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# math-ph/0208008 Geometric Quantization

## 1 Introduction

The basic problem of quantization is the relationship between observables of classical systems and quantum systems. It is also an opportunity for a bridge to be built between mathematics and physics, since the problem of quantization is motivated by physical concerns, but the technical difficulties involve sophisticated mathematics. Quantum mechanical states are represented by rays in a Hilbert space $``$, and the observables are represented by symmetric operators on $``$. In classical mechanics the state space is a symplectic manifold $`(M,\omega )`$ and observables are smooth functions, i.e. elements of $`C^{\mathrm{}}(M,)`$.

Taking the view in quantum mechanics that the observables evolve in time while the states remain fixed is known in physics as the Heisenberg picture. The fundamental equation describing the dynamical evolution of a particular (time-dependent) observable $`A_t`$ is the famous *Heisenberg equation* $`\frac{dA_t}{dt}=\frac{i}{\mathrm{}}[H,A_t]`$, where $`H`$ is the energy observable. This is directly analogous to the situation in classical mechanics. If $`(M,\omega )`$ is the symplectic phase space of a classical system, then the dynamics of a time-evolving observable $`f_t:M\times `$ is given by the differential equation

$$\frac{f_t}{t}=\{H,f_t\},$$
(1.1)
where $`\{,\}`$ denotes the Poisson bracket. For the canonical choice of symplectic structure on $`T^{}^n`$, Eq. (1.1) is equivalent to Hamilton’s equations of motion as presented in .

The starting point of geometric quantization is to hope that the relationship between Heisenberg’s equation and Hamilton’s equation exhibited above is a special case of some general situation of deeper mathematical meaning.

## 2 The Mathematical Structure of Physics

In this section we describe a general mathematical framework for physical theories.Classical mechanics and quantum mechanics are both realizations of this framework; thus, it is an important starting point for quantization. This was inspired in part by lectures of L. Faddeev . The fundamental objects are a set $`𝔄`$ of observables, a set $`\mathrm{\Omega }`$ of states, and a *probability interpretation map* $`𝔄\times \mathrm{\Omega }𝒫`$, where $`𝒫`$ denotes the set of all nonnegative Lebesgue measurable functions $`f:`$ such that $`_{\mathrm{}}^{\mathrm{}}f(x)𝑑x=1`$ (i.e. probability distributions). For a state $`\eta `$ and an observable $`A`$, we write the associated probability distribution function as $`\eta _A(\lambda )`$. Of course, there is a natural mean-value map from $`𝒫`$, given by $`f\lambda f(\lambda )𝑑\lambda `$. In all useful examples, $`𝔄`$ and $`\mathrm{\Omega }`$ both have the structure of real vector spaces, and the composition

$$𝔄\times \mathrm{\Omega }𝒫\stackrel{\text{mean-value}}{},\eta ,A\eta |A$$

defines a duality between states and observables. It is clear in physics that certain observables are not independent but rather they are mathematical functions of other, more fundamental observables. An example is the observable $`p^2`$ for a classical harmonic oscillator, where $`p`$ denotes the momentum vector. This fits into the framework above as follows. Given a real function $`f:`$ and observables $`A,B`$, we write $`B=f(A)`$ provided that

$$\eta |B=f(\lambda )𝑑\eta _A(\lambda )\text{ for all states }\eta $$

In all known cases of practical importance, $`𝔄`$ has the structure of an algebra, and in case $`f(x)=\alpha _ix^i`$ is a polynomial function, we have $`f(A)`$, as defined above, equal to $`\alpha _iA^i`$. Finally, one takes as part of the data a Lie bracket $`\{,\}`$ on $`𝔄`$ which is an algebra derivation. A fixed observable $`H`$, the *Hamiltonian*, is chosen on physical grounds; $`H`$ equals the total energy and is such that the differential equation $`\frac{dA_t}{dt}=\{H,A_t\}`$ generates the correct dynamical evolution of observables.

One can reconstruct all features of classical mechanics (even classical statistical mechanics) with the additional assumption that the algebra $`𝔄`$ is commutative. In this situation, there exists a symplectic manifold $`(M,\omega )`$ s.t. $`𝔄=C^{\mathrm{}}(M)`$ as algebras, in which case we take states as normalized measures $`\eta `$ on $`M`$ (a statistical mechanics description), the probability interpretation map as

$$\eta ,f\eta _f(\lambda )\stackrel{\text{def}}{=}_M\theta (\lambda f(m))𝑑\eta (m),\theta =\text{ step function},$$

and $`\{f,g\}=\omega (X_f,X_g)`$ as the Poisson bracket. Nonstatistical mechanics falls out of this by considering a restricted state space (called *pure states*): the space of atomic measures concentrated at a single point of $`M`$, which is of course naturally identified with $`M`$ itself.

In the case of quantum mechanics, the algebra of observables $`𝔄`$ is usually realized as an algebra of linear operators on a complex Hilbert space $``$, and the space $`D()`$ of positive operators with unit trace (or *density matrices*) is taken as the space of states. In particular, this state space contains the projective Hilbert space (pure states)

$$()=\{\text{all projection operators onto 1-dimensional subspaces}\}/$$

where $``$ is equivalence modulo multiplication by a phase. Elements of $`()`$ are known as pure states, while elements of $`D()`$ which cannot be represented as one-dimensional projectors are known as mixed states. The probability interpretation between a state $`\eta `$ and an observable $`A`$ is given by the pairing

$$\eta _A(\lambda )=\mathrm{Tr}_{}(\eta P_A(\lambda ))$$

where $`P_A(\lambda )`$ is the projector function associated to the operator $`A`$ by the spectral theorem. The dynamical bracket is $`\{A,B\}=(i/\mathrm{})(ABBA)`$, which completes the specification of quantum mechanics in terms of the structure above.

## 3 Prequantization

Let $`(M,\omega )`$ be a $`2n`$-dimensional symplectic manifold and let

$$ϵ=\left(\frac{1}{2\pi \mathrm{}}\right)^ndp_1dp_2\mathrm{}dp_ndq^1dq^2\mathrm{}dq^n$$

be the natural volume element. Based ultimately on physical experiment, Dirac formulated the following prescriptions of the mathematical structure of quantization around 1925, long before mathematicians knew that the procedure was possible. A suitable quantization will produce a quantum mechanical Hilbert space $``$ from $`M`$ in a natural way, and will associate to each classical observable $`f:M`$ an operator $`\widehat{f}`$, possibly unbounded, acting on $``$. On physical grounds, the mapping $`C^{\mathrm{}}(M)𝒪`$ given by $`f\widehat{f}`$ should at least satisfy the following properties:

1. $`f\widehat{f}`$ is $``$-linear.
2. if $`f`$ is constant, i.e. $`f(m)=\alpha `$ for all $`mM`$ and for some fixed real number $`\alpha `$, then $`\widehat{f}=\alpha I`$, where $`I`$ is the identity operator on $``$.
3. if $`\{f_1,f_2\}=f_3`$, then $`[\widehat{f}_1,\widehat{f}_2]=i\mathrm{}\widehat{f}_3`$.

If the hat operation is to be a bijective correspondence $`C^{\mathrm{}}(M)\stackrel{\text{1-1,onto}}{}𝒪`$, then the Hilbert space needed is too large to be physically meaningful. However, choosing a polarization of $`M`$ determines a subalgebra of classical observables which can admit bijective quantization maps satisfying Q1-Q3, with the added bonus that the associated Hilbert space is also the space of states of a known quantum mechanical system. We will return to this point.

We also require the *irreducibility postulate*: if $`\{f_j\}`$ is a complete set of classical observables of $`(M,\mathrm{\Omega })`$, then the Hilbert space $``$ has to be irreducible under the action of the set $`\{\widehat{f}_j\}`$. Alternatively, suppose $`G`$ is a group of symmetries of a physical system both for the classical and quantum descriptions. If $`G`$ acts transitively on $`(M,\mathrm{\Omega })`$, then $``$ is an irreducible representation space for a $`U(1)`$-central extension of the corresponding group of unitary transformations.

Since any symplectic manifold will have a natural volume element $`ϵ`$, and hence a natural measure $`dϵ`$, there will also be a natural Hilbert space $`=L^2(M,dϵ)`$. Each $`fC^{\mathrm{}}(M)`$ acts on $``$ by a symmetric operator $`i\mathrm{}X_f`$, and this correspondence satisfies Q1 and Q3, but not Q2. However, by modifying this definition appropriately and using a little gauge theory, one arrives at the construction known as *prequantization*, which we describe presently.

###### Definition 1

A symplectic manifold $`(M,\omega )`$ is said to be *quantizable* if $`\omega `$ satisfies the integrality condition, i.e. if the class of $`(2\pi \mathrm{})^1\omega `$ in $`H^2(M,)`$ lies in the image of $`H^2(M,)`$.

The integrality condition which appears in Definition 1 is equivalent to the statement that there exists a Hermitian line bundle $`BM`$ and a connection $``$ on $`B`$ with curvature $`\mathrm{}^1\omega `$. It is this latter form of the integrality condition (IC) which we will actually use. In this situation, the space of inequivalent pairs $`(B,)`$ is parametrized by $`H^1(M,S^1)`$. This is significant because if $`M`$ is simply connected, then $`H^1(M,S^1)`$ is trivial and there is a unique choice of $`B`$ and $``$. A bundle $`BM`$ with connection chosen as above is called a *prequantum bundle*. Let $`(,)`$ be the Hermitian structure on the bundle $`B`$, and let $`=L^2(M,B)`$, the space of square-integrable sections of the prequantum bundle, with the inner product $`s,s^{}=_M(s,s^{})ϵ`$. For $`fC^{\mathrm{}}(M)`$, define a symmetric operator $`\widehat{f}`$ initially on smooth sections of $``$ by

$$\widehat{f}s=i\mathrm{}_{X_f}s+fs$$

This choice of $``$ and of the map $`f\widehat{f}`$ satisfies Q1-Q3, but the Hilbert space constructed is too large to represent the space of states of any physically reasonable quantum system. For a function $`f`$ on $`M`$ such that the Hamiltonian vector field $`X_f`$ is complete, the one-parameter group $`\varphi _{f}^{}{}_{}{}^{t}`$ of canonical transformations generated by $`f`$ preserves the scalar product $`s,s^{}=_M(s,s^{})ϵ`$, and therefore $`\widehat{f}`$ extends to a self-adjoint operator on $``$. However, if we wish to give a probabilistic interpretation to the scalar product by associating to $`\lambda ,\lambda (x)`$ the probability density of finding the quantum state described by $`\lambda `$ in the classical state described by the point $`x`$ in classical phase space, we would violate the uncertainty principle since square-integrable sections of $`B`$ can have arbitrarily small support. Intuitively, a position-space or momentum-space representation corresponds to a certain choice of polarization. Without introducing polarizations, it is no longer true that a wave function sharply peaked in the position variables cannot also be sharply peaked in the momentum variables.

For this reason, the construction outlined above is called *prequantization*, and a refinement of some sort is needed before this procedure can rightly be called “quantization.”

## 4 Quantization

In quantum mechanics one may represent the Hilbert space as the space of square-integrable complex functions on the spectrum of any complete set of commuting observables. A natural classical analogue of a complete set of commuting observables is a collection of $`n=\frac{1}{2}dimM`$ functions $`f_1,\mathrm{},f_n`$ on $`M`$, independent at all points of $`M`$ where they are defined, such that the Hamiltonian vector fields $`X_{f_i}`$ are complete, and such that $`\{f_i,f_j\}=0`$ for all $`1i,jn`$. The Hamiltonian vector fields $`X_{f_i}`$ span over $``$ an involutive distribution $`F`$ such that (i) $`dim_{}(F)=\frac{1}{2}dim(M)`$ and (ii) $`\omega |_{F\times F}=0`$. A complex distribution $`F`$ satisfying (i)-(ii) is called a *Lagrangian distribution*. A *polarization* is a complex involutive Lagrangian distribution $`F`$ such that $`dim(F_x\overline{F}_x)`$ is constant over $`xM`$. The complex distributions $`F\overline{F}`$ and $`F+\overline{F}`$ are complexifications of certain real distributions traditionally denoted $`D`$ and $`E`$ in the literature. The vector spaces given by $`D`$ and $`E`$ at a point are $`\omega `$-perpendicular. The involutivity of $`F`$ implies that $`D`$ is involutive, so $`D`$ is a foliation. We let $`\pi _D:MM/D`$ denote the projection onto the space of integral manifolds. A polarization $`F`$ is said to be *admissible* if $`E`$ is also a foliation, the spaces $`M/D`$ and $`M/E`$ are quotient manifolds of $`M`$, and the canonical projection $`\pi _{DE}:M/DM/E`$ is a submersion. For admissible polarizations, the tangent bundle $`T\mathrm{\Lambda }`$ of each integral manifold $`\mathrm{\Lambda }`$ of $`D`$ is globally spanned by commuting vector fields. Also, a Hamiltonian vector field $`X_f`$ lies entirely in $`D`$ if and only if $`f`$ is constant along $`E`$. Furthermore, each fiber $`N`$ of $`\pi _{DE}`$ has a Kähler structure such that $`F|_{\pi _D^1(N)}`$ projects onto the distribution of anti-holomorphic vectors on $`N`$. For an admissible positive (this means $`i\omega (\xi ,\overline{\xi })0`$ for all $`\xi F`$) polarization, the Kähler metric on $`N`$ is positive definite. A polarization $`F`$ is said to be *real* if $`F=\overline{F}`$. Any real-polarized symplectic manifold is locally symplectomorphic to a cotangent bundle with its vertical polarization.

Given a polarization $`F`$ of $`(M,\omega )`$ with a prequantum line bundle $`B`$, one could take sections of $`B`$ which are covariantly constant along $`F`$ to form the representation space, except that if $`\lambda _1,\lambda _2`$ are two such sections, then $`\lambda _1,\lambda _2`$ is constant along $`D`$ and hence $`_M\lambda _1,\lambda _2ϵ`$ diverges generically unless the leaves of $`D`$ are compact. Since $`\lambda _1,\lambda _2`$ defines a function on $`M/D`$, one could define a scalar product by integrating $`\lambda _1,\lambda _2`$ over $`M/D`$, except that there is no canonically defined measure on $`M/D`$. The strategy is then to tensor $`B`$ with another bundle so that $`\lambda _1,\lambda _2`$ may be promoted to a *density* on $`M/D`$ rather than a scalar function. Tensoring $`B`$ with $`\sqrt{^nF}`$, as we shall see, will lead to the correct modification of the Bohr-Sommerfeld conditions, and will enable one to construct unitary representations of certain groups of canonical transformations.

The collection of all linear frames of $`F`$ forms a principal $`GL(n,)`$ fibre bundle $`F`$ over $`M`$, and associated to this frame bundle is the complex line bundle $`^nF`$. Let $`ML(n,)\stackrel{𝜌}{}GL(n,)`$ denote the double covering group of $`GL(n,)`$. A *bundle of metalinear frames* of $`F`$ is a right principal $`ML(n,)`$ fibre bundle $`\stackrel{~}{}F`$ over $`M`$, together with a map $`\tau :\stackrel{~}{}FF`$ such that the following diagram commutes:

where the horizontal arrows denote group actions. Let $`\chi :ML(n,)`$ denote the unique holomorphic square root of the complex character $`det\rho `$ of $`ML(n,)`$ such that $`\chi (I)=1`$. We define $`\sqrt{^nF}`$ to be the fibre bundle associated to $`\stackrel{~}{}F`$ with standard fibre $``$ on which a typical element $`CML(n,)`$ acts by multiplication by $`\chi (C)`$. The space of sections $`\mu `$ of $`^nF`$ is isomorphic to the space of complex valued functions on $`F`$ satisfying $`\mu ^\mathrm{\#}(wC)=det(C^1)\mu ^\mathrm{\#}(w)`$ for all $`w_xF`$ and $`CGL(n,)`$, with the isomorphism being $`\mu ^\mathrm{\#}\mu (w)\mu ^\mathrm{\#}(w_1,\mathrm{},w_n)w_1\mathrm{}w_n`$. Similarly, the space of sections of $`\sqrt{^nF}`$ is isomorphic to the space of functions $`\nu ^\mathrm{\#}`$ on $`\stackrel{~}{}F`$ satisfying $`\nu ^\mathrm{\#}(\stackrel{~}{w}C)=\chi (C^1)\nu ^\mathrm{\#}(\stackrel{~}{w})`$ for $`\stackrel{~}{w}\stackrel{~}{}F`$ and $`CML(n,)`$.

Quantum states of the system under consideration are represented by sections of $`B\sqrt{^nF}`$ which are covariantly constant along $`F`$. If $`\sigma `$ is suc a section, and if $`\psi `$ is a complex-valued function on $`M/D`$ which is holomorphic when restricted to fibres of $`\pi _{DE}`$, then $`(\psi \pi _D)\sigma `$ is also a section of $`B\sqrt{^nF}`$ covariantly constant along $`F`$. Thus quantum states may be represented by sections of $`B\sqrt{^nF}`$ which are covariantly constant along $`D`$ and holomorphic along fibres of $`\pi _{DE}`$.

To each pair $`(\sigma _1,\sigma _2)`$ of sections of $`B\sqrt{^nF}`$ covariantly constant along $`F`$, we associate a complex density $`\sigma _1,\sigma _2_{M/D}`$ on $`M/D`$. For each $`xM`$, there is a neighborhood $`Vx`$ such that

$$\sigma _i|_V=\lambda _i\nu _i(i=1,2)$$

where $`\lambda _i`$ are covariantly constant sections of $`B|_V`$ and $`\nu _i`$ are covariantly constant sections of $`\sqrt{^nF}|_V`$. Consider a basis

$$(v_1,\mathrm{},v_d,u_1,\mathrm{},u_{nd},\overline{u}_1,\mathrm{},\overline{u}_{nd},w_1,\mathrm{},w_d)$$
(4.1)
of $`T_x^{}M`$ such that $`\{v_i\}`$ is a basis of $`D_x`$, $`\underset{¯}{b}=(v_1,\mathrm{},v_d,u_1,\mathrm{},u_{nd})`$ is a basis of $`F_x`$, and for $`1i,jd`$ and $`1k,rnd`$ we have

$$\omega (v_i,w_j)=\delta _{ij},i\omega (u_k,\overline{u}_r)=\delta _{kr}\omega (u_k,w_j)=\omega (w_i,w_j)=0$$

The basis (4.1) projects under $`\pi _D`$ to a basis $`\xi _{x,D}`$ of $`T_{\pi _D(x)}^{}M/D`$. The value of

$$\lambda _1(x),\lambda _2(x)\nu _1^\mathrm{\#}(\underset{¯}{\overset{~}{b}})\overline{\nu _2^\mathrm{\#}(\underset{¯}{\overset{~}{b}})}$$
(4.2)
(where $`\underset{¯}{\overset{~}{b}}`$ is a metalinear frame of $`F`$ at $`x`$ projecting onto $`\underset{¯}{b}`$) depends only on $`\sigma _1,\sigma _2`$ and the projected basis $`\xi _{x,D}`$ of $`T_{\pi _D(x)}^{}M/D`$, hence we define (4.2) to be the value of the density $`\sigma _1,\sigma _2_{M/D}`$ on the basis $`\xi _{x,D}`$. Hence the sesquilinear form

$$(\sigma _1\sigma _2)_c:=_{M/D}\sigma _1,\sigma _2_{M/D}$$

is a Hermitian inner product on the Hilbert space $`^0`$ defined as the completion of the pre-Hilbert space of sections $`\sigma `$ such that $`(\sigma \sigma )_c<\mathrm{}`$. Note that $`^0`$ is the subspace of the full representation space $``$ corresponding to the continuous spectrum of the complete set of commuting observables used to define the representation. If the polarization is real and the integral manifolds of $`D`$ are simply connected, then $`^0=`$.

The complement of $`^0`$ in the representation space $``$ is spanned by distributional sections of $`B\sqrt{^nF}`$ covariantly constant along $`F`$. The supports of these sections are restricted by Bohr-Sommerfeld conditions. Let $`\mathrm{\Lambda }`$ be an integral manifold of $`D`$. The operator $``$ of covariant derivative on sections of $`B\sqrt{^nF}`$ in the direction $`F`$ induces a flat connection on $`(B\sqrt{^nF})|_\mathrm{\Lambda }`$. Let $`G_\mathrm{\Lambda }^\times `$ be the holonomy group of this flat connection. The *Bohr-Sommerfeld variety* is

$$S=\{xMG_{\mathrm{\Lambda }(x)}=1\}$$

where $`\mathrm{\Lambda }(x)`$ is the integral manifold passing through $`x`$. Note that $`S=M`$ if each $`\mathrm{\Lambda }`$ is simply connected. Covariantly constant sections of $`B\sqrt{^nF}`$ vanish in $`MS`$. Thus as claimed the supports of the distributional sections are restricted by Bohr-Sommerfeld conditions. To relate this to the classical Bohr-Sommerfeld conditions, choose a neighborhood $`U`$ such that $`B|_U`$ admits a trivializing section $`\lambda `$. Then $`\lambda =i\mathrm{}^1\theta \lambda `$ where $`\theta `$ is a 1-form on $`U`$ such that $`\omega |_U=d\theta `$. For each loop $`\gamma `$ in $`U`$, the corresponding holonomy is $`\mathrm{exp}(i\mathrm{}^1_\gamma \theta )`$. If $`\gamma \mathrm{\Lambda }`$, $`\mathrm{\Lambda }M/D`$ then we denote by $`\mathrm{exp}(2\pi id_\gamma )`$ the element of the holonomy of the flat connection on $`(B\sqrt{^nF})|_\mathrm{\Lambda }`$ corresponding to $`\gamma `$. The condition $`G_\mathrm{\Lambda }=1`$ is then equivalent to

$$_\gamma \theta =(n_\gamma +d_\gamma )/\mathrm{},n_\gamma $$

for each loop $`\gamma `$ in $`\mathrm{\Lambda }`$.

A polarization $`F`$ of $`(M,\omega )`$ is said to be *complete* if all Hamiltonian vector fields in $`F`$ are complete. We will describe the full representation space for a complete admissible real polarization. For $`k\{0,\mathrm{},n\}`$ let

$$M_k=\{xM\mathrm{\Lambda }_xT^k\times ^{nk}\},\text{ and }S_k=SM_k.$$

We note that all integral manifolds of $`D`$ are isomorphic to products of tori and affine spaces, so $`_{i=0}^nM_k=M`$. For each $`xS_k`$ there exists a neighborhood $`V`$ of $`\pi _D(x)`$ in $`M/D`$ and a codimension $`k`$ submanifold $`Q`$ such that

$$\pi _D(M_k)Q\pi _D(S_k),\text{ and }\pi _D(S)VQ$$
(4.3)
Let $`\mathrm{\Gamma }_k`$ denote the space of sections $`\sigma `$ of $`B\sqrt{^nF}`$ satisfying (i) $`\mathrm{supp}(\sigma )S_k`$, (ii) $`\pi _D(\mathrm{supp}\sigma )M/D`$ is compact, and (iii) for each $`xS_k`$, $`\sigma |_{\pi _D^1(Q)}`$ is a smooth section of $`B\sqrt{^nF}|_{\pi _D^1(Q)}`$ covariantly constant along $`F|_{\pi _D^1(Q)}`$. Let $`\sigma _1,\sigma _2\mathrm{\Gamma }_k`$. By condition (ii), there exist a finite number of disjoint submanifolds $`Q_1,\mathrm{},Q_s`$ of $`M/D`$ satisfying (4.3) such that $`\mathrm{supp}(\sigma _j)_{i=1}^s\pi _D^1(Q_i)`$. The pair $`\sigma _1,\sigma _2`$ defines on $`Q_i`$ a density $`\sigma _1,\sigma _2_{Q_i}`$ by the same procedure as for the continuous part of the spectrum discussed above. The scalar product on $`\mathrm{\Gamma }_k`$ is defined by

$$\left(\sigma _1\sigma _2\right)_k=\underset{i=1}{\overset{s}{}}_{Q_i}\sigma _1,\sigma _2_{Q_i}$$

and $`^k`$ is defined to be the Hilbert space completion of $`\mathrm{\Gamma }_k`$ with respect to $`()_k`$. The full representation space is a direct sum

$$=\underset{k=0}{\overset{n}{}}^k$$

Quantization of Observables

A quantized operator is said to be *polarized* with respect to a particular polarization $`P`$ iff it maps polarized sections to other polarized sections. It is necessary to work with polarized operators in order to satisfy the irreducibility postulate. Therefore, we briefly discuss necessary and sufficient conditions for polarized operators. We let $`_P`$ denote a Hilbert space of $`P`$-polarized sections coming from a prequantization bundle.

Now $`\widehat{f}`$ maps $`_P_P`$ only if the flow of $`X_f`$ preserves $`P`$. In particular, if $`\widehat{f}_P_P`$ then $`[X,X_f]V_P(M)`$ whenever $`XV_P(M)`$, so only a limited class of observables can be quantized. The elements of $`C^{\mathrm{}}(M)`$ that can be quantized are precisely the functions of canonical coordinates $`(p,q)`$ which can be represented locally in the form $`f=v^a(q)p_a+u(q)`$.

For a given classical observable $`f`$, the following conditions are equivalent:

1. $`\widehat{f}`$ is a polarized operator,
2. $`\widehat{f}`$ preserves the polarization, in the sense that $`[\widehat{f},_P]\psi =0`$ for every polarized section $`\psi `$, and
3. $`[X_f,P]P`$, where $`X_f`$ is the Hamiltonian vector field associated to $`f`$.

Cotangent Bundles

In case $`M=T^{}Q`$ with canonical symplectic structure $`\mathrm{\Omega }`$, there is a natural real polarization called the vertical polarization, which is spanned by the vector fields $`\left\{\frac{}{p_j}\right\}`$. Taking the symplectic potential $`\theta =p_jq^j`$, the polarized sections are functions $`\psi (T^{}Q)`$ such that $`\frac{\psi }{p_j}=0`$, i.e. those constant along the fibers of $`T^{}Q`$, so that $`\psi =\psi (q^j)`$. The operators corresponding to the observables $`q_j`$ and $`p_j`$ are

$$𝒪_{q^j}=q^j;𝒪_{p_j}=i\mathrm{}\frac{}{q^j}$$

This is known as the Schrödinger representation of $`(T^{}Q,\mathrm{\Omega })`$.

Using the polarization spanned by the vector fields $`\left\{\frac{}{q^j}\right\}`$ (which is also real), and taking $`\theta ^{}=q^jp_j`$ as symplectic potential, $`\psi =\psi (p_j)`$ are the polarized sections and the operators corresponding to $`q_j`$ and $`p_j`$ are

$$𝒪_{q^j}=i\mathrm{}\frac{}{p_j};𝒪_{p_j}=p_j$$

This is the momentum representation of $`(T^{}Q,\mathrm{\Omega })`$. The relation between these representations is the Fourier transform.


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# Stellar Halo Parameters from 4588 Subdwarfs

## 1 Introduction

Samples of nearby halo stars can be analyzed to find the bulk properties of the population: their velocity, spatial, and metallicity distributions, as well as their luminosity function. The principal difficulty is obtaining a sample that is large enough to draw statistically significant conclusions while still not being contaminated with disk and thick disk stars, which locally outnumber halo stars by a factor $`10^3`$.

The most secure method to construct such a sample would be to obtain parallaxes, proper motions, and radial velocities for a larger, unbiased sample of stars and then select halo stars based on their space motions. The GAIA satellite would be able to do this, but even under the most optimistic projections, its data will not be available for well over a decade.

In the absence of such ideal datasets, most nearby halo samples have been culled from catalogs of high proper-motion stars (although there are a few notable exceptions to this rule). For example, Dahn et al. (1995) obtained trig parallaxes for about 100 proper-motion selected stars, thereby determining their transverse velocities, distances, and absolute magnitudes. By rigorous selection on transverse velocity ($`v_{}>260\mathrm{km}\mathrm{s}^1`$), they obtained a sample that was virtually free of disk and thick-disk contamination. The distances and absolute magnitudes then allowed them to measure the luminosity function (LF). Of course, to do so they had to correct for the halo stars that were eliminated from their sample (along with the unwanted disk stars) by their stringent velocity criterion, and this in turn required a model of the halo velocity distribution.

The best such model up to that date was constructed by Casertano, Ratnatunga & Bahcall (1990), who used maximum likelihood to decompose two proper-motion selected samples into disk, thick disk, and halo components making use of both photometric and proper-motion data. They thereby identified different populations within the data, even though individual stars could not generally be unambiguously associated with a specific population. In particular, Casertano, Ratnatunga & Bahcall (1990) showed that the likelihood fit was significantly improved by allowing for a third “intermediate” or thick disk population rather than just two. The kinematics of the halo when so fit were more extreme than in the 2-component fit earlier obtained by Bahcall & Casertano (1986) because thick-disk contamination was drastically reduced.

RR Lyrae stars are halo tracers selected on variability rather than proper motion. Estimates of the RR Lyrae absolute magnitude from statistical parallax automatically yield the velocity ellipsoid. While this technique has been applied for almost a century, only in the last decade or so has it been realized that the RR Lyrae samples are actually mixtures of thick-disk and halo stars. Since statistical parallax uses both radial velocities (whose spectra also yield metallicity information) and proper motions, and since it derives distances for all stars, full kinematic as well as metallicity information is generally available. In a series of papers, Layden (1994, 1995, 1997) both systematized pre-existing data and obtained substantial new data, thereby laying the basis for a new statistical parallax solution that clearly separated the thick-disk and halo populations using a combination of kinematic and metallicity criteria (Layden et al., 1996). Popowski & Gould (1998a, b) and Gould & Popowski (1998) (collectively PG3) introduced new mathematical methods and on this basis conducted a thorough overhaul of the Layden et al. (1996) sample, recalibrating much of the old photographic photometry, incorporating more modern extinctions, identifying suspicious astrometry, and developing a new method to incorporate non-RR-Lyrae radial velocities into the analysis.

Of particular note in the present context, PG3 were the first to measure five of the nine components of the halo velocity ellipsoid: all previous analyses had measured the three diagonal components of the velocity dispersion tensor and the component of bulk motion in the tangential direction (the asymmetric drift), but had assumed that the off-diagonal components as well as the bulk motion in the radial and vertical directions were zero. While the PG3 measurements all turned out to be consistent with zero (in the frame of the Local Standard of Rest – LSR), the error bars were tantalizingly close to being able to probe some interesting scientific questions.

The bulk motion of the halo in the radial and vertical directions is more likely to coincide with the rest frame of the Galaxy than is the motion of the LSR. The LSR could well be on an elliptical orbit, in which case it would be moving towards or away from the Galacitic center unless the Sun happened to lie at an extremum of this orbit. Indeed, Blitz & Spergel (1991) claimed that the LSR is moving outward at $`14\mathrm{km}\mathrm{s}^1`$ based on radial-velocity measurements of gas in the outer galaxy (assumed to be on circular orbits). On the other hand, Metzger & Schechter (1994) concluded that the LSR was moving inward at $`6.6\pm 1.7\mathrm{km}\mathrm{s}^1`$ based on radial velocities of carbon stars in the outer Galaxy.

Similarly, if the Milky Way disk is warped, then one would expect the LSR to be moving either up or down relative to the Galactic rest frame, unless the Sun happened to be at an extremum of the warp. Backer & Sramek (1999) found that Sgr A\* is moving down at $`17\pm 6\mathrm{km}\mathrm{s}^1`$ relative to the LSR. If the supermassive black hole associated with Sgr A\* is assumed to be at rest with respect to the Galaxy, then this apparent motion would actually be a reflex of the warped motion of the LSR. On the other hand, Reid et al. (1999) find that Sgr A\* is moving in the opposite direction (although with much larger errors) at $`15\pm 11\mathrm{km}\mathrm{s}^1`$. New more precisements measurements are expected soon (M. Reid, private communication 2001).

For a roughly isotropic ensemble of $`N_s`$ stars, the bulk motion $`U_i`$ can be measured with a precision,

$$\sigma (U_i)\sqrt{\frac{3c_{ii}}{n_dN_s}}$$
(1)
where $`c_{ii}`$ is the dispersion in the $`i`$th directin and $`n_d`$ is the number of components of the velocity measured for each star. For the PG3 sample, $`N_s170`$ and $`n_d=3`$, while $`c_{11}(160\mathrm{km}\mathrm{s}^1)^2`$ and $`c_{33}(90\mathrm{km}\mathrm{s}^1)^2`$. Hence $`\sigma (U_1)13\mathrm{km}\mathrm{s}^1`$ and $`\sigma (U_3)8\mathrm{km}\mathrm{s}^1`$. The PG3 measurement errors were therefore not quite small enough to probe these interesting questions.

Of course, measurement of a difference between the bulk-halo and LSR velocities would not be unambiguous evidence of LSR motion (Oresme, 1377). For example, the angular momentum vector of material infalling onto the Milky Way could have radically changed between the time of the formation of the halo and disk. The former therefore could in principle be rotating in a basically polar orbit (albeit with low Mach number) relative to the latter. Hence any sort of relative motion would be intriguing evidence of a non-simple Galaxy whose exact origins would have to be sorted out making use of other data and arguments.

Similarly, the off-diagonal elements of the velocity dispersion tensor (normalized to the diagonal elements) $`\stackrel{~}{c}_{ij}`$ could potentially provide evidence of asymmetries of the Galaxy that would reflect on its origins. The errors in these quantities are $`(n_dN_s/3)^{1/2}`$, or about 8% for the RR Lyrae sample. To the best of my knowledge, no one has investigated what might cause these quantities to differ from zero, so I do not know whether their consistency with zero at the 8% level challenges or confirms any theory. Nevertheless, it seems interesting to try to probe the off-diagonal elements at higher precision.

The status of the LF and local density of the stellar halo are also somewhat controversial. Dahn et al. (1995) find that the LF peaks at around $`M_V12`$, in qualitative agreement with the shape of the LF seen in undisturbed globular clusters (Piotto, 1997). However, Bahcall & Casertano (1986) and Gould, Flynn & Bahcall (1998) find a roughly flat LF over the interval $`9M_V13`$. While Dahn et al. (1995) and Bahcall & Casertano (1986) both studied local stars drawn from proper-motion catalogs, Gould, Flynn & Bahcall (1998) adopted a radically different approach: they located stars in Hubble Space Telescope images that were too faint at their observed color to be in the disk and so were assigned absolute magnitudes and distances based on a halo color-magnitude relation. These stars were generally quite distant ($`3`$kpc) and therefore perhaps not directly comparable to the local samples. Sommer-Larsen & Zhen (1990) had earlier suggested that the stellar halo actually has two components, one roughly spheroidal and one highly flattened. (The highly flattened component is not to be confused with the thick disk: it is not rotating significantly.) In their model, the two components have roughly equal densities at the solar circle. Such a model predicts that the halo density should be roughly twice as great in the solar neighborhood as it is at a similar Galactocentric radius but a few kpc above the Galactic plane. Indeed, Gould, Flynn & Bahcall (1998) found a halo density that was lower than the Dahn et al. (1995) measurements by just this fraction. Recently Siegel et al. (2002) have argued on the basis of a sample of 70,000 stars along multiple pencil beams that even a 2-component halo model is inadequate to explain their star counts.

The newly released Revised NLTT Catalog (Gould & Salim, 2002; Salim & Gould, 2002b) allows one to obtain a very large and very clean sample of halo stars. The reduced proper-motion (RPM) diagram using the newly obtained $`VJ`$ colors clearly separates main-sequence stars, subdwarfs, and white dwarfs into different tracks (Salim & Gould, 2002a) in sharp contrast to RPM diagram constructed from the original NLTT (Luyten, 1979, 1980). Although the first release of this catalog covers only 44% of the sky, it contains more than 5000 local halo stars, well over an order of magnitude more than have ever been cleanly distinguished from disk stars on a star-by-star basis. This sample therefore opens the way to a much more detailed study of the local halo population than has previously been possible. In its present form, the sample does have some limitations. Since most of its stars lack radial velocities and parallaxes, it is not possible to establish the absolute distances or the amplitude of the velocity ellipsoid based on the Revised NLTT Catalog alone. Nevertheless, the amplitude of the velocity ellipsoid is already known with a precision of about 10% from previous studies, and by incorporating this external information one can obtain much more precise measurements of the five components of the ellipsoid that are currently poorly measured: $`U_1`$, $`U_3`$ and $`\stackrel{~}{c}_{ij}`$. Once the velocity scale is set, the mean distances to the stars are also determined, which permits one to measure the LF. The large number of stars in the sample therefore offers the hope of probing the bottom of the subdwarf sequence which, because of its dimness, is poorly represented in magnitude limited samples. Finally, the catalog contains a large number of stars from the Galactic plane to about $`z\overline{V}_{}/\mu _{\mathrm{lim}}350`$pc above the plane, where $`\overline{V}_{}300\mathrm{km}\mathrm{s}^1`$ is the typical transverse speed seen toward the Galactic poles and $`\mu _{\mathrm{lim}}=180\mathrm{mas}\mathrm{yr}^1`$ is the proper-motion limit of the catalog. While this distance is short compared to the several kpc’s hypothesized as the height of the flattened halo component, the large number of stars in the sample may yield a statistically significant statement about the presence of a density gradient on these larger scales.

Maximum-likelihood (ML) analysis is absolutely critical for extracting halo parameters from this catalog. For example, since the mean tangential velocity of stars seen toward the Galactic poles is $`200\mathrm{km}\mathrm{s}^1`$, one might naively expect that the stars selected toward the poles would have, on average, this velocity. However, given the fact that the sample is proper-motion limited, for all but the dimmest absolute magnitudes the number of stars seen with velocities that are $`1\sigma `$ higher than average ($`300\mathrm{km}\mathrm{s}^1`$) is $`(300/100)^3=27`$ times higher than the number with velocities that are $`1\sigma `$ lower ($`100\mathrm{km}\mathrm{s}^1`$). This severe selection bias does not directly affect any other parameters. However, it couples through the highly uneven (but perfectly known) sky coverage from 2MASS, to indirectly affect essentially all other parameters. These effects can only be removed by comparing the predictions of models with the observations, as ML does automatically.

Hence, I begin in § 2 by giving a careful summary of the ML modeling procedure. In § 3, I present my results and comment on various aspects of these whose interpretation requires caution. Finally, in § 4, I compare my results to previous work and briefly discuss the implications of this comparison. I reserve to the Appendix a somewhat technical discussion of the problems in determining the completeness of the Revised NLTT Catalog and the impact of this completeness on parameter estimation.

## 2 Maximum Likelihood Formulation

### 2.1 General Equation

I use ML to estimate the parameters of the stellar halo. In general, a given dataset is described by $`m`$ observables $`z_{\mathrm{obs},i}`$, which I collectively denote $`z_{\mathrm{obs}}^m`$. If this $`m`$-dimensional space of observables is divided into bins of volume $`_{i=1}^m\mathrm{\Delta }z_{\mathrm{obs},i}`$, then the likelihood of detecting $`n_k`$ objects in the $`k`$th bin is $`_k=\tau _k^{n_k}\mathrm{exp}(\tau _k)/n_k!`$, where $`\tau _k=P_k(z_{\mathrm{obs}}^m)_{i=1}^m\mathrm{\Delta }z_{\mathrm{obs},i}`$, and $`P_k`$ is the probability density predicted by a given model. If the bins are now made sufficiently small that $`\tau _k1`$, then $`n_k1`$ and hence $`n_k!=1`$. The logarithm of the product of the likelihoods from all the bins is therefore,

$$\mathrm{ln}=\underset{k}{}\mathrm{ln}_k=\underset{k}{}n_k\mathrm{ln}\tau _k\underset{k}{}\tau _k.$$
(2)
The last term is just the total number of detections expected in the model, $`N_{\mathrm{exp}}`$. Since the $`n_k`$ in the first term are either 0 or 1, equation (2) can be rewritten,

$$\mathrm{ln}=\underset{k=1}{\overset{N_{\mathrm{det}}}{}}\mathrm{ln}[P_k(z_{\mathrm{obs}}^m)\underset{i=1}{\overset{m}{}}\mathrm{\Delta }z_{\mathrm{obs},i}]N_{\mathrm{exp}}.$$
(3)
where $`N_{\mathrm{det}}`$ is the total number of detections. In general, however, the probability density is not most naturally written directly as a function of the observables $`z_{\mathrm{obs},i}`$, but rather of the model coordinates, $`z_{\mathrm{mod},i}`$, which are evaluated at the observables. Equation (3) can be rewritten in terms of these,

$$\mathrm{ln}=\underset{k=1}{\overset{N_{\mathrm{det}}}{}}\mathrm{ln}\{P_k[z_{\mathrm{mod}}^m(z_{\mathrm{obs}}^m)]𝒥\}N_{\mathrm{exp}}+N_{\mathrm{det}}\underset{i=1}{\overset{m}{}}\mathrm{ln}\mathrm{\Delta }z_{\mathrm{obs},i}.$$
(4)
where $`𝒥`$ is the Jacobian of the transformation from the observables to the model coordinates. For a given set of observations, the last term is the same for all models and so can be dropped.

### 2.2 Jacobian

In the present case, for each star there are six observables: the angular position on the sky $`(l,b)`$, the proper motion $`(\mu _l,\mu _b)`$, and the two photometric magnitudes $`(V,J)`$. There are also six model coordinates: the three spatial coordinates $`𝐫`$, the two components of transverse velocity $`𝐯_{}`$, and the absolute magnitude, $`M_V`$. Hence,

$$𝒥=\left|\frac{(𝐫,𝐯_{},M_V)}{(l,b,\mu _l,\mu _b,V,J)}\right|=r^4\mathrm{cos}b\left|\frac{(r,M_V)}{(V,J)}\right|.$$
(5)
To evaluate $`𝒥`$, I write $`r`$ and $`M_V`$ as implicit functions of $`V`$ and $`J`$, making use of the color-magnitude relation, $`M_V=F[(VJ)_0]`$.

$$r=10^{0.2[VA_V(r)M_V]+1},M_V=F\left[VJ\frac{A_V(r)}{R_{VJ}}\right],$$
(6)
Here, $`A_V(r)`$ is the extinction along the line of sight and $`R_{VJ}=1.38`$ is the ratio of total to selective extinction. Partial differentiation of equation (6) yields the matrix equation,

$$\left(\begin{array}{cc}r& \frac{5}{\mathrm{ln}10}+A^{}r\\ 1& \frac{F^{}A^{}}{R_{VJ}}\end{array}\right)\left(\begin{array}{cc}\frac{r}{V}& \frac{r}{J}\\ \frac{M_V}{V}& \frac{M_V}{J}\end{array}\right)=\left(\begin{array}{cc}r& 0\\ F^{}& F^{}\end{array}\right)$$
(7)
whose determinant gives,

$$𝒥=\frac{\mathrm{ln}10}{5}\mathrm{cos}br^5F^{}Q,Q\left|1\frac{\mathrm{ln}10}{5}\frac{dA_V}{d\mathrm{ln}r}\left(\frac{F^{}}{R_{VJ}}1\right)\right|^1.$$
(8)
If the reddening vector were parallel to the subdwarf sequence $`(F^{}/R_{VJ}1)`$, then the additional term $`Q`$ in equation (8) would be negligible. In fact, however, this ratio is roughly $`F^{}/R_{VJ}2.6`$, which means that at typical distances $`r300`$pc and low Galactic latitudes, $`\mathrm{ln}Q0.12`$, and so it cannot be ignored. Note that the prefactor $`(0.2\mathrm{ln}10\mathrm{cos}b)`$ is an irrelevant constant and can be dropped in practical calculations, so that $`𝒥r^5F^{}Q`$.

### 2.3 Model Parameters

I model the stellar halo distribution as the product of a luminosity function (LF), a velocity distribution, and a density profile. In addition, halo stars are assumed to obey a linear color-magnitude relation

$$M_V=F[(VJ)_0]=a(VJ)_0+b.$$
(9)
In principle, one might also assume that this relation has some intrinsic dispersion. However, for reasons that I discuss below, I do not include such a parameter in the model. Finally, not all halo stars satisfying the selection criteria will be detected. I therefore include in the model two parameters $`(V_{\mathrm{break}},f_{\mathrm{break}})`$ that describe the completeness as a function of apparent $`V`$ magnitude.

$$C(V)=1(V<12),$$

$$C(V)=\frac{(V_{\mathrm{break}}V)+f_{\mathrm{break}}(V12)}{(V_{\mathrm{break}}12)}(12<V<V_{\mathrm{break}}),$$

$$C(V)=\frac{f_{\mathrm{break}}(20V_{\mathrm{break}})+(VV_{\mathrm{break}})}{(20V_{\mathrm{break}})}(V_{\mathrm{break}}<V<20)$$
(10)
This form is motivated by the fact that NLTT is known to be complete to at least $`V=11`$ away from the plane, and the Revised Catalog has captured essentially all of these stars (Gould & Salim, 2002). The completeness falls precipitously at faint magnitudes, $`V18`$. The simplest hypothesis is that it is linear over the intervening magnitudes.

I model the LF with 13 free parameters, one for each magnitude bin centered at $`M_V=3`$ to $`M_V=15`$. I model the velocity distribution as a Gaussian ellipsoid with 9 parameters: three for the bulk motion, $`U_i`$, three for the diagonal components of the dispersion tensor, $`c_{ii}`$, and three for the off-diagonal components $`c_{ij}`$ $`(i<j)`$. In practice, I use the normalized components of the latter (the correlation coefficients) $`\stackrel{~}{c}_{ij}=c_{ij}/(c_{ii}c_{jj})^{1/2}`$. It is known that the halo velocity distribution is highly non-Gaussian, with a kurtosis that is higher than Gaussian in the vertical direction, lower than Gaussian in the radial direction, and roughly Gaussian in the direction of rotation (PG3). However, modeling the non-Gaussian character of the distribution would be quite complicated, and it is straight forward to show that a ML fit of a non-Gaussian distribution to a Gaussian model returns unbiased estimates of the first two moments. Hence there is no benefit to modelling the non-Gaussian form of the distribution unless one wants to investigate the higher moments of the distribution. Since these are not a focus of interest in the current paper, I opt for the simpler Gaussian model.

I model the halo distribution as falling as a power law with Galactocentric distance $`R`$ and exponentially with distance from the Galactic plane $`z`$, i.e. $`\rho =\rho _0(R/R_0)^\nu \mathrm{exp}(\kappa |z|)`$. The spatial distribution is therefore described by two parameters, $`\nu `$ and $`\kappa `$, where $`\kappa `$ may be regarded as the inverse scale height. I adopt $`R_0=8`$kpc.

Hence, I begin with 28 free parameters, 13 for the LF, 9 for the velocity ellipsoid, 2 for the color-magnitude relation, 2 for the completeness fucntion, and 2 for the density profile. However, as I now explain, there is one almost perfect degeneracy among these parameters, and therefore one of them must be fixed. If the zero-point $`b`$ of the color-magnitude relation (eq. ) is increased by $`\mathrm{\Delta }b`$, and all the bulk velocities $`U_i`$ and dispersions $`\sqrt{c_{ii}}`$ are reduced by $`10^{0.2\mathrm{\Delta }b}`$, then all of the model’s predicted proper motions will remain unchanged. The only difference will be that a star’s absolute magnitude (inferred from its color) will be increased by $`\mathrm{\Delta }M_V=\mathrm{\Delta }b`$, and so the inferred density of stars of each resulting magnitude bin will be increased by $`10^{0.6\mathrm{\Delta }b}`$. Actually, this scaling remains perfect only in the limit $`A_V0`$, but since the extinction is quite small, the degeneracy is almost perfect.

I therefore fix

$$U_2=216.6\mathrm{km}\mathrm{s}^1,$$
(11)
the value measured by Gould & Popowski (1998) for their “kinematically selected” sample of halo RR Lyrae stars. Gould & Popowski (1998) also evaluated the velocity ellipsoid for a “non-kinematically selected” sample of halo stars, the magnitude of whose $`U_2`$ component is somewhat smaller than given by equation (11). However, as I describe in § 2.5 below, the present sample is effectively selected using a combination of kinematic and metallicty criteria, just as was true for the Gould & Popowski (1998) “kinematically selected” sample. Therefore, the scale of the velocity ellipsoid should be fixed by the “kinmatically selected” rather than the Gould & Popowski (1998) “non-kinematically selected” sample.

Finally, as noted above, I do not include a parameter for the dispersion in the color-magnitude relation despite the fact that the halo is known to contain a range of metallicities, and therefore a range of absolute magnitudes at fixed color, and hence some dispersion $`\sigma (M_V)`$. Since I do not include this term, the velocity dispersions found by the ML fit will be larger than the true dispersions by

$$\mathrm{\Delta }c_{ii}=(U_i^2+c_{ii})[0.2\mathrm{ln}10\sigma (M_V)]^2.$$
(12)
Hence, in principle, if one knew the $`c_{ii}`$ sufficiently well, one could fix them (or one of them or their sum), and fit for $`\sigma (M_V)`$. However, as I will show in § 3, the differences $`\mathrm{\Delta }c_{ii}`$ are smaller than the present uncertainties in the $`c_{ii}`$, and therefore this is not a practical possibility. Thus, the fit parameters that I am calling “$`c_{ii}`$” are actually shorthand labels for $`c_{ii}+\mathrm{\Delta }c_{ii}`$. This means that the derived parameters will not yield new determinations for the $`c_{ii}`$. The best one can do is use these measurements to place rough upper limits on $`\sigma (M_V)`$. That is, among the nine velocity-ellipsoid parameters $`U_i`$, $`c_{ii}`$, $`\stackrel{~}{c}_{ij}`$, new values will be obtained for only five: $`U_1`$, $`U_3`$, and $`\stackrel{~}{c}_{ij}`$.

### 2.4 Data Characteristics

Among the six observables $`(l,b,\mu _l,\mu _b,V,J)`$ only the $`V`$ magnitude has significant errors. The angular coordinates $`(l,b)`$ are known to $`<100`$mas, about 6 orders of magnitude smaller than the scale on which there are significant density gradients. The proper-motion errors are $`5.5\mathrm{mas}\mathrm{yr}^1`$ or 3% of the NLTT proper-motion threshold. Since the intrinsic dispersion in proper motions is of order unity, and since the measurement errors add in quadrature to these, these errors are utterly negligible. The $`V`$ errors are about 0.25 mag (Salim & Gould, 2000). As discussed by Salim & Gould (2002b), these are multiplied by 2.1 when entering the RPM and therefore cannot be ignored. Finally, the $`J`$ errors are typically 0.03 mag. Even though they enter the RPM with somewhat higher weight (3.1), they are then added in quadrature to the $`V`$ errors, and so are also negligible.

The errors in the original NLTT proper motions were $`20\mathrm{mas}\mathrm{yr}^1`$ (Salim & Gould, 2002b). These proper motions are not used directly in the evaluation of the likelihood, but they do have an indirect effect because they influenced Luyten’s determination of which stars met his proper-motion threshold of $`180\mathrm{mas}\mathrm{yr}^1`$ and so which ultimately entered the Revised NLTT Catalog (Gould & Salim, 2002; Salim & Gould, 2002b).

### 2.5 Selection Criteria

One wishes to select as large a sample of halo stars as possible, while effectively excluding stars from other populations. Moreover, one would like to restrict selection to those areas of the sky with homogeneous completeness characteristics. To achieve the first goal, I make use of the discriminator $`\eta `$ introduced by Salim & Gould (2002b),

$$\eta (V_{\mathrm{rpm}},VJ,\mathrm{sin}b)=V_{\mathrm{rpm}}3.1(VJ)1.47|\mathrm{sin}b|2.73.$$
(13)
where $`V_{\mathrm{rpm}}=V+5\mathrm{log}(\mu )`$ is the RPM. Using the $`(V,VJ)`$ RPM diagram, Salim & Gould (2002b) showed that stars in the range $`0<\eta <5.15`$ are mostly halo stars. To be conservative, I restrict the selection by an additional magnitude on each end and require $`1<\eta <4.15`$ (see Fig. 3 from Salim & Gould 2002b). Completeness of the original NLTT catalog deteriorates significantly in areas south of POSS I, and Salim & Gould (2002b) did not even attempt to recover faint NLTT stars in this region because their method cannot be applied there. I therefore require $`\delta >32.^{}4`$. Salim & Gould (2002b) showed that in the Galactic latitude interval $`0.2<\mathrm{sin}b<0.3`$, NLTT completeness of main-sequence stars is severely affected, dropping from neighboring zones at higher latitude by a factor $`10.`$ While the effect is much smaller for subdwarfs (and perhaps negligible for white dwarfs), to be conservative, I restrict selection to stars outside this range. Finally, of course, the identifications by Salim & Gould (2002b) rely critically on 2MASS, and so have only been carried out for the 47% of the sky (57% of the region $`\delta >32.^{}4`$) that is covered by the second incremental 2MASS release. Hence, the spatial selection function alone is quite complex. This fact, together with the large number of observables, implies that great care is required to evaluate the likelihood function.

Note that the discriminator $`\eta `$ (eq. ) is effectively a function of both kinematics and metallicity. That is, $`\eta `$ increases both with higher transverse velocity and with lower metallicity (and so lower luminosity at fixed color). It is for this reason that I said in § 2.3 that the sample is selected using a combination of kinematic and metallicity criteria.

### 2.6 Likelihood Evaluation

In order to find the model parameters that maximize the likelihood, one must compare in a consistent way the likelihood of observing the data given different sets of model parameters. This statement is so obvious that it would appear not worth mentioning. However, achieving such consistency is by no means trivial.

The first term in equation (4) is relatively straight forward to calculate because it depends only on differential probability functions that are multiplied together. However, the second term, the total number of stars expected to enter the sample for a given model is quite complicated in several respects. First, as discussed in § 2.5 the selection criteria themselves are complex. Second, to estimate $`N_{\mathrm{exp}}`$ requires an integral over nine dimensions: six for the model coordinates $`(𝐫,𝐯_{},M_V)`$, plus three for the measurement errors $`(V,\mu _{l,\mathrm{NLTT}},\mu _{b,\mathrm{NLTT}})`$. Recall that even though I am not making use of the NLTT proper-motion measurements, they still enter the likelihood function because they affect the sample selection.

Integration over more than four dimensions is in general more efficiently carried out by Monte Carlo than directly. In the present case, the complexity of the 2MASS coverage further reinforces the advantages of Monte Carlo integration. However, such an approach poses significant difficulties when comparing likelihood estimates at different locations in parameter space: Monte Carlo integration introduces Poisson fluctuations into the evaluation of $`N_{\mathrm{exp}}`$ which are of order the square root of the size of the random sample. While these fluctuations can to some extent be suppressed by insisting that all realizations have the same sample size, the induced fluctuations remain of the same order. To be certain that these do not induce roughness in the ML surface of order unity would require Monte Carlo samples of $`𝒪(10^7)`$, which would be computationally prohibiive.

To counter this problem, rather than directly assembling a separate catalog of fake stars for each model, I assemble a single catalog of fake stars and assign the stars different weights according to the model. That is, I first choose a baseline model that is reasonably close to the final model. For each magnitude bin, I assign an absolute magnitude drawn uniformly over this bin, a physical location drawn uniformly from the volume within 1 kpc of the Sun, and a transverse velocity drawn randomly from the 2-dimensional Gaussian projected-velocity distribution expected in the baseline model. I note the Gaussian probability of each such fake star, but do not at this point make use of it.

Next I determine the observational characteristics of the star. For example, I use the color-magnitude relation of the baseline model and the star’s distance to obtain the true $`(VJ)_0`$ color and $`V_0`$ magnitude. I draw the error in the observed $`V`$ magnitude from a Gaussian distribution, and redden both the color and magnitude according to a simplified extinction law,

$$A_V(r,b)=0.075|\mathrm{csc}b|[1\mathrm{exp}(r\mathrm{sin}|b|/h_d)]$$
(14)
where $`h_d=130`$pc is the dust scale height. Similarly, I obtain the true proper motion from the distance and transverse velocity and draw the two NLTT proper-motion errors from a Gaussian distribution. If the NLTT proper motion exceeds $`180\mathrm{mas}\mathrm{yr}^1`$, and the RPM discriminator $`\eta `$ lies within somewhat expanded bounds $`(1<\eta <6.15)`$ as calculated within the baseline model, I accept the star into a master list of fake stars. For each model I examine each star on this master list and recalculate $`(VJ)`$ using the model’s color-magnitude relation. I accept only stars satisfying the selection criterion $`(1<\eta <4.15)`$ as calculated within the model. Next, I determine $`N_{\mathrm{exp}}`$ by counting all of the fake stars thus accepted and assigning each one a weight that depends on the model. The weight is a product of factors: $`(R/R_0)^\nu `$ for proximity to the Galactic center, $`\mathrm{exp}(\kappa |z|)`$ for distance from the Galactic plane, $`C(V)`$ to take account of completeness, as well as a factor for the luminosity function of the star’s $`M_V`$ bin. In particular, I evaluate the probability of the transverse velocity given the model and divide this by the tabulated probability of the baeline model. In this way, $`N_{\mathrm{exp}}`$ is evaluated stochastically for an ensemble of models, without introducing random noise into the relative values obtained for different models.

For purposes of finding the best-fit model, I use a catalog of fake stars drawn from a model that is 100 times denser than the actual stellar halo, so that the stochastic character of the fake catalog introduces errors in the parameter estimates that are 10 times smaller than the Poisson errors. I use bootstrap to calculate the errors in the parameters, i.e., I evaluate the scatter in model fits to 25 realizations of the data formed by drawing randomly from the actual data with replacement. Each realization is tested against the same catalog of fake data. For this purpose, I use a fake catalog drawn from a model that is 10 times denser than the actual stellar halo.

## 3 Results

The best-fit model to the 4588 subdwarfs selected according to the criteria described in § 2.5 has the following characteristics.

### 3.1 Velocity Ellipsoid Parameters

For the bulk halo motion relative to the Sun, I find

$$U_1=11.4\pm 2.2\mathrm{km}\mathrm{s}^1,U_3=5.4\pm 2.4\mathrm{km}\mathrm{s}^1,$$
(15)
in the (outward) radial and (upward) vertical directions. Since the Sun moves relative to the LSR at $`10.0\pm 0.4\mathrm{km}\mathrm{s}^1`$ and $`7.2\pm 0.4\mathrm{km}\mathrm{s}^1`$ in these directions (Dehnen & Binney, 1998), this implies that the LSR is moving relative to the halo at $`1.4\pm 2.2\mathrm{km}\mathrm{s}^1`$ radially and $`1.8\pm 2.4\mathrm{km}\mathrm{s}^1`$ vertically. That is, both components are consistent with zero. If the halo is assumed to be stationary in both directions relative to the Galactic potential, then either the deviations of the LSR from a circular orbit must be very small, or the Sun must lie close to the extrema of these deviations. On the other hand, if the halo is not stationary, then it just happens to have almost exactly the same motion as the LSR, which would be a most surprising coincidence.

The errors in equation (15) include only the statistical errors within the fit and not the systematic errors induced by fixing the amplitude of the velocity ellipsoid using the Gould & Popowski (1998) value for $`U_2=216.6\mathrm{km}\mathrm{s}^1`$. However, as I now show, this systematic error is relatively small. First, the statistical error of $`U_2`$ is $`12.5\mathrm{km}\mathrm{s}^1`$ or 6%. This induces a systematic error in $`U_1`$ also of 6%, that is, $`0.7\mathrm{km}\mathrm{s}^1`$ which is small compared to the statistical error. There is a second source of error because, while both the present sample and the Gould & Popowski (1998) sample were chosen based on a combination of kinematic and metallicity criteria, those criteria are not identical, nor even easily comparable. Hence, the values of $`U_2`$ for the two samples need not be identical. It is difficult to judge the size of this systematic error, but it is probably also of order $`10\mathrm{km}\mathrm{s}^1`$, i.e., about 5%, and therefore again much smaller than the statistical error. The systematic errors scale with $`U_i`$ and therefore are about half as big for the vertical motion as the radial motion.

The three off-diagonal components to the velocity-dispersion tensor are

$$\stackrel{~}{c}_{12}=0.024\pm 0.014,\stackrel{~}{c}_{13}=0.005\pm 0.023,\stackrel{~}{c}_{23}=0.004\pm 0.026.$$
(16)
That is, all three are consistent with zero at about the 2% level. (Because there are five velocity-ellipsoid parameters being fit, the $`1.7\sigma `$ “detection” of $`\stackrel{~}{c}_{12}`$ cannot be regarded as even marginally significant.)

Finally, the three diagonal components are

$$\sqrt{c_{ii}+\mathrm{\Delta }c_{ii}}=(162.4\pm 1.4,105.8\pm 1.7,89.4\pm 1.9)\mathrm{km}\mathrm{s}^1,$$
(17)
where $`\mathrm{\Delta }c_{ii}`$ is defined by equation (12). This can be compared with values of $`c_{ii}`$ found by Gould & Popowski (1998) for kinematically selected RR Lyrae stars.

$$\sqrt{c_{ii}}=(171\pm 10,99\pm 8,90\pm 7)\mathrm{km}\mathrm{s}^1,(\mathrm{RR}\mathrm{Lyraes}),$$
(18)
If the errors in equation (18) were sufficient small, it would be possible to determine the $`\mathrm{\Delta }c_{ii}`$ in equation (17) and so characterize $`\sigma (M_V)`$ (the scatter in $`M_V`$ at fixed $`VJ`$ color). See equation (12). However, given the errors, it is immediately clear that $`\sigma (M_V)`$ is consistent with zero. To find out what upper bound can be put on $`\sigma (M_V)`$, I first note that because $`c_{22}/U_2^25`$, most of the potential information comes from the tangential component. At the $`1\sigma `$ level, $`(\mathrm{\Delta }c_{22})^{1/2}<55\mathrm{km}\mathrm{s}^1`$. Hence, from equation (12), $`\sigma (M_V)<0.5`$. This is not a very interesting $`1\sigma `$ limit. Moreover, I have not yet incorporated the statistical or systematic uncertainties in the amplitude of the velocity ellipsoid as discussed following equation (15). Hence, equations (17) and (18) present a reasonably consistent picture, but do not significantly constrain $`\sigma (M_V)`$. I do note, however, that the comparison of these two equations shows that the choice for normalizing the velocity ellipsoid, $`U_2=216.6\mathrm{km}\mathrm{s}^1`$, cannot be off by more than about 15%. If it were, then the fit values for $`(c_{ii}+\mathrm{\Delta }c_{ii})^{1/2}`$ would also change by 15%, and these would then be inconsistent at high significance with the $`c_{11}`$ and $`c_{33}`$ as measured for RR Lyrae stars.

### 3.2 Halo Profile Parameters

The halo density is not expected to vary much over the small ($`300`$pc) volume that is being probed. As discussed in § 2.3, I therefore model the density profile simply as, $`\rho =\rho _0(R/R_0)^\nu \mathrm{exp}(\kappa |z|)`$. I find,

$$\nu =3.1\pm 1.0,\kappa =0.022\pm 0.057\mathrm{kpc}^1.$$
(19)
The estimate of $`\nu `$ is consistent with many previous determinations which, because they are measured over longer baselines, have much small errors. For example, Gould, Flynn & Bahcall (1998) find $`\nu =2.96\pm 0.27`$. The $`\kappa `$ measurement is quite interesting despite the fact that (or rather precisely because) it is consistent with zero. At the $`2\sigma `$ level, this constrains the scaleheight to be $`\kappa ^1>7`$kpc. If the local halo were composed of two components, one highly flattened and one roughly round, then one would expect the density to fall off locally over distances that are short compared 7 kpc. Hence, this result should help constrain 2-component halo models.

### 3.3 Color-Magnitude Relation

I fit for a color-magnitude relation of the form $`M_V=a(VJ)_0+b`$ (eq. ) and find

$$a=3.59,b=0.69.$$
(20)
The formal uncertainties on these parameters are very small, of order 0.01 mag. However, recall from the discussion above equation (11) that $`b`$ is completely degenerate with the amplitude of the velocity ellipsoid, which was fixed for purposes of the fit but which actually has a statistical uncertainty of 6% (and a comparable systematic error). Hence, the true error in $`b`$ is about 0.2 mag. The total error in $`a`$ is probably not much larger than the formal error.

### 3.4 Luminosity Function

The LF is parameterized by 13 separate 1-mag bins, with centers from $`V=3`$ to $`V=15`$. I find (as did Gould, Bahcall & Flynn 1997 when they studied the disk LF) that ML estimates of the LF tend to magnify Poisson fluctuations according to the following mechanism. First suppose that the true LF has a dip at a certain bin. Observational errors will scatter stars from the two neighboring bins into this bin, thus tending to wash out the dip. Hence, a ML fit, when confronted by a dip in the observed distribution will tend to accentuate it as it reconstructs the underlying (true) LF. Now suppose that the true LF is flat over three adjacent bins but because of Poisson fluctuations the central bin is depressed. ML will also accentuate this dip in an attempt to reconstruct the “true” LF. Hence, particularly for bins with low total counts, ML can introduce structure that is not really present. I handle this potential problem by imposing a “roughness” penalty $`\mathrm{\Delta }=16`$(difference/sum)2, where “sum” and “difference” refer to the sum and difference of the LF in each pair of neighboring LF bins. This is equivalent to imposing a $`\mathrm{\Delta }\chi ^2=1`$ penalty when neighboring bins differ by 35%. Thus, if the data really demand a steep gradient, this penalty will permit one, but it will squash spurious gradients.

Figure 1 shows the resulting LF. This LF is significantly correlated with the completeness parameters (see eq. ), which are derived simultaneously,

$$f_{\mathrm{break}}=43\pm 6\%,V_{\mathrm{break}}=18.27\pm 0.04.$$
(21)
In the Appendix, I consider arguments that might lead one to suspect that this estimate of $`f_{\mathrm{break}}`$ could be substantially too low. I find that these arguments are not compelling and therefore adopt the LF calculated using equation (21) as the best estimate. Nevertheless, in order to gain a sense of the possible role of such a systematic effect, I also show in Figure 1 the LF under the assumption that $`f_{\mathrm{break}}=65\%`$, the highest value that I consider to be plausible.

Figure 2 compares the derived LF (with $`f_{\mathrm{break}}=43\%`$) to those of several previous measurements of the halo LF: those of Bahcall & Casertano (1986), Dahn et al. (1995), and Gould, Flynn & Bahcall (1998), which were all previously compared by Gould, Bahcall & Flynn (1997). As explained there, the first two LFs are labelled “BC/CRB” and “DLHG/CRB” to indicate that they have been corrected from the originally published LFs to take account of the kinematic selection using the velocity ellipsoid of Casertano, Ratnatunga & Bahcall (1990), which is very similar to the ellipsoid of Gould & Popowski (1998), and to the one derived for the present sample. The present measurement is in reasonably good agreement with the DLHB/CRB determination over the range $`9M_V14`$ covered by the latter. It disagrees strongly with both the BC/CRB and Gould, Flynn & Bahcall (1998) determinations (which are in good agreement with each other). The new measurement extends over a much wider magnitude range and has substantially smaller error bars than any previous determination.

The LF evaluations at $`M_V=15`$, and to a lesser extent at $`M_V=14`$, should be interpreted cautiously because they depend sensitively on model assumptions. To understand this point, one should consider how ML “thinks” when fitting the LF. To zeroth order, it forms an LF in the naive way: by counting the number of stars whose dereddened observed $`(VJ)_0`$ color and the color-magnitude relation put them in a corresponding $`M_V`$ bin, and dividing this number by the total effective volume probed by the survey for stars of that $`M_V`$. There are respectively 40 and 18 stars in the final two bins, but only roughly 20 and 6 of these are assigned to these bins by the final ML LF fit shown in Figures 1 and 2. What prevents ML from assigning much higher densities to the LF at these faint magnitudes? In the next brightest bin there are 159 stars. This is about four times larger than in the $`M_V=14`$ bin despite the fact that the LF is roughly the same because the effective volume grows rapidly with luminosity at these faint magnitudes. As described above, ML takes this as a zeroth-order estimate for the number expected in this bin. It then considers how many of these are expected to scatter into neighboring bins because the color errors $`\sigma (VJ)\sigma (V)=0.25`$ induce errors in $`M_V`$ of $`a\sigma (V)0.9`$. That is, roughly 15% of these 159 stars are expected to scatter into the $`M_V=14`$ bin and a few percent into the $`M_V=15`$ bin. It is by accounting for this scatter, as well as scatter form brighter bins, that ML achieves its final estimate. This estimate therefore depends quite senstively on the adopted value of $`\sigma (V)`$, which is described very simply in the model, but could in principle actually be a function of $`V`$ or of other variables.

In addition, because of the very small number of detected stars in these final bins, there is a potential problem of contamination from non-halo stars. Contamination is not generally a problem because, as I argued in § 2.5, the discriminator $`\eta `$ is limited to regions well away from main-sequence stars and white dwarfs. However, the density of the very dim stars on the RPM diagram is extremely low (see Fig. 3 from Salim & Gould 2002b), so even the low residual level of contamination could play a role.

To establish the LF at $`M_V14`$ more securely, and since the total number of stars in the last two bins is very small (58), the simplest approach would be to obtain $`V`$-band photometry for all of them. If the ML result is correct, the majority of these will be found to have scattered in from brighter bins. Metallicities and radial velocities from spectra of the truly red stars could then resolve issues of contamination. The LF of the final two bins would then rest on much firmer ground.

## 4 Discussion

To high precision (roughly $`2\mathrm{km}\mathrm{s}^1`$) the LSR is not moving with respect to the halo in either the radial or vertical directions. If the halo itself has no radial motion, the first result sharply contradicts the conclusion of Blitz & Spergel (1991) based on gas motions that the LSR is moving outward at $`14\mathrm{km}\mathrm{s}^1`$. On the other hand, it is reasonably consistent with the radial-motion estimate of Metzger & Schechter (1994) based on carbon stars. More specifically, I find that the halo is moving at $`11.4\pm 2.2\mathrm{km}\mathrm{s}^1`$ relative to the Sun, and they find that the outer-Galaxy carbon stars are moving at $`15.6\pm 1.7\mathrm{km}\mathrm{s}^1`$.

I find that all three off-diagonal components of the velocity dispersion tensor are small, within $`2\%`$ of zero. The only previous measurements of these quantities (PG3) were consistent with zero, but with errors that were about 4 times larger. To date, I am not aware of any effort to predict the off-diagonal terms from theory.

The measurement presented here of the LF confirms the basic peaked shape found by Dahn et al. (1995), but with about 40 times more stars and therefore covering a magnitude interval that is roughly twice as large. It is inconsistent with the flat LF found by Bahcall & Casertano (1986), and Gould, Flynn & Bahcall (1998) (although in principle, since the latter determination was based on stars away from the solar neighborhood, it cannot be rigorously ruled out by my measurement). The present measurement is in rough agreement with that of Bahcall & Casertano (1986) at brighter magnitudes, $`M_V<9`$.

A shortcoming of the present approach is that there is no information about distances within the data set, so the scale of the velocity ellipsoid must be set by external information. The distance scale could be set by obtaining either radial velocities (RVs) or trig parallaxes for a representative (i.e., random) subset of the stars in the sample. The former would yield a statistical parallax solution. I stress “representative” because if the subsample is biased, for example is weighted toward stars with extreme kinematics and/or low metallicities, then the scale of the velocity ellipsoid will be overestimated by statistical parallax because the stars with RVs move faster than the those in the sample as a whole. It would be misestimated by trig parallax both because the selected stars would be faster and subluminous compared to the sample as a whole. Hence, one must choose a fair sample, and then make use of archival data only for stars within that sample.

From the standpoint of maximizing the precision of the distance-scale measurement with the minimum effort, statistical parallax is to be much preferred over trig parallax. Even velocity errors of $`20\mathrm{km}\mathrm{s}^1`$ are quite adequate for a statistical parallax measurement with the limiting precision $`\sigma (\eta )/\eta =0.65N^{1/2}`$ (Popowski & Gould, 1998a). Here $`N`$ is the number of stars in the statistical parallax sample and $`\eta `$ is the distance-scale parameter. Even assuming perfect parallaxes, the limit for the trig parallax technique is $`\sigma (\eta )/\eta =0.2\mathrm{ln}10\sigma (M_V)N^{1/2}`$. Given the large number of halo stars in the Revised NLTT Catalog and the relative ease of making RV compared to trig parallax measurements, the modest per-star advantage of trig parallax will be overwhelmed by the mass-production techniques available for RVs. However, good trig parallaxes would provide information on the luminosity of individual stars, which cannot be obtained from statistical parallax techniques. Thus, the two approaches are complementary.

I thank Samir Salim for invaluable discussions about both the content and presentation of this paper. Work supported by JPL contract 1226901.

## Appendix A Completeness

The principal source of systematic errors in this analysis is incompleteness (or rather, possible misestimation of the completeness) of the Revised NLTT Catalog. As shown in Figure 1, such misestimation can significantly affect the determination of the LF. However, I find that it does not affect the estimate of the velocity ellipsoid.

In principle, catalog completeness could be a function of all six observables, i.e., the $`V`$ and $`J`$ magnitudes, the proper motion, and the position on the sky. While the relative completeness of the Revised NLTT compared to the original NLTT is very well understood (Salim & Gould, 2002b), there is substantially less information available about the absolute completeness of the underlying NLTT.

The completeness of NLTT can be tested either externally or internally. An external check requires an independent search for high proper-motion stars, either over the whole sky or some fraction of it. By comparing to the Hipparcos (ESA, 1997) and Tycho-2 (Høg et al., 2000) catalogs, Gould & Salim (2002) concluded that NLTT is nearly 100% complete for $`V11`$ and for Galactic latitudes $`|b|>15^{}`$. Even near to the plane, completeness is close to 100% for $`\mu >400\mathrm{mas}\mathrm{yr}^1`$. Monet et al. (2000) searched for high proper-motion ($`\mu >400\mathrm{mas}\mathrm{yr}^1`$) stars to faint magnitudes toward 1378 deg2, and found 241 stars, only 17 of which (their Tables 2 and 3) they could not match to NLTT. In fact, two of these 17 are actually NLTT stars, namely 58785 and 52890, which correspond to entries 1 and 8 from Table 3. Thus, over these surveyed areas, NLTT is $`94\%\pm 2\%`$ complete for $`\mu >400\mathrm{mas}\mathrm{yr}^1`$. However, the Luyten Half-Second (LHS) catalog (Luyten, 1979), a subset of NLTT which actually extends somewhat below $`500\mathrm{mas}\mathrm{yr}^1`$, is almost certaintly substantially more complete than is the NLTT at lower proper motions, so this measurement cannot be regarded as representative of NLTT as a whole.

Unfortunately, there are no sytematic studies comparing NLTT detections with an independent search for proper motion stars in the range $`180\mathrm{mas}\mathrm{yr}^1<\mu <400\mathrm{mas}\mathrm{yr}^1`$ and at faint magnitudes. In the absence of such external checks, Flynn et al. (2001) conducted an internal completeness determination, whose approach is very closely related to the completeness measurement carried out here by ML. For a complete sample drawn from a stellar population that is uniformly distributed in space, the number of stars in the phase-space volume $`[\mu _1,\mu _2]\times [V_1,V_2]`$, should be (up to Poisson statistics) exactly 8 times the number in the volume $`[2\mu _1,2\mu _2]\times [V_15\mathrm{log}2,V_25\mathrm{log}2]`$. This is because the former physical volume is 8 times larger while the physical velocities being probed are exactly the same. Flynn et al. (2001) made a series of such comparisons at 0.5-magnitude intervals, and by multiplying these together, found that the completeness at $`R_{\mathrm{NLTT}}=18.5`$ is 65% that at $`R_{\mathrm{NLTT}}=13`$ (which latter they assumed to be 100%).

Monet et al. (2000) pointed out that any effect that reduced detections of more distant, slower moving stars (relative to faster nearby ones) could masquerade as incompleteness of fainter (relative to brighter) stars under this test. In particular, they argued that more distant stars would, being on average farther from the plane, have reduced density. Even a small difference of 4% in mean density per comparison could lead to the “observed” $`f_{\mathrm{break}}=65\%`$ completeness at $`R_{\mathrm{NLTT},\mathrm{break}}=18.5`$, since it would be multiplied together 11 times between $`R_{\mathrm{NLTT}}=13`$ and 18.5. That is, $`(10.04)^{11}65\%`$. Monet et al. (2000) presented a figure showing that when the procedure is carried out on stars at lower Galactic latitude, the effect is much reduced.

This critique is important because the 2-parameter characterization of incompleteness that I use here (see § 2.3) in essence embodies the Flynn et al. (2001) method. As noted in § 3.4, I find $`f_{\mathrm{break}}=43\%\pm 6\%`$ at $`V_{\mathrm{break}}=18.27`$. This fraction is consistent with the Flynn et al. (2001) result at the $`1.5\sigma `$ level when account is taken of the fact that I have assumed 100% completeness at $`V=12`$ rather than $`R_{\mathrm{NLTT}}=13`$. The magnitude $`V_{\mathrm{break}}`$ is slightly brighter than the value found by Flynn et al. (2001), but this is to be expected, since the Revised NLTT Catalog depends on 2MASS $`J`$-band cross identification.

However, the Monet et al. (2000) critique cannot account for the result found in equation (21) for several reasons. First, one does not expect the density of halo subdwarfs to fall off significantly within the volume probed by NLTT. Second, the ML fit actually allows for such a fall-off, so that even if the actual density did not satisfy this theoretical expectation, the fit would automatically take account of the fall-off. (In fact according to eq.  the best fit is consistent with uniform density.) Third, Flynn et al. (2001) are unable to reproduce the Monet et al. (2000) figure 3 and instead find relatively comparable results when they apply their test to high-latitude and low-latitude stars.

Nonetheless, it remains possible that there is some other effect that reduces the counts of distant relative to nearby stars of the same class. One such effect would be incompleteness as a function of proper motion, rather than magnitude. Such incompleteness could be very pernicious because if the more distant (and hence slower moving) stars were under-represented by a mere 4%, then (as outlined above) the effect would be exponentiated and would generate a large apparent incompleteness as a function of magnitude. I therefore tested this hypothesis by including a proper-motion term for the completeness within the ML fit. However, this term did not improve the fit even slightly. One is thus left without any plausible explanation for the relative lack of more distant, slower stars, other than incompleteness as a function of magnitude.

The little direct information we have on the completeness of NLTT at faint magnitudes and relatively low proper motions is reasonably consistent with the ML estimates of completeness derived here. Reid (1990) searched for high proper motion stars in a single Schmidt field toward the north Galactic pole. He recovered 63 stars from NLTT as well as 15 stars that met NLTT selection criteria but were not in NLTT. This appears to correspond to a mean completeness of 81%. However, three of the 15 have proper motions $`180\mathrm{mas}\mathrm{yr}^1<\mu <200\mathrm{mas}\mathrm{yr}^1`$, i.e., within $`1\sigma `$ (Salim & Gould, 2002b) of the NLTT limit. Stars that scatter across the selection boundary are already taken into account in the modeling procedure and should not be counted as due to “incompleteness”. Hence, the true mean completeness of NLTT in the Reid (1990) survey area is more like $`84\pm 5\%`$. If one restricts consideration to stars $`V<V_{\mathrm{break}}`$ (beyond which the Revised NLTT Catalog is more sensitive to the incompleteness of 2MASS than NLTT), then $`f_{\mathrm{break}}=43\pm 6\%`$ corresponds to a mean completeness of halo stars of $`78\pm 3\%`$, in $`1\sigma `$ agreement with the value just derived from the Reid (1990) study.

In brief, there is no strong evidence to challenge the completeness estimate given by the ML fit.