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# Coupling of the X-ray and radio emission in the black hole candidate and compact jet source GX 339–4

## 1 Introduction

The X-ray source GX 339–4 is believed to harbor a black hole, based on the similarity of its X-ray spectral and timing properties with the black hole system Cyg X–1 (e.g. Samimi et al. 1979; Maejima et al. 1984; Ilovaisky et al. 1986; Makishima et al. 1986). Black hole candidates are known to exhibit transitions between various X-ray states, distinguished by their different spectral and timing properties. Five distinct X-ray states have been reported, namely the Off state, the Low-Hard state, the Intermediate state, the High-Soft state and the Very High state. See Tanaka & Lewin (1995) for a review of these properties in the Low-Hard and High-Soft states.

GX 339–4 and GS 1124–683 (Ebisawa et al. (1994)) are the only X-ray sources observed in all these states \[see Miyamoto et al. (1991) for the Very High state and Méndez & van der Klis (1997) for the Intermediate state in GX 339–4\]. Two new X-ray transient sources have also been observed in the Very High state, i.e XTE J1748–288 (Revnivtsev et al. 2000) and XTE J1550–564 (e.g. Sobczak et al. 1999, Homan et al. 2000). The superluminal sources GRO J1655–40 and GRS 1915+105 may also display behaviour related to X-ray spectral state changes (e.g. Méndez et al. 1998, Belloni et al. 2000). Spectral and timing properties of GX 339–4 in the Low-Hard state can be found in Wilms et al. (1999) and Nowak et al. (1999). In the Low-Hard state, a peak in the low-frequency power spectrum is seen at a period of 240 days, and is possibly related to a precessing accretion disk (Nowak et al. 1999).

Black hole candidates can be divided into two different classes of sources: the soft X-ray transients (SXTs) and the persistent black hole candidates. SXTs (Charles (1998)) are, by definition, transient and are usually associated with a low mass and late type stellar companion. GX 339–4 is persistent in soft-X rays (as are the other galactic black hole candidates Cyg X–1, 1E 1740.7–2942 and GRS 1758–258), but at hard X-rays GX 339–4 shows behaviour resembling that of the transient sources (Harmon et al. (1994); Rubin et al. (1998)). We note that LMC X–1 and LMC X–3 can also be considered as persistent black hole candidates in the Large Magellanic Cloud (Tanaka & Lewin (1995)).

Due to the faintness of the stellar companion relative to the accretion disk, the spectral type of the stellar companion of GX 339–4 has not been identified, but it is believed to be a low mass star with a possible orbital period of 14.8 hours (Cowley et al. (1987); Callanan et al. (1992)). Soria et al. (1999) suggested the true orbital period may be twice this value. The distance to GX 339–4 is about 4 kpc (Zdziarski et al. (1998)) with an optical extinction of 3.5 magnitudes (Corbel (1999)). Optical emission in GX 339–4 also displayed the state transitions (e.g. Motch et al. (1985)). GX 339–4 is usually bright and variable (V $``$ 15-17 mag.) in the Low-Hard state, faint in the Off state (V $``$ 20 mag.) and at an intermediate level in the High-Soft state (V $``$ 16.5 mag.). Most of the optical emission is believed to be dominated by the accretion flow, but the physical process behind its origin has not been fully understood (Fabian et al. (1982); Motch et al. (1983), Ilovaisky et al. 1986).

Although GX 339–4 has been studied extensively at high energies, little has been known until recently about its properties in the radio regime. It was discovered as a radio source in 1994 (Sood & Campbell-Wilson 1994) and a possible jet like feature has been reported by Fender et al. (1997a). In the Low-Hard state, Hannikainen et al. (1998) found a correlation between the radio, soft and hard X-rays emission on timescale of the order of 5 days over a period of one year. During the High-Soft state, we have shown that the radio emission from GX 339–4 disappeared until the return to the standard Low-Hard state (Fender et al. 1999b ). This behaviour is reminiscent of that observed in the 1996 High-Soft (or Intermediate) state of Cyg X–1 (Zhang et al. 1997).

This paper presents the results from a long term campaign of radio observations of GX 339–4 with the Australia Telescope Compact Array and the Molonglo Observatory Synthesis Telescope. Following the description of the characteristics of radio emission (light curve, spectra, variability and polarisation) from GX 339–4, we present evidence for the existence of a compact jet in this system. We then focus on the behaviour of GX 339–4 in the various X-ray states, as observed in radio, soft and hard X-rays. We demonstrate a strong coupling in the Low-Hard state of the compact jet with the Comptonising corona.

## 2 Observations

### 2.1 Molonglo Observatory Synthesis Telescope

The Molonglo Observatory Synthesis Telescope (MOST) consists of two co-linear cylindrical paraboloid reflectors each 778 m long, 12 m wide, and separated by 15 m (Robertson 1991). It is aligned on an east-west axis. The MOST operates at 843 MHz (35.6 cm) with a 3 MHz bandwidth and synthesises a beam of 43$`\times `$43 cosec($`\delta `$) arcsec2 for a field of view at declination $`\delta `$. In a full 12-hours observation with a 23$`\times `$23 cosec($`\delta `$) arcmin2 field of view, the rms in the final image is $``$ 0.6 mJy.

The standard MOST pipeline (McIntyre & Cram 2000) has been used for calibration and imaging. Following the procedure of Hannikainen et al. (1998), we fitted the data from three sources besides GX 339–4 in each observation and scaling the fluxes so that the sum of these three reference sources remained constant (on the assumption that these sources do not vary). The flux values in Table 1 are the fitted peak flux of GX 339–4 multiplied by a correction factor. All point source fits from the synthesized map were performed with the MIRIAD IMFIT routine.

Uncertainties in the flux densities are given by the rms variation across the entire image, ignoring sources brighter than 10 mJy. This somewhat overestimates the peak flux uncertainty for partial synthesis ($`<12^h`$), because there may be some large-scale variation across the image due to incomplete cancellation of sidelobes. We have set upper limits to be 3 times this value.

All MOST results (excluding the ones presented in Hannikainen et al. 1998) are summarized in Table 1. MOST flux densities are plotted in Figure 2 and in the top panels of Figures 10, 10, 12, 12, 14, 14 and 15.

### 2.2 Australia Telescope Compact Array

Since 1994, we have been performing observations with the Australia Telescope Compact Array (ATCA) a few times a year. We also found, using the ATCA archives, observations from 1991 and 1992. The ATCA synthesis telescope is an east-west array consisting of six 22 m antennas with baselines ranging from 31 m to 6 km. The continuum observations have been performed in two frequency bands (with a total bandwidth of 128 MHz for 32 channels), usually at 4800 MHz (6.3 cm) and 8640 MHz (3.5 cm) simultaneously and with sporadic observations at 2368 MHz (12.7 cm) and 1384 MHz (21.7 cm). Various array configurations have been used during these observations.

The ATCA has orthogonal linearly polarized feeds and full Stokes parameters (I, Q, U, V) are recorded at each frequency. B1934-638 was used for absolute flux and bandpass calibration, while B1646–50 or B1722–55 have been used as phase calibrators, in order to calibrate the antenna gains and phases as a function of time and to determine the polarisation leakages. Data are normally integrated over 10 s intervals. GX 339–4 was systematically offset by 10$`\mathrm{}`$ from the array phase center. The editing, calibration, Fourier transformation, deconvolution and image analysis were carried out with the Multichannel Image Reconstruction, Image Analysis and Display (MIRIAD) software package (Sault et al. (1995); Sault & Killeen (1998)), allowing multifrequency synthesis of all four Stokes parameters. All ATCA results are summarized in Table 1. ATCA flux densities are plotted in Figure 2 in the top panels of Figures 10, 10, 12, 12, 14, 14 and 15.

### 2.3 CGRO BATSE

The hard X sources in the sky have been continuously monitored by the BATSE instrument (Large Area Detectors) aboard the Compton Gamma \- Ray Observatory (CGRO) since its launch in 1991. BATSE consists of eight identical uncollimated NaI(Tl) scintillation detector modules arranged on the corners of CGRO (Fishman et al. 1989). Any portion of the sky is occulted by the Earth several times a day. Using an Earth occultation technique (Harmon et al. (1994)), we were able to produce a detector count rate light curve. With the BATSE instrumental response, these count rates are then fitted using an optically thin thermal bremsstrahlung (OTTB) model at a fixed temperature kT = 60 keV (following the procedure of Rubin et al. 1998). This enables us to determine the daily flux values in the 20 - 100 keV energy band with typical 3 $`\sigma `$ sensitivity of 75 mCrab. OTTB is not the only model able to fit the hard X-ray spectra of GX 339–4 (see Bouchet et al. 1993, Harmon et al. 1994, Grabelsky et al. 1995, Rubin et al. 1998, Trudolyubov et al. 1998, Smith et al. 1999a) but it is sufficiently good for the purpose of getting a daily flux measurement of GX 339–4 in the hard X-ray band. Sources with declination less (or more) than –(+) 43 degrees (which is the case for GX 339-4) will not be occulted for a few days every $``$ 52 days, due to spacecraft configuration, and this is responsible for the gaps in the BATSE data. Data points very close to this transition would have very high rms and have been flagged out. Data with nearby interfering sources have also been flagged. These flux measurements are plotted in the middle panel of Figures 10, 10, 12, 12, 14, 14 and 15 (or bottom panel when no soft X-ray data are available).

### 2.4 RXTE ASM

The All Sky Monitor aboard the Rossi X-ray Timing Explorer (RXTE) scans the X-ray sky in three energy bands (1.3–3 keV, 3–5 keV and 5–12.2 keV) five to ten times a day with typical dwell duration of $``$ 90 s. It provides a unique database on the activity in the soft X-ray sky. ASM consists of three Scanning Shadow Cameras with a field of view of 6$`\mathrm{°}\times `$ 90$`\mathrm{°}`$ and a spatial resolution of 3′ $`\times `$ 15′. The detectors are Position Sensitive Proportional Counters with a total effective area of 90 cm2. See Levine et al. (1996) for a detailed discussion of the RXTE ASM. The full energy ASM data are displayed in the lower panels of Figure 10, 10, 12, 12, 14, 14 and 15.

## 3 Radio light curves

### 3.1 Long term variability

Since the discovery of the radio counterpart by Sood & Campbell-Wilson (1994), GX 339–4 has been occasionally monitored by ATCA and MOST. The radio light curves of GX 339–4 using the MOST telescope at 843 MHz and the ATCA interferometer at 1384, 2368, 4800 and 8640 MHz are displayed in Figures 2 and 2. All these observations have been performed when GX 339–4 was in the Off state, Low-Hard state and High-Soft state. GX 339–4 is detected at a mean level of $``$ 5 mJy, with flux variations of $``$ 20 % on a timescale of days. Larger flux variations ($``$ 50 %) occur on timescale of weeks. The maximum flux density reached by GX 339–4 during our observations (over a period of 8 years) is 12 mJy on 1994 November 15 at 4800 and 8640 MHz.

We have not detected any strong and brief increase of the radio flux density such as the intense radio flares of the galactic superluminal sources GRS 1915+105 (Rodríguez et al. 1995, Pooley & Fender (1997); Fender et al. 1999a ) or GRO J1655-40 (Hjellming & Rupen (1995), Hannikainen et al. 1999). It is possible that such flaring activity might have not been detected due to the irregular sampling of our observations, as these flares could be as short as a few days (e.g. GS 2023+338, Han & Hjellming (1992)). But based on the similarity of GX 339–4 with Cyg X–1 (see § 4) and on the lack of radio flaring activity in Cyg X–1 (Pooley et al. (1999); Brocksopp et al. (1999)), it is unlikely that flaring behaviour occurs in GX 339–4. We point out that the radio behaviour during the Very High state might be different from that outlined in this paper.

On several occasions, no radio emission has been detected from GX 339–4. These periods are usually associated with state transitions. In 1998 when GX 339–4 entered the High-Soft state, we observed a quenching of the radio emission associated with a suppression of the hard X-ray emission (Fender et al. 1999b ).

### 3.2 Short term variability

For a source as weak as GX 339–4, it is not possible to generate a statistically meaningful light curve with a time resolution of less than 10 minutes. A typical radio light curve during a 12 hour observation in the Low-Hard state is displayed in Figure 3. The radio flux density is almost constant on timescale of hours (flux variations with amplitudes lower than $``$ 25 % cannot be excluded). No radio quasi periodic oscillation (QPOs), similar to GRS 1915+105 (Pooley & Fender 1997), are detected in the Low-Hard state.

Following the quenching of the radio emission during the 1998 High-Soft state, we note that the return of the radio emission occured with an unusually optically thin radio spectrum on 1999 February 13. The radio light curve for this observation (Figure 4) displayed an oscillation of $``$ 130 minutes with an amplitude of $``$ 30 % of the average flux density. It is also possible that the oscillation at 8640 MHz preceeds the one at 4800 MHz by a few minutes, but this is limited by the sensitivity of ATCA. The rise time for radio emission is $``$ 100 minutes, which is the fastest variation detected in the radio regime from GX 339–4. In the 10 seconds lightcurve, there is no indication that the radio light curve is made of individual spikes.

Interstellar scintillation as the origin of this oscillation in the radio regime can be ruled out. Indeed, this effect is known to have a strong wavelength dependence (Romani et al. 1986), which is not observed here as the radio oscillations are essentially identical at both frequencies. We should also note that the “oscillations” in GRS 1915+105 have also been seen to be correlated with infrared and X-ray activity (Pooley & Fender 1997, Mirabel et al. 1998) and therefore cannot result from interstellar scintillation.

The X-ray emission (2-100 keV PCA data) on this date also showed unusually large variations of approximately greater than 2% rms variability on greater than 10 minutes timescales (i.e., frequencies $`10^3`$ Hz), as opposed to the more usual approximately less than 0.5% rms found in the Low-Hard state (Nowak et al. 1999). These X-ray observations occurred strictly simultaneously with the radio observations and will be discussed in further detail in a future paper. In Figures 5 and 6, we show the mean-subtracted X-ray and 4800 MHz radio lightcurves (with the former being multiplied by a factor of 30). Unfortunately, the X-ray lightcurve (RXTE) shows a number of gaps due to passage through the South Atlantic Anamoly. However, the first X-ray peak, in terms of duration and relative amplitude, is consistent with preceding the final radio peak by approximately 10,000 seconds. Longer simultaneous and uninterupted X-ray/radio observations, however, are required to confirm if such behaviour is characteristic of such a Soft to Hard X-ray transition state.

Based on the interpretation of the radio oscillations in GRS 1915+105 (Pooley & Fender (1997); Belloni et al. (1997); Mirabel et al. (1998)), it is possible that these oscillations correspond to discrete ejection events associated with state transitions.

In GRS 1915+105, the radio oscillations rise when the X-ray dips (Pooley & Fender 1997, Mirabel et al. 1998). We might be seeing directly (Figure 5) the same phenomena without the need to make the shift for Figure 6. If this was the case, the PCA data should show a significant hardening during the dip, as the inner accretion disk region disappears.

## 4 Characteristics of the radio emission

ATCA observations have been performed simultaneously at two frequencies, giving an estimate of the radio spectrum for every observation. The spectral indices (using a fitting procedure if more than two measurements are available, or $`\alpha `$ = $`\mathrm{\Delta }`$ log(Sν) / $`\mathrm{\Delta }`$ log($`\nu `$), i.e. Sν $``$ $`\nu ^\alpha `$ ) are listed in Table 1. The spectrum is usually flat or slightly inverted with spectral index of $`+0.1`$. This inverted spectrum extends from 843 MHz to 9024 MHz (Figure 7). On a few occasions, there are some strong indications that this inverted synchrotron spectrum extends to the near-infrared (Corbel & Fender (2000)). A persistent inverted radio spectrum is not common for most radio emitting X-ray binaries (but see discussion below on Cyg X–1).

Apart from the possible hour ($``$ 100 minutes) variability, the radio flux density of GX 339–4 is variable on timescales of a day. The size of the emitting region (see Table 2) cannot be larger than the minimum variability time scale times the light velocity (assuming no Doppler boosting). This implies an upper limit to the size of the radio emitting region of $``$ 2.6 $`\times `$ 1015 cm (or $``$ 170 a.u.). A distance of 4 kpc (Zdziarski et al. (1998); Corbel (1999)) implies an angular diameter of the source smaller than $``$ 43 mas. This upper limit is reduced to 1.8 $`\times `$ 1014 cm (i.e. 12 a.u.) if we take into account the radio rise time of $``$ 100 minutes on 1999, February 13, which is equivalent to a maximum angular size of 3 mas.

We can estimate a lower limit to the brightness temperature, TB, according to the relation: Sν = $`\mathrm{\Omega }`$ Bν(TB). $`\mathrm{\Omega }`$ = $`\pi \theta ^2`$/4 is the solid angle subtended by a spherical emitting region of average angular diameter, $`\theta `$, and Bν is the Planck function.

From this, we find that the brightness temperature is greater than 1.3 $`\times `$ 107 K (or 2.6 $`\times `$ 107 K for the oscillations at 4800 MHz). A coherent emission mechanism implies a smaller size for the emitting region and a higher brightness temperature. The high brightness temperature, associated with the inverted frequency spectra, suggest that GX 339–4 emits via self-absorbed (or optically thick) non-thermal synchrotron radiation from relativistic electrons.

A lower limit on the size of the emitting region (see Table 3), obtained from the inverse Compton losses limit (TB $``$ 1012 K) (see Wilms et al. 1999), gives a minimum size of 0.07 mas at 843 MHz, i.e. 4.8 $`\times `$ 1012 cm or 0.4 a.u. (higher frequencies could arise from a smaller region).

We note that if for the observation of 1999 February 13 the 10 ks X-ray/radio delay is real, then this implies a minimum propagation speed of $`10^3c`$ from the X-ray emitting material to the radio emitting material.

The interesting characteristics of the radio spectra of GX 339–4 during the Low-Hard state are that they are continuously flat or inverted for a radio source at about the same intensity level. This is very similar to the radio emission of Cyg X–1 in its Low-Hard state (Martí et al. (1996); Pooley et al. (1999), Brocksopp et al. 1999) or the Z sources (e.g. Hjellming et al. 1990a, Hjellming et al. 1990b). The radio spectrum of Cyg X–1 is flat (i.e. $`|\alpha |0.15(3\sigma )`$ ) up to 220 GHz (Fender et al. 2000b ) with an average flux density of $``$ 14 mJy. Although similar, the radio spectrum of Cyg X–1 is significantly much flatter than the one from GX 339–4. For most radio emitting X-ray binaries, optically thick synchrotron emission is usually associated with the beginning of a radio outburst, which then evolves to an optically thin decaying emission (Han & Hjellming (1992); Rodríguez et al. (1995), Fender et al. 1999a, Kuulkers et al. 1999), believed to be the results of the ejection and expansion of relativistic plasma, consistent with the overall picture of the van der Laan model (van der Laan (1966)).

As noted by Hjellming and Han (1995), stable emission from a radio source is difficult to maintain as relativistic plasma tends to expand and therefore implies a decaying radio emission. Relativistic plasmas are almost impossible to confine, therefore one needs a continuous injection of plasma in the radio emitting region in order to produce the stable radio emission. The optically thick spectra are produced from an inhomogeneous source with a range of optical depths. Therefore, the radio emission of GX 339–4 could be explained if one invokes continuous injection of relativistic particles at the base of a compact and conical jet \[e.g. Blandford & K$`\ddot{\mathrm{o}}`$nigl (1979) or Hjellming & Johnson (1988)\]. In this model, the higher radio frequencies would come from a region closer to the base of the jet (where the optical depth is too high for the lower frequencies).

Pooley et al. (1999) have reported modulation of the radio emission from Cyg X–1 at the orbital period of 5.6 days, with a stronger modulation at higher frequency. This indicates that the higher frequencies come from a region closer to the compact object and therefore at the base of the jet, which is in agreement with the conical jet model, such as the one of Hjellming & Johnson (1988) and also in agreement with basic Blandford and K$`\ddot{\mathrm{o}}`$nigl jet model.

It is interesting to note that a compact and continuous jet has now been detected in Cyg X-1 (Stirling et al. (1998, 2000)) from VLBA observations. The radio emitting region of Cyg X–1 is 2 $`\times `$ 6 mas with the smallest synthesised beam at 9 GHz (Fender 1999, private communication), which is equivalent to a typical size of $``$ ten astronomical units. This is about a factor 10 smaller than the physical size of the compact jet reported by Mirabel & Rodríguez (1999) for GRS 1915+105 in a weak optically thick radio state (similar to the Low-Hard state of GX 339–4 and Cyg X–1).

Such inverted or flat radio spectra, associated with weak radio emission, are commonly found in the compact core of Active Galactic Nuclei and are usually associated with small scale (or compact) jets (Marscher & Gear (1985); Falcke & Biermann (1996)). But as noted in Fender et al. (2000b), the spectra of compact jets in X-ray binaries are much flatter than “flat spectrum” AGNs where a high frequency cut-off is observed in the millimeter regime. Based on these similarities with Cyg X–1 and AGN, it is very likely that the radio emission from GX 339–4 arises from a compact, continuous and conical jet. This is consistent with the results from Wilms et al. (1999), which showed that radio emission from GX 339–4 originates from regions larger than the whole X-ray binary system. The above derived limits on the size of the emitting region in GX 339–4 are consistent with the size of the radio emitting region of Cyg X–1. The spectral index of the radio spectra might be related to the inclination of the compact jet, as suggested in Falcke & Biermann (1999).

## 5 Linear polarisation

During a session of three full 12 hours observations with ATCA in February 1997, GX 339–4 was bright enough in radio and the observation long enough that we were able to detect a significant amount of linear polarisation from the compact core of GX 339–4. For each observation (1997 February 4, 11 and 18) a level of $``$ 2% linearly polarized emission at 8704 MHz is observed with a position angle of the electric field vector of –58.7 $`\pm `$ 8.3°, –74.4 $`\pm `$ 4.7° and –60.0 $`\pm `$ 6.3° respectively, i.e. a nearly constant direction. This is the level expected from optically thick synchrotron emission if one takes into account cellular depolarisation (the theoretical level should be around 12 %, Longair 1994). Measurements of the total intensity at two frequencies indicate that the radio spectra of GX 339–4 were optically thick, which is usual in the Low-Hard state.

Linear polarisation was again detected on 1999 March 3 (two years later) at a higher level of $``$ 5 % (both at 4800 MHz and 8640 MHz) during an optically thin radio event associated with the return of radio emission after the 1998 High-Soft state. The position angle of the electric field vector was –65.6 $`\pm `$ 5.3° at 8640 MHz, in agreement with the orientation observed two years before. This suggests that the compact jet component dominates the linearly polarised radio emission. It is important to note that this constant angle indicates a favoured axis in the system, possibly related to the compact jet. The extended feature reported by Fender et al. (1997a) has a direction consistent with this favoured axis. For optically thick synchrotron emission, the electric field vector of the emitted radiation is parallel rather than perpendicular to the magnetic field (Longair (1994)). Its direction is indicated by the solid lines in Figure 8. This implies that the magnetic field is quite ordered within the compact jet and that its averaged orientation is relatively stable over a two years period.

We note a polarisation angle of –45.4 $`\pm `$ 5.9° at 4800 MHz on 1999 March 3, possibly indicative of Faraday rotation. From the minimum apparent rotation of $``$ 10° between 4800 and 8640 MHz, we can get a minimum rotation measure of $``$ 40 rad m2, which is quite large. Detection of linear polarisation in GX 339–4 confirms that the mechanism at the origin of the radio emission is synchrotron and GX 339–4 is the second radio emitting X-ray binary, after GS 2023+338 (Han & Hjellming (1992)), to show linear polarisation during an optically thick radio emission state.

Recently, Fender et al. (2000a) reported the discovery of circularly polarised radio emission in SS 433. This is the first such detection in a radio emitting X-ray binary. Concerning GX 339–4, no circular polarisation has been detected at any time with the best 3 $`\sigma `$ upper limit of 0.7% at 8640 MHz. This is still above the detection limits in SS 433 (0.6% at 1400 MHz decreasing to 0.3% at 8640 MHz).

## 6 Imaging the persistent radio jet in GX 339–4 ?

Radio emission from GX 339–4 involves a compact radio jet, therefore it is of prime interest to search for this jet in our data. But detection of such a compact jet is beyond the scope of ATCA observations, which can achieve spatial resolution of only $``$ 1 arcsec. ATCA observation can be useful to search for large scale structure, similar to the double-sided jet of 1E 1740.7–2942 (Mirabel et al. (1992)) or GRS 1758–258 (Rodríguez et al. (1992)).

The most sensitive observations, coupled with the best available resolution, have been performed in February 1997. They consist of three full 12 hours observing runs spaced by a week with the 6A array, giving baselines ranging from 0.34 km to 6 km (these observations have been partly presented in Corbel et al. (1997)). As ATCA is able to observe simultaneously at two frequencies, we have selected both of them in the 3 cm band at 8384 MHz and 9024 MHz. We have been using the multi-frequency synthesis technique to improve our spatial resolution (Sault & Wieringa (1994)), i.e. all 32 spectral channels of the 128 MHz bandwidths of each frequency have been retained at their original position and have been simultaneously used during the imaging process. The two frequencies have been chosen in order to complement each other and provide the best u - v coverage in the 3 cm band. In order to reduce any artifacts due to phase errors, we have used a cycle of 8 minutes on GX 339–4 and 2 minutes on the closest phase calibrators B1646–50 ($``$ 4 degrees away from GX 339–4). The size of the synthesised beam is typically 1.3″$`\times `$ 2.3″. A natural weighting map (providing the best signal to noise ratio) is displayed in Figure 8 (this image combines the three ATCA runs).

The radio map of GX 339–4 is compatible with a single point source, without any extended emission around the core, ruling out the presence of a persistent large scale radio jet. A uniform weighting map of GX 339–4, which gives a higher resolution (up to 0.6″ E-W) but higher rms noise, is also compatible with a point source. If a jet exists in GX 339–4, it has to be very compact with angular size of less than 1″, i.e. lower than 0.02 pc or 4000 AU for a distance to the source of 4 kpc. This is consistent with the size of the compact jet recently detected in Cyg X–1. GX 339–4 is not bright enough for standard VLBI observations from the southern hemisphere at present.

We note that these ATCA observations have been performed when GX 339–4 was in a Low-Hard state. A possible large scale jet has been reported by Fender et al. (1997a), also during a Low-Hard state, but our observations failed to confirm it. Their report of a jet-like feature had been preceded by a period of quenched radio emission (see § 7.5). It is also possible that Fender et al. (1997a) observed a transient phenomenon.

We have also generated a radio image of GX 339–4, combining a wide range of array configurations (from the 375 m to the 6 km array). This shows that there is no synchrotron nebula around the point radio source, such as the one detected around Cir X–1 (Stewart et al. (1993)). The best position of the radio counterpart is: $`\alpha `$(2000) = 17h02m49.4s and $`\delta `$(J2000) = –48°47′23.3″ with a total uncertainty of 0.13″.

## 7 Radio, soft and hard X-rays behaviour

In 1998, when GX 339–4 entered the High-Soft state, we observed the quenching of the compact radio jet (Fender et al. 1999b). The transitions from the Low-Hard state to the High-Soft state, and also the return to the Low-Hard state, have been both accompanied by an unusually optically-thin synchrotron event lasting around three weeks. This could possibly be interpreted as discrete ejection events associated with state transitions, and it could be a general property of state transitions in black hole binaries. Following the results acquired during the 1998 High-Soft state, we now concentrate on all available data in order to show that the radio:X-ray behaviour of GX 339–4 follows a clear pattern. We displayed in a chronological order the radio data together with the hard and soft X-ray data (if available) to highlight the behaviour of GX 339–4 at these wavelengths.

### 7.1 MJD 48350-48750: 1991-04-04 to 1992-05-08

This period corresponds to the first hard X-ray outburst (bright Low-Hard state) detected by BATSE (Harmon et al. 1994, Rubin et al. (1998)). In addition to the BATSE light curve in Figure 10, we have also displayed the soft X-ray (1-20 keV) light curve from the All Sky Monitor onboard Ginga (Kitamoto (1993)) and the first two measurements and detection of GX 339–4. Unfortunately, no Ginga data are available after MJD 48531. From the spectral index, we can infer that these radio observations correspond to optically thin events. The radio spectrum is becoming flatter ($`\alpha 0`$) between the two observations (from a spectral index of –0.64 $`\pm `$ 0.28 to –0.17 $`\pm `$ 0.17 ), which is identitical to the end of the 1998 High-Soft state (Fender et al. 1999b ).

This hard X-ray outburst started around MJD 48440, the soft and hard X-rays are correlated until the hard X-rays reached their maximum on MJD 48523. This was followed by a fast decline in hard X-rays when the source became very soft with a steeper power law spectrum (Harmon et al. 1994), indicative of a transition to a High-Soft state. This optically thin radio event was detected (December 1991) about 70 days after the beginning of the High-Soft state. According to our results on the 1998 High-Soft state of GX 339–4 (Fender et al. 1999b ), the radio event at MJD 48590 probably corresponds to a discrete ejection event (or the refuelling of the compact jet) at the end of the High-Soft state, which was therefore very short. There is a corresponding slight increase in the hard X-ray flux (from BATSE) at the same time ($``$ MJD 48590).

The OSSE spectrum in November 1991 (Grabelsky et al. 1995) is consistent with GX 339–4 still being in its High-Soft state. Trudolyubov et al. (1998) reported that GX 339–4 was in the Off state on February-March 1992 (one $`\sigma `$ upper limit of 19 mCrab (35-150 keV) on 1992 March 7), in agreement with the previous picture and indicative of a very short High-Soft state. It should be noted that the return from the 1998 High-Soft state to the standard Low-Hard state has also been followed by a transition to an X-ray Off state (see § 8).

### 7.2 MJD 49200-49550: 1993-08-01 to 1994-07-17

During this period (Figure 10), a third outburst (these hard X-ray outbursts are still the Low-Hard state, and should not be confused with the High-Soft state) was detected by BATSE (Rubin et al. 1998). The outburst was very similar to the 1991 hard X-ray outburst, unfortunately no soft X-ray data are available for this period. The four MOST data points around MJD 49500 do not fit in the standard radio - hard X rays (see § 9) correlation scheme (as previously noted by Hannikainen et al. 1998). Based on the fast drop of the hard X-ray emission at MJD 49425, we can speculate that it corresponds to a transition to a High-Soft state and that similarly to December 1991, these MOST data points would correponds to an optically thin decaying discrete ejection event at the end of the High-Soft state. As MOST is operated at one frequency only, we cannot confirm the optically thin nature of this radio event. As in 1991, the duration of the High-Soft state would have been around 70 days.

### 7.3 MJD 49550-49750: 1994-07-17 to 1995-02-02

Observations during a hard X-ray outburst \[B4 in Rubin et al. (1998)\] revealed that the radio emission follow the general trend of the hard X-ray flux (Figure 12). No flaring activity, in the radio domain, accompanies this outburst. The highest radio flux (12 mJy) is reported around the maximum of the outburst with a flat radio spectrum between 4800 and 8640 MHz.

### 7.4 MJD 49750-50050: 1995-02-02 to 1995-11-29

GX 339–4 is still in its typical Low-Hard state with weaker outbursts (Figure 12). Radio emission followed the general trend of hard X-ray emission. The radio spectrum is again flat.

### 7.5 MJD 50150-50350: 1996-03-08 to 1996-09-24

This is an interesting period (Figure 14) when radio emission is not detected several times. And this quenched radio state does not correspond to a High-Soft state as indicated by the very low flux detected by RXTE/ASM. The two MOST non-detections around MJD 50200 are consistent with GX 339–4 being in the Off state and the following MOST data points represent a return to a Low-Hard state in agreement with the optical level of V = 17 mag. on MJD 50215 reported by Smith et al. (1999b).

A hard X-ray outburst occured after MJD 50250 (1996-06-16). It is detected in all three regimes (radio, soft and hard X-rays). The radio and hard X-ray observations are consistent with a simultaneous onset, but with a faster rise in radio. Soft X-rays appeared with a significant delay of about $``$ 15 days but with a faster rise than hard X-ray and radio emissions.

15 days is significantly longer than the expected viscous timescale at the outer edge ($``$ 400 GM/c2; see Wilms et al. 1999, Zdziarski et al. 1998) of a spherical X-ray emitting corona, whether it is radiatively efficient or “advection dominated”. Such time delays would be more characteristic of viscous timescales at the outer edge of the accretion disk. It is well known that in the Low-Hard state, increased flux tends to imply softer spectra (see Wilms et al. 1999, and references therein), and therefore we may be seeing such variations as the disk accretion rate changes on the viscous timescales of the outer disk. RXTE, OSSE and BATSE observations during this outburst have been discussed by Smith et al. (1999a) and Smith et al. (1999b).

At the peak of this outburst (1996 July 12) the radio spectrum was very inverted with spectral index up to +0.54 $`\pm `$ 0.05 and it corresponds to the period when Fender et al. (1997a) reported a possible jet-like feature in GX 339–4 on a much larger scale than the compact jet (a phase error could not be totally ruled out during these observations). Prior to this hard-X outburst, radio emission was not detected from GX 339–4 during $``$ 20 days, with the strongest measurement giving a 3 $`\sigma `$ upper limit of 0.6 mJy at 8640 MHz. This is reminiscent of quenched radio emission from Cyg X–3 prior to major ejection events (Waltman et al. (1996); Fender et al. 1997b , McCollough et al. 1999).

### 7.6 MJD 50350-50600: 1996-09-24 to 1997-06-01

This period (Figure 14) illustrates again the overall behaviour of GX 339–4 in the Low-Hard state, with a strong correlation of emission in the radio, soft and hard X-ray domains. The radio spectra are flat, indicative of the optically thick emission from the compact jet. The observations with the highest signal to noise ratio have been performed in February 1997 ($``$ MJD 50490). See Nowak et al. (1999) and Wilms et al. (1999) for XTE observations during this period.

## 8 A transition to the Off state after the 1998 High-Soft state

This period (MJD 50650-51450: 1997-07-21 to 1999-09-29) is displayed in Figure 15. The first part of this plot has been discussed in detail in Fender et al. (1999b). It corresponds to the 1998 transition from the Low-Hard state to the High-Soft state (Belloni et al. (1999)) and then back to the Low-Hard state. One observation has been added in Figure 15 (GX 339–4 was not detected) at the end of the 1998 soft X-ray outburst on MJD 51215. The important point to note is that radio emission from GX 339–4 rose from a level of $`<`$ 0.7 mJy (1 $`\sigma `$ at 843 MHz) to 6.3 mJy on MJD 51223 (at 4800 MHz), i.e. the reappearance of radio emission in less than seven days. Moreover this state transition was accompanied by an optically thin synchrotron event, probably related to a discrete ejection events, similarly to the beginning of the High-Soft state (Fender et al. 1999b ).

It is interesting to note that the hard X-ray emission reappears $``$ 2 weeks before the radio emission. This can be understood if one consider the hot corona as the base of the jet. In the High-Soft state the corona is believed to shrink to a very small size (e.g. Esin et al. 1998). The return to the Low-Hard state can be understood as a “refill” of the corona, which then can later provide relativistic electrons to the compact jet.

The return to the Low-Hard state has been followed by a smooth transition to an Off state with radio and hard X-ray emissions getting weaker as the soft X-rays vanished. GX 339–4 was detected on 1999, March 3 at $``$ 6 mJy and on 1999 July 7 at 0.15 mJy. On 1999, July 27 the radio emission was below the detection limit of our observations (3 $`\sigma `$ upper limit of 0.09 mJy at 8640 MHz). It was detected two weeks later at $``$ 0.3 mJy, again preceded by an increase in hard X-rays.

During this transition to the Off state, the radio spectrum was always slightly inverted, indicative of optically thick synchtrotron emission. Therefore the compact radio jet is still a characteristic feature of GX 339–4 even in the Off state. The Off state is related to a lower mass accretion rate, which probably reduces the electron density in the accretion disk and in the corona and therefore in the compact jet. From the point of view of the radio emission at least, the Off state can be viewed as a weaker luminosity version of the Low-Hard state. Actually, Kong et al. (2000) also found that the Off state was an extension of the Low-Hard state, based on BeppoSAX observations of GX 339–4 in the Off state. All the radio observations performed in 1999 have been simultaneous with soft X-ray (RXTE and ASCA) and optical observations. This will be discussed in more detail in a forthcoming paper.

## 9 Radio, soft and hard X-ray correlations

Hannikainen et al. (1998) reported a correlation between the radio emission at 843 MHz (from MOST observations) and soft and hard X-rays on timescales of $``$ 5 days. In Fender et al. (1999b), we showed that this correlation doesn’t hold during the High-Soft state, and that radio and hard X-ray emission are both suppressed during the High-Soft state, following the quenching of the compact jet.

We have used our radio data (spanning over 8 years) to explore this correlation at several radio frequencies with both ATCA and MOST. Unlike Hannikainen et al. (1998), we have not performed any averaging of the measurements with the exception of non simultaneous radio and X-ray observations. In Figure 16, we plot the radio flux density (ATCA and MOST) from GX 339–4 as a function of hard X-rays (BATSE flux in the 20-100 keV band). We observe a very good correlation of radio emission with hard X-ray flux. This correlation is better seen with ATCA measurements rather than MOST observations, because of ATCA’s higher sensitivity. The correlation is observed at all radio frequencies (not surprising as the radio spectrum of GX 339–4 is nearly flat). In the figure showing the MOST measurements, two events (labelled 1 and 2) are clearly separated from the other data points. As pointed out before, these events are related to possible discrete plasma ejection events associated with a transition from a High-Soft state to a Low-Hard state.

The linear Pearson correlation coefficient is 0.93 for the radio and hard X-ray measurements. A least-square polynomial fit to the ATCA data gives the following function between the radio flux density Scm and the 20-100 keV hard X-ray emission SHXR (in 10-2 ph cm-2 s-1, in the same band the Crab nebula is at a level of 0.32 ph cm-2 s-1):

$$S_{\mathrm{cm}}=0.09+1.71S_{\mathrm{HXR}}\mathrm{mJy}$$
(1)
If we now concentrate on the radio flux density as a function of soft X-ray emission (2-12 keV RXTE/ASM count rate), the overall picture seems more complicated at first sight, but this is only because it displays the various behaviours of GX 339–4 in its different X-ray states (Figure 17). The data points are divided in four groups, indicative of the observed three different X-ray states and of the transition between the High and Low states. As noted before, the radio emission is quenched in the High-Soft state (which correspond to high RXTE/ASM count rate and no radio emission). Althought few measurements have been taken during a transition from the Low-Hard state to the High-Soft state, they follow a clear pattern in Figure 17.

By taking only the radio measurements during the Low-Hard state, we note that there is also a strong correlation between the radio flux density and the soft X-ray emission. This correlation extends to very weak levels of emission (Off state), as the 1999 return to the Low-Hard state has been followed by a transition to the Off state with the radio flux density getting weaker simultaneously with the soft X-ray emission (Figure 15).

The linear Pearson correlation coefficient is 0.84 for the radio and soft X-ray emission in the Low-Hard state. A least-square polynomial fit to the ATCA data gives the following function between the radio flux density Scm and the 2-12 keV soft X-ray emission SSXR (in count s-1, in the same band the Crab nebula is at a level of 74 count s-1):

$$S_{\mathrm{cm}}=0.07+1.87S_{\mathrm{SXR}}\mathrm{mJy}$$
(2)
This analysis shows that there is a very strong 3-way correlation between the radio flux density, the soft and hard X-ray emission during the Low-Hard state. In the Low-Hard state, emission from the inner accretion disk does not contribute significantly in the soft X-ray band (e.g. Belloni et al. 1999), which emission is dominated by the Comptonising corona. This correlation indicates that there is a strong coupling between the compact jet (at the origin of radio emission) and the corona (soft and hard X-rays). A similar correlation has also been observed in Cyg X–1 during the Low-Hard state (Brocksopp et al. 1999). As noted in Fender et al. (1999b), it is possible that the corona is at the base of the compact jet; the high energy tail of the electron distribution being responsible for the synchrotron emission observed at radio (and possibly higher) frequencies.

The correlation between the corona and the compact jet may reflect variability resulting from changes in the accretion rate, therefore implying a correlation between the compact jet, the corona and the accretion rate. The thermal emission from the inner part of the accretion disk is generally not observed in the Low-Hard state, but it might also reflect the changes in the accretion rate. Such questions could be addressed by future observations with XMM and Chandra. We should note that these correlations may result from the precession of the accretion disk as suggested by Brocksopp et al. (1999) for Cyg X–1.

The fact that the correlation between the radio and the X-ray flux in the Low-Hard state is consistent with being linear is somewhat difficult to understand in the context of advection dominated models that postulate large outflows (e.g., Blandford & Begelman 1999). In the absence of such large outflows, standard ADAF models fail to produce, by several orders of magnitude, the observed radio flux (Wilms et al. 1999). In a wind-producing ADAF model, a decrease in luminosity is associated in part, at least, with a further decrease in radiative efficiency. This, however, is expected to result in a greater rate of mass outflow. Therefore one expects the radio flux to decrease somewhat more slowly than the X-ray flux, in contrast to the linear dependence observed. If in fact the transition to the Low-Hard state is a transition to an ADAF state, perhaps then the radiative efficiency remains relatively constant with further decreases in flux.

Following the equation of Marscher (1983), hard X-rays resulting from Synchrotron Self-Compton emission from the compact jet of GX 339–4 can be neglected as it is negligible compared to the contribution from the corona. A similar conclusion has been drawn by Brocksopp et al. (1999) for Cyg X–1.

## 10 Conclusions

The following list summarizes the conclusions we have been able to draw from this multi-wavelength analysis of the behaviour of GX 339–4:

* In the Low-Hard X-ray state, we observe a very strong 3-way correlation between the radio, soft and hard X-rays emission, believed to be the result of a coupling between the Comptonising corona and a compact jet. Models of persistent accreting black holes would need to take into account this coupling in the Low-Hard state and the quenching of the radio jet in the High-Soft state. The Off X-ray state is consistent with being a lower-luminosity Low-Hard state, in all three energy bands.
* The radio spectrum is flat or slightly inverted. A similar behaviour is observed in the black hole Cyg X–1. The radio emission can be understood as synchrotron emission from a compact jet, with quasi-continuous injection of relativistic plasma.
* Transitions from the Low-Hard state to the High-Soft state (or vice versa) are possibly associated with discrete ejection(s) of expanding relativistic plasma.
* The pattern of behaviour observed in radio, soft- and hard-X-rays is sufficient to explain in broad terms all the observations over several years.
* Linear polarisation has been detected from the radio emission of GX 339–4 with a nearly constant polarisation angle, which points to a favored axis in the system. This direction is almost certainly related to the direction of the outflow, and in turn to the inner disc and/or black hole rotation axes.

###### Acknowledgements.

The Australia Telescope is funded by the Commonwealth of Australia for operation as a National Facility managed by the CSIRO. The MOST is owned and operated by the University of Sydney, with support from the Australian Research Council and the Science Foundation within the School of Physics. RXTE ASM results are kindly provided by the ASM/RXTE teams at MIT and at the RXTE SOF and GOF at NASA’s GSFC. We are grateful to D. Campbell–Wilson and D. Hunstead for their help with the MOST observations. We would like to thanks Dr R. Ramachandran for useful discussion on interstellar scintillation and Prof. S. Kitamoto for provinding the Ginga ASM data. S.C. would like to thank C. Bailyn, C. Chapuis., C. Gouiffès, R. Jain, M. Mouchet, H. Negoro, R. Ogley, B. Sault, H. Sol, M. Tagger and J. Wilms for useful discussions and A. Harmon, M. McCollough and C. Robinson for their help with the BATSE data. RPF was supported during the period of this research by EC Marie Curie Fellowship ERBFMBICT 972436.


text:
# Gamma-loud quasars: a view with BeppoSAX

## 1. Introduction

Since the EGRET detection of about 60 blazars as strong $`\gamma `$-ray emitters the study of these extreme objects has received a renewed interest. The overall Spectral Energy Distribution (SED) of Blazars shows two broad components, the first one peaking at IR-up to soft X-rays, the second one in the $`\gamma `$-rays, from MeV up to TeV energies. The first peak is due to synchrotron radiation produced by relativistic electrons, while the high energy component is believed to be Inverse Compton scattered radiation. The seed photons for the IC scattering could be the synchrotron photons themselves (SSC model) or photons produced in the region external to the jet (EC model) which, especially for quasars with strong emission lines, is probably rich of optical-UV radiation. The subclass of quasar-like sources contains the most luminous sources, with apparent $`\gamma `$-ray luminosity up to $`10^{48}`$ erg s-1.

In the following we present the $`Beppo`$SAX observations of three gamma-loud quasars (0836+710, 2230+114 and 1510-089), detected up to 100 keV with the high energy instrument PDS, and we discuss the external Compton scenario. A full paper is in preparation (Tavecchio et al. 2000).

## 2. The observed objects

$``$0836+710: this is a distant quasar ($`z=2.172`$), characterized by a very flat X-ray spectrum, observed with ROSAT and ASCA. The ASCA observation showed a column density greater than the galactic value (Cappi et al. 1997).

$``$2230+114: this source ($`z=1.037`$), observed with GINGA, ROSAT and ASCA (Lawson & Turner 1997, Brinkmann et al. 1994, Kubo et al. 1998) shows a flat spectrum extending smoothly in the gamma-ray band, as indicated by OSSE observations (Mc Naron-Brown et al. 1995).

$``$1510-089: this interesting Highly Polarized Quasar ($`z=0.361`$) shows a pronounced UV bump (Pian & Treves 1993). The EXOSAT observation (Singh et al. 1990) suggested the presence of a fluorescence iron line, not present in a more recent ASCA observation (Singh et al. 1997).

## 3.  $`Beppo`$SAX Observations and results

We modelled the spectral data with either single or broken power-law models (with galactic and free absorption). Results of the spectral fits to the LECS+MECS+PDS data are shown in Table 1. In the following we discuss the results for each object.

0836+710: the data are consistent both with a power-law model with intrinsicabsorption ($`N_H7\times 10^{21}`$ cm-2 in the QSO rest frame) and with a broken power-law model with fixed galactic absorption. With both models the residuals show an excess at about 2 keV, that could be interpreted as the redshifted fluorescence iron line (see Fig 1). Adding a gaussian line with energy as a free parameter the fit converges to an energy of $`E=1.99\pm 0.1`$ with an intrinsic equivalent width of $`EW110`$ eV, but the significance of the improvement of the $`\chi ^2`$, evaluated with the F-test, is not very high ($`P90\%`$).

2230+114: A simple power-law model ($`\alpha =0.5`$) with absorption consistent with the galactic value reproduces quite well the data in the whole range 0.1-100 keV.

1510-089: A simple absorbed power-law (although statistically acceptable, see Table 1) gives evident residuals at low energies. The $`F`$-test confirms that a broken power-law is a better model (with a probability $`P>99.99\%`$). The PDS/MECS relative normalization (1.3-2.5 90% conf. level) is above the accepted range (0.77-0.93); this problem is possibly due to contamination by a source in the large FOV of PDS ($`1`$ deg.). In the fit we fixed the normalization to 0.85.

## 4. Discussion

$``$ We constructed the SEDs of the observed sources using contemporaneous X-ray and optical observations and historical data taken from the literature (an example is reported in Fig.1) We have reproduced the observed spectrum using the homogeneous EC model discussed in detail in Ghisellini et al. (1998). In a spherical region with size $`R`$, a power-law electron distribution (with slope $`n`$ and limits $`\gamma _{min}`$ and $`\gamma _{max}`$) is continuously injected with luminosity $`L_{inj}`$. Electrons cool through the synchrotron and IC processes and are free to escape from the source at some velocity $`v_{esc}`$, forming a flat ($`\alpha <0.5`$) power-law below $`\gamma _{min}`$. We assume that the external radiation field is described by a black body spectrum with luminosity $`L_{ext}`$, diluted in a spherical region with size $`R_{ext}`$. The parameter values for the models are reported in Tab. 2.

$``$ It is interesting to note that the derived spectral indices in the medium to hard X-ray band are flatter than 0.5 in two out of three sources. A population of electrons cooling through synchrotron and IC forms a distribution which produce a spectrum with $`\alpha =0.5`$. Therefore some additional mechanism is required in order to produce the observed flatter spectrum, e.g. escape or injection of an intrinsically flat distribution (see e.g. Ghisellini 1996).

$``$ The excess of 1510-089 in the soft band is well understood as due to the SSC emission (see Fig.1), although another possible source is the tail of the strong UV bump.

$``$ We confirm the presence of absorption higher than the galactic one in 0836+710. The origin of this absorption is likely intrinsic to the source. The fluorescence iron line suggested by our data could be produced through reprocessing by the same material responsible for the absorption. On the other hand a broken power-law continuum with galactic absorption can reproduce the data equally well: in this case the break could be due to the incomplete comptonization of the soft external photons (see Ghisellini 1996).

## REFERENCES

Brinkmann, W. & Siebert, J. 1994, A&A, 285, 812

Cappi, M., et al. 1997, ApJ, 478, 49

Ghisellini, G. 1996, IAU Symposia, 175, 413

Ghisellini, G., et al.1998, MNRAS, 301, 451

Kubo, H., et al. 1998, ApJ, 504, 693

Lawson, A. J. & Turner, M. 1997, MNRAS, 288, 920

McNaron-Brown, K., et al. 1995, ApJ, 451, 575

Pian, E. & Treves, A. 1993, ApJ, 416, 130

Singh, K. P., et al. 1990, ApJ, 365, 455

Singh, K. P., et al. 1997, ApJ, 491, 515


text:
# Error Estimates for Measurements of Cosmic Shear

## 1 Introduction

The recent detections of weak gravitational lensing of background galaxy images by large-scale structure (Bacon et al. 2000; van Waerbeke et al. 2000) provide an added impetus to the development of statistical methods for handling high-quality data from weak lensing surveys which should provide us with valuable information about the mass distribution in the universe (Mellier 1999; Bernardeau 1999; Bartelmann & Schneider 2001). The particular benefit of weak lensing surveys is that they permit us to probe the distribution of underlying mass in a fashion that does not depend on an understanding of the relationship between galaxies and the distribution of dark matter.

Following the directions set in earlier work by Gunn (1967), Blandford et al. (1991), Miralda-Escudé (1991) and Kaiser (1992), most current progress in weak lensing can broadly be divided into two categories. Villumsen (1996), Stebbins (1996), Bernardeau et al. (1997) and Kaiser (1987) have focussed on the linear and quasi-linear regime by assuming a large smoothing angle. Several other authors have developed computational techniques to simulate weak lensing catalogs: numerical simulations of weak lensing typically employ N-body simulations, through which ray tracing experiments are conducted (Schneider & Weiss 1988; Jarosszn’ski et al. 1990; Lee & Paczyn’ski 1990; Jarosszn’ski 1991; Babul & Lee 1991; Bartelmann & Schneider 1991: Blandford et al. 1991). Building on the earlier work of Wambsganns et al. (1995, 1997, 1998) the most detailed numerical studies of lensing have been made by Wambsganns, Cen & Ostriker (1998). Other recent studies using ray-tracing experiments have been conducted by Premadi, Martel & Matzner (1998), van Waerbeke, Bernardeau & Mellier (1998), Bartelmann et al. (1998), Couchman, Barber & Thomas (1998) and Jain, Seljak & White (2000). While the former, perturbative analyses can provide valuable information at large smoothing angle, this approach can not be used to study lensing on small angular scales, because the perturbation series involved start to diverge.

More recent studies (Hui 1999; Munshi & Jain 2000, 2001; Munshi & Coles 1999, 2000; Valageas 1999a,b) have demonstrated that, in the highly non-linear regime, it is possible to combine the well-motivated hierarchical ansatz (Davis & Peebles 1977; Peebles 1980; Fry 1984; Fry & Peebles 1978; Szapudi & Szalay 1993, 1997; Colombi et al. 1997; Scoccimarro & Frieman 1998; Scoccimarro et al. 1998; Balian & Schaeffer 1989; Bernardeau & Schaeffer 1992; Bernardeau & Schaeffer 1999) with the scaling relation for evolution of two-point correlation functions (Hamilton et al. 1991; Nityananda & Padmanabhan 1994; Jain, Mo & White 1995; Padmanabhan et al. 1996; Peacock & Dodds 1996) to make very accurate predictions of the statistics of the lensing convergence field for very small smoothing angular scales. This approach offers an analytic route to the study of small scale lensing to complement the numerical approaches mentioned above.

The hierarchical ansatz has been used to show that lower-order moments such as cumulants and cumulant correlators can be modelled very accurately. It has also been found that the probability distribution function (PDF) and the bias associated with hot spots in convergence maps can also be predicted very accurately using this formalism. Higher order moments are more sensitive to the tail of the distribution function they represent, and are consequently more sensitive to measurement errors arising from finite size of the sample. Although there have been many detailed studies to quantify measurement errors for moments of the density field (Colombi et al. 1995; Colombi et al. 1996; Szapudi & Colombi 1996; Hui & Gaztanaga 1998) similar studies for weak lensing surveys are still lacking. Schneider et al. (1998) proposed different estimators for extracting the variance from convergence maps and the errors associated with them. In this paper we extend such results to incorporate all higher order cumulants and their two-point counterparts the cumulant correlators (Szapudi & Szalay 1997) which were used in the context of lensing by Munshi & Coles (2000). We study the contribution to the error involved in using these estimators by computing their variance. We list contributions from different sources (including the discrete nature of the source distribution, the intrinsic ellipticities associated with source galaxies, and the finite size of the catalogue). In previous studies of error estimations the higher order cumulants were assumed to be zero, as there has not been until recently an analytic prediction for the hierarchical parameters $`S_N`$ in the highly non-linear regime. Combining our result with recent analytical prediction for $`S_N`$ parameters for small smoothing angles will provide an accurate way to compute estimation errors and hence actual possibility of measuring these quantities from observational data.

The layout of the paper is follows. In Section 2 we introduce the estimators, and in Section 3 we explain the different types of averaging involved in computing the dispersion and mean of these estimators. In Section 4 we develop a diagrammatic formalism to compute the mean and the dispersion and derive very general expression for scatter in estimates of the cumulant correlators of arbitrary order for an arbitrary number of points. In Section 5 we discuss the importance of our results in a general cosmological context. We have presented the detailed expressions for specific lower-order moments in an appendix for easy reference.

## 2 Estimators for Cumulants and Cumulant Correlators

The statistics most frequently used to quantify the nature of clustering from galaxy catalogs are the moments of various orders. These are useful both to quantify the nature of non-Gaussianity and also to constrain the nature of initial conditions. A particularly useful way of combining moments is in the form of cumulants, which have been used to quantify both galaxy clustering and lensing surveys. Unlike the cumulants derived from galaxy catalogs, cumulants of lensing fluctuations can also differentiate between different cosmological models. These will be the most useful statistical descriptors for future weak lensing surveys.

Schneider et al. (1998) have proposed the use of aperture mass statistics based on the use of a compensated filter function $`U`$ to smooth the weak lensing convergence field $`\kappa `$ defined over a circular patch of sky with a radius $`\theta _0`$:

$$M_{\mathrm{ap}}(\theta _0)=d^2\theta U(\theta )\kappa (\theta ).$$
(1)
This particular filter function has many useful properties which allows us write $`M_{\mathrm{ap}}`$ in terms of the measured tangential component of the shear $`\gamma _t`$ inside a circle of radius $`\theta `$ on the sky:

$$M_{\mathrm{ap}}(\theta _0)=d^2\theta Q(\theta )\gamma _t(\theta ),$$
(2)
where $`Q(\theta _0)`$ and $`U(\theta )`$ are related by

$$Q(\theta _0)=\frac{2}{\theta _{0}^{}{}_{}{}^{2}}_0^{\theta _0}𝑑\theta ^{}U(\theta ^{})U(\theta _0)$$
(3)
(Schneider et al. 1998). We will use the second definition of $`M_{\mathrm{ap}}`$ in our analysis. The analysis can be extended to any other specific form of window function, such as a top hat, although it will no longer possible to directly relate the smoothed convergence fields with the galaxy shear $`\gamma _t`$ measured observationally.

We begin by defining an estimator for the cumulants which is a natural generalization of the lower-order estimators used by Schneider et al. (1998):

$`M_N={\displaystyle \frac{(\pi \theta _0^2)^N}{(n)_{N1}}}\left[{\displaystyle \underset{(i_1,\mathrm{},i_N)}{\overset{n}{}}}Q_{i_1}\mathrm{}Q_{i_N}ϵ_{i_1}\mathrm{}ϵ_{i_N}\right],`$ (4)
where $`n`$ is the number of galaxies in the patch of size $`\pi \theta _0^2`$, the $`ϵ_i`$ are individual image ellipticities, and $`N`$ is the order of the cumulant. The function $`Q`$ and its relation to the compensated filter function $`U`$ are defined above. In equation (4) we use the notation

$$(n)_Nn(n1)\mathrm{}(nN+1)=\frac{n!}{N!}.$$
(5)
We propose a family of new estimators for cumulant correlators. Cumulant correlators were introduced in the context of galaxy surveys by Szapudi & Szalay (1997). The new estimators are defined as:

$`M_{N_1N_2}={\displaystyle \frac{(\pi \theta _0^2)^{(N_1+N_2)}}{(n_1)_{N_11}(n_2)_{N_21}}}\left[{\displaystyle \underset{(i_1,\mathrm{},i_{N_1})}{\overset{n_1}{}}}{\displaystyle \underset{(j_1,\mathrm{},j_{N_2})}{\overset{n_2}{}}}Q_{i_1}ϵ_{i_1}\mathrm{}Q_{i_{N_1}}ϵ_{i_{N_1}}Q_{j_1}ϵ_{j_1}\mathrm{}Q_{j_{N_2}}ϵ_{j_{N_2}}\right].`$ (6)
This approach can in principle be extended to $`s`$-point cumulant correlators which are defined over $`s`$ different patches of the sky where measurements have been conducted.

$$M_{N_1\mathrm{}N_s}=\frac{(\pi \theta _0^2)^{(N_1+N_2+\mathrm{}+N_s)}}{(n_1)_{N_11}(n_2)_{N_21}\mathrm{}(n_s)_{(N_s)1}}\left[\underset{(i_1,\mathrm{},i_{N_1})}{\overset{n_1}{}}\underset{(j_1,\mathrm{},j_{N_2})}{\overset{n_2}{}}\mathrm{}\underset{(m_1,\mathrm{},m_{N_s})}{\overset{n_s}{}}\underset{p=1}{\overset{N_1}{}}Q_{i_p}ϵ_{i_p}\underset{q=1}{\overset{N_2}{}}ϵ_{j_q}Q_{j_q}\mathrm{}\underset{m=1}{\overset{N_s}{}}ϵ_{i_m}Q_{i_m}\right].$$
(7)
For detailed description of these quantities see Munshi et al. (2000) context of galaxy surveys and Munshi & Coles (2000) for their weak lensing counterparts. It is well-known that these quantities carry more information then their one point counterparts the cumulants.

In order to be useful, the signal-to-noise ratio involved in measurements of these quantities should be high. Our main aim in this paper is to develop analytical results which take into account contributions from various sources of error (or “noise”). These include the distribution of intrinsic ellipticities for the lensed galaxies, shot-noise resulting from the discrete nature of galaxy distributions, and the finite size of the catalogues. While the last two contributions also arise during the analysis of projected galaxy catalogs, the intrinsic ellipticity distribution is a source of uncertainty unique to weak lensing surveys.

Finite catalogue size has two principal effects. The first is that a finite volume (or projected area) can not reveal information about structures on a scale larger than the sample. In cosmic microwave background studies this is sometimes, though not entirely accurately, referred to as “cosmic variance”. We can generally neglect this first aspect of finite volume by using compensated filters. The other main effect is more difficult and involves the effect of sample boundaries or edges imposed by sample geometry, particularly if it involves complicated masks. We shall generally refer to this second source of error as “finite volume”.

We will show that the different contributions to measurement errors of cumulant correlators are in general factorizable and can be separated into “pure” terms and hybrid errors associated with measurements of one-point cumulants. Our results are quite general and are valid for arbitrary order and for arbitrary number of smoothed patches. Using the rules we have developed in this paper it will also be possible to compute the higher order moments of errors associated with different estimators. For related discussions, see Szapudi & Colombi (1996) and Szapudi, Colombi & Bernardeau (1999).

## 3 Different types of Averaging

The total shear $`ϵ_t`$ can decomposed into the part which is due to the intrinsic source ellipticity $`ϵ_t^{(s)}`$ and the ellipticity introduced by distortion of images due to weak lensing, which we will denote by $`\gamma _t`$. To proceed further we need to consider the effects of three different types of averaging process. First, there is the average over positions of source galaxies within the patches which are used to compute the cumulant correlators. Let us denote this operator, operating on an arbitrary statistic $`M`$, by $`\mathrm{P}(M)`$ where

$$P(M)=\left(\underset{i=1}{\overset{n}{}}\frac{d^2\theta _i}{\pi \theta _0^2}\right)M.$$
(8)
Second, we have the average over the distribution of intrinsic ellipticities. This particular source of noise is generally assumed to be Gaussian. It is further assumed that the ellipticities of neighbouring galaxies (in projection) do not correlate with each other. For a given estimator say $`M`$ we will denote this average by $`\mathrm{G}(M)`$. It will only operate on the intrinsic ellipticity variables i.e. $`ϵ_{ti}^s`$. So we can write:

$$G(ϵ_{ti}ϵ_{tj})=\delta _{ij}\frac{\sigma _ϵ^2}{2},G(ϵ_{ti}ϵ_{tj}ϵ_{tk})=0,G(ϵ_{ti}ϵ_{tj}ϵ_{tk}ϵ_{tl})=\delta _{ij}\delta _{kl}\frac{\sigma _ϵ^2}{2}+\mathrm{cycl}.\mathrm{perm}.;G(\gamma _i\gamma _j\mathrm{})=\gamma _i\gamma _j\mathrm{}$$
(9)
Finally, there is the ensemble average over different realizations of the sky. The ensemble averaging is commonly denoted by $`\mathrm{}`$. Putting these averages together we can write the expectation value of a given statistic $`M`$ for a particular patch on the sky as

$$\mathrm{E}(M)=\mathrm{G}(\mathrm{P}(M)).$$
(10)
For a more detailed description of these operators and their commuting properties see Schneider et al. (1998).

## 4 Mean and Dispersion of Estimators

The basic formalism we will adopt in our analysis of the bias and dispersion of these estimators is similar to that developed by Schneider et al. (1998). Throughout the following analysis we will focus exclusively upon compensated filters. It was shown by previous studies that such filters are local in nature, meaning that correlations between neighboring cells will be quite negligible. As we shall see, our analytical results for the appropriate error terms for the one-point cumulants contain only higher-order one-point cumulants, and not two-point cumulants. Although our results will be quite accurate for the specific case of compensated filter functions, for other smoothing windows it is necessary to consider the correlation between different smoothing windows. This introduces a bias in our estimators in addition to the scatter we are studying here: for a thorough discussion of the ramifications of this, see Bernardeau et al. (1997).

We will consider several patches of the sky where measurements of shear are performed, and we will do an averaging over galaxy positions within each of these patches, intrinsic galaxy ellipticity and finally an ensemble averaging over all sky-positions. These results then will be generalized to the case when simultaneous measurements are carried over many $`s`$-tuples of patches for cumulant correlators of order $`s`$.

To compute the mean or dispersion of these estimators we use a diagrammatic technique, which will simplify the computation and will allow us to write a very general expression for the dispersion associated with them.

### 4.1 Rules

To compute the dispersion we have to consider an identical copy of the same patch. After expanding the multinomial expression that results from this splitting into intrinsic and lensing-induced shear we can express the statistic as a sum of various terms which are just products of various combination of powers of $`ϵ_t^{(s)}`$ and $`\gamma _t`$ represented as a diagram as shown in Figure 1. To compute the third order moment of errors it is necessary to consider three copies of the same patch, and so on. The action of the various operators as discussed above will result in pairing of these stochastic variables which can be computed by following the rules listed below.

The different pairings of $`ϵ`$ will be considered between copies of the same patch. The different types of pairing and the rules for dealing with them are:

* $`\gamma `$ pairing: each of these terms will contribute one $`M_s^2`$ term which will denote the contribution to the error the from discrete nature of the galaxy distribution (denoted by solid lines in Figure 1). Here $`M_s`$ is defined by

$$M_s^2=\pi \theta _0^2_\mathrm{\Omega }d^2\theta Q^2(\theta )\gamma _t^2(\theta )$$
(11)
* $`ϵ`$ pairing: each of these pairings will contribute a $`M_g^2`$ term, which arises from the intrinsic ellipticity of galaxies (denoted by dashed lines in Figure 1).

$$M_g^2=\pi \theta _0^2_\mathrm{\Omega }d^2\theta Q^2(\theta ).$$
(12)
The intrinsic ellipticity distribution is assumed to be Gaussian and uncorrelated with other patches, as mentioned above.
* No pairing of $`\gamma `$ or $`ϵ`$ which will take contribution from correlation term between different patches (denoted by black dots in Figure 1). The amplitude associated with these terms are simply $`M_{\mathrm{ap}}`$ which we have defined before.

Total number of pairs which can be made out of $`n`$ objects is $`n!`$: out of these pairs some of them will involve $`\gamma `$ pairing and some of them will correspond to $`ϵ`$ pairing.

### 4.2 Expectation Values

It is not difficult to show that the estimators we proposed in Section 2 for the cumulants and cumulant correlators are unbiased estimators. From a diagrammatic point of view, it is clear that there are no terms that correspond to coupling of $`ϵ_t^{(s)}`$ terms with $`ϵ_t^{(s)}`$ either from the same patch (because no indices in the same patch can be equal) or from two different patches (because they are not correlated). We also note that $`\gamma _t`$ and $`ϵ_t^{(s)}`$ are also uncorrelated. This means that the only contribution comes from terms in which the $`\gamma _t`$ are correlated. Hence we can write, for the cumulants,

$`E(P(A(M_N)))={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle _\mathrm{\Omega }}d^2\theta _iQ(\theta _i)\gamma _t(\theta _i)=M_{\mathrm{ap}}^N`$ (13)
and similarly for cumulant correlators,

$`E(P(A(M_{N_1N_2\mathrm{}})))={\displaystyle \underset{i=1}{\overset{N_1}{}}}{\displaystyle _{\mathrm{\Omega }_1}}d^2\theta _iQ(\theta _i)\gamma _t(\theta _i){\displaystyle \underset{j=1}{\overset{N_2}{}}}{\displaystyle _{\mathrm{\Omega }_2}}d^2\theta _jQ(\theta _j)\gamma _t(\theta _j)\mathrm{}=M_{\mathrm{ap}}^{N_1}(\gamma _1)M_{\mathrm{ap}}^{N_2}(\gamma _2)\mathrm{},`$ (14)
which shows that they are unbiased estimators of multi-point moments.

### 4.3 Dispersion

As we discussed above, for the computation of variances we have to consider two copies of the same patch. Following the rules given above we can finally write down the expression for the dispersion of an $`N`$-th order cumulant as

$`\sigma ^2(M_N)`$ $`=`$ $`\left((n)_{2N}\right)M_{\mathrm{ap}}^{2N}+\left(N!\right){\displaystyle \underset{p=1}{\overset{N}{}}}\left({}_{}{}^{N}C_{p}^{}\right)\left((n)_{2Np}\right)M_{\mathrm{ap}}^{2(Np)}M_s^{2p}`$ (15)
$`+\left(N!\right){\displaystyle \underset{r=1}{\overset{N}{}}}\left({}_{}{}^{N}C_{r}^{}\right)\left((n)_{2Nr}\right)\left(M_g^2\right)^rM_{\mathrm{ap}}^{2(Nr)}\left({\displaystyle \frac{\sigma _ϵ}{2}}\right)^r`$
$`+\left(N!\right){\displaystyle \underset{2p+rN}{}}\left({}_{}{}^{N}C_{r}^{}\right)\left({}_{}{}^{(Nr)}C_{p}^{}\right)\left((n)_{2npr}\right)\left(M_g^2\right)^rM_{\mathrm{ap}}^{2(Npr)}M_s^{2p}\left({\displaystyle \frac{\sigma _ϵ}{2}}\right)^r.`$
The symbol $`{}_{}{}^{N}C_{p}^{}`$ is used to denote the number of combinations of $`p`$ objects taken from $`N`$. The first term here represents the case when all points are $`\gamma _t`$ in both patches and there is no pairing of these points within the copies of the same patch. The second term represents only $`\gamma _t`$ pairing between pairs of $`\gamma _t`$ from two different copies of the same patch. The third term represents the $`ϵ_t`$ pairing within the copies of the same patch and the last terms is a mixture when some of the couplings are $`ϵ_t`$ coupling and some of them are $`\gamma _t`$ coupling.

A similar analysis can be performed for s-point smoothed cumulant correlators of order $`N_1+\mathrm{}+N_s`$. We find

$`\sigma ^2(M_{N_1N_2\mathrm{}N_s})`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{s}{}}}\{\left((n_i)_{2N_i}\right)\left(M_{\mathrm{ap}}^2(\gamma _i)\right)^{N_i}+(N_i!){\displaystyle \underset{p=1}{\overset{N_i}{}}}\left({}_{}{}^{N_i}C_{p}^{}\right)\left((n_i)_{2N_ip}\right)\left(M_{\mathrm{ap}}^2(\gamma _i)\right)^{(N_ip)}\left(M_s^2(\gamma _i)\right)^p`$ (16)
$`+\left(N_i!\right){\displaystyle \underset{r=1}{\overset{N_i}{}}}\left({}_{}{}^{N_i}C_{r}^{}\right)\left((n_i)_{2N_ir}\right)\left(M_g^2\right)^r\left(M_{\mathrm{ap}}^2(\gamma _1)\right)^{(N_ir)}\left({\displaystyle \frac{\sigma _ϵ}{2}}\right)^r`$
$`+(N_i!){\displaystyle \underset{2p+rN_i}{}}\left({}_{}{}^{N_i}C_{r}^{}\right)\left({}_{}{}^{(N_ir)}C_{p}^{}\right)\left((n_i)_{2n_ipr}\right)\left(M_g^2\right)^r\left(M_{\mathrm{ap}}^2\right)^{(N_ipr)}\left(M_s^2\right)^p\left({\displaystyle \frac{\sigma _ϵ}{2}}\right)^r\}.`$
The above expression is the general expression for the dispersion which is derive using the approximations we have explained. At each order, for a given family of cumulant correlators, the contribution to dispersion originates due to the three different effects explained before and their cross terms.

Specific expressions for the dispersion of estimators for particular cumulants and cumulant correlators are given in the Appendix. Our results here are derived for the case when there is only one field of view. In practice, however, the part of the sky observed will be covered by several (possibly overlapping) fields of view from which the cumulant and cumulant correlators are estimated. For the case of compensated filter the generalization is quite straightforward but for other filters it will require a more rigorous analysis than is presented here. In the context of galaxy clustering, such effects have already been explored by Szapudi & Colombi (1996). The effect of source clustering will also have to be taken into account for more realistic estimation of errors.

### 4.4 Errors associated with $`S_N`$ parameters

For practical purposes the normalised cumulants and cumulant correlators generally involve

$$S_N=\frac{M_{\mathrm{ap}}^N}{M_{\mathrm{ap}}^2^{N1}}.$$
(17)
These quantities are of great importance as they can quantify the non-Gaussianity in the weak lensing field and also can be used to study the effects of background cosmology on weak lensing statistics. Although the $`S_N`$ parameters for weak lensing surveys have already been measured using top-hat filters, there has been not work in this direction for computation of $`S_N`$ parameters using compensated filters for high N.

Our error expression can be written in a compact form if we use the parameters $`\mathrm{\Sigma }_N`$ parameters which can be related to the $`S_N`$ parameters by following expressions. These definition of $`\mathrm{\Sigma }_N`$ also include the disconnected contributions.

$`M_{\mathrm{ap}}^4=S_4M_{\mathrm{ap}}^2^3+3M_{\mathrm{ap}}^2^2=\mathrm{\Sigma }_4M_{\mathrm{ap}}^2^{4/2}`$
$`M_{\mathrm{ap}}^5=S_5M_{\mathrm{ap}}^2^4+10S_3M_{\mathrm{ap}}^2^3=\mathrm{\Sigma }_5M_{\mathrm{ap}}^2^{5/2}`$
$`M_{\mathrm{ap}}^6=S_6M_{\mathrm{ap}}^2^5+15S_4M_{\mathrm{ap}}^2^4+10S_3^2M_{\mathrm{ap}}^6=\mathrm{\Sigma }_6M_{\mathrm{ap}}^2^{6/2}`$ (18)
Using the expressions derived in previous sections and in the limit when number of source galaxies are much higher compared to unity we can write down the following expressions for variance in $`M_3`$ and $`M_2`$.

$`\sigma ^2(M_3)=\left[\mathrm{\Sigma }_6\mathrm{\Sigma }_3^2+{\displaystyle \frac{9\mathrm{\Sigma }_4}{\rho }}+{\displaystyle \frac{18}{\rho ^2}}+{\displaystyle \frac{6}{\rho ^3}}\right]M_{\mathrm{ap}}^2^{3/2}`$
$`\sigma ^2(M_2)=\left[(\mathrm{\Sigma }_41)+{\displaystyle \frac{4}{\rho }}+{\displaystyle \frac{2}{\rho ^2}}\right]M_{\mathrm{ap}}^2`$ (19)
Where we have introduced the quantity $`\rho `$ defined by the following expression:

$$\rho =\frac{2M_{\mathrm{ap}}^2N}{\sigma _{ϵ^2}G}=\frac{1500\pi }{G}M_{\mathrm{ap}}^2\left(\frac{\theta }{1\mathrm{a}\mathrm{r}\mathrm{c}\mathrm{m}\mathrm{i}\mathrm{n}}\right)^2\left(\frac{.2}{\sigma _ϵ}\right)\left(\frac{n}{30\mathrm{a}\mathrm{r}\mathrm{c}\mathrm{m}\mathrm{i}\mathrm{n}^2}\right).$$
(20)
For small $`\rho `$ the errors are dominated by shot noise i.e. in the small smoothing angle regime, while for large $`\rho `$ the errors are dominated by cosmic variance. The error terms are a polynomial function in $`1/\rho `$. The minima of these polynomial occurs on a scale of a few arcminutes, where neither cosmic variance nor the shot noise terms are dominant for reasonable survey strategy.

The behaviour of $`M_{\mathrm{ap}}`$ for various cosmologies is shown in Figure 2. The function $`\rho `$ is plotted in Figure 3. Using the results we have obtained, the scatter associated with the $`S_N`$ parameters can now be written in terms of these quantities:

$$\frac{\sigma (S_N)}{S_N}=\frac{\sigma (M_{\mathrm{ap}}^N)}{M_{\mathrm{ap}}^N}+(N1)\frac{\sigma (M_{\mathrm{ap}}^2)}{M_{\mathrm{ap}}^2}$$
(21)
For multiple fields covering the whole field of view factors of $`\sqrt{N}_f`$ (where $`N_f`$ is the number of cells covering the field) will have to be incorporated (see Schneider et al. 1998). For example, the variance is a factor $`N_f`$ smaller. This, of course, is only the case for compensated filters like those we are studying here. Effect of over-sampling has not been studied in the context of weak lensing and needs a dedicated analysis.

Final results for the scatter in variance and $`S_3`$ are plotted in Figure 4 and Figure 5 respectively. For specific case studies we have assumed two different hypothetical survey strategies. In one case we assume that the radius of the survey is $`1^{}`$ in the second case it is fixed at $`8^{}`$. The number density of source galaxies in the first case is assumed to be 30 arcmin<sup>-2</sup> and twice that value in the second case. The parameter $`\sigma _ϵ`$ which characterizes the intrinsic ellipiticity distribution of galaxies is fixed at $`.2`$ in both cases. While the first case is representative of various ground based surveys with less exposure time which are currently in progress, the second case is more idealistic and hope to be achieved by future weak lensing survey with long exposure time probably from outside earths atmosphere. In both cases the errors are minimum for arcminute scale. Our study shows that skewness parameters $`S_3`$ can be measured very accurately from second type of surveys although signals might be detectable even in first case with considerable uncertainty resulting in large error bars. This underlines the importance of future weak lensing surveys from cosmological perspective.

Direct determination of higher order $`S_N`$ parameters for the case of weak lensing surveys has so far only been reported by Bernardeau et al. (2002). Higher moments become more difficult to measure because better statistics are needed. As the expression for the error in such quantities contain $`S_N`$ parameters of higher order we need to make certain order-of-magnitude approximations to make progess in estimating errors. Schneider et al. (1998) assumed that $`\mathrm{\Sigma }_4=3`$. In addition to that we have assumed that $`\mathrm{\Sigma }_6=\mathrm{\Sigma }_3^2`$ for error expression in $`S_3`$. A more accurate error estimation will have to wait till we can compute these quantities analytically. However any analytical results will have to be checked with numerical result for which we need to have a better understanding of their error properties. Our results are only a first step in this cycle and will have to be refined by future studies.

We stress again that our derivation is only exact for the case of compensated filters when neighboring smoothed regions are not correlated. For the case of other filter functions such as the top-hat filter a more general treatment is necessary. We plan to present such results elsewhere. We have also assumed that the source redshifts are determined with high accuracy. Lack of knowledge of source redshifts is a potential source of additional error which too needs to be taken into account for more realistic estimation of cosmological parameters from future weak lensing surveys.

## 5 Discussion

It has been the purpose of this paper to estimate the errors involved with the extraction of statistical information from weak lensing surveys. We have focussed on the cumulants and cumulants correlators, which are normalized moments of the smoothed one- and two-point probability distribution functions. These quantities are widely used to quantify the statistical nature of clustering of the mass distribution in the study of galaxy surveys. In this context, estimators of these statistics are prone to error from finite catalogue size and Poisson (discreteness) effects. The application of similar methods to weak lensing studies is clearly appropriate, but introduces an additional source of error. This paper allows for these additional error terms.

Various estimators have already been proposed for the computation of the variance and skewness of cosmic shear smoothed with a particular window function. We have also generalized these suggestions to statistics of arbitrary order via a generalized estimator which estimates the statistics of smoothed convergence field in an unbiased way. We have also proposed a new set of estimators which are useful for measuring cumulant correlators, and which are natural generalizations of their one-point counterparts. We have shown that our estimators constitute a family of unbiased estimators for cumulant correlators.

We have also computed the dispersion of these estimators, which is essential to determine the signal-to-noise ratio associated with them. We have found compact expressions for the dispersions for arbitrary order and also for arbitrary number of points. We have been also able to separate contributions from different sources of noises such as the finite size of the galaxy catalog, finite width of ellipticity distribution of source galaxies and Poisson noise due to finite number of source galaxies in the field of view. Our results are valid for both large and small smoothing angles. In case of large smoothing angles, where perturbative calculations are still valid, one need to use the quasi-linear values of $`S_N`$ and $`C_{pq}`$ parameters associated with the expressions for finite volume corrections. For smaller smoothing angles we have to replace these numbers by forms suitable for the highly non-linear regime, which have already been computed by several authors recently based on the hierarchical ansatz (Hui 1999; Munshi & Jain 2000, 2001; Munshi 2000, Valageas 2000a,b).

The effect of source clustering, which we have ignored, will also introduce corrections terms in the measurement of lower order moments. We have also ignored the effect due to lens coupling. Some of these issues have been studied by Bernardeau et al. (1997) and Schneider et al. (1998) with the result that such corrections seem to be negligible, at least in the quasi-linear regime. Studying the effects of source clustering using ray-tracing experiments in the highly non-linear regime is difficult because most such simulations propagate light rays backward: the source position is consequently left arbitrary and determined only by lensing due to the intervening mass.

The validity of the Born approximation, which underpins lensing calculations, has also been studied in the quasi-linear regime. It has been shown that corrections arising from higher-order terms in the photon propagation equation are negligible in quasi-linear regime. Similar conclusions have also been found to be valid in the highly non-linear regime by comparing ray-tracing simulation against analytical results using hierarchical ansatz. (Hui 1999; Munshi & Jain 2000, 2001; Munshi 2000; Valageas 2000a,b).

We have also assumed that the galaxy intrinsic ellipticities are not correlated but it may be possible that the galaxies are not randomly oriented and there may be a a coherent alignment due to the geometry of the large-scale structure in which they are embedded (e.g. Heavens, Refregier & Heymans 2000). So far however no convincing observations of nearby structures have indicated that such an alignment exists (e.g. Mellier 1999) although several attempts have been made to unearth one.

## Acknowledgment

DM was supported by a Humboldt Fellowship at the Max Planck Institut fur Astrophysik when this work was performed. It is a pleasure for DM to thank Bhuvnesh Jain, Francis Bernardeau, Patric Valageas. Katrin Reblinsky and Alexandre Refregier for many helpful discussions.

## Appendix A Explicit Expressions for Error Terms

### A.1 Cumulants

Error terms for the one-point smoothed cumulants involve three contributions. For example, for the lowest order cumulant,

$$\sigma ^2(M_1)=\frac{1}{n^2}[n(n1)M_{\mathrm{ap}}^2+nM_s^2+nM_g^2\left(\frac{\sigma _ϵ^2}{2}\right)]M_{\mathrm{ap}}^2.$$
(22)
The first of these contributions derives from finite volume effects included in the higher order moments such as $`M_{\mathrm{ap}}`$. For example the dispersion in variance depends on the fourth moment, and the dispersion in skewness will similarly depend on the sixth order moment. The terms denoted by $`M_s^2`$ are related to the fact that we have a finite number of galaxies: this will vanish if we take the limiting case of infinite number of galaxies. The terms with $`M_g^2`$ are due to the finite width of the intrinsic galactic ellipticity distribution and would vanish in the limit in which there are an infinite number of galaxies in the survey.

For the higher-order cumulants there are differences. Unlike the expression for the dispersion of $`M_1`$, we will have mixed terms in the expression for the dispersion in $`M_2`$ which are denoted by various products of $`M_s`$, $`M_{\mathrm{ap}}`$ and $`M_g`$. The following expression was derived by Schneider et al. (1998):

$`\sigma ^2(M_2)`$ $`=`$ $`{\displaystyle \frac{1}{n^2(n1)^2}}[\{n(n1)\mathrm{}(n3)M_{\mathrm{ap}}^4+4n(n1)(n2)M_s^2M_{\mathrm{ap}}^2+2n(n1)(M_s^2)^2\}`$ (23)
$`+\{4n(n1)(n2)M_g^2M_{\mathrm{ap}}^2+4n(n1)(n2)M_g^2M_s^2\}\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)^2+2n(n1)M_g^2\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)^2]M_{\mathrm{ap}}^2^2.`$
At third order we get the following expression for dispersion of $`M_3`$

$`\sigma ^2(M_3)`$ $`=`$ $`{\displaystyle \frac{1}{n^2(n1)^2(n2)^2}}[\{n(n1)\mathrm{}(n5)M_{\mathrm{ap}}^6+9n(n1)\mathrm{}(n4)M_{\mathrm{ap}}^4M_s^2`$ (24)
$`+18n(n1)\mathrm{}(n3)M_{\mathrm{ap}}^2(M_s^2)^2\}`$
$`+\left\{9n(n1)(n2)M_g^2(M_s^2)^2+18n(n1)\mathrm{}(n3)M_gM_s^2M_{\mathrm{ap}}^2+9n(n1)\mathrm{}(n4)M_g^2M_{\mathrm{ap}}^2\right\}\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)`$
$`+\left\{18n(n1)(n2)M_g^2M_s^2+18n(n1)\mathrm{}(n3)M_g^2M_{\mathrm{ap}}^2\right\}\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)^2`$
$`+6n(n1)(n2)M_g^3\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)^3\}]M_{\mathrm{ap}}^3^2`$
Notice that we can write (Fry 1984) $`M_{\mathrm{ap}}^6=S_6M_{\mathrm{ap}}^2_c^5+15S_4M_{\mathrm{ap}}^2_c^4+10S_3^2M_{\mathrm{ap}}^2_c^4+15M_{\mathrm{ap}}^2_c^3`$. For top-hat window functions we have analytic expressions for all lower order $`S_N`$ parameters which can be used to estimate the effects of finite volume in the highly non-linear regime. For other window functions there is no such analytical expressions.

Generally speaking, for large values of $`n`$, only the dominant contributions are considered and the rest are neglected. On the smaller angular scales the finite width of the galaxy ellipticity distribution dominates, and for very large smoothing angles it is the finite volume effect that dominates. Hence one can often neglect the terms containing $`M_s`$ altogether.

At fourth order we get

$`\sigma ^2(M_4)`$ $`=`$ $`{\displaystyle \frac{1}{n^2(n1)^2(n2)^2(n3)^2}}[\{n(n1)\mathrm{}(n7)M_{\mathrm{ap}}^8+16n(n1)\mathrm{}(n6)M_{\mathrm{ap}}^6M_s^2`$ (25)
$`+72n(n1)\mathrm{}(n5)M_{\mathrm{ap}}^4(M_s^2)^2+96n(n1)\mathrm{}(n4)M_{\mathrm{ap}}^2(M_s^2)^3+24n(n1)\mathrm{}(n3)(M_s^2)^4\}`$
$`+\{n(n1)\mathrm{}(n6)M_g^2(M_{\mathrm{ap}})^6+3n(n1)\mathrm{}(n4)M_g^2(M_s^2)M_{\mathrm{ap}}^4`$
$`+3n(n1)\mathrm{}(n6)M_g^2(M_s^2)^2M_{\mathrm{ap}}^2+n(n1)\mathrm{}(n3)G^2(M_s^2)^3\}\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)`$
$`+\{144n(n1)(n2)\mathrm{}(n5)(M_g^2)^2M_{\mathrm{ap}}^4+288n(n1)\mathrm{}(n4)(M_g^2)^2M_{\mathrm{ap}}^2M_s^2+`$
$`144n(n1)\mathrm{}(n3)(M_g^2)^2(M_s^2)^2\left\}\right({\displaystyle \frac{\sigma _ϵ^2}{2}})^2`$
$`+24n(n1)(n2)(n3)M_g^4\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)^4\}]M_{\mathrm{ap}}^4^2.`$
In the statistical study of large scale distribution of galaxies generally cumulants are normalized by dividing them with suitable power of two-point cumulant or by the variance, for example in the construction of the $`S_N`$ parameters. Since both the numerator and denominator are both affected by errors we have discussed above they will introduce a ratio bias as discussed by Hui & Gaztanaga (1999).

Finally in this section we mention that the above results do not depend on the scale of non-linearity probed by weak lensing, but the appropriate values of $`S_N`$ must be used. For example, when large smoothing angles are considered we should use the quasi-linear values of $`S_N`$ parameters of the convergence map.

### A.2 Cumulant Correlators

To compute the cumulant correlators we consider two patches in the sky in the direction of $`\gamma _1`$ and $`\gamma _2`$. The results are very similar to the case of one-point smoothed cumulants. As before the errors associated with measurements can be differentiated in three types, i.e. the finite volume effects, errors due to intrinsic ellipticity of the source galaxies and errors associated with finite number of galaxies. The lowest order cumulant correlator is of course the smoothed two-point correlation function. The error associated with its measurement can be expressed as

$`\sigma ^2(M_{11})`$ $`=`$ $`{\displaystyle \frac{1}{n_1^2n_2^2}}[\{n_1(n_11)n_2(n_21)M_{\mathrm{ap}}^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _2)+n_1n_2(n_21)M_s^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _2)`$ (26)
$`+n_2n_1(n_11)M_s^2(\gamma _2)M_{\mathrm{ap}}^2(\gamma _1)+n_1n_2M_s^2(\gamma _1)M_s^2(\gamma _2)\}`$
$`+\left\{n_1n_2(n_21)M_g^2M_{\mathrm{ap}}^2(\gamma _2)+n_2n_1(n_11)M_g^2M_{\mathrm{ap}}^2(\gamma _1)+n_2n_1M_g^2M_s^2(\gamma _2)+n_2n_1M_g^2M_s^2(\gamma _1)\right\}\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)`$
$`+n_1n_2M_g^2\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)^2]M_{\mathrm{ap}}(\gamma _1)M_{\mathrm{ap}}(\gamma _2)^2.`$
We have taken account that the number of galaxies in two different patches can be different. Notice that error now contains terms which are mainly the correlation of measurement errors in two different patches.

Terms of higher order begin with $`M_{21}`$, which can be given in the form

$`\sigma ^2(M_{21})`$ $`=`$ $`{\displaystyle \frac{1}{n_1^2n_2^2(n_21)^2}}[\{4n_1(n_11)(n_12)n_2(n_21)M_s^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _2)`$ (27)
$`+n_1(n_11)(n_12)(n_13)n_2M_{\mathrm{ap}}^4(\gamma _1)M_s^2(\gamma _2)+2n_1(n_11)n_2(n_21)M_s^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _2)`$
$`+4n_1(n_11)(n_12)n_2M_s^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _1)M_s^2(\gamma _2)+n_1(n_11)(n_12)(n_13)n_2(n_21)M_{\mathrm{ap}}^4(\gamma _1)M_{\mathrm{ap}}^2(\gamma _2)`$
$`+2n_1(n_11)n_2M_s(\gamma _1)^2M_s(\gamma _2)\}`$
$`+\{4n_1(n_11)(n_12)n_2(n_21)M_g^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _2)+4n_1(n_11)n_2(n_21)M_g^2(\gamma _1)M_s^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _2)`$
$`+4n_1(n_11)n_2(n_21)M_g^2(\gamma _1)M_{\mathrm{ap}}^2(\gamma _1)M_s^2(\gamma _2)+4n_1(n_11)n_2M_g^2(\gamma _1)M_s^2(\gamma _1)M_s^2(\gamma _2)\left\}\right({\displaystyle \frac{\sigma _ϵ^2}{2}})`$
$`+\{n_1(n_11)(n_12)(n_13)n_2M_g^2(\gamma _2)M_{\mathrm{ap}}^4(\gamma _1)+4n_1(n_11)(n_12)n_2M_g^2M_s^2(\gamma _2)M_{\mathrm{ap}}^2(\gamma _1)`$
$`+2n_1(n_11)n_2M_g^2(\gamma _1)(M_s^2(\gamma _1))^2\left\}\right({\displaystyle \frac{\sigma _ϵ^2}{2}})`$
$`+\{4n_1(n_11)(n_12)n_2M_g^2(\gamma _1)M_g^2(\gamma _2)M_{\mathrm{ap}}^2(\gamma _1)+4n_1(n_11)n_2M_g^2(\gamma _1)M_g^2(\gamma _2)M_s^2(\gamma _1)`$
$`+2n_1(n_11)n_2(n_21)(M_g^2(\gamma _1))^2M_{\mathrm{ap}}^2(\gamma _2)+2n_1(n_11)n_2(M_g^2(\gamma _2))^2M_s^2(\gamma _2)\left\}\right({\displaystyle \frac{\sigma _ϵ^2}{2}})^2`$
$`+4n_1(n_11)n_2(M_g^2(\gamma _1))^2M_s^2(\gamma _2)\left({\displaystyle \frac{\sigma _ϵ^2}{2}}\right)^3]M_{\mathrm{ap}}^2(\gamma _1)M_{\mathrm{ap}}(\gamma _2)^2.`$
These expressions are cumbersome, but worth listing because these are the cumulant correlators most likely to be measurable. In the above expressions we used

$`M_s^2(\gamma _i)`$ $`=`$ $`\pi \theta ^2{\displaystyle _{\mathrm{\Omega }_i}}d^2\theta Q^2(\theta )\gamma _t^2(\theta )`$
$`M_g^2(\gamma _i)`$ $`=`$ $`\pi \theta ^2{\displaystyle _{\mathrm{\Omega }_i}}d^2\theta Q^2(\theta ).`$
$`M_{\mathrm{ap}}(\gamma _i)`$ $`=`$ $`{\displaystyle _{\mathrm{\Omega }_i}}d^2\theta Q(\theta )\gamma _t(\theta ).`$ (28)
In deriving the above expressions for measurement errors in two-point cumulant correlators we have again assumed that the intrinsic ellipticities of galaxies do not cross correlate among different patches. At increasingly higher orders the expressions for error contribution becomes more complicated, although as explained above for large number of galaxies we can take the $`n_1\mathrm{}`$ and $`n_2\mathrm{}`$ limit which will simplify these expressions.

As in the case of cumulants normalized cumulant correlators can be derived by dividing cumulant correlators by suitable powers of variance within these patches and the correlation among these patches (see Munshi & Coles 2000). Normalized cumulant correlators are also denoted by $`C_{pq}`$ and in addition to the errors we have already discussed we will have ratio bias too.

The formalism we have developed above can also be extended to compute the skewness associated with these estimators. Statistical studies for galaxy distribution have already shown that estimated values of these moments are more likely to have a lower value then its mean (Szapudi & Colombi 1996). This will mean that the probability distribution of these estimators are skewed. The skewness associated with these estimators can also be computed using the procedure outlined above and we hope to present a detailed analysis elsewhere; see Szapudi et al. (2000) for comments in a similar vein.

The results presented above are valid for only one particular patch of the sky for computation of cumulants and a single pair of patches for measurements of cumulant correlators. However it is straightforward to generalize the above results for large number of patches or pairs of patches which will help to increase the signal to noise ratio (see Schneider et al. 1998).

Detailed expressions for many-point cumulant correlators can also be obtained using the formalism developed here. The general expression we have presented in the text are valid for an arbitrary number of points and do not depend directly on the filter function used. In deriving the above results we have assumed that the two patches have same size and hence the same variance, but they might contain different number of galaxies, i.e. $`n_1`$ and $`n_2`$. It is not difficult to generalize the results to the case when the variance in these two patches are also different. We aim to present numerical results for specific filters which arise from above results and their comparison against simulated noisy convergence maps in the near future.