111Most of these metallicities are based on the colour of the red giant branch and are subject to calibration uncertainties including the elemental abundance mix. of around $`0.6`$ dex, from projected distances of $`5`$ kpc out to $`20`$ kpc (the ‘bulge’ minor-axis effective radius is $`1.5`$ kpc , significantly larger than that of the Milky way). The metallicity distribution is asymmetric, and can be fit by the superposition of two populations, metal-poor and metal-rich, with peaks similar to the globular clusters, at $`1.5`$ dex and $`0.6`$ dex. The bulk of the stars, even out at 20 kpc, is in the metal-rich population. Thus unlike the case for the globular clusters, the field stars of the ‘halo’ in M31 are predominantly metal-rich. It should be remembered that these field stars are members of Baade’s ‘Population II’ , raising the issues of which stars in the Milky Way should have been identified as ‘Pop II’ – perhaps  the members of the Milky Way thick disk, whose mean metallicity is comparable to that of the dominant population in M31’s ‘halo’. Indeed, perhaps the ‘halo’ in M31, which is rather flattened with an axial ratio of $`0.6`$, is actually a thick disk (cf. ). This could have been formed during a significant merger – as discussed more fully in Ibata’s contribution, wide-area star counts of the evolved population in the ‘halo’ of M31 have revealed a large overdensity most easily explained as a remnant star stream from tidal interactions, albeit of the same high mean metallicity. Mean kinematics, as could be possible with GAIA, would provide further signatures of ‘streams’.

The red giant luminosity function, in fields at projected distances from the centre of $`1`$ kpc to $`20`$ kpc , is consistent with no young, luminous AGB stars, providing a weak limit on the age distribution of the bulge/halo/thick disk of M31, as older than a few Gyr. The red giant luminosity functions are in fact very similar to that of the evolved stars in the Milky Way bulge (measured in Baade’s window, $`4^{}`$ from the centre), for which we know from deep photometry below the turnoff that the population is old . Optical imaging of fields at projected distances from the centre of $`1`$ kpc also show no evidence for stars brighter than the tip of the RGB (after taking careful account of blending; ).

The presence of RR Lyrae stars in the bulge/halo of M31  argues for an old component, age $`\stackrel{>}{}10`$ Gyr. Horizontal branch morphology can provide clues, though is not yet available; ground-based data thus far have prohibitively large errors by the $`V\stackrel{>}{}25`$ level of the HB. HST studies of M31 up to now have been primarily globular cluster fields, mostly in fields with too much disk contamination to study the field halo/bulge.

Even more intriguing is the fact that colour-magnitude diagrams for fields in lines-of-sight that should be predominantly outer disk have a RGB morphology very similar to that of ‘halo’-dominated fields , with an additional metal-rich component that may be ‘thick disk’  or simply the thin disk. There is apparently a significant old component in these outer disk fields, with important implications for the onset of disk formation , as indicated above. Or is the disk so warped that one cannot calculate reliably its contribution in a given line-of-sight, based on simple surface brightness profiles?

Thus the CMDs of M31 offer fascinating clues to the past history of our nearest large galaxy, but kinematics and metallicities are required to untangle the different populations projected into the same line-of-sight. Radial velocities of the bright giants are possible with 10-m class telescopes . Multi-band wide-field mapping of the field population below the tip of the RGB i.e. I$`\stackrel{>}{}20.5`$ is feasible with existing ground-based telescopes; GAIA could provide the information necessary for their interpretation through measurements of mean/systematic motions of populations defined by, for example, colour or position (as a reminder, at the distance of M31, $`750`$ kpc, expected individual proper motions are less than $`100\mu `$arcsec/yr, somewhat less than the expected accuracy of GAIA measurements for stars with $`G=20`$). The surface brightness at the effective radius of the ‘halo’ of M31 is $`\mu _B22`$ mag/sq arcsec , and determining the limiting background stellar surface brightness at which GAIA will achieve its full accuracy is obviously important. Out at 20kpc along the minor axis, where the bulge field is still metal-rich, the surface brightness is only $`\mu _V30`$ mag/sq. arcsec.

Even old, metal-rich stellar populations can contain small numbers of stars brighter than the T-RGB, as evidenced by the handful of Long Period Variables in the globular cluster 47 Tuc . These are plausibly in the Thermally-Pulsing (TP) phase of the AGB  and their increased luminosity relative to metal-poor stellar populations may be related to mass loss at the Helium shell flash that marks the onset of the TP-AGB. Further, non-variable bright AGB stars are expected as the descendents of any ‘Blue Stragglers’ that may have formed, either in the field itself or perhaps in globular clusters that were later disrupted. Identification of these rare stars, possible through the full coverage across the face of the galaxy with GAIA, would be exciting.

## 4 M33 – halo/bulge and clusters

The early work of Mould & Kristian  established that the field stars of M33 some $`7`$ kpc projected distance from the centre of that galaxy, along the minor axis and thus expected to have little contribution from the disk, have a mean metallicity of only $`2`$ dex, with a small spread. There is a kinematic ‘halo’ as traced by the globular clusters . Analysis of the CMDs resulting from deep imaging with the Hubble Space telescope  has shown that some of these ‘halo’ clusters have a red horizontal branch despite low metallicity ($`1.5`$ dex), perhaps indicating a younger age ($`7`$ Gyr), with others probably as old as the classical Galactic halo globular clusters. The field surrounding the globular clusters studied with HST are disk-dominated and show a complex star formation history .

Luminous star clusters have been identified across the face of M33 from HST images , with ages (inferred from integrated colours) ranging from $`\stackrel{<}{}10^7`$ yr to the $`10^{10}`$ yr of classical halo globular clusters. Derived masses are in the range of $`10^2M_{}`$ to $`10^6M_{}`$ and correlate with age, but there are apparently clusters of masses greater than $`10^4M_{}`$ with ages of only a few hundred million years . There are some similarities to the populous intermediate-age clusters in the Large Magellanic Cloud  – is there some aspect of the star formation process in very late-type disk galaxies that favours populous clusters? The luminous stars in these clusters should be easily accessible to GAIA, allowing the association of the parent clusters with disk, thick disk, bulge or halo.

Ground-based near-IR (J,K) imaging with adaptive optics on the CFHT, of the central regions of M33 (inner 18′′, or $`50`$ pc) find the fascinating result  that there is a strong AGB component, indicative of a burst of star formation 1–3 Gyr ago, but with metallicity only $`\stackrel{<}{}1`$ dex, much lower than the metallicity of the inner disk inferred from HII regions, of around the solar value (e.g. ). Why is the M33 inner bulge so different from that of M31 or of the Milky Way? How far out does the AGB component extend? Kinematics of the AGB population, and a larger-scale survey, are of obvious importance to attempt to understand the connections between disk and ‘bulge’, and the metal-poor ‘halo’. These stars are brighter than the Tip-RGB (by some 2.5 mag in the K-band, less so in the V-band) and should be amenable for study with GAIA.

## 5 M32 – an elliptical since when?

While not strictly part of my remit, the compact dwarf elliptical galaxy M32 offers an intriguing target for GAIA. The evolution of this galaxy has clearly been strongly influenced by its proximity to M31, and indeed a very plausible scenario invokes severe tidal truncation  perhaps of a former disk galaxy, to leave the central bulge . There is a ubiquitous bright AGB population in M32, well-mixed with the underlying older stars . Integral-field spectroscopy of the inner regions suggests that the typical population has around solar metallicity and an age of $`4`$ Gyr . It has been speculated that the bright AGB stars are the remnant of a merger of some smaller system with M32 itself , or the result of gas inflow, star formation and mixing during the stripping of a disk galaxy . These bright stars are $`3`$ mag brighter than the TRGB in the K-band, and again their mean kinematics should be measurable. This information, especially if the lower luminosity (older) stars are also accessible by pushing GAIA to its limits, should allow us to distinguish these two possibilities.

The proper motion of the centre-of-mass of M32, which should be measurable with GAIA, is obviously very important for deciphering the orbit and the past history of the interaction between M31 and M32.

## 6 Summary

Cosmic variance requires that we confront theories of galaxy formation and evolution with the detailed properties of as diverse a sample of galaxies as possible. The Local Group offers the opportunity to study large galaxies with similar large-scale morphologies but different present-day stellar populations. GAIA could provide kinematic, distance and metallicity information to aid the deciphering of the histories of these different galaxies and thus the physics of galaxy evolution.

###### Acknowledgements.

I would like to thank the organisers for inviting me to this stimulating school, and for their financial support. I really enjoyed being back at Les Houches.


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# Higgs boson mass limits in perturbative unification theories

## I Introduction

A large gap in our understanding of fundamental physics is the mechanism of electroweak symmetry breaking and fermion mass generation. Among the many ideas developed to explain this phenomena, the most economical explanation postulates the existence of a single scalar Higgs boson. This simple explanation has been remarkably successful, in that all precision electroweak data is compatible with it, yet not compatible with many other more complicated explanations of dynamical electroweak symmetry breaking.

Despite the success of the single Higgs boson theory, there are two challenges. First, there are theoretical problems explaining the large hierarchy of fundamental scales (e.g., $`M_{\mathrm{Pl}}m_W`$). And second, we have yet to find the Higgs boson in experiment.

The Standard Model (SM) Higgs properties are completely fixed in terms of only one parameter, its mass. Unfortunately, the mass cannot be predicted. Precision measurements have constrained the Higgs boson mass to be below $`222\mathrm{GeV}`$ at the 95% C.L. (see p. 101 of Abbaneo:2001ix ). Direct searches in $`e^+e^{}Z+\mathrm{Higgs}`$ have constrained the Higgs boson to have mass above $`114.1\mathrm{GeV}`$ at the 95% C.L. LEPHWG:2001xw . The remaining $`108\mathrm{GeV}`$ window of possible Higgs mass is relatively narrow and proposals for future experiments have focused heavily on this region.

Nevertheless, a light Higgs boson below $`222\mathrm{GeV}`$ is not guaranteed for several reasons. First, precision electroweak data is sensitive mostly to the logarithm of the Higgs boson mass, and small changes in the $`\chi ^2`$ fit can yield large changes in the allowed Higgs mass. Using the “all data” fit from Table 13.2 of the LEP Electroweak Working Group summary report Abbaneo:2001ix , which concludes that

$`\mathrm{log}_{10}(m_h/\mathrm{GeV})=1.94_{0.22}^{+0.21}(\mathrm{all}\mathrm{data}\mathrm{LEPEWWG}\mathrm{fit}),`$ (1)
we can deduce that the $`3\sigma `$ ($`4\sigma `$) upper bound on the Higgs mass is about $`372\mathrm{GeV}`$ ($`603\mathrm{GeV}`$). A true value $`4\sigma `$ away from the experimentally determined central value is by no means out of the question. Furthermore, it is possible that a much heavier Higgs boson can conspire with new states ($`Z^{}`$ bosons, new scalars, etc.) to be compatible with the precision electroweak data Peskin:2001rw . In this article we will not focus on the statistics and solidity of the present Higgs boson mass limits. Instead, our main purpose is to determine how much information can be learned about a theory from the Higgs boson mass whatever it might turn out to be.

We frame our discussion by first assuming that a Higgs boson exists that couples to SM states in the well-defined SM way. We then wish to explore what different values of the Higgs boson would imply for supersymmetric and non-supersymmetric gauge unification theories. Our last ingredient is to take into consideration an infinite set of possible unification scenarios parametrized by the value of $`\mathrm{sin}^2\theta _W`$ at the unification scale $`\mathrm{\Lambda }`$. Most of the previous discussions on Higgs mass limits have relied strongly on high-energy unification ($`\mathrm{\Lambda }10^{16}\mathrm{GeV}`$). In our analysis, the scale $`\mathrm{\Lambda }`$ ranges from $`1\mathrm{TeV}`$ to $`10^{18}\mathrm{GeV}`$.

## II Non-supersymmetric unification

Many years ago it was discovered that the SM fermions fit very nicely into two representations of $`SU(5)`$ and one representation of $`SO(10)`$. Unifying the SM gauge groups also gives explanation to the unusual values of the hypercharges. Grand Unification Theories (GUTs) based on these two groups gained considerable attention and are still of value today.

Non-supersymmetric $`SU(5)/SO(10)`$ GUTs have at least three major challenges. They have no explanation for the huge hierarchy between $`M_{\mathrm{GUT}}`$ and $`m_W`$. The gauge couplings do not precisely meet at any point at higher energy. The precise meeting point of the GUT-normalized hypercharge gauge coupling $`g_1g^{}\sqrt{5/3}`$ and the $`SU(2)_L`$ gauge coupling $`g_2`$ is at a scale that would be too low ($`10^{13}\mathrm{GeV}`$) to satisfy proton decay constraints if the GUT gauge boson masses were nearby.

Despite all the problems with these high-scale non-supersymmetric unification scenarios, there have been clever attempts to salvage them minimal GUT , and probably other clever ways that have yet to be discussed. The various attempts to save them may require intermediate thresholds, but here we do not admit all those uncertainties and instead analyze the SM evolution up to the unification scale $`M_{\mathrm{GUT}}=\mathrm{\Lambda }`$ where $`\mathrm{sin}^2\theta _W=3/8`$ ($`g_2/g^{}=\sqrt{5/3}`$). Furthermore, the additional threshold corrections and symmetries required to make non-supersymmetric GUTs work may have very little impact on the Higgs sector. Or, more likely, there would exist an intermediate scale $`M_I`$, perhaps associated with the neutrino seesaw scale, such that below it one expects perturbative SM evolution. Therefore, we will keep this idea within the space of possibilities when discussing Higgs boson predictions, and we will make plots of Higgs boson mass assuming a perturbative SM evolution below an arbitrary scale $`\mathrm{\Lambda }`$. The reader can then associate $`\mathrm{\Lambda }`$ with $`M_{\mathrm{GUT}}`$, $`M_I`$, or some other scale as he or she pleases.

A second idea that motivates unification at the low-energy scale is $`SU(3)`$ electroweak unification Dimopoulos:2002mv ; Li:2002pb ; Hall:2002rk ; Antoniadis:2000en  (for some earlier attempts, see Weinberg:1971nd ; Pisano:ee ; Frampton:1992wt ). The generic prediction of this framework is that the hypercharge and $`SU(2)_L`$ couplings unify at $`\mathrm{sin}^2\theta _W=1/4`$ ($`g_2/g^{}=\sqrt{3}`$), which translates to a scale of about $`3.8\mathrm{TeV}`$. It is relatively easy within these unification models to adjust the value of $`\mathrm{sin}^2\theta _W`$ at the unification scale to values above $`1/4`$.

Our goal now is to demarcate the range of Higgs masses that allow for a perturbative unification theory, with a perturbative Higgs self-coupling, for each value of $`\mathrm{sin}^2\theta _W`$. We will consider all values of $`\mathrm{sin}^2\theta _W`$ from $`1/4`$ to $`3/8`$.

The reader should not get the impression that we are advocating theories with perturbative couplings as somehow more likely than theories with non-perturbative couplings. Nature’s reality is probably independent of the pain it gives humans to understand it. Our emphasis here is only that by analyzing the Higgs sector coupling as given by its mass, we can determine if a perturbative theory is compatible with a particular unification scenario. One exception to this modest interpretative value to our work here is supersymmetric GUTs, where it appears desirable to keep all couplings perturbative so as not to feed into the gauge coupling renormalization group equations and spoil the extraordinary unification of all three gauge couplings of the SM at a high scale.

The Higgs potential for the doublet Higgs field $`\mathrm{\Phi }`$ is

$`V(\mathrm{\Phi })=m_\mathrm{\Phi }^2\mathrm{\Phi }^{}\mathrm{\Phi }+{\displaystyle \frac{\lambda }{2}}(\mathrm{\Phi }^{}\mathrm{\Phi })^2.`$ (2)
After spontaneous symmetry breaking, three of the four degrees of freedom are eaten by the weak gauge bosons, leaving one physical degree of freedom remaining with mass,

$`m_h^2=\lambda v^2`$ (3)
where $`v^2=1/\sqrt{2}G_F(246\mathrm{GeV})^2`$.

Requiring the theory remain perturbative up to some scale $`\mathrm{\Lambda }`$ implies that the Higgs self-coupling $`\lambda <\lambda _0`$, where $`\lambda _0`$ is a non-perturbative value for the coupling constant. Choosing a numerical value for $`\lambda _0`$ is not easily justified in this analysis. One finds many conditions advocated for $`\lambda `$ to remain perturbative: $`\lambda \stackrel{<}{}2`$, $`\lambda \stackrel{<}{}\pi `$, $`\lambda \stackrel{<}{}4\pi `$, $`\beta _\lambda \stackrel{<}{}1`$, etc. These choices, unfortunately, depend on the numerical prefactor to the $`(\mathrm{\Phi }^{}\mathrm{\Phi })^2`$ coupling. For example, if we were to rescale $`V24\lambda (\mathrm{\Phi }^{}\mathrm{\Phi })^2`$ the conditions on $`\lambda `$ set forth above are clearly much too weak to identify the onset of the non-perturbative regime.

We therefore seek a definition of the onset of non-perturbative behavior which is independent of the numerical factors out in front of operators. Our methodology that satisfies this aim is to turn off all couplings except the Higgs coupling and expand its $`\beta `$ to successively higher loop order,

$`{\displaystyle \frac{d\lambda }{dt}}={\displaystyle \underset{i}{}}\beta _\lambda ^{(i\mathrm{loop})}={\displaystyle \frac{L_1}{16\pi ^2}}\lambda ^2+{\displaystyle \frac{L_2}{(16\pi ^2)^2}}\lambda ^3+{\displaystyle \frac{L_3}{(16\pi ^2)^3}}\lambda ^4+\mathrm{},`$ (4)
where in the $`\overline{\mathrm{MS}}`$ scheme, $`L_{1,2,3}=12`$, $`78`$, and $`897+504\zeta (3)1503`$, respectively Jack:sr ; Kazakov:1979ik . We then identify the onset of non-perturbativity as when any higher loop order contribution to the beta function exceeds the value of any lower loop order contribution. That is,

$`\left|\beta _\lambda ^{(j>i)}\right|<\left|\beta _\lambda ^{(i)}\right|(\mathrm{perturbativity}\mathrm{condition})`$ (5)
implies perturbative coupling, and violation of the condition implies non-perturbative coupling. Therefore, given our definition of $`\lambda `$ from eqs. 2 and 4, $`\lambda `$ remains perturbative as long as it is below $`\lambda _0=8.2`$.

In fig. 1 we plot the upper limit on the Higgs mass that can be expected in a theory that remains perturbative (i.e., $`\lambda <\lambda _0=8.2`$) up to the scale $`\mathrm{\Lambda }`$ (similar SM analyses can be found in Nierste:1995zx ). At the bottom of the figure we also plot a lower limit of the Higgs mass by requiring that $`\lambda `$ remains positive for all scales below $`\mathrm{\Lambda }`$. This gives an estimate for the Higgs mass requirement from vacuum stability Altarelli:1994rb .

The computation of the perturbative limit was done using full two-loop renormalization group equations (RGEs) for the SM gauge couplings, Higgs self-coupling and top quark Yukawa coupling. Other couplings are irrelevant to the analysis of the Higgs mass limit. In order to determine the initial condition for RGEs of gauge couplings at $`m_Z`$, we adopted experimental values Abbaneo:2001ix  of the QED fine structure constant $`\alpha ^1=137.06`$, the hadronic contribution to the QED coupling at $`m_Z`$ $`\mathrm{\Delta }\alpha _{\mathrm{had}}^{(5)}(m_Z)=0.02761`$, the leptonic effective electroweak mixing angle $`\mathrm{sin}^2\theta _{\mathrm{eff}}^{\mathrm{lept}}=0.23136`$, and the QCD coupling $`\alpha _s(m_Z)=0.118`$. We then convert them into the $`\overline{\mathrm{MS}}`$ gauge couplings by using the formula in refs. Fanchiotti:1992tu .

The one-loop corrections to the $`\overline{\mathrm{MS}}`$ top Yukawa coupling as a function of the top quark physical mass, $`m_t^{\mathrm{phys}}`$, are given in Arason:1991ic ; Hempfling:1994ar ,

$`y_t(\mu )=2^{3/4}G_F^{1/2}m_t^{\mathrm{phys}}\left\{1+\delta _t(\mu )\right\}.`$ (6)
We use the full QCD and electroweak contributions to $`\delta _t(\mu )`$ as given by eq. 2.12 and the appendix of Hempfling:1994ar , and we match it at top quark mass scale $`\mu =m_t^{\mathrm{phys}}`$. The QCD corrections are the dominant contribution and have the value,

$`\delta _t^{\mathrm{QCD}}(\mu )={\displaystyle \frac{\alpha _s}{3\pi }}[3\mathrm{ln}\left({\displaystyle \frac{m_t^{\mathrm{phys}}}{\mu }}\right)^24].`$ (7)
We also included all relevant one-loop finite corrections to set the $`\overline{\mathrm{MS}}`$ Higgs coupling as a boundary condition at some scale $`\mu =\mu _h=𝒪(m_h)`$:

$`\lambda (\mu )=\sqrt{2}G_Fm_h^2\left\{1+\delta _h(\mu )\right\},`$ (8)
where $`\delta _h(\mu )`$ is given by eqs. 15a-15d of ref. Sirlin:1985ux , and reproduced in eqs. B1-B3 of ref. Arason:1991ic . In fig. 1, taking $`\mu _h=m_h`$ or max$`[m_h/2,m_Z]`$, we show the $`\mu _h`$-dependence on the Higgs mass upper limit. As the scale $`\mathrm{\Lambda }`$ gets lower, the $`\mu _h`$-dependence becomes larger. However, when $`\mathrm{\Lambda }>3.8\mathrm{TeV}`$, the difference is less than $`5\mathrm{GeV}`$ for $`\mu _h`$ in the range max$`[m_h/2,m_Z]<\mu _h<m_h`$.

In fig. 1, we also showed a dependence of the top quark mass on the limits. We used the experimental result $`m_t^{\mathrm{phys}}=174.3\pm 5.1\mathrm{GeV}`$ (see p. 389 of ref. topmass ). Since the error on the top quark mass is now less than 3%, the induced variabilities on the Higgs boson mass upper limits are almost negligible.

As we run the gauge couplings up to higher scales, the value of $`\mathrm{sin}^2\theta _W`$ changes. We define $`\mathrm{sin}^2\theta _W`$ in the $`\overline{\mathrm{MS}}`$ scheme, and

$`\mathrm{sin}^2\theta _W(\mathrm{\Lambda }){\displaystyle \frac{g_{}^{}{}_{}{}^{2}(\mathrm{\Lambda })}{g_{}^{}{}_{}{}^{2}(\mathrm{\Lambda })+g_2^2(\mathrm{\Lambda })}},`$ (9)
where $`g^{}(m_Z)0.36`$ and $`g_2(m_Z)0.65`$. The correspondence between scale $`\mathrm{\Lambda }`$ and the value of $`\mathrm{sin}^2\theta _W(\mathrm{\Lambda })`$ at that scale is plotted on this same graph. There are three cases of particular interest in this graph. These are the perturbative upper limit for $`m_h`$ when $`\mathrm{\Lambda }=M_{\mathrm{Pl}}=2.4\times 10^{18}`$ GeV; the perturbative range for $`m_h`$ at the scale where $`\mathrm{sin}^2\theta _W=3/8`$, which should be close to the unification scale of simple $`SU(5)`$ or $`SO(10)`$ GUT theories; and, the perturbative upper limit for $`m_h`$ at the scale where $`\mathrm{sin}^2\theta _W=1/4`$, which is relevant for $`SU(3)`$ electroweak unification. We summarize the results of these three possibilities,

$`\mathrm{sin}^2\theta _W=1/4`$ $``$ $`\mathrm{\Lambda }=3.8\mathrm{TeV},m_h<460\mathrm{GeV}`$
$`\mathrm{sin}^2\theta _W=3/8`$ $``$ $`\mathrm{\Lambda }10^{13}\mathrm{GeV},m_h<200\mathrm{GeV}`$
$`\mathrm{\Lambda }=M_{Pl}`$ $``$ $`m_h<180\mathrm{GeV}.`$
When the scale $`\mathrm{\Lambda }`$ is low, we must be concerned that incalculable non-renormalizable operators might contribute significantly to the Higgs boson mass. However, even for a low scale such as $`\mathrm{\Lambda }=3.8\mathrm{TeV}`$ needed for $`SU(3)`$ electroweak unification, the non-renormalizable operators are not expected to have a large impact on the Higgs boson mass given our assumptions of perturbativity. For example, we can look at the simple dimension six operator,

$`_{NR}=f{\displaystyle \frac{|\mathrm{\Phi }|^6}{\mathrm{\Lambda }^2}}`$ (10)
and estimate the mass shift of the Higgs boson to be

$`\mathrm{\Delta }m_h^2=f\left[31\mathrm{GeV}\left({\displaystyle \frac{3.8\mathrm{TeV}}{\mathrm{\Lambda }}}\right)\right]^2.`$ (11)
Since this adds in quadrature to the Higgs mass, a Higgs mass of $`460\mathrm{GeV}`$ is increased by only $`1\mathrm{GeV}`$ to $`461\mathrm{GeV}`$ if $`f1`$ and $`\mathrm{\Lambda }=3.8\mathrm{TeV}`$, as would be appropriate when considering the $`\mathrm{sin}^2\theta _W(\mathrm{\Lambda })=1/4`$ case.

## III Supersymmetric unification

### III.1 Minimal Supersymmetric Standard Model

Within the small uncertainties of perturbative threshold corrections, all three gauge couplings meet at one point in a simple grand unified theory if we assume minimal supersymmetric standard model (MSSM). The unification scale is about $`2\times 10^{16}\mathrm{GeV}`$.

Unlike the SM, the Higgs sector in the MSSM faces very little direct constraint by enforcing perturbativity of couplings up to the high scale. Because there is no free parameter like $`\lambda `$ in the Higgs potential of minimal supersymmetry, the only parameters that would be subject to the perturbativity constraint are the top and bottom Yukawa couplings,

$`y_t={\displaystyle \frac{\sqrt{2}\overline{m}_t(m_Z)}{v\mathrm{sin}\beta }},y_b={\displaystyle \frac{\sqrt{2}\overline{m}_b(m_Z)}{v\mathrm{cos}\beta }},y_\tau ={\displaystyle \frac{\sqrt{2}\overline{m}_\tau (m_Z)}{v\mathrm{cos}\beta }},`$ (12)
where $`\mathrm{tan}\beta `$ is the ratio of the vacuum expectation values of the two Higgs doublets needed to give mass to the up and down quarks (see sec. X of Martin:1997ns  for a discussion of the MSSM Higgs sector), and the $`\overline{\mathrm{DR}}`$ masses $`\overline{m}_t(m_Z)`$, $`\overline{m}_b(m_Z)`$, and $`\overline{m}_\tau (m_Z)`$ are defined precisely the same as $`\widehat{m}_t(m_Z)`$, $`\widehat{m}_b(m_Z)`$, and $`\widehat{m}_\tau (m_Z)`$ in ref. Pierce:1996zz . The definitions of the Yukawa couplings in eq. 12 are the same as eq. (17) of ref. Pierce:1996zz , and the relationship between the physical masses and the $`\overline{\mathrm{DR}}`$ masses can be found in sec. 3 of ref. Pierce:1996zz .

If $`\mathrm{tan}\beta `$ is too low (high), the top (bottom) Yukawa coupling will go non-perturbative before the unification scale. Perturbativity up to the high-scale is motivated in this scenario because non-perturbative couplings would feed into the gauge coupling RGEs and disrupt the beautiful unification. Perturbativity up to this high scale then puts a constraint on $`\mathrm{tan}\beta `$ to be within the range $`2\stackrel{<}{}\mathrm{tan}\beta \stackrel{<}{}65`$, which in turn puts a constraint on the possible values of the lightest Higgs mass in supersymmetry.

We can expand the lightest MSSM Higgs state in terms of a simple, but useful, equation:

$`m_h^2=m_Z^2\mathrm{cos}^22\beta +\eta {\displaystyle \frac{3G_Fm_t^4}{\sqrt{2}\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Delta }_S^2}{m_t^2}}.`$ (13)
Here $`m_t`$ denotes the running SM top-quark mass in the $`\overline{\mathrm{MS}}`$ scheme at the scale $`m_t^{\mathrm{phys}}`$, as utilized in the Higgs mass computations of ref. Carena:2000dp . One can think of eq. 13 as being valid in the limit of $`m_Am_Z`$, or one can absorb the mixing effects between light and heavy Higgs bosons as being absorbed into the $`\mathrm{\Delta }_S`$ definition. Since it has been known that $`O(\alpha \alpha _s)`$ two-loop contributions to the MSSM lightest Higgs mass reduce the one-loop upper limit on $`m_h`$ Carena:2000dp , we introduce a suppression factor $`\eta `$ in eq. (13). To fix $`\eta `$, we match our expression eq. (13) with the one in ref. Carena:2000dp  at $`\mathrm{\Delta }_S^2=m_{\stackrel{~}{t}}^2(m_{\stackrel{~}{t}_1}^2+m_{\stackrel{~}{t}_2}^2)/2=(1\mathrm{TeV})^2`$ assuming no stop mixing, and then we get

$`\eta =1{\displaystyle \frac{2\alpha _s}{\pi }}\left(\mathrm{ln}{\displaystyle \frac{m_{\stackrel{~}{t}}^2}{m_t^2}}{\displaystyle \frac{2}{3}}\right)=0.78.`$ (14)
The numerical value of $`\mathrm{\Delta }_S`$ is therefore a good indicator of the scale of superpartner masses.

Also, we remark that the quantity $`\mathrm{\Delta }_S`$ has been introduced in analogy to $`T_{\mathrm{SUSY}}`$ in refs. Langacker:1992rq ; Carena:1993ag . $`T_{\mathrm{SUSY}}`$ is useful because it remaps all superpartner threshold effects into one single mass scale for the purposes of matching gauge couplings between the SM effective theory below $`T_{\mathrm{SUSY}}`$ to the fully supersymmetric theory above $`T_{\mathrm{SUSY}}`$. The purpose of $`\mathrm{\Delta }_S`$ is similar. It can be defined as the matching scale that reproduces the correct Higgs mass by running supersymmetric RGEs above it and the one-loop SM RGE for $`\lambda `$ below it, assuming (correctly) that the $`y_t^4`$ part of $`\beta _\lambda `$ dominates.

Top squark mixing effects will begin to decorrelate the value of stop masses from that of the correct value of $`\mathrm{\Delta }_S`$ needed to recover an accurate Higgs mass using eq. 13. For fixed stop masses, the higher the left-right mixing effects the larger the Higgs mass becomes, and therefore the larger $`\mathrm{\Delta }_S`$. We demonstrate this effect in fig. 2 by computing the needed value of $`\mathrm{\Delta }_S`$ to reproduce the correct Higgs mass given various values of the mixing term in the stop mixing matrix $`X_t=A_t\mu \mathrm{cot}\beta `$ (see eq. (4) of Carena:2000dp ). We have computed the Higgs mass using eqs. (46) and (47) of Carena:2000dp , and then recast the Higgs mass in the equivalent variable $`\mathrm{\Delta }_S`$ using eq. 13. For various values of the stop mixing $`X_t`$ we have plotted the correlation between required $`\mathrm{\Delta }_S`$ and $`m_{\stackrel{~}{t}}`$. As we see, $`\mathrm{\Delta }_S>m_{\stackrel{~}{t}}`$ for most of parameter space, which enables us to conclude that $`\mathrm{\Delta }_S`$ generally overestimates the supersymmetry mass scales of the top squarks in the presence of mixing. This should be kept in mind when interpreting the parameter space for superpartners from fig. 3; that is, superpartners can be significantly lighter than the $`\mathrm{\Delta }_S`$ values needed for a Higgs mass above the experimental limit.

In fig. 3 we have plotted the lightest Higgs mass in the MSSM as a function of the supersymmetry mass scale $`\mathrm{\Delta }_S`$. Although presented in a slightly different way here, the results of this plot are well known Okada:1990vk . Low $`\mathrm{tan}\beta `$ requires large supersymmetry breaking mass in order to evade the current experimental limits on the lightest Higgs boson mass. Large $`\mathrm{tan}\beta `$ enables the MSSM to be comfortably within all experimental constraints for moderately small supersymmetry breaking mass.

We view it as a success that supersymmetry predicts that its lightest Higgs boson mass can naturally reside in the squeezed window of $`114.1\mathrm{GeV}`$ from direct experimental searches and $`222\mathrm{GeV}`$ from precision electroweak measurements. Superpartners could disrupt the precision electroweak predictions, but it is well known that supersymmetry decouples rapidly from $`Z`$-pole observables. Attempts to make the global fits to the data better by resolving some small discrepancies between leptonic and hadronic observables also demonstrate the rapid decoupling of supersymmetry, since the active superpartners in these studies must be very light (e.g., $`m_{\stackrel{~}{\nu }}\stackrel{<}{}m_Z`$ as in ref. Altarelli:2001wx ).

### III.2 The next-to-minimal supersymmetric standard model

As soon as one goes beyond the most minimal supersymmetric theory, the constraints of perturbativity become very significant again, just as they were in our SM analysis Espinosa:1991gr ; Kane:1992kq ; Espinosa:1998re ; Masip:1998jc . The reason is because non-minimal supersymmetric theories add additional Yukawa couplings that contribute directly to the mass of the lightest Higgs, but are not usefully constrained by any known measurement.

The most important example of non-minimal supersymmetry is the NMSSM (next-to-minimal MSSM), which adds another singlet $`S`$ to the theory. This approach has been used by many authors to make the $`\mu `$ term more natural within supersymmetry. That is, in the MSSM there exists a term in the superpotential $`\mu H_uH_d`$ which might be best explained by an NMSSM term, $`\lambda _sSH_uH_d`$, where $`\mu =\lambda _sS`$.

We can write the mass of the lightest scalar of the NMSSM theory in a very similar way as we did for the MSSM:

$`m_h^2=m_Z^2\mathrm{cos}^22\beta +{\displaystyle \frac{\lambda _s^2}{2\sqrt{2}G_F}}\mathrm{sin}^22\beta +\eta {\displaystyle \frac{3G_Fm_t^4}{\sqrt{2}\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Delta }_S^2}{m_t^2}},`$ (15)
where we take $`\eta =0.78`$. The scale $`\mathrm{\Delta }_S`$ is close but not precisely the same as it is in the MSSM. This is because there are some more states and parameters in the NMSSM that feed into $`\mathrm{\Delta }_S`$, such as the additional masses and mixings in the Higgs sector. There could also be additional contributions to the lightest mass, and to $`\mathrm{\Delta }_S`$, if $`S`$ is charged under another gauge group. In that case, $`H_u`$ and/or $`H_d`$ would be charged too, leading to additional contributions to the mass Drees:tp . Furthermore, a large Yukawa coupling of a fourth generation to the Higgs boson can add substantial radiative corrections to the Higgs mass, just as the top Yukawa does in the MSSM Moroi:1992zk . For the purposes of being conservative and illustrative of how even the smallest deviation from the MSSM can affect the lightest Higgs mass, we will ignore additional gauge charges or additional states that may contribute to the radiative corrections of the Higgs mass.

The numerical value of $`\lambda _s`$ is arbitrary. If it is large it contributes significantly to the Higgs mass via eq. 15 and raises it to a much higher value than the MSSM prediction for the same values of $`\mathrm{tan}\beta `$ and $`\mathrm{\Delta }_S`$. However, if we do not wish to spoil perturbative gauge coupling unification we must require that $`\lambda _s`$ and the other remaining couplings, such as $`y_t`$ and $`y_b`$, remain perturbative so as not to disrupt too much the RGE evolution of the gauge couplings.

The one-loop $`\beta `$ functions of $`\lambda _s`$, $`y_t`$ and $`y_b`$ all depend on each other. Therefore, we must insure that all remain perturbative. To determine what values of $`\lambda _s`$, $`y_t`$ and $`y_b`$ are perturbative, we employ the condition of eq. 5 on each of these three couplings. To do this we compute the three-loop $`\beta `$ functions using refs. Jack:1996qq  for each of the couplings in the limit that all other couplings are turned off:

$`\beta _{y_t}^{(3\mathrm{loop})}`$ $`=`$ $`{\displaystyle \frac{6}{16\pi ^2}}y_t^3{\displaystyle \frac{22}{(16\pi ^2)^2}}y_t^5+{\displaystyle \frac{(102+36\zeta (3))}{(16\pi ^2)^3}}y_t^7`$ (16)
$`\beta _{\lambda _s}^{(3\mathrm{loop})}`$ $`=`$ $`{\displaystyle \frac{4}{16\pi ^2}}\lambda _s^3{\displaystyle \frac{10}{(16\pi ^2)^2}}\lambda _s^5+{\displaystyle \frac{(32+24\zeta (3))}{(16\pi ^2)^3}}\lambda _s^7.`$ (17)
$`\beta _{y_b}`$ is the same as $`\beta _{y_t}`$ after replacing $`y_ty_b`$. Applying the perturbativity conditions of eq. 5 we find that perturbative couplings must satisfy $`y_t<4.9`$, $`y_b<4.9`$, and $`\lambda _s<5.1`$.

In fig. 4 we plot the mass of the lightest Higgs boson as a function of scale $`\mathrm{\Lambda }`$, requiring that all couplings remain perturbative below $`\mathrm{\Lambda }`$. In this analysis, we use two-loop RGEs for all gauge, top and bottom Yukawa and Higgs couplings including full one-loop supersymmetry corrections to the Yukawa couplings discussed below eq. 12, and one-loop supersymmetry logarithmic corrections to all gauge couplings at $`m_Z`$. For this computation we set all supersymmetry masses to $`\mathrm{\Delta }_S`$. To be consistent with our definition of $`\mathrm{\Delta }_S`$ given above, the scale at which $`\lambda _s`$ is evaluated in eq. 15 is $`\mathrm{\Delta }_S`$. The five different curves in the figure represent different values of $`\mathrm{tan}\beta =1`$, 2, 3, 5, and 30. In the MSSM (without GUT), $`\mathrm{tan}\beta <1`$ is excluded by the Higgs search. However, in the NMSSM with low $`\mathrm{\Lambda }`$, such low values of $`\mathrm{tan}\beta `$ are allowed as long as constraints such as $`bs\gamma `$, for example, are satisfied, which would perhaps require a very heavy charged Higgs mass (see, e.g., fig. 12 of ref. Hewett:1996ct ).

We can then look again at the most interesting scales in this plot related to $`\mathrm{sin}^2\theta _W=1/4`$ $`SU(3)`$ electroweak unification, and $`\mathrm{sin}^2\theta _W=3/8`$ $`SU(5)/SO(10)`$ grand unification. In the NMSSM the $`\mathrm{\Lambda }`$ scales associated with this unification are different than they were in the SM case. Furthermore, the unknown Yukawa coupling $`\lambda _s`$ contributes to the mass of the lightest Higgs boson in a very different way than the SM Higgs self-coupling $`\lambda `$, and the RGEs are very different. The result, with $`\mathrm{\Delta }_S=500\mathrm{GeV}`$ is

$`\mathrm{sin}^2\theta _W=1/4`$ $``$ $`\mathrm{\Lambda }=37\mathrm{TeV},m_h<350\mathrm{GeV},`$
$`\mathrm{sin}^2\theta _W=3/8`$ $``$ $`\mathrm{\Lambda }2\times 10^{16}\mathrm{GeV},m_h<120\mathrm{GeV}.`$
We plot in figs. 5 and 6 the lightest Higgs mass in the NMSSM as a function of $`\mathrm{\Delta }_S`$ confining ourselves to the two scenarios $`\mathrm{sin}^2\theta _W=1/4`$ ($`\mathrm{\Lambda }8110\mathrm{TeV}`$) and $`\mathrm{sin}^2\theta _W=3/8`$ ($`\mathrm{\Lambda }=2\times 10^{16}\mathrm{GeV}`$). For low values of $`\mathrm{tan}\beta `$ the Higgs mass prediction is very well separated between the two theories because the $`\lambda _s`$ contribution is not suppressed much by $`\mathrm{sin}^22\beta `$ and the difference between the $`\lambda _s(\mathrm{\Delta }_S)`$ allowed such that $`\lambda _s`$ is still perturbative at $`\mathrm{\Lambda }`$ is dramatically different for $`\mathrm{\Lambda }10\mathrm{TeV}`$ ($`\lambda _s(\mathrm{\Delta }_S=500\mathrm{GeV})2`$ allowed) and $`\mathrm{\Lambda }=2\times 10^{16}\mathrm{GeV}`$ ($`\lambda _s(\mathrm{\Delta }_S=500\mathrm{GeV})0.7`$ allowed). However, as we go to higher values of $`\mathrm{tan}\beta `$ the Higgs mass has very little dependence on the $`\lambda _s^2\mathrm{sin}^22\beta `$ term since it is suppressed by $`1/\mathrm{tan}\beta `$ at high $`\mathrm{tan}\beta `$. For that reason, the two $`\mathrm{tan}\beta =30`$ lines are very nearly on top of each other in the plot.

## IV Conclusions

In this article we have examined Higgs mass upper limits in theories that are perturbative up to a scale $`\mathrm{\Lambda }`$. After discovery of a Higgs boson, the results of these computations can tell us at what scale a perturbative description of our low-scale theory (SM, MSSM, NMSSM, etc.) breaks down. The results can also help determine if unification with $`\mathrm{sin}^2\theta _W(\mathrm{\Lambda })=1/4`$ or $`\mathrm{sin}^2\theta _W(\mathrm{\Lambda })=3/8`$ can occur perturbatively. In the several unification scenarios we studied, we found that it is not expected to have a Higgs boson above about $`500\mathrm{GeV}`$ and still remain perturbative. This is not a theorem, but a highly suggestive result based on the simple theories that are currently attractive.

Fortunately, the LHC will be able to see all SM-like Higgs bosons easily up to $`500\mathrm{GeV}`$ and probably to at least as high as $`800\mathrm{GeV}`$ LHC:TDR . The extra dynamics that go along with the explanation for electroweak symmetry breaking, such as supersymmetry or extra dimensions, should also be detectable at the LHC. Finding an NMSSM Higgs boson in some regions of parameter space could be a significant challenge at the LHC, but there are good indications that the LHC will cover those possibilities also Ellwanger:2001iw .

A future linear collider will be able to see and carefully study a Higgs with mass $`m_h\stackrel{<}{}\sqrt{s}m_Z`$ in $`e^+e^{}`$ mode, and perhaps slightly higher in $`\gamma \gamma `$ mode TESLA ; Abe:2001wn ; Asner:2001ia . Indications of $`SU(3)`$ electroweak unification could also come from direct collider probes and precision electroweak studies that match expectations Csaki:2002bz  of minimal models and beyond. Directly confirming the unification scenarios may be difficult to do, but additional clues from measurements of superpartner masses and the complete Higgs sector, for example, would be critical information if we are to be successful.

Acknowledgments:  KT and JDW were supported in part by the U.S. Department of Energy and the Alfred P. Sloan Foundation.