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# Measuring Cosmological Parameters with the SDSS QSO Spatial Power Spectrum Analysis to Test the Cosmological Principle

## 1 Introduction

The cosmological principle, the assumption of the homogeneity and isotropy of the Universe on large scales, is one of the most fundamental in the framework of the cosmology (e.g., Peebles 1993). As Lahav (2001,2002) reviewed, observations of the comic microwave background (CMB), the cosmic X-ray background, radio sources, and the Lyman-$`\alpha `$ forest strongly support the cosmological principle, though it is difficult to prove the principle definitely. Actually inhomogeneous cosmological models, which challenge the cosmological principle, have been proposed (Kantowski & Thomas 1998, Kantowski 2001, Barrett & Clarkson 2000, Celeria 2000). For example, it is claimed that a large local void universe might be viable, which is compatible with the observations of type Ia supernovae, the cosmic microwave isotropy, and the distribution of the local galaxies (Tomita 2000, 2001).

We emphasize the importance of the QSO clustering statistics as a unique and independent probe of the Universe. Especially it provides a chance to test the cosmological principle by comparing the cosmological parameters measured from the QSO clustering analysis with those from local galaxies and other cosmological observations. Recently the two degree field (2dF) QSO redshift (2QZ) Survey reported that a simply biased mass distribution explains the QSO spatial clustering and that the cosmological parameters can be measured (Croom et al. 2001, Hoyle et al. 2002a; 2002b, Outram et al. 2001). Their preliminary results with the $`10`$k catalogue favor the cold dark matter (CDM) model with a cosmological constant, though the constraint is not very tight (see also Yamamoto 2002; Hereafter Paper I).

On the other hand, the Sloan Digital Sky Survey (SDSS) will aim to compile a homogeneous catalogue of $`10^5`$ QSOs as well as $`10^6`$ galaxies. The SDSS stores the 5 bands CCD imaging of $`10^4`$ deg2 in the North Galactic Cap and of three $`2.5\times 90`$ deg2 strips in the South Galactic Cap. The QSO spectroscopic survey of the North Galactic Cap will detect $`10^5`$ QSOs in the range of the redshift $`0\stackrel{<}{}z\stackrel{<}{}5`$ with the limiting magnitude $`m=1920`$. A QSO catalogue with the SDSS early data release has been reported (Schneider et al. 2002). Because the SDSS QSO sample will cover a quarter of the observable Universe, the cosmological parameters measured with the clustering statistics provide a unique implication for the cosmological principle. Therefore it is important to estimate the accuracy with which the QSO clustering statistics can measure the cosmological parameters.

Several authors have proposed possible methods (e.g., Ballinger, Peacock, & Heavens 1996, Matsubara & Suto 1996, Popowski et al. 1998), which originate from the Alcock-Paczynski’s test (1979). Very recently, Calvao et al. (2002) have claimed that a significant constraint on the density parameters as well as the cosmic equation of state of the dark energy, which is a quite important issue in physics and cosmology (see e.g., Caldwell, Dave & Steinhardt 1998), can be obtained from the Alcock-Paczynski test with the 2dF QSO sample. Concerning the SDSS QSO sample, however, a systematic assessment on the capability of measuring the cosmological parameters have not been well investigated, as far as we know. The reason might come from the fact that physical processes of the QSO formation and time-evolution have not been completely understood. On the other hand, the number count of the SDSS QSO sample in the early data release has been demonstrated by Schneider et al. (2002), which we use in our investigation.

Motivated by these situations, we revisit the QSO clustering statistics and assess the accuracy with which the cosmological parameters can be measured by the SDSS QSO sample.111 Almost this work was completed, a similar paper by Matsubara and Szalay (2002) has been announced. Some differences are mentioned in the last section. For this purpose we adopt the Fisher-matrix approach, which has been often used to assess the accuracy of measurement of the cosmological parameters from large surveys such as CMB anisotropy observations, galaxy redshift survey, and supernova data sets. The Fisher matrix approach bases the method on mathematical theorems, which enables us to clearly interpret results. The method adopted in the present paper is a simple extension of an approximate Fisher matrix approach using the power spectrum, which was originally formulated for galaxy samples (Tegmark et al. 1998; Tegmark 1997). We use the power spectrum analysis extended so as to incorporate the various observational effects, the light-cone effect, the linear redshift distortion and the geometric distortion, which is useful for QSO samples (Paper I, Suto et al. 2000, Yamamoto & Suto 1999, Yamamoto & Nishioka 2001). This paper is organized as follows: In section 2, we briefly review formulas to evaluate the Fisher matrix element. In section 3, the best statistical errors of the cosmological parameters are shown assuming the complete SDSS QSO sample, which demonstrates the usefulness of the power spectrum analysis of the sample. In section 4, the problem of degeneracy in the parameter space is briefly discussed. Section 5 is devoted to conclusions. Throughout this paper we use the unit in which the light velocity equals 1.

## 2 Method

The Fisher matrix approach provides a useful technique to estimate errors in measuring cosmological parameters from a given data set (see e.g., Tegmark, Taylor & Heavens 1997, Jungman et al. 1996;1997). Tegmark et al. (1998) developed a useful approximate method to estimate the Fisher matrix element using the power spectrum of large surveys of galaxies. The method used in the present paper is a simple extension of their work. In an analysis of the QSO clustering, the additional observational effects, the light-cone effect and the geometric distortion effect, must be taken into account. The power spectrum analysis incorporating these effects can be developed by extending the work by Feldman, Kaiser & Peacock (1994; hereafter FKP). We start from briefly reviewing this power spectrum analysis useful for the QSO samples.

First we assume that the number density field of sources $`n(𝐬)`$ is constructed from a data set, where $`𝐬`$ denotes the three dimensional position of the sources. Here we assume that a distance-redshift relation $`s(=|𝐬|)=s(z)`$ was adopted to plot the map (see below for the explicit definition $`s(z)`$). Following FKP, we define the density fluctuation field by

$`F(𝐬)={\displaystyle \frac{n(𝐬)\alpha n_s(𝐬)}{[𝑑𝐬\overline{n}(s)^2]^{1/2}}},`$ (1)
where $`\alpha `$ is a constant, $`n_s(𝐬)`$ is a synthetic catalogue, $`\overline{n}(s)`$ is the expected mean number density. The optimum weight factor introduced in FKP can be fixed as a constant because $`\overline{n}P(k)`$ is less than unity for the QSO sample. This means that the power spectrum analysis considered in the present paper does not require information on the evolution of the power spectrum as a function of the redshift. The power spectrum is constructed by the square of the Fourier coefficient of the fluctuation field defined by

$`(𝐤)={\displaystyle 𝑑𝐬F(𝐬)e^{i𝐤𝐬}}.`$ (2)
Then the estimator of the power spectrum (before averaging over a shell of the radius $`k(=|𝐤|)`$ in the Fourier space) is defined by subtracting the shot noise contribution $`P_{shot}`$ from $`|(𝐤)|^2`$

$$P(𝐤)=|(𝐤)|^2P_{shot}.$$
(3)
Using the two-point functions of $`n(𝐬)`$ and $`n_s(𝐬)`$ (see equation (2.1.5) in FKP), we can compute the expectation value of $`|(𝐤)|^2`$, which yields

$$P_{shot}=(1+\alpha )\frac{𝑑z(dN/dz)}{𝑑zW(z)}$$
(4)
and

$$P(𝐤)=\frac{𝑑zW(z)P^a(𝐤,z)}{𝑑zW(z)},$$
(5)
where we defined $`W(z)=(dN/dz)^2(dz/ds)/s^2`$ by using the observable quantity $`dN/dz`$, the number of sources per unit redshift and unit solid angle, instead of $`\overline{n}(s)`$, which are related by $`dN=dss^2\overline{n}(s)`$, $`P^a(𝐤,z)`$ is the local power spectrum defined on a constant time surface of the redshift $`z`$. In deriving (5), we adopted the distant observer approximation, $`|𝐬_1𝐬_2|<<|𝐬_1+𝐬_2|`$. Under this approximation, the correlation function is related with $`P^a(𝐤,z)`$ as

$`\xi (𝐬_1,𝐬_2)=(2\pi )^3{\displaystyle 𝑑𝐤P^a(𝐤,z(|𝐬_1+𝐬_2|/2))e^{i𝐤(𝐬_1𝐬_2)}}.`$ (6)
In a similar way, the variance of the power spectrum (covariance matrix) can be approximately estimated

$`\mathrm{\Delta }P(𝐤)\mathrm{\Delta }P(𝐤^{})={\displaystyle \frac{2(2\pi )^3}{\kappa }}\delta (𝐤𝐤^{}),`$ (7)
where $`\mathrm{\Delta }P(𝐤)=P(𝐤)P(𝐤)`$, and

$`\kappa =\mathrm{\Delta }\mathrm{\Omega }{\displaystyle 𝑑ss^2\overline{n}(s)^2}=\mathrm{\Delta }\mathrm{\Omega }{\displaystyle 𝑑zW(z)}`$ (8)
with the solid angle of a survey area $`\mathrm{\Delta }\mathrm{\Omega }`$. Equation (5) is the power spectrum including the light-cone effect, which is incorporated by averaging the local power spectrum $`P^a(𝐤,z)`$ over the redshift with the weight factor $`W(z)`$. The usefulness of the power spectrum (5) is discussed by comparing with results of the 2QZ group (Paper I).

In general, the Fisher matrix element is defined by

$`F_{ij}={\displaystyle \frac{^2\mathrm{ln}L}{\theta _i\theta _j}},`$ (9)
where $`\theta _i`$ denotes the parameters and $`L`$ is the probability distribution function of a data, given the model parameters. For simplicity, we adopt the approximation of the Gaussian probability distribution function for $`\mathrm{\Delta }P(𝐤)`$

$`L\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle 𝑑𝐤𝑑𝐤^{}\mathrm{\Delta }P(𝐤)C(𝐤,𝐤^{})^1\mathrm{\Delta }P(𝐤^{})}\right],`$ (10)
where the matrix $`C(𝐤,𝐤^{})^1`$ is the inverse of the covariance matrix $`\mathrm{\Delta }P(𝐤)\mathrm{\Delta }P(𝐤^{})`$. Following the work by Tegmark (1997), the Fisher matrix element reduces to

$`F_{ij}={\displaystyle \frac{\kappa }{4\pi ^2}}{\displaystyle \underset{l=0,2,\mathrm{}}{}}(2l+1){\displaystyle _{k_{\mathrm{min}}}^{k_{\mathrm{max}}}}𝑑kk^2{\displaystyle \frac{P_l(k)}{\theta _i}}{\displaystyle \frac{P_l(k)}{\theta _j}},`$
where

$`P_l(k)={\displaystyle _0^1}𝑑\mu _l(\mu )P(𝐤),`$ (12)
and $`_l(\mu )`$ is the Legendre polynomial of the $`l`$-th order, and $`\mu `$ denotes the directional cosine between the line-of-sight direction and the wave number vector. Note that $`P(𝐤)`$ is a function of $`k`$ and $`\mu `$ under the distant observer approximation. This allows $`P^a(𝐤,z)`$ in equation (5) to be written $`P^a(k,\mu ,z)`$, which we model as (Ballinger et al. 1996)

$`P^a(k,\mu ,s)={\displaystyle \frac{1}{c_{}c_{}^2}}`$
$`\times P_{QSO}\left(q_{}{\displaystyle \frac{k\mu }{c_{}}},q_{}{\displaystyle \frac{k\sqrt{1\mu ^2}}{c_{}}},z\right),`$ (13)
where $`P_{QSO}(q_{},q_{},z)`$ is the QSO power spectrum, $`q_{}`$ and $`q_{}`$ are the wave number components parallel and perpendicular to the line-of-sight direction associated with the comoving coordinate of the real universe, $`c_{}`$ and $`c_{}`$ are defined by $`c_{}=dr(z)/ds(z)`$ and $`c_{}=f_K(r(z))/s(z)`$, respectively, with the comoving distance $`r(z)`$ and the angular diameter distance $`f_K(r(z))`$ of the real universe. The explicit expression of $`r(z)`$ is presented by equation (15). We model the QSO power spectrum of the spatial distribution incorporating the linear distortion (Kaiser 1987, see also Yamamoto Nishioka & Suto 1999), as follows:

$`P_{QSO}(q_{},q_{},z)=\left(1+{\displaystyle \frac{f(z)}{b(z)}}{\displaystyle \frac{q_{}^2}{q^2}}\right)^2b(z)^2P_{\mathrm{mass}}(q,z),`$ (14)
where $`f(z)=d\mathrm{ln}D(z)/d\mathrm{ln}a(z)`$ with the linear growth rate $`D(z)`$ and the scale factor $`a(z)`$, $`q^2=q_{}^2+q_{}^2`$, $`b(z)`$ is the scale independent bias factor, and $`P_{\mathrm{mass}}(q,z)`$ is the CDM mass power spectrum. The term in proportion to $`f(z)`$ describes the linear distortion due to the peculiar velocity on large scales. We work within the linear theory of density perturbations because we consider the large scale QSO clustering statistics. In the present paper, we assume the Harrison-Zeldovich initial mass power spectrum and adopt the fitting formula of the cold dark matter transfer function by Eisenstein and Hu (1998), which is robust even when the baryon fraction is large.

Equation (LABEL:Fij) is an extension of the previous result by Tegmark (1997). In the limit that the linear distortion, the geometric distortion, and the light-cone effect are switched off, equation (LABEL:Fij) reproduces the result by Tegmark (1997). In the investigation in the present paper, the light-cone effect and the geometric distortion effect are particularly important. For a sample of a narrow range of the redshift, the light-cone effect can be negligible, however, it should be properly taken into account in the QSO spatial power spectrum analysis of the 2QZ sample and the SDSS sample, which consist of sources in the wide range of the redshift. In general, the geometric distortion becomes substantial for high-redshift samples. On the other hand, the linear distortion effect is rather minor in our investigation. It is well recognized that the linear distortion effect is substantial and problematic in the Alcock & Paczynski’s geometric test (e.g., Ballinger et al. 1996). It is the fact that the anisotropic component of the power spectrum is sensitive to the linear distortion effect even at the high redshift. However, as we show in the next section, the dominant contribution constraining the cosmological parameters comes from the isotropic part of the power spectrum. The linear distortion effect only increases the overall amplitude of the isotropic part of the power spectrum in the scale independent bias model. This is the reason why the linear distortion is the minor effect in our investigation. This situation is in contrast to case of low redshift galaxy samples, in which the light-cone effect and the geometric distortion are negligible, while the linear distortion is rather important.

## 3 Results

In general, the comoving distance is written,

$`r(z)={\displaystyle _0^z}{\displaystyle \frac{dz^{}}{H_0[\mathrm{\Omega }_m(1+z^{})^3+\mathrm{\Omega }_K(1+z^{})^2+\mathrm{\Omega }_x(1+z^{})^{3(1+w_Q)}]^{1/2}}},`$ (15)
where the Hubble parameter is $`H_0=100h\mathrm{km}/\mathrm{s}/\mathrm{Mpc}`$, $`\mathrm{\Omega }_m`$, $`\mathrm{\Omega }_K`$, and $`\mathrm{\Omega }_x`$ are the cosmological parameters of the densities and curvature, two of which are independent by virtue of the relation $`\mathrm{\Omega }_m+\mathrm{\Omega }_K+\mathrm{\Omega }_x=1`$, and we introduced the constant cosmic equation of state parameter, $`w_Q`$. In the present work, we focus on the four independent parameters $`\mathrm{\Omega }_m`$, $`\mathrm{\Omega }_b`$, $`\mathrm{\Omega }_K`$ and $`w_Q`$. Here $`\mathrm{\Omega }_m`$ is the sum of the CDM and the baryon components. Following an analysis by the 2QZ group (Hoyle et al. 2002a), we choose $`s(z)`$ to be the comoving distance with $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_K=0`$, and $`w_Q=1`$:

$`s(z)={\displaystyle _0^z}{\displaystyle \frac{dz^{}}{H_0[0.3(1+z^{})^3+0.7]^{1/2}}}.`$ (16)
Our results does not significantly depend on this choice of $`s(z)`$. For $`dN/dz`$ in the present paper, we adopt the recent result reported by Schneider et al. (2002) with the first SDSS QSO catalog. The QSO clustering bias in the SDSS sample has not been well investigated at present. However, Croom et al. reported on the time-evolution of the QSO bias by analyzing the 10k catalog of the 2QZ Survey (2001). According to them, the clustering amplitude does not show significant time evolution. For modeling the bias, following (Calvao et al. 2002), we first adopt the form

$$b(z)=1+(b_01)D(z)^{1.7},$$
(17)
and determined the constant $`b_0(=1.2)`$ so that the power spectrum best matches the 2QZ result (Hoyle et al. 2002a). For the linear growth rate of the model with $`w_Q1`$, we adopted the fitting formula developed by Wang and Steinhardt (1998). Thus we vary the linear growth rate depending on cosmology. However, our result is not significantly altered by this modelling because the linear distortion effect is not substantial as described in the previous section.

Figure 1 shows the best statistical errors, $`\mathrm{\Delta }\theta _i=1/F_{ii}^{1/2}`$, some of which are normalized by the target parameters (the parameters supposed to be true), $`\mathrm{\Omega }_m=0.28`$, $`\mathrm{\Omega }_K=0`$, $`\mathrm{\Omega }_b=0.04`$ and $`w_Q=1`$, as functions of $`k_{\mathrm{max}}`$ in equation (LABEL:Fij). We fixed $`k_{\mathrm{min}}=0.005h\mathrm{Mpc}^1`$ and assumed $`\pi `$ steradian of the survey area. The solid and dotted curves in each panel are the $`l=0`$ and $`l=2`$ components of $`F_{ij}`$, respectively. The dashed curve corresponds to the case that both components are summed up. Contribution of the higher modes $`l2`$ to the Fisher matrix element is small. Thus the contribution constraining the cosmological parameters is dominated by the component $`l=0`$. The component $`l=2`$ corresponds to the constraint from the anisotropic power spectrum $`P_2(k)`$, while $`l=0`$ corresponds to the constraint from the isotropic power spectrum $`P_0(k)`$. The geometric distortion effect causes anisotropies of the power spectrum, and the Alcock-Paczynski’s geometric test utilizes this fact. The geometric distortion effect also alters the shape of the power spectrum $`P_0(k)`$ due to the scaling of the wave number, equation (13). Therefore the constraint on the cosmological parameters in the present paper mostly relies on the latter effect that the shape of the isotropic power spectrum changes due to the geometric distortion.

Figure 2 shows the best statistical errors, $`\mathrm{\Delta }\theta _i=1/F_{ii}^{1/2}`$, as function of $`k_{\mathrm{min}}`$ with fixed $`k_{\mathrm{max}}=1h\mathrm{Mpc}^1`$. The target parameters and the meaning of the curves are same as those of Figure 1. These two figures indicate that the Fourier modes of $`k\stackrel{<}{}0.01h\mathrm{Mpc}^1`$ and $`k\stackrel{>}{}0.1h\mathrm{Mpc}^1`$ are not significantly relevant to the integration for the Fisher matrix elements. Thus the Fourier modes of $`0.01h\mathrm{Mpc}^1\stackrel{<}{}k\stackrel{<}{}0.1h\mathrm{Mpc}^1`$ dominate over the constraint on the cosmological parameters. This is a contrast to the case of the galaxy sample (Tegmark 1997). This difference traces back to the shot-noise dominance in the QSO sample. This result also suggests the validity of our assumption that nonlinear effect of density perturbations is small because the nonlinearity is influential on scales $`k\stackrel{>}{}0.1h\mathrm{Mpc}^1`$.

In the present paper, we have not considered the effect of the window function depending on the shape of a survey volume. The effect of the window function on the power spectrum for the 2QZ sample was investigated in the literature (Hoyle et al. 2002a). According to their result, the 2QZ power spectrum might be affected for $`k\stackrel{<}{}0.02h\mathrm{Mpc}^1`$. Though a definite investigation using a mock sample is needed, for the case of the SDSS QSO sample, it might be expected that the effect of the window function appears on the larger length scales (smaller $`k`$) than that of the 2QZ power spectrum. From figures 1 and 2, as long as the window function effect in the SDSS QSO sample appears on the scale $`k\stackrel{<}{}0.01h\mathrm{Mpc}^1`$, the estimation of the errors is not altered significantly.

We note that our result might depend on the modelling of the bias. This is because the Fisher matrix element is in proportion to the amplitude of the power spectrum of the QSO distribution. Figure 3 shows the same as Figure 1, but with adopting the bias model $`b(z)=b_0D(z)^1`$, in which the amplitude of the QSO clustering is almost constant as a function of the redshift $`z`$. Here we set $`b_0=0.8`$ so as to best match the 2QZ power spectrum (see also Paper I). The best statistical errors are worse than those of Figure 1, though the difference is not large. The reason of the smallness of the difference is explained as follows: We normalized the power spectrum so as to match the 2QZ power spectrum, in which the 2dF QSO sample is distributed in the range of redshift $`0.3z2.3`$. The difference is the contribution from the higher redshift $`z\stackrel{>}{}2`$. The bias model (17) has larger amplitude at the higher redshift, which yields larger amplitudes of the power spectrum and the Fisher matrix elements.

In the above investigations, we considered the simple bias models, whose amplitude we determined so that the power spectrum best matches the 2QZ result. This method might estimate the errors smaller. Then we also investigated the best statistical errors marginalized over parameters of the bias. We here consider the bias model parameterized by $`b_0`$ and $`\nu `$, as follows:

$$b(z)=1+\frac{(b_01)}{D(z)^\nu },$$
(18)
then marginalize the probability function with respect to $`b_0`$ and $`\nu `$. Explicitly, we considered the space of the parameters $`(\mathrm{\Omega }_m,b_0,\nu )`$ or $`(w_Q,b_0,\nu )`$ , and consider the Fisher matrix element marginalized by integrating the probability function with respect to $`b_0`$ and $`\nu `$. This process actually reduces the accuracy with which the cosmological parameters can be determined. For example, in the case with the target parameters $`b_0=1.2`$ and $`\nu =1.7`$, we obtained the relative error $`\mathrm{\Delta }\mathrm{\Omega }_m/\mathrm{\Omega }_m0.4`$ and $`\mathrm{\Delta }w_Q0.7`$, where we assumed the same target parameters for the cosmological models as those of Figure 1. Similarly, we have $`\mathrm{\Delta }\mathrm{\Omega }_m/\mathrm{\Omega }_m0.35`$ and $`\mathrm{\Delta }w_Q0.5`$ for the target parameters $`b_0=1.5`$ and $`\nu =1`$. We also have $`\mathrm{\Delta }\mathrm{\Omega }_m/\mathrm{\Omega }_m0.25`$ and $`\mathrm{\Delta }w_Q0.35`$ for $`b_0=1.5`$ and $`\nu =1.7`$.

## 4 Degeneracy

In general the feasibility of determining the cosmological parameters is restricted by degeneracies in the parameter space. Actually many possible parameters can appear in generic cosmological model. Here we demonstrate some aspects of the degeneracies in the cosmological parameters. In Figure 4 we plot two dimensional confidence contours, where we assumed the same QSO sample and the bias model as those of Figure 1, $`\mathrm{\Omega }_m=0.28`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.72`$, $`\mathrm{\Omega }_b=0.04`$, $`w_Q=1`$, and the Harrison-Zeldovich spectrum $`n=1`$. Each panel shows the confidence contours on the two parameters, i.e., $`\mathrm{\Omega }_m`$ and the other parameter labeled in each panel, with assuming the rest parameters to be fixed. Thus this figure shows the degeneracy between $`\mathrm{\Omega }_m`$ and other parameters. From this figure it is clear that the uncertainty about $`\mathrm{\Omega }_b`$ is problematic when determining $`\mathrm{\Omega }_m`$. It also shows that the degeneracy between $`\mathrm{\Omega }_m`$ and $`n`$, the index of the initial power spectrum, is relatively large. Thus the degeneracy between these parameters will be problematic in terms of determining all the parameters simultaneously. Nevertheless a useful constraint will be obtained from the QSO sample by combining it with constraints from Big Bang Nucleosynthesis, CMB anisotropies, Ia supernova, weak gravitational lensing and other observations. Then we can emphasize that the QSO sample provide a chance of a worthy complimentary test for the cosmological models.

## 5 Discussions and Conclusions

In this paper we have assessed the feasibility of measuring the cosmological parameters by means of the power spectrum analysis of the SDSS QSO sample, with an emphasis on a unique observational probe of the Universe. If tight constraints are provided, the result will have implications for testing the cosmological principle and inhomogeneous cosmological models. The best statistical errors are estimated using the Fisher matrix approach, which is a simple extension of the previous works for galaxy samples. For example, the best statistical errors are at $`10\%`$ level for $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_K`$, a few times $`10\%`$ for $`w_Q`$ and $`\mathrm{\Omega }_b`$. These errors can increase to several $`\times 10\%`$, depending on the bias amplitude, when marginalizing over the parameters of the bias. Thus our result shows that the SDSS QSO sample might have a useful potential as a test of cosmological model. But, this does not mean that we have shown the capability of the Alcock-Paczynski test using the anisotropies of the power spectrum, because the constraint is almost from the isotropic component of the power spectrum. The cosmic degeneracy limits the capability of the method in determining all parameters with the best statistical accuracy simultaneously. However, the point is the uniqueness of the method as a probe, and the result would be useful for more robust understanding of the Universe.

Finally we mention comparisons with other works related with the present paper. Ballinger et al. (1996) used a method similar to the present paper, to predict a constraint from the 2dF QSO clustering statistics. Outram et al. (2001) have applied their method to the 2QZ sample. The 1-$`\sigma `$ error of $`\mathrm{\Omega }_m`$ by Outram et al. (2001) is consistent with our result obtained by applying our method to the 2QZ sample. Very recently, Matsubara and Szalay (2002) have also reported a similar investigation based on an eigenmode analysis, while our method relies on the power spectrum analysis. Concerning the QSO sample, as we have discussed, the number density in proportion to $`dN/dz`$ and the modelling of the bias $`b(z)`$ can be sensitive to the final results. These modellings and the choice of the cosmological redshift space $`s(z)`$ are also different.

Acknowledgments: This work was done during the stay at Max-Planck-Institute for Astrophysics (MPA), supported by fellowships for Japan Scholar and Researcher abroad from Ministry of Education, Science and Culture of Japan. The author thanks Prof. S. D. M. White, Dr. H. J. Mo, Dr. P. A. Popowski, and the people at MPA for their hospitality and useful comments and conversations. He is grateful to Prof. K. Tomita, Fiona Hoyle and H. Nishioka for useful conversations and communications related to the topics of the present paper at the early stage of this work. He thanks Prof. Y. Kojima for encouragement. He also thanks anonymous referee of MN for useful comments, which helped improve the manuscript.


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# Security of Quantum Key Distribution with entangled qu𝑁its.

## 1 Introduction

In quantum cryptographic protocols, the presence of an eavesdropper in the communication channel can be revealed through disturbances in the transmission of the message. To realize such protocols, it is necessary to encode the signal into quantum states that belong to non-compatible bases, as in the original protocol of Bennett and Brassard. In 1991, Ekert suggested a scheme in which the security of quantum cryptography is based on entanglement. In this scheme, one encrypts the key into the non-compatible qubit bases that maximize the violation of local realism.

Recently it was shown that this violation is more pronounced for the case of entangled qu$`N`$its for $`N>2`$. Moreover, the qutrit generalisation of Ekert’s protocol is more robust and safer than its qubit counterpart. This naturally serves as a significant motivation for studying the generalisation of Ekert’s protocol where qubits are replaced by qu$`N`$its.

There are several ways of realizing qu$`N`$its experimentally. One realization of qu$`N`$its, possibly the most straightforward one, exploits time-bins. This approach has already been demonstrated for entangled photons up to eleven dimensions. Another possibility is to utilize multiport-beamsplitters, and more specifically those that split the incoming single light beam into $`N`$ outputs. Thus, an entanglement-based quantum cryptographic protocol based on qu$`N`$its instead of qubits can be realized with the current state-of-the-art quantum optical techniques.

In this paper, we establish the generality of a class of eavesdropping attacks that are based on (state-dependent) quantum cloning machines. We shall show that such attacks cannot be thwarted by Alice and Bob, the authorized users of the quantum cryptographic channel, because the disturbance due to the presence of the eavesdropper (Eve) perfectly mimics the correlations of an unbiased noise, at least for what concerns correlations between the encryption and decryption bases that characterize the $`N`$ dimensional Ekert protocol. The security is shown to be higher for higher dimensional systems, a property that was already noted for several qutrit-based protocols in comparison to their qubit-based counterparts.

## 2 The four qu$`N`$it bases that maximize the violation of local realism

In the Ekert91 protocol, the four qubit bases chosen by Alice and Bob are the bases that maximize the violation of CHSH inequalities. There exists a natural generalisation of this set of bases in the case of qu$`N`$its. In analogy with the Ekert91 bases that belong to a great circle on the Bloch sphere, these bases belong to a set of bases parametrized by a phase $`\varphi `$, that we shall from now on call the $`\varphi `$ bases. These bases are related to the computational basis $`\{|0,|1,\mathrm{},|N1\}`$:

$$|l_\varphi =\frac{1}{\sqrt{N}}\mathrm{\Sigma }_{k=0}^{N1}e^{ik(\frac{2\pi }{N}l+\varphi )}|k,l=0,\mathrm{},N1$$
(1)
It has been shown that when local observers measure the correlations exhibited by the maximally entangled state $`|\varphi _N^+=\frac{1}{\sqrt{N}}_{i=1}^{N1}|i|i`$ in the four $`\varphi `$ bases that we obtain when $`\varphi _i=\frac{2\pi }{4N}i(i=0,1,2,3)`$, the degree of nonclassicality or violation of local realism that characterizes the correlations increases with the dimension $`N`$. It is also higher than the degree of nonclassicality allowed by Cirelson’s theorem for qubits, and higher than for a large class of other qu$`N`$it bases. Indeed, this can be shown by estimating the resistance of non-locality against noise, or by considering generalisations of the CHSH inequality to bipartite entangled qu$`N`$it states. From now on, we call the four qu$`N`$it bases that maximize the violation of local realism the optimal bases.

## 3 The $`N`$-dimensional Entanglement based ($`N`$-DEB) protocol

Let us now assume that the source emits the maximally entangled qu$`N`$it state $`|\varphi _N^+`$ and that Alice and Bob share this entangled pair and perform measurements along one of the optimal bases described in the previous section.

In order to show that these bases are pairwise perfectly correlated, it is useful to present an interesting property of the state $`|\varphi _N^+`$. Let us consider two bases: the $`\psi `$ basis chosen arbitrarily (with $`i|\psi _j`$ = $`U_{ij}`$), and its conjugate basis, the $`\psi ^{}`$ basis (with $`i|\psi _j^{}`$ = $`U_{ij}^{}`$). When Alice and Bob share the maximally entangled state $`|\varphi _N^+`$ and that Alice measures it in the $`\psi ^{}`$ basis and Bob in the $`\psi `$ basis, their results are perfectly correlated. To see this, we note that by virtue of the unitarity of the matrix $`U_{ij}`$, $`|\varphi _N^+=\frac{1}{\sqrt{N}}_{k,l,m=0}^{N1}`$ $`|\psi _l^{}\psi _l^{}|k`$ $`|\psi _m\psi _m|k`$ =$`\frac{1}{\sqrt{N}}_{k,l,m=0}^{N1}|\psi _l^{}U_{kl}|\psi _mU_{km}^{}`$ = $`\frac{1}{\sqrt{N}}_{l,m=0}^{N1}|\psi _l^{}|\psi _m\delta _{ml}`$ = $`\frac{1}{\sqrt{N}}_{k=0}^{N1}|\psi _k^{}|\psi _k`$, whenever Alice projects the state $`|\varphi _N^+`$ into the conjugate basis $`\psi ^{}`$, she projects Bob’s component into the $`\psi `$ basis and reciprocally.

Moreover, the state $`|\varphi _N^+`$ can be rewritten as $`|\varphi _N^+=\frac{1}{\sqrt{N}}(_{i=1}^{N1}(|i_\varphi ^{}|i_\varphi )`$ where

$$|l_\varphi ^{}=\frac{1}{\sqrt{N}}\mathrm{\Sigma }_{k=0}^{N1}e^{ik(\frac{2\pi }{N}l+\varphi )}|k(l:0,\mathrm{},N1)$$
(2)
Therefore, when Bob performs a measurement in the $`\varphi `$ basis ($`|k_\varphi `$) and Alice in its conjugate basis ($`|k_\varphi ^{}`$), their results are perfectly correlated. Now, the four optimal bases are pairwise conjugate and hence perfectly correlated as well. To show the perfect correlation, we note that for the phase that appears in Eq. (2), $`k(\frac{2\pi }{N}l+\varphi )=k(\frac{2\pi }{N}(Nlj)\varphi +j\frac{2\pi }{N})`$ $`\mathrm{mod}2\pi `$ where $`j`$ is an arbitrary integer number. Now, $`Nlj`$ varies from 0 to $`N1`$ ($`\mathrm{mod}N`$) when $`l`$ varies from 0 to $`N1`$ which shows that the $`\varphi ^{}`$ basis is the same as the $`\varphi ^{}`$ basis (with $`\varphi ^{}`$=$`\varphi +j\frac{2\pi }{N}`$). It is easy to check that, thanks to an appropriate choice of $`j`$, the bases associated to even values of $`i`$ $`(i=0,2,\varphi _i=\frac{2\pi }{4N}i)`$ are preserved under phase conjugation, while the bases associated to odd values of $`i`$ $`(i=1,3)`$ are interchanged. The four optimal bases are thus pairwise maximally correlated.

In a natural generalisation of the Ekert91 protocol for qu$`N`$its, denoted as the $`N`$-DEB protocol (i.e. the $`N`$-dimensional entanglement based protocol) in analogy with the notation adopted in Ref. for the case $`N=3`$, Alice and Bob share the entangled state $`|\varphi _N^+`$ and choose their measurement basis at random among one of the four optimal qu$`N`$it bases (according to the statistical distribution that they consider to be optimal). Because of the existence of perfect correlations between the conjugate bases, a fraction of the measurement results can be used in order to establish a deterministic cryptographic key. The rest of the data, for which Alice’s and Bob’s bases are not perfectly correlated, can be used in principle in order to detect the presence of an eavesdropper for example with the help of generalized CHSH inequalities. Let us now study the safety of this protocol against optimal incoherent attacks.

## 4 Individual attacks and optimal cloning machines

We assume from now on that the noise that characterizes the transmission (this includes dark counts in the detectors, misalignments of Alice and Bob’s bases, transmission losses and so on) is unbiased (this is a very general assumption). Under such conditions, the state shared by Alice and Bob must mimic the correlations that is observed when they share a state that has the following form:

$`\rho _{R,A}(F_N)=(1F_N)|\varphi _N^+_{R,A}\varphi _N^+|_{R,A}+F_N\rho _{R,A}^{noise},`$ (3)
where $`\rho _{R,A}^{noise}=\frac{1}{N^2}\widehat{I}_{R,A}`$, and the positive parameter $`F_N1`$ determines the “noise fraction” within the full state. In the following, we make the conservative hypothesis that all the errors of transmission could be due to the presence of an eavesdropper who possesses a perfect (noiseless) technology, controls the line of transmission and lets her state(s) $`|\varphi _N^+_{R,A}`$ interact with the one originally shared by Alice and Bob and an auxiliary system (or probe). In principle, Eve is free to use any interaction between one or several qu$`N`$it pairs (originally prepared in the state $`|\varphi _N^+_{R,A}`$) and an auxiliary system of her choice. Eve could keep this auxiliary system isolated and unperturbed during an arbitrary long period of time. On hearing the public discussion between Alice and Bob, she performs the measurement of her choice on her system. In principle she could let her auxiliary system interact with a series of successive signals and/or carry out her measurement on a series of auxiliary systems. We limit ourselves to the situation where she couples each signal individually to an auxiliary system (individual or incoherent attacks). It could happen that coherent attacks (so-called joint or collective attacks, for a review, see e.g. ) are more dangerous but presently nobody knows whether this is the case.

Let us assume that initially Alice and Bob share the state $`|\varphi _N^+`$ and that during an individual attack, Eve lets this state interact with her probe (which also belongs to a $`N^2`$-dimensional Hilbert space which can be seen as the “mirror space” of Alice and Bob’s $`N^2`$-dimensional Hilbert space). Then, the most general cloning state $`|\mathrm{\Psi }_{R,A,B,C}`$ where the labels $`R,A,B,C`$ are respectively associated to the reference $`R`$ (Alice), the two output clones ($`A`$ for Bob and $`B`$ for Eve), and to the ($`N`$-dimensional) cloning machine ($`C`$) is the element of a $`N^4`$ dimensional Hilbert space. Our task is to optimize this state in such a way that Eve maximizes her information and minimizes the disturbance on the information exchanged between Alice and Bob. Moreover, as the real disturbance along a transmission line is assumed to be unbiased, the disturbance induced by the presence of Eve must mimic an isotropic disturbance so to say, it may not depend (1) on the state that Alice and Bob measure when they measure in perfectly correlated (conjugate) bases, and also (2) on which pair of such bases is selected; finally (3) it must also mimic the correlations between the non-conjugate bases that would be observed in the presence of real (unbiased) noise.

### 4.1 Invariance under relabelings of the detectors and Cerf states

Clearly the complexity of the problem to solve increases as the fourth power of the dimension $`N`$. It is thus necessary to simplify the treatment as much as possible by taking account of the intrinsic symmetries of the problem. According to the notation introduced in the previous section, let us consider an arbitrary basis, the $`\varphi `$ basis associated to Bob, and its conjugate basis, the $`\varphi ^{}`$ basis, associated to Alice. A fundamental symmetry characterizes such bases: the states of the $`\varphi `$ ($`\varphi ^{}`$) basis are permuted if we vary the phase $`\varphi `$ by any multiple of $`\frac{2\pi }{3}`$. It is easy to show that any such permutation is generated by $`C`$, the generator of the cyclic permutations that shifts each label of the states of the $`\varphi `$ ($`\varphi ^{}`$) basis by unity ($`ll+1`$ ($`\mathrm{mod}N`$)). When the condition (1) is fulfilled, so to say when the error rate does not depend on the label $`l`$, it is natural to impose this invariance at the level of the cloning state. In order to do so, it is useful to introduce the so-called Bell states. The $`N^2`$ generalized Bell states are defined as follows:

$$|B_{m^{},n}^\psi _{R,A}=N^{1/2}\underset{k=0}{\overset{N1}{}}e^{2\pi i(kn/N)}|\psi _k^{}_R|\psi _{k+m}_A$$
(4)
with $`m`$ and $`n`$ ($`0m,nN1`$) labeling these Bell states. Obviously they are eigenstates under the generator of cyclic permutations $`ll+1`$ for the eigenvalue $`e^{2\pi i(n/N)}`$. Moreover they form an orthonormal basis of the $`N^2`$ dimensional space spanned by the product states $`|\psi _k^{}_R|\psi _l_A`$ $`(l,j=0,\mathrm{},N1)`$.

Note that all the Bell states are maximally entangled and that $`|\varphi _N^+=|B_{0,0}^\psi `$. Let us consider the fraction of the signal that is measured by Alice in the $`\psi `$ basis and by Bob in its conjugate basis (the $`\psi ^{}`$ basis). As these are perfectly correlated bases, this signal is not discarded and it will be used afterwards, during the reconciliation protocol, to establish a fresh cryptographic key. At this level, when Alice and Bob reveal publicly their choices of bases, Eve will measure her ancilla in the basis that she deems to be optimal. Eve is free to redefine this basis thanks to an arbitrary unitary transformation according to her convenience. Taking account of the dual nature of the “mirror” space assigned to Eve, it is natural that Eve fixes this unitary transformation in such a way that she measures her copy in the same basis as Bob (the $`\psi `$ basis) and the cloning state in the conjugate basis (the $`\psi ^{}`$ basis). Expressed in these bases, the most general state $`|\mathrm{\Psi }_{R,A,B,C}`$ that is invariant under cyclic permutations of the labels assigned to the detectors has then (up to an arbitrary redefinition of Eve’s basis) the following form:

$$|\mathrm{\Psi }_{R,A,B,C}=\underset{m,m^{},n=1}{\overset{N1}{}}a_{m,m^{},n}|B_{m^{},n}^\psi _{R,A}|B_{m^{},n^{}}^\psi _{B,C}$$
(5)
where by definition

$$|B_{m^{},n^{}}^\psi _{B,C}=N^{1/2}\underset{k=0}{\overset{N1}{}}e^{2\pi i(kn/N)}|\psi _k_B|\psi _{k+m}^{}_C$$
(6)
Note that we introduced at this level two apparently different definitions of the Bell states. Both can be re-expressed according to the synthetic expression:

$$|B_{m^{()},n^{()}}^\psi =N^{1/2}\underset{k=0}{\overset{N1}{}}e^{2\pi i(kn/N)}|\psi _k^{()}|\psi _{k+m}^{()}$$
(7)
In the computational basis (where $`|k=|k^{}`$), these definitions coincide with the usual definition. Indeed, our approach constitutes a covariant generalisation of Cerf’s formalism for cloning machines. At this level, the complexity of the problem to solve is only in $`N^3`$, because we projected the state $`|\mathrm{\Psi }_{R,A,B,C}`$ onto the set of states that remains invariant under a shift unity of the labels assigned to the basis states. We shall now show that it is still possible to reduce the complexity of the problem if we consider the question of optimality. Prior to this, let us introduce the following definitions:

Definition 1: The pure state $`|\mathrm{\Psi }_{R,A,B,C}`$ is a Cerf state iff, for a given basis (say the $`\psi `$ basis),

$$|\mathrm{\Psi }_{R,A,B,C}=\underset{m,n=1}{\overset{N1}{}}a_{m,n}|B_{m^{},n}^\psi _{R,A}|B_{m,n^{}}^\psi _{B,C}$$
(8)
Note that then $`Tr_{B,C}|\mathrm{\Psi }_{R,A,B,C}\mathrm{\Psi }|_{R,A,B,C}`$ is diagonal in the Bell basis $`|B_{m^{},n}^\psi _{R,A}`$ and $`Tr_{R,A}|\mathrm{\Psi }_{R,A,B,C}\mathrm{\Psi }|_{R,A,B,C}`$ is diagonal in the Bell basis $`|B_{m,n^{}}^\psi _{B,C}`$. Beside, normalization imposes that $`_{m,n}^{N1}|a_{m,n}|^2=1`$.

Definition 2:

A (pure) Cerf state is optimal among the Cerf states (for a given quantum cryptographic protocol) iff, for the same mutual information between Alice and Bob, the mutual information between Alice and Eve corresponding to this state is superior or equal to the one corresponding to any other (pure) Cerf state or to any mixture of them.

Theorem:

-Let us assume that an attack is characterized by a state $`|\mathrm{\Psi }_{R,A,B,C}`$ that is invariant under cyclic permutations of the labels of Alice and Bob’s basis states (in the $`\psi ^{}`$ and $`\psi `$ bases).

-If the optimal Cerf state exists, then it is also optimal among all possible states $`|\mathrm{\Psi }_{R,A,B,C}`$.

Proof:

We have shown that the most general state $`|\mathrm{\Psi }_{R,A,B,C}`$ that is invariant under cyclic permutations of the labels of the optimal bases must necessarily fulfill Eq. (5) which does not necessarily imply that it is a Cerf state. Nevertheless, by virtue of Eq. (7), we have that

$`|\mathrm{\Psi }_{R,A,B,C}\mathrm{\Psi }|_{R,A,B,C}=N^2{\displaystyle \underset{m,m^{},n,\stackrel{~}{m},\stackrel{~}{m^{}},\stackrel{~}{n},k,l,\stackrel{~}{k},\stackrel{~}{l}=0}{\overset{N1}{}}}a_{m,m^{},n}a_{\stackrel{~}{m},\stackrel{~}{m^{}},\stackrel{~}{n}}^{}e^{i(2\pi /N)((kl).n(\stackrel{~}{k}\stackrel{~}{l}).\stackrel{~}{n})}.`$ (9)
$`|\psi _k^{}_R|\psi _{k+m}_A|\psi _l_B|\psi _{l+m^{}}^{}_C\psi _{\stackrel{~}{k}}^{}|_R\psi _{\stackrel{~}{k}+\stackrel{~}{m}}|_A\psi _{\stackrel{~}{l}}|_B\psi _{\stackrel{~}{l}+\stackrel{~}{m}^{}}^{}|_C`$
The mutual informations must be estimated on the non-discarded signal that is measured in the $`\psi ^{}`$ basis by Alice and in the $`\psi `$ basis by Bob, while Eve measures product states of the type $`|\psi _l_B|\psi _l^{}^{}_C`$. Therefore only the diagonal coefficients that appear in the expression of the density matrix (Eq. (9)) are relevant. It is easy to check that for such coefficients $`mm^{}=\stackrel{~}{m}\stackrel{~}{m^{}}`$, so that $`|\mathrm{\Psi }_{R,A,B,C}\mathrm{\Psi }|_{R,A,B,C}`$ is equivalent to a reduced density matrix $`\rho _{R,A,B,C}^{\text{red}}`$ defined as follows: $`\rho _{R,A,B,C}^{\text{red}}`$ = $`_{m,i,n,\stackrel{~}{m},\stackrel{~}{n}=0}^{N1}a_{m,m^{}=m+i,n}a_{\stackrel{~}{m},\stackrel{~}{m^{}}=\stackrel{~}{m}+i,\stackrel{~}{n}}^{}`$ $`|B_{m^{},n}^\psi _{R,A}|B_{m+i,n^{}}^\psi _{B,C}B_{\stackrel{~}{m}^{},\stackrel{~}{n}}^\psi |_{R,A}B_{\stackrel{~}{m}+i,\stackrel{~}{n}^{}}^\psi |_{B,C}`$ which in turn corresponds to the following mixture:

$`\rho _{R,A,B,C}^{\text{red}}`$ = $`_{i=0}^{N1}P_i\rho _{R,A,B,C}^{i\text{red}}`$, where

$$P_i\rho _{R,A,B,C}^{i\text{red}}=\underset{m,n=0}{\overset{N1}{}}a_{m,m^{}=m+i,n}|B_{m^{},n}^\psi _{R,A}|B_{m+i,n^{}}^\psi _{B,C}.\underset{\stackrel{~}{m},\stackrel{~}{n}=0}{\overset{N1}{}}a_{\stackrel{~}{m},\stackrel{~}{m^{}}=\stackrel{~}{m}+i,\stackrel{~}{n}}^{}B_{\stackrel{~}{m}^{},\stackrel{~}{n}}^\psi |_{R,A}B_{\stackrel{~}{m}+i,\stackrel{~}{n}^{}}^\psi |_{B,C}$$

and $`P_i=_{m,n=0}^{N1}|a_{m,m^{}=m+i,n}|^2`$. $`\rho _{R,A,B,C}^{i\text{red}}`$ is the projector onto the state $`|\mathrm{\Psi }_{R,A,B,C}^i`$, with

$$|\mathrm{\Psi }_{R,A,B,C}^i=\frac{1}{\sqrt{P_i}}\underset{m,n=0}{\overset{N1}{}}a_{m,m^{}=m+i,n}|B_{m^{},n}^\psi _{R,A}|B_{m+i,n^{}}^\psi _{B,C}.$$

Everything happens as if the above state was chosen with probability $`P_i`$ without that Eve is able to control this choice or even to get informed about it. Her information is thus certainly less than the information that she would get if she was informed about this choice. Beside, once the choice of a particular $`|\mathrm{\Psi }_{R,A,B,C}^i`$ is realized, the mutual information between Eve and Alice is invariant when Eve chooses to re-label her detectors, in particular if she re-labels them according to the rule $`|\psi _l_B|\psi _{l+m+i}^{}_C|\psi _l_B|\psi _{l+m}^{}`$ which sends $`|B_{m+i,n^{}}^\psi _{B,C}`$ onto $`|B_{m,n^{}}^\psi _{B,C}`$. Note that this re-labeling does not influence at all the statistical distribution of Alice and Bob’s results and their mutual information. In conclusion, Eve’s information is in the best case equivalent to the information that she would get by realizing the state $`|\mathrm{\Psi }_{R,A,B,C}^i=\frac{1}{\sqrt{P_i}}_{m,n=0}^{N1}a_{m,m^{}=m+i,n}|B_{m^{},n}^\psi _{R,A}|B_{m,n^{}}^\psi _{B,C}`$ with probability $`P_i`$, and being informed about the nature of this choice. This corresponds to a mixture of Cerf states, which ends the proof: when optimal Cerf state exist(s), then, if a state $`|\mathrm{\Psi }_{R,A,B,C}`$ belongs to the class of states defined in Eq. (5) and is optimal it is necessarily equal to this (one of these) Cerf state(s).

This theorem shows that it is sufficient to optimize the cloning machines described by a Cerf state which again reduces the complexity of the problem: such a state is now described, according to Eq. (8) by $`N^2`$ parameters $`a_{m,n}`$ instead of the $`N^3`$ parameters $`a_{m,m^{},n}`$. Note that in Cerf’s approach, Eq. (8) was considered to be an ansatz; the previous theorem shows that its generality can be established on the basis of more general assumptions. The property that was encapsulated in the previous theorem expresses a deep property of the Bell states. Actually, from Eve’s perspective, everything happens as if different families of Bell states were separated by a classical super-selection rule. It helps to understand why, when the optimal state is pure it is sufficient to limit oneself to the quest of the optimal Cerf state.

### 4.2 Invariance under the choice of the optimal basis

At this level we did not exploit all the symmetries of the problem, we only made use of the fact that inside a given pair of perfectly correlated (conjugate) bases, the labeling of the detectors is defined up to a cyclic permutation. Another symmetry of the problem that we did not exploit yet is the following: according to the condition (2), all pairs of perfectly correlated bases must also be treated on equal footing. Therefore it is natural to impose that the optimal Cerf state associated to the $`N`$-DEB protocol fulfills the following constraints

$`|\mathrm{\Psi }_{R,A,B,C}={\displaystyle \underset{m,n=1}{\overset{N1}{}}}a_{m,n}|B_{m^{},n}^{\varphi =0}_{R,A}|B_{m,n^{}}^{\varphi =0}_{B,C}={\displaystyle \underset{m,n=1}{\overset{N1}{}}}a_{m,n}|B_{m^{},n}^{\varphi =\frac{2\pi }{4N}}_{R,A}|B_{m,n^{}}^{\varphi =\frac{2\pi }{4N}}_{B,C}=`$ (10)
$`{\displaystyle \underset{m,n=1}{\overset{N1}{}}}a_{m,n}|B_{m^{},n}^{\varphi =\frac{4\pi }{4N}}_{R,A}|B_{m,n^{}}^{\varphi =\frac{4\pi }{4N}}_{B,C}={\displaystyle \underset{m,n=1}{\overset{N1}{}}}a_{m,n}|B_{m^{},n}^{\varphi =\frac{6\pi }{4N}}_{R,A}|B_{m,n^{}}^{\varphi =\frac{6\pi }{4N}}_{B,C}`$ (11)
The treatment of this type of constraint is developed in appendix. The result is extremely simple: whenever $`B_{i^{},j}^{\varphi =\frac{2\pi p}{4N}}|B_{k^{},l}^{\varphi =\frac{2\pi q}{4N}}`$ $`0`$ (where $`p,q,=0,1,2,3)`$, then $`a_{i,j}`$ = $`a_{k,l}`$. Actually these results were already used in  for the treatment of the qutrit case but have not been published yet. These constraints express the necessary and sufficient conditions for which the Cerf state (Eq. (8)) that characterizes the cloning machine possesses biorthogonal Schmidt decompositions in the Bell bases (Eq. (7)) associated to the four optimal bases simultaneously. By a straightforward computation we get that

$`B_{i^{},j}^{\varphi _1}|B_{k^{},l}^{\varphi _2}=B_{i^{},j}^0|B_{k^{},l}^{\varphi _2\varphi _1}=`$
$`{\displaystyle \frac{1}{N}}\delta _{j,l}{\displaystyle \underset{p,q=0}{\overset{N1}{}}}\delta _{pq,j(modN)}`$
$`e^{i(p(\varphi _2\varphi _1)+q((\varphi _2\varphi _1)+\frac{2\pi }{N}(ki)))}`$ (12)
In particular, we have that when $`j=l=0`$, $`B_{i^{},0}^{\varphi _1}|B_{k^{},0}^{\varphi _2}=\delta _{i,k}`$, which means that $`B_{i^{},0}^{\varphi =0}=B_{i^{},0}^\varphi \varphi `$. When $`j=l0`$, $`|B_{i^{},j}^{\varphi _1}|B_{k^{},j}^{\varphi _2}|`$ reaches the extremal values 1 or 0 only when $`\varphi _1\varphi _2`$ is an integer multiple of $`\frac{2\pi }{N}`$. This is due to the fact that for such values the basis states $`|l_{\varphi _1}`$ are equivalent to the states $`|l_{\varphi _2}`$, up to a cyclic permutation of the labels of the basis states and we showed in a previous section that the Bell states are eigenstates under such permutations. Otherwise, for intermediate values of $`\varphi `$ these in-products are never equal to zero. Therefore the Cerf state $`|\mathrm{\Psi }_{R,A,B,C}`$ that is invariant for at least two distinct values of $`\varphi `$ ($`\mathrm{mod}\frac{2\pi }{N}`$) is characterized by the NxN matrix $`a_{m,n}`$ that obeys the following equations:

$$(a_{m,n})=\left(\begin{array}{ccccc}v& y_1& y_2& \mathrm{}& y_{N1}\\ x_1& y_1& y_2& \mathrm{}& y_{N1}\\ x_2& y_1& y_2& \mathrm{}& y_{N1}\\ .& .& .& \mathrm{}& .\\ .& .& .& \mathrm{}& .\\ .& .& .& \mathrm{}& .\\ x_{N1}& y_1& y_2& \mathrm{}& y_{N1}\end{array}\right)$$
(13)
The (normalized) matrix $`a_{m,n}`$ still contains $`2(N1)`$ independent parameters. This shows that it is not enough to impose the invariance of the state $`|\mathrm{\Psi }_{R,A,B,C}`$ under cyclic permutations of the basis states or under changes of bases in order to fix all the parameters of the cloning state. We shall do this by optimizing the information gained by Eve. We shall impose that, in virtue of the “mirror” property of the cloning transformation, when the detector associated to the projector onto the state $`|k_\varphi ^{}_E|l_\varphi _E^{}`$ fires, the probability of the inference that Alice and Bob’s state is $`|k_\varphi ^{}_A|l_\varphi _B`$ is maximal. It is easy to check that the probability that Alice and Bob’s state is $`|k_\varphi ^{}^{}_A|l_\varphi ^{}_B`$ conditioned on the observation by Eve of the state $`|k_\varphi ^{}_E|l_\varphi _E^{}`$ is equal to $`\delta _{k^{}l^{},kl}{\displaystyle \frac{|\underset{n=0}{\overset{N1}{}}a_{lk,n}exp(i\frac{2\pi }{N}(k^{}k)n)|^2}{N_{n=0}^{N1}|a_{lk,n}|^2}}`$. Let us first assume that the fidelity and the disturbances are fixed,(including the coefficients $`a_{i0}`$ ($`i=0,\mathrm{}N1)`$). These parameters will be varied them later. Using the method of Lagrange’s multipliers with the constraint that $`_{j=0}^{N1}|a_{ij}|^2`$ is constant, and maximizing the function $`|_{j=0}^{N1}a_{ij}|^2`$ under the variations of $`a_{i,1},a_{i,2},\mathrm{}a_{i,N1}`$, we get that the $`N1`$ dimensional vector $`(_{j=0}^{N1}a_{ij},_{j=0}^{N1}a_{ij},\mathrm{},_{j=0}^{N1}a_{ij})`$ is parallel to the $`N1`$ dimensional vector $`(a_{i,1},a_{i,2},\mathrm{},a_{i,N1})`$. The solution of these constraints that corresponds to a maximum is the following: $`a_{i,1}=a_{i,2}=\mathrm{}=a_{i,N1}`$ and the phase of these complex numbers is the same as the phase of $`a_{i,0}`$. Now, as $`(a_{i,1},a_{i,2},\mathrm{},a_{i,N1})=(a_{0,1},a_{0,2},\mathrm{},a_{0,N1})`$=$`(y_1,y_2,\mathrm{},y_{N1})`$ and $`(a_{0,0},a_{1,0},\mathrm{},a_{N1,0})=(v,x_1,\mathrm{},x_{N1})`$ in virtue of Eq. (13), we get that $`y_1=y_2=\mathrm{}=y_{N1}`$, and all the coefficients $`x_i`$ and $`y_i`$ have the same phase as $`v`$. We can without loss of generality assume that this phase is zero. Moreover, we must impose that all disturbances are equal; otherwise, Eve’s presence could be detected easily by Alice and Bob. Indeed, at this level all the states of a same $`\varphi `$ basis are not treated on the same footing. This can be checked for instance by estimating the disturbances. There are N-1 possible errors when copying the basis state $`|k_\varphi `$ Depending on it being transformed into $`|(k+i)_\varphi (\mathrm{mod}N`$, with $`i=1,\mathrm{},N1`$). Therefore, we define N-1 disturbances $`D_1`$, $`D_2`$and $`D_{N1}`$ corresponding to these N-1 errors. By a straightforward but lengthy computation, we get that the $`i`$th disturbance is equal to $`|x_i|^2+_{j=0}^{N1}|y_j|^2`$ ($`j=1,\mathrm{},N1`$) which, in general, is not independent on the label $`i`$. If we impose that the disturbances are independent of the label $`i`$, we get $`x_1=x_2=\mathrm{}=x_{N1}`$ and the matrix $`a_{mn}`$ contains only real positive coefficients. Taking account of Eq. (13), we obtain the final form of the matrix $`a_{m,n}`$:

$$(a_{m,n})=\left(\begin{array}{ccccc}v& y& y& \mathrm{}& y\\ x& y& y& \mathrm{}& y\\ x& y& y& \mathrm{}& y\\ .& .& .& \mathrm{}& .\\ .& .& .& \mathrm{}& .\\ .& .& .& \mathrm{}& .\\ x& y& y& \mathrm{}& y\end{array}\right)$$
(14)
Note that it is sufficient that the cloning state $`|\mathrm{\Psi }_{R,A,B,C}`$ is invariant for two distinct values of $`\varphi `$ in order that it is invariant for all values of $`\varphi `$, so to say that it acts identically on each state of the $`\varphi `$ bases. Such a cloner is thus phase-covariant, in analogy with the qubit and qutrit cases.

We determined numerically the values of $`v`$, $`x`$ and $`y`$ for which Eve’s information is maximal while the fidelity of Bob’s clone is fixed. Letting vary this fidelity, we determined the error rate that corresponds to the crossing point of Bob and Eve’s mutual information relative to Alice’s data ($`I_{AB}=I_{AE}`$). According to Csiszár and Körner theorem  Alice and Bob can distill a secure cryptographic key if the mutual information between Alice and Bob $`I_{AB}`$ is larger than the mutual information between Alice and Eve $`I_{AE}`$, i.e., $`I_{AB}>I_{AE}`$. If we restrict ourselves to one-way communication on the classical channel, this actually is also a necessary condition. Consequently, the quantum cryptographic protocol above ceases to generate secret key bits precisely at the point where Eve’s information matches Bob’s information.

The threshold fidelities below which the security of the protocol is no longer guaranteed are listed in function of the dimension $`N`$ in the table 1. These values are the exactly the same values as those obtained from a higher dimensional generalization of Ref. .

Note that in the qubit ($`N`$=2) and qutrit ($`N`$=3) cases, we recover the properties (optimal fidelity, upper bound on the error rate and so on) derived in the literature following Cerf’s approach or more general approaches. The threshold fidelities that we obtained are lower than the corresponding values in the case of symmetric cloners, which were derived in Ref.. This is due to the fact that in our approach Eve considers the full information contained in the clone (B) and in the ancilla (C). In the large $`N`$ limit, it is easy to show that $`I_{AE}=1F_A`$ and $`I_{AB}=F_A`$. Thus, in this limit, we find that the cloner converges to the universal (isotropic) cloner while the fidelity goes to fifty percent. The tolerable error rate has also been shown recently Ref.  to tend to fifty percent with the dimension of qu$`N`$its going to infinity (with $`N`$ being a prime number) in another prepare-and-measure scheme. It seems that this asymptotic behaviour is quite general.

### 4.3 Correlations between non-conjugate bases

The unbiased noise that appears in Eq. (3) is characterized by a density matrix that is proportional to the identity $`\widehat{I}_{R,A}`$. Now, $`\widehat{I}_{R,A}`$= $`\widehat{I}_A`$.$`\widehat{I}_R`$= $`_{i=0}^{N1}|\psi _i^{}_R\psi _i^{}|_R`$.$`_{j=0}^{N1}|\stackrel{~}{\psi }_j_A\stackrel{~}{\psi }_j|_A`$ where the $`\psi `$ and the $`\stackrel{~}{\psi }`$ bases can be chosen arbitrarily. This arbitrariness suggests some invariance of the noise under local changes of basis. In particular, when Eve replaces the signal by a clone, this invariance must be respected. According to the condition (3), this clone must mimic the correlations between the non-fully correlated (non-conjugate) bases that would be observed in the presence of real, unbiased, noise. We shall now show that this is well the case. In order to do so, let us consider the reduced cloning state $`\rho _{R,A}=Tr_{B,C}|\mathrm{\Psi }_{R,A,B,C}\mathrm{\Psi }|_{R,A,B,C}`$ obtained after averaging over Eve’s degrees of freedom; according to Eqs. (1,2,4,8,14), and thanks to the identities

$`|B_{0^{},0}^\varphi =|\varphi _N^+`$, $`_{m=0,n=0}^{N1}|B_{m^{},n}^\varphi _{R,A}B_{m^{},n}^\varphi |_{R,A}=\widehat{I}_{R,A}`$, and $`_{n=0}^{N1}e^{2\pi i((kl)n/N)}=N.\delta _{k,l}`$, we get:

$`\rho _{R,A}=v^2|B_{0^{},0}^\varphi _{R,A}B_{0^{},0}^\varphi |_{R,A}+x^2{\displaystyle \underset{m=1}{\overset{N1}{}}}|B_{m^{},0}^\varphi _{R,A}B_{m^{},0}^\varphi |_{R,A}+y^2{\displaystyle \underset{m=1,n=0}{\overset{N1}{}}}|B_{m^{},n}^\varphi _{R,A}B_{m^{},n}^\varphi |_{R,A}`$
$`=(v^2x^2)|\varphi _N^+_{R,A}\varphi _N^+|_{R,A}+(x^2y^2){\displaystyle \underset{m=0}{\overset{N1}{}}}|B_{m^{},0}^\varphi _{R,A}B_{m^{},0}^\varphi |_{R,A}+y^2{\displaystyle \underset{m=0,n=0}{\overset{N1}{}}}|B_{m^{},n}^\varphi _{R,A}B_{m^{},n}^\varphi |_{R,A}`$
$`=(v^2x^2)|\varphi _N^+_{R,A}\varphi _N^+|_{R,A}+N.(x^2y^2){\displaystyle \frac{1}{N}}{\displaystyle \underset{n=0}{\overset{N1}{}}}|n_R|n_An|_Rn|_A+N^2.y^2\rho _{R,A}^{noise}`$ (15)
In comparison to Eq. (3) a new factor weighted by $`N.(x^2y^2)`$ appears in the previous expression. It is a mixture of projectors on products of the states of the computational basis $`|n_R|n_A`$.

For what concerns measurements performed by Alice and Bob in the optimal bases (that they are conjugate or not), any such product has the same statistical properties as the unbiased noise $`\rho _{R,A}^{noise}=\frac{1}{N^2}\widehat{I}_{R,A}`$. The deep reason for this property is that the in-product between any state of the computational basis and any $`\varphi `$ state is in modulus squared equal to $`\frac{1}{N}`$, in other words, both bases are mutually unbiased. Henceforth, the modulus squared of $`n|_Rn|_A|k_{\varphi _1}^{}|l_{\varphi _2}`$ is equal to $`\frac{1}{N^2}`$, whatever the values of the labels $`k`$ and $`l`$ could be.

## 5 Conclusions

The Ekert91 protocol and its qu$`N`$it extension, the $`N`$-DEB protocol which is analyzed in the present paper, involve encryption bases for which the violation of local realism is maximal. If Alice and Bob measure their member of a maximally-entangled qu$`N`$it pair in two “conjugate” bases, this gives rise to perfect correlations. After measurement is performed on each member of a sequence of maximally-entangled qu$`N`$it pairs, Alice and Bob can reveal on a public channel what were their respective choices of basis and identify which qu$`N`$it was correctly distributed, from which they will make the key. They can use the rest of the data in order to check that it does not admit a local realistic simulation. For instance they can check that their correlations violate some generalized Bell or CHSH inequalities. More generally, they can check that the correlations between their results (that they are perfectly correlated or not are the same as the results that they expect in the presence of unbiased noise. Note that the optimal bases do not allow them to differentiate a fully unbiased noise (described by a fully incoherent reduced density matrix proportional to the unity matrix) from a “colored” noise that would contain projectors (with arbitrary weights) on product states of the computational basis. As shown at the end of the last section, this is due to the fact that all the optimal bases are mutually unbiased relatively to the computational basis. This explains why the phase-covariant attacks are more dangerous than the universal (state-independent) attacks. For instance, the maximal admissible error rate (when attacks based on state-dependent cloners are considered) was shown to be equal to $`E_A=1F_A=1(\frac{1}{2}+\frac{1}{\sqrt{8}})14.64\%`$ for the 2-DEB protocol (or Ekert91 qubit protocol)  and to 22.47 % for the 3-DEB protocol. The corresponding rates, if we restrict ourselves to state-independent cloners were shown in Ref. to be respectively equal to 15.64% and 22.67%. These results were derived for a slightly asymmetric state-independent cloner that clones all the states with the same fidelity. Universal attacks correspond to protocols in which Alice and Bob have the physical possibility to measure (distinguish) experimentally any coefficient of the reduced density matrix which is not the case here. This is the price to pay, but, at the same time, as the resistance of the violation of local realism against noise is maximal when the maximally-entangled qu$`N`$it pair is measured in the optimal qu$`N`$it bases discussed here, the $`N`$-DEB protocol is optimal from the point of view of the survival of non-classical correlations in a noisy environment.

Actually, it has been shown that the violation of a Bell inequality extended to qu$`N`$its is possible, as long as the “visibility” of the two-qu$`N`$its interference exceeds a threshhold value $`V_{thr}`$ given by the equation $`\frac{N^2}{V_{thr}(N)}`$ = $`_{k=0}^{[N/2]1}(1\frac{2k}{N1})(\frac{1}{sin^2(\pi (4k+1)/4N)}\frac{1}{sin^2(\pi (4k+3)/4N)})`$. The visibility mentioned above is directly related to the threshold fraction of unbiased noise, $`(1V_{thr}(N))`$, which has to be admixed to the maximally entangled state in order to erase the non-classical character of the correlations, and therefore is a measure of robustness of non-classicality (see also ). This means that the non-existence of a local realistic model of the correlations is guaranteed if the fidelity $`F_{thr}`$ that characterizes the communication channel between Alice and Bob, (detectors included, so 1-$`F_{thr}`$ is the effective error rate in the transmission) is larger than $`\frac{N1}{N}\times V_{thr}(N)+\frac{1}{N}`$. For instance, for $`N=2,3,4,5`$ and 10, 1-$`F_{thr}`$ is equal to 14.64 %, 20.26 %, 23.21 %, 25.03 % and 28.77 % respectively. On the other hand, the $`N`$-DEB protocol is secure against a cloning-based individual attack, if $`F=1E_A>F_A=F_{thr}`$ (see table). If we compare the previous values of 1-$`F_{thr}`$ with the corresponding values of 1-$`F_A`$ (with $`F_A`$ given in the table), it is easy to check that when a violation of local realism occurs, the security of the $`N`$-DEB protocol against individual attacks is automatically guaranteed. Therefore, the violation of Bell inequalities is a sufficient condition for security, as it implies that Bob’s fidelity is higher than the security threshold. For qubits the sufficient condition ($`F_A>0.8436`$) is also necessary ().

In addition, the violation of Bell inequalities guarantees that the $`N`$-DEB protocol is secure against so-called Trojan horse attacks during which the eavesdropper would control the whole transmission line and replace the signal by a fake, predetermined local-variable dependent, signal that mimics the quantum correlations (see Ref. and references therein). All the protocols in which no entanglement is present (such as BB84, the 6-state qubit protocol, or the 12-state qutrit protocol) admit a local realistic model, so that they are not secure against Trojan horse attacks, although, according to the results of Ref. they are slightly more resistant against noise than the $`N`$-DEB protocol.

As we have already noted, our results confirm the results that can be found in the literature relatively to the security of the 2-DEB and 3-DEB protocols, but at the same time our results are confirmed by the corresponding results in the case that they were derived under constraints more general than the ones that we postulated. Note that in order to find an expression for the cloning state that is valid for arbitrary dimension, it is impossible presently to avoid some extra-assumptions, for instance that the optimal cloning state is pure, $`N^4`$ dimensional, symmetric under cyclic permutations of the labels of the optimal bases and so on. These assumptions are very reasonable anyhow. If we would try to avoid any extra-constraint, the complexity of the problem would increase with the dimension $`N`$ and we could not find a solution for all values of $`N`$. Note also that the security of quantum cryptographic protocols against incoherent attacks was never clearly established, simply because the problem is too complicate to tackle.

In summary, we have established the generality of Cerf’s approach of quantum state-dependent cloning machines under fairly general assumptions. We have shown that the acceptable error rate of the $`N`$-DEB protocol turns out to increase with the dimension $`N`$. Our analysis confirms a seemingly general property that the robustness against noise of qu$`N`$it schemes increases with the dimensionality $`N`$.

Acknowledgment

One of the authors (TD) is a Postdoctoral Fellow of the Fonds voor Wetenschappelijke Onderzoek, Vlaanderen. TD would like to thank National University of Singapore for royal hospitality and acknowledge support from the IAUP programme of the Belgian government, and the grant V-18.

## 6 Appendix: Invariance of the cloning state.

Let us consider a reference basis, the $`\psi `$ basis, its conjugate basis the $`\psi ^{}`$ basis, another basis, the $`\stackrel{~}{\psi }`$ basis and its conjugate basis the $`\stackrel{~}{\psi }^{}`$ basis (with $`i|\psi _j`$ = $`U_{ij}`$ and $`i|\stackrel{~}{\psi }_j`$ = $`\stackrel{~}{U}_{ij}`$). Let us assume that during the realisation of a quantum cryptographic protocol, Alice and Bob share the maximally entangled state $`|\varphi _N^+`$ ($`|B_{0,0}`$) and that Alice measures it either in the $`\psi ^{}`$ basis or in the $`\stackrel{~}{\psi }^{}`$ basis (with $`i|\psi _j^{}`$ = $`U_{ij}^{}`$ and $`i|\stackrel{~}{\psi }_j^{}`$ = $`\stackrel{~}{U}_{ij}^{}`$). according to the proof given in the section 2, she projects Bob’s component onto either the $`\psi `$ or the $`\stackrel{~}{\psi }`$ basis. If we require that the cloning machine is invariant in both bases, the joint (Cerf) state of the reference $`R`$, the two output clones ($`A`$ and $`B`$), and the ($`N`$-dimensional) cloning machine $`C`$ (Eq. (8)) must fulfill the following condition:

$$\underset{m,n=0}{\overset{N1}{}}a_{m,n}|B_{m^{},n}_{R,A}|B_{m,n^{}}_{B,C}=\underset{m,n=0}{\overset{N1}{}}a_{m,n}|\stackrel{~}{B}_{m^{},n}_{R,A}|\stackrel{~}{B}_{m,n^{}}_{B,C}$$
(16)
As the $`N^2`$ $`B_{m,n}`$ states form an orthonormal basis, we can project the righthand side of the previous equality onto them, which gives: $`_{m,n=0}^{N1}a_{m,n}|B_{m^{},n}_{R,A}|B_{m,n^{}}_{B,C}=_{m,n,m^{},n^{},m^{\prime \prime },n^{\prime \prime }=0}^{N1}a_{m,n}`$ $`|B_{m^{},n^{}}_{R,A}_{R,A}B_{m^{},n^{}}|\stackrel{~}{B}_{m^{},n}_{R,A}`$ $`|B_{m^{\prime \prime },n^{\prime \prime }}_{B,C}`$$`{}_{B,C}{}^{}B_{m^{\prime \prime },n^{\prime \prime }}|\stackrel{~}{B}_{m,n^{}}_{B,C}^{}`$

Denoting $`V_{i,j,k,l}`$ the in-product $`B_{i^{},j}|\stackrel{~}{B}_{k^{},l}`$, we get: $`_{m,n,k,l=0}^{N1}a_{m,n}\delta _{(m,n),(k,l)}|B_{m^{},n}_{R,A}|B_{k,l^{}}_{B,C}=`$

$`_{m,n,m^{},n^{},m^{\prime \prime },n^{\prime \prime }=0}^{N1}a_{m,n}`$ $`|B_{m^{},n^{}}_{R,A}V_{m^{},n^{},m,n}`$ $`|B_{m^{\prime \prime },n^{\prime \prime }}_{B,C}V_{m^{\prime \prime },n^{\prime \prime },m,n}^{}`$ =$`_{m,n,i,j,k,l=0}^{N1}a_{i,j}\delta _{(i,j),(i^{},j^{})}`$ $`V_{m,n,i,j}`$ $`V_{k,l,i^{},j^{}}^{}`$ $`|B_{m^{},n}_{R,A}|B_{k,l^{}}_{B,C}`$. Thanks to the orthonormality of the Bell bases, this constraint can be expressed as a matrix relation of the form $`𝒱𝒜=𝒜𝒱`$ where $`𝒱`$ and $`𝒜`$ are $`N^2`$x$`N^2`$ matrices defined as follows: $`𝒱_{i,j;k,l}`$ = $`B_{i^{},j}|\stackrel{~}{B}_{k^{},l}`$ and $`𝒜_{i,j;k,l}=a_{i,j}\delta _{(i,j),(k,l)}`$. Such a system of linear equations is extremely simple to solve: if $`𝒱_{i,j;k,l}0`$, then $`a_{i,j}`$ = $`a_{k,l}`$. The procedure to follow in order to build a cloning machine that is invariant in the $`\psi `$ basis and the $`\stackrel{~}{\psi }`$ basis is thus straightforward: compute the $`N^4`$ in-products $`𝒱_{i,j;k,l}=B_{i^{},j}|\stackrel{~}{B}_{k^{},l}`$ ($`i,j,k,l=0,\mathrm{},N1`$); if $`𝒱_{i,j;k,l}0`$, then $`a_{i,j}`$ = $`a_{k,l}`$. The solutions $`a_{m,n}`$ of this set of equations define the most general Cerf state (Eq. (8)) that is invariant in the two bases.